# EDGAR Filing Document

**Accession Number:** 0001478482
**File Stem:** 0001145549-23-020318
**Filing Date:** 2023-3
**Character Count:** 681707
**Document Hash:** ad25317125bb38d002bf5c2e77c7589d
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001145549-23-020318.hdr.sgml**: 20230330

**ACCESSION NUMBER**: 0001145549-23-020318

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 3

**CONFORMED PERIOD OF REPORT**: 20230131

**FILED AS OF DATE**: 20230330

**DATE AS OF CHANGE**: 20230330

**PERIOD START**: 20230430

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** John Hancock Exchange-Traded Fund Trust
- **CENTRAL INDEX KEY:** 0001478482
- **IRS NUMBER:** 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:** 23779047

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

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

## Series and Classes Contracts Data

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

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

## Nport-Ex

## John Hancock

## Multifactor ETFs
Quarterly portfolio holdings 1/31/2023

![](img5a87075a1.gif)

------

Funds' investments

#### MULTIFACTOR DEVELOPED INTERNATIONAL ETF

------

#### As of 1-31-23 (unaudited)

---

| | | |
|:---|:---|:---|
|  | **Shares or<br> Principal<br> Amount** | **Value** |
| **COMMON STOCKS - 99.0%** | **COMMON STOCKS - 99.0%** | **$473260858** |
| (Cost $436,374,597) |  |  |
| **Australia - 7.7%** | **Australia - 7.7%** | &nbsp;&nbsp;&nbsp;&nbsp;36647447 |
| Allkem, Ltd. (A) | &nbsp;&nbsp;&nbsp;26488 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;242269 |
| Ampol, Ltd. | &nbsp;&nbsp;&nbsp;25060 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;538409 |
| ANZ Group Holdings, Ltd. | &nbsp;&nbsp;&nbsp;63909 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1129890 |
| APA Group | &nbsp;&nbsp;&nbsp;75994 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;565479 |
| Aristocrat Leisure, Ltd. | &nbsp;&nbsp;&nbsp;16517 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;395250 |
| ASX, Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;4823 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;234396 |
| BHP Group, Ltd. | 104447 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3634298 |
| BlueScope Steel, Ltd. | &nbsp;&nbsp;&nbsp;62619 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;845425 |
| Brambles, Ltd. | &nbsp;&nbsp;&nbsp;84670 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;715356 |
| carsales.com, Ltd. | &nbsp;&nbsp;&nbsp;13995 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;223759 |
| Cochlear, Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;3887 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;581895 |
| Coles Group, Ltd. | &nbsp;&nbsp;&nbsp;29308 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;366777 |
| Commonwealth Bank of Australia | &nbsp;&nbsp;&nbsp;33455 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2594562 |
| Computershare, Ltd. | &nbsp;&nbsp;&nbsp;34059 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;569992 |
| CSL, Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;9517 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1998971 |
| Dexus | &nbsp;&nbsp;&nbsp;25641 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;147254 |
| EBOS Group, Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;574 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15951 |
| Endeavour Group, Ltd. | &nbsp;&nbsp;&nbsp;76264 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;356292 |
| Fortescue Metals Group, Ltd. | &nbsp;&nbsp;&nbsp;79653 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1248276 |
| Goodman Group | &nbsp;&nbsp;&nbsp;23647 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;332757 |
| IDP Education, Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;9093 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;199910 |
| IGO, Ltd. | &nbsp;&nbsp;&nbsp;15300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;157081 |
| Insurance Australia Group, Ltd. | 143223 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;494518 |
| Lendlease Corp., Ltd. | &nbsp;&nbsp;&nbsp;38956 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;235799 |
| Macquarie Group, Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;6137 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;810140 |
| Medibank Private, Ltd. | 210719 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;436541 |
| Mineral Resources, Ltd. | &nbsp;&nbsp;&nbsp;10929 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;684938 |
| Mirvac Group | &nbsp;&nbsp;&nbsp;94544 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;151228 |
| National Australia Bank, Ltd. | &nbsp;&nbsp;&nbsp;57490 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1287824 |
| Newcrest Mining, Ltd. | &nbsp;&nbsp;&nbsp;15536 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;244237 |
| Northern Star Resources, Ltd. | &nbsp;&nbsp;&nbsp;75846 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;670733 |
| Origin Energy, Ltd. | 113238 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;596055 |
| OZ Minerals, Ltd. | &nbsp;&nbsp;&nbsp;19747 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;388499 |
| Pilbara Minerals, Ltd. (A) | &nbsp;&nbsp;&nbsp;97542 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;326482 |
| Qantas Airways, Ltd. (A) | &nbsp;&nbsp;&nbsp;52896 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;236312 |
| QBE Insurance Group, Ltd. | &nbsp;&nbsp;&nbsp;91847 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;889253 |
| Ramsay Health Care, Ltd. | &nbsp;&nbsp;&nbsp;11490 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;539384 |
| REA Group, Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;2590 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;229262 |
| Reece, Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;8812 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;99909 |
| Rio Tinto, Ltd. | &nbsp;&nbsp;&nbsp;15871 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1416279 |
| Santos, Ltd. | 132498 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;663823 |
| Scentre Group | 121686 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;261525 |
| SEEK, Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;9082 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;154935 |
| Sonic Healthcare, Ltd. | &nbsp;&nbsp;&nbsp;57986 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1290354 |
| South32, Ltd. | 113835 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;364171 |
| Stockland | &nbsp;&nbsp;&nbsp;69318 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;191961 |
| Suncorp Group, Ltd. | &nbsp;&nbsp;&nbsp;77517 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;684418 |
| Telstra Corp., Ltd. | 109950 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;316103 |

---

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

------

---

| | | |
|:---|:---|:---|
|  | **Shares or<br> Principal<br> Amount** | **Value** |
| **Australia (continued)** | **Australia (continued)** |  |
| The GPT Group | &nbsp;&nbsp;&nbsp;45931 | &nbsp;&nbsp;&nbsp;&nbsp;$147262 |
| The Lottery Corp., Ltd. (A) | 133976 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;443709 |
| TPG Telecom, Ltd. | &nbsp;&nbsp;&nbsp;19746 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;67066 |
| Transurban Group | &nbsp;&nbsp;&nbsp;35062 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;341196 |
| Treasury Wine Estates, Ltd. | &nbsp;&nbsp;&nbsp;43150 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;441490 |
| Vicinity, Ltd. | &nbsp;&nbsp;&nbsp;93677 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;135980 |
| Wesfarmers, Ltd. | &nbsp;&nbsp;&nbsp;21360 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;747298 |
| Westpac Banking Corp. | &nbsp;&nbsp;&nbsp;78713 | &nbsp;&nbsp;&nbsp;&nbsp;1315633 |
| WiseTech Global, Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;3802 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;162191 |
| Woodside Energy Group, Ltd. | &nbsp;&nbsp;&nbsp;46884 | &nbsp;&nbsp;&nbsp;&nbsp;1197915 |
| Woolworths Group, Ltd. | &nbsp;&nbsp;&nbsp;31174 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;792561 |
| Yancoal Australia, Ltd. | &nbsp;&nbsp;&nbsp;23182 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;96214 |
| **Austria - 0.3%** | **Austria - 0.3%** | &nbsp;&nbsp;&nbsp;1305882 |
| ANDRITZ AG | &nbsp;&nbsp;&nbsp;&nbsp;1983 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;118019 |
| BAWAG Group AG (A)(B) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;738 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;45405 |
| CA Immobilien Anlagen AG | &nbsp;&nbsp;&nbsp;&nbsp;1140 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;35410 |
| Erste Group Bank AG | &nbsp;&nbsp;&nbsp;&nbsp;7971 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;300827 |
| EVN AG | &nbsp;&nbsp;&nbsp;&nbsp;1299 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;27341 |
| OMV AG | &nbsp;&nbsp;&nbsp;&nbsp;4114 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;204858 |
| Raiffeisen Bank International AG (A) | &nbsp;&nbsp;&nbsp;&nbsp;4661 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;83322 |
| Strabag SE | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;432 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;18204 |
| Telekom Austria AG (A) | &nbsp;&nbsp;&nbsp;&nbsp;2716 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;18200 |
| Verbund AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;955 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;80952 |
| voestalpine AG | &nbsp;&nbsp;&nbsp;11308 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;373344 |
| **Belgium - 0.9%** | **Belgium - 0.9%** | &nbsp;&nbsp;&nbsp;4506996 |
| Ackermans & van Haaren NV | &nbsp;&nbsp;&nbsp;&nbsp;2151 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;371205 |
| Ageas SA/NV | &nbsp;&nbsp;&nbsp;21571 | &nbsp;&nbsp;&nbsp;&nbsp;1048601 |
| Anheuser-Busch InBev SA/NV | &nbsp;&nbsp;&nbsp;23880 | &nbsp;&nbsp;&nbsp;&nbsp;1428752 |
| D'ieteren Group | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;250 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;47488 |
| Elia Group SA/NV | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;349 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;48819 |
| Etablissements Franz Colruyt NV (C) | &nbsp;&nbsp;&nbsp;&nbsp;3702 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;97659 |
| KBC Group NV | &nbsp;&nbsp;&nbsp;&nbsp;8072 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;594901 |
| Proximus SADP | &nbsp;&nbsp;&nbsp;11171 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;114189 |
| Solvay SA | &nbsp;&nbsp;&nbsp;&nbsp;2925 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;338795 |
| UCB SA | &nbsp;&nbsp;&nbsp;&nbsp;1200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;98240 |
| Umicore SA | &nbsp;&nbsp;&nbsp;&nbsp;5613 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;211104 |
| Warehouses De Pauw CVA | &nbsp;&nbsp;&nbsp;&nbsp;3398 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;107243 |
| **Chile - 0.1%** | **Chile - 0.1%** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;571868 |
| Antofagasta PLC | &nbsp;&nbsp;&nbsp;26812 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;571868 |
| **Denmark - 2.7%** | **Denmark - 2.7%** | 12783832 |
| AP Moller - Maersk A/S, Series A | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;92 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;194885 |
| AP Moller - Maersk A/S, Series B | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;95 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;205470 |
| Carlsberg A/S, Class B | &nbsp;&nbsp;&nbsp;&nbsp;6672 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;942484 |
| Coloplast A/S, B Shares | &nbsp;&nbsp;&nbsp;&nbsp;6802 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;816860 |
| Danske Bank A/S | &nbsp;&nbsp;&nbsp;43359 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;899488 |
| DSV A/S | &nbsp;&nbsp;&nbsp;&nbsp;5349 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;879292 |
| Genmab A/S (A) | &nbsp;&nbsp;&nbsp;&nbsp;4389 | &nbsp;&nbsp;&nbsp;&nbsp;1712080 |
| Novo Nordisk A/S, B Shares | &nbsp;&nbsp;&nbsp;33892 | &nbsp;&nbsp;&nbsp;&nbsp;4665852 |
| Novozymes A/S, B Shares | &nbsp;&nbsp;&nbsp;14938 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;773964 |

---

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

------

---

| | | |
|:---|:---|:---|
|  | **Shares or<br> Principal<br> Amount** | **Value** |
| **Denmark (continued)** | **Denmark (continued)** |  |
| Orsted A/S (B) | &nbsp;&nbsp;&nbsp;&nbsp;5066 | &nbsp;&nbsp;&nbsp;&nbsp;$447448 |
| Tryg A/S | &nbsp;&nbsp;&nbsp;18550 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;423819 |
| Vestas Wind Systems A/S | &nbsp;&nbsp;&nbsp;28332 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;822190 |
| **Finland - 1.4%** | **Finland - 1.4%** | &nbsp;&nbsp;&nbsp;6627279 |
| Elisa OYJ | &nbsp;&nbsp;&nbsp;&nbsp;9320 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;530190 |
| Fortum OYJ | &nbsp;&nbsp;&nbsp;13168 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;197570 |
| Kesko OYJ, A Shares | &nbsp;&nbsp;&nbsp;&nbsp;8503 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;196237 |
| Kesko OYJ, B Shares | &nbsp;&nbsp;&nbsp;18452 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;428250 |
| Kone OYJ, Class B | &nbsp;&nbsp;&nbsp;10015 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;544275 |
| Metso Outotec OYJ | &nbsp;&nbsp;&nbsp;47861 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;546564 |
| Neste OYJ | &nbsp;&nbsp;&nbsp;11300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;537898 |
| Nokia OYJ | 141068 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;666680 |
| Nordea Bank ABP | &nbsp;&nbsp;&nbsp;72862 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;849242 |
| Orion OYJ, Class A | &nbsp;&nbsp;&nbsp;&nbsp;1368 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;73246 |
| Orion OYJ, Class B | &nbsp;&nbsp;&nbsp;&nbsp;6600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;352590 |
| Sampo OYJ, A Shares | &nbsp;&nbsp;&nbsp;&nbsp;8215 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;429768 |
| Stora Enso OYJ, R Shares | &nbsp;&nbsp;&nbsp;57083 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;811824 |
| UPM-Kymmene OYJ | &nbsp;&nbsp;&nbsp;12820 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;462945 |
| **France - 10.8%** | **France - 10.8%** | 51618536 |
| Air Liquide SA | &nbsp;&nbsp;&nbsp;&nbsp;6821 | &nbsp;&nbsp;&nbsp;&nbsp;1082005 |
| Airbus SE | &nbsp;&nbsp;&nbsp;13320 | &nbsp;&nbsp;&nbsp;&nbsp;1661297 |
| AXA SA | &nbsp;&nbsp;&nbsp;50315 | &nbsp;&nbsp;&nbsp;&nbsp;1563655 |
| BNP Paribas SA | &nbsp;&nbsp;&nbsp;24671 | &nbsp;&nbsp;&nbsp;&nbsp;1685339 |
| Capgemini SE | &nbsp;&nbsp;&nbsp;&nbsp;9701 | &nbsp;&nbsp;&nbsp;&nbsp;1832170 |
| Cie de Saint-Gobain | &nbsp;&nbsp;&nbsp;37297 | &nbsp;&nbsp;&nbsp;&nbsp;2128612 |
| Cie Generale des Etablissements Michelin SCA | &nbsp;&nbsp;&nbsp;62964 | &nbsp;&nbsp;&nbsp;&nbsp;1980002 |
| Credit Agricole SA | &nbsp;&nbsp;&nbsp;99221 | &nbsp;&nbsp;&nbsp;&nbsp;1189228 |
| Danone SA | &nbsp;&nbsp;&nbsp;40064 | &nbsp;&nbsp;&nbsp;&nbsp;2189064 |
| Dassault Systemes SE | &nbsp;&nbsp;&nbsp;15530 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;574468 |
| Engie SA | 143736 | &nbsp;&nbsp;&nbsp;&nbsp;2032480 |
| EssilorLuxottica SA | &nbsp;&nbsp;&nbsp;&nbsp;5814 | &nbsp;&nbsp;&nbsp;&nbsp;1060170 |
| Hermes International | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;653 | &nbsp;&nbsp;&nbsp;&nbsp;1215907 |
| Kering SA | &nbsp;&nbsp;&nbsp;&nbsp;1489 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;922572 |
| Legrand SA | &nbsp;&nbsp;&nbsp;11392 | &nbsp;&nbsp;&nbsp;&nbsp;1011063 |
| L'Oreal SA | &nbsp;&nbsp;&nbsp;&nbsp;3936 | &nbsp;&nbsp;&nbsp;&nbsp;1616047 |
| LVMH Moet Hennessy Louis Vuitton SE | &nbsp;&nbsp;&nbsp;&nbsp;5543 | &nbsp;&nbsp;&nbsp;&nbsp;4815980 |
| Orange SA | 280663 | &nbsp;&nbsp;&nbsp;&nbsp;2963402 |
| Pernod Ricard SA | &nbsp;&nbsp;&nbsp;&nbsp;7793 | &nbsp;&nbsp;&nbsp;&nbsp;1607235 |
| Safran SA | &nbsp;&nbsp;&nbsp;15164 | &nbsp;&nbsp;&nbsp;&nbsp;2170596 |
| Sanofi | &nbsp;&nbsp;&nbsp;21310 | &nbsp;&nbsp;&nbsp;&nbsp;2075298 |
| Sartorius Stedim Biotech | &nbsp;&nbsp;&nbsp;&nbsp;1103 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;382014 |
| Schneider Electric SE | &nbsp;&nbsp;&nbsp;&nbsp;8879 | &nbsp;&nbsp;&nbsp;&nbsp;1430255 |
| Societe Generale SA | &nbsp;&nbsp;&nbsp;56638 | &nbsp;&nbsp;&nbsp;&nbsp;1678039 |
| Teleperformance | &nbsp;&nbsp;&nbsp;&nbsp;3104 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;859630 |
| Thales SA | &nbsp;&nbsp;&nbsp;&nbsp;4674 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;616250 |
| TotalEnergies SE | 103239 | &nbsp;&nbsp;&nbsp;&nbsp;6388752 |
| Vinci SA | &nbsp;&nbsp;&nbsp;25649 | &nbsp;&nbsp;&nbsp;&nbsp;2887006 |
| **Germany - 7.1%** | **Germany - 7.1%** | 33833407 |
| adidas AG | &nbsp;&nbsp;&nbsp;&nbsp;3979 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;636887 |

---

------

---

| | | |
|:---|:---|:---|
|  | **Shares or<br> Principal<br> Amount** | **Value** |
| **Germany (continued)** | **Germany (continued)** |  |
| Allianz SE | &nbsp;&nbsp;&nbsp;&nbsp;9644 | &nbsp;&nbsp;&nbsp;$2295871 |
| BASF SE | &nbsp;&nbsp;&nbsp;24706 | &nbsp;&nbsp;&nbsp;&nbsp;1405994 |
| Bayer AG | &nbsp;&nbsp;&nbsp;44260 | &nbsp;&nbsp;&nbsp;&nbsp;2739908 |
| Bayerische Motoren Werke AG | &nbsp;&nbsp;&nbsp;&nbsp;7660 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;775594 |
| Beiersdorf AG | &nbsp;&nbsp;&nbsp;&nbsp;4144 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;502266 |
| Carl Zeiss Meditec AG, Bearer Shares | &nbsp;&nbsp;&nbsp;&nbsp;2044 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;292914 |
| Continental AG | &nbsp;&nbsp;&nbsp;10374 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;724673 |
| Daimler Truck Holding AG (A) | &nbsp;&nbsp;&nbsp;23033 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;769711 |
| Delivery Hero SE (A)(B) | &nbsp;&nbsp;&nbsp;&nbsp;4319 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;259018 |
| Deutsche Bank AG | 139707 | &nbsp;&nbsp;&nbsp;&nbsp;1852305 |
| Deutsche Boerse AG | &nbsp;&nbsp;&nbsp;&nbsp;5142 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;917249 |
| Deutsche Post AG | &nbsp;&nbsp;&nbsp;23662 | &nbsp;&nbsp;&nbsp;&nbsp;1011992 |
| Deutsche Telekom AG | &nbsp;&nbsp;&nbsp;82447 | &nbsp;&nbsp;&nbsp;&nbsp;1831125 |
| E.ON SE | 237059 | &nbsp;&nbsp;&nbsp;&nbsp;2570975 |
| Fresenius Medical Care AG & Company KGaA | &nbsp;&nbsp;&nbsp;19458 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;726742 |
| Fresenius SE & Company KGaA | &nbsp;&nbsp;&nbsp;38378 | &nbsp;&nbsp;&nbsp;&nbsp;1105782 |
| Hannover Rueck SE | &nbsp;&nbsp;&nbsp;&nbsp;2555 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;516678 |
| Hapag-Lloyd AG (B)(C) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;782 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;170368 |
| Henkel AG & Company KGaA | &nbsp;&nbsp;&nbsp;&nbsp;4315 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;287271 |
| Infineon Technologies AG | &nbsp;&nbsp;&nbsp;16033 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;573137 |
| Mercedes-Benz Group AG | &nbsp;&nbsp;&nbsp;41363 | &nbsp;&nbsp;&nbsp;&nbsp;3061454 |
| Merck KGaA | &nbsp;&nbsp;&nbsp;&nbsp;1449 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;300653 |
| MTU Aero Engines AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;784 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;194815 |
| Muenchener Rueckversicherungs-Gesellschaft AG | &nbsp;&nbsp;&nbsp;&nbsp;3813 | &nbsp;&nbsp;&nbsp;&nbsp;1370707 |
| RWE AG | &nbsp;&nbsp;&nbsp;42747 | &nbsp;&nbsp;&nbsp;&nbsp;1894155 |
| SAP SE | &nbsp;&nbsp;&nbsp;11063 | &nbsp;&nbsp;&nbsp;&nbsp;1302182 |
| Siemens AG | &nbsp;&nbsp;&nbsp;&nbsp;9451 | &nbsp;&nbsp;&nbsp;&nbsp;1466762 |
| Siemens Energy AG | &nbsp;&nbsp;&nbsp;23644 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;490974 |
| Siemens Healthineers AG (B) | &nbsp;&nbsp;&nbsp;&nbsp;3084 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;164354 |
| Symrise AG | &nbsp;&nbsp;&nbsp;&nbsp;6761 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;715775 |
| Volkswagen AG | &nbsp;&nbsp;&nbsp;&nbsp;1689 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;294503 |
| Vonovia SE | &nbsp;&nbsp;&nbsp;21733 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;610613 |
| **Hong Kong - 2.4%** | **Hong Kong - 2.4%** | 11459333 |
| AIA Group, Ltd. | 329124 | &nbsp;&nbsp;&nbsp;&nbsp;3718026 |
| BOC Hong Kong Holdings, Ltd. | &nbsp;&nbsp;&nbsp;96795 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;337734 |
| Budweiser Brewing Company APAC, Ltd. (B) | &nbsp;&nbsp;&nbsp;26700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;84134 |
| Chow Tai Fook Jewellery Group, Ltd. | 139800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;298557 |
| CK Asset Holdings, Ltd. | &nbsp;&nbsp;&nbsp;55469 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;354529 |
| CK Hutchison Holdings, Ltd. | &nbsp;&nbsp;&nbsp;71773 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;455989 |
| CK Infrastructure Holdings, Ltd. | &nbsp;&nbsp;&nbsp;43929 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;244064 |
| CLP Holdings, Ltd. | &nbsp;&nbsp;&nbsp;47571 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;353207 |
| Galaxy Entertainment Group, Ltd. | &nbsp;&nbsp;&nbsp;22641 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;157130 |
| Hang Seng Bank, Ltd. | &nbsp;&nbsp;&nbsp;19189 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;319223 |
| Henderson Land Development Company, Ltd. | &nbsp;&nbsp;&nbsp;93398 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;344945 |
| Hong Kong & China Gas Company, Ltd. | 110065 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;110366 |
| Hong Kong Exchanges & Clearing, Ltd. | &nbsp;&nbsp;&nbsp;30325 | &nbsp;&nbsp;&nbsp;&nbsp;1363330 |
| Link REIT | &nbsp;&nbsp;&nbsp;50861 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;406834 |
| MTR Corp., Ltd. | &nbsp;&nbsp;&nbsp;41913 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;224041 |
| Orient Overseas International, Ltd. | &nbsp;&nbsp;&nbsp;15000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;248196 |

---

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

------

---

| | | |
|:---|:---|:---|
|  | **Shares or<br> Principal<br> Amount** | **Value** |
| **Hong Kong (continued)** | **Hong Kong (continued)** |  |
| Power Assets Holdings, Ltd. | &nbsp;&nbsp;&nbsp;95573 | &nbsp;&nbsp;&nbsp;&nbsp;$540136 |
| Sun Hung Kai Properties, Ltd. | &nbsp;&nbsp;&nbsp;39162 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;555064 |
| Swire Properties, Ltd. | &nbsp;&nbsp;&nbsp;77201 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;216676 |
| Techtronic Industries Company, Ltd. | &nbsp;&nbsp;&nbsp;45077 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;578519 |
| Wharf Real Estate Investment Company, Ltd. | &nbsp;&nbsp;&nbsp;95993 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;548633 |
| **Ireland - 1.0%** | **Ireland - 1.0%** | &nbsp;&nbsp;&nbsp;4741101 |
| CRH PLC | &nbsp;&nbsp;&nbsp;36142 | &nbsp;&nbsp;&nbsp;&nbsp;1671547 |
| DCC PLC | &nbsp;&nbsp;&nbsp;&nbsp;5792 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;328432 |
| Experian PLC | &nbsp;&nbsp;&nbsp;23566 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;856727 |
| Flutter Entertainment PLC (A) | &nbsp;&nbsp;&nbsp;&nbsp;3202 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;494853 |
| James Hardie Industries PLC, CHESS Depositary Interest | &nbsp;&nbsp;&nbsp;11030 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;244439 |
| Kerry Group PLC, Class A | &nbsp;&nbsp;&nbsp;&nbsp;1659 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;154843 |
| Kingspan Group PLC | &nbsp;&nbsp;&nbsp;&nbsp;9507 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;607115 |
| Smurfit Kappa Group PLC | &nbsp;&nbsp;&nbsp;&nbsp;9180 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;383145 |
| **Israel - 0.4%** | **Israel - 0.4%** | &nbsp;&nbsp;&nbsp;2013014 |
| Azrieli Group, Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;391 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;25007 |
| Bank Hapoalim BM | &nbsp;&nbsp;&nbsp;30620 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;273816 |
| Bank Leumi Le-Israel BM | &nbsp;&nbsp;&nbsp;62356 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;547326 |
| CyberArk Software, Ltd. (A) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;317 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;44659 |
| Elbit Systems, Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;533 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;89048 |
| ICL Group, Ltd. | &nbsp;&nbsp;&nbsp;18841 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;148309 |
| Israel Discount Bank, Ltd., Class A | &nbsp;&nbsp;&nbsp;44243 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;224579 |
| Mizrahi Tefahot Bank, Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;4260 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;139804 |
| Nice, Ltd. (A) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;643 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;132305 |
| Teva Pharmaceutical Industries, Ltd. (A) | &nbsp;&nbsp;&nbsp;31697 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;335275 |
| Wix.com, Ltd. (A) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;476 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;41402 |
| ZIM Integrated Shipping Services, Ltd. (C) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;606 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11484 |
| **Italy - 2.2%** | **Italy - 2.2%** | 10556846 |
| Amplifon SpA | &nbsp;&nbsp;&nbsp;&nbsp;7548 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;207151 |
| Assicurazioni Generali SpA | &nbsp;&nbsp;&nbsp;24212 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;470688 |
| Davide Campari-Milano NV | &nbsp;&nbsp;&nbsp;22695 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;242240 |
| DiaSorin SpA | &nbsp;&nbsp;&nbsp;&nbsp;1310 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;169660 |
| Enel SpA | 163226 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;955671 |
| Eni SpA | 108208 | &nbsp;&nbsp;&nbsp;&nbsp;1661253 |
| Ferrari NV | &nbsp;&nbsp;&nbsp;&nbsp;3085 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;766921 |
| FinecoBank Banca Fineco SpA | &nbsp;&nbsp;&nbsp;29117 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;520190 |
| Infrastrutture Wireless Italiane SpA (B) | &nbsp;&nbsp;&nbsp;13451 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;146742 |
| Intesa Sanpaolo SpA | 366869 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;960236 |
| Mediobanca Banca di Credito Finanziario SpA | &nbsp;&nbsp;&nbsp;59294 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;634689 |
| Moncler SpA | &nbsp;&nbsp;&nbsp;12881 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;800194 |
| Nexi SpA (A)(B) | &nbsp;&nbsp;&nbsp;&nbsp;6142 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;53764 |
| Poste Italiane SpA (B) | &nbsp;&nbsp;&nbsp;22463 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;238739 |
| PRADA SpA | &nbsp;&nbsp;&nbsp;32300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;206239 |
| Prysmian SpA | &nbsp;&nbsp;&nbsp;10309 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;418734 |
| Recordati Industria Chimica e Farmaceutica SpA | &nbsp;&nbsp;&nbsp;&nbsp;6752 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;294274 |
| Snam SpA | &nbsp;&nbsp;&nbsp;53652 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;272348 |
| Terna - Rete Elettrica Nazionale | &nbsp;&nbsp;&nbsp;61394 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;483541 |
| UniCredit SpA | &nbsp;&nbsp;&nbsp;48409 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;940244 |

---

------

---

| | | |
|:---|:---|:---|
|  | **Shares or<br> Principal<br> Amount** | **Value** |
| **Italy (continued)** | **Italy (continued)** |  |
| UnipolSai Assicurazioni SpA (C) | &nbsp;&nbsp;&nbsp;42766 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$113328 |
| **Japan - 23.1%** | **Japan - 23.1%** | 110592671 |
| Acom Company, Ltd. | &nbsp;&nbsp;&nbsp;17500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;43466 |
| Advantest Corp. | &nbsp;&nbsp;&nbsp;10100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;714522 |
| Aeon Company, Ltd. (C) | &nbsp;&nbsp;&nbsp;17200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;351486 |
| AGC, Inc. | &nbsp;&nbsp;&nbsp;24300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;890380 |
| Aisin Corp. | &nbsp;&nbsp;&nbsp;21100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;613311 |
| Ajinomoto Company, Inc. | &nbsp;&nbsp;&nbsp;13200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;433724 |
| ANA Holdings, Inc. (A) | &nbsp;&nbsp;&nbsp;&nbsp;7500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;165491 |
| Asahi Group Holdings, Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;8100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;266709 |
| Asahi Intecc Company, Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;8600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;149588 |
| Asahi Kasei Corp. | &nbsp;&nbsp;&nbsp;57800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;436639 |
| Astellas Pharma, Inc. | &nbsp;&nbsp;&nbsp;19900 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;292658 |
| Azbil Corp. | &nbsp;&nbsp;&nbsp;&nbsp;1800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;50383 |
| Bandai Namco Holdings, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4801 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;319562 |
| BayCurrent Consulting, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;6500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;273405 |
| Bridgestone Corp. | &nbsp;&nbsp;&nbsp;25400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;944358 |
| Brother Industries, Ltd. | &nbsp;&nbsp;&nbsp;14000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;216387 |
| Canon, Inc. | &nbsp;&nbsp;&nbsp;21100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;469394 |
| Capcom Company, Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;9700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;313276 |
| Central Japan Railway Company | &nbsp;&nbsp;&nbsp;&nbsp;4444 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;541297 |
| Chubu Electric Power Company, Inc. | &nbsp;&nbsp;&nbsp;40700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;437530 |
| Chugai Pharmaceutical Company, Ltd. | &nbsp;&nbsp;&nbsp;11900 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;307280 |
| Concordia Financial Group, Ltd. | &nbsp;&nbsp;&nbsp;76900 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;337060 |
| Cosmos Pharmaceutical Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;68253 |
| CyberAgent, Inc. | &nbsp;&nbsp;&nbsp;25800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;239262 |
| Dai Nippon Printing Company, Ltd. | &nbsp;&nbsp;&nbsp;19324 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;454700 |
| Daifuku Company, Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;4900 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;267146 |
| Dai-ichi Life Holdings, Inc. | &nbsp;&nbsp;&nbsp;26300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;615005 |
| Daiichi Sankyo Company, Ltd. | &nbsp;&nbsp;&nbsp;19800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;618764 |
| Daikin Industries, Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;5647 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;975724 |
| Daito Trust Construction Company, Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;3886 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;383087 |
| Daiwa House Industry Company, Ltd. | &nbsp;&nbsp;&nbsp;26600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;636338 |
| Daiwa House REIT Investment Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;51 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;110906 |
| Daiwa Securities Group, Inc. | &nbsp;&nbsp;&nbsp;86100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;405192 |
| Denso Corp. | &nbsp;&nbsp;&nbsp;&nbsp;9700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;520038 |
| Dentsu Group, Inc. | &nbsp;&nbsp;&nbsp;24200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;775062 |
| Disco Corp. | &nbsp;&nbsp;&nbsp;&nbsp;1898 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;564824 |
| East Japan Railway Company | &nbsp;&nbsp;&nbsp;&nbsp;8600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;478788 |
| Eisai Company, Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;2872 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;176942 |
| ENEOS Holdings, Inc. | 223400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;795716 |
| FANUC Corp. | &nbsp;&nbsp;&nbsp;&nbsp;1970 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;346979 |
| Fast Retailing Company, Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;1419 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;855688 |
| Fuji Electric Company, Ltd. | &nbsp;&nbsp;&nbsp;11593 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;465342 |
| FUJIFILM Holdings Corp. | &nbsp;&nbsp;&nbsp;&nbsp;9900 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;520408 |
| Fujitsu, Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;3500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;498174 |
| GLP J-REIT | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;101 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;113935 |
| GMO Payment Gateway, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;2800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;256219 |
| Hakuhodo DY Holdings, Inc. | &nbsp;&nbsp;&nbsp;11100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;119070 |
| Hamamatsu Photonics KK | &nbsp;&nbsp;&nbsp;&nbsp;7300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;387327 |

---

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

------

---

| | | |
|:---|:---|:---|
|  | **Shares or<br> Principal<br> Amount** | **Value** |
| **Japan (continued)** | **Japan (continued)** |  |
| Hankyu Hanshin Holdings, Inc. | 20300 | &nbsp;&nbsp;$601765 |
| Hikari Tsushin, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;541 | &nbsp;&nbsp;&nbsp;&nbsp;76837 |
| Hirose Electric Company, Ltd. | &nbsp;&nbsp;&nbsp;1005 | &nbsp;&nbsp;&nbsp;&nbsp;130064 |
| Hitachi Construction Machinery Company, Ltd. | &nbsp;&nbsp;&nbsp;8600 | &nbsp;&nbsp;&nbsp;&nbsp;201369 |
| Hitachi, Ltd. | 37500 | 1955669 |
| Honda Motor Company, Ltd. | 44454 | 1096267 |
| Hoshizaki Corp. | &nbsp;&nbsp;&nbsp;4200 | &nbsp;&nbsp;&nbsp;&nbsp;150340 |
| Hoya Corp. | 10200 | 1113768 |
| Hulic Company, Ltd. | 41300 | &nbsp;&nbsp;&nbsp;&nbsp;337908 |
| Ibiden Company, Ltd. | &nbsp;&nbsp;&nbsp;5100 | &nbsp;&nbsp;&nbsp;&nbsp;196478 |
| Idemitsu Kosan Company, Ltd. | 27859 | &nbsp;&nbsp;&nbsp;&nbsp;690878 |
| Iida Group Holdings Company, Ltd. | &nbsp;&nbsp;&nbsp;8700 | &nbsp;&nbsp;&nbsp;&nbsp;144504 |
| Inpex Corp. | 49300 | &nbsp;&nbsp;&nbsp;&nbsp;538321 |
| Isuzu Motors, Ltd. | 75700 | &nbsp;&nbsp;&nbsp;&nbsp;951744 |
| ITOCHU Corp. | 66900 | 2151891 |
| Itochu Techno-Solutions Corp. | &nbsp;&nbsp;&nbsp;6100 | &nbsp;&nbsp;&nbsp;&nbsp;150336 |
| Japan Airlines Company, Ltd. (A) | 14100 | &nbsp;&nbsp;&nbsp;&nbsp;298166 |
| Japan Exchange Group, Inc. | 20900 | &nbsp;&nbsp;&nbsp;&nbsp;318052 |
| Japan Metropolitan Fund Investment Corp. | &nbsp;&nbsp;&nbsp;&nbsp;169 | &nbsp;&nbsp;&nbsp;&nbsp;130345 |
| Japan Post Bank Company, Ltd. (C) | &nbsp;&nbsp;&nbsp;8000 | &nbsp;&nbsp;&nbsp;&nbsp;70991 |
| Japan Post Holdings Company, Ltd. | 39100 | &nbsp;&nbsp;&nbsp;&nbsp;342758 |
| Japan Post Insurance Company, Ltd. | 11700 | &nbsp;&nbsp;&nbsp;&nbsp;208188 |
| Japan Real Estate Investment Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;37 | &nbsp;&nbsp;&nbsp;&nbsp;158476 |
| Japan Tobacco, Inc. | 49900 | 1018759 |
| JFE Holdings, Inc. | 61400 | &nbsp;&nbsp;&nbsp;&nbsp;805950 |
| JSR Corp. | &nbsp;&nbsp;&nbsp;7700 | &nbsp;&nbsp;&nbsp;&nbsp;171710 |
| Kajima Corp. | 36100 | &nbsp;&nbsp;&nbsp;&nbsp;442488 |
| Kakaku.com, Inc. | &nbsp;&nbsp;&nbsp;3700 | &nbsp;&nbsp;&nbsp;&nbsp;61171 |
| Kansai Paint Company, Ltd. | &nbsp;&nbsp;&nbsp;6900 | &nbsp;&nbsp;&nbsp;&nbsp;96460 |
| Kao Corp. | 12800 | &nbsp;&nbsp;&nbsp;&nbsp;517335 |
| Kawasaki Kisen Kaisha, Ltd. (C) | &nbsp;&nbsp;&nbsp;8400 | &nbsp;&nbsp;&nbsp;&nbsp;174014 |
| KDDI Corp. | 39400 | 1229764 |
| Keio Corp. | &nbsp;&nbsp;&nbsp;4370 | &nbsp;&nbsp;&nbsp;&nbsp;159786 |
| Keisei Electric Railway Company, Ltd. | &nbsp;&nbsp;&nbsp;6400 | &nbsp;&nbsp;&nbsp;&nbsp;186028 |
| Keyence Corp. | &nbsp;&nbsp;&nbsp;1770 | &nbsp;&nbsp;&nbsp;&nbsp;806841 |
| Kikkoman Corp. | &nbsp;&nbsp;&nbsp;1500 | &nbsp;&nbsp;&nbsp;&nbsp;78896 |
| Kintetsu Group Holdings Company, Ltd. | &nbsp;&nbsp;&nbsp;6800 | &nbsp;&nbsp;&nbsp;&nbsp;220924 |
| Kirin Holdings Company, Ltd. | &nbsp;&nbsp;&nbsp;8000 | &nbsp;&nbsp;&nbsp;&nbsp;122973 |
| Kobayashi Pharmaceutical Company, Ltd. | &nbsp;&nbsp;&nbsp;1400 | &nbsp;&nbsp;&nbsp;&nbsp;100227 |
| Kobe Bussan Company, Ltd. | &nbsp;&nbsp;&nbsp;7900 | &nbsp;&nbsp;&nbsp;&nbsp;226591 |
| Koei Tecmo Holdings Company, Ltd. (C) | &nbsp;&nbsp;&nbsp;5800 | &nbsp;&nbsp;&nbsp;&nbsp;104988 |
| Koito Manufacturing Company, Ltd. | 10400 | &nbsp;&nbsp;&nbsp;&nbsp;174340 |
| Komatsu, Ltd. | 36500 | &nbsp;&nbsp;&nbsp;&nbsp;885520 |
| Konami Group Corp. | &nbsp;&nbsp;&nbsp;5500 | &nbsp;&nbsp;&nbsp;&nbsp;269407 |
| Kose Corp. | &nbsp;&nbsp;&nbsp;1000 | &nbsp;&nbsp;&nbsp;&nbsp;109577 |
| Kubota Corp. | 22300 | &nbsp;&nbsp;&nbsp;&nbsp;332327 |
| Kyocera Corp. | &nbsp;&nbsp;&nbsp;8100 | &nbsp;&nbsp;&nbsp;&nbsp;417691 |
| Kyowa Kirin Company, Ltd. | &nbsp;&nbsp;&nbsp;2900 | &nbsp;&nbsp;&nbsp;&nbsp;64447 |
| Lasertec Corp. | &nbsp;&nbsp;&nbsp;2100 | &nbsp;&nbsp;&nbsp;&nbsp;412265 |
| Lixil Corp. | 39300 | &nbsp;&nbsp;&nbsp;&nbsp;673913 |
| M3, Inc. | 10000 | &nbsp;&nbsp;&nbsp;&nbsp;269676 |

---

------

---

| | | |
|:---|:---|:---|
|  | **Shares or<br> Principal<br> Amount** | **Value** |
| **Japan (continued)** | **Japan (continued)** |  |
| Makita Corp. | &nbsp;&nbsp;&nbsp;&nbsp;2500 | &nbsp;&nbsp;&nbsp;&nbsp;$66131 |
| Marubeni Corp. | &nbsp;&nbsp;&nbsp;69500 | &nbsp;&nbsp;&nbsp;&nbsp;847874 |
| MatsukiyoCocokara & Company | &nbsp;&nbsp;&nbsp;&nbsp;2200 | &nbsp;&nbsp;&nbsp;&nbsp;109454 |
| Mazda Motor Corp. | &nbsp;&nbsp;&nbsp;53000 | &nbsp;&nbsp;&nbsp;&nbsp;424668 |
| MEIJI Holdings Company, Ltd. | &nbsp;&nbsp;&nbsp;13500 | &nbsp;&nbsp;&nbsp;&nbsp;695528 |
| MINEBEA MITSUMI, Inc. | &nbsp;&nbsp;&nbsp;35500 | &nbsp;&nbsp;&nbsp;&nbsp;612300 |
| MISUMI Group, Inc. | &nbsp;&nbsp;&nbsp;16200 | &nbsp;&nbsp;&nbsp;&nbsp;402991 |
| Mitsubishi Chemical Group Corp. | 132000 | &nbsp;&nbsp;&nbsp;&nbsp;737016 |
| Mitsubishi Corp. | &nbsp;&nbsp;&nbsp;33200 | 1106965 |
| Mitsubishi Electric Corp. | &nbsp;&nbsp;&nbsp;36000 | &nbsp;&nbsp;&nbsp;&nbsp;394756 |
| Mitsubishi Estate Company, Ltd. | &nbsp;&nbsp;&nbsp;20300 | &nbsp;&nbsp;&nbsp;&nbsp;260921 |
| Mitsubishi HC Capital, Inc. | &nbsp;&nbsp;&nbsp;95300 | &nbsp;&nbsp;&nbsp;&nbsp;485129 |
| Mitsubishi Heavy Industries, Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;9000 | &nbsp;&nbsp;&nbsp;&nbsp;351571 |
| Mitsubishi Motors Corp. (A)(C) | &nbsp;&nbsp;&nbsp;57400 | &nbsp;&nbsp;&nbsp;&nbsp;220251 |
| Mitsubishi UFJ Financial Group, Inc. | 282770 | 2071552 |
| Mitsui & Company, Ltd. | &nbsp;&nbsp;&nbsp;37800 | 1110354 |
| Mitsui Chemicals, Inc. | &nbsp;&nbsp;&nbsp;21800 | &nbsp;&nbsp;&nbsp;&nbsp;510446 |
| Mitsui Fudosan Company, Ltd. | &nbsp;&nbsp;&nbsp;17300 | &nbsp;&nbsp;&nbsp;&nbsp;323398 |
| Mitsui O.S.K. Lines, Ltd. (C) | &nbsp;&nbsp;&nbsp;20800 | &nbsp;&nbsp;&nbsp;&nbsp;512623 |
| Mizuho Financial Group, Inc. | &nbsp;&nbsp;&nbsp;50300 | &nbsp;&nbsp;&nbsp;&nbsp;784215 |
| MonotaRO Company, Ltd. | &nbsp;&nbsp;&nbsp;13000 | &nbsp;&nbsp;&nbsp;&nbsp;195332 |
| MS&AD Insurance Group Holdings, Inc. | &nbsp;&nbsp;&nbsp;12000 | &nbsp;&nbsp;&nbsp;&nbsp;383775 |
| Murata Manufacturing Company, Ltd. | &nbsp;&nbsp;&nbsp;11700 | &nbsp;&nbsp;&nbsp;&nbsp;665230 |
| NEC Corp. | &nbsp;&nbsp;&nbsp;15003 | &nbsp;&nbsp;&nbsp;&nbsp;539344 |
| Nexon Company, Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;3800 | &nbsp;&nbsp;&nbsp;&nbsp;91315 |
| NGK Insulators, Ltd. | &nbsp;&nbsp;&nbsp;16600 | &nbsp;&nbsp;&nbsp;&nbsp;228618 |
| Nidec Corp. | &nbsp;&nbsp;&nbsp;&nbsp;8600 | &nbsp;&nbsp;&nbsp;&nbsp;474159 |
| Nihon M&A Center Holdings, Inc. | &nbsp;&nbsp;&nbsp;15600 | &nbsp;&nbsp;&nbsp;&nbsp;157505 |
| Nintendo Company, Ltd. | &nbsp;&nbsp;&nbsp;21170 | &nbsp;&nbsp;&nbsp;&nbsp;915693 |
| Nippon Building Fund, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;38 | &nbsp;&nbsp;&nbsp;&nbsp;165681 |
| Nippon Express Holdings, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;9900 | &nbsp;&nbsp;&nbsp;&nbsp;571717 |
| Nippon Paint Holdings Company, Ltd. | &nbsp;&nbsp;&nbsp;10500 | &nbsp;&nbsp;&nbsp;&nbsp;95032 |
| Nippon Prologis REIT, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;53 | &nbsp;&nbsp;&nbsp;&nbsp;119942 |
| Nippon Sanso Holdings Corp. | &nbsp;&nbsp;&nbsp;16200 | &nbsp;&nbsp;&nbsp;&nbsp;262474 |
| Nippon Shinyaku Company, Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;1500 | &nbsp;&nbsp;&nbsp;&nbsp;76935 |
| Nippon Steel Corp. | &nbsp;&nbsp;&nbsp;37100 | &nbsp;&nbsp;&nbsp;&nbsp;768845 |
| Nippon Telegraph & Telephone Corp. | &nbsp;&nbsp;&nbsp;34166 | 1022524 |
| Nippon Yusen KK (C) | &nbsp;&nbsp;&nbsp;26700 | &nbsp;&nbsp;&nbsp;&nbsp;631339 |
| Nissan Chemical Corp. | &nbsp;&nbsp;&nbsp;&nbsp;8000 | &nbsp;&nbsp;&nbsp;&nbsp;375255 |
| Nissan Motor Company, Ltd. | &nbsp;&nbsp;&nbsp;66300 | &nbsp;&nbsp;&nbsp;&nbsp;236201 |
| Nisshin Seifun Group, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;8300 | &nbsp;&nbsp;&nbsp;&nbsp;103714 |
| Nissin Foods Holdings Company, Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;2316 | &nbsp;&nbsp;&nbsp;&nbsp;180942 |
| Nitori Holdings Company, Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;2201 | &nbsp;&nbsp;&nbsp;&nbsp;289416 |
| Nitto Denko Corp. | &nbsp;&nbsp;&nbsp;13894 | &nbsp;&nbsp;&nbsp;&nbsp;893182 |
| Nomura Holdings, Inc. | 151000 | &nbsp;&nbsp;&nbsp;&nbsp;601120 |
| Nomura Real Estate Master Fund, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;113 | &nbsp;&nbsp;&nbsp;&nbsp;131990 |
| Nomura Research Institute, Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;9400 | &nbsp;&nbsp;&nbsp;&nbsp;224076 |
| NTT Data Corp. | &nbsp;&nbsp;&nbsp;15000 | &nbsp;&nbsp;&nbsp;&nbsp;231035 |
| Obayashi Corp. | &nbsp;&nbsp;&nbsp;53800 | &nbsp;&nbsp;&nbsp;&nbsp;416185 |
| Obic Company, Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;1100 | &nbsp;&nbsp;&nbsp;&nbsp;175516 |
| Odakyu Electric Railway Company, Ltd. | &nbsp;&nbsp;&nbsp;13600 | &nbsp;&nbsp;&nbsp;&nbsp;177994 |

---

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

------

---

| | | |
|:---|:---|:---|
|  | **Shares or<br> Principal<br> Amount** | **Value** |
| **Japan (continued)** | **Japan (continued)** |  |
| Oji Holdings Corp. | &nbsp;&nbsp;&nbsp;78400 | &nbsp;&nbsp;$323137 |
| Olympus Corp. | &nbsp;&nbsp;&nbsp;30200 | &nbsp;&nbsp;&nbsp;&nbsp;563964 |
| Omron Corp. | &nbsp;&nbsp;&nbsp;&nbsp;2000 | &nbsp;&nbsp;&nbsp;&nbsp;114730 |
| Ono Pharmaceutical Company, Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;7465 | &nbsp;&nbsp;&nbsp;&nbsp;162078 |
| Oracle Corp. Japan | &nbsp;&nbsp;&nbsp;&nbsp;1400 | &nbsp;&nbsp;&nbsp;&nbsp;95382 |
| Oriental Land Company, Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;2100 | &nbsp;&nbsp;&nbsp;&nbsp;348479 |
| ORIX Corp. | &nbsp;&nbsp;&nbsp;34400 | &nbsp;&nbsp;&nbsp;&nbsp;601792 |
| Osaka Gas Company, Ltd. | &nbsp;&nbsp;&nbsp;34300 | &nbsp;&nbsp;&nbsp;&nbsp;552566 |
| Otsuka Corp. | &nbsp;&nbsp;&nbsp;&nbsp;7100 | &nbsp;&nbsp;&nbsp;&nbsp;232308 |
| Otsuka Holdings Company, Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;7300 | &nbsp;&nbsp;&nbsp;&nbsp;233407 |
| Pan Pacific International Holdings Corp. | &nbsp;&nbsp;&nbsp;18800 | &nbsp;&nbsp;&nbsp;&nbsp;346089 |
| Panasonic Holdings Corp. | &nbsp;&nbsp;&nbsp;65504 | &nbsp;&nbsp;&nbsp;&nbsp;604443 |
| Rakuten Group, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;9300 | &nbsp;&nbsp;&nbsp;&nbsp;46985 |
| Recruit Holdings Company, Ltd. | &nbsp;&nbsp;&nbsp;24000 | &nbsp;&nbsp;&nbsp;&nbsp;764781 |
| Renesas Electronics Corp. (A) | &nbsp;&nbsp;&nbsp;21300 | &nbsp;&nbsp;&nbsp;&nbsp;217758 |
| Resona Holdings, Inc. | 146500 | &nbsp;&nbsp;&nbsp;&nbsp;809076 |
| Ricoh Company, Ltd. | &nbsp;&nbsp;&nbsp;38900 | &nbsp;&nbsp;&nbsp;&nbsp;300623 |
| Rohm Company, Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;5400 | &nbsp;&nbsp;&nbsp;&nbsp;428944 |
| SBI Holdings, Inc. | &nbsp;&nbsp;&nbsp;22100 | &nbsp;&nbsp;&nbsp;&nbsp;466149 |
| SCSK Corp. | &nbsp;&nbsp;&nbsp;&nbsp;8100 | &nbsp;&nbsp;&nbsp;&nbsp;131299 |
| Secom Company, Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;2261 | &nbsp;&nbsp;&nbsp;&nbsp;134240 |
| Seiko Epson Corp. | &nbsp;&nbsp;&nbsp;41700 | &nbsp;&nbsp;&nbsp;&nbsp;643561 |
| Sekisui Chemical Company, Ltd. | &nbsp;&nbsp;&nbsp;49300 | &nbsp;&nbsp;&nbsp;&nbsp;687307 |
| Sekisui House, Ltd. (C) | &nbsp;&nbsp;&nbsp;34700 | &nbsp;&nbsp;&nbsp;&nbsp;654002 |
| Seven & i Holdings Company, Ltd. | &nbsp;&nbsp;&nbsp;20000 | &nbsp;&nbsp;&nbsp;&nbsp;942289 |
| SG Holdings Company, Ltd. | &nbsp;&nbsp;&nbsp;19300 | &nbsp;&nbsp;&nbsp;&nbsp;296524 |
| Sharp Corp. (C) | &nbsp;&nbsp;&nbsp;11500 | &nbsp;&nbsp;&nbsp;&nbsp;94975 |
| Shimadzu Corp. | &nbsp;&nbsp;&nbsp;18000 | &nbsp;&nbsp;&nbsp;&nbsp;549502 |
| Shimano, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;1286 | &nbsp;&nbsp;&nbsp;&nbsp;227345 |
| Shimizu Corp. | &nbsp;&nbsp;&nbsp;48200 | &nbsp;&nbsp;&nbsp;&nbsp;269456 |
| Shin-Etsu Chemical Company, Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;5798 | &nbsp;&nbsp;&nbsp;&nbsp;850451 |
| Shionogi & Company, Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;3071 | &nbsp;&nbsp;&nbsp;&nbsp;146011 |
| Shiseido Company, Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;4177 | &nbsp;&nbsp;&nbsp;&nbsp;215619 |
| SMC Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;645 | &nbsp;&nbsp;&nbsp;&nbsp;324124 |
| SoftBank Corp. | &nbsp;&nbsp;&nbsp;49300 | &nbsp;&nbsp;&nbsp;&nbsp;563531 |
| SoftBank Group Corp. | &nbsp;&nbsp;&nbsp;27536 | 1300943 |
| Sompo Holdings, Inc. | &nbsp;&nbsp;&nbsp;13800 | &nbsp;&nbsp;&nbsp;&nbsp;592664 |
| Sony Group Corp. | &nbsp;&nbsp;&nbsp;23600 | 2101488 |
| Square Enix Holdings Company, Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;5200 | &nbsp;&nbsp;&nbsp;&nbsp;245115 |
| Subaru Corp. | &nbsp;&nbsp;&nbsp;17400 | &nbsp;&nbsp;&nbsp;&nbsp;285194 |
| SUMCO Corp. | &nbsp;&nbsp;&nbsp;17700 | &nbsp;&nbsp;&nbsp;&nbsp;259964 |
| Sumitomo Chemical Company, Ltd. | 141800 | &nbsp;&nbsp;&nbsp;&nbsp;541925 |
| Sumitomo Corp. | &nbsp;&nbsp;&nbsp;29700 | &nbsp;&nbsp;&nbsp;&nbsp;530533 |
| Sumitomo Electric Industries, Ltd. | &nbsp;&nbsp;&nbsp;47400 | &nbsp;&nbsp;&nbsp;&nbsp;566598 |
| Sumitomo Metal Mining Company, Ltd. | &nbsp;&nbsp;&nbsp;26300 | 1061343 |
| Sumitomo Mitsui Financial Group, Inc. | &nbsp;&nbsp;&nbsp;31100 | 1351664 |
| Sumitomo Mitsui Trust Holdings, Inc. | &nbsp;&nbsp;&nbsp;18875 | &nbsp;&nbsp;&nbsp;&nbsp;687248 |
| Sumitomo Realty & Development Company, Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;5300 | &nbsp;&nbsp;&nbsp;&nbsp;128623 |
| Suntory Beverage & Food, Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;7000 | &nbsp;&nbsp;&nbsp;&nbsp;235765 |
| Suzuki Motor Corp. | &nbsp;&nbsp;&nbsp;10300 | &nbsp;&nbsp;&nbsp;&nbsp;383265 |

---

------

---

| | | |
|:---|:---|:---|
|  | **Shares or<br> Principal<br> Amount** | **Value** |
| **Japan (continued)** | **Japan (continued)** |  |
| Sysmex Corp. | &nbsp;&nbsp;&nbsp;&nbsp;3748 | &nbsp;&nbsp;&nbsp;$246735 |
| T&D Holdings, Inc. | &nbsp;&nbsp;&nbsp;39200 | &nbsp;&nbsp;&nbsp;&nbsp;626079 |
| Taisei Corp. | &nbsp;&nbsp;&nbsp;15761 | &nbsp;&nbsp;&nbsp;&nbsp;542960 |
| Taiyo Yuden Company, Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;4900 | &nbsp;&nbsp;&nbsp;&nbsp;164847 |
| Takeda Pharmaceutical Company, Ltd. | &nbsp;&nbsp;&nbsp;43447 | &nbsp;&nbsp;1366436 |
| TDK Corp. | &nbsp;&nbsp;&nbsp;17100 | &nbsp;&nbsp;&nbsp;&nbsp;605525 |
| Terumo Corp. | &nbsp;&nbsp;&nbsp;&nbsp;7900 | &nbsp;&nbsp;&nbsp;&nbsp;228595 |
| The Chiba Bank, Ltd. | &nbsp;&nbsp;&nbsp;58300 | &nbsp;&nbsp;&nbsp;&nbsp;439789 |
| The Kansai Electric Power Company, Inc. | &nbsp;&nbsp;&nbsp;92400 | &nbsp;&nbsp;&nbsp;&nbsp;886733 |
| TIS, Inc. | &nbsp;&nbsp;&nbsp;11500 | &nbsp;&nbsp;&nbsp;&nbsp;329847 |
| Tobu Railway Company, Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;7900 | &nbsp;&nbsp;&nbsp;&nbsp;184978 |
| Toho Company, Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;4200 | &nbsp;&nbsp;&nbsp;&nbsp;154539 |
| Tokio Marine Holdings, Inc. | &nbsp;&nbsp;&nbsp;50400 | &nbsp;&nbsp;1051833 |
| Tokyo Century Corp. | &nbsp;&nbsp;&nbsp;&nbsp;5600 | &nbsp;&nbsp;&nbsp;&nbsp;195717 |
| Tokyo Electric Power Company Holdings, Inc. (A) | &nbsp;&nbsp;&nbsp;64900 | &nbsp;&nbsp;&nbsp;&nbsp;242043 |
| Tokyo Electron, Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;3157 | &nbsp;&nbsp;1096557 |
| Tokyo Gas Company, Ltd. | &nbsp;&nbsp;&nbsp;45700 | &nbsp;&nbsp;&nbsp;&nbsp;955502 |
| Tokyu Corp. | &nbsp;&nbsp;&nbsp;32000 | &nbsp;&nbsp;&nbsp;&nbsp;410443 |
| TOPPAN, Inc. | &nbsp;&nbsp;&nbsp;21900 | &nbsp;&nbsp;&nbsp;&nbsp;351458 |
| Toray Industries, Inc. | 140500 | &nbsp;&nbsp;&nbsp;&nbsp;859779 |
| Toshiba Corp. | &nbsp;&nbsp;&nbsp;&nbsp;4800 | &nbsp;&nbsp;&nbsp;&nbsp;164583 |
| Tosoh Corp. | &nbsp;&nbsp;&nbsp;21900 | &nbsp;&nbsp;&nbsp;&nbsp;285444 |
| TOTO, Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;9400 | &nbsp;&nbsp;&nbsp;&nbsp;362859 |
| Toyo Suisan Kaisha, Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;1500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;61940 |
| Toyota Industries Corp. | &nbsp;&nbsp;&nbsp;&nbsp;4300 | &nbsp;&nbsp;&nbsp;&nbsp;260225 |
| Toyota Motor Corp. | 239840 | &nbsp;&nbsp;3497686 |
| Toyota Tsusho Corp. | &nbsp;&nbsp;&nbsp;10000 | &nbsp;&nbsp;&nbsp;&nbsp;419855 |
| Trend Micro, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;8800 | &nbsp;&nbsp;&nbsp;&nbsp;432404 |
| Unicharm Corp. | &nbsp;&nbsp;&nbsp;10500 | &nbsp;&nbsp;&nbsp;&nbsp;399669 |
| USS Company, Ltd. | &nbsp;&nbsp;&nbsp;15000 | &nbsp;&nbsp;&nbsp;&nbsp;245800 |
| Welcia Holdings Company, Ltd. (C) | &nbsp;&nbsp;&nbsp;&nbsp;4700 | &nbsp;&nbsp;&nbsp;&nbsp;104846 |
| West Japan Railway Company | &nbsp;&nbsp;&nbsp;12681 | &nbsp;&nbsp;&nbsp;&nbsp;529980 |
| Yakult Honsha Company, Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;3500 | &nbsp;&nbsp;&nbsp;&nbsp;249221 |
| Yamaha Corp. | &nbsp;&nbsp;&nbsp;&nbsp;4766 | &nbsp;&nbsp;&nbsp;&nbsp;183977 |
| Yamaha Motor Company, Ltd. | &nbsp;&nbsp;&nbsp;42200 | &nbsp;&nbsp;1033542 |
| Yamato Holdings Company, Ltd. | &nbsp;&nbsp;&nbsp;27700 | &nbsp;&nbsp;&nbsp;&nbsp;482239 |
| Yaskawa Electric Corp. | &nbsp;&nbsp;&nbsp;14200 | &nbsp;&nbsp;&nbsp;&nbsp;549241 |
| Z Holdings Corp. | &nbsp;&nbsp;&nbsp;41900 | &nbsp;&nbsp;&nbsp;&nbsp;119696 |
| ZOZO, Inc. | &nbsp;&nbsp;&nbsp;10000 | &nbsp;&nbsp;&nbsp;&nbsp;257603 |
| **Luxembourg - 0.3%** | **Luxembourg - 0.3%** | 1627609 |
| ArcelorMittal SA | &nbsp;&nbsp;&nbsp;46424 | &nbsp;&nbsp;1429877 |
| Tenaris SA | &nbsp;&nbsp;&nbsp;11204 | &nbsp;&nbsp;&nbsp;&nbsp;197732 |
| **Macau - 0.1%** | **Macau - 0.1%** | &nbsp;&nbsp;&nbsp;&nbsp;242218 |
| Sands China, Ltd. (A) | &nbsp;&nbsp;&nbsp;64800 | &nbsp;&nbsp;&nbsp;&nbsp;242218 |
| **Malaysia - 0.1%** | **Malaysia - 0.1%** | &nbsp;&nbsp;&nbsp;&nbsp;290134 |
| Lynas Rare Earths, Ltd. (A) | &nbsp;&nbsp;&nbsp;43849 | &nbsp;&nbsp;&nbsp;&nbsp;290134 |
| **Mexico - 0.0%** | **Mexico - 0.0%** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;96420 |
| Fresnillo PLC | &nbsp;&nbsp;&nbsp;&nbsp;9535 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;96420 |

---

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

------

---

| | | |
|:---|:---|:---|
|  | **Shares or<br> Principal<br> Amount** | **Value** |
| **Netherlands - 4.4%** | **Netherlands - 4.4%** | $21145602 |
| Adyen NV (A)(B) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;301 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;450339 |
| Argenx SE (A) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;436 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;164311 |
| Argenx SE, Additional Offering (A) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;47 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;17712 |
| ASM International NV | &nbsp;&nbsp;&nbsp;&nbsp;2354 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;787932 |
| ASML Holding NV | &nbsp;&nbsp;&nbsp;&nbsp;8534 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5585108 |
| Heineken Holding NV | &nbsp;&nbsp;&nbsp;&nbsp;9162 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;752747 |
| Heineken NV | &nbsp;&nbsp;&nbsp;&nbsp;5208 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;517764 |
| ING Groep NV | &nbsp;&nbsp;&nbsp;90807 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1306925 |
| JDE Peet's NV | &nbsp;&nbsp;&nbsp;&nbsp;4790 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;143268 |
| Koninklijke Ahold Delhaize NV | &nbsp;&nbsp;&nbsp;80565 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2396122 |
| Koninklijke DSM NV | &nbsp;&nbsp;&nbsp;&nbsp;4795 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;612936 |
| Koninklijke Philips NV | &nbsp;&nbsp;&nbsp;25342 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;435299 |
| Prosus NV (A) | &nbsp;&nbsp;&nbsp;12770 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1023799 |
| QIAGEN NV (A) | &nbsp;&nbsp;&nbsp;&nbsp;9390 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;455341 |
| Stellantis NV | 130452 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2036754 |
| Universal Music Group NV | &nbsp;&nbsp;&nbsp;25713 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;655414 |
| Wolters Kluwer NV | &nbsp;&nbsp;&nbsp;34972 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3803831 |
| **New Zealand - 0.1%** | **New Zealand - 0.1%** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;696276 |
| Auckland International Airport, Ltd. (A) | &nbsp;&nbsp;&nbsp;20270 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;111346 |
| Contact Energy, Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;6092 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;30551 |
| Fisher & Paykel Healthcare Corp., Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;9566 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;156158 |
| Infratil, Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;5156 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;29589 |
| Mainfreight, Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;1164 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;53747 |
| Meridian Energy, Ltd. | &nbsp;&nbsp;&nbsp;27774 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;95668 |
| Spark New Zealand, Ltd. | &nbsp;&nbsp;&nbsp;45945 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;154547 |
| Xero, Ltd. (A) | &nbsp;&nbsp;&nbsp;&nbsp;1195 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;64670 |
| **Norway - 0.6%** | **Norway - 0.6%** | &nbsp;&nbsp;&nbsp;&nbsp;2980287 |
| Adevinta ASA (A) | &nbsp;&nbsp;&nbsp;&nbsp;2001 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;17049 |
| Aker ASA, A Shares | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;915 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;65820 |
| Aker BP ASA | &nbsp;&nbsp;&nbsp;10789 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;327507 |
| DNB Bank ASA | &nbsp;&nbsp;&nbsp;23014 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;428449 |
| Equinor ASA | &nbsp;&nbsp;&nbsp;29106 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;883823 |
| Gjensidige Forsikring ASA | &nbsp;&nbsp;&nbsp;&nbsp;2083 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;37309 |
| Kongsberg Gruppen ASA | &nbsp;&nbsp;&nbsp;&nbsp;2699 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;107006 |
| Mowi ASA | &nbsp;&nbsp;&nbsp;&nbsp;6744 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;124269 |
| Norsk Hydro ASA | &nbsp;&nbsp;&nbsp;33828 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;272094 |
| Orkla ASA | &nbsp;&nbsp;&nbsp;12119 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;90296 |
| Salmar ASA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;631 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;29212 |
| Schibsted ASA, A Shares | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;870 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;18901 |
| Schibsted ASA, B Shares | &nbsp;&nbsp;&nbsp;&nbsp;1421 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;29535 |
| Telenor ASA | &nbsp;&nbsp;&nbsp;16801 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;175525 |
| TOMRA Systems ASA | &nbsp;&nbsp;&nbsp;&nbsp;5642 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;98930 |
| Var Energi ASA (C) | &nbsp;&nbsp;&nbsp;&nbsp;3939 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11926 |
| Yara International ASA | &nbsp;&nbsp;&nbsp;&nbsp;5935 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;262636 |
| **Portugal - 0.3%** | **Portugal - 0.3%** | &nbsp;&nbsp;&nbsp;&nbsp;1225785 |
| EDP - Energias de Portugal SA | &nbsp;&nbsp;&nbsp;72070 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;356762 |
| Galp Energia SGPS SA | &nbsp;&nbsp;&nbsp;51563 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;704200 |
| Jeronimo Martins SGPS SA | &nbsp;&nbsp;&nbsp;&nbsp;7611 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;164823 |

---

------

---

| | | |
|:---|:---|:---|
|  | **Shares or<br> Principal<br> Amount** | **Value** |
| **Singapore - 1.7%** | **Singapore - 1.7%** | $8082503 |
| CapitaLand Ascendas REIT | &nbsp;&nbsp;&nbsp;61492 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;134741 |
| CapitaLand Integrated Commercial Trust | 116259 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;189291 |
| Capitaland Investment, Ltd. | &nbsp;&nbsp;&nbsp;37700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;113586 |
| City Developments, Ltd. | &nbsp;&nbsp;&nbsp;46800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;295538 |
| DBS Group Holdings, Ltd. | &nbsp;&nbsp;&nbsp;42212 | &nbsp;&nbsp;&nbsp;&nbsp;1149441 |
| Genting Singapore, Ltd. | 465200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;350400 |
| Grab Holdings, Ltd., Class A (A) | &nbsp;&nbsp;&nbsp;93237 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;353368 |
| Great Eastern Holdings, Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;5700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;82398 |
| Jardine Cycle & Carriage, Ltd. | &nbsp;&nbsp;&nbsp;11900 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;262925 |
| Keppel Corp., Ltd. | 107300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;616362 |
| Mapletree Logistics Trust (C) | &nbsp;&nbsp;&nbsp;64400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;82806 |
| Mapletree Pan Asia Commercial Trust | &nbsp;&nbsp;&nbsp;50300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;69651 |
| Oversea-Chinese Banking Corp., Ltd. | 109368 | &nbsp;&nbsp;&nbsp;&nbsp;1075915 |
| Sea, Ltd., ADR (A) | &nbsp;&nbsp;&nbsp;&nbsp;3667 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;236338 |
| Singapore Airlines, Ltd. (C) | &nbsp;&nbsp;&nbsp;56700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;255384 |
| Singapore Exchange, Ltd. | &nbsp;&nbsp;&nbsp;64900 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;455265 |
| Singapore Technologies Engineering, Ltd. | &nbsp;&nbsp;&nbsp;88200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;246948 |
| Singapore Telecommunications, Ltd. | 184500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;352338 |
| United Overseas Bank, Ltd. | &nbsp;&nbsp;&nbsp;66024 | &nbsp;&nbsp;&nbsp;&nbsp;1498456 |
| Wilmar International, Ltd. | &nbsp;&nbsp;&nbsp;84400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;261352 |
| **Spain - 2.9%** | **Spain - 2.9%** | 13740087 |
| Aena SME SA (A)(B) | &nbsp;&nbsp;&nbsp;&nbsp;4148 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;619429 |
| Amadeus IT Group SA (A) | &nbsp;&nbsp;&nbsp;21346 | &nbsp;&nbsp;&nbsp;&nbsp;1337649 |
| Banco Bilbao Vizcaya Argentaria SA | 244332 | &nbsp;&nbsp;&nbsp;&nbsp;1715001 |
| Banco Santander SA | 421453 | &nbsp;&nbsp;&nbsp;&nbsp;1466074 |
| CaixaBank SA | 114903 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;507523 |
| Cellnex Telecom SA (A)(B) | &nbsp;&nbsp;&nbsp;&nbsp;6145 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;239455 |
| Corp. ACCIONA Energias Renovables SA | &nbsp;&nbsp;&nbsp;&nbsp;7803 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;317961 |
| EDP Renovaveis SA | &nbsp;&nbsp;&nbsp;&nbsp;1891 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;40961 |
| Endesa SA | &nbsp;&nbsp;&nbsp;18844 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;373905 |
| Ferrovial SA | &nbsp;&nbsp;&nbsp;28590 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;839597 |
| Iberdrola SA | 119990 | &nbsp;&nbsp;&nbsp;&nbsp;1400236 |
| Iberdrola SA, Interim Shares (A) | &nbsp;&nbsp;&nbsp;&nbsp;1999 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;23328 |
| Industria de Diseno Textil SA | &nbsp;&nbsp;&nbsp;31081 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;966083 |
| Naturgy Energy Group SA (C) | &nbsp;&nbsp;&nbsp;&nbsp;9297 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;262522 |
| Repsol SA | 169272 | &nbsp;&nbsp;&nbsp;&nbsp;2774113 |
| Telefonica SA | 226099 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;856250 |
| **Sweden - 2.9%** | **Sweden - 2.9%** | 14067327 |
| Alfa Laval AB | &nbsp;&nbsp;&nbsp;&nbsp;3220 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;100569 |
| Assa Abloy AB, B Shares | &nbsp;&nbsp;&nbsp;10823 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;253679 |
| Atlas Copco AB, A Shares | &nbsp;&nbsp;&nbsp;68492 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;806873 |
| Atlas Copco AB, B Shares | &nbsp;&nbsp;&nbsp;39458 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;413582 |
| Axfood AB | &nbsp;&nbsp;&nbsp;&nbsp;4548 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;116808 |
| Beijer Ref AB (C) | &nbsp;&nbsp;&nbsp;&nbsp;7076 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;108609 |
| Boliden AB | &nbsp;&nbsp;&nbsp;31613 | &nbsp;&nbsp;&nbsp;&nbsp;1411591 |
| Castellum AB | &nbsp;&nbsp;&nbsp;14743 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;201083 |
| Electrolux AB, B Shares (C) | &nbsp;&nbsp;&nbsp;37153 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;523630 |
| Epiroc AB, A Shares | &nbsp;&nbsp;&nbsp;16843 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;326410 |
| Epiroc AB, B Shares | &nbsp;&nbsp;&nbsp;&nbsp;9559 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;158818 |
| EQT AB | &nbsp;&nbsp;&nbsp;&nbsp;2673 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;59716 |

---

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

------

---

| | | |
|:---|:---|:---|
|  | **Shares or<br> Principal<br> Amount** | **Value** |
| **Sweden (continued)** | **Sweden (continued)** |  |
| Essity AB, B Shares | &nbsp;&nbsp;&nbsp;12496 | &nbsp;&nbsp;&nbsp;&nbsp;$325475 |
| Evolution AB (B) | &nbsp;&nbsp;&nbsp;&nbsp;2123 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;237286 |
| Fastighets AB Balder, B Shares (A) | &nbsp;&nbsp;&nbsp;15273 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;78117 |
| Getinge AB, B Shares | &nbsp;&nbsp;&nbsp;&nbsp;8732 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;195661 |
| Hennes & Mauritz AB, B Shares (C) | &nbsp;&nbsp;&nbsp;19762 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;241830 |
| Hexagon AB, B Shares | &nbsp;&nbsp;&nbsp;22593 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;257332 |
| Holmen AB, B Shares | &nbsp;&nbsp;&nbsp;&nbsp;5691 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;233624 |
| Husqvarna AB, B Shares | &nbsp;&nbsp;&nbsp;53605 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;453424 |
| Indutrade AB | &nbsp;&nbsp;&nbsp;16163 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;356612 |
| Lifco AB, B Shares | &nbsp;&nbsp;&nbsp;&nbsp;8674 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;158198 |
| Nibe Industrier AB, B Shares | &nbsp;&nbsp;&nbsp;15576 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;167144 |
| Sagax AB, B Shares | &nbsp;&nbsp;&nbsp;&nbsp;5376 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;133042 |
| Sandvik AB | &nbsp;&nbsp;&nbsp;29785 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;612780 |
| Skandinaviska Enskilda Banken AB, A Shares | &nbsp;&nbsp;&nbsp;33004 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;397663 |
| Skandinaviska Enskilda Banken AB, C Shares | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;305 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4096 |
| Skanska AB, B Shares | &nbsp;&nbsp;&nbsp;32492 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;570405 |
| SKF AB, B Shares | &nbsp;&nbsp;&nbsp;34636 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;609863 |
| Svenska Cellulosa AB SCA, B Shares | &nbsp;&nbsp;&nbsp;16916 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;233791 |
| Svenska Handelsbanken AB, A Shares | &nbsp;&nbsp;&nbsp;38342 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;398625 |
| Svenska Handelsbanken AB, B Shares (C) | &nbsp;&nbsp;&nbsp;&nbsp;1521 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;19060 |
| Sweco AB, B Shares | &nbsp;&nbsp;&nbsp;&nbsp;7611 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;82218 |
| Swedbank AB, A Shares | &nbsp;&nbsp;&nbsp;25187 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;482098 |
| Swedish Orphan Biovitrum AB (A) | &nbsp;&nbsp;&nbsp;&nbsp;7174 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;159243 |
| Tele2 AB, B Shares | &nbsp;&nbsp;&nbsp;47990 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;413446 |
| Telefonaktiebolaget LM Ericsson, B Shares | &nbsp;&nbsp;&nbsp;49794 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;287165 |
| Telia Company AB | &nbsp;&nbsp;&nbsp;91946 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;236939 |
| Trelleborg AB, B Shares | &nbsp;&nbsp;&nbsp;16588 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;412886 |
| Volvo AB, A Shares | &nbsp;&nbsp;&nbsp;13656 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;282516 |
| Volvo AB, B Shares | &nbsp;&nbsp;&nbsp;74511 | &nbsp;&nbsp;&nbsp;&nbsp;1472101 |
| Volvo Car AB, B Shares (A) | &nbsp;&nbsp;&nbsp;14802 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;73319 |
| **Switzerland - 10.6%** | **Switzerland - 10.6%** | 50649042 |
| ABB, Ltd. | 166889 | &nbsp;&nbsp;&nbsp;&nbsp;5767321 |
| Accelleron Industries AG (A) | &nbsp;&nbsp;&nbsp;&nbsp;8349 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;196014 |
| Alcon, Inc. | &nbsp;&nbsp;&nbsp;30626 | &nbsp;&nbsp;&nbsp;&nbsp;2288741 |
| Chocoladefabriken Lindt & Spruengli AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;672000 |
| Cie Financiere Richemont SA, A Shares | &nbsp;&nbsp;&nbsp;12505 | &nbsp;&nbsp;&nbsp;&nbsp;1910968 |
| Coca-Cola HBC AG (A) | &nbsp;&nbsp;&nbsp;19166 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;462821 |
| Givaudan SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;449 | &nbsp;&nbsp;&nbsp;&nbsp;1444619 |
| Glencore PLC | 471034 | &nbsp;&nbsp;&nbsp;&nbsp;3138363 |
| Holcim, Ltd. (A) | &nbsp;&nbsp;&nbsp;35041 | &nbsp;&nbsp;&nbsp;&nbsp;2077097 |
| Kuehne + Nagel International AG | &nbsp;&nbsp;&nbsp;&nbsp;3179 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;752926 |
| Lonza Group AG | &nbsp;&nbsp;&nbsp;&nbsp;1444 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;816656 |
| Nestle SA | &nbsp;&nbsp;&nbsp;51244 | &nbsp;&nbsp;&nbsp;&nbsp;6217884 |
| Novartis AG | &nbsp;&nbsp;&nbsp;47505 | &nbsp;&nbsp;&nbsp;&nbsp;4263687 |
| Partners Group Holding AG | &nbsp;&nbsp;&nbsp;&nbsp;1498 | &nbsp;&nbsp;&nbsp;&nbsp;1392427 |
| Roche Holding AG | &nbsp;&nbsp;&nbsp;13265 | &nbsp;&nbsp;&nbsp;&nbsp;4118467 |
| Roche Holding AG, Bearer Shares | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;909 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;330653 |
| Schindler Holding AG | &nbsp;&nbsp;&nbsp;&nbsp;1015 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;203718 |
| Schindler Holding AG, Participation Certificates | &nbsp;&nbsp;&nbsp;&nbsp;2075 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;438940 |
| Sika AG | &nbsp;&nbsp;&nbsp;&nbsp;8991 | &nbsp;&nbsp;&nbsp;&nbsp;2532648 |

---

------

---

| | | |
|:---|:---|:---|
|  | **Shares or<br> Principal<br> Amount** | **Value** |
| **Switzerland (continued)** | **Switzerland (continued)** |  |
| Sonova Holding AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1650 | &nbsp;&nbsp;&nbsp;&nbsp;$409290 |
| STMicroelectronics NV | &nbsp;&nbsp;&nbsp;&nbsp;53196 | &nbsp;&nbsp;&nbsp;&nbsp;2490616 |
| Straumann Holding AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4543 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;588179 |
| Swiss Re AG | &nbsp;&nbsp;&nbsp;&nbsp;23152 | &nbsp;&nbsp;&nbsp;&nbsp;2408060 |
| Swisscom AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3514 | &nbsp;&nbsp;&nbsp;&nbsp;2065371 |
| UBS Group AG | &nbsp;&nbsp;&nbsp;&nbsp;87145 | &nbsp;&nbsp;&nbsp;&nbsp;1843917 |
| Zurich Insurance Group AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3693 | &nbsp;&nbsp;&nbsp;&nbsp;1817659 |
| **United Arab Emirates - 0.0%** | **United Arab Emirates - 0.0%** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;98 |
| NMC Health PLC (A) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5181 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;98 |
| **United Kingdom - 14.9%** | **United Kingdom - 14.9%** | 71123159 |
| 3i Group PLC | &nbsp;&nbsp;&nbsp;&nbsp;95179 | &nbsp;&nbsp;&nbsp;&nbsp;1845503 |
| Admiral Group PLC | &nbsp;&nbsp;&nbsp;&nbsp;20666 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;559722 |
| Anglo American PLC | &nbsp;&nbsp;&nbsp;&nbsp;50861 | &nbsp;&nbsp;&nbsp;&nbsp;2170547 |
| Ashtead Group PLC | &nbsp;&nbsp;&nbsp;&nbsp;19874 | &nbsp;&nbsp;&nbsp;&nbsp;1300170 |
| Associated British Foods PLC | &nbsp;&nbsp;&nbsp;&nbsp;18825 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;430136 |
| AstraZeneca PLC | &nbsp;&nbsp;&nbsp;&nbsp;14725 | &nbsp;&nbsp;&nbsp;&nbsp;1919749 |
| Auto Trader Group PLC (B) | &nbsp;&nbsp;&nbsp;&nbsp;60703 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;468566 |
| Aviva PLC | &nbsp;&nbsp;&nbsp;&nbsp;159882 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;896957 |
| BAE Systems PLC | &nbsp;&nbsp;&nbsp;&nbsp;36033 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;380078 |
| Barclays PLC | &nbsp;&nbsp;&nbsp;&nbsp;443760 | &nbsp;&nbsp;&nbsp;&nbsp;1015268 |
| BP PLC | &nbsp;&nbsp;&nbsp;&nbsp;658229 | &nbsp;&nbsp;&nbsp;&nbsp;3961374 |
| British American Tobacco PLC | &nbsp;&nbsp;&nbsp;&nbsp;42396 | &nbsp;&nbsp;&nbsp;&nbsp;1615917 |
| BT Group PLC | &nbsp;&nbsp;&nbsp;&nbsp;893500 | &nbsp;&nbsp;&nbsp;&nbsp;1371134 |
| Bunzl PLC | &nbsp;&nbsp;&nbsp;&nbsp;15093 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;551855 |
| Burberry Group PLC | &nbsp;&nbsp;&nbsp;&nbsp;34668 | &nbsp;&nbsp;&nbsp;&nbsp;1050349 |
| CNH Industrial NV | &nbsp;&nbsp;&nbsp;&nbsp;25923 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;454682 |
| Coca-Cola Europacific Partners PLC | &nbsp;&nbsp;&nbsp;&nbsp;13950 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;775700 |
| Compass Group PLC | &nbsp;&nbsp;&nbsp;&nbsp;31197 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;741632 |
| Croda International PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6152 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;521527 |
| Diageo PLC | &nbsp;&nbsp;&nbsp;&nbsp;51722 | &nbsp;&nbsp;&nbsp;&nbsp;2241358 |
| Entain PLC | &nbsp;&nbsp;&nbsp;&nbsp;27603 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;505823 |
| Ferguson PLC | &nbsp;&nbsp;&nbsp;&nbsp;11170 | &nbsp;&nbsp;&nbsp;&nbsp;1562157 |
| GSK PLC | &nbsp;&nbsp;&nbsp;&nbsp;78581 | &nbsp;&nbsp;&nbsp;&nbsp;1377012 |
| Haleon PLC (A) | &nbsp;&nbsp;&nbsp;&nbsp;217488 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;868177 |
| Halma PLC | &nbsp;&nbsp;&nbsp;&nbsp;16892 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;446692 |
| HSBC Holdings PLC | &nbsp;&nbsp;&nbsp;&nbsp;439931 | &nbsp;&nbsp;&nbsp;&nbsp;3230096 |
| Imperial Brands PLC | &nbsp;&nbsp;&nbsp;&nbsp;60014 | &nbsp;&nbsp;&nbsp;&nbsp;1500568 |
| Informa PLC | &nbsp;&nbsp;&nbsp;&nbsp;94802 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;781028 |
| InterContinental Hotels Group PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6237 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;429835 |
| Intertek Group PLC | &nbsp;&nbsp;&nbsp;&nbsp;10929 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;584606 |
| JD Sports Fashion PLC | &nbsp;&nbsp;&nbsp;&nbsp;150802 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;302149 |
| Legal & General Group PLC | &nbsp;&nbsp;&nbsp;&nbsp;348392 | &nbsp;&nbsp;&nbsp;&nbsp;1089419 |
| Lloyds Banking Group PLC | 1672312 | &nbsp;&nbsp;&nbsp;&nbsp;1082508 |
| London Stock Exchange Group PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5990 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;546140 |
| M&G PLC | &nbsp;&nbsp;&nbsp;&nbsp;142402 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;353953 |
| Melrose Industries PLC | &nbsp;&nbsp;&nbsp;&nbsp;268754 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;470487 |
| Mondi PLC | &nbsp;&nbsp;&nbsp;&nbsp;47249 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;885902 |
| National Grid PLC | &nbsp;&nbsp;&nbsp;&nbsp;93876 | &nbsp;&nbsp;&nbsp;&nbsp;1184600 |
| NatWest Group PLC | &nbsp;&nbsp;&nbsp;&nbsp;237593 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;900902 |
| Next PLC | &nbsp;&nbsp;&nbsp;&nbsp;11832 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;964002 |

---

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

------

---

| | | |
|:---|:---|:---|
|  | **Shares or<br> Principal<br> Amount** | **Value** |
| **United Kingdom (continued)** | **United Kingdom (continued)** |  |
| Ocado Group PLC (A) | &nbsp;&nbsp;&nbsp;&nbsp;7146 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$56831 |
| Pearson PLC | &nbsp;&nbsp;&nbsp;29446 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;334814 |
| Phoenix Group Holdings PLC | &nbsp;&nbsp;&nbsp;38807 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;306144 |
| Prudential PLC | &nbsp;&nbsp;&nbsp;27098 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;446862 |
| Reckitt Benckiser Group PLC | &nbsp;&nbsp;&nbsp;&nbsp;8430 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;598820 |
| RELX PLC | &nbsp;&nbsp;&nbsp;50047 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1479940 |
| Rentokil Initial PLC | 121703 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;735208 |
| Rightmove PLC | &nbsp;&nbsp;&nbsp;49149 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;355057 |
| Rio Tinto PLC | &nbsp;&nbsp;&nbsp;29276 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2277473 |
| Rolls-Royce Holdings PLC (A) | 297349 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;387078 |
| Schroders PLC | &nbsp;&nbsp;&nbsp;63140 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;371479 |
| Segro PLC | &nbsp;&nbsp;&nbsp;30646 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;313220 |
| Severn Trent PLC | &nbsp;&nbsp;&nbsp;15582 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;540193 |
| Shell PLC | 247230 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7225617 |
| Smith & Nephew PLC | &nbsp;&nbsp;&nbsp;16789 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;230355 |
| Smiths Group PLC | &nbsp;&nbsp;&nbsp;25547 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;543157 |
| Spirax-Sarco Engineering PLC | &nbsp;&nbsp;&nbsp;&nbsp;4612 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;654654 |
| SSE PLC | &nbsp;&nbsp;&nbsp;60980 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1293874 |
| St. James's Place PLC | &nbsp;&nbsp;&nbsp;24447 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;367932 |
| Standard Chartered PLC | 193963 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1621846 |
| Tesco PLC | 437091 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1323194 |
| The Sage Group PLC | &nbsp;&nbsp;&nbsp;64471 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;616548 |
| Unilever PLC | &nbsp;&nbsp;&nbsp;56637 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2864684 |
| United Utilities Group PLC | &nbsp;&nbsp;&nbsp;29941 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;389983 |
| Vodafone Group PLC | 799931 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;917041 |
| Whitbread PLC | &nbsp;&nbsp;&nbsp;15098 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;565235 |
| WPP PLC | &nbsp;&nbsp;&nbsp;83280 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;967640 |
| **United States - 0.0%** | **United States - 0.0%** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;36099 |
| Carnival PLC (A) | &nbsp;&nbsp;&nbsp;&nbsp;3820 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;36099 |
| **PREFERRED SECURITIES - 0.6%** | **PREFERRED SECURITIES - 0.6%** | &nbsp;&nbsp;&nbsp;&nbsp;**$2890013** |
| (Cost $3,282,256) |  |  |
| **Germany - 0.6%** | **Germany - 0.6%** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2890013 |
| Bayerische Motoren Werke AG | &nbsp;&nbsp;&nbsp;&nbsp;2886 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;271904 |
| Henkel AG & Company KGaA | &nbsp;&nbsp;&nbsp;&nbsp;9163 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;650826 |
| Porsche Automobil Holding SE | &nbsp;&nbsp;&nbsp;10798 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;642180 |
| Sartorius AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;761 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;339106 |
| Volkswagen AG | &nbsp;&nbsp;&nbsp;&nbsp;7152 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;985997 |
| **SHORT-TERM INVESTMENTS - 0.1%** | **SHORT-TERM INVESTMENTS - 0.1%** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**$407660** |
| (Cost $407,653) |  |  |
| **Short-term funds - 0.1%** | **Short-term funds - 0.1%** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;407660 |
| John Hancock Collateral Trust, 4.3787% (D)(E) | &nbsp;&nbsp;&nbsp;39285 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;392763 |
| State Street Institutional U.S. Government Money Market Fund, Premier Class, 4.1717% (D) | &nbsp;&nbsp;&nbsp;14897 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14897 |
| **Total investments (Multifactor Developed International ETF) (Cost $440,064,506) - 99.7%** | **Total investments (Multifactor Developed International ETF) (Cost $440,064,506) - 99.7%** | **$476558531** |
| **Other assets and liabilities, net - 0.3%** | **Other assets and liabilities, net - 0.3%** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**1401350** |
| **Total net assets - 100.0%** | **Total net assets - 100.0%** | **$477959881** |

---

------

---

| | |
|:---|:---|
| 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) | Non-income producing security. |
| (B) | These securities are exempt from registration under Rule 144A of the Securities Act of 1933. Such securities may be resold, normally to qualified institutional buyers, in transactions exempt from registration. |
| (C) | All or a portion of this security is on loan as of 1-31-23. The value of securities on loan amounted to $3,760,241. In addition to the cash collateral invested in John Hancock Collateral Trust, if any, non-cash collateral of $3,586,396 in the form of U.S. Treasuries was pledged to the fund. |
| (D) | The rate shown is the annualized seven-day yield as of 1-31-23. |
| (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. |

---

The fund had the following sector composition as a percentage of net assets on 1-31-23:

---

| | |
|:---|:---|
| Industrials | &nbsp;&nbsp;&nbsp;&nbsp;17.8% |
| Financials | &nbsp;&nbsp;&nbsp;&nbsp;17.8% |
| Consumer discretionary | &nbsp;&nbsp;&nbsp;&nbsp;10.9% |
| Materials | &nbsp;&nbsp;&nbsp;&nbsp;10.1% |
| Health care | &nbsp;&nbsp;&nbsp;&nbsp;9.7% |
| Consumer staples | &nbsp;&nbsp;&nbsp;&nbsp;9.1% |
| Information technology | &nbsp;&nbsp;&nbsp;&nbsp;6.6% |
| Energy | &nbsp;&nbsp;&nbsp;&nbsp;6.1% |
| Communication services | &nbsp;&nbsp;&nbsp;&nbsp;5.1% |
| Utilities | &nbsp;&nbsp;&nbsp;&nbsp;4.4% |
| Real estate | &nbsp;&nbsp;&nbsp;&nbsp;2.0% |
| Short-term investments and other | &nbsp;&nbsp;&nbsp;&nbsp;0.4% |
| **TOTAL** | **100.0%** |

---

#### MULTIFACTOR EMERGING MARKETS ETF

------

#### As of 1-31-23 (unaudited)

---

| | | |
|:---|:---|:---|
|  | **Shares or<br> Principal<br> Amount** | **Value** |
| **COMMON STOCKS - 98.4%** | **COMMON STOCKS - 98.4%** | **$716143299** |
| (Cost $679,085,027) |  |  |
| **Brazil - 4.2%** | **Brazil - 4.2%** | &nbsp;&nbsp;&nbsp;&nbsp;30506015 |
| Ambev SA | 334900 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;898513 |
| Atacadao SA | &nbsp;&nbsp;&nbsp;40600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;131175 |
| B3 SA - Brasil Bolsa Balcao | 441000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1122541 |
| Banco Bradesco SA | 188405 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;466993 |
| Banco BTG Pactual SA | &nbsp;&nbsp;&nbsp;79648 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;338212 |
| Banco do Brasil SA | 114400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;914490 |
| BB Seguridade Participacoes SA | 120000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;890434 |
| Caixa Seguridade Participacoes S/A | &nbsp;&nbsp;&nbsp;39100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;66735 |
| CCR SA | 206400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;476733 |
| Centrais Eletricas Brasileiras SA | &nbsp;&nbsp;&nbsp;74537 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;595101 |
| Cia de Saneamento Basico do Estado de Sao Paulo | &nbsp;&nbsp;&nbsp;68500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;748846 |
| Cia Energetica de Minas Gerais | &nbsp;&nbsp;&nbsp;32889 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;107489 |
| Cia Siderurgica Nacional SA | &nbsp;&nbsp;&nbsp;95300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;346277 |
| Cosan SA | &nbsp;&nbsp;&nbsp;80100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;262729 |
| CPFL Energia SA | &nbsp;&nbsp;&nbsp;38500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;251653 |
| Energisa SA | &nbsp;&nbsp;&nbsp;30800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;255585 |
| Eneva SA (A) | &nbsp;&nbsp;&nbsp;39900 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;94040 |

---

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

------

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

------

---

| | | |
|:---|:---|:---|
|  | **Shares or<br> Principal<br> Amount** | **Value** |
| **Brazil (continued)** | **Brazil (continued)** |  |
| Engie Brasil Energia SA | &nbsp;&nbsp;&nbsp;&nbsp;47725 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$368849 |
| Equatorial Energia SA | &nbsp;&nbsp;&nbsp;&nbsp;100559 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;553411 |
| Hapvida Participacoes e Investimentos SA (A)(B) | &nbsp;&nbsp;&nbsp;&nbsp;271963 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;275090 |
| Hypera SA | &nbsp;&nbsp;&nbsp;&nbsp;44800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;408277 |
| JBS SA | &nbsp;&nbsp;&nbsp;&nbsp;225800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;890525 |
| Klabin SA | &nbsp;&nbsp;&nbsp;&nbsp;105700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;401504 |
| Localiza Rent a Car SA | &nbsp;&nbsp;&nbsp;&nbsp;84059 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;977547 |
| Localiza Rent a Car SA (A) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;376 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4373 |
| Lojas Renner SA | &nbsp;&nbsp;&nbsp;&nbsp;115784 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;491885 |
| Magazine Luiza SA (A) | &nbsp;&nbsp;&nbsp;&nbsp;188828 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;164297 |
| Natura & Company Holding SA | &nbsp;&nbsp;&nbsp;&nbsp;97900 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;279772 |
| Neoenergia SA | &nbsp;&nbsp;&nbsp;&nbsp;44700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;132218 |
| Pagseguro Digital, Ltd., Class A (A) | &nbsp;&nbsp;&nbsp;&nbsp;18675 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;188431 |
| Petro Rio SA (A) | &nbsp;&nbsp;&nbsp;&nbsp;53000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;438245 |
| Petroleo Brasileiro SA | &nbsp;&nbsp;&nbsp;&nbsp;639600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3700835 |
| Raia Drogasil SA | &nbsp;&nbsp;&nbsp;&nbsp;188700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;920253 |
| Rede D'Or Sao Luiz SA (B) | &nbsp;&nbsp;&nbsp;&nbsp;31136 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;195080 |
| Rumo SA | &nbsp;&nbsp;&nbsp;&nbsp;138290 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;499223 |
| Sendas Distribuidora SA | &nbsp;&nbsp;&nbsp;&nbsp;72600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;280193 |
| Suzano SA | &nbsp;&nbsp;&nbsp;&nbsp;99665 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;907496 |
| Telefonica Brasil SA | &nbsp;&nbsp;&nbsp;&nbsp;68000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;558536 |
| TIM SA | &nbsp;&nbsp;&nbsp;&nbsp;170100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;393892 |
| TOTVS SA | &nbsp;&nbsp;&nbsp;&nbsp;30400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;179542 |
| Vale SA | &nbsp;&nbsp;&nbsp;&nbsp;426200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7911334 |
| Vibra Energia SA | &nbsp;&nbsp;&nbsp;&nbsp;181800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;587736 |
| WEG SA | &nbsp;&nbsp;&nbsp;&nbsp;110500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;829925 |
| **Chile - 0.4%** | **Chile - 0.4%** | &nbsp;&nbsp;&nbsp;&nbsp;3028556 |
| Banco de Chile | 4165079 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;453576 |
| Banco de Credito e Inversiones SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8095 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;243184 |
| Banco Santander Chile | 9925774 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;415841 |
| Cencosud SA | &nbsp;&nbsp;&nbsp;&nbsp;272460 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;487693 |
| Cia Sud Americana de Vapores SA | 1340399 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;115936 |
| Empresas CMPC SA | &nbsp;&nbsp;&nbsp;&nbsp;191898 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;328838 |
| Empresas COPEC SA | &nbsp;&nbsp;&nbsp;&nbsp;42721 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;321116 |
| Enel Americas SA | 2577466 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;340049 |
| Enel Chile SA | 3592026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;169013 |
| Falabella SA | &nbsp;&nbsp;&nbsp;&nbsp;66205 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;153310 |
| **China - 25.3%** | **China - 25.3%** | 184570574 |
| Agricultural Bank of China, Ltd., H Shares | 4383000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1576830 |
| Aier Eye Hospital Group Company, Ltd., A Shares | &nbsp;&nbsp;&nbsp;&nbsp;67362 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;327591 |
| Airtac International Group | &nbsp;&nbsp;&nbsp;&nbsp;16743 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;568788 |
| Alibaba Group Holding, Ltd., ADR (A) | &nbsp;&nbsp;&nbsp;&nbsp;106103 | &nbsp;&nbsp;&nbsp;&nbsp;11692551 |
| Aluminum Corp. of China, Ltd., H Shares | &nbsp;&nbsp;&nbsp;&nbsp;702000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;373454 |
| Anhui Conch Cement Company, Ltd., H Shares | &nbsp;&nbsp;&nbsp;&nbsp;246000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;932086 |
| Anhui Gujing Distillery Company, Ltd., A Shares | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;115200 |
| ANTA Sports Products, Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;195400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2951485 |
| Asymchem Laboratories Tianjin Company, Ltd., Class A | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1920 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;45351 |

---

------

---

| | | |
|:---|:---|:---|
|  | **Shares or<br> Principal<br> Amount** | **Value** |
| **China (continued)** | **China (continued)** |  |
| Avary Holding Shenzhen Company, Ltd., A Shares | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;22900 | &nbsp;&nbsp;&nbsp;&nbsp;$97708 |
| Baidu, Inc., ADR (A) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;42593 | 5736425 |
| Bank of Beijing Company, Ltd., Class A | &nbsp;&nbsp;&nbsp;&nbsp;162900 | &nbsp;&nbsp;&nbsp;&nbsp;102461 |
| Bank of China, Ltd., H Shares | &nbsp;&nbsp;&nbsp;9233000 | 3521910 |
| Bank of Communications Company, Ltd., H Shares | &nbsp;&nbsp;&nbsp;4232000 | 2613096 |
| Bank of Hangzhou Company, Ltd., A Shares | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;45300 | &nbsp;&nbsp;&nbsp;&nbsp;87289 |
| Bank of Jiangsu Company, Ltd., Class A | &nbsp;&nbsp;&nbsp;&nbsp;116500 | &nbsp;&nbsp;&nbsp;&nbsp;127932 |
| Bank of Nanjing Company, Ltd., Class A | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;78800 | &nbsp;&nbsp;&nbsp;&nbsp;121169 |
| Bank of Ningbo Company, Ltd., A Shares | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;81415 | &nbsp;&nbsp;&nbsp;&nbsp;395210 |
| Bank of Shanghai Company, Ltd., A Shares | &nbsp;&nbsp;&nbsp;&nbsp;140600 | &nbsp;&nbsp;&nbsp;&nbsp;124641 |
| Baoshan Iron & Steel Company, Ltd., A Shares | &nbsp;&nbsp;&nbsp;&nbsp;272600 | &nbsp;&nbsp;&nbsp;&nbsp;249324 |
| Beijing Kingsoft Office Software, Inc., Class A | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;932 | &nbsp;&nbsp;&nbsp;&nbsp;38800 |
| Beijing Wantai Biological Pharmacy Enterprise Company, Ltd., Class A | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1400 | &nbsp;&nbsp;&nbsp;&nbsp;27779 |
| Bilibili, Inc., Class Z (A) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;22940 | &nbsp;&nbsp;&nbsp;&nbsp;570094 |
| Bloomage Biotechnology Corp., Ltd., Class A | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;700 | &nbsp;&nbsp;&nbsp;&nbsp;12900 |
| BOE Technology Group Company, Ltd., A Shares | &nbsp;&nbsp;&nbsp;&nbsp;565500 | &nbsp;&nbsp;&nbsp;&nbsp;333093 |
| BYD Company, Ltd., H Shares | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;66000 | 2062882 |
| Changchun High & New Technology Industry Group, Inc., A Shares | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3300 | &nbsp;&nbsp;&nbsp;&nbsp;98214 |
| China CITIC Bank Corp., Ltd., H Shares | &nbsp;&nbsp;&nbsp;1882000 | &nbsp;&nbsp;&nbsp;&nbsp;907561 |
| China Coal Energy Company, Ltd., H Shares | &nbsp;&nbsp;&nbsp;&nbsp;347000 | &nbsp;&nbsp;&nbsp;&nbsp;277563 |
| China Construction Bank Corp., H Shares | 10886000 | 7054988 |
| China Eastern Airlines Corp., Ltd., H Shares (A)(C) | &nbsp;&nbsp;&nbsp;&nbsp;210000 | &nbsp;&nbsp;&nbsp;&nbsp;84123 |
| China Energy Engineering Corp., Ltd., H Shares | &nbsp;&nbsp;&nbsp;&nbsp;604000 | &nbsp;&nbsp;&nbsp;&nbsp;77826 |
| China Everbright Bank Company, Ltd., H Shares | &nbsp;&nbsp;&nbsp;&nbsp;633000 | &nbsp;&nbsp;&nbsp;&nbsp;201887 |
| China Galaxy Securities Company, Ltd., H Shares | &nbsp;&nbsp;&nbsp;&nbsp;341500 | &nbsp;&nbsp;&nbsp;&nbsp;183852 |
| China Hongqiao Group, Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;403500 | &nbsp;&nbsp;&nbsp;&nbsp;466376 |
| China International Capital Corp., Ltd., H Shares (B) | &nbsp;&nbsp;&nbsp;&nbsp;287200 | &nbsp;&nbsp;&nbsp;&nbsp;640457 |
| China Jushi Company, Ltd., Class A | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;30700 | &nbsp;&nbsp;&nbsp;&nbsp;67016 |
| China Life Insurance Company, Ltd., H Shares | &nbsp;&nbsp;&nbsp;1056000 | 1939951 |
| China Longyuan Power Group Corp., Ltd., H Shares | &nbsp;&nbsp;&nbsp;&nbsp;710000 | &nbsp;&nbsp;&nbsp;&nbsp;976431 |
| China Merchants Bank Company, Ltd., H Shares | &nbsp;&nbsp;&nbsp;&nbsp;469000 | 3042482 |
| China Merchants Securities Company, Ltd., H Shares (B) | &nbsp;&nbsp;&nbsp;&nbsp;140740 | &nbsp;&nbsp;&nbsp;&nbsp;153514 |
| China Merchants Shekou Industrial Zone Holdings Company, Ltd., A Shares | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;48100 | &nbsp;&nbsp;&nbsp;&nbsp;105711 |
| China Minsheng Banking Corp., Ltd., H Shares (C) | &nbsp;&nbsp;&nbsp;1208500 | &nbsp;&nbsp;&nbsp;&nbsp;451730 |
| China National Building Material Company, Ltd., H Shares | &nbsp;&nbsp;&nbsp;&nbsp;572000 | &nbsp;&nbsp;&nbsp;&nbsp;523944 |
| China Northern Rare Earth Group High-Tech Company, Ltd., Class A | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;26200 | &nbsp;&nbsp;&nbsp;&nbsp;112564 |
| China Pacific Insurance Group Company, Ltd., H Shares | &nbsp;&nbsp;&nbsp;&nbsp;563400 | 1545324 |

---

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

------

---

| | | |
|:---|:---|:---|
|  | **Shares or<br> Principal<br> Amount** | **Value** |
| **China (continued)** | **China (continued)** |  |
| China Petroleum & Chemical Corp., H Shares | 4750000 | $2557233 |
| China Resources Microelectronics, Ltd., Class A | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4897 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;39766 |
| China Resources Mixc Lifestyle Services, Ltd. (B) | &nbsp;&nbsp;&nbsp;&nbsp;32600 | &nbsp;&nbsp;&nbsp;&nbsp;187776 |
| China Shenhua Energy Company, Ltd., H Shares | &nbsp;&nbsp;&nbsp;&nbsp;498500 | &nbsp;&nbsp;&nbsp;1548561 |
| China Southern Airlines Company, Ltd., H Shares (A)(C) | &nbsp;&nbsp;&nbsp;&nbsp;210000 | &nbsp;&nbsp;&nbsp;&nbsp;139311 |
| China Tourism Group Duty Free Corp., Ltd., A Shares | &nbsp;&nbsp;&nbsp;&nbsp;16100 | &nbsp;&nbsp;&nbsp;&nbsp;505854 |
| China Tower Corp., Ltd., H Shares (B) | 7720000 | &nbsp;&nbsp;&nbsp;&nbsp;876540 |
| China Vanke Company, Ltd., H Shares | &nbsp;&nbsp;&nbsp;&nbsp;354072 | &nbsp;&nbsp;&nbsp;&nbsp;715502 |
| Chongqing Zhifei Biological Products Company, Ltd., A Shares | &nbsp;&nbsp;&nbsp;&nbsp;14400 | &nbsp;&nbsp;&nbsp;&nbsp;208511 |
| CITIC Securities Company, Ltd., H Shares | &nbsp;&nbsp;&nbsp;&nbsp;387750 | &nbsp;&nbsp;&nbsp;&nbsp;885460 |
| CITIC, Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;637000 | &nbsp;&nbsp;&nbsp;&nbsp;744388 |
| CMOC Group, Ltd., H Shares | &nbsp;&nbsp;&nbsp;&nbsp;876000 | &nbsp;&nbsp;&nbsp;&nbsp;505134 |
| Contemporary Amperex Technology Company, Ltd., A Shares | &nbsp;&nbsp;&nbsp;&nbsp;11800 | &nbsp;&nbsp;&nbsp;&nbsp;812402 |
| COSCO SHIPPING Holdings Company, Ltd., H Shares | &nbsp;&nbsp;&nbsp;&nbsp;856699 | &nbsp;&nbsp;&nbsp;&nbsp;885274 |
| CSC Financial Company, Ltd., H Shares (B) | &nbsp;&nbsp;&nbsp;&nbsp;157500 | &nbsp;&nbsp;&nbsp;&nbsp;163155 |
| CSPC Pharmaceutical Group, Ltd. | 2037840 | &nbsp;&nbsp;&nbsp;2324191 |
| East Money Information Company, Ltd., A Shares | &nbsp;&nbsp;&nbsp;&nbsp;79672 | &nbsp;&nbsp;&nbsp;&nbsp;265182 |
| ENN Energy Holdings, Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;184500 | &nbsp;&nbsp;&nbsp;2777427 |
| Eve Energy Company, Ltd., A Shares | &nbsp;&nbsp;&nbsp;&nbsp;13300 | &nbsp;&nbsp;&nbsp;&nbsp;173313 |
| Flat Glass Group Company, Ltd., H Shares (C) | &nbsp;&nbsp;&nbsp;&nbsp;56000 | &nbsp;&nbsp;&nbsp;&nbsp;175032 |
| Focus Media Information Technology Company, Ltd., A Shares | &nbsp;&nbsp;&nbsp;&nbsp;133400 | &nbsp;&nbsp;&nbsp;&nbsp;137211 |
| Foshan Haitian Flavouring & Food Company, Ltd., Class A | &nbsp;&nbsp;&nbsp;&nbsp;17170 | &nbsp;&nbsp;&nbsp;&nbsp;201610 |
| Foxconn Industrial Internet Company, Ltd., Class A | &nbsp;&nbsp;&nbsp;&nbsp;54900 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;77268 |
| Fuyao Glass Industry Group Company, Ltd. , H Shares (B) | &nbsp;&nbsp;&nbsp;&nbsp;148800 | &nbsp;&nbsp;&nbsp;&nbsp;731799 |
| Ganfeng Lithium Group Company, Ltd., H Shares (B) | &nbsp;&nbsp;&nbsp;&nbsp;42600 | &nbsp;&nbsp;&nbsp;&nbsp;387493 |
| GD Power Development Company, Ltd., Class A (A) | &nbsp;&nbsp;&nbsp;&nbsp;64400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;37838 |
| GF Securities Company, Ltd., H Shares | &nbsp;&nbsp;&nbsp;&nbsp;225200 | &nbsp;&nbsp;&nbsp;&nbsp;368316 |
| GigaDevice Semiconductor, Inc., Class A | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;37296 |
| Ginlong Technologies Company, Ltd., Class A (A) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;32519 |
| GoerTek, Inc., A Shares | &nbsp;&nbsp;&nbsp;&nbsp;43700 | &nbsp;&nbsp;&nbsp;&nbsp;133746 |
| Gotion High-tech Company, Ltd., Class A | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;17769 |
| Great Wall Motor Company, Ltd., H Shares | &nbsp;&nbsp;&nbsp;&nbsp;452000 | &nbsp;&nbsp;&nbsp;&nbsp;634301 |
| Gree Electric Appliances, Inc. of Zhuhai, A Shares | &nbsp;&nbsp;&nbsp;&nbsp;32900 | &nbsp;&nbsp;&nbsp;&nbsp;168616 |
| Guangdong Haid Group Company, Ltd., A Shares | &nbsp;&nbsp;&nbsp;&nbsp;12100 | &nbsp;&nbsp;&nbsp;&nbsp;111635 |
| Guanghui Energy Company, Ltd., Class A | &nbsp;&nbsp;&nbsp;&nbsp;34700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;52484 |
| Guangzhou Automobile Group Company, Ltd., H Shares | &nbsp;&nbsp;&nbsp;&nbsp;356000 | &nbsp;&nbsp;&nbsp;&nbsp;255241 |

---

------

---

| | | |
|:---|:---|:---|
|  | **Shares or<br> Principal<br> Amount** | **Value** |
| **China (continued)** | **China (continued)** |  |
| Guangzhou Tinci Materials Technology Company, Ltd., Class A | &nbsp;&nbsp;&nbsp;&nbsp;14800 | &nbsp;&nbsp;$107502 |
| Guosen Securities Company, Ltd., Class A | &nbsp;&nbsp;&nbsp;&nbsp;14800 | &nbsp;&nbsp;&nbsp;&nbsp;20545 |
| Guotai Junan Securities Company, Ltd., H Shares (B) | &nbsp;&nbsp;&nbsp;&nbsp;172000 | &nbsp;&nbsp;&nbsp;&nbsp;210651 |
| H World Group, Ltd., ADR | &nbsp;&nbsp;&nbsp;&nbsp;12928 | &nbsp;&nbsp;&nbsp;&nbsp;613821 |
| Haier Smart Home Company, Ltd., H Shares | &nbsp;&nbsp;&nbsp;&nbsp;497400 | 1827522 |
| Haitong Securities Company, Ltd., H Shares | &nbsp;&nbsp;&nbsp;&nbsp;486000 | &nbsp;&nbsp;&nbsp;&nbsp;334807 |
| Hangzhou First Applied Material Company, Ltd., Class A | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6020 | &nbsp;&nbsp;&nbsp;&nbsp;67025 |
| Hangzhou Silan Microelectronics Company, Ltd., Class A | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2500 | &nbsp;&nbsp;&nbsp;&nbsp;13072 |
| Hangzhou Tigermed Consulting Company, Ltd., A Shares | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5200 | &nbsp;&nbsp;&nbsp;&nbsp;89502 |
| Hansoh Pharmaceutical Group Company, Ltd. (B) | &nbsp;&nbsp;&nbsp;&nbsp;156000 | &nbsp;&nbsp;&nbsp;&nbsp;319222 |
| Henan Shuanghui Investment & Development Company, Ltd., A Shares | &nbsp;&nbsp;&nbsp;&nbsp;20400 | &nbsp;&nbsp;&nbsp;&nbsp;76987 |
| Hengli Petrochemical Company, Ltd., A Shares | &nbsp;&nbsp;&nbsp;&nbsp;106600 | &nbsp;&nbsp;&nbsp;&nbsp;276402 |
| Huadong Medicine Company, Ltd., Class A | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8600 | &nbsp;&nbsp;&nbsp;&nbsp;60329 |
| Huaneng Power International, Inc., H Shares (A) | &nbsp;&nbsp;&nbsp;&nbsp;292000 | &nbsp;&nbsp;&nbsp;&nbsp;142302 |
| Huatai Securities Company, Ltd., H Shares (B) | &nbsp;&nbsp;&nbsp;&nbsp;275400 | &nbsp;&nbsp;&nbsp;&nbsp;356259 |
| Huaxia Bank Company, Ltd., Class A | &nbsp;&nbsp;&nbsp;&nbsp;105709 | &nbsp;&nbsp;&nbsp;&nbsp;81508 |
| Huayu Automotive Systems Company, Ltd., Class A | &nbsp;&nbsp;&nbsp;&nbsp;11700 | &nbsp;&nbsp;&nbsp;&nbsp;31549 |
| Huizhou Desay Sv Automotive Company, Ltd., Class A | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2900 | &nbsp;&nbsp;&nbsp;&nbsp;56301 |
| Hundsun Technologies, Inc., Class A | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3770 | &nbsp;&nbsp;&nbsp;&nbsp;26346 |
| Iflytek Company, Ltd., A Shares | &nbsp;&nbsp;&nbsp;&nbsp;18300 | &nbsp;&nbsp;&nbsp;&nbsp;109904 |
| Imeik Technology Development Company, Ltd., Class A | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1000 | &nbsp;&nbsp;&nbsp;&nbsp;88059 |
| Industrial & Commercial Bank of China, Ltd., H Shares | 7617000 | 4071573 |
| Industrial Bank Company, Ltd., A Shares | &nbsp;&nbsp;&nbsp;&nbsp;179500 | &nbsp;&nbsp;&nbsp;&nbsp;468080 |
| Inner Mongolia BaoTou Steel Union Company, Ltd., Class A | &nbsp;&nbsp;&nbsp;&nbsp;292000 | &nbsp;&nbsp;&nbsp;&nbsp;88158 |
| Inner Mongolia Yili Industrial Group Company, Ltd., A Shares | &nbsp;&nbsp;&nbsp;&nbsp;54300 | &nbsp;&nbsp;&nbsp;&nbsp;261818 |
| JA Solar Technology Company, Ltd., Class A | &nbsp;&nbsp;&nbsp;&nbsp;13140 | &nbsp;&nbsp;&nbsp;&nbsp;128231 |
| JD Health International, Inc. (A)(B) | &nbsp;&nbsp;&nbsp;&nbsp;60650 | &nbsp;&nbsp;&nbsp;&nbsp;501384 |
| JD.com, Inc., ADR | &nbsp;&nbsp;&nbsp;&nbsp;92417 | 5501584 |
| Jiangsu Eastern Shenghong Company, Ltd., Class A | &nbsp;&nbsp;&nbsp;&nbsp;30300 | &nbsp;&nbsp;&nbsp;&nbsp;70044 |
| Jiangsu Hengli Hydraulic Company, Ltd., A Shares | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6700 | &nbsp;&nbsp;&nbsp;&nbsp;64879 |
| Jiangsu Hengrui Medicine Company, Ltd., A Shares | &nbsp;&nbsp;&nbsp;&nbsp;38751 | &nbsp;&nbsp;&nbsp;&nbsp;242074 |
| Jiangsu King's Luck Brewery JSC, Ltd., Class A | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6600 | &nbsp;&nbsp;&nbsp;&nbsp;56418 |
| Jiangsu Yanghe Brewery Joint-Stock Company, Ltd., A Shares | &nbsp;&nbsp;&nbsp;&nbsp;12790 | &nbsp;&nbsp;&nbsp;&nbsp;332387 |
| Jiangsu Zhongtian Technology Company, Ltd., Class A | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9800 | &nbsp;&nbsp;&nbsp;&nbsp;23713 |
| KE Holdings, Inc., ADR (A) | &nbsp;&nbsp;&nbsp;&nbsp;52838 | &nbsp;&nbsp;&nbsp;&nbsp;969049 |
| Kuaishou Technology (A)(B) | &nbsp;&nbsp;&nbsp;&nbsp;49500 | &nbsp;&nbsp;&nbsp;&nbsp;433521 |

---

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

------

---

| | | |
|:---|:---|:---|
|  | **Shares or<br> Principal<br> Amount** | **Value** |
| **China (continued)** | **China (continued)** |  |
| Kweichow Moutai Company, Ltd., A Shares | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7100 | $1939469 |
| Lenovo Group, Ltd. | 1812000 | &nbsp;&nbsp;&nbsp;1449406 |
| Li Auto, Inc., ADR (A) | &nbsp;&nbsp;&nbsp;&nbsp;26048 | &nbsp;&nbsp;&nbsp;&nbsp;648595 |
| Li Ning Company, Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;324500 | &nbsp;&nbsp;&nbsp;3195923 |
| Longfor Group Holdings, Ltd. (B) | &nbsp;&nbsp;&nbsp;&nbsp;353000 | &nbsp;&nbsp;&nbsp;1166376 |
| LONGi Green Energy Technology Company, Ltd., A Shares | &nbsp;&nbsp;&nbsp;&nbsp;64496 | &nbsp;&nbsp;&nbsp;&nbsp;459598 |
| Luxshare Precision Industry Company, Ltd., A Shares | &nbsp;&nbsp;&nbsp;&nbsp;64900 | &nbsp;&nbsp;&nbsp;&nbsp;311968 |
| Luzhou Laojiao Company, Ltd., A Shares | &nbsp;&nbsp;&nbsp;&nbsp;13300 | &nbsp;&nbsp;&nbsp;&nbsp;466497 |
| Meituan, Class B (A)(B) | &nbsp;&nbsp;&nbsp;&nbsp;225870 | &nbsp;&nbsp;&nbsp;5031148 |
| Metallurgical Corp. of China, Ltd., H Shares | &nbsp;&nbsp;&nbsp;&nbsp;414000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;93484 |
| Montage Technology Company, Ltd., Class A | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1968 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16138 |
| Muyuan Foods Company, Ltd., A Shares | &nbsp;&nbsp;&nbsp;&nbsp;37860 | &nbsp;&nbsp;&nbsp;&nbsp;279820 |
| NARI Technology Company, Ltd., A Shares | &nbsp;&nbsp;&nbsp;&nbsp;48660 | &nbsp;&nbsp;&nbsp;&nbsp;190047 |
| NAURA Technology Group Company, Ltd., Class A | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;79750 |
| NetEase, Inc., ADR | &nbsp;&nbsp;&nbsp;&nbsp;31983 | &nbsp;&nbsp;&nbsp;2834014 |
| New China Life Insurance Company, Ltd., H Shares | &nbsp;&nbsp;&nbsp;&nbsp;162600 | &nbsp;&nbsp;&nbsp;&nbsp;435616 |
| New Hope Liuhe Company, Ltd., A Shares (A) | &nbsp;&nbsp;&nbsp;&nbsp;23600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;45789 |
| Ninestar Corp., Class A | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;23536 |
| Ningbo Tuopu Group Company, Ltd., Class A | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;47338 |
| Ningxia Baofeng Energy Group Company, Ltd., Class A | &nbsp;&nbsp;&nbsp;&nbsp;43400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;85940 |
| NIO, Inc., ADR (A) | &nbsp;&nbsp;&nbsp;&nbsp;161839 | &nbsp;&nbsp;&nbsp;1953397 |
| Nongfu Spring Company, Ltd., H Shares (B) | &nbsp;&nbsp;&nbsp;&nbsp;154800 | &nbsp;&nbsp;&nbsp;&nbsp;873873 |
| Oppein Home Group, Inc., Class A | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;65131 |
| Orient Securities Company, Ltd., H Shares (B)(C) | &nbsp;&nbsp;&nbsp;&nbsp;80400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;47387 |
| PetroChina Company, Ltd., H Shares | 2478000 | &nbsp;&nbsp;&nbsp;1318262 |
| Pharmaron Beijing Company, Ltd., H Shares (B) | &nbsp;&nbsp;&nbsp;&nbsp;23750 | &nbsp;&nbsp;&nbsp;&nbsp;173916 |
| PICC Property & Casualty Company, Ltd., H Shares | 1428000 | &nbsp;&nbsp;&nbsp;1342641 |
| Pinduoduo, Inc., ADR (A) | &nbsp;&nbsp;&nbsp;&nbsp;31353 | &nbsp;&nbsp;&nbsp;3071967 |
| Ping An Bank Company, Ltd., A Shares | &nbsp;&nbsp;&nbsp;&nbsp;249700 | &nbsp;&nbsp;&nbsp;&nbsp;553949 |
| Ping An Insurance Group Company of China, Ltd., H Shares | &nbsp;&nbsp;&nbsp;&nbsp;682000 | &nbsp;&nbsp;&nbsp;5281257 |
| Poly Developments and Holdings Group Company, Ltd., A Shares | &nbsp;&nbsp;&nbsp;&nbsp;146500 | &nbsp;&nbsp;&nbsp;&nbsp;341048 |
| Postal Savings Bank of China Company, Ltd., H Shares (B) | 1358000 | &nbsp;&nbsp;&nbsp;&nbsp;923403 |
| Rongsheng Petrochemical Company, Ltd., A Shares | &nbsp;&nbsp;&nbsp;&nbsp;120150 | &nbsp;&nbsp;&nbsp;&nbsp;235430 |
| SAIC Motor Corp., Ltd., Class A | &nbsp;&nbsp;&nbsp;&nbsp;44100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;98030 |
| Sany Heavy Industry Company, Ltd., A Shares | &nbsp;&nbsp;&nbsp;&nbsp;79800 | &nbsp;&nbsp;&nbsp;&nbsp;206912 |
| SF Holding Company, Ltd., A Shares | &nbsp;&nbsp;&nbsp;&nbsp;33000 | &nbsp;&nbsp;&nbsp;&nbsp;286390 |
| SG Micro Corp., Class A | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1350 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;35563 |
| Shaanxi Coal Industry Company, Ltd., A Shares | &nbsp;&nbsp;&nbsp;&nbsp;112500 | &nbsp;&nbsp;&nbsp;&nbsp;325498 |
| Shandong Gold Mining Company, Ltd., H Shares (B) | &nbsp;&nbsp;&nbsp;&nbsp;104220 | &nbsp;&nbsp;&nbsp;&nbsp;200501 |
| Shandong Hualu Hengsheng Chemical Company, Ltd., Class A | &nbsp;&nbsp;&nbsp;&nbsp;17700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;88619 |

---

------

---

| | | |
|:---|:---|:---|
|  | **Shares or<br> Principal<br> Amount** | **Value** |
| **China (continued)** | **China (continued)** |  |
| Shanghai Baosight Software Company, Ltd., Class A | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7600 | &nbsp;&nbsp;&nbsp;&nbsp;$56261 |
| Shanghai Fosun Pharmaceutical Group Company, Ltd., H Shares | &nbsp;&nbsp;&nbsp;&nbsp;61000 | &nbsp;&nbsp;&nbsp;&nbsp;196108 |
| Shanghai International Airport Company, Ltd., A Shares (A) | &nbsp;&nbsp;&nbsp;&nbsp;16900 | &nbsp;&nbsp;&nbsp;&nbsp;151318 |
| Shanghai Pudong Development Bank Company, Ltd., Class A | &nbsp;&nbsp;&nbsp;&nbsp;241800 | &nbsp;&nbsp;&nbsp;&nbsp;263738 |
| Shanghai Putailai New Energy Technology Company, Ltd., Class A | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;70257 |
| Shanxi Xinghuacun Fen Wine Factory Company, Ltd., A Shares | &nbsp;&nbsp;&nbsp;&nbsp;10045 | &nbsp;&nbsp;&nbsp;&nbsp;433423 |
| Shenwan Hongyuan Group Company, Ltd., H Shares (B) | &nbsp;&nbsp;&nbsp;&nbsp;215200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;43652 |
| Shenzhen Inovance Technology Company, Ltd., A Shares | &nbsp;&nbsp;&nbsp;&nbsp;22750 | &nbsp;&nbsp;&nbsp;&nbsp;239656 |
| Shenzhen Mindray Bio-Medical Electronics Company, Ltd., A Shares | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9800 | &nbsp;&nbsp;&nbsp;&nbsp;482447 |
| Shenzhou International Group Holdings, Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;180700 | &nbsp;&nbsp;&nbsp;2264931 |
| Silergy Corp. | &nbsp;&nbsp;&nbsp;&nbsp;26000 | &nbsp;&nbsp;&nbsp;&nbsp;520433 |
| Smoore International Holdings, Ltd. (B)(C) | &nbsp;&nbsp;&nbsp;&nbsp;285000 | &nbsp;&nbsp;&nbsp;&nbsp;429033 |
| Sungrow Power Supply Company, Ltd., A Shares | &nbsp;&nbsp;&nbsp;&nbsp;11100 | &nbsp;&nbsp;&nbsp;&nbsp;213558 |
| Sunny Optical Technology Group Company, Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;132900 | &nbsp;&nbsp;&nbsp;1787022 |
| Suzhou Maxwell Technologies Company, Ltd., Class A | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;19700 |
| TBEA Company, Ltd., Class A | &nbsp;&nbsp;&nbsp;&nbsp;39800 | &nbsp;&nbsp;&nbsp;&nbsp;125344 |
| TCL Technology Group Corp., A Shares | &nbsp;&nbsp;&nbsp;&nbsp;146100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;90813 |
| TCL Zhonghuan Renewable Energy Technology Company, Ltd., Class A | &nbsp;&nbsp;&nbsp;&nbsp;16300 | &nbsp;&nbsp;&nbsp;&nbsp;102379 |
| Tencent Holdings, Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;497700 | 24267363 |
| Tencent Music Entertainment Group, ADR (A) | &nbsp;&nbsp;&nbsp;&nbsp;41160 | &nbsp;&nbsp;&nbsp;&nbsp;345332 |
| The People's Insurance Company Group of China, Ltd., H Shares | 1216000 | &nbsp;&nbsp;&nbsp;&nbsp;409545 |
| Tingyi Cayman Islands Holding Corp. | &nbsp;&nbsp;&nbsp;&nbsp;336000 | &nbsp;&nbsp;&nbsp;&nbsp;558103 |
| Tongwei Company, Ltd., A Shares | &nbsp;&nbsp;&nbsp;&nbsp;43300 | &nbsp;&nbsp;&nbsp;&nbsp;270491 |
| Trina Solar Company, Ltd., Class A | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3459 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;36536 |
| Trip.com Group, Ltd., ADR (A) | &nbsp;&nbsp;&nbsp;&nbsp;70458 | &nbsp;&nbsp;&nbsp;2590036 |
| Tsingtao Brewery Company, Ltd., H Shares | &nbsp;&nbsp;&nbsp;&nbsp;48000 | &nbsp;&nbsp;&nbsp;&nbsp;462024 |
| Unigroup Guoxin Microelectronics Company, Ltd., Class A | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6219 | &nbsp;&nbsp;&nbsp;&nbsp;115785 |
| Walvax Biotechnology Company, Ltd., Class A | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;43774 |
| Wanhua Chemical Group Company, Ltd., A Shares | &nbsp;&nbsp;&nbsp;&nbsp;39500 | &nbsp;&nbsp;&nbsp;&nbsp;564766 |
| Want Want China Holdings, Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;428000 | &nbsp;&nbsp;&nbsp;&nbsp;278470 |
| Weichai Power Company, Ltd., H Shares | &nbsp;&nbsp;&nbsp;&nbsp;411000 | &nbsp;&nbsp;&nbsp;&nbsp;619760 |
| Wens Foodstuffs Group Company, Ltd., Class A | &nbsp;&nbsp;&nbsp;&nbsp;29000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;86438 |
| Will Semiconductor Company, Ltd., A Shares | &nbsp;&nbsp;&nbsp;&nbsp;10215 | &nbsp;&nbsp;&nbsp;&nbsp;142349 |
| Wingtech Technology Company, Ltd., A Shares | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;80407 |
| Wuliangye Yibin Company, Ltd., A Shares | &nbsp;&nbsp;&nbsp;&nbsp;26800 | &nbsp;&nbsp;&nbsp;&nbsp;828954 |
| WuXi AppTec Company, Ltd., H Shares (B) | &nbsp;&nbsp;&nbsp;&nbsp;48280 | &nbsp;&nbsp;&nbsp;&nbsp;625169 |
| WuXi Biologics Cayman, Inc. (A)(B) | &nbsp;&nbsp;&nbsp;&nbsp;288500 | &nbsp;&nbsp;&nbsp;2401544 |

---

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

------

---

| | | |
|:---|:---|:---|
|  | **Shares or<br> Principal<br> Amount** | **Value** |
| **China (continued)** | **China (continued)** |  |
| Wuxi Lead Intelligent Equipment Company, Ltd., Class A | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$34135 |
| Xinyi Solar Holdings, Ltd. | 1030006 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1335051 |
| XPeng, Inc., ADR (A) | &nbsp;&nbsp;&nbsp;&nbsp;28183 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;299867 |
| Yankuang Energy Group Company, Ltd., H Shares | &nbsp;&nbsp;&nbsp;&nbsp;276000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;885546 |
| Yealink Network Technology Corp., Ltd., Class A | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;22636 |
| Yonyou Network Technology Company, Ltd., A Shares | &nbsp;&nbsp;&nbsp;&nbsp;17600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;63842 |
| Yum China Holdings, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;90555 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5579094 |
| Yunnan Baiyao Group Company, Ltd., A Shares | &nbsp;&nbsp;&nbsp;&nbsp;12140 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;103237 |
| Yunnan Energy New Material Company, Ltd., A Shares | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;191490 |
| Zhangzhou Pientzehuang Pharmaceutical Company, Ltd., A Shares | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;289782 |
| Zhejiang Chint Electrics Company, Ltd., Class A | &nbsp;&nbsp;&nbsp;&nbsp;23400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;111339 |
| Zhejiang Huayou Cobalt Company, Ltd., A Shares | &nbsp;&nbsp;&nbsp;&nbsp;13360 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;129963 |
| Zhejiang Jingsheng Mechanical & Electrical Company, Ltd., Class A | &nbsp;&nbsp;&nbsp;&nbsp;10500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;106850 |
| Zhejiang NHU Company, Ltd., A Shares | &nbsp;&nbsp;&nbsp;&nbsp;47068 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;135695 |
| Zhongsheng Group Holdings, Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;95000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;536292 |
| Zijin Mining Group Company, Ltd., H Shares | 1352000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2225003 |
| ZTO Express Cayman, Inc., ADR | &nbsp;&nbsp;&nbsp;&nbsp;82952 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2364962 |
| **Hong Kong - 1.6%** | **Hong Kong - 1.6%** | &nbsp;&nbsp;&nbsp;11316776 |
| China Mengniu Dairy Company, Ltd. (A) | &nbsp;&nbsp;&nbsp;&nbsp;375000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1805978 |
| China Resources Beer Holdings Company, Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;296000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2226075 |
| China Resources Gas Group, Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;187400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;787752 |
| China Resources Land, Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;592000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2839709 |
| China Resources Power Holdings Company, Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;120000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;249230 |
| Geely Automobile Holdings, Ltd. | 1110000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1789923 |
| Sino Biopharmaceutical, Ltd. | 2137500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1240743 |
| The Wharf Holdings, Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;145000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;377366 |
| **India - 18.9%** | **India - 18.9%** | 137905941 |
| ABB India, Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4273 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;148642 |
| ACC, Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;18128 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;436335 |
| Adani Enterprises, Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;21044 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;757215 |
| Adani Green Energy, Ltd. (A) | &nbsp;&nbsp;&nbsp;&nbsp;31050 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;463104 |
| Adani Ports & Special Economic Zone, Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;88067 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;659250 |
| Adani Total Gas, Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;32027 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;824122 |
| Adani Transmission, Ltd. (A) | &nbsp;&nbsp;&nbsp;&nbsp;20841 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;447403 |
| Alkem Laboratories, Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4972 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;182971 |
| Ambuja Cements, Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;147345 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;724597 |
| Apollo Hospitals Enterprise, Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;13451 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;701045 |
| Ashok Leyland, Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;160607 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;292775 |
| Asian Paints, Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;56867 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1894901 |
| Astral, Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9581 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;240762 |
| AU Small Finance Bank, Ltd. (B) | &nbsp;&nbsp;&nbsp;&nbsp;41038 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;310682 |
| Aurobindo Pharma, Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;57484 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;286968 |

---

------

---

| | | |
|:---|:---|:---|
|  | **Shares or<br> Principal<br> Amount** | **Value** |
| **India (continued)** | **India (continued)** |  |
| Avenue Supermarts, Ltd. (A)(B) | &nbsp;&nbsp;&nbsp;11287 | &nbsp;&nbsp;$483655 |
| Axis Bank, Ltd. | 286156 | 3044449 |
| Bajaj Auto, Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;8345 | &nbsp;&nbsp;&nbsp;&nbsp;389908 |
| Bajaj Finance, Ltd. | &nbsp;&nbsp;&nbsp;23049 | 1655345 |
| Bajaj Finserv, Ltd. | &nbsp;&nbsp;&nbsp;29208 | &nbsp;&nbsp;&nbsp;&nbsp;478786 |
| Bajaj Holdings & Investment, Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;5219 | &nbsp;&nbsp;&nbsp;&nbsp;375139 |
| Balkrishna Industries, Ltd. | &nbsp;&nbsp;&nbsp;10294 | &nbsp;&nbsp;&nbsp;&nbsp;279022 |
| Bandhan Bank, Ltd. (A)(B) | 145676 | &nbsp;&nbsp;&nbsp;&nbsp;434563 |
| Bank of Baroda | 142909 | &nbsp;&nbsp;&nbsp;&nbsp;294003 |
| Berger Paints India, Ltd. | &nbsp;&nbsp;&nbsp;38867 | &nbsp;&nbsp;&nbsp;&nbsp;262225 |
| Bharat Electronics, Ltd. | 688849 | &nbsp;&nbsp;&nbsp;&nbsp;801273 |
| Bharat Petroleum Corp., Ltd. | 258087 | 1083018 |
| Bharti Airtel, Ltd. | 308611 | 2904220 |
| Biocon, Ltd. | &nbsp;&nbsp;&nbsp;35604 | &nbsp;&nbsp;&nbsp;&nbsp;102559 |
| Bosch, Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;957 | &nbsp;&nbsp;&nbsp;&nbsp;200023 |
| Britannia Industries, Ltd. | &nbsp;&nbsp;&nbsp;16267 | &nbsp;&nbsp;&nbsp;&nbsp;858731 |
| Canara Bank | &nbsp;&nbsp;&nbsp;36495 | &nbsp;&nbsp;&nbsp;&nbsp;135528 |
| Cholamandalam Investment and Finance Company, Ltd. | &nbsp;&nbsp;&nbsp;72056 | &nbsp;&nbsp;&nbsp;&nbsp;623563 |
| Cipla, Ltd. | 109579 | 1364241 |
| Coal India, Ltd. | 469230 | 1287209 |
| Colgate-Palmolive India, Ltd. | &nbsp;&nbsp;&nbsp;18183 | &nbsp;&nbsp;&nbsp;&nbsp;323584 |
| Container Corp. of India, Ltd. | &nbsp;&nbsp;&nbsp;33605 | &nbsp;&nbsp;&nbsp;&nbsp;258819 |
| Dabur India, Ltd. | 113362 | &nbsp;&nbsp;&nbsp;&nbsp;769318 |
| Divi's Laboratories, Ltd. | &nbsp;&nbsp;&nbsp;18485 | &nbsp;&nbsp;&nbsp;&nbsp;749756 |
| DLF, Ltd. | &nbsp;&nbsp;&nbsp;91200 | &nbsp;&nbsp;&nbsp;&nbsp;396286 |
| Dr. Reddy's Laboratories, Ltd. | &nbsp;&nbsp;&nbsp;20961 | 1110364 |
| Eicher Motors, Ltd. | &nbsp;&nbsp;&nbsp;15738 | &nbsp;&nbsp;&nbsp;&nbsp;629472 |
| GAIL India, Ltd. | 500233 | &nbsp;&nbsp;&nbsp;&nbsp;583095 |
| Godrej Consumer Products, Ltd. (A) | &nbsp;&nbsp;&nbsp;45369 | &nbsp;&nbsp;&nbsp;&nbsp;506692 |
| Godrej Properties, Ltd. (A) | &nbsp;&nbsp;&nbsp;10641 | &nbsp;&nbsp;&nbsp;&nbsp;153649 |
| Grasim Industries, Ltd. | &nbsp;&nbsp;&nbsp;57709 | 1120352 |
| Gujarat Fluorochemicals, Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;2139 | &nbsp;&nbsp;&nbsp;&nbsp;72152 |
| Gujarat Gas, Ltd. | &nbsp;&nbsp;&nbsp;26004 | &nbsp;&nbsp;&nbsp;&nbsp;145209 |
| Havells India, Ltd. | &nbsp;&nbsp;&nbsp;41872 | &nbsp;&nbsp;&nbsp;&nbsp;605091 |
| HCL Technologies, Ltd. | 154330 | 2116442 |
| HDFC Asset Management Company, Ltd. (B) | &nbsp;&nbsp;&nbsp;&nbsp;6421 | &nbsp;&nbsp;&nbsp;&nbsp;148822 |
| HDFC Bank, Ltd. | 446490 | 8751185 |
| HDFC Life Insurance Company, Ltd. (B) | &nbsp;&nbsp;&nbsp;65225 | &nbsp;&nbsp;&nbsp;&nbsp;461351 |
| Hero MotoCorp, Ltd. | &nbsp;&nbsp;&nbsp;32346 | 1092015 |
| Hindalco Industries, Ltd. | 365394 | 2091693 |
| Hindustan Aeronautics, Ltd. | &nbsp;&nbsp;&nbsp;17283 | &nbsp;&nbsp;&nbsp;&nbsp;540353 |
| Hindustan Petroleum Corp., Ltd. | 180409 | &nbsp;&nbsp;&nbsp;&nbsp;525293 |
| Hindustan Unilever, Ltd. | 106548 | 3350923 |
| Honeywell Automation India, Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;269 | &nbsp;&nbsp;&nbsp;&nbsp;129298 |
| Housing Development Finance Corp., Ltd. | 192630 | 6180924 |
| ICICI Bank, Ltd. | 551278 | 5618505 |
| ICICI Lombard General Insurance Company, Ltd. (B) | &nbsp;&nbsp;&nbsp;26615 | &nbsp;&nbsp;&nbsp;&nbsp;369003 |
| ICICI Prudential Life Insurance Company, Ltd. (B) | &nbsp;&nbsp;&nbsp;31418 | &nbsp;&nbsp;&nbsp;&nbsp;173716 |

---

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

------

---

| | | |
|:---|:---|:---|
|  | **Shares or<br> Principal<br> Amount** | **Value** |
| **India (continued)** | **India (continued)** |  |
| Indian Oil Corp., Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;954524 | &nbsp;&nbsp;$954189 |
| Indian Railway Catering & Tourism Corp, Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;20610 | &nbsp;&nbsp;&nbsp;&nbsp;160495 |
| Indus Towers, Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;228894 | &nbsp;&nbsp;&nbsp;&nbsp;427594 |
| Info Edge India, Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5576 | &nbsp;&nbsp;&nbsp;&nbsp;250390 |
| Infosys, Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;390187 | 7305700 |
| InterGlobe Aviation, Ltd. (A)(B) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9116 | &nbsp;&nbsp;&nbsp;&nbsp;236048 |
| ITC, Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;414717 | 1784834 |
| Jindal Steel & Power, Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;94300 | &nbsp;&nbsp;&nbsp;&nbsp;673335 |
| JSW Energy, Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;49310 | &nbsp;&nbsp;&nbsp;&nbsp;143244 |
| JSW Steel, Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;316482 | 2777420 |
| Jubilant Foodworks, Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;51211 | &nbsp;&nbsp;&nbsp;&nbsp;305502 |
| Kotak Mahindra Bank, Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;98614 | 2088342 |
| L&T Technology Services, Ltd. (B) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3071 | &nbsp;&nbsp;&nbsp;&nbsp;124821 |
| Larsen & Toubro Infotech, Ltd. (B) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6229 | &nbsp;&nbsp;&nbsp;&nbsp;332021 |
| Larsen & Toubro, Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;101771 | 2634621 |
| Mahindra & Mahindra, Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;151512 | 2546506 |
| Marico, Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;90813 | &nbsp;&nbsp;&nbsp;&nbsp;552446 |
| Maruti Suzuki India, Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;10505 | 1141168 |
| Max Healthcare Institute, Ltd. (A) | &nbsp;&nbsp;&nbsp;&nbsp;28204 | &nbsp;&nbsp;&nbsp;&nbsp;153123 |
| Mphasis, Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8239 | &nbsp;&nbsp;&nbsp;&nbsp;208457 |
| MRF, Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;115 | &nbsp;&nbsp;&nbsp;&nbsp;127733 |
| Muthoot Finance, Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;27661 | &nbsp;&nbsp;&nbsp;&nbsp;353727 |
| Nestle India, Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5045 | 1171827 |
| NHPC, Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;156016 | &nbsp;&nbsp;&nbsp;&nbsp;83789 |
| NMDC Steel, Ltd. (A)(D) | &nbsp;&nbsp;&nbsp;&nbsp;216143 | &nbsp;&nbsp;&nbsp;&nbsp;101570 |
| NMDC, Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;216143 | &nbsp;&nbsp;&nbsp;&nbsp;326343 |
| NTPC, Ltd. | 1135539 | 2367995 |
| Oberoi Realty, Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5771 | &nbsp;&nbsp;&nbsp;&nbsp;57690 |
| Oil & Natural Gas Corp., Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;715287 | 1265064 |
| Page Industries, Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;597 | &nbsp;&nbsp;&nbsp;&nbsp;292529 |
| Petronet LNG, Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;198902 | &nbsp;&nbsp;&nbsp;&nbsp;528884 |
| PI Industries, Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6374 | &nbsp;&nbsp;&nbsp;&nbsp;234643 |
| Pidilite Industries, Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;22088 | &nbsp;&nbsp;&nbsp;&nbsp;615497 |
| Polycab India, Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2669 | &nbsp;&nbsp;&nbsp;&nbsp;95451 |
| Power Grid Corp. of India, Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;875615 | 2329879 |
| Procter & Gamble Hygiene & Health Care, Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1623 | &nbsp;&nbsp;&nbsp;&nbsp;283242 |
| Punjab National Bank | &nbsp;&nbsp;&nbsp;&nbsp;317280 | &nbsp;&nbsp;&nbsp;&nbsp;208154 |
| Reliance Industries, Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;337989 | 9722128 |
| Samvardhana Motherson International, Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;323744 | &nbsp;&nbsp;&nbsp;&nbsp;297748 |
| SBI Cards & Payment Services, Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;21172 | &nbsp;&nbsp;&nbsp;&nbsp;187212 |
| SBI Life Insurance Company, Ltd. (B) | &nbsp;&nbsp;&nbsp;&nbsp;32675 | &nbsp;&nbsp;&nbsp;&nbsp;486563 |
| Schaeffler India, Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2119 | &nbsp;&nbsp;&nbsp;&nbsp;69592 |
| Shree Cement, Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1209 | &nbsp;&nbsp;&nbsp;&nbsp;349588 |
| Shriram Transport Finance Company, Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;27813 | &nbsp;&nbsp;&nbsp;&nbsp;437926 |
| Siemens, Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9653 | &nbsp;&nbsp;&nbsp;&nbsp;347398 |
| SRF, Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;17140 | &nbsp;&nbsp;&nbsp;&nbsp;456708 |
| State Bank of India | &nbsp;&nbsp;&nbsp;&nbsp;248389 | 1688543 |
| Steel Authority of India, Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;270402 | &nbsp;&nbsp;&nbsp;&nbsp;299681 |
| Sun Pharmaceutical Industries, Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;129885 | 1644078 |
| Tata Communications, Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;12081 | &nbsp;&nbsp;&nbsp;&nbsp;182257 |
| Tata Consultancy Services, Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;107437 | 4404158 |

---

------

---

| | | |
|:---|:---|:---|
|  | **Shares or<br> Principal<br> Amount** | **Value** |
| **India (continued)** | **India (continued)** |  |
| Tata Consumer Products, Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;69055 | &nbsp;&nbsp;&nbsp;&nbsp;$615293 |
| Tata Elxsi, Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3555 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;287680 |
| Tata Motors, Ltd. (A) | &nbsp;&nbsp;&nbsp;&nbsp;465922 | &nbsp;&nbsp;&nbsp;&nbsp;2567643 |
| Tata Steel, Ltd. | 1861022 | &nbsp;&nbsp;&nbsp;&nbsp;2716729 |
| Tech Mahindra, Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;142175 | &nbsp;&nbsp;&nbsp;&nbsp;1763288 |
| The Indian Hotels Company, Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;27809 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;102406 |
| The Tata Power Company, Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;206310 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;536243 |
| Titan Company, Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;48154 | &nbsp;&nbsp;&nbsp;&nbsp;1400619 |
| Torrent Pharmaceuticals, Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;14626 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;271887 |
| Trent, Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;14521 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;213210 |
| Tube Investments of India, Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5667 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;179842 |
| TVS Motor Company, Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5558 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;70553 |
| UltraTech Cement, Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;19496 | &nbsp;&nbsp;&nbsp;&nbsp;1685491 |
| United Breweries, Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7849 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;152695 |
| United Spirits, Ltd. (A) | &nbsp;&nbsp;&nbsp;&nbsp;39974 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;375375 |
| UPL, Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;136872 | &nbsp;&nbsp;&nbsp;&nbsp;1264411 |
| Varun Beverages, Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;26464 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;371448 |
| Vedanta, Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;444183 | &nbsp;&nbsp;&nbsp;&nbsp;1803759 |
| Voltas, Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9346 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;91431 |
| Wipro, Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;190237 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;925890 |
| Zydus Lifesciences, Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;55343 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;290601 |
| **Indonesia - 2.3%** | **Indonesia - 2.3%** | 16681387 |
| Adaro Energy Indonesia Tbk PT | 2147000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;423957 |
| Allo Bank Indonesia Tbk PT (A) | &nbsp;&nbsp;&nbsp;&nbsp;259800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;30764 |
| Aneka Tambang Tbk | &nbsp;&nbsp;&nbsp;&nbsp;932900 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;143762 |
| Astra International Tbk PT | 2845200 | &nbsp;&nbsp;&nbsp;&nbsp;1138839 |
| Bank Central Asia Tbk PT | 5312600 | &nbsp;&nbsp;&nbsp;&nbsp;3003621 |
| Bank Jago Tbk PT (A) | &nbsp;&nbsp;&nbsp;&nbsp;203200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;43514 |
| Bank Mandiri Persero Tbk PT | 2808500 | &nbsp;&nbsp;&nbsp;&nbsp;1864214 |
| Bank Negara Indonesia Persero Tbk PT | 1475000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;900350 |
| Bank Rakyat Indonesia Persero Tbk PT | 8253950 | &nbsp;&nbsp;&nbsp;&nbsp;2521887 |
| Barito Pacific Tbk PT | 3491250 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;192147 |
| Bukit Asam Tbk PT | &nbsp;&nbsp;&nbsp;&nbsp;383100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;86894 |
| Charoen Pokphand Indonesia Tbk PT | 1404600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;545817 |
| Elang Mahkota Teknologi Tbk PT | 2515100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;181208 |
| Gudang Garam Tbk PT | &nbsp;&nbsp;&nbsp;&nbsp;92400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;141775 |
| Indah Kiat Pulp & Paper Tbk PT | &nbsp;&nbsp;&nbsp;&nbsp;302200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;167833 |
| Indofood CBP Sukses Makmur Tbk PT | &nbsp;&nbsp;&nbsp;&nbsp;449600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;302933 |
| Indofood Sukses Makmur Tbk PT | &nbsp;&nbsp;&nbsp;&nbsp;910800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;408614 |
| Kalbe Farma Tbk PT | 3342300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;459315 |
| Mayora Indah Tbk PT | &nbsp;&nbsp;&nbsp;&nbsp;630900 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;99749 |
| Merdeka Copper Gold Tbk PT (A) | 1529289 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;481537 |
| MNC Digital Entertainment Tbk PT (A) | &nbsp;&nbsp;&nbsp;&nbsp;251700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;76064 |
| Sarana Menara Nusantara Tbk PT | 3324100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;248365 |
| Semen Indonesia Persero Tbk PT | &nbsp;&nbsp;&nbsp;&nbsp;742046 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;366320 |
| Sumber Alfaria Trijaya Tbk PT | 1176200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;222058 |
| Telkom Indonesia Persero Tbk PT | 6619400 | &nbsp;&nbsp;&nbsp;&nbsp;1700113 |
| Tower Bersama Infrastructure Tbk PT | &nbsp;&nbsp;&nbsp;&nbsp;977800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;136983 |
| United Tractors Tbk PT | &nbsp;&nbsp;&nbsp;&nbsp;390200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;639053 |
| Vale Indonesia Tbk PT (A) | &nbsp;&nbsp;&nbsp;&nbsp;310300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;153701 |

---

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

------

---

| | | |
|:---|:---|:---|
|  | **Shares or<br> Principal<br> Amount** | **Value** |
| **Malaysia - 1.9%** | **Malaysia - 1.9%** | $13986767 |
| Axiata Group BHD | &nbsp;&nbsp;&nbsp;&nbsp;506795 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;359981 |
| CIMB Group Holdings BHD | &nbsp;&nbsp;&nbsp;&nbsp;783524 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1056148 |
| Dialog Group BHD | &nbsp;&nbsp;&nbsp;&nbsp;532800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;324745 |
| DiGi.Com BHD | &nbsp;&nbsp;&nbsp;&nbsp;430100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;424479 |
| Genting BHD | &nbsp;&nbsp;&nbsp;&nbsp;439200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;509650 |
| Genting Malaysia BHD | &nbsp;&nbsp;&nbsp;&nbsp;518000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;344868 |
| HAP Seng Consolidated BHD | &nbsp;&nbsp;&nbsp;&nbsp;78800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;136698 |
| Hong Leong Bank BHD | &nbsp;&nbsp;&nbsp;&nbsp;84600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;406961 |
| Hong Leong Financial Group BHD | &nbsp;&nbsp;&nbsp;&nbsp;48900 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;212073 |
| IHH Healthcare BHD | &nbsp;&nbsp;&nbsp;&nbsp;247600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;343619 |
| IOI Corp. BHD | &nbsp;&nbsp;&nbsp;&nbsp;405200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;362859 |
| Kuala Lumpur Kepong BHD | &nbsp;&nbsp;&nbsp;&nbsp;76075 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;382002 |
| Malayan Banking BHD | &nbsp;&nbsp;&nbsp;&nbsp;695422 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1424835 |
| Maxis BHD | &nbsp;&nbsp;&nbsp;&nbsp;272400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;252876 |
| MISC BHD | &nbsp;&nbsp;&nbsp;&nbsp;184600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;316340 |
| Mr. DIY Group M BHD (B) | &nbsp;&nbsp;&nbsp;&nbsp;122500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;54563 |
| Nestle Malaysia BHD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6900 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;218691 |
| Petronas Chemicals Group BHD | &nbsp;&nbsp;&nbsp;&nbsp;207900 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;406954 |
| Petronas Dagangan BHD | &nbsp;&nbsp;&nbsp;&nbsp;66500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;339846 |
| Petronas Gas BHD | &nbsp;&nbsp;&nbsp;&nbsp;85500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;337129 |
| PPB Group BHD | &nbsp;&nbsp;&nbsp;&nbsp;106500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;439407 |
| Press Metal Aluminium Holdings BHD | &nbsp;&nbsp;&nbsp;&nbsp;431400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;523859 |
| Public Bank BHD | 1674700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1664591 |
| RHB Bank BHD | &nbsp;&nbsp;&nbsp;&nbsp;360694 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;486196 |
| Sime Darby BHD | &nbsp;&nbsp;&nbsp;&nbsp;596400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;322964 |
| Sime Darby Plantation BHD | &nbsp;&nbsp;&nbsp;&nbsp;332938 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;337953 |
| Telekom Malaysia BHD | &nbsp;&nbsp;&nbsp;&nbsp;225870 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;276397 |
| Tenaga Nasional BHD | &nbsp;&nbsp;&nbsp;&nbsp;699800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1545359 |
| Westports Holdings BHD | &nbsp;&nbsp;&nbsp;&nbsp;197700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;174724 |
| **Mexico - 2.9%** | **Mexico - 2.9%** | &nbsp;&nbsp;&nbsp;21007662 |
| America Movil SAB de CV, Series L | 2874088 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3005562 |
| Arca Continental SAB de CV | &nbsp;&nbsp;&nbsp;&nbsp;49364 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;436136 |
| Cemex SAB de CV (A) | 2778188 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1480715 |
| Coca-Cola Femsa SAB de CV | &nbsp;&nbsp;&nbsp;&nbsp;16985 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;129438 |
| El Puerto de Liverpool SAB de CV, Series C1 | &nbsp;&nbsp;&nbsp;&nbsp;27856 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;176960 |
| Fibra Uno Administracion SA de CV | &nbsp;&nbsp;&nbsp;&nbsp;331140 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;448800 |
| Fomento Economico Mexicano SAB de CV | &nbsp;&nbsp;&nbsp;&nbsp;180348 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1581594 |
| Gruma SAB de CV, Class B | &nbsp;&nbsp;&nbsp;&nbsp;18990 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;275870 |
| Grupo Aeroportuario del Pacifico SAB de CV, Series B | &nbsp;&nbsp;&nbsp;&nbsp;45828 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;790606 |
| Grupo Aeroportuario del Sureste SAB de CV, Series B | &nbsp;&nbsp;&nbsp;&nbsp;22164 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;601529 |
| Grupo Bimbo SAB de CV, Series A | &nbsp;&nbsp;&nbsp;&nbsp;279000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1387431 |
| Grupo Carso SAB de CV, Series A1 | &nbsp;&nbsp;&nbsp;&nbsp;67204 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;337807 |
| Grupo Elektra SAB de CV (C) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5001 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;274550 |
| Grupo Financiero Banorte SAB de CV, Series O | &nbsp;&nbsp;&nbsp;&nbsp;330504 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2742480 |
| Grupo Financiero Inbursa SAB de CV, Series O (A) | &nbsp;&nbsp;&nbsp;&nbsp;403040 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;870824 |
| Grupo Mexico SAB de CV, Series B | &nbsp;&nbsp;&nbsp;&nbsp;529908 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2360627 |
| Grupo Televisa SAB | &nbsp;&nbsp;&nbsp;&nbsp;553852 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;678763 |
| Kimberly-Clark de Mexico SAB de CV, Class A | &nbsp;&nbsp;&nbsp;&nbsp;192700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;367463 |

---

------

---

| | | |
|:---|:---|:---|
|  | **Shares or<br> Principal<br> Amount** | **Value** |
| **Mexico (continued)** | **Mexico (continued)** |  |
| Orbia Advance Corp. SAB de CV | 241300 | &nbsp;&nbsp;&nbsp;$481573 |
| Sitios Latinoamerica SAB de CV (A)(C) | 145549 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;67123 |
| Wal-Mart de Mexico SAB de CV | 642040 | &nbsp;&nbsp;2511811 |
| **Netherlands - 0.0%** | **Netherlands - 0.0%** | &nbsp;&nbsp;&nbsp;&nbsp;353101 |
| NEPI Rockcastle NV | &nbsp;&nbsp;&nbsp;56952 | &nbsp;&nbsp;&nbsp;&nbsp;353101 |
| **Philippines - 1.1%** | **Philippines - 1.1%** | 7833896 |
| Aboitiz Equity Ventures, Inc. | 405460 | &nbsp;&nbsp;&nbsp;&nbsp;421956 |
| Aboitiz Power Corp. | 525400 | &nbsp;&nbsp;&nbsp;&nbsp;348167 |
| ACEN Corp. | 675320 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;86536 |
| Ayala Corp. | &nbsp;&nbsp;&nbsp;33690 | &nbsp;&nbsp;&nbsp;&nbsp;436023 |
| Ayala Land, Inc. | 829100 | &nbsp;&nbsp;&nbsp;&nbsp;444696 |
| Bank of the Philippine Islands | 449230 | &nbsp;&nbsp;&nbsp;&nbsp;863469 |
| BDO Unibank, Inc. | 368706 | &nbsp;&nbsp;&nbsp;&nbsp;828833 |
| Emperador, Inc. (A) | 265700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;99709 |
| Globe Telecom, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;6269 | &nbsp;&nbsp;&nbsp;&nbsp;231813 |
| International Container Terminal Services, Inc. | 106240 | &nbsp;&nbsp;&nbsp;&nbsp;403353 |
| JG Summit Holdings, Inc. | 401863 | &nbsp;&nbsp;&nbsp;&nbsp;393936 |
| Jollibee Foods Corp. | &nbsp;&nbsp;&nbsp;57680 | &nbsp;&nbsp;&nbsp;&nbsp;251299 |
| Manila Electric Company | &nbsp;&nbsp;&nbsp;49490 | &nbsp;&nbsp;&nbsp;&nbsp;254211 |
| Metropolitan Bank & Trust Company | 428742 | &nbsp;&nbsp;&nbsp;&nbsp;449325 |
| Monde Nissin Corp. (B) | 595300 | &nbsp;&nbsp;&nbsp;&nbsp;143846 |
| PLDT, Inc. | &nbsp;&nbsp;&nbsp;18545 | &nbsp;&nbsp;&nbsp;&nbsp;455584 |
| SM Investments Corp. | &nbsp;&nbsp;&nbsp;36085 | &nbsp;&nbsp;&nbsp;&nbsp;607720 |
| SM Prime Holdings, Inc. | 987300 | &nbsp;&nbsp;&nbsp;&nbsp;666905 |
| Universal Robina Corp. | 177010 | &nbsp;&nbsp;&nbsp;&nbsp;446515 |
| **Poland - 0.8%** | **Poland - 0.8%** | 5593650 |
| Allegro.eu SA (A)(B) | &nbsp;&nbsp;&nbsp;31173 | &nbsp;&nbsp;&nbsp;&nbsp;215179 |
| Bank Polska Kasa Opieki SA | &nbsp;&nbsp;&nbsp;32405 | &nbsp;&nbsp;&nbsp;&nbsp;688372 |
| Cyfrowy Polsat SA | &nbsp;&nbsp;&nbsp;38579 | &nbsp;&nbsp;&nbsp;&nbsp;163105 |
| Dino Polska SA (A)(B) | &nbsp;&nbsp;&nbsp;&nbsp;6583 | &nbsp;&nbsp;&nbsp;&nbsp;593187 |
| KGHM Polska Miedz SA | &nbsp;&nbsp;&nbsp;20545 | &nbsp;&nbsp;&nbsp;&nbsp;665773 |
| LPP SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;177 | &nbsp;&nbsp;&nbsp;&nbsp;412700 |
| PGE Polska Grupa Energetyczna SA (A) | 135629 | &nbsp;&nbsp;&nbsp;&nbsp;233991 |
| Polski Koncern Naftowy ORLEN SA | &nbsp;&nbsp;&nbsp;90613 | &nbsp;&nbsp;1355343 |
| Powszechna Kasa Oszczednosci Bank Polski SA | &nbsp;&nbsp;&nbsp;90217 | &nbsp;&nbsp;&nbsp;&nbsp;668474 |
| Powszechny Zaklad Ubezpieczen SA | &nbsp;&nbsp;&nbsp;49720 | &nbsp;&nbsp;&nbsp;&nbsp;420643 |
| Santander Bank Polska SA | &nbsp;&nbsp;&nbsp;&nbsp;2675 | &nbsp;&nbsp;&nbsp;&nbsp;176883 |
| **Russia - 0.1%** | **Russia - 0.1%** | &nbsp;&nbsp;&nbsp;&nbsp;427470 |
| Gazprom PJSC, ADR (A)(D) | 551670 | &nbsp;&nbsp;&nbsp;&nbsp;120264 |
| LUKOIL PJSC, ADR (A)(D) | &nbsp;&nbsp;&nbsp;57062 | &nbsp;&nbsp;&nbsp;&nbsp;114238 |
| MMC Norilsk Nickel PJSC, ADR (A)(D) | &nbsp;&nbsp;&nbsp;94236 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;61913 |
| Novatek PJSC, GDR (A)(D) | &nbsp;&nbsp;&nbsp;&nbsp;5960 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;29287 |
| Novolipetsk Steel PJSC, GDR (A)(D) | &nbsp;&nbsp;&nbsp;&nbsp;6243 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2597 |
| Novolipetsk Steel PJSC, GDR (London Stock Exchange) (A)(D) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;174 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;72 |
| Polyus PJSC, GDR (A)(D) | &nbsp;&nbsp;&nbsp;&nbsp;6556 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8942 |
| Polyus PJSC, GDR (London Stock Exchange) (A)(D) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;318 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;434 |

---

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

------

---

| | | |
|:---|:---|:---|
|  | **Shares or<br> Principal<br> Amount** | **Value** |
| **Russia (continued)** | **Russia (continued)** |  |
| Rosneft Oil Company PJSC, GDR (A)(D) | 223704 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$29976 |
| Sberbank of Russia PJSC, ADR (A)(D) | 263203 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;59747 |
| **Saudi Arabia - 3.2%** | **Saudi Arabia - 3.2%** | 23419906 |
| ACWA Power Company | &nbsp;&nbsp;&nbsp;&nbsp;2755 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;111286 |
| Al Rajhi Bank (A) | 192812 | &nbsp;&nbsp;&nbsp;&nbsp;4212786 |
| Alinma Bank | 122392 | &nbsp;&nbsp;&nbsp;&nbsp;1071297 |
| Almarai Company JSC | &nbsp;&nbsp;&nbsp;32630 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;481669 |
| Bank AlBilad (A) | &nbsp;&nbsp;&nbsp;37783 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;451523 |
| Bank Al-Jazira | &nbsp;&nbsp;&nbsp;41874 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;216009 |
| Banque Saudi Fransi | &nbsp;&nbsp;&nbsp;76742 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;835308 |
| Bupa Arabia for Cooperative Insurance Company | &nbsp;&nbsp;&nbsp;&nbsp;3040 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;126687 |
| Dr Sulaiman Al Habib Medical Services Group Company | &nbsp;&nbsp;&nbsp;11687 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;728686 |
| Elm Company | &nbsp;&nbsp;&nbsp;&nbsp;1362 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;129196 |
| Etihad Etisalat Company | &nbsp;&nbsp;&nbsp;90810 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;855351 |
| Jarir Marketing Company | &nbsp;&nbsp;&nbsp;&nbsp;8148 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;326528 |
| Mouwasat Medical Services Company | &nbsp;&nbsp;&nbsp;&nbsp;5497 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;301727 |
| Riyad Bank | 174830 | &nbsp;&nbsp;&nbsp;&nbsp;1434789 |
| SABIC Agri-Nutrients Company | &nbsp;&nbsp;&nbsp;28066 | &nbsp;&nbsp;&nbsp;&nbsp;1024525 |
| Sahara International Petrochemical Company | &nbsp;&nbsp;&nbsp;70540 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;695438 |
| Saudi Arabian Mining Company (A) | &nbsp;&nbsp;&nbsp;75787 | &nbsp;&nbsp;&nbsp;&nbsp;1488277 |
| Saudi Basic Industries Corp. | &nbsp;&nbsp;&nbsp;86892 | &nbsp;&nbsp;&nbsp;&nbsp;2146253 |
| Saudi Electricity Company | 107784 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;661121 |
| Saudi Industrial Investment Group | &nbsp;&nbsp;&nbsp;15744 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;104037 |
| Saudi Kayan Petrochemical Company (A) | 161908 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;573775 |
| Saudi Tadawul Group Holding Company | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;973 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;42000 |
| Saudi Telecom Company | 148220 | &nbsp;&nbsp;&nbsp;&nbsp;1457319 |
| The Saudi British Bank | &nbsp;&nbsp;&nbsp;45246 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;437631 |
| The Saudi Investment Bank | &nbsp;&nbsp;&nbsp;27114 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;129899 |
| The Saudi National Bank | 227175 | &nbsp;&nbsp;&nbsp;&nbsp;2863143 |
| Yanbu National Petrochemical Company | &nbsp;&nbsp;&nbsp;43515 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;513646 |
| **South Africa - 4.2%** | **South Africa - 4.2%** | 30457581 |
| Absa Group, Ltd. | 107843 | &nbsp;&nbsp;&nbsp;&nbsp;1230502 |
| African Rainbow Minerals, Ltd. | &nbsp;&nbsp;&nbsp;20625 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;335811 |
| Anglo American Platinum, Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;7488 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;552146 |
| AngloGold Ashanti, Ltd. | &nbsp;&nbsp;&nbsp;71869 | &nbsp;&nbsp;&nbsp;&nbsp;1492640 |
| Aspen Pharmacare Holdings, Ltd. | &nbsp;&nbsp;&nbsp;53844 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;467086 |
| Bid Corp., Ltd. | &nbsp;&nbsp;&nbsp;39290 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;808232 |
| Capitec Bank Holdings, Ltd. | &nbsp;&nbsp;&nbsp;12646 | &nbsp;&nbsp;&nbsp;&nbsp;1300156 |
| Clicks Group, Ltd. | &nbsp;&nbsp;&nbsp;35449 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;539805 |
| Discovery, Ltd. (A) | &nbsp;&nbsp;&nbsp;90263 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;714749 |
| Exxaro Resources, Ltd. | &nbsp;&nbsp;&nbsp;35684 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;445879 |
| FirstRand, Ltd. | 613874 | &nbsp;&nbsp;&nbsp;&nbsp;2270215 |
| Gold Fields, Ltd. | 190402 | &nbsp;&nbsp;&nbsp;&nbsp;2155686 |
| Impala Platinum Holdings, Ltd. | 140027 | &nbsp;&nbsp;&nbsp;&nbsp;1617813 |
| Investec, Ltd. | &nbsp;&nbsp;&nbsp;37525 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;238209 |
| Kumba Iron Ore, Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;6766 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;205591 |
| Mr. Price Group, Ltd. | &nbsp;&nbsp;&nbsp;17057 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;160954 |
| MTN Group, Ltd. | 247703 | &nbsp;&nbsp;&nbsp;&nbsp;2087513 |

---

------

---

| | | |
|:---|:---|:---|
|  | **Shares or<br> Principal<br> Amount** | **Value** |
| **South Africa (continued)** | **South Africa (continued)** |  |
| Naspers, Ltd., N Shares | &nbsp;&nbsp;&nbsp;16223 | &nbsp;&nbsp;&nbsp;$3115254 |
| Nedbank Group, Ltd. | &nbsp;&nbsp;&nbsp;89297 | &nbsp;&nbsp;&nbsp;&nbsp;1153752 |
| Northam Platinum Holdings, Ltd. (A) | &nbsp;&nbsp;&nbsp;49248 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;482293 |
| Old Mutual, Ltd. (C) | 725024 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;489132 |
| Pepkor Holdings, Ltd. (B) | 142973 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;168590 |
| Sanlam, Ltd. | 372601 | &nbsp;&nbsp;&nbsp;&nbsp;1203697 |
| Sasol, Ltd. | &nbsp;&nbsp;&nbsp;82337 | &nbsp;&nbsp;&nbsp;&nbsp;1480105 |
| Shoprite Holdings, Ltd. | &nbsp;&nbsp;&nbsp;80218 | &nbsp;&nbsp;&nbsp;&nbsp;1105354 |
| Sibanye Stillwater, Ltd. | 510970 | &nbsp;&nbsp;&nbsp;&nbsp;1329651 |
| Standard Bank Group, Ltd. | 180736 | &nbsp;&nbsp;&nbsp;&nbsp;1796523 |
| The Bidvest Group, Ltd. | &nbsp;&nbsp;&nbsp;35195 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;453541 |
| Vodacom Group, Ltd. | &nbsp;&nbsp;&nbsp;96601 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;676249 |
| Woolworths Holdings, Ltd. | &nbsp;&nbsp;&nbsp;87924 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;380453 |
| **South Korea - 12.8%** | **South Korea - 12.8%** | 93090934 |
| AMOREPACIFIC Corp. (A) | &nbsp;&nbsp;&nbsp;&nbsp;3156 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;372786 |
| AMOREPACIFIC Group (A) | &nbsp;&nbsp;&nbsp;&nbsp;4604 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;153429 |
| Celltrion Healthcare Company, Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;7428 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;344927 |
| Celltrion Pharm, Inc. (A) | &nbsp;&nbsp;&nbsp;&nbsp;1308 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;67747 |
| Celltrion, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;9339 | &nbsp;&nbsp;&nbsp;&nbsp;1225185 |
| CJ CheilJedang Corp. | &nbsp;&nbsp;&nbsp;&nbsp;2003 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;560996 |
| CJ Logistics Corp. (A) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;766 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;56091 |
| Coway Company, Ltd. (A) | &nbsp;&nbsp;&nbsp;12141 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;549982 |
| DB Insurance Company, Ltd. (A) | &nbsp;&nbsp;&nbsp;&nbsp;6580 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;350421 |
| Doosan Enerbility Company, Ltd. (A) | &nbsp;&nbsp;&nbsp;23959 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;324822 |
| Ecopro BM Company, Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;3414 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;276601 |
| E-MART, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3857 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;326270 |
| F&F Company, Ltd. (A) | &nbsp;&nbsp;&nbsp;&nbsp;1537 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;189286 |
| GS Holdings Corp. | &nbsp;&nbsp;&nbsp;15089 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;541430 |
| Hana Financial Group, Inc. | &nbsp;&nbsp;&nbsp;61475 | &nbsp;&nbsp;&nbsp;&nbsp;2432949 |
| Hanjin Kal Corp. (A) | &nbsp;&nbsp;&nbsp;&nbsp;1542 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;51262 |
| Hankook Tire & Technology Company, Ltd. (A) | &nbsp;&nbsp;&nbsp;16070 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;423341 |
| Hanmi Pharm Company, Ltd. (A) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;754 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;157007 |
| Hanmi Science Company, Ltd. (A) | &nbsp;&nbsp;&nbsp;&nbsp;1249 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;30508 |
| Hanon Systems | &nbsp;&nbsp;&nbsp;27215 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;201936 |
| Hanwha Solutions Corp. (A) | &nbsp;&nbsp;&nbsp;14616 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;538103 |
| HD Hyundai Company, Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;8418 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;417551 |
| HLB, Inc. (A) | &nbsp;&nbsp;&nbsp;&nbsp;6363 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;157035 |
| HMM Company, Ltd. (A) | &nbsp;&nbsp;&nbsp;39366 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;695089 |
| HYBE Company, Ltd. (A) | &nbsp;&nbsp;&nbsp;&nbsp;1104 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;171811 |
| Hyundai Engineering & Construction Company, Ltd. (A) | &nbsp;&nbsp;&nbsp;14417 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;445338 |
| Hyundai Glovis Company, Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;5217 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;702631 |
| Hyundai Heavy Industries Company, Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;575 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;51721 |
| Hyundai Mobis Company, Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;8647 | &nbsp;&nbsp;&nbsp;&nbsp;1442571 |
| Hyundai Motor Company | &nbsp;&nbsp;&nbsp;18328 | &nbsp;&nbsp;&nbsp;&nbsp;2484799 |
| Hyundai Steel Company (A) | &nbsp;&nbsp;&nbsp;14789 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;410605 |
| Iljin Materials Company, Ltd. (A) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;799 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;40735 |
| Industrial Bank of Korea | &nbsp;&nbsp;&nbsp;60573 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;504037 |
| Kakao Corp. | &nbsp;&nbsp;&nbsp;22890 | &nbsp;&nbsp;&nbsp;&nbsp;1140969 |
| Kakao Games Corp. (A) | &nbsp;&nbsp;&nbsp;&nbsp;2433 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;91450 |

---

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

------

---

| | | |
|:---|:---|:---|
|  | **Shares or<br> Principal<br> Amount** | **Value** |
| **South Korea (continued)** | **South Korea (continued)** |  |
| Kangwon Land, Inc. (A) | &nbsp;&nbsp;&nbsp;11875 | &nbsp;&nbsp;&nbsp;&nbsp;$226549 |
| KB Financial Group, Inc. | &nbsp;&nbsp;&nbsp;57409 | &nbsp;&nbsp;&nbsp;2605263 |
| Kia Corp. | &nbsp;&nbsp;&nbsp;37240 | &nbsp;&nbsp;&nbsp;2019510 |
| Korea Aerospace Industries, Ltd. (A) | &nbsp;&nbsp;&nbsp;&nbsp;2167 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;84618 |
| Korea Electric Power Corp. | &nbsp;&nbsp;&nbsp;48072 | &nbsp;&nbsp;&nbsp;&nbsp;774272 |
| Korea Investment Holdings Company, Ltd. (A) | &nbsp;&nbsp;&nbsp;&nbsp;8714 | &nbsp;&nbsp;&nbsp;&nbsp;442138 |
| Korea Shipbuilding & Offshore Engineering Company, Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;8083 | &nbsp;&nbsp;&nbsp;&nbsp;522331 |
| Korea Zinc Company, Ltd. (A) | &nbsp;&nbsp;&nbsp;&nbsp;1585 | &nbsp;&nbsp;&nbsp;&nbsp;696124 |
| Korean Air Lines Company, Ltd. (A) | &nbsp;&nbsp;&nbsp;24204 | &nbsp;&nbsp;&nbsp;&nbsp;476495 |
| KT&G Corp. | &nbsp;&nbsp;&nbsp;13464 | &nbsp;&nbsp;&nbsp;1011057 |
| Kumho Petrochemical Company, Ltd. (A) | &nbsp;&nbsp;&nbsp;&nbsp;2914 | &nbsp;&nbsp;&nbsp;&nbsp;348696 |
| L&F Company, Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;1395 | &nbsp;&nbsp;&nbsp;&nbsp;233293 |
| LG Chem, Ltd. (A) | &nbsp;&nbsp;&nbsp;&nbsp;3877 | &nbsp;&nbsp;&nbsp;2171724 |
| LG Corp. (A) | &nbsp;&nbsp;&nbsp;25607 | &nbsp;&nbsp;&nbsp;1721269 |
| LG Display Company, Ltd. | &nbsp;&nbsp;&nbsp;53590 | &nbsp;&nbsp;&nbsp;&nbsp;592109 |
| LG Electronics, Inc. | &nbsp;&nbsp;&nbsp;26236 | &nbsp;&nbsp;&nbsp;2132021 |
| LG H&H Company, Ltd. (A) | &nbsp;&nbsp;&nbsp;&nbsp;1435 | &nbsp;&nbsp;&nbsp;&nbsp;865567 |
| LG Innotek Company, Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;1916 | &nbsp;&nbsp;&nbsp;&nbsp;422304 |
| LG Uplus Corp. | &nbsp;&nbsp;&nbsp;74299 | &nbsp;&nbsp;&nbsp;&nbsp;670127 |
| Lotte Chemical Corp. (A) | &nbsp;&nbsp;&nbsp;&nbsp;4143 | &nbsp;&nbsp;&nbsp;&nbsp;594644 |
| Lotte Corp. (A) | &nbsp;&nbsp;&nbsp;&nbsp;8331 | &nbsp;&nbsp;&nbsp;&nbsp;218792 |
| Macquarie Korea Infrastructure Fund | &nbsp;&nbsp;&nbsp;25570 | &nbsp;&nbsp;&nbsp;&nbsp;246815 |
| Meritz Financial Group, Inc. (A) | &nbsp;&nbsp;&nbsp;&nbsp;5605 | &nbsp;&nbsp;&nbsp;&nbsp;195433 |
| Meritz Fire & Marine Insurance Company, Ltd. (A) | &nbsp;&nbsp;&nbsp;&nbsp;5741 | &nbsp;&nbsp;&nbsp;&nbsp;253362 |
| Mirae Asset Securities Company, Ltd. (A) | &nbsp;&nbsp;&nbsp;57480 | &nbsp;&nbsp;&nbsp;&nbsp;317778 |
| NAVER Corp. | &nbsp;&nbsp;&nbsp;&nbsp;9874 | &nbsp;&nbsp;&nbsp;1623222 |
| NCSoft Corp. (A) | &nbsp;&nbsp;&nbsp;&nbsp;1937 | &nbsp;&nbsp;&nbsp;&nbsp;713913 |
| Netmarble Corp. (A)(B) | &nbsp;&nbsp;&nbsp;&nbsp;3533 | &nbsp;&nbsp;&nbsp;&nbsp;174958 |
| Orion Corp. (A) | &nbsp;&nbsp;&nbsp;&nbsp;2878 | &nbsp;&nbsp;&nbsp;&nbsp;290884 |
| Pearl Abyss Corp. (A) | &nbsp;&nbsp;&nbsp;&nbsp;2119 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;77841 |
| POSCO Chemical Company, Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;2421 | &nbsp;&nbsp;&nbsp;&nbsp;440253 |
| POSCO Holdings, Inc. | &nbsp;&nbsp;&nbsp;10402 | &nbsp;&nbsp;&nbsp;2537588 |
| Samsung Biologics Company, Ltd. (A)(B) | &nbsp;&nbsp;&nbsp;&nbsp;1117 | &nbsp;&nbsp;&nbsp;&nbsp;719095 |
| Samsung C&T Corp. (A) | &nbsp;&nbsp;&nbsp;13228 | &nbsp;&nbsp;&nbsp;1272543 |
| Samsung Card Company, Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;5010 | &nbsp;&nbsp;&nbsp;&nbsp;123440 |
| Samsung Electro-Mechanics Company, Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;8460 | &nbsp;&nbsp;&nbsp;&nbsp;980063 |
| Samsung Electronics Company, Ltd. | 554859 | 27477187 |
| Samsung Engineering Company, Ltd. (A) | &nbsp;&nbsp;&nbsp;13184 | &nbsp;&nbsp;&nbsp;&nbsp;276673 |
| Samsung Fire & Marine Insurance Company, Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;7548 | &nbsp;&nbsp;&nbsp;1243906 |
| Samsung Heavy Industries Company, Ltd. (A) | &nbsp;&nbsp;&nbsp;93730 | &nbsp;&nbsp;&nbsp;&nbsp;440572 |
| Samsung Life Insurance Company, Ltd. (A) | &nbsp;&nbsp;&nbsp;14749 | &nbsp;&nbsp;&nbsp;&nbsp;848924 |
| Samsung SDI Company, Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;4519 | &nbsp;&nbsp;&nbsp;2513001 |
| Samsung SDS Company, Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;4189 | &nbsp;&nbsp;&nbsp;&nbsp;425089 |
| SD Biosensor, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;1914 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;44439 |
| Shinhan Financial Group Company, Ltd. | &nbsp;&nbsp;&nbsp;77272 | &nbsp;&nbsp;&nbsp;2606472 |
| SK Biopharmaceuticals Company, Ltd. (A) | &nbsp;&nbsp;&nbsp;&nbsp;1346 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;79112 |
| SK Bioscience Company, Ltd. (A) | &nbsp;&nbsp;&nbsp;&nbsp;1603 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;97601 |
| SK Hynix, Inc. | &nbsp;&nbsp;&nbsp;76020 | &nbsp;&nbsp;&nbsp;5461739 |

---

------

---

| | | |
|:---|:---|:---|
|  | **Shares or<br> Principal<br> Amount** | **Value** |
| **South Korea (continued)** | **South Korea (continued)** |  |
| SK IE Technology Company, Ltd. (A)(B) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1718 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$93445 |
| SK Innovation Company, Ltd. (A) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7380 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;971179 |
| SK Telecom Company, Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;24113 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;912214 |
| SK, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5732 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;921829 |
| SKC Company, Ltd. (A) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1312 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;101398 |
| S-Oil Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9088 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;650724 |
| Woori Financial Group, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;96561 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1002610 |
| Yuhan Corp. (A) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;195308 |
| **Taiwan - 15.5%** | **Taiwan - 15.5%** | 112945307 |
| Accton Technology Corp. | &nbsp;&nbsp;&nbsp;&nbsp;75000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;608243 |
| Advanced Energy Solution Holding Company, Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;26112 |
| Advantech Company, Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;52989 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;601807 |
| ASE Technology Holding Company, Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;709000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2361366 |
| Asia Cement Corp. | &nbsp;&nbsp;&nbsp;&nbsp;491000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;689281 |
| ASMedia Technology, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;89226 |
| Asustek Computer, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;126000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1141449 |
| AUO Corp. | 1353600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;755131 |
| Catcher Technology Company, Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;144000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;853689 |
| Cathay Financial Holding Company, Ltd. | 1340513 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1899711 |
| Chailease Holding Company, Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;315496 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2364250 |
| Chang Hwa Commercial Bank, Ltd. | 1243139 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;728701 |
| Cheng Shin Rubber Industry Company, Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;433000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;497535 |
| China Airlines, Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;527000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;340510 |
| China Development Financial Holding Corp. | 3705159 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1628913 |
| China Steel Corp. | 1699000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1790953 |
| Chunghwa Telecom Company, Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;415000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1554954 |
| Compal Electronics, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;819000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;616466 |
| CTBC Financial Holding Company, Ltd. | 2742000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2086751 |
| Delta Electronics, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;155000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1491923 |
| E Ink Holdings, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;46000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;264280 |
| E.Sun Financial Holding Company, Ltd. | 2054927 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1676793 |
| Eclat Textile Company, Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;24000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;396869 |
| eMemory Technology, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;323730 |
| Eva Airways Corp. | &nbsp;&nbsp;&nbsp;&nbsp;382000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;368959 |
| Evergreen Marine Corp. Taiwan, Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;178000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;901116 |
| Far Eastern New Century Corp. | &nbsp;&nbsp;&nbsp;&nbsp;803000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;874541 |
| Far EasTone Telecommunications Company, Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;342000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;759747 |
| Feng TAY Enterprise Company, Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;118680 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;778683 |
| First Financial Holding Company, Ltd. | 2171901 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1887981 |
| Formosa Chemicals & Fibre Corp. | &nbsp;&nbsp;&nbsp;&nbsp;565000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1358634 |
| Formosa Petrochemical Corp. | &nbsp;&nbsp;&nbsp;&nbsp;233000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;651081 |
| Formosa Plastics Corp. | &nbsp;&nbsp;&nbsp;&nbsp;602000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1790461 |
| Formosa Sumco Technology Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15537 |
| Fubon Financial Holding Company, Ltd. | 1163077 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2331965 |
| Giant Manufacturing Company, Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;18797 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;128339 |
| Globalwafers Company, Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;47000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;818684 |
| Hiwin Technologies Corp. | &nbsp;&nbsp;&nbsp;&nbsp;36845 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;273653 |
| Hon Hai Precision Industry Company, Ltd. | 1347800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4475459 |
| Hotai Motor Company, Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;43000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;939484 |

---

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

------

---

| | | |
|:---|:---|:---|
|  | **Shares or<br> Principal<br> Amount** | **Value** |
| **Taiwan (continued)** | **Taiwan (continued)** |  |
| Hua Nan Financial Holdings Company, Ltd. | 2124097 | $1609432 |
| Innolux Corp. | 1634875 | &nbsp;&nbsp;&nbsp;&nbsp;664296 |
| Inventec Corp. | &nbsp;&nbsp;&nbsp;&nbsp;550000 | &nbsp;&nbsp;&nbsp;&nbsp;462531 |
| Largan Precision Company, Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;13000 | &nbsp;&nbsp;&nbsp;&nbsp;920067 |
| Lite-On Technology Corp. | &nbsp;&nbsp;&nbsp;&nbsp;459000 | &nbsp;&nbsp;&nbsp;1015074 |
| MediaTek, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;174000 | &nbsp;&nbsp;&nbsp;4160933 |
| Mega Financial Holding Company, Ltd. | 1591225 | &nbsp;&nbsp;&nbsp;1693244 |
| Micro-Star International Company, Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;157000 | &nbsp;&nbsp;&nbsp;&nbsp;684996 |
| momo.com, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8920 | &nbsp;&nbsp;&nbsp;&nbsp;235589 |
| Nan Ya Plastics Corp. | &nbsp;&nbsp;&nbsp;&nbsp;787000 | &nbsp;&nbsp;&nbsp;1976346 |
| Nan Ya Printed Circuit Board Corp. | &nbsp;&nbsp;&nbsp;&nbsp;29000 | &nbsp;&nbsp;&nbsp;&nbsp;234704 |
| Nanya Technology Corp. | &nbsp;&nbsp;&nbsp;&nbsp;223000 | &nbsp;&nbsp;&nbsp;&nbsp;429289 |
| Nien Made Enterprise Company, Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;10000 | &nbsp;&nbsp;&nbsp;&nbsp;103747 |
| Novatek Microelectronics Corp. | &nbsp;&nbsp;&nbsp;&nbsp;112000 | &nbsp;&nbsp;&nbsp;1324230 |
| Oneness Biotech Company, Ltd. (A) | &nbsp;&nbsp;&nbsp;&nbsp;19000 | &nbsp;&nbsp;&nbsp;&nbsp;170225 |
| Pegatron Corp. | &nbsp;&nbsp;&nbsp;&nbsp;456000 | &nbsp;&nbsp;&nbsp;&nbsp;979584 |
| PharmaEssentia Corp. (A) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7307 | &nbsp;&nbsp;&nbsp;&nbsp;119005 |
| Phison Electronics Corp. | &nbsp;&nbsp;&nbsp;&nbsp;13000 | &nbsp;&nbsp;&nbsp;&nbsp;160633 |
| Polaris Group/Tw (A) | &nbsp;&nbsp;&nbsp;&nbsp;11000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;37369 |
| Pou Chen Corp. | &nbsp;&nbsp;&nbsp;&nbsp;533000 | &nbsp;&nbsp;&nbsp;&nbsp;608889 |
| President Chain Store Corp. | &nbsp;&nbsp;&nbsp;&nbsp;104000 | &nbsp;&nbsp;&nbsp;&nbsp;935221 |
| Quanta Computer, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;471000 | &nbsp;&nbsp;&nbsp;1171813 |
| Realtek Semiconductor Corp. | &nbsp;&nbsp;&nbsp;&nbsp;69000 | &nbsp;&nbsp;&nbsp;&nbsp;735387 |
| Ruentex Development Company, Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;160500 | &nbsp;&nbsp;&nbsp;&nbsp;239213 |
| Shin Kong Financial Holding Company, Ltd. | 2948140 | &nbsp;&nbsp;&nbsp;&nbsp;882724 |
| Sino-American Silicon Products, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;101000 | &nbsp;&nbsp;&nbsp;&nbsp;546628 |
| SinoPac Financial Holdings Company, Ltd. | 2385730 | &nbsp;&nbsp;&nbsp;1374625 |
| Synnex Technology International Corp. | &nbsp;&nbsp;&nbsp;&nbsp;98000 | &nbsp;&nbsp;&nbsp;&nbsp;197142 |
| TA Chen Stainless Pipe | &nbsp;&nbsp;&nbsp;&nbsp;239150 | &nbsp;&nbsp;&nbsp;&nbsp;356833 |
| Taishin Financial Holding Company, Ltd. | 2452001 | &nbsp;&nbsp;&nbsp;1327061 |
| Taiwan Business Bank | &nbsp;&nbsp;&nbsp;&nbsp;341000 | &nbsp;&nbsp;&nbsp;&nbsp;151619 |
| Taiwan Cement Corp. | 1056117 | &nbsp;&nbsp;&nbsp;1275079 |
| Taiwan Cooperative Financial Holding Company, Ltd. | 1699843 | &nbsp;&nbsp;&nbsp;1497447 |
| Taiwan High Speed Rail Corp. | &nbsp;&nbsp;&nbsp;&nbsp;383000 | &nbsp;&nbsp;&nbsp;&nbsp;372476 |
| Taiwan Mobile Company, Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;246000 | &nbsp;&nbsp;&nbsp;&nbsp;775074 |
| Taiwan Semiconductor Manufacturing Company, Ltd. | 1621000 | 28181915 |
| The Shanghai Commercial & Savings Bank, Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;556265 | &nbsp;&nbsp;&nbsp;&nbsp;863346 |
| Unimicron Technology Corp. | &nbsp;&nbsp;&nbsp;&nbsp;218000 | &nbsp;&nbsp;&nbsp;&nbsp;991074 |
| Uni-President Enterprises Corp. | &nbsp;&nbsp;&nbsp;&nbsp;374000 | &nbsp;&nbsp;&nbsp;&nbsp;838308 |
| United Microelectronics Corp. (A) | 1578000 | &nbsp;&nbsp;&nbsp;2564743 |
| Vanguard International Semiconductor Corp. | &nbsp;&nbsp;&nbsp;&nbsp;163000 | &nbsp;&nbsp;&nbsp;&nbsp;541252 |
| Voltronic Power Technology Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7000 | &nbsp;&nbsp;&nbsp;&nbsp;352040 |
| Walsin Lihwa Corp. | &nbsp;&nbsp;&nbsp;&nbsp;142000 | &nbsp;&nbsp;&nbsp;&nbsp;256333 |
| Wan Hai Lines, Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;165950 | &nbsp;&nbsp;&nbsp;&nbsp;419504 |
| Win Semiconductors Corp. | &nbsp;&nbsp;&nbsp;&nbsp;55000 | &nbsp;&nbsp;&nbsp;&nbsp;351707 |
| Winbond Electronics Corp. | &nbsp;&nbsp;&nbsp;&nbsp;353000 | &nbsp;&nbsp;&nbsp;&nbsp;253361 |
| Wiwynn Corp. | &nbsp;&nbsp;&nbsp;&nbsp;19000 | &nbsp;&nbsp;&nbsp;&nbsp;474605 |
| Yageo Corp. | &nbsp;&nbsp;&nbsp;&nbsp;62469 | &nbsp;&nbsp;&nbsp;1123506 |

---

------

---

| | | |
|:---|:---|:---|
|  | **Shares or<br> Principal<br> Amount** | **Value** |
| **Taiwan (continued)** | **Taiwan (continued)** |  |
| Yang Ming Marine Transport Corp. | &nbsp;&nbsp;&nbsp;&nbsp;364000 | &nbsp;&nbsp;&nbsp;&nbsp;$757702 |
| Yuanta Financial Holding Company, Ltd. | 2651230 | &nbsp;&nbsp;&nbsp;&nbsp;1986767 |
| Zhen Ding Technology Holding, Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;114000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;417652 |
| **Thailand - 2.5%** | **Thailand - 2.5%** | 18053314 |
| Advanced Info Service PCL, NVDR | &nbsp;&nbsp;&nbsp;&nbsp;148300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;876053 |
| Airports of Thailand PCL, NVDR (A) | &nbsp;&nbsp;&nbsp;&nbsp;335500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;754646 |
| Asset World Corp. PCL, NVDR | &nbsp;&nbsp;&nbsp;&nbsp;716600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;129166 |
| B Grimm Power PCL, NVDR | &nbsp;&nbsp;&nbsp;&nbsp;101900 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;124249 |
| Bangkok Bank PCL, NVDR | &nbsp;&nbsp;&nbsp;&nbsp;77300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;371162 |
| Bangkok Dusit Medical Services PCL, NVDR | &nbsp;&nbsp;&nbsp;&nbsp;346300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;312100 |
| Bangkok Expressway & Metro PCL, NVDR | &nbsp;&nbsp;&nbsp;&nbsp;970000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;285035 |
| Bank of Ayudhya PCL, NVDR | &nbsp;&nbsp;&nbsp;&nbsp;184500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;176060 |
| Berli Jucker PCL, NVDR | &nbsp;&nbsp;&nbsp;&nbsp;197400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;227240 |
| BTS Group Holdings PCL, NVDR | &nbsp;&nbsp;&nbsp;&nbsp;991000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;253679 |
| Bumrungrad Hospital PCL, NVDR | &nbsp;&nbsp;&nbsp;&nbsp;46600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;306337 |
| Carabao Group PCL, NVDR | &nbsp;&nbsp;&nbsp;&nbsp;46700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;145716 |
| Central Pattana PCL, NVDR | &nbsp;&nbsp;&nbsp;&nbsp;145500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;314053 |
| Central Retail Corp. PCL, NVDR | &nbsp;&nbsp;&nbsp;&nbsp;406400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;523235 |
| Charoen Pokphand Foods PCL, NVDR | &nbsp;&nbsp;&nbsp;&nbsp;935900 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;669108 |
| CP ALL PCL, NVDR | &nbsp;&nbsp;&nbsp;&nbsp;345600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;696225 |
| Delta Electronics Thailand PCL, NVDR | &nbsp;&nbsp;&nbsp;&nbsp;41800 | &nbsp;&nbsp;&nbsp;&nbsp;1139655 |
| Electricity Generating PCL, NVDR | &nbsp;&nbsp;&nbsp;&nbsp;42700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;225077 |
| Energy Absolute PCL, NVDR | &nbsp;&nbsp;&nbsp;&nbsp;255300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;668993 |
| Global Power Synergy PCL, NVDR | &nbsp;&nbsp;&nbsp;&nbsp;104786 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;218238 |
| Gulf Energy Development PCL, NVDR | &nbsp;&nbsp;&nbsp;&nbsp;386140 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;628750 |
| Home Product Center PCL, NVDR | &nbsp;&nbsp;&nbsp;&nbsp;562600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;243719 |
| Indorama Ventures PCL, NVDR | &nbsp;&nbsp;&nbsp;&nbsp;366300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;449414 |
| Intouch Holdings PCL, NVDR | &nbsp;&nbsp;&nbsp;&nbsp;82800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;182481 |
| Kasikornbank PCL, NVDR | &nbsp;&nbsp;&nbsp;&nbsp;105000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;461224 |
| Krung Thai Bank PCL, NVDR | &nbsp;&nbsp;&nbsp;&nbsp;661000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;350424 |
| Krungthai Card PCL, NVDR | &nbsp;&nbsp;&nbsp;&nbsp;134200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;229697 |
| Land & Houses PCL, NVDR | &nbsp;&nbsp;&nbsp;&nbsp;592500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;177696 |
| Minor International PCL, NVDR (A) | &nbsp;&nbsp;&nbsp;&nbsp;330429 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;332831 |
| Muangthai Capital PCL, NVDR | &nbsp;&nbsp;&nbsp;&nbsp;93200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;105877 |
| Osotspa PCL, NVDR | &nbsp;&nbsp;&nbsp;&nbsp;116000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;98394 |
| PTT Exploration & Production PCL, NVDR | &nbsp;&nbsp;&nbsp;&nbsp;327200 | &nbsp;&nbsp;&nbsp;&nbsp;1699933 |
| PTT Global Chemical PCL, NVDR | &nbsp;&nbsp;&nbsp;&nbsp;263200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;392687 |
| PTT Oil & Retail Business PCL, NVDR | &nbsp;&nbsp;&nbsp;&nbsp;305700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;207443 |
| PTT PCL, NVDR | 1469500 | &nbsp;&nbsp;&nbsp;&nbsp;1480184 |
| SCB X PCL, NVDR | &nbsp;&nbsp;&nbsp;&nbsp;118200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;372396 |
| SCG Packaging PCL, NVDR | &nbsp;&nbsp;&nbsp;&nbsp;106500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;168574 |
| Thai Beverage PCL | 1183100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;630099 |
| Thai Oil PCL, NVDR | &nbsp;&nbsp;&nbsp;&nbsp;190661 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;333556 |
| The Siam Cement PCL, NVDR | &nbsp;&nbsp;&nbsp;&nbsp;40900 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;416310 |
| TMBThanachart Bank PCL, NVDR | 3228385 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;143766 |
| True Corp. PCL, NVDR | 3612300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;531832 |
| **Turkey - 0.5%** | **Turkey - 0.5%** | &nbsp;&nbsp;&nbsp;3411265 |
| Akbank TAS | &nbsp;&nbsp;&nbsp;&nbsp;407913 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;368218 |
| Aselsan Elektronik Sanayi Ve Ticaret AS | &nbsp;&nbsp;&nbsp;&nbsp;41050 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;123954 |
| BIM Birlesik Magazalar AS | &nbsp;&nbsp;&nbsp;&nbsp;62909 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;416372 |

---

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

------

---

| | | |
|:---|:---|:---|
|  | **Shares or<br> Principal<br> Amount** | **Value** |
| **Turkey (continued)** | **Turkey (continued)** |  |
| Enka Insaat ve Sanayi AS | 201547 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$318009 |
| Eregli Demir ve Celik Fabrikalari TAS | 154933 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;313811 |
| Ford Otomotiv Sanayi AS | &nbsp;&nbsp;&nbsp;&nbsp;9881 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;267951 |
| KOC Holding AS | 108274 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;440049 |
| Turk Hava Yollari AO (A) | &nbsp;&nbsp;&nbsp;21200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;155079 |
| Turkcell Iletisim Hizmetleri AS | 152522 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;294333 |
| Turkiye Is Bankasi AS, Class C | 431626 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;249653 |
| Turkiye Petrol Rafinerileri AS (A) | &nbsp;&nbsp;&nbsp;11893 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;373915 |
| Turkiye Sise ve Cam Fabrikalari AS | &nbsp;&nbsp;&nbsp;23253 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;48878 |
| Yapi ve Kredi Bankasi AS | &nbsp;&nbsp;&nbsp;85026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;41043 |
| **United Kingdom - 0.0%** | **United Kingdom - 0.0%** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;96655 |
| Pepco Group NV (A)(B) | &nbsp;&nbsp;&nbsp;10017 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;96655 |
| **United States - 0.2%** | **United States - 0.2%** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1456542 |
| BeiGene, Ltd., ADR (A) | &nbsp;&nbsp;&nbsp;&nbsp;4730 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1210880 |
| Parade Technologies, Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;8000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;245662 |
| **PREFERRED SECURITIES - 1.6%** | **PREFERRED SECURITIES - 1.6%** | &nbsp;&nbsp;&nbsp;**$11681602** |
| (Cost $14,611,541) |  |  |
| **Brazil - 1.4%** | **Brazil - 1.4%** | &nbsp;&nbsp;&nbsp;&nbsp;10565813 |
| Banco Bradesco SA | 574947 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1583195 |
| Braskem SA, A Shares | &nbsp;&nbsp;&nbsp;28700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;131509 |
| Centrais Eletricas Brasileiras SA, B Shares | &nbsp;&nbsp;&nbsp;35560 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;296621 |
| Cia Energetica de Minas Gerais | 201659 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;453901 |
| Cia Paranaense de Energia, B Shares | 111400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;170006 |
| Gerdau SA | 237600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1527860 |
| Itau Unibanco Holding SA | 449150 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2234524 |
| Petroleo Brasileiro SA | 797400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4082966 |
| Raizen SA | 131900 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;85231 |
| **Chile - 0.2%** | **Chile - 0.2%** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1115789 |
| Sociedad Quimica y Minera de Chile SA, B Shares | &nbsp;&nbsp;&nbsp;11510 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1115789 |
| **SHORT-TERM INVESTMENTS - 0.1%** | **SHORT-TERM INVESTMENTS - 0.1%** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**$577063** |
| (Cost $577,002) |  |  |
| **Short-term funds - 0.1%** | **Short-term funds - 0.1%** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;577063 |
| John Hancock Collateral Trust, 4.3787% (E)(F) | &nbsp;&nbsp;&nbsp;56976 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;569630 |
| State Street Institutional U.S. Government Money Market Fund, Premier Class, 4.1717% (E) | &nbsp;&nbsp;&nbsp;&nbsp;7433 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7433 |
| **Total investments (Multifactor Emerging Markets ETF) (Cost $694,273,570) - 100.1%** | **Total investments (Multifactor Emerging Markets ETF) (Cost $694,273,570) - 100.1%** | **$728401964** |
| **Other assets and liabilities, net - (0.1%)** | **Other assets and liabilities, net - (0.1%)** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**(408249)** |
| **Total net assets - 100.0%** | **Total net assets - 100.0%** | **$727993715** |

---

---

| | |
|:---|:---|
| 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) These securities are exempt from registration under Rule 144A of the Securities Act of 1933. Such securities may be resold, normally to qualified institutional buyers, in transactions exempt from registration.

(C) All or a portion of this security is on loan as of 1-31-23. The value of securities on loan amounted to $1,207,440. In addition to the cash collateral invested in John Hancock Collateral Trust, if any,
non-cash collateral of $715,574 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 1-31-23.

(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 1-31-23:

---

| | |
|:---|:---|
| Financials | &nbsp;&nbsp;&nbsp;&nbsp;23.4% |
| Information technology | &nbsp;&nbsp;&nbsp;&nbsp;17.7% |
| Consumer discretionary | &nbsp;&nbsp;&nbsp;&nbsp;12.4% |
| Materials | &nbsp;&nbsp;&nbsp;&nbsp;11.4% |
| Communication services | &nbsp;&nbsp;&nbsp;&nbsp;8.8% |
| Consumer staples | &nbsp;&nbsp;&nbsp;&nbsp;6.9% |
| Energy | &nbsp;&nbsp;&nbsp;&nbsp;5.7% |
| Industrials | &nbsp;&nbsp;&nbsp;&nbsp;5.6% |
| Health care | &nbsp;&nbsp;&nbsp;&nbsp;3.4% |
| Utilities | &nbsp;&nbsp;&nbsp;&nbsp;3.3% |
| Real estate | &nbsp;&nbsp;&nbsp;&nbsp;1.4% |
| **TOTAL** | **100.0%** |

---

#### MULTIFACTOR LARGE CAP ETF

------

#### As of 1-31-23 (unaudited)

---

| | | |
|:---|:---|:---|
|  | **Shares or<br> Principal<br> Amount** | **Value** |
| **COMMON STOCKS – 99.9%** |  | **$762538617** |
| (Cost $669,180,616) |  |  |
| **Communication services – 6.0%** | **Communication services – 6.0%** | &nbsp;&nbsp;&nbsp;&nbsp;45523884 |
| **Diversified telecommunication services – 0.8%** | **Diversified telecommunication services – 0.8%** |  |
| AT&T, Inc. | 117868 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2400971 |
| Lumen Technologies, Inc. | &nbsp;&nbsp;&nbsp;65788 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;345387 |
| Verizon Communications, Inc. | &nbsp;&nbsp;&nbsp;80281 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3337281 |
| **Entertainment – 1.2%** | **Entertainment – 1.2%** |  |
| Activision Blizzard, Inc. | &nbsp;&nbsp;&nbsp;15810 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1210572 |
| Electronic Arts, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;8107 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1043209 |
| Endeavor Group Holdings, Inc., Class A (A) | &nbsp;&nbsp;&nbsp;&nbsp;1128 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;25301 |
| Liberty Media Corp.-Liberty Formula One, Series A (A) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;883 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;56229 |
| Liberty Media Corp.-Liberty Formula One, Series C (A) | &nbsp;&nbsp;&nbsp;&nbsp;7281 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;515495 |
| Live Nation Entertainment, Inc. (A) | &nbsp;&nbsp;&nbsp;&nbsp;4651 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;374359 |
| Netflix, Inc. (A) | &nbsp;&nbsp;&nbsp;&nbsp;4960 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1755146 |
| Roku, Inc. (A) | &nbsp;&nbsp;&nbsp;&nbsp;1745 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;100338 |
| Spotify Technology SA (A) | &nbsp;&nbsp;&nbsp;&nbsp;1111 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;125232 |
| Take-Two Interactive Software, Inc. (A) | &nbsp;&nbsp;&nbsp;&nbsp;4285 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;485191 |
| The Walt Disney Company (A) | &nbsp;&nbsp;&nbsp;23973 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2600831 |
| Warner Brothers Discovery, Inc. (A) | &nbsp;&nbsp;&nbsp;60702 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;899604 |
| Warner Music Group Corp., Class A | &nbsp;&nbsp;&nbsp;&nbsp;2552 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;93020 |
| **Interactive media and services – 2.5%** | **Interactive media and services – 2.5%** |  |
| Alphabet, Inc., Class A (A) | 113265 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11195113 |
| Alphabet, Inc., Class C (A) | &nbsp;&nbsp;&nbsp;22660 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2263054 |

---

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

------

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

------

---

| | | |
|:---|:---|:---|
|  | **Shares or<br> Principal<br> Amount** | **Value** |
| **Communication services (continued)** | **Communication services (continued)** |  |
| Interactive media and services (continued) | Interactive media and services (continued) |  |
| Match Group, Inc. (A) | &nbsp;&nbsp;&nbsp;6085 | &nbsp;&nbsp;&nbsp;&nbsp;$329320 |
| Meta Platforms, Inc., Class A (A) | 34210 | &nbsp;&nbsp;&nbsp;&nbsp;5096264 |
| Pinterest, Inc., Class A (A) | &nbsp;&nbsp;&nbsp;6957 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;182900 |
| Snap, Inc., Class A (A) | 10898 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;125981 |
| ZoomInfo Technologies, Inc. (A) | &nbsp;&nbsp;&nbsp;3302 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;93215 |
| **Media – 1.3%** | **Media – 1.3%** |  |
| Cable One, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;192 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;151657 |
| Charter Communications, Inc., Class A (A) | &nbsp;&nbsp;&nbsp;1942 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;746330 |
| Comcast Corp., Class A | 81791 | &nbsp;&nbsp;&nbsp;&nbsp;3218476 |
| DISH Network Corp., Class A (A) | 10258 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;147613 |
| Fox Corp., Class A | 12639 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;428968 |
| Fox Corp., Class B | &nbsp;&nbsp;&nbsp;4995 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;158342 |
| Liberty Broadband Corp., Series A (A) | &nbsp;&nbsp;&nbsp;&nbsp;508 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;45527 |
| Liberty Broadband Corp., Series C (A) | &nbsp;&nbsp;&nbsp;6896 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;619123 |
| Liberty Media Corp.-Liberty SiriusXM, Series A | &nbsp;&nbsp;&nbsp;5131 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;208421 |
| Liberty Media Corp.-Liberty SiriusXM, Series C (A) | &nbsp;&nbsp;&nbsp;3844 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;154913 |
| News Corp., Class A | 14336 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;290447 |
| News Corp., Class B | &nbsp;&nbsp;&nbsp;4315 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;88199 |
| Nexstar Media Group, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;584 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;119586 |
| Omnicom Group, Inc. | 12750 | &nbsp;&nbsp;&nbsp;&nbsp;1096373 |
| Paramount Global, Class A | &nbsp;&nbsp;&nbsp;&nbsp;239 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6369 |
| Paramount Global, Class B | 17158 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;397379 |
| Sirius XM Holdings, Inc. (B) | 30317 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;175535 |
| The Interpublic Group of Companies, Inc. | 23352 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;851414 |
| The Trade Desk, Inc., Class A (A) | &nbsp;&nbsp;&nbsp;9880 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;500916 |
| **Wireless telecommunication services – 0.2%** | **Wireless telecommunication services – 0.2%** |  |
| T-Mobile US, Inc. (A) | &nbsp;&nbsp;&nbsp;9807 | &nbsp;&nbsp;&nbsp;&nbsp;1464283 |
| **Consumer discretionary – 10.5%** | **Consumer discretionary – 10.5%** | 80178540 |
| **Auto components – 0.3%** | **Auto components – 0.3%** |  |
| Aptiv PLC (A) | &nbsp;&nbsp;&nbsp;7688 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;869436 |
| Autoliv, Inc. | &nbsp;&nbsp;&nbsp;4013 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;369678 |
| BorgWarner, Inc. | 10151 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;479939 |
| Gentex Corp. | &nbsp;&nbsp;&nbsp;9999 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;295070 |
| Lear Corp. | &nbsp;&nbsp;&nbsp;3461 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;504545 |
| **Automobiles – 0.8%** | **Automobiles – 0.8%** |  |
| Ford Motor Company | 78195 | &nbsp;&nbsp;&nbsp;&nbsp;1056414 |
| General Motors Company | 27885 | &nbsp;&nbsp;&nbsp;&nbsp;1096438 |
| Rivian Automotive, Inc., Class A (A) | &nbsp;&nbsp;&nbsp;6960 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;135024 |
| Tesla, Inc. (A) | 20977 | &nbsp;&nbsp;&nbsp;&nbsp;3633636 |
| **Distributors – 0.3%** | **Distributors – 0.3%** |  |
| Genuine Parts Company | &nbsp;&nbsp;&nbsp;7253 | &nbsp;&nbsp;&nbsp;&nbsp;1217198 |
| LKQ Corp. | 11289 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;665599 |
| Pool Corp. | &nbsp;&nbsp;&nbsp;1440 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;555278 |
| **Diversified consumer services – 0.1%** | **Diversified consumer services – 0.1%** |  |
| H&R Block, Inc. | &nbsp;&nbsp;&nbsp;1859 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;72464 |
| Service Corp. International | &nbsp;&nbsp;&nbsp;9174 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;680252 |

---

------

---

| | | |
|:---|:---|:---|
|  | **Shares or<br> Principal<br> Amount** | **Value** |
| **Consumer discretionary (continued)** | **Consumer discretionary (continued)** |  |
| Hotels, restaurants and leisure – 2.2% | Hotels, restaurants and leisure – 2.2% |  |
| Airbnb, Inc., Class A (A) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;789 | &nbsp;&nbsp;&nbsp;&nbsp;$87666 |
| Aramark | &nbsp;&nbsp;&nbsp;10910 | &nbsp;&nbsp;&nbsp;&nbsp;485822 |
| Booking Holdings, Inc. (A) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;540 | &nbsp;&nbsp;&nbsp;1314414 |
| Caesars Entertainment, Inc. (A) | &nbsp;&nbsp;&nbsp;&nbsp;5270 | &nbsp;&nbsp;&nbsp;&nbsp;274356 |
| Carnival Corp. (A)(B) | &nbsp;&nbsp;&nbsp;20258 | &nbsp;&nbsp;&nbsp;&nbsp;219192 |
| Chipotle Mexican Grill, Inc. (A) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;618 | &nbsp;&nbsp;&nbsp;1017463 |
| Choice Hotels International, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;250 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;30723 |
| Churchill Downs, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;943 | &nbsp;&nbsp;&nbsp;&nbsp;233958 |
| Darden Restaurants, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;6614 | &nbsp;&nbsp;&nbsp;&nbsp;978674 |
| Domino's Pizza, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;1263 | &nbsp;&nbsp;&nbsp;&nbsp;445839 |
| DraftKings, Inc., Class A (A)(B) | &nbsp;&nbsp;&nbsp;&nbsp;5883 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;88186 |
| Expedia Group, Inc. (A) | &nbsp;&nbsp;&nbsp;&nbsp;4754 | &nbsp;&nbsp;&nbsp;&nbsp;543382 |
| Hilton Worldwide Holdings, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;8328 | &nbsp;&nbsp;&nbsp;1208310 |
| Hyatt Hotels Corp., Class A (A) | &nbsp;&nbsp;&nbsp;&nbsp;1565 | &nbsp;&nbsp;&nbsp;&nbsp;170773 |
| Las Vegas Sands Corp. (A) | &nbsp;&nbsp;&nbsp;10014 | &nbsp;&nbsp;&nbsp;&nbsp;590826 |
| Marriott International, Inc., Class A | &nbsp;&nbsp;&nbsp;&nbsp;6492 | &nbsp;&nbsp;&nbsp;1130777 |
| McDonald's Corp. | &nbsp;&nbsp;&nbsp;10226 | &nbsp;&nbsp;&nbsp;2734432 |
| MGM Resorts International | &nbsp;&nbsp;&nbsp;18593 | &nbsp;&nbsp;&nbsp;&nbsp;769936 |
| Royal Caribbean Cruises, Ltd. (A) | &nbsp;&nbsp;&nbsp;&nbsp;7158 | &nbsp;&nbsp;&nbsp;&nbsp;464841 |
| Starbucks Corp. | &nbsp;&nbsp;&nbsp;16810 | &nbsp;&nbsp;&nbsp;1834643 |
| Vail Resorts, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;1627 | &nbsp;&nbsp;&nbsp;&nbsp;426827 |
| Wynn Resorts, Ltd. (A) | &nbsp;&nbsp;&nbsp;&nbsp;3353 | &nbsp;&nbsp;&nbsp;&nbsp;347505 |
| Yum! Brands, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;8273 | &nbsp;&nbsp;&nbsp;1079709 |
| **Household durables – 0.8%** | **Household durables – 0.8%** |  |
| D.R. Horton, Inc. | &nbsp;&nbsp;&nbsp;15976 | &nbsp;&nbsp;&nbsp;1576671 |
| Garmin, Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;6048 | &nbsp;&nbsp;&nbsp;&nbsp;598026 |
| Lennar Corp., A Shares | &nbsp;&nbsp;&nbsp;10843 | &nbsp;&nbsp;&nbsp;1110323 |
| Lennar Corp., B Shares | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;527 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;45512 |
| Mohawk Industries, Inc. (A) | &nbsp;&nbsp;&nbsp;&nbsp;2692 | &nbsp;&nbsp;&nbsp;&nbsp;323202 |
| Newell Brands, Inc. | &nbsp;&nbsp;&nbsp;16125 | &nbsp;&nbsp;&nbsp;&nbsp;257355 |
| NVR, Inc. (A) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;202 | &nbsp;&nbsp;&nbsp;1064540 |
| PulteGroup, Inc. | &nbsp;&nbsp;&nbsp;11692 | &nbsp;&nbsp;&nbsp;&nbsp;665158 |
| Whirlpool Corp. | &nbsp;&nbsp;&nbsp;&nbsp;3131 | &nbsp;&nbsp;&nbsp;&nbsp;487152 |
| **Internet and direct marketing retail – 1.9%** | **Internet and direct marketing retail – 1.9%** |  |
| Amazon.com, Inc. (A) | 122359 | 12618884 |
| Chewy, Inc., Class A (A)(B) | &nbsp;&nbsp;&nbsp;&nbsp;1321 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;59524 |
| DoorDash, Inc., Class A (A) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;789 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;45699 |
| eBay, Inc. | &nbsp;&nbsp;&nbsp;21124 | &nbsp;&nbsp;&nbsp;1045638 |
| Etsy, Inc. (A) | &nbsp;&nbsp;&nbsp;&nbsp;3204 | &nbsp;&nbsp;&nbsp;&nbsp;440806 |
| **Leisure products – 0.1%** | **Leisure products – 0.1%** |  |
| Hasbro, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;6023 | &nbsp;&nbsp;&nbsp;&nbsp;356381 |
| Mattel, Inc. (A) | &nbsp;&nbsp;&nbsp;&nbsp;9672 | &nbsp;&nbsp;&nbsp;&nbsp;197889 |
| Polaris, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;1006 | &nbsp;&nbsp;&nbsp;&nbsp;115529 |
| **Multiline retail – 0.7%** | **Multiline retail – 0.7%** |  |
| Dollar General Corp. | &nbsp;&nbsp;&nbsp;&nbsp;7019 | &nbsp;&nbsp;&nbsp;1639638 |
| Dollar Tree, Inc. (A) | &nbsp;&nbsp;&nbsp;10280 | &nbsp;&nbsp;&nbsp;1543850 |
| Target Corp. | &nbsp;&nbsp;&nbsp;14216 | &nbsp;&nbsp;&nbsp;2447142 |
| **Specialty retail – 2.6%** | **Specialty retail – 2.6%** |  |
| Advance Auto Parts, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;2897 | &nbsp;&nbsp;&nbsp;&nbsp;441155 |

---

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)** |  |
| Specialty retail (continued) | Specialty retail (continued) |  |
| AutoNation, Inc. (A) | &nbsp;&nbsp;&nbsp;&nbsp;809 | &nbsp;&nbsp;&nbsp;&nbsp;$102516 |
| AutoZone, Inc. (A) | &nbsp;&nbsp;&nbsp;&nbsp;439 | &nbsp;&nbsp;&nbsp;&nbsp;1070655 |
| Bath & Body Works, Inc. | &nbsp;&nbsp;&nbsp;5618 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;258484 |
| Best Buy Company, Inc. | 14920 | &nbsp;&nbsp;&nbsp;&nbsp;1323702 |
| Burlington Stores, Inc. (A) | &nbsp;&nbsp;&nbsp;2179 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;500800 |
| CarMax, Inc. (A) | &nbsp;&nbsp;&nbsp;8043 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;566629 |
| Dick's Sporting Goods, Inc. | &nbsp;&nbsp;&nbsp;2240 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;292902 |
| Five Below, Inc. (A) | &nbsp;&nbsp;&nbsp;1635 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;322308 |
| Floor & Decor Holdings, Inc., Class A (A) | &nbsp;&nbsp;&nbsp;3036 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;275578 |
| Lithia Motors, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;999 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;262937 |
| Lowe's Companies, Inc. | &nbsp;&nbsp;&nbsp;9250 | &nbsp;&nbsp;&nbsp;&nbsp;1926313 |
| Murphy USA, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;291 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;79161 |
| O'Reilly Automotive, Inc. (A) | &nbsp;&nbsp;&nbsp;1411 | &nbsp;&nbsp;&nbsp;&nbsp;1118006 |
| Penske Automotive Group, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;276 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;35278 |
| RH (A)(B) | &nbsp;&nbsp;&nbsp;&nbsp;462 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;144139 |
| Ross Stores, Inc. | 13456 | &nbsp;&nbsp;&nbsp;&nbsp;1590365 |
| The Home Depot, Inc. | 13156 | &nbsp;&nbsp;&nbsp;&nbsp;4264781 |
| The TJX Companies, Inc. | 25030 | &nbsp;&nbsp;&nbsp;&nbsp;2048956 |
| Tractor Supply Company | &nbsp;&nbsp;&nbsp;7005 | &nbsp;&nbsp;&nbsp;&nbsp;1597070 |
| Ulta Beauty, Inc. (A) | &nbsp;&nbsp;&nbsp;2834 | &nbsp;&nbsp;&nbsp;&nbsp;1456563 |
| Williams-Sonoma, Inc. | &nbsp;&nbsp;&nbsp;3447 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;465138 |
| **Textiles, apparel and luxury goods – 0.7%** | **Textiles, apparel and luxury goods – 0.7%** |  |
| Capri Holdings, Ltd. (A) | &nbsp;&nbsp;&nbsp;2652 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;176331 |
| Deckers Outdoor Corp. (A) | &nbsp;&nbsp;&nbsp;1039 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;444152 |
| Levi Strauss & Company, Class A (B) | &nbsp;&nbsp;&nbsp;1923 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;35383 |
| Lululemon Athletica, Inc. (A) | &nbsp;&nbsp;&nbsp;3901 | &nbsp;&nbsp;&nbsp;&nbsp;1197139 |
| NIKE, Inc., Class B | 19785 | &nbsp;&nbsp;&nbsp;&nbsp;2519224 |
| Ralph Lauren Corp. | &nbsp;&nbsp;&nbsp;1018 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;126079 |
| Tapestry, Inc. | &nbsp;&nbsp;&nbsp;9643 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;439432 |
| VF Corp. | 11287 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;349220 |
| **Consumer staples – 6.1%** | **Consumer staples – 6.1%** | 46602263 |
| **Beverages – 1.3%** | **Beverages – 1.3%** |  |
| Brown-Forman Corp., Class A | &nbsp;&nbsp;&nbsp;2065 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;137323 |
| Brown-Forman Corp., Class B | &nbsp;&nbsp;&nbsp;7888 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;525183 |
| Celsius Holdings, Inc. (A) | &nbsp;&nbsp;&nbsp;&nbsp;202 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20265 |
| Constellation Brands, Inc., Class A | &nbsp;&nbsp;&nbsp;4229 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;979098 |
| Keurig Dr. Pepper, Inc. | 12704 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;448197 |
| Molson Coors Beverage Company, Class B | &nbsp;&nbsp;&nbsp;7450 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;391721 |
| Monster Beverage Corp. (A) | &nbsp;&nbsp;&nbsp;8264 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;860117 |
| PepsiCo, Inc. | 20770 | &nbsp;&nbsp;&nbsp;&nbsp;3552085 |
| The Coca-Cola Company | 53257 | &nbsp;&nbsp;&nbsp;&nbsp;3265719 |
| **Food and staples retailing – 1.6%** | **Food and staples retailing – 1.6%** |  |
| Albertsons Companies, Inc., Class A | &nbsp;&nbsp;&nbsp;4767 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;101060 |
| BJ's Wholesale Club Holdings, Inc. (A) | &nbsp;&nbsp;&nbsp;2606 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;188857 |
| Casey's General Stores, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;444 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;104744 |
| Costco Wholesale Corp. | &nbsp;&nbsp;&nbsp;6815 | &nbsp;&nbsp;&nbsp;&nbsp;3483419 |
| Performance Food Group Company (A) | &nbsp;&nbsp;&nbsp;2393 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;146739 |
| Sysco Corp. | 13077 | &nbsp;&nbsp;&nbsp;&nbsp;1012944 |
| The Kroger Company | 44756 | &nbsp;&nbsp;&nbsp;&nbsp;1997460 |

---

------

---

| | | |
|:---|:---|:---|
|  | **Shares or<br> Principal<br> Amount** | **Value** |
| **Consumer staples (continued)** | **Consumer staples (continued)** |  |
| Food and staples retailing (continued) | Food and staples retailing (continued) |  |
| U.S. Foods Holding Corp. (A) | &nbsp;&nbsp;&nbsp;8156 | &nbsp;&nbsp;&nbsp;&nbsp;$310988 |
| Walgreens Boots Alliance, Inc. | 19395 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;714900 |
| Walmart, Inc. | 25881 | &nbsp;&nbsp;&nbsp;&nbsp;3723499 |
| **Food products – 1.6%** | **Food products – 1.6%** |  |
| Archer-Daniels-Midland Company | 15948 | &nbsp;&nbsp;&nbsp;&nbsp;1321292 |
| Bunge, Ltd. | &nbsp;&nbsp;&nbsp;6564 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;650492 |
| Campbell Soup Company | &nbsp;&nbsp;&nbsp;9785 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;508135 |
| Conagra Brands, Inc. | 19768 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;735172 |
| Darling Ingredients, Inc. (A) | &nbsp;&nbsp;&nbsp;4798 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;318059 |
| General Mills, Inc. | 18304 | &nbsp;&nbsp;&nbsp;&nbsp;1434301 |
| Hormel Foods Corp. | 10216 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;462887 |
| Kellogg Company | 11512 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;789493 |
| Lamb Weston Holdings, Inc. | &nbsp;&nbsp;&nbsp;5759 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;575267 |
| McCormick & Company, Inc. | 10739 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;806714 |
| Mondelez International, Inc., Class A | 24764 | &nbsp;&nbsp;&nbsp;&nbsp;1620556 |
| Pilgrim's Pride Corp. (A) | &nbsp;&nbsp;&nbsp;&nbsp;520 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12626 |
| The Hershey Company | &nbsp;&nbsp;&nbsp;4226 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;949160 |
| The J.M. Smucker Company | &nbsp;&nbsp;&nbsp;4287 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;655054 |
| The Kraft Heinz Company | 13911 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;563813 |
| Tyson Foods, Inc., Class A | 11307 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;743435 |
| **Household products – 1.1%** | **Household products – 1.1%** |  |
| Church & Dwight Company, Inc. | &nbsp;&nbsp;&nbsp;9492 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;767523 |
| Colgate-Palmolive Company | 14421 | &nbsp;&nbsp;&nbsp;&nbsp;1074797 |
| Kimberly-Clark Corp. | &nbsp;&nbsp;&nbsp;6434 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;836484 |
| The Clorox Company | &nbsp;&nbsp;&nbsp;5735 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;829797 |
| The Procter & Gamble Company | 35310 | &nbsp;&nbsp;&nbsp;&nbsp;5027438 |
| **Personal products – 0.1%** | **Personal products – 0.1%** |  |
| The Estee Lauder Companies, Inc., Class A | &nbsp;&nbsp;&nbsp;3243 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;898570 |
| **Tobacco – 0.4%** | **Tobacco – 0.4%** |  |
| Altria Group, Inc. | 26827 | &nbsp;&nbsp;&nbsp;&nbsp;1208288 |
| Philip Morris International, Inc. | 17734 | &nbsp;&nbsp;&nbsp;&nbsp;1848592 |
| **Energy – 5.1%** | **Energy – 5.1%** | 38662493 |
| **Energy equipment and services – 0.4%** | **Energy equipment and services – 0.4%** |  |
| Baker Hughes Company | 24381 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;773853 |
| Halliburton Company | 25783 | &nbsp;&nbsp;&nbsp;&nbsp;1062775 |
| NOV, Inc. | &nbsp;&nbsp;&nbsp;3879 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;94803 |
| Schlumberger, Ltd. | 22815 | &nbsp;&nbsp;&nbsp;&nbsp;1299999 |
| **Oil, gas and consumable fuels – 4.7%** | **Oil, gas and consumable fuels – 4.7%** |  |
| Antero Resources Corp. (A) | &nbsp;&nbsp;&nbsp;2855 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;82338 |
| APA Corp. | &nbsp;&nbsp;&nbsp;4450 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;197269 |
| Cheniere Energy, Inc. | &nbsp;&nbsp;&nbsp;6522 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;996496 |
| Chesapeake Energy Corp. | &nbsp;&nbsp;&nbsp;2234 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;193732 |
| Chevron Corp. | 28994 | &nbsp;&nbsp;&nbsp;&nbsp;5045536 |
| ConocoPhillips | 26001 | &nbsp;&nbsp;&nbsp;&nbsp;3168742 |
| Coterra Energy, Inc. | 16114 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;403333 |
| Devon Energy Corp. | 12118 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;766342 |
| Diamondback Energy, Inc. | &nbsp;&nbsp;&nbsp;7074 | &nbsp;&nbsp;&nbsp;&nbsp;1033653 |
| EOG Resources, Inc. | 16113 | &nbsp;&nbsp;&nbsp;&nbsp;2130944 |

---

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

------

---

| | | |
|:---|:---|:---|
|  | **Shares or<br> Principal<br> Amount** | **Value** |
| **Energy (continued)** | **Energy (continued)** |  |
| Oil, gas and consumable fuels (continued) | Oil, gas and consumable fuels (continued) |  |
| EQT Corp. | &nbsp;&nbsp;&nbsp;&nbsp;5778 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$188767 |
| Exxon Mobil Corp. | &nbsp;&nbsp;&nbsp;61278 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7108861 |
| Hess Corp. | &nbsp;&nbsp;&nbsp;10484 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1574277 |
| HF Sinclair Corp. | &nbsp;&nbsp;&nbsp;&nbsp;1676 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;95364 |
| Kinder Morgan, Inc. | &nbsp;&nbsp;&nbsp;55743 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1020097 |
| Marathon Oil Corp. | &nbsp;&nbsp;&nbsp;29548 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;811684 |
| Marathon Petroleum Corp. | &nbsp;&nbsp;&nbsp;15983 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2054135 |
| Matador Resources Company | &nbsp;&nbsp;&nbsp;&nbsp;1534 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;101489 |
| New Fortress Energy, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;272 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10551 |
| Occidental Petroleum Corp. | &nbsp;&nbsp;&nbsp;20654 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1338173 |
| ONEOK, Inc. | &nbsp;&nbsp;&nbsp;15424 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1056236 |
| Ovintiv, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4722 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;232464 |
| Phillips 66 | &nbsp;&nbsp;&nbsp;11012 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1104173 |
| Pioneer Natural Resources Company | &nbsp;&nbsp;&nbsp;&nbsp;4466 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1028743 |
| Range Resources Corp. | &nbsp;&nbsp;&nbsp;&nbsp;2170 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;54293 |
| Southwestern Energy Company (A) | &nbsp;&nbsp;&nbsp;10510 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;58015 |
| Targa Resources Corp. | &nbsp;&nbsp;&nbsp;&nbsp;4814 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;361146 |
| Texas Pacific Land Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;155 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;309357 |
| The Williams Companies, Inc. | &nbsp;&nbsp;&nbsp;19474 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;627842 |
| Valero Energy Corp. | &nbsp;&nbsp;&nbsp;16208 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2269606 |
| Vitesse Energy, Inc. (A) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;464 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7405 |
| **Financials – 13.7%** | **Financials – 13.7%** | 104476258 |
| **Banks – 4.0%** | **Banks – 4.0%** |  |
| Bank of America Corp. | 103656 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3677715 |
| Citigroup, Inc. | &nbsp;&nbsp;&nbsp;37701 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1968746 |
| Citizens Financial Group, Inc. | &nbsp;&nbsp;&nbsp;20510 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;888493 |
| Comerica, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;7213 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;528785 |
| Commerce Bancshares, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4633 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;308372 |
| Cullen/Frost Bankers, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;721 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;93932 |
| East West Bancorp, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5968 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;468607 |
| Fifth Third Bancorp | &nbsp;&nbsp;&nbsp;36112 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1310504 |
| First Citizens BancShares, Inc., Class A | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;229 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;178089 |
| First Horizon Corp. | &nbsp;&nbsp;&nbsp;15920 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;393702 |
| First Republic Bank | &nbsp;&nbsp;&nbsp;&nbsp;6173 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;869652 |
| Huntington Bancshares, Inc. | &nbsp;&nbsp;&nbsp;52874 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;802099 |
| JPMorgan Chase & Co. | &nbsp;&nbsp;&nbsp;46432 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6498623 |
| KeyCorp | &nbsp;&nbsp;&nbsp;46351 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;889476 |
| M&T Bank Corp. | &nbsp;&nbsp;&nbsp;&nbsp;6053 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;944268 |
| Regions Financial Corp. | &nbsp;&nbsp;&nbsp;55610 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1309059 |
| Signature Bank | &nbsp;&nbsp;&nbsp;&nbsp;2079 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;268087 |
| SVB Financial Group (A) | &nbsp;&nbsp;&nbsp;&nbsp;2153 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;651153 |
| The PNC Financial Services Group, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;8698 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1438910 |
| Truist Financial Corp. | &nbsp;&nbsp;&nbsp;30071 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1485207 |
| U.S. Bancorp | &nbsp;&nbsp;&nbsp;27862 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1387528 |
| Webster Financial Corp. | &nbsp;&nbsp;&nbsp;&nbsp;2545 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;133994 |
| Wells Fargo & Company | &nbsp;&nbsp;&nbsp;69759 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3269604 |
| Western Alliance Bancorp | &nbsp;&nbsp;&nbsp;&nbsp;2303 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;173577 |
| Zions Bancorp NA | &nbsp;&nbsp;&nbsp;&nbsp;8152 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;433360 |

---

------

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| | | |
|:---|:---|:---|
|  | **Shares or<br> Principal<br> Amount** | **Value** |
| **Financials (continued)** | **Financials (continued)** |  |
| Capital markets – 3.7% | Capital markets – 3.7% |  |
| Ameriprise Financial, Inc. | &nbsp;&nbsp;&nbsp;5901 | $2066058 |
| Ares Management Corp., Class A | &nbsp;&nbsp;&nbsp;3690 | &nbsp;&nbsp;&nbsp;&nbsp;306233 |
| BlackRock, Inc. | &nbsp;&nbsp;&nbsp;1716 | &nbsp;&nbsp;&nbsp;1302804 |
| Cboe Global Markets, Inc. | &nbsp;&nbsp;&nbsp;3759 | &nbsp;&nbsp;&nbsp;&nbsp;461906 |
| CME Group, Inc. | &nbsp;&nbsp;&nbsp;4595 | &nbsp;&nbsp;&nbsp;&nbsp;811753 |
| FactSet Research Systems, Inc. | &nbsp;&nbsp;&nbsp;1548 | &nbsp;&nbsp;&nbsp;&nbsp;654711 |
| Franklin Resources, Inc. | 13233 | &nbsp;&nbsp;&nbsp;&nbsp;412870 |
| Intercontinental Exchange, Inc. | 10505 | &nbsp;&nbsp;&nbsp;1129813 |
| Invesco, Ltd. | &nbsp;&nbsp;&nbsp;9126 | &nbsp;&nbsp;&nbsp;&nbsp;168922 |
| Jefferies Financial Group, Inc. | &nbsp;&nbsp;&nbsp;3997 | &nbsp;&nbsp;&nbsp;&nbsp;157002 |
| KKR & Company, Inc. | 10472 | &nbsp;&nbsp;&nbsp;&nbsp;584442 |
| LPL Financial Holdings, Inc. | &nbsp;&nbsp;&nbsp;3241 | &nbsp;&nbsp;&nbsp;&nbsp;768506 |
| MarketAxess Holdings, Inc. | &nbsp;&nbsp;&nbsp;1331 | &nbsp;&nbsp;&nbsp;&nbsp;484284 |
| Moody's Corp. | &nbsp;&nbsp;&nbsp;3820 | &nbsp;&nbsp;&nbsp;1232905 |
| Morgan Stanley | 27501 | &nbsp;&nbsp;&nbsp;2676672 |
| Morningstar, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;846 | &nbsp;&nbsp;&nbsp;&nbsp;205476 |
| MSCI, Inc. | &nbsp;&nbsp;&nbsp;2016 | &nbsp;&nbsp;&nbsp;1071625 |
| Nasdaq, Inc. | 13879 | &nbsp;&nbsp;&nbsp;&nbsp;835377 |
| Northern Trust Corp. | &nbsp;&nbsp;&nbsp;9308 | &nbsp;&nbsp;&nbsp;&nbsp;902597 |
| Raymond James Financial, Inc. | &nbsp;&nbsp;&nbsp;8521 | &nbsp;&nbsp;&nbsp;&nbsp;960913 |
| Robinhood Markets, Inc., Class A (A) | &nbsp;&nbsp;&nbsp;4982 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;51863 |
| S&P Global, Inc. | &nbsp;&nbsp;&nbsp;5126 | &nbsp;&nbsp;&nbsp;1921942 |
| SEI Investments Company | &nbsp;&nbsp;&nbsp;6621 | &nbsp;&nbsp;&nbsp;&nbsp;413349 |
| State Street Corp. | 14158 | &nbsp;&nbsp;&nbsp;1293050 |
| Stifel Financial Corp. | &nbsp;&nbsp;&nbsp;&nbsp;811 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;54670 |
| T. Rowe Price Group, Inc. | &nbsp;&nbsp;&nbsp;6646 | &nbsp;&nbsp;&nbsp;&nbsp;774060 |
| The Bank of New York Mellon Corp. | 27479 | &nbsp;&nbsp;&nbsp;1389613 |
| The Blackstone Group, Inc. | &nbsp;&nbsp;&nbsp;8239 | &nbsp;&nbsp;&nbsp;&nbsp;790614 |
| The Charles Schwab Corp. | 23042 | &nbsp;&nbsp;&nbsp;1783912 |
| The Goldman Sachs Group, Inc. | &nbsp;&nbsp;&nbsp;6103 | &nbsp;&nbsp;&nbsp;2232538 |
| TPG, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;585 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;18843 |
| Tradeweb Markets, Inc., Class A | &nbsp;&nbsp;&nbsp;2168 | &nbsp;&nbsp;&nbsp;&nbsp;161603 |
| **Consumer finance – 1.0%** | **Consumer finance – 1.0%** |  |
| Ally Financial, Inc. | 24784 | &nbsp;&nbsp;&nbsp;&nbsp;805232 |
| American Express Company | 12026 | &nbsp;&nbsp;&nbsp;2103708 |
| Capital One Financial Corp. | 14250 | &nbsp;&nbsp;&nbsp;1695750 |
| Credit Acceptance Corp. (A) | &nbsp;&nbsp;&nbsp;&nbsp;187 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;86514 |
| Discover Financial Services | 14629 | &nbsp;&nbsp;&nbsp;1707643 |
| Synchrony Financial | 26968 | &nbsp;&nbsp;&nbsp;&nbsp;990535 |
| **Diversified financial services – 1.1%** | **Diversified financial services – 1.1%** |  |
| Apollo Global Management, Inc. | 10404 | &nbsp;&nbsp;&nbsp;&nbsp;736395 |
| Berkshire Hathaway, Inc., Class B (A) | 22936 | &nbsp;&nbsp;&nbsp;7145023 |
| Equitable Holdings, Inc. | 17962 | &nbsp;&nbsp;&nbsp;&nbsp;576041 |
| **Insurance – 3.9%** | **Insurance – 3.9%** |  |
| Aflac, Inc. | 24596 | &nbsp;&nbsp;&nbsp;1807806 |
| American Financial Group, Inc. | &nbsp;&nbsp;&nbsp;3423 | &nbsp;&nbsp;&nbsp;&nbsp;488086 |
| American International Group, Inc. | 29144 | &nbsp;&nbsp;&nbsp;1842484 |
| Aon PLC, Class A | &nbsp;&nbsp;&nbsp;5798 | &nbsp;&nbsp;&nbsp;1847707 |
| Arch Capital Group, Ltd. (A) | 15191 | &nbsp;&nbsp;&nbsp;&nbsp;977541 |

---

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

------

---

| | | |
|:---|:---|:---|
|  | **Shares or<br> Principal<br> Amount** | **Value** |
| **Financials (continued)** | **Financials (continued)** |  |
| Insurance (continued) | Insurance (continued) |  |
| Arthur J. Gallagher & Company | &nbsp;&nbsp;&nbsp;7346 | &nbsp;&nbsp;&nbsp;&nbsp;$1437759 |
| Assurant, Inc. | &nbsp;&nbsp;&nbsp;1885 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;249932 |
| Brown & Brown, Inc. | &nbsp;&nbsp;&nbsp;9242 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;541212 |
| Chubb, Ltd. | &nbsp;&nbsp;&nbsp;6586 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1498249 |
| Cincinnati Financial Corp. | &nbsp;&nbsp;&nbsp;6297 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;712506 |
| CNA Financial Corp. | &nbsp;&nbsp;&nbsp;1516 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;66037 |
| Erie Indemnity Company, Class A | &nbsp;&nbsp;&nbsp;&nbsp;911 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;222603 |
| Everest Re Group, Ltd. | &nbsp;&nbsp;&nbsp;1820 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;636436 |
| F&G Annuities & Life, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;914 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;19614 |
| Fidelity National Financial, Inc. | 13730 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;604532 |
| Globe Life, Inc. | &nbsp;&nbsp;&nbsp;4903 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;592528 |
| Lincoln National Corp. | &nbsp;&nbsp;&nbsp;8764 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;310509 |
| Loews Corp. | 12025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;739297 |
| Markel Corp. (A) | &nbsp;&nbsp;&nbsp;&nbsp;483 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;680537 |
| Marsh & McLennan Companies, Inc. | &nbsp;&nbsp;&nbsp;8505 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1487610 |
| MetLife, Inc. | 15768 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1151379 |
| Old Republic International Corp. | &nbsp;&nbsp;&nbsp;6726 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;177499 |
| Principal Financial Group, Inc. | 13957 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1291720 |
| Prudential Financial, Inc. | 11365 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1192643 |
| Reinsurance Group of America, Inc. | &nbsp;&nbsp;&nbsp;2972 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;451060 |
| The Allstate Corp. | 13326 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1711991 |
| The Hartford Financial Services Group, Inc. | 20589 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1597912 |
| The Progressive Corp. | 11223 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1530256 |
| The Travelers Companies, Inc. | 12005 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2294396 |
| Unum Group | &nbsp;&nbsp;&nbsp;2050 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;86162 |
| W.R. Berkley Corp. | 10058 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;705468 |
| Willis Towers Watson PLC | &nbsp;&nbsp;&nbsp;4773 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1213249 |
| **Thrifts and mortgage finance – 0.0%** | **Thrifts and mortgage finance – 0.0%** |  |
| Rocket Companies, Inc., Class A | &nbsp;&nbsp;&nbsp;1087 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10229 |
| **Health care – 13.5%** | **Health care – 13.5%** | 103234326 |
| **Biotechnology – 2.2%** | **Biotechnology – 2.2%** |  |
| AbbVie, Inc. | 23506 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3473012 |
| Alnylam Pharmaceuticals, Inc. (A) | &nbsp;&nbsp;&nbsp;2464 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;557850 |
| Amgen, Inc. | &nbsp;&nbsp;&nbsp;9882 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2494217 |
| Biogen, Inc. (A) | &nbsp;&nbsp;&nbsp;4356 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1267160 |
| Biohaven, Ltd. (A) | &nbsp;&nbsp;&nbsp;&nbsp;406 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7751 |
| BioMarin Pharmaceutical, Inc. (A) | &nbsp;&nbsp;&nbsp;5971 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;688755 |
| Exact Sciences Corp. (A) | &nbsp;&nbsp;&nbsp;2961 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;199927 |
| Gilead Sciences, Inc. | 26930 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2260504 |
| Horizon Therapeutics PLC (A) | &nbsp;&nbsp;&nbsp;6202 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;680483 |
| Incyte Corp. (A) | &nbsp;&nbsp;&nbsp;4833 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;411482 |
| Karuna Therapeutics, Inc. (A) | &nbsp;&nbsp;&nbsp;&nbsp;133 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;26519 |
| Moderna, Inc. (A) | &nbsp;&nbsp;&nbsp;4696 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;826778 |
| Neurocrine Biosciences, Inc. (A) | &nbsp;&nbsp;&nbsp;2082 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;230956 |
| Regeneron Pharmaceuticals, Inc. (A) | &nbsp;&nbsp;&nbsp;2112 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1601889 |
| Sarepta Therapeutics, Inc. (A) | &nbsp;&nbsp;&nbsp;&nbsp;455 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;56861 |
| Seagen, Inc. (A) | &nbsp;&nbsp;&nbsp;2974 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;414814 |
| United Therapeutics Corp. (A) | &nbsp;&nbsp;&nbsp;&nbsp;765 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;201325 |
| Vertex Pharmaceuticals, Inc. (A) | &nbsp;&nbsp;&nbsp;4374 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1413239 |

---

------

---

| | | |
|:---|:---|:---|
|  | **Shares or<br> Principal<br> Amount** | **Value** |
| **Health care (continued)** | **Health care (continued)** |  |
| Health care equipment and supplies – 2.6% | Health care equipment and supplies – 2.6% |  |
| Abbott Laboratories | 26403 | $2918852 |
| ABIOMED, Inc. (A)(C) | &nbsp;&nbsp;&nbsp;1170 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1193 |
| Align Technology, Inc. (A) | &nbsp;&nbsp;&nbsp;1153 | &nbsp;&nbsp;&nbsp;&nbsp;310999 |
| Baxter International, Inc. | 13749 | &nbsp;&nbsp;&nbsp;&nbsp;628192 |
| Becton, Dickinson and Company | &nbsp;&nbsp;&nbsp;5063 | &nbsp;&nbsp;&nbsp;1276990 |
| Boston Scientific Corp. (A) | 24192 | &nbsp;&nbsp;&nbsp;1118880 |
| Dentsply Sirona, Inc. | &nbsp;&nbsp;&nbsp;8546 | &nbsp;&nbsp;&nbsp;&nbsp;314749 |
| DexCom, Inc. (A) | &nbsp;&nbsp;&nbsp;6403 | &nbsp;&nbsp;&nbsp;&nbsp;685697 |
| Edwards Lifesciences Corp. (A) | 12044 | &nbsp;&nbsp;&nbsp;&nbsp;923775 |
| Envista Holdings Corp. (A) | &nbsp;&nbsp;&nbsp;1498 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;58407 |
| GE HealthCare Technologies, Inc. (A) | &nbsp;&nbsp;&nbsp;4480 | &nbsp;&nbsp;&nbsp;&nbsp;311450 |
| Hologic, Inc. (A) | 13933 | &nbsp;&nbsp;&nbsp;1133728 |
| IDEXX Laboratories, Inc. (A) | &nbsp;&nbsp;&nbsp;2369 | &nbsp;&nbsp;&nbsp;1138305 |
| Insulet Corp. (A) | &nbsp;&nbsp;&nbsp;1430 | &nbsp;&nbsp;&nbsp;&nbsp;410868 |
| Intuitive Surgical, Inc. (A) | &nbsp;&nbsp;&nbsp;4371 | &nbsp;&nbsp;&nbsp;1073911 |
| Masimo Corp. (A) | &nbsp;&nbsp;&nbsp;1356 | &nbsp;&nbsp;&nbsp;&nbsp;230628 |
| Medtronic PLC | 18181 | &nbsp;&nbsp;&nbsp;1521568 |
| Novocure, Ltd. (A) | &nbsp;&nbsp;&nbsp;1515 | &nbsp;&nbsp;&nbsp;&nbsp;138138 |
| ResMed, Inc. | &nbsp;&nbsp;&nbsp;5682 | &nbsp;&nbsp;&nbsp;1297598 |
| Shockwave Medical, Inc. (A) | &nbsp;&nbsp;&nbsp;&nbsp;181 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;34015 |
| STERIS PLC | &nbsp;&nbsp;&nbsp;3429 | &nbsp;&nbsp;&nbsp;&nbsp;708123 |
| Stryker Corp. | &nbsp;&nbsp;&nbsp;4896 | &nbsp;&nbsp;&nbsp;1242654 |
| Teleflex, Inc. | &nbsp;&nbsp;&nbsp;1542 | &nbsp;&nbsp;&nbsp;&nbsp;375354 |
| The Cooper Companies, Inc. | &nbsp;&nbsp;&nbsp;1876 | &nbsp;&nbsp;&nbsp;&nbsp;654593 |
| Zimmer Biomet Holdings, Inc. | &nbsp;&nbsp;&nbsp;7865 | &nbsp;&nbsp;&nbsp;1001529 |
| **Health care providers and services – 3.4%** | **Health care providers and services – 3.4%** |  |
| Acadia Healthcare Company, Inc. (A) | &nbsp;&nbsp;&nbsp;&nbsp;867 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;72845 |
| agilon health, Inc. (A)(B) | &nbsp;&nbsp;&nbsp;2680 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;58317 |
| AmerisourceBergen Corp. | &nbsp;&nbsp;&nbsp;6424 | &nbsp;&nbsp;&nbsp;1085399 |
| Cardinal Health, Inc. | 12176 | &nbsp;&nbsp;&nbsp;&nbsp;940596 |
| Centene Corp. (A) | 16144 | &nbsp;&nbsp;&nbsp;1230819 |
| Chemed Corp. | &nbsp;&nbsp;&nbsp;&nbsp;147 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;74256 |
| Cigna Corp. | &nbsp;&nbsp;&nbsp;7026 | &nbsp;&nbsp;&nbsp;2224923 |
| CVS Health Corp. | 24184 | &nbsp;&nbsp;&nbsp;2133512 |
| DaVita, Inc. (A) | &nbsp;&nbsp;&nbsp;3098 | &nbsp;&nbsp;&nbsp;&nbsp;255244 |
| Elevance Health, Inc. | &nbsp;&nbsp;&nbsp;4784 | &nbsp;&nbsp;&nbsp;2391952 |
| HCA Healthcare, Inc. | &nbsp;&nbsp;&nbsp;4875 | &nbsp;&nbsp;&nbsp;1243466 |
| Henry Schein, Inc. (A) | &nbsp;&nbsp;&nbsp;8026 | &nbsp;&nbsp;&nbsp;&nbsp;691440 |
| Humana, Inc. | &nbsp;&nbsp;&nbsp;3676 | &nbsp;&nbsp;&nbsp;1881009 |
| Laboratory Corp. of America Holdings | &nbsp;&nbsp;&nbsp;5623 | &nbsp;&nbsp;&nbsp;1417671 |
| McKesson Corp. | &nbsp;&nbsp;&nbsp;3165 | &nbsp;&nbsp;&nbsp;1198522 |
| Molina Healthcare, Inc. (A) | &nbsp;&nbsp;&nbsp;2673 | &nbsp;&nbsp;&nbsp;&nbsp;833522 |
| Quest Diagnostics, Inc. | &nbsp;&nbsp;&nbsp;9354 | &nbsp;&nbsp;&nbsp;1388882 |
| R1 RCM, Inc. (A) | &nbsp;&nbsp;&nbsp;1060 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15169 |
| UnitedHealth Group, Inc. | 12300 | &nbsp;&nbsp;&nbsp;6140037 |
| Universal Health Services, Inc., Class B | &nbsp;&nbsp;&nbsp;4366 | &nbsp;&nbsp;&nbsp;&nbsp;647085 |
| **Health care technology – 0.0%** | **Health care technology – 0.0%** |  |
| Doximity, Inc., Class A (A)(B) | &nbsp;&nbsp;&nbsp;&nbsp;528 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;18623 |
| Veeva Systems, Inc., Class A (A) | &nbsp;&nbsp;&nbsp;2157 | &nbsp;&nbsp;&nbsp;&nbsp;367876 |

---

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)** |  |
| Life sciences tools and services – 2.0% | Life sciences tools and services – 2.0% |  |
| Agilent Technologies, Inc. | &nbsp;&nbsp;&nbsp;9112 | &nbsp;&nbsp;&nbsp;$1385753 |
| Avantor, Inc. (A) | 16670 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;398413 |
| Bio-Rad Laboratories, Inc., Class A (A) | &nbsp;&nbsp;&nbsp;&nbsp;790 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;369293 |
| Bio-Techne Corp. | &nbsp;&nbsp;&nbsp;4329 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;344848 |
| Bruker Corp. | &nbsp;&nbsp;&nbsp;3719 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;260776 |
| Charles River Laboratories International, Inc. (A) | &nbsp;&nbsp;&nbsp;1744 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;424228 |
| Danaher Corp. | &nbsp;&nbsp;&nbsp;9420 | &nbsp;&nbsp;&nbsp;&nbsp;2490460 |
| Illumina, Inc. (A) | &nbsp;&nbsp;&nbsp;2780 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;595476 |
| IQVIA Holdings, Inc. (A) | &nbsp;&nbsp;&nbsp;6086 | &nbsp;&nbsp;&nbsp;&nbsp;1396189 |
| Mettler-Toledo International, Inc. (A) | &nbsp;&nbsp;&nbsp;1102 | &nbsp;&nbsp;&nbsp;&nbsp;1689278 |
| PerkinElmer, Inc. | &nbsp;&nbsp;&nbsp;5092 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;700303 |
| Repligen Corp. (A) | &nbsp;&nbsp;&nbsp;1056 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;195677 |
| Syneos Health, Inc. (A) | &nbsp;&nbsp;&nbsp;2780 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;99858 |
| Thermo Fisher Scientific, Inc. | &nbsp;&nbsp;&nbsp;6035 | &nbsp;&nbsp;&nbsp;&nbsp;3441942 |
| Waters Corp. (A) | &nbsp;&nbsp;&nbsp;2682 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;881252 |
| West Pharmaceutical Services, Inc. | &nbsp;&nbsp;&nbsp;2529 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;671702 |
| **Pharmaceuticals – 3.3%** | **Pharmaceuticals – 3.3%** |  |
| Bristol-Myers Squibb Company | 36826 | &nbsp;&nbsp;&nbsp;&nbsp;2675409 |
| Catalent, Inc. (A) | &nbsp;&nbsp;&nbsp;5967 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;319533 |
| Elanco Animal Health, Inc. (A) | 14976 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;205620 |
| Eli Lilly & Company | 12161 | &nbsp;&nbsp;&nbsp;&nbsp;4185208 |
| Jazz Pharmaceuticals PLC (A) | &nbsp;&nbsp;&nbsp;2327 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;364548 |
| Johnson & Johnson | 40266 | &nbsp;&nbsp;&nbsp;&nbsp;6580270 |
| Merck & Company, Inc. | 40129 | &nbsp;&nbsp;&nbsp;&nbsp;4310256 |
| Organon & Company | &nbsp;&nbsp;&nbsp;6263 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;188704 |
| Pfizer, Inc. | 98345 | &nbsp;&nbsp;&nbsp;&nbsp;4342915 |
| Royalty Pharma PLC, Class A | &nbsp;&nbsp;&nbsp;7403 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;290124 |
| Viatris, Inc. | 35369 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;430087 |
| Zoetis, Inc. | &nbsp;&nbsp;&nbsp;8226 | &nbsp;&nbsp;&nbsp;&nbsp;1361321 |
| **Industrials – 11.2%** | **Industrials – 11.2%** | 85676672 |
| **Aerospace and defense – 1.7%** | **Aerospace and defense – 1.7%** |  |
| Axon Enterprise, Inc. (A) | &nbsp;&nbsp;&nbsp;&nbsp;970 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;189577 |
| General Dynamics Corp. | &nbsp;&nbsp;&nbsp;4975 | &nbsp;&nbsp;&nbsp;&nbsp;1159474 |
| HEICO Corp. | &nbsp;&nbsp;&nbsp;1172 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;200353 |
| HEICO Corp., Class A | &nbsp;&nbsp;&nbsp;2036 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;272172 |
| Howmet Aerospace, Inc. | 16176 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;658201 |
| Huntington Ingalls Industries, Inc. | &nbsp;&nbsp;&nbsp;1929 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;425422 |
| L3Harris Technologies, Inc. | &nbsp;&nbsp;&nbsp;4299 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;923511 |
| Lockheed Martin Corp. | &nbsp;&nbsp;&nbsp;3897 | &nbsp;&nbsp;&nbsp;&nbsp;1805324 |
| Northrop Grumman Corp. | &nbsp;&nbsp;&nbsp;2501 | &nbsp;&nbsp;&nbsp;&nbsp;1120548 |
| Raytheon Technologies Corp. | 26726 | &nbsp;&nbsp;&nbsp;&nbsp;2668591 |
| Textron, Inc. | 11505 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;838139 |
| The Boeing Company (A) | &nbsp;&nbsp;&nbsp;6869 | &nbsp;&nbsp;&nbsp;&nbsp;1463097 |
| TransDigm Group, Inc. | &nbsp;&nbsp;&nbsp;1462 | &nbsp;&nbsp;&nbsp;&nbsp;1049351 |
| **Air freight and logistics – 0.6%** | **Air freight and logistics – 0.6%** |  |
| C.H. Robinson Worldwide, Inc. | &nbsp;&nbsp;&nbsp;6410 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;642090 |
| Expeditors International of Washington, Inc. | &nbsp;&nbsp;&nbsp;7945 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;859252 |
| FedEx Corp. | &nbsp;&nbsp;&nbsp;5617 | &nbsp;&nbsp;&nbsp;&nbsp;1088912 |

---

------

---

| | | |
|:---|:---|:---|
|  | **Shares or<br> Principal<br> Amount** | **Value** |
| **Industrials (continued)** | **Industrials (continued)** |  |
| Air freight and logistics (continued) | Air freight and logistics (continued) |  |
| United Parcel Service, Inc., Class B | &nbsp;&nbsp;&nbsp;9595 | $1777282 |
| **Airlines – 0.1%** | **Airlines – 0.1%** |  |
| American Airlines Group, Inc. (A) | &nbsp;&nbsp;&nbsp;6021 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;97179 |
| Delta Air Lines, Inc. (A) | &nbsp;&nbsp;&nbsp;5796 | &nbsp;&nbsp;&nbsp;&nbsp;226624 |
| Southwest Airlines Company | &nbsp;&nbsp;&nbsp;7280 | &nbsp;&nbsp;&nbsp;&nbsp;260406 |
| United Airlines Holdings, Inc. (A) | &nbsp;&nbsp;&nbsp;4052 | &nbsp;&nbsp;&nbsp;&nbsp;198386 |
| **Building products – 1.1%** | **Building products – 1.1%** |  |
| A.O. Smith Corp. | &nbsp;&nbsp;&nbsp;5328 | &nbsp;&nbsp;&nbsp;&nbsp;360706 |
| Advanced Drainage Systems, Inc. | &nbsp;&nbsp;&nbsp;1423 | &nbsp;&nbsp;&nbsp;&nbsp;143495 |
| Allegion PLC | &nbsp;&nbsp;&nbsp;5078 | &nbsp;&nbsp;&nbsp;&nbsp;596919 |
| Builders FirstSource, Inc. (A) | &nbsp;&nbsp;&nbsp;6597 | &nbsp;&nbsp;&nbsp;&nbsp;525781 |
| Carlisle Companies, Inc. | &nbsp;&nbsp;&nbsp;2748 | &nbsp;&nbsp;&nbsp;&nbsp;689363 |
| Carrier Global Corp. | 33306 | &nbsp;&nbsp;&nbsp;1516422 |
| Fortune Brands Innovations, Inc. | &nbsp;&nbsp;&nbsp;6054 | &nbsp;&nbsp;&nbsp;&nbsp;390544 |
| Johnson Controls International PLC | 21778 | &nbsp;&nbsp;&nbsp;1515095 |
| Lennox International, Inc. | &nbsp;&nbsp;&nbsp;1393 | &nbsp;&nbsp;&nbsp;&nbsp;363044 |
| Masco Corp. | 10085 | &nbsp;&nbsp;&nbsp;&nbsp;536522 |
| Masterbrand, Inc. (A) | &nbsp;&nbsp;&nbsp;6104 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;56157 |
| Owens Corning | &nbsp;&nbsp;&nbsp;5614 | &nbsp;&nbsp;&nbsp;&nbsp;542593 |
| Trane Technologies PLC | &nbsp;&nbsp;&nbsp;7495 | &nbsp;&nbsp;&nbsp;1342504 |
| **Commercial services and supplies – 0.7%** | **Commercial services and supplies – 0.7%** |  |
| Cintas Corp. | &nbsp;&nbsp;&nbsp;2207 | &nbsp;&nbsp;&nbsp;&nbsp;979334 |
| Copart, Inc. (A) | 17878 | &nbsp;&nbsp;&nbsp;1190854 |
| Republic Services, Inc. | &nbsp;&nbsp;&nbsp;6335 | &nbsp;&nbsp;&nbsp;&nbsp;790735 |
| Rollins, Inc. | &nbsp;&nbsp;&nbsp;8841 | &nbsp;&nbsp;&nbsp;&nbsp;321812 |
| Tetra Tech, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;792 | &nbsp;&nbsp;&nbsp;&nbsp;123172 |
| Waste Management, Inc. | 11793 | &nbsp;&nbsp;&nbsp;1824731 |
| **Construction and engineering – 0.2%** | **Construction and engineering – 0.2%** |  |
| AECOM | &nbsp;&nbsp;&nbsp;4934 | &nbsp;&nbsp;&nbsp;&nbsp;430590 |
| Quanta Services, Inc. | &nbsp;&nbsp;&nbsp;4697 | &nbsp;&nbsp;&nbsp;&nbsp;714836 |
| WillScot Mobile Mini Holdings Corp. (A) | &nbsp;&nbsp;&nbsp;3627 | &nbsp;&nbsp;&nbsp;&nbsp;175764 |
| **Electrical equipment – 0.9%** | **Electrical equipment – 0.9%** |  |
| AMETEK, Inc. | &nbsp;&nbsp;&nbsp;9392 | &nbsp;&nbsp;&nbsp;1361089 |
| Eaton Corp. PLC | &nbsp;&nbsp;&nbsp;9859 | &nbsp;&nbsp;&nbsp;1599228 |
| Emerson Electric Company | 14159 | &nbsp;&nbsp;&nbsp;1277425 |
| Generac Holdings, Inc. (A) | &nbsp;&nbsp;&nbsp;1482 | &nbsp;&nbsp;&nbsp;&nbsp;178729 |
| Hubbell, Inc. | &nbsp;&nbsp;&nbsp;2288 | &nbsp;&nbsp;&nbsp;&nbsp;523746 |
| Plug Power, Inc. (A)(B) | 12058 | &nbsp;&nbsp;&nbsp;&nbsp;205227 |
| Regal Rexnord Corp. | &nbsp;&nbsp;&nbsp;1118 | &nbsp;&nbsp;&nbsp;&nbsp;155626 |
| Rockwell Automation, Inc. | &nbsp;&nbsp;&nbsp;5168 | &nbsp;&nbsp;&nbsp;1457531 |
| Sensata Technologies Holding PLC | &nbsp;&nbsp;&nbsp;6961 | &nbsp;&nbsp;&nbsp;&nbsp;353967 |
| **Industrial conglomerates – 0.6%** | **Industrial conglomerates – 0.6%** |  |
| 3M Company | 10048 | &nbsp;&nbsp;&nbsp;1156324 |
| General Electric Company | 13493 | &nbsp;&nbsp;&nbsp;1085917 |
| Honeywell International, Inc. | 11064 | &nbsp;&nbsp;&nbsp;2306623 |
| **Machinery – 2.8%** | **Machinery – 2.8%** |  |
| AGCO Corp. | &nbsp;&nbsp;&nbsp;1683 | &nbsp;&nbsp;&nbsp;&nbsp;232473 |
| Caterpillar, Inc. | 10432 | &nbsp;&nbsp;&nbsp;2631889 |

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

------

---

| | | |
|:---|:---|:---|
|  | **Shares or<br> Principal<br> Amount** | **Value** |
| **Industrials (continued)** | **Industrials (continued)** |  |
| Machinery (continued) | Machinery (continued) |  |
| Chart Industries, Inc. (A) | &nbsp;&nbsp;&nbsp;&nbsp;379 | &nbsp;&nbsp;&nbsp;&nbsp;$50778 |
| Cummins, Inc. | &nbsp;&nbsp;&nbsp;6343 | 1582832 |
| Deere & Company | &nbsp;&nbsp;&nbsp;5596 | 2366213 |
| Dover Corp. | &nbsp;&nbsp;&nbsp;7420 | 1126579 |
| Fortive Corp. | 12065 | &nbsp;&nbsp;&nbsp;&nbsp;820782 |
| Graco, Inc. | &nbsp;&nbsp;&nbsp;5783 | &nbsp;&nbsp;&nbsp;&nbsp;395095 |
| IDEX Corp. | &nbsp;&nbsp;&nbsp;3000 | &nbsp;&nbsp;&nbsp;&nbsp;719040 |
| Illinois Tool Works, Inc. | &nbsp;&nbsp;&nbsp;7201 | 1699724 |
| Ingersoll Rand, Inc. | 13642 | &nbsp;&nbsp;&nbsp;&nbsp;763952 |
| Lincoln Electric Holdings, Inc. | &nbsp;&nbsp;&nbsp;2423 | &nbsp;&nbsp;&nbsp;&nbsp;404326 |
| Nordson Corp. | &nbsp;&nbsp;&nbsp;1851 | &nbsp;&nbsp;&nbsp;&nbsp;450348 |
| Otis Worldwide Corp. | 11694 | &nbsp;&nbsp;&nbsp;&nbsp;961598 |
| PACCAR, Inc. | 17466 | 1909208 |
| Parker-Hannifin Corp. | &nbsp;&nbsp;&nbsp;6213 | 2025438 |
| Pentair PLC | &nbsp;&nbsp;&nbsp;6712 | &nbsp;&nbsp;&nbsp;&nbsp;371711 |
| RBC Bearings, Inc. (A) | &nbsp;&nbsp;&nbsp;&nbsp;248 | &nbsp;&nbsp;&nbsp;&nbsp;60505 |
| Snap-on, Inc. | &nbsp;&nbsp;&nbsp;2483 | &nbsp;&nbsp;&nbsp;&nbsp;617597 |
| Stanley Black & Decker, Inc. | &nbsp;&nbsp;&nbsp;7026 | &nbsp;&nbsp;&nbsp;&nbsp;627492 |
| The Middleby Corp. (A) | &nbsp;&nbsp;&nbsp;1513 | &nbsp;&nbsp;&nbsp;&nbsp;235196 |
| The Toro Company | &nbsp;&nbsp;&nbsp;4011 | &nbsp;&nbsp;&nbsp;&nbsp;447307 |
| Wabtec Corp. | &nbsp;&nbsp;&nbsp;6296 | &nbsp;&nbsp;&nbsp;&nbsp;653588 |
| Xylem, Inc. | &nbsp;&nbsp;&nbsp;6398 | &nbsp;&nbsp;&nbsp;&nbsp;665456 |
| **Professional services – 0.7%** | **Professional services – 0.7%** |  |
| Booz Allen Hamilton Holding Corp. | &nbsp;&nbsp;&nbsp;5808 | &nbsp;&nbsp;&nbsp;&nbsp;549669 |
| Clarivate PLC (A) | &nbsp;&nbsp;&nbsp;7274 | &nbsp;&nbsp;&nbsp;&nbsp;80887 |
| CoStar Group, Inc. (A) | 10853 | &nbsp;&nbsp;&nbsp;&nbsp;845449 |
| Dun & Bradstreet Holdings, Inc. | &nbsp;&nbsp;&nbsp;2786 | &nbsp;&nbsp;&nbsp;&nbsp;40815 |
| Equifax, Inc. | &nbsp;&nbsp;&nbsp;4895 | 1087669 |
| KBR, Inc. | &nbsp;&nbsp;&nbsp;1179 | &nbsp;&nbsp;&nbsp;&nbsp;60400 |
| Leidos Holdings, Inc. | &nbsp;&nbsp;&nbsp;5890 | &nbsp;&nbsp;&nbsp;&nbsp;582168 |
| Robert Half International, Inc. | &nbsp;&nbsp;&nbsp;5298 | &nbsp;&nbsp;&nbsp;&nbsp;444820 |
| TransUnion | &nbsp;&nbsp;&nbsp;7136 | &nbsp;&nbsp;&nbsp;&nbsp;512008 |
| Verisk Analytics, Inc. | &nbsp;&nbsp;&nbsp;5951 | 1081832 |
| **Road and rail – 1.2%** | **Road and rail – 1.2%** |  |
| Avis Budget Group, Inc. (A) | &nbsp;&nbsp;&nbsp;&nbsp;443 | &nbsp;&nbsp;&nbsp;&nbsp;88618 |
| CSX Corp. | 50299 | 1555245 |
| J.B. Hunt Transport Services, Inc. | &nbsp;&nbsp;&nbsp;5036 | &nbsp;&nbsp;&nbsp;&nbsp;952056 |
| Knight-Swift Transportation Holdings, Inc. | &nbsp;&nbsp;&nbsp;5090 | &nbsp;&nbsp;&nbsp;&nbsp;300819 |
| Norfolk Southern Corp. | &nbsp;&nbsp;&nbsp;7338 | 1803754 |
| Old Dominion Freight Line, Inc. | &nbsp;&nbsp;&nbsp;3921 | 1306634 |
| Uber Technologies, Inc. (A) | 16023 | &nbsp;&nbsp;&nbsp;&nbsp;495591 |
| U-Haul Holding Company (B) | &nbsp;&nbsp;&nbsp;&nbsp;405 | &nbsp;&nbsp;&nbsp;&nbsp;27147 |
| U-Haul Holding Company, Series N | &nbsp;&nbsp;&nbsp;3639 | &nbsp;&nbsp;&nbsp;&nbsp;224854 |
| Union Pacific Corp. | 11237 | 2294483 |
| **Trading companies and distributors – 0.6%** | **Trading companies and distributors – 0.6%** |  |
| Fastenal Company | 22856 | 1155371 |
| United Rentals, Inc. (A) | &nbsp;&nbsp;&nbsp;4489 | 1979425 |
| W.W. Grainger, Inc. | &nbsp;&nbsp;&nbsp;2294 | 1352267 |
| Watsco, Inc. | &nbsp;&nbsp;&nbsp;1111 | &nbsp;&nbsp;&nbsp;&nbsp;319268 |

---

------

---

| | | |
|:---|:---|:---|
|  | **Shares or<br> Principal<br> Amount** | **Value** |
| **Information technology – 21.9%** | **Information technology – 21.9%** | $167013522 |
| **Communications equipment – 0.9%** | **Communications equipment – 0.9%** |  |
| Arista Networks, Inc. (A) | &nbsp;&nbsp;&nbsp;8336 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1050503 |
| Ciena Corp. (A) | &nbsp;&nbsp;&nbsp;5014 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;260828 |
| Cisco Systems, Inc. | 71059 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3458442 |
| F5, Inc. (A) | &nbsp;&nbsp;&nbsp;2717 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;401192 |
| Juniper Networks, Inc. | 16542 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;534307 |
| Motorola Solutions, Inc. | &nbsp;&nbsp;&nbsp;3737 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;960446 |
| Ubiquiti, Inc. (B) | &nbsp;&nbsp;&nbsp;&nbsp;190 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;55510 |
| **Electronic equipment, instruments and components – 1.3%** | **Electronic equipment, instruments and components – 1.3%** |  |
| Amphenol Corp., Class A | 19875 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1585429 |
| Arrow Electronics, Inc. (A) | &nbsp;&nbsp;&nbsp;4665 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;548091 |
| CDW Corp. | &nbsp;&nbsp;&nbsp;5612 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1100120 |
| Cognex Corp. | &nbsp;&nbsp;&nbsp;5220 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;285743 |
| Corning, Inc. | 36843 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1275136 |
| Flex, Ltd. (A) | 31709 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;740405 |
| Jabil, Inc. | &nbsp;&nbsp;&nbsp;4476 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;351948 |
| Keysight Technologies, Inc. (A) | &nbsp;&nbsp;&nbsp;7899 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1416686 |
| TD SYNNEX Corp. | &nbsp;&nbsp;&nbsp;&nbsp;376 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;38408 |
| TE Connectivity, Ltd. | &nbsp;&nbsp;&nbsp;9325 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1185674 |
| Teledyne Technologies, Inc. (A) | &nbsp;&nbsp;&nbsp;1480 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;627905 |
| Trimble, Inc. (A) | &nbsp;&nbsp;&nbsp;9337 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;542106 |
| Zebra Technologies Corp., Class A (A) | &nbsp;&nbsp;&nbsp;2009 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;635206 |
| **IT services – 4.2%** | **IT services – 4.2%** |  |
| Accenture PLC, Class A | 10245 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2858867 |
| Affirm Holdings, Inc. (A)(B) | &nbsp;&nbsp;&nbsp;&nbsp;846 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13697 |
| Akamai Technologies, Inc. (A) | &nbsp;&nbsp;&nbsp;7366 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;655206 |
| Amdocs, Ltd. | &nbsp;&nbsp;&nbsp;7034 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;646636 |
| Automatic Data Processing, Inc. | &nbsp;&nbsp;&nbsp;7133 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1610703 |
| Block, Inc. (A) | &nbsp;&nbsp;&nbsp;3461 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;282833 |
| Broadridge Financial Solutions, Inc. | &nbsp;&nbsp;&nbsp;4596 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;691055 |
| Cloudflare, Inc., Class A (A) | &nbsp;&nbsp;&nbsp;3862 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;204338 |
| Cognizant Technology Solutions Corp., Class A | 17506 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1168526 |
| Concentrix Corp. | &nbsp;&nbsp;&nbsp;&nbsp;717 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;101678 |
| EPAM Systems, Inc. (A) | &nbsp;&nbsp;&nbsp;1599 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;531907 |
| Fidelity National Information Services, Inc. | &nbsp;&nbsp;&nbsp;9809 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;736067 |
| Fiserv, Inc. (A) | &nbsp;&nbsp;&nbsp;8971 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;957026 |
| FleetCor Technologies, Inc. (A) | &nbsp;&nbsp;&nbsp;3434 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;717054 |
| Gartner, Inc. (A) | &nbsp;&nbsp;&nbsp;3447 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1165569 |
| Genpact, Ltd. | &nbsp;&nbsp;&nbsp;7026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;332189 |
| Global Payments, Inc. | &nbsp;&nbsp;&nbsp;6910 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;778895 |
| Globant SA (A) | &nbsp;&nbsp;&nbsp;&nbsp;802 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;130068 |
| GoDaddy, Inc., Class A (A) | &nbsp;&nbsp;&nbsp;4613 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;378866 |
| IBM Corp. | 17480 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2355080 |
| Jack Henry & Associates, Inc. | &nbsp;&nbsp;&nbsp;3156 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;568364 |
| Mastercard, Inc., Class A | 12893 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4778146 |
| MongoDB, Inc. (A) | &nbsp;&nbsp;&nbsp;1007 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;215709 |
| Okta, Inc. (A) | &nbsp;&nbsp;&nbsp;2318 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;170628 |
| Paychex, Inc. | &nbsp;&nbsp;&nbsp;8142 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;943332 |
| PayPal Holdings, Inc. (A) | 14222 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1158951 |
| Snowflake, Inc., Class A (A) | &nbsp;&nbsp;&nbsp;1435 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;224491 |

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

------

---

| | | |
|:---|:---|:---|
|  | **Shares or<br> Principal<br> Amount** | **Value** |
| **Information technology (continued)** | **Information technology (continued)** |  |
| IT services (continued) | IT services (continued) |  |
| SS&C Technologies Holdings, Inc. | &nbsp;&nbsp;&nbsp;9242 | &nbsp;&nbsp;$557755 |
| Twilio, Inc., Class A (A) | &nbsp;&nbsp;&nbsp;2777 | &nbsp;&nbsp;&nbsp;&nbsp;166176 |
| VeriSign, Inc. (A) | &nbsp;&nbsp;&nbsp;3593 | &nbsp;&nbsp;&nbsp;&nbsp;783454 |
| Visa, Inc., Class A | 24370 | 5610218 |
| WEX, Inc. (A) | &nbsp;&nbsp;&nbsp;1421 | &nbsp;&nbsp;&nbsp;&nbsp;262842 |
| **Semiconductors and semiconductor equipment – 4.9%** | **Semiconductors and semiconductor equipment – 4.9%** |  |
| Advanced Micro Devices, Inc. (A) | 22894 | 1720484 |
| Analog Devices, Inc. | &nbsp;&nbsp;&nbsp;9863 | 1691209 |
| Applied Materials, Inc. | 18151 | 2023655 |
| Broadcom, Inc. | &nbsp;&nbsp;&nbsp;6606 | 3864576 |
| Enphase Energy, Inc. (A) | &nbsp;&nbsp;&nbsp;3017 | &nbsp;&nbsp;&nbsp;&nbsp;667903 |
| Entegris, Inc. | &nbsp;&nbsp;&nbsp;5186 | &nbsp;&nbsp;&nbsp;&nbsp;418562 |
| First Solar, Inc. (A) | &nbsp;&nbsp;&nbsp;3087 | &nbsp;&nbsp;&nbsp;&nbsp;548251 |
| GLOBALFOUNDRIES, Inc. (A)(B) | &nbsp;&nbsp;&nbsp;&nbsp;642 | &nbsp;&nbsp;&nbsp;&nbsp;38058 |
| Intel Corp. | 74437 | 2103590 |
| KLA Corp. | &nbsp;&nbsp;&nbsp;4894 | 1920797 |
| Lam Research Corp. | &nbsp;&nbsp;&nbsp;3530 | 1765353 |
| Lattice Semiconductor Corp. (A) | &nbsp;&nbsp;&nbsp;2294 | &nbsp;&nbsp;&nbsp;&nbsp;173862 |
| Marvell Technology, Inc. | 25745 | 1110897 |
| Microchip Technology, Inc. | 21890 | 1699102 |
| Micron Technology, Inc. | 22274 | 1343109 |
| Monolithic Power Systems, Inc. | &nbsp;&nbsp;&nbsp;1246 | &nbsp;&nbsp;&nbsp;&nbsp;531494 |
| NVIDIA Corp. | 26066 | 5092514 |
| NXP Semiconductors NV | &nbsp;&nbsp;&nbsp;3358 | &nbsp;&nbsp;&nbsp;&nbsp;618913 |
| ON Semiconductor Corp. (A) | 18430 | 1353684 |
| Qorvo, Inc. (A) | &nbsp;&nbsp;&nbsp;4830 | &nbsp;&nbsp;&nbsp;&nbsp;524828 |
| Qualcomm, Inc. | 19974 | 2660737 |
| Skyworks Solutions, Inc. | &nbsp;&nbsp;&nbsp;7872 | &nbsp;&nbsp;&nbsp;&nbsp;863322 |
| SolarEdge Technologies, Inc. (A) | &nbsp;&nbsp;&nbsp;1373 | &nbsp;&nbsp;&nbsp;&nbsp;438165 |
| Teradyne, Inc. | &nbsp;&nbsp;&nbsp;7755 | &nbsp;&nbsp;&nbsp;&nbsp;788684 |
| Texas Instruments, Inc. | 16356 | 2898447 |
| Wolfspeed, Inc. (A)(B) | &nbsp;&nbsp;&nbsp;3747 | &nbsp;&nbsp;&nbsp;&nbsp;288556 |
| **Software – 6.5%** | **Software – 6.5%** |  |
| Adobe, Inc. (A) | &nbsp;&nbsp;&nbsp;5491 | 2033537 |
| ANSYS, Inc. (A) | &nbsp;&nbsp;&nbsp;3127 | &nbsp;&nbsp;&nbsp;&nbsp;832908 |
| AppLovin Corp., Class A (A) | &nbsp;&nbsp;&nbsp;1373 | &nbsp;&nbsp;&nbsp;&nbsp;17437 |
| Aspen Technology, Inc. (A) | &nbsp;&nbsp;&nbsp;1125 | &nbsp;&nbsp;&nbsp;&nbsp;223594 |
| Atlassian Corp., Class A (A) | &nbsp;&nbsp;&nbsp;1825 | &nbsp;&nbsp;&nbsp;&nbsp;294957 |
| Autodesk, Inc. (A) | &nbsp;&nbsp;&nbsp;3678 | &nbsp;&nbsp;&nbsp;&nbsp;791358 |
| Bentley Systems, Inc., Class B | &nbsp;&nbsp;&nbsp;1237 | &nbsp;&nbsp;&nbsp;&nbsp;48305 |
| Bill.com Holdings, Inc. (A) | &nbsp;&nbsp;&nbsp;1779 | &nbsp;&nbsp;&nbsp;&nbsp;205688 |
| Black Knight, Inc. (A) | &nbsp;&nbsp;&nbsp;5151 | &nbsp;&nbsp;&nbsp;&nbsp;312099 |
| Cadence Design Systems, Inc. (A) | &nbsp;&nbsp;&nbsp;6242 | 1141225 |
| Ceridian HCM Holding, Inc. (A) | &nbsp;&nbsp;&nbsp;3768 | &nbsp;&nbsp;&nbsp;&nbsp;272351 |
| Confluent, Inc., Class A (A) | &nbsp;&nbsp;&nbsp;&nbsp;910 | &nbsp;&nbsp;&nbsp;&nbsp;21021 |
| Crowdstrike Holdings, Inc., Class A (A) | &nbsp;&nbsp;&nbsp;1838 | &nbsp;&nbsp;&nbsp;&nbsp;194644 |
| Datadog, Inc., Class A (A) | &nbsp;&nbsp;&nbsp;2822 | &nbsp;&nbsp;&nbsp;&nbsp;211114 |
| DocuSign, Inc. (A) | &nbsp;&nbsp;&nbsp;1879 | &nbsp;&nbsp;&nbsp;&nbsp;113943 |
| Dolby Laboratories, Inc., Class A | &nbsp;&nbsp;&nbsp;2346 | &nbsp;&nbsp;&nbsp;&nbsp;186648 |

---

------

---

| | | |
|:---|:---|:---|
|  | **Shares or<br> Principal<br> Amount** | **Value** |
| **Information technology (continued)** | **Information technology (continued)** |  |
| Software (continued) | Software (continued) |  |
| Dropbox, Inc., Class A (A) | &nbsp;&nbsp;&nbsp;&nbsp;7700 | &nbsp;&nbsp;&nbsp;&nbsp;$178871 |
| Dynatrace, Inc. (A) | &nbsp;&nbsp;&nbsp;&nbsp;2922 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;112292 |
| Elastic NV (A) | &nbsp;&nbsp;&nbsp;&nbsp;1211 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;71255 |
| Fair Isaac Corp. (A) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;934 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;621997 |
| Five9, Inc. (A) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;972 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;76574 |
| Fortinet, Inc. (A) | &nbsp;&nbsp;&nbsp;18185 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;951803 |
| Gen Digital, Inc. | &nbsp;&nbsp;&nbsp;24509 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;563952 |
| Gitlab, Inc., Class A (A)(B) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;366 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;18084 |
| HubSpot, Inc. (A) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;916 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;317861 |
| Intuit, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4234 | &nbsp;&nbsp;&nbsp;&nbsp;1789585 |
| Manhattan Associates, Inc. (A) | &nbsp;&nbsp;&nbsp;&nbsp;1966 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;256288 |
| Microsoft Corp. | 107762 | &nbsp;&nbsp;&nbsp;26704501 |
| Oracle Corp. | &nbsp;&nbsp;&nbsp;22552 | &nbsp;&nbsp;&nbsp;&nbsp;1994950 |
| Palantir Technologies, Inc., Class A (A) | &nbsp;&nbsp;&nbsp;&nbsp;5612 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;43661 |
| Palo Alto Networks, Inc. (A) | &nbsp;&nbsp;&nbsp;&nbsp;4527 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;718163 |
| Paycom Software, Inc. (A) | &nbsp;&nbsp;&nbsp;&nbsp;1510 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;489149 |
| Paylocity Holding Corp. (A) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;925 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;192668 |
| Procore Technologies, Inc. (A) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;634 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;35472 |
| PTC, Inc. (A) | &nbsp;&nbsp;&nbsp;&nbsp;3487 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;470327 |
| Qualtrics International, Inc., Class A (A) | &nbsp;&nbsp;&nbsp;&nbsp;1090 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;17189 |
| Roper Technologies, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;2382 | &nbsp;&nbsp;&nbsp;&nbsp;1016519 |
| salesforce.com, Inc. (A) | &nbsp;&nbsp;&nbsp;11105 | &nbsp;&nbsp;&nbsp;&nbsp;1865307 |
| Samsara, Inc., Class A (A) | &nbsp;&nbsp;&nbsp;&nbsp;1108 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15113 |
| SentinelOne, Inc., Class A (A) | &nbsp;&nbsp;&nbsp;&nbsp;1812 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;27343 |
| ServiceNow, Inc. (A) | &nbsp;&nbsp;&nbsp;&nbsp;2034 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;925734 |
| Splunk, Inc. (A) | &nbsp;&nbsp;&nbsp;&nbsp;3742 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;358371 |
| Synopsys, Inc. (A) | &nbsp;&nbsp;&nbsp;&nbsp;3896 | &nbsp;&nbsp;&nbsp;&nbsp;1378210 |
| Tyler Technologies, Inc. (A) | &nbsp;&nbsp;&nbsp;&nbsp;1457 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;470276 |
| UiPath, Inc., Class A (A) | &nbsp;&nbsp;&nbsp;&nbsp;2422 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;37202 |
| Unity Software, Inc. (A) | &nbsp;&nbsp;&nbsp;&nbsp;2058 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;73100 |
| VMware, Inc., Class A (A) | &nbsp;&nbsp;&nbsp;&nbsp;3364 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;411989 |
| Workday, Inc., Class A (A) | &nbsp;&nbsp;&nbsp;&nbsp;2690 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;488047 |
| Zoom Video Communications, Inc., Class A (A) | &nbsp;&nbsp;&nbsp;&nbsp;1154 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;86550 |
| Zscaler, Inc. (A) | &nbsp;&nbsp;&nbsp;&nbsp;1345 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;166995 |
| **Technology hardware, storage and peripherals – 4.1%** | **Technology hardware, storage and peripherals – 4.1%** |  |
| Apple, Inc. | 185565 | &nbsp;&nbsp;&nbsp;26775174 |
| Dell Technologies, Inc., Class C | &nbsp;&nbsp;&nbsp;&nbsp;7461 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;303066 |
| Hewlett Packard Enterprise Company | &nbsp;&nbsp;&nbsp;48377 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;780321 |
| HP, Inc. | &nbsp;&nbsp;&nbsp;36959 | &nbsp;&nbsp;&nbsp;&nbsp;1076985 |
| NetApp, Inc. | &nbsp;&nbsp;&nbsp;12264 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;812245 |
| Pure Storage, Inc., Class A (A) | &nbsp;&nbsp;&nbsp;&nbsp;2028 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;58690 |
| Seagate Technology Holdings PLC | &nbsp;&nbsp;&nbsp;11241 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;761915 |
| Western Digital Corp. (A) | &nbsp;&nbsp;&nbsp;14556 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;639736 |
| **Materials – 4.5%** | **Materials – 4.5%** | 34563066 |
| **Chemicals – 2.5%** | **Chemicals – 2.5%** |  |
| Air Products & Chemicals, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4657 | &nbsp;&nbsp;&nbsp;&nbsp;1492615 |
| Albemarle Corp. | &nbsp;&nbsp;&nbsp;&nbsp;3749 | &nbsp;&nbsp;&nbsp;&nbsp;1055156 |
| Celanese Corp. | &nbsp;&nbsp;&nbsp;&nbsp;6040 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;744128 |
| CF Industries Holdings, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;9640 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;816508 |

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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** |
| **Materials (continued)** | **Materials (continued)** |  |
| Chemicals (continued) | Chemicals (continued) |  |
| Corteva, Inc. | 20698 | &nbsp;&nbsp;&nbsp;$1333986 |
| Dow, Inc. | 24418 | &nbsp;&nbsp;&nbsp;&nbsp;1449208 |
| DuPont de Nemours, Inc. | 15608 | &nbsp;&nbsp;&nbsp;&nbsp;1154212 |
| Eastman Chemical Company | &nbsp;&nbsp;&nbsp;6609 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;582716 |
| Ecolab, Inc. | &nbsp;&nbsp;&nbsp;5313 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;822612 |
| FMC Corp. | &nbsp;&nbsp;&nbsp;5465 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;727555 |
| International Flavors & Fragrances, Inc. | &nbsp;&nbsp;&nbsp;8065 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;906990 |
| Linde PLC | &nbsp;&nbsp;&nbsp;6470 | &nbsp;&nbsp;&nbsp;&nbsp;2141182 |
| LyondellBasell Industries NV, Class A | 12443 | &nbsp;&nbsp;&nbsp;&nbsp;1203114 |
| Olin Corp. | &nbsp;&nbsp;&nbsp;3567 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;230393 |
| PPG Industries, Inc. | &nbsp;&nbsp;&nbsp;9531 | &nbsp;&nbsp;&nbsp;&nbsp;1242271 |
| RPM International, Inc. | &nbsp;&nbsp;&nbsp;5687 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;511318 |
| The Mosaic Company | 16529 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;818847 |
| The Sherwin-Williams Company | &nbsp;&nbsp;&nbsp;6019 | &nbsp;&nbsp;&nbsp;&nbsp;1424035 |
| Westlake Corp. | &nbsp;&nbsp;&nbsp;1709 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;209780 |
| **Construction materials – 0.2%** | **Construction materials – 0.2%** |  |
| Martin Marietta Materials, Inc. | &nbsp;&nbsp;&nbsp;2431 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;874285 |
| Vulcan Materials Company | &nbsp;&nbsp;&nbsp;5011 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;918667 |
| **Containers and packaging – 0.7%** | **Containers and packaging – 0.7%** |  |
| Amcor PLC | 57363 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;691798 |
| AptarGroup, Inc. | &nbsp;&nbsp;&nbsp;2470 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;285631 |
| Avery Dennison Corp. | &nbsp;&nbsp;&nbsp;3369 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;638223 |
| Ball Corp. | 14314 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;833647 |
| Berry Global Group, Inc. | &nbsp;&nbsp;&nbsp;6602 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;407541 |
| Crown Holdings, Inc. | &nbsp;&nbsp;&nbsp;5850 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;515736 |
| Graphic Packaging Holding Company | &nbsp;&nbsp;&nbsp;3151 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;75908 |
| International Paper Company | 21957 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;918242 |
| Packaging Corp. of America | &nbsp;&nbsp;&nbsp;4802 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;685245 |
| Sealed Air Corp. | &nbsp;&nbsp;&nbsp;3104 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;169975 |
| Westrock Company | 10811 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;424224 |
| **Metals and mining – 1.1%** | **Metals and mining – 1.1%** |  |
| Alcoa Corp. | &nbsp;&nbsp;&nbsp;5473 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;285910 |
| Cleveland-Cliffs, Inc. (A) | 16674 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;355990 |
| Freeport-McMoRan, Inc. | 34484 | &nbsp;&nbsp;&nbsp;&nbsp;1538676 |
| MP Materials Corp. (A) | &nbsp;&nbsp;&nbsp;&nbsp;365 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11866 |
| Newmont Corp. | 22508 | &nbsp;&nbsp;&nbsp;&nbsp;1191348 |
| Nucor Corp. | 15269 | &nbsp;&nbsp;&nbsp;&nbsp;2580766 |
| Reliance Steel & Aluminum Company | &nbsp;&nbsp;&nbsp;3262 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;741942 |
| Royal Gold, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;437 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;55512 |
| Southern Copper Corp. | &nbsp;&nbsp;&nbsp;2749 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;206752 |
| Steel Dynamics, Inc. | 10681 | &nbsp;&nbsp;&nbsp;&nbsp;1288556 |
| **Real estate – 3.2%** | **Real estate – 3.2%** | 24734453 |
| **Equity real estate investment trusts – 3.0%** | **Equity real estate investment trusts – 3.0%** |  |
| Alexandria Real Estate Equities, Inc. | &nbsp;&nbsp;&nbsp;3948 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;634602 |
| American Homes 4 Rent, Class A | &nbsp;&nbsp;&nbsp;7579 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;259884 |
| American Tower Corp. | &nbsp;&nbsp;&nbsp;5547 | &nbsp;&nbsp;&nbsp;&nbsp;1239144 |
| Americold Realty Trust, Inc. | &nbsp;&nbsp;&nbsp;4575 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;143701 |
| Apartment Income REIT Corp. | &nbsp;&nbsp;&nbsp;&nbsp;833 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;31871 |

---

------

---

| | | |
|:---|:---|:---|
|  | **Shares or<br> Principal<br> Amount** | **Value** |
| **Real estate (continued)** | **Real estate (continued)** |  |
| Equity real estate investment trusts (continued) | Equity real estate investment trusts (continued) |  |
| AvalonBay Communities, Inc. | &nbsp;&nbsp;&nbsp;3891 | &nbsp;&nbsp;&nbsp;&nbsp;$690419 |
| Boston Properties, Inc. | &nbsp;&nbsp;&nbsp;4310 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;321267 |
| Camden Property Trust | &nbsp;&nbsp;&nbsp;2742 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;337842 |
| Crown Castle, Inc. | &nbsp;&nbsp;&nbsp;5929 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;878144 |
| CubeSmart | &nbsp;&nbsp;&nbsp;5416 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;247999 |
| Digital Realty Trust, Inc. | &nbsp;&nbsp;&nbsp;6644 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;761535 |
| EastGroup Properties, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;471 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;79246 |
| Equinix, Inc. | &nbsp;&nbsp;&nbsp;1261 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;930782 |
| Equity LifeStyle Properties, Inc. | &nbsp;&nbsp;&nbsp;4745 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;340596 |
| Equity Residential | &nbsp;&nbsp;&nbsp;9518 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;605821 |
| Essex Property Trust, Inc. | &nbsp;&nbsp;&nbsp;1850 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;418230 |
| Extra Space Storage, Inc. | &nbsp;&nbsp;&nbsp;3597 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;567715 |
| Federal Realty Investment Trust | &nbsp;&nbsp;&nbsp;2160 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;240905 |
| Gaming and Leisure Properties, Inc. | &nbsp;&nbsp;&nbsp;6196 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;331858 |
| Healthcare Realty Trust, Inc. | &nbsp;&nbsp;&nbsp;2684 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;57787 |
| Healthpeak Properties, Inc. | 14416 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;396152 |
| Host Hotels & Resorts, Inc. | 20865 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;393305 |
| Invitation Homes, Inc. | 15341 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;498583 |
| Iron Mountain, Inc. | &nbsp;&nbsp;&nbsp;8087 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;441388 |
| Kimco Realty Corp. | 10983 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;246678 |
| Lamar Advertising Company, Class A | &nbsp;&nbsp;&nbsp;2360 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;251434 |
| Life Storage, Inc. | &nbsp;&nbsp;&nbsp;1278 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;138075 |
| Medical Properties Trust, Inc. | 14735 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;190818 |
| Mid-America Apartment Communities, Inc. | &nbsp;&nbsp;&nbsp;3176 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;529503 |
| National Retail Properties, Inc. | &nbsp;&nbsp;&nbsp;4618 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;218662 |
| Omega Healthcare Investors, Inc. | &nbsp;&nbsp;&nbsp;1593 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;46898 |
| Prologis, Inc. | 15084 | &nbsp;&nbsp;&nbsp;&nbsp;1950060 |
| Public Storage | &nbsp;&nbsp;&nbsp;2131 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;648549 |
| Realty Income Corp. | 13077 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;887013 |
| Regency Centers Corp. | &nbsp;&nbsp;&nbsp;4588 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;305698 |
| Rexford Industrial Realty, Inc. | &nbsp;&nbsp;&nbsp;2484 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;157659 |
| SBA Communications Corp. | &nbsp;&nbsp;&nbsp;2750 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;818208 |
| Simon Property Group, Inc. | &nbsp;&nbsp;&nbsp;7219 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;927353 |
| STORE Capital Corp. | &nbsp;&nbsp;&nbsp;6376 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;205371 |
| Sun Communities, Inc. | &nbsp;&nbsp;&nbsp;2949 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;462580 |
| UDR, Inc. | &nbsp;&nbsp;&nbsp;8342 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;355286 |
| Ventas, Inc. | 10486 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;543280 |
| VICI Properties, Inc. | 21892 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;748269 |
| Welltower, Inc. | 11408 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;856056 |
| Weyerhaeuser Company | 27526 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;947720 |
| WP Carey, Inc. | &nbsp;&nbsp;&nbsp;4831 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;413195 |
| **Real estate management and development – 0.2%** | **Real estate management and development – 0.2%** |  |
| CBRE Group, Inc., Class A (A) | 17006 | &nbsp;&nbsp;&nbsp;&nbsp;1454183 |
| Jones Lang LaSalle, Inc. (A) | &nbsp;&nbsp;&nbsp;2410 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;445537 |
| Zillow Group, Inc., Class A (A) | &nbsp;&nbsp;&nbsp;&nbsp;840 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;36086 |
| Zillow Group, Inc., Class C (A) | &nbsp;&nbsp;&nbsp;2296 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;101506 |
| **Utilities – 4.2%** | **Utilities – 4.2%** | 31873140 |
| **Electric utilities – 2.3%** | **Electric utilities – 2.3%** |  |
| Alliant Energy Corp. | 10912 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;589575 |

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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** |
| **Utilities (continued)** | **Utilities (continued)** |  |
| Electric utilities (continued) | Electric utilities (continued) |  |
| American Electric Power Company, Inc. | 14641 | $1375668 |
| Avangrid, Inc. | &nbsp;&nbsp;&nbsp;2299 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;96949 |
| Constellation Energy Corp. | &nbsp;&nbsp;&nbsp;4732 | &nbsp;&nbsp;&nbsp;&nbsp;403924 |
| Duke Energy Corp. | 15299 | &nbsp;&nbsp;&nbsp;1567383 |
| Edison International | 18288 | &nbsp;&nbsp;&nbsp;1260043 |
| Entergy Corp. | 11620 | &nbsp;&nbsp;&nbsp;1258214 |
| Evergy, Inc. | 12347 | &nbsp;&nbsp;&nbsp;&nbsp;773540 |
| Eversource Energy | 15132 | &nbsp;&nbsp;&nbsp;1245818 |
| Exelon Corp. | 37732 | &nbsp;&nbsp;&nbsp;1591913 |
| FirstEnergy Corp. | 23450 | &nbsp;&nbsp;&nbsp;&nbsp;960278 |
| NextEra Energy, Inc. | 21076 | &nbsp;&nbsp;&nbsp;1572902 |
| NRG Energy, Inc. | 11767 | &nbsp;&nbsp;&nbsp;&nbsp;402667 |
| OGE Energy Corp. | &nbsp;&nbsp;&nbsp;2820 | &nbsp;&nbsp;&nbsp;&nbsp;110882 |
| PG&E Corp. (A) | 31018 | &nbsp;&nbsp;&nbsp;&nbsp;493186 |
| Pinnacle West Capital Corp. | &nbsp;&nbsp;&nbsp;6216 | &nbsp;&nbsp;&nbsp;&nbsp;463403 |
| PPL Corp. | 38659 | &nbsp;&nbsp;&nbsp;1144306 |
| The Southern Company | 18917 | &nbsp;&nbsp;&nbsp;1280303 |
| Xcel Energy, Inc. | 18365 | &nbsp;&nbsp;&nbsp;1262961 |
| **Gas utilities – 0.1%** | **Gas utilities – 0.1%** |  |
| Atmos Energy Corp. | &nbsp;&nbsp;&nbsp;5131 | &nbsp;&nbsp;&nbsp;&nbsp;603098 |
| UGI Corp. | 11790 | &nbsp;&nbsp;&nbsp;&nbsp;469596 |
| **Independent power and renewable electricity producers –<br>0.2%** | **Independent power and renewable electricity producers –<br>0.2%** |  |
| Brookfield Renewable Corp., Class A | &nbsp;&nbsp;&nbsp;2847 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;89737 |
| Clearway Energy, Inc., Class A | &nbsp;&nbsp;&nbsp;&nbsp;401 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12852 |
| Clearway Energy, Inc., Class C | &nbsp;&nbsp;&nbsp;1098 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;37101 |
| The AES Corp. | 32974 | &nbsp;&nbsp;&nbsp;&nbsp;903817 |
| Vistra Corp. | 15156 | &nbsp;&nbsp;&nbsp;&nbsp;349497 |
| **Multi-utilities – 1.4%** | **Multi-utilities – 1.4%** |  |
| Ameren Corp. | 12702 | &nbsp;&nbsp;&nbsp;1103423 |
| CenterPoint Energy, Inc. | 28582 | &nbsp;&nbsp;&nbsp;&nbsp;860890 |
| CMS Energy Corp. | 12514 | &nbsp;&nbsp;&nbsp;&nbsp;790760 |
| Consolidated Edison, Inc. | 17055 | &nbsp;&nbsp;&nbsp;1625512 |
| Dominion Energy, Inc. | 11900 | &nbsp;&nbsp;&nbsp;&nbsp;757316 |
| DTE Energy Company | &nbsp;&nbsp;&nbsp;9101 | &nbsp;&nbsp;&nbsp;1059083 |
| NiSource, Inc. | 21705 | &nbsp;&nbsp;&nbsp;&nbsp;602314 |
| Public Service Enterprise Group, Inc. | 21443 | &nbsp;&nbsp;&nbsp;1327965 |
| Sempra Energy | &nbsp;&nbsp;&nbsp;6379 | &nbsp;&nbsp;&nbsp;1022745 |
| WEC Energy Group, Inc. | 11909 | &nbsp;&nbsp;&nbsp;1119327 |
| **Water utilities – 0.2%** | **Water utilities – 0.2%** |  |
| American Water Works Company, Inc. | &nbsp;&nbsp;&nbsp;6144 | &nbsp;&nbsp;&nbsp;&nbsp;961475 |
| Essential Utilities, Inc. | &nbsp;&nbsp;&nbsp;6906 | &nbsp;&nbsp;&nbsp;&nbsp;322717 |
| **SHORT-TERM INVESTMENTS – 0.1%** |  | &nbsp;&nbsp;&nbsp;**$333099** |
| (Cost $333,099) |  |  |
| **Short-term funds – 0.1%** | **Short-term funds – 0.1%** | &nbsp;&nbsp;&nbsp;&nbsp;333099 |
| John Hancock Collateral Trust, 4.3787% (D)(E) | &nbsp;&nbsp;&nbsp;3099 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;30985 |

---

------

---

| | | |
|:---|:---|:---|
|  | **Shares or<br> Principal<br> Amount** | **Value** |
| State Street Institutional U.S. Government Money Market Fund, Premier Class, 4.1717% (D) | 302114 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$302114 |
| **Total investments (Multifactor Large Cap ETF) (Cost $669,513,715) 100.0%** | **Total investments (Multifactor Large Cap ETF) (Cost $669,513,715) 100.0%** | **$762871716** |
| **Other assets and liabilities, net 0.0%** |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**243504** |
| **Total net assets 100.0%** |  | **$763115220** |

---

---

| | |
|:---|:---|
| 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 1-31-23. The value of securities on loan amounted to $860,862. In addition to the cash collateral invested in John Hancock Collateral Trust, if any, non-cash collateral of $823,770 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 1-31-23. |
| (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 1-31-23 (unaudited)

---

| | | |
|:---|:---|:---|
|  | **Shares or<br> Principal<br> Amount** | **Value** |
| **COMMON STOCKS – 99.9%** |  | **$3032213874** |
| (Cost $2,620,352,922) |  |  |
| **Communication services – 3.2%** | **Communication services – 3.2%** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;96781353 |
| **Diversified telecommunication services – 0.4%** | **Diversified telecommunication services – 0.4%** |  |
| Frontier Communications Parent, Inc. (A) | 154629 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4578565 |
| Iridium Communications, Inc. (A) | &nbsp;&nbsp;&nbsp;38784 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2320835 |
| Lumen Technologies, Inc. | 898170 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4715393 |
| **Entertainment – 0.7%** | **Entertainment – 0.7%** |  |
| Endeavor Group Holdings, Inc., Class A (A) | &nbsp;&nbsp;&nbsp;37645 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;844377 |
| Liberty Media Corp.-Liberty Formula One, Series A (A) | &nbsp;&nbsp;&nbsp;10537 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;670996 |
| Liberty Media Corp.-Liberty Formula One, Series C (A) | &nbsp;&nbsp;&nbsp;81447 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5766448 |
| Live Nation Entertainment, Inc. (A) | &nbsp;&nbsp;&nbsp;35825 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2883554 |
| Take-Two Interactive Software, Inc. (A) | &nbsp;&nbsp;&nbsp;52749 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5972769 |
| Warner Brothers Discovery, Inc. (A) | 262550 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3890991 |
| Warner Music Group Corp., Class A | &nbsp;&nbsp;&nbsp;27713 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1010139 |
| World Wrestling Entertainment, Inc., Class A | &nbsp;&nbsp;&nbsp;13825 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1169872 |
| **Interactive media and services – 0.1%** | **Interactive media and services – 0.1%** |  |
| ZoomInfo Technologies, Inc. (A) | &nbsp;&nbsp;&nbsp;56585 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1597395 |
| **Media – 2.0%** | **Media – 2.0%** |  |
| Cable One, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3096 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2445468 |
| DISH Network Corp., Class A (A) | 109782 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1579763 |
| Fox Corp., Class A | 133372 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4526646 |
| Fox Corp., Class B | &nbsp;&nbsp;&nbsp;57739 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1830326 |
| Liberty Broadband Corp., Series A (A) | &nbsp;&nbsp;&nbsp;&nbsp;7329 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;656825 |
| Liberty Broadband Corp., Series C (A) | &nbsp;&nbsp;&nbsp;48019 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4311146 |
| Liberty Media Corp.-Liberty SiriusXM, Series A | &nbsp;&nbsp;&nbsp;36408 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1478893 |

---

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

------

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

------

---

| | | |
|:---|:---|:---|
|  | **Shares or<br> Principal<br> Amount** | **Value** |
| **Communication services (continued)** | **Communication services (continued)** |  |
| Media (continued) | Media (continued) |  |
| Liberty Media Corp.-Liberty SiriusXM, Series C (A) | &nbsp;&nbsp;&nbsp;53896 | &nbsp;&nbsp;&nbsp;&nbsp;$2172009 |
| News Corp., Class A | 263132 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5331054 |
| News Corp., Class B | &nbsp;&nbsp;&nbsp;75892 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1551232 |
| Nexstar Media Group, Inc. | &nbsp;&nbsp;&nbsp;31329 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6415239 |
| Omnicom Group, Inc. | &nbsp;&nbsp;&nbsp;91583 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7875222 |
| Paramount Global, Class A | &nbsp;&nbsp;&nbsp;&nbsp;1894 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;50475 |
| Paramount Global, Class B | 154165 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3570461 |
| Sirius XM Holdings, Inc. (B) | 172110 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;996517 |
| The Interpublic Group of Companies, Inc. | 258148 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9412076 |
| The New York Times Company, Class A | &nbsp;&nbsp;&nbsp;65235 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2272787 |
| The Trade Desk, Inc., Class A (A) | &nbsp;&nbsp;&nbsp;96329 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4883880 |
| **Consumer discretionary – 12.4%** | **Consumer discretionary – 12.4%** | 378208975 |
| **Auto components – 0.7%** | **Auto components – 0.7%** |  |
| Autoliv, Inc. | &nbsp;&nbsp;&nbsp;58156 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5357331 |
| BorgWarner, Inc. | 147244 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6961696 |
| Gentex Corp. | 149277 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4405164 |
| Lear Corp. | &nbsp;&nbsp;&nbsp;40237 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5865750 |
| QuantumScape Corp. (A)(B) | &nbsp;&nbsp;&nbsp;22872 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;194641 |
| **Automobiles – 0.2%** | **Automobiles – 0.2%** |  |
| Harley-Davidson, Inc. | 106027 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4880423 |
| **Distributors – 0.8%** | **Distributors – 0.8%** |  |
| Genuine Parts Company | &nbsp;&nbsp;&nbsp;56283 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9445413 |
| LKQ Corp. | 141594 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8348382 |
| Pool Corp. | &nbsp;&nbsp;&nbsp;16778 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6469765 |
| **Diversified consumer services – 0.4%** | **Diversified consumer services – 0.4%** |  |
| ADT, Inc. | 148150 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1302239 |
| H&R Block, Inc. | &nbsp;&nbsp;&nbsp;50693 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1976013 |
| Service Corp. International | 129191 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9579513 |
| **Hotels, restaurants and leisure – 2.6%** | **Hotels, restaurants and leisure – 2.6%** |  |
| Aramark | 141192 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6287280 |
| Boyd Gaming Corp. | &nbsp;&nbsp;&nbsp;47399 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2953432 |
| Caesars Entertainment, Inc. (A) | &nbsp;&nbsp;&nbsp;52518 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2734087 |
| Carnival Corp. (A)(B) | 121101 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1310313 |
| Choice Hotels International, Inc. | &nbsp;&nbsp;&nbsp;18297 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2248518 |
| Churchill Downs, Inc. | &nbsp;&nbsp;&nbsp;15215 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3774842 |
| Darden Restaurants, Inc. | &nbsp;&nbsp;&nbsp;49281 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7292110 |
| Domino's Pizza, Inc. | &nbsp;&nbsp;&nbsp;12185 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4301305 |
| DraftKings, Inc., Class A (A)(B) | &nbsp;&nbsp;&nbsp;49078 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;735679 |
| Dutch Bros, Inc., Class A (A)(B) | &nbsp;&nbsp;&nbsp;&nbsp;6171 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;235177 |
| Expedia Group, Inc. (A) | &nbsp;&nbsp;&nbsp;33122 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3785845 |
| Hilton Grand Vacations, Inc. (A) | &nbsp;&nbsp;&nbsp;16931 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;801852 |
| Hyatt Hotels Corp., Class A (A) | &nbsp;&nbsp;&nbsp;21805 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2379362 |
| Light & Wonder, Inc. (A) | &nbsp;&nbsp;&nbsp;23443 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1529656 |
| Marriott Vacations Worldwide Corp. | &nbsp;&nbsp;&nbsp;21918 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3507757 |
| MGM Resorts International | 158008 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6543111 |
| Norwegian Cruise Line Holdings, Ltd. (A) | 151260 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2300665 |
| Penn Entertainment, Inc. (A) | &nbsp;&nbsp;&nbsp;58225 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2064076 |

---

------

---

| | | |
|:---|:---|:---|
|  | **Shares or<br> Principal<br> Amount** | **Value** |
| **Consumer discretionary (continued)** | **Consumer discretionary (continued)** |  |
| Hotels, restaurants and leisure (continued) | Hotels, restaurants and leisure (continued) |  |
| Planet Fitness, Inc., Class A (A) | &nbsp;&nbsp;&nbsp;32282 | $2732671 |
| Royal Caribbean Cruises, Ltd. (A) | &nbsp;&nbsp;&nbsp;52816 | &nbsp;&nbsp;&nbsp;3429871 |
| Texas Roadhouse, Inc. | &nbsp;&nbsp;&nbsp;33123 | &nbsp;&nbsp;&nbsp;3326543 |
| Vail Resorts, Inc. | &nbsp;&nbsp;&nbsp;22082 | &nbsp;&nbsp;&nbsp;5792992 |
| Wyndham Hotels & Resorts, Inc. | &nbsp;&nbsp;&nbsp;51934 | &nbsp;&nbsp;&nbsp;4025404 |
| Wynn Resorts, Ltd. (A) | &nbsp;&nbsp;&nbsp;37099 | &nbsp;&nbsp;&nbsp;3844940 |
| **Household durables – 2.4%** | **Household durables – 2.4%** |  |
| D.R. Horton, Inc. | 143681 | 14179878 |
| Garmin, Ltd. | &nbsp;&nbsp;&nbsp;51403 | &nbsp;&nbsp;&nbsp;5082729 |
| Leggett & Platt, Inc. | &nbsp;&nbsp;&nbsp;51799 | &nbsp;&nbsp;&nbsp;1893771 |
| Lennar Corp., A Shares | 101104 | 10353050 |
| Lennar Corp., B Shares | &nbsp;&nbsp;&nbsp;&nbsp;5540 | &nbsp;&nbsp;&nbsp;&nbsp;478434 |
| Mohawk Industries, Inc. (A) | &nbsp;&nbsp;&nbsp;29648 | &nbsp;&nbsp;&nbsp;3559539 |
| Newell Brands, Inc. | 229222 | &nbsp;&nbsp;&nbsp;3658383 |
| NVR, Inc. (A) | &nbsp;&nbsp;&nbsp;&nbsp;1599 | &nbsp;&nbsp;&nbsp;8426730 |
| PulteGroup, Inc. | 180407 | 10263354 |
| Toll Brothers, Inc. | &nbsp;&nbsp;&nbsp;74628 | &nbsp;&nbsp;&nbsp;4439620 |
| TopBuild Corp. (A) | &nbsp;&nbsp;&nbsp;18948 | &nbsp;&nbsp;&nbsp;3790737 |
| Whirlpool Corp. | &nbsp;&nbsp;&nbsp;49193 | &nbsp;&nbsp;&nbsp;7653939 |
| **Internet and direct marketing retail – 0.3%** | **Internet and direct marketing retail – 0.3%** |  |
| eBay, Inc. | &nbsp;&nbsp;&nbsp;86071 | &nbsp;&nbsp;&nbsp;4260515 |
| Etsy, Inc. (A) | &nbsp;&nbsp;&nbsp;38658 | &nbsp;&nbsp;&nbsp;5318568 |
| Wayfair, Inc., Class A (A)(B) | &nbsp;&nbsp;&nbsp;&nbsp;9214 | &nbsp;&nbsp;&nbsp;&nbsp;557447 |
| **Leisure products – 0.6%** | **Leisure products – 0.6%** |  |
| Brunswick Corp. | &nbsp;&nbsp;&nbsp;57209 | &nbsp;&nbsp;&nbsp;4824435 |
| Hasbro, Inc. | &nbsp;&nbsp;&nbsp;69154 | &nbsp;&nbsp;&nbsp;4091842 |
| Mattel, Inc. (A) | 198781 | &nbsp;&nbsp;&nbsp;4067059 |
| Polaris, Inc. | &nbsp;&nbsp;&nbsp;36172 | &nbsp;&nbsp;&nbsp;4153992 |
| **Multiline retail – 0.6%** | **Multiline retail – 0.6%** |  |
| Dillard's, Inc., Class A | &nbsp;&nbsp;&nbsp;&nbsp;1980 | &nbsp;&nbsp;&nbsp;&nbsp;778754 |
| Dollar Tree, Inc. (A) | &nbsp;&nbsp;&nbsp;88781 | 13333131 |
| Macy's, Inc. | 150750 | &nbsp;&nbsp;&nbsp;3562223 |
| **Specialty retail – 2.9%** | **Specialty retail – 2.9%** |  |
| Advance Auto Parts, Inc. | &nbsp;&nbsp;&nbsp;41025 | &nbsp;&nbsp;&nbsp;6247287 |
| AutoNation, Inc. (A) | &nbsp;&nbsp;&nbsp;50782 | &nbsp;&nbsp;&nbsp;6435095 |
| Bath & Body Works, Inc. | &nbsp;&nbsp;&nbsp;81641 | &nbsp;&nbsp;&nbsp;3756302 |
| Best Buy Company, Inc. | 100783 | &nbsp;&nbsp;&nbsp;8941468 |
| Burlington Stores, Inc. (A) | &nbsp;&nbsp;&nbsp;17431 | &nbsp;&nbsp;&nbsp;4006167 |
| CarMax, Inc. (A) | &nbsp;&nbsp;&nbsp;72375 | &nbsp;&nbsp;&nbsp;5098819 |
| Dick's Sporting Goods, Inc. | &nbsp;&nbsp;&nbsp;44281 | &nbsp;&nbsp;&nbsp;5790184 |
| Five Below, Inc. (A) | &nbsp;&nbsp;&nbsp;26208 | &nbsp;&nbsp;&nbsp;5166383 |
| Floor & Decor Holdings, Inc., Class A (A) | &nbsp;&nbsp;&nbsp;47384 | &nbsp;&nbsp;&nbsp;4301046 |
| Lithia Motors, Inc. | &nbsp;&nbsp;&nbsp;18549 | &nbsp;&nbsp;&nbsp;4882097 |
| Murphy USA, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;8099 | &nbsp;&nbsp;&nbsp;2203171 |
| Penske Automotive Group, Inc. | &nbsp;&nbsp;&nbsp;14565 | &nbsp;&nbsp;&nbsp;1861698 |
| RH (A)(B) | &nbsp;&nbsp;&nbsp;&nbsp;7654 | &nbsp;&nbsp;&nbsp;2387971 |
| Tractor Supply Company | &nbsp;&nbsp;&nbsp;46587 | 10621370 |
| Ulta Beauty, Inc. (A) | &nbsp;&nbsp;&nbsp;20185 | 10374283 |
| Williams-Sonoma, Inc. | &nbsp;&nbsp;&nbsp;51673 | &nbsp;&nbsp;&nbsp;6972755 |

---

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)** |  |
| Textiles, apparel and luxury goods – 0.9% | Textiles, apparel and luxury goods – 0.9% |  |
| Capri Holdings, Ltd. (A) | &nbsp;&nbsp;&nbsp;85757 | &nbsp;&nbsp;&nbsp;&nbsp;$5701983 |
| Deckers Outdoor Corp. (A) | &nbsp;&nbsp;&nbsp;16298 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6967069 |
| Levi Strauss & Company, Class A (B) | &nbsp;&nbsp;&nbsp;45367 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;834753 |
| Ralph Lauren Corp. | &nbsp;&nbsp;&nbsp;24216 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2999152 |
| Skechers USA, Inc., Class A (A) | &nbsp;&nbsp;&nbsp;76581 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3687375 |
| Tapestry, Inc. | 165034 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7520599 |
| **Consumer staples – 3.8%** | **Consumer staples – 3.8%** | 115472314 |
| **Beverages – 0.2%** | **Beverages – 0.2%** |  |
| Celsius Holdings, Inc. (A) | &nbsp;&nbsp;&nbsp;&nbsp;7716 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;774069 |
| Molson Coors Beverage Company, Class B | &nbsp;&nbsp;&nbsp;84923 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4465251 |
| National Beverage Corp. (A) | &nbsp;&nbsp;&nbsp;&nbsp;7445 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;329069 |
| **Food and staples retailing – 0.9%** | **Food and staples retailing – 0.9%** |  |
| Albertsons Companies, Inc., Class A | &nbsp;&nbsp;&nbsp;58214 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1234137 |
| BJ's Wholesale Club Holdings, Inc. (A) | &nbsp;&nbsp;&nbsp;64449 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4670619 |
| Casey's General Stores, Inc. | &nbsp;&nbsp;&nbsp;21654 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5108395 |
| Performance Food Group Company (A) | &nbsp;&nbsp;&nbsp;70991 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4353168 |
| The Kroger Company | 162915 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7270896 |
| U.S. Foods Holding Corp. (A) | 131181 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5001932 |
| **Food products – 2.2%** | **Food products – 2.2%** |  |
| Bunge, Ltd. | &nbsp;&nbsp;&nbsp;77389 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7669250 |
| Campbell Soup Company | &nbsp;&nbsp;&nbsp;84872 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4407403 |
| Conagra Brands, Inc. | 156395 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5816330 |
| Darling Ingredients, Inc. (A) | 101017 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6696417 |
| Flowers Foods, Inc. | &nbsp;&nbsp;&nbsp;77190 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2137391 |
| Hormel Foods Corp. | &nbsp;&nbsp;&nbsp;61170 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2771613 |
| Ingredion, Inc. | &nbsp;&nbsp;&nbsp;43935 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4516518 |
| Kellogg Company | &nbsp;&nbsp;&nbsp;64791 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4443367 |
| Lamb Weston Holdings, Inc. | &nbsp;&nbsp;&nbsp;70606 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7052833 |
| McCormick & Company, Inc. | &nbsp;&nbsp;&nbsp;69919 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5252315 |
| Pilgrim's Pride Corp. (A) | &nbsp;&nbsp;&nbsp;30460 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;739569 |
| Post Holdings, Inc. (A) | &nbsp;&nbsp;&nbsp;39790 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3778061 |
| The J.M. Smucker Company | &nbsp;&nbsp;&nbsp;43073 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6581554 |
| Tyson Foods, Inc., Class A | &nbsp;&nbsp;&nbsp;92228 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6063991 |
| **Household products – 0.4%** | **Household products – 0.4%** |  |
| Church & Dwight Company, Inc. | &nbsp;&nbsp;&nbsp;74369 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6013477 |
| Reynolds Consumer Products, Inc. | &nbsp;&nbsp;&nbsp;30645 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;912302 |
| The Clorox Company | &nbsp;&nbsp;&nbsp;39344 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5692683 |
| **Personal products – 0.1%** | **Personal products – 0.1%** |  |
| Coty, Inc., Class A (A) | 172661 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1719704 |
| **Energy – 4.7%** | **Energy – 4.7%** | 142126766 |
| **Energy equipment and services – 0.7%** | **Energy equipment and services – 0.7%** |  |
| Baker Hughes Company | 251531 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7983594 |
| Halliburton Company | 224681 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9261351 |
| NOV, Inc. | 151458 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3701634 |
| **Oil, gas and consumable fuels – 4.0%** | **Oil, gas and consumable fuels – 4.0%** |  |
| Antero Resources Corp. (A) | 100904 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2910071 |
| APA Corp. | 152262 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6749774 |

---

------

---

| | | |
|:---|:---|:---|
|  | **Shares or<br> Principal<br> Amount** | **Value** |
| **Energy (continued)** | **Energy (continued)** |  |
| Oil, gas and consumable fuels (continued) | Oil, gas and consumable fuels (continued) |  |
| Cheniere Energy, Inc. | &nbsp;&nbsp;&nbsp;61328 | &nbsp;&nbsp;&nbsp;&nbsp;$9370305 |
| Chesapeake Energy Corp. | &nbsp;&nbsp;&nbsp;50380 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4368954 |
| Chord Energy Corp. | &nbsp;&nbsp;&nbsp;12608 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1807105 |
| Civitas Resources, Inc. | &nbsp;&nbsp;&nbsp;20887 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1390030 |
| Coterra Energy, Inc. | 296814 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7429254 |
| Diamondback Energy, Inc. | &nbsp;&nbsp;&nbsp;75697 | &nbsp;&nbsp;&nbsp;&nbsp;11060846 |
| DT Midstream, Inc. | &nbsp;&nbsp;&nbsp;31087 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1699215 |
| EQT Corp. | 117744 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3846696 |
| Hess Corp. | &nbsp;&nbsp;&nbsp;76249 | &nbsp;&nbsp;&nbsp;&nbsp;11449550 |
| HF Sinclair Corp. | &nbsp;&nbsp;&nbsp;67393 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3834662 |
| Magnolia Oil & Gas Corp., Class A | &nbsp;&nbsp;&nbsp;54130 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1278009 |
| Marathon Oil Corp. | 356852 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9802724 |
| Matador Resources Company | &nbsp;&nbsp;&nbsp;51190 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3386730 |
| Murphy Oil Corp. | &nbsp;&nbsp;&nbsp;60892 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2655500 |
| New Fortress Energy, Inc. (B) | &nbsp;&nbsp;&nbsp;16134 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;625838 |
| ONEOK, Inc. | 124964 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8557535 |
| Ovintiv, Inc. | 137204 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6754553 |
| PBF Energy, Inc., Class A | &nbsp;&nbsp;&nbsp;&nbsp;3876 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;162753 |
| PDC Energy, Inc. | &nbsp;&nbsp;&nbsp;50435 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3415963 |
| Range Resources Corp. | 102741 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2570580 |
| SM Energy Company | &nbsp;&nbsp;&nbsp;46396 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1525037 |
| Southwestern Energy Company (A) | 357227 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1971893 |
| Targa Resources Corp. | &nbsp;&nbsp;&nbsp;89770 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6734545 |
| Texas Pacific Land Corp. | &nbsp;&nbsp;&nbsp;&nbsp;2799 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5586384 |
| Vitesse Energy, Inc. (A) | &nbsp;&nbsp;&nbsp;14767 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;235681 |
| **Financials – 14.6%** | **Financials – 14.6%** | 443866253 |
| **Banks – 4.7%** | **Banks – 4.7%** |  |
| Bank OZK | &nbsp;&nbsp;&nbsp;23758 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1085028 |
| BOK Financial Corp. | &nbsp;&nbsp;&nbsp;14638 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1471119 |
| Cadence Bank | &nbsp;&nbsp;&nbsp;41852 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1070574 |
| Citizens Financial Group, Inc. | 182431 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7902911 |
| Comerica, Inc. | &nbsp;&nbsp;&nbsp;70110 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5139764 |
| Commerce Bancshares, Inc. | &nbsp;&nbsp;&nbsp;67050 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4462848 |
| Cullen/Frost Bankers, Inc. | &nbsp;&nbsp;&nbsp;29271 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3813426 |
| East West Bancorp, Inc. | &nbsp;&nbsp;&nbsp;86963 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6828335 |
| Fifth Third Bancorp | 278744 | &nbsp;&nbsp;&nbsp;&nbsp;10115620 |
| First Citizens BancShares, Inc., Class A | &nbsp;&nbsp;&nbsp;&nbsp;4700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3655096 |
| First Financial Bankshares, Inc. | &nbsp;&nbsp;&nbsp;58409 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2080529 |
| First Horizon Corp. | 317130 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7842625 |
| First Interstate BancSystem, Inc., Class A | &nbsp;&nbsp;&nbsp;22376 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;802851 |
| First Republic Bank | &nbsp;&nbsp;&nbsp;54007 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7608506 |
| Glacier Bancorp, Inc. | &nbsp;&nbsp;&nbsp;33399 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1522660 |
| Huntington Bancshares, Inc. | 542944 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8236460 |
| KeyCorp | 381485 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7320697 |
| M&T Bank Corp. | &nbsp;&nbsp;&nbsp;62464 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9744384 |
| Old National Bancorp | &nbsp;&nbsp;&nbsp;24482 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;428435 |
| Pinnacle Financial Partners, Inc. | &nbsp;&nbsp;&nbsp;37748 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2971900 |
| Popular, Inc. | &nbsp;&nbsp;&nbsp;41009 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2814858 |
| Prosperity Bancshares, Inc. | &nbsp;&nbsp;&nbsp;46959 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3562310 |

---

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

------

---

| | | |
|:---|:---|:---|
|  | **Shares or<br> Principal<br> Amount** | **Value** |
| **Financials (continued)** | **Financials (continued)** |  |
| Banks (continued) | Banks (continued) |  |
| Regions Financial Corp. | 411337 | $9682873 |
| Signature Bank | &nbsp;&nbsp;&nbsp;20250 | &nbsp;&nbsp;&nbsp;2611238 |
| SouthState Corp. | &nbsp;&nbsp;&nbsp;27956 | &nbsp;&nbsp;&nbsp;2225298 |
| SVB Financial Group (A) | &nbsp;&nbsp;&nbsp;19719 | &nbsp;&nbsp;&nbsp;5963814 |
| Synovus Financial Corp. | &nbsp;&nbsp;&nbsp;88340 | &nbsp;&nbsp;&nbsp;3705863 |
| United Bankshares, Inc. | &nbsp;&nbsp;&nbsp;11383 | &nbsp;&nbsp;&nbsp;&nbsp;457597 |
| Valley National Bancorp | 165818 | &nbsp;&nbsp;&nbsp;1969918 |
| Webster Financial Corp. | &nbsp;&nbsp;&nbsp;65285 | &nbsp;&nbsp;&nbsp;3437255 |
| Western Alliance Bancorp | &nbsp;&nbsp;&nbsp;58746 | &nbsp;&nbsp;&nbsp;4427686 |
| Wintrust Financial Corp. | &nbsp;&nbsp;&nbsp;27853 | &nbsp;&nbsp;&nbsp;2547714 |
| Zions Bancorp NA | 103079 | &nbsp;&nbsp;&nbsp;5479680 |
| **Capital markets – 3.8%** | **Capital markets – 3.8%** |  |
| Affiliated Managers Group, Inc. | &nbsp;&nbsp;&nbsp;16201 | &nbsp;&nbsp;&nbsp;2798561 |
| Ameriprise Financial, Inc. | &nbsp;&nbsp;&nbsp;42314 | 14814978 |
| Ares Management Corp., Class A | &nbsp;&nbsp;&nbsp;38661 | &nbsp;&nbsp;&nbsp;3208476 |
| Cboe Global Markets, Inc. | &nbsp;&nbsp;&nbsp;52318 | &nbsp;&nbsp;&nbsp;6428836 |
| FactSet Research Systems, Inc. | &nbsp;&nbsp;&nbsp;16159 | &nbsp;&nbsp;&nbsp;6834287 |
| Franklin Resources, Inc. | 154343 | &nbsp;&nbsp;&nbsp;4815502 |
| Houlihan Lokey, Inc. | &nbsp;&nbsp;&nbsp;22524 | &nbsp;&nbsp;&nbsp;2231453 |
| Interactive Brokers Group, Inc., Class A | &nbsp;&nbsp;&nbsp;32637 | &nbsp;&nbsp;&nbsp;2609002 |
| Invesco, Ltd. | 254741 | &nbsp;&nbsp;&nbsp;4715256 |
| Jefferies Financial Group, Inc. | 126474 | &nbsp;&nbsp;&nbsp;4967899 |
| LPL Financial Holdings, Inc. | &nbsp;&nbsp;&nbsp;34805 | &nbsp;&nbsp;&nbsp;8252962 |
| MarketAxess Holdings, Inc. | &nbsp;&nbsp;&nbsp;15476 | &nbsp;&nbsp;&nbsp;5630943 |
| Morningstar, Inc. | &nbsp;&nbsp;&nbsp;11145 | &nbsp;&nbsp;&nbsp;2706898 |
| Nasdaq, Inc. | 136738 | &nbsp;&nbsp;&nbsp;8230260 |
| Northern Trust Corp. | &nbsp;&nbsp;&nbsp;69186 | &nbsp;&nbsp;&nbsp;6708966 |
| Raymond James Financial, Inc. | &nbsp;&nbsp;&nbsp;74233 | &nbsp;&nbsp;&nbsp;8371255 |
| Robinhood Markets, Inc., Class A (A) | &nbsp;&nbsp;&nbsp;85565 | &nbsp;&nbsp;&nbsp;&nbsp;890732 |
| SEI Investments Company | &nbsp;&nbsp;&nbsp;71391 | &nbsp;&nbsp;&nbsp;4456940 |
| State Street Corp. | 110758 | 10115528 |
| Stifel Financial Corp. | &nbsp;&nbsp;&nbsp;65694 | &nbsp;&nbsp;&nbsp;4428433 |
| TPG, Inc. | &nbsp;&nbsp;&nbsp;19291 | &nbsp;&nbsp;&nbsp;&nbsp;621363 |
| Tradeweb Markets, Inc., Class A | &nbsp;&nbsp;&nbsp;20718 | &nbsp;&nbsp;&nbsp;1544320 |
| **Consumer finance – 0.6%** | **Consumer finance – 0.6%** |  |
| Ally Financial, Inc. | 248269 | &nbsp;&nbsp;&nbsp;8066260 |
| Credit Acceptance Corp. (A) | &nbsp;&nbsp;&nbsp;&nbsp;4760 | &nbsp;&nbsp;&nbsp;2202166 |
| Synchrony Financial | 224762 | &nbsp;&nbsp;&nbsp;8255508 |
| **Diversified financial services – 0.7%** | **Diversified financial services – 0.7%** |  |
| Apollo Global Management, Inc. | &nbsp;&nbsp;&nbsp;82232 | &nbsp;&nbsp;&nbsp;5820381 |
| Equitable Holdings, Inc. | 284195 | &nbsp;&nbsp;&nbsp;9114134 |
| Voya Financial, Inc. | &nbsp;&nbsp;&nbsp;89440 | &nbsp;&nbsp;&nbsp;6240229 |
| **Insurance – 4.8%** | **Insurance – 4.8%** |  |
| American Financial Group, Inc. | &nbsp;&nbsp;&nbsp;47492 | &nbsp;&nbsp;&nbsp;6771884 |
| Arch Capital Group, Ltd. (A) | 121820 | &nbsp;&nbsp;&nbsp;7839117 |
| Arthur J. Gallagher & Company | &nbsp;&nbsp;&nbsp;64711 | 12665237 |
| Assurant, Inc. | &nbsp;&nbsp;&nbsp;32621 | &nbsp;&nbsp;&nbsp;4325218 |
| Brown & Brown, Inc. | &nbsp;&nbsp;&nbsp;79104 | &nbsp;&nbsp;&nbsp;4632330 |
| Cincinnati Financial Corp. | &nbsp;&nbsp;&nbsp;51698 | &nbsp;&nbsp;&nbsp;5849629 |

---

------

---

| | | |
|:---|:---|:---|
|  | **Shares or<br> Principal<br> Amount** | **Value** |
| **Financials (continued)** | **Financials (continued)** |  |
| Insurance (continued) | Insurance (continued) |  |
| CNA Financial Corp. | &nbsp;&nbsp;&nbsp;13176 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$573947 |
| Erie Indemnity Company, Class A | &nbsp;&nbsp;&nbsp;11756 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2872579 |
| Everest Re Group, Ltd. | &nbsp;&nbsp;&nbsp;20258 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7084020 |
| F&G Annuities & Life, Inc. | &nbsp;&nbsp;&nbsp;12478 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;267778 |
| Fidelity National Financial, Inc. | 183936 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8098702 |
| First American Financial Corp. | &nbsp;&nbsp;&nbsp;77556 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4798390 |
| Globe Life, Inc. | &nbsp;&nbsp;&nbsp;55882 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6753340 |
| Kinsale Capital Group, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;6187 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1722708 |
| Lincoln National Corp. | &nbsp;&nbsp;&nbsp;85376 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3024872 |
| Loews Corp. | &nbsp;&nbsp;&nbsp;90479 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5562649 |
| Markel Corp. (A) | &nbsp;&nbsp;&nbsp;&nbsp;4377 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6167105 |
| Old Republic International Corp. | 183793 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4850297 |
| Principal Financial Group, Inc. | 108066 | &nbsp;&nbsp;&nbsp;&nbsp;10001508 |
| Reinsurance Group of America, Inc. | &nbsp;&nbsp;&nbsp;42292 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6418657 |
| RenaissanceRe Holdings, Ltd. | &nbsp;&nbsp;&nbsp;23499 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4598519 |
| The Hartford Financial Services Group, Inc. | 162830 | &nbsp;&nbsp;&nbsp;&nbsp;12637236 |
| Unum Group | &nbsp;&nbsp;&nbsp;74573 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3134303 |
| W.R. Berkley Corp. | &nbsp;&nbsp;&nbsp;80228 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5627192 |
| Willis Towers Watson PLC | &nbsp;&nbsp;&nbsp;37443 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9517636 |
| **Health care – 10.9%** | **Health care – 10.9%** | 329848254 |
| **Biotechnology – 2.0%** | **Biotechnology – 2.0%** |  |
| Alnylam Pharmaceuticals, Inc. (A) | &nbsp;&nbsp;&nbsp;28410 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6432024 |
| Apellis Pharmaceuticals, Inc. (A) | &nbsp;&nbsp;&nbsp;16406 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;865088 |
| Biohaven, Ltd. (A) | &nbsp;&nbsp;&nbsp;&nbsp;3744 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;71473 |
| BioMarin Pharmaceutical, Inc. (A) | &nbsp;&nbsp;&nbsp;65036 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7501903 |
| CRISPR Therapeutics AG (A)(B) | &nbsp;&nbsp;&nbsp;21449 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1094328 |
| Exact Sciences Corp. (A) | &nbsp;&nbsp;&nbsp;42154 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2846238 |
| Exelixis, Inc. (A) | 200856 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3539083 |
| Halozyme Therapeutics, Inc. (A) | &nbsp;&nbsp;&nbsp;43955 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2275550 |
| Horizon Therapeutics PLC (A) | &nbsp;&nbsp;&nbsp;99751 | &nbsp;&nbsp;&nbsp;&nbsp;10944680 |
| Incyte Corp. (A) | &nbsp;&nbsp;&nbsp;55574 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4731570 |
| Ionis Pharmaceuticals, Inc. (A) | &nbsp;&nbsp;&nbsp;22801 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;909076 |
| Karuna Therapeutics, Inc. (A) | &nbsp;&nbsp;&nbsp;&nbsp;4644 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;925967 |
| Natera, Inc. (A) | &nbsp;&nbsp;&nbsp;20855 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;895305 |
| Neurocrine Biosciences, Inc. (A) | &nbsp;&nbsp;&nbsp;42250 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4686793 |
| Sarepta Therapeutics, Inc. (A) | &nbsp;&nbsp;&nbsp;21850 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2730595 |
| Seagen, Inc. (A) | &nbsp;&nbsp;&nbsp;24480 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3414470 |
| United Therapeutics Corp. (A) | &nbsp;&nbsp;&nbsp;27963 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7359023 |
| **Health care equipment and supplies – 2.7%** | **Health care equipment and supplies – 2.7%** |  |
| ABIOMED, Inc. (A)(C) | &nbsp;&nbsp;&nbsp;18321 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;18687 |
| Dentsply Sirona, Inc. | 139035 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5120659 |
| Envista Holdings Corp. (A) | &nbsp;&nbsp;&nbsp;93433 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3642953 |
| Globus Medical, Inc., Class A (A) | &nbsp;&nbsp;&nbsp;45258 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3416979 |
| Hologic, Inc. (A) | 126892 | &nbsp;&nbsp;&nbsp;&nbsp;10325202 |
| Inspire Medical Systems, Inc. (A) | &nbsp;&nbsp;&nbsp;&nbsp;7191 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1819754 |
| Insulet Corp. (A) | &nbsp;&nbsp;&nbsp;17839 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5125501 |
| Lantheus Holdings, Inc. (A) | &nbsp;&nbsp;&nbsp;20083 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1154773 |
| Masimo Corp. (A) | &nbsp;&nbsp;&nbsp;25229 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4290948 |
| Novocure, Ltd. (A) | &nbsp;&nbsp;&nbsp;25154 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2293542 |

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

------

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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) |  |
| Penumbra, Inc. (A) | &nbsp;&nbsp;&nbsp;12684 | $3176200 |
| QuidelOrtho Corp. (A) | &nbsp;&nbsp;&nbsp;&nbsp;7772 | &nbsp;&nbsp;&nbsp;&nbsp;665361 |
| ResMed, Inc. | &nbsp;&nbsp;&nbsp;51044 | 11656918 |
| Shockwave Medical, Inc. (A) | &nbsp;&nbsp;&nbsp;10575 | &nbsp;&nbsp;&nbsp;1987360 |
| STERIS PLC | &nbsp;&nbsp;&nbsp;38497 | &nbsp;&nbsp;&nbsp;7950015 |
| Teleflex, Inc. | &nbsp;&nbsp;&nbsp;19653 | &nbsp;&nbsp;&nbsp;4783933 |
| The Cooper Companies, Inc. | &nbsp;&nbsp;&nbsp;19851 | &nbsp;&nbsp;&nbsp;6926609 |
| Zimmer Biomet Holdings, Inc. | &nbsp;&nbsp;&nbsp;59513 | &nbsp;&nbsp;&nbsp;7578385 |
| **Health care providers and services – 2.9%** | **Health care providers and services – 2.9%** |  |
| Acadia Healthcare Company, Inc. (A) | &nbsp;&nbsp;&nbsp;37183 | &nbsp;&nbsp;&nbsp;3124116 |
| agilon health, Inc. (A)(B) | &nbsp;&nbsp;&nbsp;52548 | &nbsp;&nbsp;&nbsp;1143444 |
| AmerisourceBergen Corp. | &nbsp;&nbsp;&nbsp;49505 | &nbsp;&nbsp;&nbsp;8364365 |
| Cardinal Health, Inc. | &nbsp;&nbsp;&nbsp;95879 | &nbsp;&nbsp;&nbsp;7406653 |
| Chemed Corp. | &nbsp;&nbsp;&nbsp;&nbsp;8727 | &nbsp;&nbsp;&nbsp;4408357 |
| DaVita, Inc. (A) | &nbsp;&nbsp;&nbsp;40705 | &nbsp;&nbsp;&nbsp;3353685 |
| Encompass Health Corp. | &nbsp;&nbsp;&nbsp;73853 | &nbsp;&nbsp;&nbsp;4612120 |
| Guardant Health, Inc. (A) | &nbsp;&nbsp;&nbsp;24743 | &nbsp;&nbsp;&nbsp;&nbsp;777672 |
| HealthEquity, Inc. (A) | &nbsp;&nbsp;&nbsp;23569 | &nbsp;&nbsp;&nbsp;1434174 |
| Henry Schein, Inc. (A) | &nbsp;&nbsp;&nbsp;93854 | &nbsp;&nbsp;&nbsp;8085522 |
| Laboratory Corp. of America Holdings | &nbsp;&nbsp;&nbsp;47763 | 12042008 |
| Molina Healthcare, Inc. (A) | &nbsp;&nbsp;&nbsp;26673 | &nbsp;&nbsp;&nbsp;8317442 |
| Oak Street Health, Inc. (A) | &nbsp;&nbsp;&nbsp;20439 | &nbsp;&nbsp;&nbsp;&nbsp;593957 |
| Option Care Health, Inc. (A) | &nbsp;&nbsp;&nbsp;49691 | &nbsp;&nbsp;&nbsp;1434579 |
| Quest Diagnostics, Inc. | &nbsp;&nbsp;&nbsp;70004 | 10394194 |
| R1 RCM, Inc. (A) | &nbsp;&nbsp;&nbsp;50170 | &nbsp;&nbsp;&nbsp;&nbsp;717933 |
| Signify Health, Inc., Class A (A) | &nbsp;&nbsp;&nbsp;14890 | &nbsp;&nbsp;&nbsp;&nbsp;423769 |
| Tenet Healthcare Corp. (A) | &nbsp;&nbsp;&nbsp;55081 | &nbsp;&nbsp;&nbsp;3021193 |
| Universal Health Services, Inc., Class B | &nbsp;&nbsp;&nbsp;55826 | &nbsp;&nbsp;&nbsp;8273971 |
| **Health care technology – 0.0%** | **Health care technology – 0.0%** |  |
| Doximity, Inc., Class A (A)(B) | &nbsp;&nbsp;&nbsp;12111 | &nbsp;&nbsp;&nbsp;&nbsp;427155 |
| Teladoc Health, Inc. (A) | &nbsp;&nbsp;&nbsp;22994 | &nbsp;&nbsp;&nbsp;&nbsp;676024 |
| **Life sciences tools and services – 2.3%** | **Life sciences tools and services – 2.3%** |  |
| Avantor, Inc. (A) | 211361 | &nbsp;&nbsp;&nbsp;5051528 |
| Bio-Rad Laboratories, Inc., Class A (A) | &nbsp;&nbsp;&nbsp;10032 | &nbsp;&nbsp;&nbsp;4689559 |
| Bio-Techne Corp. | &nbsp;&nbsp;&nbsp;69821 | &nbsp;&nbsp;&nbsp;5561941 |
| Bruker Corp. | &nbsp;&nbsp;&nbsp;65782 | &nbsp;&nbsp;&nbsp;4612634 |
| Charles River Laboratories International, Inc. (A) | &nbsp;&nbsp;&nbsp;22745 | &nbsp;&nbsp;&nbsp;5532721 |
| Maravai LifeSciences Holdings, Inc., Class A (A) | &nbsp;&nbsp;&nbsp;33524 | &nbsp;&nbsp;&nbsp;&nbsp;491462 |
| Mettler-Toledo International, Inc. (A) | &nbsp;&nbsp;&nbsp;&nbsp;8719 | 13365529 |
| PerkinElmer, Inc. | &nbsp;&nbsp;&nbsp;56160 | &nbsp;&nbsp;&nbsp;7723685 |
| Repligen Corp. (A) | &nbsp;&nbsp;&nbsp;22085 | &nbsp;&nbsp;&nbsp;4092351 |
| Sotera Health Company (A) | &nbsp;&nbsp;&nbsp;42978 | &nbsp;&nbsp;&nbsp;&nbsp;740941 |
| Syneos Health, Inc. (A) | &nbsp;&nbsp;&nbsp;63157 | &nbsp;&nbsp;&nbsp;2268599 |
| Waters Corp. (A) | &nbsp;&nbsp;&nbsp;20659 | &nbsp;&nbsp;&nbsp;6788134 |
| West Pharmaceutical Services, Inc. | &nbsp;&nbsp;&nbsp;26537 | &nbsp;&nbsp;&nbsp;7048227 |
| **Pharmaceuticals – 1.0%** | **Pharmaceuticals – 1.0%** |  |
| Catalent, Inc. (A) | &nbsp;&nbsp;&nbsp;84625 | &nbsp;&nbsp;&nbsp;4531669 |

---

------

---

| | | |
|:---|:---|:---|
|  | **Shares or<br> Principal<br> Amount** | **Value** |
| **Health care (continued)** | **Health care (continued)** |  |
| Pharmaceuticals (continued) | Pharmaceuticals (continued) |  |
| Elanco Animal Health, Inc. (A) | 193931 | &nbsp;&nbsp;&nbsp;&nbsp;$2662673 |
| Jazz Pharmaceuticals PLC (A) | &nbsp;&nbsp;&nbsp;40078 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6278619 |
| Organon & Company | &nbsp;&nbsp;&nbsp;87474 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2635592 |
| Perrigo Company PLC | &nbsp;&nbsp;&nbsp;51503 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1927242 |
| Royalty Pharma PLC, Class A | &nbsp;&nbsp;&nbsp;74732 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2928747 |
| Viatris, Inc. | 717691 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8727123 |
| **Industrials – 16.9%** | **Industrials – 16.9%** | 512635035 |
| **Aerospace and defense – 1.0%** | **Aerospace and defense – 1.0%** |  |
| Axon Enterprise, Inc. (A) | &nbsp;&nbsp;&nbsp;18397 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3595510 |
| Curtiss-Wright Corp. | &nbsp;&nbsp;&nbsp;13044 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2162695 |
| HEICO Corp. | &nbsp;&nbsp;&nbsp;12048 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2059606 |
| HEICO Corp., Class A | &nbsp;&nbsp;&nbsp;19699 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2633362 |
| Howmet Aerospace, Inc. | 139665 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5682969 |
| Huntington Ingalls Industries, Inc. | &nbsp;&nbsp;&nbsp;23187 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5113661 |
| Textron, Inc. | &nbsp;&nbsp;&nbsp;90286 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6577335 |
| Woodward, Inc. | &nbsp;&nbsp;&nbsp;30437 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3112488 |
| **Air freight and logistics – 0.6%** | **Air freight and logistics – 0.6%** |  |
| C.H. Robinson Worldwide, Inc. | &nbsp;&nbsp;&nbsp;55422 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5551622 |
| Expeditors International of Washington, Inc. | &nbsp;&nbsp;&nbsp;71918 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7777932 |
| GXO Logistics, Inc. (A) | &nbsp;&nbsp;&nbsp;60790 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3181141 |
| **Airlines – 0.2%** | **Airlines – 0.2%** |  |
| Alaska Air Group, Inc. (A) | &nbsp;&nbsp;&nbsp;22365 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1148219 |
| American Airlines Group, Inc. (A) | &nbsp;&nbsp;&nbsp;62116 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1002552 |
| Delta Air Lines, Inc. (A) | &nbsp;&nbsp;&nbsp;47729 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1866204 |
| Southwest Airlines Company | &nbsp;&nbsp;&nbsp;37469 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1340266 |
| United Airlines Holdings, Inc. (A) | &nbsp;&nbsp;&nbsp;35741 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1749879 |
| **Building products – 1.9%** | **Building products – 1.9%** |  |
| A.O. Smith Corp. | &nbsp;&nbsp;&nbsp;70466 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4770548 |
| Advanced Drainage Systems, Inc. | &nbsp;&nbsp;&nbsp;31477 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3174141 |
| Allegion PLC | &nbsp;&nbsp;&nbsp;48896 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5747725 |
| Builders FirstSource, Inc. (A) | 129407 | &nbsp;&nbsp;&nbsp;&nbsp;10313738 |
| Carlisle Companies, Inc. | &nbsp;&nbsp;&nbsp;24815 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6225091 |
| Fortune Brands Innovations, Inc. | &nbsp;&nbsp;&nbsp;89561 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5777580 |
| Lennox International, Inc. | &nbsp;&nbsp;&nbsp;13911 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3625485 |
| Masco Corp. | 109138 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5806142 |
| Masterbrand, Inc. (A) | &nbsp;&nbsp;&nbsp;90076 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;828699 |
| Owens Corning | &nbsp;&nbsp;&nbsp;73568 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7110347 |
| Trex Company, Inc. (A) | &nbsp;&nbsp;&nbsp;49153 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2591346 |
| **Commercial services and supplies – 0.8%** | **Commercial services and supplies – 0.8%** |  |
| Clean Harbors, Inc. (A) | &nbsp;&nbsp;&nbsp;20060 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2613818 |
| Copart, Inc. (A) | 153041 | &nbsp;&nbsp;&nbsp;&nbsp;10194061 |
| Driven Brands Holdings, Inc. (A) | &nbsp;&nbsp;&nbsp;15293 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;446403 |
| MSA Safety, Inc. | &nbsp;&nbsp;&nbsp;15372 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2096587 |
| Rollins, Inc. | &nbsp;&nbsp;&nbsp;82445 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3000998 |
| Stericycle, Inc. (A) | &nbsp;&nbsp;&nbsp;43035 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2315713 |
| Tetra Tech, Inc. | &nbsp;&nbsp;&nbsp;21408 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3329372 |
| **Construction and engineering – 1.1%** | **Construction and engineering – 1.1%** |  |
| AECOM | &nbsp;&nbsp;&nbsp;74563 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6507113 |

---

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

------

---

| | | |
|:---|:---|:---|
|  | **Shares or<br> Principal<br> Amount** | **Value** |
| **Industrials (continued)** | **Industrials (continued)** |  |
| Construction and engineering (continued) | Construction and engineering (continued) |  |
| EMCOR Group, Inc. | &nbsp;&nbsp;&nbsp;31296 | $4639632 |
| MasTec, Inc. (A) | &nbsp;&nbsp;&nbsp;31610 | &nbsp;&nbsp;&nbsp;3105050 |
| MDU Resources Group, Inc. | 125234 | &nbsp;&nbsp;&nbsp;3870983 |
| Quanta Services, Inc. | &nbsp;&nbsp;&nbsp;59894 | &nbsp;&nbsp;&nbsp;9115268 |
| Valmont Industries, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5363 | &nbsp;&nbsp;&nbsp;1768342 |
| WillScot Mobile Mini Holdings Corp. (A) | 105792 | &nbsp;&nbsp;&nbsp;5126680 |
| **Electrical equipment – 1.9%** | **Electrical equipment – 1.9%** |  |
| Acuity Brands, Inc. | &nbsp;&nbsp;&nbsp;17842 | &nbsp;&nbsp;&nbsp;3363574 |
| AMETEK, Inc. | &nbsp;&nbsp;&nbsp;84946 | 12310374 |
| Generac Holdings, Inc. (A) | &nbsp;&nbsp;&nbsp;21233 | &nbsp;&nbsp;&nbsp;2560700 |
| Hubbell, Inc. | &nbsp;&nbsp;&nbsp;37657 | &nbsp;&nbsp;&nbsp;8620064 |
| nVent Electric PLC | &nbsp;&nbsp;&nbsp;56785 | &nbsp;&nbsp;&nbsp;2257204 |
| Plug Power, Inc. (A)(B) | 216024 | &nbsp;&nbsp;&nbsp;3676728 |
| Regal Rexnord Corp. | &nbsp;&nbsp;&nbsp;26383 | &nbsp;&nbsp;&nbsp;3672514 |
| Rockwell Automation, Inc. | &nbsp;&nbsp;&nbsp;41487 | 11700579 |
| Sensata Technologies Holding PLC | 122736 | &nbsp;&nbsp;&nbsp;6241126 |
| Sunrun, Inc. (A) | &nbsp;&nbsp;&nbsp;89587 | &nbsp;&nbsp;&nbsp;2354346 |
| **Machinery – 4.4%** | **Machinery – 4.4%** |  |
| AGCO Corp. | &nbsp;&nbsp;&nbsp;43885 | &nbsp;&nbsp;&nbsp;6061835 |
| Chart Industries, Inc. (A) | &nbsp;&nbsp;&nbsp;10264 | &nbsp;&nbsp;&nbsp;1375171 |
| Crane Holdings Company | &nbsp;&nbsp;&nbsp;22410 | &nbsp;&nbsp;&nbsp;2597543 |
| Cummins, Inc. | &nbsp;&nbsp;&nbsp;18531 | &nbsp;&nbsp;&nbsp;4624226 |
| Donaldson Company, Inc. | &nbsp;&nbsp;&nbsp;78020 | &nbsp;&nbsp;&nbsp;4864547 |
| Dover Corp. | &nbsp;&nbsp;&nbsp;62959 | &nbsp;&nbsp;&nbsp;9559065 |
| Fortive Corp. | &nbsp;&nbsp;&nbsp;88851 | &nbsp;&nbsp;&nbsp;6044534 |
| Graco, Inc. | &nbsp;&nbsp;&nbsp;83384 | &nbsp;&nbsp;&nbsp;5696795 |
| IDEX Corp. | &nbsp;&nbsp;&nbsp;27090 | &nbsp;&nbsp;&nbsp;6492931 |
| Ingersoll Rand, Inc. | 111717 | &nbsp;&nbsp;&nbsp;6256152 |
| ITT, Inc. | &nbsp;&nbsp;&nbsp;49453 | &nbsp;&nbsp;&nbsp;4529400 |
| Lincoln Electric Holdings, Inc. | &nbsp;&nbsp;&nbsp;32894 | &nbsp;&nbsp;&nbsp;5489022 |
| Nordson Corp. | &nbsp;&nbsp;&nbsp;26965 | &nbsp;&nbsp;&nbsp;6560585 |
| Oshkosh Corp. | &nbsp;&nbsp;&nbsp;44693 | &nbsp;&nbsp;&nbsp;4504161 |
| Parker-Hannifin Corp. | &nbsp;&nbsp;&nbsp;47771 | 15573346 |
| Pentair PLC | &nbsp;&nbsp;&nbsp;86030 | &nbsp;&nbsp;&nbsp;4764341 |
| RBC Bearings, Inc. (A) | &nbsp;&nbsp;&nbsp;&nbsp;7445 | &nbsp;&nbsp;&nbsp;1816357 |
| Snap-on, Inc. | &nbsp;&nbsp;&nbsp;32784 | &nbsp;&nbsp;&nbsp;8154364 |
| Stanley Black & Decker, Inc. | &nbsp;&nbsp;&nbsp;53863 | &nbsp;&nbsp;&nbsp;4810505 |
| The Middleby Corp. (A) | &nbsp;&nbsp;&nbsp;32243 | &nbsp;&nbsp;&nbsp;5012174 |
| The Toro Company | &nbsp;&nbsp;&nbsp;57080 | &nbsp;&nbsp;&nbsp;6365562 |
| Wabtec Corp. | &nbsp;&nbsp;&nbsp;74346 | &nbsp;&nbsp;&nbsp;7717858 |
| Xylem, Inc. | &nbsp;&nbsp;&nbsp;57700 | &nbsp;&nbsp;&nbsp;6001377 |
| **Professional services – 1.9%** | **Professional services – 1.9%** |  |
| ASGN, Inc. (A) | &nbsp;&nbsp;&nbsp;&nbsp;9773 | &nbsp;&nbsp;&nbsp;&nbsp;888854 |
| Booz Allen Hamilton Holding Corp. | &nbsp;&nbsp;&nbsp;74915 | &nbsp;&nbsp;&nbsp;7089956 |
| CACI International, Inc., Class A (A) | &nbsp;&nbsp;&nbsp;12705 | &nbsp;&nbsp;&nbsp;3914283 |
| Clarivate PLC (A) | 117371 | &nbsp;&nbsp;&nbsp;1305166 |
| CoStar Group, Inc. (A) | &nbsp;&nbsp;&nbsp;17843 | &nbsp;&nbsp;&nbsp;1389970 |
| Dun & Bradstreet Holdings, Inc. | 101698 | &nbsp;&nbsp;&nbsp;1489876 |
| Equifax, Inc. | &nbsp;&nbsp;&nbsp;35862 | &nbsp;&nbsp;&nbsp;7968536 |

---

------

---

| | | |
|:---|:---|:---|
|  | **Shares or<br> Principal<br> Amount** | **Value** |
| **Industrials (continued)** | **Industrials (continued)** |  |
| Professional services (continued) | Professional services (continued) |  |
| FTI Consulting, Inc. (A) | &nbsp;&nbsp;&nbsp;10127 | &nbsp;&nbsp;&nbsp;&nbsp;$1615459 |
| Jacobs Solutions, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;315 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;38918 |
| KBR, Inc. | &nbsp;&nbsp;&nbsp;48478 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2483528 |
| Leidos Holdings, Inc. | &nbsp;&nbsp;&nbsp;75125 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7425355 |
| Robert Half International, Inc. | &nbsp;&nbsp;&nbsp;71874 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6034541 |
| Science Applications International Corp. | &nbsp;&nbsp;&nbsp;22127 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2296340 |
| TransUnion | &nbsp;&nbsp;&nbsp;54619 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3918913 |
| TriNet Group, Inc. (A) | &nbsp;&nbsp;&nbsp;21748 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1640887 |
| Verisk Analytics, Inc. | &nbsp;&nbsp;&nbsp;45178 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8212909 |
| **Road and rail – 1.5%** | **Road and rail – 1.5%** |  |
| Avis Budget Group, Inc. (A) | &nbsp;&nbsp;&nbsp;&nbsp;9005 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1801360 |
| Hertz Global Holdings, Inc. (A) | 113575 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2046622 |
| J.B. Hunt Transport Services, Inc. | &nbsp;&nbsp;&nbsp;35895 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6785950 |
| Knight-Swift Transportation Holdings, Inc. | &nbsp;&nbsp;&nbsp;97831 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5781812 |
| Landstar System, Inc. | &nbsp;&nbsp;&nbsp;21193 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3662786 |
| Lyft, Inc., Class A (A) | &nbsp;&nbsp;&nbsp;42842 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;696183 |
| Old Dominion Freight Line, Inc. | &nbsp;&nbsp;&nbsp;36340 | &nbsp;&nbsp;&nbsp;&nbsp;12109942 |
| RXO, Inc. (A) | &nbsp;&nbsp;&nbsp;71751 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1314478 |
| Saia, Inc. (A) | &nbsp;&nbsp;&nbsp;14210 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3876204 |
| U-Haul Holding Company (B) | &nbsp;&nbsp;&nbsp;&nbsp;7003 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;469411 |
| U-Haul Holding Company, Series N | &nbsp;&nbsp;&nbsp;62959 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3890237 |
| XPO, Inc. (A) | &nbsp;&nbsp;&nbsp;71841 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2863582 |
| **Trading companies and distributors – 1.6%** | **Trading companies and distributors – 1.6%** |  |
| Core & Main, Inc., Class A (A) | &nbsp;&nbsp;&nbsp;21046 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;464485 |
| Fastenal Company | 191665 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9688666 |
| SiteOne Landscape Supply, Inc. (A) | &nbsp;&nbsp;&nbsp;19596 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2968990 |
| United Rentals, Inc. (A) | &nbsp;&nbsp;&nbsp;38426 | &nbsp;&nbsp;&nbsp;&nbsp;16943945 |
| Univar Solutions, Inc. (A) | &nbsp;&nbsp;&nbsp;&nbsp;1418 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;48893 |
| W.W. Grainger, Inc. | &nbsp;&nbsp;&nbsp;18689 | &nbsp;&nbsp;&nbsp;&nbsp;11016792 |
| Watsco, Inc. | &nbsp;&nbsp;&nbsp;14746 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4237558 |
| WESCO International, Inc. (A) | &nbsp;&nbsp;&nbsp;26631 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3968285 |
| **Information technology – 14.8%** | **Information technology – 14.8%** | 448370302 |
| **Communications equipment – 1.1%** | **Communications equipment – 1.1%** |  |
| Arista Networks, Inc. (A) | &nbsp;&nbsp;&nbsp;88490 | &nbsp;&nbsp;&nbsp;&nbsp;11151510 |
| Ciena Corp. (A) | 111478 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5799086 |
| F5, Inc. (A) | &nbsp;&nbsp;&nbsp;39586 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5845269 |
| Juniper Networks, Inc. | 193724 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6257285 |
| Lumentum Holdings, Inc. (A) | &nbsp;&nbsp;&nbsp;47276 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2845070 |
| Ubiquiti, Inc. (B) | &nbsp;&nbsp;&nbsp;&nbsp;1555 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;454309 |
| **Electronic equipment, instruments and components – 3.1%** | **Electronic equipment, instruments and components – 3.1%** |  |
| Arrow Electronics, Inc. (A) | &nbsp;&nbsp;&nbsp;58410 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6862591 |
| CDW Corp. | &nbsp;&nbsp;&nbsp;55675 | &nbsp;&nbsp;&nbsp;&nbsp;10913970 |
| Cognex Corp. | &nbsp;&nbsp;&nbsp;84024 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4599474 |
| Coherent Corp. (A) | &nbsp;&nbsp;&nbsp;78394 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3402300 |
| Corning, Inc. | 166432 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5760212 |
| Flex, Ltd. (A) | 412050 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9621368 |
| Jabil, Inc. | 126820 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9971857 |
| Keysight Technologies, Inc. (A) | &nbsp;&nbsp;&nbsp;74738 | &nbsp;&nbsp;&nbsp;&nbsp;13404260 |

---

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

------

---

| | | |
|:---|:---|:---|
|  | **Shares or<br> Principal<br> Amount** | **Value** |
| **Information technology (continued)** | **Information technology (continued)** |  |
| Electronic equipment, instruments and<br>components (continued) | Electronic equipment, instruments and<br>components (continued) |  |
| Littelfuse, Inc. | &nbsp;&nbsp;&nbsp;18408 | $4725150 |
| National Instruments Corp. | &nbsp;&nbsp;&nbsp;52422 | &nbsp;&nbsp;&nbsp;2830788 |
| TD SYNNEX Corp. | &nbsp;&nbsp;&nbsp;19504 | &nbsp;&nbsp;&nbsp;1992334 |
| Teledyne Technologies, Inc. (A) | &nbsp;&nbsp;&nbsp;17641 | &nbsp;&nbsp;&nbsp;7484371 |
| Trimble, Inc. (A) | 110605 | &nbsp;&nbsp;&nbsp;6421726 |
| Zebra Technologies Corp., Class A (A) | &nbsp;&nbsp;&nbsp;21569 | &nbsp;&nbsp;&nbsp;6819686 |
| **IT services – 3.3%** | **IT services – 3.3%** |  |
| Affirm Holdings, Inc. (A)(B) | &nbsp;&nbsp;&nbsp;10047 | &nbsp;&nbsp;&nbsp;&nbsp;162661 |
| Akamai Technologies, Inc. (A) | &nbsp;&nbsp;&nbsp;82050 | &nbsp;&nbsp;&nbsp;7298348 |
| Amdocs, Ltd. | &nbsp;&nbsp;&nbsp;90770 | &nbsp;&nbsp;&nbsp;8344486 |
| Broadridge Financial Solutions, Inc. | &nbsp;&nbsp;&nbsp;47615 | &nbsp;&nbsp;&nbsp;7159391 |
| Cloudflare, Inc., Class A (A) | &nbsp;&nbsp;&nbsp;38135 | &nbsp;&nbsp;&nbsp;2017723 |
| Concentrix Corp. | &nbsp;&nbsp;&nbsp;35052 | &nbsp;&nbsp;&nbsp;4970724 |
| DXC Technology Company (A) | 186888 | &nbsp;&nbsp;&nbsp;5369292 |
| EPAM Systems, Inc. (A) | &nbsp;&nbsp;&nbsp;19929 | &nbsp;&nbsp;&nbsp;6629382 |
| ExlService Holdings, Inc. (A) | &nbsp;&nbsp;&nbsp;&nbsp;7900 | &nbsp;&nbsp;&nbsp;1347740 |
| FleetCor Technologies, Inc. (A) | &nbsp;&nbsp;&nbsp;26123 | &nbsp;&nbsp;&nbsp;5454744 |
| Gartner, Inc. (A) | &nbsp;&nbsp;&nbsp;27138 | &nbsp;&nbsp;&nbsp;9176443 |
| Genpact, Ltd. | 108716 | &nbsp;&nbsp;&nbsp;5140092 |
| Globant SA (A) | &nbsp;&nbsp;&nbsp;17301 | &nbsp;&nbsp;&nbsp;2805876 |
| GoDaddy, Inc., Class A (A) | &nbsp;&nbsp;&nbsp;67503 | &nbsp;&nbsp;&nbsp;5544021 |
| Jack Henry & Associates, Inc. | &nbsp;&nbsp;&nbsp;32933 | &nbsp;&nbsp;&nbsp;5930904 |
| MongoDB, Inc. (A) | &nbsp;&nbsp;&nbsp;10759 | &nbsp;&nbsp;&nbsp;2304685 |
| Okta, Inc. (A) | &nbsp;&nbsp;&nbsp;17457 | &nbsp;&nbsp;&nbsp;1285010 |
| SS&C Technologies Holdings, Inc. | 105931 | &nbsp;&nbsp;&nbsp;6392936 |
| The Western Union Company | 193640 | &nbsp;&nbsp;&nbsp;2743879 |
| VeriSign, Inc. (A) | &nbsp;&nbsp;&nbsp;28704 | &nbsp;&nbsp;&nbsp;6258907 |
| WEX, Inc. (A) | &nbsp;&nbsp;&nbsp;22576 | &nbsp;&nbsp;&nbsp;4175883 |
| **Semiconductors and semiconductor equipment – 3.2%** | **Semiconductors and semiconductor equipment – 3.2%** |  |
| Amkor Technology, Inc. | &nbsp;&nbsp;&nbsp;63926 | &nbsp;&nbsp;&nbsp;1870475 |
| Enphase Energy, Inc. (A) | &nbsp;&nbsp;&nbsp;40172 | &nbsp;&nbsp;&nbsp;8893277 |
| Entegris, Inc. | &nbsp;&nbsp;&nbsp;62331 | &nbsp;&nbsp;&nbsp;5030735 |
| First Solar, Inc. (A) | &nbsp;&nbsp;&nbsp;51949 | &nbsp;&nbsp;&nbsp;9226142 |
| Lattice Semiconductor Corp. (A) | &nbsp;&nbsp;&nbsp;73716 | &nbsp;&nbsp;&nbsp;5586936 |
| MKS Instruments, Inc. | &nbsp;&nbsp;&nbsp;48872 | &nbsp;&nbsp;&nbsp;5000583 |
| Monolithic Power Systems, Inc. | &nbsp;&nbsp;&nbsp;16570 | &nbsp;&nbsp;&nbsp;7068099 |
| ON Semiconductor Corp. (A) | 223853 | 16442003 |
| Qorvo, Inc. (A) | &nbsp;&nbsp;&nbsp;62875 | &nbsp;&nbsp;&nbsp;6831998 |
| Skyworks Solutions, Inc. | &nbsp;&nbsp;&nbsp;75967 | &nbsp;&nbsp;&nbsp;8331301 |
| SolarEdge Technologies, Inc. (A) | &nbsp;&nbsp;&nbsp;20620 | &nbsp;&nbsp;&nbsp;6580461 |
| Teradyne, Inc. | &nbsp;&nbsp;&nbsp;91949 | &nbsp;&nbsp;&nbsp;9351213 |
| Universal Display Corp. | &nbsp;&nbsp;&nbsp;27863 | &nbsp;&nbsp;&nbsp;3692683 |
| Wolfspeed, Inc. (A) | &nbsp;&nbsp;&nbsp;52545 | &nbsp;&nbsp;&nbsp;4046490 |
| **Software – 3.0%** | **Software – 3.0%** |  |
| ANSYS, Inc. (A) | &nbsp;&nbsp;&nbsp;33550 | &nbsp;&nbsp;&nbsp;8936378 |
| AppLovin Corp., Class A (A) | &nbsp;&nbsp;&nbsp;16877 | &nbsp;&nbsp;&nbsp;&nbsp;214338 |
| Aspen Technology, Inc. (A) | &nbsp;&nbsp;&nbsp;18090 | &nbsp;&nbsp;&nbsp;3595388 |
| Bentley Systems, Inc., Class B | &nbsp;&nbsp;&nbsp;26095 | &nbsp;&nbsp;&nbsp;1019010 |

---

------

---

| | | |
|:---|:---|:---|
|  | **Shares or<br> Principal<br> Amount** | **Value** |
| **Information technology (continued)** | **Information technology (continued)** |  |
| Software (continued) | Software (continued) |  |
| Bill.com Holdings, Inc. (A) | &nbsp;&nbsp;&nbsp;25832 | &nbsp;&nbsp;&nbsp;&nbsp;$2986696 |
| Black Knight, Inc. (A) | &nbsp;&nbsp;&nbsp;63703 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3859765 |
| Ceridian HCM Holding, Inc. (A) | &nbsp;&nbsp;&nbsp;62731 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4534197 |
| Confluent, Inc., Class A (A) | &nbsp;&nbsp;&nbsp;12158 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;280850 |
| Dolby Laboratories, Inc., Class A | &nbsp;&nbsp;&nbsp;42000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3341520 |
| Dropbox, Inc., Class A (A) | 160039 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3717706 |
| Dynatrace, Inc. (A) | &nbsp;&nbsp;&nbsp;55999 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2152042 |
| Elastic NV (A) | &nbsp;&nbsp;&nbsp;18898 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1111958 |
| Fair Isaac Corp. (A) | &nbsp;&nbsp;&nbsp;13096 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8721281 |
| Five9, Inc. (A) | &nbsp;&nbsp;&nbsp;19877 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1565910 |
| Gen Digital, Inc. | 203657 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4686148 |
| Gitlab, Inc., Class A (A)(B) | &nbsp;&nbsp;&nbsp;10505 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;519052 |
| Guidewire Software, Inc. (A) | &nbsp;&nbsp;&nbsp;42706 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3127787 |
| HashiCorp, Inc., Class A (A)(B) | &nbsp;&nbsp;&nbsp;&nbsp;8060 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;259371 |
| HubSpot, Inc. (A) | &nbsp;&nbsp;&nbsp;11774 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4085696 |
| Informatica, Inc., Class A (A) | &nbsp;&nbsp;&nbsp;12315 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;219207 |
| Manhattan Associates, Inc. (A) | &nbsp;&nbsp;&nbsp;30824 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4018217 |
| Paycom Software, Inc. (A) | &nbsp;&nbsp;&nbsp;16989 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5503417 |
| Paycor HCM, Inc. (A) | &nbsp;&nbsp;&nbsp;15951 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;400530 |
| Paylocity Holding Corp. (A) | &nbsp;&nbsp;&nbsp;14240 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2966050 |
| Procore Technologies, Inc. (A) | &nbsp;&nbsp;&nbsp;&nbsp;8806 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;492696 |
| PTC, Inc. (A) | &nbsp;&nbsp;&nbsp;52228 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7044513 |
| Qualtrics International, Inc., Class A (A) | &nbsp;&nbsp;&nbsp;13479 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;212564 |
| Qualys, Inc. (A) | &nbsp;&nbsp;&nbsp;13328 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1537518 |
| Samsara, Inc., Class A (A) | &nbsp;&nbsp;&nbsp;17000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;231880 |
| SentinelOne, Inc., Class A (A) | &nbsp;&nbsp;&nbsp;26979 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;407113 |
| Splunk, Inc. (A) | &nbsp;&nbsp;&nbsp;24313 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2328456 |
| Tyler Technologies, Inc. (A) | &nbsp;&nbsp;&nbsp;15729 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5076849 |
| UiPath, Inc., Class A (A) | &nbsp;&nbsp;&nbsp;22024 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;338289 |
| Zscaler, Inc. (A) | &nbsp;&nbsp;&nbsp;15078 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1872084 |
| **Technology hardware, storage and peripherals – 1.1%** | **Technology hardware, storage and peripherals – 1.1%** |  |
| Hewlett Packard Enterprise Company | 526943 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8499591 |
| NetApp, Inc. | &nbsp;&nbsp;&nbsp;98471 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6521734 |
| Pure Storage, Inc., Class A (A) | 105784 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3061389 |
| Seagate Technology Holdings PLC | &nbsp;&nbsp;&nbsp;87384 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5922888 |
| Western Digital Corp. (A) | 167738 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7372085 |
| **Materials – 7.7%** | **Materials – 7.7%** | 233728042 |
| **Chemicals – 2.7%** | **Chemicals – 2.7%** |  |
| Albemarle Corp. | &nbsp;&nbsp;&nbsp;29448 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8288140 |
| Ashland, Inc. | &nbsp;&nbsp;&nbsp;14297 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1562233 |
| Axalta Coating Systems, Ltd. (A) | 122930 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3700193 |
| Celanese Corp. | &nbsp;&nbsp;&nbsp;62431 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7691499 |
| CF Industries Holdings, Inc. | &nbsp;&nbsp;&nbsp;72873 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6172343 |
| Eastman Chemical Company | &nbsp;&nbsp;&nbsp;60084 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5297606 |
| FMC Corp. | &nbsp;&nbsp;&nbsp;45494 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6056616 |
| Huntsman Corp. | 133632 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4234798 |
| International Flavors & Fragrances, Inc. | &nbsp;&nbsp;&nbsp;40397 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4543047 |
| Livent Corp. (A) | &nbsp;&nbsp;&nbsp;31886 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;826485 |
| LyondellBasell Industries NV, Class A | &nbsp;&nbsp;&nbsp;77881 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7530314 |

---

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

------

---

| | | |
|:---|:---|:---|
|  | **Shares or<br> Principal<br> Amount** | **Value** |
| **Materials (continued)** | **Materials (continued)** |  |
| Chemicals (continued) | Chemicals (continued) |  |
| Olin Corp. | &nbsp;&nbsp;&nbsp;87200 | &nbsp;&nbsp;&nbsp;&nbsp;$5632248 |
| RPM International, Inc. | &nbsp;&nbsp;&nbsp;64465 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5796048 |
| The Chemours Company | &nbsp;&nbsp;&nbsp;59031 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2148138 |
| The Mosaic Company | 162274 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8039054 |
| Valvoline, Inc. | &nbsp;&nbsp;&nbsp;68519 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2511907 |
| Westlake Corp. | &nbsp;&nbsp;&nbsp;24644 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3025051 |
| **Construction materials – 0.5%** | **Construction materials – 0.5%** |  |
| Martin Marietta Materials, Inc. | &nbsp;&nbsp;&nbsp;20850 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7498494 |
| Vulcan Materials Company | &nbsp;&nbsp;&nbsp;45077 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8263966 |
| **Containers and packaging – 2.3%** | **Containers and packaging – 2.3%** |  |
| Amcor PLC | 525168 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6333526 |
| AptarGroup, Inc. | &nbsp;&nbsp;&nbsp;37652 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4354077 |
| Avery Dennison Corp. | &nbsp;&nbsp;&nbsp;36651 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6943165 |
| Ball Corp. | 108821 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6337735 |
| Berry Global Group, Inc. | &nbsp;&nbsp;&nbsp;99014 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6112134 |
| Crown Holdings, Inc. | &nbsp;&nbsp;&nbsp;57627 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5080396 |
| Graphic Packaging Holding Company | 159323 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3838091 |
| International Paper Company | 158658 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6635078 |
| Packaging Corp. of America | &nbsp;&nbsp;&nbsp;57646 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8226084 |
| Sealed Air Corp. | &nbsp;&nbsp;&nbsp;85170 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4663909 |
| Sonoco Products Company | &nbsp;&nbsp;&nbsp;77489 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4735353 |
| Westrock Company | 144622 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5674967 |
| **Metals and mining – 2.2%** | **Metals and mining – 2.2%** |  |
| Alcoa Corp. | 111177 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5807886 |
| Cleveland-Cliffs, Inc. (A) | 378823 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8087871 |
| Commercial Metals Company | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;566 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;30717 |
| MP Materials Corp. (A) | &nbsp;&nbsp;&nbsp;23836 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;774908 |
| Nucor Corp. | 113616 | &nbsp;&nbsp;&nbsp;&nbsp;19203360 |
| Reliance Steel & Aluminum Company | &nbsp;&nbsp;&nbsp;42988 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9777621 |
| Royal Gold, Inc. | &nbsp;&nbsp;&nbsp;29044 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3689459 |
| Steel Dynamics, Inc. | 118909 | &nbsp;&nbsp;&nbsp;&nbsp;14345182 |
| U.S. Steel Corp. | 149468 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4258343 |
| **Real estate – 5.4%** | **Real estate – 5.4%** | 164331139 |
| **Equity real estate investment trusts – 4.9%** | **Equity real estate investment trusts – 4.9%** |  |
| Agree Realty Corp. | &nbsp;&nbsp;&nbsp;18661 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1392670 |
| Alexandria Real Estate Equities, Inc. | &nbsp;&nbsp;&nbsp;33518 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5387683 |
| American Homes 4 Rent, Class A | 102587 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3517708 |
| Americold Realty Trust, Inc. | &nbsp;&nbsp;&nbsp;88355 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2775231 |
| Apartment Income REIT Corp. | &nbsp;&nbsp;&nbsp;56009 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2142904 |
| Boston Properties, Inc. | &nbsp;&nbsp;&nbsp;42217 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3146855 |
| Brixmor Property Group, Inc. | 104632 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2461991 |
| Camden Property Trust | &nbsp;&nbsp;&nbsp;32605 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4017262 |
| CubeSmart | &nbsp;&nbsp;&nbsp;79534 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3641862 |
| EastGroup Properties, Inc. | &nbsp;&nbsp;&nbsp;15096 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2539902 |
| Equity LifeStyle Properties, Inc. | &nbsp;&nbsp;&nbsp;61197 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4392721 |
| Essex Property Trust, Inc. | &nbsp;&nbsp;&nbsp;14323 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3238001 |
| Extra Space Storage, Inc. | &nbsp;&nbsp;&nbsp;35987 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5679828 |
| Federal Realty Investment Trust | &nbsp;&nbsp;&nbsp;28921 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3225559 |

---

------

---

| | | |
|:---|:---|:---|
|  | **Shares or<br> Principal<br> Amount** | **Value** |
| **Real estate (continued)** | **Real estate (continued)** |  |
| Equity real estate investment trusts (continued) | Equity real estate investment trusts (continued) |  |
| First Industrial Realty Trust, Inc. | &nbsp;&nbsp;&nbsp;47297 | &nbsp;&nbsp;&nbsp;&nbsp;$2523295 |
| Gaming and Leisure Properties, Inc. | &nbsp;&nbsp;&nbsp;87096 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4664862 |
| Healthcare Realty Trust, Inc. | 118096 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2542607 |
| Healthpeak Properties, Inc. | 117500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3228900 |
| Host Hotels & Resorts, Inc. | 254846 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4803847 |
| Invitation Homes, Inc. | 131349 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4268843 |
| Iron Mountain, Inc. | &nbsp;&nbsp;&nbsp;96595 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5272155 |
| Kilroy Realty Corp. | &nbsp;&nbsp;&nbsp;41961 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1722079 |
| Kimco Realty Corp. | 213097 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4786159 |
| Lamar Advertising Company, Class A | &nbsp;&nbsp;&nbsp;36432 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3881465 |
| Life Storage, Inc. | &nbsp;&nbsp;&nbsp;29923 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3232881 |
| Medical Properties Trust, Inc. | 214307 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2775276 |
| Mid-America Apartment Communities, Inc. | &nbsp;&nbsp;&nbsp;26265 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4378901 |
| National Retail Properties, Inc. | &nbsp;&nbsp;&nbsp;63877 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3024576 |
| National Storage Affiliates Trust | &nbsp;&nbsp;&nbsp;27484 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1121347 |
| Omega Healthcare Investors, Inc. | &nbsp;&nbsp;&nbsp;85407 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2514382 |
| Rayonier, Inc. | &nbsp;&nbsp;&nbsp;41415 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1507092 |
| Regency Centers Corp. | &nbsp;&nbsp;&nbsp;61553 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4101276 |
| Rexford Industrial Realty, Inc. | &nbsp;&nbsp;&nbsp;58274 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3698651 |
| Spirit Realty Capital, Inc. | &nbsp;&nbsp;&nbsp;38286 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1679990 |
| STAG Industrial, Inc. | &nbsp;&nbsp;&nbsp;57364 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2042158 |
| STORE Capital Corp. | &nbsp;&nbsp;&nbsp;93833 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3022361 |
| Sun Communities, Inc. | &nbsp;&nbsp;&nbsp;26437 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4146908 |
| UDR, Inc. | &nbsp;&nbsp;&nbsp;81932 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3489484 |
| Ventas, Inc. | &nbsp;&nbsp;&nbsp;83344 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4318053 |
| VICI Properties, Inc. | 200700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6859926 |
| Vornado Realty Trust | &nbsp;&nbsp;&nbsp;54876 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1338426 |
| Weyerhaeuser Company | 186287 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6413861 |
| WP Carey, Inc. | &nbsp;&nbsp;&nbsp;51236 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4382215 |
| **Real estate management and development – 0.5%** | **Real estate management and development – 0.5%** |  |
| CBRE Group, Inc., Class A (A) | 108509 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9278605 |
| Jones Lang LaSalle, Inc. (A) | &nbsp;&nbsp;&nbsp;31105 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5750381 |
| **Utilities – 5.5%** | **Utilities – 5.5%** | 166845441 |
| **Electric utilities – 2.5%** | **Electric utilities – 2.5%** |  |
| Alliant Energy Corp. | &nbsp;&nbsp;&nbsp;91909 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4965843 |
| Avangrid, Inc. | &nbsp;&nbsp;&nbsp;20216 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;852509 |
| Edison International | 119799 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8254151 |
| Entergy Corp. | &nbsp;&nbsp;&nbsp;80306 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8695534 |
| Evergy, Inc. | 131196 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8219429 |
| Eversource Energy | &nbsp;&nbsp;&nbsp;93882 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7729305 |
| FirstEnergy Corp. | 181501 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7432466 |
| IDACORP, Inc. | &nbsp;&nbsp;&nbsp;12532 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1326011 |
| NRG Energy, Inc. | 168445 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5764188 |
| OGE Energy Corp. | 117934 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4637165 |
| PG&E Corp. (A) | 437049 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6949079 |
| Pinnacle West Capital Corp. | &nbsp;&nbsp;&nbsp;72883 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5433428 |
| PPL Corp. | 213880 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6330848 |
| **Gas utilities – 0.5%** | **Gas utilities – 0.5%** |  |
| Atmos Energy Corp. | &nbsp;&nbsp;&nbsp;47986 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5640274 |

---

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

------

---

| | | |
|:---|:---|:---|
|  | **Shares or<br> Principal<br> Amount** | **Value** |
| **Utilities (continued)** | **Utilities (continued)** |  |
| Gas utilities (continued) | Gas utilities (continued) |  |
| National Fuel Gas Company | &nbsp;&nbsp;&nbsp;&nbsp;36211 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$2102411 |
| Southwest Gas Holdings, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;21040 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1408207 |
| UGI Corp. | &nbsp;&nbsp;&nbsp;&nbsp;172766 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6881270 |
| **Independent power and renewable electricity producers –<br>0.6%** | **Independent power and renewable electricity producers –<br>0.6%** |  |
| Brookfield Renewable Corp., Class A | &nbsp;&nbsp;&nbsp;&nbsp;33022 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1040853 |
| Clearway Energy, Inc., Class A | &nbsp;&nbsp;&nbsp;&nbsp;11980 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;383959 |
| Clearway Energy, Inc., Class C | &nbsp;&nbsp;&nbsp;&nbsp;36356 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1228469 |
| Ormat Technologies, Inc. (B) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9695 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;897272 |
| The AES Corp. | &nbsp;&nbsp;&nbsp;&nbsp;297332 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8149870 |
| Vistra Corp. | &nbsp;&nbsp;&nbsp;&nbsp;196925 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4541091 |
| **Multi-utilities – 1.5%** | **Multi-utilities – 1.5%** |  |
| Ameren Corp. | &nbsp;&nbsp;&nbsp;&nbsp;94520 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8210952 |
| CenterPoint Energy, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;306481 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9231208 |
| CMS Energy Corp. | &nbsp;&nbsp;&nbsp;&nbsp;105649 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6675960 |
| DTE Energy Company | &nbsp;&nbsp;&nbsp;&nbsp;65652 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7639923 |
| NiSource, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;245310 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6807353 |
| WEC Energy Group, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;79775 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7498052 |
| **Water utilities – 0.4%** | **Water utilities – 0.4%** |  |
| American Water Works Company, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;52198 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8168465 |
| Essential Utilities, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;80246 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3749896 |
| **SHORT-TERM INVESTMENTS – 0.1%** |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**$3056244** |
| (Cost $3,056,242) |  |  |
| **Short-term funds – 0.1%** | **Short-term funds – 0.1%** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3056244 |
| John Hancock Collateral Trust, 4.3787% (D)(E) | &nbsp;&nbsp;&nbsp;&nbsp;19312 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;193082 |
| State Street Institutional U.S. Government Money Market Fund, Premier Class, 4.1717% (D) | 2863162 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2863162 |
| **Total investments (Multifactor Mid Cap ETF) (Cost $2,623,409,164) 100.0%** | **Total investments (Multifactor Mid Cap ETF) (Cost $2,623,409,164) 100.0%** | **$3035270118** |
| **Other assets and liabilities, net (0.0%)** |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**(116290)** |
| **Total net assets 100.0%** |  | **$3035153828** |

---

---

| | |
|:---|:---|
| 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 1-31-23. The value of securities on loan amounted to $8,116,832. In addition to the cash collateral invested in John Hancock Collateral Trust, if any, non-cash collateral of $7,868,824 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 1-31-23. |
| (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 1-31-23 (unaudited)

---

| | | |
|:---|:---|:---|
|  | **Shares or<br> Principal<br> Amount** | **Value** |
| **COMMON STOCKS – 99.9%** |  | **$355737865** |
| (Cost $319,740,955) |  |  |
| **Communication services – 2.6%** | **Communication services – 2.6%** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9310061 |
| **Diversified telecommunication services – 0.8%** | **Diversified telecommunication services – 0.8%** |  |
| Frontier Communications Parent, Inc. (A) | 40852 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1209628 |
| Iridium Communications, Inc. (A) | 28925 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1730872 |
| **Entertainment – 0.6%** | **Entertainment – 0.6%** |  |
| Madison Square Garden Sports Corp. | &nbsp;&nbsp;&nbsp;5139 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;934476 |
| World Wrestling Entertainment, Inc., Class A | 12097 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1023648 |
| **Interactive media and services – 0.6%** | **Interactive media and services – 0.6%** |  |
| Bumble, Inc., Class A (A) | 17434 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;448926 |
| TripAdvisor, Inc. (A) | 27467 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;639981 |
| Ziff Davis, Inc. (A) | 11465 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1025888 |
| **Media – 0.6%** | **Media – 0.6%** |  |
| Altice USA, Inc., Class A (A) | 42932 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;210367 |
| Cable One, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;56 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;44233 |
| TEGNA, Inc. | 46687 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;930472 |
| The New York Times Company, Class A | 31905 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1111570 |
| **Consumer discretionary – 11.4%** | **Consumer discretionary – 11.4%** | &nbsp;&nbsp;&nbsp;&nbsp;40495699 |
| **Auto components – 0.9%** | **Auto components – 0.9%** |  |
| Fox Factory Holding Corp. (A) | 11697 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1381299 |
| QuantumScape Corp. (A)(B) | 47706 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;405978 |
| The Goodyear Tire & Rubber Company (A) | 60903 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;685159 |
| Visteon Corp. (A) | &nbsp;&nbsp;&nbsp;5747 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;898486 |
| **Automobiles – 0.8%** | **Automobiles – 0.8%** |  |
| Harley-Davidson, Inc. | 37061 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1705918 |
| Thor Industries, Inc. (B) | 11498 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1096104 |
| **Diversified consumer services – 0.1%** | **Diversified consumer services – 0.1%** |  |
| ADT, Inc. | 32649 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;286985 |
| Bright Horizons Family Solutions, Inc. (A) | &nbsp;&nbsp;&nbsp;2957 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;227038 |
| **Hotels, restaurants and leisure – 4.1%** | **Hotels, restaurants and leisure – 4.1%** |  |
| Dutch Bros, Inc., Class A (A) | &nbsp;&nbsp;&nbsp;7082 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;269895 |
| Hilton Grand Vacations, Inc. (A) | 18542 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;878149 |
| International Game Technology PLC | 19634 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;519319 |
| Light & Wonder, Inc. (A) | 20356 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1328229 |
| Marriott Vacations Worldwide Corp. | &nbsp;&nbsp;&nbsp;9277 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1484691 |
| Norwegian Cruise Line Holdings, Ltd. (A) | 86064 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1309033 |
| Penn Entertainment, Inc. (A) | &nbsp;&nbsp;&nbsp;8133 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;288315 |
| Planet Fitness, Inc., Class A (A) | 11861 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1004034 |
| Red Rock Resorts, Inc., Class A | 11129 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;500916 |
| SeaWorld Entertainment, Inc. (A) | &nbsp;&nbsp;&nbsp;9649 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;602001 |
| Texas Roadhouse, Inc. | 17146 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1721973 |
| The Wendy's Company | 49636 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1106883 |
| Travel + Leisure Company | 17746 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;751898 |
| Wingstop, Inc. | &nbsp;&nbsp;&nbsp;7695 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1219427 |
| Wyndham Hotels & Resorts, Inc. | 18492 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1433315 |
| **Household durables – 1.7%** | **Household durables – 1.7%** |  |
| Leggett & Platt, Inc. | 29578 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1081372 |
| Skyline Champion Corp. (A) | 11427 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;673622 |

---

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

------

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

------

---

| | | |
|:---|:---|:---|
|  | **Shares or<br> Principal<br> Amount** | **Value** |
| **Consumer discretionary (continued)** | **Consumer discretionary (continued)** |  |
| Household durables (continued) | Household durables (continued) |  |
| Tempur Sealy International, Inc. | 34388 | &nbsp;&nbsp;&nbsp;$1401311 |
| Toll Brothers, Inc. | 22428 | &nbsp;&nbsp;&nbsp;&nbsp;1334242 |
| TopBuild Corp. (A) | &nbsp;&nbsp;&nbsp;7826 | &nbsp;&nbsp;&nbsp;&nbsp;1565670 |
| **Leisure products – 0.9%** | **Leisure products – 0.9%** |  |
| Acushnet Holdings Corp. | &nbsp;&nbsp;&nbsp;6523 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;306255 |
| Brunswick Corp. | 18366 | &nbsp;&nbsp;&nbsp;&nbsp;1548805 |
| Topgolf Callaway Brands Corp. (A) | 28262 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;692136 |
| YETI Holdings, Inc. (A) | 13053 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;584252 |
| **Multiline retail – 0.9%** | **Multiline retail – 0.9%** |  |
| Dillard's, Inc., Class A | &nbsp;&nbsp;&nbsp;&nbsp;809 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;318188 |
| Kohl's Corp. | 26048 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;843174 |
| Macy's, Inc. | 57341 | &nbsp;&nbsp;&nbsp;&nbsp;1354968 |
| Ollie's Bargain Outlet Holdings, Inc. (A) | 11876 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;650330 |
| **Specialty retail – 0.9%** | **Specialty retail – 0.9%** |  |
| Academy Sports & Outdoors, Inc. | 16966 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;991154 |
| Asbury Automotive Group, Inc. (A) | &nbsp;&nbsp;&nbsp;4661 | &nbsp;&nbsp;&nbsp;&nbsp;1025420 |
| Foot Locker, Inc. | 18928 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;823557 |
| Petco Health & Wellness Company, Inc. (A)(B) | 16578 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;193797 |
| **Textiles, apparel and luxury goods – 1.1%** | **Textiles, apparel and luxury goods – 1.1%** |  |
| Columbia Sportswear Company | &nbsp;&nbsp;&nbsp;6880 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;659792 |
| PVH Corp. | 17524 | &nbsp;&nbsp;&nbsp;&nbsp;1575408 |
| Skechers USA, Inc., Class A (A) | 36702 | &nbsp;&nbsp;&nbsp;&nbsp;1767201 |
| **Consumer staples – 2.3%** | **Consumer staples – 2.3%** | &nbsp;&nbsp;&nbsp;8204281 |
| **Beverages – 0.4%** | **Beverages – 0.4%** |  |
| Coca-Cola Consolidated, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;986 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;499685 |
| National Beverage Corp. (A) | &nbsp;&nbsp;&nbsp;5969 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;263830 |
| The Boston Beer Company, Inc., Class A (A) | &nbsp;&nbsp;&nbsp;1901 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;738748 |
| **Food and staples retailing – 0.2%** | **Food and staples retailing – 0.2%** |  |
| Grocery Outlet Holding Corp. (A) | 18053 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;548631 |
| **Food products – 1.3%** | **Food products – 1.3%** |  |
| Flowers Foods, Inc. | 38392 | &nbsp;&nbsp;&nbsp;&nbsp;1063074 |
| Ingredion, Inc. | 13468 | &nbsp;&nbsp;&nbsp;&nbsp;1384510 |
| Lancaster Colony Corp. | &nbsp;&nbsp;&nbsp;5134 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;985266 |
| Post Holdings, Inc. (A) | 11493 | &nbsp;&nbsp;&nbsp;&nbsp;1091260 |
| Seaboard Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;70 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;274435 |
| **Household products – 0.1%** | **Household products – 0.1%** |  |
| Reynolds Consumer Products, Inc. | 11418 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;339914 |
| **Personal products – 0.3%** | **Personal products – 0.3%** |  |
| BellRing Brands, Inc. (A) | 23836 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;675989 |
| Coty, Inc., Class A (A) | 34030 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;338939 |
| **Energy – 5.5%** | **Energy – 5.5%** | 19657104 |
| **Energy equipment and services – 1.5%** | **Energy equipment and services – 1.5%** |  |
| ChampionX Corp. | 43633 | &nbsp;&nbsp;&nbsp;&nbsp;1440762 |
| Helmerich & Payne, Inc. | 20523 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;994134 |
| Patterson-UTI Energy, Inc. | 45157 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;758638 |
| TechnipFMC PLC (A) | 87970 | &nbsp;&nbsp;&nbsp;&nbsp;1221903 |
| Valaris, Ltd. (A) | 12614 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;916281 |

---

------

---

| | | |
|:---|:---|:---|
|  | **Shares or<br> Principal<br> Amount** | **Value** |
| **Energy (continued)** | **Energy (continued)** |  |
| Oil, gas and consumable fuels – 4.0% | Oil, gas and consumable fuels – 4.0% |  |
| Antero Midstream Corp. | 79965 | &nbsp;&nbsp;&nbsp;&nbsp;$871619 |
| California Resources Corp. | 16204 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;692397 |
| Chord Energy Corp. | &nbsp;&nbsp;&nbsp;8317 | &nbsp;&nbsp;&nbsp;&nbsp;1192076 |
| Civitas Resources, Inc. | 11294 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;751616 |
| CNX Resources Corp. (A) | 37994 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;635640 |
| Comstock Resources, Inc. | 19208 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;233377 |
| CVR Energy, Inc. | &nbsp;&nbsp;&nbsp;6288 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;208762 |
| Denbury, Inc. (A) | 10382 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;900950 |
| DT Midstream, Inc. | 20513 | &nbsp;&nbsp;&nbsp;&nbsp;1121241 |
| EnLink Midstream LLC (A) | 52395 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;666464 |
| Equitrans Midstream Corp. | 90019 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;652638 |
| Kinetik Holdings, Inc. (B) | &nbsp;&nbsp;&nbsp;3503 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;109609 |
| Kosmos Energy, Ltd. (A) | 97451 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;770837 |
| Magnolia Oil & Gas Corp., Class A | 37502 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;885422 |
| Murphy Oil Corp. | 21784 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;950000 |
| PBF Energy, Inc., Class A | 23586 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;990376 |
| PDC Energy, Inc. | 16606 | &nbsp;&nbsp;&nbsp;&nbsp;1124724 |
| Peabody Energy Corp. (A) | 25015 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;697668 |
| SM Energy Company | 26467 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;869970 |
| **Financials – 17.5%** | **Financials – 17.5%** | 62216623 |
| **Banks – 7.9%** | **Banks – 7.9%** |  |
| Ameris Bancorp | 13474 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;635434 |
| BancFirst Corp. | &nbsp;&nbsp;&nbsp;3584 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;308690 |
| Bank OZK | 30493 | &nbsp;&nbsp;&nbsp;&nbsp;1392615 |
| BOK Financial Corp. | &nbsp;&nbsp;&nbsp;7692 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;773046 |
| Cadence Bank | 38224 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;977770 |
| Community Bank System, Inc. | 12782 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;737649 |
| CVB Financial Corp. | 27375 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;663023 |
| Eastern Bankshares, Inc. | 33590 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;543150 |
| First Financial Bankshares, Inc. | 33688 | &nbsp;&nbsp;&nbsp;&nbsp;1199967 |
| First Hawaiian, Inc. | 26961 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;739810 |
| First Interstate BancSystem, Inc., Class A | 19036 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;683012 |
| FNB Corp. | 74735 | &nbsp;&nbsp;&nbsp;&nbsp;1066468 |
| Glacier Bancorp, Inc. | 23448 | &nbsp;&nbsp;&nbsp;&nbsp;1068994 |
| Hancock Whitney Corp. | 17520 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;901930 |
| Home BancShares, Inc. | 40394 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;964205 |
| Independent Bank Corp. | &nbsp;&nbsp;&nbsp;9508 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;757693 |
| Old National Bancorp | 60703 | &nbsp;&nbsp;&nbsp;&nbsp;1062303 |
| Pinnacle Financial Partners, Inc. | 18740 | &nbsp;&nbsp;&nbsp;&nbsp;1475400 |
| Popular, Inc. | 19923 | &nbsp;&nbsp;&nbsp;&nbsp;1367515 |
| Prosperity Bancshares, Inc. | 16753 | &nbsp;&nbsp;&nbsp;&nbsp;1270883 |
| ServisFirst Bancshares, Inc. | 10202 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;695572 |
| SouthState Corp. | 17545 | &nbsp;&nbsp;&nbsp;&nbsp;1396582 |
| Synovus Financial Corp. | 35134 | &nbsp;&nbsp;&nbsp;&nbsp;1473871 |
| UMB Financial Corp. | &nbsp;&nbsp;&nbsp;8309 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;749389 |
| Umpqua Holdings Corp. | 45585 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;829647 |
| United Bankshares, Inc. | 32399 | &nbsp;&nbsp;&nbsp;&nbsp;1302440 |
| United Community Banks, Inc. | 22385 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;728408 |
| Valley National Bancorp | 94771 | &nbsp;&nbsp;&nbsp;&nbsp;1125879 |

---

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

------

---

| | | |
|:---|:---|:---|
|  | **Shares or<br> Principal<br> Amount** | **Value** |
| **Financials (continued)** | **Financials (continued)** |  |
| Banks (continued) | Banks (continued) |  |
| Wintrust Financial Corp. | &nbsp;&nbsp;&nbsp;12694 | &nbsp;&nbsp;&nbsp;$1161120 |
| **Capital markets – 2.4%** | **Capital markets – 2.4%** |  |
| Affiliated Managers Group, Inc. | &nbsp;&nbsp;&nbsp;10108 | &nbsp;&nbsp;&nbsp;&nbsp;1746056 |
| Cohen & Steers, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;6051 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;444567 |
| Evercore, Inc., Class A | &nbsp;&nbsp;&nbsp;&nbsp;6876 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;892574 |
| Hamilton Lane, Inc., Class A | &nbsp;&nbsp;&nbsp;&nbsp;7780 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;605751 |
| Houlihan Lokey, Inc. | &nbsp;&nbsp;&nbsp;13067 | &nbsp;&nbsp;&nbsp;&nbsp;1294548 |
| Interactive Brokers Group, Inc., Class A | &nbsp;&nbsp;&nbsp;19884 | &nbsp;&nbsp;&nbsp;&nbsp;1589527 |
| Janus Henderson Group PLC | &nbsp;&nbsp;&nbsp;42672 | &nbsp;&nbsp;&nbsp;&nbsp;1106058 |
| Moelis & Company, Class A | &nbsp;&nbsp;&nbsp;13428 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;627759 |
| Virtu Financial, Inc., Class A | &nbsp;&nbsp;&nbsp;20604 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;397863 |
| **Consumer finance – 0.9%** | **Consumer finance – 0.9%** |  |
| FirstCash Holdings, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;8173 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;753387 |
| OneMain Holdings, Inc. | &nbsp;&nbsp;&nbsp;23618 | &nbsp;&nbsp;&nbsp;&nbsp;1018881 |
| SLM Corp. | &nbsp;&nbsp;&nbsp;75917 | &nbsp;&nbsp;&nbsp;&nbsp;1333862 |
| **Diversified financial services – 0.4%** | **Diversified financial services – 0.4%** |  |
| Voya Financial, Inc. | &nbsp;&nbsp;&nbsp;20056 | &nbsp;&nbsp;&nbsp;&nbsp;1399307 |
| **Insurance – 4.1%** | **Insurance – 4.1%** |  |
| American Equity Investment Life Holding Company | &nbsp;&nbsp;&nbsp;15117 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;720325 |
| Axis Capital Holdings, Ltd. | &nbsp;&nbsp;&nbsp;20607 | &nbsp;&nbsp;&nbsp;&nbsp;1289380 |
| Brighthouse Financial, Inc. (A) | &nbsp;&nbsp;&nbsp;15994 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;899982 |
| BRP Group, Inc., Class A (A) | &nbsp;&nbsp;&nbsp;12348 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;353770 |
| Enstar Group, Ltd. (A) | &nbsp;&nbsp;&nbsp;&nbsp;2734 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;662448 |
| First American Financial Corp. | &nbsp;&nbsp;&nbsp;20842 | &nbsp;&nbsp;&nbsp;&nbsp;1289495 |
| Kinsale Capital Group, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5476 | &nbsp;&nbsp;&nbsp;&nbsp;1524737 |
| Primerica, Inc. | &nbsp;&nbsp;&nbsp;10120 | &nbsp;&nbsp;&nbsp;&nbsp;1636910 |
| RenaissanceRe Holdings, Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;8859 | &nbsp;&nbsp;&nbsp;&nbsp;1733618 |
| RLI Corp. | &nbsp;&nbsp;&nbsp;&nbsp;9666 | &nbsp;&nbsp;&nbsp;&nbsp;1280262 |
| Selective Insurance Group, Inc. | &nbsp;&nbsp;&nbsp;13840 | &nbsp;&nbsp;&nbsp;&nbsp;1314800 |
| The Hanover Insurance Group, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;8182 | &nbsp;&nbsp;&nbsp;&nbsp;1101134 |
| White Mountains Insurance Group, Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;575 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;878577 |
| **Mortgage real estate investment trusts – 0.2%** | **Mortgage real estate investment trusts – 0.2%** |  |
| Hannon Armstrong Sustainable Infrastructure Capital, Inc. | &nbsp;&nbsp;&nbsp;19627 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;724433 |
| **Thrifts and mortgage finance – 1.6%** | **Thrifts and mortgage finance – 1.6%** |  |
| Enact Holdings, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;6239 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;156911 |
| Essent Group, Ltd. | &nbsp;&nbsp;&nbsp;27595 | &nbsp;&nbsp;&nbsp;&nbsp;1215008 |
| MGIC Investment Corp. | &nbsp;&nbsp;&nbsp;84762 | &nbsp;&nbsp;&nbsp;&nbsp;1196839 |
| New York Community Bancorp, Inc. (B) | 113203 | &nbsp;&nbsp;&nbsp;&nbsp;1130898 |
| Radian Group, Inc. | &nbsp;&nbsp;&nbsp;46158 | &nbsp;&nbsp;&nbsp;&nbsp;1020092 |
| TFS Financial Corp. | &nbsp;&nbsp;&nbsp;13710 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;195368 |
| Walker & Dunlop, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;6595 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;629031 |
| **Health care – 10.4%** | **Health care – 10.4%** | 37122853 |
| **Biotechnology – 2.9%** | **Biotechnology – 2.9%** |  |
| Alkermes PLC (A) | &nbsp;&nbsp;&nbsp;33288 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;953368 |
| Beam Therapeutics, Inc. (A) | &nbsp;&nbsp;&nbsp;13683 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;594526 |
| Blueprint Medicines Corp. (A) | &nbsp;&nbsp;&nbsp;14478 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;676702 |

---

------

---

| | | |
|:---|:---|:---|
|  | **Shares or<br> Principal<br> Amount** | **Value** |
| **Health care (continued)** | **Health care (continued)** |  |
| Biotechnology (continued) | Biotechnology (continued) |  |
| CRISPR Therapeutics AG (A)(B) | 15133 | &nbsp;&nbsp;$772086 |
| Cytokinetics, Inc. (A) | 18197 | &nbsp;&nbsp;&nbsp;&nbsp;773009 |
| Denali Therapeutics, Inc. (A) | 17758 | &nbsp;&nbsp;&nbsp;&nbsp;537535 |
| Exelixis, Inc. (A) | 64705 | 1140102 |
| Halozyme Therapeutics, Inc. (A) | 34092 | 1764943 |
| Intellia Therapeutics, Inc. (A) | 14000 | &nbsp;&nbsp;&nbsp;&nbsp;594160 |
| Ionis Pharmaceuticals, Inc. (A) | &nbsp;&nbsp;&nbsp;4019 | &nbsp;&nbsp;&nbsp;&nbsp;160238 |
| Mirati Therapeutics, Inc. (A) | &nbsp;&nbsp;&nbsp;9975 | &nbsp;&nbsp;&nbsp;&nbsp;532765 |
| Natera, Inc. (A) | 16065 | &nbsp;&nbsp;&nbsp;&nbsp;689670 |
| PTC Therapeutics, Inc. (A) | 13931 | &nbsp;&nbsp;&nbsp;&nbsp;639294 |
| Ultragenyx Pharmaceutical, Inc. (A) | 13515 | &nbsp;&nbsp;&nbsp;&nbsp;612635 |
| **Health care equipment and supplies – 2.8%** | **Health care equipment and supplies – 2.8%** |  |
| Envista Holdings Corp. (A) | &nbsp;&nbsp;&nbsp;5909 | &nbsp;&nbsp;&nbsp;&nbsp;230392 |
| Globus Medical, Inc., Class A (A) | 15489 | 1169420 |
| Haemonetics Corp. (A) | 10447 | &nbsp;&nbsp;&nbsp;&nbsp;883816 |
| ICU Medical, Inc. (A) | &nbsp;&nbsp;&nbsp;5129 | &nbsp;&nbsp;&nbsp;&nbsp;991077 |
| Inspire Medical Systems, Inc. (A) | &nbsp;&nbsp;&nbsp;6113 | 1546956 |
| Integra LifeSciences Holdings Corp. (A) | 17954 | 1028764 |
| Lantheus Holdings, Inc. (A) | 13745 | &nbsp;&nbsp;&nbsp;&nbsp;790338 |
| Merit Medical Systems, Inc. (A) | 11845 | &nbsp;&nbsp;&nbsp;&nbsp;845141 |
| Omnicell, Inc. (A) | &nbsp;&nbsp;&nbsp;9202 | &nbsp;&nbsp;&nbsp;&nbsp;510435 |
| Penumbra, Inc. (A) | &nbsp;&nbsp;&nbsp;&nbsp;942 | &nbsp;&nbsp;&nbsp;&nbsp;235886 |
| QuidelOrtho Corp. (A) | 12326 | 1055229 |
| STAAR Surgical Company (A) | 10382 | &nbsp;&nbsp;&nbsp;&nbsp;732450 |
| **Health care providers and services – 3.1%** | **Health care providers and services – 3.1%** |  |
| 1Life Healthcare, Inc. (A) | 34787 | &nbsp;&nbsp;&nbsp;&nbsp;556244 |
| Amedisys, Inc. (A) | &nbsp;&nbsp;&nbsp;6675 | &nbsp;&nbsp;&nbsp;&nbsp;645206 |
| AMN Healthcare Services, Inc. (A) | &nbsp;&nbsp;&nbsp;9293 | &nbsp;&nbsp;&nbsp;&nbsp;890641 |
| Encompass Health Corp. | 20201 | 1261552 |
| Guardant Health, Inc. (A) | 20259 | &nbsp;&nbsp;&nbsp;&nbsp;636740 |
| HealthEquity, Inc. (A) | 18590 | 1131202 |
| LHC Group, Inc. (A) | &nbsp;&nbsp;&nbsp;6229 | &nbsp;&nbsp;&nbsp;&nbsp;987919 |
| Option Care Health, Inc. (A) | 30670 | &nbsp;&nbsp;&nbsp;&nbsp;885443 |
| Premier, Inc., Class A | 30418 | 1014744 |
| Progyny, Inc. (A) | 15392 | &nbsp;&nbsp;&nbsp;&nbsp;529331 |
| Select Medical Holdings Corp. | 21304 | &nbsp;&nbsp;&nbsp;&nbsp;619307 |
| Tenet Healthcare Corp. (A) | &nbsp;&nbsp;&nbsp;7894 | &nbsp;&nbsp;&nbsp;&nbsp;432986 |
| The Ensign Group, Inc. | 13670 | 1274728 |
| **Health care technology – 0.2%** | **Health care technology – 0.2%** |  |
| Evolent Health, Inc., Class A (A) | 16845 | &nbsp;&nbsp;&nbsp;&nbsp;542746 |
| **Life sciences tools and services – 0.9%** | **Life sciences tools and services – 0.9%** |  |
| Azenta, Inc. (A) | 18737 | 1047398 |
| Maravai LifeSciences Holdings, Inc., Class A (A) | 22207 | &nbsp;&nbsp;&nbsp;&nbsp;325555 |
| Medpace Holdings, Inc. (A) | &nbsp;&nbsp;&nbsp;6954 | 1537321 |
| Sotera Health Company (A) | 20576 | &nbsp;&nbsp;&nbsp;&nbsp;354730 |
| Syneos Health, Inc. (A) | &nbsp;&nbsp;&nbsp;1854 | &nbsp;&nbsp;&nbsp;&nbsp;66596 |
| **Pharmaceuticals – 0.5%** | **Pharmaceuticals – 0.5%** |  |
| Intra-Cellular Therapies, Inc. (A) | 17624 | &nbsp;&nbsp;&nbsp;&nbsp;844542 |

---

38 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 (continued) | Pharmaceuticals (continued) |  |
| Perrigo Company PLC | 28781 | &nbsp;&nbsp;&nbsp;$1076985 |
| **Industrials – 21.6%** | **Industrials – 21.6%** | 76857457 |
| **Aerospace and defense – 1.8%** | **Aerospace and defense – 1.8%** |  |
| Aerojet Rocketdyne Holdings, Inc. (A) | 15436 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;863181 |
| BWX Technologies, Inc. | 19143 | &nbsp;&nbsp;&nbsp;&nbsp;1165043 |
| Curtiss-Wright Corp. | &nbsp;&nbsp;&nbsp;9310 | &nbsp;&nbsp;&nbsp;&nbsp;1543598 |
| Hexcel Corp. | 17906 | &nbsp;&nbsp;&nbsp;&nbsp;1263805 |
| Parsons Corp. (A) | &nbsp;&nbsp;&nbsp;7208 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;313692 |
| Woodward, Inc. | 11713 | &nbsp;&nbsp;&nbsp;&nbsp;1197771 |
| **Air freight and logistics – 0.3%** | **Air freight and logistics – 0.3%** |  |
| GXO Logistics, Inc. (A) | 23430 | &nbsp;&nbsp;&nbsp;&nbsp;1226092 |
| **Airlines – 0.1%** | **Airlines – 0.1%** |  |
| Alaska Air Group, Inc. (A) | &nbsp;&nbsp;&nbsp;6605 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;339101 |
| **Building products – 1.5%** | **Building products – 1.5%** |  |
| Armstrong World Industries, Inc. | 12108 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;937280 |
| Simpson Manufacturing Company, Inc. | 10667 | &nbsp;&nbsp;&nbsp;&nbsp;1142542 |
| Trex Company, Inc. (A) | 22407 | &nbsp;&nbsp;&nbsp;&nbsp;1181297 |
| UFP Industries, Inc. | 15134 | &nbsp;&nbsp;&nbsp;&nbsp;1415786 |
| Zurn Elkay Water Solutions Corp. | 30632 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;669616 |
| **Commercial services and supplies – 1.9%** | **Commercial services and supplies – 1.9%** |  |
| Casella Waste Systems, Inc., Class A (A) | 10546 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;844946 |
| Clean Harbors, Inc. (A) | 11900 | &nbsp;&nbsp;&nbsp;&nbsp;1550570 |
| Driven Brands Holdings, Inc. (A) | 11670 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;340647 |
| IAA, Inc. (A) | 28501 | &nbsp;&nbsp;&nbsp;&nbsp;1189347 |
| MSA Safety, Inc. | &nbsp;&nbsp;&nbsp;8898 | &nbsp;&nbsp;&nbsp;&nbsp;1213598 |
| Stericycle, Inc. (A) | 19345 | &nbsp;&nbsp;&nbsp;&nbsp;1040954 |
| UniFirst Corp. | &nbsp;&nbsp;&nbsp;3077 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;610600 |
| **Construction and engineering – 2.8%** | **Construction and engineering – 2.8%** |  |
| Ameresco, Inc., Class A (A) | &nbsp;&nbsp;&nbsp;6421 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;413962 |
| API Group Corp. (A) | 41162 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;915443 |
| Comfort Systems USA, Inc. | &nbsp;&nbsp;&nbsp;7064 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;855027 |
| Dycom Industries, Inc. (A) | &nbsp;&nbsp;&nbsp;5833 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;556293 |
| EMCOR Group, Inc. | 12734 | &nbsp;&nbsp;&nbsp;&nbsp;1887816 |
| Fluor Corp. (A) | 28743 | &nbsp;&nbsp;&nbsp;&nbsp;1056305 |
| MasTec, Inc. (A) | 14055 | &nbsp;&nbsp;&nbsp;&nbsp;1380623 |
| MDU Resources Group, Inc. | 45522 | &nbsp;&nbsp;&nbsp;&nbsp;1407085 |
| Valmont Industries, Inc. | &nbsp;&nbsp;&nbsp;4412 | &nbsp;&nbsp;&nbsp;&nbsp;1454769 |
| **Electrical equipment – 1.6%** | **Electrical equipment – 1.6%** |  |
| Acuity Brands, Inc. | &nbsp;&nbsp;&nbsp;8468 | &nbsp;&nbsp;&nbsp;&nbsp;1596387 |
| Atkore, Inc. (A) | &nbsp;&nbsp;&nbsp;8424 | &nbsp;&nbsp;&nbsp;&nbsp;1097226 |
| Bloom Energy Corp., Class A (A) | 37673 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;939188 |
| nVent Electric PLC | 41515 | &nbsp;&nbsp;&nbsp;&nbsp;1650221 |
| Shoals Technologies Group, Inc., Class A (A) | 12757 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;355793 |
| Sunrun, Inc. (A) | &nbsp;&nbsp;&nbsp;7934 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;208506 |
| **Machinery – 4.0%** | **Machinery – 4.0%** |  |
| Allison Transmission Holdings, Inc. | 26581 | &nbsp;&nbsp;&nbsp;&nbsp;1198271 |
| Crane Holdings Company | 12174 | &nbsp;&nbsp;&nbsp;&nbsp;1411088 |
| Donaldson Company, Inc. | 20051 | &nbsp;&nbsp;&nbsp;&nbsp;1250180 |

---

------

---

| | | |
|:---|:---|:---|
|  | **Shares or<br> Principal<br> Amount** | **Value** |
| **Industrials (continued)** | **Industrials (continued)** |  |
| Machinery (continued) | Machinery (continued) |  |
| Evoqua Water Technologies Corp. (A) | 25569 | &nbsp;&nbsp;&nbsp;$1240352 |
| Flowserve Corp. | 32310 | &nbsp;&nbsp;&nbsp;&nbsp;1112110 |
| Franklin Electric Company, Inc. | &nbsp;&nbsp;&nbsp;8167 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;737480 |
| ITT, Inc. | 16959 | &nbsp;&nbsp;&nbsp;&nbsp;1553275 |
| John Bean Technologies Corp. | &nbsp;&nbsp;&nbsp;8247 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;921437 |
| Mueller Industries, Inc. | 11255 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;737765 |
| Oshkosh Corp. | 14945 | &nbsp;&nbsp;&nbsp;&nbsp;1506157 |
| The Timken Company | 16247 | &nbsp;&nbsp;&nbsp;&nbsp;1337940 |
| Watts Water Technologies, Inc., Class A | &nbsp;&nbsp;&nbsp;6711 | &nbsp;&nbsp;&nbsp;&nbsp;1097383 |
| **Marine – 0.1%** | **Marine – 0.1%** |  |
| Kirby Corp. (A) | &nbsp;&nbsp;&nbsp;3178 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;224939 |
| **Professional services – 2.7%** | **Professional services – 2.7%** |  |
| ASGN, Inc. (A) | 12603 | &nbsp;&nbsp;&nbsp;&nbsp;1146243 |
| CACI International, Inc., Class A (A) | &nbsp;&nbsp;&nbsp;3849 | &nbsp;&nbsp;&nbsp;&nbsp;1185838 |
| Exponent, Inc. | 12219 | &nbsp;&nbsp;&nbsp;&nbsp;1252936 |
| FTI Consulting, Inc. (A) | &nbsp;&nbsp;&nbsp;8235 | &nbsp;&nbsp;&nbsp;&nbsp;1313647 |
| Insperity, Inc. | &nbsp;&nbsp;&nbsp;7257 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;802261 |
| Korn Ferry | 11458 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;618617 |
| ManpowerGroup, Inc. | 14086 | &nbsp;&nbsp;&nbsp;&nbsp;1227736 |
| Science Applications International Corp. | 12823 | &nbsp;&nbsp;&nbsp;&nbsp;1330771 |
| TriNet Group, Inc. (A) | 10270 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;774872 |
| **Road and rail – 1.7%** | **Road and rail – 1.7%** |  |
| Landstar System, Inc. | &nbsp;&nbsp;&nbsp;8610 | &nbsp;&nbsp;&nbsp;&nbsp;1488066 |
| RXO, Inc. (A) | 21963 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;402362 |
| Ryder System, Inc. | 10431 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;984791 |
| Saia, Inc. (A) | &nbsp;&nbsp;&nbsp;6585 | &nbsp;&nbsp;&nbsp;&nbsp;1796256 |
| Schneider National, Inc., Class B | 12779 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;338644 |
| XPO, Inc. (A) | 21963 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;875445 |
| **Trading companies and distributors – 3.1%** | **Trading companies and distributors – 3.1%** |  |
| Air Lease Corp. | 28803 | &nbsp;&nbsp;&nbsp;&nbsp;1295271 |
| Applied Industrial Technologies, Inc. | &nbsp;&nbsp;&nbsp;8062 | &nbsp;&nbsp;&nbsp;&nbsp;1154559 |
| Beacon Roofing Supply, Inc. (A) | 10864 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;617944 |
| Core & Main, Inc., Class A (A) | 12808 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;282673 |
| GATX Corp. | &nbsp;&nbsp;&nbsp;7436 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;851050 |
| Herc Holdings, Inc. | &nbsp;&nbsp;&nbsp;5483 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;851620 |
| MSC Industrial Direct Company, Inc., Class A | &nbsp;&nbsp;&nbsp;9698 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;802025 |
| SiteOne Landscape Supply, Inc. (A) | &nbsp;&nbsp;&nbsp;9287 | &nbsp;&nbsp;&nbsp;&nbsp;1407073 |
| Triton International, Ltd. | 12739 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;899883 |
| Univar Solutions, Inc. (A) | 44726 | &nbsp;&nbsp;&nbsp;&nbsp;1542152 |
| WESCO International, Inc. (A) | &nbsp;&nbsp;&nbsp;9813 | &nbsp;&nbsp;&nbsp;&nbsp;1462235 |
| **Information technology – 11.9%** | **Information technology – 11.9%** | 42288428 |
| **Communications equipment – 0.6%** | **Communications equipment – 0.6%** |  |
| Calix, Inc. (A) | 12320 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;648525 |
| Lumentum Holdings, Inc. (A) | 14589 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;877966 |
| Viavi Solutions, Inc. (A) | 61863 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;699052 |
| **Electronic equipment, instruments and components – 3.1%** | **Electronic equipment, instruments and components – 3.1%** |  |
| Advanced Energy Industries, Inc. | &nbsp;&nbsp;&nbsp;7720 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;715953 |
| Avnet, Inc. | 20245 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;928841 |

---

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

------

---

| | | |
|:---|:---|:---|
|  | **Shares or<br> Principal<br> Amount** | **Value** |
| **Information technology (continued)** | **Information technology (continued)** |  |
| Electronic equipment, instruments and<br>components (continued) | Electronic equipment, instruments and<br>components (continued) |  |
| Coherent Corp. (A) | 19354 | &nbsp;&nbsp;$839964 |
| Fabrinet (A) | &nbsp;&nbsp;&nbsp;7926 | 1043537 |
| Insight Enterprises, Inc. (A) | &nbsp;&nbsp;&nbsp;7423 | &nbsp;&nbsp;&nbsp;&nbsp;836721 |
| IPG Photonics Corp. (A) | &nbsp;&nbsp;&nbsp;6591 | &nbsp;&nbsp;&nbsp;&nbsp;738851 |
| Littelfuse, Inc. | &nbsp;&nbsp;&nbsp;6107 | 1567606 |
| National Instruments Corp. | 31646 | 1708884 |
| Novanta, Inc. (A) | &nbsp;&nbsp;&nbsp;8843 | 1427879 |
| Rogers Corp. (A) | &nbsp;&nbsp;&nbsp;3927 | &nbsp;&nbsp;&nbsp;&nbsp;548170 |
| Vontier Corp. | 32983 | &nbsp;&nbsp;&nbsp;&nbsp;759598 |
| **IT services – 2.1%** | **IT services – 2.1%** |  |
| DigitalOcean Holdings, Inc. (A) | 11680 | &nbsp;&nbsp;&nbsp;&nbsp;342808 |
| DXC Technology Company (A) | 43622 | 1253260 |
| Euronet Worldwide, Inc. (A) | 10936 | 1232258 |
| ExlService Holdings, Inc. (A) | &nbsp;&nbsp;&nbsp;6712 | 1145067 |
| Marqeta, Inc., Class A (A) | 47455 | &nbsp;&nbsp;&nbsp;&nbsp;314627 |
| Maximus, Inc. | 14932 | 1117660 |
| Shift4 Payments, Inc., Class A (A) | 10577 | &nbsp;&nbsp;&nbsp;&nbsp;677351 |
| The Western Union Company | 79538 | 1127053 |
| Thoughtworks Holding, Inc. (A)(B) | 17519 | &nbsp;&nbsp;&nbsp;&nbsp;189205 |
| **Semiconductors and semiconductor equipment – 3.0%** | **Semiconductors and semiconductor equipment – 3.0%** |  |
| Allegro MicroSystems, Inc. (A) | 14414 | &nbsp;&nbsp;&nbsp;&nbsp;550182 |
| Amkor Technology, Inc. | 25548 | &nbsp;&nbsp;&nbsp;&nbsp;747534 |
| Cirrus Logic, Inc. (A) | 15661 | 1415598 |
| Diodes, Inc. (A) | &nbsp;&nbsp;&nbsp;9426 | &nbsp;&nbsp;&nbsp;&nbsp;840705 |
| MACOM Technology Solutions Holdings, Inc. (A) | 10864 | &nbsp;&nbsp;&nbsp;&nbsp;728105 |
| MKS Instruments, Inc. | &nbsp;&nbsp;&nbsp;2804 | &nbsp;&nbsp;&nbsp;&nbsp;286905 |
| Onto Innovation, Inc. (A) | 10907 | &nbsp;&nbsp;&nbsp;&nbsp;857836 |
| Power Integrations, Inc. | 15066 | 1297032 |
| Silicon Laboratories, Inc. (A) | 10270 | 1611466 |
| Synaptics, Inc. (A) | &nbsp;&nbsp;&nbsp;8230 | 1028997 |
| Universal Display Corp. | &nbsp;&nbsp;&nbsp;9155 | 1213312 |
| **Software – 2.9%** | **Software – 2.9%** |  |
| Alarm.com Holdings, Inc. (A) | &nbsp;&nbsp;&nbsp;9550 | &nbsp;&nbsp;&nbsp;&nbsp;511880 |
| Altair Engineering, Inc., Class A (A) | 11897 | &nbsp;&nbsp;&nbsp;&nbsp;631731 |
| Box, Inc., Class A (A) | 28918 | &nbsp;&nbsp;&nbsp;&nbsp;925087 |
| DoubleVerify Holdings, Inc. (A) | 13846 | &nbsp;&nbsp;&nbsp;&nbsp;376473 |
| EngageSmart, Inc. (A) | &nbsp;&nbsp;&nbsp;4313 | &nbsp;&nbsp;&nbsp;&nbsp;84966 |
| Five9, Inc. (A) | &nbsp;&nbsp;&nbsp;2736 | &nbsp;&nbsp;&nbsp;&nbsp;215542 |
| Guidewire Software, Inc. (A) | 17696 | 1296055 |
| Instructure Holdings, Inc. (A) | &nbsp;&nbsp;&nbsp;3202 | &nbsp;&nbsp;&nbsp;&nbsp;86550 |
| KnowBe4, Inc., Class A (A) | 17636 | &nbsp;&nbsp;&nbsp;&nbsp;438960 |
| NCR Corp. (A) | 28013 | &nbsp;&nbsp;&nbsp;&nbsp;768116 |
| Nutanix, Inc., Class A (A) | 36380 | 1013911 |
| Paycor HCM, Inc. (A) | 10476 | &nbsp;&nbsp;&nbsp;&nbsp;263052 |
| PowerSchool Holdings, Inc., Class A (A) | 16890 | &nbsp;&nbsp;&nbsp;&nbsp;380363 |
| Qualys, Inc. (A) | &nbsp;&nbsp;&nbsp;8457 | &nbsp;&nbsp;&nbsp;&nbsp;975600 |
| Rapid7, Inc. (A) | 12838 | &nbsp;&nbsp;&nbsp;&nbsp;511851 |

---

------

---

| | | |
|:---|:---|:---|
|  | **Shares or<br> Principal<br> Amount** | **Value** |
| **Information technology (continued)** | **Information technology (continued)** |  |
| Software (continued) | Software (continued) |  |
| SPS Commerce, Inc. (A) | &nbsp;&nbsp;&nbsp;7769 | &nbsp;&nbsp;&nbsp;$1057206 |
| Teradata Corp. (A) | 21467 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;748769 |
| **Technology hardware, storage and peripherals – 0.2%** | **Technology hardware, storage and peripherals – 0.2%** |  |
| Super Micro Computer, Inc. (A) | &nbsp;&nbsp;&nbsp;9454 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;683808 |
| **Materials – 6.8%** | **Materials – 6.8%** | 24283391 |
| **Chemicals – 3.9%** | **Chemicals – 3.9%** |  |
| Ashland, Inc. | 13882 | &nbsp;&nbsp;&nbsp;&nbsp;1516886 |
| Avient Corp. | 18998 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;769799 |
| Axalta Coating Systems, Ltd. (A) | 46878 | &nbsp;&nbsp;&nbsp;&nbsp;1411028 |
| Balchem Corp. | &nbsp;&nbsp;&nbsp;7545 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;985603 |
| Cabot Corp. | 11953 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;900419 |
| Element Solutions, Inc. | 49689 | &nbsp;&nbsp;&nbsp;&nbsp;1017631 |
| HB Fuller Company | 11279 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;779379 |
| Huntsman Corp. | 35788 | &nbsp;&nbsp;&nbsp;&nbsp;1134122 |
| Livent Corp. (A) | 39528 | &nbsp;&nbsp;&nbsp;&nbsp;1024566 |
| Sensient Technologies Corp. | &nbsp;&nbsp;&nbsp;8511 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;644198 |
| The Chemours Company | 42222 | &nbsp;&nbsp;&nbsp;&nbsp;1536459 |
| The Scotts Miracle-Gro Company (B) | &nbsp;&nbsp;&nbsp;8338 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;601920 |
| Valvoline, Inc. | 47045 | &nbsp;&nbsp;&nbsp;&nbsp;1724670 |
| **Construction materials – 0.7%** | **Construction materials – 0.7%** |  |
| Eagle Materials, Inc. | 10207 | &nbsp;&nbsp;&nbsp;&nbsp;1491039 |
| Summit Materials, Inc., Class A (A) | 25612 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;841610 |
| **Containers and packaging – 0.8%** | **Containers and packaging – 0.8%** |  |
| Ardagh Metal Packaging SA | 29374 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;165082 |
| Greif, Inc., Class A | &nbsp;&nbsp;&nbsp;5325 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;380365 |
| Greif, Inc., Class B | &nbsp;&nbsp;&nbsp;&nbsp;903 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;74407 |
| Silgan Holdings, Inc. | 19032 | &nbsp;&nbsp;&nbsp;&nbsp;1025634 |
| Sonoco Products Company | 18261 | &nbsp;&nbsp;&nbsp;&nbsp;1115930 |
| **Metals and mining – 1.0%** | **Metals and mining – 1.0%** |  |
| ATI, Inc. (A) | 26219 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;954109 |
| Commercial Metals Company | 25676 | &nbsp;&nbsp;&nbsp;&nbsp;1393437 |
| U.S. Steel Corp. | 46504 | &nbsp;&nbsp;&nbsp;&nbsp;1324899 |
| **Paper and forest products – 0.4%** | **Paper and forest products – 0.4%** |  |
| Louisiana-Pacific Corp. | 21592 | &nbsp;&nbsp;&nbsp;&nbsp;1470199 |
| **Real estate – 6.1%** | **Real estate – 6.1%** | 21597979 |
| **Equity real estate investment trusts – 5.9%** | **Equity real estate investment trusts – 5.9%** |  |
| Agree Realty Corp. | 16579 | &nbsp;&nbsp;&nbsp;&nbsp;1237291 |
| Apartment Income REIT Corp. | &nbsp;&nbsp;&nbsp;6488 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;248231 |
| Apple Hospitality REIT, Inc. | 45860 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;813098 |
| Brixmor Property Group, Inc. | 66617 | &nbsp;&nbsp;&nbsp;&nbsp;1567498 |
| Cousins Properties, Inc. | 35141 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;963566 |
| Douglas Emmett, Inc. | 40502 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;678409 |
| EPR Properties | 15892 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;675092 |
| Essential Properties Realty Trust, Inc. | 28613 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;729059 |
| First Industrial Realty Trust, Inc. | 25254 | &nbsp;&nbsp;&nbsp;&nbsp;1347301 |
| Highwoods Properties, Inc. | 24160 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;733739 |
| Kilroy Realty Corp. | 23915 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;981472 |

---

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

------

---

| | | |
|:---|:---|:---|
|  | **Shares or<br> Principal<br> Amount** | **Value** |
| **Real estate (continued)** | **Real estate (continued)** |  |
| Equity real estate investment trusts (continued) | Equity real estate investment trusts (continued) |  |
| Kite Realty Group Trust | &nbsp;&nbsp;&nbsp;45789 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$993621 |
| National Storage Affiliates Trust | &nbsp;&nbsp;&nbsp;13053 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;532562 |
| Phillips Edison & Company, Inc. | &nbsp;&nbsp;&nbsp;24278 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;813799 |
| Physicians Realty Trust | &nbsp;&nbsp;&nbsp;47882 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;759409 |
| PotlatchDeltic Corp. | &nbsp;&nbsp;&nbsp;14012 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;685887 |
| Rayonier, Inc. | &nbsp;&nbsp;&nbsp;31429 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1143701 |
| Ryman Hospitality Properties, Inc. | &nbsp;&nbsp;&nbsp;11012 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1022905 |
| Sabra Health Care REIT, Inc. | &nbsp;&nbsp;&nbsp;46925 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;633488 |
| Spirit Realty Capital, Inc. | &nbsp;&nbsp;&nbsp;28482 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1249790 |
| STAG Industrial, Inc. | &nbsp;&nbsp;&nbsp;37659 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1340660 |
| Terreno Realty Corp. | &nbsp;&nbsp;&nbsp;16062 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1034875 |
| Vornado Realty Trust | &nbsp;&nbsp;&nbsp;37169 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;906552 |
| **Real estate management and development – 0.2%** | **Real estate management and development – 0.2%** |  |
| Cushman & Wakefield PLC (A) | &nbsp;&nbsp;&nbsp;35064 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;505974 |
| **Utilities – 3.8%** | **Utilities – 3.8%** | &nbsp;&nbsp;&nbsp;&nbsp;13703989 |
| **Electric utilities – 1.3%** | **Electric utilities – 1.3%** |  |
| ALLETE, Inc. | &nbsp;&nbsp;&nbsp;11413 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;706008 |
| Hawaiian Electric Industries, Inc. | &nbsp;&nbsp;&nbsp;24447 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1033375 |
| IDACORP, Inc. | &nbsp;&nbsp;&nbsp;11398 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1206022 |
| PNM Resources, Inc. | &nbsp;&nbsp;&nbsp;19419 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;960852 |
| Portland General Electric Company | &nbsp;&nbsp;&nbsp;19728 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;938658 |
| **Gas utilities – 1.6%** | **Gas utilities – 1.6%** |  |
| National Fuel Gas Company | &nbsp;&nbsp;&nbsp;19969 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1159400 |
| New Jersey Resources Corp. | &nbsp;&nbsp;&nbsp;21637 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1080119 |
| ONE Gas, Inc. | &nbsp;&nbsp;&nbsp;11153 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;918561 |
| South Jersey Industries, Inc. | &nbsp;&nbsp;&nbsp;25448 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;918418 |
| Southwest Gas Holdings, Inc. | &nbsp;&nbsp;&nbsp;13330 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;892177 |
| Spire, Inc. | &nbsp;&nbsp;&nbsp;10706 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;773187 |
| **Independent power and renewable electricity producers –<br>0.4%** | **Independent power and renewable electricity producers –<br>0.4%** |  |
| Atlantica Sustainable Infrastructure PLC | &nbsp;&nbsp;&nbsp;16151 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;442860 |
| Ormat Technologies, Inc. | &nbsp;&nbsp;&nbsp;10932 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1011757 |
| **Multi-utilities – 0.3%** | **Multi-utilities – 0.3%** |  |
| Black Hills Corp. | &nbsp;&nbsp;&nbsp;13816 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1000002 |
| **Water utilities – 0.2%** | **Water utilities – 0.2%** |  |
| California Water Service Group | &nbsp;&nbsp;&nbsp;10832 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;662593 |
| **SHORT-TERM INVESTMENTS – 0.2%** |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**$708843** |
| (Cost $708,821) |  |  |
| **Short-term funds – 0.2%** | **Short-term funds – 0.2%** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;708843 |
| John Hancock Collateral Trust, 4.3787% (C)(D) | &nbsp;&nbsp;&nbsp;32291 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;322839 |
| State Street Institutional U.S. Government Money Market Fund, Premier Class, 4.1717% (C) | 386004 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;386004 |
| **Total investments (Multifactor Small Cap ETF) (Cost $320,449,776) 100.1%** | **Total investments (Multifactor Small Cap ETF) (Cost $320,449,776) 100.1%** | **$356446708** |
| **Other assets and liabilities, net (0.1%)** |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**(389988)** |
| **Total net assets 100.0%** |  | **$356056720** |

---

------

---

| | |
|:---|:---|
| 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 1-31-23. The value of securities on loan amounted to $2,556,349. In addition to the cash collateral invested in John Hancock Collateral Trust, if any, non-cash collateral of $2,198,102 in the form of U.S. Treasuries was pledged to the fund. |
| (C) | The rate shown is the annualized seven-day yield as of 1-31-23. |
| (D) | Investment is an affiliate of the fund, the advisor and/or subadvisor. This security represents the investment of cash collateral received for securities lending. |

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

------

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 Advisor's Valuation Policies and Procedures.**

In order to value the securities, the funds use the following valuation techniques: Equity securities, including exchange-traded funds and closed-end funds, held by the 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 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, 2023, by major security category or type:

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | **Total<br> value at<br> 1-31-23** | **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 | **$36647447** | &nbsp;&nbsp;&nbsp;&nbsp;$36647447 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Austria | **1305882** | &nbsp;&nbsp;&nbsp;&nbsp;1305882 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Belgium | **4506996** | &nbsp;&nbsp;&nbsp;&nbsp;4506996 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Chile | **571868** | &nbsp;&nbsp;&nbsp;&nbsp;571868 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Denmark | **12783832** | &nbsp;&nbsp;&nbsp;&nbsp;12783832 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Finland | **6627279** | &nbsp;&nbsp;&nbsp;&nbsp;6627279 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;France | **51618536** | &nbsp;&nbsp;&nbsp;&nbsp;51618536 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Germany | **33833407** | &nbsp;&nbsp;&nbsp;&nbsp;33833407 | &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 | **11459333** | &nbsp;&nbsp;&nbsp;&nbsp;11459333 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Ireland | **4741101** | &nbsp;&nbsp;&nbsp;&nbsp;4741101 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Israel | **2013014** | &nbsp;&nbsp;&nbsp;&nbsp;2013014 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Italy | **10556846** | &nbsp;&nbsp;&nbsp;&nbsp;10556846 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Japan | **110592671** | &nbsp;&nbsp;&nbsp;&nbsp;110592671 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Luxembourg | **1627609** | &nbsp;&nbsp;&nbsp;&nbsp;1627609 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Macau | **242218** | &nbsp;&nbsp;&nbsp;&nbsp;242218 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Malaysia | **290134** | &nbsp;&nbsp;&nbsp;&nbsp;290134 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Mexico | **96420** | &nbsp;&nbsp;&nbsp;&nbsp;96420 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Netherlands | **21145602** | &nbsp;&nbsp;&nbsp;&nbsp;21145602 | &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 | **696276** | &nbsp;&nbsp;&nbsp;&nbsp;696276 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Norway | **2980287** | &nbsp;&nbsp;&nbsp;&nbsp;2980287 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |

---

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| | |
|:---|:---|
| 42 | \| |

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------

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | **Total<br> value at<br> 1-31-23** | **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 | **$1225785** | &nbsp;&nbsp;&nbsp;&nbsp;$1225785 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Singapore | **8082503** | &nbsp;&nbsp;&nbsp;&nbsp;8082503 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Spain | **13740087** | &nbsp;&nbsp;&nbsp;&nbsp;13740087 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Sweden | **14067327** | &nbsp;&nbsp;&nbsp;&nbsp;14067327 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Switzerland | **50649042** | &nbsp;&nbsp;&nbsp;&nbsp;50649042 | &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 | **98** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;$98 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;United Kingdom | **71123159** | &nbsp;&nbsp;&nbsp;&nbsp;71123159 | &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 | **36099** | &nbsp;&nbsp;&nbsp;&nbsp;36099 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| **Preferred securities** | **2890013** | &nbsp;&nbsp;&nbsp;&nbsp;2890013 |  |  |
| **Short-term investments** | **407660** | &nbsp;&nbsp;&nbsp;&nbsp;407660 |  |  |
| **Total investments in securities** | **$476558531** | **$476558433** | **$98** | **—** |
| **Multifactor Emerging Markets ETF** |  |  |  |  |
| **Investments in securities:** |  |  |  |  |
| **Assets** |  |  |  |  |
| **Common stocks** |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Brazil | **$30506015** | &nbsp;&nbsp;&nbsp;&nbsp;$30506015 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Chile | **3028556** | &nbsp;&nbsp;&nbsp;&nbsp;3028556 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;China | **184570574** | &nbsp;&nbsp;&nbsp;&nbsp;184570574 | &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 | **11316776** | &nbsp;&nbsp;&nbsp;&nbsp;11316776 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;India | **137905941** | &nbsp;&nbsp;&nbsp;&nbsp;137804371 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;$101570 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Indonesia | **16681387** | &nbsp;&nbsp;&nbsp;&nbsp;16681387 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Malaysia | **13986767** | &nbsp;&nbsp;&nbsp;&nbsp;13986767 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Mexico | **21007662** | &nbsp;&nbsp;&nbsp;&nbsp;21007662 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Netherlands | **353101** | &nbsp;&nbsp;&nbsp;&nbsp;353101 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Philippines | **7833896** | &nbsp;&nbsp;&nbsp;&nbsp;7833896 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Poland | **5593650** | &nbsp;&nbsp;&nbsp;&nbsp;5593650 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Russia | **427470** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;427470 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Saudi Arabia | **23419906** | &nbsp;&nbsp;&nbsp;&nbsp;23419906 | &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 | **30457581** | &nbsp;&nbsp;&nbsp;&nbsp;30457581 | &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 | **93090934** | &nbsp;&nbsp;&nbsp;&nbsp;93090934 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Taiwan | **112945307** | &nbsp;&nbsp;&nbsp;&nbsp;112945307 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Thailand | **18053314** | &nbsp;&nbsp;&nbsp;&nbsp;18053314 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Turkey | **3411265** | &nbsp;&nbsp;&nbsp;&nbsp;3411265 | &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 | **96655** | &nbsp;&nbsp;&nbsp;&nbsp;96655 | &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 | **1456542** | &nbsp;&nbsp;&nbsp;&nbsp;1456542 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| **Preferred securities** | **11681602** | &nbsp;&nbsp;&nbsp;&nbsp;11681602 |  |  |
| **Short-term investments** | **577063** | &nbsp;&nbsp;&nbsp;&nbsp;577063 |  |  |
| **Total investments in securities** | **$728401964** | **$727872924** | **—** | **$529040** |
| **Multifactor Large Cap ETF** |  |  |  |  |
| **Investments in securities:** |  |  |  |  |
| **Assets** |  |  |  |  |
| **Common stocks** |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Communication services | **$45523884** | &nbsp;&nbsp;&nbsp;&nbsp;$45523884 | &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 | **80178540** | &nbsp;&nbsp;&nbsp;&nbsp;80178540 | &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 | **46602263** | &nbsp;&nbsp;&nbsp;&nbsp;46602263 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Energy | **38662493** | &nbsp;&nbsp;&nbsp;&nbsp;38662493 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Financials | **104476258** | &nbsp;&nbsp;&nbsp;&nbsp;104476258 | &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 | **103234326** | &nbsp;&nbsp;&nbsp;&nbsp;103233133 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;$1193 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Industrials | **85676672** | &nbsp;&nbsp;&nbsp;&nbsp;85676672 | &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 | **167013522** | &nbsp;&nbsp;&nbsp;&nbsp;167013522 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Materials | **34563066** | &nbsp;&nbsp;&nbsp;&nbsp;34563066 | &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 | **24734453** | &nbsp;&nbsp;&nbsp;&nbsp;24734453 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |

---

---

| | |
|:---|:---|
| \| | 43 |

---

------

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | **Total<br> value at<br> 1-31-23** | **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;Utilities | **$31873140** | &nbsp;&nbsp;&nbsp;&nbsp;$31873140 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| **Short-term investments** | **333099** | &nbsp;&nbsp;&nbsp;&nbsp;333099 |  |  |
| **Total investments in securities** | **$762871716** | **$762870523** | **—** | **$1193** |
| **Multifactor Mid Cap ETF** |  |  |  |  |
| **Investments in securities:** |  |  |  |  |
| **Assets** |  |  |  |  |
| **Common stocks** |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Communication services | **$96781353** | &nbsp;&nbsp;&nbsp;&nbsp;$96781353 | &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 | **378208975** | &nbsp;&nbsp;&nbsp;&nbsp;378208975 | &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 | **115472314** | &nbsp;&nbsp;&nbsp;&nbsp;115472314 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Energy | **142126766** | &nbsp;&nbsp;&nbsp;&nbsp;142126766 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Financials | **443866253** | &nbsp;&nbsp;&nbsp;&nbsp;443866253 | &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 | **329848254** | &nbsp;&nbsp;&nbsp;&nbsp;329829567 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;$18687 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Industrials | **512635035** | &nbsp;&nbsp;&nbsp;&nbsp;512635035 | &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 | **448370302** | &nbsp;&nbsp;&nbsp;&nbsp;448370302 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Materials | **233728042** | &nbsp;&nbsp;&nbsp;&nbsp;233728042 | &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 | **164331139** | &nbsp;&nbsp;&nbsp;&nbsp;164331139 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Utilities | **166845441** | &nbsp;&nbsp;&nbsp;&nbsp;166845441 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| **Short-term investments** | **3056244** | &nbsp;&nbsp;&nbsp;&nbsp;3056244 |  |  |
| **Total investments in securities** | **$3035270118** | **$3035251431** | **—** | **$18687** |
| **Multifactor Small Cap ETF** |  |  |  |  |
| **Investments in securities:** |  |  |  |  |
| **Assets** |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Common stocks | **$355737865** | &nbsp;&nbsp;&nbsp;&nbsp;$355737865 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Short-term investments | **708843** | &nbsp;&nbsp;&nbsp;&nbsp;708843 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| **Total investments in securities** | **$356446708** | **$356446708** | **—** | **—** |

---

**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 | 39285 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; $10869912 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; $39232788 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; $(49711233) | &nbsp;&nbsp;&nbsp;&nbsp;$723 | &nbsp;&nbsp;&nbsp;&nbsp;$573 | &nbsp;&nbsp;&nbsp;&nbsp;$80076 |  | &nbsp;&nbsp;&nbsp;&nbsp;$392763 |
| **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 | 56976 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; $2767388 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; $4780606 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; $(6978329) | &nbsp;&nbsp;&nbsp;&nbsp;$(222) | &nbsp;&nbsp;&nbsp;&nbsp;$187 | &nbsp;&nbsp;&nbsp;&nbsp;$18421 |  | &nbsp;&nbsp;&nbsp;&nbsp;$569630 |
| **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;3099 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; $468378 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; $3395257 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; $(3832613) | &nbsp;&nbsp;&nbsp;&nbsp;$(63) | &nbsp;&nbsp;&nbsp;&nbsp;$26 | &nbsp;&nbsp;&nbsp;&nbsp;$9084 |  | &nbsp;&nbsp;&nbsp;&nbsp;$30985 |
| **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 | 19312 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; $7902546 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; $56903251 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; $(64610111) | &nbsp;&nbsp;&nbsp;&nbsp;$(3072) | &nbsp;&nbsp;&nbsp;&nbsp;$468 | &nbsp;&nbsp;&nbsp;&nbsp;$212341 |  | &nbsp;&nbsp;&nbsp;&nbsp;$193082 |

---

---

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

---

------

---

| | | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|
|  |  |  |  |  |  |  | **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 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 | 32291 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; $761349 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; $12482392 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; $(12920596) | &nbsp;&nbsp;&nbsp;&nbsp;$(378) | &nbsp;&nbsp;&nbsp;&nbsp;$72 | &nbsp;&nbsp;&nbsp;&nbsp;$15905 |  | &nbsp;&nbsp;&nbsp;&nbsp;$322839 |

---

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.

---

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

---

## 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:** 617-312-0176

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

- **a. Name of Series:** John Hancock Multifactor Large Cap ETF

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

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

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

- **a. Date of fiscal year-end:** 2023-04-30

- **b. Date as of which information is reported:** 2023-01-31

**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:** $780207926.56

**Total Liabilities:** $17092714.41

**Net Assets:** $763115212.15

**Cash Not Reported:** $50.60

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000158043 | 6.13%                | -5.24%               | 6.37%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $409653.47               | $42185108.39                               |
| Month 2  | $795866.82               | $-42270672.07                              |
| Month 3  | $6102849.76              | $39616962.45                               |

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| Camden Property Trust                                 | CAMDEN PROPERTY TRUST REIT USD.01                     | CUSIP: 133131102<br>LEI: 5493002MYX22OHYJBD89 | Long             | EC               | CORP              | US        |      2742 | NS      | $337841.82    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| The AES Corporation                                   | AES CORP/VA COMMON STOCK USD.01                       | CUSIP: 00130H105<br>LEI: 2NUNNB7D43COUIRE5295 | Long             | EC               | CORP              | US        |     32974 | NS      | $903817.34    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| ATandT Inc.                                           | ATandT INC COMMON STOCK USD1.0                        | CUSIP: 00206R102<br>LEI: 549300Z40J86GGSTL398 | Long             | EC               | CORP              | US        |    117868 | NS      | $2400971.16   | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Abbott Laboratories                                   | ABBOTT LABORATORIES COMMON STOCK                      | CUSIP: 002824100<br>LEI: HQD377W2YR662HK5JX27 | Long             | EC               | CORP              | US        |     26403 | NS      | $2918851.65   | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| AbbVie Inc.                                           | ABBVIE INC COMMON STOCK USD.01                        | CUSIP: 00287Y109<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | EC               | CORP              | US        |     23506 | NS      | $3473011.50   | 0.46%             |  |  |  | No            |                  1 | On Loan: No      |
| CONTRA ABIOMED INC COMMON STOCK                       | CONTRA ABIOMED INC COMMON STOCK                       | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |      1170 | NS      | $1193.40      | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Activision Blizzard Inc.                              | ACTIVISION BLIZZARD INC COMMON STOCK USD.000001       | CUSIP: 00507V109<br>LEI: 549300TPQQDBP9GNOF40 | Long             | EC               | CORP              | US        |     15810 | NS      | $1210571.70   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| AECOM                                                 | AECOM COMMON STOCK USD.01                             | CUSIP: 00766T100<br>LEI: 0EEB8GF0W0NPCIHZX097 | Long             | EC               | CORP              | US        |      4934 | NS      | $430590.18    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Advanced Micro Devices Inc.                           | ADVANCED MICRO DEVICES INC COMMON STOCK USD.01        | CUSIP: 007903107<br>LEI: R2I72C950HOYXII45366 | Long             | EC               | CORP              | US        |     22894 | NS      | $1720484.10   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Charter Communications Inc.                           | CHARTER COMMUNICATIONS INC COMMON STOCK USD.001       | CUSIP: 16119P108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1942 | NS      | $746330.02    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| KLA Corporation                                       | KLA CORP COMMON STOCK USD.001                         | CUSIP: 482480100<br>LEI: 549300H0BF5JCG96TJ81 | Long             | EC               | CORP              | US        |      4894 | NS      | $1920797.12   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| KKR and Co. Inc.                                      | KKR and CO INC COMMON STOCK                           | CUSIP: 48251W104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     10472 | NS      | $584442.32    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Chesapeake Energy Corporation                         | CHESAPEAKE ENERGY CORP COMMON STOCK USD.01            | CUSIP: 165167735<br>LEI: X2MT1W32SPAZ9WSKLE78 | Long             | EC               | CORP              | US        |      2234 | NS      | $193732.48    | 0.03%             |  |  |  | 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        |      6297 | NS      | $712505.55    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| LPL Financial Holdings Inc.                           | LPL FINANCIAL HOLDINGS INC COMMON STOCK               | CUSIP: 50212V100<br>LEI: 549300XROQ4Y8G2L7682 | Long             | EC               | CORP              | US        |      3241 | NS      | $768505.92    | 0.10%             |  |  |  | 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        |       721 | NS      | $93931.88     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Cummins Inc.                                          | CUMMINS INC COMMON STOCK USD2.5                       | CUSIP: 231021106<br>LEI: ZUNI8PYC725B6H8JU438 | Long             | EC               | CORP              | US        |      6343 | NS      | $1582832.22   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| McCormick and Company Incorporated                    | MCCORMICK and CO INC/MD COMMON STOCK                  | CUSIP: 579780206<br>LEI: 549300JQQA6MQ4OJP259 | Long             | EC               | CORP              | US        |     10739 | NS      | $806713.68    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| McKesson Corporation                                  | MCKESSON CORP COMMON STOCK USD.01                     | CUSIP: 58155Q103<br>LEI: 549300WZWOM80UCFSF54 | Long             | EC               | CORP              | US        |      3165 | NS      | $1198522.20   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| D.R. Horton Inc.                                      | DR HORTON INC COMMON STOCK USD.01                     | CUSIP: 23331A109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     15976 | NS      | $1576671.44   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| DTE Energy Company                                    | DTE ENERGY CO COMMON STOCK                            | CUSIP: 233331107<br>LEI: 549300IX8SD6XXD71I78 | Long             | EC               | CORP              | US        |      9101 | NS      | $1059083.37   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Newell Brands Inc.                                    | NEWELL BRANDS INC COMMON STOCK USD1.0                 | CUSIP: 651229106<br>LEI: 549300LWGYFM1TVO1Z12 | Long             | EC               | CORP              | US        |     16125 | NS      | $257355.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| News Corporation                                      | NEWS CORP COMMON STOCK USD.01                         | CUSIP: 65249B109<br>LEI: 549300ITS31QK8VRBQ14 | Long             | EC               | CORP              | US        |     14336 | NS      | $290447.36    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Danaher Corporation                                   | DANAHER CORP COMMON STOCK USD.01                      | CUSIP: 235851102<br>LEI: S4BKK9OTCEWQ3YHPFM11 | Long             | EC               | CORP              | US        |      9420 | NS      | $2490459.60   | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| Gilead Sciences Inc.                                  | GILEAD SCIENCES INC COMMON STOCK USD.001              | CUSIP: 375558103<br>LEI: 549300WTZWR07K8MNV44 | Long             | EC               | CORP              | US        |     26930 | NS      | $2260504.20   | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| News Corporation                                      | NEWS CORP COMMON STOCK                                | CUSIP: 65249B208<br>LEI: 549300ITS31QK8VRBQ14 | Long             | EC               | CORP              | US        |      4315 | NS      | $88198.60     | 0.01%             |  |  |  | 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        |       584 | NS      | $119585.68    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| GitLab Inc.                                           | GITLAB INC COMMON STOCK USD.0000025                   | CUSIP: 37637K108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       366 | NS      | $18084.06     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Globe Life Inc.                                       | GLOBE LIFE INC COMMON STOCK USD1.0                    | CUSIP: 37959E102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4903 | NS      | $592527.55    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Ares Management Corporation                           | ARES MANAGEMENT CORP COMMON STOCK                     | CUSIP: 03990B101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3690 | NS      | $306233.10    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Caesars Entertainment Inc.                            | CAESARS ENTERTAINMENT INC COMMON STOCK                | CUSIP: 12769G100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5270 | NS      | $274356.20    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| HF Sinclair Corporation                               | HF SINCLAIR CORP COMMON STOCK                         | CUSIP: 403949100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1676 | NS      | $95364.40     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Hasbro Inc.                                           | HASBRO INC COMMON STOCK USD.5                         | CUSIP: 418056107<br>LEI: 549300NUB6D2R1ITYR45 | Long             | EC               | CORP              | US        |      6023 | NS      | $356380.91    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| NextEra Energy Inc.                                   | NEXTERA ENERGY INC COMMON STOCK USD.01                | CUSIP: 65339F101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     21076 | NS      | $1572901.88   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| NIKE Inc.                                             | NIKE INC COMMON STOCK                                 | CUSIP: 654106103<br>LEI: 787RXPR0UX0O0XUXPZ81 | Long             | EC               | CORP              | US        |     19785 | NS      | $2519224.05   | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| Hubbell Incorporated                                  | HUBBELL INC COMMON STOCK USD.01                       | CUSIP: 443510607<br>LEI: 54930088VDQ6840Y6597 | Long             | EC               | CORP              | US        |      2288 | NS      | $523746.08    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Humana Inc.                                           | HUMANA INC COMMON STOCK USD.166                       | CUSIP: 444859102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3676 | NS      | $1881009.20   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Karuna Therapeutics Inc.                              | KARUNA THERAPEUTICS INC COMMON STOCK USD.00001        | CUSIP: 48576A100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       133 | NS      | $26518.87     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Kellogg Company                                       | KELLOGG CO COMMON STOCK USD.25                        | CUSIP: 487836108<br>LEI: LONOZNOJYIBXOHXWDB86 | Long             | EC               | CORP              | US        |     11512 | NS      | $789492.96    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Dollar Tree Inc.                                      | DOLLAR TREE INC COMMON STOCK USD.01                   | CUSIP: 256746108<br>LEI: 549300PMSTQITB1WHR43 | Long             | EC               | CORP              | US        |     10280 | NS      | $1543850.40   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Dominion Energy Inc.                                  | DOMINION ENERGY INC COMMON STOCK                      | CUSIP: 25746U109<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | EC               | CORP              | US        |     11900 | NS      | $757316.00    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| NiSource Inc.                                         | NISOURCE INC COMMON STOCK USD.01                      | CUSIP: 65473P105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     21705 | NS      | $602313.75    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Nordson Corporation                                   | NORDSON CORP COMMON STOCK                             | CUSIP: 655663102<br>LEI: 14OS6Q5N55N95WM84M53 | Long             | EC               | CORP              | US        |      1851 | NS      | $450348.30    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| IDEXX Laboratories Inc.                               | IDEXX LABORATORIES INC COMMON STOCK USD.1             | CUSIP: 45168D104<br>LEI: OGMTXK0LUU1HKV2P0J84 | Long             | EC               | CORP              | US        |      2369 | NS      | $1138304.50   | 0.15%             |  |  |  | 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        |      8065 | NS      | $906989.90    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Keurig Dr Pepper Inc.                                 | KEURIG DR PEPPER INC COMMON STOCK USD.01              | CUSIP: 49271V100<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | EC               | CORP              | US        |     12704 | NS      | $448197.12    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Kimberly-Clark Corporation                            | KIMBERLY-CLARK CORP COMMON STOCK USD1.25              | CUSIP: 494368103<br>LEI: MP3J6QPYPGN75NVW2S34 | Long             | EC               | CORP              | US        |      6434 | NS      | $836484.34    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Invitation Homes Inc.                                 | INVITATION HOMES INC REIT USD.01                      | CUSIP: 46187W107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     15341 | NS      | $498582.50    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| IQVIA Holdings Inc.                                   | IQVIA HOLDINGS INC COMMON STOCK USD.01                | CUSIP: 46266C105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6086 | NS      | $1396189.26   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Ulta Beauty Inc.                                      | ULTA BEAUTY INC COMMON STOCK USD.01                   | CUSIP: 90384S303<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2834 | NS      | $1456562.64   | 0.19%             |  |  |  | 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        |      1263 | NS      | $445839.00    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| DoorDash Inc.                                         | DOORDASH INC COMMON STOCK USD.00001                   | CUSIP: 25809K105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       789 | NS      | $45698.88     | 0.01%             |  |  |  | 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        |       846 | NS      | $13696.74     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Agilent Technologies Inc.                             | AGILENT TECHNOLOGIES INC COMMON STOCK USD.01          | CUSIP: 00846U101<br>LEI: QUIX8Y7A2WP0XRMW7G29 | Long             | EC               | CORP              | US        |      9112 | NS      | $1385752.96   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Iron Mountain Incorporated                            | IRON MOUNTAIN INC REIT USD.01                         | CUSIP: 46284V101<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | EC               | CORP              | US        |      8087 | NS      | $441388.46    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Northern Trust Corporation                            | NORTHERN TRUST CORP COMMON STOCK USD1.667             | CUSIP: 665859104<br>LEI: 549300GLF98S992BC502 | Long             | EC               | CORP              | US        |      9308 | NS      | $902596.76    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Agilon Health Inc.                                    | AGILON HEALTH INC COMMON STOCK USD.01                 | CUSIP: 00857U107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2680 | NS      | $58316.80     | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Airbnb Inc.                                           | AIRBNB INC COMMON STOCK USD.0001                      | CUSIP: 009066101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       789 | NS      | $87665.79     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Palantir Technologies Inc.                            | PALANTIR TECHNOLOGIES INC COMMON STOCK USD.001        | CUSIP: 69608A108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5612 | NS      | $43661.36     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Palo Alto Networks Inc.                               | PALO ALTO NETWORKS INC COMMON STOCK USD.0001          | CUSIP: 697435105<br>LEI: 549300QXR2YVZV231H43 | Long             | EC               | CORP              | US        |      4527 | NS      | $718163.28    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Lam Research Corporation                              | LAM RESEARCH CORP COMMON STOCK USD.001                | CUSIP: 512807108<br>LEI: 549300I4GMO6D34U1T02 | Long             | EC               | CORP              | US        |      3530 | NS      | $1765353.00   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Lamar Advertising Company                             | LAMAR ADVERTISING CO REIT USD.001                     | CUSIP: 512816109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2360 | NS      | $251434.40    | 0.03%             |  |  |  | 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        |      4767 | NS      | $101060.40    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| American Express Company                              | AMERICAN EXPRESS CO COMMON STOCK USD.2                | CUSIP: 025816109<br>LEI: R4PP93JZOLY261QX3811 | Long             | EC               | CORP              | US        |     12026 | NS      | $2103708.18   | 0.28%             |  |  |  | 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        |      3423 | NS      | $488085.57    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Parker-Hannifin Corporation                           | PARKER-HANNIFIN CORP COMMON STOCK USD.5               | CUSIP: 701094104<br>LEI: 5493002CONDB4N2HKI23 | Long             | EC               | CORP              | US        |      6213 | NS      | $2025438.00   | 0.27%             |  |  |  | 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        |      1510 | NS      | $489149.40    | 0.06%             |  |  |  | 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        |      6144 | NS      | $961474.56    | 0.13%             |  |  |  | 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        |      1744 | NS      | $424228.00    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Liberty Media Corporation                             | LIBERTY MEDIA CORP-LIBERTY FOR TRACKING STK USD.01    | CUSIP: 531229870<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       883 | NS      | $56229.44     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Life Storage Inc.                                     | LIFE STORAGE INC REIT USD.01                          | CUSIP: 53223X107<br>LEI: W9EE01AFDDF9DQCQZC68 | Long             | EC               | CORP              | US        |      1278 | NS      | $138075.12    | 0.02%             |  |  |  | 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        |      7579 | NS      | $259883.91    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| American International Group Inc.                     | AMERICAN INTERNATIONAL GROUP I COMMON STOCK USD2.5    | CUSIP: 026874784<br>LEI: ODVCVCQG2BP6VHV36M30 | Long             | EC               | CORP              | US        |     29144 | NS      | $1842483.68   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Paylocity Holding Corporation                         | PAYLOCITY HOLDING CORP COMMON STOCK USD.001           | CUSIP: 70438V106<br>LEI: 549300VH75FTB4DIEE07 | Long             | EC               | CORP              | US        |       925 | NS      | $192668.25    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| SVB Financial Group                                   | SVB FINANCIAL GROUP COMMON STOCK USD.001              | CUSIP: 78486Q101<br>LEI: 549300D2KJ20JMXE7542 | Long             | EC               | CORP              | US        |      2153 | NS      | $651153.32    | 0.09%             |  |  |  | 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        |      5759 | NS      | $575266.51    | 0.08%             |  |  |  | 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        |     10014 | NS      | $590826.00    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| American Tower Corporation                            | AMERICAN TOWER CORP REIT USD.01                       | CUSIP: 03027X100<br>LEI: 5493006ORUSIL88JOE18 | Long             | EC               | CORP              | US        |      5547 | NS      | $1239144.33   | 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        |     15948 | NS      | $1321291.80   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| SolarEdge Technologies Inc.                           | SOLAREDGE TECHNOLOGIES INC COMMON STOCK USD.0001      | CUSIP: 83417M104<br>LEI: 5493000K6Y58XXPDF853 | Long             | EC               | CORP              | IL        |      1373 | NS      | $438165.49    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Southern Copper Corporation                           | SOUTHERN COPPER CORP COMMON STOCK USD.01              | CUSIP: 84265V105<br>LEI: N/A                  | Long             | EC               | CORP              | MX        |      2749 | NS      | $206752.29    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Chart Industries Inc.                                 | CHART INDUSTRIES INC COMMON STOCK USD.01              | CUSIP: 16115Q308<br>LEI: EM7QGKC1GYOF3LSZSL80 | Long             | EC               | CORP              | US        |       379 | NS      | $50778.42     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Chewy Inc.                                            | CHEWY INC COMMON STOCK USD.01                         | CUSIP: 16679L109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1321 | NS      | $59524.26     | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Ceridian HCM Holding Inc.                             | CERIDIAN HCM HOLDING INC COMMON STOCK USD.01          | CUSIP: 15677J108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3768 | NS      | $272351.04    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Chemed Corporation                                    | CHEMED CORP COMMON STOCK USD1.0                       | CUSIP: 16359R103<br>LEI: 54930020031IDJT2IM79 | Long             | EC               | CORP              | US        |       147 | NS      | $74255.58     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Southwest Airlines Co.                                | SOUTHWEST AIRLINES CO COMMON STOCK USD1.0             | CUSIP: 844741108<br>LEI: UDTZ87G0STFETI6HGH41 | Long             | EC               | CORP              | US        |      7280 | NS      | $260405.60    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Southwestern Energy Company                           | SOUTHWESTERN ENERGY CO COMMON STOCK USD.01            | CUSIP: 845467109<br>LEI: EFWMP121W54QV9MGOP87 | Long             | EC               | CORP              | US        |     10510 | NS      | $58015.20     | 0.01%             |  |  |  | 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        |      9492 | NS      | $767523.12    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Churchill Downs Incorporated                          | CHURCHILL DOWNS INC COMMON STOCK                      | CUSIP: 171484108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       943 | NS      | $233958.30    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Campbell Soup Company                                 | CAMPBELL SOUP CO COMMON STOCK USD.0375                | CUSIP: 134429109<br>LEI: 5493007JDSMX8Z5Z1902 | Long             | EC               | CORP              | US        |      9785 | NS      | $508135.05    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Capital One Financial Corporation                     | CAPITAL ONE FINANCIAL CORP COMMON STOCK USD.01        | CUSIP: 14040H105<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | EC               | CORP              | US        |     14250 | NS      | $1695750.00   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Cheniere Energy Inc.                                  | CHENIERE ENERGY INC COMMON STOCK USD.003              | CUSIP: 16411R208<br>LEI: MIHC87W9WTYSYZWV1J40 | Long             | EC               | CORP              | US        |      6522 | NS      | $996496.38    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Chipotle Mexican Grill Inc.                           | CHIPOTLE MEXICAN GRILL INC COMMON STOCK USD.01        | CUSIP: 169656105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       618 | NS      | $1017462.84   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Ciena Corporation                                     | CIENA CORP COMMON STOCK USD.01                        | CUSIP: 171779309<br>LEI: W0CZ7N0GH8UIGXDM1H41 | Long             | EC               | CORP              | US        |      5014 | NS      | $260828.28    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| General Dynamics Corporation                          | GENERAL DYNAMICS CORP COMMON STOCK USD1.0             | CUSIP: 369550108<br>LEI: 9C1X8XOOTYY2FNYTVH06 | Long             | EC               | CORP              | US        |      4975 | NS      | $1159473.50   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Sysco Corporation                                     | SYSCO CORP COMMON STOCK USD1.0                        | CUSIP: 871829107<br>LEI: 5RGWIFLMGH3YS7KWI652 | Long             | EC               | CORP              | US        |     13077 | NS      | $1012944.42   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| T-Mobile US Inc.                                      | T-MOBILE USA INC COMMON STOCK USD.0001                | CUSIP: 872590104<br>LEI: 549300QHIJYOHPACPG31 | Long             | EC               | CORP              | US        |      9807 | NS      | $1464283.17   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Choice Hotels International Inc.                      | CHOICE HOTELS INTERNATIONAL IN COMMON STOCK USD.01    | CUSIP: 169905106<br>LEI: 5493003CYRY5RFGTIR97 | Long             | EC               | CORP              | US        |       250 | NS      | $30722.50     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Chubb Limited                                         | CHUBB LTD COMMON STOCK                                | CUSIP: 171232101<br>LEI: E0JAN6VLUDI1HITHT809 | Long             | EC               | CORP              | CH        |      6586 | NS      | $1498249.14   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Eli Lilly and Company                                 | ELI LILLY and CO COMMON STOCK                         | CUSIP: 532457108<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | EC               | CORP              | US        |     12161 | NS      | $4185208.15   | 0.55%             |  |  |  | No            |                  1 | On Loan: No      |
| Lincoln National Corporation                          | LINCOLN NATIONAL CORP COMMON STOCK                    | CUSIP: 534187109<br>LEI: EFQMQROEDSNBRIP7LE47 | Long             | EC               | CORP              | US        |      8764 | NS      | $310508.52    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Gentex Corporation                                    | GENTEX CORP COMMON STOCK USD.06                       | CUSIP: 371901109<br>LEI: 549300S3UD8XV1MN0287 | Long             | EC               | CORP              | US        |      9999 | NS      | $295070.49    | 0.04%             |  |  |  | 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        |     52874 | NS      | $802098.58    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| The Trade Desk Inc.                                   | TRADE DESK INC/THE COMMON STOCK                       | CUSIP: 88339J105<br>LEI: 549300GXPD31VT3E0P46 | Long             | EC               | CORP              | US        |      9880 | NS      | $500916.00    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Bunge Limited                                         | BUNGE LTD COMMON STOCK USD.01                         | CUSIP: G16962105<br>LEI: 5493007M0RIN8HY3MM77 | Long             | EC               | CORP              | US        |      6564 | NS      | $650492.40    | 0.09%             |  |  |  | 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        |      2294 | NS      | $173862.26    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Lear Corporation                                      | LEAR CORP COMMON STOCK USD.01                         | CUSIP: 521865204<br>LEI: 549300UPNBTXA1SYTQ33 | Long             | EC               | CORP              | US        |      3461 | NS      | $504544.58    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| General Electric Company                              | GENERAL ELECTRIC CO COMMON STOCK USD.06               | CUSIP: 369604301<br>LEI: 3C7474T6CDKPR9K6YT90 | Long             | EC               | CORP              | US        |     13493 | NS      | $1085916.64   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| General Mills Inc.                                    | GENERAL MILLS INC COMMON STOCK USD.1                  | CUSIP: 370334104<br>LEI: 2TGYMUGI08PO8X8L6150 | Long             | EC               | CORP              | US        |     18304 | NS      | $1434301.44   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Illinois Tool Works Inc.                              | ILLINOIS TOOL WORKS INC COMMON STOCK USD.01           | CUSIP: 452308109<br>LEI: 76NA4I14SZCFAYMNSV04 | Long             | EC               | CORP              | US        |      7201 | NS      | $1699724.04   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Incyte Corporation                                    | INCYTE CORP COMMON STOCK USD.001                      | CUSIP: 45337C102<br>LEI: 549300Z4WN6JVZ3T4680 | Long             | EC               | CORP              | US        |      4833 | NS      | $411481.62    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Everest Re Group Ltd.                                 | EVEREST RE GROUP LTD COMMON STOCK USD.01              | CUSIP: G3223R108<br>LEI: N/A                  | Long             | EC               | CORP              | BM        |      1820 | NS      | $636435.80    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| GLOBALFOUNDRIES Inc.                                  | GLOBALFOUNDRIES INC COMMON STOCK USD.02               | CUSIP: G39387108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       642 | NS      | $38057.76     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Intercontinental Exchange Inc.                        | INTERCONTINENTAL EXCHANGE INC COMMON STOCK USD.01     | CUSIP: 45866F104<br>LEI: 5493000F4ZO33MV32P92 | Long             | EC               | CORP              | US        |     10505 | NS      | $1129812.75   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| International Paper Company                           | INTERNATIONAL PAPER CO COMMON STOCK USD1.0            | CUSIP: 460146103<br>LEI: 824LMFJDH41EY779Q875 | Long             | EC               | CORP              | US        |     21957 | NS      | $918241.74    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Leidos Holdings Inc.                                  | LEIDOS HOLDINGS INC COMMON STOCK USD.0001             | CUSIP: 525327102<br>LEI: 549300IUTGTP6EJP8124 | Long             | EC               | CORP              | US        |      5890 | NS      | $582167.60    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Lennar Corporation                                    | LENNAR CORP COMMON STOCK USD.1                        | CUSIP: 526057104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     10843 | NS      | $1110323.20   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Lithia Motors Inc.                                    | LITHIA MOTORS INC COMMON STOCK                        | CUSIP: 536797103<br>LEI: SE8N1EZEHPZQBCBVKD53 | Long             | EC               | CORP              | US        |       999 | NS      | $262936.80    | 0.03%             |  |  |  | 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        |      4651 | NS      | $374358.99    | 0.05%             |  |  |  | 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        |      2327 | NS      | $364547.82    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Linde plc                                             | LINDE PLC COMMON STOCK EUR.001                        | CUSIP: G5494J103<br>LEI: N/A                  | Long             | EC               | CORP              | GB        |      6470 | NS      | $2141181.80   | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Intuit Inc.                                           | INTUIT INC COMMON STOCK USD.01                        | CUSIP: 461202103<br>LEI: VI90HBPH7XSFMB9E4M29 | Long             | EC               | CORP              | US        |      4234 | NS      | $1789584.78   | 0.23%             |  |  |  | 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        |      6726 | NS      | $177499.14    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Liberty Media Corp-Liberty SiriusXM                   | LIBERTY MEDIA CORP-LIBERTY SIR TRACKING STK USD.01    | CUSIP: 531229607<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3844 | NS      | $154913.20    | 0.02%             |  |  |  | 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        |      2431 | NS      | $874284.84    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Lockheed Martin Corporation                           | LOCKHEED MARTIN CORP COMMON STOCK USD1.0              | CUSIP: 539830109<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | EC               | CORP              | US        |      3897 | NS      | $1805324.22   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Loews Corporation                                     | LOEWS CORP COMMON STOCK USD.01                        | CUSIP: 540424108<br>LEI: R8V1FN4M5ITGZOG7BS19 | Long             | EC               | CORP              | US        |     12025 | NS      | $739297.00    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Sensata Technologies Holding plc                      | SENSATA TECHNOLOGIES HOLDING P COMMON STOCK EUR.01    | CUSIP: G8060N102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6961 | NS      | $353966.85    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Trane Technologies Public Limited Company             | TRANE TECHNOLOGIES PLC COMMON STOCK USD1.0            | CUSIP: G8994E103<br>LEI: N/A                  | Long             | EC               | CORP              | IE        |      7495 | NS      | $1342504.40   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| PTC Inc.                                              | PTC INC COMMON STOCK USD.01                           | CUSIP: 69370C100<br>LEI: 54930050SSMU8SKDJ030 | Long             | EC               | CORP              | US        |      3487 | NS      | $470326.56    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| PACCAR Inc                                            | PACCAR INC COMMON STOCK USD1.0                        | CUSIP: 693718108<br>LEI: KDTEY8BWE486IKZ3CC07 | Long             | EC               | CORP              | US        |     17466 | NS      | $1909208.46   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| General Motors Company                                | GENERAL MOTORS CO COMMON STOCK USD.01                 | CUSIP: 37045V100<br>LEI: 54930070NSV60J38I987 | Long             | EC               | CORP              | US        |     27885 | NS      | $1096438.20   | 0.14%             |  |  |  | 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        |      7253 | NS      | $1217198.46   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Lowe`s Companies Inc.                                 | LOWE'S COS INC COMMON STOCK USD.5                     | CUSIP: 548661107<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | EC               | CORP              | US        |      9250 | NS      | $1926312.50   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Lululemon Athletica Inc.                              | LULULEMON ATHLETICA INC COMMON STOCK USD.005          | CUSIP: 550021109<br>LEI: 549300D9GZ4BMLDW5T40 | Long             | EC               | CORP              | CA        |      3901 | NS      | $1197138.88   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Marvell Technology Inc.                               | MARVELL TECHNOLOGY INC COMMON STOCK USD.002           | CUSIP: 573874104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     25745 | NS      | $1110896.75   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Masimo Corporation                                    | MASIMO CORP COMMON STOCK USD.001                      | CUSIP: 574795100<br>LEI: 549300Q4A8JK0PIYCU29 | Long             | EC               | CORP              | US        |      1356 | NS      | $230628.48    | 0.03%             |  |  |  | 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        |      4773 | NS      | $1213248.87   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Packaging Corporation of America                      | PACKAGING CORP OF AMERICA COMMON STOCK USD.01         | CUSIP: 695156109<br>LEI: 549300XZP8MFZFY8TJ84 | Long             | EC               | CORP              | US        |      4802 | NS      | $685245.40    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| TPG Inc.                                              | TPG INC COMMON STOCK                                  | CUSIP: 872657101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       585 | NS      | $18842.85     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Hilton Worldwide Holdings Inc.                        | HILTON WORLDWIDE HOLDINGS INC COMMON STOCK USD.01     | CUSIP: 43300A203<br>LEI: 549300HVGPK36ICB0B89 | Long             | EC               | CORP              | US        |      8328 | NS      | $1208309.52   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| HubSpot Inc.                                          | HUBSPOT INC COMMON STOCK USD.001                      | CUSIP: 443573100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       916 | NS      | $317861.16    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Moderna Inc.                                          | MODERNA INC COMMON STOCK USD.0001                     | CUSIP: 60770K107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4696 | NS      | $826777.76    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Mohawk Industries Inc.                                | MOHAWK INDUSTRIES INC COMMON STOCK USD.01             | CUSIP: 608190104<br>LEI: 549300JI1115MG3Q6322 | Long             | EC               | CORP              | US        |      2692 | NS      | $323201.52    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Lumen Technologies Inc.                               | LUMEN TECHNOLOGIES INC COMMON STOCK USD1.0            | CUSIP: 550241103<br>LEI: 8M3THTGWLTYZVE6BBY25 | Long             | EC               | CORP              | US        |     65788 | NS      | $345387.00    | 0.05%             |  |  |  | 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        |      6053 | NS      | $944268.00    | 0.12%             |  |  |  | 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        |      4285 | NS      | $485190.55    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Tapestry Inc.                                         | TAPESTRY INC COMMON STOCK USD.01                      | CUSIP: 876030107<br>LEI: 549300LJNVY5SW3VTN33 | Long             | EC               | CORP              | US        |      9643 | NS      | $439431.51    | 0.06%             |  |  |  | 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        |      5036 | NS      | $952055.80    | 0.12%             |  |  |  | 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        |      1929 | NS      | $425421.66    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Targa Resources Corp.                                 | TARGA RESOURCES CORP COMMON STOCK USD.001             | CUSIP: 87612G101<br>LEI: 5493003QENHHS261UR94 | Long             | EC               | CORP              | US        |      4814 | NS      | $361146.28    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Teledyne Technologies Incorporated                    | TELEDYNE TECHNOLOGIES INC COMMON STOCK USD.01         | CUSIP: 879360105<br>LEI: 549300VSMO9KYQWDND94 | Long             | EC               | CORP              | US        |      1480 | NS      | $627904.80    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Hyatt Hotels Corporation                              | HYATT HOTELS CORP COMMON STOCK USD.01                 | CUSIP: 448579102<br>LEI: T27JQIMTYSH41TCD5186 | Long             | EC               | CORP              | US        |      1565 | NS      | $170772.80    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| IDEX Corporation                                      | IDEX CORP COMMON STOCK USD.01                         | CUSIP: 45167R104<br>LEI: 549300U5Y5EL6PHYLF13 | Long             | EC               | CORP              | US        |      3000 | NS      | $719040.00    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Aflac Incorporated                                    | AFLAC INC COMMON STOCK USD.1                          | CUSIP: 001055102<br>LEI: 549300N0B7DOGLXWPP39 | Long             | EC               | CORP              | US        |     24596 | NS      | $1807806.00   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Acadia Healthcare Company Inc.                        | ACADIA HEALTHCARE CO INC COMMON STOCK USD.01          | CUSIP: 00404A109<br>LEI: 5493005CW985Y9D0NC11 | Long             | EC               | CORP              | US        |       867 | NS      | $72845.34     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Mastercard Incorporated                               | MASTERCARD INC COMMON STOCK USD.0001                  | CUSIP: 57636Q104<br>LEI: AR5L2ODV9HN37376R084 | Long             | EC               | CORP              | US        |     12893 | NS      | $4778145.80   | 0.63%             |  |  |  | No            |                  1 | On Loan: No      |
| Motorola Solutions Inc.                               | MOTOROLA SOLUTIONS INC COMMON STOCK USD.01            | CUSIP: 620076307<br>LEI: 6S552MUG6KGJVEBSEC55 | Long             | EC               | CORP              | US        |      3737 | NS      | $960446.37    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Molina Healthcare Inc.                                | MOLINA HEALTHCARE INC COMMON STOCK USD.001            | CUSIP: 60855R100<br>LEI: 549300NQQCEQ46YHZ591 | Long             | EC               | CORP              | US        |      2673 | NS      | $833521.59    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley                                        | MORGAN STANLEY COMMON STOCK USD.01                    | CUSIP: 617446448<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | EC               | CORP              | US        |     27501 | NS      | $2676672.33   | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| Northrop Grumman Corporation                          | NORTHROP GRUMMAN CORP COMMON STOCK USD1.0             | CUSIP: 666807102<br>LEI: RIMU48P07456QXSO0R61 | Long             | EC               | CORP              | US        |      2501 | NS      | $1120548.04   | 0.15%             |  |  |  | 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        |       520 | NS      | $12625.60     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| NovoCure Limited                                      | NOVOCURE LTD COMMON STOCK                             | CUSIP: G6674U108<br>LEI: N/A                  | Long             | EC               | CORP              | JE        |      1515 | NS      | $138137.70    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Spotify Technology S.A.                               | SPOTIFY TECHNOLOGY SA COMMON STOCK EUR.000625         | CUSIP: L8681T102<br>LEI: N/A                  | Long             | EC               | CORP              | SE        |      1111 | NS      | $125231.92    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Air Products and Chemicals Inc.                       | AIR PRODUCTS and CHEMICALS INC COMMON STOCK USD1.0    | CUSIP: 009158106<br>LEI: 7QEON6Y1RL5XR3R1W237 | Long             | EC               | CORP              | US        |      4657 | NS      | $1492615.07   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| U-Haul Holding Company                                | AMERCO COMMON STOCK USD.25                            | CUSIP: 023586100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       405 | NS      | $27147.15     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Salesforce Inc.                                       | SALESFORCE.COM INC COMMON STOCK USD.001               | CUSIP: 79466L302<br>LEI: RCGZFPDMRW58VJ54VR07 | Long             | EC               | CORP              | US        |     11105 | NS      | $1865306.85   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Teleflex Incorporated                                 | TELEFLEX INC COMMON STOCK USD1.0                      | CUSIP: 879369106<br>LEI: UUL85LWXB4NGSWWXIQ25 | Long             | EC               | CORP              | US        |      1542 | NS      | $375353.64    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| NRG Energy Inc.                                       | NRG ENERGY INC COMMON STOCK USD.01                    | CUSIP: 629377508<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | EC               | CORP              | US        |     11767 | NS      | $402666.74    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Neurocrine Biosciences Inc.                           | NEUROCRINE BIOSCIENCES INC COMMON STOCK USD.001       | CUSIP: 64125C109<br>LEI: 549300FECER0XBN49756 | Long             | EC               | CORP              | US        |      2082 | NS      | $230956.26    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| U-Haul Holding Company                                | AMERCO COMMON STOCK                                   | CUSIP: 023586506<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3639 | NS      | $224853.81    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Americold Realty Trust Inc.                           | AMERICOLD REALTY TRUST REIT USD.01                    | CUSIP: 03064D108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4575 | NS      | $143700.75    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Elastic N.V.                                          | ELASTIC NV COMMON STOCK EUR.01                        | CUSIP: N14506104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1211 | NS      | $71255.24     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Royal Caribbean Cruises Ltd.                          | ROYAL CARIBBEAN CRUISES LTD COMMON STOCK USD.01       | CUSIP: V7780T103<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | EC               | CORP              | US        |      7158 | NS      | $464840.52    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Morningstar Inc.                                      | MORNINGSTAR INC COMMON STOCK                          | CUSIP: 617700109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       846 | NS      | $205476.48    | 0.03%             |  |  |  | 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        |       840 | NS      | $36086.40     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| New Fortress Energy Inc.                              | NEW FORTRESS ENERGY INC COMMON STOCK                  | CUSIP: 644393100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       272 | NS      | $10550.88     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Newmont Corporation                                   | NEWMONT GOLDCORP CORP COMMON STOCK USD1.6             | CUSIP: 651639106<br>LEI: 549300VSP3RIX7FGDZ51 | Long             | EC               | CORP              | US        |     22508 | NS      | $1191348.44   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Constellation Brands Inc.                             | CONSTELLATION BRANDS INC COMMON STOCK USD.01          | CUSIP: 21036P108<br>LEI: 5493005GKEG8QCVY7037 | Long             | EC               | CORP              | US        |      4229 | NS      | $979098.08    | 0.13%             |  |  |  | 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        |       187 | NS      | $86513.68     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Flex Ltd.                                             | FLEX LTD COMMON STOCK                                 | CUSIP: Y2573F102<br>LEI: 549300EAQH74YHD07T53 | Long             | EC               | CORP              | US        |     31709 | NS      | $740405.15    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Ameren Corporation                                    | AMEREN CORP COMMON STOCK USD.01                       | CUSIP: 023608102<br>LEI: XRZQ5S7HYJFPHJ78L959 | Long             | EC               | CORP              | US        |     12702 | NS      | $1103422.74   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| American Airlines Group Inc.                          | AMERICAN AIRLINES GROUP INC COMMON STOCK              | CUSIP: 02376R102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6021 | NS      | $97178.94     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CrowdStrike Holdings Inc.                             | CROWDSTRIKE HOLDINGS INC COMMON STOCK                 | CUSIP: 22788C105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1838 | NS      | $194644.20    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Crown Holdings Inc.                                   | CROWN HOLDINGS INC COMMON STOCK USD5.0                | CUSIP: 228368106<br>LEI: NYLWZIOY8PUNIT4JOE22 | Long             | EC               | CORP              | US        |      5850 | NS      | $515736.00    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Zillow Group Inc.                                     | ZILLOW GROUP INC COMMON STOCK                         | CUSIP: 98954M200<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2296 | NS      | $101506.16    | 0.01%             |  |  |  | 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        |      7865 | NS      | $1001529.10   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Norfolk Southern Corporation                          | NORFOLK SOUTHERN CORP COMMON STOCK USD1.0             | CUSIP: 655844108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      7338 | NS      | $1803753.78   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| The Travelers Companies Inc.                          | TRAVELERS COS INC/THE COMMON STOCK NPV                | CUSIP: 89417E109<br>LEI: 549300Y650407RU8B149 | Long             | EC               | CORP              | US        |     12005 | NS      | $2294395.60   | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Darden Restaurants Inc.                               | DARDEN RESTAURANTS INC COMMON STOCK                   | CUSIP: 237194105<br>LEI: CY1NFSCCB5GUXC7WZC70 | Long             | EC               | CORP              | US        |      6614 | NS      | $978673.58    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Darling Ingredients Inc.                              | DARLING INGREDIENTS INC COMMON STOCK USD.01           | CUSIP: 237266101<br>LEI: L1N0SPPKS7EXZYUMZ898 | Long             | EC               | CORP              | US        |      4798 | NS      | $318059.42    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Teradyne Inc.                                         | TERADYNE INC COMMON STOCK USD.125                     | CUSIP: 880770102<br>LEI: C3X4YJ278QNZHRJULN75 | Long             | EC               | CORP              | US        |      7755 | NS      | $788683.50    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Tesla Inc.                                            | TESLA INC COMMON STOCK USD.001                        | CUSIP: 88160R101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     20977 | NS      | $3633635.94   | 0.48%             |  |  |  | No            |                  1 | On Loan: No      |
| Uber Technologies Inc                                 | UBER TECHNOLOGIES INC COMMON STOCK USD.00001          | CUSIP: 90353T100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     16023 | NS      | $495591.39    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| UiPath Inc.                                           | UIPATH INC COMMON STOCK USD.00001                     | CUSIP: 90364P105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2422 | NS      | $37201.92     | 0.00%             |  |  |  | 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        |      8152 | NS      | $433360.32    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Zoetis Inc.                                           | ZOETIS INC COMMON STOCK USD.01                        | CUSIP: 98978V103<br>LEI: 549300HD9Q1LOC9KLJ48 | Long             | EC               | CORP              | US        |      8226 | NS      | $1361320.74   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| The Hershey Company                                   | HERSHEY CO/THE COMMON STOCK USD1.0                    | CUSIP: 427866108<br>LEI: 21X2CX66SU2BR6QTAD08 | Long             | EC               | CORP              | US        |      4226 | NS      | $949159.60    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Hess Corporation                                      | HESS CORP COMMON STOCK USD1.0                         | CUSIP: 42809H107<br>LEI: UASVRYNXNK17ULIGK870 | Long             | EC               | CORP              | US        |     10484 | NS      | $1574277.44   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Tetra Tech Inc.                                       | TETRA TECH INC COMMON STOCK USD.01                    | CUSIP: 88162G103<br>LEI: 549300UJ1LP7JGJC5P32 | Long             | EC               | CORP              | US        |       792 | NS      | $123171.84    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| JH COLLATERAL                                         | JH COLLATERAL                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             | RF                | US        |        42 | NS      | $419.96       | 0.00%             |  |  |  | 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        |     20865 | NS      | $393305.25    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan Chase and Co.                                | JPMORGAN CHASE and CO COMMON STOCK USD1.0             | CUSIP: 46625H100<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | EC               | CORP              | US        |     46432 | NS      | $6498622.72   | 0.85%             |  |  |  | No            |                  1 | On Loan: No      |
| Union Pacific Corporation                             | UNION PACIFIC CORP COMMON STOCK USD2.5                | CUSIP: 907818108<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | EC               | CORP              | US        |     11237 | NS      | $2294483.03   | 0.30%             |  |  |  | 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        |      4052 | NS      | $198385.92    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Eaton Corporation Public Limited Company              | EATON CORP PLC COMMON STOCK USD.01                    | CUSIP: G29183103<br>LEI: 549300VDIGTMXUNT7H71 | Long             | EC               | CORP              | US        |      9859 | NS      | $1599228.39   | 0.21%             |  |  |  | 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        |     11241 | NS      | $761914.98    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Jabil Inc.                                            | JABIL INC COMMON STOCK USD.001                        | CUSIP: 466313103<br>LEI: 5493000CGCQY2OQU7669 | Long             | EC               | CORP              | US        |      4476 | NS      | $351947.88    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Gen Digital Inc.                                      | NORTONLIFELOCK INC COMMON STOCK USD.01                | CUSIP: 668771108<br>LEI: YF6ZV0M6AU4FY94MK914 | Long             | EC               | CORP              | US        |     24509 | NS      | $563952.09    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Garmin Ltd.                                           | GARMIN LTD COMMON STOCK CHF.1                         | CUSIP: H2906T109<br>LEI: N/A                  | Long             | EC               | CORP              | CH        |      6048 | NS      | $598026.24    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| TE Connectivity Ltd.                                  | TE CONNECTIVITY LTD COMMON STOCK CHF.57               | CUSIP: H84989104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      9325 | NS      | $1185673.75   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| United Parcel Service Inc.                            | UNITED PARCEL SERVICE INC COMMON STOCK USD.01         | CUSIP: 911312106<br>LEI: D01LMJZU09ULLNCY6Z23 | Long             | EC               | CORP              | US        |      9595 | NS      | $1777281.85   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| United Rentals Inc.                                   | UNITED RENTALS INC COMMON STOCK USD.01                | CUSIP: 911363109<br>LEI: 5323X5O7RN0NKFCDRY08 | Long             | EC               | CORP              | US        |      4489 | NS      | $1979424.55   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Nucor Corporation                                     | NUCOR CORP COMMON STOCK USD.4                         | CUSIP: 670346105<br>LEI: 549300GGJCRSI2TIEJ46 | Long             | EC               | CORP              | US        |     15269 | NS      | $2580766.38   | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| ON Semiconductor Corporation                          | ON SEMICONDUCTOR CORP COMMON STOCK USD.01             | CUSIP: 682189105<br>LEI: ZV20P4CNJVT8V1ZGJ064 | Long             | EC               | CORP              | US        |     18430 | NS      | $1353683.50   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Globant S.A.                                          | GLOBANT SA COMMON STOCK USD1.2                        | CUSIP: L44385109<br>LEI: 2221008DCMSPYS42DS88 | Long             | EC               | CORP              | UY        |       802 | NS      | $130068.36    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| American Electric Power Company Inc.                  | AMERICAN ELECTRIC POWER CO INC COMMON STOCK USD6.5    | CUSIP: 025537101<br>LEI: 1B4S6S7G0TW5EE83BO58 | Long             | EC               | CORP              | US        |     14641 | NS      | $1375668.36   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Constellation Energy Corporation                      | CONSTELLATION ENERGY CORP COMMON STOCK                | CUSIP: 21037T109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4732 | NS      | $403923.52    | 0.05%             |  |  |  | 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        |      8156 | NS      | $310988.28    | 0.04%             |  |  |  | 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        |       765 | NS      | $201325.05    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Albemarle Corporation                                 | ALBEMARLE CORP COMMON STOCK USD.01                    | CUSIP: 012653101<br>LEI: HDBLS2Q6GV1LSKQPBS54 | Long             | EC               | CORP              | US        |      3749 | NS      | $1055156.05   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Alcoa Corporation                                     | ALCOA CORP COMMON STOCK USD.01                        | CUSIP: 013872106<br>LEI: 549300T12EZ1F6PWWU29 | Long             | EC               | CORP              | US        |      5473 | NS      | $285909.52    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| ONEOK Inc.                                            | ONEOK INC COMMON STOCK USD.01                         | CUSIP: 682680103<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | EC               | CORP              | US        |     15424 | NS      | $1056235.52   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Oracle Corporation                                    | ORACLE CORP COMMON STOCK USD.01                       | CUSIP: 68389X105<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | EC               | CORP              | US        |     22552 | NS      | $1994949.92   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| UnitedHealth Group Incorporated                       | UNITEDHEALTH GROUP INC COMMON STOCK USD.01            | CUSIP: 91324P102<br>LEI: 549300GHBMY8T5GXDE41 | Long             | EC               | CORP              | US        |     12300 | NS      | $6140037.00   | 0.80%             |  |  |  | No            |                  1 | On Loan: No      |
| Walmart Inc.                                          | WALMART INC COMMON STOCK USD.1                        | CUSIP: 931142103<br>LEI: Y87794H0US1R65VBXU25 | Long             | EC               | CORP              | US        |     25881 | NS      | $3723499.47   | 0.49%             |  |  |  | No            |                  1 | On Loan: No      |
| ZoomInfo Technologies Inc.                            | ZOOMINFO TECHNOLOGIES INC COMMON STOCK                | CUSIP: 98980F104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3302 | NS      | $93215.46     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Zscaler Inc.                                          | ZSCALER INC COMMON STOCK USD.001                      | CUSIP: 98980G102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1345 | NS      | $166995.20    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Cardinal Health Inc.                                  | CARDINAL HEALTH INC COMMON STOCK                      | CUSIP: 14149Y108<br>LEI: CCU46N3GJMF4OK4N7U60 | Long             | EC               | CORP              | US        |     12176 | NS      | $940596.00    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Carlisle Companies Incorporated                       | CARLISLE COS INC COMMON STOCK USD1.0                  | CUSIP: 142339100<br>LEI: XR64VGX1ZPX6G7ZN7Z11 | Long             | EC               | CORP              | US        |      2748 | NS      | $689363.28    | 0.09%             |  |  |  | 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        |      8521 | NS      | $960913.17    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Block Inc.                                            | SQUARE INC COMMON STOCK USD.000001                    | CUSIP: 852234103<br>LEI: 549300OHIIUWSTIZME52 | Long             | EC               | CORP              | US        |      3461 | NS      | $282832.92    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| The Cooper Companies Inc.                             | COOPER COS INC/THE COMMON STOCK USD.1                 | CUSIP: 216648402<br>LEI: QJKMVPIGLH7530PCUE20 | Long             | EC               | CORP              | US        |      1876 | NS      | $654592.68    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Copart Inc.                                           | COPART INC COMMON STOCK                               | CUSIP: 217204106<br>LEI: 549300KVYX3JWMYEHU61 | Long             | EC               | CORP              | US        |     17878 | NS      | $1190853.58   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Walgreens Boots Alliance Inc.                         | WALGREENS BOOTS ALLIANCE INC COMMON STOCK USD.01      | CUSIP: 931427108<br>LEI: 549300RPTUOIXG4LIH86 | Long             | EC               | CORP              | US        |     19395 | NS      | $714899.70    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Warner Bros. Discovery Inc.                           | WARNER BROS DISCOVERY INC COMMON STOCK                | CUSIP: 934423104<br>LEI: 5493006ZCRFWKF6B1K26 | Long             | EC               | CORP              | US        |     60702 | NS      | $899603.64    | 0.12%             |  |  |  | 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        |      7026 | NS      | $627492.06    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Starbucks Corporation                                 | STARBUCKS CORP COMMON STOCK USD.001                   | CUSIP: 855244109<br>LEI: OQSJ1DU9TAOC51A47K68 | Long             | EC               | CORP              | US        |     16810 | NS      | $1834643.40   | 0.24%             |  |  |  | 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        |      3948 | NS      | $634601.52    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Align Technology Inc.                                 | ALIGN TECHNOLOGY INC COMMON STOCK USD.0001            | CUSIP: 016255101<br>LEI: 549300N5YSE0U3LCP840 | Long             | EC               | CORP              | US        |      1153 | NS      | $310998.69    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Zoom Video Communications Inc.                        | ZOOM VIDEO COMMUNICATIONS INC COMMON STOCK USD.001    | CUSIP: 98980L101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1154 | NS      | $86550.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Textron Inc.                                          | TEXTRON INC COMMON STOCK USD.125                      | CUSIP: 883203101<br>LEI: 3PPKBHUG1HD6BO7RNR87 | Long             | EC               | CORP              | US        |     11505 | NS      | $838139.25    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Tractor Supply Company                                | TRACTOR SUPPLY CO COMMON STOCK USD.008                | CUSIP: 892356106<br>LEI: 549300OJ9VZHZRO6I137 | Long             | EC               | CORP              | US        |      7005 | NS      | $1597069.95   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Amazon.com Inc.                                       | AMAZON.COM INC COMMON STOCK USD.01                    | CUSIP: 023135106<br>LEI: ZXTILKJKG63JELOEG630 | Long             | EC               | CORP              | US        |    122359 | NS      | $12618883.67  | 1.65%             |  |  |  | No            |                  1 | On Loan: No      |
| AmerisourceBergen Corporation                         | AMERISOURCEBERGEN CORP COMMON STOCK USD.01            | CUSIP: 03073E105<br>LEI: AI8GXW8LG5WK7E9UD086 | Long             | EC               | CORP              | US        |      6424 | NS      | $1085399.04   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Watsco Inc.                                           | WATSCO INC COMMON STOCK USD.5                         | CUSIP: 942622200<br>LEI: 549300F1Y3LN5BX5WN75 | Long             | EC               | CORP              | US        |      1111 | NS      | $319268.07    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Webster Financial Corporation                         | WEBSTER FINANCIAL CORP COMMON STOCK USD.01            | CUSIP: 947890109<br>LEI: KMRURHT0VWKYS6Z5KU67 | Long             | EC               | CORP              | US        |      2545 | NS      | $133994.25    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Dollar General Corporation                            | DOLLAR GENERAL CORP COMMON STOCK USD.875              | CUSIP: 256677105<br>LEI: OPX52SQVOZI8IVSWYU66 | Long             | EC               | CORP              | US        |      7019 | NS      | $1639638.40   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Hologic Inc.                                          | HOLOGIC INC COMMON STOCK USD.01                       | CUSIP: 436440101<br>LEI: 549300DYP6F5ZJL0LB74 | Long             | EC               | CORP              | US        |     13933 | NS      | $1133728.21   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Amdocs Limited                                        | AMDOCS LTD COMMON STOCK GBP.0001                      | CUSIP: G02602103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      7034 | NS      | $646635.62    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Aon Public Limited Company                            | AON PLC COMMON STOCK                                  | CUSIP: G0403H108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5798 | NS      | $1847706.64   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Clearway Energy Inc.                                  | CLEARWAY ENERGY INC COMMON STOCK USD.01               | CUSIP: 18539C105<br>LEI: 549300LHAZ9HA9G3XC48 | Long             | EC               | CORP              | US        |       401 | NS      | $12852.05     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| The Coca-Cola Company                                 | COCA-COLA CO/THE COMMON STOCK USD.25                  | CUSIP: 191216100<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | EC               | CORP              | US        |     53257 | NS      | $3265719.24   | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| The Home Depot Inc.                                   | HOME DEPOT INC/THE COMMON STOCK USD.05                | CUSIP: 437076102<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | EC               | CORP              | US        |     13156 | NS      | $4264780.52   | 0.56%             |  |  |  | No            |                  1 | On Loan: No      |
| Honeywell International Inc.                          | HONEYWELL INTERNATIONAL INC COMMON STOCK USD1.0       | CUSIP: 438516106<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | EC               | CORP              | US        |     11064 | NS      | $2306622.72   | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Cognex Corporation                                    | COGNEX CORP COMMON STOCK USD.002                      | CUSIP: 192422103<br>LEI: 549300JQTYZCLC43S226 | Long             | EC               | CORP              | US        |      5220 | NS      | $285742.80    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Corteva Inc.                                          | CORTEVA INC COMMON STOCK USD.01                       | CUSIP: 22052L104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     20698 | NS      | $1333986.10   | 0.17%             |  |  |  | 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        |     15191 | NS      | $977540.85    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Capri Holdings Limited                                | CAPRI HOLDINGS LTD COMMON STOCK                       | CUSIP: G1890L107<br>LEI: N/A                  | Long             | EC               | CORP              | GB        |      2652 | NS      | $176331.48    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Costco Wholesale Corporation                          | COSTCO WHOLESALE CORP COMMON STOCK USD.005            | CUSIP: 22160K105<br>LEI: 29DX7H14B9S6O3FD6V18 | Long             | EC               | CORP              | US        |      6815 | NS      | $3483419.10   | 0.46%             |  |  |  | No            |                  1 | On Loan: No      |
| Deckers Outdoor Corporation                           | DECKERS OUTDOOR CORP COMMON STOCK USD.01              | CUSIP: 243537107<br>LEI: 5493008LG4W3I6K8J118 | Long             | EC               | CORP              | US        |      1039 | NS      | $444151.72    | 0.06%             |  |  |  | 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        |      3997 | NS      | $157002.16    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| NVIDIA Corporation                                    | NVIDIA CORP COMMON STOCK USD.001                      | CUSIP: 67066G104<br>LEI: 549300S4KLFTLO7GSQ80 | Long             | EC               | CORP              | US        |     26066 | NS      | $5092514.42   | 0.67%             |  |  |  | No            |                  1 | On Loan: No      |
| GE HealthCare Technologies Inc.                       | GE HEALTHCARE TECHNOLOGIES INC COMMON STOCK           | CUSIP: 36266G107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4480 | NS      | $311449.60    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Healthpeak Properties Inc.                            | HEALTHPEAK PROPERTIES INC REIT USD1.0                 | CUSIP: 42250P103<br>LEI: PZ9HF5U52KPF0MH0QN75 | Long             | EC               | CORP              | US        |     14416 | NS      | $396151.68    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Owens Corning                                         | OWENS CORNING COMMON STOCK USD.001                    | CUSIP: 690742101<br>LEI: JO5M6676RDJIZ2U8X907 | Long             | EC               | CORP              | US        |      5614 | NS      | $542593.10    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| PGandE Corporation                                    | PGandE CORP COMMON STOCK                              | CUSIP: 69331C108<br>LEI: 8YQ2GSDWYZXO2EDN3511 | Long             | EC               | CORP              | US        |     31018 | NS      | $493186.20    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| The PNC Financial Services Group Inc.                 | PNC FINANCIAL SERVICES GROUP I COMMON STOCK USD5.0    | CUSIP: 693475105<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | EC               | CORP              | US        |      8698 | NS      | $1438910.14   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Thermo Fisher Scientific Inc.                         | THERMO FISHER SCIENTIFIC INC COMMON STOCK USD1.0      | CUSIP: 883556102<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | EC               | CORP              | US        |      6035 | NS      | $3441941.55   | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| HEICO Corporation                                     | HEICO CORP COMMON STOCK USD.01                        | CUSIP: 422806109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1172 | NS      | $200353.40    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| HEICO Corporation                                     | HEICO CORP COMMON STOCK USD.01                        | CUSIP: 422806208<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2036 | NS      | $272172.48    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| 3M Company                                            | 3M CO COMMON STOCK USD.01                             | CUSIP: 88579Y101<br>LEI: LUZQVYP4VS22CLWDAR65 | Long             | EC               | CORP              | US        |     10048 | NS      | $1156323.84   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| The Toro Company                                      | TORO CO/THE COMMON STOCK USD1.0                       | CUSIP: 891092108<br>LEI: YJKE4YIT6BWQHVEW0D14 | Long             | EC               | CORP              | US        |      4011 | NS      | $447306.72    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Hormel Foods Corporation                              | HORMEL FOODS CORP COMMON STOCK USD.01465              | CUSIP: 440452100<br>LEI: MSD54751OJP1FS2ND863 | Long             | EC               | CORP              | US        |     10216 | NS      | $462886.96    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Horizon Therapeutics Public Limited Company           | HORIZON THERAPEUTICS PLC COMMON STOCK USD.0001        | CUSIP: 44047T109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6202 | NS      | $680483.44    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Howmet Aerospace Inc.                                 | HOWMET AEROSPACE INC COMMON STOCK                     | CUSIP: 443201108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     16176 | NS      | $658201.44    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Johnson and Johnson                                   | JOHNSON and JOHNSON COMMON STOCK USD1.0               | CUSIP: 478160104<br>LEI: 549300G0CFPGEF6X2043 | Long             | EC               | CORP              | US        |     40266 | NS      | $6580269.72   | 0.86%             |  |  |  | No            |                  1 | On Loan: No      |
| Nasdaq Inc.                                           | NASDAQ INC COMMON STOCK USD.01                        | CUSIP: 631103108<br>LEI: 549300L8X1Q78ERXFD06 | Long             | EC               | CORP              | US        |     13879 | NS      | $835377.01    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Netflix Inc.                                          | NETFLIX INC COMMON STOCK USD.001                      | CUSIP: 64110L106<br>LEI: 549300Y7VHGU0I7CE873 | Long             | EC               | CORP              | US        |      4960 | NS      | $1755145.60   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| UDR Inc.                                              | UDR INC REIT USD.01                                   | CUSIP: 902653104<br>LEI: P3CH2EG5X6Z1XWU1OO74 | Long             | EC               | CORP              | US        |      8342 | NS      | $355285.78    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| V.F. Corporation                                      | VF CORP COMMON STOCK                                  | CUSIP: 918204108<br>LEI: CWAJJ9DJ5Z7P057HV541 | Long             | EC               | CORP              | US        |     11287 | NS      | $349219.78    | 0.05%             |  |  |  | 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        |      1627 | NS      | $426827.18    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Valero Energy Corporation                             | VALERO ENERGY CORP COMMON STOCK USD.01                | CUSIP: 91913Y100<br>LEI: 549300XTO5VR8SKV1V74 | Long             | EC               | CORP              | US        |     16208 | NS      | $2269606.24   | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Accenture Public Limited Company                      | ACCENTURE PLC COMMON STOCK USD.0000225                | CUSIP: G1151C101<br>LEI: N/A                  | Long             | EC               | CORP              | IE        |     10245 | NS      | $2858867.25   | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| Genpact Limited                                       | GENPACT LTD COMMON STOCK USD.01                       | CUSIP: G3922B107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      7026 | NS      | $332189.28    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| OGE Energy Corp.                                      | OGE ENERGY CORP COMMON STOCK USD.01                   | CUSIP: 670837103<br>LEI: CE5OG6JPOZMDSA0LAQ19 | Long             | EC               | CORP              | US        |      2820 | NS      | $110882.40    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Organon and Co.                                       | ORGANON and CO COMMON STOCK USD.01                    | CUSIP: 68622V106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6263 | NS      | $188704.19    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Otis Worldwide Corporation                            | OTIS WORLDWIDE CORP COMMON STOCK USD.01               | CUSIP: 68902V107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     11694 | NS      | $961597.62    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Ovintiv Inc.                                          | OVINTIV INC COMMON STOCK                              | CUSIP: 69047Q102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4722 | NS      | $232464.06    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Philip Morris International Inc.                      | PHILIP MORRIS INTERNATIONAL IN COMMON STOCK           | CUSIP: 718172109<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | EC               | CORP              | US        |     17734 | NS      | $1848592.16   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Phillips 66                                           | PHILLIPS 66 COMMON STOCK                              | CUSIP: 718546104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     11012 | NS      | $1104173.24   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Raytheon Technologies Corporation                     | RAYTHEON TECHNOLOGIES CORP COMMON STOCK USD1.0        | CUSIP: 75513E101<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | EC               | CORP              | US        |     26726 | NS      | $2668591.10   | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| Robinhood Markets Inc.                                | ROBINHOOD MARKETS INC COMMON STOCK USD.0001           | CUSIP: 770700102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4982 | NS      | $51862.62     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Tradeweb Markets Inc.                                 | TRADEWEB MARKETS INC COMMON STOCK USD.01              | CUSIP: 892672106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2168 | NS      | $161602.72    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| TransDigm Group Incorporated                          | TRANSDIGM GROUP INC COMMON STOCK USD.01               | CUSIP: 893641100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1462 | NS      | $1049350.50   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| TransUnion                                            | TRANSUNION COMMON STOCK USD.01                        | CUSIP: 89400J107<br>LEI: 549300ZS772LUNUMRB03 | Long             | EC               | CORP              | US        |      7136 | NS      | $512008.00    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Allegion Public Limited Company                       | ALLEGION PLC COMMON STOCK USD.01                      | CUSIP: G0176J109<br>LEI: N/A                  | Long             | EC               | CORP              | IE        |      5078 | NS      | $596918.90    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Amcor plc                                             | AMCOR PLC COMMON STOCK USD.01                         | CUSIP: G0250X107<br>LEI: N/A                  | Long             | EC               | CORP              | GB        |     57363 | NS      | $691797.78    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Masco Corporation                                     | MASCO CORP COMMON STOCK USD1.0                        | CUSIP: 574599106<br>LEI: 5GCSNMQXHEYA1JO8QN11 | Long             | EC               | CORP              | US        |     10085 | NS      | $536522.00    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Match Group Inc.                                      | MATCH GROUP INC COMMON STOCK                          | CUSIP: 57667L107<br>LEI: 15OMOPB0A8K0EFUVD031 | Long             | EC               | CORP              | US        |      6085 | NS      | $329320.20    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Mattel Inc.                                           | MATTEL INC COMMON STOCK USD1.0                        | CUSIP: 577081102<br>LEI: 549300VELLG24KHTJ564 | Long             | EC               | CORP              | US        |      9672 | NS      | $197889.12    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| The Middleby Corporation                              | MIDDLEBY CORP/THE COMMON STOCK USD.01                 | CUSIP: 596278101<br>LEI: JDFO86U9VQRBKW5KYA35 | Long             | EC               | CORP              | US        |      1513 | NS      | $235195.85    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Molson Coors Beverage Company                         | MOLSON COORS BREWING CO COMMON STOCK USD.01           | CUSIP: 60871R209<br>LEI: 54930073LBBH6ZCBE225 | Long             | EC               | CORP              | US        |      7450 | NS      | $391721.00    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Westlake Corporation                                  | WESTLAKE CHEMICAL CORP COMMON STOCK USD.01            | CUSIP: 960413102<br>LEI: GOXNEVUM0LL78B1OS344 | Long             | EC               | CORP              | US        |      1709 | NS      | $209779.75    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| WEX Inc.                                              | WEX INC COMMON STOCK USD.01                           | CUSIP: 96208T104<br>LEI: T9M5IGROL1TL1G5OV478 | Long             | EC               | CORP              | US        |      1421 | NS      | $262842.37    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| KeyCorp                                               | KEYCORP COMMON STOCK USD1.0                           | CUSIP: 493267108<br>LEI: RKPI3RZGV1V1FJTH5T61 | Long             | EC               | CORP              | US        |     46351 | NS      | $889475.69    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Keysight Technologies Inc.                            | KEYSIGHT TECHNOLOGIES INC COMMON STOCK                | CUSIP: 49338L103<br>LEI: 549300GLKVIO8YRCYN02 | Long             | EC               | CORP              | US        |      7899 | NS      | $1416685.65   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Kimco Realty Corporation                              | KIMCO REALTY CORP REIT USD.01                         | CUSIP: 49446R109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     10983 | NS      | $246678.18    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| MasterBrand Inc.                                      | MASTERBRAND INC COMMON STOCK                          | CUSIP: 57638P104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6104 | NS      | $56156.80     | 0.01%             |  |  |  | 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        |      1534 | NS      | $101489.44    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Medical Properties Trust Inc.                         | MEDICAL PROPERTIES TRUST INC REIT USD.001             | CUSIP: 58463J304<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     14735 | NS      | $190818.25    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Medtronic Public Limited Company                      | MEDTRONIC PLC COMMON STOCK USD.1                      | CUSIP: 585055106<br>LEI: 549300GX3ZBSQWUXY261 | Long             | EC               | CORP              | IE        |     18181 | NS      | $1521567.89   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Merck and Co. Inc.                                    | MERCK and CO INC COMMON STOCK USD.5                   | CUSIP: 58933Y105<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | EC               | CORP              | US        |     40129 | NS      | $4310255.89   | 0.56%             |  |  |  | No            |                  1 | On Loan: No      |
| MetLife Inc.                                          | METLIFE INC COMMON STOCK USD.01                       | CUSIP: 59156R108<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | EC               | CORP              | US        |     15768 | NS      | $1151379.36   | 0.15%             |  |  |  | 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        |      1102 | NS      | $1689277.84   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Microsoft Corporation                                 | MICROSOFT CORP COMMON STOCK USD.00000625              | CUSIP: 594918104<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | EC               | CORP              | US        |    107762 | NS      | $26704501.22  | 3.50%             |  |  |  | No            |                  1 | On Loan: No      |
| Microchip Technology Incorporated                     | MICROCHIP TECHNOLOGY INC COMMON STOCK USD.001         | CUSIP: 595017104<br>LEI: 5493007PTFULNYZJ1R12 | Long             | EC               | CORP              | US        |     21890 | NS      | $1699101.80   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Micron Technology Inc.                                | MICRON TECHNOLOGY INC COMMON STOCK USD.1              | CUSIP: 595112103<br>LEI: B3DXGBC8GAIYWI2Z0172 | Long             | EC               | CORP              | US        |     22274 | NS      | $1343122.20   | 0.18%             |  |  |  | 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        |      3176 | NS      | $529502.72    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Mondelez International Inc.                           | MONDELEZ INTERNATIONAL INC COMMON STOCK               | CUSIP: 609207105<br>LEI: 549300DV9GIB88LZ5P30 | Long             | EC               | CORP              | US        |     24764 | NS      | $1620556.16   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| MongoDB Inc.                                          | MONGODB INC COMMON STOCK USD.001                      | CUSIP: 60937P106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1007 | NS      | $215709.47    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Monolithic Power Systems Inc.                         | MONOLITHIC POWER SYSTEMS INC COMMON STOCK USD.001     | CUSIP: 609839105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1246 | NS      | $531493.76    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Monster Beverage Corporation                          | MONSTER BEVERAGE CORP COMMON STOCK                    | CUSIP: 61174X109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      8264 | NS      | $860117.12    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Moody's Corporation                                   | MOODY'S CORP COMMON STOCK USD.01                      | CUSIP: 615369105<br>LEI: 549300GCEDD8YCF5WU84 | Long             | EC               | CORP              | US        |      3820 | NS      | $1232905.00   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| The Mosaic Company                                    | MOSAIC CO/THE COMMON STOCK USD.01                     | CUSIP: 61945C103<br>LEI: 2YD5STGSJNMUB7H76907 | Long             | EC               | CORP              | US        |     16529 | NS      | $818846.66    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| WestRock Company                                      | WESTROCK CO COMMON STOCK                              | CUSIP: 96145D105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     10811 | NS      | $424223.64    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| ANSYS Inc.                                            | ANSYS INC COMMON STOCK USD.01                         | CUSIP: 03662Q105<br>LEI: 549300VJV8H15Z5FJ571 | Long             | EC               | CORP              | US        |      3127 | NS      | $832907.72    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Antero Resources Corporation                          | ANTERO RESOURCES CORP COMMON STOCK USD.01             | CUSIP: 03674X106<br>LEI: APVBKPOULHUX7YZLKU17 | Long             | EC               | CORP              | US        |      2855 | NS      | $82338.20     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Kinder Morgan Inc.                                    | KINDER MORGAN INC/DE COMMON STOCK USD.01              | CUSIP: 49456B101<br>LEI: 549300WR7IX8XE0TBO16 | Long             | EC               | CORP              | US        |     55743 | NS      | $1020096.90   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Knight-Swift Transportation Holdings Inc.             | KNIGHT-SWIFT TRANSPORTATION HO COMMON STOCK USD.001   | CUSIP: 499049104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5090 | NS      | $300819.00    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Duke Energy Corporation                               | DUKE ENERGY CORP COMMON STOCK USD.001                 | CUSIP: 26441C204<br>LEI: I1BZKREC126H0VB1BL91 | Long             | EC               | CORP              | US        |     15299 | NS      | $1567382.55   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Dun and Bradstreet Holdings Inc.                      | DUN and BRADSTREET HOLDINGS INC COMMON STOCK          | CUSIP: 26484T106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2786 | NS      | $40814.90     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| The Kraft Heinz Company                               | KRAFT HEINZ CO/THE COMMON STOCK USD.01                | CUSIP: 500754106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     13911 | NS      | $563812.83    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| The Kroger Co.                                        | KROGER CO/THE COMMON STOCK USD1.0                     | CUSIP: 501044101<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | EC               | CORP              | US        |     44756 | NS      | $1997460.28   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| LKQ Corporation                                       | LKQ CORP COMMON STOCK USD.01                          | CUSIP: 501889208<br>LEI: DS830JTTZQN6GK0I2E41 | Long             | EC               | CORP              | US        |     11289 | NS      | $665599.44    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| L3Harris Technologies Inc.                            | L3HARRIS TECHNOLOGIES INC COMMON STOCK USD1.0         | CUSIP: 502431109<br>LEI: 549300UTE50ZMDBG8A20 | Long             | EC               | CORP              | US        |      4299 | NS      | $923511.18    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Laboratory Corporation of America Holdings            | LABORATORY CORP OF AMERICA HOL COMMON STOCK USD.1     | CUSIP: 50540R409<br>LEI: OZ7UA8IXAIFILY2VZH07 | Long             | EC               | CORP              | US        |      5623 | NS      | $1417670.76   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Lennar Corporation                                    | LENNAR CORP COMMON STOCK USD.1                        | CUSIP: 526057302<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       527 | NS      | $45511.72     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Lennox International Inc.                             | LENNOX INTERNATIONAL INC COMMON STOCK USD.01          | CUSIP: 526107107<br>LEI: S7DWAC87RDMPBF77GJ92 | Long             | EC               | CORP              | US        |      1393 | NS      | $363043.66    | 0.05%             |  |  |  | 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        |      1923 | NS      | $35383.20     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Liberty Broadband Corporation                         | LIBERTY BROADBAND CORP COMMON STOCK USD.01            | CUSIP: 530307107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       508 | NS      | $45526.96     | 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        |      6896 | NS      | $619122.88    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Lincoln Electric Holdings Inc.                        | LINCOLN ELECTRIC HOLDINGS INC COMMON STOCK            | CUSIP: 533900106<br>LEI: BIMGBY40SIN95O01BN93 | Long             | EC               | CORP              | US        |      2423 | NS      | $404326.01    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| MGM Resorts International                             | MGM RESORTS INTERNATIONAL COMMON STOCK USD.01         | CUSIP: 552953101<br>LEI: 54930066VBP7DZEGGJ87 | Long             | EC               | CORP              | US        |     18593 | NS      | $769936.13    | 0.10%             |  |  |  | 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        |       365 | NS      | $11866.15     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| MSCI Inc.                                             | MSCI INC COMMON STOCK USD.01                          | CUSIP: 55354G100<br>LEI: 549300HTIN2PD78UB763 | Long             | EC               | CORP              | US        |      2016 | NS      | $1071624.96   | 0.14%             |  |  |  | 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        |      1966 | NS      | $256287.76    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Marathon Oil Corporation                              | MARATHON OIL CORP COMMON STOCK USD1.0                 | CUSIP: 565849106<br>LEI: 1FRVQX2CRLGC1XLP5727 | Long             | EC               | CORP              | US        |     29548 | NS      | $811683.56    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Marathon Petroleum Corporation                        | MARATHON PETROLEUM CORP COMMON STOCK USD.01           | CUSIP: 56585A102<br>LEI: 3BNYRYQHD39K4LCKQF12 | Long             | EC               | CORP              | US        |     15983 | NS      | $2054135.16   | 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        |      1331 | NS      | $484284.35    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Marsh and McLennan Companies Inc.                     | MARSH and MCLENNAN COS INC COMMON STOCK USD1.0        | CUSIP: 571748102<br>LEI: 549300XMP3KDCKJXIU47 | Long             | EC               | CORP              | US        |      8505 | NS      | $1487609.55   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Marriott International Inc.                           | MARRIOTT INTERNATIONAL INC/MD COMMON STOCK USD.01     | CUSIP: 571903202<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | EC               | CORP              | US        |      6492 | NS      | $1130776.56   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| McDonald's Corporation                                | MCDONALD'S CORP COMMON STOCK USD.01                   | CUSIP: 580135101<br>LEI: UE2136O97NLB5BYP9H04 | Long             | EC               | CORP              | US        |     10226 | NS      | $2734432.40   | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| Weyerhaeuser Company                                  | WEYERHAEUSER CO REIT USD1.25                          | CUSIP: 962166104<br>LEI: 08IRJODWFYBI7QWRGS31 | Long             | EC               | CORP              | US        |     27526 | NS      | $947720.18    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Whirlpool Corporation                                 | WHIRLPOOL CORP COMMON STOCK USD1.0                    | CUSIP: 963320106<br>LEI: WHENKOULSSK7WUM60H03 | Long             | EC               | CORP              | US        |      3131 | NS      | $487152.29    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| The Williams Companies Inc.                           | WILLIAMS COS INC/THE COMMON STOCK USD1.0              | CUSIP: 969457100<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | EC               | CORP              | US        |     19474 | NS      | $627841.76    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Williams-Sonoma Inc.                                  | WILLIAMS-SONOMA INC COMMON STOCK USD.01               | CUSIP: 969904101<br>LEI: 549300IARG6YWVTZ1I92 | Long             | EC               | CORP              | US        |      3447 | NS      | $465138.18    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Willscot Mobile Mini Holdings Corp                    | WILLSCOT CORP COM COMMON STOCK USD.0001               | CUSIP: 971378104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3627 | NS      | $175764.42    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Wolfspeed Inc.                                        | CREE INC COMMON STOCK USD.00125                       | CUSIP: 977852102<br>LEI: 549300OGU88P3AW3TO93 | Long             | EC               | CORP              | US        |      3747 | NS      | $288556.47    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Workday Inc.                                          | WORKDAY INC COMMON STOCK USD.001                      | CUSIP: 98138H101<br>LEI: 549300J0DYC0N31V7G13 | Long             | EC               | CORP              | US        |      2690 | NS      | $488046.70    | 0.06%             |  |  |  | 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        |      3353 | NS      | $347504.92    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Xcel Energy Inc.                                      | XCEL ENERGY INC COMMON STOCK USD2.5                   | CUSIP: 98389B100<br>LEI: LGJNMI9GH8XIDG5RCM61 | Long             | EC               | CORP              | US        |     18365 | NS      | $1262961.05   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Elevance Health Inc.                                  | ANTHEM INC COMMON STOCK USD.01                        | CUSIP: 036752103<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | EC               | CORP              | US        |      4784 | NS      | $2391952.16   | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Apollo Global Management Inc.                         | APOLLO GLOBAL MANAGEMENT INC COMMON STOCK USD.0001    | CUSIP: 03769M106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     10404 | NS      | $736395.12    | 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        |       528 | NS      | $18622.56     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| The Estee Lauder Companies Inc.                       | ESTEE LAUDER COS INC/THE COMMON STOCK USD.01          | CUSIP: 518439104<br>LEI: 549300VFZ8XJ9NUPU221 | Long             | EC               | CORP              | US        |      3243 | NS      | $898570.44    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Liberty Media Corp-Liberty SiriusXM                   | LIBERTY MEDIA CORP-LIBERTY SIR TRACKING STK USD.01    | CUSIP: 531229409<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5131 | NS      | $208421.22    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Liberty Media Corporation                             | LIBERTY MEDIA CORP-LIBERTY FOR TRACKING STK USD.01    | CUSIP: 531229854<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      7281 | NS      | $515494.80    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| AMETEK Inc.                                           | AMETEK INC COMMON STOCK USD.01                        | CUSIP: 031100100<br>LEI: 549300WZDEF9KKE40E98 | Long             | EC               | CORP              | US        |      9392 | NS      | $1361088.64   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Amgen Inc.                                            | AMGEN INC COMMON STOCK USD.0001                       | CUSIP: 031162100<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | EC               | CORP              | US        |      9882 | NS      | $2494216.80   | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| Murphy USA Inc.                                       | MURPHY USA INC COMMON STOCK                           | CUSIP: 626755102<br>LEI: 549300Y081F8XIKQIO72 | Long             | EC               | CORP              | US        |       291 | NS      | $79160.73     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| NVR Inc.                                              | NVR INC COMMON STOCK USD.01                           | CUSIP: 62944T105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       202 | NS      | $1064540.00   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Trimble Inc.                                          | TRIMBLE INC COMMON STOCK                              | CUSIP: 896239100<br>LEI: 549300E2MI7NSZFQWS19 | Long             | EC               | CORP              | US        |      9337 | NS      | $542106.22    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Truist Financial Corporation                          | TRUIST FINANCIAL CORP COMMON STOCK USD5.0             | CUSIP: 89832Q109<br>LEI: 549300DRQQI75D2JP341 | Long             | EC               | CORP              | US        |     30071 | NS      | $1485206.69   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| U.S. Bancorp                                          | US BANCORP COMMON STOCK USD.01                        | CUSIP: 902973304<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | EC               | CORP              | US        |     27862 | NS      | $1387527.60   | 0.18%             |  |  |  | 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        |      2058 | NS      | $73100.16     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Unum Group                                            | UNUM GROUP COMMON STOCK USD.1                         | CUSIP: 91529Y106<br>LEI: 549300E32YFDO6TZ8R31 | Long             | EC               | CORP              | US        |      2050 | NS      | $86161.50     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Viatris Inc                                           | VIATRIS INC COMMON STOCK                              | CUSIP: 92556V106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     35369 | NS      | $430087.04    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| VICI Properties Inc.                                  | VICI PROPERTIES INC REIT USD.01                       | CUSIP: 925652109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     21892 | NS      | $748268.56    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Visa Inc.                                             | VISA INC COMMON STOCK USD.0001                        | CUSIP: 92826C839<br>LEI: 549300JZ4OKEHW3DPJ59 | Long             | EC               | CORP              | US        |     24370 | NS      | $5610217.70   | 0.74%             |  |  |  | No            |                  1 | On Loan: No      |
| Vistra Corp.                                          | VISTRA ENERGY CORP COMMON STOCK                       | CUSIP: 92840M102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     15156 | NS      | $349497.36    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Vitesse Energy Inc.                                   | VITESSE ENERGY INC COMMON STOCK                       | CUSIP: 92852X103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       464 | NS      | $7405.44      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| VMware Inc.                                           | VMWARE INC COMMON STOCK USD.01                        | CUSIP: 928563402<br>LEI: 549300BUDHS3LRWBE814 | Long             | EC               | CORP              | US        |      3364 | NS      | $411989.08    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Vulcan Materials Company                              | VULCAN MATERIALS CO COMMON STOCK USD1.0               | CUSIP: 929160109<br>LEI: 549300Q8LSNHAVWBNI21 | Long             | EC               | CORP              | US        |      5011 | NS      | $918666.63    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| W.P. Carey Inc.                                       | WP CAREY INC REIT USD.001                             | CUSIP: 92936U109<br>LEI: 54930042CRNE713E3Q67 | Long             | EC               | CORP              | US        |      4831 | NS      | $413195.43    | 0.05%             |  |  |  | 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        |     11909 | NS      | $1119326.91   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| AppLovin Corporation                                  | APPLOVIN CORP COMMON STOCK USD.00003                  | CUSIP: 03831W108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1373 | NS      | $17437.10     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| AptarGroup Inc.                                       | APTARGROUP INC COMMON STOCK USD.01                    | CUSIP: 038336103<br>LEI: VNPEQDQFAA7IY1T2PX43 | Long             | EC               | CORP              | US        |      2470 | NS      | $285630.80    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Westinghouse Air Brake Technologies Corporation       | WABTEC CORP COMMON STOCK USD.01                       | CUSIP: 929740108<br>LEI: 06BTX5UWZD0GQ5N5Y745 | Long             | EC               | CORP              | US        |      6296 | NS      | $653587.76    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Xylem Inc.                                            | XYLEM INC/NY COMMON STOCK                             | CUSIP: 98419M100<br>LEI: 549300DF5MV96DRYLQ48 | Long             | EC               | CORP              | US        |      6398 | NS      | $665455.98    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| YUM! Brands Inc.                                      | YUM! BRANDS INC COMMON STOCK                          | CUSIP: 988498101<br>LEI: 549300JE8XHZZ7OHN517 | Long             | EC               | CORP              | US        |      8273 | NS      | $1079709.23   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Zebra Technologies Corporation                        | ZEBRA TECHNOLOGIES CORP COMMON STOCK USD.01           | CUSIP: 989207105<br>LEI: PO0I32GKZ3HZMMDPZZ08 | Long             | EC               | CORP              | US        |      2009 | NS      | $635205.62    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Amphenol Corporation                                  | AMPHENOL CORP COMMON STOCK USD.001                    | CUSIP: 032095101<br>LEI: 549300D3L3G0R4U4VT04 | Long             | EC               | CORP              | US        |     19875 | NS      | $1585428.75   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Analog Devices Inc.                                   | ANALOG DEVICES INC COMMON STOCK USD.167               | CUSIP: 032654105<br>LEI: GYVOE5EZ4GDAVTU4CQ61 | Long             | EC               | CORP              | US        |      9863 | NS      | $1691208.61   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Aramark                                               | ARAMARK COMMON STOCK USD.01                           | CUSIP: 03852U106<br>LEI: 549300MR6PG2DWZUIL39 | Long             | EC               | CORP              | US        |     10910 | NS      | $485822.30    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Arista Networks Inc.                                  | ARISTA NETWORKS INC COMMON STOCK USD.0001             | CUSIP: 040413106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      8336 | NS      | $1050502.72   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| APA Corporation                                       | APA CORP COMMON STOCK USD.625                         | CUSIP: 03743Q108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4450 | NS      | $197268.50    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Apartment Income REIT Corp.                           | APARTMENT INCOME REIT CORP REIT USD.01                | CUSIP: 03750L109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       833 | NS      | $31870.58     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Atlassian Corporation                                 | ATLASSIAN CORP PLC COMMON STOCK USD.1                 | CUSIP: 049468101<br>LEI: N/A                  | Long             | EC               | CORP              | AU        |      1825 | NS      | $294956.50    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Baker Hughes Company                                  | BAKER HUGHES A GE CO COMMON STOCK USD.0001            | CUSIP: 05722G100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     24381 | NS      | $773852.94    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank of America Corporation                           | BANK OF AMERICA CORP COMMON STOCK USD.01              | CUSIP: 060505104<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | EC               | CORP              | US        |    103656 | NS      | $3677714.88   | 0.48%             |  |  |  | No            |                  1 | On Loan: No      |
| Bristol-Myers Squibb Company                          | BRISTOL-MYERS SQUIBB CO COMMON STOCK USD.1            | CUSIP: 110122108<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | EC               | CORP              | US        |     36826 | NS      | $2675408.90   | 0.35%             |  |  |  | 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        |      4596 | NS      | $691054.56    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| C.H. Robinson Worldwide Inc.                          | CH ROBINSON WORLDWIDE INC COMMON STOCK USD.1          | CUSIP: 12541W209<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6410 | NS      | $642089.70    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Alnylam Pharmaceuticals Inc.                          | ALNYLAM PHARMACEUTICALS INC COMMON STOCK USD.01       | CUSIP: 02043Q107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2464 | NS      | $557849.60    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Alphabet Inc.                                         | ALPHABET INC COMMON STOCK USD.001                     | CUSIP: 02079K107<br>LEI: 5493006MHB84DD0ZWV18 | Long             | EC               | CORP              | US        |     22660 | NS      | $2263054.20   | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Alphabet Inc.                                         | ALPHABET INC COMMON STOCK USD.001                     | CUSIP: 02079K305<br>LEI: 5493006MHB84DD0ZWV18 | Long             | EC               | CORP              | US        |    113265 | NS      | $11195112.60  | 1.47%             |  |  |  | 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        |     20510 | NS      | $888493.20    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Cigna Corporation                                     | CIGNA CORP COMMON STOCK USD.01                        | CUSIP: 125523100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      7026 | NS      | $2224923.42   | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| CME Group Inc.                                        | CME GROUP INC COMMON STOCK USD.01                     | CUSIP: 12572Q105<br>LEI: LCZ7XYGSLJUHFXXNXD88 | Long             | EC               | CORP              | US        |      4595 | NS      | $811752.70    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| CVS Health Corporation                                | CVS HEALTH CORP COMMON STOCK USD.01                   | CUSIP: 126650100<br>LEI: 549300EJG376EN5NQE29 | Long             | EC               | CORP              | US        |     24184 | NS      | $2133512.48   | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Celanese Corporation                                  | CELANESE CORP COMMON STOCK USD.0001                   | CUSIP: 150870103<br>LEI: 549300FHJQTDPPN41627 | Long             | EC               | CORP              | US        |      6040 | NS      | $744128.00    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Celsius Holdings Inc.                                 | CELSIUS HOLDINGS INC COMMON STOCK USD.001             | CUSIP: 15118V207<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       202 | NS      | $20264.64     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| The Walt Disney Company                               | WALT DISNEY CO/THE COMMON STOCK USD.01                | CUSIP: 254687106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     23973 | NS      | $2600830.77   | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| Discover Financial Services                           | DISCOVER FINANCIAL SERVICES COMMON STOCK USD.01       | CUSIP: 254709108<br>LEI: Z1YLO2USPORE63VVUL20 | Long             | EC               | CORP              | US        |     14629 | NS      | $1707643.17   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Ecolab Inc.                                           | ECOLAB INC COMMON STOCK USD1.0                        | CUSIP: 278865100<br>LEI: 82DYEISM090VG8LTLS26 | Long             | EC               | CORP              | US        |      5313 | NS      | $822611.79    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Colgate-Palmolive Company                             | COLGATE-PALMOLIVE CO COMMON STOCK USD1.0              | CUSIP: 194162103<br>LEI: YMEGZFW4SBUSS5BQXF88 | Long             | EC               | CORP              | US        |     14421 | NS      | $1074797.13   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Comcast Corporation                                   | COMCAST CORP COMMON STOCK USD.01                      | CUSIP: 20030N101<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | EC               | CORP              | US        |     81791 | NS      | $3218475.85   | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| Comerica Incorporated                                 | COMERICA INC COMMON STOCK USD5.0                      | CUSIP: 200340107<br>LEI: I9Q57JVPWHHZ3ZGBW498 | Long             | EC               | CORP              | US        |      7213 | NS      | $528785.03    | 0.07%             |  |  |  | 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        |      4633 | NS      | $308372.48    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| DaVita Inc.                                           | DAVITA INC COMMON STOCK USD.001                       | CUSIP: 23918K108<br>LEI: M2XHYMU3TZNEZURC6H66 | Long             | EC               | CORP              | US        |      3098 | NS      | $255244.22    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Fidelity National Information Services Inc.           | FIDELITY NATIONAL INFORMATION COMMON STOCK USD.01     | CUSIP: 31620M106<br>LEI: 6WQI0GK1PRFVBA061U48 | Long             | EC               | CORP              | US        |      9809 | NS      | $736067.36    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Global Payments Inc.                                  | GLOBAL PAYMENTS INC COMMON STOCK                      | CUSIP: 37940X102<br>LEI: 549300NOMHGVQBX6S778 | Long             | EC               | CORP              | US        |      6910 | NS      | $778895.20    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| HCA Healthcare Inc.                                   | HCA HEALTHCARE INC COMMON STOCK USD.01                | CUSIP: 40412C101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4875 | NS      | $1243466.25   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| HP Inc.                                               | HP INC COMMON STOCK USD.01                            | CUSIP: 40434L105<br>LEI: WHKXQACZ14C5XRO8LW03 | Long             | EC               | CORP              | US        |     36959 | NS      | $1076985.26   | 0.14%             |  |  |  | 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        |      2684 | NS      | $57786.52     | 0.01%             |  |  |  | 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        |      3156 | NS      | $568364.04    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Johnson Controls International Public Limited Company | JOHNSON CONTROLS INTERNATIONAL COMMON STOCK USD.01    | CUSIP: 478366107<br>LEI: 549300XQ6S1GYKGBL205 | Long             | EC               | CORP              | US        |     21778 | NS      | $1515095.46   | 0.20%             |  |  |  | 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        |      2410 | NS      | $445536.70    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Juniper Networks Inc.                                 | JUNIPER NETWORKS INC COMMON STOCK USD.00001           | CUSIP: 48203R104<br>LEI: AUHIXNGG7U2U7JEHM527 | Long             | EC               | CORP              | US        |     16542 | NS      | $534306.60    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| O'Reilly Automotive Inc.                              | O'REILLY AUTOMOTIVE INC COMMON STOCK USD.01           | CUSIP: 67103H107<br>LEI: 549300K2RLMQL149Q332 | Long             | EC               | CORP              | US        |      1411 | NS      | $1118005.85   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Occidental Petroleum Corporation                      | OCCIDENTAL PETROLEUM CORP COMMON STOCK USD.2          | CUSIP: 674599105<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | EC               | CORP              | US        |     20654 | NS      | $1338172.66   | 0.18%             |  |  |  | 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        |       276 | NS      | $35278.32     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| PepsiCo Inc.                                          | PEPSICO INC COMMON STOCK USD.017                      | CUSIP: 713448108<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | EC               | CORP              | US        |     20770 | NS      | $3552085.40   | 0.47%             |  |  |  | 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        |      2393 | NS      | $146738.76    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| PerkinElmer Inc.                                      | PERKINELMER INC COMMON STOCK USD1.0                   | CUSIP: 714046109<br>LEI: 549300IKL1SDPFI7N655 | Long             | EC               | CORP              | US        |      5092 | NS      | $700302.76    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Pfizer Inc.                                           | PFIZER INC COMMON STOCK USD.05                        | CUSIP: 717081103<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | EC               | CORP              | US        |     98345 | NS      | $4342915.20   | 0.57%             |  |  |  | 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        |       248 | NS      | $60504.56     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Republic Services Inc.                                | REPUBLIC SERVICES INC COMMON STOCK USD.01             | CUSIP: 760759100<br>LEI: NKNQHM6BLECKVOQP7O46 | Long             | EC               | CORP              | US        |      6335 | NS      | $790734.70    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Robert Half International Inc.                        | ROBERT HALF INTERNATIONAL INC COMMON STOCK USD.001    | CUSIP: 770323103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5298 | NS      | $444820.08    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Ventas Inc.                                           | VENTAS INC REIT USD.25                                | CUSIP: 92276F100<br>LEI: ORQTRC074CWLT3DKHT41 | Long             | EC               | CORP              | US        |     10486 | NS      | $543279.66    | 0.07%             |  |  |  | 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        |      2552 | NS      | $93020.40     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Wells Fargo and Company                               | WELLS FARGO and CO COMMON STOCK USD1.666              | CUSIP: 949746101<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | EC               | CORP              | US        |     69759 | NS      | $3269604.33   | 0.43%             |  |  |  | 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        |      2529 | NS      | $671702.40    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Electronic Arts Inc.                                  | ELECTRONIC ARTS INC COMMON STOCK USD.01               | CUSIP: 285512109<br>LEI: 549300O7A67PUEYKDL45 | Long             | EC               | CORP              | US        |      8107 | NS      | $1043208.76   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| EPAM Systems Inc.                                     | EPAM SYSTEMS INC COMMON STOCK USD.001                 | CUSIP: 29414B104<br>LEI: 549300XCR4R530HJP604 | Long             | EC               | CORP              | US        |      1599 | NS      | $531907.35    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Envista Holdings Corporation                          | ENVISTA HOLDINGS CORP COMMON STOCK USD.01             | CUSIP: 29415F104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1498 | NS      | $58407.02     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Equifax Inc.                                          | EQUIFAX INC COMMON STOCK USD1.25                      | CUSIP: 294429105<br>LEI: 5493004MCF8JDC86VS77 | Long             | EC               | CORP              | US        |      4895 | NS      | $1087669.00   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Equinix Inc.                                          | EQUINIX INC REIT USD.001                              | CUSIP: 29444U700<br>LEI: 549300EVUN2BTLJ3GT74 | Long             | EC               | CORP              | US        |      1261 | NS      | $930781.93    | 0.12%             |  |  |  | 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        |      7945 | NS      | $859251.75    | 0.11%             |  |  |  | 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        |      2160 | NS      | $240904.80    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| First Horizon Corporation                             | FIRST HORIZON NATIONAL CORP COMMON STOCK USD.625      | CUSIP: 320517105<br>LEI: TF3RXI1ZB1TQ30H9JV10 | Long             | EC               | CORP              | US        |     15920 | NS      | $393701.60    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| First Republic Bank                                   | FIRST REPUBLIC BANK/CA COMMON STOCK USD.01            | CUSIP: 33616C100<br>LEI: YWC0TIKBQM2JV8L4IV08 | Long             | EC               | CORP              | US        |      6173 | NS      | $869652.24    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Five9 Inc.                                            | FIVE9 INC COMMON STOCK USD.001                        | CUSIP: 338307101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       972 | NS      | $76574.16     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| FLEETCOR Technologies Inc.                            | FLEETCOR TECHNOLOGIES INC COMMON STOCK USD.001        | CUSIP: 339041105<br>LEI: 549300DG6RR0NQSFLN74 | Long             | EC               | CORP              | US        |      3434 | NS      | $717053.54    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Quest Diagnostics Incorporated                        | QUEST DIAGNOSTICS INC COMMON STOCK USD.01             | CUSIP: 74834L100<br>LEI: 8MCWUBXQ0WE04KMXBX50 | Long             | EC               | CORP              | US        |      9354 | NS      | $1388881.92   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Roper Technologies Inc.                               | ROPER TECHNOLOGIES INC COMMON STOCK USD.01            | CUSIP: 776696106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2382 | NS      | $1016518.50   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Seagen Inc.                                           | SEAGEN INC COMMON STOCK USD.001                       | CUSIP: 81181C104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2974 | NS      | $414813.52    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Splunk Inc.                                           | SPLUNK INC COMMON STOCK USD.001                       | CUSIP: 848637104<br>LEI: 549300XGDSGBP6UEI867 | Long             | EC               | CORP              | US        |      3742 | NS      | $358371.34    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Stifel Financial Corp.                                | STIFEL FINANCIAL CORP COMMON STOCK USD.15             | CUSIP: 860630102<br>LEI: 549300E5F07FE5GHJX84 | Long             | EC               | CORP              | US        |       811 | NS      | $54669.51     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Stryker Corporation                                   | STRYKER CORP COMMON STOCK USD.1                       | CUSIP: 863667101<br>LEI: 5493002F0SC4JTBU5137 | Long             | EC               | CORP              | US        |      4896 | NS      | $1242653.76   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Sun Communities Inc.                                  | SUN COMMUNITIES INC REIT USD.01                       | CUSIP: 866674104<br>LEI: 549300H5GEOJYN41ZG57 | Long             | EC               | CORP              | US        |      2949 | NS      | $462580.14    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Synopsys Inc.                                         | SYNOPSYS INC COMMON STOCK USD.01                      | CUSIP: 871607107<br>LEI: QG7T915N9S0NY5UKNE63 | Long             | EC               | CORP              | US        |      3896 | NS      | $1378210.00   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| TD SYNNEX Corporation                                 | SYNNEX CORP COMMON STOCK USD.001                      | CUSIP: 87162W100<br>LEI: 5493004HI6PFLF46NS53 | Long             | EC               | CORP              | US        |       376 | NS      | $38408.40     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Synchrony Financial                                   | SYNCHRONY FINANCIAL COMMON STOCK USD.001              | CUSIP: 87165B103<br>LEI: 549300RS7EWPM9MA6C78 | Long             | EC               | CORP              | US        |     26968 | NS      | $990534.64    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Vertex Pharmaceuticals Incorporated                   | VERTEX PHARMACEUTICALS INC COMMON STOCK USD.01        | CUSIP: 92532F100<br>LEI: 54930015RAQRRZ5ZGJ91 | Long             | EC               | CORP              | US        |      4374 | NS      | $1413239.40   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Paramount Global                                      | VIACOMCBS INC COMMON STOCK USD.001                    | CUSIP: 92556H107<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | EC               | CORP              | US        |       239 | NS      | $6369.35      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Waste Management Inc.                                 | WASTE MANAGEMENT INC COMMON STOCK USD.01              | CUSIP: 94106L109<br>LEI: 549300YX8JIID70NFS41 | Long             | EC               | CORP              | US        |     11793 | NS      | $1824730.89   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Waters Corporation                                    | WATERS CORP COMMON STOCK USD.01                       | CUSIP: 941848103<br>LEI: 5T547R1474YC9HOD8Q74 | Long             | EC               | CORP              | US        |      2682 | NS      | $881251.56    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Arrow Electronics Inc.                                | ARROW ELECTRONICS INC COMMON STOCK USD1.0             | CUSIP: 042735100<br>LEI: 549300YNNLBXT8N8R512 | Long             | EC               | CORP              | US        |      4665 | NS      | $548090.85    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Coterra Energy Inc.                                   | CABOT OIL and GAS CORP COMMON STOCK USD.1             | CUSIP: 127097103<br>LEI: FCNMH6O7VWU7LHXMK351 | Long             | EC               | CORP              | US        |     16114 | NS      | $403333.42    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Cadence Design Systems Inc.                           | CADENCE DESIGN SYSTEMS INC COMMON STOCK USD.01        | CUSIP: 127387108<br>LEI: GCT7RXJOGLXPV0NXZY22 | Long             | EC               | CORP              | US        |      6242 | NS      | $1141224.86   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| CarMax Inc.                                           | CARMAX INC COMMON STOCK USD.5                         | CUSIP: 143130102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      8043 | NS      | $566629.35    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Carrier Global Corporation                            | CARRIER GLOBAL CORP COMMON STOCK USD.01               | CUSIP: 14448C104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     33306 | NS      | $1516422.18   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Centene Corporation                                   | CENTENE CORP COMMON STOCK USD.001                     | CUSIP: 15135B101<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | EC               | CORP              | US        |     16144 | NS      | $1230818.56   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| CenterPoint Energy Inc.                               | CENTERPOINT ENERGY INC COMMON STOCK USD.01            | CUSIP: 15189T107<br>LEI: 21TPXMRRHFKOBHDC8J74 | Long             | EC               | CORP              | US        |     28582 | NS      | $860889.84    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Dolby Laboratories Inc.                               | DOLBY LABORATORIES INC COMMON STOCK USD.001           | CUSIP: 25659T107<br>LEI: 549300X04FB2QPCJ5J24 | Long             | EC               | CORP              | US        |      2346 | NS      | $186647.76    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Dover Corporation                                     | DOVER CORP COMMON STOCK USD1.0                        | CUSIP: 260003108<br>LEI: 549300FMC2ALGA7N9E80 | Long             | EC               | CORP              | US        |      7420 | NS      | $1126578.60   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Dow Inc.                                              | DOW INC COMMON STOCK USD.01                           | CUSIP: 260557103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     24418 | NS      | $1449208.30   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| DraftKings Inc.                                       | DRAFTKINGS INC COMMON STOCK USD.0001                  | CUSIP: 26142V105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5883 | NS      | $88186.17     | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Dropbox Inc.                                          | DROPBOX INC COMMON STOCK USD.00001                    | CUSIP: 26210C104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      7700 | NS      | $178871.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| UGI Corporation                                       | UGI CORP COMMON STOCK                                 | CUSIP: 902681105<br>LEI: DX6GCWD4Q1JO9CRE5I40 | Long             | EC               | CORP              | US        |     11790 | NS      | $469595.70    | 0.06%             |  |  |  | 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        |     15608 | NS      | $1154211.60   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Dynatrace Inc.                                        | DYNATRACE INC COMMON STOCK USD.001                    | CUSIP: 268150109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2922 | NS      | $112292.46    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| EOG Resources Inc.                                    | EOG RESOURCES INC COMMON STOCK USD.01                 | CUSIP: 26875P101<br>LEI: XWTZDRYZPBUHIQBKDB46 | Long             | EC               | CORP              | US        |     16113 | NS      | $2130944.25   | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| EQT Corporation                                       | EQT CORP COMMON STOCK                                 | CUSIP: 26884L109<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | EC               | CORP              | US        |      5778 | NS      | $188767.26    | 0.02%             |  |  |  | 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        |      5968 | NS      | $468607.36    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Eastgroup Properties Inc.                             | EASTGROUP PROPERTIES INC REIT                         | CUSIP: 277276101<br>LEI: 31TIGQQZC4P6JMHKSW85 | Long             | EC               | CORP              | US        |       471 | NS      | $79245.75     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Eastman Chemical Company                              | EASTMAN CHEMICAL CO COMMON STOCK USD.01               | CUSIP: 277432100<br>LEI: FDPVHDGJ1IQZFK9KH630 | Long             | EC               | CORP              | US        |      6609 | NS      | $582715.53    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| eBay Inc.                                             | EBAY INC COMMON STOCK USD.001                         | CUSIP: 278642103<br>LEI: OML71K8X303XQONU6T67 | Long             | EC               | CORP              | US        |     21124 | NS      | $1045638.00   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| First Solar Inc.                                      | FIRST SOLAR INC COMMON STOCK USD.001                  | CUSIP: 336433107<br>LEI: 549300NPYMLM4NHTOF27 | Long             | EC               | CORP              | US        |      3087 | NS      | $548251.20    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Fiserv Inc.                                           | FISERV INC COMMON STOCK USD.01                        | CUSIP: 337738108<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | EC               | CORP              | US        |      8971 | NS      | $957026.28    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Adobe Inc.                                            | ADOBE INC COMMON STOCK USD.0001                       | CUSIP: 00724F101<br>LEI: FU4LY2G4933NH2E1CP29 | Long             | EC               | CORP              | US        |      5491 | NS      | $2033536.94   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Advance Auto Parts Inc.                               | ADVANCE AUTO PARTS INC COMMON STOCK USD.0001          | CUSIP: 00751Y106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2897 | NS      | $441155.16    | 0.06%             |  |  |  | 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        |      1423 | NS      | $143495.32    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Akamai Technologies Inc.                              | AKAMAI TECHNOLOGIES INC COMMON STOCK USD.01           | CUSIP: 00971T101<br>LEI: OC1LZNN2LF5WTJ5RIL89 | Long             | EC               | CORP              | US        |      7366 | NS      | $655205.70    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Ameriprise Financial Inc.                             | AMERIPRISE FINANCIAL INC COMMON STOCK USD.01          | CUSIP: 03076C106<br>LEI: 6ZLKQF7QB6JAEKQS5388 | Long             | EC               | CORP              | US        |      5901 | NS      | $2066058.12   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Assurant Inc.                                         | ASSURANT INC COMMON STOCK USD.01                      | CUSIP: 04621X108<br>LEI: H3F39CAXWQRVWURFXL38 | Long             | EC               | CORP              | US        |      1885 | NS      | $249932.15    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Atmos Energy Corporation                              | ATMOS ENERGY CORP COMMON STOCK                        | CUSIP: 049560105<br>LEI: QVLWEGTD2S8GJMO8D383 | Long             | EC               | CORP              | US        |      5131 | NS      | $603097.74    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Avangrid Inc.                                         | AVANGRID INC COMMON STOCK USD.01                      | CUSIP: 05351W103<br>LEI: 549300OX0Q38NLSKPB49 | Long             | EC               | CORP              | US        |      2299 | NS      | $96948.83     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Broadcom Inc.                                         | BROADCOM INC COMMON STOCK                             | CUSIP: 11135F101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6606 | NS      | $3864576.06   | 0.51%             |  |  |  | No            |                  1 | On Loan: No      |
| FirstEnergy Corp.                                     | FIRSTENERGY CORP COMMON STOCK USD.1                   | CUSIP: 337932107<br>LEI: 549300SVYJS666PQJH88 | Long             | EC               | CORP              | US        |     23450 | NS      | $960277.50    | 0.13%             |  |  |  | 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        |      1635 | NS      | $322307.55    | 0.04%             |  |  |  | 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        |      3036 | NS      | $275577.72    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| W.W. Grainger Inc.                                    | WW GRAINGER INC COMMON STOCK USD.5                    | CUSIP: 384802104<br>LEI: 549300TWZSP6O1IH2V34 | Long             | EC               | CORP              | US        |      2294 | NS      | $1352267.12   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| NOV Inc                                               | NOV INC COMMON STOCK USD.01                           | CUSIP: 62955J103<br>LEI: 549300EHF3IW1AR6U008 | Long             | EC               | CORP              | US        |      3879 | NS      | $94802.76     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| National Retail Properties Inc.                       | NATIONAL RETAIL PROPERTIES INC REIT USD.01            | CUSIP: 637417106<br>LEI: 5493008JKH5SOTI0JS97 | Long             | EC               | CORP              | US        |      4618 | NS      | $218662.30    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| NetApp Inc.                                           | NETAPP INC COMMON STOCK USD.001                       | CUSIP: 64110D104<br>LEI: QTX3D84DZDD5JYOCYH15 | Long             | EC               | CORP              | US        |     12264 | NS      | $812244.72    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Pool Corporation                                      | POOL CORP COMMON STOCK USD.001                        | CUSIP: 73278L105<br>LEI: 5493005VZK1KMN6CO617 | Long             | EC               | CORP              | US        |      1440 | NS      | $555278.40    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| AvalonBay Communities Inc.                            | AVALONBAY COMMUNITIES INC REIT USD.01                 | CUSIP: 053484101<br>LEI: K9G90K85RBWD2LAGQX17 | Long             | EC               | CORP              | US        |      3891 | NS      | $690419.04    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Avantor Inc.                                          | AVANTOR INC COMMON STOCK USD.01                       | CUSIP: 05352A100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     16670 | NS      | $398413.00    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Berry Global Group Inc.                               | BERRY GLOBAL GROUP INC COMMON STOCK USD.01            | CUSIP: 08579W103<br>LEI: 549300G6KKUMMXM8NH73 | Long             | EC               | CORP              | US        |      6602 | NS      | $407541.46    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Cable One Inc.                                        | CABLE ONE INC COMMON STOCK USD.01                     | CUSIP: 12685J105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       192 | NS      | $151656.96    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Clarivate PLC                                         | CLARIVATE PLC COMMON STOCK USD.01                     | CUSIP: 129603106<br>LEI: N/A                  | Long             | EC               | CORP              | GB        |      7274 | NS      | $80886.88     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Roku Inc.                                             | ROKU INC COMMON STOCK USD.0001                        | CUSIP: 77543R102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1745 | NS      | $100337.50    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Rollins Inc.                                          | ROLLINS INC COMMON STOCK USD1.0                       | CUSIP: 775711104<br>LEI: 549300F2A0BXT4SGWD84 | Long             | EC               | CORP              | US        |      8841 | NS      | $321812.40    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| R1 RCM Inc.                                           | R1 RCM INC COMMON STOCK USD.01                        | CUSIP: 77634L105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1060 | NS      | $15168.60     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Ross Stores Inc.                                      | ROSS STORES INC COMMON STOCK USD.01                   | CUSIP: 778296103<br>LEI: 549300ENZFLPGRDFZQ60 | Long             | EC               | CORP              | US        |     13456 | NS      | $1590364.64   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Twilio Inc.                                           | TWILIO INC COMMON STOCK USD.001                       | CUSIP: 90138F102<br>LEI: 5493004W8TRGD63APX93 | Long             | EC               | CORP              | US        |      2777 | NS      | $166175.68    | 0.02%             |  |  |  | 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        |      1457 | NS      | $470275.89    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Tyson Foods Inc.                                      | TYSON FOODS INC COMMON STOCK USD.1                    | CUSIP: 902494103<br>LEI: WD6L6041MNRW1JE49D58 | Long             | EC               | CORP              | US        |     11307 | NS      | $743435.25    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Ubiquiti Inc.                                         | UBIQUITI INC COMMON STOCK USD.001                     | CUSIP: 90353W103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       190 | NS      | $55510.40     | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Universal Health Services Inc.                        | UNIVERSAL HEALTH SERVICES INC COMMON STOCK USD.01     | CUSIP: 913903100<br>LEI: 549300YGMGQDO0NMJD09 | Long             | EC               | CORP              | US        |      4366 | NS      | $647084.86    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| VeriSign Inc.                                         | VERISIGN INC COMMON STOCK USD.001                     | CUSIP: 92343E102<br>LEI: LMPL4N8ZOJRMF0KOF759 | Long             | EC               | CORP              | US        |      3593 | NS      | $783453.65    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Caterpillar Inc.                                      | CATERPILLAR INC COMMON STOCK USD1.0                   | CUSIP: 149123101<br>LEI: WRJR7GS4GTRECRRTVX92 | Long             | EC               | CORP              | US        |     10432 | NS      | $2631889.28   | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| Chevron Corporation                                   | CHEVRON CORP COMMON STOCK USD.75                      | CUSIP: 166764100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     28994 | NS      | $5045535.88   | 0.66%             |  |  |  | No            |                  1 | On Loan: No      |
| Cisco Systems Inc.                                    | CISCO SYSTEMS INC COMMON STOCK USD.001                | CUSIP: 17275R102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     71059 | NS      | $3458441.53   | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| Conagra Brands Inc.                                   | CONAGRA BRANDS INC COMMON STOCK USD5.0                | CUSIP: 205887102<br>LEI: 54930035UDEIH090K650 | Long             | EC               | CORP              | US        |     19768 | NS      | $735171.92    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Corning Incorporated                                  | CORNING INC COMMON STOCK USD.5                        | CUSIP: 219350105<br>LEI: 549300X2937PB0CJ7I56 | Long             | EC               | CORP              | US        |     36843 | NS      | $1275136.23   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| CubeSmart                                             | CUBESMART REIT USD.01                                 | CUSIP: 229663109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5416 | NS      | $247998.64    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Etsy Inc.                                             | ETSY INC COMMON STOCK USD.001                         | CUSIP: 29786A106<br>LEI: 54930089Q7XT501AEA40 | Long             | EC               | CORP              | US        |      3204 | NS      | $440806.32    | 0.06%             |  |  |  | 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        |     13730 | NS      | $604531.90    | 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        |      5971 | NS      | $688754.85    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| CDW Corporation                                       | CDW CORP/DE COMMON STOCK USD.01                       | CUSIP: 12514G108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5612 | NS      | $1100120.36   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Autodesk Inc.                                         | AUTODESK INC COMMON STOCK USD.01                      | CUSIP: 052769106<br>LEI: FRKKVKAIQEF3FCSTPG55 | Long             | EC               | CORP              | US        |      3678 | NS      | $791358.48    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Autoliv Inc.                                          | AUTOLIV INC COMMON STOCK USD1.0                       | CUSIP: 052800109<br>LEI: A23RUXWKASG834LTMK28 | Long             | EC               | CORP              | SE        |      4013 | NS      | $369677.56    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Automatic Data Processing Inc.                        | AUTOMATIC DATA PROCESSING INC COMMON STOCK USD.1      | CUSIP: 053015103<br>LEI: HGBOLILQXWER4SAL2I23 | Long             | EC               | CORP              | US        |      7133 | NS      | $1610702.73   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| AutoNation Inc.                                       | AUTONATION INC COMMON STOCK USD.01                    | CUSIP: 05329W102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       809 | NS      | $102516.48    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| AutoZone Inc.                                         | AUTOZONE INC COMMON STOCK USD.01                      | CUSIP: 053332102<br>LEI: GA3JGKJ41LJKXDN23E90 | Long             | EC               | CORP              | US        |       439 | NS      | $1070655.15   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Ball Corporation                                      | BALL CORP COMMON STOCK                                | CUSIP: 058498106<br>LEI: 0BGI85ALH27ZJP15DY16 | Long             | EC               | CORP              | US        |     14314 | NS      | $833647.36    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| The Bank of New York Mellon Corporation               | BANK OF NEW YORK MELLON CORP/T COMMON STOCK USD.01    | CUSIP: 064058100<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | EC               | CORP              | US        |     27479 | NS      | $1389613.03   | 0.18%             |  |  |  | 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        |      5618 | NS      | $258484.18    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Baxter International Inc.                             | BAXTER INTERNATIONAL INC COMMON STOCK USD1.0          | CUSIP: 071813109<br>LEI: J5OIVXX3P24RJRW5CK77 | Long             | EC               | CORP              | US        |     13749 | NS      | $628191.81    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Becton Dickinson and Company                          | BECTON DICKINSON AND CO COMMON STOCK USD1.0           | CUSIP: 075887109<br>LEI: ICE2EP6D98PQUILVRZ91 | Long             | EC               | CORP              | US        |      5063 | NS      | $1276989.86   | 0.17%             |  |  |  | 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        |      1237 | NS      | $48304.85     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| W. R. Berkley Corporation                             | WR BERKLEY CORP COMMON STOCK USD.2                    | CUSIP: 084423102<br>LEI: SQOAGCLKBDWNVYV1OV80 | Long             | EC               | CORP              | US        |     10058 | NS      | $705468.12    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Berkshire Hathaway Inc.                               | BERKSHIRE HATHAWAY INC COMMON STOCK USD.0033          | CUSIP: 084670702<br>LEI: 5493000C01ZX7D35SD85 | Long             | EC               | CORP              | US        |     22936 | NS      | $7145022.72   | 0.94%             |  |  |  | No            |                  1 | On Loan: No      |
| Blackstone Inc.                                       | BLACKSTONE GROUP INC/THE COMMON STOCK                 | CUSIP: 09260D107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      8239 | NS      | $790614.44    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| CMS Energy Corporation                                | CMS ENERGY CORP COMMON STOCK USD.01                   | CUSIP: 125896100<br>LEI: 549300IA9XFBAGNIBW29 | Long             | EC               | CORP              | US        |     12514 | NS      | $790759.66    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| CNA Financial Corporation                             | CNA FINANCIAL CORP COMMON STOCK USD2.5                | CUSIP: 126117100<br>LEI: 549300YX2GSZD7YG1R84 | Long             | EC               | CORP              | US        |      1516 | NS      | $66036.96     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CSX Corporation                                       | CSX CORP COMMON STOCK USD1.0                          | CUSIP: 126408103<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | EC               | CORP              | US        |     50299 | NS      | $1555245.08   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Cintas Corporation                                    | CINTAS CORP COMMON STOCK                              | CUSIP: 172908105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2207 | NS      | $979334.18    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Citigroup Inc.                                        | CITIGROUP INC COMMON STOCK USD.01                     | CUSIP: 172967424<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | EC               | CORP              | US        |     37701 | NS      | $1968746.22   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Clearway Energy Inc.                                  | CLEARWAY ENERGY INC COMMON STOCK                      | CUSIP: 18539C204<br>LEI: 549300LHAZ9HA9G3XC48 | Long             | EC               | CORP              | US        |      1098 | NS      | $37101.42     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Cleveland-Cliffs Inc.                                 | CLEVELAND-CLIFFS INC COMMON STOCK USD.125             | CUSIP: 185899101<br>LEI: 549300TM2WLI2BJMDD86 | Long             | EC               | CORP              | US        |     16674 | NS      | $355989.90    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Concentrix Corporation                                | CONCENTRIX CORP COMMON STOCK                          | CUSIP: 20602D101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       717 | NS      | $101677.77    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Confluent Inc.                                        | CONFLUENT INC COMMON STOCK USD.00001                  | CUSIP: 20717M103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       910 | NS      | $21021.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ConocoPhillips                                        | CONOCOPHILLIPS COMMON STOCK USD.01                    | CUSIP: 20825C104<br>LEI: WPTL2Z3FIYTHSP5V2253 | Long             | EC               | CORP              | US        |     26001 | NS      | $3168741.87   | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| Consolidated Edison Inc.                              | CONSOLIDATED EDISON INC COMMON STOCK USD.1            | CUSIP: 209115104<br>LEI: 54930033SBW53OO8T749 | Long             | EC               | CORP              | US        |     17055 | NS      | $1625512.05   | 0.21%             |  |  |  | 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        |      5796 | NS      | $226623.60    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| DENTSPLY SIRONA Inc.                                  | DENTSPLY SIRONA INC COMMON STOCK USD.01               | CUSIP: 24906P109<br>LEI: 9NHEHR1SOZCYXDO8HO28 | Long             | EC               | CORP              | US        |      8546 | NS      | $314749.18    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Devon Energy Corporation                              | DEVON ENERGY CORP COMMON STOCK USD.1                  | CUSIP: 25179M103<br>LEI: 54930042348RKR3ZPN35 | Long             | EC               | CORP              | US        |     12118 | NS      | $766342.32    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Dexcom Inc.                                           | DEXCOM INC COMMON STOCK USD.001                       | CUSIP: 252131107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6403 | NS      | $685697.27    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Diamondback Energy Inc.                               | DIAMONDBACK ENERGY INC COMMON STOCK USD.01            | CUSIP: 25278X109<br>LEI: 549300R22LSX6OHWEN64 | Long             | EC               | CORP              | US        |      7074 | NS      | $1033652.88   | 0.14%             |  |  |  | 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        |      2240 | NS      | $292902.40    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Digital Realty Trust Inc.                             | DIGITAL REALTY TRUST INC REIT USD.01                  | CUSIP: 253868103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6644 | NS      | $761535.28    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Entergy Corporation                                   | ENTERGY CORP COMMON STOCK USD.01                      | CUSIP: 29364G103<br>LEI: 4XM3TW50JULSLG8BNC79 | Long             | EC               | CORP              | US        |     11620 | NS      | $1258213.60   | 0.16%             |  |  |  | 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        |     17962 | NS      | $576041.34    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Equity LifeStyle Properties Inc.                      | EQUITY LIFESTYLE PROPERTIES IN REIT USD.01            | CUSIP: 29472R108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4745 | NS      | $340596.10    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Equity Residential                                    | EQUITY RESIDENTIAL REIT USD.01                        | CUSIP: 29476L107<br>LEI: 5493008RACSH5EP3PI59 | Long             | EC               | CORP              | US        |      9518 | NS      | $605820.70    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Erie Indemnity Company                                | ERIE INDEMNITY CO COMMON STOCK                        | CUSIP: 29530P102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       911 | NS      | $222602.85    | 0.03%             |  |  |  | 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        |      3151 | NS      | $75907.59     | 0.01%             |  |  |  | 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        |     13642 | NS      | $763952.00    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Insulet Corporation                                   | INSULET CORP COMMON STOCK USD.001                     | CUSIP: 45784P101<br>LEI: 549300TZTYD2PYN92D43 | Long             | EC               | CORP              | US        |      1430 | NS      | $410867.60    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| PayPal Holdings Inc.                                  | PAYPAL HOLDINGS INC COMMON STOCK USD.0001             | CUSIP: 70450Y103<br>LEI: 5493005X2GO78EFZ3E94 | Long             | EC               | CORP              | US        |     14222 | NS      | $1158950.78   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Pioneer Natural Resources Company                     | PIONEER NATURAL RESOURCES CO COMMON STOCK USD.01      | CUSIP: 723787107<br>LEI: FY8JBF7CCL2VE4F1B628 | Long             | EC               | CORP              | US        |      4466 | NS      | $1028743.10   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Realty Income Corporation                             | REALTY INCOME CORP REIT USD1.0                        | CUSIP: 756109104<br>LEI: 549300CUWDAUZSH43859 | Long             | EC               | CORP              | US        |     13077 | NS      | $887012.91    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Regal Rexnord Corporation                             | REGAL BELOIT CORP COMMON STOCK USD.01                 | CUSIP: 758750103<br>LEI: QH78R09VCJGQKPBPYU33 | Long             | EC               | CORP              | US        |      1118 | NS      | $155625.60    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Regency Centers Corporation                           | REGENCY CENTERS CORP REIT USD.01                      | CUSIP: 758849103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4588 | NS      | $305698.44    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Regeneron Pharmaceuticals Inc.                        | REGENERON PHARMACEUTICALS INC COMMON STOCK USD.001    | CUSIP: 75886F107<br>LEI: 549300RCBFWIRX3HYQ56 | Long             | EC               | CORP              | US        |      2112 | NS      | $1601888.64   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Regions Financial Corporation                         | REGIONS FINANCIAL CORP COMMON STOCK USD.01            | CUSIP: 7591EP100<br>LEI: CW05CS5KW59QTC0DG824 | Long             | EC               | CORP              | US        |     55610 | NS      | $1309059.40   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Fifth Third Bancorp                                   | FIFTH THIRD BANCORP COMMON STOCK                      | CUSIP: 316773100<br>LEI: THRNG6BD57P9QWTQLG42 | Long             | EC               | CORP              | US        |     36112 | NS      | $1310504.48   | 0.17%             |  |  |  | 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        |       229 | NS      | $178088.72    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Fortune Brands Innovations Inc.                       | FORTUNE BRANDS HOME and SECURITY COMMON STOCK USD.01  | CUSIP: 34964C106<br>LEI: 54930032LHW54PQUJD44 | Long             | EC               | CORP              | US        |      6054 | NS      | $390543.54    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Fox Corporation                                       | FOX CORP COMMON STOCK USD.01                          | CUSIP: 35137L105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     12639 | NS      | $428967.66    | 0.06%             |  |  |  | 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        |      2972 | NS      | $451060.44    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Reliance Steel and Aluminum Co.                       | RELIANCE STEEL and ALUMINUM CO COMMON STOCK           | CUSIP: 759509102<br>LEI: 549300E287ZOFT3C5Z56 | Long             | EC               | CORP              | US        |      3262 | NS      | $741941.90    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Repligen Corporation                                  | REPLIGEN CORP COMMON STOCK USD.01                     | CUSIP: 759916109<br>LEI: 54930006QJ0T5AUO1E71 | Long             | EC               | CORP              | US        |      1056 | NS      | $195676.80    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Royalty Pharma plc                                    | ROYALTY PHARMA PLC COMMON STOCK                       | CUSIP: 76028H209<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      7403 | NS      | $290123.57    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Rocket Companies Inc.                                 | ROCKET COS INC COMMON STOCK USD.00001                 | CUSIP: 77311W101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1087 | NS      | $10228.67     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Snowflake Inc.                                        | SNOWFLAKE INC COMMON STOCK                            | CUSIP: 833445109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1435 | NS      | $224491.40    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| State Street Corporation                              | STATE STREET CORP COMMON STOCK USD1.0                 | CUSIP: 857477103<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | EC               | CORP              | US        |     14158 | NS      | $1293050.14   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Steel Dynamics Inc.                                   | STEEL DYNAMICS INC COMMON STOCK USD.005               | CUSIP: 858119100<br>LEI: 549300HGGKEL4FYTTQ83 | Long             | EC               | CORP              | US        |     10681 | NS      | $1288555.84   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| STERIS plc                                            | STERIS PLC COMMON STOCK USD75.0                       | CUSIP: 859152100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3429 | NS      | $708122.79    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| STORE Capital Corporation                             | STORE CAPITAL CORP REIT USD.01                        | CUSIP: 862121100<br>LEI: 5493004EA6C9IHDZ7N66 | Long             | EC               | CORP              | US        |      6376 | NS      | $205370.96    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Syneos Health Inc.                                    | SYNEOS HEALTH INC COMMON STOCK USD.01                 | CUSIP: 87166B102<br>LEI: 549300F1ZGKDS8P6GU13 | Long             | EC               | CORP              | US        |      2780 | NS      | $99857.60     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Verizon Communications Inc.                           | VERIZON COMMUNICATIONS INC COMMON STOCK USD.1         | CUSIP: 92343V104<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | EC               | CORP              | US        |     80281 | NS      | $3337281.17   | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| Verisk Analytics Inc.                                 | VERISK ANALYTICS INC COMMON STOCK USD.001             | CUSIP: 92345Y106<br>LEI: 549300I1YSWNIRKBWP67 | Long             | EC               | CORP              | US        |      5951 | NS      | $1081832.29   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Paramount Global                                      | VIACOMCBS INC COMMON STOCK USD.001                    | CUSIP: 92556H206<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | EC               | CORP              | US        |     17158 | NS      | $397379.28    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Graco Inc.                                            | GRACO INC COMMON STOCK USD1.0                         | CUSIP: 384109104<br>LEI: 4T5VJ4S81BRT6Q7GGT78 | Long             | EC               | CORP              | US        |      5783 | NS      | $395094.56    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Illumina Inc.                                         | ILLUMINA INC COMMON STOCK USD.01                      | CUSIP: 452327109<br>LEI: SQ95QG8SR5Q56LSNF682 | Long             | EC               | CORP              | US        |      2780 | NS      | $595476.00    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| AGCO Corporation                                      | AGCO CORP COMMON STOCK USD.01                         | CUSIP: 001084102<br>LEI: LYOM0B2GCF1JWXK5ZG04 | Long             | EC               | CORP              | US        |      1683 | NS      | $232472.79    | 0.03%             |  |  |  | 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        |     10912 | NS      | $589575.36    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| The Allstate Corporation                              | ALLSTATE CORP/THE COMMON STOCK USD.01                 | CUSIP: 020002101<br>LEI: OBT0W1ED8G0NWVOLOJ77 | Long             | EC               | CORP              | US        |     13326 | NS      | $1711991.22   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Ally Financial Inc.                                   | ALLY FINANCIAL INC COMMON STOCK USD.1                 | CUSIP: 02005N100<br>LEI: 549300JBN1OSM8YNAI90 | Long             | EC               | CORP              | US        |     24784 | NS      | $805232.16    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Altria Group Inc.                                     | ALTRIA GROUP INC COMMON STOCK USD.333                 | CUSIP: 02209S103<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | EC               | CORP              | US        |     26827 | NS      | $1208288.08   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| The Clorox Company                                    | CLOROX CO/THE COMMON STOCK USD1.0                     | CUSIP: 189054109<br>LEI: 54930044KVSC06Z79I06 | Long             | EC               | CORP              | US        |      5735 | NS      | $829797.15    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Cloudflare Inc.                                       | CLOUDFLARE INC COMMON STOCK USD.001                   | CUSIP: 18915M107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3862 | NS      | $204338.42    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Cognizant Technology Solutions Corporation            | COGNIZANT TECHNOLOGY SOLUTIONS COMMON STOCK USD.01    | CUSIP: 192446102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     17506 | NS      | $1168525.50   | 0.15%             |  |  |  | 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        |     10853 | NS      | $845448.70    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Crown Castle Inc                                      | CROWN CASTLE INTERNATIONAL COR REIT USD.01            | CUSIP: 22822V101<br>LEI: 54930012H97VSM0I2R19 | Long             | EC               | CORP              | US        |      5929 | NS      | $878144.19    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Datadog Inc.                                          | DATADOG INC COMMON STOCK USD.00001                    | CUSIP: 23804L103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2822 | NS      | $211113.82    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| GoDaddy Inc.                                          | GODADDY INC COMMON STOCK USD.001                      | CUSIP: 380237107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4613 | NS      | $378865.69    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Halliburton Company                                   | HALLIBURTON CO COMMON STOCK USD2.5                    | CUSIP: 406216101<br>LEI: ENYF8GB5SMQZ25S06U51 | Long             | EC               | CORP              | US        |     25783 | NS      | $1062775.26   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| The Hartford Financial Services Group Inc.            | HARTFORD FINANCIAL SERVICES GR COMMON STOCK USD.01    | CUSIP: 416515104<br>LEI: IU7C3FTM7Y3BQM112U94 | Long             | EC               | CORP              | US        |     20589 | NS      | $1597912.29   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| International Business Machines Corporation           | INTERNATIONAL BUSINESS MACHINE COMMON STOCK USD.2     | CUSIP: 459200101<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | EC               | CORP              | US        |     17480 | NS      | $2355080.40   | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| The Interpublic Group of Companies Inc.               | INTERPUBLIC GROUP OF COS INC/T COMMON STOCK USD.1     | CUSIP: 460690100<br>LEI: 5493008IUOJ5VWTRC333 | Long             | EC               | CORP              | US        |     23352 | NS      | $851413.92    | 0.11%             |  |  |  | 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        |     48377 | NS      | $780321.01    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Intel Corporation                                     | INTEL CORP COMMON STOCK USD.001                       | CUSIP: 458140100<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | EC               | CORP              | US        |     74437 | NS      | $2103589.62   | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Okta Inc.                                             | OKTA INC COMMON STOCK                                 | CUSIP: 679295105<br>LEI: 549300N8J06I8MRHU620 | Long             | EC               | CORP              | US        |      2318 | NS      | $170627.98    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Old Dominion Freight Line Inc.                        | OLD DOMINION FREIGHT LINE INC COMMON STOCK USD.1      | CUSIP: 679580100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3921 | NS      | $1306634.04   | 0.17%             |  |  |  | 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        |      1593 | NS      | $46897.92     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| PPG Industries Inc.                                   | PPG INDUSTRIES INC COMMON STOCK USD1.67               | CUSIP: 693506107<br>LEI: 549300BKPEP01R3V6C59 | Long             | EC               | CORP              | US        |      9531 | NS      | $1242270.54   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| PPL Corporation                                       | PPL CORP COMMON STOCK USD.01                          | CUSIP: 69351T106<br>LEI: 9N3UAJSNOUXFKQLF3V18 | Long             | EC               | CORP              | US        |     38659 | NS      | $1144306.40   | 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        |      5682 | NS      | $1297598.34   | 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        |      2484 | NS      | $157659.48    | 0.02%             |  |  |  | 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        |      6960 | NS      | $135024.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Target Corporation                                    | TARGET CORP COMMON STOCK USD.0833                     | CUSIP: 87612E106<br>LEI: 8WDDFXB5T1Z6J0XC1L66 | Long             | EC               | CORP              | US        |     14216 | NS      | $2447142.24   | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| Veeva Systems Inc.                                    | VEEVA SYSTEMS INC COMMON STOCK USD.00001              | CUSIP: 922475108<br>LEI: 549300YZEXPDB92M2F02 | Long             | EC               | CORP              | US        |      2157 | NS      | $367876.35    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Welltower Inc.                                        | WELLTOWER INC REIT USD1.0                             | CUSIP: 95040Q104<br>LEI: T6IZ0MBEG5ACZDTR7D06 | Long             | EC               | CORP              | US        |     11408 | NS      | $856056.32    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Western Alliance Bancorporation                       | WESTERN ALLIANCE BANCORP COMMON STOCK USD.0001        | CUSIP: 957638109<br>LEI: 5493003VJXZ5JXT9S762 | Long             | EC               | CORP              | US        |      2303 | NS      | $173577.11    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Western Digital Corporation                           | WESTERN DIGITAL CORP COMMON STOCK USD.01              | CUSIP: 958102105<br>LEI: 549300QQXOOYEF89IC56 | Long             | EC               | CORP              | US        |     14556 | NS      | $639736.20    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Biohaven Ltd.                                         | BIOHAVEN LTD COMMON STOCK                             | CUSIP: G1110E107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       406 | NS      | $7750.54      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| NXP Semiconductors N.V.                               | NXP SEMICONDUCTORS NV COMMON STOCK                    | CUSIP: N6596X109<br>LEI: N/A                  | Long             | EC               | CORP              | NL        |      3358 | NS      | $618912.98    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Intuitive Surgical Inc.                               | INTUITIVE SURGICAL INC COMMON STOCK USD.001           | CUSIP: 46120E602<br>LEI: 54930052SRG011710797 | Long             | EC               | CORP              | US        |      4371 | NS      | $1073910.99   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Olin Corporation                                      | OLIN CORP COMMON STOCK USD1.0                         | CUSIP: 680665205<br>LEI: 549300GKK294V7W57P06 | Long             | EC               | CORP              | US        |      3567 | NS      | $230392.53    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Omnicom Group Inc.                                    | OMNICOM GROUP INC COMMON STOCK USD.15                 | CUSIP: 681919106<br>LEI: HKUPACFHSSASQK8HLS17 | Long             | EC               | CORP              | US        |     12750 | NS      | $1096372.50   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Paychex Inc.                                          | PAYCHEX INC COMMON STOCK USD.01                       | CUSIP: 704326107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      8142 | NS      | $943332.12    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Pinnacle West Capital Corporation                     | PINNACLE WEST CAPITAL CORP COMMON STOCK               | CUSIP: 723484101<br>LEI: TWSEY0NEDUDCKS27AH81 | Long             | EC               | CORP              | US        |      6216 | NS      | $463402.80    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Pinterest Inc.                                        | PINTEREST INC COMMON STOCK                            | CUSIP: 72352L106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6957 | NS      | $182899.53    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Plug Power Inc.                                       | PLUG POWER INC COMMON STOCK USD.01                    | CUSIP: 72919P202<br>LEI: 549300JPDKRSJ8JSM954 | Long             | EC               | CORP              | US        |     12058 | NS      | $205227.16    | 0.03%             |  |  |  | No            |                  1 | On Loan: —       |
| Polaris Inc.                                          | POLARIS INDUSTRIES INC COMMON STOCK USD.01            | CUSIP: 731068102<br>LEI: 549300QJSN8UVWN1EI78 | Long             | EC               | CORP              | US        |      1006 | NS      | $115529.04    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Ralph Lauren Corporation                              | RALPH LAUREN CORP COMMON STOCK USD.01                 | CUSIP: 751212101<br>LEI: HO1QNWM0IXBZ0QSMMO20 | Long             | EC               | CORP              | US        |      1018 | NS      | $126079.30    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Range Resources Corporation                           | RANGE RESOURCES CORP COMMON STOCK USD.01              | CUSIP: 75281A109<br>LEI: H3Y3WLYCX0BTO1TRW162 | Long             | EC               | CORP              | US        |      2170 | NS      | $54293.40     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Royal Gold Inc.                                       | ROYAL GOLD INC COMMON STOCK USD.01                    | CUSIP: 780287108<br>LEI: 5493001NGRU6SFL04184 | Long             | EC               | CORP              | US        |       437 | NS      | $55512.11     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| The Southern Company                                  | SOUTHERN CO/THE COMMON STOCK USD5.0                   | CUSIP: 842587107<br>LEI: 549300FC3G3YU2FBZD92 | Long             | EC               | CORP              | US        |     18917 | NS      | $1280302.56   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| The TJX Companies Inc.                                | TJX COS INC/THE COMMON STOCK USD1.0                   | CUSIP: 872540109<br>LEI: V167QI9I69W364E2DY52 | Long             | EC               | CORP              | US        |     25030 | NS      | $2048955.80   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Texas Instruments Incorporated                        | TEXAS INSTRUMENTS INC COMMON STOCK USD1.0             | CUSIP: 882508104<br>LEI: WDJNR2L6D8RWOEB8T652 | Long             | EC               | CORP              | US        |     16356 | NS      | $2898446.76   | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| Avery Dennison Corporation                            | AVERY DENNISON CORP COMMON STOCK USD1.0               | CUSIP: 053611109<br>LEI: 549300PW7VPFCYKLIV37 | Long             | EC               | CORP              | US        |      3369 | NS      | $638223.36    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Avis Budget Group Inc.                                | AVIS BUDGET GROUP INC COMMON STOCK USD.01             | CUSIP: 053774105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       443 | NS      | $88617.72     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Axon Enterprise Inc.                                  | AXON ENTERPRISE INC COMMON STOCK USD.00001            | CUSIP: 05464C101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       970 | NS      | $189576.80    | 0.02%             |  |  |  | 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        |      2606 | NS      | $188856.82    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Biogen Inc.                                           | BIOGEN INC COMMON STOCK USD.0005                      | CUSIP: 09062X103<br>LEI: W8J5WZB5IY3K0NDQT671 | Long             | EC               | CORP              | US        |      4356 | NS      | $1267160.40   | 0.17%             |  |  |  | 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        |      4329 | NS      | $344848.14    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Black Knight Inc.                                     | BLACK KNIGHT INC COMMON STOCK                         | CUSIP: 09215C105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5151 | NS      | $312099.09    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| BlackRock Inc.                                        | BLACKROCK INC COMMON STOCK USD.01                     | CUSIP: 09247X101<br>LEI: 549300LRIF3NWCU26A80 | Long             | EC               | CORP              | US        |      1716 | NS      | $1302804.36   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| HandR Block Inc.                                      | HandR BLOCK INC COMMON STOCK                          | CUSIP: 093671105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1859 | NS      | $72463.82     | 0.01%             |  |  |  | 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        |       155 | NS      | $309356.75    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Invesco Ltd.                                          | INVESCO LTD COMMON STOCK USD.2                        | CUSIP: G491BT108<br>LEI: ECPGFXU8A2SHKVVGJI15 | Long             | EC               | CORP              | US        |      9126 | NS      | $168922.26    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| The Boeing Company                                    | BOEING CO/THE COMMON STOCK USD5.0                     | CUSIP: 097023105<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | EC               | CORP              | US        |      6869 | NS      | $1463097.00   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Booking Holdings Inc.                                 | BOOKING HOLDINGS INC COMMON STOCK USD.008             | CUSIP: 09857L108<br>LEI: FXM8FAOHMYDIPD38UZ17 | Long             | EC               | CORP              | US        |       540 | NS      | $1314414.00   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Aptiv PLC                                             | APTIV PLC COMMON STOCK USD.01                         | CUSIP: G6095L109<br>LEI: N/A                  | Long             | EC               | CORP              | IE        |      7688 | NS      | $869435.92    | 0.11%             |  |  |  | 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        |      6712 | NS      | $371710.56    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Booz Allen Hamilton Holding Corporation               | BOOZ ALLEN HAMILTON HOLDING CO COMMON STOCK USD.01    | CUSIP: 099502106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5808 | NS      | $549669.12    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| BorgWarner Inc.                                       | BORGWARNER INC COMMON STOCK USD.01                    | CUSIP: 099724106<br>LEI: 549300DSFX2IE88NSX47 | Long             | EC               | CORP              | US        |     10151 | NS      | $479939.28    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Boston Properties Inc.                                | BOSTON PROPERTIES LP REIT USD.01                      | CUSIP: 101121101<br>LEI: 549300OF70FSEUQBT254 | Long             | EC               | CORP              | US        |      4310 | NS      | $321267.40    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Boston Scientific Corporation                         | BOSTON SCIENTIFIC CORP COMMON STOCK USD.01            | CUSIP: 101137107<br>LEI: Y6ZDD9FP4P8JSSJMW954 | Long             | EC               | CORP              | US        |     24192 | NS      | $1118880.00   | 0.15%             |  |  |  | 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        |     12443 | NS      | $1203113.67   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Edison International                                  | EDISON INTERNATIONAL COMMON STOCK                     | CUSIP: 281020107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     18288 | NS      | $1260043.20   | 0.17%             |  |  |  | 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        |     14976 | NS      | $205620.48    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Emerson Electric Co.                                  | EMERSON ELECTRIC CO COMMON STOCK USD.5                | CUSIP: 291011104<br>LEI: FGLT0EWZSUIRRITFOA30 | Long             | EC               | CORP              | US        |     14159 | NS      | $1277424.98   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Aspen Technology Inc.                                 | ASPEN TECHNOLOGY INC COMMON STOCK                     | CUSIP: 29109X106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1125 | NS      | $223593.75    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Endeavor Group Holdings Inc.                          | ENDEAVOR GROUP HOLDINGS INC COMMON STOCK USD.00001    | CUSIP: 29260Y109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1128 | NS      | $25301.04     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Enphase Energy Inc.                                   | ENPHASE ENERGY INC COMMON STOCK USD.00001             | CUSIP: 29355A107<br>LEI: 5493008U7KIGMI59Z314 | Long             | EC               | CORP              | US        |      3017 | NS      | $667903.46    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Entegris Inc.                                         | ENTEGRIS INC COMMON STOCK USD.01                      | CUSIP: 29362U104<br>LEI: IYX6OWO7BT5DKO3BYG52 | Long             | EC               | CORP              | US        |      5186 | NS      | $418562.06    | 0.05%             |  |  |  | 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        |      1850 | NS      | $418229.50    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Evergy Inc.                                           | EVERGY INC COMMON STOCK                               | CUSIP: 30034W106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     12347 | NS      | $773539.55    | 0.10%             |  |  |  | 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        |      1548 | NS      | $654711.12    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| FedEx Corporation                                     | FEDEX CORP COMMON STOCK USD.1                         | CUSIP: 31428X106<br>LEI: 549300E707U7WNPZN687 | Long             | EC               | CORP              | US        |      5617 | NS      | $1088911.62   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Gaming and Leisure Properties Inc.                    | GAMING AND LEISURE PROPERTIES REIT                    | CUSIP: 36467J108<br>LEI: 5493006GWRDBCZYWTM57 | Long             | EC               | CORP              | US        |      6196 | NS      | $331857.76    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Gartner Inc.                                          | GARTNER INC COMMON STOCK USD.0005                     | CUSIP: 366651107<br>LEI: PP55B5R38BFB8O8HH686 | Long             | EC               | CORP              | US        |      3447 | NS      | $1165568.58   | 0.15%             |  |  |  | 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        |      1482 | NS      | $178729.20    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| PulteGroup Inc.                                       | PULTEGROUP INC COMMON STOCK USD.01                    | CUSIP: 745867101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     11692 | NS      | $665157.88    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Pure Storage Inc.                                     | PURE STORAGE INC COMMON STOCK USD.0001                | CUSIP: 74624M102<br>LEI: 549300NPDB0BZTK3WO90 | Long             | EC               | CORP              | US        |      2028 | NS      | $58690.32     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Qorvo Inc.                                            | QORVO INC COMMON STOCK USD.0001                       | CUSIP: 74736K101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4830 | NS      | $524827.80    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Qualcomm Incorporated                                 | QUALCOMM INC COMMON STOCK USD.0001                    | CUSIP: 747525103<br>LEI: H1J8DDZKZP6H7RWC0H53 | Long             | EC               | CORP              | US        |     19974 | NS      | $2660736.54   | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| Quanta Services Inc.                                  | QUANTA SERVICES INC COMMON STOCK USD.00001            | CUSIP: 74762E102<br>LEI: SHVRXXEACT60MMH07S24 | Long             | EC               | CORP              | US        |      4697 | NS      | $714836.43    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| SEI Investments Company                               | SEI INVESTMENTS CO COMMON STOCK USD.01                | CUSIP: 784117103<br>LEI: 5LJTIFADGZ6XH1RVOC11 | Long             | EC               | CORP              | US        |      6621 | NS      | $413349.03    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| SSandC Technologies Holdings Inc.                     | SSandC TECHNOLOGIES HOLDINGS INC COMMON STOCK USD.01  | CUSIP: 78467J100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      9242 | NS      | $557754.70    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Samsara Inc.                                          | SAMSARA INC COMMON STOCK USD.0001                     | CUSIP: 79589L106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1108 | NS      | $15113.12     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Sarepta Therapeutics Inc.                             | SAREPTA THERAPEUTICS INC COMMON STOCK USD.0001        | CUSIP: 803607100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       455 | NS      | $56861.35     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Henry Schein Inc.                                     | HENRY SCHEIN INC COMMON STOCK USD.01                  | CUSIP: 806407102<br>LEI: VGO3WGL8H45T73F4RR92 | Long             | EC               | CORP              | US        |      8026 | NS      | $691439.90    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Schlumberger Limited                                  | SCHLUMBERGER LTD COMMON STOCK USD.01                  | CUSIP: 806857108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     22815 | NS      | $1299998.70   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| The Charles Schwab Corporation                        | CHARLES SCHWAB CORP/THE COMMON STOCK USD.01           | CUSIP: 808513105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     23042 | NS      | $1783911.64   | 0.23%             |  |  |  | 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        |      9174 | NS      | $680252.10    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| ServiceNow Inc.                                       | SERVICENOW INC COMMON STOCK USD.001                   | CUSIP: 81762P102<br>LEI: 549300HJTQM36M0E1G39 | Long             | EC               | CORP              | US        |      2034 | NS      | $925734.42    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| The J. M. Smucker Company                             | JM SMUCKER CO/THE COMMON STOCK                        | CUSIP: 832696405<br>LEI: 5493000WDH6A0LHDJD55 | Long             | EC               | CORP              | US        |      4287 | NS      | $655053.60    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Snap-on Incorporated                                  | SNAP-ON INC COMMON STOCK USD1.0                       | CUSIP: 833034101<br>LEI: HHWAT5TDOYZMM26KKQ73 | Long             | EC               | CORP              | US        |      2483 | NS      | $617596.59    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Snap Inc.                                             | SNAP INC COMMON STOCK USD.00001                       | CUSIP: 83304A106<br>LEI: 549300JNC0L6VP8A2Q35 | Long             | EC               | CORP              | US        |     10898 | NS      | $125980.88    | 0.02%             |  |  |  | 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        |      9640 | NS      | $816508.00    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Deere and Company                                     | DEERE and CO COMMON STOCK USD1.0                      | CUSIP: 244199105<br>LEI: PWFTNG3EI0Y73OXWDH08 | Long             | EC               | CORP              | US        |      5596 | NS      | $2366212.64   | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Dell Technologies Inc.                                | DELL TECHNOLOGIES INC COMMON STOCK                    | CUSIP: 24703L202<br>LEI: 549300TJB5YBRUPOG437 | Long             | EC               | CORP              | US        |      7461 | NS      | $303065.82    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Edwards Lifesciences Corporation                      | EDWARDS LIFESCIENCES CORP COMMON STOCK USD1.0         | CUSIP: 28176E108<br>LEI: YA13X31F3V31L8TMPR58 | Long             | EC               | CORP              | US        |     12044 | NS      | $923774.80    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Essential Utilities Inc.                              | AQUA AMERICA INC COMMON STOCK USD.5                   | CUSIP: 29670G102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6906 | NS      | $322717.38    | 0.04%             |  |  |  | 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        |      3597 | NS      | $567714.51    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Fox Corporation                                       | FOX CORP COMMON STOCK USD.01                          | CUSIP: 35137L204<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4995 | NS      | $158341.50    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Franklin Resources Inc.                               | FRANKLIN RESOURCES INC COMMON STOCK USD.1             | CUSIP: 354613101<br>LEI: RIFQSET379FOGTEFKS80 | Long             | EC               | CORP              | US        |     13233 | NS      | $412869.60    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Apple Inc.                                            | APPLE INC COMMON STOCK USD.00001                      | CUSIP: 037833100<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | EC               | CORP              | US        |    185565 | NS      | $26775173.85  | 3.51%             |  |  |  | No            |                  1 | On Loan: No      |
| Freeport-McMoRan Inc.                                 | FREEPORT-MCMORAN INC COMMON STOCK USD.1               | CUSIP: 35671D857<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     34484 | NS      | $1538676.08   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Arthur J. Gallagher and Co.                           | ARTHUR J GALLAGHER and CO COMMON STOCK USD1.0         | CUSIP: 363576109<br>LEI: 54930049QLLMPART6V29 | Long             | EC               | CORP              | US        |      7346 | NS      | $1437759.12   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Applied Materials Inc.                                | APPLIED MATERIALS INC COMMON STOCK USD.01             | CUSIP: 038222105<br>LEI: 41BNNE1AFPNAZELZ6K07 | Long             | EC               | CORP              | US        |     18151 | NS      | $2023654.99   | 0.27%             |  |  |  | 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        |     14920 | NS      | $1323702.40   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| KBR Inc.                                              | KBR INC COMMON STOCK USD.001                          | CUSIP: 48242W106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1179 | NS      | $60400.17     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Qualtrics International Inc.                          | QUALTRICS INTERNATIONAL INC COMMON STOCK USD.0001     | CUSIP: 747601201<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1090 | NS      | $17189.30     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| The Sherwin-Williams Company                          | SHERWIN-WILLIAMS CO/THE COMMON STOCK USD1.0           | CUSIP: 824348106<br>LEI: Z15BMIOX8DDH0X2OBP21 | Long             | EC               | CORP              | US        |      6019 | NS      | $1424035.21   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| ShockWave Medical Inc.                                | SHOCKWAVE MEDICAL INC COMMON STOCK USD.001            | CUSIP: 82489T104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       181 | NS      | $34015.33     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Signature Bank                                        | SIGNATURE BANK/NEW YORK NY COMMON STOCK USD.01        | CUSIP: 82669G104<br>LEI: VLP5AP0XK2GM6GKD1007 | Long             | EC               | CORP              | US        |      2079 | NS      | $268087.05    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Simon Property Group Inc.                             | SIMON PROPERTY GROUP INC REIT USD.0001                | CUSIP: 828806109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      7219 | NS      | $927352.74    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Bill.com Holdings Inc.                                | BILL.COM HOLDINGS INC COMMON STOCK USD.00001          | CUSIP: 090043100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1779 | NS      | $205687.98    | 0.03%             |  |  |  | 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        |       790 | NS      | $369293.40    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Sirius XM Holdings Inc.                               | SIRIUS XM HOLDINGS INC COMMON STOCK USD.001           | CUSIP: 82968B103<br>LEI: 54930055RWDMVXAGZK98 | Long             | EC               | CORP              | US        |     30317 | NS      | $175535.43    | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| Skyworks Solutions Inc.                               | SKYWORKS SOLUTIONS INC COMMON STOCK USD.25            | CUSIP: 83088M102<br>LEI: 549300WZ3ORQ2BVKBD96 | Long             | EC               | CORP              | US        |      7872 | NS      | $863322.24    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| A. O. Smith Corporation                               | AO SMITH CORP COMMON STOCK USD1.0                     | CUSIP: 831865209<br>LEI: 549300XG4US7UJNECY36 | Long             | EC               | CORP              | US        |      5328 | NS      | $360705.60    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Brookfield Renewable Corporation                      | BROOKFIELD RENEWABLE CORP COMMON STOCK USD.01         | CUSIP: 11284V105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2847 | NS      | $89737.44     | 0.01%             |  |  |  | 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        |      9242 | NS      | $541211.52    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Brown-Forman Corporation                              | BROWN-FORMAN CORP COMMON STOCK USD.15                 | CUSIP: 115637100<br>LEI: 549300873K3LXF7ARU34 | Long             | EC               | CORP              | US        |      2065 | NS      | $137322.50    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Brown-Forman Corporation                              | BROWN-FORMAN CORP COMMON STOCK USD.15                 | CUSIP: 115637209<br>LEI: 549300873K3LXF7ARU34 | Long             | EC               | CORP              | US        |      7888 | NS      | $525183.04    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Bruker Corporation                                    | BRUKER CORP COMMON STOCK USD.01                       | CUSIP: 116794108<br>LEI: LEBZ6VLQ6I8XB1NHVY15 | Long             | EC               | CORP              | US        |      3719 | NS      | $260776.28    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Builders FirstSource Inc.                             | BUILDERS FIRSTSOURCE INC COMMON STOCK USD.01          | CUSIP: 12008R107<br>LEI: 549300W0SKP6L3H7DP63 | Long             | EC               | CORP              | US        |      6597 | NS      | $525780.90    | 0.07%             |  |  |  | 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        |      2179 | NS      | $500799.57    | 0.07%             |  |  |  | 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        |      3759 | NS      | $461905.92    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| CBRE Group Inc.                                       | CBRE GROUP INC COMMON STOCK USD.01                    | CUSIP: 12504L109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     17006 | NS      | $1454183.06   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Carnival Corporation                                  | CARNIVAL CORP COMMON STOCK USD.01                     | CUSIP: 143658300<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | EC               | CORP              | US        |     20258 | NS      | $219191.56    | 0.03%             |  |  |  | No            |                  1 | On Loan: —       |
| Casey's General Stores Inc.                           | CASEY'S GENERAL STORES INC COMMON STOCK NPV           | CUSIP: 147528103<br>LEI: 549300CAFWSI86V66Q65 | Long             | EC               | CORP              | US        |       444 | NS      | $104744.04    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Catalent Inc.                                         | CATALENT INC COMMON STOCK USD.01                      | CUSIP: 148806102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5967 | NS      | $319532.85    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| DISH Network Corporation                              | DISH NETWORK CORP COMMON STOCK USD.01                 | CUSIP: 25470M109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     10258 | NS      | $147612.62    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| DocuSign Inc.                                         | DOCUSIGN INC COMMON STOCK USD.0001                    | CUSIP: 256163106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1879 | NS      | $113942.56    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Eversource Energy                                     | EVERSOURCE ENERGY COMMON STOCK USD5.0                 | CUSIP: 30040W108<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | EC               | CORP              | US        |     15132 | NS      | $1245817.56   | 0.16%             |  |  |  | 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        |      2961 | NS      | $199926.72    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Exelon Corporation                                    | EXELON CORP COMMON STOCK                              | CUSIP: 30161N101<br>LEI: 3SOUA6IRML7435B56G12 | Long             | EC               | CORP              | US        |     37732 | NS      | $1591913.08   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| FandG Annuities and Life Inc.                         | FandG ANNUITIES and LIFE INC COMMON STOCK             | CUSIP: 30190A104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       914 | NS      | $19614.44     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Expedia Group Inc.                                    | EXPEDIA GROUP INC COMMON STOCK USD.001                | CUSIP: 30212P303<br>LEI: CI7MUJI4USF3V0NJ1H64 | Long             | EC               | CORP              | US        |      4754 | NS      | $543382.20    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Exxon Mobil Corporation                               | EXXON MOBIL CORP COMMON STOCK                         | CUSIP: 30231G102<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Long             | EC               | CORP              | US        |     61278 | NS      | $7108860.78   | 0.93%             |  |  |  | No            |                  1 | On Loan: No      |
| FMC Corporation                                       | FMC CORP COMMON STOCK USD.1                           | CUSIP: 302491303<br>LEI: CKDHZ2X64EEBQCSP7013 | Long             | EC               | CORP              | US        |      5465 | NS      | $727555.45    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Meta Platforms Inc.                                   | FACEBOOK INC COMMON STOCK USD.000006                  | CUSIP: 30303M102<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | EC               | CORP              | US        |     34210 | NS      | $5096263.70   | 0.67%             |  |  |  | No            |                  1 | On Loan: No      |
| Fair Isaac Corporation                                | FAIR ISAAC CORP COMMON STOCK USD.01                   | CUSIP: 303250104<br>LEI: RI6HET5SJUEY30V1PS26 | Long             | EC               | CORP              | US        |       934 | NS      | $621997.30    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Fastenal Company                                      | FASTENAL CO COMMON STOCK USD.01                       | CUSIP: 311900104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     22856 | NS      | $1155370.80   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| F5 Inc.                                               | F5 NETWORKS INC COMMON STOCK                          | CUSIP: 315616102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2717 | NS      | $401192.22    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Ford Motor Company                                    | FORD MOTOR CO COMMON STOCK USD.01                     | CUSIP: 345370860<br>LEI: 20S05OYHG0MQM4VUIC57 | Long             | EC               | CORP              | US        |     78195 | NS      | $1056414.45   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Fortinet Inc.                                         | FORTINET INC COMMON STOCK USD.001                     | CUSIP: 34959E109<br>LEI: 549300O0QJWDBAS0QX03 | Long             | EC               | CORP              | US        |     18185 | NS      | $951802.90    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Fortive Corporation                                   | FORTIVE CORP COMMON STOCK USD.01                      | CUSIP: 34959J108<br>LEI: 549300MU9YQJYHDQEF63 | Long             | EC               | CORP              | US        |     12065 | NS      | $820781.95    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| The Goldman Sachs Group Inc.                          | GOLDMAN SACHS GROUP INC/THE COMMON STOCK USD.01       | CUSIP: 38141G104<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | EC               | CORP              | US        |      6103 | NS      | $2232538.43   | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Markel Corporation                                    | MARKEL CORP COMMON STOCK                              | CUSIP: 570535104<br>LEI: 549300SCNO12JLWIK605 | Long             | EC               | CORP              | US        |       483 | NS      | $680537.34    | 0.09%             |  |  |  | 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        |      6646 | NS      | $774059.62    | 0.10%             |  |  |  | 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        |     13957 | NS      | $1291720.35   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| The Procter and Gamble Company                        | PROCTER and GAMBLE CO/THE COMMON STOCK                | CUSIP: 742718109<br>LEI: 2572IBTT8CCZW6AU4141 | Long             | EC               | CORP              | US        |     35310 | NS      | $5027437.80   | 0.66%             |  |  |  | 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        |       634 | NS      | $35472.30     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| The Progressive Corporation                           | PROGRESSIVE CORP/THE COMMON STOCK USD1.0              | CUSIP: 743315103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     11223 | NS      | $1530256.05   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Prologis Inc.                                         | PROLOGIS INC REIT USD.01                              | CUSIP: 74340W103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     15084 | NS      | $1950059.52   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Prudential Financial Inc.                             | PRUDENTIAL FINANCIAL INC COMMON STOCK USD.01          | CUSIP: 744320102<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | EC               | CORP              | US        |     11365 | NS      | $1192643.10   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Public Service Enterprise Group Incorporated          | PUBLIC SERVICE ENTERPRISE GROU COMMON STOCK           | CUSIP: 744573106<br>LEI: PUSS41EMO3E6XXNV3U28 | Long             | EC               | CORP              | US        |     21443 | NS      | $1327964.99   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Public Storage                                        | PUBLIC STORAGE REIT USD.1                             | CUSIP: 74460D109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2131 | NS      | $648548.54    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| RH                                                    | RH COMMON STOCK USD.0001                              | CUSIP: 74967X103<br>LEI: 5493008MTS3OGGMHGK69 | Long             | EC               | CORP              | US        |       462 | NS      | $144139.38    | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| RPM International Inc.                                | RPM INTERNATIONAL INC COMMON STOCK USD.01             | CUSIP: 749685103<br>LEI: 549300TJCKW4BRXPJ474 | Long             | EC               | CORP              | US        |      5687 | NS      | $511318.17    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Rockwell Automation Inc.                              | ROCKWELL AUTOMATION INC COMMON STOCK USD1.0           | CUSIP: 773903109<br>LEI: VH3R4HHBHH12O0EXZJ88 | Long             | EC               | CORP              | US        |      5168 | NS      | $1457531.04   | 0.19%             |  |  |  | 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        |    302114 | NS      | $302113.51    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| SandP Global Inc.                                     | SandP GLOBAL INC COMMON STOCK USD1.0                  | CUSIP: 78409V104<br>LEI: Y6X4K52KMJMZE7I7MY94 | Long             | EC               | CORP              | US        |      5126 | NS      | $1921942.44   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| SBA Communications Corporation                        | SBA COMMUNICATIONS CORP REIT USD.01                   | CUSIP: 78410G104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2750 | NS      | $818207.50    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Sealed Air Corporation                                | SEALED AIR CORP COMMON STOCK USD.1                    | CUSIP: 81211K100<br>LEI: Q0M0CZB4YN6JZ65WXI09 | Long             | EC               | CORP              | US        |      3104 | NS      | $169975.04    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Sempra Energy                                         | SEMPRA ENERGY COMMON STOCK                            | CUSIP: 816851109<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | EC               | CORP              | US        |      6379 | NS      | $1022745.07   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| SentinelOne Inc.                                      | SENTINELONE INC COMMON STOCK USD.0001                 | CUSIP: 81730H109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1812 | NS      | $27343.08     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |

### Signature

**Date Signed:** 2023-02-28

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

**Signature:** /s/Salvatore Schiavone

**Name of Signer:** Salvatore Schiavone

**Title:** Treasurer