N-Q 1 d337049.htm N-Q

UNITED STATES
SECURITIES AND EXCHANGE COMMISSION
Washington, D.C. 20549

FORM N-Q

QUARTERLY SCHEDULE OF PORTFOLIO HOLDINGS OF REGISTERED
MANAGEMENT INVESTMENT COMPANIES

Investment Company Act file number 811-22733

John Hancock Exchange-Traded Fund Trust
(Exact name of registrant as specified in charter)

601 Congress Street, Boston, Massachusetts 02210
(Address of principal executive offices) (Zip code)

Salvatore Schiavone, Treasurer

601 Congress Street

Boston, Massachusetts 02210

(Name and address of agent for service)

Registrant's telephone number, including area code: 617-663-4497

Date of fiscal year end: April 30
 
 
Date of reporting period: January 31, 2018



ITEM 1. SCHEDULE OF INVESTMENTS






John Hancock

Multifactor ETFs

Quarterly portfolio holdings 1/31/18

jhnq_logo.jpg


Funds' investments  
MULTIFACTOR CONSUMER DISCRETIONARY ETF

As of 1-31-18 (unaudited)
  Shares or
Principal
Amount
Value
COMMON STOCKS – 99.9%   $52,065,554
(Cost $43,849,926)    
Consumer discretionary – 99.9% 52,065,554
Auto components – 5.7%  
Adient PLC (A) 2,174 140,875
Aptiv PLC 8,642 819,953
Autoliv, Inc. (A) 2,710 412,489
BorgWarner, Inc. 5,780 325,183
Delphi Technologies PLC (B) 2,863 158,123
Gentex Corp. 8,416 199,291
Lear Corp. 2,619 505,834
The Goodyear Tire & Rubber Company 9,353 325,671
Visteon Corp. (B) 542 70,503
Automobiles – 4.0%  
Ford Motor Company 58,019 636,468
General Motors Company 15,889 673,852
Harley-Davidson, Inc. (A) 5,941 287,901
Tesla, Inc. (A)(B) 899 318,525
Thor Industries, Inc. 1,376 188,044
Distributors – 1.8%  
Genuine Parts Company 3,996 415,864
LKQ Corp. (B) 8,776 368,855
Pool Corp. 1,252 169,320
Diversified consumer services – 1.6%  
Bright Horizons Family Solutions, Inc. (B) 1,123 110,279
Grand Canyon Education, Inc. (B) 678 63,047
H&R Block, Inc. 5,851 155,286
Service Corp. International 6,652 265,880
ServiceMaster Global Holdings, Inc. (B) 4,217 222,320
Hotels, restaurants and leisure – 16.2%  
Aramark 8,478 388,377
Carnival Corp. 5,193 371,871
Chipotle Mexican Grill, Inc. (B) 602 195,506
Cracker Barrel Old Country Store, Inc. (A) 753 132,889
Darden Restaurants, Inc. 3,525 337,871
Domino's Pizza, Inc. 1,050 227,693
Dunkin' Brands Group, Inc. 2,682 173,391
Extended Stay America, Inc. 4,295 86,888
Hilton Grand Vacations, Inc. (B) 1,327 59,675
Hilton Worldwide Holdings, Inc. 5,740 491,631
Hyatt Hotels Corp., Class A (B) 1,032 83,902
International Game Technology PLC 3,221 93,634
Las Vegas Sands Corp. 5,570 431,786
Marriott International, Inc., Class A 3,711 546,779
McDonald's Corp. 5,763 986,280
MGM Resorts International 15,037 548,099
Norwegian Cruise Line Holdings, Ltd. (B) 5,314 322,772
Royal Caribbean Cruises, Ltd. 2,602 347,497
Six Flags Entertainment Corp. 2,121 143,295
Starbucks Corp. 14,911 847,094
The Wendy's Company 5,292 85,625
MULTIFACTOR CONSUMER DISCRETIONARY ETF (continued)

  Shares or
Principal
Amount
Value
Consumer discretionary (continued)  
Hotels, restaurants and leisure (continued)  
Vail Resorts, Inc. 1,013 $221,401
Wyndham Worldwide Corp. 3,639 451,709
Wynn Resorts, Ltd. 1,944 321,907
Yum! Brands, Inc. 6,454 545,944
Household durables – 6.0%  
CalAtlantic Group, Inc. 1,757 98,620
D.R. Horton, Inc. 9,280 455,184
Leggett & Platt, Inc. 3,807 177,064
Lennar Corp., A Shares 5,187 325,017
Lennar Corp., B Shares 345 17,471
Mohawk Industries, Inc. (B) 1,633 458,971
Newell Brands, Inc. 12,130 320,717
NVR, Inc. (B) 117 371,846
PulteGroup, Inc. 8,147 259,319
Toll Brothers, Inc. 4,021 187,298
Whirlpool Corp. 2,371 430,147
Internet and direct marketing retail – 11.7%  
Amazon.com, Inc. (B) 2,701 3,918,854
Expedia, Inc. 2,901 371,357
Liberty Interactive Corp., Series A (B) 12,551 352,558
Netflix, Inc. (B) 2,342 633,043
The Priceline Group, Inc. (B) 351 671,130
TripAdvisor, Inc. (A)(B) 2,531 87,750
Wayfair, Inc., Class A (B) 451 41,497
Leisure products – 1.6%  
Brunswick Corp. 2,629 165,049
Hasbro, Inc. 3,300 312,081
Mattel, Inc. (A) 8,553 135,480
Polaris Industries, Inc. 1,825 206,243
Media – 18.9%  
AMC Networks, Inc., Class A (B) 1,412 72,845
Cable One, Inc. 119 84,018
CBS Corp., Class B 10,091 581,343
Charter Communications, Inc., Class A (B) 1,929 727,715
Cinemark Holdings, Inc. (A) 3,679 135,387
Comcast Corp., Class A 52,099 2,215,764
Discovery Communications, Inc., Series A (A)(B) 5,793 145,231
Discovery Communications, Inc., Series C (A)(B) 5,182 123,643
DISH Network Corp., Class A (B) 5,402 253,354
Liberty Media Corp.-Liberty Formula One, Series A (B) 508 18,125
Liberty Media Corp.-Liberty Formula One, Series C (A)(B) 4,104 154,680
Liberty Media Corp.-Liberty SiriusXM, Series A (B) 3,405 153,259
Lions Gate Entertainment Corp., Class A (B) 1,230 41,623
Lions Gate Entertainment Corp., Class B (B) 2,530 80,960
Live Nation Entertainment, Inc. (B) 3,590 161,765
News Corp., Class A 9,972 170,621
News Corp., Class B 3,160 55,142
2 JOHN HANCOCK MULTIFACTOR ETFS |QUARTERLY REPORT SEE NOTES TO FUND'S INVESTMENTS

 

MULTIFACTOR CONSUMER DISCRETIONARY ETF (continued)

  Shares or
Principal
Amount
Value
Consumer discretionary (continued)  
Media (continued)  
Omnicom Group, Inc. 8,246 $632,056
Scripps Networks Interactive, Inc., Class A 2,807 246,988
Sirius XM Holdings, Inc. (A) 36,997 226,052
The Interpublic Group of Companies, Inc. 11,490 251,516
The Madison Square Garden Company, Class A (B) 571 123,245
The Walt Disney Company 13,629 1,481,063
Time Warner, Inc. 6,425 612,624
Twenty-First Century Fox, Inc., Class A 13,535 499,442
Twenty-First Century Fox, Inc., Class B 4,942 180,334
Viacom, Inc., Class A 268 10,439
Viacom, Inc., Class B 12,779 427,074
Multiline retail – 6.8%  
Dollar General Corp. 8,853 912,921
Dollar Tree, Inc. (B) 7,499 862,385
Kohl's Corp. 6,599 427,417
Macy's, Inc. 12,295 319,055
Nordstrom, Inc. (A) 4,663 229,933
Target Corp. 10,655 801,469
Specialty retail – 18.8%  
Advance Auto Parts, Inc. 2,002 234,214
AutoNation, Inc. (B) 2,423 145,913
AutoZone, Inc. (B) 581 444,721
Bed Bath & Beyond, Inc. 5,755 132,825
Best Buy Company, Inc. 8,629 630,435
Burlington Stores, Inc. (B) 1,777 216,279
CarMax, Inc. (B) 5,210 371,838
Foot Locker, Inc. 4,585 225,353
L Brands, Inc. 4,851 242,987
Lowe's Companies, Inc. 9,428 987,394
O'Reilly Automotive, Inc. (B) 2,660 704,075
Penske Automotive Group, Inc. 1,125 58,714
Ross Stores, Inc. 11,994 988,186
Signet Jewelers, Ltd. (A) 1,666 88,131
The Gap, Inc. 8,461 281,244
The Home Depot, Inc. 10,566 2,122,709
The Michaels Companies, Inc. (B) 2,245 60,323
The TJX Companies, Inc. 8,768 704,246
Tiffany & Company 3,226 344,053
Tractor Supply Company 4,160 317,200
Ulta Beauty, Inc. (B) 1,622 360,246
Williams-Sonoma, Inc. (A) 3,007 154,049
Textiles, apparel and luxury goods – 6.8%  
Carter's, Inc. 1,541 185,382
Columbia Sportswear Company 737 55,032
Hanesbrands, Inc. (A) 11,633 252,669
Lululemon Athletica, Inc. (B) 2,372 185,514
Michael Kors Holdings, Ltd. (B) 5,343 352,638
NIKE, Inc., Class B 12,116 826,554
MULTIFACTOR CONSUMER DISCRETIONARY ETF (continued)

  Shares or
Principal
Amount
Value
Consumer discretionary (continued)  
Textiles, apparel and luxury goods (continued)  
PVH Corp. 2,069 $320,861
Ralph Lauren Corp. 1,825 208,616
Skechers U.S.A., Inc., Class A (B) 3,042 125,300
Tapestry, Inc. 7,739 364,043
Under Armour, Inc., Class A (A)(B) 3,009 41,705
Under Armour, Inc., Class C (A)(B) 3,033 38,974
VF Corp. 7,393 599,868
SECURITIES LENDING COLLATERAL – 4.9%   $2,552,923
(Cost $2,552,820)    
John Hancock Collateral Trust, 1.4720% (C)(D) 255,162 2,552,923
SHORT-TERM INVESTMENTS – 0.1%   $50,531
(Cost $50,531)    
Money market funds – 0.1% 50,531
State Street Institutional U.S. Government Money Market Fund, Premier Class, 1.2490% (C) 50,531 50,531
Total investments (Multifactor Consumer Discretionary ETF) (Cost $46,453,277) 104.9% $54,669,008
Other assets and liabilities, net (4.9%)   (2,570,932)
Total net assets 100.0%   $52,098,076
    
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
(A) A portion of this security is on loan as of 1-31-18. The value of securities on loan amounted to $2,485,724.
(B) Non-income producing security.
(C) The rate shown is the annualized seven-day yield as of 1-31-18.
(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.
MULTIFACTOR CONSUMER STAPLES ETF

As of 1-31-18 (unaudited)
  Shares or
Principal
Amount
Value
COMMON STOCKS – 100.0%   $31,158,681
(Cost $29,261,859)    
Consumer staples – 100.0% 31,158,681
Beverages – 21.7%  
Brown-Forman Corp., Class A 2,804 193,476
Brown-Forman Corp., Class B 6,030 417,879
Constellation Brands, Inc., Class A 2,764 606,615
Dr. Pepper Snapple Group, Inc. 7,341 876,148
Molson Coors Brewing Company, Class B 7,929 666,195
Monster Beverage Corp. (A) 6,415 437,695
PepsiCo, Inc. 14,802 1,780,681
The Coca-Cola Company 37,608 1,789,765
Food and staples retailing – 23.9%  
Casey's General Stores, Inc. (B) 1,808 218,967
Costco Wholesale Corp. 6,170 1,202,348
SEE NOTES TO FUND'S INVESTMENTS QUARTERLY REPORT |JOHN HANCOCK MULTIFACTOR ETFS 3

 

MULTIFACTOR CONSUMER STAPLES ETF (continued)

  Shares or
Principal
Amount
Value
Consumer staples (continued)  
Food and staples retailing (continued)  
CVS Health Corp. 14,215 $1,118,578
Sysco Corp. 8,789 552,564
The Kroger Company 42,541 1,291,545
US Foods Holding Corp. (A) 5,434 174,594
Walgreens Boots Alliance, Inc. 9,406 707,896
Walmart, Inc. 20,485 2,183,701
Food products – 28.4%  
Archer-Daniels-Midland Company 18,430 791,569
Blue Buffalo Pet Products, Inc. (A)(B) 3,169 107,683
Bunge, Ltd. 4,735 376,101
Campbell Soup Company 7,140 332,367
Conagra Brands, Inc. 12,140 461,320
Flowers Foods, Inc. 6,995 137,172
General Mills, Inc. 11,723 685,678
Hormel Foods Corp. 9,432 323,801
Ingredion, Inc. 2,923 419,860
Kellogg Company 8,887 605,294
Lamb Weston Holdings, Inc. 3,764 220,570
McCormick & Company, Inc. 4,690 510,131
Mondelez International, Inc., Class A 16,474 731,446
Pilgrim's Pride Corp. (A)(B) 2,804 77,867
Pinnacle Foods, Inc. 3,779 234,071
Post Holdings, Inc. (A) 2,319 175,479
Seaboard Corp. 12 52,032
Snyder's-Lance, Inc. 2,192 109,556
The Hain Celestial Group, Inc. (A) 3,371 128,570
The Hershey Company 4,726 521,420
The J.M. Smucker Company 3,736 474,061
The Kraft Heinz Company 6,652 521,450
TreeHouse Foods, Inc. (A) 1,870 88,189
Tyson Foods, Inc., Class A 10,252 780,280
Household products – 13.0%  
Church & Dwight Company, Inc. 10,067 491,773
Colgate-Palmolive Company 7,534 559,324
Kimberly-Clark Corp. 5,788 677,196
Spectrum Brands Holdings, Inc. (B) 926 109,694
The Clorox Company 4,230 599,349
The Procter & Gamble Company 18,566 1,602,988
Personal products – 3.5%  
Coty, Inc., Class A 12,402 243,203
Edgewell Personal Care Company (A) 2,157 121,784
Herbalife, Ltd. (A)(B) 2,297 190,628
The Estee Lauder Companies, Inc., Class A 3,878 523,375
Tobacco – 9.5%  
Altria Group, Inc. 21,887 1,539,531
Philip Morris International, Inc. 13,198 1,415,222
SECURITIES LENDING COLLATERAL – 1.2%   $387,198
(Cost $387,187)    
John Hancock Collateral Trust, 1.4720% (C)(D) 38,700 387,198
MULTIFACTOR CONSUMER STAPLES ETF (continued)

  Shares or
Principal
Amount
Value
SHORT-TERM INVESTMENTS – 0.0%   $6,161
(Cost $6,161)    
Money market funds – 0.0% $6,161
State Street Institutional U.S. Government Money Market Fund, Premier Class, 1.2490% (C) 6,161 6,161
Total investments (Multifactor Consumer Staples ETF) (Cost $29,655,207) 101.2% $31,552,040
Other assets and liabilities, net (1.2%)   (382,367)
Total net assets 100.0%   $31,169,673
    
Security Abbreviations and Legend
(A) Non-income producing security.
(B) A portion of this security is on loan as of 1-31-18. The value of securities on loan amounted to $373,615.
(C) The rate shown is the annualized seven-day yield as of 1-31-18.
(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.
MULTIFACTOR DEVELOPED INTERNATIONAL ETF

As of 1-31-18 (unaudited)
  Shares or
Principal
Amount
Value
COMMON STOCKS - 99.0% $56,727,694
(Cost $49,725,168)    
Australia - 6.9% 3,960,261
AGL Energy, Ltd. 884 16,779
Amcor, Ltd. 3,958 46,665
AMP, Ltd. 34,751 147,733
APA Group 3,967 25,891
Aristocrat Leisure, Ltd. 4,076 78,883
ASX, Ltd. 1,036 45,921
Aurizon Holdings, Ltd. 16,459 62,374
Australia & New Zealand Banking Group, Ltd. 7,326 169,543
BHP Billiton PLC 10,911 242,670
BHP Billiton, Ltd. 17,516 428,344
Boral, Ltd. 4,944 32,027
Brambles, Ltd. 5,080 40,724
Caltex Australia, Ltd. 1,559 43,894
CIMIC Group, Ltd. 738 28,171
Cochlear, Ltd. 410 57,675
Commonwealth Bank of Australia 4,273 272,895
Computershare, Ltd. 2,802 37,891
Crown Resorts, Ltd. 2,742 29,419
CSL, Ltd. 1,499 177,727
Dexus 2,948 22,749
Fortescue Metals Group, Ltd. (A) 13,398 53,811
Goodman Group 5,370 35,178
Insurance Australia Group, Ltd. 11,830 69,354
LendLease Group 4,859 62,324
Macquarie Group, Ltd. 1,274 106,391
Medibank Pvt., Ltd. 20,969 56,882
4 JOHN HANCOCK MULTIFACTOR ETFS |QUARTERLY REPORT SEE NOTES TO FUND'S INVESTMENTS

 

MULTIFACTOR DEVELOPED INTERNATIONAL ETF (continued)

  Shares or
Principal
Amount
Value
Australia (continued)  
Mirvac Group 11,383 $20,278
National Australia Bank, Ltd. 6,540 154,266
Newcrest Mining, Ltd. 2,584 47,435
Oil Search, Ltd. 9,949 60,985
Origin Energy, Ltd. (B) 13,916 105,248
Qantas Airways, Ltd. 12,927 55,164
QBE Insurance Group, Ltd. 7,984 69,693
Ramsay Health Care, Ltd. 781 43,226
REA Group, Ltd. 393 23,438
Santos, Ltd. (B) 11,780 48,648
Scentre Group 6,258 21,030
Sonic Healthcare, Ltd. 1,950 37,659
South32, Ltd. 17,776 54,986
Stockland 9,010 30,788
Suncorp Group, Ltd. 4,417 48,857
Sydney Airport 7,701 42,466
Telstra Corp., Ltd. 40,279 119,700
The GPT Group (A) 5,826 23,730
Transurban Group 4,123 40,130
Treasury Wine Estates, Ltd. 2,544 35,267
Vicinity Centres 8,958 19,513
Wesfarmers, Ltd. 1,582 56,122
Westfield Corp. 2,985 22,092
Westpac Banking Corp. 9,400 235,657
Woodside Petroleum, Ltd. 2,589 69,434
Woolworths Group, Ltd. 3,782 82,534
Austria - 0.2% 133,760
ANDRITZ AG 249 14,988
Erste Group Bank AG (B) 1,027 51,854
OMV AG 321 20,738
Raiffeisen Bank International AG (B) 328 14,150
Telekom Austria AG 137 1,330
Verbund AG 165 4,584
voestalpine AG 401 26,116
Belgium - 1.4% 824,127
Ackermans & van Haaren NV 218 40,763
Ageas 2,034 107,790
Anheuser-Busch InBev SA 1,954 221,853
bpost SA 427 14,245
Colruyt SA 707 39,255
KBC Group NV 1,214 117,055
Proximus SADP 1,281 43,342
Solvay SA 634 92,052
Telenet Group Holding NV (B) 135 10,419
UCB SA 721 63,053
Umicore SA 1,408 74,300
Chile - 0.1% 39,850
Antofagasta PLC 3,010 39,850
MULTIFACTOR DEVELOPED INTERNATIONAL ETF (continued)

  Shares or
Principal
Amount
Value
Denmark - 1.7% $981,690
A.P. Moller - Maersk A/S, Series A 15 25,736
A.P. Moller - Maersk A/S, Series B 13 23,283
Carlsberg A/S, Class B 366 47,161
Chr. Hansen Holding A/S 669 58,678
Coloplast A/S, B Shares 270 24,071
Danske Bank A/S 1,635 66,640
DSV A/S 1,449 119,574
Genmab A/S (B) 193 35,472
H Lundbeck A/S 477 24,400
ISS A/S 765 29,951
Novo Nordisk A/S, B Shares 4,515 251,967
Novozymes A/S, B Shares 2,635 146,654
Orsted A/S (C) 287 17,487
Pandora A/S 374 35,583
Vestas Wind Systems A/S 1,096 75,033
Finland - 1.2% 672,077
Elisa OYJ 1,089 46,478
Fortum OYJ 1,394 30,329
Kesko OYJ, B Shares 115 6,726
Kone OYJ, Class B 1,169 67,135
Neste OYJ 680 47,167
Nokia OYJ 9,966 48,134
Nokian Renkaat OYJ 868 43,988
Orion OYJ, Class A 128 5,517
Orion OYJ, Class B 749 30,138
Sampo OYJ, A Shares 864 50,340
Stora Enso OYJ, R Shares 9,387 161,609
UPM-Kymmene OYJ 2,946 99,603
Wartsila OYJ ABP 509 34,913
France - 10.0% 5,704,316
Aeroports de Paris 128 26,677
Air Liquide SA 1,441 194,861
Airbus SE 1,311 151,069
Atos SE 407 64,392
AXA SA 5,940 196,057
BNP Paribas SA 2,769 229,736
Bouygues SA 3,660 204,126
Capgemini SE 1,024 136,431
Carrefour SA 5,062 121,548
Cie de Saint-Gobain 3,800 221,615
Cie Generale des Etablissements Michelin 1,828 293,307
CNP Assurances 717 18,436
Credit Agricole SA 3,909 73,897
Danone SA 1,433 123,997
Dassault Systemes SA 995 115,127
Electricite de France SA 4,330 59,740
Engie SA 8,316 144,828
Essilor International Cie Generale d'Optique SA 720 102,610
Hermes International 60 33,276
Iliad SA 187 48,548
SEE NOTES TO FUND'S INVESTMENTS QUARTERLY REPORT |JOHN HANCOCK MULTIFACTOR ETFS 5

 

MULTIFACTOR DEVELOPED INTERNATIONAL ETF (continued)

  Shares or
Principal
Amount
Value
France (continued)  
Kering 103 $52,326
Legrand SA 2,145 179,086
L'Oreal SA 552 125,909
LVMH Moet Hennessy Louis Vuitton SE 814 256,147
Natixis SA 7,269 66,412
Orange SA 14,534 263,348
Pernod Ricard SA 241 38,519
Peugeot SA 7,945 179,046
Publicis Groupe SA 1,449 100,508
Renault SA 1,979 218,355
Safran SA 1,071 121,332
Sanofi 2,374 210,331
Schneider Electric SE 743 69,864
Societe Generale SA 2,416 141,021
Sodexo SA (A) 758 97,591
Thales SA 824 92,754
TOTAL SA 6,098 354,267
Unibail-Rodamco SE 318 81,844
Valeo SA 1,637 129,495
Vinci SA 1,699 184,138
Vivendi SA 6,174 181,745
Germany - 9.6% 5,480,506
adidas AG 511 119,231
Allianz SE 1,264 320,437
BASF SE 3,627 426,170
Bayer AG 2,265 297,456
Bayerische Motoren Werke AG 2,092 239,684
Beiersdorf AG 541 64,362
Commerzbank AG (B) 4,566 75,413
Continental AG 379 114,116
Covestro AG (C) 693 79,925
Daimler AG 4,312 396,054
Deutsche Bank AG 13,332 245,704
Deutsche Boerse AG 404 52,014
Deutsche Post AG 2,296 108,889
Deutsche Telekom AG 10,503 184,813
Deutsche Wohnen SE 5,242 237,700
E.ON SE 21,477 226,320
Evonik Industries AG 1,885 74,674
Fresenius Medical Care AG & Company KGaA 1,133 131,263
Fresenius SE & Company KGaA 1,406 123,447
Hannover Rueck SE 452 61,995
HeidelbergCement AG 1,358 147,654
Henkel AG & Company KGaA 163 20,468
Infineon Technologies AG 5,642 164,538
Innogy SE (C) 1,557 59,547
Linde AG (B) 716 175,359
MAN SE 190 22,675
Merck KGaA 179 19,628
MULTIFACTOR DEVELOPED INTERNATIONAL ETF (continued)

  Shares or
Principal
Amount
Value
Germany (continued)  
Muenchener Rueckversicherungs-Gesellschaft AG 1,103 $260,454
RWE AG 4,850 97,395
SAP SE 1,323 149,699
Siemens AG 1,544 234,967
Telefonica Deutschland Holding AG 5,283 26,786
thyssenkrupp AG 3,495 110,328
TUI AG 3,124 70,769
Volkswagen AG 187 41,583
Vonovia SE 6,044 298,989
Hong Kong - 3.2% 1,858,366
AIA Group, Ltd. 22,802 195,326
BOC Hong Kong Holdings, Ltd. 13,295 67,908
Cathay Pacific Airways, Ltd. (B) 9,289 14,750
Chow Tai Fook Jewellery Group, Ltd. 11,826 13,245
CK Asset Holdings, Ltd. 9,396 89,678
CK Hutchison Holdings, Ltd. 9,273 125,198
CK Infrastructure Holdings, Ltd. 1,429 12,725
CLP Holdings, Ltd. 5,571 56,875
Dairy Farm International Holdings, Ltd. (A) 800 6,800
Galaxy Entertainment Group, Ltd. 7,641 67,701
Hang Lung Properties, Ltd. 17,522 46,373
Hang Seng Bank, Ltd. 1,689 40,209
Henderson Land Development Company, Ltd. 3,733 26,107
HK Electric Investments & HK Electric Investments, Ltd. (C) 31,290 28,924
HKT Trust & HKT, Ltd. 38,337 47,790
Hong Kong & China Gas Company, Ltd. 10,533 20,820
Hong Kong Exchanges & Clearing, Ltd. 3,908 148,097
Hongkong Land Holdings, Ltd. 1,800 12,960
I-CABLE Communications, Ltd. (B) 3,412 95
Kingston Financial Group, Ltd. 18,124 14,089
Link REIT 6,026 53,315
MTR Corp., Ltd. 5,240 30,014
New World Development Company, Ltd. 69,071 111,800
NWS Holdings, Ltd. 16,001 31,178
Power Assets Holdings, Ltd. 7,573 67,341
Shangri-La Asia, Ltd. 4,000 10,177
Sino Land Company, Ltd. 35,571 65,580
Sun Hung Kai Properties, Ltd. 4,162 72,316
Swire Pacific, Ltd., Class A 4,365 43,670
Swire Pacific, Ltd., Class B 5,628 9,656
Swire Properties, Ltd. 7,601 26,579
Techtronic Industries Company, Ltd. 10,433 69,496
The Bank of East Asia, Ltd. 14,953 64,714
The Wharf Holdings, Ltd. 3,992 16,358
Wharf Real Estate Investment Company, Ltd. (B) 3,992 27,587
Wheelock & Company, Ltd. 9,075 71,067
Yue Yuen Industrial Holdings, Ltd. 11,488 51,848
6 JOHN HANCOCK MULTIFACTOR ETFS |QUARTERLY REPORT SEE NOTES TO FUND'S INVESTMENTS

 

MULTIFACTOR DEVELOPED INTERNATIONAL ETF (continued)

  Shares or
Principal
Amount
Value
Ireland - 0.8% $438,777
Bank of Ireland Group PLC (B) 3,185 31,186
CRH PLC 2,715 101,196
DCC PLC 469 49,387
James Hardie Industries PLC 1,214 21,440
Kerry Group PLC, Class A 513 54,800
Kingspan Group PLC 604 27,991
Paddy Power Betfair PLC 179 20,827
Shire PLC 1,430 67,666
Smurfit Kappa Group PLC 1,826 64,284
Israel - 0.3% 163,456
Azrieli Group, Ltd. 60 3,278
Bank Hapoalim BM 2,629 19,736
Bank Leumi Le-Israel BM 6,483 39,981
Bezeq The Israeli Telecommunication Corp., Ltd. 7,071 11,705
Check Point Software Technologies, Ltd. (B) 122 12,616
Elbit Systems, Ltd. 37 5,603
Israel Chemicals, Ltd. 1,136 4,800
Taro Pharmaceutical Industries, Ltd. (B) 11 1,119
Teva Pharmaceutical Industries, Ltd. 3,111 64,618
Italy - 2.0% 1,129,439
Assicurazioni Generali SpA 2,239 44,544
Atlantia SpA 1,051 34,932
Banca Mediolanum SpA 1,282 12,617
Banco BPM SpA (B) 6,308 24,074
Davide Campari-Milano SpA 3,137 25,050
Enel SpA 17,797 113,292
Eni SpA 5,861 105,767
Ferrari NV 419 50,130
Intesa Sanpaolo SpA 27,158 106,926
Intesa Sanpaolo SpA 2,075 7,941
Leonardo SpA 2,970 35,963
Luxottica Group SpA 390 25,167
Mediobanca SpA 6,203 75,667
Moncler SpA 680 22,482
Parmalat SpA 1,061 4,130
Poste Italiane SpA (C) 2,810 23,328
PRADA SpA 3,898 15,923
Prysmian SpA 1,468 51,827
Recordati SpA 784 35,814
Snam SpA 7,895 38,544
Telecom Italia SpA (B) 52,287 47,237
Telecom Italia SpA 70,078 53,742
Terna Rete Elettrica Nazionale SpA 9,796 59,162
UniCredit SpA (B) 4,298 95,016
UnipolSai Assicurazioni SpA 7,778 20,164
Japan - 24.3% 13,944,925
ABC-Mart, Inc. 200 13,009
Acom Company, Ltd. (A)(B) 1,900 8,285
Aeon Company, Ltd. 5,300 90,191
MULTIFACTOR DEVELOPED INTERNATIONAL ETF (continued)

  Shares or
Principal
Amount
Value
Japan (continued)  
AEON Financial Service Company, Ltd. 600 $14,957
Aisin Seiki Company, Ltd. 1,200 70,029
Ajinomoto Company, Inc. 800 15,171
Alps Electric Company, Ltd. 1,400 40,273
ANA Holdings, Inc. 2,800 113,893
Aozora Bank, Ltd. 600 24,296
Asahi Glass Company, Ltd. 1,200 52,659
Asahi Group Holdings, Ltd. 1,000 50,305
Asahi Kasei Corp. 11,000 143,553
Astellas Pharma, Inc. 2,900 38,258
Bandai Namco Holdings, Inc. 1,500 48,921
Bridgestone Corp. 3,600 174,995
Brother Industries, Ltd. 1,400 35,797
Calbee, Inc. (A) 800 28,143
Canon, Inc. 1,500 59,764
Casio Computer Company, Ltd. 600 9,097
Central Japan Railway Company 600 113,508
Chubu Electric Power Company, Inc. 4,000 50,186
Chugai Pharmaceutical Company, Ltd. 300 15,858
Coca-Cola Bottlers Japan Holdings, Inc. 500 17,658
Concordia Financial Group, Ltd. 7,800 47,234
Dai Nippon Printing Company, Ltd. 2,600 57,881
Daicel Corp. 1,400 16,956
Daifuku Company, Ltd. 500 33,439
Dai-ichi Life Holdings, Inc. 3,600 75,377
Daiichi Sankyo Company, Ltd. 1,400 47,071
Daikin Industries, Ltd. 700 83,977
Daito Trust Construction Company, Ltd. 200 34,932
Daiwa House Industry Company, Ltd. 1,300 51,271
Daiwa Securities Group, Inc. 4,000 28,664
Denso Corp. 900 56,257
Dentsu, Inc. 300 13,426
Disco Corp. 100 23,398
Don Quijote Holdings Company, Ltd. 900 49,883
East Japan Railway Company 2,000 198,708
Eisai Company, Ltd. 400 22,834
Electric Power Development Company, Ltd. 1,500 42,531
FamilyMart UNY Holdings Company, Ltd. (A) 400 26,751
FANUC Corp. 200 54,006
Fast Retailing Company, Ltd. 200 89,213
FUJIFILM Holdings Corp. 1,400 53,740
Fujitsu, Ltd. 7,000 51,553
Hamamatsu Photonics KK 400 14,768
Hankyu Hanshin Holdings, Inc. 2,800 112,739
Hikari Tsushin, Inc. 100 14,521
Hino Motors, Ltd. 3,400 44,947
Hirose Electric Company, Ltd. 100 14,979
Hisamitsu Pharmaceutical Company, Inc. 200 13,742
Hitachi Chemical Company, Ltd. 1,100 28,045
Hitachi Construction Machinery Company, Ltd. (A) 600 26,852
SEE NOTES TO FUND'S INVESTMENTS QUARTERLY REPORT |JOHN HANCOCK MULTIFACTOR ETFS 7

 

MULTIFACTOR DEVELOPED INTERNATIONAL ETF (continued)

  Shares or
Principal
Amount
Value
Japan (continued)  
Hitachi High-Technologies Corp. 200 $9,381
Hitachi Metals, Ltd. 2,300 31,248
Hitachi, Ltd. 27,000 214,308
Honda Motor Company, Ltd. 5,400 189,276
Hoshizaki Corp. 300 28,336
Hoya Corp. 1,300 66,325
Hulic Company, Ltd. 1,400 17,725
Idemitsu Kosan Company, Ltd. 700 26,165
Iida Group Holdings Company, Ltd. 1,100 21,777
Inpex Corp. 3,300 42,900
Isetan Mitsukoshi Holdings, Ltd. 3,100 37,062
Isuzu Motors, Ltd. 2,600 43,804
ITOCHU Corp. 5,200 101,899
Japan Airlines Company, Ltd. 1,700 64,057
Japan Exchange Group, Inc. 3,800 68,268
Japan Post Bank Company, Ltd. 1,000 13,495
Japan Post Holdings Company, Ltd. 1,100 13,121
Japan Post Insurance Company, Ltd. 100 2,643
Japan Real Estate Investment Corp. 4 20,558
Japan Retail Fund Investment Corp. 7 13,948
Japan Tobacco, Inc. 3,000 99,272
JFE Holdings, Inc. 1,800 42,685
JGC Corp. 800 17,267
JSR Corp. 700 16,571
JTEKT Corp. 3,800 67,676
JXTG Holdings, Inc. 16,200 107,421
Kajima Corp. 9,000 88,965
Kansai Paint Company, Ltd. 800 19,752
Kao Corp. 1,600 110,859
Kawasaki Heavy Industries, Ltd. 1,800 74,206
KDDI Corp. 5,800 146,282
Keikyu Corp. 1,600 31,515
Keio Corp. 399 18,935
Keisei Electric Railway Company, Ltd. 300 10,155
Keyence Corp. 100 60,858
Kikkoman Corp. 500 20,659
Kintetsu Group Holdings Company, Ltd. 1,600 63,176
Kirin Holdings Company, Ltd. 3,000 74,784
Koito Manufacturing Company, Ltd. 400 28,107
Komatsu, Ltd. 1,300 50,437
Konami Holdings Corp. 600 34,300
Konica Minolta, Inc. 5,600 55,715
Kose Corp. 200 34,446
Kubota Corp. 1,500 30,466
Kuraray Company, Ltd. 5,800 108,396
Kyocera Corp. 900 59,786
Kyowa Hakko Kirin Company, Ltd. 300 5,868
Kyushu Electric Power Company, Inc. (A) 6,800 74,382
Kyushu Railway Company 300 9,633
Lawson, Inc. (A) 500 33,805
LINE Corp. (B) 100 4,736
MULTIFACTOR DEVELOPED INTERNATIONAL ETF (continued)

  Shares or
Principal
Amount
Value
Japan (continued)  
Lion Corp. 1,500 $28,116
LIXIL Group Corp. 3,500 98,278
M3, Inc. 1,200 43,864
Makita Corp. 300 14,127
Marubeni Corp. 5,700 42,726
Mazda Motor Corp. 6,400 89,678
Mebuki Financial Group, Inc. 4,900 22,221
MEIJI Holdings Company, Ltd. 400 33,457
MINEBEA MITSUMI, Inc. 2,300 51,982
MISUMI Group, Inc. 1,200 36,114
Mitsubishi Chemical Holdings Corp. 12,300 133,474
Mitsubishi Corp. 4,500 125,739
Mitsubishi Electric Corp. 3,100 56,587
Mitsubishi Estate Company, Ltd. 1,600 30,613
Mitsubishi Gas Chemical Company, Inc. 1,200 33,860
Mitsubishi Heavy Industries, Ltd. 1,100 41,338
Mitsubishi Materials Corp. 1,000 37,057
Mitsubishi Motors Corp. 1,000 7,411
Mitsubishi Tanabe Pharma Corp. 300 6,132
Mitsubishi UFJ Financial Group, Inc. 34,200 257,170
Mitsubishi UFJ Lease & Finance Company, Ltd. 6,400 41,277
Mitsui & Company, Ltd. 5,900 103,455
Mitsui Chemicals, Inc. 2,600 81,581
Mitsui Fudosan Company, Ltd. 2,000 52,357
Mizuho Financial Group, Inc. 60,200 113,225
MS&AD Insurance Group Holdings, Inc. 1,400 47,597
Murata Manufacturing Company, Ltd. 500 73,794
NEC Corp. 3,100 93,436
Nexon Company, Ltd. (B) 300 9,963
NGK Insulators, Ltd. 1,800 36,641
NGK Spark Plug Company, Ltd. 1,100 28,932
NH Foods, Ltd. 1,000 24,021
Nidec Corp. 500 79,932
Nikon Corp. 2,900 56,244
Nintendo Company, Ltd. 100 43,947
Nippon Building Fund, Inc. 4 21,437
Nippon Express Company, Ltd. 1,200 86,189
Nippon Paint Holdings Company, Ltd. 300 10,732
Nippon Steel & Sumitomo Metal Corp. 2,800 71,273
Nippon Telegraph & Telephone Corp. 8,000 380,450
Nissan Chemical Industries, Ltd. 400 16,289
Nissan Motor Company, Ltd. 15,200 162,019
Nisshin Seifun Group, Inc. 500 10,018
Nissin Foods Holdings Company, Ltd. 300 22,207
Nitori Holdings Company, Ltd. 300 47,781
Nitto Denko Corp. 300 27,412
Nomura Holdings, Inc. 9,700 62,872
Nomura Real Estate Master Fund, Inc. 11 15,318
Nomura Research Institute, Ltd. 200 9,198
NSK, Ltd. 6,100 100,367
NTT Data Corp. 2,400 28,209
8 JOHN HANCOCK MULTIFACTOR ETFS |QUARTERLY REPORT SEE NOTES TO FUND'S INVESTMENTS

 

MULTIFACTOR DEVELOPED INTERNATIONAL ETF (continued)

  Shares or
Principal
Amount
Value
Japan (continued)  
NTT DOCOMO, Inc. 4,400 $109,017
Obayashi Corp. 9,900 118,994
Obic Company, Ltd. 200 15,556
Odakyu Electric Railway Company, Ltd. 2,100 46,173
Oji Holdings Corp. 7,000 47,904
Olympus Corp. 1,000 38,432
Omron Corp. 600 37,433
Ono Pharmaceutical Company, Ltd. 500 12,343
Oracle Corp. Japan 400 32,174
Oriental Land Company, Ltd. 700 68,362
ORIX Corp. 7,600 141,688
Osaka Gas Company, Ltd. 4,500 89,171
Otsuka Corp. 400 33,530
Otsuka Holdings Company, Ltd. 500 22,198
Panasonic Corp. 7,700 114,207
Pola Orbis Holdings, Inc. (A) 400 15,647
Rakuten, Inc. 1,400 12,644
Recruit Holdings Company, Ltd. 2,300 56,028
Renesas Electronics Corp. (B) 200 2,351
Resona Holdings, Inc. 7,600 45,765
Ricoh Company, Ltd. 5,700 55,979
Rinnai Corp. 100 9,409
Rohm Company, Ltd. 900 98,695
Ryohin Keikaku Company, Ltd. 100 33,393
Santen Pharmaceutical Company, Ltd. 1,300 21,211
Secom Company, Ltd. 400 30,569
Seibu Holdings, Inc. 1,400 27,960
Seiko Epson Corp. 1,000 24,250
Sekisui Chemical Company, Ltd. 4,800 91,466
Sekisui House, Ltd. 2,000 36,608
Seven & i Holdings Company, Ltd. 2,700 110,963
Seven Bank, Ltd. 4,600 16,941
Sharp Corp. (B) 200 7,466
Shimadzu Corp. 800 20,162
Shimano, Inc. 100 14,292
Shimizu Corp. 8,300 84,935
Shin-Etsu Chemical Company, Ltd. 600 68,215
Shinsei Bank, Ltd. 1,900 33,090
Shionogi & Company, Ltd. 600 33,184
Shiseido Company, Ltd. 700 35,919
SMC Corp. 100 49,031
SoftBank Group Corp. 2,600 213,898
Sohgo Security Services Company, Ltd. 200 10,829
Sompo Holdings, Inc. 900 35,998
Sony Corp. 2,300 109,759
Sony Financial Holdings, Inc. 1,300 23,748
Stanley Electric Company, Ltd. 900 36,485
Start Today Company, Ltd. 1,400 41,107
Subaru Corp. 1,900 62,977
Sumitomo Chemical Company, Ltd. 21,000 153,910
Sumitomo Corp. 3,900 67,135
MULTIFACTOR DEVELOPED INTERNATIONAL ETF (continued)

  Shares or
Principal
Amount
Value
Japan (continued)  
Sumitomo Dainippon Pharma Company, Ltd. 900 $13,291
Sumitomo Electric Industries, Ltd. 2,300 39,203
Sumitomo Metal Mining Company, Ltd. 1,000 46,796
Sumitomo Mitsui Financial Group, Inc. 3,900 174,286
Sumitomo Mitsui Trust Holdings, Inc. 700 29,031
Sundrug Company, Ltd. 400 17,205
Suntory Beverage & Food, Ltd. 300 14,319
Suruga Bank, Ltd. 600 12,104
Suzuki Motor Corp. 1,200 68,468
Sysmex Corp. 500 39,210
T&D Holdings, Inc. 3,100 55,181
Taisei Corp. 700 35,592
Taisho Pharmaceutical Holdings Company, Ltd. 300 24,516
Taiyo Nippon Sanso Corp. 1,100 17,001
Takeda Pharmaceutical Company, Ltd. 1,000 58,770
TDK Corp. 1,500 138,106
Terumo Corp. 700 34,245
The Chiba Bank, Ltd. 7,000 60,538
The Chugoku Electric Power Company, Inc. 3,300 36,490
The Kansai Electric Power Company, Inc. 3,900 48,359
The Shizuoka Bank, Ltd. 6,000 63,818
Tobu Railway Company, Ltd. 3,100 104,086
Toho Company, Ltd. 400 13,522
Tohoku Electric Power Company, Inc. 8,500 109,564
Tokio Marine Holdings, Inc. 2,300 108,305
Tokyo Electric Power Company Holdings, Inc. (B) 17,600 71,267
Tokyo Electron, Ltd. 300 56,232
Tokyo Gas Company, Ltd. 1,300 30,882
Tokyu Corp. 2,100 35,091
Toppan Printing Company, Ltd. 5,000 46,952
Toray Industries, Inc. 2,900 28,826
Toshiba Corp. (B) 5,000 14,246
Tosoh Corp. 2,000 45,806
TOTO, Ltd. 900 51,367
Toyota Industries Corp. 500 32,477
Toyota Motor Corp. 6,900 472,832
Toyota Tsusho Corp. 700 28,281
Trend Micro, Inc. 1,100 59,255
Tsuruha Holdings, Inc. 200 27,850
Unicharm Corp. 1,400 37,387
United Urban Investment Corp. 4 6,321
USS Company, Ltd. 1,800 40,071
West Japan Railway Company 900 67,412
Yahoo Japan Corp. 4,400 21,163
Yakult Honsha Company, Ltd. 100 8,355
Yamada Denki Company, Ltd. (A) 4,400 26,080
Yamaha Corp. 600 24,708
Yamaha Motor Company, Ltd. 2,300 76,277
Yamato Holdings Company, Ltd. 900 23,185
Yamazaki Baking Company, Ltd. 500 9,839
Yaskawa Electric Corp. 1,700 87,527
SEE NOTES TO FUND'S INVESTMENTS QUARTERLY REPORT |JOHN HANCOCK MULTIFACTOR ETFS 9

 

MULTIFACTOR DEVELOPED INTERNATIONAL ETF (continued)

  Shares or
Principal
Amount
Value
Jersey, Channel Islands - 0.1% $48,569
Randgold Resources, Ltd. 482 48,569
Luxembourg - 0.4% 215,866
ArcelorMittal (B) 2,123 77,292
Millicom International Cellular SA 1,344 100,528
RTL Group SA 303 25,781
Tenaris SA 702 12,265
Macau - 0.2% 86,227
MGM China Holdings, Ltd. 5,274 16,251
Sands China, Ltd. 5,869 34,967
Wynn Macau, Ltd. 9,921 35,009
Mexico - 0.0% 25,553
Fresnillo PLC 1,337 25,553
Netherlands - 3.9% 2,247,969
ABN AMRO Group NV (C) 2,471 84,005
Akzo Nobel NV 3,593 337,579
Altice NV, Class A (A)(B) 940 10,136
Altice NV, Class B (B) 258 2,779
ASML Holding NV 639 129,913
Heineken Holding NV 208 22,154
Heineken NV 554 62,500
ING Groep NV 10,054 198,255
Koninklijke Ahold Delhaize NV 2,508 56,144
Koninklijke DSM NV 1,260 130,626
Koninklijke KPN NV 48,621 170,806
Koninklijke Philips NV 3,228 132,139
NN Group NV 2,016 95,434
Royal Dutch Shell PLC, A Shares 10,635 372,416
Royal Dutch Shell PLC, B Shares 9,021 320,195
Wolters Kluwer NV 2,314 122,888
New Zealand - 0.1% 61,205
Auckland International Airport, Ltd. 2,203 10,916
Fisher & Paykel Healthcare Corp., Ltd. 786 7,766
Fletcher Building, Ltd. 935 5,404
Mercury NZ, Ltd. 2,436 6,220
Meridian Energy, Ltd. 4,492 9,641
Ryman Healthcare, Ltd. 517 4,190
Spark New Zealand, Ltd. 6,424 17,068
Norway - 0.6% 348,514
Aker BP ASA 566 16,443
DNB ASA 2,758 56,193
Gjensidige Forsikring ASA 331 6,270
Marine Harvest ASA (B) 733 12,743
Norsk Hydro ASA 2,932 21,466
Orkla ASA 950 9,928
Schibsted ASA, B Shares 359 10,873
Schibsted ASA, Class A 517 16,683
Statoil ASA 5,583 130,915
Telenor ASA 2,133 50,155
MULTIFACTOR DEVELOPED INTERNATIONAL ETF (continued)

  Shares or
Principal
Amount
Value
Norway (continued)  
Yara International ASA 349 $16,845
Portugal - 0.1% 78,238
EDP - Energias de Portugal SA 8,151 28,726
Galp Energia SGPS SA 992 18,994
Jeronimo Martins SGPS SA 1,428 30,518
Singapore - 1.1% 605,837
Ascendas Real Estate Investment Trust 5,700 12,017
CapitaLand Mall Trust 7,600 12,191
CapitaLand, Ltd. 8,800 25,811
City Developments, Ltd. 3,500 35,449
ComfortDelGro Corp., Ltd. 9,600 15,399
DBS Group Holdings, Ltd. 5,958 120,143
Genting Singapore PLC 10,500 10,827
Hutchison Port Holdings Trust 27,000 11,205
Jardine Cycle & Carriage, Ltd. 300 9,150
Keppel Corp., Ltd. 4,700 31,125
Oversea-Chinese Banking Corp., Ltd. 4,100 40,493
Sembcorp Industries, Ltd. 3,400 8,830
Singapore Airlines, Ltd. 2,300 19,869
Singapore Exchange, Ltd. 4,600 28,811
Singapore Technologies Engineering, Ltd. 5,400 13,900
Singapore Telecommunications, Ltd. 28,000 75,710
United Overseas Bank, Ltd. 6,124 128,308
Wilmar International, Ltd. 2,700 6,599
South Africa - 0.3% 174,380
Investec PLC 4,070 31,659
Mediclinic International PLC (A) 3,388 28,773
Mondi PLC 4,269 113,948
Spain - 3.3% 1,889,884
Abertis Infraestructuras SA 5,154 125,330
Aena SME SA (C) 233 50,926
Amadeus IT Group SA (A) 3,012 234,437
Banco Bilbao Vizcaya Argentaria SA 14,802 139,551
Banco de Sabadell SA 22,561 53,794
Banco Santander SA (A) 44,677 332,992
Bankia SA 6,533 33,205
CaixaBank SA 12,274 66,467
EDP Renovaveis SA 1,389 12,199
Endesa SA 1,869 42,142
Ferrovial SA 1,850 42,578
Gas Natural SDG SA 2,448 56,738
Grifols SA 2,324 75,013
Iberdrola SA 18,296 149,472
Iberdrola SA (B) 375 3,066
Industria de Diseno Textil SA 3,578 128,682
Red Electrica Corp. SA 2,674 56,863
Repsol SA 7,404 139,789
Telefonica SA 14,263 146,640
10 JOHN HANCOCK MULTIFACTOR ETFS |QUARTERLY REPORT SEE NOTES TO FUND'S INVESTMENTS

 

MULTIFACTOR DEVELOPED INTERNATIONAL ETF (continued)

  Shares or
Principal
Amount
Value
Sweden - 2.8% $1,612,384
Alfa Laval AB 3,008 79,159
Arjo AB, B Shares (B) 1,655 5,436
Assa Abloy AB, B Shares 1,370 30,437
Atlas Copco AB, A Shares 1,799 84,631
Atlas Copco AB, B Shares 1,061 44,415
Boliden AB 2,330 84,781
Electrolux AB, Series B 828 29,327
Essity AB, Class B (B) 1,177 35,365
Fastighets AB Balder, B Shares (B) 403 10,775
Getinge AB, B Shares 1,754 24,095
Hennes & Mauritz AB, B Shares (A) 2,746 48,714
Hexagon AB, B Shares 291 17,387
Husqvarna AB, B Shares 2,974 31,131
ICA Gruppen AB 886 34,720
Lundin Petroleum AB (B) 794 19,839
Nordea Bank AB 7,901 97,816
Sandvik AB 3,302 65,224
Securitas AB, B Shares 1,919 35,634
Skandinaviska Enskilda Banken AB, Series A 3,557 45,078
Skandinaviska Enskilda Banken AB, Series C 51 655
Skanska AB, B Shares 1,234 25,161
SKF AB, B Shares 5,863 145,371
Svenska Cellulosa AB SCA, B Shares 6,639 68,922
Svenska Handelsbanken AB, A Shares 4,415 64,445
Svenska Handelsbanken AB, B Shares 145 2,149
Swedbank AB, A Shares 2,893 74,180
Swedish Match AB 752 30,561
Tele2 AB, B Shares 4,570 57,345
Telefonaktiebolaget LM Ericsson, B Shares 8,351 53,799
Telia Company AB 11,472 57,765
Trelleborg AB, B Shares 1,408 37,698
Volvo AB, A Shares 1,364 28,185
Volvo AB, B Shares 6,943 142,184
Switzerland - 8.1% 4,659,048
ABB, Ltd. 6,444 179,886
Cie Financiere Richemont SA 1,761 169,205
Coca-Cola HBC AG (B) 2,130 71,665
Credit Suisse Group AG (B) 17,701 341,986
Ferguson PLC 1,951 150,817
Givaudan SA 59 142,169
Glencore PLC (B) 25,778 147,987
Kuehne + Nagel International AG 345 63,426
LafargeHolcim, Ltd. (B) 3,489 213,934
Lonza Group AG (B) 317 88,287
Nestle SA 6,898 596,748
Novartis AG 5,732 519,185
Partners Group Holding AG 74 57,594
Roche Holding AG 1,655 408,498
Roche Holding AG, BR Shares 139 34,810
Schindler Holding AG 148 36,077
MULTIFACTOR DEVELOPED INTERNATIONAL ETF (continued)

  Shares or
Principal
Amount
Value
Switzerland (continued)  
Schindler Holding AG, Participation Certificates 311 $78,085
SGS SA 21 56,544
Sika AG 7 60,730
STMicroelectronics NV 2,566 61,471
Swiss Re AG 3,054 301,589
Swisscom AG 314 171,727
The Swatch Group AG 247 21,376
The Swatch Group AG, BR Shares 205 94,054
UBS Group AG (B) 8,086 164,399
Zurich Insurance Group AG 1,297 426,799
United Kingdom - 16.1% 9,241,124
3i Group PLC 14,076 186,436
Admiral Group PLC 1,401 36,818
Anglo American PLC 15,537 377,505
Ashtead Group PLC 3,762 112,612
Associated British Foods PLC 669 26,000
AstraZeneca PLC 3,173 220,487
Aviva PLC 27,988 204,255
BAE Systems PLC 23,637 199,661
Barclays PLC 43,622 124,028
Barratt Developments PLC 7,553 62,855
BP PLC 51,365 366,022
British American Tobacco PLC 4,103 281,173
BT Group PLC 16,649 60,480
Bunzl PLC 2,669 78,186
Burberry Group PLC 3,973 89,210
Centrica PLC 48,746 92,507
CNH Industrial NV 7,867 116,771
Coca-Cola European Partners PLC 927 37,347
Compass Group PLC 5,436 114,601
ConvaTec Group PLC (C) 2,163 6,219
Diageo PLC 7,285 262,358
Direct Line Insurance Group PLC 7,381 38,762
Experian PLC 9,522 219,767
Fiat Chrysler Automobiles NV (B) 8,808 213,548
GKN PLC 19,707 118,487
GlaxoSmithKline PLC 12,648 237,488
Hargreaves Lansdown PLC 2,011 53,120
HSBC Holdings PLC 49,228 525,805
Imperial Brands PLC 3,067 126,416
Informa PLC 1,537 15,217
InterContinental Hotels Group PLC 756 50,657
International Consolidated Airlines Group SA 13,102 119,476
Intertek Group PLC 1,148 82,017
ITV PLC 31,072 73,791
Johnson Matthey PLC 2,261 111,248
Kingfisher PLC 23,029 113,637
Land Securities Group PLC 2,558 36,442
Legal & General Group PLC 44,969 173,044
Lloyds Banking Group PLC 162,737 160,860
SEE NOTES TO FUND'S INVESTMENTS QUARTERLY REPORT |JOHN HANCOCK MULTIFACTOR ETFS 11

 

MULTIFACTOR DEVELOPED INTERNATIONAL ETF (continued)

  Shares or
Principal
Amount
Value
United Kingdom (continued)  
London Stock Exchange Group PLC 1,995 $111,409
National Grid PLC 11,522 131,849
Next PLC 1,263 91,455
Old Mutual PLC 58,944 195,974
Persimmon PLC 1,858 66,107
Prudential PLC 3,402 92,209
Reckitt Benckiser Group PLC 1,961 189,711
RELX NV 3,505 78,223
RELX PLC 3,669 81,289
Rentokil Initial PLC 7,868 33,230
Rio Tinto PLC 3,831 213,666
Rio Tinto, Ltd. 1,443 89,797
Rolls-Royce Holdings PLC (B) 18,601 230,658
RSA Insurance Group PLC 7,375 64,981
Schroders PLC 938 49,620
Schroders PLC, Non-Voting Shares 328 12,430
Severn Trent PLC 1,834 50,948
Sky PLC 6,072 91,441
Smith & Nephew PLC 6,619 119,445
Smiths Group PLC 2,774 63,057
SSE PLC 6,523 121,006
St. James's Place PLC 3,399 57,447
Standard Chartered PLC (B) 7,397 86,213
Standard Life Aberdeen PLC 18,584 112,449
Taylor Wimpey PLC 23,178 62,822
Tesco PLC 27,528 81,816
The British Land Company PLC 3,123 29,693
The Royal Bank of Scotland Group PLC (B) 8,593 35,156
The Sage Group PLC 8,199 87,352
Unilever NV 2,475 143,833
Unilever PLC 3,627 206,311
United Utilities Group PLC 8,073 84,724
Vodafone Group PLC 119,427 381,441
Whitbread PLC 1,529 84,385
Wm Morrison Supermarkets PLC 15,702 49,570
WPP PLC 1,876 34,094
United States - 0.2% 101,346
Carnival PLC 257 18,164
Samsonite International SA 5,400 23,405
Worldpay, Inc., Class A (B) 744 59,777
PREFERRED SECURITIES - 0.7% $379,250
(Cost $296,125)    
Germany - 0.6% 328,235
Bayerische Motoren Werke AG 588 57,648
Henkel AG & Company KGaA 221 31,000
Porsche Automobil Holding SE 626 58,020
RWE AG 381 6,692
Volkswagen AG 793 174,875
Spain - 0.1% 51,015
MULTIFACTOR DEVELOPED INTERNATIONAL ETF (continued)

  Shares or
Principal
Amount
Value
Grifols SA, Class B 2,062 $51,015
RIGHTS - 0.0% $20
(Cost $0)    
UniCredit SpA (Expiration Date: 2-21-18; Strike Price: EUR 16.34) (B) 4,058 20
SECURITIES LENDING COLLATERAL - 1.4% $802,583
(Cost $802,565)    
John Hancock Collateral Trust, 1.4720% (D)(E) 80,217 802,583
SHORT-TERM INVESTMENTS - 0.1% $76,347
(Cost $76,347)    
Money market funds - 0.1% 76,347
State Street Institutional U.S. Government Money Market Fund, Premier Class, 1.2490% (D) 76,347 76,347
Total investments (Multifactor Developed International ETF) (Cost $50,900,205) - 101.2% $57,985,894
Other assets and liabilities, net - (1.2%) (674,804)
Total net assets - 100.0% $57,311,090
    
Currency Abbreviations
EUR Euro
    
Security Abbreviations and Legend
(A) A portion of this security is on loan as of 1-31-18. The value of securities on loan amounted to $760,916.
(B) Non-income producing security.
(C) 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.
(D) The rate shown is the annualized seven-day yield as of 1-31-18.
(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 1-31-18:
Financials 20.2%
Industrials 16.0%
Consumer discretionary 14.1%
Materials 11.4%
Consumer staples 7.8%
Health care 7.5%
Information technology 5.4%
Telecommunication services 5.3%
Utilities 4.3%
Energy 4.3%
Real estate 3.4%
Short-term investments and other 0.3%
TOTAL 100.0%
12 JOHN HANCOCK MULTIFACTOR ETFS |QUARTERLY REPORT SEE NOTES TO FUND'S INVESTMENTS

 

MULTIFACTOR ENERGY ETF

As of 1-31-18 (unaudited)
  Shares or
Principal
Amount
Value
COMMON STOCKS – 99.9%   $36,394,522
(Cost $33,409,901)    
Energy – 98.0% 35,715,292
Energy equipment and services – 12.1%  
Baker Hughes, a GE Company 6,183 198,783
Core Laboratories NV (A) 2,413 275,809
Halliburton Company 15,526 833,746
Helmerich & Payne, Inc. (A) 5,806 418,206
National Oilwell Varco, Inc. 18,836 690,904
Patterson-UTI Energy, Inc. 5,210 123,060
RPC, Inc. (A) 2,998 60,560
Schlumberger, Ltd. 13,264 975,965
TechnipFMC PLC 22,020 714,769
Weatherford International PLC (A)(B) 32,234 127,002
Oil, gas and consumable fuels – 85.9%  
Anadarko Petroleum Corp. 26,925 1,616,846
Andeavor 11,053 1,195,492
Antero Resources Corp. (B) 18,388 357,279
Apache Corp. 20,458 917,950
Cabot Oil & Gas Corp. 15,658 412,588
Centennial Resource Development, Inc., Class A (A)(B) 4,319 88,151
Cheniere Energy Partners LP Holdings LLC 1,341 38,178
Cheniere Energy, Inc. (B) 7,252 410,173
Chevron Corp. 16,612 2,082,314
Cimarex Energy Company 4,316 484,255
Concho Resources, Inc. (B) 8,040 1,265,818
ConocoPhillips 17,634 1,037,056
Continental Resources, Inc. (B) 4,947 274,707
Devon Energy Corp. 22,580 934,135
Diamondback Energy, Inc. (B) 3,616 453,808
Energen Corp. (B) 6,335 330,877
EOG Resources, Inc. 13,201 1,518,115
EQT Corp. 17,267 937,425
Exxon Mobil Corp. 23,340 2,037,582
Hess Corp. 14,211 717,798
HollyFrontier Corp. 9,883 473,989
Kinder Morgan, Inc. 74,672 1,342,603
Marathon Oil Corp. 42,630 775,440
Marathon Petroleum Corp. 29,132 2,017,974
Murphy Oil Corp. 13,616 437,074
Newfield Exploration Company (B) 9,055 286,681
Noble Energy, Inc. 34,616 1,056,480
Occidental Petroleum Corp. 18,396 1,379,148
Parsley Energy, Inc., Class A (B) 9,253 218,371
Phillips 66 7,169 734,106
Pioneer Natural Resources Company 7,132 1,304,514
Range Resources Corp. 11,857 168,962
RSP Permian, Inc. (B) 5,611 222,644
Tallgrass Energy GP LP 2,186 53,513
Targa Resources Corp. 11,100 532,800
MULTIFACTOR ENERGY ETF (continued)

  Shares or
Principal
Amount
Value
Energy (continued)  
Oil, gas and consumable fuels (continued)  
The Williams Companies, Inc. 39,870 $1,251,519
Valero Energy Corp. 17,052 1,636,480
WPX Energy, Inc. (B) 19,935 293,643
Information technology – 0.8% 289,771
Semiconductors and semiconductor equipment – 0.8%  
First Solar, Inc. (B) 4,314 289,771
Utilities – 1.1% 389,459
Electric utilities – 1.1%  
OGE Energy Corp. 12,095 389,459
SECURITIES LENDING COLLATERAL – 1.9%   $670,961
(Cost $670,953)    
John Hancock Collateral Trust, 1.4720% (C)(D) 67,062 670,961
SHORT-TERM INVESTMENTS – 0.1%   $42,043
(Cost $42,043)    
Money market funds – 0.1% 42,043
State Street Institutional U.S. Government Money Market Fund, Premier Class, 1.2490% (C) 42,043 42,043
Total investments (Multifactor Energy ETF) (Cost $34,122,897) 101.9% $37,107,526
Other assets and liabilities, net (1.9%)   (677,575)
Total net assets 100.0%   $36,429,951
    
Security Abbreviations and Legend
(A) A portion of this security is on loan as of 1-31-18. The value of securities on loan amounted to $642,622.
(B) Non-income producing security.
(C) The rate shown is the annualized seven-day yield as of 1-31-18.
(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.
MULTIFACTOR FINANCIALS ETF

As of 1-31-18 (unaudited)
  Shares or
Principal
Amount
Value
COMMON STOCKS – 99.9%   $73,806,800
(Cost $58,353,684)    
Consumer discretionary – 0.6% 435,932
Internet and direct marketing retail – 0.2%  
Liberty Ventures, Series A (A) 2,086 122,928
Media – 0.4%  
Liberty Broadband Corp., Series A (A) 544 51,484
Liberty Broadband Corp., Series C (A) 2,737 261,520
Financials – 90.8% 67,088,057
Banks – 35.2%  
Bank of America Corp. 101,763 3,256,416
Bank of Hawaii Corp. 830 69,446
Bank of the Ozarks 3,075 153,596
SEE NOTES TO FUND'S INVESTMENTS QUARTERLY REPORT |JOHN HANCOCK MULTIFACTOR ETFS 13

 

MULTIFACTOR FINANCIALS ETF (continued)

  Shares or
Principal
Amount
Value
Financials (continued)  
Banks (continued)  
BankUnited, Inc. 2,903 $119,139
BB&T Corp. 13,695 755,827
BOK Financial Corp. 726 70,197
CIT Group, Inc. 5,549 281,279
Citigroup, Inc. 28,899 2,267,994
Citizens Financial Group, Inc. 17,294 793,795
Comerica, Inc. 5,209 496,001
Commerce Bancshares, Inc. 3,835 224,386
Cullen/Frost Bankers, Inc. 1,908 203,030
East West Bancorp, Inc. 4,831 318,411
Fifth Third Bancorp 30,614 1,013,323
First Citizens BancShares, Inc., Class A 223 94,866
First Hawaiian, Inc. 1,350 39,015
First Horizon National Corp. 6,728 133,618
First Republic Bank 4,336 388,289
FNB Corp. 4,489 64,417
Hancock Holding Company 1,739 93,384
Home BancShares, Inc. 2,929 70,325
Huntington Bancshares, Inc. 34,246 554,100
IBERIABANK Corp. 1,176 99,372
Investors Bancorp, Inc. 8,245 112,874
JPMorgan Chase & Co. 27,266 3,153,858
KeyCorp 32,920 704,488
M&T Bank Corp. 3,961 755,680
MB Financial, Inc. 1,230 52,619
PacWest Bancorp 3,610 189,272
People's United Financial, Inc. 10,850 213,420
Pinnacle Financial Partners, Inc. 930 58,869
Popular, Inc. 2,770 112,573
Prosperity Bancshares, Inc. 2,478 187,832
Regions Financial Corp. 48,380 930,347
Signature Bank (A) 1,717 264,418
SunTrust Banks, Inc. 14,321 1,012,495
SVB Financial Group (A) 1,668 411,245
Synovus Financial Corp. 3,468 174,753
Texas Capital Bancshares, Inc. (A) 1,072 101,626
The PNC Financial Services Group, Inc. 5,818 919,360
U.S. Bancorp 18,803 1,074,403
UMB Financial Corp. 716 54,545
Umpqua Holdings Corp. 6,753 146,202
United Bankshares, Inc. 1,202 44,234
Webster Financial Corp. 3,044 172,351
Wells Fargo & Company 44,387 2,919,777
Western Alliance Bancorp (A) 3,726 218,567
Wintrust Financial Corp. 1,332 114,419
Zions Bancorporation 6,834 369,241
Capital markets – 20.5%  
Affiliated Managers Group, Inc. 1,581 315,615
Ameriprise Financial, Inc. 5,065 854,466
MULTIFACTOR FINANCIALS ETF (continued)

  Shares or
Principal
Amount
Value
Financials (continued)  
Capital markets (continued)  
BGC Partners, Inc., Class A 3,002 $42,959
BlackRock, Inc. 1,090 612,362
Cboe Global Markets, Inc. 2,582 346,995
CME Group, Inc. 3,870 593,968
E*TRADE Financial Corp. (A) 8,993 473,931
Eaton Vance Corp. 4,371 252,644
FactSet Research Systems, Inc. 1,540 309,063
Franklin Resources, Inc. 10,785 457,392
Intercontinental Exchange, Inc. 8,272 610,804
Invesco, Ltd. 11,603 419,216
Janus Henderson Group PLC 2,136 84,116
Lazard, Ltd., Class A 1,781 104,313
Legg Mason, Inc. 3,275 139,581
LPL Financial Holdings, Inc. 1,178 70,279
MarketAxess Holdings, Inc. 1,207 236,825
Moody's Corp. 4,452 720,289
Morgan Stanley 16,379 926,232
Morningstar, Inc. 757 72,763
MSCI, Inc. 3,305 460,155
Nasdaq, Inc. 3,450 279,140
Northern Trust Corp. 7,215 760,389
Raymond James Financial, Inc. 4,330 417,369
S&P Global, Inc. 4,361 789,777
SEI Investments Company 4,986 374,698
State Street Corp. 5,279 581,587
T. Rowe Price Group, Inc. 7,547 842,472
TD Ameritrade Holding Corp. 8,426 470,087
The Bank of New York Mellon Corp. 12,736 722,131
The Charles Schwab Corp. 12,987 692,727
The Goldman Sachs Group, Inc. 4,138 1,108,529
Consumer finance – 6.9%  
Ally Financial, Inc. 26,094 776,818
American Express Company 8,435 838,439
Capital One Financial Corp. 11,218 1,166,223
Credit Acceptance Corp. (A)(B) 235 77,482
Discover Financial Services 10,174 811,885
Navient Corp. 14,403 205,243
OneMain Holdings, Inc. (A) 2,013 65,845
Santander Consumer USA Holdings, Inc. 6,007 103,621
SLM Corp. (A) 11,423 130,679
Synchrony Financial 22,923 909,585
Diversified financial services – 4.8%  
Berkshire Hathaway, Inc., Class B (A) 13,738 2,945,152
Leucadia National Corp. 9,513 257,517
Voya Financial, Inc. 6,407 332,587
Insurance – 22.6%  
Aflac, Inc. 7,246 639,097
Alleghany Corp. (A) 490 307,573
American Financial Group, Inc. 2,561 290,264
14 JOHN HANCOCK MULTIFACTOR ETFS |QUARTERLY REPORT SEE NOTES TO FUND'S INVESTMENTS

 

MULTIFACTOR FINANCIALS ETF (continued)

  Shares or
Principal
Amount
Value
Financials (continued)  
Insurance (continued)  
American International Group, Inc. 10,301 $658,440
Aon PLC 4,213 598,962
Arch Capital Group, Ltd. (A) 3,350 304,649
Arthur J. Gallagher & Company 5,077 346,861
Assurant, Inc. 2,630 240,592
Assured Guaranty, Ltd. 7,328 260,804
Athene Holding, Ltd., Class A (A) 2,197 110,202
Axis Capital Holdings, Ltd. 3,283 165,890
Brighthouse Financial, Inc. (A) 1,664 106,929
Brown & Brown, Inc. 4,335 227,501
Chubb, Ltd. 4,050 632,408
Cincinnati Financial Corp. 4,006 308,061
CNA Financial Corp. 1,098 59,468
Enstar Group, Ltd. (A) 317 65,809
Erie Indemnity Company, Class A 923 109,615
Everest Re Group, Ltd. 1,437 330,223
First American Financial Corp. 3,657 216,019
FNF Group 7,302 284,632
Lincoln National Corp. 7,545 624,726
Loews Corp. 9,240 477,246
Markel Corp. (A) 308 353,489
Marsh & McLennan Companies, Inc. 8,241 688,288
MetLife, Inc. 11,634 559,246
Old Republic International Corp. 9,775 210,065
Primerica, Inc. 901 91,001
Principal Financial Group, Inc. 9,150 618,540
Prudential Financial, Inc. 7,170 851,939
Reinsurance Group of America, Inc. 2,591 405,880
RenaissanceRe Holdings, Ltd. 1,376 174,945
The Allstate Corp. 6,254 617,708
The Hanover Insurance Group, Inc. 1,489 168,480
The Hartford Financial Services Group, Inc. 15,068 885,396
The Progressive Corp. 9,293 502,751
The Travelers Companies, Inc. 6,685 1,002,215
Torchmark Corp. 3,558 323,244
Unum Group 8,812 468,710
Validus Holdings, Ltd. 3,269 221,311
W.R. Berkley Corp. 3,649 266,304
White Mountains Insurance Group, Ltd. 143 120,106
Willis Towers Watson PLC 3,137 503,394
XL Group, Ltd. 8,727 321,503
Thrifts and mortgage finance – 0.8%  
Essent Group, Ltd. (A) 1,043 48,520
MGIC Investment Corp. (A) 12,362 183,205
New York Community Bancorp, Inc. 14,144 200,279
Radian Group, Inc. 5,525 121,937
TFS Financial Corp. 1,367 19,986
MULTIFACTOR FINANCIALS ETF (continued)

  Shares or
Principal
Amount
Value
Industrials – 0.9% $641,470
Professional services – 0.9%  
Equifax, Inc. 3,922 489,975
IHS Markit, Ltd. (A) 3,174 151,495
Information technology – 6.4% 4,755,385
Internet software and services – 0.1%  
Zillow Group, Inc., Class A (A) 790 35,384
Zillow Group, Inc., Class C (A)(B) 1,673 74,382
IT services – 6.3%  
Black Knight, Inc. (A) 3,148 155,826
Mastercard, Inc., Class A 10,169 1,718,561
The Western Union Company 17,444 362,661
Visa, Inc., Class A 19,388 2,408,571
Real estate – 1.2% 885,956
Real estate management and development – 1.2%  
CBRE Group, Inc., Class A (A) 9,383 428,709
Jones Lang LaSalle, Inc. 1,455 227,489
Realogy Holdings Corp. 4,698 129,242
The Howard Hughes Corp. (A) 798 100,516
SECURITIES LENDING COLLATERAL – 0.2%   $146,769
(Cost $146,766)    
John Hancock Collateral Trust, 1.4720% (C)(D) 14,669 146,769
SHORT-TERM INVESTMENTS – 0.1%   $63,572
(Cost $63,572)    
Money market funds – 0.1% 63,572
State Street Institutional U.S. Government Money Market Fund, Premier Class, 1.2490% (C) 63,572 63,572
Total investments (Multifactor Financials ETF) (Cost $58,564,022) 100.2% $74,017,141
Other assets and liabilities, net (0.2%)   (171,167)
Total net assets 100.0%   $73,845,974
    
Security Abbreviations and Legend
(A) Non-income producing security.
(B) A portion of this security is on loan as of 1-31-18. The value of securities on loan amounted to $136,481.
(C) The rate shown is the annualized seven-day yield as of 1-31-18.
(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.
MULTIFACTOR HEALTHCARE ETF

As of 1-31-18 (unaudited)
  Shares or
Principal
Amount
Value
COMMON STOCKS – 100.0%   $38,206,194
(Cost $31,825,652)    
Health care – 99.8% 38,150,904
Biotechnology – 19.6%  
AbbVie, Inc. 11,744 1,317,912
SEE NOTES TO FUND'S INVESTMENTS QUARTERLY REPORT |JOHN HANCOCK MULTIFACTOR ETFS 15

 

MULTIFACTOR HEALTHCARE ETF (continued)

  Shares or
Principal
Amount
Value
Health care (continued)  
Biotechnology (continued)  
ACADIA Pharmaceuticals, Inc. (A)(B) 1,240 $37,088
Alexion Pharmaceuticals, Inc. (A) 2,055 245,203
Alkermes PLC (A) 2,227 127,318
Alnylam Pharmaceuticals, Inc. (A) 974 126,601
Amgen, Inc. 7,402 1,377,142
Biogen, Inc. (A) 1,922 668,491
BioMarin Pharmaceutical, Inc. (A) 2,414 217,815
Bioverativ, Inc. (A) 2,122 218,693
Bluebird Bio, Inc. (A) 668 136,873
Celgene Corp. (A) 5,731 579,748
Clovis Oncology, Inc. (A) 402 24,321
Dyax Corp. (A)(C) 702 2,211
Exact Sciences Corp. (A) 994 49,412
Exelixis, Inc. (A) 3,133 94,961
Gilead Sciences, Inc. 12,353 1,035,181
Incyte Corp. (A) 1,389 125,413
Ionis Pharmaceuticals, Inc. (A) 1,503 78,938
Juno Therapeutics, Inc. (A) 771 66,160
Neurocrine Biosciences, Inc. (A) 1,069 91,367
OPKO Health, Inc. (A)(B) 7,497 33,437
Regeneron Pharmaceuticals, Inc. (A) 522 191,391
Seattle Genetics, Inc. (A) 1,411 73,795
TESARO, Inc. (A)(B) 466 31,436
United Therapeutics Corp. (A) 1,468 189,372
Vertex Pharmaceuticals, Inc. (A) 2,073 345,922
Health care equipment and supplies – 21.8%  
Abbott Laboratories 13,470 837,295
ABIOMED, Inc. (A) 607 142,645
Align Technology, Inc. (A) 1,295 339,290
Baxter International, Inc. 5,762 415,037
Becton, Dickinson and Company 3,043 739,266
Boston Scientific Corp. (A) 11,740 328,250
DENTSPLY SIRONA, Inc. 5,149 313,111
DexCom, Inc. (A)(B) 1,047 60,935
Edwards Lifesciences Corp. (A) 3,933 497,839
Hill-Rom Holdings, Inc. 2,199 187,641
Hologic, Inc. (A) 9,144 390,449
IDEXX Laboratories, Inc. (A) 1,700 317,968
Integra LifeSciences Holdings Corp. (A) 755 39,758
Intuitive Surgical, Inc. (A) 928 400,590
Masimo Corp. (A) 730 68,795
Medtronic PLC 10,165 873,072
ResMed, Inc. 2,854 287,655
STERIS PLC 1,882 171,111
Stryker Corp. 2,560 420,813
Teleflex, Inc. 1,003 278,583
The Cooper Companies, Inc. 1,087 265,956
Varian Medical Systems, Inc. (A) 2,031 258,953
West Pharmaceutical Services, Inc. 1,481 148,396
MULTIFACTOR HEALTHCARE ETF (continued)

  Shares or
Principal
Amount
Value
Health care (continued)  
Health care equipment and supplies (continued)  
Zimmer Biomet Holdings, Inc. 4,279 $543,946
Health care providers and services – 30.2%  
Acadia Healthcare Company, Inc. (A) 1,641 55,925
Aetna, Inc. 4,132 771,940
AmerisourceBergen Corp. 3,623 361,104
Anthem, Inc. 3,565 883,585
Cardinal Health, Inc. 11,865 851,788
Centene Corp. (A) 4,464 478,719
Cigna Corp. 3,480 725,058
DaVita, Inc. (A) 6,031 470,659
Encompass Health Corp. 3,116 164,899
Envision Healthcare Corp. (A) 3,332 119,919
Express Scripts Holding Company (A) 11,692 925,773
HCA Healthcare, Inc. (A) 2,871 290,430
Henry Schein, Inc. (A) 3,786 286,524
Humana, Inc. 1,898 534,913
Laboratory Corp. of America Holdings (A) 2,970 518,265
McKesson Corp. 3,169 535,181
MEDNAX, Inc. (A) 2,465 130,177
Molina Healthcare, Inc. (A) 661 60,389
Patterson Companies, Inc. 2,481 89,043
Quest Diagnostics, Inc. 4,538 480,211
UnitedHealth Group, Inc. 9,320 2,206,790
Universal Health Services, Inc., Class B 2,996 364,014
WellCare Health Plans, Inc. (A) 1,191 250,563
Life sciences tools and services – 5.6%  
Bio-Rad Laboratories, Inc., Class A (A) 489 126,421
Bio-Techne Corp. 761 106,761
Bruker Corp. 2,476 88,170
Charles River Laboratories International, Inc. (A) 1,247 131,484
Illumina, Inc. (A) 1,233 286,845
IQVIA Holdings, Inc. (A) 2,979 304,424
PRA Health Sciences, Inc. (A) 885 80,588
Syneos Health, Inc. (A) 1,581 60,631
Thermo Fisher Scientific, Inc. 2,795 626,387
Waters Corp. (A) 1,559 336,136
Pharmaceuticals – 22.6%  
Akorn, Inc. (A) 2,011 64,794
Allergan PLC 2,589 466,693
Bristol-Myers Squibb Company 10,267 642,714
Catalent, Inc. (A) 2,704 125,844
Eli Lilly & Company 6,755 550,195
Jazz Pharmaceuticals PLC (A) 1,638 238,722
Johnson & Johnson 15,987 2,209,244
Mallinckrodt PLC (A) 2,433 43,940
Merck & Company, Inc. 19,275 1,142,044
Mylan NV (A) 12,385 530,700
Perrigo Company PLC 2,464 223,288
Pfizer, Inc. 52,334 1,938,451
16 JOHN HANCOCK MULTIFACTOR ETFS |QUARTERLY REPORT SEE NOTES TO FUND'S INVESTMENTS

 

MULTIFACTOR HEALTHCARE ETF (continued)

  Shares or
Principal
Amount
Value
Health care (continued)  
Pharmaceuticals (continued)  
Zoetis, Inc. 5,956 $457,004
Industrials – 0.2% 55,290
Commercial services and supplies – 0.2%  
Healthcare Services Group, Inc. 1,002 55,290
SECURITIES LENDING COLLATERAL – 0.4%   $152,741
(Cost $152,738)    
John Hancock Collateral Trust, 1.4720% (D)(E) 15,266 152,741
SHORT-TERM INVESTMENTS – 0.1%   $52,965
(Cost $52,965)    
Money market funds – 0.1% 52,965
State Street Institutional U.S. Government Money Market Fund, Premier Class, 1.2490% (D) 52,965 52,965
Total investments (Multifactor Healthcare ETF) (Cost $32,031,355) 100.5% $38,411,900
Other assets and liabilities, net (0.5%)   (185,398)
Total net assets 100.0%   $38,226,502
    
Security Abbreviations and Legend
(A) Non-income producing security.
(B) A portion of this security is on loan as of 1-31-18. The value of securities on loan amounted to $146,561.
(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 1-31-18.
(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 INDUSTRIALS ETF

As of 1-31-18 (unaudited)
  Shares or
Principal
Amount
Value
COMMON STOCKS – 100.0%   $31,291,015
(Cost $24,463,611)    
Health care – 2.8% 887,322
Health care equipment and supplies – 0.8%  
Danaher Corp. 2,532 256,441
Life sciences tools and services – 2.0%  
Agilent Technologies, Inc. 3,504 257,299
Mettler-Toledo International, Inc. (A) 362 244,444
PerkinElmer, Inc. 1,611 129,138
Industrials – 72.2% 22,592,367
Aerospace and defense – 13.8%  
BWX Technologies, Inc. 995 63,123
Curtiss-Wright Corp. 512 66,898
General Dynamics Corp. 1,137 252,960
HEICO Corp. 345 27,710
HEICO Corp., Class A 650 42,803
Hexcel Corp. 1,280 87,488
MULTIFACTOR INDUSTRIALS ETF (continued)

  Shares or
Principal
Amount
Value
Industrials (continued)  
Aerospace and defense (continued)  
Huntington Ingalls Industries, Inc. 662 $157,251
L3 Technologies, Inc. 1,073 227,970
Lockheed Martin Corp. 1,100 390,335
Northrop Grumman Corp. 1,217 414,425
Orbital ATK, Inc. 870 114,753
Raytheon Company 1,483 309,858
Rockwell Collins, Inc. 1,993 276,011
Spirit AeroSystems Holdings, Inc., Class A 1,916 196,122
Teledyne Technologies, Inc. (A) 445 84,959
Textron, Inc. 3,817 223,943
The Boeing Company 1,958 693,856
TransDigm Group, Inc. 539 170,814
United Technologies Corp. 3,639 502,218
Air freight and logistics – 3.9%  
C.H. Robinson Worldwide, Inc. 1,954 178,713
Expeditors International of Washington, Inc. 2,398 155,750
FedEx Corp. 1,456 382,171
United Parcel Service, Inc., Class B 2,956 376,358
XPO Logistics, Inc. (A) 1,364 128,816
Airlines – 5.4%  
Alaska Air Group, Inc. 2,246 147,630
American Airlines Group, Inc. 5,878 319,293
Copa Holdings SA, Class A 358 49,522
Delta Air Lines, Inc. 6,722 381,608
JetBlue Airways Corp. (A) 5,025 104,822
Southwest Airlines Company 5,072 308,378
United Continental Holdings, Inc. (A) 5,586 378,843
Building products – 3.3%  
Allegion PLC 1,135 97,735
AO Smith Corp. 1,751 116,932
Fortune Brands Home & Security, Inc. 1,949 138,243
Johnson Controls International PLC 5,593 218,854
Lennox International, Inc. 510 111,134
Masco Corp. 3,096 138,267
Owens Corning 1,648 153,215
USG Corp. (A) 1,188 45,928
Commercial services and supplies – 3.7%  
Cintas Corp. 1,181 198,939
Copart, Inc. (A) 3,346 147,458
Deluxe Corp. 275 20,424
KAR Auction Services, Inc. 1,986 108,316
Republic Services, Inc. 3,593 247,198
Rollins, Inc. 1,249 61,626
Stericycle, Inc. (A) 950 71,592
The Brink's Company 223 18,598
Waste Management, Inc. 3,164 279,793
Construction and engineering – 1.5%  
AECOM (A) 1,906 74,544
EMCOR Group, Inc. 698 56,733
SEE NOTES TO FUND'S INVESTMENTS QUARTERLY REPORT |JOHN HANCOCK MULTIFACTOR ETFS 17

 

MULTIFACTOR INDUSTRIALS ETF (continued)

  Shares or
Principal
Amount
Value
Industrials (continued)  
Construction and engineering (continued)  
Fluor Corp. 2,204 $133,783
Jacobs Engineering Group, Inc. 1,641 113,984
Quanta Services, Inc. (A) 2,494 95,994
Electrical equipment – 4.6%  
Acuity Brands, Inc. 487 75,212
AMETEK, Inc. 2,888 220,354
Eaton Corp. PLC 3,188 267,696
Emerson Electric Company 4,453 321,640
Hubbell, Inc. 639 86,872
Rockwell Automation, Inc. 1,745 344,271
Sensata Technologies Holding NV (A) 2,364 132,975
Industrial conglomerates – 6.7%  
3M Company 2,506 627,753
Carlisle Companies, Inc. 1,019 116,380
General Electric Company 33,258 537,782
Honeywell International, Inc. 3,071 490,347
Roper Technologies, Inc. 1,201 336,989
Machinery – 17.2%  
AGCO Corp. 1,201 87,217
Allison Transmission Holdings, Inc. 2,074 91,754
Caterpillar, Inc. 2,759 449,110
Colfax Corp. (A) 978 39,140
Crane Company 510 50,969
Cummins, Inc. 1,243 233,684
Deere & Company 2,420 402,736
Donaldson Company, Inc. 1,988 100,712
Dover Corp. 2,417 256,710
Flowserve Corp. 2,016 91,365
Fortive Corp. 3,235 245,925
Gardner Denver Holdings, Inc. (A) 186 6,432
Graco, Inc. 2,511 117,515
IDEX Corp. 1,004 144,054
Illinois Tool Works, Inc. 1,960 340,393
Ingersoll-Rand PLC 3,679 348,144
ITT, Inc. 1,308 73,248
Lincoln Electric Holdings, Inc. 886 86,447
Nordson Corp. 702 100,891
Oshkosh Corp. 875 79,380
PACCAR, Inc. 5,139 383,164
Parker-Hannifin Corp. 1,715 345,435
Pentair PLC 2,341 167,382
Snap-on, Inc. 788 134,992
Stanley Black & Decker, Inc. 2,186 363,379
The Middleby Corp. (A) 643 87,615
The Toro Company 1,306 85,739
Trinity Industries, Inc. 1,322 45,569
WABCO Holdings, Inc. (A) 751 115,947
Wabtec Corp. (B) 1,195 96,843
Woodward, Inc. 662 51,318
MULTIFACTOR INDUSTRIALS ETF (continued)

  Shares or
Principal
Amount
Value
Industrials (continued)  
Machinery (continued)  
Xylem, Inc. 2,293 $165,692
Marine – 0.1%  
Kirby Corp. (A) 337 25,241
Professional services – 2.4%  
ManpowerGroup, Inc. 1,137 149,390
Nielsen Holdings PLC 4,262 159,441
Robert Half International, Inc. 1,678 97,123
The Dun & Bradstreet Corp. 498 61,618
TransUnion (A) 1,268 75,268
Verisk Analytics, Inc. (A) 2,006 200,700
Road and rail – 6.3%  
AMERCO 111 40,524
CSX Corp. 6,838 388,193
Genesee & Wyoming, Inc., Class A (A) 728 58,131
J.B. Hunt Transport Services, Inc. 1,309 158,166
Kansas City Southern 1,513 171,166
Landstar System, Inc. 375 41,644
Norfolk Southern Corp. 2,292 345,817
Old Dominion Freight Line, Inc. 905 132,537
Ryder System, Inc. 1,161 101,042
Schneider National, Inc., Class B 283 8,286
Union Pacific Corp. 4,037 538,940
Trading companies and distributors – 3.1%  
Air Lease Corp. 1,395 67,825
Fastenal Company 3,743 205,715
HD Supply Holdings, Inc. (A) 2,430 94,503
MSC Industrial Direct Company, Inc., Class A 709 66,561
United Rentals, Inc. (A) 1,418 256,814
W.W. Grainger, Inc. 790 213,031
Watsco, Inc. 330 59,331
Transportation infrastructure – 0.2%  
Macquarie Infrastructure Corp. 957 63,497
Information technology – 18.6% 5,819,770
Electronic equipment, instruments and components – 5.9%  
Amphenol Corp., Class A 3,795 352,062
Arrow Electronics, Inc. (A) 1,649 134,130
Avnet, Inc. 2,066 87,805
Cognex Corp. 1,326 82,703
Coherent, Inc. (A) 160 41,523
Flex, Ltd. (A) 9,547 171,941
FLIR Systems, Inc. 1,831 93,766
IPG Photonics Corp. (A) 413 104,055
Jabil, Inc. 3,291 83,690
Keysight Technologies, Inc. (A) 2,102 98,205
Littelfuse, Inc. 173 37,600
National Instruments Corp. 1,250 62,425
TE Connectivity, Ltd. 2,726 279,497
Trimble, Inc. (A) 2,815 124,142
18 JOHN HANCOCK MULTIFACTOR ETFS |QUARTERLY REPORT SEE NOTES TO FUND'S INVESTMENTS

 

MULTIFACTOR INDUSTRIALS ETF (continued)

  Shares or
Principal
Amount
Value
Information technology (continued)  
Electronic equipment, instruments and
components (continued)
 
Universal Display Corp. 176 $28,054
Zebra Technologies Corp., Class A (A) 623 76,729
Internet software and services – 0.3%  
CoStar Group, Inc. (A) 293 101,410
IT services – 12.0%  
Accenture PLC, Class A 2,701 434,051
Alliance Data Systems Corp. 781 200,451
Automatic Data Processing, Inc. 2,513 310,682
Booz Allen Hamilton Holding Corp. 1,919 75,186
Broadridge Financial Solutions, Inc. 1,732 166,982
CoreLogic, Inc. (A) 1,025 48,544
Euronet Worldwide, Inc. (A) 555 52,098
Fidelity National Information Services, Inc. 2,531 259,073
First Data Corp., Class A (A) 3,718 65,809
Fiserv, Inc. (A) 2,885 406,323
FleetCor Technologies, Inc. (A) 977 207,613
Genpact, Ltd. 2,319 78,707
Global Payments, Inc. 1,735 193,938
Jack Henry & Associates, Inc. 1,175 146,476
MAXIMUS, Inc. 855 58,294
Paychex, Inc. 3,798 259,214
PayPal Holdings, Inc. (A) 4,189 357,405
Total System Services, Inc. 2,342 208,110
WEX, Inc. (A) 363 56,196
Worldpay, Inc., Class A (A) 2,059 165,358
Technology hardware, storage and peripherals – 0.4%  
Xerox Corp. 3,209 109,523
Materials – 6.2% 1,921,914
Chemicals – 0.7%  
The Sherwin-Williams Company 545 227,325
Construction materials – 1.5%  
Eagle Materials, Inc. 559 62,636
Martin Marietta Materials, Inc. 809 184,590
Vulcan Materials Company 1,666 225,576
Containers and packaging – 3.9%  
AptarGroup, Inc. 963 84,185
Ardagh Group SA 57 1,140
Ball Corp. 3,892 148,986
Bemis Company, Inc. 1,634 76,373
Berry Global Group, Inc. (A) 1,583 93,698
Crown Holdings, Inc. (A) 1,716 99,614
Graphic Packaging Holding Company 5,262 84,981
Owens-Illinois, Inc. (A) 761 17,670
Packaging Corp. of America 1,514 190,204
Sealed Air Corp. 2,376 112,504
Sonoco Products Company 1,741 94,554
WestRock Company 2,954 196,825
MULTIFACTOR INDUSTRIALS ETF (continued)

  Shares or
Principal
Amount
Value
Materials (continued)  
Paper and forest products – 0.1%  
Louisiana-Pacific Corp. (A) 711 $21,053
Utilities – 0.2% 69,642
Multi-utilities – 0.2%  
MDU Resources Group, Inc. 2,630 69,642
SECURITIES LENDING COLLATERAL – 0.3%   $90,454
(Cost $90,452)    
John Hancock Collateral Trust, 1.4720% (C)(D) 9,041 90,454
SHORT-TERM INVESTMENTS – 0.1%   $42,542
(Cost $42,542)    
Money market funds – 0.1% 42,542
State Street Institutional U.S. Government Money Market Fund, Premier Class, 1.2490% (C) 42,542 42,542
Total investments (Multifactor Industrials ETF) (Cost $24,596,605) 100.4% $31,424,011
Other assets and liabilities, net (0.4%)   (111,563)
Total net assets 100.0%   $31,312,448
    
Security Abbreviations and Legend
(A) Non-income producing security.
(B) A portion of this security is on loan as of 1-31-18. The value of securities on loan amounted to $87,118.
(C) The rate shown is the annualized seven-day yield as of 1-31-18.
(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.
MULTIFACTOR LARGE CAP ETF

As of 1-31-18 (unaudited)
  Shares or
Principal
Amount
Value
COMMON STOCKS – 100.0%   $401,430,400
(Cost $326,726,648)    
Consumer discretionary – 13.3% 53,241,253
Auto components – 0.7%  
Adient PLC (A) 2,042 132,322
Aptiv PLC 8,648 820,522
Autoliv, Inc. 2,835 431,515
BorgWarner, Inc. 6,519 366,759
Delphi Technologies PLC (B) 2,858 157,847
Gentex Corp. 6,949 164,552
Lear Corp. 2,746 530,362
The Goodyear Tire & Rubber Company 9,039 314,738
Automobiles – 0.5%  
Ford Motor Company 55,876 612,960
General Motors Company 15,142 642,172
Harley-Davidson, Inc. (A) 7,132 345,617
Tesla, Inc. (A)(B) 1,002 355,019
Thor Industries, Inc. 687 93,885
SEE NOTES TO FUND'S INVESTMENTS QUARTERLY REPORT |JOHN HANCOCK MULTIFACTOR ETFS 19

 

MULTIFACTOR LARGE CAP ETF (continued)

  Shares or
Principal
Amount
Value
Consumer discretionary (continued)  
Distributors – 0.2%  
Genuine Parts Company 4,970 $517,228
LKQ Corp. (B) 7,847 329,809
Diversified consumer services – 0.1%  
H&R Block, Inc. 837 22,214
Service Corp. International 5,192 207,524
ServiceMaster Global Holdings, Inc. (B) 3,134 165,224
Hotels, restaurants and leisure – 2.0%  
Aramark 7,398 338,902
Carnival Corp. 7,121 509,935
Chipotle Mexican Grill, Inc. (B) 746 242,271
Darden Restaurants, Inc. 3,758 360,204
Domino's Pizza, Inc. 929 201,454
Dunkin' Brands Group, Inc. 2,254 145,721
Hilton Worldwide Holdings, Inc. 4,341 371,807
Hyatt Hotels Corp., Class A (B) 723 58,780
Las Vegas Sands Corp. 5,363 415,740
Marriott International, Inc., Class A 4,453 656,105
McDonald's Corp. 7,452 1,275,335
MGM Resorts International 14,151 515,804
Norwegian Cruise Line Holdings, Ltd. (B) 3,049 185,196
Royal Caribbean Cruises, Ltd. 3,601 480,914
Six Flags Entertainment Corp. 963 65,060
Starbucks Corp. 14,002 795,454
Vail Resorts, Inc. 803 175,504
Wyndham Worldwide Corp. 4,095 508,312
Wynn Resorts, Ltd. 1,755 290,610
Yum! Brands, Inc. 6,254 529,026
Household durables – 0.9%  
D.R. Horton, Inc. 10,418 511,003
Garmin, Ltd. 3,594 226,206
Leggett & Platt, Inc. 3,986 185,389
Lennar Corp., A Shares 4,934 309,164
Lennar Corp., B Shares 322 16,306
Mohawk Industries, Inc. (B) 2,007 564,087
Newell Brands, Inc. 11,154 294,912
NVR, Inc. (B) 147 467,191
PulteGroup, Inc. 7,736 246,237
Toll Brothers, Inc. 4,187 195,030
Whirlpool Corp. 3,014 546,800
Internet and direct marketing retail – 1.9%  
Amazon.com, Inc. (B) 3,340 4,845,973
Expedia, Inc. 3,432 439,330
Liberty Interactive Corp., Series A (B) 15,784 443,373
Liberty Ventures, Series A (B) 280 16,500
Netflix, Inc. (B) 3,083 833,335
The Priceline Group, Inc. (B) 446 852,774
TripAdvisor, Inc. (A)(B) 2,290 79,394
Wayfair, Inc., Class A (B) 146 13,433
MULTIFACTOR LARGE CAP ETF (continued)

  Shares or
Principal
Amount
Value
Consumer discretionary (continued)  
Leisure products – 0.2%  
Brunswick Corp. 1,036 $65,040
Hasbro, Inc. 4,370 413,271
Mattel, Inc. (A) 9,725 154,044
Polaris Industries, Inc. 1,633 184,545
Media – 2.7%  
Altice USA, Inc., Class A (A)(B) 460 9,876
CBS Corp., Class B 10,043 578,577
Charter Communications, Inc., Class A (B) 2,451 924,640
Comcast Corp., Class A 60,120 2,556,904
Discovery Communications, Inc., Series A (A)(B) 8,364 209,685
Discovery Communications, Inc., Series C (A)(B) 2,683 64,016
DISH Network Corp., Class A (B) 5,668 265,829
Liberty Broadband Corp., Series A (B) 267 25,269
Liberty Broadband Corp., Series C (B) 2,196 209,828
Liberty Media Corp.-Liberty Formula One, Series A (B) 296 10,561
Liberty Media Corp.-Liberty Formula One, Series C (A)(B) 2,588 97,542
Liberty Media Corp.-Liberty SiriusXM, Series A (B) 3,872 174,279
Lions Gate Entertainment Corp., Class A (B) 583 19,729
Lions Gate Entertainment Corp., Class B (B) 1,564 50,048
Live Nation Entertainment, Inc. (B) 3,227 145,409
News Corp., Class A 9,302 159,157
News Corp., Class B 2,004 34,970
Omnicom Group, Inc. 9,946 762,361
Scripps Networks Interactive, Inc., Class A 2,876 253,059
Sirius XM Holdings, Inc. (A) 42,623 260,427
The Interpublic Group of Companies, Inc. 14,553 318,565
The Walt Disney Company 15,286 1,661,130
Time Warner, Inc. 8,155 777,579
Twenty-First Century Fox, Inc., Class A 13,643 503,427
Twenty-First Century Fox, Inc., Class B 6,899 251,745
Viacom, Inc., Class A 176 6,855
Viacom, Inc., Class B 11,837 395,593
Multiline retail – 0.9%  
Dollar General Corp. 8,442 870,539
Dollar Tree, Inc. (B) 7,092 815,580
Kohl's Corp. 7,690 498,081
Macy's, Inc. 13,496 350,221
Nordstrom, Inc. 5,469 269,676
Target Corp. 10,708 805,456
Specialty retail – 2.4%  
Advance Auto Parts, Inc. 2,061 241,116
AutoZone, Inc. (B) 566 433,239
Best Buy Company, Inc. 9,833 718,399
Burlington Stores, Inc. (B) 1,235 150,312
CarMax, Inc. (B) 5,776 412,233
L Brands, Inc. 4,725 236,675
Lowe's Companies, Inc. 12,165 1,274,040
20 JOHN HANCOCK MULTIFACTOR ETFS |QUARTERLY REPORT SEE NOTES TO FUND'S INVESTMENTS

 

MULTIFACTOR LARGE CAP ETF (continued)

  Shares or
Principal
Amount
Value
Consumer discretionary (continued)  
Specialty retail (continued)  
O'Reilly Automotive, Inc. (B) 2,209 $584,700
Ross Stores, Inc. 10,124 834,116
The Gap, Inc. 8,998 299,094
The Home Depot, Inc. 12,706 2,552,635
The TJX Companies, Inc. 9,308 747,619
Tiffany & Company 3,552 378,821
Tractor Supply Company 3,851 293,639
Ulta Beauty, Inc. (B) 1,630 362,023
Textiles, apparel and luxury goods – 0.8%  
Hanesbrands, Inc. (A) 9,653 209,663
Lululemon Athletica, Inc. (B) 2,372 185,514
Michael Kors Holdings, Ltd. (B) 4,580 302,280
NIKE, Inc., Class B 14,623 997,581
PVH Corp. 1,965 304,732
Ralph Lauren Corp. 1,998 228,391
Tapestry, Inc. 6,940 326,458
Under Armour, Inc., Class A (A)(B) 2,941 40,762
Under Armour, Inc., Class C (A)(B) 2,919 37,509
VF Corp. 6,376 517,349
Consumer staples – 6.9% 27,613,871
Beverages – 1.6%  
Brown-Forman Corp., Class A 1,401 96,669
Brown-Forman Corp., Class B 5,969 413,652
Constellation Brands, Inc., Class A 2,873 630,537
Dr. Pepper Snapple Group, Inc. 6,852 817,786
Molson Coors Brewing Company, Class B 5,506 462,614
Monster Beverage Corp. (B) 7,035 479,998
PepsiCo, Inc. 15,022 1,807,147
The Coca-Cola Company 38,679 1,840,734
Food and staples retailing – 1.6%  
Costco Wholesale Corp. 4,899 954,668
CVS Health Corp. 13,752 1,082,145
Sysco Corp. 9,830 618,012
The Kroger Company 26,316 798,954
US Foods Holding Corp. (B) 2,442 78,461
Walgreens Boots Alliance, Inc. 9,265 697,284
Walmart, Inc. 20,336 2,167,818
Food products – 1.7%  
Archer-Daniels-Midland Company 10,546 452,951
Blue Buffalo Pet Products, Inc. (A)(B) 954 32,417
Bunge, Ltd. 4,751 377,372
Campbell Soup Company 6,153 286,422
Conagra Brands, Inc. 12,501 475,038
General Mills, Inc. 11,252 658,129
Hormel Foods Corp. 7,087 243,297
Ingredion, Inc. 2,490 357,664
Kellogg Company 4,781 325,634
Lamb Weston Holdings, Inc. 4,173 244,538
MULTIFACTOR LARGE CAP ETF (continued)

  Shares or
Principal
Amount
Value
Consumer staples (continued)  
Food products (continued)  
McCormick & Company, Inc. 3,928 $427,249
Mondelez International, Inc., Class A 17,878 793,783
Pilgrim's Pride Corp. (A)(B) 1,770 49,153
Pinnacle Foods, Inc. 2,588 160,301
Post Holdings, Inc. (B) 1,506 113,959
The Hershey Company 5,099 562,573
The J.M. Smucker Company 3,065 388,918
The Kraft Heinz Company 4,671 366,160
Tyson Foods, Inc., Class A 7,156 544,643
Household products – 1.1%  
Church & Dwight Company, Inc. 4,669 228,081
Colgate-Palmolive Company 8,450 627,328
Kimberly-Clark Corp. 4,508 527,436
Spectrum Brands Holdings, Inc. (A) 650 76,999
The Clorox Company 4,196 594,531
The Procter & Gamble Company 24,997 2,158,241
Personal products – 0.2%  
Coty, Inc., Class A 2,815 55,202
Herbalife, Ltd. (B) 1,540 127,805
The Estee Lauder Companies, Inc., Class A 4,271 576,414
Tobacco – 0.7%  
Altria Group, Inc. 20,548 1,445,346
Philip Morris International, Inc. 12,961 1,389,808
Energy – 5.3% 21,363,168
Energy equipment and services – 0.5%  
Baker Hughes, a GE Company 4,732 152,134
Halliburton Company 8,908 478,360
National Oilwell Varco, Inc. 8,208 301,069
Schlumberger, Ltd. 11,047 812,838
TechnipFMC PLC 11,331 367,796
Oil, gas and consumable fuels – 4.8%  
Anadarko Petroleum Corp. 7,507 450,795
Andeavor 4,913 531,390
Antero Resources Corp. (B) 7,287 141,586
Apache Corp. 7,562 339,307
Cabot Oil & Gas Corp. 9,302 245,108
Cheniere Energy Partners LP Holdings LLC 575 16,370
Cheniere Energy, Inc. (B) 3,008 170,132
Chevron Corp. 22,448 2,813,857
Cimarex Energy Company 2,048 229,786
Concho Resources, Inc. (B) 3,006 473,265
ConocoPhillips 13,903 817,635
Continental Resources, Inc. (B) 2,274 126,275
Devon Energy Corp. 8,253 341,427
Diamondback Energy, Inc. (B) 1,270 159,385
Energen Corp. (B) 1,584 82,732
EOG Resources, Inc. 5,754 661,710
EQT Corp. 6,494 352,559
SEE NOTES TO FUND'S INVESTMENTS QUARTERLY REPORT |JOHN HANCOCK MULTIFACTOR ETFS 21

 

MULTIFACTOR LARGE CAP ETF (continued)

  Shares or
Principal
Amount
Value
Energy (continued)  
Oil, gas and consumable fuels (continued)  
Exxon Mobil Corp. 47,781 $4,171,281
Hess Corp. 7,539 380,795
HollyFrontier Corp. 6,251 299,798
Kinder Morgan, Inc. 25,014 449,752
Marathon Oil Corp. 19,011 345,810
Marathon Petroleum Corp. 15,910 1,102,086
Newfield Exploration Company (B) 3,514 111,253
Noble Energy, Inc. 14,050 428,806
Occidental Petroleum Corp. 8,443 632,972
ONEOK, Inc. 7,672 451,574
Parsley Energy, Inc., Class A (B) 3,290 77,644
Phillips 66 6,064 620,954
Pioneer Natural Resources Company 2,366 432,765
RSP Permian, Inc. (B) 712 28,252
Targa Resources Corp. 3,246 155,808
The Williams Companies, Inc. 17,440 547,442
Valero Energy Corp. 11,052 1,060,660
Financials – 15.4% 61,687,812
Banks – 6.0%  
Bank of America Corp. 94,139 3,012,448
Bank of the Ozarks 1,379 68,881
BB&T Corp. 11,832 653,008
BOK Financial Corp. 359 34,712
CIT Group, Inc. 5,676 287,716
Citigroup, Inc. 27,093 2,126,259
Citizens Financial Group, Inc. 12,228 561,265
Comerica, Inc. 5,242 499,143
Commerce Bancshares, Inc. 2,061 120,589
Cullen/Frost Bankers, Inc. 673 71,614
East West Bancorp, Inc. 3,712 244,658
Fifth Third Bancorp 28,267 935,638
First Republic Bank 3,690 330,440
Huntington Bancshares, Inc. 26,810 433,786
JPMorgan Chase & Co. 42,354 4,899,087
KeyCorp 27,099 579,919
M&T Bank Corp. 4,108 783,724
PacWest Bancorp 2,419 126,828
People's United Financial, Inc. 8,057 158,481
Regions Financial Corp. 42,014 807,929
Signature Bank (B) 1,226 188,804
SunTrust Banks, Inc. 12,451 880,286
SVB Financial Group (B) 1,141 281,314
Synovus Financial Corp. 1,186 59,763
The PNC Financial Services Group, Inc. 6,211 981,462
U.S. Bancorp 19,316 1,103,716
Wells Fargo & Company 51,638 3,396,748
Western Alliance Bancorp (B) 953 55,903
Zions Bancorporation 5,631 304,243
MULTIFACTOR LARGE CAP ETF (continued)

  Shares or
Principal
Amount
Value
Financials (continued)  
Capital markets – 3.5%  
Affiliated Managers Group, Inc. 1,498 $299,046
Ameriprise Financial, Inc. 5,657 954,336
BlackRock, Inc. 1,065 598,317
Cboe Global Markets, Inc. 1,946 261,523
CME Group, Inc. 3,963 608,241
E*TRADE Financial Corp. (B) 6,864 361,733
Eaton Vance Corp. 2,228 128,778
FactSet Research Systems, Inc. 1,094 219,555
Franklin Resources, Inc. 9,229 391,402
Intercontinental Exchange, Inc. 7,710 569,306
Invesco, Ltd. 10,466 378,137
Janus Henderson Group PLC 786 30,953
Lazard, Ltd., Class A 654 38,305
MarketAxess Holdings, Inc. 809 158,734
Moody's Corp. 4,766 771,091
Morgan Stanley 15,456 874,037
MSCI, Inc. 2,748 382,604
Nasdaq, Inc. 3,367 272,424
Northern Trust Corp. 6,250 658,688
Raymond James Financial, Inc. 3,681 354,812
S&P Global, Inc. 4,767 863,304
SEI Investments Company 4,883 366,957
State Street Corp. 5,717 629,842
T. Rowe Price Group, Inc. 6,648 742,116
TD Ameritrade Holding Corp. 8,849 493,686
The Bank of New York Mellon Corp. 15,702 890,303
The Charles Schwab Corp. 14,504 773,643
The Goldman Sachs Group, Inc. 3,944 1,056,558
Consumer finance – 0.9%  
Ally Financial, Inc. 17,476 520,261
American Express Company 9,219 916,369
Capital One Financial Corp. 10,258 1,066,422
Credit Acceptance Corp. (A)(B) 35 11,540
Discover Financial Services 9,092 725,542
Santander Consumer USA Holdings, Inc. 2,077 35,828
Synchrony Financial 11,307 448,662
Diversified financial services – 1.1%  
Berkshire Hathaway, Inc., Class B (B) 19,150 4,105,377
Leucadia National Corp. 7,901 213,880
Voya Financial, Inc. 4,502 233,699
Insurance – 3.8%  
Aflac, Inc. 7,437 655,943
Alleghany Corp. (B) 411 257,985
American Financial Group, Inc. 2,357 267,142
American International Group, Inc. 11,946 763,588
Aon PLC 4,831 686,823
Arch Capital Group, Ltd. (B) 2,982 271,183
Arthur J. Gallagher & Company 4,226 288,720
Assurant, Inc. 1,671 152,863
22 JOHN HANCOCK MULTIFACTOR ETFS |QUARTERLY REPORT SEE NOTES TO FUND'S INVESTMENTS

 

MULTIFACTOR LARGE CAP ETF (continued)

  Shares or
Principal
Amount
Value
Financials (continued)  
Insurance (continued)  
Assured Guaranty, Ltd. 2,170 $77,230
Athene Holding, Ltd., Class A (B) 955 47,903
Axis Capital Holdings, Ltd. 2,883 145,678
Brighthouse Financial, Inc. (B) 1,066 68,501
Brown & Brown, Inc. 3,123 163,895
Chubb, Ltd. 4,134 645,524
Cincinnati Financial Corp. 4,268 328,209
CNA Financial Corp. 970 52,535
Erie Indemnity Company, Class A 536 63,655
Everest Re Group, Ltd. 1,321 303,566
First American Financial Corp. 609 35,974
FNF Group 6,834 266,389
Lincoln National Corp. 7,895 653,706
Loews Corp. 8,680 448,322
Markel Corp. (B) 289 331,682
Marsh & McLennan Companies, Inc. 7,280 608,026
MetLife, Inc. 9,275 445,849
Old Republic International Corp. 5,892 126,619
Principal Financial Group, Inc. 9,863 666,739
Prudential Financial, Inc. 7,235 859,663
Reinsurance Group of America, Inc. 2,228 349,016
RenaissanceRe Holdings, Ltd. 1,000 127,140
The Allstate Corp. 6,255 617,806
The Hartford Financial Services Group, Inc. 14,829 871,352
The Progressive Corp. 10,805 584,551
The Travelers Companies, Inc. 6,928 1,038,646
Torchmark Corp. 3,791 344,412
Unum Group 9,054 481,582
W.R. Berkley Corp. 3,242 236,601
Willis Towers Watson PLC 3,023 485,101
XL Group, Ltd. 7,900 291,036
Thrifts and mortgage finance – 0.1%  
New York Community Bancorp, Inc. 12,873 182,282
Health care – 12.7% 51,030,106
Biotechnology – 2.1%  
AbbVie, Inc. 13,950 1,565,469
Alexion Pharmaceuticals, Inc. (B) 2,358 281,357
Alkermes PLC (B) 2,192 125,317
Alnylam Pharmaceuticals, Inc. (B) 235 30,545
Amgen, Inc. 8,719 1,622,170
Biogen, Inc. (B) 2,622 911,958
BioMarin Pharmaceutical, Inc. (B) 2,482 223,951
Bioverativ, Inc. (B) 2,162 222,816
Bluebird Bio, Inc. (B) 183 37,497
Celgene Corp. (B) 7,291 737,558
Exelixis, Inc. (B) 2,283 69,198
Gilead Sciences, Inc. 16,099 1,349,096
Incyte Corp. (B) 2,155 194,575
Ionis Pharmaceuticals, Inc. (B) 964 50,629
MULTIFACTOR LARGE CAP ETF (continued)

  Shares or
Principal
Amount
Value
Health care (continued)  
Biotechnology (continued)  
Regeneron Pharmaceuticals, Inc. (B) 857 $314,219
Seattle Genetics, Inc. (B) 1,269 66,369
TESARO, Inc. (A)(B) 289 19,496
United Therapeutics Corp. (B) 1,365 176,085
Vertex Pharmaceuticals, Inc. (B) 2,742 457,558
Health care equipment and supplies – 2.8%  
Abbott Laboratories 23,083 1,434,839
ABIOMED, Inc. (B) 548 128,780
Align Technology, Inc. (B) 1,135 297,370
Baxter International, Inc. 8,011 577,032
Becton, Dickinson and Company 5,131 1,246,525
Boston Scientific Corp. (B) 16,520 461,899
Danaher Corp. 6,858 694,578
DENTSPLY SIRONA, Inc. 6,128 372,644
DexCom, Inc. (A)(B) 1,085 63,147
Edwards Lifesciences Corp. (B) 5,240 663,279
Hologic, Inc. (B) 9,434 402,832
IDEXX Laboratories, Inc. (B) 2,521 471,528
Intuitive Surgical, Inc. (B) 1,401 604,770
Medtronic PLC 13,323 1,144,312
ResMed, Inc. 3,852 388,243
STERIS PLC 1,805 164,111
Stryker Corp. 4,361 716,861
Teleflex, Inc. 1,021 283,583
The Cooper Companies, Inc. 1,213 296,785
Varian Medical Systems, Inc. (B) 2,964 377,910
West Pharmaceutical Services, Inc. 1,217 121,943
Zimmer Biomet Holdings, Inc. 4,605 585,388
Health care providers and services – 3.6%  
Aetna, Inc. 7,180 1,341,368
AmerisourceBergen Corp. 4,713 469,745
Anthem, Inc. 5,535 1,371,850
Cardinal Health, Inc. 8,061 578,699
Centene Corp. (B) 4,703 504,350
Cigna Corp. 5,382 1,121,340
DaVita, Inc. (B) 8,479 661,701
Envision Healthcare Corp. (B) 2,119 76,263
Express Scripts Holding Company (B) 11,324 896,634
HCA Healthcare, Inc. (B) 3,594 363,569
Henry Schein, Inc. (B) 5,718 432,738
Humana, Inc. 2,633 742,058
Laboratory Corp. of America Holdings (B) 4,175 728,538
McKesson Corp. 3,684 622,154
Quest Diagnostics, Inc. 6,858 725,714
UnitedHealth Group, Inc. 13,254 3,138,282
Universal Health Services, Inc., Class B 3,913 475,430
WellCare Health Plans, Inc. (B) 1,059 222,792
Health care technology – 0.2%  
athenahealth, Inc. (B) 591 74,058
SEE NOTES TO FUND'S INVESTMENTS QUARTERLY REPORT |JOHN HANCOCK MULTIFACTOR ETFS 23

 

MULTIFACTOR LARGE CAP ETF (continued)

  Shares or
Principal
Amount
Value
Health care (continued)  
Health care technology (continued)  
Cerner Corp. (B) 8,941 $618,091
Veeva Systems, Inc., Class A (B) 1,157 72,729
Life sciences tools and services – 1.0%  
Agilent Technologies, Inc. 9,284 681,724
Bio-Rad Laboratories, Inc., Class A (B) 293 75,749
Charles River Laboratories International, Inc. (B) 294 30,999
Illumina, Inc. (B) 2,012 468,072
IQVIA Holdings, Inc. (B) 3,209 327,928
Mettler-Toledo International, Inc. (B) 807 544,935
PerkinElmer, Inc. 2,820 226,051
Syneos Health, Inc. (B) 532 20,402
Thermo Fisher Scientific, Inc. 4,400 986,084
Waters Corp. (B) 2,433 524,579
Pharmaceuticals – 3.0%  
Allergan PLC 2,985 538,076
Bristol-Myers Squibb Company 13,063 817,744
Catalent, Inc. (B) 645 30,018
Eli Lilly & Company 10,272 836,654
Jazz Pharmaceuticals PLC (B) 1,280 186,547
Johnson & Johnson 27,606 3,814,873
Merck & Company, Inc. 29,203 1,730,278
Mylan NV (B) 11,628 498,260
Perrigo Company PLC 3,040 275,485
Pfizer, Inc. 65,806 2,437,454
Zoetis, Inc. 10,242 785,869
Industrials – 13.0% 51,970,158
Aerospace and defense – 2.8%  
Arconic, Inc. 10,259 308,386
BWX Technologies, Inc. 461 29,246
General Dynamics Corp. 3,222 716,831
Harris Corp. 4,659 742,551
HEICO Corp. 289 23,172
HEICO Corp., Class A 759 49,980
Huntington Ingalls Industries, Inc. 1,280 304,051
L3 Technologies, Inc. 2,556 543,048
Lockheed Martin Corp. 2,926 1,038,291
Northrop Grumman Corp. 3,314 1,128,516
Orbital ATK, Inc. 1,118 147,464
Raytheon Company 4,413 922,052
Rockwell Collins, Inc. 5,078 703,252
Spirit AeroSystems Holdings, Inc., Class A 3,303 338,095
Teledyne Technologies, Inc. (B) 184 35,129
Textron, Inc. 8,342 489,425
The Boeing Company 5,534 1,961,084
TransDigm Group, Inc. 1,130 358,108
United Technologies Corp. 9,660 1,333,177
Air freight and logistics – 0.7%  
C.H. Robinson Worldwide, Inc. 4,647 425,015
MULTIFACTOR LARGE CAP ETF (continued)

  Shares or
Principal
Amount
Value
Industrials (continued)  
Air freight and logistics (continued)  
Expeditors International of Washington, Inc. 5,526 $358,914
FedEx Corp. 3,785 993,487
United Parcel Service, Inc., Class B 6,872 874,943
XPO Logistics, Inc. (B) 1,923 181,608
Airlines – 0.9%  
Alaska Air Group, Inc. 4,340 285,268
American Airlines Group, Inc. 14,116 766,781
Copa Holdings SA, Class A 192 26,559
Delta Air Lines, Inc. 15,100 857,227
JetBlue Airways Corp. (B) 7,479 156,012
Southwest Airlines Company 13,035 792,528
United Continental Holdings, Inc. (B) 12,112 821,436
Building products – 0.6%  
Allegion PLC 2,376 204,597
AO Smith Corp. 3,181 212,427
Fortune Brands Home & Security, Inc. 4,159 294,998
Johnson Controls International PLC 14,524 568,324
Lennox International, Inc. 998 217,474
Masco Corp. 7,583 338,657
Owens Corning 3,275 304,477
Commercial services and supplies – 0.7%  
Cintas Corp. 3,299 555,717
Copart, Inc. (B) 4,697 206,997
KAR Auction Services, Inc. 3,692 201,362
Republic Services, Inc. 10,310 709,328
Rollins, Inc. 2,243 110,670
Stericycle, Inc. (B) 2,049 154,413
Waste Management, Inc. 8,632 763,328
Construction and engineering – 0.2%  
AECOM (B) 3,390 132,583
Fluor Corp. 5,557 337,310
Jacobs Engineering Group, Inc. 3,530 245,194
Quanta Services, Inc. (B) 2,077 79,944
Electrical equipment – 0.8%  
Acuity Brands, Inc. 904 139,614
AMETEK, Inc. 6,793 518,306
Eaton Corp. PLC 7,771 652,531
Emerson Electric Company 10,379 749,675
Hubbell, Inc. 1,574 213,985
Rockwell Automation, Inc. 4,044 797,841
Sensata Technologies Holding NV (B) 4,615 259,594
Industrial conglomerates – 1.3%  
3M Company 6,556 1,642,278
Carlisle Companies, Inc. 1,992 227,506
General Electric Company 79,175 1,280,260
Honeywell International, Inc. 8,091 1,291,890
Roper Technologies, Inc. 2,739 768,536
24 JOHN HANCOCK MULTIFACTOR ETFS |QUARTERLY REPORT SEE NOTES TO FUND'S INVESTMENTS

 

MULTIFACTOR LARGE CAP ETF (continued)

  Shares or
Principal
Amount
Value
Industrials (continued)  
Machinery – 2.9%  
AGCO Corp. 328 $23,819
Allison Transmission Holdings, Inc. 4,151 183,640
Caterpillar, Inc. 7,625 1,241,198
Cummins, Inc. 3,553 667,964
Deere & Company 6,435 1,070,913
Donaldson Company, Inc. 3,978 201,525
Dover Corp. 6,742 716,068
Flowserve Corp. 4,584 207,747
Fortive Corp. 6,889 523,702
Graco, Inc. 1,976 92,477
IDEX Corp. 2,181 312,930
Illinois Tool Works, Inc. 5,269 915,067
Ingersoll-Rand PLC 8,641 817,698
Lincoln Electric Holdings, Inc. 1,632 159,234
Nordson Corp. 1,104 158,667
Oshkosh Corp. 1,260 114,307
PACCAR, Inc. 11,052 824,037
Parker-Hannifin Corp. 4,536 913,641
Pentair PLC 4,746 339,339
Snap-on, Inc. 1,698 290,884
Stanley Black & Decker, Inc. 4,903 815,026
The Middleby Corp. (B) 1,316 179,318
The Toro Company 2,109 138,456
WABCO Holdings, Inc. (B) 1,414 218,307
Wabtec Corp. (A) 2,218 179,747
Xylem, Inc. 4,536 327,771
Professional services – 0.5%  
Equifax, Inc. 4,280 534,700
IHS Markit, Ltd. (B) 1,165 55,605
ManpowerGroup, Inc. 2,880 378,403
Nielsen Holdings PLC 6,886 257,605
Robert Half International, Inc. 3,812 220,639
TransUnion (B) 2,323 137,893
Verisk Analytics, Inc. (B) 4,156 415,808
Road and rail – 1.1%  
AMERCO 219 79,953
CSX Corp. 18,019 1,022,939
J.B. Hunt Transport Services, Inc. 3,728 450,454
Kansas City Southern 3,332 376,949
Norfolk Southern Corp. 6,356 958,993
Old Dominion Freight Line, Inc. 1,883 275,765
Union Pacific Corp. 9,957 1,329,260
Trading companies and distributors – 0.5%  
Fastenal Company 8,288 455,508
HD Supply Holdings, Inc. (B) 4,860 189,005
United Rentals, Inc. (B) 2,825 511,636
W.W. Grainger, Inc. 2,072 558,736
Watsco, Inc. 591 106,256
MULTIFACTOR LARGE CAP ETF (continued)

  Shares or
Principal
Amount
Value
Industrials (continued)  
Transportation infrastructure – 0.0%  
Macquarie Infrastructure Corp. 1,946 $129,117
Information technology – 21.1% 84,846,489
Communications equipment – 1.0%  
Arista Networks, Inc. (B) 683 188,385
ARRIS International PLC (B) 3,581 90,599
Cisco Systems, Inc. 53,027 2,202,742
CommScope Holding Company, Inc. (B) 5,201 200,915
EchoStar Corp., Class A (B) 247 15,082
F5 Networks, Inc. (B) 1,989 287,490
Juniper Networks, Inc. 12,017 314,245
Motorola Solutions, Inc. 4,347 432,353
Palo Alto Networks, Inc. (B) 1,110 175,236
Electronic equipment, instruments and components – 1.2%  
Amphenol Corp., Class A 10,542 977,981
Arrow Electronics, Inc. (B) 3,705 301,365
Avnet, Inc. 4,582 194,735
CDW Corp. 4,021 300,731
Cognex Corp. 1,581 98,607
Coherent, Inc. (B) 99 25,692
Corning, Inc. 26,629 831,357
Dolby Laboratories, Inc., Class A 823 52,952
Flex, Ltd. (B) 23,699 426,819
FLIR Systems, Inc. 1,424 72,923
IPG Photonics Corp. (B) 749 188,711
Jabil, Inc. 1,164 29,601
Keysight Technologies, Inc. (B) 4,335 202,531
National Instruments Corp. 474 23,672
TE Connectivity, Ltd. 7,895 809,474
Trimble, Inc. (B) 6,322 278,800
Zebra Technologies Corp., Class A (B) 292 35,963
Internet software and services – 2.9%  
Akamai Technologies, Inc. (B) 5,056 338,701
Alphabet, Inc., Class A (B) 4,642 5,487,865
Alphabet, Inc., Class C (B) 742 868,095
CoStar Group, Inc. (B) 611 211,473
eBay, Inc. (B) 20,654 838,139
Facebook, Inc., Class A (B) 15,869 2,965,757
GoDaddy, Inc., Class A (B) 682 37,667
InterActiveCorp (B) 2,153 312,120
LogMeIn, Inc. 885 111,333
Match Group, Inc. (A)(B) 218 7,617
Twitter, Inc. (B) 4,516 116,558
VeriSign, Inc. (A)(B) 2,647 304,193
Zillow Group, Inc., Class A (B) 442 19,797
Zillow Group, Inc., Class C (A)(B) 1,295 57,576
IT services – 4.3%  
Accenture PLC, Class A 7,615 1,223,731
Alliance Data Systems Corp. 1,975 506,904
SEE NOTES TO FUND'S INVESTMENTS QUARTERLY REPORT |JOHN HANCOCK MULTIFACTOR ETFS 25

 

MULTIFACTOR LARGE CAP ETF (continued)

  Shares or
Principal
Amount
Value
Information technology (continued)  
IT services (continued)  
Amdocs, Ltd. 5,529 $378,184
Automatic Data Processing, Inc. 6,944 858,487
Black Knight, Inc. (B) 2,659 131,621
Booz Allen Hamilton Holding Corp. 1,933 75,735
Broadridge Financial Solutions, Inc. 3,187 307,259
Cognizant Technology Solutions Corp., Class A 9,762 761,241
CSRA, Inc. 5,925 197,184
DXC Technology Company 8,412 837,415
Euronet Worldwide, Inc. (B) 240 22,529
Fidelity National Information Services, Inc. 7,154 732,283
First Data Corp., Class A (B) 7,287 128,980
Fiserv, Inc. (B) 7,951 1,119,819
FleetCor Technologies, Inc. (B) 2,068 439,450
Gartner, Inc. (B) 2,207 306,199
Genpact, Ltd. 2,986 101,345
Global Payments, Inc. 3,321 371,221
IBM Corp. 9,307 1,523,556
Jack Henry & Associates, Inc. 2,184 272,257
Leidos Holdings, Inc. 3,478 231,635
Mastercard, Inc., Class A 10,446 1,765,374
Paychex, Inc. 8,831 602,716
PayPal Holdings, Inc. (B) 10,831 924,101
Sabre Corp. 3,659 75,997
Square, Inc., Class A (B) 1,667 78,199
The Western Union Company 15,851 329,542
Total System Services, Inc. 5,980 531,383
Visa, Inc., Class A 17,481 2,171,665
Worldpay, Inc., Class A (B) 4,032 323,810
Semiconductors and semiconductor equipment – 3.8%  
Advanced Micro Devices, Inc. (A)(B) 8,462 116,268
Analog Devices, Inc. 7,702 707,660
Applied Materials, Inc. 21,509 1,153,528
Broadcom, Ltd. 3,968 984,183
Intel Corp. 67,376 3,243,481
KLA-Tencor Corp. 808 88,718
Lam Research Corp. 4,233 810,704
Marvell Technology Group, Ltd. 12,773 297,994
Maxim Integrated Products, Inc. 8,499 518,439
Microchip Technology, Inc. 5,691 541,897
Micron Technology, Inc. (B) 26,436 1,155,782
Microsemi Corp. (B) 1,757 108,565
NVIDIA Corp. 5,255 1,291,679
ON Semiconductor Corp. (B) 8,256 204,253
Qorvo, Inc. (B) 3,047 218,683
QUALCOMM, Inc. 17,405 1,187,891
Skyworks Solutions, Inc. 5,567 541,168
Teradyne, Inc. 3,396 155,673
Texas Instruments, Inc. 11,665 1,279,301
Xilinx, Inc. 8,792 641,992
MULTIFACTOR LARGE CAP ETF (continued)

  Shares or
Principal
Amount
Value
Information technology (continued)  
Software – 4.5%  
Activision Blizzard, Inc. 11,598 $859,760
Adobe Systems, Inc. (B) 3,842 767,478
ANSYS, Inc. (B) 2,221 359,025
Atlassian Corp. PLC, Class A (B) 787 42,490
Autodesk, Inc. (B) 4,245 490,807
CA, Inc. 12,484 447,551
Cadence Design Systems, Inc. (B) 7,066 316,981
CDK Global, Inc. 3,518 250,798
Citrix Systems, Inc. (B) 4,537 420,852
Dell Technologies, Inc., Class V (B) 4,292 307,736
Electronic Arts, Inc. (B) 4,647 589,983
Fortinet, Inc. (B) 1,914 88,121
Guidewire Software, Inc. (B) 255 20,260
Intuit, Inc. 4,455 747,995
Microsoft Corp. 71,242 6,768,702
Oracle Corp. 39,087 2,016,498
PTC, Inc. (B) 1,424 103,496
Red Hat, Inc. (B) 4,014 527,359
salesforce.com, Inc. (B) 4,352 495,736
ServiceNow, Inc. (B) 2,278 339,126
Snap, Inc., Class A (A)(B) 1,116 15,088
Splunk, Inc. (B) 1,802 166,451
SS&C Technologies Holdings, Inc. 4,581 230,333
Symantec Corp. 19,865 540,924
Synopsys, Inc. (B) 4,230 391,740
Tableau Software, Inc., Class A (B) 211 16,207
Take-Two Interactive Software, Inc. (B) 1,270 160,871
The Ultimate Software Group, Inc. (B) 389 90,594
Tyler Technologies, Inc. (B) 527 106,196
VMware, Inc., Class A (A)(B) 1,077 133,322
Workday, Inc., Class A (B) 1,608 192,783
Technology hardware, storage and peripherals – 3.4%  
Apple, Inc. 61,810 10,348,848
Hewlett Packard Enterprise Company 29,733 487,621
HP, Inc. 26,098 608,605
NetApp, Inc. 8,877 545,936
Seagate Technology PLC 11,617 641,258
Western Digital Corp. 10,441 929,040
Xerox Corp. 7,805 266,385
Materials – 4.0% 16,189,090
Chemicals – 2.3%  
Air Products & Chemicals, Inc. 3,409 573,973
Albemarle Corp. 2,939 327,963
Axalta Coating Systems, Ltd. (B) 5,426 170,919
Celanese Corp., Series A 4,693 507,595
CF Industries Holdings, Inc. 8,543 362,565
DowDuPont, Inc. 16,940 1,280,325
Eastman Chemical Company 5,644 559,772
Ecolab, Inc. 3,953 544,249
26 JOHN HANCOCK MULTIFACTOR ETFS |QUARTERLY REPORT SEE NOTES TO FUND'S INVESTMENTS

 

MULTIFACTOR LARGE CAP ETF (continued)

  Shares or
Principal
Amount
Value
Materials (continued)  
Chemicals (continued)  
FMC Corp. 3,745 $342,031
Huntsman Corp. 4,116 142,290
International Flavors & Fragrances, Inc. 2,394 359,818
LyondellBasell Industries NV, Class A 5,363 642,702
Monsanto Company 5,301 645,662
NewMarket Corp. 244 97,012
Olin Corp. 2,516 93,796
PPG Industries, Inc. 4,527 537,491
Praxair, Inc. 4,251 686,494
RPM International, Inc. 3,917 204,467
The Chemours Company 2,025 104,531
The Mosaic Company 7,161 195,495
The Scotts Miracle-Gro Company 1,126 101,644
The Sherwin-Williams Company 1,468 612,317
W.R. Grace & Company 1,758 129,776
Westlake Chemical Corp. 996 112,150
Construction materials – 0.2%  
Martin Marietta Materials, Inc. 1,702 388,345
Vulcan Materials Company 3,597 487,034
Containers and packaging – 0.8%  
AptarGroup, Inc. 1,190 104,030
Avery Dennison Corp. 2,121 260,204
Ball Corp. 10,345 396,007
Berry Global Group, Inc. (B) 2,689 159,162
Crown Holdings, Inc. (B) 3,863 224,247
International Paper Company 14,966 940,763
Packaging Corp. of America 3,024 379,905
Sealed Air Corp. 5,438 257,489
Sonoco Products Company 2,607 141,586
WestRock Company 5,164 344,077
Metals and mining – 0.7%  
Alcoa Corp. (B) 4,149 215,831
Freeport-McMoRan, Inc. (B) 35,045 683,378
Newmont Mining Corp. 13,144 532,463
Nucor Corp. 10,295 689,353
Reliance Steel & Aluminum Company 2,235 195,764
Royal Gold, Inc. 335 29,815
Southern Copper Corp. (A) 1,502 72,922
Steel Dynamics, Inc. 6,366 289,016
United States Steel Corp. 1,675 62,662
Real estate – 3.1% 12,608,727
Equity real estate investment trusts – 3.0%  
Alexandria Real Estate Equities, Inc. 1,651 214,135
American Campus Communities, Inc. 2,143 82,420
American Homes 4 Rent, Class A 3,081 64,054
American Tower Corp. 4,064 600,253
Apartment Investment & Management Company, Class A 3,061 128,072
AvalonBay Communities, Inc. 2,636 449,174
MULTIFACTOR LARGE CAP ETF (continued)

  Shares or
Principal
Amount
Value
Real estate (continued)  
Equity real estate investment trusts (continued)  
Boston Properties, Inc. 3,092 $382,511
Brixmor Property Group, Inc. 4,931 80,030
Camden Property Trust 1,721 148,970
Colony NorthStar, Inc., Class A 5,586 50,162
CoreSite Realty Corp. 130 14,082
Crown Castle International Corp. 4,526 510,397
CyrusOne, Inc. 327 18,865
DCT Industrial Trust, Inc. 351 20,776
Digital Realty Trust, Inc. 3,197 357,904
Douglas Emmett, Inc. 2,176 84,146
Duke Realty Corp. 7,006 185,028
EPR Properties 551 32,542
Equinix, Inc. 953 433,796
Equity LifeStyle Properties, Inc. 1,374 118,604
Equity Residential 6,488 399,726
Essex Property Trust, Inc. 1,283 298,913
Extra Space Storage, Inc. 2,262 188,832
Federal Realty Investment Trust 1,417 171,174
Forest City Realty Trust, Inc., Class A 4,080 95,758
Gaming and Leisure Properties, Inc. 2,920 106,405
GGP, Inc. 8,056 185,530
HCP, Inc. 9,021 217,226
Healthcare Trust of America, Inc., Class A 760 20,984
Highwoods Properties, Inc. 1,613 77,230
Host Hotels & Resorts, Inc. 15,043 312,293
Hudson Pacific Properties, Inc. 1,552 49,617
Invitation Homes, Inc. 332 7,467
Iron Mountain, Inc. 5,205 182,331
Kilroy Realty Corp. 1,797 128,162
Kimco Realty Corp. 8,322 132,403
Lamar Advertising Company, Class A 1,431 103,032
Liberty Property Trust 2,918 120,834
MGM Growth Properties LLC, Class A 860 24,132
Mid-America Apartment Communities, Inc. 1,815 173,097
National Retail Properties, Inc. 2,602 103,247
Omega Healthcare Investors, Inc. 3,426 92,639
Park Hotels & Resorts, Inc. 1,772 51,229
Prologis, Inc. 7,027 457,528
Public Storage 1,545 302,449
Realty Income Corp. 5,081 270,258
Regency Centers Corp. 2,192 137,899
SBA Communications Corp. (B) 3,009 525,071
Senior Housing Properties Trust 2,084 36,116
Simon Property Group, Inc. 2,877 470,015
SL Green Realty Corp. 1,989 199,934
Sun Communities, Inc. 1,010 89,728
The Macerich Company 2,831 182,798
UDR, Inc. 5,251 191,819
Ventas, Inc. 6,044 338,283
VEREIT, Inc. 15,674 112,853
SEE NOTES TO FUND'S INVESTMENTS QUARTERLY REPORT |JOHN HANCOCK MULTIFACTOR ETFS 27

 

MULTIFACTOR LARGE CAP ETF (continued)

  Shares or
Principal
Amount
Value
Real estate (continued)  
Equity real estate investment trusts (continued)  
Vornado Realty Trust 3,586 $257,044
Welltower, Inc. 5,676 340,390
Weyerhaeuser Company 20,147 756,318
WP Carey, Inc. 1,949 126,315
Real estate management and development – 0.1%  
CBRE Group, Inc., Class A (B) 7,824 357,479
Jones Lang LaSalle, Inc. 1,121 175,268
The Howard Hughes Corp. (B) 500 62,980
Telecommunication services – 1.3% 5,279,089
Diversified telecommunication services – 1.2%  
AT&T, Inc. 60,196 2,254,340
CenturyLink, Inc. 26,550 472,856
Verizon Communications, Inc. 38,704 2,092,725
Zayo Group Holdings, Inc. (B) 3,570 131,019
Wireless telecommunication services – 0.1%  
Sprint Corp. (A)(B) 10,781 57,463
T-Mobile US, Inc. (B) 4,158 270,686
Utilities – 3.9% 15,600,637
Electric utilities – 2.1%  
Alliant Energy Corp. 6,456 256,626
American Electric Power Company, Inc. 10,720 737,322
Avangrid, Inc. 318 15,493
Duke Energy Corp. 6,524 512,134
Edison International 11,324 708,090
Entergy Corp. 6,562 516,364
Eversource Energy 8,691 548,315
Exelon Corp. 18,228 701,960
FirstEnergy Corp. 12,656 416,382
Great Plains Energy, Inc. 1,966 61,182
NextEra Energy, Inc. 5,862 928,658
OGE Energy Corp. 7,564 243,561
PG&E Corp. 9,006 382,125
Pinnacle West Capital Corp. 3,983 318,441
PPL Corp. 15,381 490,192
The Southern Company 12,414 559,996
Westar Energy, Inc. 3,833 198,013
Xcel Energy, Inc. 17,645 805,318
Gas utilities – 0.2%  
Atmos Energy Corp. 2,566 212,721
National Fuel Gas Company 1,679 93,604
UGI Corp. 5,581 255,442
Independent power and renewable electricity producers –
0.1%
 
AES Corp. 24,167 279,371
Calpine Corp. (B) 3,326 50,189
NRG Energy, Inc. 4,474 116,369
Vistra Energy Corp. (B) 1,436 28,002
MULTIFACTOR LARGE CAP ETF (continued)

  Shares or
Principal
Amount
Value
Utilities (continued)  
Multi-utilities – 1.4%  
Ameren Corp. 8,744 $495,173
CenterPoint Energy, Inc. 15,040 423,827
CMS Energy Corp. 8,203 367,084
Consolidated Edison, Inc. 9,460 760,206
Dominion Energy, Inc. 8,077 617,406
DTE Energy Company 5,850 617,994
MDU Resources Group, Inc. 4,061 107,535
NiSource, Inc. 12,816 316,299
Public Service Enterprise Group, Inc. 18,484 958,765
SCANA Corp. 4,152 168,737
Sempra Energy 3,311 354,343
Vectren Corp. 428 25,950
WEC Energy Group, Inc. 7,821 502,890
Water utilities – 0.1%  
American Water Works Company, Inc. 4,398 365,782
Aqua America, Inc. 2,286 82,776
SECURITIES LENDING COLLATERAL – 0.7%   $2,817,674
(Cost $2,817,633)    
John Hancock Collateral Trust, 1.4720% (C)(D) 281,624 2,817,674
SHORT-TERM INVESTMENTS – 0.0%   $93,083
(Cost $93,083)    
Money market funds – 0.0% 93,083
State Street Institutional U.S. Government Money Market Fund, Premier Class, 1.2490% (C) 93,083 93,083
Total investments (Multifactor Large Cap ETF) (Cost $329,637,364) 100.7% $404,341,157
Other assets and liabilities, net (0.7%)   (2,712,498)
Total net assets 100.0%   $401,628,659
    
Security Abbreviations and Legend
(A) A portion of this security is on loan as of January 31, 2018. The value of securities on loan amounted to $2,755,712.
(B) Non-income producing security.
(C) The rate shown is the annualized seven-day yield as of 1-31-18.
(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.
MULTIFACTOR MATERIALS ETF

As of 1-31-18 (unaudited)
  Shares or
Principal
Amount
Value
COMMON STOCKS – 100.0%   $25,940,909
(Cost $19,921,030)    
Energy – 0.5% 139,746
Oil, gas and consumable fuels – 0.5%  
CNX Resources Corp. (A) 7,741 108,451
CONSOL Energy, Inc. (A) 965 31,295
28 JOHN HANCOCK MULTIFACTOR ETFS |QUARTERLY REPORT SEE NOTES TO FUND'S INVESTMENTS

 

MULTIFACTOR MATERIALS ETF (continued)

  Shares or
Principal
Amount
Value
Industrials – 3.0% $768,995
Aerospace and defense – 2.5%  
Arconic, Inc. 21,401 643,314
Trading companies and distributors – 0.5%  
Univar, Inc. (A) 4,209 125,681
Information technology – 0.6% 158,314
Semiconductors and semiconductor equipment – 0.6%  
Versum Materials, Inc. 4,302 158,314
Materials – 95.9% 24,873,854
Chemicals – 61.7%  
Air Products & Chemicals, Inc. 5,489 924,183
Albemarle Corp. 4,635 517,220
Ashland Global Holdings, Inc. 3,205 232,651
Axalta Coating Systems, Ltd. (A) 12,069 380,174
Celanese Corp., Series A 7,473 808,280
CF Industries Holdings, Inc. 12,067 512,123
DowDuPont, Inc. 20,079 1,517,570
Eastman Chemical Company 10,480 1,039,406
Ecolab, Inc. 6,460 889,413
FMC Corp. 4,882 445,873
Huntsman Corp. 14,739 509,527
International Flavors & Fragrances, Inc. 3,810 572,643
LyondellBasell Industries NV, Class A 10,440 1,251,130
Monsanto Company 10,100 1,230,180
NewMarket Corp. 502 199,590
Olin Corp. 10,275 383,052
Platform Specialty Products Corp. (A) 8,715 102,053
PPG Industries, Inc. 9,265 1,100,033
Praxair, Inc. 7,451 1,203,262
RPM International, Inc. 7,486 390,769
The Chemours Company 6,869 354,578
The Mosaic Company 17,238 470,597
The Scotts Miracle-Gro Company 2,375 214,391
Valvoline, Inc. 9,180 226,287
W.R. Grace & Company 3,623 267,450
Westlake Chemical Corp. 2,470 278,122
Containers and packaging – 8.1%  
Avery Dennison Corp. 4,570 560,648
International Paper Company 24,364 1,531,521
Metals and mining – 26.1%  
Alcoa Corp. (A) 9,509 494,658
Freeport-McMoRan, Inc. (A) 90,056 1,756,092
Newmont Mining Corp. 27,591 1,117,711
Nucor Corp. 22,599 1,513,229
Reliance Steel & Aluminum Company 3,767 329,952
Royal Gold, Inc. 3,430 305,270
Southern Copper Corp. 2,606 126,521
Steel Dynamics, Inc. 15,722 713,779
United States Steel Corp. 10,797 403,916
MULTIFACTOR MATERIALS ETF (continued)

  Shares or
Principal
Amount
Value
SHORT-TERM INVESTMENTS – 0.1%   $26,539
(Cost $26,539)    
Money market funds – 0.1% $26,539
State Street Institutional U.S. Government Money Market Fund, Premier Class, 1.2490% (B) 26,539 26,539
Total investments (Multifactor Materials ETF) (Cost $19,947,569) 100.1% $25,967,448
Other assets and liabilities, net (0.1%)   (16,447)
Total net assets 100.0%   $25,951,001
    
Security Abbreviations and Legend
(A) Non-income producing security.
(B) The rate shown is the annualized seven-day yield as of 1-31-18.
MULTIFACTOR MID CAP ETF

As of 1-31-18 (unaudited)
  Shares or
Principal
Amount
Value
COMMON STOCKS – 99.9%   $298,662,148
(Cost $252,804,859)    
Consumer discretionary – 13.2% 39,555,324
Auto components – 1.5%  
Adient PLC 3,489 226,087
Aptiv PLC 6,318 599,452
Autoliv, Inc. (A) 4,651 707,929
BorgWarner, Inc. 9,565 538,127
Delphi Technologies PLC (B) 2,108 116,425
Gentex Corp. 18,701 442,840
Lear Corp. 4,651 898,294
The Goodyear Tire & Rubber Company 24,475 852,220
Automobiles – 0.3%  
Harley-Davidson, Inc. (A) 11,248 545,078
Thor Industries, Inc. 2,424 331,264
Distributors – 0.5%  
Genuine Parts Company 7,454 775,738
LKQ Corp. (B) 11,606 487,800
Pool Corp. 2,304 311,593
Diversified consumer services – 0.6%  
Bright Horizons Family Solutions, Inc. (B) 2,254 221,343
Grand Canyon Education, Inc. (B) 855 79,506
H&R Block, Inc. 10,305 273,495
Service Corp. International 15,880 634,724
ServiceMaster Global Holdings, Inc. (B) 8,921 470,315
Hotels, restaurants and leisure – 1.8%  
Aramark 14,165 648,899
Chipotle Mexican Grill, Inc. (B) 1,010 328,008
Darden Restaurants, Inc. 6,423 615,645
Domino's Pizza, Inc. 2,166 469,697
Dunkin' Brands Group, Inc. 5,728 370,315
Hyatt Hotels Corp., Class A (B) 2,001 162,681
SEE NOTES TO FUND'S INVESTMENTS QUARTERLY REPORT |JOHN HANCOCK MULTIFACTOR ETFS 29

 

MULTIFACTOR MID CAP ETF (continued)

  Shares or
Principal
Amount
Value
Consumer discretionary (continued)  
Hotels, restaurants and leisure (continued)  
International Game Technology PLC 5,839 $169,740
MGM Resorts International 19,244 701,444
Norwegian Cruise Line Holdings, Ltd. (B) 5,704 346,461
Six Flags Entertainment Corp. 4,016 271,321
Vail Resorts, Inc. 1,751 382,699
Wyndham Worldwide Corp. 5,649 701,210
Wynn Resorts, Ltd. 2,139 354,197
Household durables – 1.9%  
CalAtlantic Group, Inc. 3,282 184,219
D.R. Horton, Inc. 16,029 786,222
Garmin, Ltd. 5,265 331,379
Leggett & Platt, Inc. 9,660 449,287
Lennar Corp., A Shares 8,534 534,740
Lennar Corp., B Shares 656 33,220
Mohawk Industries, Inc. (B) 2,754 774,039
NVR, Inc. (B) 185 587,961
PulteGroup, Inc. 19,346 615,783
Toll Brothers, Inc. 9,696 451,640
Whirlpool Corp. 4,482 813,124
Internet and direct marketing retail – 0.5%  
Expedia, Inc. 3,590 459,556
Liberty Interactive Corp., Series A (B) 23,403 657,390
Liberty Ventures, Series A (B) 3,680 216,862
TripAdvisor, Inc. (A)(B) 3,920 135,906
Wayfair, Inc., Class A (B) 572 52,630
Leisure products – 0.5%  
Brunswick Corp. 5,380 337,756
Hasbro, Inc. 5,360 506,895
Mattel, Inc. (A) 17,612 278,974
Polaris Industries, Inc. 3,259 368,300
Media – 1.4%  
AMC Networks, Inc., Class A (B) 2,842 146,619
Cable One, Inc. 91 64,249
Cinemark Holdings, Inc. (A) 7,991 294,069
Discovery Communications, Inc., Series A (A)(B) 5,183 129,938
Discovery Communications, Inc., Series C (A)(B) 7,516 179,332
Liberty Broadband Corp., Series A (B) 968 91,612
Liberty Broadband Corp., Series C (B) 3,641 347,898
Liberty Media Corp.-Liberty Formula One, Series A (B) 495 17,662
Liberty Media Corp.-Liberty Formula One, Series C (A)(B) 5,922 223,200
Liberty Media Corp.-Liberty SiriusXM, Series A (B) 5,069 228,156
Lions Gate Entertainment Corp., Class A (B) 1,051 35,566
Lions Gate Entertainment Corp., Class B (B) 3,626 116,032
Live Nation Entertainment, Inc. (B) 7,683 346,196
News Corp., Class A 22,796 390,040
News Corp., Class B 6,802 118,695
Omnicom Group, Inc. 2,799 214,543
MULTIFACTOR MID CAP ETF (continued)

  Shares or
Principal
Amount
Value
Consumer discretionary (continued)  
Media (continued)  
Scripps Networks Interactive, Inc., Class A 3,878 $341,225
The Interpublic Group of Companies, Inc. 25,233 552,350
The Madison Square Garden Company, Class A (B) 1,352 291,816
Viacom, Inc., Class A 154 5,998
Viacom, Inc., Class B 5,306 177,327
Multiline retail – 0.9%  
Dollar Tree, Inc. (B) 9,258 1,064,670
Kohl's Corp. 13,393 867,465
Macy's, Inc. 9,847 255,530
Nordstrom, Inc. (A) 7,198 354,933
Specialty retail – 2.1%  
Advance Auto Parts, Inc. 4,106 480,361
AutoNation, Inc. (B) 5,665 341,146
AutoZone, Inc. (B) 269 205,903
Bed Bath & Beyond, Inc. 9,168 211,597
Best Buy Company, Inc. 13,461 983,461
Burlington Stores, Inc. (B) 4,006 487,570
CarMax, Inc. (B) 9,430 673,019
Foot Locker, Inc. 8,466 416,104
L Brands, Inc. 2,301 115,257
Penske Automotive Group, Inc. 3,034 158,344
Signet Jewelers, Ltd. (A) 2,252 119,131
The Gap, Inc. 6,910 229,688
The Michaels Companies, Inc. (B) 4,655 125,080
Tiffany & Company 4,192 447,077
Tractor Supply Company 6,780 516,975
Ulta Beauty, Inc. (B) 2,638 585,900
Williams-Sonoma, Inc. (A) 6,063 310,607
Textiles, apparel and luxury goods – 1.2%  
Carter's, Inc. 3,553 427,426
Columbia Sportswear Company 1,407 105,061
Hanesbrands, Inc. (A) 19,874 431,663
Lululemon Athletica, Inc. (B) 4,622 361,487
Michael Kors Holdings, Ltd. (B) 8,000 528,000
PVH Corp. 3,754 582,170
Ralph Lauren Corp. 3,070 350,932
Skechers U.S.A., Inc., Class A (B) 6,672 274,820
Tapestry, Inc. 9,896 465,508
Under Armour, Inc., Class A (A)(B) 5,701 79,016
Under Armour, Inc., Class C (A)(B) 5,951 76,470
Consumer staples – 3.6% 10,837,730
Beverages – 0.7%  
Brown-Forman Corp., Class A 466 32,154
Brown-Forman Corp., Class B 9,371 649,410
Dr. Pepper Snapple Group, Inc. 8,565 1,022,233
Molson Coors Brewing Company, Class B 5,990 503,280
30 JOHN HANCOCK MULTIFACTOR ETFS |QUARTERLY REPORT SEE NOTES TO FUND'S INVESTMENTS

 

MULTIFACTOR MID CAP ETF (continued)

  Shares or
Principal
Amount
Value
Consumer staples (continued)  
Food and staples retailing – 0.2%  
Casey's General Stores, Inc. (A) 3,009 $364,420
US Foods Holding Corp. (B) 5,848 187,896
Food products – 2.0%  
Blue Buffalo Pet Products, Inc. (A)(B) 4,763 161,847
Bunge, Ltd. 6,239 495,564
Campbell Soup Company 6,613 307,835
Conagra Brands, Inc. 15,771 599,298
Flowers Foods, Inc. 4,228 82,911
Hormel Foods Corp. 3,825 131,312
Ingredion, Inc. 4,927 707,714
Lamb Weston Holdings, Inc. 6,121 358,691
McCormick & Company, Inc. 4,967 540,261
Pilgrim's Pride Corp. (A)(B) 4,492 124,743
Pinnacle Foods, Inc. 7,105 440,084
Post Holdings, Inc. (B) 4,205 318,192
Seaboard Corp. 16 69,376
The Hain Celestial Group, Inc. (B) 5,563 212,173
The Hershey Company 6,610 729,281
The J.M. Smucker Company 4,559 578,492
TreeHouse Foods, Inc. (B) 2,877 135,679
Household products – 0.4%  
Church & Dwight Company, Inc. 8,393 409,998
Spectrum Brands Holdings, Inc. 1,636 193,801
The Clorox Company 5,134 727,436
Personal products – 0.3%  
Coty, Inc., Class A 6,425 125,994
Edgewell Personal Care Company (B) 4,395 248,142
Herbalife, Ltd. (A)(B) 4,573 379,513
Energy – 3.7% 10,935,160
Energy equipment and services – 0.7%  
Core Laboratories NV (A) 2,650 302,895
Helmerich & Payne, Inc. (A) 8,915 642,147
National Oilwell Varco, Inc. 10,591 388,478
RPC, Inc. (A) 1,729 34,926
TechnipFMC PLC 16,273 528,222
Weatherford International PLC (A)(B) 14,354 56,555
Oil, gas and consumable fuels – 3.0%  
Andeavor 6,733 728,241
Antero Resources Corp. (B) 14,613 283,931
Apache Corp. 4,917 220,626
Cabot Oil & Gas Corp. 15,249 401,811
Centennial Resource Development, Inc., Class A (A)(B) 1,815 37,044
Cheniere Energy Partners LP Holdings LLC 1,541 43,872
Cheniere Energy, Inc. (B) 4,572 258,592
Cimarex Energy Company 3,125 350,625
Concho Resources, Inc. (B) 5,032 792,238
Continental Resources, Inc. (B) 1,734 96,289
MULTIFACTOR MID CAP ETF (continued)

  Shares or
Principal
Amount
Value
Energy (continued)  
Oil, gas and consumable fuels (continued)  
Devon Energy Corp. 6,243 $258,273
Diamondback Energy, Inc. (B) 3,985 500,118
Energen Corp. (B) 4,706 245,794
EQT Corp. 9,686 525,853
Hess Corp. 5,865 296,241
HollyFrontier Corp. 14,313 686,451
Marathon Oil Corp. 22,101 402,017
Murphy Oil Corp. 11,863 380,802
Newfield Exploration Company (B) 8,390 265,627
Noble Energy, Inc. 15,782 481,667
ONEOK, Inc. 10,864 639,455
Parsley Energy, Inc., Class A (B) 9,581 226,112
Range Resources Corp. 9,960 141,930
RSP Permian, Inc. (B) 4,697 186,377
Tallgrass Energy GP LP 1,037 25,386
Targa Resources Corp. 5,664 271,872
WPX Energy, Inc. (B) 15,933 234,693
Financials – 15.9% 47,622,257
Banks – 5.5%  
Bank of the Ozarks 6,106 304,995
BOK Financial Corp. 1,670 161,472
CIT Group, Inc. 12,266 621,764
Citizens Financial Group, Inc. 21,133 970,005
Comerica, Inc. 9,236 879,452
Commerce Bancshares, Inc. 7,568 442,804
Cullen/Frost Bankers, Inc. 3,695 393,185
East West Bancorp, Inc. 10,412 686,255
Fifth Third Bancorp 39,625 1,311,588
First Citizens BancShares, Inc., Class A 302 128,474
First Hawaiian, Inc. 1,133 32,744
First Horizon National Corp. 11,539 229,165
First Republic Bank 7,228 647,267
FNB Corp. 6,421 92,141
Hancock Holding Company 1,576 84,631
Huntington Bancshares, Inc. 56,214 909,543
IBERIABANK Corp. 1,077 91,007
Investors Bancorp, Inc. 18,028 246,803
KeyCorp 50,041 1,070,877
M&T Bank Corp. 4,347 829,321
PacWest Bancorp 8,376 439,154
People's United Financial, Inc. 21,503 422,964
Pinnacle Financial Partners, Inc. 1,334 84,442
Popular, Inc. 5,231 212,588
Prosperity Bancshares, Inc. 3,967 300,699
Regions Financial Corp. 62,743 1,206,548
Signature Bank (B) 3,356 516,824
SVB Financial Group (B) 3,208 790,932
Synovus Financial Corp. 7,633 384,627
Texas Capital Bancshares, Inc. (B) 981 92,999
SEE NOTES TO FUND'S INVESTMENTS QUARTERLY REPORT |JOHN HANCOCK MULTIFACTOR ETFS 31

 

MULTIFACTOR MID CAP ETF (continued)

  Shares or
Principal
Amount
Value
Financials (continued)  
Banks (continued)  
Umpqua Holdings Corp. 14,372 $311,154
Webster Financial Corp. 5,380 304,616
Western Alliance Bancorp (B) 5,419 317,879
Wintrust Financial Corp. 2,138 183,654
Zions Bancorporation 12,410 670,512
Capital markets – 3.5%  
Affiliated Managers Group, Inc. 2,628 524,628
Ameriprise Financial, Inc. 5,974 1,007,814
Cboe Global Markets, Inc. 4,075 547,639
E*TRADE Financial Corp. (B) 15,943 840,196
Eaton Vance Corp. 10,239 591,814
FactSet Research Systems, Inc. 3,004 602,873
Invesco, Ltd. 16,517 596,759
Janus Henderson Group PLC 3,592 141,453
Lazard, Ltd., Class A 2,568 150,408
LPL Financial Holdings, Inc. 1,686 100,587
MarketAxess Holdings, Inc. 2,132 418,320
Moody's Corp. 6,402 1,035,780
MSCI, Inc. 4,942 688,075
Nasdaq, Inc. 5,939 480,524
Northern Trust Corp. 5,555 585,441
Raymond James Financial, Inc. 7,600 732,564
SEI Investments Company 7,382 554,757
T. Rowe Price Group, Inc. 3,011 336,118
TD Ameritrade Holding Corp. 12,180 679,522
Consumer finance – 0.7%  
Ally Financial, Inc. 41,359 1,231,257
Credit Acceptance Corp. (A)(B) 541 178,373
Navient Corp. 28,308 403,389
OneMain Holdings, Inc. (B) 2,310 75,560
Santander Consumer USA Holdings, Inc. 10,275 177,244
SLM Corp. (B) 15,882 181,690
Diversified financial services – 0.4%  
Leucadia National Corp. 18,203 492,755
Voya Financial, Inc. 12,456 646,591
Insurance – 5.5%  
Alleghany Corp. (B) 900 564,930
American Financial Group, Inc. 6,729 762,665
Arch Capital Group, Ltd. (B) 5,289 480,982
Arthur J. Gallagher & Company 8,685 593,359
Assurant, Inc. 5,324 487,040
Assured Guaranty, Ltd. 15,170 539,900
Athene Holding, Ltd., Class A (B) 2,107 105,687
Axis Capital Holdings, Ltd. 7,557 381,855
Brighthouse Financial, Inc. (B) 1,685 108,278
Brown & Brown, Inc. 9,825 515,616
Cincinnati Financial Corp. 7,060 542,914
CNA Financial Corp. 1,327 71,870
Enstar Group, Ltd. (B) 271 56,260
MULTIFACTOR MID CAP ETF (continued)

  Shares or
Principal
Amount
Value
Financials (continued)  
Insurance (continued)  
Erie Indemnity Company, Class A 1,513 $179,684
Everest Re Group, Ltd. 2,078 477,524
First American Financial Corp. 7,863 464,467
FNF Group 10,733 418,372
Lincoln National Corp. 10,621 879,419
Loews Corp. 10,167 525,126
Markel Corp. (B) 495 568,107
Old Republic International Corp. 19,370 416,261
Principal Financial Group, Inc. 13,418 907,057
Reinsurance Group of America, Inc. 5,509 862,985
RenaissanceRe Holdings, Ltd. 3,681 468,002
The Hanover Insurance Group, Inc. 2,415 273,257
The Hartford Financial Services Group, Inc. 13,740 807,362
Torchmark Corp. 6,503 590,798
Unum Group 15,423 820,349
Validus Holdings, Ltd. 6,522 441,539
W.R. Berkley Corp. 9,247 674,846
White Mountains Insurance Group, Ltd. 296 248,610
Willis Towers Watson PLC 4,981 799,301
XL Group, Ltd. 12,295 452,948
Thrifts and mortgage finance – 0.3%  
MGIC Investment Corp. (B) 12,005 177,914
New York Community Bancorp, Inc. 29,270 414,463
Radian Group, Inc. 5,673 125,203
TFS Financial Corp. 2,879 42,091
Health care – 9.6% 28,793,769
Biotechnology – 1.1%  
ACADIA Pharmaceuticals, Inc. (A)(B) 2,585 77,317
Alkermes PLC (B) 5,704 326,098
Alnylam Pharmaceuticals, Inc. (B) 2,128 276,597
BioMarin Pharmaceutical, Inc. (B) 4,249 383,387
Bioverativ, Inc. (B) 3,615 372,562
Bluebird Bio, Inc. (B) 712 145,889
Exact Sciences Corp. (B) 1,307 64,971
Exelixis, Inc. (B) 6,239 189,104
Ionis Pharmaceuticals, Inc. (B) 4,284 224,996
Juno Therapeutics, Inc. (B) 998 85,638
Neurocrine Biosciences, Inc. (B) 2,865 244,872
Seattle Genetics, Inc. (B) 3,065 160,300
TESARO, Inc. (A)(B) 866 58,420
United Therapeutics Corp. (B) 4,038 520,902
Health care equipment and supplies – 2.9%  
ABIOMED, Inc. (B) 1,758 413,130
Align Technology, Inc. (B) 3,504 918,048
DENTSPLY SIRONA, Inc. 8,755 532,392
DexCom, Inc. (A)(B) 2,812 163,658
Edwards Lifesciences Corp. (B) 8,667 1,097,069
Hill-Rom Holdings, Inc. 4,245 362,226
Hologic, Inc. (B) 16,527 705,703
32 JOHN HANCOCK MULTIFACTOR ETFS |QUARTERLY REPORT SEE NOTES TO FUND'S INVESTMENTS

 

MULTIFACTOR MID CAP ETF (continued)

  Shares or
Principal
Amount
Value
Health care (continued)  
Health care equipment and supplies (continued)  
IDEXX Laboratories, Inc. (B) 3,672 $686,811
Integra LifeSciences Holdings Corp. (B) 1,173 61,770
Masimo Corp. (B) 1,523 143,528
ResMed, Inc. 6,947 700,188
STERIS PLC 5,694 517,698
Teleflex, Inc. 2,312 642,158
The Cooper Companies, Inc. 2,586 632,717
Varian Medical Systems, Inc. (B) 5,902 752,505
West Pharmaceutical Services, Inc. 4,226 423,445
Health care providers and services – 2.9%  
Acadia Healthcare Company, Inc. (A)(B) 4,723 160,960
AmerisourceBergen Corp. 7,166 714,235
Centene Corp. (B) 10,742 1,151,972
DaVita, Inc. (B) 11,623 907,059
Encompass Health Corp. 6,781 358,851
Envision Healthcare Corp. (B) 9,007 324,162
Henry Schein, Inc. (B) 8,433 638,209
Laboratory Corp. of America Holdings (B) 5,908 1,030,946
MEDNAX, Inc. (B) 7,981 421,477
Patterson Companies, Inc. 8,350 299,682
Premier, Inc., Class A (A)(B) 3,751 121,720
Quest Diagnostics, Inc. 9,547 1,010,264
Universal Health Services, Inc., Class B 6,693 813,200
WellCare Health Plans, Inc. (B) 3,648 767,466
Health care technology – 0.5%  
athenahealth, Inc. (B) 2,159 270,544
Cerner Corp. (B) 13,550 936,712
Medidata Solutions, Inc. (B) 955 65,045
Veeva Systems, Inc., Class A (B) 3,880 243,897
Life sciences tools and services – 1.7%  
Agilent Technologies, Inc. 10,181 747,591
Bio-Rad Laboratories, Inc., Class A (B) 1,566 404,858
Bio-Techne Corp. 2,133 299,239
Bruker Corp. 5,920 210,811
Charles River Laboratories International, Inc. (B) 3,524 371,571
IQVIA Holdings, Inc. (B) 4,656 475,797
Mettler-Toledo International, Inc. (B) 1,357 916,328
PerkinElmer, Inc. 8,885 712,222
PRA Health Sciences, Inc. (B) 1,075 97,890
Syneos Health, Inc. (B) 2,520 96,642
Waters Corp. (B) 4,050 873,221
Pharmaceuticals – 0.5%  
Akorn, Inc. (B) 2,647 85,286
Catalent, Inc. (B) 2,565 119,375
Jazz Pharmaceuticals PLC (B) 4,571 666,178
Mallinckrodt PLC (B) 5,290 95,537
Mylan NV (B) 7,735 331,445
Perrigo Company PLC 1,868 169,278
MULTIFACTOR MID CAP ETF (continued)

  Shares or
Principal
Amount
Value
Industrials – 17.4% $52,166,607
Aerospace and defense – 3.0%  
Arconic, Inc. 15,422 463,585
BWX Technologies, Inc. 5,065 321,324
Curtiss-Wright Corp. 2,493 325,735
Harris Corp. 7,112 1,133,511
HEICO Corp. 1,825 146,604
HEICO Corp., Class A 3,303 217,470
Hexcel Corp. 6,786 463,823
Huntington Ingalls Industries, Inc. 2,663 632,569
L3 Technologies, Inc. 3,896 827,744
Orbital ATK, Inc. 4,200 553,980
Rockwell Collins, Inc. 7,193 996,159
Spirit AeroSystems Holdings, Inc., Class A 10,629 1,087,984
Teledyne Technologies, Inc. (B) 2,087 398,450
Textron, Inc. 14,008 821,849
TransDigm Group, Inc. 2,034 644,595
Air freight and logistics – 0.7%  
C.H. Robinson Worldwide, Inc. 7,550 690,523
Expeditors International of Washington, Inc. 9,374 608,841
XPO Logistics, Inc. (B) 6,728 635,392
Airlines – 0.8%  
Alaska Air Group, Inc. 8,428 553,972
Copa Holdings SA, Class A 1,293 178,861
JetBlue Airways Corp. (B) 26,362 549,911
United Continental Holdings, Inc. (B) 17,525 1,188,546
Building products – 1.2%  
Allegion PLC 5,883 506,585
AO Smith Corp. 7,513 501,718
Fortune Brands Home & Security, Inc. 8,250 585,173
Lennox International, Inc. 2,600 566,566
Masco Corp. 10,233 457,006
Owens Corning 8,385 779,553
USG Corp. (B) 6,238 241,161
Commercial services and supplies – 1.2%  
Cintas Corp. 4,660 784,977
Copart, Inc. (B) 16,568 730,152
KAR Auction Services, Inc. 10,316 562,635
Republic Services, Inc. 14,157 974,002
Rollins, Inc. 4,773 235,500
Stericycle, Inc. (B) 3,712 279,736
The Brink's Company 910 75,894
Construction and engineering – 0.7%  
AECOM (B) 9,382 366,930
EMCOR Group, Inc. 2,226 180,929
Fluor Corp. 10,329 626,970
Jacobs Engineering Group, Inc. 7,454 517,755
Quanta Services, Inc. (B) 12,549 483,011
Electrical equipment – 1.2%  
Acuity Brands, Inc. 1,965 303,475
AMETEK, Inc. 11,823 902,095
SEE NOTES TO FUND'S INVESTMENTS QUARTERLY REPORT |JOHN HANCOCK MULTIFACTOR ETFS 33

 

MULTIFACTOR MID CAP ETF (continued)

  Shares or
Principal
Amount
Value
Industrials (continued)  
Electrical equipment (continued)  
Hubbell, Inc. 4,903 $666,563
Rockwell Automation, Inc. 5,787 1,141,717
Sensata Technologies Holding NV (B) 11,933 671,231
Industrial conglomerates – 0.6%  
Carlisle Companies, Inc. 4,479 511,547
Roper Technologies, Inc. 4,057 1,138,354
Machinery – 4.5%  
AGCO Corp. 5,833 423,592
Allison Transmission Holdings, Inc. 11,143 492,966
Colfax Corp. (B) 4,596 183,932
Crane Company 2,352 235,059
Donaldson Company, Inc. 10,132 513,287
Dover Corp. 9,119 968,529
Flowserve Corp. 8,755 396,777
Gardner Denver Holdings, Inc. (B) 1,154 39,905
Graco, Inc. 10,457 489,388
IDEX Corp. 5,593 802,484
Ingersoll-Rand PLC 6,923 655,123
Lincoln Electric Holdings, Inc. 3,961 386,475
Nordson Corp. 3,517 505,463
Oshkosh Corp. 4,494 407,696
Parker-Hannifin Corp. 6,950 1,399,869
Pentair PLC 7,975 570,213
Snap-on, Inc. 3,677 629,907
Stanley Black & Decker, Inc. 7,001 1,163,776
The Middleby Corp. (B) 3,559 484,949
The Toro Company 6,525 428,366
Trinity Industries, Inc. 8,201 282,688
WABCO Holdings, Inc. (B) 3,749 578,808
Wabtec Corp. (A) 5,598 453,662
Woodward, Inc. 3,007 233,103
Xylem, Inc. 9,206 665,226
Professional services – 1.1%  
Equifax, Inc. 6,263 782,437
ManpowerGroup, Inc. 5,342 701,885
Nielsen Holdings PLC 5,383 201,378
Robert Half International, Inc. 8,850 512,238
The Dun & Bradstreet Corp. 2,376 293,982
TransUnion (B) 6,312 374,680
Verisk Analytics, Inc. (B) 5,538 554,077
Road and rail – 1.0%  
AMERCO 577 210,651
Genesee & Wyoming, Inc., Class A (B) 3,539 282,589
J.B. Hunt Transport Services, Inc. 4,680 565,484
Kansas City Southern 4,907 555,129
Landstar System, Inc. 897 99,612
Old Dominion Freight Line, Inc. 5,096 746,309
Ryder System, Inc. 5,530 481,276
Schneider National, Inc., Class B 1,380 40,406
MULTIFACTOR MID CAP ETF (continued)

  Shares or
Principal
Amount
Value
Industrials (continued)  
Trading companies and distributors – 1.3%  
Air Lease Corp. 4,694 $228,222
Fastenal Company 11,619 638,580
HD Supply Holdings, Inc. (B) 12,433 483,519
MSC Industrial Direct Company, Inc., Class A 3,269 306,894
United Rentals, Inc. (B) 5,695 1,031,421
Univar, Inc. (B) 3,131 93,492
W.W. Grainger, Inc. 2,767 746,149
Watsco, Inc. 1,708 307,081
Transportation infrastructure – 0.1%  
Macquarie Infrastructure Corp. 4,600 305,210
Information technology – 18.4% 54,911,202
Communications equipment – 1.4%  
Arista Networks, Inc. (B) 2,407 663,899
ARRIS International PLC (B) 14,001 354,225
CommScope Holding Company, Inc. (B) 14,349 554,302
EchoStar Corp., Class A (B) 3,028 184,890
F5 Networks, Inc. (B) 4,736 684,541
Juniper Networks, Inc. 19,005 496,981
Motorola Solutions, Inc. 6,066 603,324
Palo Alto Networks, Inc. (B) 1,762 278,167
Ubiquiti Networks, Inc. (A)(B) 1,342 108,259
ViaSat, Inc. (A)(B) 2,729 206,367
Electronic equipment, instruments and components – 2.8%  
Amphenol Corp., Class A 14,529 1,347,855
Arrow Electronics, Inc. (B) 9,696 788,673
Avnet, Inc. 10,805 459,213
CDW Corp. 9,255 692,181
Cognex Corp. 5,274 328,939
Coherent, Inc. (B) 732 189,969
Dolby Laboratories, Inc., Class A 3,712 238,830
Flex, Ltd. (B) 38,372 691,072
FLIR Systems, Inc. 9,587 490,950
IPG Photonics Corp. (B) 1,883 474,422
Jabil, Inc. 16,532 420,409
Keysight Technologies, Inc. (B) 12,110 565,779
Littelfuse, Inc. 431 93,674
National Instruments Corp. 6,380 318,617
SYNNEX Corp. 2,547 312,593
Tech Data Corp. (B) 934 93,652
Trimble, Inc. (B) 10,816 476,986
Universal Display Corp. 493 78,584
Zebra Technologies Corp., Class A (B) 2,933 361,228
Internet software and services – 1.3%  
Akamai Technologies, Inc. (B) 10,696 716,525
CoStar Group, Inc. (B) 1,199 414,986
GoDaddy, Inc., Class A (B) 2,295 126,753
GrubHub, Inc. (A)(B) 1,626 117,479
InterActiveCorp (B) 6,105 885,042
34 JOHN HANCOCK MULTIFACTOR ETFS |QUARTERLY REPORT SEE NOTES TO FUND'S INVESTMENTS

 

MULTIFACTOR MID CAP ETF (continued)

  Shares or
Principal
Amount
Value
Information technology (continued)  
Internet software and services (continued)  
j2 Global, Inc. 3,104 $248,289
LogMeIn, Inc. 2,391 300,788
Match Group, Inc. (A)(B) 2,578 90,075
Twitter, Inc. (B) 7,616 196,569
VeriSign, Inc. (A)(B) 3,847 442,097
Zillow Group, Inc., Class A (B) 1,743 78,069
Zillow Group, Inc., Class C (A)(B) 3,826 170,104
IT services – 4.4%  
Alliance Data Systems Corp. 2,621 672,706
Amdocs, Ltd. 9,081 621,140
Black Knight, Inc. (B) 4,819 238,541
Booz Allen Hamilton Holding Corp. 8,239 322,804
Broadridge Financial Solutions, Inc. 6,205 598,224
CoreLogic, Inc. (B) 1,845 87,379
CSRA, Inc. 10,068 335,063
DXC Technology Company 9,916 987,138
EPAM Systems, Inc. (B) 1,969 231,318
Euronet Worldwide, Inc. (B) 2,999 281,516
First Data Corp., Class A (B) 11,185 197,975
Fiserv, Inc. (B) 9,790 1,378,824
FleetCor Technologies, Inc. (B) 3,238 688,075
Gartner, Inc. (B) 4,420 613,231
Genpact, Ltd. 12,326 418,344
Global Payments, Inc. 6,700 748,926
Jack Henry & Associates, Inc. 5,832 727,017
Leidos Holdings, Inc. 9,919 660,605
MAXIMUS, Inc. 4,365 297,606
Sabre Corp. 11,616 241,264
Square, Inc., Class A (B) 4,364 204,715
Teradata Corp. (B) 10,413 421,727
The Western Union Company 21,867 454,615
Total System Services, Inc. 8,353 742,248
WEX, Inc. (B) 1,702 263,487
Worldpay, Inc., Class A (B) 7,827 628,586
Semiconductors and semiconductor equipment – 2.9%  
Advanced Micro Devices, Inc. (A)(B) 14,169 194,682
Cavium, Inc. (B) 2,553 226,655
Cypress Semiconductor Corp. 16,570 286,495
First Solar, Inc. (B) 6,020 404,363
KLA-Tencor Corp. 2,288 251,222
Marvell Technology Group, Ltd. 27,628 644,561
Maxim Integrated Products, Inc. 14,657 894,077
Microchip Technology, Inc. 9,142 870,501
Microsemi Corp. (B) 7,441 459,779
MKS Instruments, Inc. 1,366 139,742
Monolithic Power Systems, Inc. 641 76,356
ON Semiconductor Corp. (B) 37,365 924,410
Qorvo, Inc. (B) 7,609 546,098
Skyworks Solutions, Inc. 9,402 913,968
MULTIFACTOR MID CAP ETF (continued)

  Shares or
Principal
Amount
Value
Information technology (continued)  
Semiconductors and semiconductor equipment (continued)  
Teradyne, Inc. 15,956 $731,423
Versum Materials, Inc. 1,696 62,413
Xilinx, Inc. 12,300 898,146
Software – 4.1%  
ANSYS, Inc. (B) 4,607 744,722
Aspen Technology, Inc. (B) 2,848 220,578
Atlassian Corp. PLC, Class A (B) 2,342 126,445
Autodesk, Inc. (B) 6,578 760,548
Blackbaud, Inc. 975 93,425
CA, Inc. 18,291 655,732
Cadence Design Systems, Inc. (B) 13,675 613,461
CDK Global, Inc. 8,207 585,077
Citrix Systems, Inc. (B) 7,681 712,490
Dell Technologies, Inc., Class V (B) 5,444 390,335
Fair Isaac Corp. 2,086 360,169
Fortinet, Inc. (B) 7,072 325,595
Guidewire Software, Inc. (B) 3,171 251,936
Nuance Communications, Inc. (B) 18,427 328,185
Paycom Software, Inc. (A)(B) 969 88,799
Pegasystems, Inc. 620 31,527
Proofpoint, Inc. (B) 498 50,806
PTC, Inc. (B) 6,996 508,469
Red Hat, Inc. (B) 6,395 840,175
ServiceNow, Inc. (B) 3,289 489,633
Splunk, Inc. (B) 4,216 389,432
SS&C Technologies Holdings, Inc. 12,232 615,025
Symantec Corp. 26,243 714,597
Synopsys, Inc. (B) 8,797 814,690
Tableau Software, Inc., Class A (B) 2,120 162,837
Take-Two Interactive Software, Inc. (B) 4,137 524,034
The Ultimate Software Group, Inc. (B) 1,421 330,937
Tyler Technologies, Inc. (B) 1,893 381,458
Workday, Inc., Class A (B) 2,321 278,265
Technology hardware, storage and peripherals – 1.5%  
NCR Corp. (B) 13,024 488,530
NetApp, Inc. 19,392 1,192,608
Seagate Technology PLC 17,604 971,741
Western Digital Corp. 16,375 1,457,048
Xerox Corp. 14,022 478,571
Materials – 6.7% 20,021,837
Chemicals – 2.6%  
Albemarle Corp. 4,718 526,482
Ashland Global Holdings, Inc. 4,628 335,947
Axalta Coating Systems, Ltd. (B) 12,810 403,515
Celanese Corp., Series A 6,843 740,139
CF Industries Holdings, Inc. 15,251 647,252
Eastman Chemical Company 7,525 746,330
FMC Corp. 5,893 538,208
Huntsman Corp. 13,020 450,101
SEE NOTES TO FUND'S INVESTMENTS QUARTERLY REPORT |JOHN HANCOCK MULTIFACTOR ETFS 35

 

MULTIFACTOR MID CAP ETF (continued)

  Shares or
Principal
Amount
Value
Materials (continued)  
Chemicals (continued)  
International Flavors & Fragrances, Inc. 3,329 $500,349
NewMarket Corp. 633 251,674
Olin Corp. 9,290 346,331
RPM International, Inc. 9,443 492,925
The Chemours Company 3,885 200,544
The Mosaic Company 13,634 372,208
The Scotts Miracle-Gro Company 3,401 307,008
Valvoline, Inc. 13,260 326,859
W.R. Grace & Company 4,388 323,922
Westlake Chemical Corp. 2,492 280,599
Construction materials – 0.6%  
Eagle Materials, Inc. 2,907 325,729
Martin Marietta Materials, Inc. 2,668 608,758
Vulcan Materials Company 6,335 857,759
Containers and packaging – 2.1%  
AptarGroup, Inc. 4,888 427,309
Ardagh Group SA 300 6,000
Avery Dennison Corp. 6,832 838,150
Ball Corp. 13,898 532,015
Bemis Company, Inc. 9,610 449,171
Berry Global Group, Inc. (B) 7,229 427,885
Crown Holdings, Inc. (B) 8,603 499,404
Graphic Packaging Holding Company 29,152 470,805
Owens-Illinois, Inc. (B) 3,765 87,423
Packaging Corp. of America 6,217 781,042
Sealed Air Corp. 11,056 523,502
Sonoco Products Company 10,476 568,952
WestRock Company 8,532 568,487
Metals and mining – 1.4%  
Alcoa Corp. (B) 9,146 475,775
Freeport-McMoRan, Inc. (B) 24,937 486,272
Newmont Mining Corp. 18,383 744,695
Nucor Corp. 12,421 831,710
Reliance Steel & Aluminum Company 5,599 490,416
Royal Gold, Inc. 3,023 269,047
Steel Dynamics, Inc. 15,582 707,423
United States Steel Corp. 6,782 253,715
Real estate – 5.8% 17,189,672
Equity real estate investment trusts – 5.2%  
Alexandria Real Estate Equities, Inc. 3,241 420,358
American Campus Communities, Inc. 5,960 229,222
American Homes 4 Rent, Class A 7,903 164,303
Apartment Investment & Management Company, Class A 7,183 300,537
Apple Hospitality REIT, Inc. 7,368 143,602
Brixmor Property Group, Inc. 11,113 180,364
Camden Property Trust 3,956 342,431
Colony NorthStar, Inc., Class A 13,469 120,952
CoreSite Realty Corp. 1,192 129,117
MULTIFACTOR MID CAP ETF (continued)

  Shares or
Principal
Amount
Value
Real estate (continued)  
Equity real estate investment trusts (continued)  
Cousins Properties, Inc. 6,205 $55,845
CubeSmart 7,767 213,826
CyrusOne, Inc. 2,896 167,070
DCT Industrial Trust, Inc. 3,822 226,224
Digital Realty Trust, Inc. 5,112 572,288
Douglas Emmett, Inc. 6,686 258,548
Duke Realty Corp. 14,332 378,508
EPR Properties 2,790 164,777
Equity Commonwealth (B) 5,064 151,464
Equity LifeStyle Properties, Inc. 3,596 310,407
Essex Property Trust, Inc. 1,808 421,228
Extra Space Storage, Inc. 4,675 390,269
Federal Realty Investment Trust 2,650 320,120
Forest City Realty Trust, Inc., Class A 11,044 259,203
Gaming and Leisure Properties, Inc. 7,646 278,620
Gramercy Property Trust 6,044 152,551
HCP, Inc. 7,115 171,329
Healthcare Realty Trust, Inc. 3,593 107,323
Healthcare Trust of America, Inc., Class A 6,692 184,766
Highwoods Properties, Inc. 4,509 215,891
Hospitality Properties Trust 7,277 206,740
Host Hotels & Resorts, Inc. 20,348 422,424
Hudson Pacific Properties, Inc. 4,912 157,037
Invitation Homes, Inc. 4,449 100,058
Iron Mountain, Inc. 10,119 354,469
Kilroy Realty Corp. 4,309 307,318
Kimco Realty Corp. 13,833 220,083
Lamar Advertising Company, Class A 4,728 340,416
Liberty Property Trust 6,727 278,565
Medical Properties Trust, Inc. 11,161 145,986
MGM Growth Properties LLC, Class A 2,029 56,934
Mid-America Apartment Communities, Inc. 3,394 323,686
National Retail Properties, Inc. 6,596 261,729
Omega Healthcare Investors, Inc. 8,656 234,058
Paramount Group, Inc. 7,488 112,545
Park Hotels & Resorts, Inc. 3,469 100,289
Realty Income Corp. 6,739 358,447
Regency Centers Corp. 4,433 278,880
SBA Communications Corp. (B) 4,858 847,721
Senior Housing Properties Trust 10,779 186,800
SL Green Realty Corp. 2,756 277,033
Spirit Realty Capital, Inc. 21,024 171,766
STORE Capital Corp. 6,290 154,168
Sun Communities, Inc. 2,829 251,328
The Macerich Company 4,515 291,534
UDR, Inc. 10,076 368,076
VEREIT, Inc. 35,851 258,127
Vornado Realty Trust 1,512 108,380
Weingarten Realty Investors 5,439 160,722
Weyerhaeuser Company 24,268 911,021
36 JOHN HANCOCK MULTIFACTOR ETFS |QUARTERLY REPORT SEE NOTES TO FUND'S INVESTMENTS

 

MULTIFACTOR MID CAP ETF (continued)

  Shares or
Principal
Amount
Value
Real estate (continued)  
Equity real estate investment trusts (continued)  
WP Carey, Inc. 4,682 $303,440
Real estate management and development – 0.6%  
CBRE Group, Inc., Class A (B) 13,914 635,731
Jones Lang LaSalle, Inc. 3,052 477,180
Realogy Holdings Corp. 10,057 276,668
The Howard Hughes Corp. (B) 1,740 219,170
Telecommunication services – 0.3% 847,957
Diversified telecommunication services – 0.3%  
CenturyLink, Inc. 29,115 518,538
Zayo Group Holdings, Inc. (B) 8,976 329,419
Utilities – 5.3% 15,780,633
Electric utilities – 2.1%  
ALLETE, Inc. 905 65,558
Alliant Energy Corp. 10,156 403,701
Avangrid, Inc. 751 36,589
Entergy Corp. 9,152 720,171
Eversource Energy 11,381 718,027
FirstEnergy Corp. 23,578 775,716
Great Plains Energy, Inc. 11,744 365,473
IDACORP, Inc. 2,579 222,516
OGE Energy Corp. 16,941 545,500
Pinnacle West Capital Corp. 6,733 538,303
Portland General Electric Company 6,089 257,869
Westar Energy, Inc. 9,433 487,309
Xcel Energy, Inc. 23,171 1,057,524
Gas utilities – 0.6%  
Atmos Energy Corp. 6,337 525,337
National Fuel Gas Company 4,652 259,349
ONE Gas, Inc. 936 66,297
Southwest Gas Holdings, Inc. 1,180 86,824
UGI Corp. 13,942 638,125
WGL Holdings, Inc. 2,316 195,054
Independent power and renewable electricity producers –
0.5%
 
AES Corp. 52,715 609,385
Calpine Corp. (B) 28,155 424,859
NRG Energy, Inc. 17,123 445,369
Vistra Energy Corp. (B) 5,655 110,273
Multi-utilities – 1.8%  
Ameren Corp. 12,158 688,508
CenterPoint Energy, Inc. 22,488 633,712
CMS Energy Corp. 13,767 616,073
DTE Energy Company 7,745 818,182
MDU Resources Group, Inc. 15,652 414,465
NiSource, Inc. 31,496 777,321
SCANA Corp. 8,631 350,764
Vectren Corp. 5,435 329,524
WEC Energy Group, Inc. 10,019 644,222
MULTIFACTOR MID CAP ETF (continued)

  Shares or
Principal
Amount
Value
Utilities (continued)  
Water utilities – 0.3%  
American Water Works Company, Inc. 7,809 $649,475
Aqua America, Inc. 8,375 303,259
SECURITIES LENDING COLLATERAL – 2.1%   $6,354,157
(Cost $6,354,062)    
John Hancock Collateral Trust, 1.4720% (C)(D) 635,092 6,354,157
SHORT-TERM INVESTMENTS – 0.1%   $335,392
(Cost $335,392)    
Money market funds – 0.1% 335,392
State Street Institutional U.S. Government Money Market Fund, Premier Class, 1.2490% (C) 335,392 335,392
Total investments (Multifactor Mid Cap ETF) (Cost $259,494,313) 102.1% $305,351,697
Other assets and liabilities, net (2.1%)   (6,379,941)
Total net assets 100.0%   $298,971,756
    
Security Abbreviations and Legend
(A) A portion of this security is on loan as of 1-31-18. The value of securities on loan amounted to $6,144,085.
(B) Non-income producing security.
(C) The rate shown is the annualized seven-day yield as of 1-31-18.
(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.
MULTIFACTOR SMALL CAP ETF

As of 1-31-18 (unaudited)
  Shares or
Principal
Amount
Value
COMMON STOCKS – 99.9%   $29,303,999
(Cost $27,570,945)    
Consumer discretionary – 14.5% 4,245,836
Auto components – 1.3%  
Dana, Inc. 3,334 109,989
Dorman Products, Inc. (A) 610 46,018
LCI Industries 476 52,479
Tenneco, Inc. 1,340 77,733
Visteon Corp. (A) 832 108,227
Distributors – 0.4%  
Pool Corp. 957 129,425
Diversified consumer services – 1.1%  
Bright Horizons Family Solutions, Inc. (A) 891 87,496
Graham Holdings Company, Class B 88 52,312
Grand Canyon Education, Inc. (A) 871 80,994
Laureate Education, Inc., Class A (A) 814 11,722
Sotheby's (A) 814 42,947
Weight Watchers International, Inc. (A) 484 31,116
Hotels, restaurants and leisure – 3.5%  
Boyd Gaming Corp. 1,608 63,468
Choice Hotels International, Inc. 704 57,834
SEE NOTES TO FUND'S INVESTMENTS QUARTERLY REPORT |JOHN HANCOCK MULTIFACTOR ETFS 37

 

MULTIFACTOR SMALL CAP ETF (continued)

  Shares or
Principal
Amount
Value
Consumer discretionary (continued)  
Hotels, restaurants and leisure (continued)  
Churchill Downs, Inc. 264 $68,376
Cracker Barrel Old Country Store, Inc. 513 90,534
Dave & Buster's Entertainment, Inc. (A) 770 36,190
Extended Stay America, Inc. 3,456 69,915
Hilton Grand Vacations, Inc. (A) 1,276 57,382
ILG, Inc. 2,024 63,574
International Game Technology PLC 1,784 51,861
Jack in the Box, Inc. 670 60,963
Marriott Vacations Worldwide Corp. 440 67,025
Papa John's International, Inc. 572 37,117
Planet Fitness, Inc., Class A (A) 1,496 50,505
Red Rock Resorts, Inc., Class A 1,286 44,663
Scientific Games Corp., Class A (A) 902 42,078
Texas Roadhouse, Inc. 1,298 76,219
The Wendy's Company 5,348 86,531
Household durables – 1.1%  
CalAtlantic Group, Inc. 1,430 80,266
Helen of Troy, Ltd. (A) 584 54,400
iRobot Corp. (A) 440 39,050
Taylor Morrison Home Corp., Class A (A) 1,298 33,008
Tempur Sealy International, Inc. (A) 770 45,923
Tupperware Brands Corp. 968 55,912
Internet and direct marketing retail – 0.3%  
Groupon, Inc. (A) 6,955 36,792
Liberty Expedia Holdings, Inc., Series A (A) 1,014 47,546
Media – 2.3%  
AMC Networks, Inc., Class A (A) 970 50,042
Cable One, Inc. 94 66,367
Cinemark Holdings, Inc. 1,768 65,062
John Wiley & Sons, Inc., Class A 1,015 64,351
Meredith Corp. 814 53,838
Nexstar Media Group, Inc., Class A 728 54,673
Regal Entertainment Group, Class A 2,024 46,309
Sinclair Broadcast Group, Inc., Class A 1,430 53,053
TEGNA, Inc. 3,411 49,357
The Madison Square Garden Company, Class A (A) 247 53,312
The New York Times Company, Class A 2,532 58,869
Tribune Media Company, Class A 1,435 61,117
Multiline retail – 0.4%  
Big Lots, Inc. (B) 1,276 77,555
Ollie's Bargain Outlet Holdings, Inc. (A) 814 45,218
Specialty retail – 2.7%  
Aaron's, Inc. 1,166 47,678
American Eagle Outfitters, Inc. 3,940 70,920
AutoNation, Inc. (A) 1,100 66,242
Camping World Holdings, Inc., Class A 418 18,706
Five Below, Inc. (A) 1,075 69,800
Floor & Decor Holdings, Inc., Class A (A) 330 15,477
MULTIFACTOR SMALL CAP ETF (continued)

  Shares or
Principal
Amount
Value
Consumer discretionary (continued)  
Specialty retail (continued)  
Lithia Motors, Inc., Class A 471 $58,856
Murphy USA, Inc. (A) 764 65,177
Office Depot, Inc. 9,509 30,904
Penske Automotive Group, Inc. 1,034 53,964
Sally Beauty Holdings, Inc. (A) 2,552 42,389
Signet Jewelers, Ltd. 902 47,716
The Michaels Companies, Inc. (A) 1,960 52,665
Urban Outfitters, Inc. (A) 1,938 66,105
Williams-Sonoma, Inc. 1,520 77,870
Textiles, apparel and luxury goods – 1.4%  
Carter's, Inc. 890 107,067
Columbia Sportswear Company 704 52,568
Skechers U.S.A., Inc., Class A (A) 2,464 101,492
Steven Madden, Ltd. (A) 1,408 65,050
Wolverine World Wide, Inc. 2,695 88,477
Consumer staples – 3.7% 1,085,100
Food and staples retailing – 0.8%  
Casey's General Stores, Inc. 638 77,268
Performance Food Group Company (A) 1,542 52,968
PriceSmart, Inc. 475 40,470
Sprouts Farmers Market, Inc. (A) 2,444 68,261
Food products – 1.9%  
Darling Ingredients, Inc. (A) 3,060 56,732
Flowers Foods, Inc. 3,588 70,361
Fresh Del Monte Produce, Inc. 660 31,225
J&J Snack Foods Corp. 294 40,701
Lancaster Colony Corp. 528 67,795
Sanderson Farms, Inc. 396 50,252
Seaboard Corp. 6 26,016
Snyder's-Lance, Inc. 1,482 74,070
The Hain Celestial Group, Inc. (A) 1,914 73,000
Tootsie Roll Industries, Inc. 374 13,389
TreeHouse Foods, Inc. (A) 1,060 49,990
Household products – 0.4%  
Energizer Holdings, Inc. 1,210 70,446
HRG Group, Inc. (A) 2,289 41,774
Personal products – 0.4%  
Edgewell Personal Care Company (A) 1,039 58,662
Nu Skin Enterprises, Inc., Class A 1,029 73,923
Tobacco – 0.2%  
Vector Group, Ltd. 2,244 47,797
Energy – 3.7% 1,090,520
Energy equipment and services – 1.2%  
Core Laboratories NV 738 84,353
Oceaneering International, Inc. 2,046 42,311
Patterson-UTI Energy, Inc. 3,126 73,836
RPC, Inc. (B) 1,254 25,331
38 JOHN HANCOCK MULTIFACTOR ETFS |QUARTERLY REPORT SEE NOTES TO FUND'S INVESTMENTS

 

MULTIFACTOR SMALL CAP ETF (continued)

  Shares or
Principal
Amount
Value
Energy (continued)  
Energy equipment and services (continued)  
Transocean, Ltd. (A) 6,516 $70,308
U.S. Silica Holdings, Inc. 1,540 51,267
Weatherford International PLC (A) 3,082 12,143
Oil, gas and consumable fuels – 2.5%  
Chesapeake Energy Corp. (A) 2,862 10,017
CNX Resources Corp. (A) 3,367 47,172
CONSOL Energy, Inc. (A) 420 13,621
EnLink Midstream LLC 1,210 22,506
Extraction Oil & Gas, Inc. (A) 948 13,367
Gulfport Energy Corp. (A) 2,488 25,303
Jagged Peak Energy, Inc. (A) 528 6,785
Kosmos Energy, Ltd. (A) 4,358 30,114
Laredo Petroleum, Inc. (A) 2,928 28,489
Matador Resources Company (A) 1,672 54,190
Murphy Oil Corp. 2,762 88,660
PBF Energy, Inc., Class A 2,134 68,992
PDC Energy, Inc. (A) 1,210 62,739
Peabody Energy Corp. (A) 1,518 61,342
Southwestern Energy Company (A) 6,846 29,027
Tallgrass Energy GP LP 880 21,542
World Fuel Services Corp. 1,738 48,473
WPX Energy, Inc. (A) 6,696 98,632
Financials – 17.4% 5,117,700
Banks – 9.2%  
Associated Banc-Corp 3,984 98,604
BancorpSouth Bank 1,727 57,941
Bank of Hawaii Corp. 1,078 90,196
BankUnited, Inc. 2,116 86,841
Cathay General Bancorp 1,562 68,322
Chemical Financial Corp. 1,298 75,816
Columbia Banking System, Inc. 836 36,015
Community Bank System, Inc. 946 50,422
CVB Financial Corp. 1,474 34,492
First Citizens BancShares, Inc., Class A 157 66,789
First Financial Bankshares, Inc. 1,254 58,248
First Hawaiian, Inc. 1,014 29,305
First Horizon National Corp. 6,020 119,557
First Midwest Bancorp, Inc. 1,364 33,909
FNB Corp. 5,877 84,335
Fulton Financial Corp. 4,820 87,724
Glacier Bancorp, Inc. 1,591 62,399
Great Western Bancorp, Inc. 814 34,310
Hancock Holding Company 2,024 108,689
Home BancShares, Inc. 2,444 58,680
Hope Bancorp, Inc. 2,466 46,953
IBERIABANK Corp. 1,012 85,514
International Bancshares Corp. 1,036 42,994
Investors Bancorp, Inc. 6,301 86,261
MB Financial, Inc. 1,565 66,951
MULTIFACTOR SMALL CAP ETF (continued)

  Shares or
Principal
Amount
Value
Financials (continued)  
Banks (continued)  
Old National Bancorp 1,958 $33,873
Pinnacle Financial Partners, Inc. 924 58,489
Popular, Inc. 2,244 91,196
Prosperity Bancshares, Inc. 1,100 83,380
South State Corp. 520 46,072
Sterling Bancorp 2,554 63,212
TCF Financial Corp. 3,522 75,547
Texas Capital Bancshares, Inc. (A) 958 90,818
UMB Financial Corp. 896 68,257
Umpqua Holdings Corp. 4,618 99,980
United Bankshares, Inc. 1,866 68,669
Valley National Bancorp 5,041 63,365
Webster Financial Corp. 1,891 107,068
Wintrust Financial Corp. 1,071 91,999
Capital markets – 2.4%  
Artisan Partners Asset Management, Inc., Class A 882 34,530
BGC Partners, Inc., Class A 4,226 60,474
Evercore, Inc., Class A 660 66,363
Federated Investors, Inc., Class B 2,200 76,296
Houlihan Lokey, Inc. 354 16,886
Interactive Brokers Group, Inc., Class A 1,319 84,403
Legg Mason, Inc. 2,179 92,869
LPL Financial Holdings, Inc. 1,606 95,814
Moelis & Company, Class A 594 30,710
Morningstar, Inc. 374 35,949
Stifel Financial Corp. 1,364 92,097
Virtu Financial, Inc., Class A 836 15,968
Consumer finance – 1.1%  
FirstCash, Inc. 792 57,895
Green Dot Corp., Class A (A) 682 41,779
LendingClub Corp. (A) 6,296 23,043
Navient Corp. 5,064 72,162
OneMain Holdings, Inc. (A) 1,122 36,701
SLM Corp. (A) 7,197 82,334
Insurance – 3.3%  
American Equity Investment Life Holding Company 1,565 51,645
American National Insurance Company 484 61,173
AmTrust Financial Services, Inc. (B) 1,034 13,876
Aspen Insurance Holdings, Ltd. 1,655 61,814
Assured Guaranty, Ltd. 440 15,660
Axis Capital Holdings, Ltd. 308 15,563
Enstar Group, Ltd. (A) 225 46,710
Kemper Corp. 682 44,228
Mercury General Corp. 616 30,153
Primerica, Inc. 1,144 115,544
ProAssurance Corp. 1,405 76,854
RLI Corp. 1,034 66,445
SEE NOTES TO FUND'S INVESTMENTS QUARTERLY REPORT |JOHN HANCOCK MULTIFACTOR ETFS 39

 

MULTIFACTOR SMALL CAP ETF (continued)

  Shares or
Principal
Amount
Value
Financials (continued)  
Insurance (continued)  
Selective Insurance Group, Inc. 1,118 $65,124
The Hanover Insurance Group, Inc. 1,088 123,107
Validus Holdings, Ltd. 1,606 108,720
White Mountains Insurance Group, Ltd. 82 68,872
Thrifts and mortgage finance – 1.4%  
Essent Group, Ltd. (A) 1,563 72,711
LendingTree, Inc. (A) 129 47,453
MGIC Investment Corp. (A) 7,115 105,444
Radian Group, Inc. 4,182 92,297
TFS Financial Corp. 880 12,866
Washington Federal, Inc. 2,562 91,976
Health care – 8.9% 2,622,808
Biotechnology – 2.5%  
ACADIA Pharmaceuticals, Inc. (A)(B) 2,013 60,209
Agios Pharmaceuticals, Inc. (A) 682 53,714
Avexis, Inc. (A) 11 1,361
Clovis Oncology, Inc. (A) 770 46,585
FibroGen, Inc. (A) 1,144 66,981
Intrexon Corp. (A)(B) 1,166 15,158
Juno Therapeutics, Inc. (A) 1,405 120,563
Ligand Pharmaceuticals, Inc. (A) 394 62,102
Loxo Oncology, Inc. (A) 352 35,717
Myriad Genetics, Inc. (A) 44 1,623
Neurocrine Biosciences, Inc. (A) 1,606 137,265
Portola Pharmaceuticals, Inc. (A) 968 49,668
Prothena Corp. PLC (A) 724 30,263
Puma Biotechnology, Inc. (A) 66 4,412
Ultragenyx Pharmaceutical, Inc. (A) 682 36,385
Health care equipment and supplies – 2.5%  
Cantel Medical Corp. 726 80,535
Globus Medical, Inc., Class A (A) 1,386 63,811
Hill-Rom Holdings, Inc. 1,379 117,670
ICU Medical, Inc. (A) 340 77,843
Integra LifeSciences Holdings Corp. (A) 1,211 63,771
LivaNova PLC (A) 961 82,214
Masimo Corp. (A) 938 88,397
Neogen Corp. (A) 968 57,141
NuVasive, Inc. (A) 990 48,381
Wright Medical Group NV (A) 1,893 43,066
Health care providers and services – 2.0%  
Acadia Healthcare Company, Inc. (A) 1,587 54,085
Brookdale Senior Living, Inc. (A) 3,985 37,858
Chemed Corp. 318 82,861
Encompass Health Corp. 2,179 115,313
HealthEquity, Inc. (A) 942 47,684
LifePoint Health, Inc. (A) 1,166 57,659
Molina Healthcare, Inc. (A) 939 85,787
Patterson Companies, Inc. 1,518 54,481
MULTIFACTOR SMALL CAP ETF (continued)

  Shares or
Principal
Amount
Value
Health care (continued)  
Health care providers and services (continued)  
Premier, Inc., Class A (A) 706 $22,910
Select Medical Holdings Corp. (A) 1,762 31,187
Health care technology – 0.5%  
Allscripts Healthcare Solutions, Inc. (A) 3,831 57,120
Cotiviti Holdings, Inc. (A) 684 23,940
Medidata Solutions, Inc. (A) 1,132 77,101
Life sciences tools and services – 0.8%  
Bio-Techne Corp. 810 113,635
Bruker Corp. 1,958 69,724
PRA Health Sciences, Inc. (A) 726 66,110
Pharmaceuticals – 0.6%  
Akorn, Inc. (A) 1,782 57,416
Horizon Pharma PLC (A) 3,236 47,084
Prestige Brands Holdings, Inc. (A) 1,035 43,294
Supernus Pharmaceuticals, Inc. (A) 838 32,724
Industrials – 15.0% 4,410,508
Aerospace and defense – 1.6%  
Aerojet Rocketdyne Holdings, Inc. (A) 22 605
Curtiss-Wright Corp. 1,078 140,851
Esterline Technologies Corp. (A) 726 53,397
Hexcel Corp. 1,580 107,993
KLX, Inc. (A) 968 68,399
Mercury Systems, Inc. (A) 814 39,088
Moog, Inc., Class A (A) 616 55,477
Airlines – 0.3%  
Hawaiian Holdings, Inc. 1,012 37,798
Spirit Airlines, Inc. (A) 1,474 62,085
Building products – 0.6%  
Armstrong World Industries, Inc. (A) 946 59,314
JELD-WEN Holding, Inc. (A) 858 33,702
Trex Company, Inc. (A) 32 3,571
USG Corp. (A) 2,354 91,006
Commercial services and supplies – 1.9%  
ABM Industries, Inc. 1,061 40,350
Clean Harbors, Inc. (A) 1,100 60,874
Deluxe Corp. 1,100 81,697
Healthcare Services Group, Inc. 1,408 77,693
MSA Safety, Inc. 660 51,685
Pitney Bowes, Inc. 3,918 55,283
Tetra Tech, Inc. 1,056 52,483
The Brink's Company 851 70,973
UniFirst Corp. 302 49,921
Construction and engineering – 1.4%  
Dycom Industries, Inc. (A) 594 69,326
EMCOR Group, Inc. 1,518 123,383
Granite Construction, Inc. 22 1,467
KBR, Inc. 2,992 60,857
MasTec, Inc. (A) 1,259 67,231
40 JOHN HANCOCK MULTIFACTOR ETFS |QUARTERLY REPORT SEE NOTES TO FUND'S INVESTMENTS

 

MULTIFACTOR SMALL CAP ETF (continued)

  Shares or
Principal
Amount
Value
Industrials (continued)  
Construction and engineering (continued)  
Valmont Industries, Inc. 447 $73,129
Electrical equipment – 0.7%  
EnerSys 1,092 76,779
Generac Holdings, Inc. (A) 1,323 64,734
Regal Beloit Corp. 962 74,940
Machinery – 4.1%  
Barnes Group, Inc. 990 65,132
Colfax Corp. (A) 1,694 67,794
Crane Company 1,225 122,427
Gardner Denver Holdings, Inc. (A) 770 26,627
Hillenbrand, Inc. 836 37,035
ITT, Inc. 2,090 117,040
John Bean Technologies Corp. 583 66,316
Kennametal, Inc. 1,543 75,268
Meritor, Inc. (A) 22 600
Navistar International Corp. (A) 902 41,339
RBC Bearings, Inc. (A) 450 56,700
Rexnord Corp. (A) 1,960 55,096
Terex Corp. 2,137 100,482
The Timken Company 1,429 75,094
Trinity Industries, Inc. 2,823 97,309
Watts Water Technologies, Inc., Class A 476 37,961
Welbilt, Inc. (A) 2,642 58,917
Woodward, Inc. 1,445 112,016
Marine – 0.3%  
Kirby Corp. (A) 1,056 79,094
Professional services – 0.8%  
On Assignment, Inc. (A) 924 70,751
The Dun & Bradstreet Corp. 682 84,384
TriNet Group, Inc. (A) 704 30,884
WageWorks, Inc. (A) 748 45,291
Road and rail – 1.7%  
Avis Budget Group, Inc. (A) 1,452 65,282
Genesee & Wyoming, Inc., Class A (A) 1,226 97,896
Knight-Swift Transportation Holdings, Inc. 1,369 68,163
Landstar System, Inc. 1,091 121,156
Ryder System, Inc. 1,071 93,209
Schneider National, Inc., Class B 726 21,257
Werner Enterprises, Inc. 792 32,234
Trading companies and distributors – 1.6%  
Air Lease Corp. 1,936 94,128
Applied Industrial Technologies, Inc. 546 40,268
Beacon Roofing Supply, Inc. (A) 1,161 70,241
GATX Corp. (B) 682 48,517
MSC Industrial Direct Company, Inc., Class A 760 71,349
Triton International, Ltd. (A) 726 28,024
Univar, Inc. (A) 2,015 60,168
WESCO International, Inc. (A) 1,012 68,968
MULTIFACTOR SMALL CAP ETF (continued)

  Shares or
Principal
Amount
Value
Information technology – 16.2% $4,751,491
Communications equipment – 1.4%  
Ciena Corp. (A) 3,016 64,180
Finisar Corp. (A) 2,532 45,475
InterDigital, Inc. 660 51,513
Lumentum Holdings, Inc. (A) 1,166 53,986
NetScout Systems, Inc. (A) 1,672 47,652
Ubiquiti Networks, Inc. (A) 499 40,254
ViaSat, Inc. (A) 1,072 81,065
Viavi Solutions, Inc. (A) 3,345 28,700
Electronic equipment, instruments and components – 2.1%  
Anixter International, Inc. (A) 572 47,876
AVX Corp. 1,102 19,770
Belden, Inc. 1,078 91,382
II-VI, Inc. (A) 836 35,655
Itron, Inc. (A) 660 48,312
Littelfuse, Inc. 451 98,020
Sanmina Corp. (A) 1,386 36,244
SYNNEX Corp. 514 63,083
Tech Data Corp. (A) 902 90,444
VeriFone Systems, Inc. (A) 2,334 41,265
Vishay Intertechnology, Inc. 2,482 54,480
Internet software and services – 1.4%  
Cimpress NV (A) 451 57,462
Cloudera, Inc. (A) 286 5,354
GrubHub, Inc. (A) 1,694 122,392
j2 Global, Inc. 1,137 90,949
Stamps.com, Inc. (A) 264 53,816
Yelp, Inc. (A) 1,476 64,678
IT services – 3.4%  
Blackhawk Network Holdings, Inc. (A) 1,122 50,995
CACI International, Inc., Class A (A) 484 68,026
Conduent, Inc. (A) 3,324 54,514
Convergys Corp. 2,486 57,849
CoreLogic, Inc. (A) 2,179 103,197
DST Systems, Inc. 1,625 135,476
EPAM Systems, Inc. (A) 980 115,130
MAXIMUS, Inc. 1,513 103,156
Science Applications International Corp. 836 64,079
Teradata Corp. (A) 2,596 105,138
WEX, Inc. (A) 946 146,450
Semiconductors and semiconductor equipment – 3.8%  
Advanced Energy Industries, Inc. (A) 738 52,494
Amkor Technology, Inc. (A) 1,344 13,521
Cavium, Inc. (A) 1,291 114,615
Cirrus Logic, Inc. (A) 1,230 60,971
Cree, Inc. (A) 2,025 69,883
Cypress Semiconductor Corp. 6,335 109,532
Entegris, Inc. 2,718 88,471
First Solar, Inc. (A) 1,383 92,896
Integrated Device Technology, Inc. (A) 2,685 80,282
SEE NOTES TO FUND'S INVESTMENTS QUARTERLY REPORT |JOHN HANCOCK MULTIFACTOR ETFS 41

 

MULTIFACTOR SMALL CAP ETF (continued)

  Shares or
Principal
Amount
Value
Information technology (continued)  
Semiconductors and semiconductor equipment (continued)  
MACOM Technology Solutions Holdings, Inc. (A)(B) 836 $26,000
MKS Instruments, Inc. 1,034 105,778
Monolithic Power Systems, Inc. 748 89,102
Semtech Corp. (A) 1,100 39,380
Silicon Laboratories, Inc. (A) 1,012 97,354
Versum Materials, Inc. 2,024 74,483
Software – 3.7%  
ACI Worldwide, Inc. (A) 2,333 54,686
Aspen Technology, Inc. (A) 1,826 141,424
Blackbaud, Inc. 924 88,538
CommVault Systems, Inc. (A) 726 38,732
Ellie Mae, Inc. (A) 649 60,682
Fair Isaac Corp. 777 134,157
FireEye, Inc. (A) 2,730 41,168
Manhattan Associates, Inc. (A) 1,320 69,722
Nuance Communications, Inc. (A) 4,644 82,710
Paycom Software, Inc. (A) 914 83,759
Paylocity Holding Corp. (A) 484 25,308
Pegasystems, Inc. 748 38,036
Proofpoint, Inc. (A) 748 76,311
RealPage, Inc. (A) 1,103 54,874
Verint Systems, Inc. (A) 1,190 49,683
Zynga, Inc., Class A (A) 14,747 52,794
Technology hardware, storage and peripherals – 0.4%  
NCR Corp. (A) 2,025 75,958
Pure Storage, Inc., Class A (A) 1,498 30,170
Materials – 5.9% 1,721,552
Chemicals – 2.7%  
Ashland Global Holdings, Inc. 1,034 75,058
Balchem Corp. 638 50,402
Cabot Corp. 1,452 98,213
HB Fuller Company 1,100 57,035
Ingevity Corp. (A) 770 55,864
Kronos Worldwide, Inc. 354 9,717
Minerals Technologies, Inc. 704 52,906
Platform Specialty Products Corp. (A) 4,182 48,971
PolyOne Corp. 2,071 90,006
Sensient Technologies Corp. 1,166 83,777
Trinseo SA 836 68,928
Tronox, Ltd., Class A 1,124 22,064
Valvoline, Inc. 3,368 83,021
Construction materials – 0.6%  
Eagle Materials, Inc. 1,002 112,274
Summit Materials, Inc., Class A (A) 2,030 64,859
Containers and packaging – 1.1%  
Bemis Company, Inc. 1,518 70,951
Graphic Packaging Holding Company 5,745 92,782
MULTIFACTOR SMALL CAP ETF (continued)

  Shares or
Principal
Amount
Value
Materials (continued)  
Containers and packaging (continued)  
Greif, Inc., Class A 484 $28,614
Greif, Inc., Class B 117 7,447
Owens-Illinois, Inc. (A) 3,212 74,583
Silgan Holdings, Inc. 2,024 60,497
Metals and mining – 0.9%  
Allegheny Technologies, Inc. (A) 110 2,966
Cleveland-Cliffs, Inc. (A) 5,239 35,887
Commercial Metals Company 1,761 42,334
Compass Minerals International, Inc. (B) 836 60,944
Ferroglobe PLC (A) 1,184 17,121
Hecla Mining Company 6,999 26,876
United States Steel Corp. 594 22,222
Worthington Industries, Inc. 902 42,178
Paper and forest products – 0.6%  
Domtar Corp. 1,474 75,705
Louisiana-Pacific Corp. (A) 2,950 87,350
Real estate – 10.2% 2,990,090
Equity real estate investment trusts – 9.8%  
Acadia Realty Trust 1,652 40,573
Alexander's, Inc. 44 15,988
Apple Hospitality REIT, Inc. 4,059 79,110
Brandywine Realty Trust 3,610 64,763
Columbia Property Trust, Inc. 2,598 56,870
CoreCivic, Inc. 2,200 51,062
Corporate Office Properties Trust 1,936 52,853
Cousins Properties, Inc. 8,013 72,117
CubeSmart 3,029 83,388
DiamondRock Hospitality Company 4,403 51,779
EastGroup Properties, Inc. 660 57,295
Education Realty Trust, Inc. 1,514 50,007
Empire State Realty Trust, Inc., Class A 3,169 61,954
Equity Commonwealth (A) 2,565 76,719
First Industrial Realty Trust, Inc. 2,333 71,996
Gramercy Property Trust 3,032 76,528
Healthcare Realty Trust, Inc. 2,387 71,300
Hospitality Properties Trust 2,764 78,525
JBG SMITH Properties 1,806 60,953
LaSalle Hotel Properties 2,266 69,204
Lexington Realty Trust 4,138 37,325
Life Storage, Inc. 782 64,984
Medical Properties Trust, Inc. 6,229 81,475
National Health Investors, Inc. 814 57,411
Outfront Media, Inc. 2,751 61,622
Paramount Group, Inc. 3,853 57,911
Pebblebrook Hotel Trust 1,454 56,706
Physicians Realty Trust 3,346 54,540
Piedmont Office Realty Trust, Inc., Class A 3,236 63,167
PS Business Parks, Inc. 448 54,705
QTS Realty Trust, Inc., Class A 924 46,015
42 JOHN HANCOCK MULTIFACTOR ETFS |QUARTERLY REPORT SEE NOTES TO FUND'S INVESTMENTS

 

MULTIFACTOR SMALL CAP ETF (continued)

  Shares or
Principal
Amount
Value
Real estate (continued)  
Equity real estate investment trusts (continued)  
Rayonier, Inc. 2,466 $80,046
Retail Opportunity Investments Corp. 2,202 40,451
Retail Properties of America, Inc., Class A 5,019 60,479
RLJ Lodging Trust 2,596 60,020
Ryman Hospitality Properties, Inc. 1,100 84,205
Sabra Health Care REIT, Inc. 2,664 48,218
Senior Housing Properties Trust 880 15,250
Spirit Realty Capital, Inc. 7,638 62,402
STAG Industrial, Inc. 1,695 42,917
STORE Capital Corp. 2,944 72,157
Sunstone Hotel Investors, Inc. 4,336 73,062
Tanger Factory Outlet Centers, Inc. (B) 2,068 52,072
Taubman Centers, Inc. 1,122 69,171
The GEO Group, Inc. 2,289 51,617
Uniti Group, Inc. 2,334 36,947
Urban Edge Properties 2,112 49,379
Washington Real Estate Investment Trust 1,474 42,245
Weingarten Realty Investors 2,268 67,019
Real estate management and development – 0.4%  
Kennedy-Wilson Holdings, Inc. 1,938 34,400
Realogy Holdings Corp. 2,515 69,188
Telecommunication services – 0.3% 72,558
Wireless telecommunication services – 0.3%  
Telephone & Data Systems, Inc. 2,266 62,156
United States Cellular Corp. (A) 286 10,402
Utilities – 4.1% 1,195,836
Electric utilities – 1.6%  
ALLETE, Inc. 1,056 76,497
Hawaiian Electric Industries, Inc. 2,818 96,122
IDACORP, Inc. 1,267 109,317
MGE Energy, Inc. 506 30,259
PNM Resources, Inc. 1,848 70,409
Portland General Electric Company 2,178 92,238
Gas utilities – 1.6%  
New Jersey Resources Corp. 2,005 77,794
ONE Gas, Inc. 1,049 74,301
South Jersey Industries, Inc. 1,519 44,719
Southwest Gas Holdings, Inc. 1,232 90,651
Spire, Inc. 924 61,446
WGL Holdings, Inc. 1,232 103,759
Independent power and renewable electricity producers –
0.3%
 
NRG Yield, Inc., Class A 662 12,465
NRG Yield, Inc., Class C 1,254 23,701
Ormat Technologies, Inc. 726 50,878
Multi-utilities – 0.6%  
Avista Corp. 1,365 68,741
Black Hills Corp. 1,079 59,938
MULTIFACTOR SMALL CAP ETF (continued)

  Shares or
Principal
Amount
Value
Utilities (continued)  
Multi-utilities (continued)  
NorthWestern Corp. 968 $52,601
SECURITIES LENDING COLLATERAL – 1.0%   $300,277
(Cost $300,280)    
John Hancock Collateral Trust, 1.4720% (C)(D) 30,012 300,277
Total investments (Multifactor Small Cap ETF) (Cost $27,871,225) 100.9% $29,604,276
Other assets and liabilities, net (0.9%)   (262,374)
Total net assets 100.0%   $29,341,902
    
Security Abbreviations and Legend
(A) Non-income producing security.
(B) A portion of this security is on loan as of 1-31-18. The value of securities on loan amounted to $289,794.
(C) The rate shown is the annualized seven-day yield as of 1-31-18.
(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.
MULTIFACTOR TECHNOLOGY ETF

As of 1-31-18 (unaudited)
  Shares or
Principal
Amount
Value
COMMON STOCKS – 100.0%   $68,514,622
(Cost $52,871,755)    
Consumer discretionary – 0.4% 273,285
Household durables – 0.4%  
Garmin, Ltd. 4,342 273,285
Health care – 1.7% 1,140,317
Health care providers and services – 0.1%  
Premier, Inc., Class A (A)(B) 1,868 60,617
Health care technology – 1.6%  
athenahealth, Inc. (A) 999 125,185
Cerner Corp. (A) 11,241 777,090
Medidata Solutions, Inc. (A) 689 46,928
Veeva Systems, Inc., Class A (A) 2,076 130,497
Industrials – 1.3% 876,271
Aerospace and defense – 1.3%  
Harris Corp. 5,498 876,271
Information technology – 96.6% 66,224,749
Communications equipment – 7.4%  
Arista Networks, Inc. (A) 1,077 297,058
ARRIS International PLC (A) 7,477 189,168
Cisco Systems, Inc. 60,375 2,507,978
CommScope Holding Company, Inc. (A) 8,280 319,856
EchoStar Corp., Class A (A) 1,502 91,712
F5 Networks, Inc. (A) 2,599 375,659
Juniper Networks, Inc. 14,726 385,085
Lumentum Holdings, Inc. (A)(B) 255 11,807
Motorola Solutions, Inc. 4,107 408,482
SEE NOTES TO FUND'S INVESTMENTS QUARTERLY REPORT |JOHN HANCOCK MULTIFACTOR ETFS 43

 

MULTIFACTOR TECHNOLOGY ETF (continued)

  Shares or
Principal
Amount
Value
Information technology (continued)  
Communications equipment (continued)  
Palo Alto Networks, Inc. (A) 1,552 $245,014
Ubiquiti Networks, Inc. (A)(B) 842 67,924
ViaSat, Inc. (A)(B) 2,006 151,694
Electronic equipment, instruments and components – 2.5%  
CDW Corp. 5,524 413,140
Corning, Inc. 30,534 953,271
Dolby Laboratories, Inc., Class A 1,812 116,584
SYNNEX Corp. 1,333 163,599
Tech Data Corp. (A) 1,021 102,376
Internet software and services – 16.3%  
Akamai Technologies, Inc. (A) 6,386 427,798
Alphabet, Inc., Class A (A) 2,964 3,504,100
Alphabet, Inc., Class C (A) 721 843,527
eBay, Inc. (A) 19,995 811,397
Facebook, Inc., Class A (A) 20,398 3,812,182
GoDaddy, Inc., Class A (A) 1,838 101,513
GrubHub, Inc. (A)(B) 1,764 127,449
InterActiveCorp (A) 2,586 374,892
j2 Global, Inc. 2,131 170,459
LogMeIn, Inc. 1,596 200,777
Match Group, Inc. (A)(B) 1,508 52,690
Nutanix, Inc., Class A (A) 223 7,158
Twitter, Inc. (A) 16,996 438,667
VeriSign, Inc. (A)(B) 2,701 310,399
IT services – 7.8%  
Amdocs, Ltd. 5,403 369,565
Cognizant Technology Solutions Corp., Class A 10,256 799,763
CSRA, Inc. 5,169 172,024
DXC Technology Company 8,747 870,764
EPAM Systems, Inc. (A) 1,333 156,601
Gartner, Inc. (A) 2,344 325,207
IBM Corp. 10,525 1,722,943
Leidos Holdings, Inc. 5,777 384,748
Sabre Corp. 6,447 133,904
Square, Inc., Class A (A) 3,830 179,665
Teradata Corp. (A) 5,712 231,336
Semiconductors and semiconductor equipment – 25.3%  
Advanced Micro Devices, Inc. (A)(B) 14,031 192,786
Analog Devices, Inc. 6,495 596,761
Applied Materials, Inc. 21,027 1,127,678
Broadcom, Ltd. 4,145 1,028,084
Cavium, Inc. (A) 1,427 126,689
Cirrus Logic, Inc. (A) 2,204 109,252
Cypress Semiconductor Corp. 10,235 176,963
Entegris, Inc. 4,010 130,526
Intel Corp. 70,825 3,409,516
KLA-Tencor Corp. 3,232 354,874
Lam Research Corp. 3,538 677,598
Marvell Technology Group, Ltd. 14,179 330,796
MULTIFACTOR TECHNOLOGY ETF (continued)

  Shares or
Principal
Amount
Value
Information technology (continued)  
Semiconductors and semiconductor equipment (continued)  
Maxim Integrated Products, Inc. 9,570 $583,770
Microchip Technology, Inc. 6,298 599,696
Micron Technology, Inc. (A) 25,184 1,101,044
Microsemi Corp. (A) 4,233 261,557
MKS Instruments, Inc. 1,554 158,974
Monolithic Power Systems, Inc. 622 74,093
NVIDIA Corp. 4,774 1,173,449
ON Semiconductor Corp. (A) 18,442 456,255
Qorvo, Inc. (A) 4,218 302,726
QUALCOMM, Inc. 20,017 1,366,160
Skyworks Solutions, Inc. 7,117 691,844
Teradyne, Inc. 7,723 354,022
Texas Instruments, Inc. 12,234 1,341,700
Xilinx, Inc. 8,200 598,764
Software – 26.5%  
Activision Blizzard, Inc. 12,912 957,167
Adobe Systems, Inc. (A) 3,719 742,907
ANSYS, Inc. (A) 2,720 439,688
Aspen Technology, Inc. (A) 2,174 168,376
Atlassian Corp. PLC, Class A (A) 1,382 74,614
Autodesk, Inc. (A) 4,325 500,057
Blackbaud, Inc. 1,539 147,467
CA, Inc. 13,712 491,575
Cadence Design Systems, Inc. (A) 8,356 374,850
CDK Global, Inc. 3,995 284,804
Citrix Systems, Inc. (A) 5,638 522,981
Dell Technologies, Inc., Class V (A) 8,620 618,054
Electronic Arts, Inc. (A) 4,265 541,484
Fair Isaac Corp. 952 164,372
Fortinet, Inc. (A) 3,075 141,573
Guidewire Software, Inc. (A) 1,551 123,227
Intuit, Inc. 3,878 651,116
Microsoft Corp. 46,913 4,457,204
Nuance Communications, Inc. (A) 8,957 159,524
Oracle Corp. 38,696 1,996,327
Paycom Software, Inc. (A)(B) 1,092 100,071
Pegasystems, Inc. 530 26,951
Proofpoint, Inc. (A) 842 85,901
PTC, Inc. (A) 3,014 219,058
Red Hat, Inc. (A) 4,430 582,013
salesforce.com, Inc. (A) 3,958 450,856
ServiceNow, Inc. (A) 2,956 440,060
Snap, Inc., Class A (A)(B) 5,050 68,276
Splunk, Inc. (A) 2,405 222,150
SS&C Technologies Holdings, Inc. 6,128 308,116
Symantec Corp. 17,015 463,318
Synopsys, Inc. (A) 4,859 449,992
Tableau Software, Inc., Class A (A) 1,117 85,797
Take-Two Interactive Software, Inc. (A) 2,991 378,870
44 JOHN HANCOCK MULTIFACTOR ETFS |QUARTERLY REPORT SEE NOTES TO FUND'S INVESTMENTS

 

MULTIFACTOR TECHNOLOGY ETF (continued)

  Shares or
Principal
Amount
Value
Information technology (continued)  
Software (continued)  
The Ultimate Software Group, Inc. (A) 657 $153,009
Tyler Technologies, Inc. (A) 819 165,037
VMware, Inc., Class A (A)(B) 1,107 137,036
Workday, Inc., Class A (A) 2,259 270,832
Technology hardware, storage and peripherals – 10.8%  
Apple, Inc. 21,389 3,581,160
Hewlett Packard Enterprise Company 41,716 684,142
HP, Inc. 23,519 548,463
NCR Corp. (A) 5,015 188,113
NetApp, Inc. 11,464 705,036
Seagate Technology PLC 10,577 583,850
Western Digital Corp. 12,517 1,113,763
SECURITIES LENDING COLLATERAL – 1.7%   $1,157,135
(Cost $1,157,123)    
John Hancock Collateral Trust, 1.4720% (C)(D) 115,654 1,157,135
SHORT-TERM INVESTMENTS – 0.1%   $68,471
(Cost $68,471)    
Money market funds – 0.1% 68,471
State Street Institutional U.S. Government Money Market Fund, Premier Class, 1.2490% (C) 68,471 68,471
Total investments (Multifactor Technology ETF) (Cost $54,097,349) 101.8% $69,740,228
Other assets and liabilities, net (1.8%)   (1,210,142)
Total net assets 100.0%   $68,530,086
    
Security Abbreviations and Legend
(A) Non-income producing security.
(B) A portion of this security is on loan as of 1-31-18. The value of securities on loan amounted to $1,152,271.
(C) The rate shown is the annualized seven-day yield as of 1-31-18.
(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.
MULTIFACTOR UTILITIES ETF

As of 1-31-18 (unaudited)
  Shares or
Principal
Amount
Value
COMMON STOCKS – 99.9%   $17,383,465
(Cost $17,850,626)    
Energy – 2.4% 419,731
Oil, gas and consumable fuels – 2.4%  
ONEOK, Inc. 7,131 419,731
Utilities – 97.5% 16,963,734
Electric utilities – 48.8%  
ALLETE, Inc. 961 69,615
Alliant Energy Corp. 5,559 220,970
American Electric Power Company, Inc. 9,185 631,744
Avangrid, Inc. 1,329 64,749
MULTIFACTOR UTILITIES ETF (continued)

  Shares or
Principal
Amount
Value
Utilities (continued)  
Electric utilities (continued)  
Duke Energy Corp. 7,022 $551,227
Edison International 13,014 813,765
Entergy Corp. 5,464 429,962
Eversource Energy 9,627 607,367
Exelon Corp. 20,102 774,128
FirstEnergy Corp. 15,086 496,329
Great Plains Energy, Inc. 6,119 190,423
Hawaiian Electric Industries, Inc. 2,808 95,781
IDACORP, Inc. 1,355 116,909
NextEra Energy, Inc. 4,545 720,019
PG&E Corp. 10,140 430,240
Pinnacle West Capital Corp. 3,744 299,333
Portland General Electric Company 3,491 147,844
PPL Corp. 11,390 362,999
The Southern Company 11,038 497,924
Westar Energy, Inc. 4,404 227,511
Xcel Energy, Inc. 16,177 738,319
Gas utilities – 6.4%  
Atmos Energy Corp. 3,095 256,576
National Fuel Gas Company 2,099 117,019
New Jersey Resources Corp. 1,227 47,608
ONE Gas, Inc. 1,576 111,628
Southwest Gas Holdings, Inc. 1,846 135,829
Spire, Inc. 920 61,180
UGI Corp. 5,947 272,194
WGL Holdings, Inc. 1,379 116,139
Independent power and renewable electricity producers –
5.0%
 
AES Corp. 22,611 261,383
Calpine Corp. (A) 16,606 250,585
NRG Energy, Inc. 9,661 251,283
Vistra Energy Corp. (A) 5,995 116,903
Multi-utilities – 34.4%  
Ameren Corp. 9,946 563,242
Black Hills Corp. 1,325 73,604
CenterPoint Energy, Inc. 12,554 353,772
CMS Energy Corp. 8,599 384,805
Consolidated Edison, Inc. 10,563 848,843
Dominion Energy, Inc. 9,575 731,913
DTE Energy Company 5,559 587,253
NiSource, Inc. 11,026 272,122
Public Service Enterprise Group, Inc. 18,012 934,282
SCANA Corp. 4,688 190,520
Sempra Energy 3,227 345,354
Vectren Corp. 2,697 163,519
WEC Energy Group, Inc. 8,267 531,568
Water utilities – 2.9%  
American Water Works Company, Inc. 4,490 373,433
Aqua America, Inc. 3,425 124,019
SEE NOTES TO FUND'S INVESTMENTS QUARTERLY REPORT |JOHN HANCOCK MULTIFACTOR ETFS 45

 

MULTIFACTOR UTILITIES ETF (continued)

  Shares or
Principal
Amount
Value
SHORT-TERM INVESTMENTS – 0.2%   $33,977
(Cost $33,977)    
Money market funds – 0.2% $33,977
State Street Institutional U.S. Government Money Market Fund, Premier Class, 1.2490% (B) 33,977 33,977
Total investments (Multifactor Utilities ETF) (Cost $17,884,603) 100.1% $17,417,442
Other assets and liabilities, net (0.1%)   (13,141)
Total net assets 100.0%   $17,404,301
    
Security Abbreviations and Legend
(A) Non-income producing security.
(B) The rate shown is the annualized seven-day yield as of 1-31-18.
46 JOHN HANCOCK MULTIFACTOR ETFS |QUARTERLY REPORT SEE NOTES TO FUND'S INVESTMENTS

Notes to Funds' investments (unaudited)

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

In order to value the securities, the funds use the following valuation techniques: Equity securities 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 by the funds in open-end mutual funds, including John Hancock Collateral Trust, are valued at their respective NAVs each business day. Foreign securities and currencies are valued in U.S. dollars based on foreign currency exchange rates supplied by an independent pricing vendor valued at London close.

In certain instances, the Pricing Committee 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 funds' Pricing Committee following procedures established 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 funds' Pricing Committee, following procedures established by the Board of Trustees. The funds may use fair value adjustment factors provided by an independent pricing vendor to value certain foreign securities under certain circumstances, 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. 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 funds' own 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.

As of January 31, 2018, all investments of Multifactor Consumer Discretionary ETF, Multifactor Consumer Staples ETF, Multifactor Energy ETF, Multifactor Financials ETF, Multifactor Industrials ETF, Multifactor Materials ETF, Multifactor Mid Cap ETF, Multifactor Small Cap ETF, Multifactor Technology ETF, and Multifactor Utilities ETF are categorized as Level 1 under the hierarchy described above.

The following is a summary of the values by input classification of the remaining funds' investments as of January 31, 2018, by major security category or type:

MULTIFACTOR DEVELOPED INTERNATIONAL ETF

                                   
        Total
value at
1-31-18
    Level 1
quoted
price
    Level 2
significant
observable
inputs
    Level 3
significant
unobservable
inputs
 
  Investments in securities:                          
  Assets                          
  Common stocks                          
        Australia     $3,960,261     $3,960,261          
        Austria     133,760     133,760          
        Belgium     824,127     824,127          
        Chile     39,850     39,850          
        Denmark     981,690     981,690          
        Finland     672,077     672,077          
        France     5,704,316     5,704,316          
        Germany     5,480,506     5,480,506          
        Hong Kong     1,858,366     1,858,366          
        Ireland     438,777     438,777          
        Israel     163,456     163,456          
        Italy     1,129,439     1,129,439          
        Japan     13,944,925     13,944,925          

       47


                                   
        Total
value at
1-31-18
    Level 1
quoted
price
    Level 2
significant
observable
inputs
    Level 3
significant
unobservable
inputs
 
        Jersey, Channel Islands     48,569     48,569          
        Luxembourg     215,866     215,866          
        Macau     86,227     86,227          
        Mexico     $25,553     $25,553          
        Netherlands     2,247,969     2,247,969          
        New Zealand     61,205     61,205          
        Norway     348,514     348,514          
        Portugal     78,238     78,238          
        Singapore     605,837     605,837          
        South Africa     174,380     174,380          
        Spain     1,889,884     1,886,818     $3,066      
        Sweden     1,612,384     1,612,384          
        Switzerland     4,659,048     4,659,048          
        United Kingdom     9,241,124     9,241,124          
        United States     101,346     101,346          
  Preferred securities     379,250     379,250          
  Rights     20         20      
  Securities lending collateral     802,583     802,583          
  Short-term investments     76,347     76,347          
  Total investments in securities     $57,985,894     $57,982,808     $3,086      

MULTIFACTOR HEALTHCARE ETF

         
  Total
value at
1-31-18
Level 1
quoted
price
Level 2
significant
observable
inputs
Level 3
significant
unobservable
inputs
Investments in securities:        
Assets        
Common stocks        
Health care        
Biotechnology $7,486,201 $7,483,990 $2,211
Health care equipment and supplies 8,327,354 8,327,354
Health care providers and services 11,555,869 11,555,869
Life sciences tools and services 2,147,847 2,147,847
Pharmaceuticals 8,633,633 8,633,633
Industrials        
Commercial services and supplies 55,290 55,290
Securities lending collateral 152,741 152,741
Short-term investments 52,965 52,965
Total investments in securities $38,411,900 $38,409,689 $2,211

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

       48


More information

     
How to contact us
Internet www.jhinvestments.com/etf  
Mail Regular mail:
John Hancock Signature Services, Inc.
P.O. Box 55913
Boston, MA 02205-5913
Express mail:
John Hancock Signature Services, Inc.
30 Dan Road
Canton, MA 02021
Phone Customer service representatives
EASI-Line
TDD line
800-225-5291
800-338-8080
800-231-5469

     
  ETFQ3 01/18
This report is for the information of the shareholders of John Hancock Multifactor ETFs.   3/18



ITEM 2. CONTROLS AND PROCEDURES.

(a) Based upon their evaluation of the registrant's disclosure controls and procedures as conducted within 90 days of the filing date of this Form N-Q, the registrant's principal executive officer and principal accounting officer have concluded that those disclosure controls and procedures provide reasonable assurance that the material information required to be disclosed by the registrant on this report is recorded, processed, summarized and reported within the time periods specified in the Securities and Exchange Commission's rules and forms.

(b) There were no changes in the registrant's internal control over financial reporting that occurred during the registrant's last fiscal quarter that has materially affected, or is reasonably likely to materially affect, the registrant's internal control over financial reporting.

ITEM 3. EXHIBITS.
Separate certifications for the registrant's principal executive officer and principal accounting officer, as required by Rule 30a-2(a) under the Investment Company Act of 1940, are attached.



SIGNATURES

Pursuant to the requirements of the Securities Exchange Act of 1934 and the Investment Company Act of 1940, the registrant has duly caused this report to be signed on its behalf by the undersigned, thereunto duly authorized.

John Hancock Exchange-Traded Fund Trust

By: /s/ Andrew G. Arnott
Andrew G. Arnott
President
 
 
Date:   March 19, 2018
   

Pursuant to the requirements of the Securities Exchange Act of 1934 and the Investment Company Act of 1940, this report has been signed below by the following persons on behalf of the registrant and in the capacities and on the dates indicated.


By: /s/ Andrew G. Arnott
Andrew G. Arnott
President
 
 
Date:   March 19, 2018
 
 
By: /s/ Charles A. Rizzo
Charles A. Rizzo
Chief Financial Officer
 
 
Date: March 19, 2018