Quarterly portfolio holdings

John Hancock

Multifactor ETFs

June 30, 2026

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

Funds’ investments

MULTIFACTOR DEVELOPED INTERNATIONAL ETF

As of 6-30-26 (unaudited)

	Shares or Principal Amount	Value
COMMON STOCKS - 98.8%		$939,847,573
(Cost $815,113,460)
Australia - 6.4%		60,807,765
ANZ Group Holdings, Ltd.	90,672	2,220,601
APA Group	107,245	753,395
Aristocrat Leisure, Ltd.	21,857	927,783
ASX, Ltd.	7,413	273,837
BHP Group, Ltd.	133,218	5,482,230
BlueScope Steel, Ltd.	57,452	1,268,514
Brambles, Ltd.	49,906	673,519
carsales.com, Ltd. (A)	20,250	361,392
Cochlear, Ltd.	6,143	518,152
Coles Group, Ltd.	110,552	1,866,509
Commonwealth Bank of Australia (A)	27,173	3,099,046
Computershare, Ltd.	49,890	1,323,102
CSL, Ltd.	8,962	712,406
Evolution Mining, Ltd.	69,278	563,951
Fortescue, Ltd.	128,742	1,708,036
Goodman Group	33,312	718,435
Insurance Australia Group, Ltd.	431,116	2,416,298
Lynas Rare Earths, Ltd. (B)	30,109	376,723
Macquarie Group, Ltd.	10,726	1,859,898
Medibank Private, Ltd.	272,654	938,807
National Australia Bank, Ltd.	86,185	2,260,582
Northern Star Resources, Ltd.	133,210	1,748,855
Origin Energy, Ltd.	166,291	1,264,966
PLS Group, Ltd. (B)	81,247	282,565
Pro Medicus, Ltd.	4,978	701,581
Qantas Airways, Ltd.	65,658	483,081
QBE Insurance Group, Ltd.	241,016	4,206,123
REA Group, Ltd. (A)	3,280	316,293
Rio Tinto, Ltd. (A)	23,328	2,788,044
Santos, Ltd.	565,364	2,824,043
Scentre Group	175,632	469,677
SGH, Ltd.	30,294	978,866
Sigma Healthcare, Ltd. (A)	136,696	260,433
Sonic Healthcare, Ltd. (A)	55,339	797,832
South32, Ltd.	326,026	880,896
Stockland	102,218	288,932
Suncorp Group, Ltd.	142,078	1,898,746
Telstra Group, Ltd.	145,004	510,331
The GPT Group	68,995	233,263
The Lottery Corp., Ltd.	187,219	747,103
Transurban Group (A)	45,748	455,763
Vicinity, Ltd.	137,173	245,186
Wesfarmers, Ltd.	30,812	1,929,728
Westpac Banking Corp. (A)	114,033	2,781,663
WiseTech Global, Ltd.	7,880	180,156
Woodside Energy Group, Ltd.	108,424	2,119,027
Woolworths Group, Ltd.	39,354	1,091,396

MULTIFACTOR DEVELOPED INTERNATIONAL ETF (continued)

	Shares or Principal Amount	Value
Austria - 0.4%		$3,662,919
ANDRITZ AG	2,546	220,060
BAWAG Group AG (C)	3,013	603,867
Erste Group Bank AG	9,691	1,297,435
OMV AG	8,361	527,186
Raiffeisen Bank International AG	8,743	558,269
Strabag SE, Bearer Shares	279	28,421
Telekom Austria AG	3,072	34,069
Verbund AG	899	57,147
voestalpine AG	7,206	336,465
Belgium - 1.2%		11,023,185
Ackermans & van Haaren NV	2,862	935,173
Ageas SA/NV	22,702	1,816,864
Anheuser-Busch InBev SA/NV	49,875	4,143,225
D’ieteren Group	1,308	254,822
Elia Group SA/NV	8,692	1,389,272
KBC Group NV	9,654	1,316,764
Lotus Bakeries NV	26	345,414
UCB SA	2,743	821,651
Chile - 0.1%		1,455,421
Antofagasta PLC	28,706	1,455,421
Denmark - 1.7%		15,802,458
AP Moller - Maersk A/S, Series A	79	182,456
AP Moller - Maersk A/S, Series B	82	194,904
Carlsberg A/S, Class B	6,550	858,373
Coloplast A/S, B Shares	16,475	938,153
Danske Bank A/S	25,260	1,353,021
DSV A/S	7,101	1,682,387
Genmab A/S (B)	5,050	1,386,471
Novo Nordisk A/S, B Shares	103,970	5,002,900
Novonesis A/S, B Shares	15,510	979,517
Orsted A/S (B)(C)	23,672	531,516
Tryg A/S	23,125	526,661
Vestas Wind Systems A/S	76,717	2,166,099
Finland - 1.3%		12,151,365
Fortum OYJ	5,475	127,007
Kesko OYJ, A Shares	10,707	238,950
Kesko OYJ, B Shares	23,640	528,660
Kone OYJ, Class B	13,085	744,414
Metso Corp.	66,419	1,154,240
Neste OYJ	16,877	552,622
Nokia OYJ	165,269	2,183,341
Nordea Bank ABP	148,043	2,809,676
Orion OYJ, Class B	7,797	641,385
Sampo OYJ, A Shares	59,889	629,523
Stora Enso OYJ, R Shares	80,813	861,662
UPM-Kymmene OYJ	36,563	969,818
Wartsila OYJ ABP	18,606	710,067

MULTIFACTOR DEVELOPED INTERNATIONAL ETF (continued)

	Shares or Principal Amount	Value
France - 10.7%		$101,764,631
Air Liquide SA	10,413	2,062,930
AXA SA	66,718	3,344,821
BNP Paribas SA	37,008	4,321,671
Cie de Saint-Gobain SA	77,263	6,992,582
Credit Agricole SA	126,591	2,546,551
Danone SA	67,576	5,542,607
Dassault Systemes SE	26,158	532,783
Engie SA	315,132	9,940,413
EssilorLuxottica SA	8,292	1,555,234
Hermes International SCA	957	1,748,433
Kering SA	6,709	1,896,890
Legrand SA	24,073	4,065,097
L’Oreal SA	6,595	2,892,746
LVMH Moet Hennessy Louis Vuitton SE	7,894	4,369,105
Orange SA	357,971	6,754,973
Safran SA	11,621	4,583,770
Sanofi	28,241	2,424,178
Schneider Electric SE	8,908	2,906,661
Societe Generale SA	63,243	5,594,294
Thales SA	10,066	2,587,102
TotalEnergies SE	62,713	4,877,736
Veolia Environnement SA	96,948	4,039,034
Vinci SA	110,770	16,185,020
Germany - 9.4%		89,117,355
Allianz SE	12,092	5,724,843
BASF SE	171,871	9,192,276
Bayer AG	170,253	9,423,020
Bayerische Motoren Werke AG	21,732	1,422,693
Commerzbank AG	72,655	3,092,565
Daimler Truck Holding AG	58,040	2,800,271
Deutsche Bank AG	70,734	2,395,779
Deutsche Boerse AG	12,042	3,287,708
Deutsche Telekom AG	201,272	5,488,226
DHL Group	78,506	4,766,039
E.ON SE	245,114	5,051,305
Hannover Rueck SE	7,331	2,031,684
Heidelberg Materials AG	22,305	4,256,168
Henkel AG & Company KGaA	8,929	706,430
HOCHTIEF AG	980	568,060
Infineon Technologies AG	54,159	5,057,006
Mercedes-Benz Group AG	31,006	1,556,927
Merck KGaA	6,356	1,067,132
Muenchener Rueckversicherungs-Gesellschaft AG	8,553	4,776,868
Rheinmetall AG	1,526	1,728,102
RWE AG	50,937	3,297,338
SAP SE	15,143	2,319,941
Siemens AG	12,033	3,867,873
Siemens Energy AG	25,187	4,774,426
Siemens Healthineers AG (C)	6,712	262,445

MULTIFACTOR DEVELOPED INTERNATIONAL ETF (continued)

	Shares or Principal Amount	Value
Germany (continued)
Volkswagen AG	2,455	$202,230
Hong Kong - 2.1%		20,232,304
AIA Group, Ltd.	352,524	3,211,895
BOC Hong Kong Holdings, Ltd.	121,795	658,204
Budweiser Brewing Company APAC, Ltd. (A)(C)	80,200	62,384
CK Asset Holdings, Ltd.	173,969	980,095
CK Hutchison Holdings, Ltd.	103,273	872,455
CK Infrastructure Holdings, Ltd.	48,429	368,681
CLP Holdings, Ltd.	101,071	943,426
Galaxy Entertainment Group, Ltd.	137,641	516,370
Henderson Land Development Company, Ltd.	115,398	364,939
HKT Trust & HKT, Ltd.	386,000	573,926
Hong Kong & China Gas Company, Ltd.	868,065	719,509
Hong Kong Exchanges & Clearing, Ltd.	29,300	1,356,265
Hongkong Land Holdings, Ltd.	74,100	527,592
Link REIT	84,236	392,068
MTR Corp., Ltd. (A)	59,913	233,019
Power Assets Holdings, Ltd.	125,073	910,689
Prudential PLC	401,847	5,349,512
Sino Land Company, Ltd.	224,000	293,638
Sun Hung Kai Properties, Ltd.	51,162	732,652
Swire Pacific, Ltd., Class A	19,000	197,946
Swire Properties, Ltd.	72,400	189,631
Techtronic Industries Company, Ltd.	47,077	777,408
Ireland - 0.6%		5,774,035
AIB Group PLC	121,926	1,432,315
Bank of Ireland Group PLC	29,195	581,623
Experian PLC	56,841	1,918,494
James Hardie Industries PLC, CHESS Depositary Interest (B)	40,739	1,077,874
Kerry Group PLC, Class A	2,253	206,970
Kingspan Group PLC	6,091	556,759
Israel - 0.6%		6,223,788
Azrieli Group, Ltd.	743	100,822
Bank Hapoalim BM	47,136	1,085,119
Bank Leumi Le-Israel BM	81,401	1,817,654
CyberArk Software, Ltd. (B)	477	21,465
Elbit Systems, Ltd.	300	227,559
Harel Insurance Investments & Financial Services, Ltd.	4,024	211,502
Israel Discount Bank, Ltd., Class A	39,669	392,769
Mizrahi Tefahot Bank, Ltd.	8,737	577,687
Next Vision Stabilized Systems, Ltd.	371	29,959
Nice, Ltd. (B)	655	58,829
Nova, Ltd. (B)	126	66,606
Teva Pharmaceutical Industries, Ltd. (B)	37,327	1,232,394
The Phoenix Holdings, Ltd.	4,308	237,996
Tower Semiconductor, Ltd. (B)	637	163,427

MULTIFACTOR DEVELOPED INTERNATIONAL ETF (continued)

	Shares or Principal Amount	Value
Italy - 3.4%		$32,680,917
Banca Mediolanum SpA	9,949	247,741
Banca Monte dei Paschi di Siena SpA	211,750	2,630,107
Banco BPM SpA	133,879	2,312,795
BPER Banca SpA	156,175	2,451,916
Enel SpA	240,509	2,764,588
Eni SpA	72,341	1,705,428
Ferrari NV	4,207	1,560,079
Generali (A)	16,881	822,375
Intesa Sanpaolo SpA	588,583	4,030,833
Leonardo SpA	4,984	267,388
Moncler SpA	21,249	1,233,648
Poste Italiane SpA (A)	33,171	1,085,397
PRADA SpA (A)	43,700	221,341
Prysmian SpA	10,520	1,756,619
Snam SpA (A)	92,872	670,636
Terna - Rete Elettrica Nazionale	122,249	1,431,217
UniCredit SpA	72,204	6,460,429
Unipol Assicurazioni SpA	36,849	1,028,380
Japan - 24.4%		232,028,105
Advantest Corp.	23,700	4,715,939
Aeon Company, Ltd.	68,900	568,497
AGC, Inc. (A)	25,300	1,084,230
Aisin Corp.	90,500	1,217,525
Ajinomoto Company, Inc.	30,700	1,109,375
ANA Holdings, Inc.	31,900	582,552
Asahi Group Holdings, Ltd.	91,300	869,604
Asahi Kasei Corp.	239,400	2,638,150
Asics Corp.	63,000	1,695,893
Astellas Pharma, Inc.	72,100	964,882
Bandai Namco Holdings, Inc.	21,603	502,973
Bridgestone Corp. (A)	68,200	1,430,931
Canon, Inc. (A)	13,600	347,019
Capcom Company, Ltd.	28,300	524,471
Central Japan Railway Company	44,420	948,119
Chubu Electric Power Company, Inc.	65,000	1,223,812
Chugai Pharmaceutical Company, Ltd.	16,700	774,144
Dai Nippon Printing Company, Ltd.	45,748	832,345
Daifuku Company, Ltd.	31,200	1,367,790
Daiichi Life Group, Inc.	208,600	2,282,696
Daiichi Sankyo Company, Ltd.	24,000	385,196
Daikin Industries, Ltd.	14,147	2,148,708
Daito Trust Construction Company, Ltd.	25,130	479,948
Daiwa House Industry Company, Ltd.	37,300	1,013,715
Daiwa Securities Group, Inc.	122,200	1,199,631
Denso Corp.	51,900	599,073
Disco Corp.	3,394	1,696,948
East Japan Railway Company	64,500	1,352,506
Ebara Corp.	37,600	1,447,319
Eisai Company, Ltd.	3,572	90,528
ENEOS Holdings, Inc.	99,200	730,610

MULTIFACTOR DEVELOPED INTERNATIONAL ETF (continued)

	Shares or Principal Amount	Value
Japan (continued)
FANUC Corp.	12,750	$576,996
Fast Retailing Company, Ltd.	5,157	2,627,603
Fuji Electric Company, Ltd.	16,893	1,404,762
FUJIFILM Holdings Corp.	37,000	792,930
Fujikura, Ltd.	60,500	2,322,098
Fujitsu, Ltd.	44,700	893,037
Furukawa Electric Company, Ltd.	37,000	1,076,819
Hankyu Hanshin Holdings, Inc.	25,100	659,758
Hikari Tsushin, Inc.	2,041	445,811
Hitachi Construction Machinery Company, Ltd.	17,600	568,961
Hitachi, Ltd.	152,000	4,181,461
Honda Motor Company, Ltd.	123,662	1,126,102
Hoya Corp.	12,200	1,947,946
Hulic Company, Ltd. (A)	85,000	887,525
Ibiden Company, Ltd.	15,900	2,329,848
Idemitsu Kosan Company, Ltd.	103,495	762,880
IHI Corp.	37,500	625,635
Inpex Corp.	73,800	1,482,584
Isuzu Motors, Ltd.	115,900	1,533,567
ITOCHU Corp.	103,100	1,176,111
Japan Airlines Company, Ltd.	28,400	498,016
Japan Exchange Group, Inc.	89,000	1,119,858
Japan Post Bank Company, Ltd.	45,700	861,277
Japan Post Holdings Company, Ltd.	51,100	681,962
Japan Post Insurance Company, Ltd.	47,800	448,957
Japan Tobacco, Inc. (A)	16,500	610,355
JFE Holdings, Inc.	75,600	725,648
JX Advanced Metals Corp.	17,400	470,852
Kajima Corp.	24,700	892,407
Kao Corp. (A)	60,000	1,189,848
Kawasaki Heavy Industries, Ltd.	59,400	1,068,122
Kawasaki Kisen Kaisha, Ltd. (A)	31,100	475,518
KDDI Corp.	99,200	1,675,459
Keyence Corp.	2,770	1,381,549
Kikkoman Corp.	18,000	184,735
Kinden Corp.	2,900	141,784
Kioxia Holdings Corp. (B)	4,600	2,538,243
Kirin Holdings Company, Ltd. (A)	68,400	1,182,822
Kobe Bussan Company, Ltd.	11,300	183,658
Komatsu, Ltd.	60,000	2,319,151
Konami Group Corp.	3,700	402,157
Kubota Corp.	79,800	1,318,584
Kyocera Corp.	50,400	1,104,288
Kyowa Kirin Company, Ltd. (A)	15,600	248,314
Lasertec Corp. (A)	5,000	1,528,996
LY Corp.	67,500	180,166
M3, Inc.	15,000	167,513
Makita Corp.	21,600	769,639
Marubeni Corp.	24,500	706,999
MatsukiyoCocokara & Company	21,700	320,643
MEIJI Holdings Company, Ltd.	27,600	642,599

MULTIFACTOR DEVELOPED INTERNATIONAL ETF (continued)

	Shares or Principal Amount	Value
Japan (continued)
MINEBEA MITSUMI, Inc.	67,000	$1,960,634
Mitsubishi Chemical Group Corp.	181,200	1,258,171
Mitsubishi Corp.	113,200	3,027,721
Mitsubishi Electric Corp.	30,400	1,099,095
Mitsubishi Estate Company, Ltd.	16,800	428,463
Mitsubishi HC Capital, Inc.	166,500	1,346,138
Mitsubishi Heavy Industries, Ltd.	47,500	1,071,435
Mitsubishi UFJ Financial Group, Inc.	320,570	6,325,599
Mitsui & Company, Ltd.	87,400	2,418,322
Mitsui Fudosan Company, Ltd.	72,300	666,837
Mitsui Kinzoku Company, Ltd.	3,200	837,779
Mitsui O.S.K. Lines, Ltd. (A)	28,600	917,347
Mizuho Financial Group, Inc.	68,300	3,253,942
MonotaRO Company, Ltd.	20,000	228,334
MS&AD Insurance Group Holdings, Inc.	85,500	2,230,549
Murata Manufacturing Company, Ltd.	42,200	2,958,739
NEC Corp.	30,515	736,941
Nexon Company, Ltd.	14,300	188,775
Nidec Corp. (B)	66,000	1,074,112
Nintendo Company, Ltd.	17,370	728,359
Nippon Building Fund, Inc. (A)	224	173,522
Nippon Paint Holdings Company, Ltd. (A)	55,000	356,345
Nippon Sanso Holdings Corp.	30,200	1,114,162
Nippon Steel Corp.	162,400	535,688
Nippon Yusen KK	37,200	1,193,879
Nissan Motor Company, Ltd. (A)(B)	198,800	366,959
Nissin Foods Holdings Company, Ltd. (A)	7,948	136,440
Niterra Company, Ltd.	23,200	1,528,110
Nitori Holdings Company, Ltd.	22,505	334,338
Nitto Denko Corp.	121,370	2,367,284
Nomura Holdings, Inc.	109,400	951,465
Nomura Research Institute, Ltd.	15,400	435,113
NTT, Inc.	1,759,250	1,569,551
Obayashi Corp.	71,200	1,426,848
Obic Company, Ltd.	17,300	406,940
Olympus Corp.	55,400	579,139
Omron Corp.	5,200	185,571
Ono Pharmaceutical Company, Ltd.	9,665	142,009
Oracle Corp. Japan	2,900	148,100
Oriental Land Company, Ltd. (A)	24,100	369,229
ORIX Corp.	61,900	2,341,936
Osaka Gas Company, Ltd.	46,800	1,571,086
Otsuka Corp. (A)	18,100	308,878
Otsuka Holdings Company, Ltd.	25,000	1,662,052
Pan Pacific International Holdings Corp.	139,600	706,912
Panasonic Holdings Corp.	80,804	2,238,299
Rakuten Bank, Ltd. (B)	4,900	155,871
Rakuten Group, Inc. (B)	87,000	403,297
Recruit Holdings Company, Ltd.	32,100	2,237,767
Renesas Electronics Corp.	27,200	804,494
Resona Holdings, Inc.	88,700	1,149,375

MULTIFACTOR DEVELOPED INTERNATIONAL ETF (continued)

	Shares or Principal Amount	Value
Japan (continued)
Resonac Holdings Corp.	9,600	$1,045,501
Ryohin Keikaku Company, Ltd.	38,700	842,697
Sanrio Company, Ltd. (A)	74,200	502,200
SBI Holdings, Inc.	108,000	1,753,650
SCREEN Holdings Company, Ltd.	13,700	1,500,868
Secom Company, Ltd.	28,322	1,125,038
Seibu Holdings, Inc.	10,700	208,898
Sekisui Chemical Company, Ltd.	64,000	1,020,495
Sekisui House, Ltd.	52,700	1,096,640
Seven & i Holdings Company, Ltd.	150,200	1,808,592
SG Holdings Company, Ltd.	24,100	228,804
Shimadzu Corp.	15,700	397,608
Shimano, Inc.	2,386	254,639
Shimizu Corp.	24,300	381,190
Shin-Etsu Chemical Company, Ltd.	49,590	2,138,297
Shionogi & Company, Ltd.	70,313	1,206,602
Shiseido Company, Ltd. (A)	6,177	99,501
Shizuoka Financial Group, Inc.	29,500	549,069
SMC Corp.	745	326,741
SoftBank Corp.	734,800	940,851
SoftBank Group Corp.	197,044	7,229,493
Sompo Holdings, Inc.	33,400	1,281,952
Sony Financial Group, Inc.	157,000	138,042
Sony Group Corp.	166,600	3,362,240
Subaru Corp.	75,900	1,116,142
Sumitomo Corp.	154,000	1,467,750
Sumitomo Electric Industries, Ltd.	113,200	2,038,680
Sumitomo Forestry Company, Ltd. (A)	53,200	442,065
Sumitomo Metal Mining Company, Ltd.	32,700	1,502,761
Sumitomo Mitsui Financial Group, Inc.	122,500	4,783,172
Sumitomo Mitsui Trust Group, Inc.	43,350	1,615,573
Sumitomo Realty & Development Company, Ltd.	23,300	536,319
Suntory Beverage & Food, Ltd. (A)	10,400	287,764
Suzuki Motor Corp.	124,200	1,494,374
T&D Holdings, Inc.	50,500	1,493,638
Taisei Corp.	12,461	1,092,566
Takeda Pharmaceutical Company, Ltd.	52,447	1,663,524
TDK Corp.	119,900	2,633,706
Terumo Corp.	20,100	276,286
The Chiba Bank, Ltd.	69,000	1,047,365
The Kansai Electric Power Company, Inc.	175,600	2,469,367
Toho Company, Ltd.	23,900	191,244
Tokio Marine Holdings, Inc.	64,300	2,849,338
Tokyo Century Corp.	26,100	400,192
Tokyo Electron, Ltd.	11,971	5,682,588
Tokyo Gas Company, Ltd.	70,800	2,666,462
Tokyu Corp.	41,500	427,703
TOPPAN Holdings, Inc.	24,000	753,853
Toray Industries, Inc.	166,500	1,155,076
Toyo Suisan Kaisha, Ltd.	1,500	95,847

MULTIFACTOR DEVELOPED INTERNATIONAL ETF (continued)

	Shares or Principal Amount	Value
Japan (continued)
Toyota Motor Corp.	305,940	$5,129,589
Toyota Tsusho Corp.	25,800	948,976
Unicharm Corp. (A)	42,400	246,169
West Japan Railway Company	76,162	1,276,982
Yamaha Motor Company, Ltd. (A)	134,800	1,018,517
Yaskawa Electric Corp.	15,200	657,194
Yokogawa Electric Corp.	14,700	509,672
Yokohama Financial Group, Inc.	97,700	1,041,472
Zensho Holdings Company, Ltd.	7,600	377,136
ZOZO, Inc.	35,900	253,802
Luxembourg - 0.4%		3,728,343
ArcelorMittal SA	51,621	3,110,264
Tenaris SA	22,330	618,079
Macau - 0.0%		105,837
Sands China, Ltd.	63,600	105,837
Mexico - 0.1%		516,231
Fresnillo PLC	14,190	516,231
Netherlands - 5.5%		52,335,891
ABN AMRO Bank NV	64,176	2,727,987
Adyen NV (B)(C)	623	584,351
Airbus SE	18,043	4,013,081
Argenx SE (B)	625	579,796
ASM International NV	4,595	5,256,091
ASML Holding NV	11,387	22,410,481
Ferrovial NV	43,787	3,002,700
Heineken NV	7,487	630,008
ING Groep NV	113,692	3,596,659
Koninklijke Ahold Delhaize NV	90,256	3,634,341
Koninklijke Philips NV	69,395	1,885,102
Prosus NV (B)	40,229	1,747,305
Stellantis NV (A)(B)	199,608	1,135,468
Universal Music Group NV	54,041	1,132,521
New Zealand - 0.2%		1,506,572
Auckland International Airport, Ltd.	41,940	199,211
Fisher & Paykel Healthcare Corp., Ltd.	14,374	318,971
Fonterra Co-operative Group, Ltd.	866	3,488
Infratil, Ltd. (A)	25,903	227,360
Meridian Energy, Ltd.	28,012	92,740
Xero, Ltd. (B)	13,287	664,802
Norway - 0.5%		4,364,484
Aker BP ASA	24,386	747,192
DNB Bank ASA	23,271	693,039
Equinor ASA	39,680	1,257,105
Gjensidige Forsikring ASA	3,436	92,988
Kongsberg Gruppen ASA	10,061	303,289
Kongsberg Maritime AS (B)	10,068	52,133
Mowi ASA	5,745	106,128
Norsk Hydro ASA	41,133	373,275

MULTIFACTOR DEVELOPED INTERNATIONAL ETF (continued)

	Shares or Principal Amount	Value
Norway (continued)
Orkla ASA	8,592	$90,474
Salmar ASA	653	30,566
Telenor ASA	20,983	300,681
Var Energi ASA	13,853	57,663
Yara International ASA	5,908	259,951
Portugal - 0.2%		1,712,810
Banco Comercial Portugues SA	492,638	582,946
EDP SA	121,043	633,958
Galp Energia SGPS SA	14,404	307,048
Jeronimo Martins SGPS SA	9,856	188,858
Singapore - 2.0%		19,337,084
CapitaLand Ascendas REIT	118,418	227,965
CapitaLand Integrated Commercial Trust	202,040	370,200
CapitaLand Investment, Ltd.	184,900	355,948
DBS Group Holdings, Ltd.	100,213	5,067,015
Grab Holdings, Ltd., Class A (B)	107,866	406,655
Jardine Cycle & Carriage, Ltd.	3,200	66,600
Keppel REIT	17,155	11,406
Keppel, Ltd.	157,400	1,331,289
Oversea-Chinese Banking Corp., Ltd.	145,468	2,788,010
Sea, Ltd., ADR (B)	10,369	993,661
Sembcorp Industries, Ltd. (A)	50,900	249,886
Singapore Airlines, Ltd. (A)	426,000	2,529,421
Singapore Exchange, Ltd.	96,500	1,796,529
Singapore Technologies Engineering, Ltd.	50,800	408,065
Singapore Telecommunications, Ltd.	174,300	594,273
United Overseas Bank, Ltd.	54,024	1,660,670
Wilmar International, Ltd.	171,800	479,491
Spain - 3.9%		36,892,082
ACS Actividades de Construccion y Servicios SA	12,428	1,828,690
Aena SME SA (C)	58,191	1,773,684
Amadeus IT Group SA	38,715	2,260,947
Banco Bilbao Vizcaya Argentaria SA	424,487	10,613,861
Banco Santander SA	496,719	6,862,490
CaixaBank SA	365,145	5,170,370
Cellnex Telecom SA (B)(C)	30,961	925,650
EDP Renewables SA	6,469	104,801
Endesa SA (A)	26,755	1,219,889
Iberdrola SA	99,633	2,487,804
Industria de Diseno Textil SA	44,767	2,821,158
Naturgy Energy Group SA	26,206	822,738
Sweden - 3.1%		29,848,892
AAK AB (A)	8,489	200,863
AddTech AB, B Shares	22,076	778,738
Alfa Laval AB	7,210	429,852
Assa Abloy AB, B Shares	14,504	513,132
Atlas Copco AB, A Shares	102,219	2,071,703
Atlas Copco AB, B Shares	56,507	1,002,490

MULTIFACTOR DEVELOPED INTERNATIONAL ETF (continued)

	Shares or Principal Amount	Value
Sweden (continued)
Beijer Ref AB (A)	17,743	$260,329
Boliden AB	11,499	649,675
Castellum AB	32,805	431,495
Epiroc AB, A Shares	23,480	645,096
Epiroc AB, B Shares	13,988	324,907
EQT AB (A)	6,009	170,122
Essity AB, B Shares	87,303	2,474,359
Evolution AB (B)(C)	4,583	314,999
Fastighets AB Balder, B Shares (B)	54,758	292,627
Getinge AB, B Shares	11,159	228,411
Hennes & Mauritz AB, B Shares (A)	18,646	321,166
Hexagon AB, B Shares	52,078	431,125
Holmen AB, B Shares	7,794	245,300
Indutrade AB	15,872	328,653
Lifco AB, B Shares	7,477	245,212
Nibe Industrier AB, B Shares	17,332	64,506
Norion Bank AB (B)	4,230	26,530
Saab AB, B Shares	4,304	223,602
Sagax AB, B Shares (A)	16,757	266,986
Sandvik AB	16,104	665,415
Securitas AB, B Shares	37,888	623,236
Skandinaviska Enskilda Banken AB, A Shares	47,445	945,650
Skandinaviska Enskilda Banken AB, C Shares	454	9,166
Skanska AB, B Shares	46,702	1,250,772
SKF AB, B Shares	48,851	1,255,832
Svenska Cellulosa AB SCA, B Shares (A)	48,275	494,315
Svenska Handelsbanken AB, A Shares	52,825	778,335
Svenska Handelsbanken AB, B Shares (A)	2,251	54,751
Swedbank AB, A Shares	37,094	1,387,458
Swedish Orphan Biovitrum AB (B)	17,938	856,295
Tele2 AB, B Shares	49,113	855,836
Telefonaktiebolaget LM Ericsson, B Shares	178,621	1,996,028
Telia Company AB	350,452	1,709,504
Trelleborg AB, B Shares	22,309	930,334
Volvo AB, A Shares	16,343	557,592
Volvo AB, B Shares	73,034	2,486,498
Volvo Car AB, B Shares (B)	25,697	49,997
Switzerland - 8.3%		79,344,861
ABB, Ltd.	25,117	2,727,015
Alcon, Inc.	45,172	3,057,573
Amrize, Ltd. (B)	30,331	1,610,083
Chocoladefabriken Lindt & Spruengli AG (A)	10	1,190,107
Cie Financiere Richemont SA, A Shares	14,098	3,260,376
Coca-Cola HBC AG (B)	17,649	1,152,491
Galderma Group AG (B)	14,300	3,260,113
Givaudan SA	422	1,789,177
Glencore PLC (B)	377,617	2,575,124
Holcim, Ltd. (B)	51,187	4,624,693
Lonza Group AG	6,142	4,155,834
Nestle SA	66,359	6,834,570

MULTIFACTOR DEVELOPED INTERNATIONAL ETF (continued)

	Shares or Principal Amount	Value
Switzerland (continued)
Novartis AG	55,234	$8,667,352
Partners Group Holding AG	2,311	1,897,160
Roche Holding AG, Bearer Shares	1,172	492,831
Roche Holding AG, Participation Certificates	17,656	7,284,345
Sandoz Group AG	34,045	3,086,060
Schindler Holding AG	1,444	460,061
Schindler Holding AG, Participation Certificates	3,308	1,099,044
Sika AG	9,324	1,927,449
Swiss Life Holding AG	2,265	2,497,916
Swiss Re AG	22,313	3,554,479
Swisscom AG	4,672	3,611,222
UBS Group AG	95,280	4,731,813
Zurich Insurance Group AG	5,118	3,797,973
United Arab Emirates - 0.0%		0
NMC Health PLC (B)(D)	5,181	0
United Kingdom - 12.3%		117,430,238
3i Group PLC	38,239	1,261,712
Airtel Africa PLC (C)	66,056	287,216
Anglo American PLC	18,776	921,308
Associated British Foods PLC	30,201	796,073
AstraZeneca PLC	38,488	7,202,727
Aviva PLC	246,215	2,124,780
BAE Systems PLC	66,598	1,629,951
Barclays PLC	534,249	3,592,207
BP PLC	1,003,663	6,222,290
British American Tobacco PLC	72,011	4,470,115
BT Group PLC	1,623,299	4,095,747
Centrica PLC	280,155	635,281
Coca-Cola Europacific Partners PLC	17,100	1,716,528
Compass Group PLC	43,032	1,389,934
Diageo PLC	73,404	1,483,302
Endeavour Mining PLC	12,418	610,485
GSK PLC	104,662	2,751,858
Haleon PLC	732,594	3,380,808
Halma PLC	23,231	1,212,983
HSBC Holdings PLC	528,706	10,040,276
Imperial Brands PLC	83,601	3,094,657
Informa PLC	139,476	1,673,850
InterContinental Hotels Group PLC	6,840	1,178,190
Legal & General Group PLC	548,436	2,081,826
Lloyds Banking Group PLC	2,276,666	3,357,112
London Stock Exchange Group PLC	7,488	811,176
National Grid PLC	165,903	2,748,029
NatWest Group PLC	297,461	2,633,349
Next PLC	15,694	3,029,702
Reckitt Benckiser Group PLC	55,189	3,597,286
RELX PLC	59,441	1,866,609
Rentokil Initial PLC	153,586	869,611
Rio Tinto PLC	35,517	3,357,304
Rolls-Royce Holdings PLC	205,857	3,946,987

MULTIFACTOR DEVELOPED INTERNATIONAL ETF (continued)

	Shares or Principal Amount	Value
United Kingdom (continued)
Segro PLC	43,487	$505,149
Severn Trent PLC	17,418	683,369
Shell PLC	162,141	6,311,860
Smith & Nephew PLC	33,259	481,379
SSE PLC	71,783	2,320,873
Standard Chartered PLC	252,565	6,841,773
Tesco PLC	661,227	4,025,611
Unilever PLC	63,636	3,823,964
Vodafone Group PLC	1,789,030	2,364,991
PREFERRED SECURITIES - 0.5%		$4,523,641
(Cost $5,858,533)
Germany - 0.5%		4,523,641
Bayerische Motoren Werke AG	4,167	273,699
Dr. Ing. h.c. F. Porsche AG	1,630	81,084
Henkel AG & Company KGaA	16,205	1,362,489
Volkswagen AG	35,016	2,806,369
RIGHTS - 0.0%		$26,102
(Cost $26,490)
ACS Actividades de Construccion y Servicios SA (Expiration Date: 7-16-26) (B)(E)	12,428	26,102
SHORT-TERM INVESTMENTS - 0.8%		$7,953,515
(Cost $7,953,954)
Short-term funds - 0.8%		7,953,515
John Hancock Collateral Trust, 3.6026% (F)(G)	515,951	5,159,204
State Street Institutional U.S. Government Money Market Fund, Premier Class, 3.5748% (F)	2,794,311	2,794,311
Total investments (Multifactor Developed International ETF) (Cost $828,952,437) - 100.1%		$952,350,831
Other assets and liabilities, net - (0.1%)		(953,740)
Total net assets - 100.0%		$951,397,091

    

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
ADR	American Depositary Receipt
(A)	All or a portion of this security is on loan as of 6-30-26. The value of securities on loan amounted to $27,728,271. In addition to the cash collateral invested in John Hancock Collateral Trust, if any, non-cash collateral of $24,043,255 in the form of U.S. Treasuries was pledged to the fund.
(B)	Non-income producing security.
(C)	This security is exempt from registration under Rule 144A of the Securities Act of 1933. Such securities may be resold, normally to qualified institutional buyers, in transactions exempt from registration.
(D)	Security is valued using significant unobservable inputs and is classified as Level 3 in the fair value hierarchy.
(E)	Strike price and/or expiration date not available.
(F)	The rate shown is the annualized seven-day yield as of 6-30-26.
(G)	Investment is an affiliate of the fund, the advisor and/or subadvisor. This security represents the investment of cash collateral received for securities lending.

The fund had the following sector composition as a percentage of net assets on 6-30-26:

Financials	25.7%
Industrials	18.4%
Health care	9.0%
Information technology	8.1%
Materials	7.9%
Consumer discretionary	7.9%
Consumer staples	7.3%
Utilities	5.7%
Communication services	4.7%
Energy	3.3%
Real estate	1.3%
Short-term investments and other	0.7%
TOTAL	100.0%

MULTIFACTOR EMERGING MARKETS ETF

As of 6-30-26 (unaudited)

	Shares or Principal Amount	Value
COMMON STOCKS - 98.9%		$1,004,833,428
(Cost $649,134,309)
Australia - 0.0%		375,228
MMG, Ltd. (A)(B)	424,000	375,228
Brazil - 3.3%		33,336,025
Ambev SA	286,200	900,742
Axia Energia SA	134,603	1,414,177
B3 SA - Brasil Bolsa Balcao	395,700	1,110,815
Banco Bradesco SA	173,505	528,632
Banco BTG Pactual SA	71,448	746,650
Banco do Brasil SA	204,400	786,253
BB Seguridade Participacoes SA	107,000	809,743
Caixa Seguridade Participacoes S/A	39,400	150,035
Cia de Saneamento Basico do Estado de Sao Paulo	236,390	1,353,684
Cia Paranaense de Energia	217,300	630,579
CPFL Energia SA	33,300	288,097
Embraer SA	42,800	676,819
Eneva SA (A)	79,400	409,890
Engie Brasil Energia SA	61,335	412,735
Equatorial SA	121,703	915,603
Localiza Rent a Car SA	83,211	667,817
NU Holdings, Ltd., Class A (A)	219,688	2,935,032
Petroleo Brasileiro SA	528,200	4,263,603
Porto Seguro SA	9,300	95,085
PRIO SA (A)	88,000	886,639
Raia Drogasil SA	190,449	618,524
Rede D’Or Sao Luiz SA (C)	67,236	450,886
Suzano SA	131,465	1,009,618
Telefonica Brasil SA	139,400	914,350
TIM SA	140,800	594,924
Vale SA	502,400	7,559,368
Vibra Energia SA	126,613	731,163
WEG SA	162,700	1,474,562
Chile - 0.4%		4,529,159
Banco de Chile	3,710,075	726,247

MULTIFACTOR EMERGING MARKETS ETF (continued)

	Shares or Principal Amount	Value
Chile (continued)
Banco de Credito e Inversiones SA	9,582	$629,406
Banco Santander Chile	7,177,086	587,651
Cencosud SA	127,836	295,296
Empresas COPEC SA	42,528	265,242
Enel Americas SA	2,157,160	193,235
Enel Chile SA	4,217,288	370,461
Falabella SA	65,526	409,033
Latam Airlines Group SA	17,955,688	523,037
Plaza SA	128,499	529,551
China - 16.3%		165,387,228
360 Security Technology, Inc., Class A	45,500	58,271
3SBio, Inc. (A)(C)	17,000	36,614
Accelink Technologies Company, Ltd., Class A (A)	2,700	102,240
ACM Research Shanghai, Inc., Class A	893	56,854
Agricultural Bank of China, Ltd., H Shares	3,356,000	2,285,249
Aier Eye Hospital Group Company, Ltd., A Shares	79,443	96,708
Akeso, Inc. (A)(B)(C)	38,000	426,661
Aluminum Corp. of China, Ltd., H Shares	796,000	757,220
Anhui Conch Cement Company, Ltd., H Shares	206,500	441,594
Anhui Gujing Distillery Company, Ltd., A Shares	2,971	34,941
Anhui Jianghuai Automobile Group Corp., Ltd., Class A (A)	8,900	33,880
Anker Innovations Technology Company, Ltd., A Shares	1,100	16,941
ANTA Sports Products, Ltd.	209,600	1,899,003
Avary Holding Shenzhen Company, Ltd., A Shares	12,300	191,024
Baidu, Inc., Class A (A)	203,400	2,842,706
Baiyin Nonferrous Group Company, Ltd., Class A	16,600	12,428
Bank of Beijing Company, Ltd., Class A	138,400	99,944
Bank of Chengdu Company, Ltd., Class A	23,900	62,344
Bank of China, Ltd., H Shares	7,418,000	4,720,171
Bank of Communications Company, Ltd., H Shares	2,419,000	2,079,056
Bank of Hangzhou Company, Ltd., A Shares	46,100	98,173
Bank of Jiangsu Company, Ltd., Class A	128,900	204,784
Bank of Nanjing Company, Ltd., Class A	76,900	112,085
Bank of Ningbo Company, Ltd., A Shares	65,815	287,978
Bank of Shanghai Company, Ltd., A Shares	120,400	154,018
Baoshan Iron & Steel Company, Ltd., A Shares	206,900	165,571
Beijing Compass Technology Development Company, Ltd., Class A	1,300	17,563
Beijing Kingsoft Office Software, Inc., Class A	1,758	55,198
Beijing Wantai Biological Pharmacy Enterprise Company, Ltd., Class A (A)	1,960	7,790
Beijing-Shanghai High Speed Railway Company, Ltd., A Shares	202,500	135,191
Bilibili, Inc., Class Z (A)(B)	15,720	264,003

MULTIFACTOR EMERGING MARKETS ETF (continued)

	Shares or Principal Amount	Value
China (continued)
Biwin Storage Technology Company, Ltd., Class A	1,581	$115,272
Bluefocus Intelligent Communications Group Company, Ltd., Class A	8,200	16,629
BOE Technology Group Company, Ltd., A Shares	374,100	478,555
BYD Company, Ltd., H Shares	327,700	3,027,507
BYD Electronic International Company, Ltd. (B)	129,500	345,463
Cambricon Technologies Corp., Ltd., Class A	1,829	430,079
Chaozhou Three-Circle Group Company, Ltd., Class A	8,300	204,155
Chifeng Jilong Gold Mining Group, Ltd., Class A	10,700	41,504
China CITIC Bank Corp., Ltd., H Shares	1,035,000	877,672
China Coal Energy Company, Ltd., H Shares	321,000	403,192
China Construction Bank Corp., H Shares	8,010,000	8,242,832
China Eastern Airlines Corp., Ltd., H Shares (A)	400,000	161,182
China Energy Engineering Corp., Ltd., H Shares (B)	656,000	92,853
China Everbright Bank Company, Ltd., H Shares (B)	498,000	186,066
China Galaxy Securities Company, Ltd., H Shares	440,000	412,953
China Gold International Resources Corp., Ltd.	21,300	332,726
China Hongqiao Group, Ltd.	580,500	1,484,922
China International Capital Corp., Ltd., H Shares (C)	145,600	389,898
China International Marine Containers Group Company, Ltd., H Shares	67,300	63,764
China Jushi Company, Ltd., Class A	23,500	252,407
China Life Insurance Company, Ltd., H Shares	828,000	2,814,886
China Longyuan Power Group Corp., Ltd., H Shares	645,000	411,245
China Mengniu Dairy Company, Ltd.	338,000	693,495
China Merchants Bank Company, Ltd., H Shares	368,500	2,110,803
China Merchants Energy Shipping Company, Ltd., A Shares	34,400	89,075
China Merchants Expressway Network & Technology Holdings Company, Ltd., A Shares	32,300	43,604
China Merchants Securities Company, Ltd., H Shares (C)	108,340	238,590
China Merchants Shekou Industrial Zone Holdings Company, Ltd., A Shares	52,700	49,940
China Minsheng Banking Corp., Ltd., H Shares	1,031,000	412,818
China Northern Rare Earth Group High-Tech Company, Ltd., Class A	21,800	154,374
China Pacific Insurance Group Company, Ltd., H Shares	520,400	1,783,762
China Petroleum & Chemical Corp., H Shares	2,668,000	1,360,869
China Railway Signal & Communication Corp., Ltd., H Shares (A)(C)	172,000	70,186
China Rare Earth Resources And Technology Company, Ltd., Class A (A)	2,900	23,716

MULTIFACTOR EMERGING MARKETS ETF (continued)

	Shares or Principal Amount	Value
China (continued)
China Reinsurance Group Corp., H Shares	575,000	$81,388
China Resources Microelectronics, Ltd., Class A	7,862	113,028
China Resources Mixc Lifestyle Services, Ltd. (C)	62,200	290,931
China Shenhua Energy Company, Ltd., H Shares	376,500	1,926,177
China Southern Airlines Company, Ltd., H Shares (A)	382,000	165,133
China Tourism Group Duty Free Corp., Ltd., H Shares (C)	13,500	81,874
China Tower Corp., Ltd., H Shares (C)	936,800	1,052,430
China Tungsten and Hightech Materials Company, Ltd., Class A	11,800	166,460
China XD Electric Company, Ltd., Class A	25,900	56,950
China Zheshang Bank Company, Ltd., H Shares	178,700	48,309
Chongqing Rural Commercial Bank Company, Ltd., H Shares	83,000	61,175
CITIC Securities Company, Ltd., H Shares	154,250	536,193
CITIC, Ltd.	899,000	1,216,313
CMOC Group, Ltd., H Shares	432,000	836,230
CNGR Advanced Material Company, Ltd., Class A	5,900	38,041
CNPC Capital Company, Ltd., A Shares	38,900	37,780
Contemporary Amperex Technology Company, Ltd., A Shares	22,860	1,324,050
COSCO Shipping Energy Transportation Company, Ltd., H Shares (B)	100,000	176,357
COSCO Shipping Holdings Company, Ltd., H Shares (B)	380,699	631,582
CSC Financial Company, Ltd., H Shares (C)	140,000	214,944
CSPC Pharmaceutical Group, Ltd.	770,000	684,375
Daqin Railway Company, Ltd., Class A	107,700	73,171
Dongfang Electric Corp., Ltd., H Shares (B)	44,400	120,709
East Money Information Company, Ltd., A Shares	65,706	197,348
ENN Energy Holdings, Ltd.	58,600	302,339
ENN Natural Gas Company, Ltd., Class A	21,400	49,831
Eoptolink Technology, Inc., Ltd., Class A	5,460	488,434
Eve Energy Company, Ltd., A Shares	13,700	131,298
Everbright Securities Company, Ltd., H Shares (C)	32,400	30,491
Fiberhome Telecommunication Technologies Company, Ltd., Class A (A)	3,900	42,303
Focus Media Information Technology Company, Ltd., A Shares	73,100	52,142
Foshan Haitian Flavouring & Food Company, Ltd., Class A	25,264	123,464
Founder Securities Company, Ltd., A Shares	28,800	30,560
Foxconn Industrial Internet Company, Ltd., Class A	69,200	735,812
Fuyao Glass Industry Group Company, Ltd. , H Shares (C)	100,800	658,114

MULTIFACTOR EMERGING MARKETS ETF (continued)

	Shares or Principal Amount	Value
China (continued)
Ganfeng Lithium Group Company, Ltd., H Shares (C)	58,600	$375,869
GD Power Development Company, Ltd., Class A	217,700	149,830
GDS Holdings, Ltd., A Shares (A)(B)	109,300	393,600
GF Securities Company, Ltd., H Shares	166,600	360,943
Giant Network Group Company, Ltd., Class A	4,500	18,277
GigaDevice Semiconductor, Inc., Class A	2,700	324,299
GoerTek, Inc., A Shares	34,500	114,553
Goldwind Science & Technology Company, Ltd., H Shares	80,000	107,319
Gotion High-tech Company, Ltd., Class A	11,700	47,435
Grace Fabric Technology Company, Ltd., Class A	1,500	58,655
Gree Electric Appliances, Inc. of Zhuhai, A Shares	64,700	357,569
Guangdong Haid Group Company, Ltd., A Shares	14,900	97,959
Guangdong HEC Technology Holding Company, Ltd., Class A (A)	10,300	50,973
Guangzhou Automobile Group Company, Ltd., H Shares (A)	276,000	73,205
Guangzhou Tinci Materials Technology Company, Ltd., Class A	7,000	53,057
Guosen Securities Company, Ltd., Class A	42,100	61,983
Guotai Haitong Securities Company, Ltd., H Shares (C)	256,856	486,392
H World Group, Ltd.	211,400	899,293
Haidilao International Holding, Ltd. (B)(C)	112,000	151,675
Haier Smart Home Company, Ltd., H Shares	465,800	1,186,767
Hangzhou Chang Chuan Technology Company, Ltd., Class A	2,200	110,697
Hangzhou Silan Microelectronics Company, Ltd., Class A (A)	3,000	24,167
Hangzhou Tigermed Consulting Company, Ltd., H Shares (C)	3,200	14,184
Han’s Laser Technology Industry Group Company, Ltd., Class A	2,900	64,155
Hansoh Pharmaceutical Group Company, Ltd. (C)	104,000	392,816
Harbin Electric Company, Ltd., H Shares	62,000	121,121
Henan Shenhuo Coal Industry & Electricity Power Company, Ltd., Class A	21,100	65,924
Henan Shuanghui Investment & Development Company, Ltd., A Shares	24,100	79,559
Hengli Petrochemical Company, Ltd., A Shares	67,400	175,915
Hengtong Optic-electric Company, Ltd., A Shares	13,800	222,373
Hgtech Company, Ltd., Class A	3,400	92,504
Hithink RoyalFlush Information Network Company, Ltd., Class A	4,920	174,746
Horizon Robotics (A)(B)	561,000	291,873
Hua Hong Grace Semiconductor, Ltd. (A)(C)	64,000	1,756,275
Huadian Power International Corp., Ltd., H Shares	74,000	35,197

MULTIFACTOR EMERGING MARKETS ETF (continued)

	Shares or Principal Amount	Value
China (continued)
Huadong Medicine Company, Ltd., Class A	3,400	$14,090
Huafon Chemical Company, Ltd., Class A	21,200	29,650
Huaneng Power International, Inc., H Shares (B)	738,000	515,712
Huatai Securities Company, Ltd., H Shares (B)(C)	223,200	475,314
Huaxia Bank Company, Ltd., Class A	101,609	95,688
Huayu Automotive Systems Company, Ltd., Class A	20,400	46,660
Hubei Feilihua Quartz Glass Company, Ltd., Class A (A)	1,400	27,592
Huizhou Desay SV Automotive Company, Ltd., Class A	3,000	36,033
Hunan Gold Corp., Ltd., Class A	5,800	20,404
Hundsun Technologies, Inc., Class A	5,000	15,614
Hygon Information Technology Company, Ltd., Class A	4,759	259,713
Iflytek Company, Ltd., A Shares	13,200	79,448
Industrial & Commercial Bank of China, Ltd., H Shares	6,391,000	5,240,228
Industrial Bank Company, Ltd., A Shares	145,300	354,610
Industrial Securities Company, Ltd., Class A	41,400	36,852
Ingenic Semiconductor Company, Ltd., Class A	1,700	62,359
Inner Mongolia BaoTou Steel Union Company, Ltd., Class A (A)	314,500	103,359
Inner Mongolia Dian Tou Energy Corp., Ltd., A Shares	21,700	73,939
Inner Mongolia Xingye Silver&Tin Mining Company, Ltd., Class A	10,600	51,489
Inner Mongolia Yili Industrial Group Company, Ltd., A Shares	47,600	168,081
Innovent Biologics, Inc. (A)(C)	85,000	862,785
J&T Global Express, Ltd. (A)	333,200	355,207
JCET Group Company, Ltd., Class A	12,200	186,181
JD Health International, Inc. (A)(C)	121,000	506,709
JD Logistics, Inc. (A)(C)	255,500	382,824
JD.com, Inc., Class A	264,850	3,351,976
Jiangsu Eastern Shenghong Company, Ltd., Class A (A)	33,800	57,036
Jiangsu Expressway Company, Ltd., H Shares	104,000	121,611
Jiangsu Hengli Hydraulic Company, Ltd., A Shares	7,500	118,888
Jiangsu Hengrui Pharmaceuticals Company, Ltd., Class A	25,751	197,495
Jiangsu Yanghe Distillery Company, Ltd., A Shares	9,190	51,670
Jiangsu Zhongtian Technology Company, Ltd., Class A	20,000	178,855
Jiangxi Copper Company, Ltd., H Shares	96,000	378,513
Jinduicheng Molybdenum Company, Ltd., A Shares	17,500	72,498
Jinko Solar Company, Ltd., Class A (A)	57,044	39,933
Kanzhun, Ltd.	11,600	75,439
Kingnet Network Company, Ltd., A Shares	4,000	9,579

MULTIFACTOR EMERGING MARKETS ETF (continued)

	Shares or Principal Amount	Value
China (continued)
Kuaishou Technology (C)	331,100	$1,756,398
Kuang-Chi Technologies Company, Ltd., Class A	6,600	29,492
Kunlun Tech Company, Ltd., A Shares (A)	4,200	24,982
Kweichow Moutai Company, Ltd., A Shares	6,292	1,099,287
Laopu Gold Company, Ltd., H Shares (B)	1,900	83,927
LB Group Company, Ltd., Class A	15,500	37,646
Lenovo Group, Ltd.	1,580,000	4,638,022
Lens Technology Company, Ltd., A Shares	36,100	285,484
Leo Group Company, Ltd., Class A	16,100	11,271
Li Auto, Inc., Class A (A)(B)	125,300	736,265
Lingyi iTech Guangdong Company, A Shares	24,300	62,098
Longfor Group Holdings, Ltd. (B)(C)	274,054	208,981
LONGi Green Energy Technology Company, Ltd., A Shares (A)	43,600	84,303
Luxshare Precision Industry Company, Ltd., A Shares	29,700	308,144
Luzhou Laojiao Company, Ltd., A Shares	13,400	153,089
Meituan, Class B (A)(C)	388,970	3,397,638
Metallurgical Corp. of China, Ltd., H Shares	295,000	49,655
Midea Group Company, Ltd., H Shares (B)	35,200	370,760
Montage Technology Company, Ltd., Class A	4,552	207,897
Muyuan Foods Company, Ltd., A Shares	64,260	331,367
NARI Technology Company, Ltd., A Shares	46,552	156,765
National Silicon Industry Group Company, Ltd., Class A (A)	10,436	61,351
NAURA Technology Group Company, Ltd., Class A	3,595	468,652
NetEase, Inc.	217,100	5,603,259
New China Life Insurance Company, Ltd., H Shares	191,400	1,123,205
Ningbo Deye Technology Company, Ltd., Class A	5,600	87,631
Ningbo Tuopu Group Company, Ltd., Class A	8,825	73,379
Ningxia Baofeng Energy Group Company, Ltd., Class A	56,000	167,784
NIO, Inc., Class A (A)	151,170	746,785
Nongfu Spring Company, Ltd., H Shares (C)	146,000	737,629
OmniVision Integrated Circuits Group, Inc.	6,415	89,672
Orient Securities Company, Ltd., H Shares (C)	96,800	67,520
PetroChina Company, Ltd., H Shares	2,606,000	2,817,998
Pharmaron Beijing Company, Ltd., H Shares (C)	8,400	19,548
PICC Property & Casualty Company, Ltd., H Shares	1,104,000	2,015,963
Ping An Bank Company, Ltd., A Shares	136,400	202,025
Ping An Insurance Group Company of China, Ltd., H Shares	586,000	3,814,730
Piotech, Inc., Class A	746	91,472
Poly Developments and Holdings Group Company, Ltd., A Shares	122,100	83,315
Pop Mart International Group, Ltd. (B)(C)	73,800	1,455,851
Postal Savings Bank of China Company, Ltd., H Shares (C)	837,000	487,767

MULTIFACTOR EMERGING MARKETS ETF (continued)

	Shares or Principal Amount	Value
China (continued)
Qingdao Port International Company, Ltd., H Shares (C)	77,000	$61,859
Qinghai Salt Lake Industry Company, Ltd., Class A (A)	23,900	106,337
QuantumCTek Company, Ltd., Class A	212	15,747
Range Intelligent Computing Technology Group Company, Ltd., Class A	6,800	83,249
Remegen Company, Ltd., H Shares (A)(C)	3,000	28,424
RoboTechnik Intelligent Technology Company, Ltd., Class A	400	36,490
Rockchip Electronics Company, Ltd., A Shares	2,700	74,951
Rongsheng Petrochemical Company, Ltd., A Shares	90,150	142,823
SAIC Motor Corp., Ltd., Class A	47,700	68,611
Sanan Optoelectronics Company, Ltd., A Shares	32,000	100,074
Sangfor Technologies, Inc., Class A	1,100	15,595
Sany Heavy Industry Company, Ltd., A Shares	66,500	169,352
Satellite Chemical Company, Ltd., Class A	35,800	123,934
SDIC Power Holdings Company, Ltd., Class A	54,600	107,101
Seres Group Company, Ltd., A Shares	8,100	73,117
SF Holding Company, Ltd., H Shares	56,000	215,229
Shaanxi Coal Industry Company, Ltd., A Shares	107,500	322,402
Shandong Gold Mining Company, Ltd., H Shares (C)	91,220	194,257
Shandong Himile Mechanical Science & Technology Company, Ltd., A Shares	7,395	50,787
Shandong Hualu Hengsheng Chemical Company, Ltd., Class A	12,500	44,065
Shandong Nanshan Aluminum Company, Ltd., Class A	56,300	33,106
Shanghai Baosight Software Company, Ltd., Class A	15,764	38,635
Shanghai Electric Group Company, Ltd., H Shares	278,000	119,821
Shanghai Electric Power Company, Ltd., Class A	22,300	49,527
Shanghai Fosun Pharmaceutical Group Company, Ltd., H Shares	40,500	78,035
Shanghai Fudan Microelectronics Group Company, Ltd., H Shares	15,000	59,410
Shanghai International Airport Company, Ltd., A Shares	14,600	49,704
Shanghai Pharmaceuticals Holding Company, Ltd., H Shares	57,800	84,024
Shanghai Pudong Development Bank Company, Ltd., Class A	206,200	261,647
Shanghai Putailai New Energy Technology Group Company, Ltd.	12,000	51,163
Shanghai Rural Commercial Bank Company, Ltd., A Shares	58,100	64,133
Shanghai Stonehill Technology Company, Ltd., Class A	13,100	12,626
Shanghai Zhangjiang High-Tech Park Development Company, Ltd., Class A	3,600	19,763

MULTIFACTOR EMERGING MARKETS ETF (continued)

	Shares or Principal Amount	Value
China (continued)
Shanjin International Gold Company, Ltd., Class A	18,500	$46,350
Shannon Semiconductor Technology Company, Ltd., Class A	1,400	61,898
Shanxi Xinghuacun Fen Wine Factory Company, Ltd., A Shares	9,145	147,403
Sharetronic Data Technology Company, Ltd., Class A	2,700	135,251
Shenghe Resources Holding Company, Ltd., Class A	5,000	21,937
Shengyi Electronics Company, Ltd., Class A	3,873	75,572
Shengyi Technology Company, Ltd., Class A	14,200	362,879
Shenwan Hongyuan Group Company, Ltd., H Shares (C)	219,200	69,880
Shenzhen Envicool Technology Company, Ltd., Class A	4,160	48,777
Shenzhen Inovance Technology Company, Ltd., A Shares	15,750	153,963
Shenzhen Kinwong Electronic Company, Ltd., Class A	2,300	24,544
Shenzhen Megmeet Electrical Company, Ltd., Class A	1,200	29,566
Shenzhen Mindray Bio-Medical Electronics Company, Ltd., A Shares	8,700	174,156
Shenzhen Sunway Communication Company, Ltd., Class A	3,600	63,268
Shenzhen Transsion Holdings Company, Ltd., Class A	7,216	62,691
Shenzhou International Group Holdings, Ltd.	137,600	690,628
Sichuan Chuantou Energy Company, Ltd., Class A	25,800	53,878
Sichuan Kelun Pharmaceutical Company, Ltd., Class A	2,800	15,895
Sichuan Kelun-Biotech Biopharmaceutical Company, Ltd., H Shares (A)(B)	2,500	139,058
Sichuan Road and Bridge Group Company, Ltd., Class A	56,540	65,161
Sinoma Science & Technology Company, Ltd., A Shares	6,000	79,583
Sinomine Resource Group Company, Ltd., Class A	1,800	15,649
Sinopharm Group Company, Ltd., H Shares	126,400	256,441
Sinotruk Hong Kong, Ltd.	59,500	292,415
Smoore International Holdings, Ltd. (B)(C)	84,000	75,195
Spring Airlines Company, Ltd., A Shares	2,800	18,809
Sungrow Power Supply Company, Ltd., A Shares	15,740	368,877
Sunny Optical Technology Group Company, Ltd.	114,900	893,759
SUPCON Technology Company, Ltd., Class A	2,716	47,032
Suzhou Dongshan Precision Manufacturing Company, Ltd., Class A (A)	5,200	201,052
Suzhou Maxwell Technologies Company, Ltd., Class A	700	29,139
Suzhou TFC Optical Communication Company, Ltd., A Shares	6,720	299,763

MULTIFACTOR EMERGING MARKETS ETF (continued)

	Shares or Principal Amount	Value
China (continued)
TBEA Company, Ltd., Class A	27,700	$91,852
TCL Technology Group Corp., A Shares	145,620	124,902
Tencent Holdings, Ltd.	412,000	22,580,511
Tencent Music Entertainment Group, Class A	139,900	586,570
The People’s Insurance Company Group of China, Ltd., H Shares	977,000	584,303
Tianqi Lithium Corp., H Shares (A)(B)	21,800	111,696
Tianshan Aluminum Group Company, Ltd., A Shares	46,600	73,690
Tingyi Cayman Islands Holding Corp.	104,000	129,701
TongFu Microelectronics Company, Ltd., A Shares	10,700	119,641
Tongkun Group Company, Ltd., Class A	9,600	30,630
Tongling Nonferrous Metals Group Company, Ltd., A Shares	76,500	71,704
Tongwei Company, Ltd., A Shares (A)	41,100	73,352
Tsingtao Brewery Company, Ltd., H Shares	62,000	340,278
Unigroup Guoxin Microelectronics Company, Ltd., Class A	3,200	41,855
Unisplendour Corp., Ltd., Class A	13,100	55,718
Universal Scientific Industrial Shanghai Company, Ltd., Class A	4,900	23,397
Verisilicon Microelectronics Shanghai Company, Ltd., Class A (A)	1,759	96,212
Victory Giant Technology Huizhou Company, Ltd., A Shares	5,300	270,593
Vipshop Holdings, Ltd., ADR	23,370	309,886
Wanguo Gold Group, Ltd.	79,000	78,375
Wanhua Chemical Group Company, Ltd., A Shares	38,100	384,122
Wanxiang Qianchao Company, Ltd., Class A	7,500	14,292
Weichai Power Company, Ltd., H Shares	329,000	1,430,608
Wens Foodstuff Group Company, Ltd., Class A	65,200	118,381
Western Mining Company, Ltd., Class A	14,600	58,397
Western Superconducting Technologies Company, Ltd., Class A	1,630	15,088
Wolong Electric Group Company, Ltd., Class A	3,800	18,537
Wuhan Guide Infrared Company, Ltd., Class A (A)	10,900	21,301
Wuliangye Yibin Company, Ltd., A Shares	34,900	380,611
WUS Printed Circuit Kunshan Company, Ltd., A Shares	12,500	281,487
WuXi AppTec Company, Ltd., H Shares (C)	49,980	979,581
WuXi Biologics Cayman, Inc. (A)(C)	419,500	1,850,881
Wuxi Lead Intelligent Equipment Company, Ltd., Class A	3,500	21,004
XCMG Construction Machinery Company, Ltd., Class A	78,500	93,593
Xiamen Tungsten Company, Ltd., A Shares	4,200	52,737
XPeng, Inc., Class A (A)	133,700	863,538
Yangtze Optical Fibre & Cable Joint Stock Company, Ltd., H Shares (B)(C)	15,000	488,520
Yankuang Energy Group Company, Ltd., H Shares (B)	612,399	862,913

MULTIFACTOR EMERGING MARKETS ETF (continued)

	Shares or Principal Amount	Value
China (continued)
Yantai Jereh Oilfield Services Group Company, Ltd., Class A	3,300	$74,167
YTO Express Group Company, Ltd., Class A	20,000	46,423
Yum China Holdings, Inc.	20,400	831,395
Yunnan Aluminium Company, Ltd., A Shares	32,000	104,412
Yunnan Baiyao Group Company, Ltd., A Shares	12,640	88,242
Yunnan Chihong Zinc & Germanium Company, Ltd., Class A	30,000	53,541
Yunnan Copper Company, Ltd., Class A	9,300	21,765
Yunnan Energy New Material Group Company, Ltd., Class A (A)	5,700	56,207
Yunnan Tin Company, Ltd., Class A	9,100	57,252
Yunnan Yuntianhua Company, Ltd., A Shares	21,100	94,532
Zangge Mining Company, Ltd., A Shares	5,800	59,253
Zhangzhou Pientzehuang Pharmaceutical Company, Ltd., A Shares	3,900	62,810
Zhaojin Mining Industry Company, Ltd., H Shares	92,500	193,326
Zhejiang Century Huatong Group Company, Ltd., Class A	25,300	52,573
Zhejiang China Commodities City Group Company, Ltd., Class A	27,200	40,727
Zhejiang Chint Electrics Company, Ltd., Class A	13,400	49,509
Zhejiang Dahua Technology Company, Ltd., Class A	19,600	47,632
Zhejiang Huayou Cobalt Company, Ltd., A Shares	11,000	78,236
Zhejiang Jingsheng Mechanical & Electrical Company, Ltd., Class A	2,900	25,814
Zhejiang Juhua Company, Ltd., Class A	15,100	117,967
Zhejiang Leapmotor Technology Company, Ltd., H Shares (A)(C)	11,900	52,322
Zhejiang NHU Company, Ltd., A Shares	32,100	134,448
Zhejiang Sanhua Intelligent Controls Company, Ltd., Class A	17,300	111,749
Zhongji Innolight Company, Ltd., Class A	4,960	928,346
Zhongjin Gold Corp., Ltd., Class A	24,100	64,109
Zhongtai Securities Company, Ltd., A Shares	300	235
Zijin Mining Group Company, Ltd., H Shares	634,000	2,215,186
Zoomlion Heavy Industry Science and Technology Company, Ltd., H Shares (B)	183,200	161,193
ZTO Express Cayman, Inc.	73,750	1,613,800
Hong Kong - 2.5%		25,088,734
Alibaba Group Holding, Ltd.	1,453,700	17,211,832
Alibaba Health Information Technology, Ltd. (A)(B)	322,000	126,467
China Merchants Port Holdings Company, Ltd.	108,000	169,945
China Resources Beer Holdings Company, Ltd.	277,000	751,661
China Resources Land, Ltd.	462,500	1,769,308
China Resources Power Holdings Company, Ltd. (B)	344,000	742,214
China Taiping Insurance Holdings Company, Ltd.	135,200	310,672

MULTIFACTOR EMERGING MARKETS ETF (continued)

	Shares or Principal Amount	Value
Hong Kong (continued)
Chow Tai Fook Jewellery Group, Ltd. (B)	208,400	$289,664
Geely Automobile Holdings, Ltd.	889,000	1,911,304
Kingboard Laminates Holdings, Ltd. (B)	40,000	505,735
Kunlun Energy Company, Ltd.	398,000	326,336
Orient Overseas International, Ltd.	23,500	365,593
Sino Biopharmaceutical, Ltd.	889,000	499,932
Want Want China Holdings, Ltd.	250,000	108,071
India - 15.3%		155,511,389
360 ONE WAM, Ltd.	13,059	147,340
ABB India, Ltd.	5,595	415,198
Adani Energy Solutions, Ltd. (A)	38,277	603,681
Adani Enterprises, Ltd.	8,784	282,101
Adani Green Energy, Ltd. (A)	21,647	341,197
Adani Ports & Special Economic Zone, Ltd.	58,628	1,121,107
Adani Power, Ltd. (A)	574,764	1,361,758
Adani Total Gas, Ltd.	18,627	143,256
Aditya Birla Capital, Ltd. (A)	142,936	592,982
Alkem Laboratories, Ltd.	4,111	243,163
Ambuja Cements, Ltd.	66,304	296,152
APL Apollo Tubes, Ltd.	21,809	412,870
Apollo Hospitals Enterprise, Ltd.	11,594	1,061,736
Ashok Leyland, Ltd.	322,582	537,757
Asian Paints, Ltd.	49,999	1,394,455
Astral, Ltd.	13,026	183,200
AU Small Finance Bank, Ltd. (C)	41,681	455,983
Aurobindo Pharma, Ltd.	30,441	506,178
Avenue Supermarts, Ltd. (A)(C)	8,910	410,782
Axis Bank, Ltd.	223,865	3,196,255
Bajaj Auto, Ltd.	6,857	702,080
Bajaj Finance, Ltd.	212,400	2,259,557
Bajaj Finserv, Ltd.	28,141	526,201
Bajaj Holdings & Investment, Ltd.	4,445	498,977
Balkrishna Industries, Ltd.	9,873	227,168
Bank of Baroda	121,292	350,196
Bank of India	95,773	142,407
Bank of Maharashtra	239,843	231,333
Berger Paints India, Ltd.	42,627	230,092
Bharat Dynamics, Ltd.	3,599	52,381
Bharat Electronics, Ltd.	358,250	1,561,546
Bharat Forge, Ltd.	29,280	665,072
Bharat Heavy Electricals, Ltd.	137,145	605,613
Bharat Petroleum Corp., Ltd.	403,910	1,298,238
Bharti Airtel, Ltd.	240,008	4,703,367
Biocon, Ltd.	69,960	308,675
Blue Star, Ltd.	5,838	99,912
Bosch, Ltd.	810	342,282
Britannia Industries, Ltd.	14,205	773,737
Canara Bank	214,962	285,999
CG Power & Industrial Solutions, Ltd.	63,016	632,964

MULTIFACTOR EMERGING MARKETS ETF (continued)

	Shares or Principal Amount	Value
India (continued)
Cholamandalam Investment and Finance Company, Ltd.	66,253	$1,257,886
Cipla, Ltd.	93,123	1,444,183
Coal India, Ltd.	380,457	1,768,268
Cochin Shipyard, Ltd. (C)	2,945	47,103
Coforge, Ltd.	25,123	390,147
Colgate-Palmolive India, Ltd.	15,635	330,427
Container Corp. of India, Ltd.	38,167	192,430
Coromandel International, Ltd.	13,769	293,130
Cummins India, Ltd.	15,002	902,256
Dabur India, Ltd.	57,633	256,996
Dalmia Bharat, Ltd.	2,699	48,475
Divi’s Laboratories, Ltd.	11,553	805,401
Dixon Technologies India, Ltd.	3,146	395,864
DLF, Ltd.	39,707	260,054
Dr. Reddy’s Laboratories, Ltd.	123,310	1,772,947
Eicher Motors, Ltd.	13,465	1,010,102
Endurance Technologies, Ltd. (C)	1,034	29,220
Eternal, Ltd. (A)	295,913	829,043
Federal Bank, Ltd.	204,445	710,686
Fortis Healthcare, Ltd.	31,714	320,645
FSN E-Commerce Ventures, Ltd. (A)	143,121	472,641
GAIL India, Ltd.	436,651	795,309
GE Vernova T&D India, Ltd.	12,411	652,025
GlaxoSmithKline Pharmaceuticals, Ltd.	3,634	94,061
Glenmark Pharmaceuticals, Ltd.	15,510	361,621
GMR Airports, Ltd. (A)	306,120	363,785
Godrej Consumer Products, Ltd.	37,360	401,035
Godrej Properties, Ltd. (A)	8,058	158,932
Grasim Industries, Ltd.	37,646	1,234,468
Gujarat Fluorochemicals, Ltd.	1,156	48,690
Havells India, Ltd.	37,807	462,469
HCL Technologies, Ltd.	115,882	1,312,351
HDFC Asset Management Company, Ltd. (C)	22,562	632,798
HDFC Bank, Ltd.	838,725	7,092,397
HDFC Life Insurance Company, Ltd. (C)	67,382	409,202
Hero MotoCorp, Ltd.	22,239	1,127,471
Hindalco Industries, Ltd.	220,878	2,237,743
Hindustan Aeronautics, Ltd.	13,055	603,757
Hindustan Copper, Ltd.	27,346	145,139
Hindustan Petroleum Corp., Ltd.	188,519	784,776
Hindustan Unilever, Ltd.	88,601	1,987,418
Hitachi Energy India, Ltd.	793	293,462
Hyundai Motor India, Ltd.	11,733	236,188
ICICI Bank, Ltd.	465,022	6,778,918
ICICI Lombard General Insurance Company, Ltd. (C)	22,338	409,103
ICICI Prudential Life Insurance Company, Ltd. (C)	28,221	146,384
IDFC First Bank, Ltd.	436,814	365,939
Indian Bank	51,064	441,003

MULTIFACTOR EMERGING MARKETS ETF (continued)

	Shares or Principal Amount	Value
India (continued)
Indian Oil Corp., Ltd.	627,425	$923,320
Indian Railway Catering & Tourism Corp., Ltd.	26,361	139,911
Indus Towers, Ltd. (A)	265,745	1,102,887
IndusInd Bank, Ltd.	63,148	615,244
Info Edge India, Ltd.	39,815	412,414
Infosys, Ltd.	304,732	3,238,585
InterGlobe Aviation, Ltd. (C)	13,471	760,155
ITC, Ltd.	326,238	990,169
Jindal Stainless, Ltd.	63,372	465,555
Jindal Steel, Ltd.	56,943	637,594
Jio Financial Services, Ltd.	314,595	787,030
JK Cement, Ltd.	1,206	69,117
JSW Energy, Ltd.	44,344	272,434
JSW Steel, Ltd.	124,099	1,611,630
Kalyan Jewellers India, Ltd.	23,068	94,335
KEI Industries, Ltd.	2,855	162,417
Knowledge Realty Trust	51,857	63,280
Kotak Mahindra Bank, Ltd.	405,589	1,696,761
L&T Finance, Ltd.	86,898	284,584
Larsen & Toubro, Ltd.	46,607	2,040,277
Laurus Labs, Ltd. (C)	36,010	577,476
Linde India, Ltd.	2,118	163,495
Lloyds Metals & Energy, Ltd.	9,012	172,512
Lodha Developers, Ltd. (C)	14,718	148,783
LTM, Ltd. (C)	10,060	376,538
Lupin, Ltd.	25,115	642,025
Mahindra & Mahindra Financial Services, Ltd.	52,374	175,394
Mahindra & Mahindra, Ltd.	87,348	2,838,617
Mankind Pharma, Ltd.	5,601	151,210
Marico, Ltd.	78,893	698,386
Maruti Suzuki India, Ltd.	10,056	1,503,427
Max Financial Services, Ltd. (A)	13,417	224,801
Max Healthcare Institute, Ltd.	45,965	548,227
Motilal Oswal Financial Services, Ltd.	16,917	170,146
Mphasis, Ltd.	12,233	280,344
MRF, Ltd.	353	474,166
Multi Commodity Exchange of India, Ltd.	10,284	308,654
Muthoot Finance, Ltd.	21,969	696,004
National Aluminium Company, Ltd.	134,591	483,644
Nestle India, Ltd.	81,365	1,215,248
NHPC, Ltd.	283,994	244,215
Nippon Life India Asset Management, Ltd. (C)	17,995	220,292
NMDC, Ltd.	680,031	612,079
NTPC, Ltd.	529,120	1,999,738
Oberoi Realty, Ltd.	12,375	231,005
Oil & Natural Gas Corp., Ltd.	530,089	1,317,400
Oil India, Ltd.	72,278	319,170
One 97 Communications, Ltd. (A)	37,246	452,105
Oracle Financial Services Software, Ltd.	2,288	259,367
Patanjali Foods, Ltd.	15,068	65,106
PB Fintech, Ltd. (A)	19,267	333,808

MULTIFACTOR EMERGING MARKETS ETF (continued)

	Shares or Principal Amount	Value
India (continued)
Persistent Systems, Ltd.	11,891	$543,431
Petronet LNG, Ltd.	167,310	496,669
PI Industries, Ltd.	6,787	183,580
Pidilite Industries, Ltd.	36,490	613,739
Polycab India, Ltd.	5,413	570,128
Power Finance Corp., Ltd.	281,931	1,265,519
Power Grid Corp. of India, Ltd.	775,582	2,346,605
Prestige Estates Projects, Ltd.	17,156	281,213
Punjab National Bank	270,910	305,515
Rail Vikas Nigam, Ltd.	29,870	74,487
REC, Ltd.	180,312	691,561
Reliance Industries, Ltd.	568,560	7,775,308
Samvardhana Motherson International, Ltd.	888,731	1,394,235
SBI Cards & Payment Services, Ltd.	23,091	145,278
SBI Life Insurance Company, Ltd. (C)	28,692	538,626
Schaeffler India, Ltd.	4,574	202,513
Shree Cement, Ltd.	1,030	275,675
Shriram Finance, Ltd.	149,764	1,654,925
Siemens Energy India, Ltd.	9,185	359,992
Siemens, Ltd. (A)	5,661	215,427
Solar Industries India, Ltd.	2,608	514,802
SRF, Ltd.	13,248	383,898
State Bank of India	189,454	2,061,285
Steel Authority of India, Ltd.	168,912	309,402
Sun Pharmaceutical Industries, Ltd.	64,649	1,275,650
Sundaram Finance, Ltd.	7,394	357,051
Supreme Industries, Ltd.	7,120	237,387
Suzlon Energy, Ltd. (A)	963,384	599,451
Tata Communications, Ltd.	13,352	277,735
Tata Consultancy Services, Ltd.	87,869	1,887,176
Tata Consumer Products, Ltd.	59,646	676,115
Tata Motors Passenger Vehicles, Ltd.	385,729	1,432,342
Tata Motors, Ltd.	205,491	920,988
Tata Steel, Ltd.	955,083	1,904,238
Tech Mahindra, Ltd.	114,419	1,698,902
The Indian Hotels Company, Ltd.	53,512	404,765
The Phoenix Mills, Ltd.	11,929	247,505
The Tata Power Company, Ltd.	196,511	802,787
Titan Company, Ltd.	38,478	1,797,954
Torrent Pharmaceuticals, Ltd.	11,935	586,154
Torrent Power, Ltd.	14,791	219,696
Trent, Ltd.	27,074	936,133
Tube Investments of India, Ltd.	8,991	287,078
TVS Motor Company, Ltd.	26,160	959,443
UltraTech Cement, Ltd.	6,980	831,845
Union Bank of India, Ltd.	169,331	308,578
United Breweries, Ltd.	6,899	97,299
United Spirits, Ltd.	31,530	451,372
UNO Minda, Ltd.	20,605	238,138
UPL, Ltd.	88,429	533,888
Varun Beverages, Ltd.	111,110	598,988

MULTIFACTOR EMERGING MARKETS ETF (continued)

	Shares or Principal Amount	Value
India (continued)
Vedanta Aluminium Metal, Ltd. (A)	202,192	$962,913
Vedanta Iron and Steel, Ltd. (A)	202,192	76,170
Vedanta Oil and Gas, Ltd. (A)	202,192	68,993
Vedanta Power, Ltd. (A)	202,192	86,231
Vedanta, Ltd.	203,792	605,184
Vishal Mega Mart, Ltd. (A)	187,309	234,288
Vodafone Idea, Ltd. (A)	1,438,303	219,562
Voltas, Ltd.	14,298	193,341
Wipro, Ltd.	306,952	552,398
Yes Bank, Ltd. (A)	2,152,060	551,095
Zydus Lifesciences, Ltd.	50,890	598,366
Indonesia - 0.7%		7,430,484
Alamtri Resources Indonesia Tbk PT	1,378,600	174,253
Amman Mineral Internasional PT (A)	601,200	104,235
Aneka Tambang Persero Tbk PT	1,214,100	175,868
Astra International Tbk PT	2,433,900	615,281
Bank Central Asia Tbk PT	4,316,500	1,339,853
Bank Mandiri Persero Tbk PT	5,097,400	1,097,595
Bank Negara Indonesia Persero Tbk PT	2,262,300	399,825
Bank Rakyat Indonesia Persero Tbk PT	6,261,550	956,042
Barito Pacific Tbk PT (A)	2,498,255	179,545
Bumi Resources Minerals Tbk PT (A)	4,312,800	114,333
Bumi Resources Tbk PT (A)	7,145,300	52,751
Charoen Pokphand Indonesia Tbk PT	648,200	123,260
Indofood CBP Sukses Makmur Tbk PT	211,900	80,588
Indofood Sukses Makmur Tbk PT	696,500	260,019
Indosat Tbk PT	1,124,900	108,841
MD Entertainment Tbk PT (A)	157,200	13,671
Merdeka Battery Materials Tbk PT (A)	2,265,500	58,538
Merdeka Copper Gold Tbk PT (A)	681,100	92,185
Sumber Alfaria Trijaya Tbk PT	1,928,000	147,727
Telkom Indonesia Persero Tbk PT	6,988,600	918,524
United Tractors Tbk PT	324,600	417,550
Ireland - 0.7%		6,779,614
PDD Holdings, Inc., ADR (A)	88,878	6,779,614
Luxembourg - 0.0%		252,654
Zabka Group SA (A)	34,915	252,654
Malaysia - 1.4%		14,394,924
99 Speed Mart Retail Holdings BHD	106,900	92,546
AMMB Holdings BHD	302,800	473,044
Axiata Group BHD	533,395	276,018
CELCOMDIGI BHD	380,800	249,353
CIMB Group Holdings BHD	1,091,424	1,983,434
Gamuda BHD	339,963	364,350
Hong Leong Bank BHD	68,000	356,885
Hong Leong Financial Group BHD	40,100	180,954
IHH Healthcare BHD	193,100	397,803
IOI Corp. BHD	295,100	305,413
Kuala Lumpur Kepong BHD	59,076	306,572

MULTIFACTOR EMERGING MARKETS ETF (continued)

	Shares or Principal Amount	Value
Malaysia (continued)
Malayan Banking BHD	710,722	$1,878,990
Maxis BHD	245,700	203,670
MISC BHD	148,300	283,689
Mr. DIY Group M BHD (C)	240,000	96,530
Nestle Malaysia BHD	6,700	153,570
Petronas Chemicals Group BHD	160,900	159,815
Petronas Dagangan BHD	55,300	256,326
Petronas Gas BHD	72,000	308,660
PPB Group BHD	95,200	216,900
Press Metal Aluminium Holdings BHD	385,400	725,904
Public Bank BHD	1,158,200	1,363,424
QL Resources BHD	152,300	140,067
RHB Bank BHD	206,616	419,566
SD Guthrie BHD	331,238	485,789
Sime Darby BHD	678,000	355,836
Sunway BHD	121,900	153,664
Telekom Malaysia BHD	185,270	338,052
Tenaga Nasional BHD	323,500	1,132,944
Westports Holdings BHD	174,355	259,127
YTL Corp. BHD	353,120	176,668
YTL Power International BHD	292,020	299,361
Mexico - 2.2%		22,625,462
America Movil SAB de CV, Series B (B)	2,269,388	2,952,039
Arca Continental SAB de CV (B)	33,164	396,896
Cemex SAB de CV (B)	2,334,688	2,805,834
Coca-Cola Femsa SAB de CV (B)	55,900	594,614
El Puerto de Liverpool SAB de CV, Series C1 (B)	23,371	136,438
Fibra Uno Administracion SA de CV	171,000	294,073
Fomento Economico Mexicano SAB de CV	156,248	1,998,508
Grupo Aeroportuario del Pacifico SAB de CV, Series B (B)	49,313	1,247,094
Grupo Aeroportuario del Sureste SAB de CV, Series B (B)	22,489	689,995
Grupo Bimbo SAB de CV, Series A (B)	269,600	880,988
Grupo Carso SAB de CV, Series A1 (B)	66,204	494,472
Grupo Financiero Banorte SAB de CV, Series O	255,804	2,711,204
Grupo Financiero Inbursa SAB de CV, Series O (B)	314,540	750,270
Grupo Mexico SAB de CV, Series B	300,608	3,399,737
Industrias Penoles SAB de CV	22,565	985,686
Kimberly-Clark de Mexico SAB de CV, Class A (B)	166,300	367,552
Promotora y Operadora de Infraestructura SAB de CV	16,605	263,960
Wal-Mart de Mexico SAB de CV	564,540	1,656,102
Netherlands - 0.1%		650,178
NEPI Rockcastle NV (A)	72,755	650,178
Philippines - 0.5%		4,681,980
Aboitiz Equity Ventures, Inc.	376,280	201,721

MULTIFACTOR EMERGING MARKETS ETF (continued)

	Shares or Principal Amount	Value
Philippines (continued)
Aboitiz Power Corp.	136,500	$91,082
Ayala Corp.	29,370	200,043
Ayala Land, Inc.	683,400	164,809
Bank of the Philippine Islands	253,341	396,297
BDO Unibank, Inc.	316,484	611,102
Globe Telecom, Inc.	5,309	164,192
International Container Terminal Services, Inc.	94,110	1,364,802
Jollibee Foods Corp.	61,440	134,653
Manila Electric Company	33,370	309,938
Metropolitan Bank & Trust Company	305,162	323,212
PLDT, Inc.	14,225	261,924
SM Investments Corp.	26,165	251,546
SM Prime Holdings, Inc.	700,700	206,659
Poland - 1.4%		14,228,134
Alior Bank SA	8,173	282,664
Allegro.eu SA (A)(C)	38,146	383,759
Bank Handlowy w Warszawie SA	3,981	129,210
Bank Millennium SA (A)	34,184	177,838
Bank Polska Kasa Opieki SA	34,106	2,076,021
Budimex SA	1,386	271,828
CD Projekt SA (A)	4,020	239,990
Dino Polska SA (A)(C)	54,302	410,279
Erste Bank Polska SA	4,296	736,715
ING Bank Slaski SA	3,682	436,881
KGHM Polska Miedz SA	16,382	1,443,670
LPP SA	159	773,247
mBank SA (A)	1,509	547,581
ORLEN SA	63,919	2,152,825
PGE Polska Grupa Energetyczna SA (A)	174,866	439,160
Powszechna Kasa Oszczednosci Bank Polski SA	77,604	2,129,395
Powszechny Zaklad Ubezpieczen SA	67,601	1,180,142
Tauron Polska Energia SA	172,028	416,929
Russia - 0.0%		0
Gazprom PJSC, ADR (A)(D)	4,562	0
LUKOIL PJSC, ADR (A)(D)	472	0
MMC Norilsk Nickel PJSC, ADR (A)(D)	780	0
Novatek PJSC, GDR (A)(D)	50	0
Sberbank of Russia PJSC, ADR (A)(D)	263,203	0
Saudi Arabia - 2.4%		24,234,997
ACWA Power Company (A)	8,167	421,696
Ades Holding Company	35,992	178,370
Al Rajhi Bank	240,750	4,222,672
Alinma Bank	216,437	1,407,889
Almarai Company JSC	55,134	667,384
Arabian Internet & Communications Services Company	2,739	148,935
Bank AlBilad	66,778	433,492
Bank Al-Jazira	71,464	220,829
Banque Saudi Fransi	143,678	741,870

MULTIFACTOR EMERGING MARKETS ETF (continued)

	Shares or Principal Amount	Value
Saudi Arabia (continued)
Bupa Arabia for Cooperative Insurance Company	3,042	$141,607
Dar Al Arkan Real Estate Development Company (A)	57,018	273,314
Dr Sulaiman Al Habib Medical Services Group Company	9,578	540,439
Elm Company	3,284	600,476
Etihad Etisalat Company	80,446	1,294,304
Jarir Marketing Company	71,650	319,614
Mouwasat Medical Services Company	11,445	194,192
Nahdi Medical Company	4,589	113,589
Riyad Bank	207,421	1,099,157
Riyadh Cables Group Company	4,112	131,113
SABIC Agri-Nutrients Company	24,558	809,188
SAL Saudi Logistics Services	2,348	112,551
Saudi Arabian Mining Company (A)	79,023	1,249,326
Saudi Aramco Base Oil Company	5,014	165,879
Saudi Awwal Bank	42,719	367,930
Saudi Basic Industries Corp.	70,649	969,327
Saudi Energy Company	138,115	654,330
Saudi Tadawul Group Holding Company	2,943	103,630
Saudi Telecom Company	254,301	2,926,641
The Company for Cooperative Insurance	8,870	347,274
The Saudi Investment Bank	72,127	257,624
The Saudi National Bank	275,098	2,830,642
Yanbu National Petrochemical Company	36,999	289,713
Singapore - 0.2%		2,560,889
Trip.com Group, Ltd. (A)	64,450	2,560,889
South Africa - 3.6%		36,277,605
Absa Group, Ltd.	107,520	1,495,177
Bid Corp., Ltd.	40,163	1,094,374
Capitec Bank Holdings, Ltd.	10,797	3,129,174
Discovery, Ltd.	68,986	1,112,152
FirstRand, Ltd.	620,163	3,680,113
Gold Fields, Ltd.	97,183	3,266,807
Harmony Gold Mining Company, Ltd.	65,451	998,337
Impala Platinum Holdings, Ltd.	153,356	1,609,349
Investec, Ltd.	28,585	224,826
Kumba Iron Ore, Ltd.	10,871	193,032
MTN Group, Ltd.	354,724	4,931,508
Naspers, Ltd., N Shares	68,925	3,450,960
Nedbank Group, Ltd.	83,190	1,370,173
Northam Platinum Holdings, Ltd.	21,650	311,620
OUTsurance Group, Ltd.	99,293	476,473
Pepkor Holdings, Ltd. (C)	266,326	359,109
Sanlam, Ltd.	198,224	1,067,072
Sasol, Ltd. (A)	73,389	723,860
Shoprite Holdings, Ltd.	60,849	1,095,208
Sibanye Stillwater, Ltd.	312,058	662,957
Standard Bank Group, Ltd.	173,868	3,427,183

MULTIFACTOR EMERGING MARKETS ETF (continued)

	Shares or Principal Amount	Value
South Africa (continued)
Valterra Platinum, Ltd.	11,884	$802,224
Vodacom Group, Ltd. (B)	85,953	795,917
South Korea - 22.5%		228,209,248
Alteogen, Inc. (A)	2,637	614,443
APR Corp.	453	112,716
Celltrion, Inc. (A)	11,007	1,231,210
DB Insurance Company, Ltd.	7,352	635,405
Doosan Company, Ltd.	402	385,835
Doosan Enerbility Company, Ltd. (A)	31,246	1,750,567
Ecopro BM Company, Ltd.	5,042	463,748
Ecopro Company, Ltd. (A)	8,665	596,198
Hana Financial Group, Inc.	43,810	3,240,577
Hanjin Kal Corp.	1,594	121,405
Hanmi Semiconductor Company, Ltd.	5,046	835,409
Hanwha Aerospace Company, Ltd.	2,913	1,870,803
Hanwha Ocean Company, Ltd. (A)	8,041	520,566
Hanwha Systems Company, Ltd.	3,283	154,689
HD Hyundai Company, Ltd.	8,055	1,037,225
HD Hyundai Electric Company, Ltd.	2,650	1,662,557
HD Hyundai Heavy Industries Company, Ltd.	3,245	1,239,941
HD Korea Shipbuilding & Offshore Engineering Company, Ltd.	8,321	1,879,784
HMM Company, Ltd.	30,072	361,221
HYBE Company, Ltd. (A)	1,472	182,515
Hyosung Heavy Industries Corp.	524	1,162,791
Hyundai Autoever Corp.	759	259,646
Hyundai Engineering & Construction Company, Ltd.	13,478	993,473
Hyundai Glovis Company, Ltd.	9,732	1,150,151
Hyundai Mobis Company, Ltd.	7,497	2,419,480
Hyundai Motor Company	14,026	4,481,295
Hyundai Rotem Company, Ltd.	7,096	792,363
Industrial Bank of Korea	44,773	575,087
Kakao Corp.	34,615	771,928
KakaoBank Corp.	21,557	290,803
KB Financial Group, Inc.	40,460	4,152,288
Kia Corp.	52,323	4,660,540
KIWOOM Securities Company, Ltd.	844	186,853
Korea Aerospace Industries, Ltd.	6,360	600,984
Korea Electric Power Corp.	59,725	1,426,338
Korea Investment Holdings Company, Ltd.	7,333	1,046,016
Korea Zinc Company, Ltd.	927	646,202
Krafton, Inc. (A)	3,243	493,996
KT&G Corp.	10,760	1,178,579
LG Chem, Ltd.	5,469	988,395
LG Corp.	16,091	1,010,556
LG Electronics, Inc.	25,310	3,316,291
LG Energy Solution, Ltd. (A)	2,117	494,645
LIG Defense&Aerospace Company, Ltd.	560	259,885
LS Electric Company, Ltd.	8,920	1,370,270
Meritz Financial Group, Inc. (A)	9,900	674,782

MULTIFACTOR EMERGING MARKETS ETF (continued)

	Shares or Principal Amount	Value
South Korea (continued)
Mirae Asset Securities Company, Ltd.	20,912	$577,027
NAVER Corp.	15,449	1,984,348
NH Investment & Securities Company, Ltd.	10,034	190,408
POSCO Future M Company, Ltd.	2,785	315,656
POSCO Holdings, Inc.	9,201	1,882,603
Posco International Corp.	5,083	161,253
Rainbow Robotics (A)	445	149,071
Sam Chun Dang Pharm Company, Ltd.	791	115,385
Samsung Biologics Company, Ltd. (A)(C)	779	699,406
Samsung C&T Corp.	10,613	3,209,314
Samsung Electro-Mechanics Company, Ltd.	5,469	7,709,479
Samsung Electronics Company, Ltd.	276,442	59,595,706
Samsung Episholdings Company, Ltd. (A)	556	154,315
Samsung Fire & Marine Insurance Company, Ltd.	3,650	1,455,948
Samsung Heavy Industries Company, Ltd. (A)	82,318	1,237,985
Samsung Life Insurance Company, Ltd.	12,705	3,288,392
Samsung SDI Company, Ltd. (A)	7,202	2,263,844
Samsung SDS Company, Ltd.	4,711	580,171
Shinhan Financial Group Company, Ltd.	52,038	3,217,737
SK Hynix, Inc.	45,716	78,194,927
SK Innovation Company, Ltd. (A)	7,279	445,864
SK Telecom Company, Ltd.	21,499	1,226,691
SK, Inc.	4,958	2,668,929
S-Oil Corp.	5,522	379,230
Woori Financial Group, Inc.	117,806	2,205,108
Taiwan - 23.1%		234,318,890
Accton Technology Corp.	55,000	4,307,598
Advantech Company, Ltd.	54,981	849,141
Airtac International Group	15,743	659,737
Alchip Technologies, Ltd.	9,000	1,180,921
ASE Technology Holding Company, Ltd.	446,000	9,520,192
Asia Vital Components Company, Ltd.	37,000	2,932,683
ASPEED Technology, Inc.	3,000	1,553,372
Asustek Computer, Inc.	112,000	2,461,036
Bizlink Holding, Inc.	14,000	841,586
Caliway Biopharmaceuticals Company, Ltd. (A)	74,000	231,827
Cathay Financial Holding Company, Ltd.	1,138,513	3,513,124
Chang Hwa Commercial Bank, Ltd.	1,227,293	924,616
China Steel Corp.	1,558,000	919,448
Chroma ATE, Inc.	37,000	2,508,750
Chunghwa Telecom Company, Ltd.	392,000	1,741,183
CTBC Financial Holding Company, Ltd.	2,345,000	5,226,406
Delta Electronics, Inc.	109,000	6,672,108
E Ink Holdings, Inc.	92,000	619,465
E.Sun Financial Holding Company, Ltd.	1,887,939	2,041,640
Elite Material Company, Ltd.	31,000	5,245,083
Evergreen Marine Corp. Taiwan, Ltd.	155,000	897,697
Far EasTone Telecommunications Company, Ltd.	239,000	787,751
First Financial Holding Company, Ltd.	1,938,178	1,992,539

MULTIFACTOR EMERGING MARKETS ETF (continued)

	Shares or Principal Amount	Value
Taiwan (continued)
Formosa Chemicals & Fibre Corp.	551,000	$944,379
Formosa Petrochemical Corp.	187,000	323,441
Formosa Plastics Corp.	550,000	940,938
Fortune Electric Company, Ltd.	26,080	635,289
Fubon Financial Holding Company, Ltd.	1,022,600	4,156,976
Global Unichip Corp.	9,000	1,368,794
Globalwafers Company, Ltd.	42,000	1,325,004
Gold Circuit Electronics, Ltd.	29,000	1,092,399
Hon Hai Precision Industry Company, Ltd.	1,374,800	10,832,163
Hotai Motor Company, Ltd.	39,820	581,866
Hua Nan Financial Holdings Company, Ltd.	1,836,637	2,190,831
Jentech Precision Industrial Company, Ltd.	6,000	646,022
KGI Financial Holding Company, Ltd.	3,091,771	2,785,423
King Slide Works Company, Ltd.	5,000	1,155,180
King Yuan Electronics Company, Ltd.	135,000	1,430,242
Largan Precision Company, Ltd.	13,000	1,750,663
Lite-On Technology Corp.	381,000	2,655,094
MediaTek, Inc.	182,537	24,323,751
Mega Financial Holding Company, Ltd.	1,336,288	1,933,762
MPI Corp.	5,000	955,849
Nan Ya Plastics Corp.	766,000	4,003,547
Nan Ya Printed Circuit Board Corp.	20,000	743,961
Nanya Technology Corp.	218,000	3,096,542
Novatek Microelectronics Corp.	104,850	1,760,857
PharmaEssentia Corp.	33,876	1,424,948
Phison Electronics Corp.	16,000	1,197,872
Powerchip Semiconductor Manufacturing Corp. (A)	325,000	813,099
President Chain Store Corp.	100,000	700,014
Quanta Computer, Inc. (A)	291,000	3,361,575
Realtek Semiconductor Corp.	57,000	1,442,155
SinoPac Financial Holdings Company, Ltd.	2,184,524	2,736,098
Taiwan Cooperative Financial Holding Company, Ltd.	1,301,691	1,015,398
Taiwan Mobile Company, Ltd.	293,000	1,071,508
Taiwan Semiconductor Manufacturing Company, Ltd.	601,000	45,466,702
TS Financial Holding Company, Ltd.	4,081,922	4,260,478
Unimicron Technology Corp.	223,811	7,517,391
Uni-President Enterprises Corp.	522,000	1,220,756
United Integrated Services Company, Ltd.	7,000	290,051
United Microelectronics Corp.	1,408,000	7,270,604
Vanguard International Semiconductor Corp.	186,643	1,265,515
Winbond Electronics Corp.	289,000	1,882,426
Wistron Corp.	367,000	1,825,985
Wiwynn Corp.	22,064	3,210,228
WT Microelectronics Company, Ltd.	37,000	248,552
Yageo Corp.	281,884	10,087,353
Yuanta Financial Holding Company, Ltd. (A)	2,198,619	4,534,373
Zhen Ding Technology Holding, Ltd.	112,000	2,214,933

MULTIFACTOR EMERGING MARKETS ETF (continued)

	Shares or Principal Amount	Value
Thailand - 1.4%		$14,711,387
Advanced Info Service PCL, NVDR	123,500	1,364,353
Airports of Thailand PCL, NVDR	281,600	544,628
Bangkok Bank PCL, NVDR	67,400	364,182
Bangkok Dusit Medical Services PCL, NVDR	528,700	307,157
Bumrungrad Hospital PCL, NVDR	67,000	379,163
Central Pattana PCL, NVDR	174,800	352,541
Central Retail Corp. PCL, NVDR	515,700	364,803
Charoen Pokphand Foods PCL, NVDR	551,200	325,206
CP ALL PCL, NVDR	268,900	378,413
Delta Electronics Thailand PCL, NVDR	386,600	3,782,153
Global Power Synergy PCL, NVDR	98,586	130,576
Gulf Development PCL, NVDR	571,722	1,058,410
Indorama Ventures PCL, NVDR	301,500	199,666
Kasikornbank PCL, NVDR	67,100	440,325
Krung Thai Bank PCL, NVDR	403,100	461,095
Minor International PCL, NVDR	507,029	376,985
PTT Exploration & Production PCL, NVDR	255,700	1,031,405
PTT Global Chemical PCL, NVDR	45,300	45,681
PTT Oil & Retail Business PCL, NVDR	305,500	114,952
PTT PCL, NVDR	946,400	1,011,339
SCB X PCL, NVDR	94,200	419,669
Thai Beverage PCL (B)	964,300	324,304
The Siam Cement PCL, NVDR	33,200	243,849
TMBThanachart Bank PCL, NVDR	2,760,285	204,401
True Corp. PCL, NVDR	1,251,900	486,131
Turkey - 0.5%		5,258,244
Akbank TAS	382,234	630,837
Aselsan Elektronik Sanayi Ve Ticaret AS	64,488	476,865
Astor Transformator Enerji Turizm Insaat Ve Petrol Sanayi Ticaret AS	8,972	53,172
BIM Birlesik Magazalar AS	58,193	455,573
Coca-Cola Icecek AS	51,855	92,305
Destek Finans Faktoring AS (A)	4,920	382,006
Enka Insaat ve Sanayi AS	107,576	208,671
Eregli Demir ve Celik Fabrikalari TAS	304,922	264,561
Ford Otomotiv Sanayi AS	45,791	82,983
KOC Holding AS	149,007	617,995
Tofas Turk Otomobil Fabrikasi AS	4,387	28,961
Turk Hava Yollari AO	63,690	445,027
Turkcell Iletisim Hizmetleri AS	135,461	311,828
Turkiye Is Bankasi AS, Class C	1,227,924	389,784
Turkiye Petrol Rafinerileri AS	82,731	403,410
Yapi ve Kredi Bankasi AS (A)	481,509	414,266
United States - 0.4%		3,990,975
Anglogold Ashanti PLC	32,231	2,611,183
BeOne Medicines, Ltd., H Shares (A)	63,500	1,379,792

MULTIFACTOR EMERGING MARKETS ETF (continued)

	Shares or Principal Amount	Value
PREFERRED SECURITIES - 1.2%		$12,087,616
(Cost $10,739,701)
Brazil - 1.1%		11,354,712
Axia Energia SA (A)	25	$251
Axia Energia SA, Class C (A)	27,027	276,802
Banco Bradesco SA	528,047	1,846,550
Cia Energetica de Minas Gerais	352,026	739,289
Gerdau SA	237,896	955,086
Itau Unibanco Holding SA	352,203	2,870,183
Localiza Rent a Car SA	2,354	18,187
Petroleo Brasileiro SA	636,500	4,648,364
Chile - 0.1%		732,904
Sociedad Quimica y Minera de Chile SA, B Shares	9,873	732,904
SHORT-TERM INVESTMENTS - 0.3%		$2,347,496
(Cost $2,347,828)
Short-term funds - 0.3%		2,347,496
John Hancock Collateral Trust, 3.6026% (E)(F)	233,513	2,334,992
State Street Institutional U.S. Government Money Market Fund, Premier Class, 3.5748% (E)	12,504	12,504
Total investments (Multifactor Emerging Markets ETF) (Cost $662,221,838) - 100.4%		$1,019,268,540
Other assets and liabilities, net - (0.4%)		(3,623,587)
Total net assets - 100.0%		$1,015,644,953

    

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
ADR	American Depositary Receipt
GDR	Global Depositary Receipt
NVDR	Non-Voting Depositary Receipt
(A)	Non-income producing security.
(B)	All or a portion of this security is on loan as of 6-30-26. The value of securities on loan amounted to $17,684,503. In addition to the cash collateral invested in John Hancock Collateral Trust, if any, non-cash collateral of $16,480,112 in the form of U.S. Treasuries was pledged to the fund.
(C)	This security is exempt from registration under Rule 144A of the Securities Act of 1933. Such securities may be resold, normally to qualified institutional buyers, in transactions exempt from registration.
(D)	Security is valued using significant unobservable inputs and is classified as Level 3 in the fair value hierarchy.
(E)	The rate shown is the annualized seven-day yield as of 6-30-26.
(F)	Investment is an affiliate of the fund, the advisor and/or subadvisor. This security represents the investment of cash collateral received for securities lending.

The fund had the following sector composition as a percentage of total investments on 6-30-26:

Information technology	35.6%
Financials	21.0%
Consumer discretionary	9.1%
Materials	7.4%
Industrials	6.9%

Communication services	6.8%
Energy	3.9%
Consumer staples	3.3%
Health care	2.6%
Utilities	2.6%
Real estate	0.6%
Short-term investments	0.2%
TOTAL	100.0%

MULTIFACTOR LARGE CAP ETF

As of 6-30-26 (unaudited)

	Shares or Principal Amount	Value
COMMON STOCKS – 99.9%		$1,171,549,931
(Cost $745,569,007)
Communication services – 7.2%		84,545,243
Diversified telecommunication services – 0.6%
AST SpaceMobile, Inc. (A)(B)	2,292	203,667
AT&T, Inc.	107,952	2,234,606
Comcast Corp., Class A	65,496	1,607,927
Verizon Communications, Inc.	77,638	3,287,193
Entertainment – 1.1%
Electronic Arts, Inc.	8,661	1,775,851
Live Nation Entertainment, Inc. (A)	5,059	926,353
Netflix, Inc. (A)	44,247	3,159,236
ROBLOX Corp., Class A (A)	7,258	394,690
Roku, Inc. (A)	3,895	538,055
Take-Two Interactive Software, Inc. (A)	5,068	1,266,899
The Walt Disney Company	21,829	2,101,041
TKO Group Holdings, Inc.	1,283	258,281
Warner Brothers Discovery, Inc. (A)	61,995	1,652,787
Warner Music Group Corp., Class A	3,845	104,084
Interactive media and services – 5.1%
Alphabet, Inc., Class A	86,903	31,056,525
Alphabet, Inc., Class C	27,757	9,807,381
Meta Platforms, Inc., Class A	32,603	18,364,944
Pinterest, Inc., Class A (A)	14,722	309,604
Reddit, Inc., Class A (A)	1,458	253,080
Snap, Inc., Class A (A)	19,906	88,383
Media – 0.3%
Charter Communications, Inc., Class A (A)	2,031	288,829
EchoStar Corp., Class A (A)(B)	2,835	287,753
Fox Corp., Class A	11,551	602,500
Fox Corp., Class B	4,440	207,970
News Corp., Class A	13,112	325,571
News Corp., Class B	3,895	109,294
Omnicom Group, Inc.	16,266	1,184,653
Paramount Skydance Corp., Class B	18,382	181,247
The New York Times Company, Class A	3,732	261,165
The Trade Desk, Inc., Class A (A)	9,492	171,615
Wireless telecommunication services – 0.1%
T-Mobile US, Inc.	9,146	1,534,059

MULTIFACTOR LARGE CAP ETF (continued)

	Shares or Principal Amount	Value
Consumer discretionary – 9.4%		$109,759,581
Automobile components – 0.1%
Aptiv PLC (A)	8,485	520,809
Autoliv, Inc.	3,716	431,688
BorgWarner, Inc.	4,041	268,322
Versigent PLC (A)	2,828	118,804
Automobiles – 1.2%
Ford Motor Company	139,528	1,939,439
General Motors Company	31,810	2,451,915
Rivian Automotive, Inc., Class A (A)	21,259	368,844
Tesla, Inc. (A)	22,268	9,365,921
Broadline retail – 3.0%
Amazon.com, Inc. (A)	134,617	32,084,616
Coupang, Inc. (A)	18,881	327,963
Dillard’s, Inc., Class A (B)	81	42,802
eBay, Inc.	24,924	2,785,257
Distributors – 0.1%
Genuine Parts Company	7,226	852,523
LKQ Corp.	10,133	266,802
Pool Corp.	1,359	292,049
Diversified consumer services – 0.1%
Service Corp. International	7,804	592,792
Hotels, restaurants and leisure – 2.0%
Airbnb, Inc., Class A (A)	3,936	563,242
Aramark	10,908	620,665
Booking Holdings, Inc.	10,770	1,919,645
Carnival Corp., Ltd.	48,651	1,389,959
Cava Group, Inc. (A)	527	41,359
Chipotle Mexican Grill, Inc. (A)	30,770	1,046,180
Darden Restaurants, Inc.	6,005	1,237,090
Domino’s Pizza, Inc.	1,154	341,630
DoorDash, Inc., Class A (A)	4,510	832,230
DraftKings, Inc., Class A (A)	8,718	220,217
Dutch Bros, Inc., Class A (A)	1,174	84,305
Expedia Group, Inc.	5,172	1,323,411
Flutter Entertainment PLC (A)	2,003	204,647
Hilton Worldwide Holdings, Inc.	4,621	1,527,056
Hyatt Hotels Corp., Class A	1,518	294,249
Las Vegas Sands Corp.	9,174	423,747
Marriott International, Inc., Class A	4,328	1,603,914
McDonald’s Corp.	9,310	2,516,586
MGM Resorts International (A)	5,887	281,457
Norwegian Cruise Line Holdings, Ltd. (A)	16,714	352,833
Royal Caribbean Cruises, Ltd.	6,996	2,221,440
Starbucks Corp.	15,380	1,571,682
Texas Roadhouse, Inc.	2,579	498,340
Viking Holdings, Ltd. (A)	3,213	336,305
Wynn Resorts, Ltd.	2,954	286,804
Yum! Brands, Inc.	7,687	1,228,844
Household durables – 0.7%
D.R. Horton, Inc.	9,792	1,594,921

MULTIFACTOR LARGE CAP ETF (continued)

	Shares or Principal Amount	Value
Consumer discretionary (continued)
Household durables (continued)
Garmin, Ltd.	6,308	$1,498,402
Lennar Corp., A Shares	6,394	578,593
Lennar Corp., B Shares (B)	387	34,331
NVR, Inc. (A)	178	1,212,785
PulteGroup, Inc.	10,846	1,488,180
SharkNinja, Inc. (A)	2,161	329,055
Somnigroup International, Inc.	5,963	467,499
Toll Brothers, Inc.	2,733	450,262
TopBuild Corp. (A)	1,005	356,303
Leisure products – 0.0%
Hasbro, Inc.	6,389	527,668
Specialty retail – 1.8%
AutoZone, Inc. (A)	337	1,077,032
Best Buy Company, Inc.	13,678	1,037,887
Burlington Stores, Inc. (A)	2,468	781,862
Carvana Company (A)	11,356	747,452
Chewy, Inc., Class A (A)	3,354	65,906
Dick’s Sporting Goods, Inc.	3,241	735,091
Five Below, Inc. (A)	537	96,547
GameStop Corp., Class A (A)	7,969	175,956
Lowe’s Companies, Inc.	7,679	1,693,143
O’Reilly Automotive, Inc. (A)	17,094	1,574,186
Penske Automotive Group, Inc. (B)	665	119,002
Ross Stores, Inc.	10,031	2,135,098
The Gap, Inc.	7,760	144,957
The Home Depot, Inc.	12,023	4,240,272
The TJX Companies, Inc.	19,171	2,904,407
Tractor Supply Company	28,709	907,491
Ulta Beauty, Inc. (A)	2,576	1,161,724
Wayfair, Inc., Class A (A)	973	89,925
Williams-Sonoma, Inc.	7,283	1,697,667
Textiles, apparel and luxury goods – 0.4%
Amer Sports, Inc. (A)	3,489	118,068
Deckers Outdoor Corp. (A)	6,825	677,654
Levi Strauss & Company, Class A	1,064	26,419
Lululemon Athletica, Inc. (A)	3,397	387,869
NIKE, Inc., Class B	18,475	758,399
Ralph Lauren Corp.	1,581	634,629
Tapestry, Inc.	10,620	1,554,556
Consumer staples – 4.8%		56,323,466
Beverages – 0.9%
Brown-Forman Corp., Class A (B)	2,120	58,003
Brown-Forman Corp., Class B	8,059	214,772
Celsius Holdings, Inc. (A)	2,119	62,044
Coca-Cola Consolidated, Inc.	1,927	367,903
Constellation Brands, Inc., Class A	4,701	653,862
Keurig Dr. Pepper, Inc.	18,820	615,979
Molson Coors Beverage Company, Class B	6,949	270,733