# EDGAR Filing Document

**Accession Number:** 0001478482
**File Stem:** 0001145549-23-020320
**Filing Date:** 2023-3
**Character Count:** 727456
**Document Hash:** f1bdcb410ee1bd92e66d9ea67be0f4d1
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001145549-23-020320.hdr.sgml**: 20230330

**ACCESSION NUMBER**: 0001145549-23-020320

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 3

**CONFORMED PERIOD OF REPORT**: 20230131

**FILED AS OF DATE**: 20230330

**DATE AS OF CHANGE**: 20230330

**PERIOD START**: 20230430

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** John Hancock Exchange-Traded Fund Trust
- **CENTRAL INDEX KEY:** 0001478482
- **IRS NUMBER:** 001017025
- **STATE OF INCORPORATION:** MA
- **FISCAL YEAR END:** 0430

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-22733
- **FILM NUMBER:** 23779049

**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

## John Hancock

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

![](img5a87075a1.gif)

------

Funds' investments

#### MULTIFACTOR DEVELOPED INTERNATIONAL ETF

------

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

---

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

---

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

------

---

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

---

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

------

---

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

---

------

---

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

---

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

------

---

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

---

------

---

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

---

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

------

---

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

---

------

---

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

---

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

------

---

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

---

------

---

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

---

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

------

---

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

---

------

---

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

---

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

------

---

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

---

------

---

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

---

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

------

---

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

---

------

---

| | |
|:---|:---|
| The percentage shown for each investment category is the total value of the category as a percentage of the net assets of the fund. | The percentage shown for each investment category is the total value of the category as a percentage of the net assets of the fund. |
| **Security Abbreviations and Legend** | **Security Abbreviations and Legend** |
| ADR | American Depositary Receipt |
| (A) | Non-income producing security. |
| (B) | These securities are exempt from registration under Rule 144A of the Securities Act of 1933. Such securities may be resold, normally to qualified institutional buyers, in transactions exempt from registration. |
| (C) | All or a portion of this security is on loan as of 1-31-23. The value of securities on loan amounted to $3,760,241. In addition to the cash collateral invested in John Hancock Collateral Trust, if any, non-cash collateral of $3,586,396 in the form of U.S. Treasuries was pledged to the fund. |
| (D) | The rate shown is the annualized seven-day yield as of 1-31-23. |
| (E) | Investment is an affiliate of the fund, the advisor and/or subadvisor. This security represents the investment of cash collateral received for securities lending. |

---

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

---

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

---

#### MULTIFACTOR EMERGING MARKETS ETF

------

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

---

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

---

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

------

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

------

---

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

---

------

---

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

---

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

------

---

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

---

------

---

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

---

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

------

---

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

---

------

---

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

---

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

------

---

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

---

------

---

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

---

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

------

---

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

---

------

---

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

---

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

------

---

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

---

------

---

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

---

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

------

---

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

---

------

---

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

---

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

------

---

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

---

------

---

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

---

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

------

---

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

---

------

---

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

---

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

------

---

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

---

---

| | |
|:---|:---|
| The percentage shown for each investment category is the total value of the category as a percentage of the net assets of the fund. | The percentage shown for each investment category is the total value of the category as a percentage of the net assets of the fund. |
| **Security Abbreviations and Legend** | **Security Abbreviations and Legend** |
| ADR | American Depositary Receipt |
| GDR | Global Depositary Receipt |
| NVDR | Non-Voting Depositary Receipt |
| (A) | Non-income producing security. |

---

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

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

(D) Security is valued using significant unobservable inputs and is classified as Level 3 in the fair value hierarchy.

(E) The rate shown is the annualized seven-day yield as of 1-31-23.

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

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

---

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

---

#### MULTIFACTOR LARGE CAP ETF

------

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

---

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

---

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

------

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

------

---

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

---

------

---

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

---

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

------

---

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

---

------

---

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

---

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

------

---

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

---

------

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

---

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

------

---

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

---

------

---

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

---

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

------

---

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

---

------

---

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

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

------

---

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

---

------

---

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

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

------

---

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

---

------

---

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

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

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

---

------

---

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

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

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

---

------

---

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

---

---

| | |
|:---|:---|
| The percentage shown for each investment category is the total value of the category as a percentage of the net assets of the fund. | The percentage shown for each investment category is the total value of the category as a percentage of the net assets of the fund. |
| **Security Abbreviations and Legend** | **Security Abbreviations and Legend** |
| (A) | Non-income producing security. |
| (B) | All or a portion of this security is on loan as of 1-31-23. The value of securities on loan amounted to $860,862. In addition to the cash collateral invested in John Hancock Collateral Trust, if any, non-cash collateral of $823,770 in the form of U.S. Treasuries was pledged to the fund. |
| (C) | Security is valued using significant unobservable inputs and is classified as Level 3 in the fair value hierarchy. |
| (D) | The rate shown is the annualized seven-day yield as of 1-31-23. |
| (E) | Investment is an affiliate of the fund, the advisor and/or subadvisor. This security represents the investment of cash collateral received for securities lending. |

---

#### MULTIFACTOR MID CAP ETF

------

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

---

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

---

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

------

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

------

---

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

---

------

---

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

---

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

------

---

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

---

------

---

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

---

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

------

---

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

---

------

---

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

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

------

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

---

------

---

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

---

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

------

---

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

---

------

---

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

---

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

------

---

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

---

------

---

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

---

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

------

---

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

---

------

---

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

---

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

------

---

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

---

---

| | |
|:---|:---|
| The percentage shown for each investment category is the total value of the category as a percentage of the net assets of the fund. | The percentage shown for each investment category is the total value of the category as a percentage of the net assets of the fund. |
| **Security Abbreviations and Legend** | **Security Abbreviations and Legend** |
| (A) | Non-income producing security. |
| (B) | All or a portion of this security is on loan as of 1-31-23. The value of securities on loan amounted to $8,116,832. In addition to the cash collateral invested in John Hancock Collateral Trust, if any, non-cash collateral of $7,868,824 in the form of U.S. Treasuries was pledged to the fund. |
| (C) | Security is valued using significant unobservable inputs and is classified as Level 3 in the fair value hierarchy. |
| (D) | The rate shown is the annualized seven-day yield as of 1-31-23. |
| (E) | Investment is an affiliate of the fund, the advisor and/or subadvisor. This security represents the investment of cash collateral received for securities lending. |

---

#### MULTIFACTOR SMALL CAP ETF

------

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

---

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

---

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

------

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

------

---

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

---

------

---

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

---

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

------

---

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

---

------

---

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

---

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

------

---

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

---

------

---

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

---

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

------

---

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

---

------

---

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

---

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

------

---

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

---

------

---

| | |
|:---|:---|
| The percentage shown for each investment category is the total value of the category as a percentage of the net assets of the fund. | The percentage shown for each investment category is the total value of the category as a percentage of the net assets of the fund. |
| **Security Abbreviations and Legend** | **Security Abbreviations and Legend** |
| (A) | Non-income producing security. |
| (B) | All or a portion of this security is on loan as of 1-31-23. The value of securities on loan amounted to $2,556,349. In addition to the cash collateral invested in John Hancock Collateral Trust, if any, non-cash collateral of $2,198,102 in the form of U.S. Treasuries was pledged to the fund. |
| (C) | The rate shown is the annualized seven-day yield as of 1-31-23. |
| (D) | Investment is an affiliate of the fund, the advisor and/or subadvisor. This security represents the investment of cash collateral received for securities lending. |

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

------

Notes to Funds' investments (unaudited)

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

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

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

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

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

The following is a summary of the values by input classification of the funds' investments as of January 31, 2023, by major security category or type:

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | **Total<br> value at<br> 1-31-23** | **Level 1<br> quoted<br> price** | **Level 2<br> significant<br> observable<br> inputs** | **Level 3<br> significant<br> unobservable<br> inputs** |
| **Multifactor Developed International ETF** |  |  |  |  |
| **Investments in securities:** |  |  |  |  |
| **Assets** |  |  |  |  |
| **Common stocks** |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Australia | **$36647447** | &nbsp;&nbsp;&nbsp;&nbsp;$36647447 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Austria | **1305882** | &nbsp;&nbsp;&nbsp;&nbsp;1305882 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Belgium | **4506996** | &nbsp;&nbsp;&nbsp;&nbsp;4506996 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Chile | **571868** | &nbsp;&nbsp;&nbsp;&nbsp;571868 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Denmark | **12783832** | &nbsp;&nbsp;&nbsp;&nbsp;12783832 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Finland | **6627279** | &nbsp;&nbsp;&nbsp;&nbsp;6627279 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;France | **51618536** | &nbsp;&nbsp;&nbsp;&nbsp;51618536 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Germany | **33833407** | &nbsp;&nbsp;&nbsp;&nbsp;33833407 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Hong Kong | **11459333** | &nbsp;&nbsp;&nbsp;&nbsp;11459333 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Ireland | **4741101** | &nbsp;&nbsp;&nbsp;&nbsp;4741101 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Israel | **2013014** | &nbsp;&nbsp;&nbsp;&nbsp;2013014 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Italy | **10556846** | &nbsp;&nbsp;&nbsp;&nbsp;10556846 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Japan | **110592671** | &nbsp;&nbsp;&nbsp;&nbsp;110592671 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Luxembourg | **1627609** | &nbsp;&nbsp;&nbsp;&nbsp;1627609 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Macau | **242218** | &nbsp;&nbsp;&nbsp;&nbsp;242218 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Malaysia | **290134** | &nbsp;&nbsp;&nbsp;&nbsp;290134 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Mexico | **96420** | &nbsp;&nbsp;&nbsp;&nbsp;96420 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Netherlands | **21145602** | &nbsp;&nbsp;&nbsp;&nbsp;21145602 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;New Zealand | **696276** | &nbsp;&nbsp;&nbsp;&nbsp;696276 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Norway | **2980287** | &nbsp;&nbsp;&nbsp;&nbsp;2980287 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |

---

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

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------

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | **Total<br> value at<br> 1-31-23** | **Level 1<br> quoted<br> price** | **Level 2<br> significant<br> observable<br> inputs** | **Level 3<br> significant<br> unobservable<br> inputs** |
| **Multifactor Developed International ETF (continued)** |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Portugal | **$1225785** | &nbsp;&nbsp;&nbsp;&nbsp;$1225785 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Singapore | **8082503** | &nbsp;&nbsp;&nbsp;&nbsp;8082503 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Spain | **13740087** | &nbsp;&nbsp;&nbsp;&nbsp;13740087 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Sweden | **14067327** | &nbsp;&nbsp;&nbsp;&nbsp;14067327 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Switzerland | **50649042** | &nbsp;&nbsp;&nbsp;&nbsp;50649042 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;United Arab Emirates | **98** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;$98 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;United Kingdom | **71123159** | &nbsp;&nbsp;&nbsp;&nbsp;71123159 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;United States | **36099** | &nbsp;&nbsp;&nbsp;&nbsp;36099 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| **Preferred securities** | **2890013** | &nbsp;&nbsp;&nbsp;&nbsp;2890013 |  |  |
| **Short-term investments** | **407660** | &nbsp;&nbsp;&nbsp;&nbsp;407660 |  |  |
| **Total investments in securities** | **$476558531** | **$476558433** | **$98** | **—** |
| **Multifactor Emerging Markets ETF** |  |  |  |  |
| **Investments in securities:** |  |  |  |  |
| **Assets** |  |  |  |  |
| **Common stocks** |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Brazil | **$30506015** | &nbsp;&nbsp;&nbsp;&nbsp;$30506015 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Chile | **3028556** | &nbsp;&nbsp;&nbsp;&nbsp;3028556 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;China | **184570574** | &nbsp;&nbsp;&nbsp;&nbsp;184570574 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Hong Kong | **11316776** | &nbsp;&nbsp;&nbsp;&nbsp;11316776 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;India | **137905941** | &nbsp;&nbsp;&nbsp;&nbsp;137804371 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;$101570 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Indonesia | **16681387** | &nbsp;&nbsp;&nbsp;&nbsp;16681387 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Malaysia | **13986767** | &nbsp;&nbsp;&nbsp;&nbsp;13986767 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Mexico | **21007662** | &nbsp;&nbsp;&nbsp;&nbsp;21007662 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Netherlands | **353101** | &nbsp;&nbsp;&nbsp;&nbsp;353101 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Philippines | **7833896** | &nbsp;&nbsp;&nbsp;&nbsp;7833896 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Poland | **5593650** | &nbsp;&nbsp;&nbsp;&nbsp;5593650 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Russia | **427470** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;427470 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Saudi Arabia | **23419906** | &nbsp;&nbsp;&nbsp;&nbsp;23419906 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;South Africa | **30457581** | &nbsp;&nbsp;&nbsp;&nbsp;30457581 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;South Korea | **93090934** | &nbsp;&nbsp;&nbsp;&nbsp;93090934 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Taiwan | **112945307** | &nbsp;&nbsp;&nbsp;&nbsp;112945307 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Thailand | **18053314** | &nbsp;&nbsp;&nbsp;&nbsp;18053314 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Turkey | **3411265** | &nbsp;&nbsp;&nbsp;&nbsp;3411265 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;United Kingdom | **96655** | &nbsp;&nbsp;&nbsp;&nbsp;96655 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;United States | **1456542** | &nbsp;&nbsp;&nbsp;&nbsp;1456542 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| **Preferred securities** | **11681602** | &nbsp;&nbsp;&nbsp;&nbsp;11681602 |  |  |
| **Short-term investments** | **577063** | &nbsp;&nbsp;&nbsp;&nbsp;577063 |  |  |
| **Total investments in securities** | **$728401964** | **$727872924** | **—** | **$529040** |
| **Multifactor Large Cap ETF** |  |  |  |  |
| **Investments in securities:** |  |  |  |  |
| **Assets** |  |  |  |  |
| **Common stocks** |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Communication services | **$45523884** | &nbsp;&nbsp;&nbsp;&nbsp;$45523884 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Consumer discretionary | **80178540** | &nbsp;&nbsp;&nbsp;&nbsp;80178540 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Consumer staples | **46602263** | &nbsp;&nbsp;&nbsp;&nbsp;46602263 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Energy | **38662493** | &nbsp;&nbsp;&nbsp;&nbsp;38662493 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Financials | **104476258** | &nbsp;&nbsp;&nbsp;&nbsp;104476258 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Health care | **103234326** | &nbsp;&nbsp;&nbsp;&nbsp;103233133 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;$1193 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Industrials | **85676672** | &nbsp;&nbsp;&nbsp;&nbsp;85676672 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Information technology | **167013522** | &nbsp;&nbsp;&nbsp;&nbsp;167013522 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Materials | **34563066** | &nbsp;&nbsp;&nbsp;&nbsp;34563066 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Real estate | **24734453** | &nbsp;&nbsp;&nbsp;&nbsp;24734453 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |

---

---

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

---

------

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | **Total<br> value at<br> 1-31-23** | **Level 1<br> quoted<br> price** | **Level 2<br> significant<br> observable<br> inputs** | **Level 3<br> significant<br> unobservable<br> inputs** |
| **Multifactor Large Cap ETF (continued)** |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Utilities | **$31873140** | &nbsp;&nbsp;&nbsp;&nbsp;$31873140 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| **Short-term investments** | **333099** | &nbsp;&nbsp;&nbsp;&nbsp;333099 |  |  |
| **Total investments in securities** | **$762871716** | **$762870523** | **—** | **$1193** |
| **Multifactor Mid Cap ETF** |  |  |  |  |
| **Investments in securities:** |  |  |  |  |
| **Assets** |  |  |  |  |
| **Common stocks** |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Communication services | **$96781353** | &nbsp;&nbsp;&nbsp;&nbsp;$96781353 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Consumer discretionary | **378208975** | &nbsp;&nbsp;&nbsp;&nbsp;378208975 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Consumer staples | **115472314** | &nbsp;&nbsp;&nbsp;&nbsp;115472314 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Energy | **142126766** | &nbsp;&nbsp;&nbsp;&nbsp;142126766 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Financials | **443866253** | &nbsp;&nbsp;&nbsp;&nbsp;443866253 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Health care | **329848254** | &nbsp;&nbsp;&nbsp;&nbsp;329829567 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;$18687 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Industrials | **512635035** | &nbsp;&nbsp;&nbsp;&nbsp;512635035 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Information technology | **448370302** | &nbsp;&nbsp;&nbsp;&nbsp;448370302 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Materials | **233728042** | &nbsp;&nbsp;&nbsp;&nbsp;233728042 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Real estate | **164331139** | &nbsp;&nbsp;&nbsp;&nbsp;164331139 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Utilities | **166845441** | &nbsp;&nbsp;&nbsp;&nbsp;166845441 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| **Short-term investments** | **3056244** | &nbsp;&nbsp;&nbsp;&nbsp;3056244 |  |  |
| **Total investments in securities** | **$3035270118** | **$3035251431** | **—** | **$18687** |
| **Multifactor Small Cap ETF** |  |  |  |  |
| **Investments in securities:** |  |  |  |  |
| **Assets** |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Common stocks | **$355737865** | &nbsp;&nbsp;&nbsp;&nbsp;$355737865 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Short-term investments | **708843** | &nbsp;&nbsp;&nbsp;&nbsp;708843 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| **Total investments in securities** | **$356446708** | **$356446708** | **—** | **—** |

---

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

---

| | | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|
|  |  |  |  |  |  |  | **Dividends and distributions** | **Dividends and distributions** |  |
| **Affiliate** | **Ending<br> share<br> amount** | **Beginning<br> value** | **Cost of<br> purchases** | **Proceeds<br> from shares<br> sold** | **Realized<br> gain<br> (loss)** | **Change in<br> unrealized<br> appreciation<br> (depreciation)** | **Income<br> distributions<br> received** | **Capital gain<br> distributions<br> received** | **Ending<br> value** |
| **Multifactor Developed International ETF** | **Multifactor Developed International ETF** | **Multifactor Developed International ETF** | **Multifactor Developed International ETF** | **Multifactor Developed International ETF** | **Multifactor Developed International ETF** | **Multifactor Developed International ETF** | **Multifactor Developed International ETF** | **Multifactor Developed International ETF** | **Multifactor Developed International ETF** |
| John Hancock Collateral Trust | 39285 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; $10869912 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; $39232788 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; $(49711233) | &nbsp;&nbsp;&nbsp;&nbsp;$723 | &nbsp;&nbsp;&nbsp;&nbsp;$573 | &nbsp;&nbsp;&nbsp;&nbsp;$80076 |  | &nbsp;&nbsp;&nbsp;&nbsp;$392763 |
| **Multifactor Emerging Markets ETF** | **Multifactor Emerging Markets ETF** | **Multifactor Emerging Markets ETF** | **Multifactor Emerging Markets ETF** | **Multifactor Emerging Markets ETF** | **Multifactor Emerging Markets ETF** | **Multifactor Emerging Markets ETF** | **Multifactor Emerging Markets ETF** | **Multifactor Emerging Markets ETF** | **Multifactor Emerging Markets ETF** |
| John Hancock Collateral Trust | 56976 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; $2767388 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; $4780606 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; $(6978329) | &nbsp;&nbsp;&nbsp;&nbsp;$(222) | &nbsp;&nbsp;&nbsp;&nbsp;$187 | &nbsp;&nbsp;&nbsp;&nbsp;$18421 |  | &nbsp;&nbsp;&nbsp;&nbsp;$569630 |
| **Multifactor Large Cap ETF** | **Multifactor Large Cap ETF** | **Multifactor Large Cap ETF** | **Multifactor Large Cap ETF** | **Multifactor Large Cap ETF** | **Multifactor Large Cap ETF** | **Multifactor Large Cap ETF** | **Multifactor Large Cap ETF** | **Multifactor Large Cap ETF** | **Multifactor Large Cap ETF** |
| John Hancock Collateral Trust | &nbsp;&nbsp;3099 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; $468378 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; $3395257 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; $(3832613) | &nbsp;&nbsp;&nbsp;&nbsp;$(63) | &nbsp;&nbsp;&nbsp;&nbsp;$26 | &nbsp;&nbsp;&nbsp;&nbsp;$9084 |  | &nbsp;&nbsp;&nbsp;&nbsp;$30985 |
| **Multifactor Mid Cap ETF** | **Multifactor Mid Cap ETF** | **Multifactor Mid Cap ETF** | **Multifactor Mid Cap ETF** | **Multifactor Mid Cap ETF** | **Multifactor Mid Cap ETF** | **Multifactor Mid Cap ETF** | **Multifactor Mid Cap ETF** | **Multifactor Mid Cap ETF** | **Multifactor Mid Cap ETF** |
| John Hancock Collateral Trust | 19312 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; $7902546 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; $56903251 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; $(64610111) | &nbsp;&nbsp;&nbsp;&nbsp;$(3072) | &nbsp;&nbsp;&nbsp;&nbsp;$468 | &nbsp;&nbsp;&nbsp;&nbsp;$212341 |  | &nbsp;&nbsp;&nbsp;&nbsp;$193082 |

---

---

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

---

------

---

| | | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|
|  |  |  |  |  |  |  | **Dividends and distributions** | **Dividends and distributions** |  |
| **Affiliate** | **Ending<br> share<br> amount** | **Beginning<br> value** | **Cost of<br> purchases** | **Proceeds<br> from shares<br> sold** | **Realized<br> gain<br> (loss)** | **Change in<br> unrealized<br> appreciation<br> (depreciation)** | **Income<br> distributions<br> received** | **Capital gain<br> distributions<br> received** | **Ending<br> value** |
| **Multifactor Small Cap ETF** | **Multifactor Small Cap ETF** | **Multifactor Small Cap ETF** | **Multifactor Small Cap ETF** | **Multifactor Small Cap ETF** | **Multifactor Small Cap ETF** | **Multifactor Small Cap ETF** | **Multifactor Small Cap ETF** | **Multifactor Small Cap ETF** | **Multifactor Small Cap ETF** |
| John Hancock Collateral Trust | 32291 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; $761349 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; $12482392 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; $(12920596) | &nbsp;&nbsp;&nbsp;&nbsp;$(378) | &nbsp;&nbsp;&nbsp;&nbsp;$72 | &nbsp;&nbsp;&nbsp;&nbsp;$15905 |  | &nbsp;&nbsp;&nbsp;&nbsp;$322839 |

---

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

---

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

---

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

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

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

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

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

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

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

  - **City:** Boston

  - **State:** MA

  - **Foreign country:** US

  - **Zip / Postal Code:** 02116

  - **Telephone number:** 617-312-0176

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

- **a. Name of Series:** John Hancock Multifactor 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:** 2023-04-30

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

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $733816742.07

**Total Liabilities:** $5815582.22

**Net Assets:** $728001159.85

**Delayed Delivery Securities:** $3118.43

**Cash Not Reported:** $4514137.15

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000204467 | 13.90%               | -2.03%               | 7.41%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $28915.92                | $85184799.29                               |
| Month 2  | $-3996304.77             | $-11002823.78                              |
| Month 3  | $19031.26                | $48005713.64                               |

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| Sociedad Quimica y Minera de Chile S.A.                                        | SOCIEDAD QUIMICA Y MINERA DE C PREFERENCE               | CUSIP: 271830903<br>LEI: TJ88LXZZW5PWIN93ZC81 | Long             | EP               | CORP              | CL        |     11510 | NS      | $1115788.53   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| WEG S.A.                                                                       | WEG SA COMMON STOCK                                     | CUSIP: 294542907<br>LEI: N/A                  | Long             | EC               | CORP              | BR        |    110500 | NS      | $829924.68    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| JD.com Inc.                                                                    | JD.COM INC ADR USD.00002                                | CUSIP: 47215P106<br>LEI: 549300HVTWB0GJZ16V92 | Long             | EC               | CORP              | CN        |     92417 | NS      | $5501584.01   | 0.76%             |  |  |  | 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        |      6580 | NS      | $350420.52    | 0.05%             |  |  |  | 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        |    210000 | NS      | $84122.70     | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Coway Co. Ltd.                                                                 | WOONGJIN COWAY CO LTD COMMON STOCK KRW500.0             | CUSIP: 617340906<br>LEI: N/A                  | Long             | EC               | CORP              | KR        |     12141 | NS      | $549981.98    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| KTandG Corporation                                                             | KTandG CORP COMMON STOCK KRW5000.                       | CUSIP: 617507900<br>LEI: N/A                  | Long             | EC               | CORP              | KR        |     13464 | NS      | $1011056.99   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Discovery Limited                                                              | DISCOVERY LTD COMMON STOCK ZAR.001                      | CUSIP: 617787908<br>LEI: N/A                  | Long             | EC               | CORP              | ZA        |     90263 | NS      | $714749.33    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| EVA Airways Corporation                                                        | EVA AIRWAYS CORP COMMON STOCK TWD10.                    | CUSIP: 618602908<br>LEI: N/A                  | Long             | EC               | CORP              | TW        |    382000 | NS      | $368959.20    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Chang Hwa Commercial Bank Ltd.                                                 | CHANG HWA COMMERCIAL BANK LTD COMMON STOCK TWD10.       | CUSIP: 618785901<br>LEI: 549300FHFNGCSKDTHT42 | Long             | EC               | CORP              | TW        |   1243139 | NS      | $728700.96    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| China Steel Corporation                                                        | CHINA STEEL CORP COMMON STOCK TWD10.                    | CUSIP: 619095904<br>LEI: N/A                  | Long             | EC               | CORP              | TW        |   1699000 | NS      | $1790952.54   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| HCL Technologies Limited                                                       | HCL TECHNOLOGIES LTD COMMON STOCK INR2.0                | CUSIP: 629489907<br>LEI: 549300C1F8OLYSOQYB65 | Long             | EC               | CORP              | IN        |    154330 | NS      | $2116442.29   | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| LOTTE Corporation                                                              | LOTTE CORP COMMON STOCK KRW200.0                        | CUSIP: 653543900<br>LEI: N/A                  | Long             | EC               | CORP              | KR        |      8331 | NS      | $218791.89    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| China Resources Gas Group Limited                                              | CHINA RESOURCES GAS GROUP LTD COMMON STOCK HKD.1        | CUSIP: 653551903<br>LEI: N/A                  | Long             | EC               | CORP              | HK        |    187400 | NS      | $787751.56    | 0.11%             |  |  |  | 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        |    630900 | NS      | $99748.70     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Naspers Limited                                                                | NASPERS LTD COMMON STOCK ZAR.02                         | CUSIP: 662269901<br>LEI: N/A                  | Long             | EC               | CORP              | ZA        |     16223 | NS      | $3115253.52   | 0.43%             |  |  |  | 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        |    431400 | NS      | $523859.11    | 0.07%             |  |  |  | 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        |   1428000 | NS      | $1342641.18   | 0.18%             |  |  |  | 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        |   8253950 | NS      | $2521887.32   | 0.35%             |  |  |  | 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        |    233000 | NS      | $651080.77    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| TVS Motor Company Limited                                                      | TVS MOTOR CO LTD COMMON STOCK INR1.                     | CUSIP: 672654902<br>LEI: N/A                  | Long             | EC               | CORP              | IN        |      5558 | NS      | $70553.01     | 0.01%             |  |  |  | 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        |     41038 | NS      | $310682.39    | 0.04%             |  |  |  | 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        |     32600 | NS      | $187775.80    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Sendas Distribuidora S/A                                                       | SENDAS DISTRIBUIDORA SA COMMON STOCK                    | CUSIP: BMZ9R0905<br>LEI: N/A                  | Long             | EC               | CORP              | BR        |     72600 | NS      | $280193.27    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Saudi Tadawul Group Holding Company                                            | SAUDI TADAWUL GROUP HOLDING CO COMMON STOCK             | CUSIP: BMZQ74901<br>LEI: N/A                  | Long             | EC               | CORP              | SA        |       973 | NS      | $42000.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Imeik Technology Development CoLtd.                                            | IMEIK TECHNOLOGY DEVELOPME-A                            | CUSIP: BNR4MY904<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |      1000 | NS      | $88058.96     | 0.01%             |  |  |  | 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        |    241800 | NS      | $263738.23    | 0.04%             |  |  |  | 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        |     44100 | NS      | $98029.73     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Bloomage Biotechnology Corporation Limited                                     | BLOOMAGE BIOTECHNOLOGY CORP LT COMMON STOCK CNY1.0      | CUSIP: BP91NT905<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |       700 | NS      | $12899.90     | 0.00%             |  |  |  | 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        |    148800 | NS      | $731798.61    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Hotai Motor Co. Ltd.                                                           | HOTAI MOTOR CO LTD COMMON STOCK TWD10.                  | CUSIP: 641716907<br>LEI: N/A                  | Long             | EC               | CORP              | TW        |     43000 | NS      | $939483.76    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Havells India Limited                                                          | HAVELLS INDIA LTD COMMON STOCK INR1.0                   | CUSIP: ACI096XH9<br>LEI: 549300U1LOGHTTNT7D47 | Long             | EC               | CORP              | IN        |     41872 | NS      | $605091.06    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Astral Limited                                                                 | ASTRAL LTD COMMON STOCK INR1.0                          | CUSIP: ACI09FWB3<br>LEI: N/A                  | Long             | EC               | CORP              | IN        |      9581 | NS      | $240762.40    | 0.03%             |  |  |  | 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        |     38867 | NS      | $262224.61    | 0.04%             |  |  |  | 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        |     47725 | NS      | $368849.49    | 0.05%             |  |  |  | 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        |     31418 | NS      | $173716.24    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| HDFC Life Insurance Company Ltd.                                               | HDFC LIFE INSURANCE CO LTD COMMON STOCK INR10.0         | CUSIP: ACI0YH8N2<br>LEI: N/A                  | Long             | EC               | CORP              | IN        |     65225 | NS      | $461350.72    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Bandhan Bank Limited                                                           | BANDHAN BANK LTD COMMON STOCK INR10.0                   | CUSIP: ACI11FK06<br>LEI: N/A                  | Long             | EC               | CORP              | IN        |    145676 | NS      | $434563.13    | 0.06%             |  |  |  | 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        |     31050 | NS      | $463104.19    | 0.06%             |  |  |  | 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        |    709000 | NS      | $2361365.53   | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| GS Holdings Corp.                                                              | GS HOLDINGS CORP COMMON STOCK KRW5000.                  | CUSIP: B01RJV901<br>LEI: N/A                  | Long             | EC               | CORP              | KR        |     15089 | NS      | $541430.26    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Adani Enterprises Limited                                                      | ADANI ENTERPRISES LTD COMMON STOCK INR1.                | CUSIP: B01VRK907<br>LEI: N/A                  | Long             | EC               | CORP              | IN        |     21044 | NS      | $757215.41    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| LG Display Co. Ltd.                                                            | LG DISPLAY CO LTD COMMON STOCK KRW5000.                 | CUSIP: B01VZN902<br>LEI: N/A                  | Long             | EC               | CORP              | KR        |     53590 | NS      | $592109.03    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Pidilite Industries Limited                                                    | PIDILITE INDUSTRIES LTD COMMON STOCK INR1.              | CUSIP: B0JJV5903<br>LEI: N/A                  | Long             | EC               | CORP              | IN        |     22088 | NS      | $615497.05    | 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        |    136872 | NS      | $1264410.52   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| JA Solar Technology Co. Ltd.                                                   | JA SOLAR TECHNOLOGY CO LTD-A                            | CUSIP: BMVB50908<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |     13140 | NS      | $128231.17    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Advanced Energy Solution Holding Co. Ltd.                                      | ADVANCED ENERGY SOLUTION HOLDI COMMON STOCK TWD10.0     | CUSIP: BMXC4S904<br>LEI: N/A                  | Long             | EC               | CORP              | TW        |      1000 | NS      | $26111.57     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Beijing Kingsoft Office Software Inc.                                          | BEIJING KINGSOFT OFFICE SO-A                            | CUSIP: BNR4NQ900<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |       932 | NS      | $38800.29     | 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        |    105709 | NS      | $81507.76     | 0.01%             |  |  |  | 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        |    162900 | NS      | $102461.17    | 0.01%             |  |  |  | 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        |     48660 | NS      | $190046.90    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Vibra Energia S.A                                                              | VIBRA ENERGIA SA COMMON STOCK                           | CUSIP: BPBLV8905<br>LEI: N/A                  | Long             | EC               | CORP              | BR        |    181800 | NS      | $587735.91    | 0.08%             |  |  |  | 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        |   1861022 | NS      | $2716729.25   | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| PT Allo Bank Indonesia Tbk                                                     | ALLO BANK INDONESIA TBK PT COMMON STOCK IDR100.0        | CUSIP: BYRLLM909<br>LEI: N/A                  | Long             | EC               | CORP              | ID        |    259800 | NS      | $30763.51     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Pearl Abyss Corp.                                                              | PEARL ABYSS CORP COMMON STOCK KRW100.0                  | CUSIP: BYX56S901<br>LEI: N/A                  | Long             | EC               | CORP              | KR        |      2119 | NS      | $77841.17     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Rumo S.A.                                                                      | RUMO SA COMMON STOCK                                    | CUSIP: BYXZ2W900<br>LEI: N/A                  | Long             | EC               | CORP              | BR        |    138290 | NS      | $499223.25    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Petro Rio S.A.                                                                 | PETRO RIO SA COMMON STOCK                               | CUSIP: BYY014909<br>LEI: N/A                  | Long             | EC               | CORP              | BR        |     53000 | NS      | $438244.51    | 0.06%             |  |  |  | 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        |      4972 | NS      | $182970.94    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Ganfeng Lithium Group Co Ltd                                                   | GANFENG LITHIUM CO LTD COMMON STOCK CNY1.0              | CUSIP: BZ9NS1901<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |     42600 | NS      | $387492.58    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Bid Corporation Limited                                                        | BID CORP LTD COMMON STOCK                               | CUSIP: BZBFKT902<br>LEI: N/A                  | Long             | EC               | CORP              | ZA        |     39290 | NS      | $808232.10    | 0.11%             |  |  |  | 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        |    316482 | NS      | $2777420.11   | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| 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        |     49364 | NS      | $436136.19    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Grupo Elektra S.A.B. de C.V.                                                   | GRUPO ELEKTRA SAB DE CV COMMON STOCK                    | CUSIP: 296708902<br>LEI: N/A                  | Long             | EC               | CORP              | MX        |      5001 | NS      | $274549.58    | 0.04%             |  |  |  | No            |                  1 | On Loan: —       |
| PJSC Gazprom                                                                   | GAZPROM PJSC ADR                                        | CUSIP: 368287207<br>LEI: N/A                  | Long             | EC               | CORP              | RU        |    551670 | NS      | $120264.06    | 0.02%             |  |  |  | No            |                  3 | On Loan: No      |
| KE Holdings Inc.                                                               | KE HOLDINGS INC ADR USD.00002                           | CUSIP: 482497104<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |     52838 | NS      | $969048.92    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| KGHM Polska Miedz S.A.                                                         | KGHM POLSKA MIEDZ SA COMMON STOCK PLN10.                | CUSIP: 526325907<br>LEI: G30CO71KTT9JDYJESN22 | Long             | EC               | CORP              | PL        |     20545 | NS      | $665772.93    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Public Joint Stock Company Mining And Metallurgical Company Norilsk Nickel     | MMC NORILSK NICKEL PJSC ADR                             | CUSIP: 55315J102<br>LEI: N/A                  | Long             | EC               | CORP              | RU        |     94236 | NS      | $61913.05     | 0.01%             |  |  |  | No            |                  3 | 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        |    592000 | NS      | $2839708.87   | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| Kakao Corp.                                                                    | KAKAO CORP COMMON STOCK KRW500.0                        | CUSIP: 619403900<br>LEI: N/A                  | Long             | EC               | CORP              | KR        |     22890 | NS      | $1140969.31   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| CITIC Limited                                                                  | CITIC LTD COMMON STOCK                                  | CUSIP: 619615008<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |    637000 | NS      | $744387.67    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Dabur India Limited                                                            | DABUR INDIA LTD COMMON STOCK INR1.                      | CUSIP: 629735903<br>LEI: N/A                  | Long             | EC               | CORP              | IN        |    113362 | NS      | $769318.12    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Fubon Financial Holding Co. Ltd.                                               | FUBON FINANCIAL HOLDING CO LTD COMMON STOCK TWD10.      | CUSIP: 641167903<br>LEI: 549300G7Y2TS2XNIB476 | Long             | EC               | CORP              | TW        |   1163077 | NS      | $2331964.54   | 0.32%             |  |  |  | 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        |   1340513 | NS      | $1899711.18   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Hong Leong Bank Berhad                                                         | HONG LEONG BANK BHD COMMON STOCK MYR1.                  | CUSIP: 643689904<br>LEI: 549300BUPYUQGB5BFX94 | Long             | EC               | CORP              | MY        |     84600 | NS      | $406960.56    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Hon Hai Precision Industry Co. Ltd.                                            | HON HAI PRECISION INDUSTRY CO COMMON STOCK TWD10.       | CUSIP: 643856909<br>LEI: N/A                  | Long             | EC               | CORP              | TW        |   1347800 | NS      | $4475459.12   | 0.61%             |  |  |  | No            |                  1 | On Loan: No      |
| Lotte Chemical Corporation                                                     | LOTTE CHEMICAL CORP COMMON STOCK KRW5000.0              | CUSIP: 644002909<br>LEI: N/A                  | Long             | EC               | CORP              | KR        |      4143 | NS      | $594643.94    | 0.08%             |  |  |  | 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        |     12646 | NS      | $1300156.10   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Bharti Airtel Limited                                                          | BHARTI AIRTEL LTD RIGHT COMMON STOCK INR5.0             | CUSIP: 644232902<br>LEI: N/A                  | Long             | EC               | CORP              | IN        |    308611 | NS      | $2904219.59   | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| Mega Financial Holding Co. Ltd.                                                | MEGA FINANCIAL HOLDING CO LTD COMMON STOCK TWD10.       | CUSIP: 644406902<br>LEI: N/A                  | Long             | EC               | CORP              | TW        |   1591225 | NS      | $1693243.59   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Korea Shipbuilding and Offshore Engineering Co. Ltd.                           | KOREA SHIPBUILDING and OFFSHORE COMMON STOCK KRW5000.0  | CUSIP: 644662900<br>LEI: N/A                  | Long             | EC               | CORP              | KR        |      8083 | NS      | $522330.57    | 0.07%             |  |  |  | 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        |     26615 | NS      | $369003.29    | 0.05%             |  |  |  | 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        |    292000 | NS      | $88158.12     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Zhejiang Chint Electrics Co. Ltd.                                              | ZHEJIANG CHINT ELECTRICS CO LT COMMON STOCK CNY1.0      | CUSIP: BP3R5K903<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |     23400 | NS      | $111338.70    | 0.02%             |  |  |  | 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        |      6300 | NS      | $289781.63    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Jiangsu Zhongtian Technology Co. Ltd.                                          | JIANGSU ZHONGTIAN TECHNOLOGY C COMMON STOCK CNY1.0      | CUSIP: BP3R9T900<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |      9800 | NS      | $23713.36     | 0.00%             |  |  |  | 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        |     43300 | NS      | $270490.83    | 0.04%             |  |  |  | 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        |      7600 | NS      | $56260.89     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Flat Glass Group Co. Ltd.                                                      | FLAT GLASS GROUP CO LTD COMMON STOCK CNY.25             | CUSIP: BYQ977906<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |     56000 | NS      | $175032.37    | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| Ningbo Tuopu Group Co. Ltd.                                                    | NINGBO TUOPU GROUP CO LTD COMMON STOCK CNY1.0           | CUSIP: BYQDMF902<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |      4500 | NS      | $47337.93     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| MNC Digital Entertainment Tbk                                                  | MNC DIGITAL ENTERTAINMENT TBK COMMON STOCK IDR50.0      | CUSIP: BYW4PP900<br>LEI: N/A                  | Long             | EC               | CORP              | ID        |    251700 | NS      | $76064.11     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank of Hangzhou Co. Ltd.                                                      | BANK OF HANGZHOU CO LTD-A                               | CUSIP: BYW5MZ908<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |     45300 | NS      | $87288.79     | 0.01%             |  |  |  | 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        |     18990 | NS      | $275870.15    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| RHB Bank Berhad                                                                | RHB BANK BHD COMMON STOCK                               | CUSIP: 624467908<br>LEI: 549300ZHRPSV7QIUJT80 | Long             | EC               | CORP              | MY        |    360694 | NS      | $486195.98    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Apollo Hospitals Enterprise Limited                                            | APOLLO HOSPITALS ENTERPRISE LT COMMON STOCK INR5.       | CUSIP: 627358906<br>LEI: N/A                  | Long             | EC               | CORP              | IN        |     13451 | NS      | $701045.36    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| NIO Inc.                                                                       | NIO INC ADR USD.00025                                   | CUSIP: 62914V106<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |    161839 | NS      | $1953396.73   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Hyundai Engineering and Construction Co. Ltd.                                  | HYUNDAI ENGINEERING and CONSTRUC COMMON STOCK KRW5000.  | CUSIP: 645098005<br>LEI: N/A                  | Long             | EC               | CORP              | KR        |     14417 | NS      | $445337.60    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| PT Bank Negara Indonesia (Persero) Tbk                                         | BANK NEGARA INDONESIA PERSERO COMMON STOCK IDR7500.     | CUSIP: 672712908<br>LEI: 549300HZ8J3MLVXQ8F85 | Long             | EC               | CORP              | ID        |   1475000 | NS      | $900350.23    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Biocon Limited                                                                 | BIOCON LTD COMMON STOCK INR5.                           | CUSIP: 674125901<br>LEI: N/A                  | Long             | EC               | CORP              | IN        |     35604 | NS      | $102559.16    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Samvardhana Motherson International Limited                                    | MOTHERSON SUMI SYSTEMS LTD COMMON STOCK INR1.           | CUSIP: 674399902<br>LEI: N/A                  | Long             | EC               | CORP              | IN        |    323744 | NS      | $297747.87    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Taiwan Cement Corporation                                                      | TAIWAN CEMENT CORP COMMON STOCK TWD10.                  | CUSIP: 686993908<br>LEI: N/A                  | Long             | EC               | CORP              | TW        |   1056117 | NS      | $1275078.81   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Ta Chen Stainless Pipe Co. Ltd                                                 | TA CHEN STAINLESS PIPE COMMON STOCK TWD10.              | CUSIP: 687310904<br>LEI: N/A                  | Long             | EC               | CORP              | TW        |    239150 | NS      | $356833.31    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Taiwan Semiconductor Manufacturing Company Limited                             | TAIWAN SEMICONDUCTOR MANUFACTU COMMON STOCK TWD10.      | CUSIP: 688910900<br>LEI: N/A                  | Long             | EC               | CORP              | TW        |   1621000 | NS      | $28181915.07  | 3.87%             |  |  |  | No            |                  1 | On Loan: No      |
| Wan Hai Lines Ltd.                                                             | WAN HAI LINES LTD COMMON STOCK TWD10.                   | CUSIP: 693233900<br>LEI: N/A                  | Long             | EC               | CORP              | TW        |    165950 | NS      | $419503.91    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| PLDT Inc.                                                                      | PLDT INC COMMON STOCK PHP5.0                            | CUSIP: 718252109<br>LEI: N/A                  | Long             | EC               | CORP              | PH        |     18545 | NS      | $455583.54    | 0.06%             |  |  |  | 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        |      6374 | NS      | $234642.71    | 0.03%             |  |  |  | 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        |     15738 | NS      | $629471.98    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| SD Biosensor Inc.                                                              | SD BIOSENSOR INC COMMON STOCK KRW500.0                  | CUSIP: ACI1Z3BX4<br>LEI: N/A                  | Long             | EC               | CORP              | KR        |      1914 | NS      | $44439.36     | 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        |    145500 | NS      | $314052.56    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Bosch Limited                                                                  | BOSCH LTD COMMON STOCK INR10.                           | CUSIP: B01NFV904<br>LEI: N/A                  | Long             | EC               | CORP              | IN        |       957 | NS      | $200023.41    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Tata Consultancy Services Limited                                              | TATA CONSULTANCY SERVICES LTD COMMON STOCK INR1.        | CUSIP: B01NPJ900<br>LEI: N/A                  | Long             | EC               | CORP              | IN        |    107437 | NS      | $4404158.06   | 0.60%             |  |  |  | No            |                  1 | On Loan: No      |
| Sanlam Limited                                                                 | SANLAM LTD COMMON STOCK ZAR.01                          | CUSIP: B0L675905<br>LEI: N/A                  | Long             | EC               | CORP              | ZA        |    372601 | NS      | $1203697.39   | 0.17%             |  |  |  | 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        |  10886000 | NS      | $7054988.49   | 0.97%             |  |  |  | No            |                  1 | On Loan: No      |
| Nan Ya Printed Circuit Board Corporation                                       | NAN YA PRINTED CIRCUIT BOARD C COMMON STOCK TWD10.      | CUSIP: B11875901<br>LEI: N/A                  | Long             | EC               | CORP              | TW        |     29000 | NS      | $234704.41    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| SK Inc.                                                                        | SK HOLDINGS CO LTD COMMON STOCK KRW200.0                | CUSIP: B39Z8L903<br>LEI: N/A                  | Long             | EC               | CORP              | KR        |      5732 | NS      | $921829.19    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| PT Adaro Energy Indonesia Tbk                                                  | ADARO ENERGY INDONESIA TBK PT COMMON STOCK IDR100.0     | CUSIP: B3BQFC902<br>LEI: N/A                  | Long             | EC               | CORP              | ID        |   2147000 | NS      | $423957.30    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Saudi Arabian Mining Company                                                   | SAUDI ARABIAN MINING CO COMMON STOCK SAR10.             | CUSIP: B3C8VY905<br>LEI: N/A                  | Long             | EC               | CORP              | SA        |     75787 | NS      | $1488276.55   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Bajaj Finance Ltd.                                                             | BAJAJ FINANCE LTD COMMON STOCK INR2.0                   | CUSIP: BD2N0P904<br>LEI: N/A                  | Long             | EC               | CORP              | IN        |     23049 | NS      | $1655344.63   | 0.23%             |  |  |  | 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        |     80400 | NS      | $47387.34     | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Ping An Bank Co. Ltd.                                                          | PING AN BANK CO LTD COMMON STOCK CNY1.0                 | CUSIP: BD5CPS902<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |    249700 | NS      | $553948.60    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Netmarble Corporation                                                          | NETMARBLE CORP COMMON STOCK KRW100.0                    | CUSIP: BF2S42905<br>LEI: N/A                  | Long             | EC               | CORP              | KR        |      3533 | NS      | $174957.79    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| China Tower Corporation Limited                                                | CHINA TOWER CORP LTD COMMON STOCK CNY1.0                | CUSIP: BFZ2PK903<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |   7720000 | NS      | $876539.67    | 0.12%             |  |  |  | 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        |    192700 | NS      | $367462.50    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| China Airlines Ltd.                                                            | CHINA AIRLINES LTD COMMON STOCK TWD10.                  | CUSIP: 618965909<br>LEI: N/A                  | Long             | EC               | CORP              | TW        |    527000 | NS      | $340509.58    | 0.05%             |  |  |  | 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        |   2478000 | NS      | $1318261.67   | 0.18%             |  |  |  | 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        |    190402 | NS      | $2155686.05   | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| AUO Corporation                                                                | AU OPTRONICS CORP COMMON STOCK TWD10.0                  | CUSIP: 628819906<br>LEI: N/A                  | Long             | EC               | CORP              | TW        |   1353600 | NS      | $755130.72    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Taiwan Mobile Co. Ltd.                                                         | TAIWAN MOBILE CO LTD COMMON STOCK TWD10.                | CUSIP: 629049909<br>LEI: N/A                  | Long             | EC               | CORP              | TW        |    246000 | NS      | $775074.10    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| PT. Indah Kiat Pulp and Paper Tbk                                              | INDAH KIAT PULP and PAPER TBK PT COMMON STOCK IDR1000.  | CUSIP: 646242008<br>LEI: N/A                  | Long             | EC               | CORP              | ID        |    302200 | NS      | $167832.89    | 0.02%             |  |  |  | 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        |    335500 | NS      | $754646.32    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Honeywell Automation India Limited                                             | HONEYWELL AUTOMATION INDIA LTD COMMON STOCK INR10.      | CUSIP: 688917905<br>LEI: 549300VS6C8LCO6XDI03 | Long             | EC               | CORP              | IN        |       269 | NS      | $129297.96    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Tingyi (Cayman Islands) Holding Corp.                                          | TINGYI CAYMAN ISLANDS HOLDING COMMON STOCK USD.005      | CUSIP: 690355904<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |    336000 | NS      | $558103.22    | 0.08%             |  |  |  | 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        |     48000 | NS      | $462024.23    | 0.06%             |  |  |  | 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        |     41160 | NS      | $345332.40    | 0.05%             |  |  |  | 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        |    449600 | NS      | $302932.62    | 0.04%             |  |  |  | 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        |     16267 | NS      | $858731.21    | 0.12%             |  |  |  | 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        |     16985 | NS      | $129438.35    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Kakao Games Corp.                                                              | KAKAO GAMES CORP COMMON STOCK KRW100.0                  | CUSIP: ACI1QRRP1<br>LEI: N/A                  | Long             | EC               | CORP              | KR        |      2433 | NS      | $91449.83     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Larsen and Toubro Limited                                                      | LARSEN and TOUBRO LTD COMMON STOCK INR2.                | CUSIP: B0166K905<br>LEI: N/A                  | Long             | EC               | CORP              | IN        |    101771 | NS      | $2634620.97   | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| Celltrion Inc.                                                                 | CELLTRION INC COMMON STOCK KRW1000.0                    | CUSIP: B0C5YV900<br>LEI: N/A                  | Long             | EC               | CORP              | KR        |      9339 | NS      | $1225184.61   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| KB Financial Group Inc.                                                        | KB FINANCIAL GROUP INC COMMON STOCK KRW5000.            | CUSIP: B3DF0Y902<br>LEI: N/A                  | Long             | EC               | CORP              | KR        |     57409 | NS      | $2605263.11   | 0.36%             |  |  |  | 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        |      5497 | NS      | $301727.15    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Muthoot Finance Limited                                                        | MUTHOOT FINANCE LTD COMMON STOCK INR10.                 | CUSIP: B40MFF904<br>LEI: N/A                  | Long             | EC               | CORP              | IN        |     27661 | NS      | $353727.23    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Oneness Biotech Co. Ltd.                                                       | ONENESS BIOTECH CO LTD COMMON STOCK TWD10.              | CUSIP: B606XG902<br>LEI: N/A                  | Long             | EC               | CORP              | TW        |     19000 | NS      | $170224.81    | 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        |     22750 | NS      | $239656.21    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Tcl Zhonghuan Renewable Energy Technology Co.ltd.                              | TIANJIN ZHONGHUAN SEMICOND-A                            | CUSIP: BD5CMT903<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |     16300 | NS      | $102379.33    | 0.01%             |  |  |  | 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        |    565500 | NS      | $333092.59    | 0.05%             |  |  |  | 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        |     48100 | NS      | $105711.16    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Hengli Petrochemical Co.Ltd.                                                   | HENGLI PETROCHEMICAL CO L-A                             | CUSIP: BFB4HL902<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |    106600 | NS      | $276401.63    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Yealink Network Technology Corporation Limited                                 | YEALINK NETWORK TECHNOLOGY COR COMMON STOCK CNY1.0      | CUSIP: BFCCR0908<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |      2500 | NS      | $22635.95     | 0.00%             |  |  |  | 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        |     54900 | NS      | $77268.44     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| B3 S.A. - Brasil Bolsa Balcao                                                  | B3 SA - BRASIL BOLSA BALCAO COMMON STOCK                | CUSIP: BG36ZK906<br>LEI: 4GTK5S46E6H318LMDS44 | Long             | EC               | CORP              | BR        |    441000 | NS      | $1122540.73   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Ambev S.A.                                                                     | AMBEV SA COMMON STOCK                                   | CUSIP: BG7ZWY901<br>LEI: 549300TH5Q6VRP8OT012 | Long             | EC               | CORP              | BR        |    334900 | NS      | $898513.00    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Xinyi Solar Holdings Limited                                                   | XINYI SOLAR HOLDINGS LTD COMMON STOCK HKD.1             | CUSIP: BGQYNN907<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |   1030006 | NS      | $1335050.61   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Osotspa Public Company Limited                                                 | OSOTSPA PCL NVDR THB1.0                                 | CUSIP: BGR9X3904<br>LEI: N/A                  | Long             | EC               | CORP              | TH        |    116000 | NS      | $98394.43     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| FandF Co.Ltd                                                                   | FandF CO LTD / NEW COMMON STOCK KRW500.0                | CUSIP: BP2NF5905<br>LEI: N/A                  | Long             | EC               | CORP              | KR        |      1537 | NS      | $189286.33    | 0.03%             |  |  |  | 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        |    272600 | NS      | $249323.73    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| China Resources Microelectronics Limited                                       | CHINA RESOURCES MICROELECT-A                            | CUSIP: BP91NW908<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |      4897 | NS      | $39766.22     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| PT Merdeka Copper Gold Tbk                                                     | MERDEKA COPPER GOLD TBK PT COMMON STOCK IDR20.0         | CUSIP: BZ0W5W907<br>LEI: N/A                  | Long             | EC               | CORP              | ID        |   1529289 | NS      | $481537.30    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| B.Grimm Power Public Company Limited                                           | B GRIMM POWER PCL NVDR THB2.0                           | CUSIP: ACI0W0HQ4<br>LEI: N/A                  | Long             | EC               | CORP              | TH        |    101900 | NS      | $124249.47    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| United Spirits Limited                                                         | UNITED SPIRITS LTD COMMON STOCK INR2.0                  | CUSIP: ACI13BQ64<br>LEI: N/A                  | Long             | EC               | CORP              | IN        |     39974 | NS      | $375374.91    | 0.05%             |  |  |  | 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        |      6421 | NS      | $148822.45    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Meituan                                                                        | MEITUAN DIANPING COMMON STOCK USD.00001                 | CUSIP: ACI14YZ22<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |    275370 | NS      | $6133736.72   | 0.84%             |  |  |  | No            |                  1 | On Loan: No      |
| PT Vale Indonesia Tbk                                                          | VALE INDONESIA TBK PT COMMON STOCK IDR25.               | CUSIP: B0217K904<br>LEI: N/A                  | Long             | EC               | CORP              | ID        |    310300 | NS      | $153700.97    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Suzano S.A.                                                                    | SUZANO SA COMMON STOCK NPV                              | CUSIP: B02GKC904<br>LEI: N/A                  | Long             | EC               | CORP              | BR        |     99665 | NS      | $907495.78    | 0.12%             |  |  |  | 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        |    180736 | NS      | $1796522.58   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Thai Oil Public Company Limited                                                | THAI OIL PCL NVDR THB10.0                               | CUSIP: B030K6901<br>LEI: 549300HG5527UPZLTT69 | Long             | EC               | CORP              | TH        |    190661 | NS      | $333555.67    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| CPFL Energia S.A.                                                              | CPFL ENERGIA SA COMMON STOCK                            | CUSIP: B031NN909<br>LEI: N/A                  | Long             | EC               | CORP              | BR        |     38500 | NS      | $251653.26    | 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        |   1135539 | NS      | $2367994.61   | 0.33%             |  |  |  | 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        |    449150 | NS      | $2234524.45   | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Akbank Turk A.S.                                                               | AKBANK T.A.S. COMMON STOCK TRY1.                        | CUSIP: B03MN7908<br>LEI: N/A                  | Long             | EC               | CORP              | TR        |    407913 | NS      | $368217.90    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Innolux Corporation                                                            | INNOLUX CORP COMMON STOCK TWD10.0                       | CUSIP: B0CC0M902<br>LEI: N/A                  | Long             | EC               | CORP              | TW        |   1634875 | NS      | $664295.59    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Lojas Renner S.A.                                                              | LOJAS RENNER SA COMMON STOCK                            | CUSIP: B0CGYD906<br>LEI: N/A                  | Long             | EC               | CORP              | BR        |    115784 | NS      | $491885.01    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| BIM Birlesik Magazalar Anonim Sirketi                                          | BIM BIRLESIK MAGAZALAR AS COMMON STOCK TRY1.            | CUSIP: B0D000905<br>LEI: N/A                  | Long             | EC               | CORP              | TR        |     62909 | NS      | $416372.27    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Hindalco Industries Limited                                                    | HINDALCO INDUSTRIES LTD COMMON STOCK INR1.              | CUSIP: B0GWF4908<br>LEI: N/A                  | Long             | EC               | CORP              | IN        |    365394 | NS      | $2091692.92   | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| BTS Group Holdings Public Company Limited                                      | BTS GROUP HOLDINGS PCL NVDR THB4.0                      | CUSIP: B0H72C908<br>LEI: N/A                  | Long             | EC               | CORP              | TH        |    991000 | NS      | $253679.19    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| ITC Limited                                                                    | ITC LTD COMMON STOCK INR1.                              | CUSIP: B0JGGP902<br>LEI: N/A                  | Long             | EC               | CORP              | IN        |    414717 | NS      | $1784833.95   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Monde Nissin Corp.                                                             | MONDE NISSIN CORP COMMON STOCK PHP.5                    | CUSIP: BMDTTT900<br>LEI: N/A                  | Long             | EC               | CORP              | PH        |    595300 | NS      | $143846.23    | 0.02%             |  |  |  | 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        |     39100 | NS      | $66735.21     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| SK IE Technology Co. Ltd                                                       | SK IE TECHNOLOGY CO LTD COMMON STOCK KRW1000.0          | CUSIP: BMDXML905<br>LEI: N/A                  | Long             | EC               | CORP              | KR        |      1718 | NS      | $93445.36     | 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        |    154800 | NS      | $873873.36    | 0.12%             |  |  |  | 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        |    497700 | NS      | $24267363.22  | 3.33%             |  |  |  | No            |                  1 | On Loan: No      |
| BAJAJ FINSERV LTD COMMON STOCK INR1.0                                          | BAJAJ FINSERV LTD COMMON STOCK INR1.0                   | CUSIP: BMTWGK909<br>LEI: N/A                  | Long             | EC               | CORP              | IN        |     29208 | NS      | $478786.07    | 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        |     51211 | NS      | $305501.75    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Inner Mongolia Yili Industrial Group Co.Ltd.                                   | INNER MONGOLIA YILI INDUS A COMMON STOCK CNY1.0         | CUSIP: BP3R2V902<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |     54300 | NS      | $261818.42    | 0.04%             |  |  |  | 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        |    116500 | NS      | $127931.98    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| PT Bank Jago Tbk                                                               | BANK JAGO TBK PT COMMON STOCK IDR100.0                  | CUSIP: BYZ0ZJ908<br>LEI: N/A                  | Long             | EC               | CORP              | ID        |    203200 | NS      | $43513.81     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| China International Capital Corporation Limited                                | CHINA INTERNATIONAL CAPITAL CO COMMON STOCK CNY1.0      | CUSIP: BZ169C903<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |    287200 | NS      | $640457.23    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| China Energy Engineering Corporation Limited                                   | CHINA ENERGY ENGINEERING CORP COMMON STOCK CNY1.0       | CUSIP: BZ1JH1900<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |    604000 | NS      | $77825.62     | 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        |     32675 | NS      | $486563.02    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| ASUSTeK Computer Inc.                                                          | ASUSTEK COMPUTER INC COMMON STOCK TWD10.                | CUSIP: 605104900<br>LEI: N/A                  | Long             | EC               | CORP              | TW        |    126000 | NS      | $1141448.79   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| PT ANEKA TAMBANG TBK                                                           | ANEKA TAMBANG TBK COMMON STOCK IDR100.0                 | CUSIP: 605385905<br>LEI: N/A                  | Long             | EC               | CORP              | ID        |    932900 | NS      | $143762.44    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Titan Company Limited                                                          | TITAN CO LTD COMMON STOCK INR1.0                        | CUSIP: 613934900<br>LEI: 549300RO9VJWPK37FE54 | Long             | EC               | CORP              | IN        |     48154 | NS      | $1400619.22   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Intouch Holdings Public Company Limited                                        | INTOUCH HOLDINGS PCL NVDR THB1.0                        | CUSIP: 639755909<br>LEI: N/A                  | Long             | EC               | CORP              | TH        |     82800 | NS      | $182481.07    | 0.03%             |  |  |  | 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        |     39366 | NS      | $695088.89    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Hanwha Solutions Corporation                                                   | HANWHA CHEMICAL CORP COMMON STOCK KRW5000.              | CUSIP: 640776902<br>LEI: 549300M2V0ZS71BRNR68 | Long             | EC               | CORP              | KR        |     14616 | NS      | $538103.26    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| NAVER Corporation                                                              | NAVER CORP COMMON STOCK KRW100.0                        | CUSIP: 656039906<br>LEI: N/A                  | Long             | EC               | CORP              | KR        |      9874 | NS      | $1623222.11   | 0.22%             |  |  |  | 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        |    134200 | NS      | $229697.06    | 0.03%             |  |  |  | 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        |    247703 | NS      | $2087513.39   | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Samsung Heavy Industries Co.Ltd.                                               | SAMSUNG HEAVY INDUSTRIES CO LT COMMON STOCK KRW5000.    | CUSIP: 677221905<br>LEI: N/A                  | Long             | EC               | CORP              | KR        |     93730 | NS      | $440572.09    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Public Joint Stock Company Oil Company Rosneft                                 | ROSNEFT OIL CO PJSC GDR                                 | CUSIP: 67812M207<br>LEI: N/A                  | Long             | EC               | CORP              | RU        |    223704 | NS      | $29976.34     | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| PT Semen Indonesia (Persero) Tbk                                               | SEMEN INDONESIA PERSERO TBK PT COMMON STOCK IDR100.     | CUSIP: 679523001<br>LEI: N/A                  | Long             | EC               | CORP              | ID        |    742046 | NS      | $366320.24    | 0.05%             |  |  |  | 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        |     80218 | NS      | $1105353.64   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Braskem S.A.                                                                   | BRASKEM SA PREFERENCE                                   | CUSIP: B0774N903<br>LEI: 549300RPMQUFGBB7EY44 | Long             | EP               | CORP              | BR        |     28700 | NS      | $131508.90    | 0.02%             |  |  |  | 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        |   4232000 | NS      | $2613095.53   | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| Saudi Industrial Investment Group Company                                      | SAUDI INDUSTRIAL INVESTMENT GR COMMON STOCK SAR10.      | CUSIP: B132Y6900<br>LEI: N/A                  | Long             | EC               | CORP              | SA        |     15744 | NS      | $104037.09    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Telefonica Brasil S.A.                                                         | TELEFONICA BRASIL SA COMMON STOCK                       | CUSIP: B6XFBX903<br>LEI: N/A                  | Long             | EC               | CORP              | BR        |     68000 | NS      | $558536.37    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| The Tata Power Company Limited                                                 | TATA POWER CO LTD/THE COMMON STOCK INR1.                | CUSIP: B6Z1L7908<br>LEI: N/A                  | Long             | EC               | CORP              | IN        |    206310 | NS      | $536242.95    | 0.07%             |  |  |  | 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      | $89225.65     | 0.01%             |  |  |  | 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        |     72056 | NS      | $623562.60    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Natura and Co Holding S.A.                                                     | NATURA and CO HOLDING SA COMMON STOCK                   | CUSIP: BJRFY3903<br>LEI: N/A                  | Long             | EC               | CORP              | BR        |     97900 | NS      | $279771.97    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| momo.com Inc.                                                                  | MOMO.COM INC COMMON STOCK TWD10.0                       | CUSIP: BJYP11903<br>LEI: N/A                  | Long             | EC               | CORP              | TW        |      8920 | NS      | $235589.01    | 0.03%             |  |  |  | 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        |     22164 | NS      | $601528.60    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Gerdau S.A.                                                                    | GERDAU SA PREFERENCE                                    | CUSIP: 264551904<br>LEI: N/A                  | Long             | EP               | CORP              | BR        |    237600 | NS      | $1527860.24   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Falabella S.A.                                                                 | SACI FALABELLA COMMON STOCK                             | CUSIP: 277167904<br>LEI: N/A                  | Long             | EC               | CORP              | CL        |     66205 | NS      | $153309.86    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Delta Electronics Inc.                                                         | DELTA ELECTRONICS INC COMMON STOCK TWD10.               | CUSIP: 626073902<br>LEI: N/A                  | Long             | EC               | CORP              | TW        |    155000 | NS      | $1491923.40   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| NCSoft Corporation                                                             | NCSOFT CORP COMMON STOCK KRW500.0                       | CUSIP: 626418909<br>LEI: N/A                  | Long             | EC               | CORP              | KR        |      1937 | NS      | $713912.97    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Nanya Technology Corporation                                                   | NANYA TECHNOLOGY CORP COMMON STOCK TWD10.               | CUSIP: 628360901<br>LEI: N/A                  | Long             | EC               | CORP              | TW        |    223000 | NS      | $429288.93    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| SRF Limited                                                                    | SRF LTD COMMON STOCK INR10.                             | CUSIP: 637494907<br>LEI: N/A                  | Long             | EC               | CORP              | IN        |     17140 | NS      | $456707.53    | 0.06%             |  |  |  | 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        |      9088 | NS      | $650723.82    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Hyundai Motor Company                                                          | HYUNDAI MOTOR CO COMMON STOCK KRW5000.                  | CUSIP: 645105909<br>LEI: N/A                  | Long             | EC               | CORP              | KR        |     18328 | NS      | $2484799.48   | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| Shin Kong Financial Holding Co. Ltd.                                           | SHIN KONG FINANCIAL HOLDING CO COMMON STOCK TWD10.      | CUSIP: 645258906<br>LEI: N/A                  | Long             | EC               | CORP              | TW        |   2948140 | NS      | $882723.68    | 0.12%             |  |  |  | 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        |     66000 | NS      | $2062881.53   | 0.28%             |  |  |  | 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        |    411000 | NS      | $619760.03    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| E Ink Holdings Inc.                                                            | E INK HOLDINGS INC COMMON STOCK TWD10.                  | CUSIP: 674428909<br>LEI: N/A                  | Long             | EC               | CORP              | TW        |     46000 | NS      | $264279.77    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Samsung Engineering Co. Ltd.                                                   | SAMSUNG ENGINEERING CO LTD COMMON STOCK KRW5000.        | CUSIP: 676523905<br>LEI: N/A                  | Long             | EC               | CORP              | KR        |     13184 | NS      | $276673.49    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Synnex Technology International Corporation                                    | SYNNEX TECHNOLOGY INTERNATIONA COMMON STOCK TWD10.      | CUSIP: 686843905<br>LEI: N/A                  | Long             | EC               | CORP              | TW        |     98000 | NS      | $197142.38    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Public Joint Stock Company Polyus                                              | POLYUS PJSC DEPOSITORY RECEIPT                          | CUSIP: 73181M117<br>LEI: N/A                  | Long             | EC               | CORP              | RU        |       318 | NS      | $433.75       | 0.00%             |  |  |  | No            |                  3 | 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        |      7433 | NS      | $7432.94      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Sasol Limited                                                                  | SASOL LTD COMMON STOCK                                  | CUSIP: 803866102<br>LEI: N/A                  | Long             | EC               | CORP              | ZA        |     82337 | NS      | $1480105.31   | 0.20%             |  |  |  | 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        |    970000 | NS      | $285034.84    | 0.04%             |  |  |  | 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        |     90555 | NS      | $5579093.55   | 0.77%             |  |  |  | No            |                  1 | On Loan: No      |
| ZTO Express (Cayman) Inc.                                                      | ZTO EXPRESS CAYMAN INC ADR USD.0001                     | CUSIP: 98980A105<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |     82952 | NS      | $2364961.52   | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| Hansoh Pharmaceutical Group Company Limited                                    | HANSOH PHARMACEUTICAL GROUP CO COMMON STOCK HKD.00001   | CUSIP: ACI1CBBP8<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |    156000 | NS      | $319222.31    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| SBI Cards and Payment Services Limited                                         | SBI CARDS + PAYMENT SERVICES COMMON STOCK INR10.0       | CUSIP: ACI1KJR75<br>LEI: N/A                  | Long             | EC               | CORP              | IN        |     21172 | NS      | $187212.13    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Eregli Demir ve Celik Fabrikalari Turk Anonim Sirketi                          | EREGLI DEMIR VE CELIK FABRIKAL COMMON STOCK TRY1.       | CUSIP: B03MS9909<br>LEI: N/A                  | Long             | EC               | CORP              | TR        |    154933 | NS      | $313811.29    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Cosan S.A.                                                                     | COSAN SA COMMON STOCK                                   | CUSIP: B0P72G900<br>LEI: N/A                  | Long             | EC               | CORP              | BR        |     80100 | NS      | $262728.69    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Bajaj Holdings and Investment Limited                                          | BAJAJ HOLDINGS and INVESTMENT LT COMMON STOCK INR10.    | CUSIP: 612414904<br>LEI: N/A                  | Long             | EC               | CORP              | IN        |      5219 | NS      | $375139.26    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Macquarie Korea Infrastructure Fund                                            | MACQUARIE KOREA INFRASTRUCTURE COMMON STOCK             | CUSIP: B10S8B904<br>LEI: N/A                  | Long             | EC               | CORP              | KR        |     25570 | NS      | $246815.47    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Yanbu National Petrochemical Company                                           | YANBU NATIONAL PETROCHEMICAL C COMMON STOCK SAR10.      | CUSIP: B128CF902<br>LEI: N/A                  | Long             | EC               | CORP              | SA        |     43515 | NS      | $513646.28    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Nestle India Limited                                                           | NESTLE INDIA LTD COMMON STOCK INR10.                    | CUSIP: 612860908<br>LEI: N/A                  | Long             | EC               | CORP              | IN        |      5045 | NS      | $1171827.35   | 0.16%             |  |  |  | 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        |    500233 | NS      | $583095.09    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Jarir Marketing Company                                                        | JARIR MARKETING CO COMMON STOCK SAR10.0                 | CUSIP: B128FM904<br>LEI: N/A                  | Long             | EC               | CORP              | SA        |      8148 | NS      | $326527.90    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Equatorial Energia S.A.                                                        | EQUATORIAL ENERGIA SA COMMON STOCK                      | CUSIP: B128R9900<br>LEI: N/A                  | Long             | EC               | CORP              | BR        |    100559 | NS      | $553410.75    | 0.08%             |  |  |  | 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        |    157000 | NS      | $684995.84    | 0.09%             |  |  |  | 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        |     98614 | NS      | $2088342.49   | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Catcher Technology Co. Ltd.                                                    | CATCHER TECHNOLOGY CO LTD COMMON STOCK TWD10.           | CUSIP: 618666903<br>LEI: N/A                  | Long             | EC               | CORP              | TW        |    144000 | NS      | $853688.59    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Hindustan Unilever Limited                                                     | HINDUSTAN UNILEVER LTD COMMON STOCK INR1.0              | CUSIP: 626167902<br>LEI: 5493007IW5N37IKRPM32 | Long             | EC               | CORP              | IN        |    106548 | NS      | $3350922.65   | 0.46%             |  |  |  | No            |                  1 | On Loan: No      |
| Maxis Berhad                                                                   | MAXIS BHD COMMON STOCK MYR.1                            | CUSIP: B5387L905<br>LEI: N/A                  | Long             | EC               | CORP              | MY        |    272400 | NS      | $252875.58    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Fibra Uno Administracion S.A. de C.V.                                          | FIBRA UNO ADMINISTRACION SA DE REIT                     | CUSIP: B671GT907<br>LEI: N/A                  | Long             | EC               | CORP              | MX        |    331140 | NS      | $448800.38    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Sino-American Silicon Products Inc.                                            | SINO-AMERICAN SILICON PRODUCTS COMMON STOCK TWD10.0     | CUSIP: 633527908<br>LEI: N/A                  | Long             | EC               | CORP              | TW        |    101000 | NS      | $546627.81    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Eclat Textile Co. Ltd.                                                         | ECLAT TEXTILE CO LTD COMMON STOCK TWD10.                | CUSIP: 634578900<br>LEI: N/A                  | Long             | EC               | CORP              | TW        |     24000 | NS      | $396869.28    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Parade Technologies Ltd.                                                       | PARADE TECHNOLOGIES LTD COMMON STOCK TWD10.             | CUSIP: B6RV67908<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      8000 | NS      | $245661.95    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Dino Polska Spolka Akcyjna                                                     | DINO POLSKA SA COMMON STOCK PLN.1                       | CUSIP: BD0YVN903<br>LEI: N/A                  | Long             | EC               | CORP              | PL        |      6583 | NS      | $593187.41    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Novatek Microelectronics Corp.                                                 | NOVATEK MICROELECTRONICS CORP COMMON STOCK TWD10.       | CUSIP: 634633903<br>LEI: N/A                  | Long             | EC               | CORP              | TW        |    112000 | NS      | $1324229.81   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Sun Pharmaceutical Industries Limited                                          | SUN PHARMACEUTICAL INDUSTRIES COMMON STOCK INR1.        | CUSIP: 658248901<br>LEI: N/A                  | Long             | EC               | CORP              | IN        |    129885 | NS      | $1644077.80   | 0.23%             |  |  |  | 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        |     37860 | NS      | $279819.80    | 0.04%             |  |  |  | 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        |     67362 | NS      | $327590.90    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Divi's Laboratories Limited                                                    | DIVI'S LABORATORIES LTD COMMON STOCK INR2.              | CUSIP: 660251901<br>LEI: N/A                  | Long             | EC               | CORP              | IN        |     18485 | NS      | $749756.09    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| FirstRand Limited                                                              | FIRSTRAND LTD COMMON STOCK ZAR.01                       | CUSIP: 660699901<br>LEI: N/A                  | Long             | EC               | CORP              | ZA        |    613874 | NS      | $2270215.42   | 0.31%             |  |  |  | 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        |    446490 | NS      | $8751184.93   | 1.20%             |  |  |  | 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        |     40900 | NS      | $416310.21    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Nestle (Malaysia) Berhad                                                       | NESTLE MALAYSIA BHD COMMON STOCK MYR1.                  | CUSIP: 662933001<br>LEI: N/A                  | Long             | EC               | CORP              | MY        |      6900 | NS      | $218690.73    | 0.03%             |  |  |  | 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        |     10505 | NS      | $1141168.39   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| PETRONAS Gas Berhad                                                            | PETRONAS GAS BHD COMMON STOCK MYR1.                     | CUSIP: 670397900<br>LEI: N/A                  | Long             | EC               | CORP              | MY        |     85500 | NS      | $337129.46    | 0.05%             |  |  |  | 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        |     10641 | NS      | $153649.40    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Localiza Rent a Car S.A.                                                       | LOCALIZA RENT A CAR SA COMMON STOCK                     | CUSIP: B08K3S903<br>LEI: N/A                  | Long             | EC               | CORP              | BR        |     84059 | NS      | $977547.34    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Riyad Bank                                                                     | RIYAD BANK COMMON STOCK SAR10.                          | CUSIP: B12LZW901<br>LEI: N/A                  | Long             | EC               | CORP              | SA        |    174830 | NS      | $1434789.24   | 0.20%             |  |  |  | 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        |     27114 | NS      | $129898.67    | 0.02%             |  |  |  | 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        |    327200 | NS      | $1699933.35   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Genting Malaysia Berhad                                                        | GENTING MALAYSIA BHD COMMON STOCK MYR.1                 | CUSIP: B1VXKN909<br>LEI: N/A                  | Long             | EC               | CORP              | MY        |    518000 | NS      | $344867.84    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Samsung Card Co. Ltd.                                                          | SAMSUNG CARD CO LTD COMMON STOCK KRW5000.               | CUSIP: B1WQQ4909<br>LEI: N/A                  | Long             | EC               | CORP              | KR        |      5010 | NS      | $123440.09    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| IOI Corporation Berhad                                                         | IOI CORP BHD COMMON STOCK MYR.1                         | CUSIP: B1Y3WG904<br>LEI: N/A                  | Long             | EC               | CORP              | MY        |    405200 | NS      | $362858.58    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| ABB India Limited                                                              | ABB INDIA LTD COMMON STOCK INR2.                        | CUSIP: B1Y9QS902<br>LEI: N/A                  | Long             | EC               | CORP              | IN        |      4273 | NS      | $148641.96    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| PT Astra International Tbk                                                     | ASTRA INTERNATIONAL TBK PT COMMON STOCK IDR50.          | CUSIP: B800MQ901<br>LEI: N/A                  | Long             | EC               | CORP              | ID        |   2845200 | NS      | $1138839.23   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| IHH Healthcare Berhad                                                          | IHH HEALTHCARE BHD COMMON STOCK MYR1.0                  | CUSIP: B83X6P906<br>LEI: N/A                  | Long             | EC               | CORP              | MY        |    247600 | NS      | $343618.82    | 0.05%             |  |  |  | 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        |   1216000 | NS      | $409545.13    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Emperador Inc.                                                                 | EMPERADOR INC COMMON STOCK PHP1.0                       | CUSIP: BFG0SH902<br>LEI: N/A                  | Long             | EC               | CORP              | PH        |    265700 | NS      | $99708.94     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Hindustan Aeronautics Limited                                                  | HINDUSTAN AERONAUTICS LTD COMMON STOCK INR10.0          | CUSIP: BFLVFD901<br>LEI: N/A                  | Long             | EC               | CORP              | IN        |     17283 | NS      | $540352.50    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Huizhou Desay Sv Automotive Co. Ltd.                                           | HUIZHOU DESAY SV AUTOMOTIV-A                            | CUSIP: BFY8GX903<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |      2900 | NS      | $56300.85     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Montage Technology Co. Ltd.                                                    | MONTAGE TECHNOLOGY CO LTD-A                             | CUSIP: BK71F7905<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |      1968 | NS      | $16138.48     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Bilibili Inc.                                                                  | BILIBILI INC COMMON STOCK USD.0001                      | CUSIP: BLF853909<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |     22940 | NS      | $570094.21    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| PT Barito Pacific Tbk                                                          | BARITO PACIFIC TBK PT COMMON STOCK IDR500.0             | CUSIP: 607070901<br>LEI: N/A                  | Long             | EC               | CORP              | ID        |   3491250 | NS      | $192146.85    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| CIMB Group Holdings Berhad                                                     | CIMB GROUP HOLDINGS BHD COMMON STOCK MYR1.              | CUSIP: 607574001<br>LEI: N/A                  | Long             | EC               | CORP              | MY        |    783524 | NS      | $1056147.92   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Anhui Conch Cement Company Limited                                             | ANHUI CONCH CEMENT CO LTD COMMON STOCK CNY1.0           | CUSIP: 608039905<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |    246000 | NS      | $932085.65    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Oil and Natural Gas Corporation Limited                                        | OIL and NATURAL GAS CORP LTD COMMON STOCK INR5.         | CUSIP: 613936905<br>LEI: N/A                  | Long             | EC               | CORP              | IN        |    715287 | NS      | $1265063.68   | 0.17%             |  |  |  | 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        |     18183 | NS      | $323583.77    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Giant Manufacturing Co. Ltd.                                                   | GIANT MANUFACTURING CO LTD COMMON STOCK TWD10.          | CUSIP: 637216904<br>LEI: N/A                  | Long             | EC               | CORP              | TW        |     18797 | NS      | $128339.22    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Hyundai Steel Company                                                          | HYUNDAI STEEL CO COMMON STOCK KRW5000.                  | CUSIP: 646185900<br>LEI: N/A                  | Long             | EC               | CORP              | KR        |     14789 | NS      | $410605.46    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Industrial Bank of Korea                                                       | INDUSTRIAL BANK OF KOREA COMMON STOCK KRW5000.          | CUSIP: 646297903<br>LEI: N/A                  | Long             | EC               | CORP              | KR        |     60573 | NS      | $504037.38    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| First Financial Holding Co. Ltd.                                               | FIRST FINANCIAL HOLDING CO LTD COMMON STOCK TWD10.      | CUSIP: 658011903<br>LEI: N/A                  | Long             | EC               | CORP              | TW        |   2171901 | NS      | $1887980.55   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Land and Houses Public Company Limited                                         | LAND and  HOUSES PLC NVDR THB1.0                        | CUSIP: 658194907<br>LEI: N/A                  | Long             | EC               | CORP              | TH        |    592500 | NS      | $177696.15    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Jindal Steel and Power Limited                                                 | JINDAL STEEL and POWER LTD COMMON STOCK INR1.           | CUSIP: 672681905<br>LEI: N/A                  | Long             | EC               | CORP              | IN        |     94300 | NS      | $673335.06    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Shriram Finance Limited                                                        | SHRIRAM TRANSPORT FINANCE CO L COMMON STOCK INR10.0     | CUSIP: 680260908<br>LEI: N/A                  | Long             | EC               | CORP              | IN        |     27813 | NS      | $437926.49    | 0.06%             |  |  |  | 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        |    987300 | NS      | $666905.31    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Trip.com Group Limited                                                         | TRIP.COM GROUP LTD ADR USD.01                           | CUSIP: 89677Q107<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |     70458 | NS      | $2590036.08   | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| Coal India Limited                                                             | COAL INDIA LTD COMMON STOCK INR10.                      | CUSIP: ACI00AD24<br>LEI: N/A                  | Long             | EC               | CORP              | IN        |    469230 | NS      | $1287209.22   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| ASELSAN Elektronik Sanayi ve Ticaret Anonim Sirketi                            | ASELSAN ELEKTRONIK SANAYI VE T COMMON STOCK TRY1.       | CUSIP: B03MP4903<br>LEI: N/A                  | Long             | EC               | CORP              | TR        |     41050 | NS      | $123954.17    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Enka Insaat ve Sanayi Anonim Sirketi                                           | ENKA INSAAT VE SANAYI AS COMMON STOCK TRY1.             | CUSIP: B03MS6905<br>LEI: N/A                  | Long             | EC               | CORP              | TR        |    201547 | NS      | $318009.35    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Yapi Ve Kredi Bankasi Anonim Sirketi                                           | YAPI VE KREDI BANKASI AS COMMON STOCK TRY1.             | CUSIP: B03MZJ909<br>LEI: B85ZYWEZ5IZCZ2WNIO12 | Long             | EC               | CORP              | TR        |     85026 | NS      | $41042.83     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Powszechna Kasa Oszczednosci Bank Polski Spolka Akcyjna                        | POWSZECHNA KASA OSZCZEDNOSCI B COMMON STOCK PLN1.       | CUSIP: B03NGS908<br>LEI: P4GTT6GF1W40CVIMFR43 | Long             | EC               | CORP              | PL        |     90217 | NS      | $668474.23    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Taiwan High Speed Rail Corporation                                             | TAIWAN HIGH SPEED RAIL CORP COMMON STOCK TWD10.         | CUSIP: B04BGQ907<br>LEI: N/A                  | Long             | EC               | CORP              | TW        |    383000 | NS      | $372476.27    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| SM Investments Corporation                                                     | SM INVESTMENTS CORP COMMON STOCK PHP10.                 | CUSIP: B068DB908<br>LEI: N/A                  | Long             | EC               | CORP              | PH        |     36085 | NS      | $607719.56    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Al Rajhi Banking and Investment Corporation                                    | AL RAJHI BANK COMMON STOCK SAR10.                       | CUSIP: B12LZH904<br>LEI: N/A                  | Long             | EC               | CORP              | SA        |    192812 | NS      | $4212785.50   | 0.58%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank Albilad                                                                   | BANK ALBILAD COMMON STOCK SAR10.                        | CUSIP: B12LZP906<br>LEI: N/A                  | Long             | EC               | CORP              | SA        |     37783 | NS      | $451523.46    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Want Want China Holdings Limited                                               | WANT WANT CHINA HOLDINGS LTD COMMON STOCK USD.02        | CUSIP: B2Q14Z904<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |    428000 | NS      | $278469.87    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Win Semiconductors Corp.                                                       | WIN SEMICONDUCTORS CORP COMMON STOCK TWD10.0            | CUSIP: B56LHP903<br>LEI: N/A                  | Long             | EC               | CORP              | TW        |     55000 | NS      | $351706.91    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Energisa S/A                                                                   | ENERGISA SA UNIT                                        | CUSIP: B56XQT909<br>LEI: N/A                  | Long             | EC               | CORP              | BR        |     30800 | NS      | $255585.34    | 0.04%             |  |  |  | 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        |    162600 | NS      | $435616.28    | 0.06%             |  |  |  | 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        |   1208500 | NS      | $451729.59    | 0.06%             |  |  |  | No            |                  1 | On Loan: —       |
| Chailease Holding Company Limited                                              | CHAILEASE HOLDING CO LTD COMMON STOCK TWD10.            | CUSIP: B58J1S907<br>LEI: N/A                  | Long             | EC               | CORP              | TW        |    315496 | NS      | $2364249.79   | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| America Movil S.A.B. de C.V.                                                   | AMERICA MOVIL SAB DE CV COMMON STOCK                    | CUSIP: 266747906<br>LEI: 5493000FNR3UCEAONM59 | Long             | EC               | CORP              | MX        |   2874088 | NS      | $3005562.24   | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| Petroleo Brasileiro S.A                                                        | PETROLEO BRASILEIRO SA COMMON STOCK                     | CUSIP: 268236908<br>LEI: 5493000J801JZRCMFE49 | Long             | EC               | CORP              | BR        |    639600 | NS      | $3700834.93   | 0.51%             |  |  |  | No            |                  1 | On Loan: No      |
| Petroleo Brasileiro S.A                                                        | PETROLEO BRASILEIRO SA PREFERENCE                       | CUSIP: 268453008<br>LEI: 5493000J801JZRCMFE49 | Long             | EP               | CORP              | BR        |    797400 | NS      | $4082966.15   | 0.56%             |  |  |  | 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        |    403040 | NS      | $870823.66    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| CCR S.A.                                                                       | CCR SA COMMON STOCK                                     | CUSIP: 284097904<br>LEI: N/A                  | Long             | EC               | CORP              | BR        |    206400 | NS      | $476733.35    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| H World Group Limited                                                          | HUAZHU GROUP LTD ADR                                    | CUSIP: 44332N106<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |     12928 | NS      | $613821.44    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Exxaro Resources Limited                                                       | EXXARO RESOURCES LTD COMMON STOCK ZAR.01                | CUSIP: 641880901<br>LEI: N/A                  | Long             | EC               | CORP              | ZA        |     35684 | NS      | $445878.52    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Delta Electronics (Thailand) Public Company Limited                            | DELTA ELECTRONICS THAILAND PCL NVDR THB1.0              | CUSIP: 641893904<br>LEI: N/A                  | Long             | EC               | CORP              | TH        |     41800 | NS      | $1139654.65   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| E. Sun Financial Holding Company Ltd.                                          | E.SUN FINANCIAL HOLDING CO LTD COMMON STOCK TWD10.      | CUSIP: 643391907<br>LEI: N/A                  | Long             | EC               | CORP              | TW        |   2054927 | NS      | $1676793.06   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Hong Leong Financial Group Berhad                                              | HONG LEONG FINANCIAL GROUP BHD COMMON STOCK MYR1.       | CUSIP: 643645005<br>LEI: N/A                  | Long             | EC               | CORP              | MY        |     48900 | NS      | $212072.91    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| CTBC Financial Holding Co. Ltd.                                                | CTBC FINANCIAL HOLDING CO LTD COMMON STOCK TWD10.       | CUSIP: 652766908<br>LEI: 549300IWDYIFW6JXM387 | Long             | EC               | CORP              | TW        |   2742000 | NS      | $2086751.04   | 0.29%             |  |  |  | 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        |   1110000 | NS      | $1789922.88   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Uni-President Enterprises Corp.                                                | UNI-PRESIDENT ENTERPRISES CORP COMMON STOCK TWD10.      | CUSIP: 670039007<br>LEI: N/A                  | Long             | EC               | CORP              | TW        |    374000 | NS      | $838308.08    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Publichnoye Aktsionernoye Obshchestvo Novolipetskiy Metallurgicheskiy Kombinat | NOVOLIPETSK STEEL PJSC DEPOSITORY RECEIPT               | CUSIP: 67011E204<br>LEI: N/A                  | Long             | EC               | CORP              | RU        |       174 | NS      | $72.38        | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Publichnoye Aktsionernoye Obshchestvo Novolipetskiy Metallurgicheskiy Kombinat | NOVOLIPETSK STEEL PJSC DEPOSITORY RECEIPT               | CUSIP: 67011E204<br>LEI: N/A                  | Long             | EC               | CORP              | RU        |      6243 | NS      | $2597.09      | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| PETRONAS Chemicals Group Berhad                                                | PETRONAS CHEMICALS GROUP BHD COMMON STOCK MYR.1         | CUSIP: B5KQGT909<br>LEI: N/A                  | Long             | EC               | CORP              | MY        |    207900 | NS      | $406954.23    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| PT Elang Mahkota Teknologi Tbk                                                 | ELANG MAHKOTA TEKNOLOGI TBK PT COMMON STOCK IDR20.0     | CUSIP: B5NM8S906<br>LEI: N/A                  | Long             | EC               | CORP              | ID        |   2515100 | NS      | $181208.01    | 0.02%             |  |  |  | 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        |    248389 | NS      | $1688543.44   | 0.23%             |  |  |  | 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        |     13228 | NS      | $1272542.62   | 0.17%             |  |  |  | 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        |    317280 | NS      | $208154.04    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank of Baroda                                                                 | BANK OF BARODA COMMON STOCK INR2.0                      | CUSIP: ACI0BHS88<br>LEI: 549300CQ6M9Q0TJEZR23 | Long             | EC               | CORP              | IN        |    142909 | NS      | $294003.17    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| TIM SA/Brazil                                                                  | TIM SA/BRAZIL COMMON STOCK                              | CUSIP: BN71RB907<br>LEI: N/A                  | Long             | EC               | CORP              | BR        |    170100 | NS      | $393891.52    | 0.05%             |  |  |  | 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        |    179500 | NS      | $468079.53    | 0.06%             |  |  |  | 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        |      9800 | NS      | $482447.26    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| SG Micro Corp.                                                                 | SG MICRO CORP-A                                         | CUSIP: BHQPSR900<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |      1350 | NS      | $35563.38     | 0.00%             |  |  |  | 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        |      7100 | NS      | $1939469.14   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Jiangsu Hengrui Pharmaceuticals Co. Ltd.                                       | JIANGSU HENGRUI MEDICINE CO LT COMMON STOCK CNY1.0      | CUSIP: BP3R36906<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |     38751 | NS      | $242073.67    | 0.03%             |  |  |  | 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        |      3414 | NS      | $276601.07    | 0.04%             |  |  |  | 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        |    215200 | NS      | $43651.95     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Wanhua Chemical Group Co. Ltd.                                                 | WANHUA CHEMICAL GROUP CO  A COMMON STOCK CNY1.0         | CUSIP: BP3R3S908<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |     39500 | NS      | $564765.91    | 0.08%             |  |  |  | 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        |     78800 | NS      | $121168.87    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Indian Railway Catering and Tourism Corporation Limited                        | INDIAN RAILWAY CATERING COMMON STOCK NPV                | CUSIP: BL6C48900<br>LEI: N/A                  | Long             | EC               | CORP              | IN        |     20610 | NS      | $160495.31    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Hundsun Technologies Inc.                                                      | HUNDSUN TECHNOLOGIES INC COMMON STOCK CNY1.0            | CUSIP: BP3R6B902<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |      3770 | NS      | $26346.12     | 0.00%             |  |  |  | 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        |     10045 | NS      | $433423.33    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Hangzhou Silan Microelectronics Co. Ltd                                        | HANGZHOU SILAN MICROELECTRONIC COMMON STOCK CNY1.0      | CUSIP: BP3RCV901<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |      2500 | NS      | $13071.73     | 0.00%             |  |  |  | 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        |     93200 | NS      | $105877.01    | 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        |    642040 | NS      | $2511810.74   | 0.35%             |  |  |  | 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        |    142175 | NS      | $1763288.44   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Huatai Securities Co. Ltd.                                                     | HUATAI SECURITIES CO LTD COMMON STOCK                   | CUSIP: BWVFT0901<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |    275400 | NS      | $356259.26    | 0.05%             |  |  |  | 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        |    104786 | NS      | $218238.03    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Enel Chile S.A.                                                                | ENEL CHILE SA COMMON STOCK                              | CUSIP: BYMLZD909<br>LEI: N/A                  | Long             | EC               | CORP              | CL        |   3592026 | NS      | $169012.71    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Digi.Com Berhad                                                                | DIGI.COM BHD COMMON STOCK MYR.01                        | CUSIP: 608624904<br>LEI: N/A                  | Long             | EC               | CORP              | MY        |    430100 | NS      | $424478.93    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Reliance Industries Limited                                                    | RELIANCE INDUSTRIES LTD COMMON STOCK INR10.             | CUSIP: 609962907<br>LEI: 5493003UOETFYRONLG31 | Long             | EC               | CORP              | IN        |    337989 | NS      | $9722127.79   | 1.34%             |  |  |  | No            |                  1 | On Loan: No      |
| Vanguard International Semiconductor Corporation                               | VANGUARD INTERNATIONAL SEMICON COMMON STOCK TWD10.      | CUSIP: 610967903<br>LEI: N/A                  | Long             | EC               | CORP              | TW        |    163000 | NS      | $541252.29    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Lenovo Group Limited                                                           | LENOVO GROUP LTD COMMON STOCK                           | CUSIP: 621808906<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |   1812000 | NS      | $1449405.82   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| SK Telecom Co. Ltd.                                                            | SK TELECOM CO LTD COMMON STOCK KRW500.                  | CUSIP: 622487908<br>LEI: N/A                  | Long             | EC               | CORP              | KR        |     24113 | NS      | $912214.48    | 0.13%             |  |  |  | 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        |    602000 | NS      | $1790461.28   | 0.25%             |  |  |  | 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        |    565000 | NS      | $1358634.47   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| CJ Logistics Corporation                                                       | CJ LOGISTICS CORP COMMON STOCK KRW5000.0                | CUSIP: 649711900<br>LEI: N/A                  | Long             | EC               | CORP              | KR        |       766 | NS      | $56091.25     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Kuala Lumpur Kepong Berhad                                                     | KUALA LUMPUR KEPONG BHD COMMON STOCK MYR1.              | CUSIP: 649744000<br>LEI: N/A                  | Long             | EC               | CORP              | MY        |     76075 | NS      | $382002.34    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Kumho Petrochemical Co. Ltd.                                                   | KUMHO PETROCHEMICAL CO LTD COMMON STOCK KRW5000.0       | CUSIP: 649932001<br>LEI: N/A                  | Long             | EC               | CORP              | KR        |      2914 | NS      | $348695.89    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Metropolitan Bank and Trust Company                                            | METROPOLITAN BANK and TRUST CO COMMON STOCK PHP20.      | CUSIP: 651444903<br>LEI: 549300SQYI82RVWFN715 | Long             | EC               | CORP              | PH        |    428742 | NS      | $449324.60    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| HLB Inc.                                                                       | HLB INC COMMON STOCK KRW500.                            | CUSIP: 651740904<br>LEI: N/A                  | Long             | EC               | CORP              | KR        |      6363 | NS      | $157034.58    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Samsung SDI Co. Ltd.                                                           | SAMSUNG SDI CO LTD COMMON STOCK KRW5000.                | CUSIP: 677164907<br>LEI: N/A                  | Long             | EC               | CORP              | KR        |      4519 | NS      | $2513001.30   | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| Telekom Malaysia Berhad                                                        | TELEKOM MALAYSIA BHD COMMON STOCK MYR.7                 | CUSIP: 686839002<br>LEI: N/A                  | Long             | EC               | CORP              | MY        |    225870 | NS      | $276397.21    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| PTT Global Chemical Public Company Limited                                     | PTT GLOBAL CHEMICAL PCL NVDR THB10.0                    | CUSIP: ACI00X0N2<br>LEI: 5493007X3230PPPZFF40 | Long             | EC               | CORP              | TH        |    263200 | NS      | $392687.06    | 0.05%             |  |  |  | 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        |   1699843 | NS      | $1497447.04   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Silergy Corp.                                                                  | SILERGY CORP COMMON STOCK TWD10.0                       | CUSIP: ACI07DFN3<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |     26000 | NS      | $520432.97    | 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        |    345600 | NS      | $696225.39    | 0.10%             |  |  |  | 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        |     53844 | NS      | $467085.69    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Ayala Corporation                                                              | AYALA CORP COMMON STOCK PHP50.                          | CUSIP: B09JBT904<br>LEI: N/A                  | Long             | EC               | CORP              | PH        |     33690 | NS      | $436022.70    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Saudi Telecom Company                                                          | SAUDI TELECOM CO COMMON STOCK SAR10.                    | CUSIP: B12M7Q903<br>LEI: N/A                  | Long             | EC               | CORP              | SA        |    148220 | NS      | $1457318.94   | 0.20%             |  |  |  | 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        |    347000 | NS      | $277562.81    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| JBS S.A.                                                                       | JBS SA COMMON STOCK                                     | CUSIP: B1V74X902<br>LEI: N/A                  | Long             | EC               | CORP              | BR        |    225800 | NS      | $890525.10    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Page Industries Limited                                                        | PAGE INDUSTRIES LTD COMMON STOCK INR10.                 | CUSIP: B1VJS6909<br>LEI: N/A                  | Long             | EC               | CORP              | IN        |       597 | NS      | $292529.36    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Vodacom Group                                                                  | VODACOM GROUP LTD COMMON STOCK                          | CUSIP: B65B4D905<br>LEI: N/A                  | Long             | EC               | CORP              | ZA        |     96601 | NS      | $676248.57    | 0.09%             |  |  |  | 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        |     32405 | NS      | $688372.00    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Polski Koncern Naftowy ORLEN S.A.                                              | POLSKI KONCERN NAFTOWY ORLEN S COMMON STOCK PLN1.25     | CUSIP: 581006905<br>LEI: N/A                  | Long             | EC               | CORP              | PL        |     90613 | NS      | $1355343.17   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| SKC Co. Ltd.                                                                   | SKC CO LTD COMMON STOCK KRW5000.                        | CUSIP: 601808900<br>LEI: N/A                  | Long             | EC               | CORP              | KR        |      1312 | NS      | $101398.28    | 0.01%             |  |  |  | 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        |    292000 | NS      | $142301.83    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Shanghai Fosun Pharmaceutical (Group) Co. Ltd.                                 | SHANGHAI FOSUN PHARMACEUTICAL COMMON STOCK CNY1.0       | CUSIP: B8XBQ9905<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |     61000 | NS      | $196107.70    | 0.03%             |  |  |  | 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        |      3071 | NS      | $124821.02    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Goertek Inc.                                                                   | GOERTEK INC -A                                          | CUSIP: BD5CNT902<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |     43700 | NS      | $133746.14    | 0.02%             |  |  |  | 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        |     81415 | NS      | $395209.67    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| TCL Technology Group Corporation                                               | TCL TECHNOLOGY GROUP CORP-A                             | CUSIP: BD5CP2909<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |    146100 | NS      | $90813.16     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Gulf Energy Development Public Company Limited                                 | GULF ENERGY DEVELOPMENT PCL NVDR THB5.0                 | CUSIP: BFN4H3909<br>LEI: N/A                  | Long             | EC               | CORP              | TH        |    386140 | NS      | $628749.62    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Bharat Petroleum Corporation Limited                                           | BHARAT PETROLEUM CORP LTD COMMON STOCK INR10.           | CUSIP: 609972906<br>LEI: 8GRDBX1TJ0PU5NCSHT72 | Long             | EC               | CORP              | IN        |    258087 | NS      | $1083018.00   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Cheng Shin Rubber Ind. Co. Ltd.                                                | CHENG SHIN RUBBER INDUSTRY CO COMMON STOCK TWD10.       | CUSIP: 619022007<br>LEI: N/A                  | Long             | EC               | CORP              | TW        |    433000 | NS      | $497535.39    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Pepkor Holdings Limited                                                        | PEPKOR HOLDINGS LTD COMMON STOCK                        | CUSIP: BFXG36909<br>LEI: N/A                  | Long             | EC               | CORP              | ZA        |    142973 | NS      | $168589.59    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Suzhou Maxwell Technologies Co.Ltd.                                            | SUZHOU MAXWELL TECHNOLOGIES CO COMMON STOCK CNY1.0      | CUSIP: BL61W9901<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |       300 | NS      | $19700.16     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| MRF Limited                                                                    | MRF LTD COMMON STOCK INR10.                             | CUSIP: 621412907<br>LEI: N/A                  | Long             | EC               | CORP              | IN        |       115 | NS      | $127732.87    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank of Ayudhya Public Company Limited                                         | BANK OF AYUDHYA PCL NVDR THB10.0                        | CUSIP: 635993900<br>LEI: N/A                  | Long             | EC               | CORP              | TH        |    184500 | NS      | $176060.28    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| TMBThanachart Bank Public Company Limited                                      | TMB BANK PCL NVDR THB.95                                | CUSIP: 636514903<br>LEI: 549300WKGLXEV3DB7I54 | Long             | EC               | CORP              | TH        |   3228385 | NS      | $143766.31    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| JG Summit Holdings Inc.                                                        | JG SUMMIT HOLDINGS INC COMMON STOCK PHP1.               | CUSIP: 646645903<br>LEI: N/A                  | Long             | EC               | CORP              | PH        |    401863 | NS      | $393936.45    | 0.05%             |  |  |  | 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        |     57680 | NS      | $251299.07    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Kia Corporation                                                                | KIA MOTORS CORP COMMON STOCK KRW5000.0                  | CUSIP: 649092905<br>LEI: N/A                  | Long             | EC               | CORP              | KR        |     37240 | NS      | $2019509.66   | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Korea Zinc Company Ltd.                                                        | KOREA ZINC CO LTD COMMON STOCK KRW5000.                 | CUSIP: 649542909<br>LEI: N/A                  | Long             | EC               | CORP              | KR        |      1585 | NS      | $696123.56    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Korean Air Lines Co. Ltd.                                                      | KOREAN AIR LINES CO LTD COMMON STOCK KRW5000.           | CUSIP: 649676004<br>LEI: N/A                  | Long             | EC               | CORP              | KR        |     24204 | NS      | $476495.37    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Lite-On Technology Corporation                                                 | LITE-ON TECHNOLOGY CORP COMMON STOCK TWD10.             | CUSIP: 651948903<br>LEI: N/A                  | Long             | EC               | CORP              | TW        |    459000 | NS      | $1015074.10   | 0.14%             |  |  |  | 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        |    452000 | NS      | $634300.99    | 0.09%             |  |  |  | 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        |    498500 | NS      | $1548561.28   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Formosa Sumco Technology Corporation                                           | FORMOSA SUMCO TECHNOLOGY CORP COMMON STOCK TWD10.0      | CUSIP: B1HKJZ908<br>LEI: N/A                  | Long             | EC               | CORP              | TW        |      3000 | NS      | $15537.05     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Marico Limited                                                                 | MARICO LTD COMMON STOCK INR1.                           | CUSIP: B1S34K903<br>LEI: N/A                  | Long             | EC               | CORP              | IN        |     90813 | NS      | $552445.87    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| CMOC Group Limited                                                             | CHINA MOLYBDENUM CO LTD COMMON STOCK CNY.2              | CUSIP: B1VRCG906<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |    876000 | NS      | $505134.24    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Genting Berhad                                                                 | GENTING BHD COMMON STOCK MYR.1                          | CUSIP: B1VXJL905<br>LEI: N/A                  | Long             | EC               | CORP              | MY        |    439200 | NS      | $509650.12    | 0.07%             |  |  |  | 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        |    133400 | NS      | $137211.32    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| New Hope Liuhe Co.Ltd.                                                         | NEW HOPE LIUHE CO LTD-A                                 | CUSIP: BD5CNF902<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |     23600 | NS      | $45789.30     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Iflytek Co.Ltd                                                                 | IFLYTEK CO LTD - A                                      | CUSIP: BD5CNN905<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |     18300 | NS      | $109903.73    | 0.02%             |  |  |  | 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        |     20400 | NS      | $76987.40     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Yunnan Baiyao Group Co.Ltd                                                     | YUNNAN BAIYAO GROUP CO LTD-A                            | CUSIP: BD5CP9904<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |     12140 | NS      | $103236.58    | 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        |     79672 | NS      | $265182.26    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Jiangsu Yanghe Brewery Joint-Stock Co. Ltd.                                    | JIANGSU YANGHE BREWERY JOINT-S COMMON STOCK CNY1.0      | CUSIP: BD5CPF900<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |     12790 | NS      | $332387.25    | 0.05%             |  |  |  | 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        |     26800 | NS      | $828953.89    | 0.11%             |  |  |  | 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        |    107843 | NS      | $1230502.40   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Pharmaron Beijing Co. Ltd.                                                     | PHARMARON BEIJING CO LTD COMMON STOCK CNY1.0            | CUSIP: BK72QD908<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |     23750 | NS      | $173916.09    | 0.02%             |  |  |  | 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        |    529908 | NS      | $2360627.39   | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| China Southern Airlines Company Limited                                        | CHINA SOUTHERN AIRLINES CO LTD COMMON STOCK CNY1.0      | CUSIP: 601369903<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |    210000 | NS      | $139311.48    | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| African Rainbow Minerals Limited                                               | AFRICAN RAINBOW MINERALS LTD COMMON STOCK ZAR.05        | CUSIP: 604112904<br>LEI: N/A                  | Long             | EC               | CORP              | ZA        |     20625 | NS      | $335810.86    | 0.05%             |  |  |  | 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        |    829100 | NS      | $444695.99    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Taiwan Business Bank                                                           | TAIWAN BUSINESS BANK COMMON STOCK TWD10.                | CUSIP: 609881909<br>LEI: N/A                  | Long             | EC               | CORP              | TW        |    341000 | NS      | $151618.65    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Vedanta Limited                                                                | VEDANTA LTD COMMON STOCK INR1.0                         | CUSIP: 613604909<br>LEI: N/A                  | Long             | EC               | CORP              | IN        |    444183 | NS      | $1803758.56   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Unimicron Technology Corp.                                                     | UNIMICRON TECHNOLOGY CORP COMMON STOCK TWD10.           | CUSIP: 613772904<br>LEI: N/A                  | Long             | EC               | CORP              | TW        |    218000 | NS      | $991074.10    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Electricity Generating Public Company Limited                                  | ELECTRICITY GENERATING PCL NVDR THB10.0                 | CUSIP: 636855900<br>LEI: N/A                  | Long             | EC               | CORP              | TH        |     42700 | NS      | $225077.25    | 0.03%             |  |  |  | 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        |    935900 | NS      | $669107.54    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Dr. Reddy's Laboratories Limited                                               | DR REDDY'S LABORATORIES LTD COMMON STOCK INR5.          | CUSIP: 641095906<br>LEI: N/A                  | Long             | EC               | CORP              | IN        |     20961 | NS      | $1110364.07   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| NetEase Inc.                                                                   | NETEASE INC ADR USD.0001                                | CUSIP: 64110W102<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |     31983 | NS      | $2834013.63   | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| PT Bukit Asam Tbk                                                              | BUKIT ASAM TBK PT COMMON STOCK IDR100.0                 | CUSIP: 656512902<br>LEI: N/A                  | Long             | EC               | CORP              | ID        |    383100 | NS      | $86893.93     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| AngloGold Ashanti Limited                                                      | ANGLOGOLD ASHANTI LTD COMMON STOCK ZAR.25               | CUSIP: 656565900<br>LEI: N/A                  | Long             | EC               | CORP              | ZA        |     71869 | NS      | $1492640.05   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| LandF Co. Ltd.                                                                 | L+F CO LTD COMMON STOCK KRW500.0                        | CUSIP: 657860904<br>LEI: N/A                  | Long             | EC               | CORP              | KR        |      1395 | NS      | $233292.74    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Kangwon Land Inc.                                                              | KANGWON LAND INC COMMON STOCK KRW500.                   | CUSIP: 668344906<br>LEI: N/A                  | Long             | EC               | CORP              | KR        |     11875 | NS      | $226548.55    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| POSCO Holdings Inc.                                                            | POSCO COMMON STOCK KRW5000.                             | CUSIP: 669323008<br>LEI: N/A                  | Long             | EC               | CORP              | KR        |     10402 | NS      | $2537588.08   | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| PJSC LUKOIL                                                                    | LUKOIL PJSC ADR RUB.025                                 | CUSIP: 69343P105<br>LEI: N/A                  | Long             | EC               | CORP              | RU        |     57062 | NS      | $114238.12    | 0.02%             |  |  |  | No            |                  3 | On Loan: No      |
| Walsin Lihwa Corporation                                                       | WALSIN LIHWA CORP COMMON STOCK TWD10.                   | CUSIP: 693657900<br>LEI: N/A                  | Long             | EC               | CORP              | TW        |    142000 | NS      | $256333.06    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Winbond Electronics Corporation                                                | WINBOND ELECTRONICS CORP COMMON STOCK TWD10.            | CUSIP: 696651900<br>LEI: N/A                  | Long             | EC               | CORP              | TW        |    353000 | NS      | $253360.53    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Woolworths Holdings Limited                                                    | WOOLWORTHS HOLDINGS LTD/SOUTH COMMON STOCK              | CUSIP: B06KZ9902<br>LEI: N/A                  | Long             | EC               | CORP              | ZA        |     87924 | NS      | $380453.24    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| SABIC Agri-Nutrients Company                                                   | SAUDI ARABIAN FERTILIZER CO COMMON STOCK SAR10.         | CUSIP: B1323K903<br>LEI: N/A                  | Long             | EC               | CORP              | SA        |     28066 | NS      | $1024524.91   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Saudi Basic Industries Corporation                                             | SAUDI BASIC INDUSTRIES CORP COMMON STOCK SAR10.         | CUSIP: B1324D908<br>LEI: N/A                  | Long             | EC               | CORP              | SA        |     86892 | NS      | $2146253.24   | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Saudi Electricity Company                                                      | SAUDI ELECTRICITY GLOBAL SUKUK COMMON STOCK SAR10.      | CUSIP: B132NM907<br>LEI: N/A                  | Long             | EC               | CORP              | SA        |    107784 | NS      | $661121.15    | 0.09%             |  |  |  | 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        |   1882000 | NS      | $907560.71    | 0.12%             |  |  |  | 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        |      2003 | NS      | $560996.10    | 0.08%             |  |  |  | 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        |    135629 | NS      | $233990.73    | 0.03%             |  |  |  | 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        |    353000 | NS      | $1166376.43   | 0.16%             |  |  |  | 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        |    366300 | NS      | $449413.81    | 0.06%             |  |  |  | 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        |    341500 | NS      | $183851.61    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Indus Towers Ltd                                                               | BHARTI INFRATEL LTD COMMON STOCK INR10.0                | CUSIP: B92P9G909<br>LEI: N/A                  | Long             | EC               | CORP              | IN        |    228894 | NS      | $427593.81    | 0.06%             |  |  |  | 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        |      7000 | NS      | $352039.97    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Varun Beverages Limited                                                        | VARUN BEVERAGES LTD COMMON STOCK INR10.0                | CUSIP: BD0RYG900<br>LEI: N/A                  | Long             | EC               | CORP              | IN        |     26464 | NS      | $371448.08    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| PharmaEssentia Corporation                                                     | PHARMAESSENTIA CORP COMMON STOCK TWD10.0                | CUSIP: BJTCKZ902<br>LEI: N/A                  | Long             | EC               | CORP              | TW        |      7307 | NS      | $119004.93    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Kuaishou Technology                                                            | KUAISHOU TECHNOLOGY COMMON STOCK USD.0000053            | CUSIP: BLC90T908<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |     49500 | NS      | $433520.87    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| NEPI Rockcastle N.V.                                                           | NEPI ROCKCASTLE NV COMMON STOCK                         | CUSIP: BLF9GQ904<br>LEI: N/A                  | Long             | EC               | CORP              | NL        |     56952 | NS      | $353100.77    | 0.05%             |  |  |  | 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        |    279000 | NS      | $1387431.38   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Globe Telecom Inc.                                                             | GLOBE TELECOM INC COMMON STOCK PHP50.                   | CUSIP: 628486904<br>LEI: N/A                  | Long             | EC               | CORP              | PH        |      6269 | NS      | $231813.28    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Chunghwa Telecom Co. Ltd.                                                      | CHUNGHWA TELECOM CO LTD COMMON STOCK TWD10.             | CUSIP: 628784902<br>LEI: N/A                  | Long             | EC               | CORP              | TW        |    415000 | NS      | $1554954.20   | 0.21%             |  |  |  | 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        |     74299 | NS      | $670126.55    | 0.09%             |  |  |  | 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        |   4750000 | NS      | $2557233.16   | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| Doosan Enerbility Co. Ltd.                                                     | DOOSAN HEAVY INDUSTRIES and CONS COMMON STOCK KRW5000.0 | CUSIP: 629467903<br>LEI: N/A                  | Long             | EC               | CORP              | KR        |     23959 | NS      | $324821.64    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Tenaga Nasional Berhad                                                         | TENAGA NASIONAL BHD COMMON STOCK MYR1.                  | CUSIP: 690461009<br>LEI: N/A                  | Long             | EC               | CORP              | MY        |    699800 | NS      | $1545359.20   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Yageo Corporation                                                              | YAGEO CORP COMMON STOCK TWD10.                          | CUSIP: 698438900<br>LEI: 5493001P0TOZH7GGNQ21 | Long             | EC               | CORP              | TW        |     62469 | NS      | $1123505.75   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Yang Ming Marine Transport Corporation                                         | YANG MING MARINE TRANSPORT COR COMMON STOCK TWD10.      | CUSIP: 698758901<br>LEI: N/A                  | Long             | EC               | CORP              | TW        |    364000 | NS      | $757701.92    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Yuhan Corporation                                                              | YUHAN CORP COMMON STOCK KRW5000.0                       | CUSIP: 698833902<br>LEI: N/A                  | Long             | EC               | CORP              | KR        |      4600 | NS      | $195307.68    | 0.03%             |  |  |  | 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      | $59747.08     | 0.01%             |  |  |  | No            |                  3 | On Loan: No      |
| HYBE Co. Ltd.                                                                  | HYBE CO LTD COMMON STOCK KRW500.0                       | CUSIP: ACI1RLF50<br>LEI: N/A                  | Long             | EC               | CORP              | KR        |      1104 | NS      | $171811.01    | 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        |     60650 | NS      | $501383.55    | 0.07%             |  |  |  | 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        |    346300 | NS      | $312100.12    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Minor International Public Company Limited                                     | MINOR INTERNATIONAL PCL-NVDR NVDR THB1.0                | CUSIP: B018C2904<br>LEI: N/A                  | Long             | EC               | CORP              | TH        |    330429 | NS      | $332831.39    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| UltraTech Cement Limited                                                       | ULTRATECH CEMENT LTD COMMON STOCK INR10.                | CUSIP: B01GZF902<br>LEI: N/A                  | Long             | EC               | CORP              | IN        |     19496 | NS      | $1685490.97   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Li Ning Company Limited                                                        | LI NING CO LTD COMMON STOCK HKD.1                       | CUSIP: B01JCK900<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |    324500 | NS      | $3195922.72   | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| Ashok Leyland Limited                                                          | ASHOK LEYLAND LTD COMMON STOCK INR1.                    | CUSIP: B01NFT909<br>LEI: N/A                  | Long             | EC               | CORP              | IN        |    160607 | NS      | $292774.58    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Alinma Bank                                                                    | ALINMA BANK COMMON STOCK SAR10.0                        | CUSIP: B39NWT906<br>LEI: N/A                  | Long             | EC               | CORP              | SA        |    122392 | NS      | $1071296.88   | 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        |      1916 | NS      | $422303.95    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Gotion High-tech Co.Ltd                                                        | GOTION HIGH-TECH CO LTD-A                               | CUSIP: BD5CJ7905<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |      3700 | NS      | $17769.11     | 0.00%             |  |  |  | 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        |     64900 | NS      | $311967.97    | 0.04%             |  |  |  | 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        |     32900 | NS      | $168615.57    | 0.02%             |  |  |  | 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        |     14800 | NS      | $20545.36     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Ninestar Corporation                                                           | NINESTAR CORP-A                                         | CUSIP: BD5M2G901<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |      3100 | NS      | $23535.77     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Polaris Group                                                                  | POLARIS GROUP/TW COMMON STOCK TWD10.0                   | CUSIP: BD5TXX905<br>LEI: N/A                  | Long             | EC               | CORP              | TW        |     11000 | NS      | $37368.86     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Asymchem Laboratories (Tianjin) Co. Ltd.                                       | ASYMCHEM LABORATORIES TIANJIN COMMON STOCK CNY1.0       | CUSIP: BD6V5C906<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |      1920 | NS      | $45350.64     | 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        |     33605 | NS      | $258819.46    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Woori Financial Group Inc.                                                     | WOORI FINANCIAL GROUP INC COMMON STOCK KRW5000.0        | CUSIP: BGHWH9909<br>LEI: N/A                  | Long             | EC               | CORP              | KR        |     96561 | NS      | $1002610.16   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Wingtech Technology Co.Ltd                                                     | WINGTECH TECHNOLOGY CO LTD-A                            | CUSIP: BK4PZC902<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |      9300 | NS      | $80406.99     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Ningxia Baofeng Energy Group Co. Ltd.                                          | NINGXIA BAOFENG ENERGY GRO-A                            | CUSIP: BK4XS9900<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |     43400 | NS      | $85939.96     | 0.01%             |  |  |  | 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        |    716600 | NS      | $129166.01    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Quanta Computer Inc.                                                           | QUANTA COMPUTER INC COMMON STOCK TWD10.                 | CUSIP: 614101905<br>LEI: N/A                  | Long             | EC               | CORP              | TW        |    471000 | NS      | $1171813.49   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Hanmi Science Co. Ltd.                                                         | HANMI SCIENCE CO LTD COMMON STOCK KRW500.0              | CUSIP: 614608909<br>LEI: N/A                  | Long             | EC               | CORP              | KR        |      1248 | NS      | $30495.86     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Mphasis Limited                                                                | MPHASIS LTD COMMON STOCK INR10.                         | CUSIP: 615159902<br>LEI: N/A                  | Long             | EC               | CORP              | IN        |      8239 | NS      | $208457.02    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Samsung Fire and Marine Insurance Co. Ltd.                                     | SAMSUNG FIRE and MARINE INSURANC COMMON STOCK KRW500.   | CUSIP: 615525904<br>LEI: N/A                  | Long             | EC               | CORP              | KR        |      7548 | NS      | $1243906.48   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| ACC Limited                                                                    | ACC LTD COMMON STOCK INR10.0                            | CUSIP: 615591906<br>LEI: N/A                  | Long             | EC               | CORP              | IN        |     18128 | NS      | $436335.43    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| SK hynix Inc.                                                                  | SK HYNIX INC COMMON STOCK KRW5000.                      | CUSIP: 645026907<br>LEI: N/A                  | Long             | EC               | CORP              | KR        |     76020 | NS      | $5461738.92   | 0.75%             |  |  |  | No            |                  1 | On Loan: No      |
| Largan Precision Co. Ltd.                                                      | LARGAN PRECISION CO LTD COMMON STOCK TWD10.             | CUSIP: 645166901<br>LEI: N/A                  | Long             | EC               | CORP              | TW        |     13000 | NS      | $920066.61    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Taishin Financial Holding Co. Ltd.                                             | TAISHIN FINANCIAL HOLDING CO L COMMON STOCK TWD10.      | CUSIP: 645168907<br>LEI: N/A                  | Long             | EC               | CORP              | TW        |   2452001 | NS      | $1327061.32   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| International Container Terminal Services Inc.                                 | INTERNATIONAL CONTAINER TERMIN COMMON STOCK PHP1.       | CUSIP: 645581000<br>LEI: N/A                  | Long             | EC               | CORP              | PH        |    106240 | NS      | $403353.18    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Inventec Corporation                                                           | INVENTEC CORP COMMON STOCK TWD10.                       | CUSIP: 645993908<br>LEI: N/A                  | Long             | EC               | CORP              | TW        |    550000 | NS      | $462531.22    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| LG Corp.                                                                       | LG CORP COMMON STOCK KRW5000.                           | CUSIP: 653703009<br>LEI: N/A                  | Long             | EC               | CORP              | KR        |     25607 | NS      | $1721269.36   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Airtac International Group                                                     | AIRTAC INTERNATIONAL GROUP COMMON STOCK TWD10.0         | CUSIP: ACI00D6U4<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |     16743 | NS      | $568788.01    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Iljin Materials Co.Ltd.                                                        | ILJIN MATERIALS CO LTD COMMON STOCK KRW500.             | CUSIP: ACI00HB39<br>LEI: N/A                  | Long             | EC               | CORP              | KR        |       799 | NS      | $40734.86     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Koc Holding A.S.                                                               | KOC HOLDING AS COMMON STOCK TRY1.                       | CUSIP: B03MVJ903<br>LEI: N/A                  | Long             | EC               | CORP              | TR        |    108274 | NS      | $440049.30    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Turkiye Sise ve Cam Fabrikalari A.S.                                           | TURKIYE SISE VE CAM FABRIKALAR COMMON STOCK TRY1.       | CUSIP: B03MXR903<br>LEI: N/A                  | Long             | EC               | CORP              | TR        |     23253 | NS      | $48878.21     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Turk Hava Yollari Anonim Ortakligi                                             | TURK HAVA YOLLARI AO COMMON STOCK TRY1.                 | CUSIP: B03MYK907<br>LEI: N/A                  | Long             | EC               | CORP              | TR        |     21200 | NS      | $155079.34    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Turkiye Is Bankasi Anonim Sirketi                                              | TURKIYE IS BANKASI AS COMMON STOCK TRY1.                | CUSIP: B03MYS900<br>LEI: N/A                  | Long             | EC               | CORP              | TR        |    431626 | NS      | $249652.63    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Turkiye Petrol Rafinerileri A.S.                                               | TUPRAS TURKIYE PETROL RAFINERI COMMON STOCK TRY1.       | CUSIP: B03MYT908<br>LEI: N/A                  | Long             | EC               | CORP              | TR        |     11893 | NS      | $373914.58    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| TOTVS S.A.                                                                     | TOTVS SA COMMON STOCK                                   | CUSIP: B10LQP908<br>LEI: N/A                  | Long             | EC               | CORP              | BR        |     30400 | NS      | $179541.78    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank AlJazira                                                                  | BANK AL-JAZIRA COMMON STOCK SAR10.                      | CUSIP: B12LZQ904<br>LEI: N/A                  | Long             | EC               | CORP              | SA        |     41874 | NS      | $216008.70    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Banque Saudi Fransi                                                            | BANQUE SAUDI FRANSI COMMON STOCK SAR10.                 | CUSIP: B12LZT908<br>LEI: N/A                  | Long             | EC               | CORP              | SA        |     76742 | NS      | $835307.94    | 0.11%             |  |  |  | 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        |    195400 | NS      | $2951484.65   | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| Saudi Kayan Petrochemical Company                                              | SAUDI KAYAN PETROCHEMICAL CO COMMON STOCK SAR10.        | CUSIP: B1Z8F6903<br>LEI: N/A                  | Long             | EC               | CORP              | SA        |    161908 | NS      | $573774.69    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Aboitiz Power Corporation                                                      | ABOITIZ POWER CORP COMMON STOCK PHP1.                   | CUSIP: B1Z9Q9903<br>LEI: N/A                  | Long             | EC               | CORP              | PH        |    525400 | NS      | $348166.77    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| SK Innovation Co. Ltd.                                                         | SK INNOVATION CO LTD COMMON STOCK KRW5000.              | CUSIP: B232R0909<br>LEI: N/A                  | Long             | EC               | CORP              | KR        |      7380 | NS      | $971178.76    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| NHPC Limited                                                                   | NHPC LTD COMMON STOCK INR10.                            | CUSIP: B233LP908<br>LEI: N/A                  | Long             | EC               | CORP              | IN        |    156016 | NS      | $83788.71     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| BDO Unibank Inc                                                                | BDO UNIBANK INC COMMON STOCK PHP10.0                    | CUSIP: B5VJH7900<br>LEI: 3FGIIBS1PEI1FYQBGN97 | Long             | EC               | CORP              | PH        |    368706 | NS      | $828833.40    | 0.11%             |  |  |  | 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        |   4383000 | NS      | $1576829.90   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Zhongsheng Group Holdings Limited                                              | ZHONGSHENG GROUP HOLDINGS LTD COMMON STOCK HKD.0001     | CUSIP: B633D9904<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |     95000 | NS      | $536291.79    | 0.07%             |  |  |  | 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        |     49720 | NS      | $420643.37    | 0.06%             |  |  |  | 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        |    387750 | NS      | $885460.32    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Contemporary Amperex Technology Co. Limited                                    | CONTEMPORARY AMPEREX TECHN-A                            | CUSIP: BHQPSY905<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |     11800 | NS      | $812402.05    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Posco Chemical Co. Ltd.                                                        | POSCO CHEMICAL CO LTD COMMON STOCK KRW500.0             | CUSIP: 641945902<br>LEI: N/A                  | Long             | EC               | CORP              | KR        |      2421 | NS      | $440253.29    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| PTT Public Company Limited                                                     | PTT PCL NVDR THB1.0                                     | CUSIP: 642040901<br>LEI: 549300QOGMPTKB6W7G56 | Long             | EC               | CORP              | TH        |   1469500 | NS      | $1480184.04   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Far EasTone Telecommunications Co. Ltd.                                        | FAR EASTONE TELECOMMUNICATIONS COMMON STOCK TWD10.      | CUSIP: 642185904<br>LEI: N/A                  | Long             | EC               | CORP              | TW        |    342000 | NS      | $759746.88    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Yuanta Financial Holding Co. Ltd.                                              | YUANTA FINANCIAL HOLDING CO LT COMMON STOCK TWD10.      | CUSIP: 642411904<br>LEI: N/A                  | Long             | EC               | CORP              | TW        |   2651230 | NS      | $1986766.86   | 0.27%             |  |  |  | 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        |    702000 | NS      | $373454.27    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| The Wharf (Holdings) Limited                                                   | WHARF HOLDINGS LTD/THE COMMON STOCK                     | CUSIP: 643557002<br>LEI: N/A                  | Long             | EC               | CORP              | HK        |    145000 | NS      | $377365.71    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| SinoPac Financial Holdings Co. Ltd.                                            | SINOPAC FINANCIAL HOLDINGS CO COMMON STOCK TWD10.       | CUSIP: 652587908<br>LEI: N/A                  | Long             | EC               | CORP              | TW        |   2385730 | NS      | $1374625.45   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Adani Transmission Limited                                                     | ADANI TRANSMISSION LTD COMMON STOCK                     | CUSIP: ACI0CTDM6<br>LEI: 549300PLH866JQ6LXE52 | Long             | EC               | CORP              | IN        |     20841 | NS      | $447402.78    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Zydus Lifesciences Limited                                                     | CADILA HEALTHCARE LTD COMMON STOCK INR1.0               | CUSIP: ACI0H71Y6<br>LEI: N/A                  | Long             | EC               | CORP              | IN        |     55343 | NS      | $290600.78    | 0.04%             |  |  |  | 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        |     17057 | NS      | $160953.87    | 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        |      9116 | NS      | $236048.25    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Hangzhou First Applied Material Co. Ltd.                                       | HANGZHOU FIRST APPLIED MAT-A                            | CUSIP: ACI0NKKG8<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |      6020 | NS      | $67025.00     | 0.01%             |  |  |  | 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        |     57709 | NS      | $1120352.13   | 0.15%             |  |  |  | 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        |      1117 | NS      | $719094.82    | 0.10%             |  |  |  | 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        |    688849 | NS      | $801273.18    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| HD Hyundai Co.Ltd.                                                             | HYUNDAI HEAVY INDUSTRIES HOLDI COMMON STOCK KRW5000.0   | CUSIP: ACI0TCVM5<br>LEI: N/A                  | Long             | EC               | CORP              | KR        |      8418 | NS      | $417551.39    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Ginlong Technologies Co. Ltd.                                                  | GINLONG TECHNOLOGIES CO LTD COMMON STOCK CNY1.0         | CUSIP: BMQBTQ901<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |      1200 | NS      | $32519.41     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Pepco Group N.V.                                                               | PEPCO GROUP NV COMMON STOCK                             | CUSIP: BMXNYN908<br>LEI: N/A                  | Long             | EC               | CORP              | GB        |     10017 | NS      | $96655.06     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| 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        |      1400 | NS      | $27778.51     | 0.00%             |  |  |  | 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        |    146500 | NS      | $341048.11    | 0.05%             |  |  |  | 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        |     79800 | NS      | $206912.29    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Shandong Hualu-Hengsheng Chemical Co. Ltd                                      | SHANDONG HUALU HENGSHENG CHEMI COMMON STOCK CNY1.0      | CUSIP: BP3RDC902<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |     17700 | NS      | $88618.53     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| China Jushi Co. Ltd                                                            | CHINA JUSHI CO LTD COMMON STOCK CNY1.0                  | CUSIP: BP3RDW908<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |     30700 | NS      | $67016.18     | 0.01%             |  |  |  | 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        |      6700 | NS      | $64878.53     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Trina Solar Co. Ltd.                                                           | TRINA SOLAR CO LTD COMMON STOCK CNY1.0                  | CUSIP: BP91P0906<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |      3459 | NS      | $36535.54     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| SCB X Public Company Limited                                                   | SCB X PCL-NVDR                                          | CUSIP: BPH072905<br>LEI: N/A                  | Long             | EC               | CORP              | TH        |    118200 | NS      | $372396.24    | 0.05%             |  |  |  | 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        |      4189 | NS      | $425089.30    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| LONGi Green Energy Technology Co.Ltd.                                          | LONGI GREEN ENERGY TECHNOL A COMMON STOCK CNY1.0        | CUSIP: BRTL41907<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |     64496 | NS      | $459598.25    | 0.06%             |  |  |  | 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        |     47000 | NS      | $818684.43    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Carabao Group Public Company Limited                                           | CARABAO GROUP PCL NVDR NVDR THB1.0                      | CUSIP: BSM67Z907<br>LEI: N/A                  | Long             | EC               | CORP              | TH        |     46700 | NS      | $145716.45    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| ICICI Bank Limited                                                             | ICICI BANK LTD COMMON STOCK INR2.0                      | CUSIP: BSZ2BY900<br>LEI: R7RX8ER1V4666J8D1I38 | Long             | EC               | CORP              | IN        |    551278 | NS      | $5618505.47   | 0.77%             |  |  |  | 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        |     10000 | NS      | $103746.88    | 0.01%             |  |  |  | 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        |     17170 | NS      | $201609.87    | 0.03%             |  |  |  | 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        |      6600 | NS      | $56418.35     | 0.01%             |  |  |  | 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        |    225200 | NS      | $368316.08    | 0.05%             |  |  |  | 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        |     75000 | NS      | $608243.13    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Yankuang Energy Group Company Limited                                          | YANZHOU COAL MINING CO LTD COMMON STOCK CNY1.0          | CUSIP: 610989907<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |    276000 | NS      | $885546.43    | 0.12%             |  |  |  | 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        |     12081 | NS      | $182257.34    | 0.03%             |  |  |  | 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        |     69055 | NS      | $615292.56    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Steel Authority of India Limited                                               | STEEL AUTHORITY OF INDIA LTD COMMON STOCK INR10.        | CUSIP: 612149906<br>LEI: N/A                  | Long             | EC               | CORP              | IN        |    270402 | NS      | $299681.14    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Hap Seng Consolidated Berhad                                                   | HAP SENG CONSOLIDATED BHD COMMON STOCK MYR1.            | CUSIP: 629774001<br>LEI: N/A                  | Long             | EC               | CORP              | MY        |     78800 | NS      | $136698.12    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| PT Charoen Pokphand Indonesia Tbk                                              | CHAROEN POKPHAND INDONESIA TBK COMMON STOCK IDR10.      | CUSIP: 631534906<br>LEI: N/A                  | Long             | EC               | CORP              | ID        |   1404600 | NS      | $545816.88    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Evergreen Marine Corporation Taiwan Ltd.                                       | EVERGREEN MARINE CORP TAIWAN L COMMON STOCK TWD10.      | CUSIP: 632450904<br>LEI: N/A                  | Long             | EC               | CORP              | TW        |    178000 | NS      | $901115.74    | 0.12%             |  |  |  | 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        |     32346 | NS      | $1092014.94   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Far Eastern New Century Corporation                                            | FAR EASTERN NEW CENTURY CORP COMMON STOCK TWD10.        | CUSIP: 633147905<br>LEI: N/A                  | Long             | EC               | CORP              | TW        |    803000 | NS      | $874541.22    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| ENN Energy Holdings Limited                                                    | ENN ENERGY HOLDINGS LTD COMMON STOCK HKD.1              | CUSIP: 633393905<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |    184500 | NS      | $2777426.95   | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| LG Chem Ltd.                                                                   | LG CHEM LTD COMMON STOCK KRW5000.                       | CUSIP: 634691901<br>LEI: N/A                  | Long             | EC               | CORP              | KR        |      3877 | NS      | $2171724.31   | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| PT Bank Mandiri (Persero) Tbk                                                  | BANK MANDIRI PERSERO TBK PT COMMON STOCK IDR250.0       | CUSIP: 665104907<br>LEI: 549300RSKQN4Z5ZSGH94 | Long             | EC               | CORP              | ID        |   2808500 | NS      | $1864214.48   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Korea Investment Holdings Co. Ltd.                                             | KOREA INVESTMENT HOLDINGS CO L COMMON STOCK KRW5000.    | CUSIP: 665458907<br>LEI: N/A                  | Long             | EC               | CORP              | KR        |      8714 | NS      | $442137.52    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| AMOREPACIFIC Group                                                             | AMOREPACIFIC GROUP COMMON STOCK KRW500.0                | CUSIP: 666593900<br>LEI: N/A                  | Long             | EC               | CORP              | KR        |      4604 | NS      | $153429.29    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| PPB Group Berhad                                                               | PPB GROUP BHD COMMON STOCK MYR1.                        | CUSIP: 668166002<br>LEI: N/A                  | Long             | EC               | CORP              | MY        |    106500 | NS      | $439406.90    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| President Chain Store Corporation                                              | PRESIDENT CHAIN STORE CORP COMMON STOCK TWD10.          | CUSIP: 670498906<br>LEI: N/A                  | Long             | EC               | CORP              | TW        |    104000 | NS      | $935220.65    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| E-MART Inc.                                                                    | E-MART INC COMMON STOCK KRW5000.0                       | CUSIP: ACI00M683<br>LEI: N/A                  | Long             | EC               | CORP              | KR        |      3857 | NS      | $326270.01    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Korea Aerospace Industries Ltd.                                                | KOREA AEROSPACE INDUSTRIES LTD COMMON STOCK KRW5000.    | CUSIP: ACI00OXJ5<br>LEI: N/A                  | Long             | EC               | CORP              | KR        |      2167 | NS      | $84618.20     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Tata Motors Limited                                                            | TATA MOTORS LTD COMMON STOCK INR2.                      | CUSIP: ACI00US24<br>LEI: N/A                  | Long             | EC               | CORP              | IN        |    465922 | NS      | $2567643.02   | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| Asian Paints Limited                                                           | ASIAN PAINTS LTD COMMON STOCK INR1.                     | CUSIP: ACI06HHK9<br>LEI: N/A                  | Long             | EC               | CORP              | IN        |     56867 | NS      | $1894901.48   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| ENEVA S.A.                                                                     | ENEVA SA COMMON STOCK                                   | CUSIP: ACI072474<br>LEI: N/A                  | Long             | EC               | CORP              | BR        |     39900 | NS      | $94040.01     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Impala Platinum Holdings Limited                                               | IMPALA PLATINUM HOLDINGS LTD COMMON STOCK NPV           | CUSIP: B1FFT7902<br>LEI: N/A                  | Long             | EC               | CORP              | ZA        |    140027 | NS      | $1617813.02   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| The Indian Hotels Company Limited                                              | INDIAN HOTELS CO LTD COMMON STOCK INR1.                 | CUSIP: B1FRT6908<br>LEI: N/A                  | Long             | EC               | CORP              | IN        |     27809 | NS      | $102405.75    | 0.01%             |  |  |  | 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        |   7617000 | NS      | $4071573.19   | 0.56%             |  |  |  | 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        |      6766 | NS      | $205590.89    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Sime Darby Berhad                                                              | SIME DARBY BHD COMMON STOCK MYR.5                       | CUSIP: B29TTR903<br>LEI: N/A                  | Long             | EC               | CORP              | MY        |    596400 | NS      | $322964.07    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Bupa Arabia for Cooperative Insurance Company                                  | BUPA ARABIA FOR COOPERATIVE IN COMMON STOCK SAR10.      | CUSIP: B2RLCR908<br>LEI: N/A                  | Long             | EC               | CORP              | SA        |      3040 | NS      | $126686.92    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Haitong Securities Co. Ltd.                                                    | HAITONG SECURITIES CO LTD COMMON STOCK CNY1.0           | CUSIP: B71SXC900<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |    486000 | NS      | $334806.82    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| PT Kalbe Farma Tbk.                                                            | KALBE FARMA TBK PT COMMON STOCK IDR10.                  | CUSIP: B7311V900<br>LEI: N/A                  | Long             | EC               | CORP              | ID        |   3342300 | NS      | $459315.41    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Zhen Ding Technology Holding Limited                                           | ZHEN DING TECHNOLOGY HOLDING L COMMON STOCK TWD10.      | CUSIP: B734XQ900<br>LEI: N/A                  | Long             | EC               | CORP              | TW        |    114000 | NS      | $417651.96    | 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        |    188700 | NS      | $920252.78    | 0.13%             |  |  |  | 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        |    556265 | NS      | $863345.51    | 0.12%             |  |  |  | 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        |     48280 | NS      | $625169.20    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Raizen S.A.                                                                    | RAIZEN SA PREFERENCE                                    | CUSIP: BL66B2908<br>LEI: N/A                  | Long             | EP               | CORP              | BR        |    131900 | NS      | $85231.32     | 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        |    112500 | NS      | $325498.19    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Realtek Semiconductor Corporation                                              | REALTEK SEMICONDUCTOR CORP COMMON STOCK TWD10.          | CUSIP: 605142900<br>LEI: N/A                  | Long             | EC               | CORP              | TW        |     69000 | NS      | $735387.18    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Asia Cement Corporation                                                        | ASIA CEMENT CORP COMMON STOCK TWD10.                    | CUSIP: 605633007<br>LEI: N/A                  | Long             | EC               | CORP              | TW        |    491000 | NS      | $689280.60    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Aboitiz Equity Ventures Inc.                                                   | ABOITIZ EQUITY VENTURES INC COMMON STOCK PHP1.          | CUSIP: 606841906<br>LEI: N/A                  | Long             | EC               | CORP              | PH        |    405460 | NS      | $421955.99    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| NMDC Limited                                                                   | NMDC LTD COMMON STOCK INR1.0                            | CUSIP: 614811909<br>LEI: N/A                  | Long             | EC               | CORP              | IN        |    216143 | NS      | $326343.18    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| MediaTek Inc.                                                                  | MEDIATEK INC COMMON STOCK TWD10.                        | CUSIP: 637248907<br>LEI: N/A                  | Long             | EC               | CORP              | TW        |    174000 | NS      | $4160932.56   | 0.57%             |  |  |  | No            |                  1 | On Loan: No      |
| Balkrishna Industries Limited                                                  | BALKRISHNA INDUSTRIES LTD COMMON STOCK INR2.            | CUSIP: 638878900<br>LEI: N/A                  | Long             | EC               | CORP              | IN        |     10294 | NS      | $279021.54    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Shinhan Financial Group Co. Ltd.                                               | SHINHAN FINANCIAL GROUP CO LTD COMMON STOCK KRW5000.    | CUSIP: 639750900<br>LEI: N/A                  | Long             | EC               | CORP              | KR        |     77272 | NS      | $2606471.51   | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| Hyundai Mobis Co. Ltd.                                                         | HYUNDAI MOBIS CO LTD COMMON STOCK KRW5000.              | CUSIP: 644954000<br>LEI: N/A                  | Long             | EC               | CORP              | KR        |      8647 | NS      | $1442570.63   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Malayan Banking Berhad                                                         | MALAYAN BANKING BHD COMMON STOCK MYR1.                  | CUSIP: 655632008<br>LEI: 5493004OT3TOY404V310 | Long             | EC               | CORP              | MY        |    695422 | NS      | $1424834.62   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| MISC Berhad                                                                    | MISC BHD COMMON STOCK MYR1.                             | CUSIP: 655799005<br>LEI: N/A                  | Long             | EC               | CORP              | MY        |    184600 | NS      | $316339.68    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Canara Bank                                                                    | CANARA BANK COMMON STOCK INR10.                         | CUSIP: 658001904<br>LEI: N/A                  | Long             | EC               | CORP              | IN        |     36495 | NS      | $135527.56    | 0.02%             |  |  |  | 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        |    787000 | NS      | $1976346.38   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| PETRONAS Dagangan Berhad                                                       | PETRONAS DAGANGAN BHD COMMON STOCK MYR1.                | CUSIP: 669593907<br>LEI: N/A                  | Long             | EC               | CORP              | MY        |     66500 | NS      | $339846.45    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Pou Chen Corporation                                                           | POU CHEN CORP COMMON STOCK TWD10.                       | CUSIP: 669615908<br>LEI: N/A                  | Long             | EC               | CORP              | TW        |    533000 | NS      | $608889.26    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Samsung Electro-Mechanics Co. Ltd.                                             | SAMSUNG ELECTRO-MECHANICS CO L COMMON STOCK KRW5000.    | CUSIP: 677168908<br>LEI: N/A                  | Long             | EC               | CORP              | KR        |      8460 | NS      | $980063.32    | 0.13%             |  |  |  | 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        |    554859 | NS      | $27477187.04  | 3.77%             |  |  |  | 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        |    296000 | NS      | $2226074.98   | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Turkcell Iletisim Hizmetleri Anonim Sirketi                                    | TURKCELL ILETISIM HIZMETLERI A COMMON STOCK TRY1.       | CUSIP: B03MYN901<br>LEI: N/A                  | Long             | EC               | CORP              | TR        |    152522 | NS      | $294332.88    | 0.04%             |  |  |  | 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        |    856699 | NS      | $885273.67    | 0.12%             |  |  |  | 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        |     88067 | NS      | $659249.54    | 0.09%             |  |  |  | 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        |    633000 | NS      | $201886.83    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Energy Absolute Public Limited Company                                         | ENERGY ABSOLUTE PCL NVDR THB.1                          | CUSIP: B9L4K9908<br>LEI: N/A                  | Long             | EC               | CORP              | TH        |    255300 | NS      | $668992.73    | 0.09%             |  |  |  | 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        |    120000 | NS      | $890433.96    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| PT Sarana Menara Nusantara Tbk.                                                | SARANA MENARA NUSANTARA TBK PT COMMON STOCK IDR50.      | CUSIP: BCDBLX900<br>LEI: N/A                  | Long             | EC               | CORP              | ID        |   3324100 | NS      | $248365.04    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| GigaDevice Semiconductor Inc.                                                  | GIGADEVICE SEMICONDUCTOR B-A                            | CUSIP: BHWLWF903<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |      2200 | NS      | $37296.41     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Klabin S.A.                                                                    | KLABIN SA UNIT                                          | CUSIP: BJ0K6Z901<br>LEI: N/A                  | Long             | EC               | CORP              | BR        |    105700 | NS      | $401504.09    | 0.06%             |  |  |  | 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        |     11687 | NS      | $728685.85    | 0.10%             |  |  |  | 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        |      2755 | NS      | $111286.44    | 0.02%             |  |  |  | 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        |     28204 | NS      | $153122.55    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| The Bidvest Group Limited                                                      | BIDVEST GROUP LTD/THE COMMON STOCK ZAR.05               | CUSIP: 610008906<br>LEI: N/A                  | Long             | EC               | CORP              | ZA        |     35195 | NS      | $453541.42    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Mahindra and Mahindra Limited                                                  | MAHINDRA and MAHINDRA LTD COMMON STOCK INR5.            | CUSIP: 610018905<br>LEI: N/A                  | Long             | EC               | CORP              | IN        |    151512 | NS      | $2546505.64   | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| Shree Cement Limited                                                           | SHREE CEMENT LTD COMMON STOCK INR10.                    | CUSIP: 610035909<br>LEI: N/A                  | Long             | EC               | CORP              | IN        |      1209 | NS      | $349587.54    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Hindustan Petroleum Corporation Limited                                        | HINDUSTAN PETROLEUM CORP LTD COMMON STOCK INR10.        | CUSIP: 610047904<br>LEI: N/A                  | Long             | EC               | CORP              | IN        |    180409 | NS      | $525292.61    | 0.07%             |  |  |  | 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        |     35449 | NS      | $539805.23    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Procter and Gamble Hygiene and Health Care Limited                             | PROCTER and GAMBLE HYGIENE and HEA COMMON STOCK INR10.  | CUSIP: 613599901<br>LEI: N/A                  | Long             | EC               | CORP              | IN        |      1623 | NS      | $283241.89    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Feng Tay Enterprises Co. Ltd.                                                  | FENG TAY ENTERPRISE CO LTD COMMON STOCK TWD10.          | CUSIP: 633605902<br>LEI: N/A                  | Long             | EC               | CORP              | TW        |    118680 | NS      | $778683.10    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| LG HandH Co. Ltd.                                                              | LG HOUSEHOLD and HEALTH CARE LTD COMMON STOCK KRW5000.0 | CUSIP: 634445902<br>LEI: N/A                  | Long             | EC               | CORP              | KR        |      1435 | NS      | $865566.65    | 0.12%             |  |  |  | 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        |     77300 | NS      | $371161.77    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Hua Nan Financial Holdings Co. Ltd.                                            | HUA NAN FINANCIAL HOLDINGS CO COMMON STOCK TWD10.       | CUSIP: 641187901<br>LEI: N/A                  | Long             | EC               | CORP              | TW        |   2124097 | NS      | $1609432.36   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Korea Electric Power Corporation                                               | KOREA ELECTRIC POWER CORP COMMON STOCK KRW5000.         | CUSIP: 649573904<br>LEI: N/A                  | Long             | EC               | CORP              | KR        |     48072 | NS      | $774272.19    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| LG Electronics Inc.                                                            | LG ELECTRONICS INC COMMON STOCK KRW5000.                | CUSIP: 652073909<br>LEI: N/A                  | Long             | EC               | CORP              | KR        |     26236 | NS      | $2132021.11   | 0.29%             |  |  |  | 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        |     89297 | NS      | $1153751.57   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| PAO NOVATEK                                                                    | NOVATEK PJSC GDR                                        | CUSIP: 669888109<br>LEI: N/A                  | Long             | EC               | CORP              | RU        |      5960 | NS      | $29287.44     | 0.00%             |  |  |  | No            |                  3 | 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        |    120000 | NS      | $249229.77    | 0.03%             |  |  |  | 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        |     16070 | NS      | $423341.05    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| PT. Sumber Alfaria Trijaya. Tbk                                                | SUMBER ALFARIA TRIJAYA TBK PT COMMON STOCK IDR10.       | CUSIP: ACI06G6Q0<br>LEI: N/A                  | Long             | EC               | CORP              | ID        |   1176200 | NS      | $222057.77    | 0.03%             |  |  |  | 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        |      1542 | NS      | $51262.30     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Axis Bank Limited                                                              | AXIS BANK LTD COMMON STOCK INR2.0                       | CUSIP: ACI08ZVY1<br>LEI: 549300HVNWMJPOFVNI41 | Long             | EC               | CORP              | IN        |    286156 | NS      | $3044448.71   | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| Ambuja Cements Limited                                                         | AMBUJA CEMENTS LTD COMMON STOCK INR2.                   | CUSIP: B09QQ1903<br>LEI: N/A                  | Long             | EC               | CORP              | IN        |    147345 | NS      | $724596.68    | 0.10%             |  |  |  | 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        |    875615 | NS      | $2329878.95   | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| Manila Electric Company                                                        | MANILA ELECTRIC CO COMMON STOCK PHP10.                  | CUSIP: B247XZ903<br>LEI: N/A                  | Long             | EC               | CORP              | PH        |     49490 | NS      | $254210.68    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Bajaj Auto Limited                                                             | BAJAJ AUTO LTD COMMON STOCK INR10.                      | CUSIP: B2QKXW907<br>LEI: N/A                  | Long             | EC               | CORP              | IN        |      8345 | NS      | $389907.82    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Cyfrowy Polsat S.A.                                                            | CYFROWY POLSAT SA COMMON STOCK PLN.04                   | CUSIP: B2QRCM907<br>LEI: N/A                  | Long             | EC               | CORP              | PL        |     38579 | NS      | $163105.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Hypera S.A.                                                                    | HYPERA SA COMMON STOCK                                  | CUSIP: B2QY96901<br>LEI: N/A                  | Long             | EC               | CORP              | BR        |     44800 | NS      | $408276.62    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Axiata Group Berhad                                                            | AXIATA GROUP BHD COMMON STOCK MYR1.                     | CUSIP: B2QZGV905<br>LEI: N/A                  | Long             | EC               | CORP              | MY        |    506795 | NS      | $359980.98    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Zhejiang Huayou Cobalt Co. Ltd                                                 | ZHEJIANG HUAYOU COBALT CO -A                            | CUSIP: BFF5BV909<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |     13360 | NS      | $129962.90    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Will Semiconductor Co.Ltd. Shanghai                                            | WILL SEMICONDUCTOR LTD-A                                | CUSIP: BK947V903<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |     10215 | NS      | $142348.90    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Avary Holding (Shenzhen) Co. Limited                                           | AVARY HOLDING SHENZHEN CO -A                            | CUSIP: BKDQ80906<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |     22900 | NS      | $97707.84     | 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        |    285000 | NS      | $429033.43    | 0.06%             |  |  |  | No            |                  1 | On Loan: —       |
| Haier Smart Home Co. Ltd.                                                      | HAIER SMART HOME CO LTD COMMON STOCK CNY1.0             | CUSIP: BLD4QD905<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |    497400 | NS      | $1827521.67   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Banco de Chile                                                                 | BANCO DE CHILE COMMON STOCK                             | CUSIP: 210084901<br>LEI: 8B4EZFY8IHJC44TT2K84 | Long             | EC               | CORP              | CL        |   4165079 | NS      | $453576.01    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Empresas CMPC S.A.                                                             | EMPRESAS CMPC SA COMMON STOCK                           | CUSIP: 219601903<br>LEI: N/A                  | Long             | EC               | CORP              | CL        |    191898 | NS      | $328837.60    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Compania Sud Americana de Vapores S.A.                                         | SUDAMERICANA DE VAPORES COMMON STOCK                    | CUSIP: 219633906<br>LEI: 549300F26ZOE5LM26551 | Long             | EC               | CORP              | CL        |   1340399 | NS      | $115936.38    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Companhia Paranaense de Energia                                                | CIA PARANAENSE DE ENERGIA PREFERENCE                    | CUSIP: 220015903<br>LEI: N/A                  | Long             | EP               | CORP              | BR        |    111400 | NS      | $170006.19    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Enel Americas S.A.                                                             | ENEL AMERICAS SA COMMON STOCK                           | CUSIP: 229945902<br>LEI: N/A                  | Long             | EC               | CORP              | CL        |   2577466 | NS      | $340048.71    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Alibaba Group Holding Limited                                                  | ALIBABA GROUP HOLDING LTD ADR USD.000025                | CUSIP: 01609W102<br>LEI: 5493001NTNQJDH60PM02 | Long             | EC               | CORP              | CN        |    106103 | NS      | $11692550.60  | 1.61%             |  |  |  | No            |                  1 | On Loan: No      |
| BeiGene Ltd.                                                                   | BEIGENE LTD ADR USD.0001                                | CUSIP: 07725L102<br>LEI: 549300JFUK6FRD5MH739 | Long             | EC               | CORP              | US        |      4730 | NS      | $1210880.00   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank of the Philippine Islands                                                 | BANK OF THE PHILIPPINE ISLANDS COMMON STOCK PHP10.      | CUSIP: 607496908<br>LEI: 549300UW4UH6XT2X8C50 | Long             | EC               | CORP              | PH        |    449230 | NS      | $863468.95    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Schaeffler India Limited                                                       | SCHAEFFLER INDIA LTD COMMON STOCK INR2.0                | CUSIP: ACI23CC24<br>LEI: N/A                  | Long             | EC               | CORP              | IN        |      2119 | NS      | $69592.09     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Hanon Systems                                                                  | HANON SYSTEMS COMMON STOCK KRW100.0                     | CUSIP: B00LR0904<br>LEI: 5493004WIDNO4WOEYG91 | Long             | EC               | CORP              | KR        |     27215 | NS      | $201936.27    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Sino Biopharmaceutical Limited                                                 | SINO BIOPHARMACEUTICAL LTD COMMON STOCK HKD.025         | CUSIP: B00XSF904<br>LEI: N/A                  | Long             | EC               | CORP              | HK        |   2137500 | NS      | $1240742.87   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Cipla Limited                                                                  | CIPLA LTD/INDIA COMMON STOCK INR2.                      | CUSIP: B01110905<br>LEI: N/A                  | Long             | EC               | CORP              | IN        |    109579 | NS      | $1364241.25   | 0.19%             |  |  |  | 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        |     46600 | NS      | $306337.47    | 0.04%             |  |  |  | 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        |     45828 | NS      | $790606.13    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Samsung Life Insurance Co. Ltd.                                                | SAMSUNG LIFE INSURANCE CO LTD COMMON STOCK KRW500.      | CUSIP: B12C0T906<br>LEI: N/A                  | Long             | EC               | CORP              | KR        |     14749 | NS      | $848923.61    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Siemens Limited                                                                | SIEMENS LTD COMMON STOCK INR2.                          | CUSIP: B15T56901<br>LEI: N/A                  | Long             | EC               | CORP              | IN        |      9653 | NS      | $347397.84    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| United Breweries Limited                                                       | UNITED BREWERIES LTD COMMON STOCK INR1.                 | CUSIP: B1683V903<br>LEI: N/A                  | Long             | EC               | CORP              | IN        |      7849 | NS      | $152695.22    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Banco Santander Chile                                                          | BANCO SANTANDER CHILE COMMON STOCK                      | CUSIP: 200025906<br>LEI: 3YJP8HORPAEXJ80D6368 | Long             | EC               | CORP              | CL        |   9925774 | NS      | $415841.35    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| United Microelectronics Corporation                                            | UNITED MICROELECTRONICS CORP COMMON STOCK TWD10.        | CUSIP: 691662902<br>LEI: N/A                  | Long             | EC               | CORP              | TW        |   1578000 | NS      | $2564742.71   | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| Info Edge (India) Limited                                                      | INFO EDGE INDIA LTD COMMON STOCK INR10.                 | CUSIP: B1685L903<br>LEI: N/A                  | Long             | EC               | CORP              | IN        |      5576 | NS      | $250389.56    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Investec                                                                       | INVESTEC LTD COMMON STOCK ZAR.0002                      | CUSIP: B17BBR905<br>LEI: N/A                  | Long             | EC               | CORP              | ZA        |     37525 | NS      | $238209.20    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Companhia Energetica de Minas Gerais                                           | CIA ENERGETICA DE MINAS GERAIS PREFERENCE               | CUSIP: B1YBRG902<br>LEI: N/A                  | Long             | EP               | CORP              | BR        |    201659 | NS      | $453900.59    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Companhia Energetica de Minas Gerais                                           | CIA ENERGETICA DE MINAS GERAIS COMMON STOCK BRL5.0      | CUSIP: B1YBRK903<br>LEI: N/A                  | Long             | EC               | CORP              | BR        |     32889 | NS      | $107488.63    | 0.01%             |  |  |  | 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        |    132900 | NS      | $1787021.83   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Hiwin Technologies Corp.                                                       | HIWIN TECHNOLOGIES CORP COMMON STOCK TWD10.             | CUSIP: B1YMYT902<br>LEI: N/A                  | Long             | EC               | CORP              | TW        |     36845 | NS      | $273653.12    | 0.04%             |  |  |  | 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        |    356000 | NS      | $255241.08    | 0.04%             |  |  |  | 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        |    403500 | NS      | $466375.80    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Magazine Luiza S.A.                                                            | MAGAZINE LUIZA SA COMMON STOCK                          | CUSIP: B4975P907<br>LEI: N/A                  | Long             | EC               | CORP              | BR        |    188828 | NS      | $164296.62    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| PT Tower Bersama Infrastructure Tbk                                            | TOWER BERSAMA INFRASTRUCTURE T COMMON STOCK IDR20.0     | CUSIP: B4MW04909<br>LEI: N/A                  | Long             | EC               | CORP              | ID        |    977800 | NS      | $136983.32    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Hanmi Pharm. Co. Ltd.                                                          | HANMI PHARM CO LTD COMMON STOCK KRW2500.                | CUSIP: B613DJ904<br>LEI: N/A                  | Long             | EC               | CORP              | KR        |       754 | NS      | $157006.82    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Tube Investments of India Limited                                              | TI FINANCIAL HOLDINGS LTD COMMON STOCK INR1.0           | CUSIP: BD3R8D903<br>LEI: N/A                  | Long             | EC               | CORP              | IN        |      5667 | NS      | $179841.63    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Universal Robina Corporation                                                   | UNIVERSAL ROBINA CORP COMMON STOCK PHP1.                | CUSIP: 691951909<br>LEI: N/A                  | Long             | EC               | CORP              | PH        |    177010 | NS      | $446514.63    | 0.06%             |  |  |  | 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        |      2675 | NS      | $176882.93    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Guangdong Haid Group Co. Limited                                               | GUANGDONG HAID GROUP CO-A                               | CUSIP: BD5CJ6907<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |     12100 | NS      | $111635.28    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Guangzhou Tinci Materials Technology Co.Ltd                                    | GUANGZHOU TINCI MATERIALS TECH COMMON STOCK CNY1.0      | CUSIP: BD5LR6908<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |     14800 | NS      | $107501.76    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Jiangsu Eastern Shenghong Co. Ltd.                                             | JIANGSU EASTERN SHENGHONG -A                            | CUSIP: BD5LSB906<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |     30300 | NS      | $70044.32     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Westports Holdings Berhad                                                      | WESTPORTS HOLDINGS BHD COMMON STOCK MYR.1               | CUSIP: BDFM1K902<br>LEI: N/A                  | Long             | EC               | CORP              | MY        |    197700 | NS      | $174724.02    | 0.02%             |  |  |  | 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        |      2878 | NS      | $290884.07    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Old Mutual Ltd                                                                 | OLD MUTUAL LTD COMMON STOCK                             | CUSIP: BDVPYQ908<br>LEI: N/A                  | Long             | EC               | CORP              | ZA        |    725024 | NS      | $489132.04    | 0.07%             |  |  |  | No            |                  1 | On Loan: —       |
| Public Joint Stock Company Polyus                                              | POLYUS PJSC DEPOSITORY RECEIPT                          | CUSIP: 73181M117<br>LEI: N/A                  | Long             | EC               | CORP              | RU        |      6556 | NS      | $8942.38      | 0.00%             |  |  |  | No            |                  3 | 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        |      1603 | NS      | $97601.07     | 0.01%             |  |  |  | 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        |    122500 | NS      | $54562.50     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Northam Platinum Holdings Ltd                                                  | NORTHAM PLATINUM HOLDINGS LTD COMMON STOCK              | CUSIP: ACI1YD8M1<br>LEI: N/A                  | Long             | EC               | CORP              | ZA        |     49248 | NS      | $482292.71    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Dialog Group Berhad                                                            | DIALOG GROUP BHD COMMON STOCK MYR.1                     | CUSIP: B00MRS901<br>LEI: N/A                  | Long             | EC               | CORP              | MY        |    532800 | NS      | $324744.77    | 0.04%             |  |  |  | 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        |   9233000 | NS      | $3521910.30   | 0.48%             |  |  |  | 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        |   1183100 | NS      | $630098.53    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Amorepacific Corporation                                                       | AMOREPACIFIC CORP COMMON STOCK KRW500.0                 | CUSIP: B15SK5908<br>LEI: N/A                  | Long             | EC               | CORP              | KR        |      3156 | NS      | $372786.17    | 0.05%             |  |  |  | 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        |    469000 | NS      | $3042482.35   | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| Oberoi Realty Limited                                                          | OBEROI REALTY LTD COMMON STOCK INR10.0                  | CUSIP: B4MXNL904<br>LEI: N/A                  | Long             | EC               | CORP              | IN        |      5771 | NS      | $57689.75     | 0.01%             |  |  |  | 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        |      5605 | NS      | $195433.31    | 0.03%             |  |  |  | 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        |   1358000 | NS      | $923402.93    | 0.13%             |  |  |  | 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        |    140600 | NS      | $124641.15    | 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        |    140740 | NS      | $153513.98    | 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        |      8095 | NS      | $243184.38    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Empresas Copec S.A.                                                            | EMPRESAS COPEC SA COMMON STOCK                          | CUSIP: 219602901<br>LEI: N/A                  | Long             | EC               | CORP              | CL        |     42721 | NS      | $321116.04    | 0.04%             |  |  |  | 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        |    180348 | NS      | $1581594.40   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| CEMEX S.A.B de C.V                                                             | CEMEX SAB DE CV UNIT                                    | CUSIP: 240645903<br>LEI: 549300RIG2CXWN6IV731 | Long             | EC               | CORP              | MX        |   2778188 | NS      | $1480715.09   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| 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        |    330504 | NS      | $2742480.00   | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| LPP SA                                                                         | LPP SA COMMON STOCK PLN2.                               | CUSIP: 712797901<br>LEI: N/A                  | Long             | EC               | CORP              | PL        |       177 | NS      | $412699.58    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Sitios Latinoamerica S.A.B. de C.V.                                            | SITIOS LATINOAMERICA SAB DE CV COMMON STOCK             | CUSIP: 944XLD907<br>LEI: N/A                  | Long             | EC               | CORP              | MX        |    145549 | NS      | $67122.86     | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Adani Total Gas Limited                                                        | ADANI TOTAL GAS LTD COMMON STOCK INR1.0                 | CUSIP: 963GRS901<br>LEI: N/A                  | Long             | EC               | CORP              | IN        |     32027 | NS      | $824122.44    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Hyundai Heavy Industries Co. Ltd.                                              | HYUNDAI HEAVY INDUSTRIES CO LT COMMON STOCK KRW5000.0   | CUSIP: ACI209LD0<br>LEI: N/A                  | Long             | EC               | CORP              | KR        |       575 | NS      | $51721.06     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Public Bank Berhad                                                             | PUBLIC BANK BHD COMMON STOCK MYR1.                      | CUSIP: B012W4901<br>LEI: 549300L2RSQCVMOHGM20 | Long             | EC               | CORP              | MY        |   1674700 | NS      | $1664590.75   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Companhia Siderurgica Nacional                                                 | CIA SIDERURGICA NACIONAL SA COMMON STOCK                | CUSIP: B019KX905<br>LEI: N/A                  | Long             | EC               | CORP              | BR        |     95300 | NS      | $346276.60    | 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              | HK        |    375000 | NS      | $1805978.15   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| PT Bank Central Asia Tbk                                                       | BANK CENTRAL ASIA TBK PT COMMON STOCK IDR62.5           | CUSIP: B01C1P906<br>LEI: N/A                  | Long             | EC               | CORP              | ID        |   5312600 | NS      | $3003621.41   | 0.41%             |  |  |  | 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        |    682000 | NS      | $5281257.38   | 0.73%             |  |  |  | No            |                  1 | On Loan: No      |
| Celltrion Pharm Inc.                                                           | CELLTRION PHARM INC COMMON STOCK KRW500.                | CUSIP: B0V3YP907<br>LEI: N/A                  | Long             | EC               | CORP              | KR        |      1308 | NS      | $67746.71     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Torrent Pharmaceuticals Limited                                                | TORRENT PHARMACEUTICALS LTD COMMON STOCK INR5.          | CUSIP: B0XPSB904<br>LEI: N/A                  | Long             | EC               | CORP              | IN        |     14626 | NS      | $271887.44    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Centrais Eletricas Brasileiras S.A.                                            | CENTRAIS ELETRICAS BRASILEIRAS PREFERENCE               | CUSIP: 230844003<br>LEI: N/A                  | Long             | EP               | CORP              | BR        |     35560 | NS      | $296621.43    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Banco Bradesco S.A.                                                            | BANCO BRADESCO SA PREFERENCE                            | CUSIP: B00FM5901<br>LEI: 549300CTUU1RFXHQJE44 | Long             | EP               | CORP              | BR        |    574947 | NS      | $1583194.76   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Godrej Consumer Products Limited                                               | GODREJ CONSUMER PRODUCTS LTD COMMON STOCK INR1.         | CUSIP: B1BDGY906<br>LEI: N/A                  | Long             | EC               | CORP              | IN        |     45369 | NS      | $506691.91    | 0.07%             |  |  |  | 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        |     70540 | NS      | $695438.32    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Banco Bradesco S.A.                                                            | BANCO BRADESCO SA COMMON STOCK                          | CUSIP: B00FM8905<br>LEI: 549300CTUU1RFXHQJE44 | Long             | EC               | CORP              | BR        |    188405 | NS      | $466992.92    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| The Saudi British Bank                                                         | SAUDI BRITISH BANK/THE COMMON STOCK SAR10.              | CUSIP: B12LSY905<br>LEI: N/A                  | Long             | EC               | CORP              | SA        |     45246 | NS      | $437631.18    | 0.06%             |  |  |  | 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        |     68500 | NS      | $748845.61    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| DLF Limited                                                                    | DLF LTD COMMON STOCK INR2.0                             | CUSIP: B1YLCV903<br>LEI: N/A                  | Long             | EC               | CORP              | IN        |     91200 | NS      | $396285.80    | 0.05%             |  |  |  | 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        |     13300 | NS      | $173312.66    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Changchun High-Tech Industries (Group) Inc.                                    | CHANGCHUN HIGH and NEW TECH-A                           | CUSIP: BD5CDB902<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |      3300 | NS      | $98214.43     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| eMemory Technology Incorporation                                               | EMEMORY TECHNOLOGY INC COMMON STOCK TWD10.0             | CUSIP: B2PXYH902<br>LEI: N/A                  | Long             | EC               | CORP              | TW        |      6000 | NS      | $323730.22    | 0.04%             |  |  |  | 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        |    563400 | NS      | $1545324.07   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Metallurgical Corporation of China Ltd.                                        | METALLURGICAL CORP OF CHINA LT COMMON STOCK CNY1.0      | CUSIP: B42SRM901<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |    414000 | NS      | $93484.13     | 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        |    710000 | NS      | $976430.59    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| NAURA Technology Group Co.Ltd.                                                 | NAURA TECHNOLOGY GROUP CO-A                             | CUSIP: BD5LYF900<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |      2300 | NS      | $79750.04     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Zhejiang Jingsheng Mechanical and Electrical Co. Ltd.                          | ZHEJIANG JINGSHENG MECHANI-A                            | CUSIP: BD5M1Y903<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |     10500 | NS      | $106849.98    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| JSW Energy Limited                                                             | JSW ENERGY LTD COMMON STOCK INR10.                      | CUSIP: B4X3ST906<br>LEI: N/A                  | Long             | EC               | CORP              | IN        |     49310 | NS      | $143243.73    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Zhejiang NHU Company Ltd.                                                      | ZHEJIANG NHU CO LTD-A                                   | CUSIP: BD5CH6909<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |     47068 | NS      | $135695.05    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Trent Limited                                                                  | TRENT LTD COMMON STOCK INR1.0                           | CUSIP: BDDRN3907<br>LEI: N/A                  | Long             | EC               | CORP              | IN        |     14521 | NS      | $213210.10    | 0.03%             |  |  |  | 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        |    104220 | NS      | $200501.06    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Wens Foodstuff Group Co. Ltd.                                                  | WENS FOODSTUFFS GROUP CO LTD COMMON STOCK CNY1.0        | CUSIP: BD5CPT900<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |     29000 | NS      | $86438.41     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Wuxi Lead Intelligent Equipment Co. Ltd.                                       | WUXI LEAD INTELLIGENT EQUIPMEN COMMON STOCK CNY1.0      | CUSIP: BD6QWJ902<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |      5000 | NS      | $34135.22     | 0.00%             |  |  |  | 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        |     31173 | NS      | $215179.38    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| ACEN Corp                                                                      | AC ENERGY CORP COMMON STOCK PHP1.0                      | CUSIP: BMBZPW905<br>LEI: N/A                  | Long             | EC               | CORP              | PH        |    675320 | NS      | $86535.90     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| S. F. Holding Co. Ltd.                                                         | S F HOLDING CO LTD-A                                    | CUSIP: BD73M3908<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |     33000 | NS      | $286389.57    | 0.04%             |  |  |  | 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        |    157500 | NS      | $163155.18    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Shanghai Putailai New Energy Technology Co. Ltd.                               | SHANGHAI PUTAILAI NEW ENER-A                            | CUSIP: BF2DZJ907<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |      8600 | NS      | $70256.55     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Compal Electronics Inc.                                                        | COMPAL ELECTRONICS INC COMMON STOCK TWD10.              | CUSIP: 622574903<br>LEI: N/A                  | Long             | EC               | CORP              | TW        |    819000 | NS      | $616466.28    | 0.08%             |  |  |  | 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        |    390200 | NS      | $639053.37    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Mirae Asset Securities Co. Ltd.                                                | MIRAE ASSET DAEWOO CO LTD COMMON STOCK KRW5000.0        | CUSIP: 624965000<br>LEI: N/A                  | Long             | EC               | CORP              | KR        |     57480 | NS      | $317777.89    | 0.04%             |  |  |  | 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        |    954524 | NS      | $954189.04    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| PT Indofood Sukses Makmur Tbk                                                  | INDOFOOD SUKSES MAKMUR TBK PT COMMON STOCK IDR100.      | CUSIP: 628397903<br>LEI: N/A                  | Long             | EC               | CORP              | ID        |    910800 | NS      | $408614.41    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Aurobindo Pharma Limited                                                       | AUROBINDO PHARMA LTD COMMON STOCK INR1.                 | CUSIP: 670263904<br>LEI: N/A                  | Long             | EC               | CORP              | IN        |     57484 | NS      | $286968.32    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Phison Electronics Corporation                                                 | PHISON ELECTRONICS CORP COMMON STOCK TWD10.             | CUSIP: 672846904<br>LEI: N/A                  | Long             | EC               | CORP              | TW        |     13000 | NS      | $160632.81    | 0.02%             |  |  |  | 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        |    160500 | NS      | $239213.16    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Anglo American Platinum Limited                                                | ANGLO AMERICAN PLATINUM LTD COMMON STOCK ZAR.1          | CUSIP: 676100902<br>LEI: N/A                  | Long             | EC               | CORP              | ZA        |      7488 | NS      | $552146.28    | 0.08%             |  |  |  | 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        |    288500 | NS      | $2401544.29   | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| Yonyou Network Technology Co.Ltd.                                              | YONYOU NETWORK TECHNOLOGY CO L COMMON STOCK CNY1.0      | CUSIP: 978VRA900<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |     17600 | NS      | $63841.82     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| XPeng Inc.                                                                     | XPENG INC ADR USD.00001                                 | CUSIP: 98422D105<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |     28183 | NS      | $299867.12    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Pegatron Corporation                                                           | PEGATRON CORP COMMON STOCK TWD10.                       | CUSIP: ACI003EU7<br>LEI: N/A                  | Long             | EC               | CORP              | TW        |    456000 | NS      | $979583.68    | 0.13%             |  |  |  | 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        |      2139 | NS      | $72152.21     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Orbia Advance Corporation S.A.B. de CV                                         | ORBIA ADVANCE CORP SAB DE CV COMMON STOCK               | CUSIP: ACI1FD115<br>LEI: 549300MVHZ20SBIOEQ79 | Long             | EC               | CORP              | MX        |    241300 | NS      | $481573.19    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Sibanye Stillwater Limited                                                     | SIBANYE STILLWATER LTD COMMON STOCK                     | CUSIP: ACI1HBHB8<br>LEI: N/A                  | Long             | EC               | CORP              | ZA        |    510970 | NS      | $1329650.81   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Central Retail Corporation Public Company Limited                              | CENTRAL RETAIL CORP PCL NVDR NVDR THB1.0 A              | CUSIP: ACI1J14Y2<br>LEI: N/A                  | Long             | EC               | CORP              | TH        |    406400 | NS      | $523235.38    | 0.07%             |  |  |  | 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        |      1346 | NS      | $79112.19     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Ford Otomotiv Sanayi A.S.                                                      | FORD OTOMOTIV SANAYI AS COMMON STOCK TRY1.              | CUSIP: B03MSR909<br>LEI: N/A                  | Long             | EC               | CORP              | TR        |      9881 | NS      | $267951.31    | 0.04%             |  |  |  | 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        |    180700 | NS      | $2264931.01   | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Hana Financial Group Inc.                                                      | HANA FINANCIAL GROUP INC COMMON STOCK KRW5000.          | CUSIP: B0RNRF908<br>LEI: N/A                  | Long             | EC               | CORP              | KR        |     61475 | NS      | $2432948.73   | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| Etihad Etisalat Company                                                        | ETIHAD ETISALAT CO COMMON STOCK SAR10.                  | CUSIP: B12LR5909<br>LEI: N/A                  | Long             | EC               | CORP              | SA        |     90810 | NS      | $855351.32    | 0.12%             |  |  |  | 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        |     32630 | NS      | $481668.53    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Chongqing Zhifei Biological Products Co. Ltd.                                  | CHONGQING ZHIFEI BIOLOGICA-A                            | CUSIP: BD5CJY906<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |     14400 | NS      | $208510.64    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Rongsheng Petrochemical Co. Ltd.                                               | RONGSHENG PETRO CHEMICAL-A                              | CUSIP: BD5CL2903<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |    120150 | NS      | $235429.59    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Unigroup Guoxin Microelectronics Co. Ltd.                                      | UNIGROUP GUOXIN MICROELECT-A                            | CUSIP: BD5CL7902<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |      6219 | NS      | $115784.52    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Huadong Medicine Co.Ltd                                                        | HUADONG MEDICINE CO LTD-A                               | CUSIP: BD5CM9907<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |      8600 | NS      | $60328.99     | 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        |     13300 | NS      | $466497.46    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| LTIMindtree Limited                                                            | LARSEN and TOUBRO INFOTECH LTD COMMON STOCK INR1.0      | CUSIP: BD6F8V906<br>LEI: N/A                  | Long             | EC               | CORP              | IN        |      6229 | NS      | $332020.73    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Gujarat Gas Limited                                                            | GUJARAT GAS LTD COMMON STOCK INR2.0                     | CUSIP: BGS92Z906<br>LEI: N/A                  | Long             | EC               | CORP              | IN        |     26004 | NS      | $145209.47    | 0.02%             |  |  |  | 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        |      2669 | NS      | $95450.86     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Baidu Inc.                                                                     | BAIDU INC ADR USD.00005                                 | CUSIP: 056752108<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |     42593 | NS      | $5736425.24   | 0.79%             |  |  |  | No            |                  1 | On Loan: No      |
| Vale S.A.                                                                      | VALE SA COMMON STOCK                                    | CUSIP: 219628005<br>LEI: N/A                  | Long             | EC               | CORP              | BR        |    426200 | NS      | $7911334.10   | 1.09%             |  |  |  | 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        |     27856 | NS      | $176959.69    | 0.02%             |  |  |  | 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        |     74537 | NS      | $595101.41    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Banco do Brasil S.A.                                                           | BANCO DO BRASIL SA/CAYMAN COMMON STOCK                  | CUSIP: 232859900<br>LEI: QE0Q0253K88YAGNPE356 | Long             | EC               | CORP              | BR        |    114400 | NS      | $914489.98    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Grupo Televisa S.A.B.                                                          | GRUPO TELEVISA SAB UNIT                                 | CUSIP: 238010904<br>LEI: N/A                  | Long             | EC               | CORP              | MX        |    553852 | NS      | $678763.30    | 0.09%             |  |  |  | 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        |     67204 | NS      | $337807.34    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Pinduoduo Inc.                                                                 | PINDUODUO INC ADR USD.00002                             | CUSIP: 722304102<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |     31353 | NS      | $3071966.94   | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| JH COLLATERAL                                                                  | JH COLLATERAL                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             | RF                | US        |     61122 | NS      | $611084.16    | 0.08%             |  |  |  | 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        |     11287 | NS      | $483655.26    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Sime Darby Plantation Berhad                                                   | SIME DARBY PLANTATION BHD COMMON STOCK MYR.5            | CUSIP: 932GJZ902<br>LEI: N/A                  | Long             | EC               | CORP              | MY        |    332938 | NS      | $337952.66    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Elm Company                                                                    | ELM CO COMMON STOCK SAR10.0                             | CUSIP: ACI23LVY3<br>LEI: N/A                  | Long             | EC               | CORP              | SA        |      1362 | NS      | $129195.84    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| NMDC Steel Limited COMMON STOCK                                                | NMDC Steel Limited COMMON STOCK                         | CUSIP: ACI29KN77<br>LEI: N/A                  | Long             | EC               | CORP              | IN        |    216143 | NS      | $101570.03    | 0.01%             |  |  |  | No            |                  3 | On Loan: No      |
| LOCALIZA RENT A CAR SA RECEIPT                                                 | LOCALIZA RENT A CAR SA RECEIPT                          | CUSIP: ACI2C0W93<br>LEI: N/A                  | Long             | EC               | CORP              | BR        |       376 | NS      | $4372.62      | 0.00%             |  |  |  | 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        |    198902 | NS      | $528883.95    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Cencosud S.A.                                                                  | CENCOSUD SA COMMON STOCK                                | CUSIP: B00R3L901<br>LEI: 549300NLTGCFV7482429 | Long             | EC               | CORP              | CL        |    272460 | NS      | $487692.83    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Hyundai Glovis Co. Ltd.                                                        | HYUNDAI GLOVIS CO LTD COMMON STOCK KRW500.              | CUSIP: B0V3XR904<br>LEI: N/A                  | Long             | EC               | CORP              | KR        |      5217 | NS      | $702630.54    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| China National Building Material Company Limited                               | CHINA NATIONAL BUILDING MATERI COMMON STOCK CNY1.0      | CUSIP: B0Y91C906<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |    572000 | NS      | $523943.84    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Meritz Fire and Marine Insurance Co. Ltd.                                      | MERITZ FIRE and MARINE INS CO COMMON STOCK KRW500.      | CUSIP: B0YCFG905<br>LEI: N/A                  | Long             | EC               | CORP              | KR        |      5741 | NS      | $253361.89    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Voltas Limited                                                                 | VOLTAS LTD COMMON STOCK INR1.                           | CUSIP: B1FCQX905<br>LEI: N/A                  | Long             | EC               | CORP              | IN        |      9346 | NS      | $91430.90     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Guotai Junan Securities Co.Ltd.                                                | GUOTAI JUNAN SECURITIES CO LTD COMMON STOCK CNY1.0      | CUSIP: BD4H6R905<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |    172000 | NS      | $210651.20    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| PT Telkom Indonesia (Persero) Tbk                                              | TELEKOMUNIKASI INDONESIA PERSE COMMON STOCK IDR50.      | CUSIP: BD4T6W908<br>LEI: N/A                  | Long             | EC               | CORP              | ID        |   6619400 | NS      | $1700112.74   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Hangzhou Tigermed Consulting Co. Ltd                                           | HANGZHOU TIGERMED CONSULTI-A                            | CUSIP: BD5CCK903<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |      5200 | NS      | $89501.92     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Walvax Biotechnology Co. Ltd.                                                  | WALVAX BIOTECHNOLOGY CO-A                               | CUSIP: BD5CG3907<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |      7400 | NS      | $43773.89     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Sungrow Power Supply Co.Ltd.                                                   | SUNGROW POWER SUPPLY CO LT-A                            | CUSIP: BD5CGB909<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |     11100 | NS      | $213557.89    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Anhui Gujing Distillery Company Limited                                        | ANHUI GUJING DISTILLERY CO-A                            | CUSIP: BD5M1G902<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |      2800 | NS      | $115199.91    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Hapvida Participacoes e Investimentos S.A.                                     | HAPVIDA PARTICIPACOES E INVEST COMMON STOCK             | CUSIP: BF4J7N904<br>LEI: N/A                  | Long             | EC               | CORP              | BR        |    271963 | NS      | $275090.49    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Wiwynn Corporation                                                             | WIWYNN CORP COMMON STOCK TWD10.0                        | CUSIP: BF4QXG904<br>LEI: N/A                  | Long             | EC               | CORP              | TW        |     19000 | NS      | $474604.50    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Atacadao S.A                                                                   | ATACADAO SA COMMON STOCK                                | CUSIP: BF7LBH904<br>LEI: N/A                  | Long             | EC               | CORP              | BR        |     40600 | NS      | $131174.81    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Neoenergia S.A                                                                 | NEOENERGIA SA COMMON STOCK                              | CUSIP: BF8GMG904<br>LEI: N/A                  | Long             | EC               | CORP              | BR        |     44700 | NS      | $132218.13    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Yunnan Energy New Material Co. Ltd.                                            | YUNNAN ENERGY NEW MATERIAL-A                            | CUSIP: BFCCR3902<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |      8300 | NS      | $191489.80    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Oppein Home Group Inc.                                                         | OPPEIN HOME GROUP INC COMMON STOCK CNY1.0               | CUSIP: BFF1YZ904<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |      3500 | NS      | $65131.46     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| SCG Packaging Public Company Limited                                           | SCG PACKAGING PCL NVDR THB1.0                           | CUSIP: BMC0T5906<br>LEI: N/A                  | Long             | EC               | CORP              | TH        |    106500 | NS      | $168573.92    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Li Auto Inc.                                                                   | LI AUTO INC ADR USD.0001                                | CUSIP: 50202M102<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |     26048 | NS      | $648595.20    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Housing Development Finance Corporation Limited                                | HOUSING DEVELOPMENT FINANCE CO COMMON STOCK INR2.       | CUSIP: 617190905<br>LEI: N/A                  | Long             | EC               | CORP              | IN        |    192630 | NS      | $6180923.98   | 0.85%             |  |  |  | No            |                  1 | On Loan: No      |
| CSPC Pharmaceutical Group Limited                                              | CSPC PHARMACEUTICAL GROUP LTD COMMON STOCK              | CUSIP: 619199904<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |   2037840 | NS      | $2324191.29   | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| Advantech Co. Ltd.                                                             | ADVANTECH CO LTD COMMON STOCK TWD10.                    | CUSIP: 620267906<br>LEI: N/A                  | Long             | EC               | CORP              | TW        |     52989 | NS      | $601806.79    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Infosys Limited                                                                | INFOSYS LTD COMMON STOCK INR5.                          | CUSIP: 620512905<br>LEI: N/A                  | Long             | EC               | CORP              | IN        |    390187 | NS      | $7305699.87   | 1.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Wipro Limited                                                                  | WIPRO LTD COMMON STOCK INR2.                            | CUSIP: 620605907<br>LEI: N/A                  | Long             | EC               | CORP              | IN        |    190237 | NS      | $925889.92    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Tata Elxsi Limited                                                             | TATA ELXSI LTD COMMON STOCK INR10.                      | CUSIP: 621120906<br>LEI: N/A                  | Long             | EC               | CORP              | IN        |      3555 | NS      | $287680.39    | 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        |    197400 | NS      | $227240.23    | 0.03%             |  |  |  | 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        |    661000 | NS      | $350424.11    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| True Corporation Public Company Limited                                        | TRUE CORP PCL NVDR THB4.0                               | CUSIP: 636392904<br>LEI: N/A                  | Long             | EC               | CORP              | TH        |   3612300 | NS      | $531832.11    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Kasikornbank Public Company Limited                                            | KASIKORNBANK PCL NVDR THB10.0                           | CUSIP: 636476905<br>LEI: 5493004COSQ54937AW41 | Long             | EC               | CORP              | TH        |    105000 | NS      | $461223.87    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| PT Gudang Garam Tbk                                                            | GUDANG GARAM TBK PT COMMON STOCK IDR500.                | CUSIP: 636699902<br>LEI: N/A                  | Long             | EC               | CORP              | ID        |     92400 | NS      | $141774.52    | 0.02%             |  |  |  | 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        |    148300 | NS      | $876052.71    | 0.12%             |  |  |  | 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        |    562600 | NS      | $243719.48    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| China Development Financial Holding Corporation                                | CHINA DEVELOPMENT FINANCIAL HO COMMON STOCK TWD10.      | CUSIP: 643175904<br>LEI: N/A                  | Long             | EC               | CORP              | TW        |   3705159 | NS      | $1628912.53   | 0.22%             |  |  |  | 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        |   1056000 | NS      | $1939950.63   | 0.27%             |  |  |  | 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        |   1352000 | NS      | $2225003.35   | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Celltrion Healthcare Co. Ltd.                                                  | CELLTRION HEALTHCARE CO LTD COMMON STOCK KRW1000.0      | CUSIP: ACI0W8R78<br>LEI: N/A                  | Long             | EC               | CORP              | KR        |      7428 | NS      | $344927.42    | 0.05%             |  |  |  | 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        |    354072 | NS      | $715502.29    | 0.10%             |  |  |  | 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        |    305700 | NS      | $207442.59    | 0.03%             |  |  |  | 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        |     31136 | NS      | $195079.67    | 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        |     26200 | NS      | $112563.51    | 0.02%             |  |  |  | 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        |     64400 | NS      | $37837.78     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Guanghui Energy Co.Ltd                                                         | GUANGHUI ENERGY CO LTD COMMON STOCK CNY1.0              | CUSIP: BP3R3N909<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |     34700 | NS      | $52484.33     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| China Tourism Group Duty Free Corp Limited                                     | CHINA TOURISM GROUP DUTY FREE COMMON STOCK CNY1.0       | CUSIP: BP3R46905<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |     16100 | NS      | $505853.97    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| TBEA Co. Ltd.                                                                  | TBEA CO LTD COMMON STOCK CNY1.0                         | CUSIP: BP3R4H901<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |     39800 | NS      | $125344.13    | 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        |     16900 | NS      | $151318.27    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| HUAYU Automotive Systems Co. Ltd.                                              | HUAYU AUTOMOTIVE SYSTEMS CO LT COMMON STOCK CNY1.0      | CUSIP: BP3R4T905<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |     11700 | NS      | $31548.85     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| The Saudi National Bank                                                        | NATIONAL COMMERCIAL BANK COMMON STOCK SAR10.0           | CUSIP: BSHYYN909<br>LEI: N/A                  | Long             | EC               | CORP              | SA        |    227175 | NS      | $2863143.49   | 0.39%             |  |  |  | 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        |     79648 | NS      | $338212.05    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| PagSeguro Digital Ltd.                                                         | PAGSEGURO DIGITAL LTD COMMON STOCK USD.000025           | CUSIP: G68707101<br>LEI: N/A                  | Long             | EC               | CORP              | BR        |     18675 | NS      | $188430.75    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |

### Signature

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

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

**Signature:** /s/Salvatore Schiavone

**Name of Signer:** Salvatore Schiavone

**Title:** Treasurer