# EDGAR Filing Document

**Accession Number:** 0001478482
**File Stem:** 0001193125-25-219334
**Filing Date:** 2025-9
**Character Count:** 745828
**Document Hash:** 8d74d7505e3215dd4721148ab04d1748
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001193125-25-219334.hdr.sgml**: 20250926

**ACCESSION NUMBER**: 0001193125-25-219334

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 3

**CONFORMED PERIOD OF REPORT**: 20250731

**FILED AS OF DATE**: 20250926

**DATE AS OF CHANGE**: 20250926

**PERIOD START**: 20260430

**FILER**: 

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

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

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-22733
- **FILM NUMBER:** 251346134

**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 Emerging Markets ETF (Series ID: S000063017)

| Class ID   | Class Name                                    | Ticker Symbol   |
|:---|:---|:---|
| C000204467 | John Hancock Multifactor Emerging Markets ETF | JHEM            |

## Nport-Ex

![](imgc0d768611.gif)

#### Quarterly portfolio holdings

## John Hancock

## Multifactor ETFs
July 31, 2025

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

------

Funds' investments

#### MULTIFACTOR DEVELOPED INTERNATIONAL ETF

------

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

---

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

---

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

------

---

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

---

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

------

---

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

---

------

---

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

---

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

------

---

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

---

------

---

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

---

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

------

---

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

---

------

---

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

---

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

------

---

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

---

------

---

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

---

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

------

---

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

---

------

---

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

---

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

------

---

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

---

---

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

---

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

---

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

---

#### MULTIFACTOR EMERGING MARKETS ETF

------

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

---

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

---

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

------

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

------

---

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

---

------

---

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

---

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

------

---

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

---

------

---

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

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

------

---

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

---

------

---

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

---

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

------

---

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

---

------

---

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

---

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

------

---

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

---

------

---

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

---

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

------

---

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

---

------

---

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

---

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

------

---

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

---

------

---

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

---

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

------

---

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

---

------

---

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

---

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

------

---

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

---

------

---

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

---

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

------

---

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

---

------

---

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

---

---

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

---

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

---

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

---

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

------

#### MULTIFACTOR LARGE CAP ETF

------

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

---

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

---

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

------

---

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

---

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

------

---

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

---

------

---

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

---

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

------

---

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

---

------

---

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

---

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

------

---

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

---

------

---

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

---

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

------

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

---

------

---

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

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

------

---

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

---

------

---

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

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

------

---

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

---

------

---

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

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

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

---

------

---

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

---

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

------

---

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

---

------

---

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

---

---

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

---

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

------

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

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

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

#### MULTIFACTOR MID CAP ETF

------

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

---

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

---

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

------

---

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

---

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

------

---

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

---

------

---

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

---

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

------

---

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

---

------

---

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

---

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

------

---

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

---

------

---

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

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

------

---

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

---

------

---

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

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

------

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

---

------

---

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

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

------

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

---

------

---

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

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

------

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

---

------

---

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

---

---

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

---

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

------

#### MULTIFACTOR SMALL CAP ETF

------

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

---

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

---

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

------

---

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

---

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

------

---

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

---

------

---

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

---

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

------

---

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

---

------

---

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

---

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

------

---

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

---

------

---

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

---

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

------

---

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

---

------

---

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

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

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---

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

---

------

---

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

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

------

---

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

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

------

Notes to Funds' investments (unaudited)

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

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

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

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

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

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

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

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

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

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------

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

---

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

---

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

---

---

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

---

------

---

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

---

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

---

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

---

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** John Hancock Exchange-Traded Fund Trust

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

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

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

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

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

  - **City:** Boston

  - **State:** MA

  - **Foreign country:** US

  - **Zip / Postal Code:** 02116

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

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

- **a. Name of Series:** John Hancock Multifactor Emerging Markets ETF

- **b. EDGAR series identifier (if any):** S000063017

- **c. LEI of Series:** 549300US1GNMBSYP4G11

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

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

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

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $623999733.33

**Total Liabilities:** $8965720.65

**Net Assets:** $615034012.68

**Cash Not Reported:** $3040093.87

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000204467 | 4.18%                | 5.29%                | 1.36%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $1106278.17              | $21949048.51                               |
| Month 2  | $1914144.87              | $27478160.61                               |
| Month 3  | $1153485.78              | $4233704.54                                |

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| Petronas Dagangan Berhad                                               | PETRONAS DAGANGAN BHD COMMON STOCK                      | CUSIP: 669593907<br>LEI: N/A                  | Long             | EC               | CORP              | MY        |     49600 | NS      | $250965.53    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Pou Chen Corporation                                                   | POU CHEN CORP COMMON STOCK TWD10.0                      | CUSIP: 669615908<br>LEI: N/A                  | Long             | EC               | CORP              | TW        |    343000 | NS      | $325216.52    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Delta Electronics Inc.                                                 | DELTA ELECTRONICS INC COMMON STOCK TWD10.0              | CUSIP: 626073902<br>LEI: N/A                  | Long             | EC               | CORP              | TW        |    126000 | NS      | $2393567.30   | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| Hindustan Unilever Limited                                             | HINDUSTAN UNILEVER LTD COMMON STOCK INR1.0              | CUSIP: 626167902<br>LEI: 5493007IW5N37IKRPM32 | Long             | EC               | CORP              | IN        |     75098 | NS      | $2163813.43   | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| NCSoft Corporation                                                     | NCSOFT CORP COMMON STOCK KRW500.0                       | CUSIP: 626418909<br>LEI: N/A                  | Long             | EC               | CORP              | KR        |      1273 | NS      | $177805.09    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Apollo Hospitals Enterprise Limited                                    | APOLLO HOSPITALS ENTERPRISE LT COMMON STOCK INR5.0      | CUSIP: 627358906<br>LEI: N/A                  | Long             | EC               | CORP              | IN        |      9836 | NS      | $842921.30    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Gold Fields Limited                                                    | GOLD FIELDS LTD COMMON STOCK ZAR.5                      | CUSIP: 628021909<br>LEI: N/A                  | Long             | EC               | CORP              | ZA        |     79113 | NS      | $1928550.28   | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Caixa Seguridade Participacoes S/A                                     | CAIXA SEGURIDADE PARTICIPACOES COMMON STOCK             | CUSIP: BMDWWN902<br>LEI: N/A                  | Long             | EC               | CORP              | BR        |     29900 | NS      | $73594.41     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Nongfu Spring Co. Ltd.                                                 | NONGFU SPRING CO LTD COMMON STOCK CNY.1                 | CUSIP: BMGWW3903<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |    116200 | NS      | $672775.80    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Astor Transformator Enerji Turizm Insaat Ve Petrol Sanayi Ticaret A.S. | ASTOR TRANSFORMATOR ENERJI TUR COMMON STOCK             | CUSIP: BMHB9P905<br>LEI: N/A                  | Long             | EC               | CORP              | TR        |     10177 | NS      | $26224.08     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Tencent Holdings Limited                                               | TENCENT HOLDINGS LTD COMMON STOCK HKD.00002             | CUSIP: BMMV2K903<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |    347800 | NS      | $24368152.87  | 3.96%             |  |  |  | No            |                  1 | On Loan: No      |
| Bajaj Finserv Limited                                                  | BAJAJ FINSERV LTD COMMON STOCK INR1.0                   | CUSIP: BMTWGK909<br>LEI: N/A                  | Long             | EC               | CORP              | IN        |     23923 | NS      | $533086.33    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Arabian Internet and Communications Services Company                   | ARABIAN INTERNET and COMMUNICATI COMMON STOCK           | CUSIP: BMVH0Q903<br>LEI: N/A                  | Long             | EC               | CORP              | SA        |      1980 | NS      | $125996.64    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| TIM S.A.                                                               | TIM SA/BRAZIL COMMON STOCK                              | CUSIP: BN71RB907<br>LEI: N/A                  | Long             | EC               | CORP              | BR        |    112900 | NS      | $417636.53    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| PTT Oil and Retail Business Public Co. Ltd.                            | PTT OIL and RETAIL BUSINESS PCL NVDR THB10.0            | CUSIP: BN73M6909<br>LEI: N/A                  | Long             | EC               | CORP              | TH        |    252200 | NS      | $107269.89    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Riyadh Cables Group Company                                            | RIYADH CABLES GROUP CO COMMON STOCK SAR10.0             | CUSIP: BNBPXW906<br>LEI: N/A                  | Long             | EC               | CORP              | SA        |      3496 | NS      | $122277.52    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Rede D'Or Sao Luiz S.A.                                                | REDE D'OR SAO LUIZ SA COMMON STOCK                      | CUSIP: BNDQ8P905<br>LEI: N/A                  | Long             | EC               | CORP              | BR        |     49336 | NS      | $286399.16    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| APL Apollo Tubes Limited                                               | APL APOLLO TUBES LTD COMMON STOCK INR2.0                | CUSIP: BNDTGN905<br>LEI: N/A                  | Long             | EC               | CORP              | IN        |     14992 | NS      | $273830.39    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Indian Renewable Energy Development Agency Limited                     | INDIAN RENEWABLE ENERGY DEVELO COMMON STOCK INR10.0     | CUSIP: BNDWFY905<br>LEI: N/A                  | Long             | EC               | CORP              | IN        |     32742 | NS      | $55112.75     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Range Intelligent Computing Technology Group Company Limited           | RANGE INTELLIGENT COMPUTING TE COMMON STOCK CNY1.0      | CUSIP: BNHPCQ906<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |      3700 | NS      | $25611.78     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Cambricon Technologies Corporation Limited                             | CAMBRICON TECHNOLOGIES CORP LT COMMON STOCK CNY1.0      | CUSIP: BNHPMD904<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |      1017 | NS      | $100315.80    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| JD Logistics Inc.                                                      | JD LOGISTICS INC COMMON STOCK USD.000025                | CUSIP: BNMBPD906<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |    205900 | NS      | $358292.23    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Shenzhen Transsion Holdings Co. Ltd.                                   | SHENZHEN TRANSSION HOLDINGS CO COMMON STOCK CNY1.0      | CUSIP: BNR4NP902<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |      4851 | NS      | $51410.66     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Beijing Kingsoft Office Software Inc.                                  | BEIJING KINGSOFT OFFICE SOFTWA COMMON STOCK CNY1.0      | CUSIP: BNR4NQ900<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |      1215 | NS      | $52955.34     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| LG Energy Solution Ltd.                                                | LG ENERGY SOLUTION LTD COMMON STOCK KRW500.0            | CUSIP: BNSP8W906<br>LEI: N/A                  | Long             | EC               | CORP              | KR        |      1639 | NS      | $452060.50    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Jubilant FoodWorks Limited                                             | JUBILANT FOODWORKS LTD COMMON STOCK INR2.0              | CUSIP: BNVYT9901<br>LEI: N/A                  | Long             | EC               | CORP              | IN        |     24120 | NS      | $179112.83    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Trip.com Group Limited                                                 | TRIP.COM GROUP LTD COMMON STOCK USD.00125               | CUSIP: BNYK8H903<br>LEI: N/A                  | Long             | EC               | CORP              | SG        |     51750 | NS      | $3243439.49   | 0.53%             |  |  |  | No            |                  1 | On Loan: No      |
| Anhui Jianghuai Automobile Group Corp.Ltd.                             | ANHUI JIANGHUAI AUTOMOBILE GRO COMMON STOCK CNY1.0      | CUSIP: BP3R1R902<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |      3300 | NS      | $22709.89     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Industrial Bank Co.Ltd.                                                | INDUSTRIAL BANK CO LTD COMMON STOCK CNY1.0              | CUSIP: BP3R29901<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |    119400 | NS      | $375817.26    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Shanghai Pudong Development Bank Co. Ltd.                              | SHANGHAI PUDONG DEVELOPMENT BA COMMON STOCK CNY1.0      | CUSIP: BP3R2B906<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |    177400 | NS      | $315935.71    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| SAIC Motor Corporation Limited                                         | SAIC MOTOR CORP LTD COMMON STOCK CNY1.0                 | CUSIP: BP3R2D902<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |     37700 | NS      | $90045.18     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Inner Mongolia Yili Industrial Group Co. Ltd.                          | INNER MONGOLIA YILI INDUSTRIAL COMMON STOCK CNY1.0      | CUSIP: BP3R2V902<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |     36900 | NS      | $140614.91    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank of Beijing Co. Ltd.                                               | BANK OF BEIJING CO LTD COMMON STOCK CNY1.0              | CUSIP: BP3R2W900<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |    118300 | NS      | $106081.69    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Baoshan Iron and Steel Co. Ltd.                                        | BAOSHAN IRON and STEEL CO LTD COMMON STOCK CNY1.0       | CUSIP: BP3R2Y906<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |    170200 | NS      | $173680.71    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Poly Developments and Holdings Group Co.Ltd.                           | POLY DEVELOPMENTS AND HOLDINGS COMMON STOCK CNY1.0      | CUSIP: BP3R33903<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |     94800 | NS      | $105173.71    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Tata Steel Limited                                                     | TATA STEEL LTD COMMON STOCK INR1.0                      | CUSIP: BPQWCZ906<br>LEI: N/A                  | Long             | EC               | CORP              | IN        |   1011984 | NS      | $1817207.25   | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Glenmark Pharmaceuticals Limited                                       | GLENMARK PHARMACEUTICALS LTD COMMON STOCK INR1.0        | CUSIP: 669875908<br>LEI: N/A                  | Long             | EC               | CORP              | IN        |     10200 | NS      | $246235.71    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| PAO NOVATEK                                                            | NOVATEK PJSC GDR                                        | CUSIP: 669888109<br>LEI: N/A                  | Long             | EC               | CORP              | RU        |        50 | NS      | $0.00         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Uni-President Enterprises Corp.                                        | UNI-PRESIDENT ENTERPRISES CORP COMMON STOCK TWD10.0     | CUSIP: 670039007<br>LEI: N/A                  | Long             | EC               | CORP              | TW        |    445000 | NS      | $1180802.41   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Press Metal Aluminium Holdings Berhad                                  | PRESS METAL ALUMINIUM HOLDINGS COMMON STOCK             | CUSIP: 670113901<br>LEI: N/A                  | Long             | EC               | CORP              | MY        |    328500 | NS      | $411298.94    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| ABB India Limited                                                      | ABB INDIA LTD COMMON STOCK INR2.0                       | CUSIP: B1Y9QS902<br>LEI: N/A                  | Long             | EC               | CORP              | IN        |      3411 | NS      | $214709.16    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Companhia Energetica De Minas Gerais-Cemig                             | CIA ENERGETICA DE MINAS GERAIS PREFERENCE               | CUSIP: B1YBRG902<br>LEI: N/A                  | Long             | EP               | CORP              | BR        |    266726 | NS      | $492141.64    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Companhia Energetica De Minas Gerais-Cemig                             | CIA ENERGETICA DE MINAS GERAIS COMMON STOCK BRL5.0      | CUSIP: B1YBRK903<br>LEI: N/A                  | Long             | EC               | CORP              | BR        |     36578 | NS      | $96172.79     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Sunny Optical Technology (Group) Company Limited                       | SUNNY OPTICAL TECHNOLOGY GROUP COMMON STOCK HKD.1       | CUSIP: B1YBT0905<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |     90400 | NS      | $842389.81    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Companhia de Saneamento Basico do Estado de Sao Paulo - SABESP         | CIA DE SANEAMENTO BASICO DO ES COMMON STOCK             | CUSIP: B1YCHL900<br>LEI: N/A                  | Long             | EC               | CORP              | BR        |     34400 | NS      | $665505.18    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| DLF Limited                                                            | DLF LTD COMMON STOCK INR2.0                             | CUSIP: B1YLCV903<br>LEI: N/A                  | Long             | EC               | CORP              | IN        |     35151 | NS      | $314959.06    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| ANTA Sports Products Limited                                           | ANTA SPORTS PRODUCTS LTD COMMON STOCK HKD.1             | CUSIP: B1YVKN900<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |    157000 | NS      | $1800000.00   | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Aboitiz Power Corporation                                              | ABOITIZ POWER CORP COMMON STOCK PHP1.0                  | CUSIP: B1Z9Q9903<br>LEI: N/A                  | Long             | EC               | CORP              | PH        |    112600 | NS      | $83389.53     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Shaanxi Coal Industry Company Limited                                  | SHAANXI COAL INDUSTRY CO LTD COMMON STOCK CNY1.0        | CUSIP: 601225C11<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |     90100 | NS      | $252403.76    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| SK Innovation Co. Ltd.                                                 | SK INNOVATION CO LTD COMMON STOCK KRW5000.0             | CUSIP: B232R0909<br>LEI: N/A                  | Long             | EC               | CORP              | KR        |      5227 | NS      | $406686.83    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Power Grid Corporation of India Limited                                | POWER GRID CORP OF INDIA LTD COMMON STOCK INR10.0       | CUSIP: B233HS907<br>LEI: N/A                  | Long             | EC               | CORP              | IN        |    656229 | NS      | $2181842.73   | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| Pepkor Holdings Limited                                                | PEPKOR HOLDINGS LTD COMMON STOCK                        | CUSIP: BFXG36909<br>LEI: N/A                  | Long             | EC               | CORP              | ZA        |    149550 | NS      | $226527.00    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| The Bidvest Group Limited                                              | BIDVEST GROUP LTD COMMON STOCK ZAR.05                   | CUSIP: 610008906<br>LEI: N/A                  | Long             | EC               | CORP              | ZA        |     32972 | NS      | $433846.42    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Mahindra and Mahindra Limited                                          | MAHINDRA and MAHINDRA LTD COMMON STOCK INR5.0           | CUSIP: 610018905<br>LEI: N/A                  | Long             | EC               | CORP              | IN        |     87940 | NS      | $3209956.19   | 0.52%             |  |  |  | No            |                  1 | On Loan: No      |
| Hindustan Petroleum Corporation Limited                                | HINDUSTAN PETROLEUM CORP LTD COMMON STOCK INR10.0       | CUSIP: 610047904<br>LEI: N/A                  | Long             | EC               | CORP              | IN        |    109962 | NS      | $523833.30    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Yankuang Energy Group Company Limited                                  | YANKUANG ENERGY GROUP CO LTD COMMON STOCK CNY1.0        | CUSIP: 610989907<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |    478399 | NS      | $546045.23    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Tata Communications Limited                                            | TATA COMMUNICATIONS LTD COMMON STOCK INR10.0            | CUSIP: 611474909<br>LEI: N/A                  | Long             | EC               | CORP              | IN        |     10968 | NS      | $214304.76    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| GlaxoSmithKline Pharmaceuticals Limited                                | GLAXOSMITHKLINE PHARMACEUTICAL COMMON STOCK INR10.0     | CUSIP: 611798901<br>LEI: N/A                  | Long             | EC               | CORP              | IN        |      3005 | NS      | $107550.35    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Tata Consumer Products Limited                                         | TATA CONSUMER PRODUCTS LTD COMMON STOCK INR1.0          | CUSIP: 612148908<br>LEI: N/A                  | Long             | EC               | CORP              | IN        |     50454 | NS      | $617897.53    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Steel Authority of India Limited                                       | STEEL AUTHORITY OF INDIA LTD COMMON STOCK INR10.0       | CUSIP: 612149906<br>LEI: N/A                  | Long             | EC               | CORP              | IN        |    150940 | NS      | $213645.18    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Bajaj Holdings and Investment Limited                                  | BAJAJ HOLDINGS and INVESTMENT LT COMMON STOCK INR10.0   | CUSIP: 612414904<br>LEI: N/A                  | Long             | EC               | CORP              | IN        |      3922 | NS      | $629409.39    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Giga-Byte Technology Co. Ltd.                                          | GIGABYTE TECHNOLOGY CO LTD COMMON STOCK TWD10.0         | CUSIP: 612918904<br>LEI: N/A                  | Long             | EC               | CORP              | TW        |     39000 | NS      | $359326.58    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| GAIL (India) Limited                                                   | GAIL INDIA LTD COMMON STOCK INR10.0                     | CUSIP: 613340900<br>LEI: N/A                  | Long             | EC               | CORP              | IN        |    366707 | NS      | $743303.93    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Micro-Star International Company Limited                               | MICRO-STAR INTERNATIONAL CO LT COMMON STOCK TWD10.0     | CUSIP: 613345909<br>LEI: N/A                  | Long             | EC               | CORP              | TW        |     98000 | NS      | $472803.42    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Nanya Technology Corporation                                           | NANYA TECHNOLOGY CORP COMMON STOCK TWD10.0              | CUSIP: 628360901<br>LEI: N/A                  | Long             | EC               | CORP              | TW        |    172000 | NS      | $256725.02    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| PT Indofood Sukses Makmur Tbk                                          | INDOFOOD SUKSES MAKMUR TBK PT COMMON STOCK IDR100.0     | CUSIP: 628397903<br>LEI: N/A                  | Long             | EC               | CORP              | ID        |    573300 | NS      | $297015.04    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Globe Telecom Inc.                                                     | GLOBE TELECOM INC COMMON STOCK PHP50.0                  | CUSIP: 628486904<br>LEI: N/A                  | Long             | EC               | CORP              | PH        |      4369 | NS      | $125080.02    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Chunghwa Telecom Co. Ltd.                                              | CHUNGHWA TELECOM CO LTD COMMON STOCK TWD10.0            | CUSIP: 628784902<br>LEI: N/A                  | Long             | EC               | CORP              | TW        |    329000 | NS      | $1421928.13   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Airtac International Group                                             | AIRTAC INTERNATIONAL GROUP COMMON STOCK TWD10.0         | CUSIP: ACI00D6U4<br>LEI: N/A                  | Long             | EC               | CORP              | TW        |     13743 | NS      | $394137.13    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Korea Aerospace Industries Ltd.                                        | KOREA AEROSPACE INDUSTRIES LTD COMMON STOCK KRW5000.0   | CUSIP: ACI00OXJ5<br>LEI: N/A                  | Long             | EC               | CORP              | KR        |      5517 | NS      | $375942.10    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Tata Motors Limited                                                    | TATA MOTORS LTD A DVR COMMON STOCK INR2.0               | CUSIP: ACI00US24<br>LEI: N/A                  | Long             | EC               | CORP              | IN        |    179355 | NS      | $1364530.20   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Bharat Heavy Electricals Limited                                       | BHARAT HEAVY ELECTRICALS LTD COMMON STOCK INR2.0        | CUSIP: ACI00W574<br>LEI: N/A                  | Long             | EC               | CORP              | IN        |     86102 | NS      | $234523.18    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Taiwan Cooperative Financial Holding Co. Ltd.                          | TAIWAN COOPERATIVE FINANCIAL H COMMON STOCK TWD10.0     | CUSIP: ACI016NW5<br>LEI: N/A                  | Long             | EC               | CORP              | TW        |   1079720 | NS      | $918833.67    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Hankook Tire and Technology Co. Ltd.                                   | HANKOOK TIRE and TECHNOLOGY CO L COMMON STOCK KRW500.0  | CUSIP: ACI02DOT5<br>LEI: N/A                  | Long             | EC               | CORP              | KR        |     12400 | NS      | $397447.36    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Dallah Healthcare Company                                              | DALLAH HEALTHCARE CO COMMON STOCK SAR10.0               | CUSIP: ACI04GHP2<br>LEI: N/A                  | Long             | EC               | CORP              | SA        |      1502 | NS      | $54456.56     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| PT Sumber Alfaria Trijaya Tbk                                          | SUMBER ALFARIA TRIJAYA TBK PT COMMON STOCK IDR10.0      | CUSIP: ACI06G6Q0<br>LEI: N/A                  | Long             | EC               | CORP              | ID        |   1577000 | NS      | $222342.15    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Hanjin Kal Corp.                                                       | HANJIN KAL CORP COMMON STOCK KRW2500.0                  | CUSIP: ACI06H4D9<br>LEI: N/A                  | Long             | EC               | CORP              | KR        |      1024 | NS      | $80632.25     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Asian Paints Limited                                                   | ASIAN PAINTS LTD COMMON STOCK INR1.0                    | CUSIP: ACI06HHK9<br>LEI: N/A                  | Long             | EC               | CORP              | IN        |     41795 | NS      | $1140790.76   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| The Federal Bank Limited                                               | FEDERAL BANK LTD COMMON STOCK INR2.0                    | CUSIP: ACI06ZWB2<br>LEI: N/A                  | Long             | EC               | CORP              | IN        |    150079 | NS      | $348544.61    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Godrej Properties Limited                                              | GODREJ PROPERTIES LTD COMMON STOCK INR5.0               | CUSIP: ACI0793V7<br>LEI: N/A                  | Long             | EC               | CORP              | IN        |      6952 | NS      | $166826.57    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Silergy Corp.                                                          | SILERGY CORP COMMON STOCK TWD2.5                        | CUSIP: ACI07DFN3<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |     28000 | NS      | $304883.16    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Axis Bank Limited                                                      | AXIS BANK LTD COMMON STOCK INR2.0                       | CUSIP: ACI08ZVY1<br>LEI: 549300HVNWMJPOFVNI41 | Long             | EC               | CORP              | IN        |    190245 | NS      | $2320327.15   | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| Havells India Limited                                                  | HAVELLS INDIA LTD COMMON STOCK INR1.0                   | CUSIP: ACI096XH9<br>LEI: 549300U1LOGHTTNT7D47 | Long             | EC               | CORP              | IN        |     31070 | NS      | $531637.99    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Astral Limited                                                         | ASTRAL LTD COMMON STOCK INR1.0                          | CUSIP: ACI09FWB3<br>LEI: N/A                  | Long             | EC               | CORP              | IN        |     11142 | NS      | $177816.65    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| State Bank of India                                                    | STATE BANK OF INDIA COMMON STOCK INR1.0                 | CUSIP: ACI09YH11<br>LEI: 5493001JZ37UBBZF6L49 | Long             | EC               | CORP              | IN        |    162625 | NS      | $1477755.10   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Samsung CandT Corporation                                              | SAMSUNG CandT CORP COMMON STOCK KRW100.0                | CUSIP: ACI0B34K8<br>LEI: N/A                  | Long             | EC               | CORP              | KR        |      6780 | NS      | $823788.58    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank of Baroda                                                         | BANK OF BARODA COMMON STOCK INR2.0                      | CUSIP: ACI0BHS88<br>LEI: 549300CQ6M9Q0TJEZR23 | Long             | EC               | CORP              | IN        |     99269 | NS      | $269412.66    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Adani Energy Solutions Limited                                         | ADANI ENERGY SOLUTIONS LTD COMMON STOCK                 | CUSIP: ACI0CTDM6<br>LEI: 549300PLH866JQ6LXE52 | Long             | EC               | CORP              | IN        |     21474 | NS      | $198294.14    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Zydus Lifesciences Limited                                             | ZYDUS LIFESCIENCES LTD COMMON STOCK INR1.0              | CUSIP: ACI0H71Y6<br>LEI: N/A                  | Long             | EC               | CORP              | IN        |     41798 | NS      | $459975.42    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Meituan                                                                | MEITUAN COMMON STOCK USD.00001                          | CUSIP: ACI14YZ22<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |    310870 | NS      | $4815514.90   | 0.78%             |  |  |  | No            |                  1 | On Loan: No      |
| Britannia Industries Limited                                           | BRITANNIA INDUSTRIES LTD COMMON STOCK INR1.0            | CUSIP: ACI16NCF0<br>LEI: N/A                  | Long             | EC               | CORP              | IN        |     12066 | NS      | $794080.85    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Hyundai Autoever Corporation.                                          | HYUNDAI AUTOEVER CORP COMMON STOCK KRW500.0             | CUSIP: ACI19R350<br>LEI: N/A                  | Long             | EC               | CORP              | KR        |       246 | NS      | $27335.30     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Coca-Cola FEMSA S.A.B. de C.V.                                         | COCA-COLA FEMSA SAB DE CV UNIT                          | CUSIP: ACI1B9209<br>LEI: 5493008KEVFYPMGTXO33 | Long             | EC               | CORP              | MX        |     29200 | NS      | $243171.79    | 0.04%             |  |  |  | No            |                  1 | On Loan: —       |
| Hansoh Pharmaceutical Group Company Limited                            | HANSOH PHARMACEUTICAL GROUP CO COMMON STOCK HKD.00001   | CUSIP: ACI1CBBP8<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |     96000 | NS      | $432305.73    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Gujarat Fluorochemicals Limited                                        | GUJARAT FLUOROCHEMICALS LTD COMMON STOCK INR1.0         | CUSIP: ACI1DN974<br>LEI: N/A                  | Long             | EC               | CORP              | IN        |       991 | NS      | $40443.78     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Hitachi Energy India Ltd                                               | HITACHI ENERGY INDIA LTD COMMON STOCK INR2.0            | CUSIP: ACI1HHT06<br>LEI: N/A                  | Long             | EC               | CORP              | IN        |       555 | NS      | $127632.81    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Central Retail Corporation Public Company Limited                      | CENTRAL RETAIL CORP PCL NVDR THB1.0 A                   | CUSIP: ACI1J14Y2<br>LEI: N/A                  | Long             | EC               | CORP              | TH        |    417700 | NS      | $274802.63    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| SBI Cards and Payment Services Limited                                 | SBI CARDS and PAYMENT SERVICES L COMMON STOCK INR10.0   | CUSIP: ACI1KJR75<br>LEI: N/A                  | Long             | EC               | CORP              | IN        |     18925 | NS      | $174345.81    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| SK Biopharmaceuticals Co. Ltd.                                         | SK BIOPHARMACEUTICALS CO LTD COMMON STOCK KRW500.0      | CUSIP: ACI1N7283<br>LEI: N/A                  | Long             | EC               | CORP              | KR        |      1901 | NS      | $135296.15    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| JD Health International Inc.                                           | JD HEALTH INTERNATIONAL INC COMMON STOCK USD.0000005    | CUSIP: ACI1T0T00<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |     70900 | NS      | $454301.91    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Eternal Limited                                                        | ETERNAL LTD COMMON STOCK INR1.0                         | CUSIP: ACI1VLX06<br>LEI: N/A                  | Long             | EC               | CORP              | IN        |    252331 | NS      | $889652.30    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Cochin Shipyard Limited                                                | COCHIN SHIPYARD LTD COMMON STOCK INR5.0                 | CUSIP: ACI2MC5K1<br>LEI: N/A                  | Long             | EC               | CORP              | IN        |      1407 | NS      | $28429.52     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Canara Bank                                                            | CANARA BANK COMMON STOCK INR2.0                         | CUSIP: ACI2P0DV1<br>LEI: N/A                  | Long             | EC               | CORP              | IN        |    163773 | NS      | $200138.70    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Gulf Development Public Company Limited                                | GULF DEVELOPMENT PCL NVDR                               | CUSIP: ACI2VYLB5<br>LEI: N/A                  | Long             | EC               | CORP              | TH        |    404222 | NS      | $584439.70    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| SIEMENS ENERGY INDIA LIMITED                                           | SIEMENS ENERGY INDIA LTD COMMON STOCK                   | CUSIP: ACI2W0DW1<br>LEI: N/A                  | Long             | EC               | CORP              | IN        |      4143 | NS      | $152337.82    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Godrej Consumer Products Limited                                       | GODREJ CONSUMER PRODUCTS LTD COMMON STOCK INR1.0        | CUSIP: B1BDGY906<br>LEI: N/A                  | Long             | EC               | CORP              | IN        |     30595 | NS      | $439722.09    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Godrej Industries Limited                                              | GODREJ INDUSTRIES LTD COMMON STOCK INR1.0               | CUSIP: B1BFBC904<br>LEI: N/A                  | Long             | EC               | CORP              | IN        |      2492 | NS      | $32234.31     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Sahara International Petrochemical Company                             | SAHARA INTERNATIONAL PETROCHEM COMMON STOCK SAR10.0     | CUSIP: B1C1NH900<br>LEI: N/A                  | Long             | EC               | CORP              | SA        |     53056 | NS      | $253179.71    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| China Merchants Bank Co. Ltd.                                          | CHINA MERCHANTS BANK CO LTD COMMON STOCK CNY1.0         | CUSIP: B1DYPZ905<br>LEI: 549300MKO5B60FFIHF58 | Long             | EC               | CORP              | CN        |    331500 | NS      | $2153694.27   | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| Voltas Limited                                                         | VOLTAS LTD COMMON STOCK INR1.0                          | CUSIP: B1FCQX905<br>LEI: N/A                  | Long             | EC               | CORP              | IN        |      8639 | NS      | $130198.29    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Blue Star Limited                                                      | BLUE STAR LTD COMMON STOCK INR2.0                       | CUSIP: B1FDHG900<br>LEI: N/A                  | Long             | EC               | CORP              | IN        |      5448 | NS      | $108109.52    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Impala Platinum Holdings Limited                                       | IMPALA PLATINUM HOLDINGS LTD COMMON STOCK               | CUSIP: B1FFT7902<br>LEI: N/A                  | Long             | EC               | CORP              | ZA        |    106998 | NS      | $1017228.05   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| NHPC Limited                                                           | NHPC LTD COMMON STOCK INR10.0                           | CUSIP: B233LP908<br>LEI: N/A                  | Long             | EC               | CORP              | IN        |    232802 | NS      | $220899.30    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| The Indian Hotels Company Limited                                      | INDIAN HOTELS CO LTD/THE COMMON STOCK INR1.0            | CUSIP: B1FRT6908<br>LEI: N/A                  | Long             | EC               | CORP              | IN        |     43907 | NS      | $371585.83    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Industrial and Commercial Bank of China Limited                        | INDUSTRIAL and COMMERCIAL BANK O COMMON STOCK CNY1.0    | CUSIP: B1G1QD902<br>LEI: 5493002ERZU2K9PZDL40 | Long             | EC               | CORP              | CN        |   5460000 | NS      | $4187159.24   | 0.68%             |  |  |  | No            |                  1 | On Loan: No      |
| Kumba Iron Ore Limited                                                 | KUMBA IRON ORE LTD COMMON STOCK ZAR.0001                | CUSIP: B1G426907<br>LEI: N/A                  | Long             | EC               | CORP              | ZA        |      5213 | NS      | $86838.65     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Lotes Co. Ltd.                                                         | LOTES CO LTD COMMON STOCK TWD10.0                       | CUSIP: B1GJFG908<br>LEI: N/A                  | Long             | EC               | CORP              | TW        |      8000 | NS      | $380601.39    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| PGE Polska Grupa Energetyczna spolka akcyjna                           | PGE POLSKA GRUPA ENERGETYCZNA COMMON STOCK PLN10.25     | CUSIP: B544PW909<br>LEI: N/A                  | Long             | EC               | CORP              | PL        |    105797 | NS      | $343117.75    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Telefonica Brasil S.A.                                                 | TELEFONICA BRASIL S.A. PREF COMMON STOCK                | CUSIP: B6XFBX903<br>LEI: N/A                  | Long             | EC               | CORP              | BR        |    101200 | NS      | $569035.91    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| The Tata Power Company Limited                                         | TATA POWER CO LTD/THE COMMON STOCK INR1.0               | CUSIP: B6Z1L7908<br>LEI: N/A                  | Long             | EC               | CORP              | IN        |    153616 | NS      | $696893.49    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Asmedia Technology Inc.                                                | ASMEDIA TECHNOLOGY INC COMMON STOCK TWD10.0             | CUSIP: B6ZZQ6900<br>LEI: N/A                  | Long             | EC               | CORP              | TW        |      3000 | NS      | $191975.88    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| PT Kalbe Farma Tbk.                                                    | KALBE FARMA TBK PT COMMON STOCK IDR10.0                 | CUSIP: B7311V900<br>LEI: N/A                  | Long             | EC               | CORP              | ID        |   1424900 | NS      | $123829.05    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Zhen Ding Technology Holding Limited                                   | ZHEN DING TECHNOLOGY HOLDING L COMMON STOCK TWD10.0     | CUSIP: B734XQ900<br>LEI: N/A                  | Long             | EC               | CORP              | TW        |     87000 | NS      | $365809.53    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Raia Drogasil S.A.                                                     | RAIA DROGASIL SA COMMON STOCK                           | CUSIP: B7FQV6904<br>LEI: N/A                  | Long             | EC               | CORP              | BR        |    145072 | NS      | $349040.35    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank of Ningbo Co.Ltd.                                                 | BANK OF NINGBO CO LTD COMMON STOCK CNY1.0               | CUSIP: BD5CP0903<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |     55515 | NS      | $215101.43    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| China Merchants Expressway Network and Technology Holdings Co. Ltd.    | CHINA MERCHANTS EXPRESSWAY NET COMMON STOCK CNY1.0      | CUSIP: BFY8GC909<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |     21800 | NS      | $33974.89     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Huizhou Desay Sv Automotive Co. Ltd.                                   | HUIZHOU DESAY SV AUTOMOTIVE CO COMMON STOCK CNY1.0      | CUSIP: BFY8GX903<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |      3000 | NS      | $42370.95     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank of Chengdu Co. Ltd.                                               | BANK OF CHENGDU CO LTD COMMON STOCK CNY1.0              | CUSIP: BFYQHF901<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |     19100 | NS      | $49045.17     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Container Corporation of India Limited                                 | CONTAINER CORP OF INDIA LTD COMMON STOCK INR5.0         | CUSIP: BG0ZVG908<br>LEI: N/A                  | Long             | EC               | CORP              | IN        |     31221 | NS      | $205719.39    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Foxconn Industrial Internet Co. Ltd.                                   | FOXCONN INDUSTRIAL INTERNET CO COMMON STOCK CNY1.0      | CUSIP: BG20N9908<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |     55900 | NS      | $268973.43    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| B3 S.A. Brasil Bolsa Balcao B3 S.A.                                    | B3 SA - BRASIL BOLSA BALCAO COMMON STOCK                | CUSIP: BG36ZK906<br>LEI: 4GTK5S46E6H318LMDS44 | Long             | EC               | CORP              | BR        |    323400 | NS      | $726683.16    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Ambev S.A.                                                             | AMBEV SA COMMON STOCK                                   | CUSIP: BG7ZWY901<br>LEI: 549300TH5Q6VRP8OT012 | Long             | EC               | CORP              | BR        |    229200 | NS      | $510102.08    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| WuXi AppTec Co. Ltd.                                                   | WUXI APPTEC CO LTD COMMON STOCK CNY1.0                  | CUSIP: BGHH0L903<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |     33880 | NS      | $456193.12    | 0.07%             |  |  |  | No            |                  1 | On Loan: —       |
| Woori Financial Group Inc.                                             | WOORI FINANCIAL GROUP INC COMMON STOCK KRW5000.0        | CUSIP: BGHWH9909<br>LEI: N/A                  | Long             | EC               | CORP              | KR        |     96542 | NS      | $1719489.04   | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Aditya Birla Capital Limited                                           | ADITYA BIRLA CAPITAL LTD COMMON STOCK INR10.0           | CUSIP: BYVKT1904<br>LEI: N/A                  | Long             | EC               | CORP              | IN        |     54088 | NS      | $158376.37    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Wiwynn Corporation                                                     | WIWYNN CORP COMMON STOCK TWD10.0                        | CUSIP: BF4QXG904<br>LEI: N/A                  | Long             | EC               | CORP              | TW        |     17064 | NS      | $1580767.57   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Neoenergia S.A.                                                        | NEOENERGIA SA COMMON STOCK                              | CUSIP: BF8GMG904<br>LEI: N/A                  | Long             | EC               | CORP              | BR        |     14000 | NS      | $61290.87     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Hengli Petrochemical Co.Ltd.                                           | HENGLI PETROCHEMICAL CO LTD COMMON STOCK CNY1.0         | CUSIP: BFB4HL902<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |     55400 | NS      | $118996.51    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Satellite Chemical Co. Ltd.                                            | SATELLITE CHEMICAL CO LTD COMMON STOCK CNY1.0           | CUSIP: BFCCQG904<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |     22900 | NS      | $62145.73     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Shandong Gold Mining Co. Ltd.                                          | SHANDONG GOLD MINING CO LTD COMMON STOCK CNY1.0         | CUSIP: BFD209909<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |     52720 | NS      | $163532.74    | 0.03%             |  |  |  | No            |                  1 | On Loan: —       |
| Zhongji Innolight Co. Ltd.                                             | ZHONGJI INNOLIGHT CO LTD COMMON STOCK CNY1.0            | CUSIP: BFFJRM902<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |      4560 | NS      | $137955.71    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Emperador Inc.                                                         | EMPERADOR INC COMMON STOCK PHP1.0                       | CUSIP: BFG0SH902<br>LEI: N/A                  | Long             | EC               | CORP              | PH        |     43000 | NS      | $11941.88     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Fubon Financial Holding Co. Ltd.                                       | FUBON FINANCIAL HOLDING CO LTD COMMON STOCK TWD10.0     | CUSIP: 641167903<br>LEI: 549300G7Y2TS2XNIB476 | Long             | EC               | CORP              | TW        |    764171 | NS      | $2109647.05   | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| Hua Nan Financial Holdings Co. Ltd.                                    | HUA NAN FINANCIAL HOLDINGS CO COMMON STOCK TWD10.0      | CUSIP: 641187901<br>LEI: N/A                  | Long             | EC               | CORP              | TW        |   1478908 | NS      | $1422050.74   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Advanced Info Service Public Company Limited                           | ADVANCED INFO SERVICE PCL NVDR THB1.0                   | CUSIP: 641260906<br>LEI: N/A                  | Long             | EC               | CORP              | TH        |    100200 | NS      | $892233.78    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Hotai Motor Co. Ltd.                                                   | HOTAI MOTOR CO LTD COMMON STOCK TWD10.0                 | CUSIP: 641716907<br>LEI: N/A                  | Long             | EC               | CORP              | TW        |     32820 | NS      | $606973.45    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Home Product Center Public Company Limited                             | HOME PRODUCT CENTER PCL NVDR THB1.0                     | CUSIP: 641855903<br>LEI: N/A                  | Long             | EC               | CORP              | TH        |    403300 | NS      | $88237.30     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Exxaro Resources Limited                                               | EXXARO RESOURCES LTD SP ADR COMMON STOCK ZAR.01         | CUSIP: 641880901<br>LEI: N/A                  | Long             | EC               | CORP              | ZA        |     25058 | NS      | $220723.81    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Delta Electronics (Thailand) Public Company Limited                    | DELTA ELECTRONICS THAILAND PCL NVDR THB.1               | CUSIP: 641893904<br>LEI: N/A                  | Long             | EC               | CORP              | TH        |    323900 | NS      | $1447044.06   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Posco Future M Co. Ltd.                                                | POSCO FUTURE M CO LTD COMMON STOCK KRW500.0             | CUSIP: 641945902<br>LEI: N/A                  | Long             | EC               | CORP              | KR        |      2310 | NS      | $237362.99    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| PTT Public Company Limited                                             | PTT PCL NVDR THB1.0                                     | CUSIP: 642040901<br>LEI: 549300QOGMPTKB6W7G56 | Long             | EC               | CORP              | TH        |    826300 | NS      | $840712.21    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Far EasTone Telecommunications Co. Ltd.                                | FAR EASTONE TELECOMMUNICATIONS COMMON STOCK TWD10.0     | CUSIP: 642185904<br>LEI: N/A                  | Long             | EC               | CORP              | TW        |    204000 | NS      | $558398.53    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Yuanta Financial Holding Co. Ltd.                                      | YUANTA FINANCIAL HOLDING CO LT COMMON STOCK TWD10.0     | CUSIP: 642411904<br>LEI: N/A                  | Long             | EC               | CORP              | TW        |   1733553 | NS      | $1812106.66   | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Orient Overseas (International) Limited                                | ORIENT OVERSEAS INTERNATIONAL COMMON STOCK USD.1        | CUSIP: 665911905<br>LEI: N/A                  | Long             | EC               | CORP              | HK        |     18000 | NS      | $324458.60    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| E Ink Holdings Inc.                                                    | E INK HOLDINGS INC COMMON STOCK TWD10.0                 | CUSIP: 674428909<br>LEI: N/A                  | Long             | EC               | CORP              | TW        |     73000 | NS      | $503827.79    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| International Games System Co. Ltd.                                    | INTERNATIONAL GAMES SYSTEM CO COMMON STOCK TWD10.0      | CUSIP: 674480900<br>LEI: N/A                  | Long             | EC               | CORP              | TW        |     20000 | NS      | $526677.28    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Ruentex Development Co. Ltd.                                           | RUENTEX DEVELOPMENT CO LTD COMMON STOCK TWD10.0         | CUSIP: 674842901<br>LEI: N/A                  | Long             | EC               | CORP              | TW        |    156250 | NS      | $156786.58    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Taiwan Semiconductor Manufacturing Company Limited                     | TAIWAN SEMICONDUCTOR MANUFACTU COMMON STOCK TWD10.0     | CUSIP: 688910900<br>LEI: N/A                  | Long             | EC               | CORP              | TW        |    725000 | NS      | $28176564.20  | 4.58%             |  |  |  | No            |                  1 | On Loan: No      |
| United Microelectronics Corporation                                    | UNITED MICROELECTRONICS CORP COMMON STOCK TWD10.0       | CUSIP: 691662902<br>LEI: N/A                  | Long             | EC               | CORP              | TW        |   1119000 | NS      | $1557733.48   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Walsin Lihwa Corporation                                               | WALSIN LIHWA CORP COMMON STOCK TWD10.0                  | CUSIP: 693657900<br>LEI: N/A                  | Long             | EC               | CORP              | TW        |    277400 | NS      | $209112.99    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| China Resources Beer (Holdings) Company Limited                        | CHINA RESOURCES BEER HOLDIN COMMON STOCK                | CUSIP: 697245009<br>LEI: N/A                  | Long             | EC               | CORP              | HK        |    203500 | NS      | $677901.27    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| PDD Holdings Inc.                                                      | PDD HOLDINGS INC ADR USD.00002                          | CUSIP: 722304102<br>LEI: N/A                  | Long             | EC               | CORP              | IE        |     72357 | NS      | $8208901.65   | 1.33%             |  |  |  | No            |                  1 | On Loan: No      |
| CD Projekt S.A.                                                        | CD PROJEKT SA COMMON STOCK PLN1.0                       | CUSIP: 730221900<br>LEI: N/A                  | Long             | EC               | CORP              | PL        |      3078 | NS      | $207068.45    | 0.03%             |  |  |  | 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        |    848518 | NS      | $848517.89    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Sasol Limited                                                          | SASOL LTD COMMON STOCK                                  | CUSIP: 803866102<br>LEI: N/A                  | Long             | EC               | CORP              | ZA        |     62005 | NS      | $321366.44    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Akbank Turk A.S.                                                       | AKBANK TAS COMMON STOCK TRY1.0                          | CUSIP: B03MN7908<br>LEI: N/A                  | Long             | EC               | CORP              | TR        |    272546 | NS      | $453202.65    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Anadolu Efes Biracilik ve Malt Sanayii Anonim Sirketi                  | ANADOLU EFES BIRACILIK VE MALT COMMON STOCK TRY1.0      | CUSIP: B03MNV905<br>LEI: N/A                  | Long             | EC               | CORP              | TR        |     27203 | NS      | $10159.33     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Arcelik A.S.                                                           | ARCELIK AS COMMON STOCK TRY1.0                          | CUSIP: B03MP1909<br>LEI: N/A                  | Long             | EC               | CORP              | TR        |      4769 | NS      | $14697.16     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ASELSAN Elektronik Sanayi ve Ticaret Anonim Sirketi                    | ASELSAN ELEKTRONIK SANAYI VE T COMMON STOCK TRY1.0      | CUSIP: B03MP4903<br>LEI: N/A                  | Long             | EC               | CORP              | TR        |     55360 | NS      | $255027.22    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Enka Insaat ve Sanayi Anonim Sirketi                                   | ENKA INSAAT VE SANAYI AS COMMON STOCK TRY1.0            | CUSIP: B03MS6905<br>LEI: N/A                  | Long             | EC               | CORP              | TR        |    143489 | NS      | $246023.56    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Eregli Demir ve Celik Fabrikalari Turk Anonim Sirketi                  | EREGLI DEMIR VE CELIK FABRIKAL COMMON STOCK TRY1.0      | CUSIP: B03MS9909<br>LEI: N/A                  | Long             | EC               | CORP              | TR        |    218566 | NS      | $143869.23    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| China Merchants Shekou Industrial Zone Holdings Co.Ltd                 | CHINA MERCHANTS SHEKOU INDUSTR COMMON STOCK CNY1.0      | CUSIP: BD5CPM905<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |     38000 | NS      | $45961.99     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Gree Electric Appliances Inc. of Zhuhai                                | GREE ELECTRIC APPLIANCES INC O COMMON STOCK CNY1.0      | CUSIP: BD5CPN903<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |     53400 | NS      | $338682.31    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Midea Group Co. Ltd.                                                   | MIDEA GROUP CO LTD COMMON STOCK CNY1.0                  | CUSIP: BD5CPP908<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |     28900 | NS      | $282012.96    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Guosen Securities Co.Ltd.                                              | GUOSEN SECURITIES CO LTD COMMON STOCK CNY1.0            | CUSIP: BD5CPR904<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |     32400 | NS      | $59728.90     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Ping An Bank Co. Ltd.                                                  | PING AN BANK CO LTD COMMON STOCK CNY1.0                 | CUSIP: BD5CPS902<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |    112900 | NS      | $191962.49    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Wens Foodstuff Group Co. Ltd.                                          | WENS FOODSTUFF GROUP CO LTD COMMON STOCK CNY1.0         | CUSIP: BD5CPT900<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |     44500 | NS      | $107091.02    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| NAURA Technology Group Co. Ltd.                                        | NAURA TECHNOLOGY GROUP CO LTD COMMON STOCK CNY1.0       | CUSIP: BD5LYF900<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |      2295 | NS      | $106950.47    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Anhui Gujing Distillery Company Limited                                | ANHUI GUJING DISTILLERY CO LTD COMMON STOCK CNY1.0      | CUSIP: BD5M1G902<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |      2671 | NS      | $51166.72     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| LTIMindtree Limited                                                    | LTIMINDTREE LTD COMMON STOCK INR1.0                     | CUSIP: BD6F8V906<br>LEI: N/A                  | Long             | EC               | CORP              | IN        |      8081 | NS      | $471029.39    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| CNPC Capital Company Limited                                           | CNPC CAPITAL CO LTD COMMON STOCK CNY1.0                 | CUSIP: BD6QTV909<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |     15200 | NS      | $18300.27     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| S. F. Holding Co. Ltd.                                                 | SF HOLDING CO LTD COMMON STOCK CNY1.0                   | CUSIP: BD73M3908<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |     37100 | NS      | $237261.74    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Petroleo Brasileiro S.A. PETROBRAS                                     | PETROLEO BRASILEIRO SA - PETRO PREFERENCE               | CUSIP: 268453008<br>LEI: 5493000J801JZRCMFE49 | Long             | EP               | CORP              | BR        |    548700 | NS      | $3198965.45   | 0.52%             |  |  |  | No            |                  1 | On Loan: No      |
| Sociedad Quimica y Minera de Chile S.A.                                | SOCIEDAD QUIMICA Y MINERA DE C PREFERENCE               | CUSIP: 271830903<br>LEI: TJ88LXZZW5PWIN93ZC81 | Long             | EP               | CORP              | CL        |      8714 | NS      | $318359.87    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Grupo Financiero Inbursa S.A.B. de C.V.                                | GRUPO FINANCIERO INBURSA SAB D COMMON STOCK MXN.4137108 | CUSIP: 282239904<br>LEI: N/A                  | Long             | EC               | CORP              | MX        |    253940 | NS      | $655198.51    | 0.11%             |  |  |  | No            |                  1 | On Loan: —       |
| Arca Continental S.A.B. de C.V.                                        | ARCA CONTINENTAL SAB DE CV COMMON STOCK                 | CUSIP: 282388909<br>LEI: N/A                  | Long             | EC               | CORP              | MX        |     37764 | NS      | $394477.71    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| SK Bioscience Co.Ltd.                                                  | SK BIOSCIENCE CO LTD COMMON STOCK KRW500.0              | CUSIP: ACI1WBRX2<br>LEI: N/A                  | Long             | EC               | CORP              | KR        |      1141 | NS      | $37641.15     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Dixon Technologies (India) Limited                                     | DIXON TECHNOLOGIES INDIA LTD COMMON STOCK INR2.0        | CUSIP: ACI1WH5K1<br>LEI: N/A                  | Long             | EC               | CORP              | IN        |      2425 | NS      | $465684.16    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Macrotech Developers Limited                                           | MACROTECH DEVELOPERS LTD COMMON STOCK INR10.0           | CUSIP: ACI1WZM14<br>LEI: N/A                  | Long             | EC               | CORP              | IN        |     11933 | NS      | $168508.35    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Tencent Music Entertainment Group                                      | TENCENT MUSIC ENTERTAINMENT GR ADR USD.000083           | CUSIP: 88034P109<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |     57828 | NS      | $1213809.72   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| PI Industries Limited                                                  | PI INDUSTRIES LTD COMMON STOCK INR1.0                   | CUSIP: 922DBM908<br>LEI: N/A                  | Long             | EC               | CORP              | IN        |      5913 | NS      | $286204.08    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Avenue Supermarts Limited                                              | AVENUE SUPERMARTS LTD COMMON STOCK INR10.0              | CUSIP: 931CTV900<br>LEI: N/A                  | Long             | EC               | CORP              | IN        |      7693 | NS      | $373414.42    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| SD Guthrie Berhad                                                      | SD GUTHRIE BHD COMMON STOCK                             | CUSIP: 932GJZ902<br>LEI: N/A                  | Long             | EC               | CORP              | MY        |    269838 | NS      | $301788.34    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| True Corporation Public Company Limited                                | TRUE CORP PCL NVDR THB4.0                               | CUSIP: 952JZG004<br>LEI: N/A                  | Long             | EC               | CORP              | TH        |    913600 | NS      | $290741.74    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Adani Total Gas Limited                                                | ADANI TOTAL GAS LTD COMMON STOCK INR1.0                 | CUSIP: 963GRS901<br>LEI: N/A                  | Long             | EC               | CORP              | IN        |     15040 | NS      | $103693.35    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| WuXi Biologics (Cayman) Inc.                                           | WUXI BIOLOGICS CAYMAN INC COMMON STOCK USD.00001        | CUSIP: 967JXD907<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |    250000 | NS      | $1025477.71   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Bangkok Expressway and Metro Public Company Limited                    | BANGKOK EXPRESSWAY and METRO PCL NVDR THB1.0            | CUSIP: 976LYS907<br>LEI: N/A                  | Long             | EC               | CORP              | TH        |    585100 | NS      | $99366.74     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Krafton Inc.                                                           | KRAFTON INC COMMON STOCK KRW100.0                       | CUSIP: ACI1YN9K2<br>LEI: N/A                  | Long             | EC               | CORP              | KR        |      2413 | NS      | $571582.42    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Indian Railway Catering and Tourism Corporation Limited                | INDIAN RAILWAY CATERING and TOUR COMMON STOCK INR2.0    | CUSIP: BL6C48900<br>LEI: N/A                  | Long             | EC               | CORP              | IN        |     23490 | NS      | $194894.70    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Yum China Holdings Inc.                                                | YUM CHINA HOLDINGS INC COMMON STOCK USD.01              | CUSIP: 98850P109<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |     47150 | NS      | $2194727.39   | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| Pegatron Corporation                                                   | PEGATRON CORP COMMON STOCK TWD10.0                      | CUSIP: ACI003EU7<br>LEI: N/A                  | Long             | EC               | CORP              | TW        |    291000 | NS      | $779964.82    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| China Tourism Group Duty Free Corporation Limited                      | CHINA TOURISM GROUP DUTY FREE COMMON STOCK CNY1.0       | CUSIP: BLB6P5900<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |      8200 | NS      | $59436.94     | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Persistent Systems Limited                                             | PERSISTENT SYSTEMS LTD COMMON STOCK INR10.0             | CUSIP: BLC87W906<br>LEI: N/A                  | Long             | EC               | CORP              | IN        |      9340 | NS      | $549532.50    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| PT Indofood CBP Sukses Makmur Tbk                                      | INDOFOOD CBP SUKSES MAKMUR TBK COMMON STOCK IDR50.0     | CUSIP: ACI008XP6<br>LEI: N/A                  | Long             | EC               | CORP              | ID        |    180600 | NS      | $107558.80    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Shenzhou International Group Holdings Limited                          | SHENZHOU INTERNATIONAL GROUP H COMMON STOCK HKD.1       | CUSIP: B0MP1B905<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |    111300 | NS      | $806038.85    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Kuaishou Technology                                                    | KUAISHOU TECHNOLOGY COMMON STOCK USD.0000053            | CUSIP: BLC90T908<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |    264600 | NS      | $2595439.49   | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| Haier Smart Home Co. Ltd.                                              | HAIER SMART HOME CO LTD COMMON STOCK CNY1.0             | CUSIP: BLD4QD905<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |    322200 | NS      | $1013801.27   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| WPG Holdings Limited                                                   | WPG HOLDINGS LTD COMMON STOCK TWD10.0                   | CUSIP: B0P6L8909<br>LEI: N/A                  | Long             | EC               | CORP              | TW        |    100000 | NS      | $222799.23    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Hana Financial Group Inc.                                              | HANA FINANCIAL GROUP INC COMMON STOCK KRW5000.0         | CUSIP: B0RNRF908<br>LEI: N/A                  | Long             | EC               | CORP              | KR        |     40287 | NS      | $2480898.33   | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| NEPI Rockcastle N.V.                                                   | NEPI ROCKCASTLE NV COMMON STOCK                         | CUSIP: BLF9GQ904<br>LEI: N/A                  | Long             | EC               | CORP              | NL        |     53419 | NS      | $411310.79    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Dr. Sulaiman Al Habib Medical Services Group Company                   | DR SULAIMAN AL HABIB MEDICAL S COMMON STOCK SAR10.0     | CUSIP: BLGM73905<br>LEI: N/A                  | Long             | EC               | CORP              | SA        |      8184 | NS      | $572057.48    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| The Phoenix Mills Limited                                              | PHOENIX MILLS LTD/THE COMMON STOCK INR2.0               | CUSIP: B0SXY9901<br>LEI: N/A                  | Long             | EC               | CORP              | IN        |      7482 | NS      | $126837.08    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Old Mutual Ltd                                                         | OLD MUTUAL LTD COMMON STOCK                             | CUSIP: BDVPYN905<br>LEI: N/A                  | Long             | EC               | CORP              | ZA        |    233959 | NS      | $165223.64    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| ACWA Power Company                                                     | ACWA POWER CO COMMON STOCK SAR10.0                      | CUSIP: BM8SKZ903<br>LEI: N/A                  | Long             | EC               | CORP              | SA        |      6340 | NS      | $371837.59    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| NetEase Inc.                                                           | NETEASE INC COMMON STOCK USD.0001                       | CUSIP: BM93SF903<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |    138200 | NS      | $3598481.53   | 0.59%             |  |  |  | No            |                  1 | On Loan: No      |
| Rainbow Robotics                                                       | RAINBOW ROBOTICS COMMON STOCK KRW500.0                  | CUSIP: BM9Q3J901<br>LEI: N/A                  | Long             | EC               | CORP              | KR        |       162 | NS      | $32357.95     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Max Healthcare Institute Limited                                       | MAX HEALTHCARE INSTITUTE LTD COMMON STOCK INR10.0       | CUSIP: BMB229904<br>LEI: N/A                  | Long             | EC               | CORP              | IN        |     39539 | NS      | $564206.11    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Netmarble Corporation                                                  | NETMARBLE CORP COMMON STOCK KRW100.0                    | CUSIP: BF2S42905<br>LEI: N/A                  | Long             | EC               | CORP              | KR        |      2468 | NS      | $106066.34    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| H World Group Limited                                                  | H WORLD GROUP LTD COMMON STOCK USD.00001                | CUSIP: BMB5YK907<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |    151300 | NS      | $472210.19    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Allegro.eu SA                                                          | ALLEGRO.EU SA COMMON STOCK PLN.01                       | CUSIP: BMBQDF905<br>LEI: N/A                  | Long             | EC               | CORP              | PL        |     26655 | NS      | $264230.00    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Ecopro Materials Co. Ltd.                                              | ECOPRO MATERIALS CO LTD COMMON STOCK KRW500.0           | CUSIP: BMDBJ1901<br>LEI: N/A                  | Long             | EC               | CORP              | KR        |       743 | NS      | $27324.06     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Saudi Aramco Base Oil Company                                          | SAUDI ARAMCO BASE OIL CO COMMON STOCK SAR10.0           | CUSIP: BMDKMB905<br>LEI: N/A                  | Long             | EC               | CORP              | SA        |      3757 | NS      | $104564.21    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| China Vanke Co. Ltd.                                                   | CHINA VANKE CO LTD COMMON STOCK CNY1.0                  | CUSIP: BN320P907<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |    275472 | NS      | $175108.95    | 0.03%             |  |  |  | No            |                  1 | On Loan: —       |
| Anhui Conch Cement Company Limited                                     | ANHUI CONCH CEMENT CO LTD COMMON STOCK CNY1.0           | CUSIP: 608039905<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |    167500 | NS      | $484363.06    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Celcomdigi Berhad                                                      | CELCOMDIGI BHD COMMON STOCK                             | CUSIP: 608624904<br>LEI: N/A                  | Long             | EC               | CORP              | MY        |    334900 | NS      | $301527.78    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| NARI Technology Co.Ltd.                                                | NARI TECHNOLOGY CO LTD COMMON STOCK CNY1.0              | CUSIP: BP3R44900<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |     37652 | NS      | $114533.19    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Inner Mongolia BaoTou Steel Union Co. Ltd                              | INNER MONGOLIA BAOTOU STEEL UN COMMON STOCK CNY1.0      | CUSIP: BP3R48901<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |    248000 | NS      | $92747.01     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Shanghai International Airport Co. Ltd.                                | SHANGHAI INTERNATIONAL AIRPORT COMMON STOCK CNY1.0      | CUSIP: BP3R4P903<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |     14900 | NS      | $66660.46     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Sichuan Chuantou Energy Co.Ltd.                                        | SICHUAN CHUANTOU ENERGY CO LTD COMMON STOCK CNY1.0      | CUSIP: BP3R4Y904<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |     24700 | NS      | $53535.15     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank of Nanjing Co. Ltd.                                               | BANK OF NANJING CO LTD COMMON STOCK CNY1.0              | CUSIP: BP3R52903<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |     63400 | NS      | $101187.56    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Zhejiang China Commodities City Group Co.Ltd                           | ZHEJIANG CHINA COMMODITIES CIT COMMON STOCK CNY1.0      | CUSIP: BP3R78908<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |      8200 | NS      | $24282.28     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Zhangzhou Pientzehuang Pharmaceutical Co. Ltd.                         | ZHANGZHOU PIENTZEHUANG PHARMAC COMMON STOCK CNY1.0      | CUSIP: BP3R7Z908<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |      4800 | NS      | $132790.95    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Tongwei Co.Ltd                                                         | TONGWEI CO LTD COMMON STOCK CNY1.0                      | CUSIP: BP3RCK905<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |     39300 | NS      | $111623.82    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Shanghai Baosight Software Co.Ltd.                                     | SHANGHAI BAOSIGHT SOFTWARE CO COMMON STOCK CNY1.0       | CUSIP: BP3RCN909<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |     11764 | NS      | $40462.31     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| JCET Group Co. Ltd.                                                    | JCET GROUP CO LTD COMMON STOCK CNY1.0                   | CUSIP: BP3RCQ902<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |      5900 | NS      | $28766.28     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Jiangsu Hengli Hydraulic Co. Ltd.                                      | JIANGSU HENGLI HYDRAULIC CO LT COMMON STOCK CNY1.0      | CUSIP: BP3RFJ905<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |      6100 | NS      | $62417.11     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| PT Dayamitra Telekomunikasi                                            | DAYAMITRA TELEKOMUNIKASI PT COMMON STOCK                | CUSIP: BP6DSH903<br>LEI: N/A                  | Long             | EC               | CORP              | ID        |   1379100 | NS      | $48610.03     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| XPeng Inc.                                                             | XPENG INC COMMON STOCK USD.00001                        | CUSIP: BP6FB3907<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |    105500 | NS      | $962267.52    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| China Resources Microelectronics Limited                               | CHINA RESOURCES MICROELECTRONI COMMON STOCK CNY1.0      | CUSIP: BP91NW908<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |      3370 | NS      | $21846.97     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Vibra Energia S.A.                                                     | VIBRA ENERGIA SA COMMON STOCK                           | CUSIP: BPBLV8905<br>LEI: N/A                  | Long             | EC               | CORP              | BR        |     64600 | NS      | $244735.87    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Caliway Biopharmaceuticals Co. Ltd.                                    | CALIWAY BIOPHARMACEUTICALS CO COMMON STOCK TWD5.0       | CUSIP: BPDZ05902<br>LEI: N/A                  | Long             | EC               | CORP              | TW        |     30000 | NS      | $124131.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| SCB X Public Company Limited                                           | SCB X PCL NVDR THB10.0                                  | CUSIP: BPH072905<br>LEI: N/A                  | Long             | EC               | CORP              | TH        |     75000 | NS      | $290315.18    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| NIO Inc.                                                               | NIO INC COMMON STOCK USD.00025                          | CUSIP: BPR9XV902<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |    120340 | NS      | $533481.78    | 0.09%             |  |  |  | No            |                  1 | On Loan: —       |
| Dr. Reddy's Laboratories Limited                                       | DR REDDY'S LABORATORIES LTD COMMON STOCK INR1.0         | CUSIP: BQ2KJW906<br>LEI: N/A                  | Long             | EC               | CORP              | IN        |    103435 | NS      | $1496168.48   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Shanghai Rural Commercial Bank Co.Ltd.                                 | SHANGHAI RURAL COMMERCIAL BANK COMMON STOCK CNY1.0      | CUSIP: BQ3RWZ908<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |     37000 | NS      | $46758.61     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Varun Beverages Limited                                                | VARUN BEVERAGES LTD COMMON STOCK INR2.0                 | CUSIP: BQB80M905<br>LEI: N/A                  | Long             | EC               | CORP              | IN        |     95668 | NS      | $568992.46    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| ADES HOLDING CO COMMON STOCK SAR1.0                                    | ADES HOLDING CO COMMON STOCK SAR1.0                     | CUSIP: BR56KM902<br>LEI: N/A                  | Long             | EC               | CORP              | SA        |     10153 | NS      | $34104.08     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| AngloGold Ashanti plc                                                  | ANGLOGOLD ASHANTI PLC COMMON STOCK                      | CUSIP: BRF6FX903<br>LEI: N/A                  | Long             | EC               | CORP              | GB        |     13199 | NS      | $602347.40    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| PT Amman Mineral Internasional TBK                                     | AMMAN MINERAL INTERNASIONAL PT COMMON STOCK IDR125.0    | CUSIP: BRK2Z9907<br>LEI: N/A                  | Long             | EC               | CORP              | ID        |    370000 | NS      | $188878.76    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Samsung SDS Co.Ltd.                                                    | SAMSUNG SDS CO LTD COMMON STOCK KRW500.0                | CUSIP: BRS2KY900<br>LEI: N/A                  | Long             | EC               | CORP              | KR        |      2955 | NS      | $340289.52    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| LONGi Green Energy Technology Co.Ltd.                                  | LONGI GREEN ENERGY TECHNOLOGY COMMON STOCK CNY1.0       | CUSIP: BRTL41907<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |     18500 | NS      | $40534.42     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ITC Hotels Limited                                                     | ITC HOTELS LTD COMMON STOCK INR1.0                      | CUSIP: BRVVXW902<br>LEI: N/A                  | Long             | EC               | CORP              | IN        |     31371 | NS      | $82582.83     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Zabka Group                                                            | ZABKA GROUP SA COMMON STOCK                             | CUSIP: BRXWDB906<br>LEI: N/A                  | Long             | EC               | CORP              | LU        |     17443 | NS      | $96931.51     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Korea Electric Power Corporation                                       | KOREA ELECTRIC POWER CORP COMMON STOCK KRW5000.0        | CUSIP: 649573904<br>LEI: N/A                  | Long             | EC               | CORP              | KR        |     40593 | NS      | $1128396.42   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Korean Air Lines Co. Ltd.                                              | KOREAN AIR LINES CO LTD COMMON STOCK KRW5000.0          | CUSIP: 649676004<br>LEI: N/A                  | Long             | EC               | CORP              | KR        |     26194 | NS      | $447647.68    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Jiangsu King's Luck Brewery Joint-Stock Co.Ltd.                        | JIANGSU KING'S LUCK BREWERY JS COMMON STOCK CNY1.0      | CUSIP: BTFRHZ906<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |      8400 | NS      | $45883.58     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Wal-Mart de Mexico S.A.B. de C.V.                                      | WAL-MART DE MEXICO SAB DE CV COMMON STOCK               | CUSIP: BW1YVH903<br>LEI: N/A                  | Long             | EC               | CORP              | MX        |    464540 | NS      | $1371772.79   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Kuala Lumpur Kepong Berhad                                             | KUALA LUMPUR KEPONG BHD COMMON STOCK                    | CUSIP: 649744000<br>LEI: N/A                  | Long             | EC               | CORP              | MY        |     49976 | NS      | $229432.61    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Metropolitan Bank and Trust Company                                    | METROPOLITAN BANK and TRUST CO COMMON STOCK PHP20.0     | CUSIP: 651444903<br>LEI: 549300SQYI82RVWFN715 | Long             | EC               | CORP              | PH        |    247902 | NS      | $315335.85    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| GF Securities Co. Ltd                                                  | GF SECURITIES CO LTD COMMON STOCK CNY1.0                | CUSIP: BW4NKK909<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |    132600 | NS      | $289524.08    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Tech Mahindra Limited                                                  | TECH MAHINDRA LTD COMMON STOCK INR5.0                   | CUSIP: BWFGD6901<br>LEI: N/A                  | Long             | EC               | CORP              | IN        |     49854 | NS      | $833188.33    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Fuyao Glass Industry Group Co. Ltd.                                    | FUYAO GLASS INDUSTRY GROUP CO COMMON STOCK CNY1.0       | CUSIP: BWGCFG905<br>LEI: 549300AS5CSLWETN0P64 | Long             | EC               | CORP              | CN        |     98400 | NS      | $711363.06    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Huatai Securities Co. Ltd.                                             | HUATAI SECURITIES CO LTD COMMON STOCK CNY1.0            | CUSIP: BWVFT0901<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |    186000 | NS      | $427918.47    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Global Power Synergy Public Company Limited                            | GLOBAL POWER SYNERGY PCL NVDR THB10.0                   | CUSIP: BWX43V904<br>LEI: N/A                  | Long             | EC               | CORP              | TH        |     84786 | NS      | $86913.43     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Enel Chile S.A.                                                        | ENEL CHILE SA COMMON STOCK                              | CUSIP: BYMLZD909<br>LEI: N/A                  | Long             | EC               | CORP              | CL        |   3429493 | NS      | $218222.63    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Ningbo Tuopu Group Co.Ltd.                                             | NINGBO TUOPU GROUP CO LTD COMMON STOCK CNY1.0           | CUSIP: BYQDMF902<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |      6525 | NS      | $41764.93     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Seres Group Co.Ltd                                                     | SERES GROUP CO LTD COMMON STOCK CNY1.0                  | CUSIP: BYV1VC909<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |      5500 | NS      | $97040.83     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Lupin Limited                                                          | LUPIN LTD COMMON STOCK INR2.0                           | CUSIP: 614376903<br>LEI: N/A                  | Long             | EC               | CORP              | IN        |     18620 | NS      | $409178.21    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| NMDC Limited                                                           | NMDC LTD COMMON STOCK INR1.0                            | CUSIP: 614811909<br>LEI: N/A                  | Long             | EC               | CORP              | IN        |    552553 | NS      | $445959.53    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Mphasis Limited                                                        | MPHASIS LTD COMMON STOCK INR10.0                        | CUSIP: 615159902<br>LEI: N/A                  | Long             | EC               | CORP              | IN        |      9464 | NS      | $301858.37    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Samsung Fire and Marine Insurance Co. Ltd.                             | SAMSUNG FIRE and MARINE INSURANC COMMON STOCK KRW500.0  | CUSIP: 615525904<br>LEI: N/A                  | Long             | EC               | CORP              | KR        |      2599 | NS      | $825540.45    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| ACC Limited                                                            | ACC LTD COMMON STOCK INR10.0                            | CUSIP: 615591906<br>LEI: N/A                  | Long             | EC               | CORP              | IN        |      4540 | NS      | $92822.56     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| DB Insurance Co. Ltd.                                                  | DB INSURANCE CO LTD COMMON STOCK KRW500.0               | CUSIP: 615593902<br>LEI: N/A                  | Long             | EC               | CORP              | KR        |      7494 | NS      | $691687.34    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| China Eastern Airlines Corporation Limited                             | CHINA EASTERN AIRLINES CORP LT COMMON STOCK CNY1.0      | CUSIP: 617137906<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |    218000 | NS      | $78591.08     | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Coway Co. Ltd.                                                         | COWAY CO LTD COMMON STOCK KRW500.0                      | CUSIP: 617340906<br>LEI: N/A                  | Long             | EC               | CORP              | KR        |      7145 | NS      | $561069.01    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| KTandG Corporation                                                     | KTandG CORP COMMON STOCK KRW5000.0                      | CUSIP: 617507900<br>LEI: N/A                  | Long             | EC               | CORP              | KR        |      7756 | NS      | $730970.00    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Discovery Limited                                                      | DISCOVERY LTD COMMON STOCK ZAR.001                      | CUSIP: 617787908<br>LEI: N/A                  | Long             | EC               | CORP              | ZA        |     45694 | NS      | $545674.68    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Bajaj Auto Limited                                                     | BAJAJ AUTO LTD COMMON STOCK INR10.0                     | CUSIP: B2QKXW907<br>LEI: N/A                  | Long             | EC               | CORP              | IN        |      5922 | NS      | $541032.45    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Axiata Group Berhad                                                    | AXIATA GROUP BHD COMMON STOCK                           | CUSIP: B2QZGV905<br>LEI: N/A                  | Long             | EC               | CORP              | MY        |    476295 | NS      | $301523.21    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Bupa Arabia for Cooperative Insurance Company                          | BUPA ARABIA FOR COOPERATIVE IN COMMON STOCK SAR10.0     | CUSIP: B2RLCR908<br>LEI: N/A                  | Long             | EC               | CORP              | SA        |      2533 | NS      | $113850.28    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Alinma Bank                                                            | ALINMA BANK COMMON STOCK SAR10.0                        | CUSIP: B39NWT906<br>LEI: N/A                  | Long             | EC               | CORP              | SA        |    130043 | NS      | $895126.83    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| LG Innotek Co. Ltd.                                                    | LG INNOTEK CO LTD COMMON STOCK KRW5000.0                | CUSIP: B39Z8G904<br>LEI: N/A                  | Long             | EC               | CORP              | KR        |      1539 | NS      | $173675.73    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| SK Inc.                                                                | SK INC COMMON STOCK KRW200.0                            | CUSIP: B39Z8L903<br>LEI: N/A                  | Long             | EC               | CORP              | KR        |      3952 | NS      | $578494.38    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| PT Alamtri Resources Indonesia Tbk                                     | ALAMTRI RESOURCES INDONESIA TB COMMON STOCK IDR100.0    | CUSIP: B3BQFC902<br>LEI: N/A                  | Long             | EC               | CORP              | ID        |   2298500 | NS      | $258415.38    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Saudi Arabian Mining Company                                           | SAUDI ARABIAN MINING CO COMMON STOCK SAR10.0            | CUSIP: B3C8VY905<br>LEI: N/A                  | Long             | EC               | CORP              | SA        |     69426 | NS      | $962424.89    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Astra Industrial Group Company                                         | ASTRA INDUSTRIAL GROUP CO COMMON STOCK SAR10.0          | CUSIP: B3CQKT908<br>LEI: N/A                  | Long             | EC               | CORP              | SA        |      2253 | NS      | $84147.40     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| KB Financial Group Inc.                                                | KB FINANCIAL GROUP INC COMMON STOCK KRW5000.0           | CUSIP: B3DF0Y902<br>LEI: N/A                  | Long             | EC               | CORP              | KR        |     33460 | NS      | $2675738.39   | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| Chailease Holding Company Limited                                      | CHAILEASE HOLDING CO LTD COMMON STOCK TWD10.0           | CUSIP: B58J1S907<br>LEI: N/A                  | Long             | EC               | CORP              | TW        |    167510 | NS      | $651014.66    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| HLB Inc.                                                               | HLB INC COMMON STOCK KRW500.0                           | CUSIP: 651740904<br>LEI: N/A                  | Long             | EC               | CORP              | KR        |      6064 | NS      | $209887.51    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Lite-On Technology Corporation                                         | LITE-ON TECHNOLOGY CORP COMMON STOCK TWD10.0            | CUSIP: 651948903<br>LEI: N/A                  | Long             | EC               | CORP              | TW        |    310000 | NS      | $1235949.41   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Geely Automobile Holdings Limited                                      | GEELY AUTOMOBILE HOLDINGS LTD COMMON STOCK HKD.02       | CUSIP: 653182907<br>LEI: 549300YS3T1KVQ2SNI84 | Long             | EC               | CORP              | HK        |    730000 | NS      | $1644127.39   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Sun Pharmaceutical Industries Limited                                  | SUN PHARMACEUTICAL INDUSTRIES COMMON STOCK INR1.0       | CUSIP: 658248901<br>LEI: N/A                  | Long             | EC               | CORP              | IN        |     56664 | NS      | $1099659.53   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Divi's Laboratories Limited                                            | DIVI'S LABORATORIES LTD COMMON STOCK INR2.0             | CUSIP: 660251901<br>LEI: N/A                  | Long             | EC               | CORP              | IN        |      9881 | NS      | $743679.94    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| FirstRand Limited                                                      | FIRSTRAND LTD COMMON STOCK ZAR.01                       | CUSIP: 660699901<br>LEI: N/A                  | Long             | EC               | CORP              | ZA        |    482413 | NS      | $2066512.43   | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| The Siam Cement Public Company Limited                                 | SIAM CEMENT PCL/THE NVDR THB1.0                         | CUSIP: 660992900<br>LEI: N/A                  | Long             | EC               | CORP              | TH        |     25600 | NS      | $157454.10    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Nan Ya Plastics Corporation                                            | NAN YA PLASTICS CORP COMMON STOCK TWD10.0               | CUSIP: 662158906<br>LEI: N/A                  | Long             | EC               | CORP              | TW        |    581000 | NS      | $797117.01    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Nedbank Group Limited                                                  | NEDBANK GROUP LTD COMMON STOCK ZAR1.0                   | CUSIP: 662800903<br>LEI: N/A                  | Long             | EC               | CORP              | ZA        |     61911 | NS      | $851055.84    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Nestle (Malaysia) Bhd                                                  | NESTLE MALAYSIA BHD COMMON STOCK                        | CUSIP: 662933001<br>LEI: N/A                  | Long             | EC               | CORP              | MY        |      5100 | NS      | $105324.27    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Maruti Suzuki India Limited                                            | MARUTI SUZUKI INDIA LTD COMMON STOCK INR5.0             | CUSIP: 663371904<br>LEI: N/A                  | Long             | EC               | CORP              | IN        |      7606 | NS      | $1087169.92   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| PT Bank Mandiri (Persero) Tbk.                                         | BANK MANDIRI PERSERO TBK PT COMMON STOCK IDR125.0       | CUSIP: 665104907<br>LEI: 549300RSKQN4Z5ZSGH94 | Long             | EC               | CORP              | ID        |   4005900 | NS      | $1097940.38   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Korea Investment Holdings Co. Ltd.                                     | KOREA INVESTMENT HOLDINGS CO L COMMON STOCK KRW5000.0   | CUSIP: 665458907<br>LEI: N/A                  | Long             | EC               | CORP              | KR        |      6250 | NS      | $644469.28    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Companhia Paranaense de Energia - Copel                                | CIA PARANAENSE DE ENERGIA - CO COMMON STOCK             | CUSIP: 219283900<br>LEI: N/A                  | Long             | EC               | CORP              | BR        |     31600 | NS      | $62313.28     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Empresas CMPC S.A.                                                     | EMPRESAS CMPC SA COMMON STOCK                           | CUSIP: 219601903<br>LEI: N/A                  | Long             | EC               | CORP              | CL        |    134705 | NS      | $188502.80    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| TCC Group Holdings CO. LTD.                                            | TCC GROUP HOLDINGS CO LTD COMMON STOCK TWD10.0          | CUSIP: 686993908<br>LEI: N/A                  | Long             | EC               | CORP              | TW        |    839117 | NS      | $683157.49    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Tatung Co. Ltd.                                                        | TATUNG CO LTD COMMON STOCK TWD10.0                      | CUSIP: 687567909<br>LEI: N/A                  | Long             | EC               | CORP              | TW        |    106300 | NS      | $127321.38    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| TECO Electric and Machinery Co. Ltd.                                   | TECO ELECTRIC AND MACHINERY CO COMMON STOCK TWD10.0     | CUSIP: 687985903<br>LEI: N/A                  | Long             | EC               | CORP              | TW        |    106000 | NS      | $181120.70    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Tenaga Nasional Berhad                                                 | TENAGA NASIONAL BHD COMMON STOCK                        | CUSIP: 690461009<br>LEI: N/A                  | Long             | EC               | CORP              | MY        |    479400 | NS      | $1463490.74   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Tsingtao Brewery Company Limited                                       | TSINGTAO BREWERY CO LTD COMMON STOCK CNY1.0             | CUSIP: 690580907<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |     46000 | NS      | $292407.64    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Wan Hai Lines Ltd.                                                     | WAN HAI LINES LTD COMMON STOCK TWD10.0                  | CUSIP: 693233900<br>LEI: N/A                  | Long             | EC               | CORP              | TW        |    128950 | NS      | $383210.15    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| PJSC LUKOIL                                                            | LUKOIL PJSC ADR USD.025                                 | CUSIP: 69343P105<br>LEI: N/A                  | Long             | EC               | CORP              | RU        |       472 | NS      | $0.00         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Yageo Corporation                                                      | YAGEO CORP COMMON STOCK TWD10.0                         | CUSIP: 698438900<br>LEI: 5493001P0TOZH7GGNQ21 | Long             | EC               | CORP              | TW        |     57471 | NS      | $1020508.59   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Yang Ming Marine Transport Corporation                                 | YANG MING MARINE TRANSPORT COR COMMON STOCK TWD10.0     | CUSIP: 698758901<br>LEI: N/A                  | Long             | EC               | CORP              | TW        |    251000 | NS      | $511292.40    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Yuhan Corporation                                                      | YUHAN CORP COMMON STOCK KRW1000.0                       | CUSIP: 698833902<br>LEI: N/A                  | Long             | EC               | CORP              | KR        |      3152 | NS      | $268424.57    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| LPP SA                                                                 | LPP SA COMMON STOCK PLN2.0                              | CUSIP: 712797901<br>LEI: N/A                  | Long             | EC               | CORP              | PL        |       128 | NS      | $572126.41    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Santander Bank Polska S.A.                                             | SANTANDER BANK POLSKA SA COMMON STOCK PLN10.0           | CUSIP: 715363909<br>LEI: N/A                  | Long             | EC               | CORP              | PL        |      2994 | NS      | $440520.51    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| PLDT Inc.                                                              | PLDT INC COMMON STOCK PHP5.0                            | CUSIP: 718252109<br>LEI: N/A                  | Long             | EC               | CORP              | PH        |     11705 | NS      | $264269.23    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Publichnoe Aktcionernoe Obshchestvo Sberbank Rossii                    | SBERBANK OF RUSSIA PJSC ADR                             | CUSIP: 80585Y308<br>LEI: 549300WE6TAF5EEWQS81 | Long             | EC               | CORP              | RU        |    263203 | NS      | $0.26         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Bank AlJazira                                                          | BANK AL-JAZIRA COMMON STOCK SAR10.0                     | CUSIP: B12LZQ904<br>LEI: N/A                  | Long             | EC               | CORP              | SA        |     56447 | NS      | $189154.86    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Banque Saudi Fransi                                                    | BANQUE SAUDI FRANSI COMMON STOCK SAR10.0                | CUSIP: B12LZT908<br>LEI: N/A                  | Long             | EC               | CORP              | SA        |    117022 | NS      | $535335.64    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Riyad Bank                                                             | RIYAD BANK COMMON STOCK SAR10.0                         | CUSIP: B12LZW901<br>LEI: N/A                  | Long             | EC               | CORP              | SA        |    129696 | NS      | $975027.91    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| The Saudi Investment Bank                                              | SAUDI INVESTMENT BANK/THE COMMON STOCK SAR10.0          | CUSIP: B12M7M902<br>LEI: N/A                  | Long             | EC               | CORP              | SA        |     56471 | NS      | $216634.50    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Saudi Telecom Company                                                  | SAUDI TELECOM CO COMMON STOCK SAR10.0                   | CUSIP: B12M7Q903<br>LEI: N/A                  | Long             | EC               | CORP              | SA        |    199331 | NS      | $2233978.10   | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| SABIC Agri-Nutrients Company                                           | SABIC AGRI-NUTRIENTS CO COMMON STOCK SAR10.0            | CUSIP: B1323K903<br>LEI: N/A                  | Long             | EC               | CORP              | SA        |     28156 | NS      | $894722.93    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Saudi Basic Industries Corporation                                     | SAUDI BASIC INDUSTRIES CORP COMMON STOCK SAR10.0        | CUSIP: B1324D908<br>LEI: N/A                  | Long             | EC               | CORP              | SA        |     61743 | NS      | $899537.46    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Saudi Electricity Company                                              | SAUDI ELECTRICITY GLOBAL SUKUK COMMON STOCK SAR10.0     | CUSIP: B132NM907<br>LEI: N/A                  | Long             | EC               | CORP              | SA        |    113777 | NS      | $447998.26    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Saudi Industrial Investment Group Company                              | SAUDI INDUSTRIAL INVESTMENT GR COMMON STOCK SAR10.0     | CUSIP: B132Y6900<br>LEI: N/A                  | Long             | EC               | CORP              | SA        |     23249 | NS      | $111438.52    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Savola Group Company                                                   | SAVOLA GROUP/THE COMMON STOCK SAR10.0                   | CUSIP: B133RS908<br>LEI: N/A                  | Long             | EC               | CORP              | SA        |     11620 | NS      | $76855.38     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| PTT Exploration and Production Public Company Limited                  | PTT EXPLORATION and PRODUCTION P NVDR THB1.0            | CUSIP: B1359L908<br>LEI: N/A                  | Long             | EC               | CORP              | TH        |    222900 | NS      | $859406.36    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Elite Material Co. Ltd.                                                | ELITE MATERIAL CO LTD COMMON STOCK TWD10.0              | CUSIP: 631612900<br>LEI: N/A                  | Long             | EC               | CORP              | TW        |     26000 | NS      | $962559.68    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Evergreen Marine Corporation Taiwan Ltd.                               | EVERGREEN MARINE CORP TAIWAN L COMMON STOCK TWD10.0     | CUSIP: 632450904<br>LEI: N/A                  | Long             | EC               | CORP              | TW        |    144000 | NS      | $955255.88    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Petroleo Brasileiro S.A. PETROBRAS                                     | PETROLEO BRASILEIRO SA - PETRO COMMON STOCK             | CUSIP: 268236908<br>LEI: 5493000J801JZRCMFE49 | Long             | EC               | CORP              | BR        |    452300 | NS      | $2891430.28   | 0.47%             |  |  |  | No            |                  1 | On Loan: No      |
| Torrent Power Limited                                                  | TORRENT POWER LTD COMMON STOCK INR10.0                  | CUSIP: B1JLL3902<br>LEI: N/A                  | Long             | EC               | CORP              | IN        |     12467 | NS      | $186296.07    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| China Coal Energy Company Limited                                      | CHINA COAL ENERGY CO LTD COMMON STOCK CNY1.0            | CUSIP: B1JNK8908<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |    286000 | NS      | $351943.95    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Vodafone Idea Limited                                                  | VODAFONE IDEA LTD RTS COMMON STOCK INR10.0              | CUSIP: B1MP4H907<br>LEI: N/A                  | Long             | EC               | CORP              | IN        |    582755 | NS      | $45969.12     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| International Container Terminal Services Inc.                         | INTERNATIONAL CONTAINER TERMIN COMMON STOCK PHP1.0      | CUSIP: 645581000<br>LEI: N/A                  | Long             | EC               | CORP              | PH        |     79220 | NS      | $608418.29    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Inventec Corporation                                                   | INVENTEC CORP COMMON STOCK TWD10.0                      | CUSIP: 645993908<br>LEI: N/A                  | Long             | EC               | CORP              | TW        |    415000 | NS      | $618728.54    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Eoptolink Technology Inc. Ltd.                                         | EOPTOLINK TECHNOLOGY INC LTD COMMON STOCK CNY1.0        | CUSIP: BD761B906<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |       900 | NS      | $23674.60     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Postal Savings Bank of China Co. Ltd.                                  | POSTAL SAVINGS BANK OF CHINA C COMMON STOCK CNY1.0      | CUSIP: BD8GL1903<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |    728000 | NS      | $514700.64    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank of Shanghai Co. Ltd.                                              | BANK OF SHANGHAI CO LTD COMMON STOCK CNY1.0             | CUSIP: BD8P9J908<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |     99600 | NS      | $141654.69    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| China Merchants Securities Co. Ltd.                                    | CHINA MERCHANTS SECURITIES CO COMMON STOCK CNY1.0       | CUSIP: BDCFSQ908<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |     77340 | NS      | $160000.20    | 0.03%             |  |  |  | No            |                  1 | On Loan: —       |
| Everbright Securities Company Limited                                  | EVERBRIGHT SECURITIES CO LTD COMMON STOCK CNY1.0        | CUSIP: BDCSC7909<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |     19800 | NS      | $26383.18     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Trent Limited                                                          | TRENT LTD COMMON STOCK INR1.0                           | CUSIP: BDDRN3907<br>LEI: N/A                  | Long             | EC               | CORP              | IN        |     15485 | NS      | $888102.17    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| 360 Security Technology Inc.                                           | 360 SECURITY TECHNOLOGY INC COMMON STOCK CNY1.0         | CUSIP: BDF57C901<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |     34400 | NS      | $54042.18     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CSC Financial Co. Ltd.                                                 | CSC FINANCIAL CO LTD COMMON STOCK CNY1.0                | CUSIP: BDFF8H907<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |    116500 | NS      | $186400.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Westports Holdings Berhad                                              | WESTPORTS HOLDINGS BHD COMMON STOCK                     | CUSIP: BDFM1K902<br>LEI: N/A                  | Long             | EC               | CORP              | MY        |    133600 | NS      | $175418.52    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Orion Corp.                                                            | ORION CORP/REPUBLIC OF KOREA COMMON STOCK KRW500.0      | CUSIP: BDVLJ7906<br>LEI: N/A                  | Long             | EC               | CORP              | KR        |      2446 | NS      | $196307.90    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| KPIT Technologies Limited                                              | KPIT TECHNOLOGIES LTD COMMON STOCK INR10.0              | CUSIP: BFMX0X908<br>LEI: N/A                  | Long             | EC               | CORP              | IN        |      9533 | NS      | $132898.01    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Hyundai Rotem Company                                                  | HYUNDAI ROTEM CO LTD COMMON STOCK KRW5000.0             | CUSIP: BFPM3C902<br>LEI: N/A                  | Long             | EC               | CORP              | KR        |      4108 | NS      | $598367.46    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Absa Group Limited                                                     | ABSA GROUP LTD COMMON STOCK ZAR2.0                      | CUSIP: BFX05H908<br>LEI: N/A                  | Long             | EC               | CORP              | ZA        |     79224 | NS      | $790597.03    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Mr Price Group Limited                                                 | MR PRICE GROUP LTD COMMON STOCK ZAR.00025               | CUSIP: ACI0HD305<br>LEI: N/A                  | Long             | EC               | CORP              | ZA        |      9567 | NS      | $111793.56    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| InterGlobe Aviation Limited                                            | INTERGLOBE AVIATION LTD COMMON STOCK INR10.0            | CUSIP: ACI0HQYF9<br>LEI: N/A                  | Long             | EC               | CORP              | IN        |     10661 | NS      | $717497.97    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Enn Natural Gas Co.Ltd.                                                | ENN NATURAL GAS CO LTD COMMON STOCK CNY1.0              | CUSIP: ACI0NKC28<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |     15100 | NS      | $38689.96     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Samsung Biologics Co.Ltd.                                              | SAMSUNG BIOLOGICS CO LTD COMMON STOCK KRW2500.0         | CUSIP: ACI0Q6P48<br>LEI: N/A                  | Long             | EC               | CORP              | KR        |       949 | NS      | $730157.92    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Bharat Electronics Limited                                             | BHARAT ELECTRONICS LTD COMMON STOCK INR1.0              | CUSIP: ACI0T1NN6<br>LEI: N/A                  | Long             | EC               | CORP              | IN        |    316711 | NS      | $1384726.53   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| HD Hyundai Electric Co. Ltd.                                           | HD HYUNDAI ELECTRIC CO LTD COMMON STOCK KRW5000.0       | CUSIP: ACI0TCSN7<br>LEI: N/A                  | Long             | EC               | CORP              | KR        |      1605 | NS      | $579827.66    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| HD Hyundai Co.Ltd.                                                     | HD HYUNDAI CO LTD COMMON STOCK KRW1000.0                | CUSIP: ACI0TCVM5<br>LEI: N/A                  | Long             | EC               | CORP              | KR        |      5657 | NS      | $581690.37    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| AU Small Finance Bank Limited                                          | AU SMALL FINANCE BANK LTD COMMON STOCK INR10.0          | CUSIP: ACI0W0Q01<br>LEI: N/A                  | Long             | EC               | CORP              | IN        |     30122 | NS      | $255129.42    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| ICICI Lombard General Insurance Company Limited                        | ICICI LOMBARD GENERAL INSURANC COMMON STOCK INR10.0     | CUSIP: ACI0XRJ33<br>LEI: N/A                  | Long             | EC               | CORP              | IN        |     19265 | NS      | $423792.06    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Hero MotoCorp Limited                                                  | HERO MOTOCORP LTD COMMON STOCK INR2.0                   | CUSIP: 632732905<br>LEI: N/A                  | Long             | EC               | CORP              | IN        |     19418 | NS      | $942517.95    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Far Eastern New Century Corporation                                    | FAR EASTERN NEW CENTURY CORP COMMON STOCK TWD10.0       | CUSIP: 633147905<br>LEI: N/A                  | Long             | EC               | CORP              | TW        |    539000 | NS      | $518277.91    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| HDFC Life Insurance Company Limited                                    | HDFC LIFE INSURANCE CO LTD COMMON STOCK INR10.0         | CUSIP: ACI0YH8N2<br>LEI: N/A                  | Long             | EC               | CORP              | IN        |     52818 | NS      | $456436.03    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Nippon Life India Asset Management Limited                             | NIPPON LIFE INDIA ASSET MANAGE COMMON STOCK INR10.0     | CUSIP: ACI0YJ394<br>LEI: N/A                  | Long             | EC               | CORP              | IN        |      5981 | NS      | $55372.83     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Adani Green Energy Limited                                             | ADANI GREEN ENERGY LTD COMMON STOCK INR10.0             | CUSIP: ACI11WSG6<br>LEI: N/A                  | Long             | EC               | CORP              | IN        |     10169 | NS      | $114565.40    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Ase Technology Holding Co. Ltd.                                        | ASE TECHNOLOGY HOLDING CO LTD COMMON STOCK TWD10.0      | CUSIP: ACI126S98<br>LEI: N/A                  | Long             | EC               | CORP              | TW        |    352000 | NS      | $1798475.58   | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Feng Tay Enterprises Co. Ltd.                                          | FENG TAY ENTERPRISE CO LTD COMMON STOCK TWD10.0         | CUSIP: 633605902<br>LEI: N/A                  | Long             | EC               | CORP              | TW        |     86601 | NS      | $345272.43    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Eclat Textile Co. Ltd.                                                 | ECLAT TEXTILE CO LTD COMMON STOCK TWD10.0               | CUSIP: 634578900<br>LEI: N/A                  | Long             | EC               | CORP              | TW        |     20000 | NS      | $270039.37    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| United Spirits Limited                                                 | UNITED SPIRITS LTD COMMON STOCK                         | CUSIP: ACI13BQ64<br>LEI: N/A                  | Long             | EC               | CORP              | IN        |     26944 | NS      | $411240.21    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| HDFC Asset Management Co. Ltd.                                         | HDFC ASSET MANAGEMENT CO LTD COMMON STOCK INR5.0        | CUSIP: ACI145JB3<br>LEI: N/A                  | Long             | EC               | CORP              | IN        |      8847 | NS      | $568801.54    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Polycab India Limited                                                  | POLYCAB INDIA LTD COMMON STOCK INR10.0                  | CUSIP: BHKDY3909<br>LEI: N/A                  | Long             | EC               | CORP              | IN        |      3995 | NS      | $311121.91    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Shenzhen Mindray Bio-Medical Electronics Co. Ltd.                      | SHENZHEN MINDRAY BIO-MEDICAL E COMMON STOCK CNY1.0      | CUSIP: BHQK86909<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |      6800 | NS      | $218571.09    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Contemporary Amperex Technology Co.Ltd.                                | CONTEMPORARY AMPEREX TECHNOLOG COMMON STOCK CNY1.0      | CUSIP: BHQPSY905<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |     19860 | NS      | $730630.65    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| GigaDevice Semiconductor Inc.                                          | GIGADEVICE SEMICONDUCTOR I NC COMMON STOCK CNY1.0       | CUSIP: BHWLWF903<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |      2000 | NS      | $33680.43     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Klabin S.A.                                                            | KLABIN SA UNIT                                          | CUSIP: BJ0K6Z901<br>LEI: N/A                  | Long             | EC               | CORP              | BR        |     85510 | NS      | $284088.92    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| EcoPro BM Co. Ltd.                                                     | ECOPRO BM CO LTD COMMON STOCK KRW500.0                  | CUSIP: BJ321P905<br>LEI: N/A                  | Long             | EC               | CORP              | KR        |      3867 | NS      | $309795.00    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Rail Vikas Nigam Limited                                               | RAIL VIKAS NIGAM LTD COMMON STOCK INR10.0               | CUSIP: BJLJGN907<br>LEI: N/A                  | Long             | EC               | CORP              | IN        |     23164 | NS      | $92022.68     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Novatek Microelectronics Corp.                                         | NOVATEK MICROELECTRONICS CORP COMMON STOCK TWD10.0      | CUSIP: 634633903<br>LEI: N/A                  | Long             | EC               | CORP              | TW        |     87850 | NS      | $1398065.16   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| LG Chem Ltd.                                                           | LG CHEM LTD COMMON STOCK KRW5000.0                      | CUSIP: 634691901<br>LEI: N/A                  | Long             | EC               | CORP              | KR        |      2728 | NS      | $593086.24    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Fortune Electric Co. Ltd.                                              | FORTUNE ELECTRIC CO LTD COMMON STOCK TWD10.0            | CUSIP: 634760904<br>LEI: N/A                  | Long             | EC               | CORP              | TW        |     14080 | NS      | $314644.78    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Formosa Plastics Corporation                                           | FORMOSA PLASTICS CORP COMMON STOCK TWD10.0              | CUSIP: 634854905<br>LEI: N/A                  | Long             | EC               | CORP              | TW        |    441000 | NS      | $630158.30    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Formosa Chemicals and Fibre Corporation                                | FORMOSA CHEMICALS and FIBRE CORP COMMON STOCK TWD10.0   | CUSIP: 634871909<br>LEI: N/A                  | Long             | EC               | CORP              | TW        |    420000 | NS      | $405963.65    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| King Yuan Electronics Co. Ltd.                                         | KING YUAN ELECTRONICS CO LTD COMMON STOCK TWD10.0       | CUSIP: 635249907<br>LEI: N/A                  | Long             | EC               | CORP              | TW        |     99000 | NS      | $391389.56    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Gamuda Berhad                                                          | GAMUDA BHD COMMON STOCK                                 | CUSIP: 635988009<br>LEI: N/A                  | Long             | EC               | CORP              | MY        |    208339 | NS      | $253035.41    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Wistron Corporation                                                    | WISTRON CORP COMMON STOCK TWD10.0                       | CUSIP: 667248900<br>LEI: N/A                  | Long             | EC               | CORP              | TW        |    253000 | NS      | $1042599.88   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| PPB Group Berhad                                                       | PPB GROUP BHD COMMON STOCK                              | CUSIP: 668166002<br>LEI: N/A                  | Long             | EC               | CORP              | MY        |     83800 | NS      | $185283.47    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Kangwon Land Inc.                                                      | KANGWON LAND INC COMMON STOCK KRW500.0                  | CUSIP: 668344906<br>LEI: N/A                  | Long             | EC               | CORP              | KR        |      8354 | NS      | $112587.44    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| POSCO Holdings Inc.                                                    | POSCO HOLDINGS INC COMMON STOCK KRW5000.0               | CUSIP: 669323008<br>LEI: N/A                  | Long             | EC               | CORP              | KR        |      6197 | NS      | $1378550.98   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Aurobindo Pharma Limited                                               | AUROBINDO PHARMA LTD COMMON STOCK INR1.0                | CUSIP: 670263904<br>LEI: N/A                  | Long             | EC               | CORP              | IN        |     23174 | NS      | $301001.75    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Petronas Gas Berhad                                                    | PETRONAS GAS BHD COMMON STOCK                           | CUSIP: 670397900<br>LEI: N/A                  | Long             | EC               | CORP              | MY        |     62700 | NS      | $264324.97    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| President Chain Store Corporation                                      | PRESIDENT CHAIN STORE CORP COMMON STOCK TWD10.0         | CUSIP: 670498906<br>LEI: N/A                  | Long             | EC               | CORP              | TW        |     86000 | NS      | $737616.22    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| TMBThanachart Bank Public Company Limited                              | TMBTHANACHART BANK PCL-NVDR NVDR THB.95                 | CUSIP: 636514903<br>LEI: 549300WKGLXEV3DB7I54 | Long             | EC               | CORP              | TH        |   2193385 | NS      | $129535.90    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Bangkok Bank Public Company Limited                                    | BANGKOK BANK PCL NVDR THB10.0                           | CUSIP: 636836900<br>LEI: 549300CCL2BKJGMYXV60 | Long             | EC               | CORP              | TH        |     57700 | NS      | $261309.67    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| MediaTek Inc.                                                          | MEDIATEK INC COMMON STOCK TWD10.0                       | CUSIP: 637248907<br>LEI: N/A                  | Long             | EC               | CORP              | TW        |    115537 | NS      | $5303147.33   | 0.86%             |  |  |  | No            |                  1 | On Loan: No      |
| SRF Limited                                                            | SRF LTD COMMON STOCK INR10.0                            | CUSIP: 637494907<br>LEI: N/A                  | Long             | EC               | CORP              | IN        |     11429 | NS      | $396106.61    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| LS Electric Co. Ltd                                                    | LS ELECTRIC CO LTD COMMON STOCK KRW5000.0               | CUSIP: 637821901<br>LEI: N/A                  | Long             | EC               | CORP              | KR        |       877 | NS      | $196357.44    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Balkrishna Industries Limited                                          | BALKRISHNA INDUSTRIES LTD COMMON STOCK INR2.0           | CUSIP: 638878900<br>LEI: N/A                  | Long             | EC               | CORP              | IN        |      8103 | NS      | $247635.28    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Shinhan Financial Group Co. Ltd.                                       | SHINHAN FINANCIAL GROUP CO LTD COMMON STOCK KRW5000.0   | CUSIP: 639750900<br>LEI: N/A                  | Long             | EC               | CORP              | KR        |     43950 | NS      | $2155033.17   | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| HMM Company Limited                                                    | HMM CO LTD COMMON STOCK KRW5000.0                       | CUSIP: 640586905<br>LEI: N/A                  | Long             | EC               | CORP              | KR        |     26806 | NS      | $453274.23    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| S-Oil Corporation                                                      | S-OIL CORP COMMON STOCK KRW2500.0                       | CUSIP: 640605903<br>LEI: N/A                  | Long             | EC               | CORP              | KR        |      6085 | NS      | $275115.01    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Harmony Gold Mining Company Limited                                    | HARMONY GOLD MINING CO LTD COMMON STOCK ZAR.5           | CUSIP: 641056908<br>LEI: N/A                  | Long             | EC               | CORP              | ZA        |     40966 | NS      | $547799.19    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Charoen Pokphand Foods Public Company Limited                          | CHAROEN POKPHAND FOODS PCL NVDR THB1.0                  | CUSIP: 641087903<br>LEI: N/A                  | Long             | EC               | CORP              | TH        |    477900 | NS      | $333418.60    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| PICC Property and Casualty Company Limited                             | PICC PROPERTY and CASUALTY CO LT COMMON STOCK CNY1.0    | CUSIP: 670625904<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |    956000 | NS      | $1987505.73   | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| PT Bank Rakyat Indonesia (Persero) Tbk                                 | BANK RAKYAT INDONESIA PERSERO COMMON STOCK IDR50.0      | CUSIP: 670909902<br>LEI: N/A                  | Long             | EC               | CORP              | ID        |   4243350 | NS      | $956720.05    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| China Resources Power Holdings Co. Ltd.                                | CHINA RESOURCES POWER HOLDINGS COMMON STOCK             | CUSIP: 671156909<br>LEI: N/A                  | Long             | EC               | CORP              | HK        |    296000 | NS      | $733778.34    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Great Wall Motor Company Limited                                       | GREAT WALL MOTOR CO LTD COMMON STOCK CNY1.0             | CUSIP: 671825909<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |    269500 | NS      | $440812.74    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Formosa Petrochemical Corporation                                      | FORMOSA PETROCHEMICAL CORP COMMON STOCK TWD10.0         | CUSIP: 671871903<br>LEI: N/A                  | Long             | EC               | CORP              | TW        |    163000 | NS      | $239195.91    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| China Life Insurance Company Limited                                   | CHINA LIFE INSURANCE CO LTD COMMON STOCK CNY1.0         | CUSIP: 671897908<br>LEI: 549300J6TFLDXGH6S048 | Long             | EC               | CORP              | CN        |    731000 | NS      | $2118503.18   | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| Zijin Mining Group Company Limited                                     | ZIJIN MINING GROUP CO LTD COMMON STOCK CNY.1            | CUSIP: 672529906<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |    882000 | NS      | $2353872.61   | 0.38%             |  |  |  | No            |                  1 | On Loan: —       |
| TVS Motor Company Limited                                              | TVS MOTOR CO LTD COMMON STOCK INR1.0                    | CUSIP: 672654902<br>LEI: N/A                  | Long             | EC               | CORP              | IN        |     19179 | NS      | $615006.62    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Jindal Steel and Power Limited                                         | JINDAL STEEL and POWER LTD COMMON STOCK INR1.0          | CUSIP: 672681905<br>LEI: N/A                  | Long             | EC               | CORP              | IN        |     50122 | NS      | $552150.92    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| PT Bank Negara Indonesia (Persero) Tbk                                 | BANK NEGARA INDONESIA PERSERO COMMON STOCK IDR3750.0    | CUSIP: 672712908<br>LEI: 549300HZ8J3MLVXQ8F85 | Long             | EC               | CORP              | ID        |   2019500 | NS      | $492141.90    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Phison Electronics Corporation                                         | PHISON ELECTRONICS CORP COMMON STOCK TWD10.0            | CUSIP: 672846904<br>LEI: N/A                  | Long             | EC               | CORP              | TW        |     14000 | NS      | $248597.03    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Airports of Thailand Public Company Limited                            | AIRPORTS OF THAILAND PCL NVDR THB1.0                    | CUSIP: 674120902<br>LEI: N/A                  | Long             | EC               | CORP              | TH        |    241700 | NS      | $303234.39    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Biocon Limited                                                         | BIOCON LTD COMMON STOCK INR5.0                          | CUSIP: 674125901<br>LEI: N/A                  | Long             | EC               | CORP              | IN        |     26166 | NS      | $116733.09    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Jindal Stainless Limited                                               | JINDAL STAINLESS LTD COMMON STOCK INR2.0                | CUSIP: 674325907<br>LEI: N/A                  | Long             | EC               | CORP              | IN        |     46076 | NS      | $363984.55    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Weichai Power Co. Ltd.                                                 | WEICHAI POWER CO LTD COMMON STOCK CNY1.0                | CUSIP: 674395900<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |    264000 | NS      | $559612.74    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Samvardhana Motherson International Limited                            | SAMVARDHANA MOTHERSON INTERNAT COMMON STOCK INR1.0      | CUSIP: 674399902<br>LEI: N/A                  | Long             | EC               | CORP              | IN        |    626299 | NS      | $694729.93    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Turk Hava Yollari Anonim Ortakligi                                     | TURK HAVA YOLLARI AO COMMON STOCK TRY1.0                | CUSIP: B03MYK907<br>LEI: N/A                  | Long             | EC               | CORP              | TR        |     48715 | NS      | $345624.12    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Turkcell Iletisim Hizmetleri A.S.                                      | TURKCELL ILETISIM HIZMETLERI A COMMON STOCK TRY1.0      | CUSIP: B03MYN901<br>LEI: N/A                  | Long             | EC               | CORP              | TR        |    110348 | NS      | $253490.77    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Turkiye Is Bankasi Anonim Sirketi                                      | TURKIYE IS BANKASI AS COMMON STOCK TRY1.0               | CUSIP: B03MYS900<br>LEI: N/A                  | Long             | EC               | CORP              | TR        |    774265 | NS      | $282674.53    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Turkiye Petrol Rafinerileri A.S.                                       | TURKIYE PETROL RAFINERILERI AS COMMON STOCK TRY1.0      | CUSIP: B03MYT908<br>LEI: N/A                  | Long             | EC               | CORP              | TR        |     74072 | NS      | $308199.96    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Yapi Ve Kredi Bankasi Anonim Sirketi                                   | YAPI VE KREDI BANKASI AS COMMON STOCK TRY1.0            | CUSIP: B03MZJ909<br>LEI: B85ZYWEZ5IZCZ2WNIO12 | Long             | EC               | CORP              | TR        |    233289 | NS      | $193444.87    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Powszechna Kasa Oszczednosci Bank Polski Spolka Akcyjna                | POWSZECHNA KASA OSZCZEDNOSCI B COMMON STOCK PLN1.0      | CUSIP: B03NGS908<br>LEI: P4GTT6GF1W40CVIMFR43 | Long             | EC               | CORP              | PL        |     58667 | NS      | $1294319.08   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Porto Seguro S/A                                                       | PORTO SEGURO SA COMMON STOCK                            | CUSIP: B0498T905<br>LEI: N/A                  | Long             | EC               | CORP              | BR        |      3200 | NS      | $29659.11     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Taiwan High Speed Rail Corporation                                     | TAIWAN HIGH SPEED RAIL CORP COMMON STOCK TWD10.0        | CUSIP: B04BGQ907<br>LEI: N/A                  | Long             | EC               | CORP              | TW        |    296000 | NS      | $270240.39    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Global Unichip Corp.                                                   | GLOBAL UNICHIP CORP COMMON STOCK TWD10.0                | CUSIP: B05638901<br>LEI: N/A                  | Long             | EC               | CORP              | TW        |      7000 | NS      | $284948.49    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Coca-Cola Icecek Anonim Sirketi                                        | COCA-COLA ICECEK AS COMMON STOCK TRY1.0                 | CUSIP: B058ZV901<br>LEI: N/A                  | Long             | EC               | CORP              | TR        |     40315 | NS      | $50452.10     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| SM Investments Corporation                                             | SM INVESTMENTS CORP COMMON STOCK PHP10.0                | CUSIP: B068DB908<br>LEI: N/A                  | Long             | EC               | CORP              | PH        |     23055 | NS      | $322511.12    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Posco DX Company Ltd.                                                  | POSCO DX CO LTD COMMON STOCK KRW500.0                   | CUSIP: B123VB901<br>LEI: N/A                  | Long             | EC               | CORP              | KR        |      1622 | NS      | $28011.90     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Yanbu National Petrochemical Company                                   | YANBU NATIONAL PETROCHEMICAL C COMMON STOCK SAR10.0     | CUSIP: B128CF902<br>LEI: N/A                  | Long             | EC               | CORP              | SA        |     34285 | NS      | $278769.56    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Aldrees Petroleum And Transport Services Company                       | ALDREES PETROLEUM AND TRANSPOR COMMON STOCK SAR10.0     | CUSIP: B128FF909<br>LEI: N/A                  | Long             | EC               | CORP              | SA        |      2128 | NS      | $67735.65     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Jarir Marketing Company                                                | JARIR MARKETING CO COMMON STOCK SAR1.0                  | CUSIP: B128FM904<br>LEI: N/A                  | Long             | EC               | CORP              | SA        |     61374 | NS      | $210246.57    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| The Company for Cooperative Insurance                                  | CO FOR COOPERATIVE INSURANCE/T COMMON STOCK SAR10.0     | CUSIP: B128FN902<br>LEI: N/A                  | Long             | EC               | CORP              | SA        |      6606 | NS      | $236513.50    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Equatorial Energia S/A                                                 | EQUATORIAL SA COMMON STOCK                              | CUSIP: B128R9900<br>LEI: N/A                  | Long             | EC               | CORP              | BR        |     71403 | NS      | $434523.26    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Samsung Life Insurance Co. Ltd.                                        | SAMSUNG LIFE INSURANCE CO LTD COMMON STOCK KRW500.0     | CUSIP: B12C0T906<br>LEI: N/A                  | Long             | EC               | CORP              | KR        |     10665 | NS      | $968217.12    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Etihad Etisalat Company                                                | ETIHAD ETISALAT CO COMMON STOCK SAR10.0                 | CUSIP: B12LR5909<br>LEI: N/A                  | Long             | EC               | CORP              | SA        |     69472 | NS      | $1133450.56   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Saudi Awwal Bank                                                       | SAUDI AWWAL BANK COMMON STOCK SAR10.0                   | CUSIP: B12LSY905<br>LEI: N/A                  | Long             | EC               | CORP              | SA        |     35468 | NS      | $306353.66    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Al Rajhi Banking and Investment Corporation                            | AL RAJHI BANK COMMON STOCK SAR10.0                      | CUSIP: B12LZH904<br>LEI: N/A                  | Long             | EC               | CORP              | SA        |    132255 | NS      | $3340663.07   | 0.54%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank Albilad                                                           | BANK ALBILAD COMMON STOCK SAR10.0                       | CUSIP: B12LZP906<br>LEI: N/A                  | Long             | EC               | CORP              | SA        |     54424 | NS      | $377809.43    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Motilal Oswal Financial Services Limited                               | MOTILAL OSWAL FINANCIAL SERVIC COMMON STOCK INR1.0      | CUSIP: B233M1900<br>LEI: N/A                  | Long             | EC               | CORP              | IN        |      9688 | NS      | $100774.33    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Ecopro Co. Ltd.                                                        | ECOPRO CO LTD COMMON STOCK KRW100.0                     | CUSIP: B235ZT900<br>LEI: N/A                  | Long             | EC               | CORP              | KR        |      6672 | NS      | $237186.04    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Manila Electric Company                                                | MANILA ELECTRIC CO COMMON STOCK PHP10.0                 | CUSIP: B247XZ903<br>LEI: N/A                  | Long             | EC               | CORP              | PH        |     27260 | NS      | $250951.36    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| CJ CheilJedang Corporation                                             | CJ CHEILJEDANG CORP COMMON STOCK KRW5000.0              | CUSIP: B2492F907<br>LEI: N/A                  | Long             | EC               | CORP              | KR        |      1384 | NS      | $250992.21    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Adani Ports and Special Economic Zone Limited                          | ADANI PORTS and SPECIAL ECONOMIC COMMON STOCK INR2.0    | CUSIP: B28XXH902<br>LEI: N/A                  | Long             | EC               | CORP              | IN        |     23258 | NS      | $364805.34    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| BYD Electronic (International) Company Limited                         | BYD ELECTRONIC INTERNATIONAL C COMMON STOCK             | CUSIP: B29SHS906<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |     83000 | NS      | $347859.87    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Sime Darby Berhad                                                      | SIME DARBY BHD COMMON STOCK                             | CUSIP: B29TTR903<br>LEI: N/A                  | Long             | EC               | CORP              | MY        |    584700 | NS      | $223460.96    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Dar Al Arkan Real Estate Development Company                           | DAR AL ARKAN REAL ESTATE DEVEL COMMON STOCK SAR10.0     | CUSIP: B2NC4X908<br>LEI: N/A                  | Long             | EC               | CORP              | SA        |     44718 | NS      | $227696.89    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| eMemory Technology Inc                                                 | EMEMORY TECHNOLOGY INC COMMON STOCK TWD10.0             | CUSIP: B2PXYH902<br>LEI: N/A                  | Long             | EC               | CORP              | TW        |      6266 | NS      | $427215.34    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| China Pacific Insurance (Group) Co. Ltd.                               | CHINA PACIFIC INSURANCE GROUP COMMON STOCK CNY1.0       | CUSIP: B2Q5H5907<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |    348800 | NS      | $1406308.28   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| REC Limited                                                            | REC LTD COMMON STOCK INR10.0                            | CUSIP: B2Q7WL901<br>LEI: N/A                  | Long             | EC               | CORP              | IN        |    152534 | NS      | $687979.95    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Clicks Group Limited                                                   | CLICKS GROUP LTD COMMON STOCK ZAR.01                    | CUSIP: 610557902<br>LEI: N/A                  | Long             | EC               | CORP              | ZA        |     27044 | NS      | $571180.65    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| The Shanghai Commercial and Savings Bank Ltd.                          | SHANGHAI COMMERCIAL and SAVINGS COMMON STOCK TWD10.0    | CUSIP: B7LV1N902<br>LEI: N/A                  | Long             | EC               | CORP              | TW        |    462265 | NS      | $665965.16    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| PT Astra International Tbk                                             | ASTRA INTERNATIONAL TBK PT COMMON STOCK IDR50.0         | CUSIP: B800MQ901<br>LEI: N/A                  | Long             | EC               | CORP              | ID        |   2040700 | NS      | $632486.78    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Aspeed Technology Inc.                                                 | ASPEED TECHNOLOGY INC COMMON STOCK TWD10.0              | CUSIP: B80VKP907<br>LEI: N/A                  | Long             | EC               | CORP              | TW        |      3000 | NS      | $458329.84    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Alior Bank Spolka Akcyjna                                              | ALIOR BANK SA COMMON STOCK PLN10.0                      | CUSIP: B8W8F1902<br>LEI: N/A                  | Long             | EC               | CORP              | PL        |      6490 | NS      | $175980.85    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| China Galaxy Securities Co. Ltd                                        | CHINA GALAXY SECURITIES CO LTD COMMON STOCK CNY1.0      | CUSIP: B92NYF908<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |    313000 | NS      | $423447.13    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Indus Towers Limited                                                   | INDUS TOWERS LTD COMMON STOCK INR10.0                   | CUSIP: B92P9G909<br>LEI: N/A                  | Long             | EC               | CORP              | IN        |    195799 | NS      | $807794.16    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Voltronic Power Technology Corp.                                       | VOLTRONIC POWER TECHNOLOGY COR COMMON STOCK TWD10.0     | CUSIP: B96HCH907<br>LEI: N/A                  | Long             | EC               | CORP              | TW        |      6000 | NS      | $237205.80    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Pegasus Hava Tasimaciligi Anonim Sirketi                               | PEGASUS HAVA TASIMACILIGI AS COMMON STOCK TRY1.0        | CUSIP: B9J4ZK900<br>LEI: N/A                  | Long             | EC               | CORP              | TR        |     12478 | NS      | $77463.01     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| BB Seguridade Participacoes S.A.                                       | BB SEGURIDADE PARTICIPACOES SA COMMON STOCK             | CUSIP: B9N3SQ902<br>LEI: N/A                  | Long             | EC               | CORP              | BR        |     88500 | NS      | $532718.29    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Dino Polska S.A.                                                       | DINO POLSKA SA COMMON STOCK PLN.1                       | CUSIP: BD0YVN903<br>LEI: N/A                  | Long             | EC               | CORP              | PL        |     45650 | NS      | $606506.83    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Orient Securities Company Limited                                      | ORIENT SECURITIES CO LTD/CHINA COMMON STOCK CNY1.0      | CUSIP: BD31M4904<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |     78000 | NS      | $75118.47     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Lens Technology Co. Ltd.                                               | LENS TECHNOLOGY CO LTD COMMON STOCK CNY1.0              | CUSIP: BD5CP1901<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |     22700 | NS      | $71985.85     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Taiwan Business Bank                                                   | TAIWAN BUSINESS BANK COMMON STOCK TWD10.0               | CUSIP: 609881909<br>LEI: N/A                  | Long             | EC               | CORP              | TW        |    630288 | NS      | $339982.81    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| China Shenhua Energy Company Limited                                   | CHINA SHENHUA ENERGY CO LTD COMMON STOCK CNY1.0         | CUSIP: B09N7M905<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |    382500 | NS      | $1659124.20   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Ambuja Cements Limited                                                 | AMBUJA CEMENTS LTD COMMON STOCK INR2.0                  | CUSIP: B09QQ1903<br>LEI: N/A                  | Long             | EC               | CORP              | IN        |     48863 | NS      | $329104.81    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| COSCO SHIPPING Holdings Co. Ltd.                                       | COSCO SHIPPING HOLDINGS CO LTD COMMON STOCK CNY1.0      | CUSIP: B0B8Z1900<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |    456699 | NS      | $835439.19    | 0.14%             |  |  |  | No            |                  1 | On Loan: —       |
| ITC Limited                                                            | ITC LTD COMMON STOCK INR1.0                             | CUSIP: B0JGGP902<br>LEI: N/A                  | Long             | EC               | CORP              | IN        |    282656 | NS      | $1328437.62   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Pidilite Industries Limited                                            | PIDILITE INDUSTRIES LTD COMMON STOCK INR1.0             | CUSIP: B0JJV5903<br>LEI: N/A                  | Long             | EC               | CORP              | IN        |     15096 | NS      | $493728.96    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| UPL Limited                                                            | UPL LTD COMMON STOCK INR2.0                             | CUSIP: B0L0W3905<br>LEI: N/A                  | Long             | EC               | CORP              | IN        |     74861 | NS      | $600434.81    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Sundaram Finance Limited                                               | SUNDARAM FINANCE LTD COMMON STOCK INR10.0               | CUSIP: B0L4LR906<br>LEI: N/A                  | Long             | EC               | CORP              | IN        |      4922 | NS      | $260993.34    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Ningxia Baofeng Energy Group Co. Ltd.                                  | NINGXIA BAOFENG ENERGY GROUP C COMMON STOCK CNY1.0      | CUSIP: BK4XS9900<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |     55700 | NS      | $120337.83    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Will Semiconductor Co. Ltd. Shanghai                                   | WILL SEMICONDUCTOR CO LTD SHAN COMMON STOCK CNY1.0      | CUSIP: BK947V903<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |      5715 | NS      | $96361.02     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Avary Holding (Shenzhen) Co. Limited                                   | AVARY HOLDING SHENZHEN CO LTD COMMON STOCK CNY1.0       | CUSIP: BKDQ80906<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |      6500 | NS      | $47894.45     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| JD.com Inc.                                                            | JD.COM INC COMMON STOCK USD.00002                       | CUSIP: BKPQZT900<br>LEI: 549300HVTWB0GJZ16V92 | Long             | EC               | CORP              | CN        |    222600 | NS      | $3485036.94   | 0.57%             |  |  |  | No            |                  1 | On Loan: No      |
| Patanjali Foods Limited                                                | PATANJALI FOODS LTD COMMON STOCK INR2.0                 | CUSIP: BKVLFJ908<br>LEI: N/A                  | Long             | EC               | CORP              | IN        |      4086 | NS      | $86945.35     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Smoore International Holdings Limited                                  | SMOORE INTERNATIONAL HOLDINGS COMMON STOCK USD.01       | CUSIP: BKWGSQ908<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |     74000 | NS      | $199847.13    | 0.03%             |  |  |  | No            |                  1 | On Loan: —       |
| Beijing-Shanghai High Speed Railway Co.Ltd.                            | BEIJING-SHANGHAI HIGH SPEED RA COMMON STOCK CNY1.0      | CUSIP: BL58M7902<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |    144200 | NS      | $108256.75    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Li Auto Inc.                                                           | LI AUTO INC COMMON STOCK USD.0001                       | CUSIP: BMW5M0901<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |    106300 | NS      | $1405597.45   | 0.23%             |  |  |  | No            |                  1 | On Loan: —       |
| Beijing Wantai Biological Pharmacy Enterprise Co. Ltd.                 | BEIJING WANTAI BIOLOGICAL PHAR COMMON STOCK CNY1.0      | CUSIP: BMXTWX905<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |      1960 | NS      | $15951.62     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Kalyan Jewellers India Ltd                                             | KALYAN JEWELLERS INDIA LTD COMMON STOCK INR10.0         | CUSIP: BMYLJB904<br>LEI: N/A                  | Long             | EC               | CORP              | IN        |     19184 | NS      | $129800.45    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| ZTO Express (Cayman) Inc.                                              | ZTO EXPRESS CAYMAN INC COMMON STOCK USD.0001            | CUSIP: BMZ1C8901<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |     25050 | NS      | $484725.48    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Mr D.I.Y. Group (M) Berhad                                             | MR DIY GROUP M BHD COMMON STOCK                         | CUSIP: BN4JBJ901<br>LEI: N/A                  | Long             | EC               | CORP              | MY        |    192900 | NS      | $74627.20     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Pop Mart International Group Limited                                   | POP MART INTERNATIONAL GROUP L COMMON STOCK USD.0001    | CUSIP: BN6PP3905<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |     32800 | NS      | $1027872.61   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| OUTsurance Group Limited                                               | OUTSURANCE GROUP LTD COMMON STOCK ZAR.0001              | CUSIP: BN6QSM908<br>LEI: N/A                  | Long             | EC               | CORP              | ZA        |     63336 | NS      | $270576.86    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Wanhua Chemical Group Co. Ltd.                                         | WANHUA CHEMICAL GROUP CO LTD COMMON STOCK CNY1.0        | CUSIP: BP3R3S908<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |     27500 | NS      | $238224.50    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Founder Securities Co. Ltd.                                            | FOUNDER SECURITIES CO LTD COMMON STOCK CNY1.0           | CUSIP: BP3R41906<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |     16300 | NS      | $18400.92     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| SDIC Power Holdings Co.Ltd                                             | SDIC POWER HOLDINGS CO LTD COMMON STOCK CNY1.0          | CUSIP: BP3R43902<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |     48400 | NS      | $105979.51    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| AUO Corporation                                                        | AUO CORP COMMON STOCK TWD10.0                           | CUSIP: 628819906<br>LEI: N/A                  | Long             | EC               | CORP              | TW        |   1034600 | NS      | $415954.44    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Public Bank Berhad                                                     | PUBLIC BANK BHD COMMON STOCK                            | CUSIP: B012W4901<br>LEI: 549300L2RSQCVMOHGM20 | Long             | EC               | CORP              | MY        |    966800 | NS      | $954332.47    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Reliance Industries Limited                                            | RELIANCE INDUSTRIES LTD COMMON STOCK INR10.0            | CUSIP: 609962907<br>LEI: 5493003UOETFYRONLG31 | Long             | EC               | CORP              | IN        |    477704 | NS      | $7580114.56   | 1.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Huaneng Power International Inc.                                       | HUANENG POWER INTERNATIONAL IN COMMON STOCK CNY1.0      | CUSIP: 609967906<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |    352000 | NS      | $239001.27    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Zhejiang NHU Company Ltd.                                              | ZHEJIANG NHU CO LTD COMMON STOCK CNY1.0                 | CUSIP: BD5CH6909<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |     18900 | NS      | $58858.04     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Guangdong Haid Group Co. Limited                                       | GUANGDONG HAID GROUP CO LTD COMMON STOCK CNY1.0         | CUSIP: BD5CJ6907<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |     10700 | NS      | $83929.15     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Muyuan Foods Co. Ltd.                                                  | MUYUAN FOODS CO LTD COMMON STOCK CNY1.0                 | CUSIP: BD5CJX908<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |     35960 | NS      | $231771.00    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Rongsheng Petrochemical Co. Ltd.                                       | RONGSHENG PETROCHEMICAL CO LTD COMMON STOCK CNY1.0      | CUSIP: BD5CL2903<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |     75850 | NS      | $96382.40     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Aier Eye Hospital Group Co.Ltd.                                        | AIER EYE HOSPITAL GROUP CO LTD COMMON STOCK CNY1.0      | CUSIP: BD5CLQ900<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |     69143 | NS      | $123522.86    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Chaozhou Three-Circle (Group) Co.Ltd.                                  | CHAOZHOU THREE-CIRCLE GROUP CO COMMON STOCK CNY1.0      | CUSIP: BD5CLT904<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |      4500 | NS      | $20701.66     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| XCMG Construction Machinery Co. Ltd.                                   | XCMG CONSTRUCTION MACHINERY CO COMMON STOCK CNY1.0      | CUSIP: BD5CM2902<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |     68300 | NS      | $79572.08     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Luzhou Laojiao Co.Ltd                                                  | LUZHOU LAOJIAO CO LTD COMMON STOCK CNY1.0               | CUSIP: BD5CMM908<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |      8500 | NS      | $145233.49    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Shenzhen Inovance Technology Co.Ltd                                    | SHENZHEN INOVANCE TECHNOLOGY C COMMON STOCK CNY1.0      | CUSIP: BD5CMN906<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |     11650 | NS      | $102669.79    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Hithink RoyalFlush Information Network Co.Ltd.                         | HITHINK ROYALFLUSH INFORMATION COMMON STOCK CNY1.0      | CUSIP: BD5CN4907<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |      1800 | NS      | $70969.98     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Luxshare Precision Industry Co. Ltd.                                   | LUXSHARE PRECISION INDUSTRY CO COMMON STOCK CNY1.0      | CUSIP: BD5CN8908<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |     46600 | NS      | $237311.52    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| KakaoBank Corp.                                                        | KAKAOBANK CORP COMMON STOCK KRW5000.0                   | CUSIP: ACI1YX2Z4<br>LEI: N/A                  | Long             | EC               | CORP              | KR        |     15107 | NS      | $306105.21    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| FSN E-Commerce Ventures Limited                                        | FSN E-COMMERCE VENTURES LTD COMMON STOCK INR1.0         | CUSIP: ACI1ZHWB8<br>LEI: N/A                  | Long             | EC               | CORP              | IN        |     66379 | NS      | $158614.73    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| HD Hyundai Heavy Industries Co. Ltd.                                   | HD HYUNDAI HEAVY INDUSTRIES CO COMMON STOCK KRW5000.0   | CUSIP: ACI209LD0<br>LEI: N/A                  | Long             | EC               | CORP              | KR        |       816 | NS      | $288612.63    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| PB Fintech Limited                                                     | PB FINTECH LTD COMMON STOCK INR2.0                      | CUSIP: ACI21FXK6<br>LEI: N/A                  | Long             | EC               | CORP              | IN        |     15778 | NS      | $325651.04    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| One 97 Communications Limited                                          | ONE 97 COMMUNICATIONS LTD COMMON STOCK INR1.0           | CUSIP: ACI21H1G6<br>LEI: N/A                  | Long             | EC               | CORP              | IN        |     15767 | NS      | $196370.35    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| BYD Company Limited                                                    | BYD CO LTD COMMON STOCK CNY1.0                          | CUSIP: 653665901<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |    284500 | NS      | $4182331.21   | 0.68%             |  |  |  | No            |                  1 | On Loan: —       |
| Schaeffler India Limited                                               | SCHAEFFLER INDIA LTD COMMON STOCK INR2.0                | CUSIP: ACI23CC24<br>LEI: N/A                  | Long             | EC               | CORP              | IN        |      3278 | NS      | $154023.29    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Elm Company                                                            | ELM CO COMMON STOCK SAR10.0                             | CUSIP: ACI23LVY3<br>LEI: N/A                  | Long             | EC               | CORP              | SA        |      2480 | NS      | $601636.85    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| LG Corp.                                                               | LG CORP COMMON STOCK KRW5000.0                          | CUSIP: 653703009<br>LEI: N/A                  | Long             | EC               | CORP              | KR        |     13391 | NS      | $764758.58    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Power and Water Utility Company for Jubail and Yanbu                   | POWER and WATER UTILITY CO FOR J COMMON STOCK SAR10.0   | CUSIP: ACI29Z798<br>LEI: N/A                  | Long             | EC               | CORP              | SA        |      7950 | NS      | $85029.46     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| 360 One Wam Ltd                                                        | 360 ONE WAM LTD COMMON STOCK INR1.0                     | CUSIP: ACI2D6BG6<br>LEI: N/A                  | Long             | EC               | CORP              | IN        |     10671 | NS      | $128273.10    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Banco Santander Chile                                                  | BANCO SANTANDER CHILE COMMON STOCK                      | CUSIP: 200025906<br>LEI: 3YJP8HORPAEXJ80D6368 | Long             | EC               | CORP              | CL        |   3507596 | NS      | $201267.25    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| BRF S.A                                                                | BRF SA COMMON STOCK                                     | CUSIP: 203699905<br>LEI: N/A                  | Long             | EC               | CORP              | BR        |     37100 | NS      | $132865.65    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Banco de Credito e Inversiones S.A                                     | BANCO DE CREDITO E INVERSIONES COMMON STOCK             | CUSIP: 206935900<br>LEI: 549300E9E5Y3PKW24142 | Long             | EC               | CORP              | CL        |      7180 | NS      | $283069.82    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Banco de Chile                                                         | BANCO DE CHILE COMMON STOCK                             | CUSIP: 210084901<br>LEI: 8B4EZFY8IHJC44TT2K84 | Long             | EC               | CORP              | CL        |   2890424 | NS      | $395533.57    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Marico Limited                                                         | MARICO LTD COMMON STOCK INR1.0                          | CUSIP: B1S34K903<br>LEI: N/A                  | Long             | EC               | CORP              | IN        |     67055 | NS      | $543413.51    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Power Finance Corporation Limited                                      | POWER FINANCE CORP LTD COMMON STOCK INR10.0             | CUSIP: B1S722906<br>LEI: N/A                  | Long             | EC               | CORP              | IN        |    188933 | NS      | $885042.95    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Indian Bank                                                            | INDIAN BANK COMMON STOCK INR10.0                        | CUSIP: B1SFSX902<br>LEI: 5493008JR8FCVQ6FJL94 | Long             | EC               | CORP              | IN        |     31073 | NS      | $220635.64    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Bharat Petroleum Corporation Limited                                   | BHARAT PETROLEUM CORP LTD COMMON STOCK INR10.0          | CUSIP: 609972906<br>LEI: 8GRDBX1TJ0PU5NCSHT72 | Long             | EC               | CORP              | IN        |    291547 | NS      | $1088823.77   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank of India Limited                                                  | BANK OF INDIA COMMON STOCK INR10.0                      | CUSIP: 609978903<br>LEI: N/A                  | Long             | EC               | CORP              | IN        |     63474 | NS      | $80640.67     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Acer Incorporated                                                      | ACER INC COMMON STOCK TWD10.0                           | CUSIP: 600585905<br>LEI: N/A                  | Long             | EC               | CORP              | TW        |    211000 | NS      | $227276.99    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Shree Cement Limited                                                   | SHREE CEMENT LTD COMMON STOCK INR10.0                   | CUSIP: 610035909<br>LEI: N/A                  | Long             | EC               | CORP              | IN        |       842 | NS      | $294704.21    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Indusind Bank Ltd.                                                     | INDUSIND BANK LTD COMMON STOCK INR10.0                  | CUSIP: 610045908<br>LEI: N/A                  | Long             | EC               | CORP              | IN        |     47284 | NS      | $430743.95    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Cheng Shin Rubber Ind. Co. Ltd.                                        | CHENG SHIN RUBBER INDUSTRY CO COMMON STOCK TWD10.0      | CUSIP: 619022007<br>LEI: N/A                  | Long             | EC               | CORP              | TW        |    278000 | NS      | $373491.92    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| China Steel Corporation                                                | CHINA STEEL CORP COMMON STOCK TWD10.0                   | CUSIP: 619095904<br>LEI: N/A                  | Long             | EC               | CORP              | TW        |   1269000 | NS      | $826938.60    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| China Resources Land Limited                                           | CHINA RESOURCES LAND LTD COMMON STOCK HKD.1             | CUSIP: 619376908<br>LEI: N/A                  | Long             | EC               | CORP              | HK        |    380000 | NS      | $1396560.51   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Kakao Corp.                                                            | KAKAO CORP COMMON STOCK KRW100.0                        | CUSIP: 619403900<br>LEI: N/A                  | Long             | EC               | CORP              | KR        |     17459 | NS      | $730186.04    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| CITIC Limited                                                          | CITIC LTD COMMON STOCK                                  | CUSIP: 619615008<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |    643000 | NS      | $964909.55    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Advantech Co. Ltd.                                                     | ADVANTECH CO LTD COMMON STOCK TWD10.0                   | CUSIP: 620267906<br>LEI: N/A                  | Long             | EC               | CORP              | TW        |     47981 | NS      | $539329.11    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Infosys Limited                                                        | INFOSYS LTD COMMON STOCK INR5.0                         | CUSIP: 620512905<br>LEI: N/A                  | Long             | EC               | CORP              | IN        |    255925 | NS      | $4408341.81   | 0.72%             |  |  |  | No            |                  1 | On Loan: No      |
| Mirae Asset Securities Co. Ltd.                                        | MIRAE ASSET SECURITIES CO LTD COMMON STOCK KRW5000.0    | CUSIP: 624965000<br>LEI: N/A                  | Long             | EC               | CORP              | KR        |     34801 | NS      | $479053.28    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Indian Oil Corporation Limited                                         | INDIAN OIL CORP LTD COMMON STOCK INR10.0                | CUSIP: 625376900<br>LEI: N/A                  | Long             | EC               | CORP              | IN        |    522807 | NS      | $867299.06    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Bid Corporation Limited                                                | BID CORP LTD COMMON STOCK                               | CUSIP: BZBFKT902<br>LEI: N/A                  | Long             | EC               | CORP              | ZA        |     32178 | NS      | $815015.84    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| JSW Steel Limited                                                      | JSW STEEL LTD COMMON STOCK INR1.0                       | CUSIP: BZBYJJ905<br>LEI: N/A                  | Long             | EC               | CORP              | IN        |     88469 | NS      | $1068409.71   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Banco BTG Pactual S.A.                                                 | BANCO BTG PACTUAL SA UNIT                               | CUSIP: BZBZVC903<br>LEI: N/A                  | Long             | EC               | CORP              | BR        |     52148 | NS      | $364478.52    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Solar Industries India Limited                                         | SOLAR INDUSTRIES INDIA LTD COMMON STOCK INR2.0          | CUSIP: ACI0NKQS6<br>LEI: N/A                  | Long             | EC               | CORP              | IN        |      2094 | NS      | $336670.28    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Aluminum Corporation of China Limited                                  | ALUMINUM CORP OF CHINA LTD COMMON STOCK CNY1.0          | CUSIP: 642539902<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |    620000 | NS      | $492050.96    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Cathay Financial Holding Co. Ltd.                                      | CATHAY FINANCIAL HOLDING CO LT COMMON STOCK TWD10.0     | CUSIP: 642566905<br>LEI: N/A                  | Long             | EC               | CORP              | TW        |    883513 | NS      | $1802695.09   | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| KGI Financial Holding Co. Ltd.                                         | KGI FINANCIAL HOLDING CO LTD COMMON STOCK TWD10.0       | CUSIP: 643175904<br>LEI: N/A                  | Long             | EC               | CORP              | TW        |   2476159 | NS      | $1260997.30   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| China Minsheng Banking Corp. Ltd.                                      | CHINA MINSHENG BANKING CORP LT COMMON STOCK CNY1.0      | CUSIP: B57JY2909<br>LEI: 549300HBUGSQD1VCXG94 | Long             | EC               | CORP              | CN        |    867500 | NS      | $522710.19    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| LandT Finance Limited                                                  | LandT FINANCE LTD COMMON STOCK INR10.0                  | CUSIP: B5KYHQ907<br>LEI: N/A                  | Long             | EC               | CORP              | IN        |     46995 | NS      | $108369.01    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Indorama Ventures Public Company Limited                               | INDORAMA VENTURES PCL NVDR THB1.0                       | CUSIP: B5KZ7P907<br>LEI: N/A                  | Long             | EC               | CORP              | TH        |    244600 | NS      | $172896.57    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| China Everbright Bank Company Limited                                  | CHINA EVERBRIGHT BANK CO LTD COMMON STOCK CNY1.0        | CUSIP: B5NRRJ904<br>LEI: 549300U6PKQ4H1P34E17 | Long             | EC               | CORP              | CN        |    453000 | NS      | $212938.85    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| BDO Unibank Inc                                                        | BDO UNIBANK INC COMMON STOCK PHP10.0                    | CUSIP: B5VJH7900<br>LEI: 3FGIIBS1PEI1FYQBGN97 | Long             | EC               | CORP              | PH        |    258594 | NS      | $632603.85    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Agricultural Bank of China Limited                                     | AGRICULTURAL BANK OF CHINA LTD COMMON STOCK CNY1.0      | CUSIP: B60LZR903<br>LEI: 549300E7TSGLCOVSY746 | Long             | EC               | CORP              | CN        |   2834000 | NS      | $1859248.41   | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Powszechny Zaklad Ubezpieczen Spolka Akcyjna                           | POWSZECHNY ZAKLAD UBEZPIECZEN COMMON STOCK PLN.1        | CUSIP: B63DG2904<br>LEI: QLPCKOOKVX32FUELX240 | Long             | EC               | CORP              | PL        |     53894 | NS      | $909587.54    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Vodacom Group                                                          | VODACOM GROUP LTD COMMON STOCK                          | CUSIP: B65B4D905<br>LEI: N/A                  | Long             | EC               | CORP              | ZA        |     57043 | NS      | $438741.35    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| CITIC Securities Company Limited                                       | CITIC SECURITIES CO LTD COMMON STOCK CNY1.0             | CUSIP: B6SPB4901<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |    143750 | NS      | $505414.01    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| WEG S.A.                                                               | WEG SA COMMON STOCK                                     | CUSIP: 294542907<br>LEI: N/A                  | Long             | EC               | CORP              | BR        |     91700 | NS      | $607833.64    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| PJSC Gazprom                                                           | GAZPROM PJSC ADR                                        | CUSIP: 368287207<br>LEI: N/A                  | Long             | EC               | CORP              | RU        |      4562 | NS      | $0.00         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Taiwan Mobile Co. Ltd.                                                 | TAIWAN MOBILE CO LTD COMMON STOCK TWD10.0               | CUSIP: 629049909<br>LEI: N/A                  | Long             | EC               | CORP              | TW        |    251000 | NS      | $887193.23    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| LG Uplus Corp.                                                         | LG UPLUS CORP COMMON STOCK KRW5000.0                    | CUSIP: 629090903<br>LEI: N/A                  | Long             | EC               | CORP              | KR        |     54968 | NS      | $579883.07    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| WT Microelectronics Co. Ltd.                                           | WT MICROELECTRONICS CO LTD COMMON STOCK TWD10.0         | CUSIP: 629099904<br>LEI: N/A                  | Long             | EC               | CORP              | TW        |     34000 | NS      | $157199.10    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| China Petroleum and Chemical Corporation                               | CHINA PETROLEUM and CHEMICAL COR COMMON STOCK CNY1.0    | CUSIP: 629181900<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |   2404000 | NS      | $1408713.38   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Doosan Enerbility Co. Ltd.                                             | DOOSAN ENERBILITY CO LTD COMMON STOCK KRW5000.0         | CUSIP: 629467903<br>LEI: N/A                  | Long             | EC               | CORP              | KR        |     28226 | NS      | $1335178.54   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Engie Brasil Energia S.A.                                              | ENGIE BRASIL ENERGIA SA COMMON STOCK                    | CUSIP: ACI0NT451<br>LEI: N/A                  | Long             | EC               | CORP              | BR        |     35725 | NS      | $254797.98    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| ICICI Prudential Life Insurance Company Limited                        | ICICI PRUDENTIAL LIFE INSURANC COMMON STOCK INR10.0     | CUSIP: ACI0PYNT5<br>LEI: N/A                  | Long             | EC               | CORP              | IN        |     23622 | NS      | $166165.34    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Cummins India Ltd.                                                     | CUMMINS INDIA LTD COMMON STOCK INR2.0                   | CUSIP: 629486903<br>LEI: N/A                  | Long             | EC               | CORP              | IN        |     10185 | NS      | $414102.90    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| HCL Technologies Limited                                               | HCL TECHNOLOGIES LTD COMMON STOCK INR2.0                | CUSIP: 629489907<br>LEI: 549300C1F8OLYSOQYB65 | Long             | EC               | CORP              | IN        |     98087 | NS      | $1640629.26   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Grasim Industries Limited                                              | GRASIM INDUSTRIES LTD COMMON STOCK INR2.0               | CUSIP: ACI0Q5T95<br>LEI: N/A                  | Long             | EC               | CORP              | IN        |     38436 | NS      | $1211014.54   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Cholamandalam Investment and Finance Company Limited                   | CHOLAMANDALAM INVESTMENT AND F COMMON STOCK INR2.0      | CUSIP: BJ9K2H906<br>LEI: N/A                  | Long             | EC               | CORP              | IN        |     49809 | NS      | $816287.91    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Hanwha Systems Co. Ltd.                                                | HANWHA SYSTEMS CO LTD COMMON STOCK KRW5000.0            | CUSIP: BJN3H9900<br>LEI: N/A                  | Long             | EC               | CORP              | KR        |      1404 | NS      | $60136.72     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| PharmaEssentia Corporation                                             | PHARMAESSENTIA CORP COMMON STOCK TWD10.0                | CUSIP: BJTCKZ902<br>LEI: N/A                  | Long             | EC               | CORP              | TW        |     14307 | NS      | $237750.97    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| HDFC Bank Limited                                                      | HDFC BANK LTD COMMON STOCK INR1.0                       | CUSIP: BK1N46907<br>LEI: N/A                  | Long             | EC               | CORP              | IN        |    360200 | NS      | $8297876.40   | 1.35%             |  |  |  | No            |                  1 | On Loan: No      |
| Shriram Finance Limited                                                | SHRIRAM FINANCE LTD COMMON STOCK INR2.0                 | CUSIP: BS4DBX902<br>LEI: N/A                  | Long             | EC               | CORP              | IN        |    126334 | NS      | $911175.34    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Globalwafers Co. Ltd.                                                  | GLOBALWAFERS CO LTD COMMON STOCK TWD10.0                | CUSIP: BS7JP3907<br>LEI: N/A                  | Long             | EC               | CORP              | TW        |     34000 | NS      | $390149.93    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| The Saudi National Bank                                                | SAUDI NATIONAL BANK/THE COMMON STOCK SAR10.0            | CUSIP: BSHYYN909<br>LEI: N/A                  | Long             | EC               | CORP              | SA        |    225460 | NS      | $2253938.84   | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| Muangthai Capital Public Company Limited                               | MUANGTHAI CAPITAL PCL NVDR THB1.0                       | CUSIP: BSNLDQ906<br>LEI: N/A                  | Long             | EC               | CORP              | TH        |     74500 | NS      | $86057.99     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Alteogen Inc.                                                          | ALTEOGEN INC COMMON STOCK KRW500.0                      | CUSIP: BSTJWN901<br>LEI: N/A                  | Long             | EC               | CORP              | KR        |      1329 | NS      | $435077.88    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| ICICI Bank Limited                                                     | ICICI BANK LTD COMMON STOCK INR2.0                      | CUSIP: BSZ2BY900<br>LEI: R7RX8ER1V4666J8D1I38 | Long             | EC               | CORP              | IN        |    469304 | NS      | $7956316.39   | 1.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Nien Made Enterprise Co. Ltd.                                          | NIEN MADE ENTERPRISE CO LTD COMMON STOCK TWD10.0        | CUSIP: BSZLN1907<br>LEI: N/A                  | Long             | EC               | CORP              | TW        |     16000 | NS      | $230237.04    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Bajaj Finance Limited                                                  | BAJAJ FINANCE LTD COMMON STOCK INR1.0                   | CUSIP: BTFGH1905<br>LEI: N/A                  | Long             | EC               | CORP              | IN        |    169734 | NS      | $1705114.74   | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| ING Bank Slaski Spolka Akcyjna                                         | ING BANK SLASKI SA COMMON STOCK PLN1.0                  | CUSIP: 413234907<br>LEI: N/A                  | Long             | EC               | CORP              | PL        |      1974 | NS      | $176306.64    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| mBank S.A.                                                             | MBANK SA COMMON STOCK PLN4.0                            | CUSIP: 414305904<br>LEI: N/A                  | Long             | EC               | CORP              | PL        |       848 | NS      | $201803.11    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Budimex SA                                                             | BUDIMEX SA COMMON STOCK PLN5.0                          | CUSIP: 414933903<br>LEI: N/A                  | Long             | EC               | CORP              | PL        |       731 | NS      | $110139.42    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| KE Holdings Inc.                                                       | KE HOLDINGS INC ADR USD.00002                           | CUSIP: 482497104<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |     61320 | NS      | $1129514.40   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank Handlowy w Warszawie S.A.                                         | BANK HANDLOWY W WARSZAWIE SA COMMON STOCK PLN4.0        | CUSIP: 525606901<br>LEI: XLEZHWWOI4HFQDGL4793 | Long             | EC               | CORP              | PL        |      2660 | NS      | $77933.58     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| KGHM Polska Miedz S.A.                                                 | KGHM POLSKA MIEDZ SA COMMON STOCK PLN10.0               | CUSIP: 526325907<br>LEI: G30CO71KTT9JDYJESN22 | Long             | EC               | CORP              | PL        |     14006 | NS      | $479369.79    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank Polska Kasa Opieki Spolka Akcyjna                                 | BANK POLSKA KASA OPIEKI SA COMMON STOCK PLN1.0          | CUSIP: 547311902<br>LEI: 5493000LKS7B3UTF7H35 | Long             | EC               | CORP              | PL        |     26069 | NS      | $1429117.38   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| PJSC Mining and Metallurgical Company Norilsk Nickel                   | GMK NORILSKIY NICKEL PAO ADR                            | CUSIP: 55315J102<br>LEI: N/A                  | Long             | EC               | CORP              | RU        |       780 | NS      | $0.00         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| ORLEN S.A.                                                             | ORLEN SA COMMON STOCK PLN1.25                           | CUSIP: 581006905<br>LEI: N/A                  | Long             | EC               | CORP              | PL        |     54454 | NS      | $1220037.93   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Accton Technology Corporation                                          | ACCTON TECHNOLOGY CORP COMMON STOCK TWD10.0             | CUSIP: 600521900<br>LEI: N/A                  | Long             | EC               | CORP              | TW        |     40000 | NS      | $1195410.00   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Jiangsu Expressway Company Limited                                     | JIANGSU EXPRESSWAY CO LTD COMMON STOCK CNY1.0           | CUSIP: 600550909<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |     70000 | NS      | $85872.61     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Prestige Estates Projects Limited                                      | PRESTIGE ESTATES PROJECTS LTD COMMON STOCK INR10.0      | CUSIP: ACI009L28<br>LEI: N/A                  | Long             | EC               | CORP              | IN        |     11529 | NS      | $213868.63    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Coal India Limited                                                     | COAL INDIA LTD COMMON STOCK INR10.0                     | CUSIP: ACI00AD24<br>LEI: N/A                  | Long             | EC               | CORP              | IN        |    331937 | NS      | $1424583.29   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Punjab National Bank                                                   | PUNJAB NATIONAL BANK COMMON STOCK INR2.0                | CUSIP: ACI0B5HY9<br>LEI: N/A                  | Long             | EC               | CORP              | IN        |    206644 | NS      | $247881.98    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Berger Paints India Limited                                            | BERGER PAINTS INDIA LTD COMMON STOCK INR1.0             | CUSIP: ACI0BDC43<br>LEI: N/A                  | Long             | EC               | CORP              | IN        |     34962 | NS      | $224302.79    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Jio Financial Services Limited                                         | JIO FINANCIAL SERVICES LTD COMMON STOCK INR10.0         | CUSIP: ACI2HD5S8<br>LEI: N/A                  | Long             | EC               | CORP              | IN        |    124952 | NS      | $469289.89    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Hindustan Aeronautics Limited                                          | HINDUSTAN AERONAUTICS LTD COMMON STOCK INR5.0           | CUSIP: ACI2K2VN0<br>LEI: N/A                  | Long             | EC               | CORP              | IN        |     11060 | NS      | $572287.41    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| SAL SAUDI LOGISTICS SERVICES COMMON STOCK SAR10.0                      | SAL SAUDI LOGISTICS SERVICES COMMON STOCK SAR10.0       | CUSIP: ACI2KGD33<br>LEI: N/A                  | Long             | EC               | CORP              | SA        |      1694 | NS      | $77901.15     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Nestle India Limited                                                   | NESTLE INDIA LTD COMMON STOCK INR1.0                    | CUSIP: ACI2M90V9<br>LEI: N/A                  | Long             | EC               | CORP              | IN        |     34663 | NS      | $888746.68    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Info Edge (India) Limited                                              | INFO EDGE INDIA LTD COMMON STOCK INR2.0                 | CUSIP: ACI2WV1D8<br>LEI: N/A                  | Long             | EC               | CORP              | IN        |     34276 | NS      | $544706.63    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Motiva Infraestrutura de Mobilidade S.A.                               | MOTIVA INFRAESTRUTURA DE MOBIL COMMON STOCK             | CUSIP: ACI2WX367<br>LEI: N/A                  | Long             | EC               | CORP              | BR        |     81400 | NS      | $178980.99    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| YTL CORP BHD WARRANT WARRANTS                                          | YTL CORP BHD WARRANT WARRANTS                           | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | MY        |     36320 | NS      | $8430.67      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Jentech Precision Industrial Co. Ltd.                                  | JENTECH PRECISION INDUSTRIAL C COMMON STOCK TWD10.0     | CUSIP: B3FJBY900<br>LEI: N/A                  | Long             | EC               | CORP              | TW        |      4000 | NS      | $192980.99    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Al Rajhi Company for Cooperative Insurance                             | AL RAJHI CO FOR CO-OPERATIVE I COMMON STOCK QAR10.0     | CUSIP: B3P6M5908<br>LEI: N/A                  | Long             | EC               | CORP              | SA        |      2871 | NS      | $90926.61     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Adani Power Limited                                                    | ADANI POWER LTD COMMON STOCK INR10.0                    | CUSIP: B3WQH4905<br>LEI: N/A                  | Long             | EC               | CORP              | IN        |     29888 | NS      | $200399.17    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Mouwasat Medical Services Company                                      | MOUWASAT MEDICAL SERVICES CO COMMON STOCK SAR10.0       | CUSIP: B403QG902<br>LEI: N/A                  | Long             | EC               | CORP              | SA        |      8955 | NS      | $181434.78    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Oil India Limited                                                      | OIL INDIA LTD COMMON STOCK INR10.0                      | CUSIP: B409HQ907<br>LEI: N/A                  | Long             | EC               | CORP              | IN        |     54357 | NS      | $271912.98    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Muthoot Finance Limited                                                | MUTHOOT FINANCE LTD COMMON STOCK INR10.0                | CUSIP: B40MFF904<br>LEI: N/A                  | Long             | EC               | CORP              | IN        |     20317 | NS      | $607268.95    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Guangzhou Automobile Group Co. Ltd.                                    | GUANGZHOU AUTOMOBILE GROUP CO COMMON STOCK CNY1.0       | CUSIP: B43399904<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |    216000 | NS      | $87500.64     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Petronas Chemicals Group Berhad                                        | PETRONAS CHEMICALS GROUP BHD COMMON STOCK               | CUSIP: B5KQGT909<br>LEI: N/A                  | Long             | EC               | CORP              | MY        |    155400 | NS      | $141372.10    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Kweichow Moutai Co. Ltd.                                               | KWEICHOW MOUTAI CO LTD COMMON STOCK CNY1.0              | CUSIP: BP3R2F907<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |      5292 | NS      | $1045958.88   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Daqin Railway Co.Ltd.                                                  | DAQIN RAILWAY CO LTD COMMON STOCK CNY1.0                | CUSIP: BP3R2N900<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |     80200 | NS      | $72920.24     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| HUA XIA BANK CO. Limited                                               | HUAXIA BANK CO LTD COMMON STOCK CNY1.0                  | CUSIP: BP3R2T907<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |     88909 | NS      | $98267.26     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Dabur India Limited                                                    | DABUR INDIA LTD COMMON STOCK INR1.0                     | CUSIP: 629735903<br>LEI: N/A                  | Long             | EC               | CORP              | IN        |     47417 | NS      | $286454.73    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Tripod Technology Corporation                                          | TRIPOD TECHNOLOGY CORP COMMON STOCK TWD10.0             | CUSIP: 630572907<br>LEI: N/A                  | Long             | EC               | CORP              | TW        |     36000 | NS      | $337716.73    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Empresas Copec S.A.                                                    | EMPRESAS COPEC SA COMMON STOCK                          | CUSIP: 219602901<br>LEI: N/A                  | Long             | EC               | CORP              | CL        |     31135 | NS      | $204761.88    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Vale S.A.                                                              | VALE SA COMMON STOCK                                    | CUSIP: 219628005<br>LEI: N/A                  | Long             | EC               | CORP              | BR        |    325100 | NS      | $3104347.73   | 0.50%             |  |  |  | No            |                  1 | On Loan: No      |
| Compania Sud Americana de Vapores S.A.                                 | CIA SUD AMERICANA DE VAPORES COMMON STOCK               | CUSIP: 219633906<br>LEI: 549300F26ZOE5LM26551 | Long             | EC               | CORP              | CL        |   1233803 | NS      | $61937.14     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Companhia Paranaense de Energia - Copel                                | CIA PARANAENSE DE ENERGIA - CO PREFERENCE               | CUSIP: 220015903<br>LEI: N/A                  | Long             | EP               | CORP              | BR        |    136700 | NS      | $289586.05    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Fomento Economico Mexicano S.A.B. de C.V.                              | FOMENTO ECONOMICO MEXICANO SAB UNIT                     | CUSIP: 224205906<br>LEI: 549300A8MDWDJNMLV153 | Long             | EC               | CORP              | MX        |    125348 | NS      | $1135411.82   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Enel Americas S.A.                                                     | ENEL AMERICAS SA COMMON STOCK                           | CUSIP: 229945902<br>LEI: N/A                  | Long             | EC               | CORP              | CL        |   1819478 | NS      | $180260.41    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| El Puerto de Liverpool S.A.B. de C.V.                                  | EL PUERTO DE LIVERPOOL SAB DE COMMON STOCK              | CUSIP: 230681900<br>LEI: N/A                  | Long             | EC               | CORP              | MX        |     17571 | NS      | $85930.25     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Centrais Eletricas Brasileiras S.A.                                    | CENTRAIS ELETRICAS BRASILEIRAS PREFERENCE               | CUSIP: 230844003<br>LEI: N/A                  | Long             | EP               | CORP              | BR        |     27160 | NS      | $198416.38    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Centrais Eletricas Brasileiras S.A.                                    | CENTRAIS ELETRICAS BRASILEIRAS COMMON STOCK             | CUSIP: 231112905<br>LEI: N/A                  | Long             | EC               | CORP              | BR        |     55137 | NS      | $372369.63    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Banco do Brasil SA                                                     | BANCO DO BRASIL SA/CAYMAN COMMON STOCK                  | CUSIP: 232859900<br>LEI: QE0Q0253K88YAGNPE356 | Long             | EC               | CORP              | BR        |    162200 | NS      | $570744.21    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Grupo Bimbo S.A.B. de C.V.                                             | GRUPO BIMBO SAB DE CV COMMON STOCK                      | CUSIP: 239247901<br>LEI: 5493000RIXURZEBFEV60 | Long             | EC               | CORP              | MX        |    137200 | NS      | $399099.45    | 0.06%             |  |  |  | No            |                  1 | On Loan: —       |
| China Southern Airlines Company Limited                                | CHINA SOUTHERN AIRLINES CO LTD COMMON STOCK CNY1.0      | CUSIP: 601369903<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |    220000 | NS      | $101452.23    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| SKC Co. Ltd.                                                           | SKC CO LTD COMMON STOCK KRW5000.0                       | CUSIP: 601808900<br>LEI: N/A                  | Long             | EC               | CORP              | KR        |       875 | NS      | $63852.03     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Central Pattana Public Company Limited                                 | CENTRAL PATTANA PCL NVDR THB.5                          | CUSIP: B013L1907<br>LEI: N/A                  | Long             | EC               | CORP              | TH        |    141900 | NS      | $226875.00    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Bangkok Dusit Medical Services Public Company Limited                  | BANGKOK DUSIT MEDICAL SERVICES NVDR THB.1               | CUSIP: B013SV904<br>LEI: N/A                  | Long             | EC               | CORP              | TH        |    422100 | NS      | $277697.37    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| AMMB Holdings Berhad                                                   | AMMB HOLDINGS BHD COMMON STOCK                          | CUSIP: 604702001<br>LEI: N/A                  | Long             | EC               | CORP              | MY        |    141200 | NS      | $167188.75    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| ASUSTeK Computer Inc.                                                  | ASUSTEK COMPUTER INC COMMON STOCK TWD10.0               | CUSIP: 605104900<br>LEI: N/A                  | Long             | EC               | CORP              | TW        |     95000 | NS      | $2107044.14   | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| Bumrungrad Hospital Public Company Limited                             | BUMRUNGRAD HOSPITAL PCL NVDR THB1.0                     | CUSIP: B0166J908<br>LEI: N/A                  | Long             | EC               | CORP              | TH        |     36800 | NS      | $191432.07    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Larsen and Toubro Limited                                              | LARSEN and TOUBRO LTD COMMON STOCK INR2.0               | CUSIP: B0166K905<br>LEI: N/A                  | Long             | EC               | CORP              | IN        |     34908 | NS      | $1445953.03   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Realtek Semiconductor Corporation                                      | REALTEK SEMICONDUCTOR CORP COMMON STOCK TWD10.0         | CUSIP: 605142900<br>LEI: N/A                  | Long             | EC               | CORP              | TW        |     46000 | NS      | $886171.37    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Ayala Land Inc.                                                        | AYALA LAND INC COMMON STOCK PHP1.0                      | CUSIP: 605511906<br>LEI: N/A                  | Long             | EC               | CORP              | PH        |    556400 | NS      | $238460.55    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Minor International Public Company Limited                             | MINOR INTERNATIONAL PCL NVDR THB1.0                     | CUSIP: B018C2904<br>LEI: N/A                  | Long             | EC               | CORP              | TH        |    383229 | NS      | $293167.84    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| China Mengniu Dairy Company Limited                                    | CHINA MENGNIU DAIRY CO LTD COMMON STOCK HKD.1           | CUSIP: B01B1L907<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |    281000 | NS      | $586341.40    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Asia Cement Corporation                                                | ASIA CEMENT CORP COMMON STOCK TWD10.0                   | CUSIP: 605633007<br>LEI: N/A                  | Long             | EC               | CORP              | TW        |    337000 | NS      | $457274.48    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Aboitiz Equity Ventures Inc.                                           | ABOITIZ EQUITY VENTURES INC COMMON STOCK PHP1.0         | CUSIP: 606841906<br>LEI: N/A                  | Long             | EC               | CORP              | PH        |    315880 | NS      | $171660.67    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| PT Bank Central Asia Tbk                                               | BANK CENTRAL ASIA TBK PT COMMON STOCK IDR12.5           | CUSIP: B01C1P906<br>LEI: N/A                  | Long             | EC               | CORP              | ID        |   3610900 | NS      | $1815873.44   | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Ping An Insurance (Group) Company of China Ltd.                        | PING AN INSURANCE GROUP CO OF COMMON STOCK CNY1.0       | CUSIP: B01FLR903<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |    565500 | NS      | $3886461.78   | 0.63%             |  |  |  | No            |                  1 | On Loan: No      |
| PT Barito Pacific Tbk                                                  | BARITO PACIFIC TBK PT COMMON STOCK IDR100.0             | CUSIP: 607070901<br>LEI: N/A                  | Long             | EC               | CORP              | ID        |   1809755 | NS      | $289252.85    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank of the Philippine Islands                                         | BANK OF THE PHILIPPINE ISLANDS COMMON STOCK PHP10.0     | CUSIP: 607496908<br>LEI: 549300UW4UH6XT2X8C50 | Long             | EC               | CORP              | PH        |    280661 | NS      | $568707.50    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| YTL Power International Berhad                                         | YTL POWER INTERNATIONAL BHD COMMON STOCK                | CUSIP: B01GQS904<br>LEI: N/A                  | Long             | EC               | CORP              | MY        |    401520 | NS      | $385986.40    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| UltraTech Cement Limited                                               | ULTRATECH CEMENT LTD COMMON STOCK INR10.0               | CUSIP: B01GZF902<br>LEI: N/A                  | Long             | EC               | CORP              | IN        |      5957 | NS      | $833039.86    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| CIMB Group Holdings Berhad                                             | CIMB GROUP HOLDINGS BHD COMMON STOCK                    | CUSIP: 607574001<br>LEI: N/A                  | Long             | EC               | CORP              | MY        |    750324 | NS      | $1152314.70   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| King Slide Works Co. Ltd.                                              | KING SLIDE WORKS CO LTD COMMON STOCK TWD10.0            | CUSIP: B01H72900<br>LEI: N/A                  | Long             | EC               | CORP              | TW        |      3000 | NS      | $267861.63    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Ashok Leyland Limited                                                  | ASHOK LEYLAND LTD COMMON STOCK INR1.0                   | CUSIP: B01NFT909<br>LEI: N/A                  | Long             | EC               | CORP              | IN        |    272722 | NS      | $377488.75    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Bosch Limited                                                          | BOSCH LTD COMMON STOCK INR10.0                          | CUSIP: B01NFV904<br>LEI: N/A                  | Long             | EC               | CORP              | IN        |       669 | NS      | $307851.31    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Tata Consultancy Services Limited                                      | TATA CONSULTANCY SERVICES LTD COMMON STOCK INR1.0       | CUSIP: B01NPJ900<br>LEI: N/A                  | Long             | EC               | CORP              | IN        |     74565 | NS      | $2581892.53   | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| GS Holdings Corp.                                                      | GS HOLDINGS CORP COMMON STOCK KRW5000.0                 | CUSIP: B01RJV901<br>LEI: N/A                  | Long             | EC               | CORP              | KR        |     10221 | NS      | $363351.10    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Adani Enterprises Limited                                              | ADANI ENTERPRISES LTD COMMON STOCK INR1.0               | CUSIP: B01VRK907<br>LEI: N/A                  | Long             | EC               | CORP              | IN        |      7915 | NS      | $219563.06    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| LG Display Co. Ltd.                                                    | LG DISPLAY CO LTD COMMON STOCK KRW5000.0                | CUSIP: B01VZN902<br>LEI: N/A                  | Long             | EC               | CORP              | KR        |     42635 | NS      | $333258.87    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Suzano S.A.                                                            | SUZANO SA COMMON STOCK                                  | CUSIP: B02GKC904<br>LEI: N/A                  | Long             | EC               | CORP              | BR        |     72865 | NS      | $678731.06    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Standard Bank Group                                                    | STANDARD BANK GROUP LTD COMMON STOCK ZAR.1              | CUSIP: B030GJ908<br>LEI: N/A                  | Long             | EC               | CORP              | ZA        |    138049 | NS      | $1789579.21   | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| CPFL Energia S.A.                                                      | CPFL ENERGIA SA COMMON STOCK                            | CUSIP: B031NN909<br>LEI: N/A                  | Long             | EC               | CORP              | BR        |     26700 | NS      | $180796.28    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| NTPC Limited                                                           | NTPC LTD COMMON STOCK INR10.0                           | CUSIP: B037HF900<br>LEI: N/A                  | Long             | EC               | CORP              | IN        |    442973 | NS      | $1687468.03   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Itau Unibanco Holding S.A.                                             | ITAU UNIBANCO HOLDING SA PREFERENCE                     | CUSIP: B037HR904<br>LEI: N/A                  | Long             | EP               | CORP              | BR        |    268765 | NS      | $1687897.29   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| China Energy Engineering Corporation Limited                           | CHINA ENERGY ENGINEERING C-A COMMON STOCK CNY1.0        | CUSIP: BZ1JH1900<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |    590000 | NS      | $97707.01     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| China Zheshang Bank Co. Ltd.                                           | CHINA ZHESHANG BANK CO LTD COMMON STOCK CNY1.0          | CUSIP: BZ3T5T908<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |    137700 | NS      | $48414.27     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| SBI Life Insurance Company Limited                                     | SBI LIFE INSURANCE CO LTD COMMON STOCK INR10.0          | CUSIP: BZ60N3905<br>LEI: N/A                  | Long             | EC               | CORP              | IN        |     40001 | NS      | $840215.64    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Ganfeng Lithium Group Co. Ltd.                                         | GANFENG LITHIUM GROUP CO LTD COMMON STOCK CNY1.0        | CUSIP: BZ9NS1901<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |     23400 | NS      | $77801.27     | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| PT Charoen Pokphand Indonesia Tbk                                      | CHAROEN POKPHAND INDONESIA TBK COMMON STOCK IDR10.0     | CUSIP: 631534906<br>LEI: N/A                  | Long             | EC               | CORP              | ID        |    521300 | NS      | $156184.08    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| America Movil S.A.B. de C.V.                                           | AMERICA MOVIL SAB DE CV COMMON STOCK                    | CUSIP: ACI2DNX59<br>LEI: 5493000FNR3UCEAONM59 | Long             | EC               | CORP              | MX        |   1811188 | NS      | $1641068.98   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Mankind Pharma Limited                                                 | MANKIND PHARMA LTD COMMON STOCK INR1.0                  | CUSIP: ACI2FH5C6<br>LEI: N/A                  | Long             | EC               | CORP              | IN        |      3921 | NS      | $114574.51    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Doosan Bobcat Inc.                                                     | DOOSAN BOBCAT INC COMMON STOCK KRW500.0                 | CUSIP: BYX9GP908<br>LEI: N/A                  | Long             | EC               | CORP              | KR        |      5549 | NS      | $221671.91    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Rumo S.A.                                                              | RUMO SA COMMON STOCK                                    | CUSIP: BYXZ2W900<br>LEI: N/A                  | Long             | EC               | CORP              | BR        |     87990 | NS      | $259952.06    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Prio S.A.                                                              | PRIO SA/BRAZIL COMMON STOCK                             | CUSIP: BYY014909<br>LEI: N/A                  | Long             | EC               | CORP              | BR        |     63400 | NS      | $477774.78    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Alkem Laboratories Limited                                             | ALKEM LABORATORIES LTD COMMON STOCK INR2.0              | CUSIP: BYY2WB905<br>LEI: N/A                  | Long             | EC               | CORP              | IN        |      2833 | NS      | $162592.59    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| LIG Nex1 Co. Ltd                                                       | LIG NEX1 CO LTD COMMON STOCK KRW5000.0                  | CUSIP: BZ0RDZ902<br>LEI: N/A                  | Long             | EC               | CORP              | KR        |       421 | NS      | $190646.09    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| China Hongqiao Group Limited                                           | CHINA HONGQIAO GROUP LTD COMMON STOCK USD.01            | CUSIP: B44ZV9907<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |    311000 | NS      | $824050.96    | 0.13%             |  |  |  | No            |                  1 | On Loan: —       |
| Grupo Comercial Chedraui S.A.B. de C.V.                                | GRUPO COMERCIAL CHEDRAUI SA DE COMMON STOCK             | CUSIP: B457NQ909<br>LEI: N/A                  | Long             | EC               | CORP              | MX        |     18118 | NS      | $146889.70    | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| Oberoi Realty Limited                                                  | OBEROI REALTY LTD COMMON STOCK INR10.0                  | CUSIP: B4MXNL904<br>LEI: N/A                  | Long             | EC               | CORP              | IN        |     10178 | NS      | $189027.68    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Kotak Mahindra Bank Limited                                            | KOTAK MAHINDRA BANK LTD COMMON STOCK INR5.0             | CUSIP: 613566900<br>LEI: N/A                  | Long             | EC               | CORP              | IN        |     69127 | NS      | $1562481.88   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Procter and Gamble Hygiene and Health Care Limited                     | PROCTER and GAMBLE HYGIENE and HEA COMMON STOCK INR10.0 | CUSIP: 613599901<br>LEI: N/A                  | Long             | EC               | CORP              | IN        |      1167 | NS      | $183178.98    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Vedanta Limited                                                        | VEDANTA LTD COMMON STOCK INR1.0                         | CUSIP: 613604909<br>LEI: N/A                  | Long             | EC               | CORP              | IN        |    273654 | NS      | $1326584.81   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Supreme Industries Ltd                                                 | SUPREME INDUSTRIES LTD COMMON STOCK INR2.0              | CUSIP: 613607902<br>LEI: N/A                  | Long             | EC               | CORP              | IN        |      4933 | NS      | $242773.51    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Unimicron Technology Corp.                                             | UNIMICRON TECHNOLOGY CORP COMMON STOCK TWD10.0          | CUSIP: 613772904<br>LEI: N/A                  | Long             | EC               | CORP              | TW        |    185000 | NS      | $852248.93    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Titan Company Limited                                                  | TITAN CO LTD COMMON STOCK INR1.0                        | CUSIP: 613934900<br>LEI: 549300RO9VJWPK37FE54 | Long             | EC               | CORP              | IN        |     33197 | NS      | $1265748.43   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Oil and Natural Gas Corporation Limited                                | OIL and NATURAL GAS CORP LTD COMMON STOCK INR5.0        | CUSIP: 613936905<br>LEI: N/A                  | Long             | EC               | CORP              | IN        |    361203 | NS      | $990683.46    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Colgate-Palmolive (India) Limited                                      | COLGATE-PALMOLIVE INDIA LTD COMMON STOCK INR1.0         | CUSIP: 613969906<br>LEI: N/A                  | Long             | EC               | CORP              | IN        |     13628 | NS      | $348685.76    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| GE Vernova TandD India Limited                                         | GE VERNOVA TandD INDIA LTD COMMON STOCK INR2.0          | CUSIP: 613989904<br>LEI: N/A                  | Long             | EC               | CORP              | IN        |      2414 | NS      | $75143.71     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicony Electronics Co. Ltd.                                           | CHICONY ELECTRONICS CO LTD COMMON STOCK TWD10.0         | CUSIP: 614057909<br>LEI: N/A                  | Long             | EC               | CORP              | TW        |     41000 | NS      | $179948.07    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Quanta Computer Inc.                                                   | QUANTA COMPUTER INC COMMON STOCK TWD10.0                | CUSIP: 614101905<br>LEI: N/A                  | Long             | EC               | CORP              | TW        |    202000 | NS      | $1905117.68   | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| EVA Airways Corporation                                                | EVA AIRWAYS CORP COMMON STOCK TWD10.0                   | CUSIP: 618602908<br>LEI: N/A                  | Long             | EC               | CORP              | TW        |    439000 | NS      | $556701.57    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Catcher Technology Co. Ltd.                                            | CATCHER TECHNOLOGY CO LTD COMMON STOCK TWD10.0          | CUSIP: 618666903<br>LEI: N/A                  | Long             | EC               | CORP              | TW        |     97000 | NS      | $688968.93    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Chang Hwa Commercial Bank Ltd.                                         | CHANG HWA COMMERCIAL BANK LTD COMMON STOCK TWD10.0      | CUSIP: 618785901<br>LEI: 549300FHFNGCSKDTHT42 | Long             | EC               | CORP              | TW        |   1014293 | NS      | $628676.46    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| China Airlines Ltd.                                                    | CHINA AIRLINES LTD COMMON STOCK TWD10.0                 | CUSIP: 618965909<br>LEI: N/A                  | Long             | EC               | CORP              | TW        |    491000 | NS      | $338875.95    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Wipro Limited                                                          | WIPRO LTD COMMON STOCK INR2.0                           | CUSIP: 620605907<br>LEI: N/A                  | Long             | EC               | CORP              | IN        |    261277 | NS      | $740444.53    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Tata Elxsi Limited                                                     | TATA ELXSI LTD COMMON STOCK INR10.0                     | CUSIP: 621120906<br>LEI: N/A                  | Long             | EC               | CORP              | IN        |      3028 | NS      | $210303.82    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Hanwha Ocean Co. Ltd.                                                  | HANWHA OCEAN CO LTD COMMON STOCK KRW5000.0              | CUSIP: 621173905<br>LEI: N/A                  | Long             | EC               | CORP              | KR        |      4460 | NS      | $361160.95    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Chroma ATE Inc.                                                        | CHROMA ATE INC COMMON STOCK TWD10.0                     | CUSIP: 621210905<br>LEI: N/A                  | Long             | EC               | CORP              | TW        |     32000 | NS      | $461546.19    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| MRF Limited                                                            | MRF LTD COMMON STOCK INR10.0                            | CUSIP: 621412907<br>LEI: N/A                  | Long             | EC               | CORP              | IN        |       295 | NS      | $498375.26    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Lenovo Group Limited                                                   | LENOVO GROUP LTD COMMON STOCK                           | CUSIP: 621808906<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |   1258000 | NS      | $1621778.34   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| SK Telecom Co. Ltd.                                                    | SK TELECOM CO LTD COMMON STOCK KRW100.0                 | CUSIP: 622487908<br>LEI: N/A                  | Long             | EC               | CORP              | KR        |     15085 | NS      | $610231.11    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Compal Electronics Inc.                                                | COMPAL ELECTRONICS INC COMMON STOCK TWD10.0             | CUSIP: 622574903<br>LEI: N/A                  | Long             | EC               | CORP              | TW        |    605000 | NS      | $597956.28    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| PetroChina Company Limited                                             | PETROCHINA CO LTD COMMON STOCK CNY1.0                   | CUSIP: 622657906<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |   2442000 | NS      | $2386005.10   | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| Sanlam Limited                                                         | SANLAM LTD COMMON STOCK ZAR.01                          | CUSIP: B0L675905<br>LEI: N/A                  | Long             | EC               | CORP              | ZA        |    128630 | NS      | $623427.80    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| PT United Tractors Tbk                                                 | UNITED TRACTORS TBK PT COMMON STOCK IDR250.0            | CUSIP: 623084902<br>LEI: N/A                  | Long             | EC               | CORP              | ID        |    284400 | NS      | $417396.54    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| RHB Bank Berhad                                                        | RHB BANK BHD COMMON STOCK                               | CUSIP: 624467908<br>LEI: 549300ZHRPSV7QIUJT80 | Long             | EC               | CORP              | MY        |    182716 | NS      | $262614.09    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Berli Jucker Public Company Limited                                    | BERLI JUCKER PCL NVDR THB1.0                            | CUSIP: 636016909<br>LEI: N/A                  | Long             | EC               | CORP              | TH        |    123900 | NS      | $72793.15     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| China Longyuan Power Group Corporation Limited                         | CHINA LONGYUAN POWER GROUP COR COMMON STOCK CNY1.0      | CUSIP: B4Q2TX906<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |    468000 | NS      | $422690.45    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Shanghai Pharmaceuticals Holding Co. Ltd.                              | SHANGHAI PHARMACEUTICALS HOLDI COMMON STOCK CNY1.0      | CUSIP: B4Q4CJ901<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |     35300 | NS      | $56390.06     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Krung Thai Bank Public Company Limited                                 | KRUNG THAI BANK PCL NVDR THB5.15                        | CUSIP: 636146904<br>LEI: 54930007ZQMYCRFQGE36 | Long             | EC               | CORP              | TH        |    330100 | NS      | $222221.54    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| KASIKORNBANK PUBLIC COMPANY LIMITED                                    | KASIKORNBANK PCL NVDR THB10.0                           | CUSIP: 636476905<br>LEI: 5493004COSQ54937AW41 | Long             | EC               | CORP              | TH        |     53000 | NS      | $262729.50    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Alchip Technologies Limited                                            | ALCHIP TECHNOLOGIES LTD COMMON STOCK TWD10.0            | CUSIP: B4TPSL909<br>LEI: N/A                  | Long             | EC               | CORP              | TW        |      6000 | NS      | $780969.93    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Meritz Financial Group Inc.                                            | MERITZ FINANCIAL GROUP INC COMMON STOCK KRW500.0        | CUSIP: B4WRJD909<br>LEI: N/A                  | Long             | EC               | CORP              | KR        |      7839 | NS      | $654568.94    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| JSW Energy Limited                                                     | JSW ENERGY LTD COMMON STOCK INR10.0                     | CUSIP: B4X3ST906<br>LEI: N/A                  | Long             | EC               | CORP              | IN        |     37274 | NS      | $220306.95    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| PT Dian Swastatika Sentosa Tbk                                         | DIAN SWASTATIKA SENTOSA TBK PT COMMON STOCK IDR25.0     | CUSIP: B504TB905<br>LEI: N/A                  | Long             | EC               | CORP              | ID        |    126400 | NS      | $497764.81    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Maxis Berhad                                                           | MAXIS BHD COMMON STOCK                                  | CUSIP: B5387L905<br>LEI: N/A                  | Long             | EC               | CORP              | MY        |    198000 | NS      | $159699.88    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Zoomlion Heavy Industry Science and Technology Co.Ltd                  | ZOOMLION HEAVY INDUSTRY SCIENC COMMON STOCK CNY1.0      | CUSIP: B544N7906<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |     93400 | NS      | $72816.31     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Longfor Group Holdings Limited                                         | LONGFOR GROUP HOLDINGS LTD COMMON STOCK HKD.1           | CUSIP: B56KLY901<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |    226500 | NS      | $282475.80    | 0.05%             |  |  |  | No            |                  1 | On Loan: —       |
| Energisa S/A                                                           | ENERGISA S/A UNIT                                       | CUSIP: B56XQT909<br>LEI: N/A                  | Long             | EC               | CORP              | BR        |     18502 | NS      | $150896.45    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| New China Life Insurance Company Ltd.                                  | NEW CHINA LIFE INSURANCE CO LT COMMON STOCK CNY1.0      | CUSIP: B5730Z908<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |    130400 | NS      | $835556.69    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Sunway Berhad                                                          | SUNWAY BHD COMMON STOCK                                 | CUSIP: B6VGS9908<br>LEI: N/A                  | Long             | EC               | CORP              | MY        |     97700 | NS      | $108351.93    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| IHH Healthcare Berhad                                                  | IHH HEALTHCARE BHD COMMON STOCK                         | CUSIP: B83X6P906<br>LEI: N/A                  | Long             | EC               | CORP              | MY        |    164300 | NS      | $256177.02    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Mahindra and Mahindra Financial Services Limited                       | MAHINDRA and MAHINDRA FINANCIAL COMMON STOCK INR2.0     | CUSIP: B8F882907<br>LEI: N/A                  | Long             | EC               | CORP              | IN        |     34158 | NS      | $100096.85    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| The People's Insurance Company (Group) of China Limited                | PEOPLE'S INSURANCE CO GROUP OF COMMON STOCK CNY1.0      | CUSIP: B8RZJZ909<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |    796000 | NS      | $612463.69    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| LandT Technology Services Limited                                      | LandT TECHNOLOGY SERVICES LTD COMMON STOCK INR2.0       | CUSIP: BD3RVD907<br>LEI: N/A                  | Long             | EC               | CORP              | IN        |      2454 | NS      | $120578.28    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| EVE Energy Co. Ltd.                                                    | EVE ENERGY CO LTD COMMON STOCK CNY1.0                   | CUSIP: BD5C7G908<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |      9800 | NS      | $60329.49     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Kuang-Chi Technologies Co. Ltd.                                        | KUANG-CHI TECHNOLOGIES CO LTD COMMON STOCK CNY1.0       | CUSIP: BD5CBF905<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |      3500 | NS      | $19882.11     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Unisplendour Corporation Limited                                       | UNISPLENDOUR CORP LTD COMMON STOCK CNY1.0               | CUSIP: BD5CBG903<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |      8800 | NS      | $30255.39     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Gold Circuit Electronics Ltd.                                          | GOLD CIRCUIT ELECTRONICS LTD COMMON STOCK TWD10.0       | CUSIP: 610758906<br>LEI: N/A                  | Long             | EC               | CORP              | TW        |     21000 | NS      | $263489.40    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Vanguard International Semiconductor Corporation                       | VANGUARD INTERNATIONAL SEMICON COMMON STOCK TWD10.0     | CUSIP: 610967903<br>LEI: N/A                  | Long             | EC               | CORP              | TW        |    149643 | NS      | $468268.91    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| NH Investment and Securities Co.Ltd.                                   | NH INVESTMENT and SECURITIES CO COMMON STOCK KRW5000.0  | CUSIP: 653708008<br>LEI: 549300LQ6NXDW1B8NT42 | Long             | EC               | CORP              | KR        |      4568 | NS      | $66537.06     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| PT Mayora Indah Tbk                                                    | MAYORA INDAH TBK PT COMMON STOCK IDR20.0                | CUSIP: 654387901<br>LEI: N/A                  | Long             | EC               | CORP              | ID        |    550100 | NS      | $74550.17     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Asia Vital Components Co. Ltd.                                         | ASIA VITAL COMPONENTS CO LTD COMMON STOCK TWD10.0       | CUSIP: 654489905<br>LEI: N/A                  | Long             | EC               | CORP              | TW        |     25000 | NS      | $773096.57    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Malayan Banking Berhad                                                 | MALAYAN BANKING BHD COMMON STOCK                        | CUSIP: 655632008<br>LEI: 5493004OT3TOY404V310 | Long             | EC               | CORP              | MY        |    526522 | NS      | $1159212.56   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| MISC Berhad                                                            | MISC BHD COMMON STOCK                                   | CUSIP: 655799005<br>LEI: N/A                  | Long             | EC               | CORP              | MY        |    129700 | NS      | $226860.96    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| NAVER Corporation                                                      | NAVER CORP COMMON STOCK KRW100.0                        | CUSIP: 656039906<br>LEI: N/A                  | Long             | EC               | CORP              | KR        |      7346 | NS      | $1244815.40   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Krungthai Card Public Company Limited                                  | KRUNGTHAI CARD PCL NVDR THB1.0                          | CUSIP: 656133907<br>LEI: N/A                  | Long             | EC               | CORP              | TH        |    103900 | NS      | $90610.47     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| MTN Group Limited                                                      | MTN GROUP LTD COMMON STOCK ZAR.0001                     | CUSIP: 656320900<br>LEI: N/A                  | Long             | EC               | CORP              | ZA        |    148384 | NS      | $1258381.66   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Union Bank of India Limited                                            | UNION BANK OF INDIA LTD COMMON STOCK INR10.0            | CUSIP: 657963906<br>LEI: 5493000P4HD6132SQ711 | Long             | EC               | CORP              | IN        |    117864 | NS      | $176394.87    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Yes Bank Limited                                                       | YES BANK LTD COMMON STOCK INR2.0                        | CUSIP: ACI1L16R2<br>LEI: N/A                  | Long             | EC               | CORP              | IN        |   1097765 | NS      | $236975.26    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Eicher Motors Limited                                                  | EICHER MOTORS LTD COMMON STOCK INR1.0                   | CUSIP: ACI1QHVP8<br>LEI: N/A                  | Long             | EC               | CORP              | IN        |     12687 | NS      | $791283.26    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| HYBE Co. Ltd.                                                          | HYBE CO LTD COMMON STOCK KRW500.0                       | CUSIP: ACI1RLF50<br>LEI: N/A                  | Long             | EC               | CORP              | KR        |      1041 | NS      | $194793.41    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Qinghai Salt Lake Industry Co.Ltd                                      | QINGHAI SALT LAKE INDUSTRY CO COMMON STOCK CNY1.0       | CUSIP: BD5CNB901<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |      9900 | NS      | $24815.72     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Focus Media Information Technology Co. Ltd.                            | FOCUS MEDIA INFORMATION TECHNO COMMON STOCK CNY1.0      | CUSIP: BD5CND907<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |     47100 | NS      | $49110.93     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Iflytek Co.Ltd                                                         | IFLYTEK CO LTD COMMON STOCK CNY1.0                      | CUSIP: BD5CNN905<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |     11100 | NS      | $75276.73     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Goertek Inc.                                                           | GOERTEK INC COMMON STOCK CNY1.0                         | CUSIP: BD5CNT902<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |     30400 | NS      | $97291.50     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| TCL Technology Group Corporation                                       | TCL TECHNOLOGY GROUP CORP COMMON STOCK CNY1.0           | CUSIP: BD5CP2909<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |    107320 | NS      | $65649.18     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Henan Shuanghui Investment and Development Co.Ltd.                     | HENAN SHUANGHUI INVESTMENT and D COMMON STOCK CNY1.0    | CUSIP: BD5CP8906<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |     18300 | NS      | $62790.25     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Yunnan Baiyao Group Co.Ltd                                             | YUNNAN BAIYAO GROUP CO LTD COMMON STOCK CNY1.0          | CUSIP: BD5CP9904<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |     10040 | NS      | $78277.63     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| East Money Information Co.Ltd.                                         | EAST MONEY INFORMATION CO LTD COMMON STOCK CNY1.0       | CUSIP: BD5CPC907<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |     52506 | NS      | $169571.99    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Jiangsu Yanghe Distillery Co. Ltd.                                     | JIANGSU YANGHE DISTILLERY CO L COMMON STOCK CNY1.0      | CUSIP: BD5CPF900<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |      9790 | NS      | $91817.40     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Wuliangye Yibin Co.Ltd.                                                | WULIANGYE YIBIN CO LTD COMMON STOCK CNY1.0              | CUSIP: BD5CPG908<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |     28200 | NS      | $474972.54    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| BOE Technology Group Co. Ltd.                                          | BOE TECHNOLOGY GROUP CO LTD COMMON STOCK CNY1.0         | CUSIP: BD5CPL907<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |    310200 | NS      | $174228.48    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Haidilao International Holding Ltd                                     | HAIDILAO INTERNATIONAL HOLDING COMMON STOCK USD.000005  | CUSIP: BGN971901<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |    101000 | NS      | $179098.09    | 0.03%             |  |  |  | No            |                  1 | On Loan: —       |
| Innovent Biologics Inc.                                                | INNOVENT BIOLOGICS INC COMMON STOCK USD.00001           | CUSIP: BGR6KX908<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |     27500 | NS      | $343312.10    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Woolworths Holdings Limited                                            | WOOLWORTHS HOLDINGS LTD/SOUTH COMMON STOCK              | CUSIP: B06KZ9902<br>LEI: N/A                  | Long             | EC               | CORP              | ZA        |     95255 | NS      | $263390.02    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Shanghai Electric Group Company Limited                                | SHANGHAI ELECTRIC GROUP CO LTD COMMON STOCK CNY1.0      | CUSIP: B07J65904<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |    142000 | NS      | $57885.35     | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Localiza Rent a Car SA                                                 | LOCALIZA RENT A CAR SA COMMON STOCK                     | CUSIP: B08K3S903<br>LEI: N/A                  | Long             | EC               | CORP              | BR        |     67611 | NS      | $418209.88    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| CP ALL Public Company Limited                                          | CP ALL PCL NVDR THB1.0                                  | CUSIP: B08YDH906<br>LEI: N/A                  | Long             | EC               | CORP              | TH        |    231800 | NS      | $335145.35    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Aspen Pharmacare Holdings Ltd                                          | ASPEN PHARMACARE HOLDINGS LTD COMMON STOCK ZAR.1390607  | CUSIP: B09C0Z907<br>LEI: N/A                  | Long             | EC               | CORP              | ZA        |     38302 | NS      | $248462.58    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Ayala Corporation                                                      | AYALA CORP COMMON STOCK PHP50.0                         | CUSIP: B09JBT904<br>LEI: N/A                  | Long             | EC               | CORP              | PH        |     23660 | NS      | $239307.42    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Guotai Haitong Securities Co. Ltd.                                     | GUOTAI HAITONG SECURITIES CO L COMMON STOCK CNY1.0      | CUSIP: BD4H6R905<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |     74256 | NS      | $160052.42    | 0.03%             |  |  |  | No            |                  1 | On Loan: —       |
| Perusahaan Perseroan (Persero) PT Telekomunikasi Indonesia Tbk.        | TELKOM INDONESIA PERSERO TBK P COMMON STOCK IDR50.0     | CUSIP: BD4T6W908<br>LEI: N/A                  | Long             | EC               | CORP              | ID        |   4968900 | NS      | $869670.74    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Wus Printed Circuit (Kunshan) Co. Ltd.                                 | WUS PRINTED CIRCUIT KUNSHAN CO COMMON STOCK CNY1.0      | CUSIP: BD5C7Z906<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |      2300 | NS      | $17992.88     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Zhejiang Sanhua Intelligent Controls Co.Ltd.                           | ZHEJIANG SANHUA INTELLIGENT CO COMMON STOCK CNY1.0      | CUSIP: BD5CDC900<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |      7000 | NS      | $25740.66     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Sungrow Power Supply Co.Ltd.                                           | SUNGROW POWER SUPPLY CO LTD COMMON STOCK CNY1.0         | CUSIP: BD5CGB909<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |     15440 | NS      | $154552.41    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Asset World Corp Public Company Limited                                | ASSET WORLD CORP PCL NVDR                               | CUSIP: BK58JY909<br>LEI: N/A                  | Long             | EC               | CORP              | TH        |    697300 | NS      | $44808.14     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Shenwan Hongyuan Group Co. Ltd.                                        | SHENWAN HONGYUAN GROUP CO LTD COMMON STOCK CNY1.0       | CUSIP: BK6NTS907<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |    149600 | NS      | $62508.03     | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Alibaba Group Holding Limited                                          | ALIBABA GROUP HOLDING LTD COMMON STOCK USD.000003125    | CUSIP: BK6YZP902<br>LEI: 5493001NTNQJDH60PM02 | Long             | EC               | CORP              | CN        |    998000 | NS      | $14709375.80  | 2.39%             |  |  |  | No            |                  1 | On Loan: No      |
| Montage Technology Co. Ltd.                                            | MONTAGE TECHNOLOGY CO LTD COMMON STOCK CNY1.0           | CUSIP: BK71F7905<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |      3620 | NS      | $42788.36     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| China Resources Mixc Lifestyle Services Limited                        | CHINA RESOURCES MIXC LIFESTYLE COMMON STOCK USD.00001   | CUSIP: BMXWXT906<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |     30600 | NS      | $142280.25    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Nahdi Medical Company                                                  | NAHDI MEDICAL CO COMMON STOCK                           | CUSIP: BMZPZG905<br>LEI: N/A                  | Long             | EC               | CORP              | SA        |      3224 | NS      | $106403.77    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Saudi Tadawul Group Holding Company                                    | SAUDI TADAWUL GROUP HOLDING CO COMMON STOCK SAR10.0     | CUSIP: BMZQ74901<br>LEI: N/A                  | Long             | EC               | CORP              | SA        |      2350 | NS      | $102555.25    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Naspers Limited                                                        | NASPERS LTD COMMON STOCK ZAR.02                         | CUSIP: BN0VX8908<br>LEI: N/A                  | Long             | EC               | CORP              | ZA        |     10860 | NS      | $3390530.14   | 0.55%             |  |  |  | No            |                  1 | On Loan: No      |
| Jiangsu Hengrui Pharmaceuticals Co.Ltd                                 | JIANGSU HENGRUI PHARMACEUTICAL COMMON STOCK CNY1.0      | CUSIP: BP3R36906<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |     21651 | NS      | $189332.24    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| China Northern Rare Earth (Group) High-Tech Co.Ltd                     | CHINA NORTHERN RARE EARTH GROU COMMON STOCK CNY1.0      | CUSIP: BP3R37904<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |     17300 | NS      | $90193.11     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| SANY Heavy Industry Co.Ltd                                             | SANY HEAVY INDUSTRY CO LTD COMMON STOCK CNY1.0          | CUSIP: BP3R3H902<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |     58700 | NS      | $162726.86    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| GD Power Development Co.Ltd                                            | GD POWER DEVELOPMENT CO LTD COMMON STOCK CNY1.0         | CUSIP: BP3R3J908<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |    147300 | NS      | $93791.66     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Shanxi Xinghuacun Fen Wine Factory Co.Ltd.                             | SHANXI XINGHUACUN FEN WINE FAC COMMON STOCK CNY1.0      | CUSIP: BP3R82900<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |      8045 | NS      | $200205.06    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Zhejiang Juhua Co.Ltd                                                  | ZHEJIANG JUHUA CO LTD COMMON STOCK CNY1.0               | CUSIP: BP3R98906<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |      9200 | NS      | $34239.88     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Sichuan Road and Bridge Group Co.Ltd                                   | SICHUAN ROAD AND BRIDGE GROUP COMMON STOCK CNY1.0       | CUSIP: BP3RBG905<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |     41240 | NS      | $47644.82     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Shengyi Technology Co.Ltd.                                             | SHENGYI TECHNOLOGY CO LTD COMMON STOCK CNY1.0           | CUSIP: BP3RC3903<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |      3500 | NS      | $20884.48     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Bharat Dynamics Limited                                                | BHARAT DYNAMICS LTD COMMON STOCK INR5.0                 | CUSIP: BPJL2B902<br>LEI: N/A                  | Long             | EC               | CORP              | IN        |      1797 | NS      | $33191.64     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Linde India Limited                                                    | LINDE INDIA LTD COMMON STOCK INR10.0                    | CUSIP: 618069900<br>LEI: N/A                  | Long             | EC               | CORP              | IN        |      1057 | NS      | $79215.80     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| JH COLLATERAL                                                          | JH COLLATERAL                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             | RF                | US        |     41194 | NS      | $412014.61    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Gruma S.A.B. de C.V.                                                   | GRUMA SAB DE CV COMMON STOCK                            | CUSIP: 239254907<br>LEI: 5493000XJLJ6C4T0PG82 | Long             | EC               | CORP              | MX        |     17300 | NS      | $298588.89    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Grupo Carso S.A.B. de C.V.                                             | GRUPO CARSO SAB DE CV COMMON STOCK                      | CUSIP: 239345002<br>LEI: N/A                  | Long             | EC               | CORP              | MX        |     41704 | NS      | $297023.47    | 0.05%             |  |  |  | No            |                  1 | On Loan: —       |
| CEMEX S.A.B de C.V                                                     | CEMEX SAB DE CV UNIT                                    | CUSIP: 240645903<br>LEI: 549300RIG2CXWN6IV731 | Long             | EC               | CORP              | MX        |   1848188 | NS      | $1615698.25   | 0.26%             |  |  |  | No            |                  1 | On Loan: —       |
| Grupo Financiero Banorte S.A.B. de C.V.                                | GRUPO FINANCIERO BANORTE SAB D COMMON STOCK MXN3.5      | CUSIP: 242104909<br>LEI: N/A                  | Long             | EC               | CORP              | MX        |    205204 | NS      | $1831071.20   | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Industrias Penoles S.A.B. de C.V.                                      | INDUSTRIAS PENOLES SAB DE CV COMMON STOCK               | CUSIP: 244820908<br>LEI: 549300WA2HB7776CB324 | Long             | EC               | CORP              | MX        |     13800 | NS      | $363130.89    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Kimberly Clark De Mexico S A B De C V                                  | KIMBERLY-CLARK DE MEXICO SAB D COMMON STOCK             | CUSIP: 249191008<br>LEI: N/A                  | Long             | EC               | CORP              | MX        |    134700 | NS      | $252680.99    | 0.04%             |  |  |  | No            |                  1 | On Loan: —       |
| LATAM Airlines Group S.A.                                              | LATAM AIRLINES GROUP SA COMMON STOCK                    | CUSIP: 251893905<br>LEI: 549300HX3UUDPEFTG707 | Long             | EC               | CORP              | CL        |   5111540 | NS      | $111045.53    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Grupo Aeroportuario del Sureste S.A.B. de C.V.                         | GRUPO AEROPORTUARIO DEL SUREST COMMON STOCK             | CUSIP: 263934903<br>LEI: N/A                  | Long             | EC               | CORP              | MX        |     18284 | NS      | $555468.09    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Grupo Mexico S.A.B. de C.V.                                            | GRUPO MEXICO SAB DE CV COMMON STOCK                     | CUSIP: 264367905<br>LEI: N/A                  | Long             | EC               | CORP              | MX        |    330808 | NS      | $2067758.64   | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| Gerdau S.A.                                                            | GERDAU SA PREFERENCE                                    | CUSIP: 264551904<br>LEI: N/A                  | Long             | EP               | CORP              | BR        |    185896 | NS      | $559160.61    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Falabella S.A.                                                         | FALABELLA SA COMMON STOCK                               | CUSIP: 277167904<br>LEI: N/A                  | Long             | EC               | CORP              | CL        |     53642 | NS      | $265722.62    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Hong Leong Bank Berhad                                                 | HONG LEONG BANK BHD COMMON STOCK                        | CUSIP: 643689904<br>LEI: 549300BUPYUQGB5BFX94 | Long             | EC               | CORP              | MY        |     61200 | NS      | $272637.75    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Hon Hai Precision Industry Co. Ltd.                                    | HON HAI PRECISION INDUSTRY CO COMMON STOCK TWD10.0      | CUSIP: 643856909<br>LEI: N/A                  | Long             | EC               | CORP              | TW        |    878800 | NS      | $5240854.34   | 0.85%             |  |  |  | No            |                  1 | On Loan: No      |
| Capitec Bank Holdings Limited                                          | CAPITEC BANK HOLDINGS LTD COMMON STOCK ZAR.01           | CUSIP: 644085904<br>LEI: N/A                  | Long             | EC               | CORP              | ZA        |      8601 | NS      | $1680040.60   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Anglo American Platinum Limited                                        | VALTERRA PLATINUM LIMITED COMMON STOCK ZAR.1            | CUSIP: 676100902<br>LEI: N/A                  | Long             | EC               | CORP              | ZA        |      3107 | NS      | $141156.51    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Samsung SDI Co. Ltd.                                                   | SAMSUNG SDI CO LTD COMMON STOCK KRW5000.0               | CUSIP: 677164907<br>LEI: N/A                  | Long             | EC               | CORP              | KR        |      3373 | NS      | $488875.83    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Samsung Electro-Mechanics Co. Ltd.                                     | SAMSUNG ELECTRO-MECHANICS CO L COMMON STOCK KRW5000.0   | CUSIP: 677168908<br>LEI: N/A                  | Long             | EC               | CORP              | KR        |      4335 | NS      | $464821.53    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Samsung Electronics Co. Ltd.                                           | SAMSUNG ELECTRONICS CO LTD COMMON STOCK KRW100.0        | CUSIP: 677172009<br>LEI: N/A                  | Long             | EC               | CORP              | KR        |    374730 | NS      | $19293136.72  | 3.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Samyangfoods Co. Ltd                                                   | SAMYANG FOODS CO LTD COMMON STOCK KRW5000.0             | CUSIP: 677183907<br>LEI: N/A                  | Long             | EC               | CORP              | KR        |       172 | NS      | $178846.26    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Samsung Heavy Industries Co.Ltd.                                       | SAMSUNG HEAVY INDUSTRIES CO LT COMMON STOCK KRW1000.0   | CUSIP: 677221905<br>LEI: N/A                  | Long             | EC               | CORP              | KR        |     54837 | NS      | $752881.80    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Hanwha Aerospace Co. Ltd.                                              | HANWHA AEROSPACE CO LTD COMMON STOCK KRW5000.0          | CUSIP: 677267908<br>LEI: N/A                  | Long             | EC               | CORP              | KR        |      2352 | NS      | $1689206.81   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Shoprite Holdings Ltd                                                  | SHOPRITE HOLDINGS LTD COMMON STOCK ZAR1.134             | CUSIP: 680157906<br>LEI: N/A                  | Long             | EC               | CORP              | ZA        |     49453 | NS      | $726131.12    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| SM Prime Holdings Inc.                                                 | SM PRIME HOLDINGS INC COMMON STOCK PHP1.0               | CUSIP: 681884904<br>LEI: N/A                  | Long             | EC               | CORP              | PH        |    589100 | NS      | $234296.83    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Telekom Malaysia Berhad                                                | TELEKOM MALAYSIA BHD COMMON STOCK                       | CUSIP: 686839002<br>LEI: N/A                  | Long             | EC               | CORP              | MY        |    163670 | NS      | $259032.24    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Synnex Technology International Corporation                            | SYNNEX TECHNOLOGY INTERNATIONA COMMON STOCK TWD10.0     | CUSIP: 686843905<br>LEI: N/A                  | Long             | EC               | CORP              | TW        |    107000 | NS      | $238036.69    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Foshan Haitian Flavouring and Food Company Ltd.                        | FOSHAN HAITIAN FLAVOURING and FO COMMON STOCK CNY1.0    | CUSIP: BTFRHX901<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |     19264 | NS      | $102708.84    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| China Tower Corporation Limited                                        | CHINA TOWER CORP LTD COMMON STOCK CNY1.0                | CUSIP: BTVMCY907<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |    760300 | NS      | $1065388.54   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| BeOne Medicines Ltd                                                    | BEONE MEDICINES LTD COMMON STOCK USD.0001               | CUSIP: BVDKGC900<br>LEI: 549300JFUK6FRD5MH739 | Long             | EC               | CORP              | US        |     48700 | NS      | $1125373.25   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Ford Otomotiv Sanayi A.S.                                              | FORD OTOMOTIV SANAYI AS COMMON STOCK TRY1.0             | CUSIP: B03MSR909<br>LEI: N/A                  | Long             | EC               | CORP              | TR        |     37411 | NS      | $87691.39     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Koc Holding A.S.                                                       | KOC HOLDING AS COMMON STOCK TRY1.0                      | CUSIP: B03MVJ903<br>LEI: N/A                  | Long             | EC               | CORP              | TR        |    117178 | NS      | $517577.30    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Oyak Cimento Fabrikalari AS                                            | OYAK CIMENTO FABRIKALARI AS COMMON STOCK TRY1.0         | CUSIP: B03MVZ907<br>LEI: N/A                  | Long             | EC               | CORP              | TR        |     39645 | NS      | $23361.38     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Turkiye Sise ve Cam Fabrikalari A.S.                                   | TURKIYE SISE VE CAM FABRIKALAR COMMON STOCK TRY1.0      | CUSIP: B03MXR903<br>LEI: N/A                  | Long             | EC               | CORP              | TR        |     55620 | NS      | $50368.07     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| TOFAS Turk Otomobil Fabrikasi Anonim Sirketi                           | TOFAS TURK OTOMOBIL FABRIKASI COMMON STOCK TRY1.0       | CUSIP: B03MY3905<br>LEI: N/A                  | Long             | EC               | CORP              | TR        |      3278 | NS      | $18637.76     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| China Construction Bank Corporation                                    | CHINA CONSTRUCTION BANK CORP COMMON STOCK CNY1.0        | CUSIP: B0LMTQ900<br>LEI: 5493001KQW6DM7KEDR62 | Long             | EC               | CORP              | CN        |   6850000 | NS      | $7024522.29   | 1.14%             |  |  |  | No            |                  1 | On Loan: No      |
| LG Electronics Inc.                                                    | LG ELECTRONICS INC COMMON STOCK KRW5000.0               | CUSIP: 652073909<br>LEI: N/A                  | Long             | EC               | CORP              | KR        |     18984 | NS      | $1059533.89   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| SinoPac Financial Holdings Co. Ltd.                                    | SINOPAC FINANCIAL HOLDINGS CO COMMON STOCK TWD10.0      | CUSIP: 652587908<br>LEI: N/A                  | Long             | EC               | CORP              | TW        |   1797662 | NS      | $1490648.61   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| CTBC Financial Holding Co. Ltd.                                        | CTBC FINANCIAL HOLDING CO LTD COMMON STOCK TWD10.0      | CUSIP: 652766908<br>LEI: 549300IWDYIFW6JXM387 | Long             | EC               | CORP              | TW        |   1879000 | NS      | $2596825.53   | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| Oracle Financial Services Software Limited                             | ORACLE FINANCIAL SERVICES SOFT COMMON STOCK INR5.0      | CUSIP: 652844903<br>LEI: N/A                  | Long             | EC               | CORP              | IN        |      1865 | NS      | $179977.20    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| First Financial Holding Co. Ltd.                                       | FIRST FINANCIAL HOLDING CO LTD COMMON STOCK TWD10.0     | CUSIP: 658011903<br>LEI: N/A                  | Long             | EC               | CORP              | TW        |   1619003 | NS      | $1605577.98   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Kunlun Energy Company Limited                                          | KUNLUN ENERGY CO LTD COMMON STOCK HKD.01                | CUSIP: 634007900<br>LEI: N/A                  | Long             | EC               | CORP              | HK        |    226000 | NS      | $217938.85    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Coforge Limited                                                        | COFORGE LTD COMMON STOCK INR2.0                         | CUSIP: ACI2XL768<br>LEI: N/A                  | Long             | EC               | CORP              | IN        |     15434 | NS      | $307891.55    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| JBS N.V.                                                               | JBS NV BDR                                              | CUSIP: ACI2XTH60<br>LEI: N/A                  | Long             | EC               | CORP              | BR        |     48490 | NS      | $665957.45    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Posco International Corporation                                        | POSCO INTERNATIONAL CORP COMMON STOCK KRW5000.0         | CUSIP: 634427900<br>LEI: N/A                  | Long             | EC               | CORP              | KR        |      4098 | NS      | $144204.21    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| LG HandH Co. Ltd.                                                      | LG HandH CO LTD COMMON STOCK KRW5000.0                  | CUSIP: 634445902<br>LEI: N/A                  | Long             | EC               | CORP              | KR        |       751 | NS      | $171124.89    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Genting Berhad                                                         | GENTING BHD COMMON STOCK                                | CUSIP: B1VXJL905<br>LEI: N/A                  | Long             | EC               | CORP              | MY        |    316700 | NS      | $232419.93    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Genting Malaysia Berhad                                                | GENTING MALAYSIA BHD COMMON STOCK                       | CUSIP: B1VXKN909<br>LEI: N/A                  | Long             | EC               | CORP              | MY        |    429200 | NS      | $197240.80    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| China CITIC Bank Corporation Limited                                   | CHINA CITIC BANK CORP LTD COMMON STOCK CNY1.0           | CUSIP: B1W0JF909<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |   1275000 | NS      | $1187292.99   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Samsung Card Co. Ltd.                                                  | SAMSUNG CARD CO LTD COMMON STOCK KRW5000.0              | CUSIP: B1WQQ4909<br>LEI: N/A                  | Long             | EC               | CORP              | KR        |      3513 | NS      | $126151.86    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Taishin Financial Holding Co. Ltd.                                     | TAISHIN FINANCIAL HOLDING CO L PREFERENCE               | CUSIP: ACI2YDCH5<br>LEI: N/A                  | Long             | EC               | CORP              | TW        |    429397 | NS      | $128470.17    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Banco Bradesco S.A.                                                    | BANCO BRADESCO SA PREFERENCE                            | CUSIP: B00FM5901<br>LEI: 549300CTUU1RFXHQJE44 | Long             | EP               | CORP              | BR        |    418447 | NS      | $1160743.75   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Banco Bradesco S.A.                                                    | BANCO BRADESCO SA COMMON STOCK                          | CUSIP: B00FM8905<br>LEI: 549300CTUU1RFXHQJE44 | Long             | EC               | CORP              | BR        |    139905 | NS      | $334859.38    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| PT Indosat Tbk                                                         | INDOSAT TBK PT COMMON STOCK IDR25.0                     | CUSIP: B00FYK905<br>LEI: N/A                  | Long             | EC               | CORP              | ID        |    737000 | NS      | $98535.40     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Fortis Healthcare Limited                                              | FORTIS HEALTHCARE LTD COMMON STOCK INR10.0              | CUSIP: B1XC09906<br>LEI: N/A                  | Long             | EC               | CORP              | IN        |     21833 | NS      | $213859.28    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| IOI Corporation Berhad                                                 | IOI CORP BHD COMMON STOCK                               | CUSIP: B1Y3WG904<br>LEI: N/A                  | Long             | EC               | CORP              | MY        |    242900 | NS      | $214708.79    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| QL Resources Berhad                                                    | QL RESOURCES BHD COMMON STOCK                           | CUSIP: B00G23906<br>LEI: N/A                  | Long             | EC               | CORP              | MY        |    124100 | NS      | $123663.54    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Petronet LNG Limited                                                   | PETRONET LNG LTD COMMON STOCK INR10.0                   | CUSIP: B00KT6901<br>LEI: N/A                  | Long             | EC               | CORP              | IN        |    136643 | NS      | $449009.69    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Cencosud S.A.                                                          | CENCOSUD SA COMMON STOCK                                | CUSIP: B00R3L901<br>LEI: 549300NLTGCFV7482429 | Long             | EC               | CORP              | CL        |     49320 | NS      | $147595.29    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Lloyds Metals and Energy Limited                                       | LLOYDS METALS and ENERGY LTD COMMON STOCK INR1.0        | CUSIP: BD3GM4901<br>LEI: N/A                  | Long             | EC               | CORP              | IN        |      5826 | NS      | $99828.21     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Tube Investments of India Limited                                      | TUBE INVESTMENTS OF INDIA LTD COMMON STOCK INR1.0       | CUSIP: BD3R8D903<br>LEI: N/A                  | Long             | EC               | CORP              | IN        |      8047 | NS      | $260612.61    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank of Communications Co. Ltd.                                        | BANK OF COMMUNICATIONS CO LTD COMMON STOCK CNY1.0       | CUSIP: B0B8Z2908<br>LEI: 549300AX1UM10U30HK09 | Long             | EC               | CORP              | CN        |   2096000 | NS      | $1887735.03   | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Bharat Forge Limited                                                   | BHARAT FORGE LTD COMMON STOCK INR2.0                    | CUSIP: B0C1DM902<br>LEI: N/A                  | Long             | EC               | CORP              | IN        |     20694 | NS      | $274482.90    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Celltrion Inc.                                                         | CELLTRION INC COMMON STOCK KRW1000.0                    | CUSIP: B0C5YV900<br>LEI: N/A                  | Long             | EC               | CORP              | KR        |      8327 | NS      | $1074199.81   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Innolux Corporation                                                    | INNOLUX CORP COMMON STOCK TWD10.0                       | CUSIP: B0CC0M902<br>LEI: N/A                  | Long             | EC               | CORP              | TW        |   1009055 | NS      | $390471.07    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Hanmi Semiconductor Co. Ltd.                                           | HANMI SEMICONDUCTOR CO LTD COMMON STOCK KRW100.0        | CUSIP: B0CSXQ902<br>LEI: N/A                  | Long             | EC               | CORP              | KR        |      2570 | NS      | $170307.90    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| BIM Birlesik Magazalar Anonim Sirketi                                  | BIM BIRLESIK MAGAZALAR AS COMMON STOCK TRY1.0           | CUSIP: B0D000905<br>LEI: N/A                  | Long             | EC               | CORP              | TR        |     24903 | NS      | $325451.22    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Suzlon Energy Limited                                                  | SUZLON ENERGY LTD COMMON STOCK INR2.0                   | CUSIP: B0DX8R906<br>LEI: N/A                  | Long             | EC               | CORP              | IN        |    784162 | NS      | $550264.00    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Hindalco Industries Limited                                            | HINDALCO INDUSTRIES LTD COMMON STOCK INR1.0             | CUSIP: B0GWF4908<br>LEI: N/A                  | Long             | EC               | CORP              | IN        |    199026 | NS      | $1553379.20   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Almarai Company JSC                                                    | ALMARAI CO JSC COMMON STOCK SAR10.0                     | CUSIP: B137VV907<br>LEI: N/A                  | Long             | EC               | CORP              | SA        |     50118 | NS      | $639986.19    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank of China Limited                                                  | BANK OF CHINA LTD COMMON STOCK CNY1.0                   | CUSIP: B15456906<br>LEI: 54930053HGCFWVHYZX42 | Long             | EC               | CORP              | CN        |   6252000 | NS      | $3615806.37   | 0.59%             |  |  |  | No            |                  1 | On Loan: No      |
| Saudi Research and Media Group                                         | SAUDI RESEARCH and MEDIA GROUP COMMON STOCK SAR10.0     | CUSIP: B156TT905<br>LEI: N/A                  | Long             | EC               | CORP              | SA        |      2584 | NS      | $126819.97    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Thai Beverage Public Company Limited                                   | THAI BEVERAGE PCL COMMON STOCK THB1.0 L                 | CUSIP: B15F66900<br>LEI: N/A                  | Long             | EC               | CORP              | TH        |    802700 | NS      | $287706.09    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Amorepacific Corporation                                               | AMOREPACIFIC CORP COMMON STOCK KRW500.0                 | CUSIP: B15SK5908<br>LEI: N/A                  | Long             | EC               | CORP              | KR        |      2044 | NS      | $198533.89    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Siemens Limited                                                        | SIEMENS LTD COMMON STOCK INR2.0                         | CUSIP: B15T56901<br>LEI: N/A                  | Long             | EC               | CORP              | IN        |      4632 | NS      | $160483.11    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| United Breweries Limited                                               | UNITED BREWERIES LTD COMMON STOCK INR1.0                | CUSIP: B1683V903<br>LEI: N/A                  | Long             | EC               | CORP              | IN        |      5680 | NS      | $126303.99    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Embraer S.A.                                                           | EMBRAER SA COMMON STOCK                                 | CUSIP: B16FPG906<br>LEI: 549300EM51WYXFHUY333 | Long             | EC               | CORP              | BR        |     24100 | NS      | $347215.98    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Investec                                                               | INVESTEC LTD COMMON STOCK ZAR.0002                      | CUSIP: B17BBR905<br>LEI: N/A                  | Long             | EC               | CORP              | ZA        |     20760 | NS      | $154254.87    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| GMR Airports Limited                                                   | GMR AIRPORTS LTD COMMON STOCK INR1.0                    | CUSIP: B192HJ905<br>LEI: N/A                  | Long             | EC               | CORP              | IN        |    178911 | NS      | $183815.29    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| CG Power and Industrial Solutions Limited                              | CG POWER and INDUSTRIAL SOLUTION COMMON STOCK INR2.0    | CUSIP: B1B90H909<br>LEI: N/A                  | Long             | EC               | CORP              | IN        |     52127 | NS      | $394766.50    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Uno Minda Limited                                                      | UNO MINDA LTD COMMON STOCK INR2.0                       | CUSIP: BYVC6Y905<br>LEI: N/A                  | Long             | EC               | CORP              | IN        |     13843 | NS      | $164411.67    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank of Jiangsu Co.Ltd.                                                | BANK OF JIANGSU CO LTD COMMON STOCK CNY1.0              | CUSIP: BYW5MY901<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |     97100 | NS      | $152543.48    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank of Hangzhou Co. Ltd.                                              | BANK OF HANGZHOU CO LTD COMMON STOCK CNY1.0             | CUSIP: BYW5MZ908<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |     36500 | NS      | $81444.90     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| IDFC FIRST Bank Limited                                                | IDFC FIRST BANK LTD COMMON STOCK INR10.0                | CUSIP: BYWZNK904<br>LEI: N/A                  | Long             | EC               | CORP              | IN        |    202941 | NS      | $159320.23    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Cipla Limited                                                          | CIPLA LTD/INDIA COMMON STOCK INR2.0                     | CUSIP: B01110905<br>LEI: N/A                  | Long             | EC               | CORP              | IN        |     85278 | NS      | $1510882.93   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| E. Sun Financial Holding Company Ltd.                                  | E.SUN FINANCIAL HOLDING CO LTD COMMON STOCK TWD10.0     | CUSIP: 643391907<br>LEI: N/A                  | Long             | EC               | CORP              | TW        |   1588939 | NS      | $1706189.63   | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| YTL Corporation Berhad                                                 | YTL CORP BHD COMMON STOCK                               | CUSIP: 643612005<br>LEI: N/A                  | Long             | EC               | CORP              | MY        |    204100 | NS      | $119158.03    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Hong Leong Financial Group Berhad                                      | HONG LEONG FINANCIAL GROUP BHD COMMON STOCK             | CUSIP: 643645005<br>LEI: N/A                  | Long             | EC               | CORP              | MY        |     36500 | NS      | $138126.61    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Hyundai Steel Company                                                  | HYUNDAI STEEL CO COMMON STOCK KRW5000.0                 | CUSIP: 646185900<br>LEI: N/A                  | Long             | EC               | CORP              | KR        |      9332 | NS      | $240231.04    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Industrial Bank of Korea                                               | INDUSTRIAL BANK OF KOREA COMMON STOCK KRW5000.0         | CUSIP: 646297903<br>LEI: N/A                  | Long             | EC               | CORP              | KR        |     37964 | NS      | $531627.40    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Jollibee Foods Corporation                                             | JOLLIBEE FOODS CORP COMMON STOCK PHP1.0                 | CUSIP: 647449909<br>LEI: N/A                  | Long             | EC               | CORP              | PH        |     43890 | NS      | $163273.13    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Kia Corporation                                                        | KIA CORP COMMON STOCK KRW5000.0                         | CUSIP: 649092905<br>LEI: N/A                  | Long             | EC               | CORP              | KR        |     29924 | NS      | $2207402.08   | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| Korea Zinc Company Ltd.                                                | KOREA ZINC CO LTD COMMON STOCK KRW5000.0                | CUSIP: 649542909<br>LEI: N/A                  | Long             | EC               | CORP              | KR        |       864 | NS      | $498413.61    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Page Industries Limited                                                | PAGE INDUSTRIES LTD COMMON STOCK INR10.0                | CUSIP: B1VJS6909<br>LEI: N/A                  | Long             | EC               | CORP              | IN        |       553 | NS      | $308068.32    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| CMOC Group Limited                                                     | CMOC GROUP LTD COMMON STOCK CNY.2                       | CUSIP: B1VRCG906<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |    492000 | NS      | $560315.92    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Bharti Airtel Limited                                                  | BHARTI AIRTEL LTD COMMON STOCK INR5.0                   | CUSIP: 644232902<br>LEI: N/A                  | Long             | EC               | CORP              | IN        |    204587 | NS      | $4465478.61   | 0.73%             |  |  |  | No            |                  1 | On Loan: No      |
| Mega Financial Holding Co. Ltd.                                        | MEGA FINANCIAL HOLDING CO LTD COMMON STOCK TWD10.0      | CUSIP: 644406902<br>LEI: N/A                  | Long             | EC               | CORP              | TW        |   1139288 | NS      | $1626054.74   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| HD Korea Shipbuilding and Offshore Engineering Co. Ltd.                | HD KOREA SHIPBUILDING and OFFSHO COMMON STOCK KRW5000.0 | CUSIP: 644662900<br>LEI: N/A                  | Long             | EC               | CORP              | KR        |      3324 | NS      | $860481.68    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Hyundai Mobis Co. Ltd.                                                 | HYUNDAI MOBIS CO LTD COMMON STOCK KRW5000.0             | CUSIP: 644954000<br>LEI: N/A                  | Long             | EC               | CORP              | KR        |      5748 | NS      | $1220641.77   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| SK hynix Inc.                                                          | SK HYNIX INC COMMON STOCK KRW5000.0                     | CUSIP: 645026907<br>LEI: N/A                  | Long             | EC               | CORP              | KR        |     32030 | NS      | $6316848.14   | 1.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Hyundai Engineering and Construction Co. Ltd.                          | HYUNDAI ENGINEERING and CONSTRUC COMMON STOCK KRW5000.0 | CUSIP: 645098005<br>LEI: N/A                  | Long             | EC               | CORP              | KR        |     10497 | NS      | $510922.63    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Hyundai Motor Company                                                  | HYUNDAI MOTOR CO COMMON STOCK KRW5000.0                 | CUSIP: 645105909<br>LEI: N/A                  | Long             | EC               | CORP              | KR        |     13024 | NS      | $2000369.20   | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| Largan Precision Co. Ltd.                                              | LARGAN PRECISION CO LTD COMMON STOCK TWD10.0            | CUSIP: 645166901<br>LEI: N/A                  | Long             | EC               | CORP              | TW        |     10000 | NS      | $792361.17    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Taishin Financial Holding Co. Ltd.                                     | TAISHIN FINANCIAL HLDG CO COMMON STOCK TWD10.0          | CUSIP: 645168907<br>LEI: N/A                  | Long             | EC               | CORP              | TW        |   3499923 | NS      | $1917203.66   | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Hyundai Glovis Co. Ltd.                                                | HYUNDAI GLOVIS CO LTD COMMON STOCK KRW500.0             | CUSIP: B0V3XR904<br>LEI: N/A                  | Long             | EC               | CORP              | KR        |      6247 | NS      | $664430.70    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Coromandel International Limited                                       | COROMANDEL INTERNATIONAL LTD COMMON STOCK INR1.0        | CUSIP: B0VDZN909<br>LEI: N/A                  | Long             | EC               | CORP              | IN        |      8881 | NS      | $270691.88    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Torrent Pharmaceuticals Limited                                        | TORRENT PHARMACEUTICALS LTD COMMON STOCK INR5.0         | CUSIP: B0XPSB904<br>LEI: N/A                  | Long             | EC               | CORP              | IN        |     10599 | NS      | $454335.76    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Grupo Aeroportuario del Pacifico S.A.B. de C.V.                        | GRUPO AEROPORTUARIO DEL PACIFI COMMON STOCK             | CUSIP: B0ZV10902<br>LEI: N/A                  | Long             | EC               | CORP              | MX        |     38813 | NS      | $895140.72    | 0.15%             |  |  |  | No            |                  1 | On Loan: —       |
| Macquarie Korea Infrastructure Fund                                    | MACQUARIE KOREA INFRASTRUCTURE COMMON STOCK             | CUSIP: B10S8B904<br>LEI: N/A                  | Long             | EC               | CORP              | KR        |     28357 | NS      | $241283.96    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Thermax Limited                                                        | THERMAX LTD COMMON STOCK INR2.0                         | CUSIP: B10SSP901<br>LEI: N/A                  | Long             | EC               | CORP              | IN        |      1248 | NS      | $56132.31     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |

### Signature

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

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

**Signature:** /s/Salvatore Schiavone

**Name of Signer:** Salvatore Schiavone

**Title:** Treasurer