John Hancock
Multifactor ETFs
Quarterly portfolio holdings 1/31/20
| Funds' investments |
MULTIFACTOR CONSUMER DISCRETIONARY
ETF
As of 1-31-20 (unaudited)
| Shares or Principal Amount | Value | |
| COMMON STOCKS – 99.9% | $39,796,363 | |
| (Cost $36,157,164) | ||
| Communication services – 1.0% | 399,254 | |
| Entertainment – 1.0% | ||
| Cinemark Holdings, Inc. (A) | 3,237 | 101,998 |
| Roku, Inc. (B) | 1,221 | 147,680 |
| The Madison Square Garden Company, Class A (B) | 505 | 149,576 |
| Consumer discretionary – 91.6% | 36,470,069 | |
| Automobiles – 6.3% | ||
| Ford Motor Company | 53,426 | 471,217 |
| General Motors Company | 21,801 | 727,935 |
| Harley-Davidson, Inc. | 4,340 | 144,956 |
| Tesla, Inc. (B) | 1,797 | 1,169,074 |
| Distributors – 1.7% | ||
| Genuine Parts Company | 4,294 | 401,790 |
| LKQ Corp. (B) | 7,848 | 256,512 |
| Diversified consumer services – 2.3% | ||
| Bright Horizons Family Solutions, Inc. (B) | 1,487 | 243,467 |
| Chegg, Inc. (B) | 2,960 | 122,041 |
| frontdoor, Inc. (B) | 1,754 | 74,685 |
| Grand Canyon Education, Inc. (B) | 1,321 | 103,408 |
| H&R Block, Inc. | 8,785 | 203,812 |
| Laureate Education, Inc., Class A (B) | 2,753 | 57,373 |
| ServiceMaster Global Holdings, Inc. (B) | 3,625 | 130,681 |
| Hotels, restaurants and leisure – 23.0% | ||
| Caesars Entertainment Corp. (B) | 15,302 | 209,178 |
| Carnival Corp. | 4,107 | 178,778 |
| Chipotle Mexican Grill, Inc. (B) | 633 | 548,659 |
| Choice Hotels International, Inc. | 867 | 86,873 |
| Churchill Downs, Inc. | 990 | 142,936 |
| Cracker Barrel Old Country Store, Inc. (A) | 924 | 141,307 |
| Darden Restaurants, Inc. | 3,924 | 456,871 |
| Domino's Pizza, Inc. | 870 | 245,123 |
| Dunkin' Brands Group, Inc. | 1,806 | 141,031 |
| Hilton Worldwide Holdings, Inc. | 6,482 | 698,760 |
| Hyatt Hotels Corp., Class A | 1,164 | 98,405 |
| Las Vegas Sands Corp. | 7,268 | 474,673 |
| Marriott International, Inc., Class A | 3,934 | 550,996 |
| Marriott Vacations Worldwide Corp. | 1,020 | 122,645 |
| McDonald's Corp. | 5,619 | 1,202,297 |
| MGM Resorts International | 12,370 | 384,212 |
| Norwegian Cruise Line Holdings, Ltd. (B) | 6,635 | 357,295 |
| Planet Fitness, Inc., Class A (B) | 2,033 | 164,246 |
| Royal Caribbean Cruises, Ltd. | 5,081 | 594,883 |
| Six Flags Entertainment Corp. | 1,611 | 61,427 |
| Starbucks Corp. | 8,687 | 736,918 |
| Texas Roadhouse, Inc. | 1,785 | 111,563 |
| The Wendy's Company | 5,417 | 117,386 |
| Vail Resorts, Inc. | 971 | 227,709 |
MULTIFACTOR CONSUMER DISCRETIONARY ETF
(continued)
| Shares or Principal Amount | Value | |
| Consumer discretionary (continued) | ||
| Hotels, restaurants and leisure (continued) | ||
| Wyndham Destinations, Inc. | 2,303 | $111,765 |
| Wyndham Hotels & Resorts, Inc. | 2,732 | 156,188 |
| Wynn Resorts, Ltd. | 3,568 | 450,139 |
| Yum! Brands, Inc. | 3,587 | 379,397 |
| Household durables – 2.7% | ||
| Garmin, Ltd. | 3,575 | 346,596 |
| Helen of Troy, Ltd. (B) | 665 | 125,718 |
| Mohawk Industries, Inc. (B) | 1,149 | 151,300 |
| Tempur Sealy International, Inc. (B) | 1,714 | 157,037 |
| Whirlpool Corp. | 2,080 | 304,034 |
| Internet and direct marketing retail – 11.8% | ||
| Amazon.com, Inc. (B) | 1,255 | 2,520,943 |
| Booking Holdings, Inc. (B) | 540 | 988,497 |
| Chewy, Inc., Class A (A)(B) | 640 | 16,966 |
| eBay, Inc. | 16,913 | 567,600 |
| Etsy, Inc. (B) | 2,353 | 114,850 |
| Expedia Group, Inc. | 3,508 | 380,443 |
| Wayfair, Inc., Class A (A)(B) | 1,049 | 98,291 |
| Leisure products – 1.4% | ||
| Hasbro, Inc. | 3,084 | 314,167 |
| Polaris, Inc. | 2,435 | 223,630 |
| Multiline retail – 7.0% | ||
| Dollar General Corp. | 3,809 | 584,339 |
| Dollar Tree, Inc. (B) | 7,642 | 665,389 |
| Kohl's Corp. | 5,757 | 246,112 |
| Macy's, Inc. (A) | 8,274 | 131,970 |
| Nordstrom, Inc. | 5,878 | 216,663 |
| Ollie's Bargain Outlet Holdings, Inc. (A)(B) | 1,490 | 79,030 |
| Target Corp. | 7,872 | 871,745 |
| Specialty retail – 26.0% | ||
| Aaron's, Inc. | 1,780 | 105,661 |
| Advance Auto Parts, Inc. | 2,150 | 283,263 |
| AutoNation, Inc. (B) | 2,088 | 88,615 |
| AutoZone, Inc. (B) | 558 | 590,342 |
| Best Buy Company, Inc. | 10,325 | 874,424 |
| Burlington Stores, Inc. (B) | 2,003 | 435,592 |
| CarMax, Inc. (B) | 5,455 | 529,353 |
| Carvana Company (A)(B) | 745 | 59,041 |
| Five Below, Inc. (B) | 1,629 | 184,435 |
| Floor & Decor Holdings, Inc., Class A (B) | 1,593 | 78,551 |
| Foot Locker, Inc. | 3,125 | 118,656 |
| L Brands, Inc. | 3,531 | 81,778 |
| Lowe's Companies, Inc. | 7,544 | 876,915 |
| O'Reilly Automotive, Inc. (B) | 2,046 | 830,881 |
| Ross Stores, Inc. | 7,925 | 889,106 |
| The Gap, Inc. | 6,475 | 112,730 |
| The Home Depot, Inc. | 8,017 | 1,828,678 |
| The TJX Companies, Inc. | 15,459 | 912,699 |
| Tiffany & Company | 3,326 | 445,751 |
| 2 | JOHN HANCOCK MULTIFACTOR ETFS | QUARTERLY REPORT | SEE NOTES TO FUNDS' INVESTMENTS |
MULTIFACTOR CONSUMER DISCRETIONARY ETF
(continued)
| Shares or Principal Amount | Value | |
| Consumer discretionary (continued) | ||
| Specialty retail (continued) | ||
| Tractor Supply Company | 3,781 | $351,444 |
| Ulta Beauty, Inc. (B) | 1,768 | 473,665 |
| Williams-Sonoma, Inc. | 2,836 | 198,747 |
| Textiles, apparel and luxury goods – 9.4% | ||
| Capri Holdings, Ltd. (B) | 3,758 | 112,590 |
| Carter's, Inc. | 1,282 | 135,982 |
| Columbia Sportswear Company | 962 | 90,351 |
| Deckers Outdoor Corp. (B) | 1,007 | 192,246 |
| Hanesbrands, Inc. (A) | 18,533 | 255,014 |
| Levi Strauss & Company, Class A (A) | 1,135 | 22,291 |
| Lululemon Athletica, Inc. (B) | 2,767 | 662,392 |
| NIKE, Inc., Class B | 11,095 | 1,068,449 |
| PVH Corp. | 1,512 | 131,801 |
| Ralph Lauren Corp. | 1,510 | 171,385 |
| Skechers U.S.A., Inc., Class A (B) | 3,578 | 133,781 |
| Tapestry, Inc. | 5,451 | 140,472 |
| Under Armour, Inc., Class A (A)(B) | 5,179 | 104,512 |
| Under Armour, Inc., Class C (B) | 5,371 | 96,463 |
| VF Corp. | 5,280 | 438,082 |
| Consumer staples – 1.5% | 603,183 | |
| Personal products – 1.5% | ||
| Coty, Inc., Class A | 7,565 | 77,617 |
| The Estee Lauder Companies, Inc., Class A | 2,693 | 525,566 |
| Industrials – 5.8% | 2,323,857 | |
| Building products – 1.8% | ||
| Allegion PLC | 3,477 | 449,646 |
| Fortune Brands Home & Security, Inc. | 3,709 | 254,845 |
| Commercial services and supplies – 2.1% | ||
| Copart, Inc. (B) | 6,383 | 647,619 |
| Rollins, Inc. | 4,935 | 187,283 |
| Machinery – 1.6% | ||
| Stanley Black & Decker, Inc. | 4,042 | 644,012 |
| Road and rail – 0.3% | ||
| Lyft, Inc., Class A (B) | 1,003 | 47,622 |
| Uber Technologies, Inc. (B) | 2,558 | 92,830 |
| SHORT-TERM INVESTMENTS – 2.3% | $899,612 | |
| (Cost $899,540) | ||
| Short-term funds – 2.3% | 899,612 | |
| John Hancock Collateral Trust, 1.6984% (C)(D) | 85,128 | 851,943 |
| State Street Institutional U.S. Government Money Market Fund, Premier Class, 1.5121% (C) | 47,669 | 47,669 |
| Total investments (Multifactor Consumer Discretionary ETF) (Cost $37,056,704) 102.2% | $40,695,975 | |
| Other assets and liabilities, net (2.2%) | (874,687) | |
| Total net assets 100.0% | $39,821,288 | |
MULTIFACTOR CONSUMER DISCRETIONARY ETF
(continued)
| 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) | All or a portion of this security is on loan as of 1-31-20. The value of securities on loan amounted to $795,418. |
| (B) | Non-income producing security. |
| (C) | The rate shown is the annualized seven-day yield as of 1-31-20. |
| (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 1-31-20 (unaudited)
| Shares or Principal Amount | Value | |
| COMMON STOCKS – 99.9% | $30,444,888 | |
| (Cost $28,223,481) | ||
| Consumer discretionary – 1.1% | 348,864 | |
| Household durables – 1.1% | ||
| Newell Brands, Inc. | 17,863 | 348,864 |
| Consumer staples – 95.4% | 29,069,393 | |
| Beverages – 20.4% | ||
| Brown-Forman Corp., Class A | 3,311 | 212,798 |
| Brown-Forman Corp., Class B | 9,493 | 642,107 |
| Constellation Brands, Inc., Class A | 2,992 | 563,394 |
| Keurig Dr. Pepper, Inc. (A) | 5,452 | 155,546 |
| Molson Coors Beverage Company, Class B | 7,066 | 392,728 |
| Monster Beverage Corp. (B) | 6,961 | 463,603 |
| PepsiCo, Inc. | 12,776 | 1,814,448 |
| The Boston Beer Company, Inc., Class A (B) | 366 | 130,435 |
| The Coca-Cola Company | 31,736 | 1,853,382 |
| Food and staples retailing – 22.5% | ||
| Casey's General Stores, Inc. | 1,724 | 277,323 |
| Costco Wholesale Corp. | 5,321 | 1,625,672 |
| Performance Food Group Company (B) | 4,533 | 234,764 |
| Sysco Corp. | 9,283 | 762,506 |
| The Kroger Company | 48,866 | 1,312,541 |
| US Foods Holding Corp. (B) | 9,960 | 400,093 |
| Walgreens Boots Alliance, Inc. | 9,745 | 495,533 |
| Walmart, Inc. | 15,288 | 1,750,323 |
| Food products – 28.9% | ||
| Archer-Daniels-Midland Company | 20,974 | 938,796 |
| Beyond Meat, Inc. (A)(B) | 315 | 34,782 |
| Bunge, Ltd. | 5,266 | 276,096 |
| Campbell Soup Company | 8,738 | 422,832 |
| Conagra Brands, Inc. | 18,632 | 613,365 |
| Flowers Foods, Inc. | 6,429 | 138,416 |
| General Mills, Inc. | 12,566 | 656,197 |
| Hormel Foods Corp. (A) | 9,451 | 446,654 |
| Ingredion, Inc. | 2,779 | 244,552 |
| Kellogg Company | 10,443 | 712,317 |
| Lamb Weston Holdings, Inc. | 4,257 | 388,707 |
| Lancaster Colony Corp. | 817 | 126,349 |
| McCormick & Company, Inc. | 4,174 | 681,906 |
| McCormick & Company, Inc. | 348 | 57,065 |
| SEE NOTES TO FUNDS' INVESTMENTS | QUARTERLY REPORT | JOHN HANCOCK MULTIFACTOR ETFS | 3 |
MULTIFACTOR CONSUMER STAPLES ETF (continued)
| Shares or Principal Amount | Value | |
| Consumer staples (continued) | ||
| Food products (continued) | ||
| Mondelez International, Inc., Class A | 17,847 | $1,024,061 |
| Pilgrim's Pride Corp. (B) | 2,709 | 70,569 |
| Post Holdings, Inc. (B) | 3,685 | 385,340 |
| Seaboard Corp. | 11 | 42,412 |
| The Hershey Company | 2,963 | 459,769 |
| The J.M. Smucker Company | 4,127 | 427,598 |
| The Kraft Heinz Company | 6,164 | 179,989 |
| Tyson Foods, Inc., Class A | 5,768 | 476,610 |
| Household products – 15.0% | ||
| Church & Dwight Company, Inc. | 8,658 | 642,597 |
| Colgate-Palmolive Company | 8,706 | 642,329 |
| Kimberly-Clark Corp. | 5,059 | 724,651 |
| The Clorox Company | 4,730 | 744,076 |
| The Procter & Gamble Company | 14,529 | 1,810,604 |
| Personal products – 0.4% | ||
| Herbalife Nutrition, Ltd. (B) | 3,251 | 126,301 |
| Tobacco – 8.2% | ||
| Altria Group, Inc. | 25,789 | 1,225,751 |
| Philip Morris International, Inc. | 15,254 | 1,261,506 |
| Materials – 3.4% | 1,026,631 | |
| Chemicals – 3.4% | ||
| Corteva, Inc. | 35,499 | 1,026,631 |
| SHORT-TERM INVESTMENTS – 2.1% | $623,226 | |
| (Cost $623,160) | ||
| Short-term funds – 2.1% | 623,226 | |
| John Hancock Collateral Trust, 1.6984% (C)(D) | 59,374 | 594,202 |
| State Street Institutional U.S. Government Money Market Fund, Premier Class, 1.5121% (C) | 29,024 | 29,024 |
| Total investments (Multifactor Consumer Staples ETF) (Cost $28,846,641) 102.0% | $31,068,114 | |
| Other assets and liabilities, net (2.0%) | (599,427) | |
| Total net assets 100.0% | $30,468,687 | |
| 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) | All or a portion of this security is on loan as of 1-31-20. The value of securities on loan amounted to $573,163. |
| (B) | Non-income producing security. |
| (C) | The rate shown is the annualized seven-day yield as of 1-31-20. |
| (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 1-31-20 (unaudited)
| Shares or Principal Amount | Value | |
| COMMON STOCKS - 99.0% | $490,581,020 | |
| (Cost $445,031,500) | ||
| Australia - 6.9% | 34,443,268 | |
| AGL Energy, Ltd. | 80,106 | 1,069,858 |
| Alumina, Ltd. | 38,295 | 55,888 |
| APA Group | 79,704 | 604,544 |
| Aristocrat Leisure, Ltd. | 18,539 | 449,276 |
| ASX, Ltd. | 9,066 | 519,951 |
| Aurizon Holdings, Ltd. | 211,136 | 764,676 |
| Australia & New Zealand Banking Group, Ltd. | 71,395 | 1,230,731 |
| BHP Group PLC | 65,284 | 1,428,381 |
| BHP Group, Ltd. | 80,038 | 2,111,108 |
| BlueScope Steel, Ltd. | 55,515 | 529,594 |
| Brambles, Ltd. | 83,817 | 708,685 |
| CIMIC Group, Ltd. | 7,132 | 139,846 |
| Cochlear, Ltd. | 4,115 | 664,096 |
| Coles Group, Ltd. | 35,010 | 387,890 |
| Commonwealth Bank of Australia | 40,695 | 2,322,760 |
| Computershare, Ltd. | 32,271 | 388,653 |
| Crown Resorts, Ltd. | 27,100 | 212,262 |
| CSL, Ltd. | 12,294 | 2,568,239 |
| Dexus | 29,727 | 253,137 |
| Evolution Mining, Ltd. | 66,148 | 164,289 |
| Fortescue Metals Group, Ltd. | 119,545 | 911,535 |
| Goodman Group | 27,643 | 275,548 |
| Insurance Australia Group, Ltd. | 53,327 | 252,754 |
| Lendlease Group | 45,323 | 549,787 |
| Macquarie Group, Ltd. | 14,631 | 1,417,982 |
| Magellan Financial Group, Ltd. | 5,275 | 237,554 |
| Medibank Pvt., Ltd. | 211,857 | 439,666 |
| Mirvac Group | 102,892 | 234,196 |
| National Australia Bank, Ltd. | 62,541 | 1,082,708 |
| Newcrest Mining, Ltd. | 13,266 | 262,254 |
| Oil Search, Ltd. | 104,604 | 506,996 |
| Orica, Ltd. | 15,577 | 238,072 |
| Origin Energy, Ltd. | 116,862 | 641,513 |
| Qantas Airways, Ltd. | 84,368 | 362,038 |
| QBE Insurance Group, Ltd. | 93,973 | 865,015 |
| Ramsay Health Care, Ltd. | 9,167 | 486,038 |
| REA Group, Ltd. | 3,699 | 282,545 |
| Santos, Ltd. | 258,598 | 1,504,399 |
| Scentre Group | 57,750 | 149,230 |
| Sonic Healthcare, Ltd. | 22,015 | 466,750 |
| South32, Ltd. | 154,925 | 273,806 |
| Stockland | 82,701 | 272,392 |
| Suncorp Group, Ltd. | 40,570 | 349,272 |
| Sydney Airport | 17,523 | 98,421 |
| Tabcorp Holdings, Ltd. | 132,017 | 414,496 |
| Telstra Corp., Ltd. | 135,680 | 348,791 |
| The GPT Group | 54,411 | 218,553 |
| TPG Telecom, Ltd. | 13,213 | 66,164 |
| 4 | JOHN HANCOCK MULTIFACTOR ETFS | QUARTERLY REPORT | SEE NOTES TO FUNDS' INVESTMENTS |
MULTIFACTOR DEVELOPED INTERNATIONAL ETF
(continued)
| Shares or Principal Amount | Value | |
| Australia (continued) | ||
| Transurban Group | 28,270 | $297,128 |
| Treasury Wine Estates, Ltd. | 24,165 | 210,790 |
| Vicinity Centres | 87,730 | 149,176 |
| Wesfarmers, Ltd. | 23,542 | 712,518 |
| Westpac Banking Corp. | 89,004 | 1,496,743 |
| WiseTech Global, Ltd. (A) | 5,523 | 92,545 |
| Woodside Petroleum, Ltd. | 28,920 | 672,390 |
| Woolworths Group, Ltd. | 36,760 | 1,029,639 |
| Austria - 0.2% | 875,913 | |
| ANDRITZ AG | 2,208 | 87,012 |
| Erste Group Bank AG (B) | 7,774 | 285,678 |
| OMV AG | 4,329 | 215,835 |
| Raiffeisen Bank International AG | 5,688 | 129,851 |
| Telekom Austria AG | 2,954 | 23,734 |
| Verbund AG | 741 | 39,187 |
| voestalpine AG | 3,895 | 94,616 |
| Belgium - 1.2% | 5,776,667 | |
| Ackermans & van Haaren NV | 2,443 | 391,210 |
| Ageas | 18,872 | 1,040,888 |
| Anheuser-Busch InBev SA | 18,699 | 1,417,815 |
| Colruyt SA | 4,348 | 217,553 |
| Elia System Operator SA | 2,995 | 288,758 |
| Galapagos NV (B) | 705 | 157,446 |
| Galapagos NV (Euronext Amsterdam) (B) | 521 | 116,687 |
| KBC Group NV | 8,022 | 589,050 |
| Proximus SADP | 12,127 | 345,655 |
| Solvay SA | 3,284 | 340,423 |
| Telenet Group Holding NV | 1,356 | 63,084 |
| UCB SA | 3,838 | 353,362 |
| Umicore SA | 9,871 | 454,736 |
| Chile - 0.0% | 253,236 | |
| Antofagasta PLC | 23,365 | 253,236 |
| Denmark - 1.9% | 9,329,690 | |
| A.P. Moller - Maersk A/S, Series A | 158 | 178,072 |
| A.P. Moller - Maersk A/S, Series B | 140 | 168,000 |
| Carlsberg A/S, Class B | 3,214 | 470,136 |
| Chr. Hansen Holding A/S | 6,594 | 491,664 |
| Coloplast A/S, B Shares | 2,549 | 321,680 |
| Danske Bank A/S | 16,844 | 282,009 |
| Demant A/S (A)(B) | 5,877 | 190,864 |
| DSV Panalpina A/S | 8,134 | 884,887 |
| Genmab A/S (B) | 3,506 | 809,775 |
| H Lundbeck A/S | 6,723 | 285,935 |
| Novo Nordisk A/S, B Shares | 42,596 | 2,605,656 |
| Novozymes A/S, B Shares | 17,831 | 930,506 |
| Orsted A/S (C) | 3,764 | 410,820 |
| Tryg A/S | 6,022 | 182,535 |
| Vestas Wind Systems A/S | 11,197 | 1,117,151 |
MULTIFACTOR DEVELOPED INTERNATIONAL ETF
(continued)
| Shares or Principal Amount | Value | |
| Finland - 1.1% | $5,558,751 | |
| Elisa OYJ | 10,334 | 622,309 |
| Fortum OYJ | 13,143 | 318,393 |
| Kesko OYJ, A Shares | 1,242 | 78,454 |
| Kesko OYJ, B Shares | 3,981 | 269,293 |
| Kone OYJ, Class B | 10,525 | 679,533 |
| Neste OYJ | 11,584 | 460,606 |
| Nokia OYJ (B) | 86,328 | 336,706 |
| Nordea Bank ABP | 77,688 | 613,419 |
| Sampo OYJ, A Shares | 9,320 | 422,123 |
| Stora Enso OYJ, R Shares | 41,209 | 537,054 |
| UPM-Kymmene OYJ | 27,359 | 865,008 |
| Wartsila OYJ ABP | 28,994 | 355,853 |
| France - 10.5% | 52,049,379 | |
| Aeroports de Paris | 2,267 | 429,602 |
| Air Liquide SA | 13,649 | 1,977,702 |
| Airbus SE | 13,082 | 1,931,644 |
| AXA SA | 54,997 | 1,467,620 |
| BNP Paribas SA | 26,235 | 1,396,843 |
| Bouygues SA | 38,975 | 1,543,254 |
| Capgemini SE | 10,377 | 1,292,002 |
| Carrefour SA | 17,194 | 291,628 |
| Cie de Saint-Gobain | 38,366 | 1,455,577 |
| Cie Generale des Etablissements Michelin SCA | 25,038 | 2,913,447 |
| Credit Agricole SA | 77,594 | 1,051,654 |
| Danone SA | 14,047 | 1,127,043 |
| Dassault Systemes SE | 4,447 | 772,244 |
| Electricite de France SA | 47,985 | 593,189 |
| Engie SA | 114,905 | 1,981,375 |
| EssilorLuxottica SA | 5,091 | 757,418 |
| Hermes International | 657 | 492,624 |
| Kering SA | 1,570 | 965,630 |
| Legrand SA | 20,951 | 1,680,976 |
| L'Oreal SA | 3,053 | 852,262 |
| LVMH Moet Hennessy Louis Vuitton SE | 6,828 | 2,991,153 |
| Orange SA | 281,067 | 3,988,482 |
| Pernod Ricard SA | 2,234 | 387,450 |
| Peugeot SA | 89,948 | 1,855,052 |
| Renault SA | 18,648 | 728,363 |
| Safran SA | 10,669 | 1,725,624 |
| Sanofi | 22,738 | 2,190,988 |
| Schneider Electric SE | 28,766 | 2,885,641 |
| Societe Generale SA | 22,513 | 729,132 |
| Sodexo SA (A) | 7,093 | 743,600 |
| Thales SA | 8,244 | 906,474 |
| TOTAL SA | 70,541 | 3,450,972 |
| Unibail-Rodamco-Westfield | 5,898 | 801,334 |
| Vinci SA | 15,800 | 1,754,458 |
| Vivendi SA | 70,590 | 1,936,922 |
| Germany - 8.2% | 40,759,923 | |
| adidas AG | 3,988 | 1,263,094 |
| SEE NOTES TO FUNDS' INVESTMENTS | QUARTERLY REPORT | JOHN HANCOCK MULTIFACTOR ETFS | 5 |
MULTIFACTOR DEVELOPED INTERNATIONAL ETF
(continued)
| Shares or Principal Amount | Value | |
| Germany (continued) | ||
| Allianz SE | 11,047 | $2,642,498 |
| BASF SE | 26,664 | 1,804,561 |
| Bayer AG | 38,955 | 3,153,564 |
| Bayerische Motoren Werke AG | 20,363 | 1,451,915 |
| Beiersdorf AG | 3,089 | 350,539 |
| Continental AG | 3,616 | 412,507 |
| Daimler AG | 26,831 | 1,243,035 |
| Deutsche Bank AG | 125,209 | 1,149,460 |
| Deutsche Boerse AG | 5,611 | 914,373 |
| Deutsche Post AG | 22,669 | 793,221 |
| Deutsche Telekom AG | 95,234 | 1,541,493 |
| Deutsche Wohnen SE | 39,168 | 1,658,109 |
| E.ON SE | 203,814 | 2,312,875 |
| Evonik Industries AG | 24,159 | 663,167 |
| Fresenius Medical Care AG & Company KGaA | 20,874 | 1,612,340 |
| Fresenius SE & Company KGaA | 5,454 | 278,785 |
| Hannover Rueck SE | 2,956 | 574,910 |
| Hapag-Lloyd AG (C) | 638 | 52,462 |
| HeidelbergCement AG | 13,231 | 898,524 |
| Henkel AG & Company KGaA | 1,486 | 137,507 |
| Infineon Technologies AG | 86,228 | 1,870,641 |
| Knorr-Bremse AG | 2,144 | 234,058 |
| Merck KGaA | 1,553 | 199,468 |
| MTU Aero Engines AG | 2,836 | 862,400 |
| Muenchener Rueckversicherungs-Gesellschaft AG | 4,548 | 1,342,177 |
| RWE AG | 27,675 | 961,180 |
| SAP SE | 12,294 | 1,605,205 |
| Siemens AG | 10,829 | 1,339,758 |
| Siemens Healthineers AG (C) | 2,919 | 137,416 |
| Symrise AG | 7,003 | 721,282 |
| Traton SE (B) | 2,860 | 72,850 |
| TUI AG | 26,847 | 275,474 |
| Volkswagen AG | 1,853 | 340,059 |
| Vonovia SE | 83,903 | 4,792,257 |
| Wirecard AG | 6,624 | 977,784 |
| Zalando SE (B)(C) | 2,472 | 118,975 |
| Hong Kong - 3.3% | 16,170,668 | |
| AIA Group, Ltd. | 203,524 | 2,037,887 |
| BOC Hong Kong Holdings, Ltd. | 120,295 | 402,021 |
| CK Asset Holdings, Ltd. | 145,396 | 939,984 |
| CK Hutchison Holdings, Ltd. | 121,273 | 1,082,334 |
| CK Infrastructure Holdings, Ltd. | 37,929 | 266,215 |
| CLP Holdings, Ltd. | 91,571 | 956,997 |
| Dairy Farm International Holdings, Ltd. | 21,900 | 112,785 |
| Galaxy Entertainment Group, Ltd. | 63,641 | 422,093 |
| Hang Lung Properties, Ltd. | 163,000 | 343,427 |
| Hang Seng Bank, Ltd. | 32,789 | 668,034 |
| Henderson Land Development Company, Ltd. | 77,398 | 350,862 |
| HKT Trust & HKT, Ltd. | 493,337 | 739,539 |
MULTIFACTOR DEVELOPED INTERNATIONAL ETF
(continued)
| Shares or Principal Amount | Value | |
| Hong Kong (continued) | ||
| Hong Kong & China Gas Company, Ltd. | 176,484 | $340,017 |
| Hong Kong Exchanges & Clearing, Ltd. | 37,020 | 1,233,857 |
| Hongkong Land Holdings, Ltd. | 76,400 | 407,212 |
| Link REIT | 39,526 | 402,137 |
| MTR Corp., Ltd. | 47,005 | 265,750 |
| New World Development Company, Ltd. | 802,060 | 1,013,305 |
| Power Assets Holdings, Ltd. | 100,073 | 725,587 |
| Sino Land Company, Ltd. | 318,927 | 437,837 |
| Sun Hung Kai Properties, Ltd. | 42,162 | 593,479 |
| Swire Pacific, Ltd., Class A | 38,664 | 342,827 |
| Swire Pacific, Ltd., Class B | 68,128 | 97,039 |
| Swire Properties, Ltd. | 81,601 | 255,368 |
| Techtronic Industries Company, Ltd. | 99,077 | 803,217 |
| Wharf Real Estate Investment Company, Ltd. | 81,992 | 427,652 |
| Wheelock & Company, Ltd. | 82,001 | 503,206 |
| Ireland - 1.0% | 4,840,205 | |
| AIB Group PLC | 12,018 | 35,347 |
| CRH PLC | 26,856 | 1,009,521 |
| DCC PLC | 4,670 | 377,486 |
| Experian PLC | 27,990 | 972,959 |
| ICON PLC (B) | 1,674 | 282,270 |
| James Hardie Industries PLC | 26,837 | 571,320 |
| Kerry Group PLC, Class A | 1,937 | 247,501 |
| Kingspan Group PLC | 8,031 | 495,283 |
| Smurfit Kappa Group PLC | 24,478 | 848,518 |
| Israel - 0.3% | 1,682,051 | |
| Azrieli Group, Ltd. | 704 | 52,058 |
| Bank Hapoalim BM | 30,916 | 266,714 |
| Bank Leumi Le-Israel BM | 50,898 | 367,959 |
| Check Point Software Technologies, Ltd. (A)(B) | 2,392 | 273,430 |
| Elbit Systems, Ltd. | 846 | 130,024 |
| Israel Chemicals, Ltd. | 12,019 | 50,921 |
| Mellanox Technologies, Ltd. (B) | 669 | 80,882 |
| Nice, Ltd. (B) | 1,141 | 197,862 |
| Teva Pharmaceutical Industries, Ltd. (B) | 22,706 | 231,969 |
| Wix.com, Ltd. (B) | 212 | 30,232 |
| Italy - 2.1% | 10,534,468 | |
| Assicurazioni Generali SpA | 23,998 | 467,932 |
| Atlantia SpA | 5,712 | 140,337 |
| Davide Campari-Milano SpA | 27,949 | 270,395 |
| DiaSorin SpA | 1,533 | 188,575 |
| Enel SpA | 159,990 | 1,392,699 |
| Eni SpA | 123,435 | 1,731,497 |
| Ferrari NV | 3,715 | 627,837 |
| FinecoBank Banca Fineco SpA | 34,360 | 402,672 |
| Hera SpA | 31,490 | 143,148 |
| Infrastrutture Wireless Italiane SpA (C) | 4,048 | 42,056 |
| Intesa Sanpaolo SpA | 291,158 | 724,536 |
| Leonardo SpA | 44,033 | 545,555 |
| 6 | JOHN HANCOCK MULTIFACTOR ETFS | QUARTERLY REPORT | SEE NOTES TO FUNDS' INVESTMENTS |
MULTIFACTOR DEVELOPED INTERNATIONAL ETF
(continued)
| Shares or Principal Amount | Value | |
| Italy (continued) | ||
| Mediobanca Banca di Credito Finanziario SpA | 58,306 | $582,308 |
| Moncler SpA | 12,124 | 523,997 |
| Poste Italiane SpA (C) | 5,856 | 67,168 |
| Prysmian SpA | 12,247 | 272,528 |
| Recordati SpA | 7,344 | 314,395 |
| Snam SpA | 37,977 | 203,571 |
| Telecom Italia SpA (A)(B) | 1,071,858 | 578,237 |
| Terna Rete Elettrica Nazionale SpA | 98,611 | 688,032 |
| UniCredit SpA | 38,598 | 516,799 |
| UnipolSai Assicurazioni SpA (A) | 41,089 | 110,194 |
| Japan - 25.0% | 123,828,337 | |
| ABC-Mart, Inc. | 1,400 | 90,935 |
| Acom Company, Ltd. | 15,100 | 71,888 |
| Advantest Corp. | 8,900 | 482,013 |
| Aeon Company, Ltd. | 19,700 | 409,595 |
| AGC, Inc. | 12,600 | 436,527 |
| Aisin Seiki Company, Ltd. | 12,000 | 409,097 |
| Ajinomoto Company, Inc. | 14,800 | 246,473 |
| Alfresa Holdings Corp. | 6,000 | 123,283 |
| Alps Alpine Company, Ltd. | 13,700 | 253,055 |
| ANA Holdings, Inc. | 8,700 | 274,842 |
| Asahi Group Holdings, Ltd. | 8,300 | 389,480 |
| Asahi Intecc Company, Ltd. | 9,900 | 278,134 |
| Asahi Kasei Corp. | 49,400 | 518,681 |
| Astellas Pharma, Inc. | 36,300 | 653,256 |
| Bandai Namco Holdings, Inc. | 6,101 | 359,018 |
| Bridgestone Corp. | 35,200 | 1,266,921 |
| Brother Industries, Ltd. | 16,000 | 319,306 |
| Calbee, Inc. | 6,500 | 215,297 |
| Canon, Inc. | 21,200 | 564,597 |
| Central Japan Railway Company | 7,444 | 1,482,481 |
| Chubu Electric Power Company, Inc. | 19,500 | 267,712 |
| Chugai Pharmaceutical Company, Ltd. | 3,800 | 394,953 |
| Coca-Cola Bottlers Japan Holdings, Inc. | 6,800 | 181,505 |
| Concordia Financial Group, Ltd. | 89,100 | 344,447 |
| CyberAgent, Inc. | 5,600 | 228,113 |
| Dai Nippon Printing Company, Ltd. | 24,624 | 691,794 |
| Daifuku Company, Ltd. | 7,400 | 459,492 |
| Dai-ichi Life Holdings, Inc. | 33,300 | 508,786 |
| Daiichi Sankyo Company, Ltd. | 7,100 | 487,439 |
| Daikin Industries, Ltd. | 6,447 | 930,007 |
| Daito Trust Construction Company, Ltd. | 3,786 | 450,785 |
| Daiwa House Industry Company, Ltd. | 26,900 | 858,983 |
| Daiwa House REIT Investment Corp. | 33 | 88,144 |
| Daiwa Securities Group, Inc. | 92,000 | 474,579 |
| Denso Corp. | 10,000 | 419,062 |
| Dentsu Group, Inc. | 4,300 | 145,205 |
| Disco Corp. | 1,298 | 309,455 |
| East Japan Railway Company | 18,800 | 1,682,521 |
| Eisai Company, Ltd. | 3,272 | 251,442 |
MULTIFACTOR DEVELOPED INTERNATIONAL ETF
(continued)
| Shares or Principal Amount | Value | |
| Japan (continued) | ||
| Electric Power Development Company, Ltd. | 14,600 | $333,934 |
| FamilyMart Company, Ltd. | 3,300 | 73,316 |
| FANUC Corp. | 2,470 | 463,075 |
| Fast Retailing Company, Ltd. | 1,619 | 886,391 |
| Fuji Electric Company, Ltd. | 5,993 | 181,916 |
| FUJIFILM Holdings Corp. | 12,300 | 622,348 |
| Fujitsu, Ltd. | 2,300 | 246,478 |
| GMO Payment Gateway, Inc. | 2,000 | 131,199 |
| Hakuhodo DY Holdings, Inc. | 12,400 | 180,305 |
| Hamamatsu Photonics KK | 4,600 | 199,474 |
| Hankyu Hanshin Holdings, Inc. | 24,900 | 1,026,923 |
| Hikari Tsushin, Inc. | 641 | 159,740 |
| Hino Motors, Ltd. | 38,300 | 366,091 |
| Hirose Electric Company, Ltd. | 1,305 | 165,556 |
| Hisamitsu Pharmaceutical Company, Inc. | 1,800 | 93,334 |
| Hitachi Chemical Company, Ltd. | 4,600 | 195,018 |
| Hitachi Construction Machinery Company, Ltd. | 12,400 | 342,649 |
| Hitachi High-Technologies Corp. | 2,100 | 153,453 |
| Hitachi Metals, Ltd. | 21,900 | 343,902 |
| Hitachi, Ltd. | 28,700 | 1,120,090 |
| Honda Motor Company, Ltd. | 50,754 | 1,325,687 |
| Hoshizaki Corp. | 2,600 | 242,284 |
| Hoya Corp. | 11,800 | 1,154,034 |
| Hulic Company, Ltd. | 13,400 | 164,927 |
| Idemitsu Kosan Company, Ltd. | 23,459 | 598,460 |
| Iida Group Holdings Company, Ltd. | 10,300 | 176,759 |
| Inpex Corp. | 31,300 | 297,593 |
| Isuzu Motors, Ltd. | 28,900 | 291,440 |
| ITOCHU Corp. | 43,300 | 1,025,921 |
| Itochu Techno-Solutions Corp. | 4,500 | 134,728 |
| Japan Airlines Company, Ltd. | 8,700 | 248,434 |
| Japan Exchange Group, Inc. | 36,900 | 675,459 |
| Japan Post Bank Company, Ltd. | 8,200 | 76,867 |
| Japan Post Holdings Company, Ltd. | 25,400 | 233,483 |
| Japan Post Insurance Company, Ltd. | 1,300 | 22,225 |
| Japan Real Estate Investment Corp. | 40 | 291,922 |
| Japan Retail Fund Investment Corp. | 57 | 121,852 |
| Japan Tobacco, Inc. | 28,500 | 608,996 |
| JFE Holdings, Inc. | 15,500 | 188,056 |
| JSR Corp. | 7,800 | 142,924 |
| JTEKT Corp. | 39,000 | 426,037 |
| JXTG Holdings, Inc. | 97,800 | 423,016 |
| Kajima Corp. | 48,400 | 627,858 |
| Kansai Paint Company, Ltd. | 6,600 | 161,126 |
| Kao Corp. | 14,800 | 1,199,184 |
| KDDI Corp. | 51,300 | 1,548,206 |
| Keikyu Corp. | 10,700 | 200,011 |
| Keio Corp. | 5,270 | 305,352 |
| Keisei Electric Railway Company, Ltd. | 6,000 | 219,772 |
| Keyence Corp. | 2,070 | 713,714 |
| Kikkoman Corp. | 5,000 | 247,728 |
| SEE NOTES TO FUNDS' INVESTMENTS | QUARTERLY REPORT | JOHN HANCOCK MULTIFACTOR ETFS | 7 |
MULTIFACTOR DEVELOPED INTERNATIONAL ETF
(continued)
| Shares or Principal Amount | Value | |
| Japan (continued) | ||
| Kintetsu Group Holdings Company, Ltd. | 15,100 | $803,866 |
| Kirin Holdings Company, Ltd. | 26,300 | 585,402 |
| Kobayashi Pharmaceutical Company, Ltd. | 1,400 | 114,831 |
| Koito Manufacturing Company, Ltd. | 7,100 | 315,417 |
| Komatsu, Ltd. | 17,700 | 402,878 |
| Konami Holdings Corp. | 6,400 | 250,367 |
| Kose Corp. | 1,100 | 149,495 |
| Kubota Corp. | 21,600 | 346,864 |
| Kuraray Company, Ltd. | 35,800 | 440,956 |
| Kyocera Corp. | 10,200 | 684,549 |
| Kyowa Kirin Company, Ltd. | 7,600 | 181,331 |
| Kyushu Electric Power Company, Inc. | 64,200 | 533,100 |
| Kyushu Railway Company | 4,000 | 132,306 |
| Lawson, Inc. | 5,100 | 298,325 |
| LINE Corp. (B) | 1,600 | 79,125 |
| Lion Corp. | 11,300 | 218,108 |
| LIXIL Group Corp. | 29,200 | 494,637 |
| M3, Inc. | 12,500 | 371,361 |
| Makita Corp. | 3,000 | 117,775 |
| Marubeni Corp. | 50,900 | 373,444 |
| Mazda Motor Corp. | 61,700 | 531,695 |
| Medipal Holdings Corp. | 4,900 | 105,609 |
| MEIJI Holdings Company, Ltd. | 3,900 | 277,788 |
| MINEBEA MITSUMI, Inc. | 27,700 | 558,677 |
| MISUMI Group, Inc. | 13,300 | 340,031 |
| Mitsubishi Chemical Holdings Corp. | 102,600 | 757,300 |
| Mitsubishi Corp. | 43,200 | 1,125,189 |
| Mitsubishi Electric Corp. | 34,800 | 496,065 |
| Mitsubishi Estate Company, Ltd. | 15,100 | 299,813 |
| Mitsubishi Heavy Industries, Ltd. | 13,600 | 504,926 |
| Mitsubishi Motors Corp. | 11,900 | 45,345 |
| Mitsubishi UFJ Financial Group, Inc. | 324,870 | 1,704,005 |
| Mitsubishi UFJ Lease & Finance Company, Ltd. | 67,300 | 430,929 |
| Mitsui & Company, Ltd. | 51,800 | 936,974 |
| Mitsui Chemicals, Inc. | 28,800 | 652,341 |
| Mitsui Fudosan Company, Ltd. | 19,400 | 521,134 |
| Mizuho Financial Group, Inc. | 560,000 | 839,600 |
| MonotaRO Company, Ltd. | 7,700 | 189,827 |
| MS&AD Insurance Group Holdings, Inc. | 13,500 | 455,501 |
| Murata Manufacturing Company, Ltd. | 11,200 | 653,906 |
| Nagoya Railroad Company, Ltd. | 8,300 | 246,201 |
| NEC Corp. | 8,003 | 363,286 |
| Nexon Company, Ltd. (B) | 4,600 | 63,025 |
| NGK Insulators, Ltd. | 18,100 | 310,114 |
| NH Foods, Ltd. | 4,192 | 186,616 |
| Nidec Corp. | 3,200 | 414,522 |
| Nikon Corp. | 29,100 | 359,505 |
| Nintendo Company, Ltd. | 1,417 | 533,017 |
| Nippon Building Fund, Inc. | 22 | 178,217 |
| Nippon Express Company, Ltd. | 11,000 | 585,598 |
| Nippon Paint Holdings Company, Ltd. | 1,900 | 92,559 |
MULTIFACTOR DEVELOPED INTERNATIONAL ETF
(continued)
| Shares or Principal Amount | Value | |
| Japan (continued) | ||
| Nippon Prologis REIT, Inc. | 36 | $103,631 |
| Nippon Shinyaku Company, Ltd. | 1,200 | 108,281 |
| Nippon Steel Corp. | 24,400 | 345,677 |
| Nippon Telegraph & Telephone Corp. | 86,366 | 2,220,407 |
| Nissan Chemical Corp. | 8,600 | 363,805 |
| Nissan Motor Company, Ltd. | 74,100 | 409,863 |
| Nisshin Seifun Group, Inc. | 9,600 | 166,340 |
| Nissin Foods Holdings Company, Ltd. | 2,516 | 191,744 |
| Nitori Holdings Company, Ltd. | 2,501 | 391,931 |
| Nitto Denko Corp. | 3,494 | 199,547 |
| Nomura Holdings, Inc. | 87,300 | 456,133 |
| Nomura Real Estate Master Fund, Inc. | 115 | 202,445 |
| Nomura Research Institute, Ltd. | 10,900 | 243,373 |
| NSK, Ltd. | 47,600 | 408,872 |
| NTT Data Corp. | 18,100 | 259,681 |
| NTT DOCOMO, Inc. | 35,700 | 1,023,388 |
| Obayashi Corp. | 95,100 | 1,064,320 |
| Obic Company, Ltd. | 800 | 110,790 |
| Odakyu Electric Railway Company, Ltd. | 22,500 | 505,697 |
| Oji Holdings Corp. | 95,200 | 497,146 |
| Olympus Corp. | 36,200 | 596,013 |
| Omron Corp. | 2,600 | 153,767 |
| Ono Pharmaceutical Company, Ltd. | 5,065 | 118,675 |
| Oracle Corp. Japan | 1,100 | 96,822 |
| Oriental Land Company, Ltd. | 2,500 | 328,920 |
| ORIX Corp. | 39,100 | 670,275 |
| Orix JREIT, Inc. | 46 | 97,318 |
| Osaka Gas Company, Ltd. | 41,300 | 707,608 |
| Otsuka Corp. | 7,000 | 277,714 |
| Otsuka Holdings Company, Ltd. | 7,500 | 339,969 |
| Pan Pacific International Holdings Corp. | 29,000 | 472,787 |
| Panasonic Corp. | 72,504 | 737,181 |
| PeptiDream, Inc. (B) | 5,400 | 261,069 |
| Persol Holdings Company, Ltd. | 6,400 | 117,212 |
| Pigeon Corp. | 3,600 | 130,036 |
| Pola Orbis Holdings, Inc. | 5,500 | 121,636 |
| Rakuten, Inc. | 15,900 | 125,575 |
| Recruit Holdings Company, Ltd. | 22,900 | 909,366 |
| Renesas Electronics Corp. (B) | 13,400 | 87,903 |
| Resona Holdings, Inc. | 68,200 | 286,870 |
| Ricoh Company, Ltd. | 54,500 | 633,072 |
| Rohm Company, Ltd. | 5,400 | 401,070 |
| Ryohin Keikaku Company, Ltd. | 16,900 | 287,215 |
| Santen Pharmaceutical Company, Ltd. | 13,000 | 246,602 |
| SBI Holdings, Inc. | 16,400 | 390,084 |
| Secom Company, Ltd. | 2,661 | 238,467 |
| Seibu Holdings, Inc. | 15,500 | 244,688 |
| Seiko Epson Corp. | 23,400 | 349,753 |
| Sekisui Chemical Company, Ltd. | 60,100 | 1,021,952 |
| Sekisui House, Ltd. | 19,300 | 420,421 |
| Seven & i Holdings Company, Ltd. | 32,800 | 1,276,169 |
| 8 | JOHN HANCOCK MULTIFACTOR ETFS | QUARTERLY REPORT | SEE NOTES TO FUNDS' INVESTMENTS |
MULTIFACTOR DEVELOPED INTERNATIONAL ETF
(continued)
| Shares or Principal Amount | Value | |
| Japan (continued) | ||
| SG Holdings Company, Ltd. | 8,200 | $175,901 |
| Sharp Corp. | 2,600 | 36,511 |
| Shimadzu Corp. | 8,400 | 241,805 |
| Shimano, Inc. | 986 | 153,379 |
| Shimizu Corp. | 60,900 | 636,617 |
| Shin-Etsu Chemical Company, Ltd. | 6,998 | 820,958 |
| Shionogi & Company, Ltd. | 6,171 | 373,784 |
| Shiseido Company, Ltd. | 7,977 | 521,594 |
| Showa Denko KK | 12,800 | 315,911 |
| SMC Corp. | 745 | 331,516 |
| Softbank Corp. | 26,300 | 363,010 |
| SoftBank Group Corp. | 67,036 | 2,798,089 |
| Sohgo Security Services Company, Ltd. | 2,100 | 110,633 |
| Sompo Holdings, Inc. | 9,500 | 362,260 |
| Sony Corp. | 26,400 | 1,879,921 |
| Sony Financial Holdings, Inc. | 7,200 | 169,263 |
| Stanley Electric Company, Ltd. | 10,000 | 263,505 |
| Subaru Corp. | 17,800 | 453,273 |
| Sumitomo Chemical Company, Ltd. | 217,200 | 945,873 |
| Sumitomo Corp. | 35,600 | 538,015 |
| Sumitomo Dainippon Pharma Company, Ltd. (A) | 7,900 | 138,706 |
| Sumitomo Electric Industries, Ltd. | 41,300 | 563,953 |
| Sumitomo Metal Mining Company, Ltd. | 14,500 | 423,287 |
| Sumitomo Mitsui Financial Group, Inc. | 37,300 | 1,336,654 |
| Sumitomo Mitsui Trust Holdings, Inc. | 7,575 | 285,360 |
| Sumitomo Realty & Development Company, Ltd. | 4,300 | 160,677 |
| Sundrug Company, Ltd. | 4,700 | 161,747 |
| Suntory Beverage & Food, Ltd. | 2,800 | 119,998 |
| Suzuken Company, Ltd. | 1,800 | 70,333 |
| Suzuki Motor Corp. | 10,700 | 496,770 |
| Sysmex Corp. | 4,448 | 324,084 |
| T&D Holdings, Inc. | 37,200 | 408,776 |
| Taisei Corp. | 6,861 | 279,162 |
| Taisho Pharmaceutical Holdings Company, Ltd. | 3,029 | 218,543 |
| Taiyo Nippon Sanso Corp. | 14,200 | 316,662 |
| Takeda Pharmaceutical Company, Ltd. | 29,147 | 1,136,729 |
| TDK Corp. | 16,000 | 1,752,272 |
| Terumo Corp. | 14,100 | 518,286 |
| The Chiba Bank, Ltd. | 65,300 | 363,297 |
| The Chugoku Electric Power Company, Inc. | 30,800 | 408,355 |
| The Kansai Electric Power Company, Inc. | 38,100 | 431,672 |
| The Shizuoka Bank, Ltd. | 47,200 | 338,372 |
| Tobu Railway Company, Ltd. | 21,900 | 781,962 |
| Toho Company, Ltd. | 3,600 | 134,354 |
| Tohoku Electric Power Company, Inc. | 80,400 | 762,570 |
| Tokio Marine Holdings, Inc. | 20,200 | 1,115,440 |
| Tokyo Century Corp. | 4,800 | 250,662 |
| Tokyo Electric Power Company Holdings, Inc. (B) | 227,200 | 911,861 |
MULTIFACTOR DEVELOPED INTERNATIONAL ETF
(continued)
| Shares or Principal Amount | Value | |
| Japan (continued) | ||
| Tokyo Electron, Ltd. | 3,357 | $758,837 |
| Tokyo Gas Company, Ltd. | 17,600 | 391,021 |
| Tokyu Corp. | 6,700 | 119,430 |
| Toppan Printing Company, Ltd. | 24,200 | 490,319 |
| Toray Industries, Inc. | 65,200 | 436,251 |
| Toshiba Corp. | 11,100 | 358,444 |
| Tosoh Corp. | 32,500 | 471,675 |
| TOTO, Ltd. | 7,100 | 296,420 |
| Toyota Industries Corp. | 4,700 | 260,184 |
| Toyota Motor Corp. | 108,328 | 7,647,976 |
| Toyota Tsusho Corp. | 6,600 | 233,529 |
| Trend Micro, Inc. | 9,700 | 515,496 |
| Tsuruha Holdings, Inc. | 1,700 | 210,647 |
| Unicharm Corp. | 12,100 | 421,103 |
| United Urban Investment Corp. | 60 | 107,561 |
| USS Company, Ltd. | 17,000 | 313,697 |
| West Japan Railway Company | 5,681 | 486,097 |
| Yakult Honsha Company, Ltd. | 1,200 | 61,448 |
| Yamada Denki Company, Ltd. | 44,400 | 225,718 |
| Yamaha Corp. | 5,566 | 290,663 |
| Yamaha Motor Company, Ltd. | 22,500 | 428,057 |
| Yamato Holdings Company, Ltd. | 5,100 | 83,522 |
| Yamazaki Baking Company, Ltd. | 6,000 | 115,588 |
| Yaskawa Electric Corp. | 16,400 | 586,336 |
| Z Holdings Corp. | 31,600 | 127,700 |
| ZOZO, Inc. | 12,900 | 216,974 |
| Luxembourg - 0.2% | 1,089,962 | |
| ArcelorMittal SA | 22,269 | 329,606 |
| Millicom International Cellular SA | 13,798 | 651,918 |
| Tenaris SA | 10,490 | 108,438 |
| Macau - 0.1% | 423,494 | |
| Sands China, Ltd. | 61,600 | 301,459 |
| Wynn Macau, Ltd. | 57,921 | 122,035 |
| Mexico - 0.0% | 77,713 | |
| Fresnillo PLC | 8,900 | 77,713 |
| Netherlands - 3.6% | 17,949,934 | |
| ABN AMRO Bank NV (C) | 25,940 | 451,898 |
| Adyen NV (B)(C) | 631 | 581,097 |
| Akzo Nobel NV | 18,545 | 1,753,049 |
| ASML Holding NV | 7,291 | 2,054,312 |
| Heineken Holding NV | 6,172 | 608,059 |
| Heineken NV | 8,336 | 908,276 |
| ING Groep NV | 96,065 | 1,045,962 |
| Koninklijke Ahold Delhaize NV | 44,130 | 1,085,688 |
| Koninklijke DSM NV | 12,995 | 1,588,437 |
| Koninklijke Philips NV | 28,677 | 1,315,686 |
| Royal Dutch Shell PLC, B Shares | 185,453 | 4,889,284 |
| Wolters Kluwer NV | 22,163 | 1,668,186 |
| SEE NOTES TO FUNDS' INVESTMENTS | QUARTERLY REPORT | JOHN HANCOCK MULTIFACTOR ETFS | 9 |
MULTIFACTOR DEVELOPED INTERNATIONAL ETF
(continued)
| Shares or Principal Amount | Value | |
| New Zealand - 0.2% | $907,562 | |
| a2 Milk Company, Ltd. (B) | 13,586 | 131,883 |
| Auckland International Airport, Ltd. | 21,838 | 122,246 |
| Fisher & Paykel Healthcare Corp., Ltd. | 12,450 | 187,728 |
| Meridian Energy, Ltd. | 35,968 | 124,414 |
| Ryman Healthcare, Ltd. | 5,143 | 54,884 |
| Spark New Zealand, Ltd. | 59,693 | 180,017 |
| Xero, Ltd. (B) | 1,857 | 106,390 |
| Norway - 0.6% | 2,767,163 | |
| Adevinta ASA (B) | 2,200 | 26,779 |
| Aker ASA, A Shares | 527 | 29,243 |
| Aker BP ASA | 3,565 | 101,020 |
| DNB ASA | 27,055 | 475,043 |
| Equinor ASA | 56,244 | 1,019,895 |
| Gjensidige Forsikring ASA | 2,556 | 55,735 |
| Mowi ASA | 8,359 | 199,685 |
| Norsk Hydro ASA | 28,278 | 88,996 |
| Orkla ASA | 8,961 | 86,521 |
| Salmar ASA | 1,284 | 62,920 |
| Schibsted ASA, A Shares | 1,611 | 48,656 |
| Schibsted ASA, B Shares | 2,355 | 66,937 |
| Telenor ASA | 20,098 | 364,009 |
| Yara International ASA | 3,895 | 141,724 |
| Portugal - 0.2% | 794,483 | |
| EDP - Energias de Portugal SA | 66,419 | 332,992 |
| Galp Energia SGPS SA | 12,315 | 186,152 |
| Jeronimo Martins SGPS SA | 15,983 | 275,339 |
| Singapore - 1.1% | 5,328,046 | |
| Ascendas Real Estate Investment Trust | 79,592 | 183,687 |
| CapitaLand Commercial Trust | 53,000 | 79,991 |
| CapitaLand Mall Trust | 68,900 | 127,209 |
| CapitaLand, Ltd. | 78,400 | 207,933 |
| City Developments, Ltd. | 40,800 | 316,858 |
| DBS Group Holdings, Ltd. | 31,858 | 592,159 |
| Genting Singapore, Ltd. | 112,600 | 70,947 |
| Jardine Cycle & Carriage, Ltd. | 2,800 | 59,943 |
| Keppel Corp., Ltd. | 46,600 | 228,067 |
| Oversea-Chinese Banking Corp., Ltd. | 102,440 | 812,825 |
| Sea, Ltd., ADR (B) | 1,715 | 77,587 |
| Singapore Airlines, Ltd. | 63,300 | 396,524 |
| Singapore Exchange, Ltd. | 56,900 | 362,686 |
| Singapore Technologies Engineering, Ltd. | 45,500 | 137,010 |
| Singapore Telecommunications, Ltd. | 246,800 | 596,703 |
| United Overseas Bank, Ltd. | 51,424 | 966,767 |
| Wilmar International, Ltd. | 38,800 | 111,150 |
| Spain - 2.9% | 14,486,199 | |
| ACS Actividades de Construccion y Servicios SA | 15,882 | 528,541 |
| Aena SME SA (C) | 2,315 | 428,821 |
| Amadeus IT Group SA | 13,594 | 1,066,894 |
MULTIFACTOR DEVELOPED INTERNATIONAL ETF
(continued)
| Shares or Principal Amount | Value | |
| Spain (continued) | ||
| Banco Bilbao Vizcaya Argentaria SA | 144,837 | $749,333 |
| Banco Santander SA | 431,003 | 1,697,524 |
| CaixaBank SA | 214,751 | 628,286 |
| Cellnex Telecom SA (B)(C) | 12,753 | 634,849 |
| EDP Renovaveis SA | 13,038 | 173,385 |
| Endesa SA | 9,950 | 273,129 |
| Ferrovial SA | 22,399 | 711,415 |
| Grifols SA | 31,509 | 1,058,024 |
| Iberdrola SA | 181,924 | 1,989,873 |
| Industria de Diseno Textil SA | 35,131 | 1,182,370 |
| Naturgy Energy Group SA | 34,082 | 898,918 |
| Red Electrica Corp. SA | 14,602 | 291,841 |
| Repsol SA | 90,311 | 1,247,531 |
| Telefonica SA | 136,701 | 925,465 |
| Sweden - 2.7% | 13,181,390 | |
| Alfa Laval AB | 9,487 | 237,208 |
| Assa Abloy AB, B Shares | 11,576 | 275,389 |
| Atlas Copco AB, A Shares | 17,521 | 621,683 |
| Atlas Copco AB, B Shares | 10,366 | 322,639 |
| Boliden AB | 41,775 | 993,812 |
| Castellum AB | 9,016 | 221,316 |
| Electrolux AB, Series B | 16,220 | 384,858 |
| Epiroc AB, A Shares | 17,761 | 205,828 |
| Epiroc AB, B Shares | 10,351 | 117,163 |
| Essity AB, B Shares | 12,781 | 405,761 |
| Fabege AB | 11,026 | 189,150 |
| Fastighets AB Balder, B Shares (B) | 5,805 | 275,475 |
| Hennes & Mauritz AB, B Shares (A) | 25,121 | 551,619 |
| Hexagon AB, B Shares | 4,836 | 263,509 |
| Husqvarna AB, B Shares | 29,479 | 222,408 |
| ICA Gruppen AB | 1,104 | 48,542 |
| Lundin Petroleum AB | 2,320 | 70,669 |
| Nibe Industrier AB, B Shares | 11,686 | 202,594 |
| Sandvik AB | 46,367 | 847,375 |
| Securitas AB, B Shares | 22,019 | 346,665 |
| Skandinaviska Enskilda Banken AB, A Shares | 34,732 | 343,189 |
| Skandinaviska Enskilda Banken AB, C Shares | 347 | 3,665 |
| Skanska AB, B Shares | 16,709 | 386,580 |
| SKF AB, B Shares | 64,546 | 1,183,286 |
| Svenska Cellulosa AB SCA, B Shares | 63,447 | 635,349 |
| Svenska Handelsbanken AB, A Shares | 43,147 | 423,831 |
| Svenska Handelsbanken AB, B Shares | 1,665 | 17,378 |
| Swedbank AB, A Shares | 27,918 | 429,401 |
| Swedish Match AB | 3,381 | 191,313 |
| Swedish Orphan Biovitrum AB (B) | 7,893 | 140,972 |
| Tele2 AB, B Shares | 14,430 | 217,678 |
| Telefonaktiebolaget LM Ericsson, B Shares | 40,142 | 315,517 |
| Telia Company AB | 70,428 | 301,407 |
| Trelleborg AB, B Shares | 15,664 | 257,257 |
| Volvo AB, A Shares | 13,355 | 229,173 |
| 10 | JOHN HANCOCK MULTIFACTOR ETFS | QUARTERLY REPORT | SEE NOTES TO FUNDS' INVESTMENTS |
MULTIFACTOR DEVELOPED INTERNATIONAL ETF
(continued)
| Shares or Principal Amount | Value | |
| Sweden (continued) | ||
| Volvo AB, B Shares | 75,904 | $1,301,731 |
| Switzerland - 10.1% | 50,038,036 | |
| ABB, Ltd. | 162,808 | 3,799,894 |
| Alcon, Inc. (B) | 25,858 | 1,526,626 |
| Chocoladefabriken Lindt & Spruengli AG | 2 | 186,428 |
| Chocoladefabriken Lindt & Spruengli AG, Participation Certificates | 19 | 159,277 |
| Cie Financiere Richemont SA | 16,957 | 1,241,995 |
| Coca-Cola HBC AG | 19,550 | 717,975 |
| Credit Suisse Group AG (B) | 179,645 | 2,275,249 |
| Givaudan SA | 667 | 2,199,243 |
| Glencore PLC (B) | 344,436 | 1,010,229 |
| LafargeHolcim, Ltd. (B) | 36,741 | 1,870,479 |
| Lonza Group AG (B) | 5,154 | 2,117,284 |
| Nestle SA | 66,092 | 7,290,027 |
| Novartis AG | 51,898 | 4,905,947 |
| Partners Group Holding AG | 1,226 | 1,124,750 |
| Roche Holding AG | 15,461 | 5,198,820 |
| Roche Holding AG, Bearer Shares | 1,300 | 431,334 |
| Schindler Holding AG | 1,507 | 375,012 |
| Schindler Holding AG, Participation Certificates | 3,056 | 790,260 |
| SGS SA | 360 | 1,041,796 |
| Sika AG | 9,457 | 1,701,270 |
| STMicroelectronics NV | 81,712 | 2,290,092 |
| Swiss Re AG | 24,635 | 2,784,193 |
| Swisscom AG | 3,997 | 2,194,838 |
| UBS Group AG (B) | 79,520 | 989,414 |
| Zurich Insurance Group AG | 4,370 | 1,815,604 |
| United Arab Emirates - 0.0% | 88,238 | |
| NMC Health PLC | 5,181 | 88,238 |
| United Kingdom - 15.6% | 77,217,843 | |
| 3i Group PLC | 101,771 | 1,481,737 |
| Admiral Group PLC | 15,149 | 451,109 |
| Anglo American PLC | 70,363 | 1,841,694 |
| Ashtead Group PLC | 36,735 | 1,188,811 |
| Associated British Foods PLC | 11,165 | 386,487 |
| AstraZeneca PLC | 29,767 | 2,913,094 |
| AVEVA Group PLC | 1,135 | 73,581 |
| Aviva PLC | 279,756 | 1,469,197 |
| BAE Systems PLC | 226,727 | 1,887,075 |
| Barclays PLC | 420,279 | 930,740 |
| Barratt Developments PLC | 74,017 | 783,286 |
| BP PLC | 1,030,054 | 6,201,153 |
| British American Tobacco PLC | 43,827 | 1,939,721 |
| BT Group PLC | 163,328 | 346,459 |
| Bunzl PLC | 24,030 | 622,440 |
| Burberry Group PLC | 35,006 | 901,210 |
| CNH Industrial NV | 63,925 | 610,939 |
| Coca-Cola European Partners PLC | 24,492 | 1,308,246 |
| Compass Group PLC | 49,213 | 1,217,659 |
MULTIFACTOR DEVELOPED INTERNATIONAL ETF
(continued)
| Shares or Principal Amount | Value | |
| United Kingdom (continued) | ||
| Croda International PLC | 8,647 | $568,100 |
| Diageo PLC | 58,754 | 2,331,231 |
| Ferguson PLC | 16,363 | 1,467,172 |
| Fiat Chrysler Automobiles NV | 52,815 | 686,669 |
| GlaxoSmithKline PLC | 116,972 | 2,750,795 |
| Halma PLC | 20,677 | 574,293 |
| Hargreaves Lansdown PLC | 20,221 | 459,804 |
| HSBC Holdings PLC | 464,045 | 3,375,384 |
| Imperial Brands PLC | 53,138 | 1,366,468 |
| Informa PLC | 55,394 | 565,762 |
| InterContinental Hotels Group PLC | 6,728 | 415,550 |
| Intertek Group PLC | 11,484 | 871,961 |
| JD Sports Fashion PLC | 18,731 | 202,912 |
| Johnson Matthey PLC | 9,341 | 320,762 |
| Just Eat PLC (B) | 16,853 | 191,277 |
| Land Securities Group PLC | 23,973 | 296,419 |
| Legal & General Group PLC | 380,368 | 1,531,781 |
| Lloyds Banking Group PLC | 1,556,157 | 1,164,948 |
| London Stock Exchange Group PLC | 11,019 | 1,138,199 |
| M&G PLC (B) | 38,139 | 120,760 |
| Melrose Industries PLC | 238,656 | 733,639 |
| Mondi PLC | 39,901 | 813,158 |
| National Grid PLC | 108,302 | 1,435,918 |
| Next PLC | 12,084 | 1,097,836 |
| Ocado Group PLC (B) | 13,883 | 223,908 |
| Pearson PLC | 51,628 | 386,831 |
| Persimmon PLC | 23,061 | 928,082 |
| Prudential PLC | 38,215 | 681,070 |
| Reckitt Benckiser Group PLC | 8,488 | 702,774 |
| RELX PLC | 59,228 | 1,571,637 |
| Rentokil Initial PLC | 127,885 | 787,260 |
| Rio Tinto PLC | 31,963 | 1,720,738 |
| Rio Tinto, Ltd. | 16,334 | 1,080,030 |
| Rolls-Royce Holdings PLC (B) | 77,139 | 681,287 |
| RSA Insurance Group PLC | 70,218 | 509,458 |
| Schroders PLC | 5,253 | 222,484 |
| Schroders PLC, Non-Voting Shares | 3,420 | 112,255 |
| Segro PLC | 27,414 | 329,065 |
| Severn Trent PLC | 10,510 | 357,302 |
| Smith & Nephew PLC | 62,935 | 1,515,282 |
| Smiths Group PLC | 19,795 | 440,854 |
| Spirax-Sarco Engineering PLC | 3,235 | 380,383 |
| SSE PLC | 49,039 | 975,143 |
| St. James's Place PLC | 35,947 | 542,088 |
| Standard Chartered PLC | 169,739 | 1,411,863 |
| Standard Life Aberdeen PLC | 165,959 | 659,583 |
| Taylor Wimpey PLC | 233,117 | 660,991 |
| Tesco PLC | 301,176 | 980,218 |
| The British Land Company PLC | 29,450 | 215,301 |
| The Royal Bank of Scotland Group PLC | 89,287 | 256,935 |
| The Sage Group PLC | 80,552 | 784,060 |
| SEE NOTES TO FUNDS' INVESTMENTS | QUARTERLY REPORT | JOHN HANCOCK MULTIFACTOR ETFS | 11 |
MULTIFACTOR DEVELOPED INTERNATIONAL ETF
(continued)
| Shares or Principal Amount | Value | |
| United Kingdom (continued) | ||
| Unilever NV | 30,177 | $1,762,402 |
| Unilever PLC | 29,850 | 1,783,854 |
| United Utilities Group PLC | 37,781 | 504,753 |
| Vodafone Group PLC | 759,856 | 1,495,452 |
| Whitbread PLC | 9,392 | 553,410 |
| WPP PLC | 77,519 | 965,654 |
| United States - 0.0% | 128,401 | |
| Carnival PLC | 3,124 | 128,401 |
| PREFERRED SECURITIES - 0.7% | $3,460,952 | |
| (Cost $3,224,942) | ||
| Germany - 0.7% | 3,460,952 | |
| Bayerische Motoren Werke AG | 5,628 | 314,342 |
| Henkel AG & Company KGaA | 2,041 | 207,953 |
| Porsche Automobil Holding SE | 10,497 | 711,228 |
| Sartorius AG | 2,243 | 523,487 |
| Volkswagen AG | 9,469 | 1,703,942 |
| SHORT-TERM INVESTMENTS - 0.6% | $3,197,681 | |
| (Cost $3,197,548) | ||
| Short-term funds - 0.6% | 3,197,681 | |
| John Hancock Collateral Trust, 1.6984% (D)(E) | 222,857 | 2,230,306 |
| State Street Institutional U.S. Government Money Market Fund, Premier Class, 1.5121% (D) | 967,375 | 967,375 |
| Total investments (Multifactor Developed International ETF) (Cost $451,453,990) - 100.3% | $497,239,653 | |
| Other assets and liabilities, net - (0.3%) | (1,512,362) | |
| Total net assets - 100.0% | $495,727,291 | |
| The percentage shown for each investment category is the total value of the category as a percentage of the net assets of the fund. | |
| Security Abbreviations and Legend | |
| ADR | American Depositary Receipt |
| (A) | All or a portion of this security is on loan as of 1-31-20. The value of securities on loan amounted to $2,104,901. |
| (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 1-31-20. |
| (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 1-31-20:
| Industrials | 17.4% |
| Financials | 16.4% |
| Consumer discretionary | 11.8% |
| Health care | 10.1% |
| Materials | 9.3% |
| Consumer staples | 8.1% |
| Information technology | 6.0% |
| Communication services | 5.9% |
MULTIFACTOR DEVELOPED INTERNATIONAL ETF
(continued)
| Utilities | 5.4% |
| Energy | 5.0% |
| Real estate | 4.3% |
| Short-term investments and other | 0.3% |
| TOTAL | 100.0% |
MULTIFACTOR EMERGING MARKETS
ETF
As of 1-31-20 (unaudited)
| Shares or Principal Amount | Value | |
| COMMON STOCKS - 97.3% | $752,645,569 | |
| (Cost $734,455,223) | ||
| Brazil - 5.7% | 44,169,190 | |
| Ambev SA | 747,000 | 3,120,330 |
| Atacadao SA | 27,200 | 143,789 |
| B2W Cia Digital (A) | 10,397 | 173,233 |
| B3 SA - Brasil Bolsa Balcao | 222,600 | 2,510,810 |
| Banco Bradesco SA | 174,300 | 1,278,723 |
| Banco BTG Pactual SA | 27,500 | 482,654 |
| Banco do Brasil SA | 175,600 | 1,994,647 |
| BB Seguridade Participacoes SA | 134,300 | 1,093,068 |
| BRF SA (A) | 34,300 | 245,215 |
| CCR SA | 248,700 | 1,061,555 |
| Centrais Eletricas Brasileiras SA | 68,560 | 629,245 |
| Cia de Saneamento Basico do Estado de Sao Paulo | 113,400 | 1,618,768 |
| Cia Energetica de Minas Gerais | 7,700 | 30,002 |
| Cia Siderurgica Nacional SA | 134,300 | 405,422 |
| Cielo SA | 238,400 | 394,428 |
| Cosan SA | 13,900 | 259,248 |
| Energisa SA | 16,100 | 207,860 |
| Engie Brasil Energia SA | 57,425 | 699,461 |
| Equatorial Energia SA | 71,600 | 399,449 |
| Hapvida Participacoes e Investimentos SA (B) | 26,700 | 375,328 |
| Hypera SA | 51,000 | 424,518 |
| IRB Brasil Resseguros SA | 48,000 | 503,561 |
| JBS SA | 210,200 | 1,356,653 |
| Localiza Rent a Car SA | 47,985 | 602,220 |
| Lojas Americanas SA | 47,978 | 260,815 |
| Lojas Americanas SA, Subscription Receipt (A) | 484 | 2,638 |
| Lojas Renner SA | 150,360 | 2,021,455 |
| Magazine Luiza SA | 84,493 | 1,103,308 |
| Natura & Company Holding SA | 41,800 | 465,417 |
| Neoenergia SA | 56,700 | 341,401 |
| Notre Dame Intermedica Participacoes SA | 18,900 | 310,529 |
| Pagseguro Digital, Ltd., Class A (A) | 13,459 | 437,283 |
| Petrobras Distribuidora SA | 54,000 | 363,938 |
| Petroleo Brasileiro SA | 580,300 | 4,121,478 |
| Porto Seguro SA | 11,600 | 179,514 |
| Raia Drogasil SA | 50,300 | 1,462,181 |
| Rumo SA (A) | 179,100 | 972,356 |
| StoneCo, Ltd., Class A (A)(C) | 3,799 | 165,024 |
| Suzano SA | 85,565 | 794,328 |
| 12 | JOHN HANCOCK MULTIFACTOR ETFS | QUARTERLY REPORT | SEE NOTES TO FUNDS' INVESTMENTS |
MULTIFACTOR EMERGING MARKETS ETF (continued)
| Shares or Principal Amount | Value | |
| Brazil (continued) | ||
| TIM Participacoes SA | 295,900 | $1,159,849 |
| Ultrapar Participacoes SA | 144,900 | 856,532 |
| Vale SA | 681,000 | 8,011,202 |
| WEG SA | 122,500 | 1,129,755 |
| Chile - 0.8% | 6,465,579 | |
| Aguas Andinas SA, Class A | 438,393 | 164,246 |
| Banco de Chile | 3,967,655 | 390,455 |
| Banco de Credito e Inversiones SA | 5,883 | 245,485 |
| Banco Santander Chile | 8,161,609 | 403,527 |
| Cencosud SA | 236,648 | 292,583 |
| Cencosud Shopping SA (A) | 59,508 | 121,805 |
| Cia Cervecerias Unidas SA | 30,660 | 270,518 |
| Colbun SA | 2,132,304 | 310,232 |
| Empresas CMPC SA | 238,793 | 547,229 |
| Empresas COPEC SA | 56,793 | 506,412 |
| Enel Americas SA | 7,742,390 | 1,524,818 |
| Enel Chile SA | 5,512,066 | 522,477 |
| Itau CorpBanca | 33,376,985 | 162,147 |
| Latam Airlines Group SA | 87,011 | 722,398 |
| SACI Falabella | 71,721 | 281,247 |
| China - 24.2% | 187,080,512 | |
| 58.com, Inc., ADR (A) | 12,415 | 690,522 |
| Agricultural Bank of China, Ltd., H Shares | 4,386,000 | 1,705,846 |
| Air China, Ltd., H Shares | 674,000 | 558,998 |
| Alibaba Group Holding, Ltd., ADR (A) | 118,387 | 24,457,570 |
| Aluminum Corp. of China, Ltd., H Shares (A) | 1,108,000 | 328,195 |
| Anhui Conch Cement Company, Ltd., H Shares | 388,000 | 2,503,419 |
| ANTA Sports Products, Ltd. | 222,000 | 1,948,422 |
| Baidu, Inc., ADR (A) | 24,337 | 3,007,080 |
| Bank of China, Ltd., H Shares | 11,481,000 | 4,480,087 |
| Bank of Communications Company, Ltd., H Shares | 3,989,000 | 2,568,610 |
| BeiGene, Ltd., ADR (A) | 2,429 | 370,082 |
| BYD Company, Ltd., H Shares (C) | 166,500 | 881,293 |
| CGN Power Company, Ltd., H Shares (B) | 1,877,000 | 464,119 |
| China Cinda Asset Management Company, Ltd., H Shares | 1,747,000 | 353,229 |
| China CITIC Bank Corp., Ltd., H Shares | 2,442,000 | 1,283,128 |
| China Coal Energy Company, Ltd., H Shares | 582,000 | 199,374 |
| China Communications Construction Company, Ltd., H Shares | 1,318,000 | 936,955 |
| China Construction Bank Corp., H Shares | 14,301,000 | 10,958,409 |
| China Eastern Airlines Corp., Ltd., H Shares (A) | 504,000 | 232,369 |
| China Everbright Bank Company, Ltd., H Shares | 595,000 | 239,842 |
| China Evergrande Group (C) | 1,000,000 | 2,235,702 |
| China Galaxy Securities Company, Ltd., H Shares | 668,000 | 335,510 |
| China Life Insurance Company, Ltd., H Shares | 933,000 | 2,263,741 |
| China Merchants Bank Company, Ltd., H Shares | 648,500 | 3,165,289 |
MULTIFACTOR EMERGING MARKETS ETF (continued)
| Shares or Principal Amount | Value | |
| China (continued) | ||
| China Merchants Securities Company, Ltd., H Shares (B) | 123,000 | $142,248 |
| China Minsheng Banking Corp., Ltd., H Shares | 1,560,000 | 1,096,936 |
| China Molybdenum Company, Ltd., H Shares | 573,000 | 214,001 |
| China Pacific Insurance Group Company, Ltd., H Shares | 421,200 | 1,418,483 |
| China Petroleum & Chemical Corp., H Shares | 4,572,000 | 2,431,758 |
| China Railway Construction Corp., Ltd., H Shares | 543,000 | 533,566 |
| China Railway Group, Ltd., H Shares | 785,000 | 433,702 |
| China Railway Signal & Communication Corp., Ltd., H Shares (B) | 109,000 | 52,921 |
| China Shenhua Energy Company, Ltd., H Shares | 970,000 | 1,716,416 |
| China Southern Airlines Company, Ltd., H Shares | 686,000 | 384,306 |
| China Telecom Corp., Ltd., H Shares | 4,510,000 | 1,765,689 |
| China Vanke Company, Ltd., H Shares | 465,300 | 1,653,889 |
| CITIC Securities Company, Ltd., H Shares | 430,500 | 840,498 |
| CNOOC, Ltd. | 4,326,000 | 6,607,472 |
| Country Garden Holdings Company, Ltd. | 2,161,046 | 2,771,963 |
| CRRC Corp., Ltd., H Shares | 688,000 | 456,310 |
| CSC Financial Company, Ltd., H Shares (B) | 62,500 | 49,502 |
| CSPC Pharmaceutical Group, Ltd. | 816,000 | 1,818,027 |
| Dongfeng Motor Group Company, Ltd., H Shares | 546,000 | 412,054 |
| ENN Energy Holdings, Ltd. | 150,000 | 1,759,842 |
| Fosun International, Ltd. | 903,000 | 1,211,768 |
| GF Securities Company, Ltd., H Shares | 270,800 | 299,575 |
| Great Wall Motor Company, Ltd., H Shares | 904,000 | 605,391 |
| Guangzhou Automobile Group Company, Ltd., H Shares | 660,000 | 669,783 |
| Guotai Junan Securities Company, Ltd., H Shares (B) | 102,200 | 164,259 |
| Haitong Securities Company, Ltd., H Shares | 555,200 | 544,124 |
| Hengan International Group Company, Ltd. | 207,500 | 1,523,201 |
| Huaneng Power International, Inc., H Shares | 1,274,000 | 605,424 |
| Huatai Securities Company, Ltd., H Shares (B) | 284,800 | 452,605 |
| Huazhu Group, Ltd., ADR | 18,758 | 647,151 |
| Industrial & Commercial Bank of China, Ltd., H Shares | 11,160,000 | 7,502,376 |
| iQIYI, Inc., ADR (A)(C) | 12,341 | 274,464 |
| JD.com, Inc., ADR (A) | 108,505 | 4,089,553 |
| Lenovo Group, Ltd. | 364,000 | 240,482 |
| Longfor Group Holdings, Ltd. (B) | 463,000 | 1,973,664 |
| NetEase, Inc., ADR | 15,704 | 5,037,215 |
| New China Life Insurance Company, Ltd., H Shares | 122,600 | 464,197 |
| New Oriental Education & Technology Group, Inc., ADR (A) | 14,498 | 1,762,232 |
| Orient Securities Company, Ltd., H Shares (B) | 130,400 | 72,548 |
| PetroChina Company, Ltd., H Shares | 4,636,000 | 2,059,808 |
| PICC Property & Casualty Company, Ltd., H Shares | 1,348,000 | 1,456,518 |
| SEE NOTES TO FUNDS' INVESTMENTS | QUARTERLY REPORT | JOHN HANCOCK MULTIFACTOR ETFS | 13 |
MULTIFACTOR EMERGING MARKETS ETF (continued)
| Shares or Principal Amount | Value | |
| China (continued) | ||
| Ping An Insurance Group Company of China, Ltd., H Shares | 722,000 | $8,247,550 |
| Postal Savings Bank of China Company, Ltd., H Shares (B) | 1,142,000 | 713,300 |
| Shandong Gold Mining Company, Ltd., H Shares (B) | 18,550 | 45,295 |
| Shanghai Electric Group Company, Ltd., H Shares | 520,000 | 154,696 |
| Shanghai Fosun Pharmaceutical Group Company, Ltd., H Shares | 80,500 | 216,674 |
| Shenwan Hongyuan Group Company, Ltd., H Shares (A)(B) | 88,800 | 20,928 |
| Shenzhou International Group Holdings, Ltd. | 130,600 | 1,745,841 |
| Sinopharm Group Company, Ltd., H Shares | 321,600 | 1,056,137 |
| Sunac China Holdings, Ltd. (C) | 565,000 | 2,765,007 |
| Sunny Optical Technology Group Company, Ltd. | 110,000 | 1,794,872 |
| TAL Education Group, ADR (A) | 43,138 | 2,152,586 |
| Tencent Holdings, Ltd. | 673,800 | 32,367,114 |
| The People's Insurance Company Group of China, Ltd., H Shares | 1,329,000 | 479,233 |
| Trip.com Group, Ltd., ADR (A) | 59,203 | 1,902,192 |
| Tsingtao Brewery Company, Ltd., H Shares | 32,000 | 178,444 |
| Want Want China Holdings, Ltd. | 1,852,000 | 1,538,384 |
| Weibo Corp., ADR (A)(C) | 7,046 | 300,301 |
| Weichai Power Company, Ltd., H Shares | 683,000 | 1,213,847 |
| Wuxi Biologics Cayman, Inc. (A)(B) | 19,500 | 249,749 |
| Yum China Holdings, Inc. | 72,506 | 3,122,833 |
| Zijin Mining Group Company, Ltd., H Shares | 1,734,000 | 761,496 |
| ZTE Corp., H Shares (A) | 121,400 | 396,334 |
| ZTO Express Cayman, Inc., ADR | 58,655 | 1,273,987 |
| Hong Kong - 4.4% | 34,334,117 | |
| Alibaba Health Information Technology, Ltd. (A) | 612,000 | 863,826 |
| China Gas Holdings, Ltd. | 563,000 | 2,233,178 |
| China Mengniu Dairy Company, Ltd. (A) | 434,000 | 1,609,705 |
| China Mobile, Ltd. | 1,252,500 | 10,355,639 |
| China Overseas Land & Investment, Ltd. | 1,122,000 | 3,648,534 |
| China Resources Beer Holdings Company, Ltd. | 232,000 | 1,083,079 |
| China Resources Gas Group, Ltd. | 230,000 | 1,217,401 |
| China Resources Land, Ltd. | 892,000 | 3,756,442 |
| China Taiping Insurance Holdings Company, Ltd. | 384,400 | 810,889 |
| China Unicom Hong Kong, Ltd. | 1,962,000 | 1,652,498 |
| CITIC, Ltd. | 1,256,000 | 1,425,049 |
| Geely Automobile Holdings, Ltd. | 1,370,000 | 2,212,495 |
| Guangdong Investment, Ltd. | 552,000 | 1,126,052 |
| Shimao Property Holdings, Ltd. | 82,000 | 267,705 |
| Sino Biopharmaceutical, Ltd. | 905,000 | 1,214,452 |
| Sun Art Retail Group, Ltd. | 718,000 | 857,173 |
| India - 12.0% | 92,556,777 | |
| ABB India, Ltd. | 6,066 | 110,932 |
MULTIFACTOR EMERGING MARKETS ETF (continued)
| Shares or Principal Amount | Value | |
| India (continued) | ||
| ABB Power Products & Systems India, Ltd. (A)(D) | 1,224 | $12,586 |
| ACC, Ltd. | 12,157 | 256,573 |
| Adani Ports and Special Economic Zone, Ltd. | 187,268 | 969,833 |
| Ambuja Cements, Ltd. | 174,562 | 501,492 |
| Asian Paints, Ltd. | 60,854 | 1,532,490 |
| Aurobindo Pharma, Ltd. | 81,979 | 553,745 |
| Avenue Supermarts, Ltd. (A)(B) | 13,433 | 401,536 |
| Axis Bank, Ltd. | 118,946 | 1,218,506 |
| Axis Bank, Ltd., GDR | 3,179 | 162,447 |
| Bajaj Auto, Ltd. | 10,243 | 456,760 |
| Bajaj Finance, Ltd. | 22,281 | 1,367,663 |
| Bajaj Finserv, Ltd. | 6,905 | 915,893 |
| Bajaj Holdings & Investment, Ltd. | 5,114 | 248,327 |
| Bank of Baroda (A) | 140,172 | 181,605 |
| Berger Paints India, Ltd. | 40,138 | 315,052 |
| Bharat Petroleum Corp., Ltd. | 279,162 | 1,785,901 |
| Bharti Airtel, Ltd. (A) | 358,898 | 2,497,939 |
| Bharti Infratel, Ltd. | 140,709 | 489,225 |
| Biocon, Ltd. | 29,404 | 121,044 |
| Bosch, Ltd. | 1,275 | 247,915 |
| Britannia Industries, Ltd. | 12,737 | 569,517 |
| Cipla, Ltd. | 67,310 | 422,494 |
| Coal India, Ltd. | 175,165 | 450,570 |
| Colgate-Palmolive India, Ltd. | 18,818 | 351,518 |
| Container Corp. of India, Ltd. | 41,798 | 332,709 |
| Dabur India, Ltd. | 135,725 | 944,174 |
| Divi's Laboratories, Ltd. | 14,101 | 385,934 |
| DLF, Ltd. | 90,508 | 330,221 |
| Dr. Reddy's Laboratories, Ltd. | 20,918 | 911,677 |
| Eicher Motors, Ltd. | 2,507 | 711,091 |
| GAIL India, Ltd. | 340,185 | 573,987 |
| GlaxoSmithKline Consumer Healthcare, Ltd. | 2,150 | 265,941 |
| Godrej Consumer Products, Ltd. | 93,826 | 883,923 |
| Grasim Industries, Ltd. | 49,396 | 538,211 |
| Havells India, Ltd. | 51,530 | 436,027 |
| HCL Technologies, Ltd. | 250,460 | 2,076,476 |
| HDFC Life Insurance Company, Ltd. (B) | 27,135 | 228,161 |
| Hero MotoCorp, Ltd. | 28,519 | 998,760 |
| Hindalco Industries, Ltd. | 184,887 | 490,735 |
| Hindustan Petroleum Corp., Ltd. | 214,467 | 698,936 |
| Hindustan Unilever, Ltd. | 128,916 | 3,683,521 |
| Housing Development Finance Corp., Ltd. | 202,800 | 6,867,476 |
| ICICI Bank, Ltd., ADR | 300,023 | 4,374,335 |
| ICICI Lombard General Insurance Company, Ltd. (B) | 5,946 | 110,142 |
| ICICI Prudential Life Insurance Company, Ltd. (B) | 14,396 | 103,293 |
| Indian Oil Corp., Ltd. | 598,094 | 950,899 |
| Infosys, Ltd. | 566,575 | 6,174,899 |
| InterGlobe Aviation, Ltd. (B) | 7,552 | 146,579 |
| 14 | JOHN HANCOCK MULTIFACTOR ETFS | QUARTERLY REPORT | SEE NOTES TO FUNDS' INVESTMENTS |
MULTIFACTOR EMERGING MARKETS ETF (continued)
| Shares or Principal Amount | Value | |
| India (continued) | ||
| ITC, Ltd. | 586,105 | $1,931,849 |
| JSW Steel, Ltd. | 385,008 | 1,351,568 |
| Kansai Nerolac Paints, Ltd. | 17,273 | 122,121 |
| Kotak Mahindra Bank, Ltd. | 92,639 | 2,192,269 |
| Larsen & Toubro Infotech, Ltd. (B) | 2,002 | 54,288 |
| Larsen & Toubro, Ltd. | 26,369 | 506,261 |
| Lupin, Ltd. | 44,205 | 444,977 |
| Mahindra & Mahindra, Ltd. | 142,617 | 1,136,819 |
| Marico, Ltd. | 96,451 | 428,679 |
| Maruti Suzuki India, Ltd. | 16,555 | 1,607,070 |
| Motherson Sumi Systems, Ltd. | 186,151 | 349,567 |
| MRF, Ltd. | 267 | 260,499 |
| Nestle India, Ltd. | 5,294 | 1,139,834 |
| NHPC, Ltd. | 320,052 | 109,214 |
| NMDC, Ltd. | 68,239 | 111,600 |
| NTPC, Ltd. | 443,973 | 702,132 |
| Oil & Natural Gas Corp., Ltd. | 598,316 | 925,678 |
| Oracle Financial Services Software, Ltd. (A) | 4,913 | 201,391 |
| Petronet LNG, Ltd. | 140,605 | 524,923 |
| Pidilite Industries, Ltd. | 27,339 | 576,875 |
| Piramal Enterprises, Ltd. | 17,092 | 369,829 |
| Piramal Enterprises, Ltd. (A) | 2,265 | 48,933 |
| Power Finance Corp., Ltd. (A) | 178,864 | 292,143 |
| Power Grid Corp. of India, Ltd. | 603,455 | 1,583,956 |
| Procter & Gamble Hygiene & Health Care, Ltd. | 1,514 | 234,449 |
| Punjab National Bank (A) | 122,639 | 103,979 |
| REC, Ltd. | 179,831 | 361,640 |
| Reliance Industries, Ltd. | 462,163 | 9,132,184 |
| Reliance Industries, Ltd., GDR (B) | 13,641 | 533,363 |
| Shree Cement, Ltd. | 1,757 | 566,317 |
| Siemens, Ltd. | 14,763 | 310,125 |
| State Bank of India (A) | 345,275 | 1,539,179 |
| Sun Pharmaceutical Industries, Ltd. | 117,452 | 716,818 |
| Tata Consultancy Services, Ltd. | 147,607 | 4,307,561 |
| Tata Motors, Ltd. (A) | 355,372 | 880,991 |
| Tata Steel, Ltd. | 87,258 | 536,210 |
| Tech Mahindra, Ltd. | 134,555 | 1,508,517 |
| Titan Company, Ltd. | 65,914 | 1,098,805 |
| Torrent Pharmaceuticals, Ltd. | 7,371 | 199,352 |
| UltraTech Cement, Ltd. | 10,798 | 669,148 |
| United Breweries, Ltd. | 13,625 | 240,661 |
| United Spirits, Ltd. (A) | 54,727 | 476,539 |
| UPL, Ltd. | 109,370 | 807,429 |
| Vedanta, Ltd. | 362,083 | 698,719 |
| Wipro, Ltd. | 277,609 | 920,079 |
| Zee Entertainment Enterprises, Ltd. | 101,862 | 382,567 |
| Indonesia - 2.7% | 20,873,218 | |
| Adaro Energy Tbk PT | 5,076,000 | 455,372 |
| Astra International Tbk PT | 4,105,000 | 1,908,953 |
| Bank Central Asia Tbk PT | 1,223,800 | 2,903,780 |
MULTIFACTOR EMERGING MARKETS ETF (continued)
| Shares or Principal Amount | Value | |
| Indonesia (continued) | ||
| Bank Danamon Indonesia Tbk PT | 772,200 | $196,796 |
| Bank Mandiri Persero Tbk PT | 3,870,900 | 2,140,263 |
| Bank Negara Indonesia Persero Tbk PT | 1,590,300 | 838,532 |
| Bank Rakyat Indonesia Persero Tbk PT | 12,056,600 | 3,937,930 |
| Barito Pacific Tbk PT (A) | 2,604,600 | 248,920 |
| Charoen Pokphand Indonesia Tbk PT | 1,565,200 | 762,254 |
| Gudang Garam Tbk PT | 117,800 | 481,164 |
| Indah Kiat Pulp & Paper Corp. Tbk PT | 660,100 | 326,304 |
| Indocement Tunggal Prakarsa Tbk PT | 263,900 | 318,400 |
| Indofood CBP Sukses Makmur Tbk PT | 434,900 | 362,284 |
| Indofood Sukses Makmur Tbk PT | 1,259,600 | 721,814 |
| Jasa Marga Persero Tbk PT | 549,400 | 185,078 |
| Kalbe Farma Tbk PT | 3,960,600 | 414,768 |
| Mayora Indah Tbk PT | 2,314,500 | 325,437 |
| Pabrik Kertas Tjiwi Kimia Tbk PT | 65,700 | 43,784 |
| Perusahaan Gas Negara Tbk PT | 3,921,500 | 489,649 |
| Semen Indonesia Persero Tbk PT | 754,600 | 660,379 |
| Telekomunikasi Indonesia Persero Tbk PT | 8,861,500 | 2,466,034 |
| United Tractors Tbk PT | 487,400 | 685,323 |
| Malaysia - 2.1% | 16,570,916 | |
| AMMB Holdings BHD | 315,500 | 284,858 |
| Axiata Group BHD | 547,195 | 574,168 |
| CIMB Group Holdings BHD | 660,706 | 794,846 |
| Dialog Group BHD | 412,100 | 328,835 |
| DiGi.Com BHD | 421,100 | 434,664 |
| Fraser & Neave Holdings BHD | 14,300 | 114,665 |
| Genting BHD | 499,300 | 670,120 |
| Genting Malaysia BHD | 509,800 | 375,694 |
| HAP Seng Consolidated BHD | 102,000 | 242,182 |
| Hartalega Holdings BHD | 166,500 | 240,527 |
| Hong Leong Bank BHD | 101,600 | 396,681 |
| Hong Leong Financial Group BHD | 77,700 | 306,022 |
| IHH Healthcare BHD | 274,300 | 381,530 |
| IOI Corp. BHD | 276,700 | 306,544 |
| KLCCP Stapled Group | 24,400 | 46,621 |
| Kuala Lumpur Kepong BHD | 50,200 | 279,297 |
| Malayan Banking BHD | 668,570 | 1,375,316 |
| Malaysia Airports Holdings BHD | 244,500 | 402,130 |
| Maxis BHD | 242,800 | 314,609 |
| MISC BHD | 211,500 | 396,885 |
| Nestle Malaysia BHD | 6,400 | 225,359 |
| Petronas Chemicals Group BHD | 338,200 | 510,849 |
| Petronas Dagangan BHD | 61,700 | 333,644 |
| Petronas Gas BHD | 73,200 | 285,798 |
| PPB Group BHD | 108,100 | 491,172 |
| Press Metal Aluminium Holdings BHD | 396,600 | 472,281 |
| Public Bank BHD | 293,100 | 1,330,322 |
| RHB Bank BHD | 238,200 | 330,736 |
| Sime Darby BHD | 883,700 | 470,099 |
| Sime Darby Plantation BHD | 267,000 | 330,329 |
| SEE NOTES TO FUNDS' INVESTMENTS | QUARTERLY REPORT | JOHN HANCOCK MULTIFACTOR ETFS | 15 |
MULTIFACTOR EMERGING MARKETS ETF (continued)
| Shares or Principal Amount | Value | |
| Malaysia (continued) | ||
| Telekom Malaysia BHD | 358,400 | $337,585 |
| Tenaga Nasional BHD | 786,700 | 2,391,967 |
| Top Glove Corp. BHD | 178,400 | 254,671 |
| Westports Holdings BHD | 231,300 | 222,947 |
| YTL Corp. BHD | 1,451,300 | 316,963 |
| Mexico - 2.7% | 21,018,749 | |
| Alfa SAB de CV, Class A | 1,082,324 | 812,973 |
| America Movil SAB de CV, Series L | 4,114,688 | 3,399,544 |
| Arca Continental SAB de CV | 70,164 | 396,847 |
| Cemex SAB de CV | 3,156,888 | 1,266,560 |
| Coca-Cola Femsa SAB de CV | 79,312 | 484,014 |
| El Puerto de Liverpool SAB de CV, Series C1 | 26,456 | 140,405 |
| Fibra Uno Administracion SA de CV | 257,240 | 422,206 |
| Fomento Economico Mexicano SAB de CV | 207,648 | 1,870,017 |
| Grupo Aeroportuario del Pacifico SAB de CV, Series B | 73,328 | 906,890 |
| Grupo Aeroportuario del Sureste SAB de CV, Class B | 26,009 | 499,599 |
| Grupo Bimbo SAB de CV, Series A | 479,300 | 858,879 |
| Grupo Carso SAB de CV, Series A1 | 74,204 | 267,233 |
| Grupo Elektra SAB de CV | 5,876 | 428,788 |
| Grupo Financiero Banorte SAB de CV, Series O | 356,704 | 2,195,696 |
| Grupo Financiero Inbursa SAB de CV, Series O | 549,140 | 624,379 |
| Grupo Mexico SAB de CV, Series B | 715,908 | 1,900,838 |
| Grupo Televisa SAB | 470,052 | 1,043,318 |
| Industrias Penoles SAB de CV | 30,108 | 312,157 |
| Infraestructura Energetica Nova SAB de CV | 96,136 | 451,257 |
| Kimberly-Clark de Mexico SAB de CV, Class A (A) | 117,400 | 242,582 |
| Wal-Mart de Mexico SAB de CV | 853,540 | 2,494,567 |
| Netherlands - 0.3% | 2,592,389 | |
| Prosus NV (A) | 35,862 | 2,592,389 |
| Philippines - 1.5% | 11,252,396 | |
| Aboitiz Equity Ventures, Inc. | 377,710 | 366,341 |
| Aboitiz Power Corp. | 554,800 | 353,094 |
| Ayala Corp. | 50,690 | 724,499 |
| Ayala Land, Inc. | 857,600 | 701,872 |
| Bank of the Philippine Islands | 358,140 | 581,282 |
| BDO Unibank, Inc. | 364,490 | 1,061,273 |
| Globe Telecom, Inc. | 7,385 | 274,595 |
| GT Capital Holdings, Inc. | 24,448 | 324,659 |
| International Container Terminal Services, Inc. | 251,250 | 642,583 |
| JG Summit Holdings, Inc. | 587,400 | 810,087 |
| Jollibee Foods Corp. | 99,190 | 373,109 |
| LT Group, Inc. | 577,600 | 111,361 |
| Manila Electric Company | 54,860 | 276,297 |
| Megaworld Corp. | 1,409,900 | 112,337 |
| Metro Pacific Investments Corp. | 2,338,000 | 147,649 |
| Metropolitan Bank & Trust Company | 523,492 | 590,641 |
| PLDT, Inc. | 26,085 | 511,128 |
MULTIFACTOR EMERGING MARKETS ETF (continued)
| Shares or Principal Amount | Value | |
| Philippines (continued) | ||
| San Miguel Corp. | 154,710 | $425,506 |
| San Miguel Food and Beverage, Inc. | 131,150 | 188,094 |
| SM Investments Corp. | 56,295 | 1,075,397 |
| SM Prime Holdings, Inc. | 1,429,500 | 1,093,991 |
| Universal Robina Corp. | 177,590 | 506,601 |
| Poland - 1.0% | 7,990,085 | |
| Bank Polska Kasa Opieki SA | 18,665 | 476,279 |
| CD Projekt SA | 6,751 | 490,102 |
| Cyfrowy Polsat SA | 57,321 | 401,947 |
| Dino Polska SA (A)(B) | 3,568 | 149,473 |
| Grupa Lotos SA | 21,581 | 428,065 |
| ING Bank Slaski SA | 4,696 | 245,759 |
| KGHM Polska Miedz SA (A) | 44,303 | 1,041,631 |
| LPP SA | 236 | 515,021 |
| mBank SA (A) | 3,040 | 290,916 |
| PGE Polska Grupa Energetyczna SA (A) | 140,585 | 248,627 |
| Polski Koncern Naftowy ORLEN SA | 67,864 | 1,323,706 |
| Polskie Gornictwo Naftowe i Gazownictwo SA | 315,008 | 292,192 |
| Powszechna Kasa Oszczednosci Bank Polski SA | 107,252 | 945,898 |
| Powszechny Zaklad Ubezpieczen SA | 87,268 | 904,863 |
| Santander Bank Polska SA | 3,191 | 235,606 |
| Romania - 0.1% | 492,007 | |
| NEPI Rockcastle PLC | 59,756 | 492,007 |
| Russia - 3.8% | 29,657,375 | |
| Gazprom PJSC, ADR | 898,433 | 6,315,984 |
| Gazprom PJSC, ADR (London Stock Exchange) | 2,007 | 14,029 |
| Lukoil PJSC, ADR | 67,494 | 6,884,388 |
| Lukoil PJSC, ADR (London Stock Exchange) | 142 | 14,502 |
| MMC Norilsk Nickel PJSC, ADR | 129,628 | 4,189,577 |
| Novatek PJSC, GDR | 9,118 | 1,641,240 |
| Sberbank of Russia PJSC, ADR | 466,309 | 7,460,944 |
| Sberbank of Russia PJSC, ADR (London Stock Exchange) | 907 | 14,459 |
| Tatneft PJSC, ADR | 43,437 | 3,122,252 |
| South Africa - 5.6% | 43,191,717 | |
| Absa Group, Ltd. | 212,572 | 1,947,791 |
| Anglo American Platinum, Ltd. | 11,030 | 882,062 |
| AngloGold Ashanti, Ltd. | 138,707 | 2,809,188 |
| Bid Corp., Ltd. | 68,086 | 1,508,155 |
| Capitec Bank Holdings, Ltd. | 12,987 | 1,165,536 |
| Clicks Group, Ltd. | 40,478 | 659,220 |
| Discovery, Ltd. | 155,676 | 1,214,106 |
| Exxaro Resources, Ltd. | 43,004 | 349,118 |
| FirstRand, Ltd. | 879,442 | 3,388,896 |
| Gold Fields, Ltd. | 177,291 | 1,155,858 |
| Growthpoint Properties, Ltd. | 404,154 | 568,259 |
| Impala Platinum Holdings, Ltd. (A) | 63,793 | 601,801 |
| Investec, Ltd. | 63,966 | 358,435 |
| 16 | JOHN HANCOCK MULTIFACTOR ETFS | QUARTERLY REPORT | SEE NOTES TO FUNDS' INVESTMENTS |
MULTIFACTOR EMERGING MARKETS ETF (continued)
| Shares or Principal Amount | Value | |
| South Africa (continued) | ||
| Kumba Iron Ore, Ltd. | 17,113 | $398,792 |
| Mr. Price Group, Ltd. | 57,294 | 649,812 |
| MTN Group, Ltd. (C) | 502,873 | 2,708,564 |
| MultiChoice Group, Ltd. (A) | 62,587 | 445,509 |
| Naspers, Ltd., N Shares | 34,470 | 5,654,923 |
| Nedbank Group, Ltd. | 116,086 | 1,514,663 |
| Old Mutual, Ltd. (C) | 710,093 | 834,016 |
| PSG Group, Ltd. | 13,566 | 193,774 |
| Redefine Properties, Ltd. | 819,526 | 392,839 |
| Sanlam, Ltd. | 609,571 | 3,004,066 |
| Sasol, Ltd. | 108,409 | 1,728,603 |
| Shoprite Holdings, Ltd. | 104,266 | 813,719 |
| Sibanye Gold, Ltd. (A) | 304,076 | 792,246 |
| Standard Bank Group, Ltd. | 342,695 | 3,597,961 |
| The Bidvest Group, Ltd. | 165,293 | 2,281,119 |
| Vodacom Group, Ltd. | 114,400 | 894,256 |
| Woolworths Holdings, Ltd. | 229,295 | 678,430 |
| South Korea - 13.6% | 104,930,127 | |
| Amorepacific Corp. (A) | 3,331 | 525,425 |
| AMOREPACIFIC Group (A) | 4,971 | 301,134 |
| BGF retail Company, Ltd. (A) | 410 | 56,761 |
| Celltrion Healthcare Company, Ltd. (A) | 4,188 | 200,993 |
| Celltrion, Inc. (A) | 10,670 | 1,477,157 |
| CJ CheilJedang Corp. (A) | 2,673 | 532,649 |
| CJ ENM Company, Ltd. (A) | 1,043 | 120,940 |
| CJ Logistics Corp. (A) | 924 | 113,189 |
| Daelim Industrial Company, Ltd. (A) | 7,607 | 516,984 |
| DB Insurance Company, Ltd. | 16,482 | 587,729 |
| Doosan Bobcat, Inc. (A) | 4,560 | 117,840 |
| E-MART, Inc. (A) | 4,890 | 455,418 |
| GS Engineering & Construction Corp. (A) | 5,889 | 138,350 |
| GS Holdings Corp. (A) | 18,110 | 694,405 |
| GS Retail Company, Ltd. (A) | 2,376 | 79,044 |
| Hana Financial Group, Inc. | 59,100 | 1,646,281 |
| Hankook Tire & Technology Company, Ltd. (A) | 23,183 | 558,252 |
| Hanmi Pharm Company, Ltd. (A) | 736 | 173,525 |
| Hanmi Science Company, Ltd. (A) | 3,151 | 85,130 |
| Hanon Systems | 30,703 | 270,488 |
| Hanwha Solutions Corp. | 21,826 | 308,569 |
| Hotel Shilla Company, Ltd. | 3,399 | 249,253 |
| Hyundai Engineering & Construction Company, Ltd. (A) | 14,753 | 472,849 |
| Hyundai Glovis Company, Ltd. | 4,020 | 495,817 |
| Hyundai Heavy Industries Holdings Company, Ltd. (A) | 1,856 | 425,906 |
| Hyundai Mobis Company, Ltd. | 9,299 | 1,790,595 |
| Hyundai Motor Company | 24,625 | 2,582,645 |
| Hyundai Steel Company | 17,186 | 408,075 |
| Industrial Bank of Korea | 65,187 | 587,960 |
| Kakao Corp. (C) | 5,064 | 675,568 |
| Kangwon Land, Inc. (A) | 18,500 | 427,634 |
MULTIFACTOR EMERGING MARKETS ETF (continued)
| Shares or Principal Amount | Value | |
| South Korea (continued) | ||
| KB Financial Group, Inc. | 69,155 | $2,550,121 |
| Kia Motors Corp. | 52,310 | 1,795,091 |
| Korea Aerospace Industries, Ltd. (A) | 10,711 | 270,505 |
| Korea Electric Power Corp. | 50,836 | 1,081,254 |
| Korea Gas Corp. (A) | 8,256 | 225,129 |
| Korea Investment Holdings Company, Ltd. (A) | 8,046 | 448,931 |
| Korea Shipbuilding & Offshore Engineering Company, Ltd. (A) | 7,223 | 690,877 |
| Korea Zinc Company, Ltd. (A) | 1,667 | 531,493 |
| KT&G Corp. | 14,705 | 1,173,340 |
| LG Chem, Ltd. (A) | 5,341 | 1,512,428 |
| LG Corp. (A) | 27,429 | 1,617,870 |
| LG Display Company, Ltd. (C) | 81,940 | 1,058,754 |
| LG Electronics, Inc. | 37,974 | 2,099,666 |
| LG Household & Health Care, Ltd. | 1,782 | 1,880,904 |
| LG Uplus Corp. (A) | 78,480 | 872,476 |
| Lotte Chemical Corp. (A) | 4,876 | 775,267 |
| Lotte Corp. | 8,870 | 262,710 |
| Lotte Shopping Company, Ltd. (A) | 3,662 | 354,878 |
| Mirae Asset Daewoo Company, Ltd. (A) | 73,797 | 426,615 |
| NAVER Corp. | 15,793 | 2,378,524 |
| NCSoft Corp. (A) | 3,142 | 1,676,647 |
| Netmarble Corp. (A)(B) | 5,000 | 375,886 |
| NH Investment & Securities Company, Ltd. (A) | 28,148 | 260,969 |
| Orion Corp. (A) | 3,303 | 284,060 |
| POSCO | 13,589 | 2,519,754 |
| POSCO Chemical Company, Ltd. | 1,379 | 66,413 |
| S-1 Corp. | 3,303 | 252,467 |
| Samsung Biologics Company, Ltd. (A)(B) | 1,019 | 414,235 |
| Samsung C&T Corp. | 8,316 | 757,047 |
| Samsung Card Company, Ltd. | 7,700 | 245,178 |
| Samsung Electro-Mechanics Company, Ltd. | 9,676 | 1,014,809 |
| Samsung Electronics Company, Ltd. | 771,213 | 36,494,872 |
| Samsung Fire & Marine Insurance Company, Ltd. | 8,271 | 1,464,262 |
| Samsung Heavy Industries Company, Ltd. (A)(C) | 96,988 | 541,150 |
| Samsung Life Insurance Company, Ltd. | 17,228 | 1,004,611 |
| Samsung SDI Company, Ltd. | 6,131 | 1,419,773 |
| Samsung SDS Company, Ltd. | 4,305 | 700,734 |
| Samsung Securities Company, Ltd. | 12,917 | 382,032 |
| Shinhan Financial Group Company, Ltd. | 82,091 | 2,696,533 |
| SK Holdings Company, Ltd. | 5,782 | 1,142,477 |
| SK Hynix, Inc. | 88,410 | 6,935,718 |
| SK Innovation Company, Ltd. | 11,331 | 1,235,919 |
| SK Telecom Company, Ltd. | 7,641 | 1,471,334 |
| S-Oil Corp. | 6,753 | 431,748 |
| Woongjin Coway Company, Ltd. | 15,181 | 1,118,339 |
| Woori Financial Group, Inc. | 93,125 | 793,069 |
| Yuhan Corp. (A) | 802 | 146,693 |
| SEE NOTES TO FUNDS' INVESTMENTS | QUARTERLY REPORT | JOHN HANCOCK MULTIFACTOR ETFS | 17 |
MULTIFACTOR EMERGING MARKETS ETF (continued)
| Shares or Principal Amount | Value | |
| Taiwan - 13.4% | $103,624,983 | |
| Advantech Company, Ltd. | 83,000 | 799,530 |
| ASE Technology Holding Company, Ltd. | 748,000 | 1,847,158 |
| Asia Cement Corp. | 622,000 | 929,634 |
| Asustek Computer, Inc. | 132,000 | 978,781 |
| AU Optronics Corp. | 2,770,000 | 926,115 |
| Catcher Technology Company, Ltd. | 141,000 | 1,138,866 |
| Cathay Financial Holding Company, Ltd. | 1,324,359 | 1,782,091 |
| Chailease Holding Company, Ltd. | 241,200 | 1,014,016 |
| Chang Hwa Commercial Bank, Ltd. | 1,820,840 | 1,292,893 |
| Cheng Shin Rubber Industry Company, Ltd. | 569,000 | 741,175 |
| China Development Financial Holding Corp. | 4,112,000 | 1,264,540 |
| China Life Insurance Company, Ltd. (A) | 934,842 | 764,362 |
| China Steel Corp. | 2,473,000 | 1,891,036 |
| Chunghwa Telecom Company, Ltd. | 396,000 | 1,415,737 |
| Compal Electronics, Inc. | 1,214,000 | 737,426 |
| CTBC Financial Holding Company, Ltd. | 3,650,000 | 2,664,189 |
| Delta Electronics, Inc. | 216,000 | 1,022,477 |
| E.Sun Financial Holding Company, Ltd. | 2,303,826 | 2,142,988 |
| Eclat Textile Company, Ltd. | 42,000 | 542,223 |
| Far Eastern New Century Corp. | 1,144,000 | 1,067,920 |
| Far EasTone Telecommunications Company, Ltd. | 345,000 | 783,442 |
| Feng TAY Enterprise Company, Ltd. | 89,900 | 544,596 |
| First Financial Holding Company, Ltd. | 2,160,280 | 1,687,663 |
| Formosa Chemicals & Fibre Corp. | 587,000 | 1,649,717 |
| Formosa Petrochemical Corp. | 188,000 | 559,476 |
| Formosa Plastics Corp. | 575,000 | 1,777,781 |
| Foxconn Technology Company, Ltd. | 255,000 | 510,692 |
| Fubon Financial Holding Company, Ltd. | 1,409,000 | 2,101,210 |
| Globalwafers Company, Ltd. | 35,000 | 463,438 |
| Hiwin Technologies Corp. | 12,420 | 125,808 |
| Hon Hai Precision Industry Company, Ltd. | 1,790,800 | 4,932,125 |
| Hotai Motor Company, Ltd. | 85,000 | 1,750,141 |
| Hua Nan Financial Holdings Company, Ltd. | 2,282,260 | 1,635,636 |
| Innolux Corp. | 2,752,000 | 801,668 |
| Inventec Corp. | 600,000 | 455,824 |
| Largan Precision Company, Ltd. | 16,000 | 2,544,937 |
| Lite-On Technology Corp. | 657,000 | 1,026,529 |
| MediaTek, Inc. | 206,000 | 2,645,834 |
| Mega Financial Holding Company, Ltd. | 2,089,000 | 2,181,732 |
| Nan Ya Plastics Corp. | 1,024,000 | 2,362,634 |
| Nanya Technology Corp. | 229,000 | 592,039 |
| Novatek Microelectronics Corp. | 94,000 | 678,341 |
| Pegatron Corp. | 652,000 | 1,372,677 |
| Pou Chen Corp. | 762,000 | 885,372 |
| President Chain Store Corp. | 116,000 | 1,146,215 |
| Quanta Computer, Inc. | 459,000 | 942,037 |
| Realtek Semiconductor Corp. | 40,000 | 327,717 |
| Shin Kong Financial Holding Company, Ltd. (A) | 2,815,340 | 917,975 |
| SinoPac Financial Holdings Company, Ltd. | 2,977,000 | 1,271,254 |
| Taishin Financial Holding Company, Ltd. | 2,925,199 | 1,370,173 |
MULTIFACTOR EMERGING MARKETS ETF (continued)
| Shares or Principal Amount | Value | |
| Taiwan (continued) | ||
| Taiwan Cement Corp. | 993,286 | $1,382,624 |
| Taiwan Cooperative Financial Holding Company, Ltd. | 1,969,450 | 1,356,038 |
| Taiwan High Speed Rail Corp. | 394,000 | 471,485 |
| Taiwan Mobile Company, Ltd. | 308,000 | 1,090,933 |
| Taiwan Semiconductor Manufacturing Company, Ltd. | 2,479,000 | 26,259,724 |
| Uni-President Enterprises Corp. | 962,000 | 2,311,934 |
| United Microelectronics Corp. | 4,480,000 | 2,209,673 |
| Vanguard International Semiconductor Corp. | 170,000 | 423,185 |
| Walsin Technology Corp. | 32,000 | 222,980 |
| Win Semiconductors Corp. | 42,000 | 392,069 |
| Yageo Corp. | 37,000 | 473,385 |
| Yuanta Financial Holding Company, Ltd. | 2,611,000 | 1,702,695 |
| Zhen Ding Technology Holding, Ltd. | 81,000 | 320,418 |
| Thailand - 2.7% | 20,811,733 | |
| Advanced Info Service PCL, NVDR | 209,100 | 1,368,508 |
| Airports of Thailand PCL | 6,100 | 13,797 |
| Airports of Thailand PCL, Foreign Quota Shares | 1,700 | 3,825 |
| Airports of Thailand PCL, NVDR | 518,000 | 1,171,607 |
| B Grimm Power PCL, NVDR | 28,800 | 57,286 |
| Bangkok Bank PCL, NVDR | 90,200 | 416,708 |
| Bangkok Dusit Medical Services PCL, NVDR | 453,100 | 361,957 |
| Bangkok Expressway & Metro PCL, NVDR | 1,454,400 | 513,263 |
| Bank of Ayudhya PCL, NVDR | 89,400 | 80,308 |
| Banpu PCL, NVDR | 331,200 | 107,319 |
| Berli Jucker PCL, NVDR | 217,700 | 286,355 |
| BTS Group Holdings PCL, NVDR | 1,052,600 | 422,121 |
| Bumrungrad Hospital PCL, NVDR | 71,700 | 307,089 |
| Central Pattana PCL, NVDR | 198,100 | 386,095 |
| Charoen Pokphand Foods PCL, NVDR | 964,300 | 928,104 |
| CP ALL PCL, NVDR | 855,200 | 1,941,142 |
| Electricity Generating PCL, NVDR | 46,300 | 451,562 |
| Energy Absolute PCL, NVDR | 324,500 | 450,261 |
| Global Power Synergy PCL, NVDR | 73,386 | 197,768 |
| Gulf Energy Development PCL, NVDR | 44,500 | 274,824 |
| Home Product Center PCL, NVDR | 768,800 | 360,105 |
| Indorama Ventures PCL, NVDR | 446,100 | 404,309 |
| Intouch Holdings PCL, NVDR | 154,200 | 275,799 |
| IRPC PCL, NVDR | 3,035,500 | 280,470 |
| Kasikornbank PCL, NVDR | 167,500 | 755,013 |
| Krung Thai Bank PCL, NVDR | 706,400 | 364,871 |
| Krungthai Card PCL, NVDR | 68,700 | 75,488 |
| Land & Houses PCL, NVDR | 617,800 | 184,329 |
| Minor International PCL, NVDR | 362,200 | 357,320 |
| Muangthai Capital PCL, NVDR | 51,800 | 108,021 |
| Osotspa PCL, NVDR | 61,800 | 87,733 |
| PTT Exploration & Production PCL | 3,800 | 15,178 |
| PTT Exploration & Production PCL, Foreign Quota Shares | 2,600 | 10,289 |
| 18 | JOHN HANCOCK MULTIFACTOR ETFS | QUARTERLY REPORT | SEE NOTES TO FUNDS' INVESTMENTS |
MULTIFACTOR EMERGING MARKETS ETF (continued)
| Shares or Principal Amount | Value | |
| Thailand (continued) | ||
| PTT Exploration & Production PCL, NVDR | 430,200 | $1,718,316 |
| PTT Global Chemical PCL, NVDR | 338,800 | 532,602 |
| PTT PCL, NVDR | 1,678,600 | 2,329,145 |
| Ratch Group PCL, NVDR | 71,200 | 155,329 |
| Thai Beverage PCL | 892,600 | 519,904 |
| Thai Oil PCL, NVDR | 242,700 | 404,889 |
| Thai Union Group PCL, NVDR | 398,800 | 195,754 |
| The Siam Cement PCL, NVDR | 57,400 | 659,262 |
| The Siam Commercial Bank PCL, NVDR | 172,000 | 540,776 |
| TMB Bank PCL, NVDR | 3,419,889 | 154,701 |
| Total Access Communication PCL, NVDR | 169,600 | 242,130 |
| True Corp. PCL, NVDR | 2,819,400 | 340,101 |
| Turkey - 0.7% | 5,033,699 | |
| Akbank T.A.S. (A) | 488,465 | 674,139 |
| Aselsan Elektronik Sanayi Ve Ticaret AS | 18,154 | 71,160 |
| BIM Birlesik Magazalar AS | 90,854 | 740,494 |
| Enka Insaat ve Sanayi AS | 191,713 | 225,827 |
| Eregli Demir ve Celik Fabrikalari TAS | 273,939 | 427,043 |
| Ford Otomotiv Sanayi AS | 14,288 | 179,048 |
| KOC Holding AS | 117,708 | 384,296 |
| Tupras Turkiye Petrol Rafinerileri AS | 14,908 | 280,475 |
| Turk Hava Yollari AO (A) | 194,286 | 444,082 |
| Turkcell Iletisim Hizmetleri AS | 159,626 | 376,061 |
| Turkiye Garanti Bankasi AS (A) | 375,578 | 746,763 |
| Turkiye Is Bankasi AS, Class C (A) | 269,751 | 326,766 |
| Yapi ve Kredi Bankasi AS (A) | 317,478 | 157,545 |
| PREFERRED SECURITIES - 2.4% | $18,555,012 | |
| (Cost $20,713,102) | ||
| Brazil - 2.3% | 18,108,022 | |
| Banco Bradesco SA | 519,860 | 4,001,216 |
| Braskem SA, A Shares | 33,900 | 250,288 |
| Centrais Eletricas Brasileiras SA, B Shares | 41,480 | 396,721 |
| Cia Brasileira de Distribuicao | 42,600 | 848,162 |
| Cia Energetica de Minas Gerais | 128,100 | 448,159 |
| Gerdau SA | 180,500 | 846,902 |
| Itau Unibanco Holding SA | 462,750 | 3,554,076 |
| Lojas Americanas SA | 109,156 | 703,738 |
| Lojas Americanas SA, Subscription Receipt (A) | 1,096 | 7,058 |
| Petroleo Brasileiro SA | 890,300 | 5,927,347 |
| Telefonica Brasil SA | 80,900 | 1,124,355 |
| Chile - 0.1% | 446,990 | |
| Embotelladora Andina SA, B Shares | 30,200 | 78,821 |
| Sociedad Quimica y Minera de Chile SA, B Shares | 13,220 | 368,169 |
| INVESTMENT COMPANIES - 0.0% | $131,937 | |
| (Cost $131,276) | ||
| South Korea - 0.0% | 131,937 | |
| Macquarie Korea Infrastructure Fund | 13,556 | $131,937 |
MULTIFACTOR EMERGING MARKETS ETF (continued)
| Shares or Principal Amount | Value | |
| WARRANTS - 0.0% | $1,632 | |
| (Cost $0) | ||
| BTS Group Holdings PCL (Expiration Date: 2-16-21; Strike Price: THB 14.00) (A) | 109,110 | $1,632 |
| SHORT-TERM INVESTMENTS - 1.4% | $10,431,248 | |
| (Cost $10,430,185) | ||
| Short-term funds - 1.4% | 10,431,248 | |
| John Hancock Collateral Trust, 1.6984% (E)(F) | 838,157 | 8,388,108 |
| State Street Institutional U.S. Government Money Market Fund, Premier Class, 1.5121% (E) | 2,043,140 | 2,043,140 |
| Total investments (Multifactor Emerging Markets ETF) (Cost $765,729,786) - 101.1% | $781,765,398 | |
| Other assets and liabilities, net - (1.1%) | (8,175,319) | |
| Total net assets - 100.0% | $773,590,079 | |
| The percentage shown for each investment category is the total value of the category as a percentage of the net assets of the fund. | |
| Currency Abbreviations | |
| THB | Thai Bhat |
| Security Abbreviations and Legend | |
| ADR | American Depositary Receipt |
| GDR | Global Depositary Receipt |
| NVDR | Non-Voting Depositary Receipt |
| (A) | Non-income producing security. |
| (B) | These securities are exempt from registration under Rule 144A of the Securities Act of 1933. Such securities may be resold, normally to qualified institutional buyers, in transactions exempt from registration. |
| (C) | All or a portion of this security is on loan as of 1-31-20. The value of securities on loan amounted to $7,941,412. |
| (D) | Security is valued using significant unobservable inputs and is classified as Level 3 in the fair value hierarchy. |
| (E) | The rate shown is the annualized seven-day yield as of 1-31-20. |
| (F) | Investment is an affiliate of the fund, the advisor and/or subadvisor. This security represents the investment of cash collateral received for securities lending. |
The fund had the following sector
composition as a percentage of net assets on 1-31-20:
| Financials | 23.4% |
| Information technology | 15.7% |
| Communication services | 11.5% |
| Consumer discretionary | 11.1% |
| Energy | 9.1% |
| Materials | 8.0% |
| Consumer staples | 6.9% |
| Industrials | 5.5% |
| Real estate | 3.3% |
| Utilities | 3.2% |
| Health care | 2.0% |
| Short-term investments and other | 0.3% |
| TOTAL | 100.0% |
| SEE NOTES TO FUNDS' INVESTMENTS | QUARTERLY REPORT | JOHN HANCOCK MULTIFACTOR ETFS | 19 |
MULTIFACTOR ENERGY ETF
As of 1-31-20 (unaudited)
| Shares or Principal Amount | Value | |
| COMMON STOCKS – 100.0% | $17,677,654 | |
| (Cost $23,144,424) | ||
| Energy – 100.0% | 17,677,654 | |
| Energy equipment and services – 12.0% | ||
| Baker Hughes Company | 18,265 | 395,620 |
| Halliburton Company | 15,907 | 346,932 |
| Helmerich & Payne, Inc. | 3,764 | 152,630 |
| National Oilwell Varco, Inc. | 13,377 | 275,700 |
| Schlumberger, Ltd. | 20,749 | 695,299 |
| TechnipFMC PLC | 14,965 | 247,072 |
| Oil, gas and consumable fuels – 88.0% | ||
| Apache Corp. | 20,456 | 561,313 |
| Cabot Oil & Gas Corp. | 15,093 | 212,660 |
| Cheniere Energy, Inc. (A) | 6,255 | 370,546 |
| Chevron Corp. | 9,098 | 974,760 |
| Cimarex Energy Company | 4,034 | 177,052 |
| Concho Resources, Inc. | 6,809 | 515,986 |
| ConocoPhillips | 20,525 | 1,219,800 |
| Continental Resources, Inc. | 3,380 | 92,004 |
| CVR Energy, Inc. | 1,271 | 43,989 |
| Devon Energy Corp. | 25,249 | 548,408 |
| Diamondback Energy, Inc. | 5,602 | 416,789 |
| EnLink Midstream LLC (A) | 10,906 | 54,857 |
| EOG Resources, Inc. | 10,098 | 736,245 |
| Exxon Mobil Corp. | 15,639 | 971,495 |
| Hess Corp. | 8,613 | 487,237 |
| HollyFrontier Corp. | 8,659 | 388,962 |
| Kinder Morgan, Inc. | 32,192 | 671,847 |
| Marathon Oil Corp. | 43,813 | 498,154 |
| Marathon Petroleum Corp. | 17,087 | 931,242 |
| Noble Energy, Inc. | 23,015 | 455,007 |
| Occidental Petroleum Corp. | 15,621 | 620,466 |
| ONEOK, Inc. | 15,002 | 1,123,200 |
| Parsley Energy, Inc., Class A | 9,707 | 161,524 |
| Phillips 66 | 6,956 | 635,570 |
| Pioneer Natural Resources Company | 6,303 | 850,905 |
| Tallgrass Energy LP, Class A | 3,229 | 72,039 |
| Targa Resources Corp. | 4,795 | 175,018 |
| The Williams Companies, Inc. | 25,933 | 536,554 |
| Valero Energy Corp. | 8,972 | 756,429 |
| WPX Energy, Inc. (A) | 25,468 | 304,343 |
MULTIFACTOR ENERGY ETF (continued)
| Shares or Principal Amount | Value | |
| SHORT-TERM INVESTMENTS – 0.1% | $23,060 | |
| (Cost $23,060) | ||
| Short-term funds – 0.1% | 23,060 | |
| State Street Institutional U.S. Government Money Market Fund, Premier Class, 1.5121% (B) | 23,060 | 23,060 |
| Total investments (Multifactor Energy ETF) (Cost $23,167,484) 100.1% | $17,700,714 | |
| Other assets and liabilities, net (0.1%) | (13,882) | |
| Total net assets 100.0% | $17,686,832 | |
| 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) | Non-income producing security. |
| (B) | The rate shown is the annualized seven-day yield as of 1-31-20. |
MULTIFACTOR FINANCIALS ETF
As of 1-31-20 (unaudited)
| Shares or Principal Amount | Value | |
| COMMON STOCKS – 100.0% | $34,957,729 | |
| (Cost $32,591,233) | ||
| Consumer staples – 0.0% | 6,141 | |
| Household products – 0.0% | ||
| Spectrum Brands Holdings, Inc. | 100 | 6,141 |
| Financials – 84.5% | 29,541,781 | |
| Banks – 29.7% | ||
| Bank of America Corp. | 43,663 | 1,433,456 |
| BOK Financial Corp. | 325 | 25,643 |
| CIT Group, Inc. | 2,385 | 109,018 |
| Citigroup, Inc. | 12,395 | 922,312 |
| Citizens Financial Group, Inc. | 7,820 | 291,530 |
| Comerica, Inc. | 2,358 | 144,215 |
| Commerce Bancshares, Inc. | 1,859 | 125,780 |
| Cullen/Frost Bankers, Inc. | 857 | 76,410 |
| East West Bancorp, Inc. | 2,185 | 100,160 |
| Fifth Third Bancorp | 11,929 | 339,380 |
| First Citizens BancShares, Inc., Class A | 110 | 57,950 |
| First Financial Bankshares, Inc. | 1,387 | 46,492 |
| First Horizon National Corp. | 4,721 | 75,536 |
| First Republic Bank | 2,002 | 221,982 |
| Huntington Bancshares, Inc. | 15,873 | 215,397 |
| IBERIABANK Corp. | 778 | 56,568 |
| JPMorgan Chase & Co. | 11,574 | 1,531,935 |
| KeyCorp | 15,361 | 287,404 |
| M&T Bank Corp. | 1,804 | 304,010 |
| PacWest Bancorp | 1,731 | 60,672 |
| People's United Financial, Inc. | 4,939 | 76,159 |
| Pinnacle Financial Partners, Inc. | 671 | 39,629 |
| Popular, Inc. | 1,512 | 84,612 |
| 20 | JOHN HANCOCK MULTIFACTOR ETFS | QUARTERLY REPORT | SEE NOTES TO FUNDS' INVESTMENTS |
MULTIFACTOR FINANCIALS ETF (continued)
| Shares or Principal Amount | Value | |
| Financials (continued) | ||
| Banks (continued) | ||
| Prosperity Bancshares, Inc. | 1,112 | $78,062 |
| Regions Financial Corp. | 17,963 | 279,684 |
| Signature Bank | 773 | 109,681 |
| Sterling Bancorp | 1,487 | 29,740 |
| SVB Financial Group (A) | 775 | 186,256 |
| Synovus Financial Corp. | 1,728 | 60,515 |
| TCF Financial Corp. | 608 | 25,706 |
| The PNC Financial Services Group, Inc. | 3,082 | 457,831 |
| Truist Financial Corp. | 13,859 | 714,709 |
| U.S. Bancorp | 7,234 | 384,993 |
| United Bankshares, Inc. | 896 | 30,733 |
| Webster Financial Corp. | 1,363 | 61,144 |
| Wells Fargo & Company | 22,416 | 1,052,207 |
| Western Alliance Bancorp | 1,681 | 92,842 |
| Wintrust Financial Corp. | 703 | 44,486 |
| Zions Bancorp NA | 3,080 | 140,109 |
| Capital markets – 20.1% | ||
| Affiliated Managers Group, Inc. | 793 | 63,321 |
| Ameriprise Financial, Inc. | 2,296 | 379,781 |
| Ares Management Corp., Class A | 864 | 31,156 |
| BlackRock, Inc. | 519 | 273,695 |
| Cboe Global Markets, Inc. | 1,464 | 180,394 |
| CME Group, Inc. | 1,174 | 254,887 |
| E*TRADE Financial Corp. | 3,950 | 168,349 |
| Eaton Vance Corp. | 1,972 | 90,219 |
| FactSet Research Systems, Inc. | 611 | 174,813 |
| Franklin Resources, Inc. | 4,737 | 119,846 |
| Interactive Brokers Group, Inc., Class A | 877 | 41,219 |
| Intercontinental Exchange, Inc. | 3,363 | 335,426 |
| Invesco, Ltd. | 6,714 | 116,152 |
| Janus Henderson Group PLC | 2,194 | 55,442 |
| KKR & Company, Inc., Class A | 3,428 | 109,353 |
| Lazard, Ltd., Class A | 1,687 | 70,787 |
| LPL Financial Holdings, Inc. | 1,230 | 113,320 |
| MarketAxess Holdings, Inc. | 544 | 192,674 |
| Moody's Corp. | 1,175 | 301,728 |
| Morgan Stanley | 8,168 | 426,860 |
| Morningstar, Inc. | 342 | 53,656 |
| MSCI, Inc. | 981 | 280,370 |
| Nasdaq, Inc. | 1,639 | 190,878 |
| Northern Trust Corp. | 3,129 | 306,047 |
| Raymond James Financial, Inc. | 1,962 | 179,386 |
| S&P Global, Inc. | 1,212 | 356,001 |
| SEI Investments Company | 2,248 | 146,704 |
| State Street Corp. | 2,360 | 178,487 |
| Stifel Financial Corp. | 972 | 62,879 |
| T. Rowe Price Group, Inc. | 3,426 | 457,474 |
| TD Ameritrade Holding Corp. | 2,325 | 110,391 |
| The Bank of New York Mellon Corp. | 7,028 | 314,714 |
MULTIFACTOR FINANCIALS ETF (continued)
| Shares or Principal Amount | Value | |
| Financials (continued) | ||
| Capital markets (continued) | ||
| The Blackstone Group, Inc., Class A | 1,767 | $107,911 |
| The Charles Schwab Corp. | 5,853 | 266,604 |
| The Goldman Sachs Group, Inc. | 2,118 | 503,555 |
| Tradeweb Markets, Inc., Class A | 216 | 9,975 |
| Virtu Financial, Inc., Class A | 318 | 5,307 |
| Consumer finance – 6.5% | ||
| Ally Financial, Inc. | 9,240 | 295,957 |
| American Express Company | 3,579 | 464,805 |
| Capital One Financial Corp. | 4,701 | 469,160 |
| Credit Acceptance Corp. (A) | 180 | 77,216 |
| Discover Financial Services | 4,988 | 374,748 |
| FirstCash, Inc. | 383 | 33,310 |
| OneMain Holdings, Inc. | 1,610 | 68,216 |
| Santander Consumer USA Holdings, Inc. | 3,166 | 84,279 |
| SLM Corp. | 5,905 | 64,483 |
| Synchrony Financial | 11,000 | 356,510 |
| Diversified financial services – 4.9% | ||
| Berkshire Hathaway, Inc., Class B (A) | 6,216 | 1,395,057 |
| Equitable Holdings, Inc. | 3,541 | 85,055 |
| Jefferies Financial Group, Inc. | 4,290 | 92,836 |
| Voya Financial, Inc. | 2,451 | 146,398 |
| Insurance – 22.2% | ||
| Aflac, Inc. | 5,165 | 266,359 |
| Alleghany Corp. (A) | 208 | 165,913 |
| American Financial Group, Inc. | 1,184 | 128,807 |
| American International Group, Inc. | 5,477 | 275,274 |
| Aon PLC | 1,702 | 374,866 |
| Arch Capital Group, Ltd. (A) | 4,756 | 210,025 |
| Arthur J. Gallagher & Company | 2,578 | 264,425 |
| Assurant, Inc. | 881 | 115,023 |
| Assured Guaranty, Ltd. | 1,893 | 86,775 |
| Athene Holding, Ltd., Class A (A) | 1,986 | 86,510 |
| Axis Capital Holdings, Ltd. | 1,451 | 93,227 |
| Brighthouse Financial, Inc. (A) | 1,093 | 42,518 |
| Brown & Brown, Inc. | 3,842 | 172,506 |
| Chubb, Ltd. | 1,549 | 235,432 |
| Cincinnati Financial Corp. | 1,903 | 199,720 |
| CNA Financial Corp. | 492 | 21,958 |
| Enstar Group, Ltd. (A) | 148 | 28,903 |
| Erie Indemnity Company, Class A | 418 | 69,597 |
| Everest Re Group, Ltd. | 607 | 167,878 |
| Fidelity National Financial, Inc. | 4,125 | 201,094 |
| First American Financial Corp. | 1,743 | 108,031 |
| Globe Life, Inc. | 1,634 | 170,361 |
| Kemper Corp. | 902 | 67,127 |
| Lincoln National Corp. | 3,232 | 176,079 |
| Loews Corp. | 3,992 | 205,388 |
| Markel Corp. (A) | 160 | 187,675 |
| Marsh & McLennan Companies, Inc. | 3,723 | 416,455 |
| SEE NOTES TO FUNDS' INVESTMENTS | QUARTERLY REPORT | JOHN HANCOCK MULTIFACTOR ETFS | 21 |
MULTIFACTOR FINANCIALS ETF (continued)
| Shares or Principal Amount | Value | |
| Financials (continued) | ||
| Insurance (continued) | ||
| MetLife, Inc. | 5,784 | $287,523 |
| Old Republic International Corp. | 4,463 | 100,641 |
| Primerica, Inc. | 658 | 78,012 |
| Principal Financial Group, Inc. | 4,337 | 229,644 |
| Prudential Financial, Inc. | 2,907 | 264,711 |
| Reinsurance Group of America, Inc. | 1,035 | 149,092 |
| RenaissanceRe Holdings, Ltd. | 623 | 118,021 |
| RLI Corp. | 330 | 30,693 |
| Selective Insurance Group, Inc. | 601 | 39,816 |
| The Allstate Corp. | 2,307 | 273,472 |
| The Hanover Insurance Group, Inc. | 597 | 82,732 |
| The Hartford Financial Services Group, Inc. | 6,495 | 385,024 |
| The Progressive Corp. | 4,278 | 345,192 |
| The Travelers Companies, Inc. | 2,304 | 303,252 |
| Unum Group | 3,548 | 94,696 |
| W.R. Berkley Corp. | 2,193 | 161,251 |
| Willis Towers Watson PLC | 1,336 | 282,283 |
| Thrifts and mortgage finance – 1.1% | ||
| Essent Group, Ltd. | 1,482 | 73,522 |
| LendingTree, Inc. (A)(B) | 74 | 23,029 |
| MGIC Investment Corp. | 6,777 | 93,455 |
| New York Community Bancorp, Inc. | 6,362 | 70,364 |
| Radian Group, Inc. | 3,756 | 91,984 |
| TFS Financial Corp. | 622 | 12,707 |
| Industrials – 1.2% | 404,967 | |
| Professional services – 1.2% | ||
| Equifax, Inc. | 1,275 | 191,123 |
| TransUnion | 2,332 | 213,844 |
| Information technology – 14.3% | 5,004,840 | |
| IT services – 14.3% | ||
| Euronet Worldwide, Inc. (A) | 653 | 102,939 |
| Fidelity National Information Services, Inc. | 2,077 | 298,382 |
| Fiserv, Inc. (A) | 1,480 | 175,543 |
| FleetCor Technologies, Inc. (A) | 1,080 | 340,448 |
| Global Payments, Inc. | 3,262 | 637,558 |
| Jack Henry & Associates, Inc. | 806 | 120,529 |
| Mastercard, Inc., Class A | 3,994 | 1,261,864 |
| PayPal Holdings, Inc. (A) | 3,583 | 408,068 |
| The Western Union Company | 6,004 | 161,508 |
| Visa, Inc., Class A | 7,036 | 1,399,953 |
| WEX, Inc. (A) | 452 | 98,048 |
| SHORT-TERM INVESTMENTS – 0.2% | $70,717 | |
| (Cost $70,717) | ||
| Short-term funds – 0.2% | 70,717 | |
| John Hancock Collateral Trust, 1.6984% (C)(D) | 2,110 | 21,120 |
MULTIFACTOR FINANCIALS ETF (continued)
| Shares or Principal Amount | Value | |
| State Street Institutional U.S. Government Money Market Fund, Premier Class, 1.5121% (C) | 49,597 | 49,597 |
| Total investments (Multifactor Financials ETF) (Cost $32,661,950) 100.2% | $35,028,446 | |
| Other assets and liabilities, net (0.2%) | (52,809) | |
| Total net assets 100.0% | $34,975,637 | |
| 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) | Non-income producing security. |
| (B) | All or a portion of this security is on loan as of 1-31-20. The value of securities on loan amounted to $20,539. |
| (C) | The rate shown is the annualized seven-day yield as of 1-31-20. |
| (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 1-31-20 (unaudited)
| Shares or Principal Amount | Value | |
| COMMON STOCKS – 99.9% | $40,139,281 | |
| (Cost $37,113,846) | ||
| Consumer discretionary – 0.3% | 139,726 | |
| Diversified consumer services – 0.3% | ||
| Service Corp. International | 2,914 | 139,726 |
| Health care – 99.6% | 39,999,555 | |
| Biotechnology – 13.4% | ||
| AbbVie, Inc. | 8,002 | 648,322 |
| ACADIA Pharmaceuticals, Inc. (A) | 796 | 31,792 |
| Alexion Pharmaceuticals, Inc. (A) | 3,104 | 308,507 |
| Allakos, Inc. (A)(B) | 186 | 13,429 |
| Alnylam Pharmaceuticals, Inc. (A) | 1,543 | 177,121 |
| Amgen, Inc. | 4,053 | 875,651 |
| Biogen, Inc. (A) | 1,927 | 518,074 |
| BioMarin Pharmaceutical, Inc. (A) | 2,398 | 200,233 |
| Bluebird Bio, Inc. (A) | 730 | 58,174 |
| Exact Sciences Corp. (A)(B) | 1,408 | 131,338 |
| Exelixis, Inc. (A) | 7,154 | 123,049 |
| FibroGen, Inc. (A) | 963 | 40,302 |
| Gilead Sciences, Inc. | 12,180 | 769,776 |
| Incyte Corp. (A) | 2,182 | 159,439 |
| Ionis Pharmaceuticals, Inc. (A) | 1,603 | 93,487 |
| Moderna, Inc. (A)(B) | 2,543 | 52,157 |
| Neurocrine Biosciences, Inc. (A) | 1,038 | 103,883 |
| Regeneron Pharmaceuticals, Inc. (A) | 967 | 326,788 |
| Sage Therapeutics, Inc. (A) | 640 | 42,419 |
| Sarepta Therapeutics, Inc. (A)(B) | 778 | 90,217 |
| Seattle Genetics, Inc. (A) | 1,341 | 145,351 |
| United Therapeutics Corp. (A) | 1,238 | 120,915 |
| Vertex Pharmaceuticals, Inc. (A) | 1,592 | 361,464 |
| 22 | JOHN HANCOCK MULTIFACTOR ETFS | QUARTERLY REPORT | SEE NOTES TO FUNDS' INVESTMENTS |
MULTIFACTOR HEALTHCARE ETF (continued)
| Shares or Principal Amount | Value | |
| Health care (continued) | ||
| Health care equipment and supplies – 25.3% | ||
| Abbott Laboratories | 11,044 | $962,374 |
| ABIOMED, Inc. (A) | 597 | 111,215 |
| Align Technology, Inc. (A) | 1,462 | 375,880 |
| Baxter International, Inc. | 4,830 | 430,933 |
| Becton, Dickinson and Company | 1,875 | 515,963 |
| Boston Scientific Corp. (A) | 10,035 | 420,165 |
| Cantel Medical Corp. (B) | 404 | 26,284 |
| Danaher Corp. | 3,614 | 581,384 |
| Dentsply Sirona, Inc. | 4,897 | 274,232 |
| DexCom, Inc. (A) | 1,011 | 243,398 |
| Edwards Lifesciences Corp. (A) | 1,616 | 355,294 |
| Globus Medical, Inc., Class A (A) | 1,390 | 72,669 |
| Haemonetics Corp. (A) | 823 | 88,382 |
| Hill-Rom Holdings, Inc. | 1,750 | 186,358 |
| Hologic, Inc. (A) | 5,560 | 297,571 |
| IDEXX Laboratories, Inc. (A) | 1,611 | 436,597 |
| Insulet Corp. (A) | 666 | 129,231 |
| Integra LifeSciences Holdings Corp. (A) | 1,291 | 71,057 |
| Intuitive Surgical, Inc. (A) | 621 | 347,623 |
| LivaNova PLC (A) | 969 | 65,863 |
| Masimo Corp. (A) | 898 | 153,199 |
| Medtronic PLC | 9,021 | 1,041,384 |
| Novocure, Ltd. (A) | 745 | 60,688 |
| Penumbra, Inc. (A) | 342 | 60,007 |
| ResMed, Inc. | 2,418 | 384,389 |
| STERIS PLC | 1,697 | 255,721 |
| Stryker Corp. | 2,122 | 447,105 |
| Tandem Diabetes Care, Inc. (A) | 420 | 31,937 |
| Teleflex, Inc. | 700 | 260,057 |
| The Cooper Companies, Inc. | 1,013 | 351,400 |
| Varian Medical Systems, Inc. (A) | 1,989 | 279,594 |
| West Pharmaceutical Services, Inc. | 1,448 | 225,816 |
| Zimmer Biomet Holdings, Inc. | 4,236 | 626,504 |
| Health care providers and services – 24.6% | ||
| Amedisys, Inc. (A) | 543 | 95,834 |
| AmerisourceBergen Corp. | 3,983 | 340,785 |
| Anthem, Inc. | 2,128 | 564,516 |
| Cardinal Health, Inc. | 9,806 | 502,165 |
| Centene Corp. (A) | 12,590 | 790,778 |
| Chemed Corp. | 323 | 150,854 |
| Cigna Corp. | 4,307 | 828,581 |
| CVS Health Corp. | 9,457 | 641,374 |
| DaVita, Inc. (A) | 3,454 | 275,871 |
| Encompass Health Corp. | 2,669 | 205,593 |
| Guardant Health, Inc. (A) | 352 | 26,766 |
| HCA Healthcare, Inc. | 2,332 | 323,682 |
| HealthEquity, Inc. (A) | 492 | 32,502 |
| Henry Schein, Inc. (A) | 3,652 | 251,769 |
| Humana, Inc. | 1,830 | 615,319 |
MULTIFACTOR HEALTHCARE ETF (continued)
| Shares or Principal Amount | Value | |
| Health care (continued) | ||
| Health care providers and services (continued) | ||
| Laboratory Corp. of America Holdings (A) | 2,642 | $463,407 |
| LHC Group, Inc. (A) | 90 | 13,118 |
| McKesson Corp. | 4,444 | 633,759 |
| Molina Healthcare, Inc. (A) | 1,657 | 203,761 |
| Premier, Inc., Class A (A) | 1,153 | 40,090 |
| Quest Diagnostics, Inc. | 3,481 | 385,242 |
| UnitedHealth Group, Inc. | 7,874 | 2,145,271 |
| Universal Health Services, Inc., Class B | 2,392 | 327,967 |
| Health care technology – 1.8% | ||
| Cerner Corp. | 5,992 | 430,405 |
| Teladoc Health, Inc. (A) | 1,149 | 116,865 |
| Veeva Systems, Inc., Class A (A) | 1,293 | 189,567 |
| Life sciences tools and services – 9.8% | ||
| Adaptive Biotechnologies Corp. (A) | 150 | 4,486 |
| Agilent Technologies, Inc. | 5,755 | 475,133 |
| Avantor, Inc. (A) | 2,578 | 47,616 |
| Bio-Rad Laboratories, Inc., Class A (A) | 465 | 167,828 |
| Bio-Techne Corp. | 683 | 143,410 |
| Bruker Corp. | 2,430 | 120,212 |
| Charles River Laboratories International, Inc. (A) | 1,230 | 190,133 |
| Illumina, Inc. (A) | 1,078 | 312,695 |
| IQVIA Holdings, Inc. (A) | 3,301 | 512,480 |
| Mettler-Toledo International, Inc. (A) | 428 | 324,073 |
| PerkinElmer, Inc. | 1,724 | 159,436 |
| PRA Health Sciences, Inc. (A) | 1,104 | 111,846 |
| Repligen Corp. (A) | 491 | 49,291 |
| Syneos Health, Inc. (A) | 1,588 | 97,440 |
| Thermo Fisher Scientific, Inc. | 2,893 | 906,059 |
| Waters Corp. (A) | 1,403 | 313,977 |
| Pharmaceuticals – 24.7% | ||
| Allergan PLC | 3,409 | 636,256 |
| Bristol-Myers Squibb Company | 16,156 | 1,017,020 |
| Catalent, Inc. (A) | 3,408 | 208,229 |
| Elanco Animal Health, Inc. (A) | 4,802 | 148,382 |
| Eli Lilly & Company | 5,406 | 754,894 |
| Horizon Therapeutics PLC (A) | 3,681 | 126,958 |
| Jazz Pharmaceuticals PLC (A) | 1,550 | 222,193 |
| Johnson & Johnson | 16,895 | 2,515,154 |
| Merck & Company, Inc. | 19,402 | 1,657,707 |
| Mylan NV (A) | 11,859 | 254,020 |
| Perrigo Company PLC | 2,626 | 149,787 |
| Pfizer, Inc. | 45,632 | 1,699,336 |
| Zoetis, Inc. | 3,841 | 515,501 |
| SHORT-TERM INVESTMENTS – 0.5% | $207,141 | |
| (Cost $207,134) | ||
| Short-term funds – 0.5% | 207,141 | |
| John Hancock Collateral Trust, 1.6984% (C)(D) | 17,106 | 171,195 |
| SEE NOTES TO FUNDS' INVESTMENTS | QUARTERLY REPORT | JOHN HANCOCK MULTIFACTOR ETFS | 23 |
MULTIFACTOR HEALTHCARE ETF (continued)
| Shares or Principal Amount | Value | |
| State Street Institutional U.S. Government Money Market Fund, Premier Class, 1.5121% (C) | 35,946 | 35,946 |
| Total investments (Multifactor Healthcare ETF) (Cost $37,320,980) 100.4% | $40,346,422 | |
| Other assets and liabilities, net (0.4%) | (170,778) | |
| Total net assets 100.0% | $40,175,644 | |
| 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) | Non-income producing security. |
| (B) | All or a portion of this security is on loan as of 1-31-20. The value of securities on loan amounted to $163,645. |
| (C) | The rate shown is the annualized seven-day yield as of 1-31-20. |
| (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 INDUSTRIALS ETF
As of 1-31-20 (unaudited)
| Shares or Principal Amount | Value | |
| COMMON STOCKS – 99.9% | $28,603,053 | |
| (Cost $26,504,999) | ||
| Consumer discretionary – 7.0% | 2,001,728 | |
| Auto components – 1.8% | ||
| Aptiv PLC | 4,805 | 407,416 |
| Gentex Corp. | 3,588 | 106,815 |
| Distributors – 0.4% | ||
| Pool Corp. | 511 | 112,062 |
| Hotels, restaurants and leisure – 0.5% | ||
| Aramark | 3,421 | 151,003 |
| Household durables – 4.3% | ||
| D.R. Horton, Inc. | 5,443 | 322,226 |
| Leggett & Platt, Inc. | 2,971 | 141,390 |
| Lennar Corp., A Shares | 3,693 | 245,067 |
| Lennar Corp., B Shares | 208 | 10,922 |
| NVR, Inc. (A) | 61 | 232,835 |
| PulteGroup, Inc. | 4,356 | 194,495 |
| Toll Brothers, Inc. | 1,747 | 77,497 |
| Industrials – 83.3% | 23,855,470 | |
| Aerospace and defense – 15.9% | ||
| Aerojet Rocketdyne Holdings, Inc. (A) | 1,149 | 59,828 |
| BWX Technologies, Inc. | 1,321 | 84,002 |
| Curtiss-Wright Corp. | 689 | 100,201 |
| General Dynamics Corp. | 1,648 | 289,125 |
| HEICO Corp. | 456 | 55,828 |
| HEICO Corp., Class A | 787 | 75,670 |
| Hexcel Corp. | 1,150 | 85,353 |
| Huntington Ingalls Industries, Inc. | 703 | 183,483 |
| L3Harris Technologies, Inc. | 1,177 | 260,505 |
| Lockheed Martin Corp. | 1,191 | 509,891 |
MULTIFACTOR INDUSTRIALS ETF (continued)
| Shares or Principal Amount | Value | |
| Industrials (continued) | ||
| Aerospace and defense (continued) | ||
| Mercury Systems, Inc. (A) | 636 | $48,813 |
| Northrop Grumman Corp. | 734 | 274,934 |
| Raytheon Company | 2,041 | 450,939 |
| Spirit AeroSystems Holdings, Inc., Class A | 2,013 | 131,489 |
| Teledyne Technologies, Inc. (A) | 482 | 175,959 |
| Textron, Inc. | 3,675 | 168,793 |
| The Boeing Company | 2,016 | 641,632 |
| TransDigm Group, Inc. | 562 | 361,523 |
| United Technologies Corp. | 3,956 | 594,191 |
| Air freight and logistics – 3.6% | ||
| C.H. Robinson Worldwide, Inc. | 2,271 | 164,012 |
| Expeditors International of Washington, Inc. | 2,611 | 190,707 |
| FedEx Corp. | 1,260 | 182,246 |
| United Parcel Service, Inc., Class B | 3,523 | 364,701 |
| XPO Logistics, Inc. (A) | 1,355 | 120,487 |
| Airlines – 5.6% | ||
| Alaska Air Group, Inc. | 2,077 | 134,153 |
| American Airlines Group, Inc. (B) | 4,212 | 113,050 |
| Copa Holdings SA, Class A | 415 | 40,661 |
| Delta Air Lines, Inc. | 7,009 | 390,682 |
| JetBlue Airways Corp. (A) | 4,374 | 86,736 |
| Southwest Airlines Company | 8,260 | 454,135 |
| United Airlines Holdings, Inc. (A) | 5,269 | 394,121 |
| Building products – 2.4% | ||
| AO Smith Corp. | 1,765 | 75,348 |
| Armstrong World Industries, Inc. | 637 | 63,910 |
| Johnson Controls International PLC | 6,248 | 246,484 |
| Lennox International, Inc. | 431 | 100,414 |
| Masco Corp. | 2,959 | 140,612 |
| Trex Company, Inc. (A) | 596 | 58,551 |
| Commercial services and supplies – 5.0% | ||
| ADT, Inc. (B) | 3,421 | 21,210 |
| Cintas Corp. | 1,135 | 316,631 |
| Clean Harbors, Inc. (A) | 729 | 59,938 |
| IAA, Inc. (A) | 980 | 46,315 |
| MSA Safety, Inc. | 439 | 59,528 |
| Republic Services, Inc. | 3,501 | 332,770 |
| Stericycle, Inc. (A)(B) | 819 | 51,335 |
| Tetra Tech, Inc. | 555 | 47,508 |
| The Brink's Company | 1,033 | 86,968 |
| Waste Management, Inc. | 3,393 | 412,928 |
| Construction and engineering – 1.9% | ||
| AECOM (A) | 2,479 | 119,562 |
| EMCOR Group, Inc. | 1,081 | 88,826 |
| Jacobs Engineering Group, Inc. | 1,985 | 183,672 |
| MasTec, Inc. (A) | 992 | 57,288 |
| Quanta Services, Inc. | 2,155 | 84,368 |
| Electrical equipment – 5.9% | ||
| Acuity Brands, Inc. | 686 | 80,859 |
| 24 | JOHN HANCOCK MULTIFACTOR ETFS | QUARTERLY REPORT | SEE NOTES TO FUNDS' INVESTMENTS |
MULTIFACTOR INDUSTRIALS ETF (continued)
| Shares or Principal Amount | Value | |
| Industrials (continued) | ||
| Electrical equipment (continued) | ||
| AMETEK, Inc. | 3,746 | $363,924 |
| Eaton Corp. PLC | 3,197 | 302,021 |
| Emerson Electric Company | 5,236 | 375,055 |
| Generac Holdings, Inc. (A) | 883 | 91,470 |
| Hubbell, Inc. | 922 | 132,058 |
| Rockwell Automation, Inc. | 1,814 | 347,671 |
| Industrial conglomerates – 5.5% | ||
| 3M Company | 3,228 | 512,154 |
| Carlisle Companies, Inc. | 880 | 137,482 |
| General Electric Company | 28,799 | 358,548 |
| Honeywell International, Inc. | 3,326 | 576,130 |
| Machinery – 21.1% | ||
| AGCO Corp. | 1,036 | 72,665 |
| Allison Transmission Holdings, Inc. | 2,189 | 96,754 |
| Caterpillar, Inc. | 3,840 | 504,384 |
| Crane Company | 841 | 71,872 |
| Cummins, Inc. | 2,519 | 402,964 |
| Deere & Company | 3,152 | 499,844 |
| Donaldson Company, Inc. | 2,068 | 107,226 |
| Dover Corp. | 2,074 | 236,125 |
| Flowserve Corp. | 1,740 | 81,223 |
| Fortive Corp. | 4,079 | 305,639 |
| Gardner Denver Holdings, Inc. (A)(B) | 1,907 | 67,336 |
| Graco, Inc. | 2,695 | 143,239 |
| IDEX Corp. | 1,111 | 182,037 |
| Illinois Tool Works, Inc. | 2,201 | 385,131 |
| Ingersoll-Rand PLC | 3,856 | 513,735 |
| ITT, Inc. | 1,666 | 111,755 |
| Lincoln Electric Holdings, Inc. | 1,071 | 95,512 |
| Nordson Corp. | 730 | 123,268 |
| Oshkosh Corp. | 1,372 | 118,047 |
| PACCAR, Inc. | 6,190 | 459,360 |
| Parker-Hannifin Corp. | 2,244 | 439,128 |
| Pentair PLC | 2,655 | 113,979 |
| Snap-on, Inc. | 946 | 151,010 |
| The Middleby Corp. (A) | 982 | 110,141 |
| The Toro Company | 1,528 | 122,271 |
| WABCO Holdings, Inc. (A) | 873 | 118,422 |
| Wabtec Corp. | 1,377 | 101,705 |
| Woodward, Inc. | 859 | 99,910 |
| Xylem, Inc. | 2,607 | 212,888 |
| Marine – 0.3% | ||
| Kirby Corp. (A) | 957 | 70,139 |
| Professional services – 4.1% | ||
| CoStar Group, Inc. (A) | 317 | 206,998 |
| FTI Consulting, Inc. (A) | 434 | 52,106 |
| IHS Markit, Ltd. (A) | 4,381 | 345,486 |
| Insperity, Inc. | 690 | 60,285 |
| ManpowerGroup, Inc. | 980 | 89,660 |
MULTIFACTOR INDUSTRIALS ETF (continued)
| Shares or Principal Amount | Value | |
| Industrials (continued) | ||
| Professional services (continued) | ||
| Robert Half International, Inc. | 1,967 | $114,420 |
| TriNet Group, Inc. (A) | 926 | 52,838 |
| Verisk Analytics, Inc. | 1,585 | 257,515 |
| Road and rail – 8.5% | ||
| AMERCO | 172 | 63,858 |
| CSX Corp. | 5,745 | 438,573 |
| J.B. Hunt Transport Services, Inc. | 1,742 | 188,014 |
| Kansas City Southern | 1,505 | 253,878 |
| Knight-Swift Transportation Holdings, Inc. (B) | 1,625 | 60,255 |
| Landstar System, Inc. | 707 | 78,300 |
| Norfolk Southern Corp. | 2,081 | 433,285 |
| Old Dominion Freight Line, Inc. | 932 | 182,886 |
| Union Pacific Corp. | 4,117 | 738,672 |
| Trading companies and distributors – 3.5% | ||
| Air Lease Corp. | 1,759 | 75,531 |
| Fastenal Company | 8,143 | 284,028 |
| HD Supply Holdings, Inc. (A) | 2,961 | 120,631 |
| MSC Industrial Direct Company, Inc., Class A | 728 | 49,555 |
| United Rentals, Inc. (A) | 1,339 | 181,689 |
| W.W. Grainger, Inc. | 755 | 228,516 |
| Watsco, Inc. | 353 | 61,394 |
| Information technology – 9.6% | 2,745,855 | |
| Electronic equipment, instruments and components – 1.7% | ||
| Arrow Electronics, Inc. (A) | 1,284 | 97,507 |
| Avnet, Inc. | 1,782 | 65,025 |
| CDW Corp. | 1,893 | 246,942 |
| SYNNEX Corp. | 651 | 89,682 |
| IT services – 7.9% | ||
| Accenture PLC, Class A | 2,956 | 606,601 |
| Automatic Data Processing, Inc. | 1,878 | 321,870 |
| Black Knight, Inc. (A) | 1,466 | 98,105 |
| Booz Allen Hamilton Holding Corp. | 1,809 | 141,174 |
| Broadridge Financial Solutions, Inc. | 1,502 | 178,963 |
| CACI International, Inc., Class A (A) | 323 | 86,383 |
| CoreLogic, Inc. | 926 | 43,059 |
| Genpact, Ltd. | 2,022 | 89,514 |
| Leidos Holdings, Inc. | 2,011 | 202,045 |
| MAXIMUS, Inc. | 883 | 63,355 |
| Paychex, Inc. | 3,770 | 323,353 |
| Sabre Corp. | 4,284 | 92,277 |
| SHORT-TERM INVESTMENTS – 1.1% | $321,690 | |
| (Cost $321,653) | ||
| Short-term funds – 1.1% | 321,690 | |
| John Hancock Collateral Trust, 1.6984% (C)(D) | 27,719 | 277,405 |
| SEE NOTES TO FUNDS' INVESTMENTS | QUARTERLY REPORT | JOHN HANCOCK MULTIFACTOR ETFS | 25 |
MULTIFACTOR INDUSTRIALS ETF (continued)
| Shares or Principal Amount | Value | |
| State Street Institutional U.S. Government Money Market Fund, Premier Class, 1.5121% (C) | 44,285 | 44,285 |
| Total investments (Multifactor Industrials ETF) (Cost $26,826,652) 101.0% | $28,924,743 | |
| Other assets and liabilities, net (1.0%) | (294,394) | |
| Total net assets 100.0% | $28,630,349 | |
| 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) | Non-income producing security. |
| (B) | All or a portion of this security is on loan as of 1-31-20. The value of securities on loan amounted to $263,073. |
| (C) | The rate shown is the annualized seven-day yield as of 1-31-20. |
| (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 1-31-20 (unaudited)
| Shares or Principal Amount | Value | |
| COMMON STOCKS – 99.9% | $919,084,461 | |
| (Cost $777,925,739) | ||
| Communication services – 7.5% | 69,455,168 | |
| Diversified telecommunication services – 1.4% | ||
| AT&T, Inc. | 172,124 | 6,475,305 |
| CenturyLink, Inc. | 55,945 | 764,209 |
| GCI Liberty, Inc., Class A (A) | 2,304 | 168,607 |
| Verizon Communications, Inc. | 94,481 | 5,615,951 |
| Zayo Group Holdings, Inc. (A) | 9,393 | 326,407 |
| Entertainment – 1.3% | ||
| Activision Blizzard, Inc. | 24,194 | 1,414,865 |
| Electronic Arts, Inc. (A) | 10,660 | 1,150,427 |
| Liberty Media Corp.-Liberty Formula One, Series A (A) | 761 | 33,903 |
| Liberty Media Corp.-Liberty Formula One, Series C (A) | 9,287 | 434,539 |
| Live Nation Entertainment, Inc. (A) | 7,514 | 512,154 |
| Netflix, Inc. (A) | 6,395 | 2,206,851 |
| Roku, Inc. (A) | 1,270 | 153,607 |
| Take-Two Interactive Software, Inc. (A) | 4,268 | 531,964 |
| The Madison Square Garden Company, Class A (A) | 535 | 158,462 |
| The Walt Disney Company | 37,879 | 5,239,044 |
| World Wrestling Entertainment, Inc., Class A (B) | 766 | 37,442 |
| Interactive media and services – 2.9% | ||
| Alphabet, Inc., Class A (A) | 9,394 | 13,459,535 |
| Alphabet, Inc., Class C (A) | 1,596 | 2,289,031 |
| Facebook, Inc., Class A (A) | 42,110 | 8,502,430 |
| InterActiveCorp (A) | 3,825 | 931,732 |
| Match Group, Inc. (A)(B) | 2,161 | 169,033 |
MULTIFACTOR LARGE CAP ETF (continued)
| Shares or Principal Amount | Value | |
| Communication services (continued) | ||
| Interactive media and services (continued) | ||
| Pinterest, Inc., Class A (A)(B) | 1,124 | $24,762 |
| Snap, Inc., Class A (A) | 10,355 | 190,325 |
| TripAdvisor, Inc. | 5,082 | 138,840 |
| Twitter, Inc. (A) | 23,619 | 767,145 |
| Zillow Group, Inc., Class A (A)(B) | 1,015 | 46,893 |
| Zillow Group, Inc., Class C (A) | 4,772 | 220,514 |
| Media – 1.8% | ||
| Altice USA, Inc., Class A (A) | 11,444 | 313,108 |
| Cable One, Inc. | 81 | 138,026 |
| Charter Communications, Inc., Class A (A) | 5,097 | 2,637,494 |
| Comcast Corp., Class A | 133,334 | 5,758,695 |
| Discovery, Inc., Series A (A)(B) | 17,281 | 505,642 |
| Discovery, Inc., Series C (A) | 7,302 | 202,777 |
| DISH Network Corp., Class A (A) | 14,197 | 521,882 |
| Fox Corp., Class A | 16,125 | 597,915 |
| Fox Corp., Class B | 4,731 | 171,877 |
| Liberty Broadband Corp., Series A (A) | 624 | 82,112 |
| Liberty Broadband Corp., Series C (A) | 6,482 | 861,652 |
| Liberty Media Corp.-Liberty SiriusXM, Series A (A) | 7,612 | 369,715 |
| Liberty Media Corp.-Liberty SiriusXM, Series C (A) | 2,900 | 142,158 |
| News Corp., Class A | 21,687 | 295,377 |
| News Corp., Class B | 5,664 | 79,126 |
| Omnicom Group, Inc. | 19,329 | 1,455,667 |
| Sirius XM Holdings, Inc. (B) | 58,895 | 416,388 |
| The Interpublic Group of Companies, Inc. | 32,758 | 743,607 |
| ViacomCBS, Inc., Class A (B) | 84 | 3,190 |
| ViacomCBS, Inc., Class B | 36,587 | 1,248,714 |
| Wireless telecommunication services – 0.1% | ||
| Sprint Corp. (A)(B) | 38,142 | 166,681 |
| T-Mobile US, Inc. (A) | 9,842 | 779,388 |
| Consumer discretionary – 10.2% | 94,109,364 | |
| Auto components – 0.4% | ||
| Aptiv PLC | 19,062 | 1,616,267 |
| Autoliv, Inc. | 6,069 | 465,067 |
| BorgWarner, Inc. | 13,998 | 479,991 |
| Gentex Corp. | 15,630 | 465,305 |
| Lear Corp. | 5,751 | 708,408 |
| Automobiles – 0.5% | ||
| Ford Motor Company | 119,467 | 1,053,699 |
| General Motors Company | 40,613 | 1,356,068 |
| Harley-Davidson, Inc. | 14,861 | 496,357 |
| Tesla, Inc. (A) | 2,376 | 1,545,754 |
| Distributors – 0.2% | ||
| Genuine Parts Company | 10,328 | 966,391 |
| LKQ Corp. (A) | 16,683 | 545,284 |
| Pool Corp. | 1,676 | 367,547 |
| 26 | JOHN HANCOCK MULTIFACTOR ETFS | QUARTERLY REPORT | SEE NOTES TO FUNDS' INVESTMENTS |
MULTIFACTOR LARGE CAP ETF (continued)
| Shares or Principal Amount | Value | |
| Consumer discretionary (continued) | ||
| Diversified consumer services – 0.1% | ||
| Bright Horizons Family Solutions, Inc. (A) | 1,922 | $314,689 |
| Grand Canyon Education, Inc. (A) | 1,133 | 88,691 |
| Service Corp. International | 11,829 | 567,201 |
| ServiceMaster Global Holdings, Inc. (A) | 7,778 | 280,397 |
| Hotels, restaurants and leisure – 2.1% | ||
| Aramark | 16,019 | 707,079 |
| Caesars Entertainment Corp. (A) | 9,690 | 132,462 |
| Carnival Corp. | 14,865 | 647,073 |
| Chipotle Mexican Grill, Inc. (A) | 1,545 | 1,339,144 |
| Darden Restaurants, Inc. | 7,829 | 911,530 |
| Domino's Pizza, Inc. | 1,961 | 552,512 |
| Dunkin' Brands Group, Inc. | 2,039 | 159,226 |
| Hilton Worldwide Holdings, Inc. | 12,695 | 1,368,521 |
| Hyatt Hotels Corp., Class A | 2,090 | 176,689 |
| Las Vegas Sands Corp. | 14,278 | 932,496 |
| Marriott International, Inc., Class A | 10,418 | 1,459,145 |
| McDonald's Corp. | 15,515 | 3,319,745 |
| MGM Resorts International | 29,593 | 919,159 |
| Norwegian Cruise Line Holdings, Ltd. (A) | 9,528 | 513,083 |
| Planet Fitness, Inc., Class A (A) | 1,757 | 141,948 |
| Royal Caribbean Cruises, Ltd. | 9,107 | 1,066,248 |
| Starbucks Corp. | 26,643 | 2,260,126 |
| Vail Resorts, Inc. | 1,946 | 456,356 |
| Wyndham Hotels & Resorts, Inc. | 8,461 | 483,715 |
| Wynn Resorts, Ltd. | 5,273 | 665,242 |
| Yum! Brands, Inc. | 10,548 | 1,115,662 |
| Household durables – 0.8% | ||
| D.R. Horton, Inc. | 21,767 | 1,288,606 |
| Garmin, Ltd. | 7,709 | 747,388 |
| Lennar Corp., A Shares | 12,997 | 862,481 |
| Lennar Corp., B Shares | 792 | 41,588 |
| Mohawk Industries, Inc. (A) | 4,163 | 548,184 |
| Newell Brands, Inc. | 23,073 | 450,616 |
| NVR, Inc. (A) | 311 | 1,187,078 |
| PulteGroup, Inc. | 16,589 | 740,699 |
| Toll Brothers, Inc. | 8,687 | 385,355 |
| Whirlpool Corp. | 5,469 | 799,404 |
| Internet and direct marketing retail – 2.1% | ||
| Amazon.com, Inc. (A) | 7,534 | 15,133,696 |
| Booking Holdings, Inc. (A) | 1,009 | 1,847,025 |
| Chewy, Inc., Class A (A)(B) | 509 | 13,494 |
| eBay, Inc. | 41,065 | 1,378,141 |
| Etsy, Inc. (A) | 2,124 | 103,672 |
| Expedia Group, Inc. | 7,087 | 768,585 |
| GrubHub, Inc. (A)(B) | 1,430 | 77,435 |
| Wayfair, Inc., Class A (A)(B) | 1,302 | 121,997 |
| Leisure products – 0.1% | ||
| Hasbro, Inc. | 9,129 | 929,971 |
| Polaris, Inc. | 3,810 | 349,910 |
MULTIFACTOR LARGE CAP ETF (continued)
| Shares or Principal Amount | Value | |
| Consumer discretionary (continued) | ||
| Multiline retail – 0.7% | ||
| Dollar General Corp. | 10,711 | $1,643,175 |
| Dollar Tree, Inc. (A) | 15,674 | 1,364,735 |
| Kohl's Corp. | 15,978 | 683,060 |
| Target Corp. | 22,282 | 2,467,509 |
| Specialty retail – 2.5% | ||
| Advance Auto Parts, Inc. | 4,291 | 565,339 |
| AutoZone, Inc. (A) | 1,195 | 1,264,262 |
| Best Buy Company, Inc. | 20,942 | 1,773,578 |
| Burlington Stores, Inc. (A) | 3,350 | 728,525 |
| CarMax, Inc. (A) | 12,271 | 1,190,778 |
| Carvana Company (A)(B) | 820 | 64,985 |
| Five Below, Inc. (A) | 1,571 | 177,869 |
| Lowe's Companies, Inc. | 23,029 | 2,676,891 |
| O'Reilly Automotive, Inc. (A) | 3,741 | 1,519,220 |
| Ross Stores, Inc. | 21,090 | 2,366,087 |
| The Gap, Inc. | 18,524 | 322,503 |
| The Home Depot, Inc. | 20,582 | 4,694,754 |
| The TJX Companies, Inc. | 41,434 | 2,446,263 |
| Tiffany & Company | 7,472 | 1,001,397 |
| Tractor Supply Company | 8,700 | 808,665 |
| Ulta Beauty, Inc. (A) | 3,688 | 988,052 |
| Textiles, apparel and luxury goods – 0.7% | ||
| Columbia Sportswear Company | 886 | 83,213 |
| Levi Strauss & Company, Class A (B) | 756 | 14,848 |
| Lululemon Athletica, Inc. (A) | 5,242 | 1,254,882 |
| NIKE, Inc., Class B | 30,509 | 2,938,017 |
| PVH Corp. | 4,162 | 362,802 |
| Ralph Lauren Corp. | 4,135 | 469,323 |
| Tapestry, Inc. | 15,061 | 388,122 |
| Under Armour, Inc., Class A (A)(B) | 8,494 | 171,409 |
| Under Armour, Inc., Class C (A) | 8,672 | 155,749 |
| VF Corp. | 13,303 | 1,103,750 |
| Consumer staples – 6.4% | 58,743,668 | |
| Beverages – 1.4% | ||
| Brown-Forman Corp., Class A | 3,221 | 207,014 |
| Brown-Forman Corp., Class B | 16,411 | 1,110,040 |
| Constellation Brands, Inc., Class A | 5,971 | 1,124,339 |
| Keurig Dr. Pepper, Inc. (B) | 3,359 | 95,832 |
| Molson Coors Beverage Company, Class B | 11,333 | 629,888 |
| Monster Beverage Corp. (A) | 13,706 | 912,820 |
| PepsiCo, Inc. | 31,517 | 4,476,044 |
| The Coca-Cola Company | 80,455 | 4,698,572 |
| Food and staples retailing – 1.4% | ||
| Casey's General Stores, Inc. | 687 | 110,511 |
| Costco Wholesale Corp. | 10,294 | 3,145,023 |
| Sysco Corp. | 20,521 | 1,685,595 |
| The Kroger Company | 66,131 | 1,776,279 |
| US Foods Holding Corp. (A) | 11,835 | 475,412 |
| SEE NOTES TO FUNDS' INVESTMENTS | QUARTERLY REPORT | JOHN HANCOCK MULTIFACTOR ETFS | 27 |
MULTIFACTOR LARGE CAP ETF (continued)
| Shares or Principal Amount | Value | |
| Consumer staples (continued) | ||
| Food and staples retailing (continued) | ||
| Walgreens Boots Alliance, Inc. | 19,305 | $981,659 |
| Walmart, Inc. | 42,183 | 4,829,532 |
| Food products – 1.6% | ||
| Archer-Daniels-Midland Company | 27,558 | 1,233,496 |
| Beyond Meat, Inc. (A)(B) | 99 | 10,932 |
| Bunge, Ltd. | 9,882 | 518,113 |
| Campbell Soup Company | 12,998 | 628,973 |
| Conagra Brands, Inc. | 29,841 | 982,366 |
| General Mills, Inc. | 27,992 | 1,461,742 |
| Hormel Foods Corp. (B) | 15,019 | 709,798 |
| Ingredion, Inc. | 5,245 | 461,560 |
| Kellogg Company | 13,963 | 952,416 |
| Lamb Weston Holdings, Inc. | 8,635 | 788,462 |
| McCormick & Company, Inc. | 8,205 | 1,340,451 |
| Mondelez International, Inc., Class A | 37,301 | 2,140,331 |
| Pilgrim's Pride Corp. (A) | 626 | 16,307 |
| Post Holdings, Inc. (A) | 4,362 | 456,134 |
| The Hershey Company | 6,655 | 1,032,656 |
| The J.M. Smucker Company | 6,512 | 674,708 |
| The Kraft Heinz Company | 9,588 | 279,970 |
| Tyson Foods, Inc., Class A | 13,025 | 1,076,256 |
| Household products – 1.3% | ||
| Church & Dwight Company, Inc. | 12,696 | 942,297 |
| Colgate-Palmolive Company | 17,881 | 1,319,260 |
| Kimberly-Clark Corp. | 9,425 | 1,350,037 |
| Spectrum Brands Holdings, Inc. | 439 | 26,959 |
| The Clorox Company | 8,752 | 1,376,777 |
| The Procter & Gamble Company | 51,974 | 6,477,000 |
| Personal products – 0.2% | ||
| Coty, Inc., Class A | 12,659 | 129,881 |
| Herbalife Nutrition, Ltd. (A) | 6,537 | 253,962 |
| The Estee Lauder Companies, Inc., Class A | 8,115 | 1,583,723 |
| Tobacco – 0.5% | ||
| Altria Group, Inc. | 42,876 | 2,037,896 |
| Philip Morris International, Inc. | 26,876 | 2,222,645 |
| Energy – 3.4% | 31,352,326 | |
| Energy equipment and services – 0.2% | ||
| Baker Hughes Company | 9,522 | 206,247 |
| Halliburton Company | 19,848 | 432,885 |
| National Oilwell Varco, Inc. | 17,949 | 369,929 |
| Schlumberger, Ltd. | 22,870 | 766,374 |
| TechnipFMC PLC | 23,755 | 392,195 |
| Oil, gas and consumable fuels – 3.2% | ||
| Apache Corp. | 18,792 | 515,652 |
| Cabot Oil & Gas Corp. | 19,660 | 277,009 |
| Cheniere Energy, Inc. (A) | 8,915 | 528,125 |
| Chevron Corp. | 48,692 | 5,216,861 |
| Concho Resources, Inc. | 8,145 | 617,228 |
MULTIFACTOR LARGE CAP ETF (continued)
| Shares or Principal Amount | Value | |
| Energy (continued) | ||
| Oil, gas and consumable fuels (continued) | ||
| ConocoPhillips | 23,759 | $1,411,997 |
| Continental Resources, Inc. | 4,966 | 135,175 |
| Devon Energy Corp. | 23,915 | 519,434 |
| Diamondback Energy, Inc. | 7,114 | 529,282 |
| EOG Resources, Inc. | 12,039 | 877,763 |
| Exxon Mobil Corp. | 86,607 | 5,380,027 |
| Hess Corp. | 15,728 | 889,733 |
| HollyFrontier Corp. | 14,233 | 639,346 |
| Kinder Morgan, Inc. | 57,425 | 1,198,460 |
| Marathon Oil Corp. | 53,420 | 607,385 |
| Marathon Petroleum Corp. | 30,528 | 1,663,776 |
| Noble Energy, Inc. | 32,702 | 646,519 |
| Occidental Petroleum Corp. | 24,661 | 979,535 |
| ONEOK, Inc. | 19,664 | 1,472,244 |
| Parsley Energy, Inc., Class A | 8,337 | 138,728 |
| Phillips 66 | 12,416 | 1,134,450 |
| Pioneer Natural Resources Company | 5,592 | 754,920 |
| Tallgrass Energy LP, Class A | 2,671 | 59,590 |
| Targa Resources Corp. | 9,113 | 332,625 |
| The Williams Companies, Inc. | 36,525 | 755,702 |
| Valero Energy Corp. | 22,573 | 1,903,130 |
| Financials – 14.0% | 129,193,663 | |
| Banks – 5.0% | ||
| Bank of America Corp. | 205,410 | 6,743,610 |
| BOK Financial Corp. | 1,064 | 83,950 |
| Citigroup, Inc. | 57,400 | 4,271,134 |
| Citizens Financial Group, Inc. | 29,415 | 1,096,591 |
| Comerica, Inc. | 10,912 | 667,378 |
| Commerce Bancshares, Inc. (B) | 5,636 | 381,332 |
| Cullen/Frost Bankers, Inc. (B) | 2,227 | 198,559 |
| East West Bancorp, Inc. | 8,329 | 381,801 |
| Fifth Third Bancorp | 59,039 | 1,679,660 |
| First Republic Bank | 8,200 | 909,216 |
| Huntington Bancshares, Inc. | 65,752 | 892,255 |
| JPMorgan Chase & Co. | 79,967 | 10,584,432 |
| KeyCorp | 64,335 | 1,203,708 |
| M&T Bank Corp. | 8,542 | 1,439,498 |
| People's United Financial, Inc. | 20,184 | 311,237 |
| Popular, Inc. | 1,481 | 82,877 |
| Regions Financial Corp. | 87,666 | 1,364,960 |
| Signature Bank | 2,822 | 400,414 |
| SVB Financial Group (A) | 2,802 | 673,405 |
| Synovus Financial Corp. | 3,666 | 128,383 |
| The PNC Financial Services Group, Inc. | 13,251 | 1,968,436 |
| Truist Financial Corp. | 58,243 | 3,003,592 |
| U.S. Bancorp | 40,052 | 2,131,567 |
| Wells Fargo & Company | 110,909 | 5,206,068 |
| Zions Bancorp NA | 12,398 | 563,985 |
| 28 | JOHN HANCOCK MULTIFACTOR ETFS | QUARTERLY REPORT | SEE NOTES TO FUNDS' INVESTMENTS |
MULTIFACTOR LARGE CAP ETF (continued)
| Shares or Principal Amount | Value | |
| Financials (continued) | ||
| Capital markets – 3.2% | ||
| Ameriprise Financial, Inc. | 11,812 | $1,953,823 |
| Ares Management Corp., Class A | 1,158 | 41,757 |
| BlackRock, Inc. | 2,232 | 1,177,045 |
| Cboe Global Markets, Inc. | 5,361 | 660,582 |
| CME Group, Inc. | 7,035 | 1,527,369 |
| E*TRADE Financial Corp. | 14,913 | 635,592 |
| FactSet Research Systems, Inc. | 2,269 | 649,184 |
| Franklin Resources, Inc. | 19,671 | 497,676 |
| Intercontinental Exchange, Inc. | 16,095 | 1,605,315 |
| Invesco, Ltd. | 23,205 | 401,447 |
| KKR & Company, Inc., Class A | 5,372 | 171,367 |
| LPL Financial Holdings, Inc. | 3,046 | 280,628 |
| MarketAxess Holdings, Inc. | 1,919 | 679,671 |
| Moody's Corp. | 5,847 | 1,501,451 |
| Morgan Stanley | 33,459 | 1,748,567 |
| Morningstar, Inc. | 536 | 84,093 |
| MSCI, Inc. | 5,660 | 1,617,628 |
| Nasdaq, Inc. | 6,969 | 811,610 |
| Northern Trust Corp. | 13,581 | 1,328,358 |
| Raymond James Financial, Inc. | 8,180 | 747,897 |
| S&P Global, Inc. | 7,302 | 2,144,816 |
| SEI Investments Company | 10,073 | 657,364 |
| State Street Corp. | 11,953 | 904,005 |
| T. Rowe Price Group, Inc. | 14,218 | 1,898,530 |
| TD Ameritrade Holding Corp. | 12,533 | 595,067 |
| The Bank of New York Mellon Corp. | 34,187 | 1,530,894 |
| The Blackstone Group, Inc., Class A | 2,630 | 160,614 |
| The Charles Schwab Corp. | 30,243 | 1,377,569 |
| The Goldman Sachs Group, Inc. | 8,746 | 2,079,362 |
| Tradeweb Markets, Inc., Class A | 378 | 17,456 |
| Consumer finance – 1.0% | ||
| Ally Financial, Inc. | 37,879 | 1,213,264 |
| American Express Company | 19,143 | 2,486,101 |
| Capital One Financial Corp. | 21,690 | 2,164,662 |
| Credit Acceptance Corp. (A) | 477 | 204,623 |
| Discover Financial Services | 21,431 | 1,610,111 |
| Santander Consumer USA Holdings, Inc. | 8,812 | 234,575 |
| Synchrony Financial | 39,948 | 1,294,715 |
| Diversified financial services – 1.2% | ||
| Berkshire Hathaway, Inc., Class B (A) | 43,565 | 9,777,293 |
| Equitable Holdings, Inc. | 8,047 | 193,289 |
| Jefferies Financial Group, Inc. | 16,778 | 363,076 |
| Voya Financial, Inc. | 9,498 | 567,316 |
| Insurance – 3.6% | ||
| Aflac, Inc. | 30,657 | 1,580,981 |
| Alleghany Corp. (A) | 858 | 684,392 |
| American Financial Group, Inc. | 5,062 | 550,695 |
| American International Group, Inc. | 25,214 | 1,267,256 |
| Aon PLC | 10,030 | 2,209,108 |
MULTIFACTOR LARGE CAP ETF (continued)
| Shares or Principal Amount | Value | |
| Financials (continued) | ||
| Insurance (continued) | ||
| Arch Capital Group, Ltd. (A) | 19,316 | $852,995 |
| Arthur J. Gallagher & Company | 10,282 | 1,054,625 |
| Assurant, Inc. | 1,531 | 199,887 |
| Athene Holding, Ltd., Class A (A) | 4,282 | 186,524 |
| Brown & Brown, Inc. | 13,753 | 617,510 |
| Chubb, Ltd. | 8,702 | 1,322,617 |
| Cincinnati Financial Corp. | 8,848 | 928,598 |
| CNA Financial Corp. | 1,992 | 88,903 |
| Erie Indemnity Company, Class A (B) | 1,308 | 217,782 |
| Everest Re Group, Ltd. | 2,750 | 760,568 |
| Fidelity National Financial, Inc. | 15,750 | 767,813 |
| First American Financial Corp. | 4,818 | 298,620 |
| Globe Life, Inc. | 7,487 | 780,595 |
| Lincoln National Corp. | 16,407 | 893,853 |
| Loews Corp. | 18,375 | 945,394 |
| Markel Corp. (A) | 636 | 746,009 |
| Marsh & McLennan Companies, Inc. | 15,607 | 1,745,799 |
| MetLife, Inc. | 23,358 | 1,161,126 |
| Old Republic International Corp. | 16,394 | 369,685 |
| Principal Financial Group, Inc. | 21,291 | 1,127,358 |
| Prudential Financial, Inc. | 15,086 | 1,373,731 |
| Reinsurance Group of America, Inc. | 4,659 | 671,129 |
| RenaissanceRe Holdings, Ltd. | 866 | 164,055 |
| The Allstate Corp. | 13,063 | 1,548,488 |
| The Hartford Financial Services Group, Inc. | 30,963 | 1,835,487 |
| The Progressive Corp. | 22,565 | 1,820,770 |
| The Travelers Companies, Inc. | 14,106 | 1,856,632 |
| Unum Group | 16,870 | 450,260 |
| W.R. Berkley Corp. | 10,287 | 756,403 |
| Willis Towers Watson PLC | 6,293 | 1,329,648 |
| Thrifts and mortgage finance – 0.0% | ||
| New York Community Bancorp, Inc. | 5,837 | 64,557 |
| Health care – 12.9% | 118,400,206 | |
| Biotechnology – 1.6% | ||
| AbbVie, Inc. | 29,431 | 2,384,500 |
| Alexion Pharmaceuticals, Inc. (A) | 6,705 | 666,410 |
| Alnylam Pharmaceuticals, Inc. (A) | 2,553 | 293,059 |
| Amgen, Inc. | 15,909 | 3,437,139 |
| Biogen, Inc. (A) | 5,491 | 1,476,255 |
| BioMarin Pharmaceutical, Inc. (A) | 5,875 | 490,563 |
| Bluebird Bio, Inc. (A) | 999 | 79,610 |
| Exact Sciences Corp. (A) | 2,201 | 205,309 |
| Exelixis, Inc. (A) | 13,499 | 232,183 |
| Gilead Sciences, Inc. | 35,610 | 2,250,552 |
| Incyte Corp. (A) | 5,397 | 394,359 |
| Ionis Pharmaceuticals, Inc. (A) | 3,355 | 195,664 |
| Moderna, Inc. (A)(B) | 762 | 15,629 |
| Neurocrine Biosciences, Inc. (A) | 1,878 | 187,950 |
| Regeneron Pharmaceuticals, Inc. (A) | 1,975 | 667,432 |
| SEE NOTES TO FUNDS' INVESTMENTS | QUARTERLY REPORT | JOHN HANCOCK MULTIFACTOR ETFS | 29 |
MULTIFACTOR LARGE CAP ETF (continued)
| Shares or Principal Amount | Value | |
| Health care (continued) | ||
| Biotechnology (continued) | ||
| Sage Therapeutics, Inc. (A) | 1,155 | $76,553 |
| Sarepta Therapeutics, Inc. (A)(B) | 802 | 93,000 |
| Seattle Genetics, Inc. (A) | 3,228 | 349,883 |
| Vertex Pharmaceuticals, Inc. (A) | 5,736 | 1,302,359 |
| Health care equipment and supplies – 3.4% | ||
| Abbott Laboratories | 42,383 | 3,693,255 |
| ABIOMED, Inc. (A) | 1,399 | 260,620 |
| Align Technology, Inc. (A) | 3,251 | 835,832 |
| Baxter International, Inc. | 16,714 | 1,491,223 |
| Becton, Dickinson and Company | 6,885 | 1,894,614 |
| Boston Scientific Corp. (A) | 33,200 | 1,390,084 |
| Danaher Corp. | 14,502 | 2,332,937 |
| Dentsply Sirona, Inc. | 13,009 | 728,504 |
| DexCom, Inc. (A) | 1,595 | 383,996 |
| Edwards Lifesciences Corp. (A) | 6,129 | 1,347,522 |
| Haemonetics Corp. (A) | 678 | 72,810 |
| Hill-Rom Holdings, Inc. | 2,606 | 277,513 |
| Hologic, Inc. (A) | 19,595 | 1,048,724 |
| IDEXX Laboratories, Inc. (A) | 5,257 | 1,424,700 |
| Insulet Corp. (A) | 1,052 | 204,130 |
| Intuitive Surgical, Inc. (A) | 2,207 | 1,235,434 |
| Masimo Corp. (A) | 1,260 | 214,956 |
| Medtronic PLC | 27,728 | 3,200,920 |
| Novocure, Ltd. (A) | 780 | 63,539 |
| ResMed, Inc. | 8,151 | 1,295,764 |
| STERIS PLC | 4,439 | 668,913 |
| Stryker Corp. | 9,012 | 1,898,828 |
| Teleflex, Inc. | 2,123 | 788,716 |
| The Cooper Companies, Inc. | 2,539 | 880,754 |
| Varian Medical Systems, Inc. (A) | 6,139 | 862,959 |
| West Pharmaceutical Services, Inc. | 3,314 | 516,818 |
| Zimmer Biomet Holdings, Inc. | 11,186 | 1,654,409 |
| Health care providers and services – 3.2% | ||
| AmerisourceBergen Corp. | 10,618 | 908,476 |
| Anthem, Inc. | 8,744 | 2,319,608 |
| Cardinal Health, Inc. | 18,386 | 941,547 |
| Centene Corp. (A) | 31,037 | 1,949,434 |
| Chemed Corp. | 251 | 117,227 |
| Cigna Corp. | 16,586 | 3,190,815 |
| CVS Health Corp. | 37,141 | 2,518,903 |
| DaVita, Inc. (A) | 12,957 | 1,034,876 |
| Encompass Health Corp. | 2,925 | 225,313 |
| Guardant Health, Inc. (A) | 520 | 39,541 |
| HCA Healthcare, Inc. | 7,477 | 1,037,808 |
| Henry Schein, Inc. (A) | 12,098 | 834,036 |
| Humana, Inc. | 5,583 | 1,877,228 |
| Laboratory Corp. of America Holdings (A) | 8,693 | 1,524,752 |
| McKesson Corp. | 11,058 | 1,576,981 |
| Molina Healthcare, Inc. (A) | 2,374 | 291,931 |
MULTIFACTOR LARGE CAP ETF (continued)
| Shares or Principal Amount | Value | |
| Health care (continued) | ||
| Health care providers and services (continued) | ||
| Quest Diagnostics, Inc. | 14,301 | $1,582,692 |
| UnitedHealth Group, Inc. | 24,059 | 6,554,875 |
| Universal Health Services, Inc., Class B | 8,172 | 1,120,463 |
| Health care technology – 0.2% | ||
| Cerner Corp. | 19,810 | 1,422,952 |
| Veeva Systems, Inc., Class A (A) | 3,703 | 542,897 |
| Life sciences tools and services – 1.2% | ||
| Agilent Technologies, Inc. | 19,529 | 1,612,314 |
| Avantor, Inc. (A) | 3,364 | 62,133 |
| Bio-Rad Laboratories, Inc., Class A (A) | 1,015 | 366,334 |
| Bio-Techne Corp. | 825 | 173,225 |
| Bruker Corp. | 2,414 | 119,421 |
| Charles River Laboratories International, Inc. (A) | 1,945 | 300,658 |
| Illumina, Inc. (A) | 4,185 | 1,213,943 |
| IQVIA Holdings, Inc. (A) | 8,472 | 1,315,278 |
| Mettler-Toledo International, Inc. (A) | 1,676 | 1,269,034 |
| PerkinElmer, Inc. | 5,848 | 540,823 |
| PRA Health Sciences, Inc. (A) | 1,733 | 175,570 |
| Thermo Fisher Scientific, Inc. | 9,147 | 2,864,749 |
| Waters Corp. (A) | 5,060 | 1,132,377 |
| Pharmaceuticals – 3.3% | ||
| Allergan PLC | 7,220 | 1,347,541 |
| Bristol-Myers Squibb Company | 44,695 | 2,813,550 |
| Catalent, Inc. (A) | 6,859 | 419,085 |
| Elanco Animal Health, Inc. (A) | 14,084 | 435,196 |
| Eli Lilly & Company | 18,493 | 2,582,363 |
| Jazz Pharmaceuticals PLC (A) | 3,378 | 484,236 |
| Johnson & Johnson | 59,926 | 8,921,184 |
| Merck & Company, Inc. | 60,720 | 5,187,917 |
| Mylan NV (A) | 28,026 | 600,317 |
| Perrigo Company PLC | 6,604 | 376,692 |
| Pfizer, Inc. | 136,810 | 5,094,804 |
| Zoetis, Inc. | 14,248 | 1,912,224 |
| Industrials – 11.8% | 108,437,552 | |
| Aerospace and defense – 2.3% | ||
| Arconic, Inc. | 23,074 | 691,066 |
| BWX Technologies, Inc. | 1,632 | 103,779 |
| Curtiss-Wright Corp. | 983 | 142,958 |
| General Dynamics Corp. | 6,861 | 1,203,694 |
| HEICO Corp. | 1,344 | 164,546 |
| HEICO Corp., Class A | 2,524 | 242,683 |
| Hexcel Corp. | 2,755 | 204,476 |
| Huntington Ingalls Industries, Inc. | 2,819 | 735,759 |
| L3Harris Technologies, Inc. | 6,646 | 1,470,959 |
| Lockheed Martin Corp. | 5,799 | 2,482,668 |
| Northrop Grumman Corp. | 4,158 | 1,557,462 |
| Raytheon Company | 9,103 | 2,011,217 |
| Spirit AeroSystems Holdings, Inc., Class A | 7,380 | 482,062 |
| 30 | JOHN HANCOCK MULTIFACTOR ETFS | QUARTERLY REPORT | SEE NOTES TO FUNDS' INVESTMENTS |
MULTIFACTOR LARGE CAP ETF (continued)
| Shares or Principal Amount | Value | |
| Industrials (continued) | ||
| Aerospace and defense (continued) | ||
| Teledyne Technologies, Inc. (A) | 1,338 | $488,450 |
| Textron, Inc. | 17,409 | 799,595 |
| The Boeing Company | 10,465 | 3,330,696 |
| TransDigm Group, Inc. | 2,342 | 1,506,562 |
| United Technologies Corp. | 22,512 | 3,381,302 |
| Air freight and logistics – 0.5% | ||
| C.H. Robinson Worldwide, Inc. | 9,647 | 696,706 |
| Expeditors International of Washington, Inc. | 11,479 | 838,426 |
| FedEx Corp. | 7,888 | 1,140,920 |
| United Parcel Service, Inc., Class B | 14,341 | 1,484,580 |
| XPO Logistics, Inc. (A) | 5,361 | 476,700 |
| Airlines – 0.8% | ||
| Alaska Air Group, Inc. | 9,012 | 582,085 |
| American Airlines Group, Inc. (B) | 27,611 | 741,079 |
| Delta Air Lines, Inc. | 31,850 | 1,775,319 |
| JetBlue Airways Corp. (A) | 16,772 | 332,589 |
| Southwest Airlines Company | 29,411 | 1,617,017 |
| United Airlines Holdings, Inc. (A) | 25,399 | 1,899,845 |
| Building products – 0.5% | ||
| Allegion PLC | 6,401 | 827,777 |
| AO Smith Corp. | 6,899 | 294,518 |
| Fortune Brands Home & Security, Inc. | 8,855 | 608,427 |
| Johnson Controls International PLC | 30,317 | 1,196,006 |
| Lennox International, Inc. | 2,124 | 494,850 |
| Masco Corp. | 15,612 | 741,882 |
| Owens Corning | 7,515 | 454,582 |
| Commercial services and supplies – 0.8% | ||
| Cintas Corp. | 6,299 | 1,757,232 |
| Copart, Inc. (A) | 11,098 | 1,126,003 |
| IAA, Inc. (A) | 6,667 | 315,082 |
| Republic Services, Inc. | 20,215 | 1,921,436 |
| Rollins, Inc. | 7,860 | 298,287 |
| Waste Management, Inc. | 18,003 | 2,190,965 |
| Construction and engineering – 0.1% | ||
| AECOM (A) | 2,663 | 128,436 |
| Jacobs Engineering Group, Inc. | 7,489 | 692,957 |
| Electrical equipment – 0.8% | ||
| Acuity Brands, Inc. | 1,897 | 223,599 |
| AMETEK, Inc. | 14,272 | 1,386,525 |
| Eaton Corp. PLC | 16,209 | 1,531,264 |
| Emerson Electric Company | 21,654 | 1,551,076 |
| Hubbell, Inc. | 3,449 | 494,000 |
| Rockwell Automation, Inc. | 8,387 | 1,607,452 |
| Sensata Technologies Holding PLC (A) | 10,451 | 494,019 |
| Industrial conglomerates – 1.0% | ||
| 3M Company | 13,605 | 2,158,569 |
| Carlisle Companies, Inc. | 4,185 | 653,823 |
| General Electric Company | 165,157 | 2,056,205 |
MULTIFACTOR LARGE CAP ETF (continued)
| Shares or Principal Amount | Value | |
| Industrials (continued) | ||
| Industrial conglomerates (continued) | ||
| Honeywell International, Inc. | 16,834 | $2,915,985 |
| Roper Technologies, Inc. | 4,057 | 1,548,395 |
| Machinery – 2.7% | ||
| Allison Transmission Holdings, Inc. | 8,732 | 385,954 |
| Caterpillar, Inc. | 15,874 | 2,085,050 |
| Cummins, Inc. | 8,879 | 1,420,374 |
| Deere & Company | 13,341 | 2,115,616 |
| Donaldson Company, Inc. | 8,163 | 423,252 |
| Dover Corp. | 12,005 | 1,366,769 |
| Flowserve Corp. | 9,628 | 449,435 |
| Fortive Corp. | 15,525 | 1,163,288 |
| Gardner Denver Holdings, Inc. (A)(B) | 2,713 | 95,796 |
| Graco, Inc. | 7,764 | 412,657 |
| IDEX Corp. | 4,544 | 744,534 |
| Illinois Tool Works, Inc. | 10,923 | 1,911,307 |
| Ingersoll-Rand PLC | 17,921 | 2,387,615 |
| Lincoln Electric Holdings, Inc. | 3,672 | 327,469 |
| Nordson Corp. | 2,716 | 458,624 |
| PACCAR, Inc. | 26,004 | 1,929,757 |
| Parker-Hannifin Corp. | 9,469 | 1,852,989 |
| Pentair PLC | 10,160 | 436,169 |
| Snap-on, Inc. | 3,714 | 592,866 |
| Stanley Black & Decker, Inc. | 10,162 | 1,619,111 |
| The Middleby Corp. (A) | 3,173 | 355,884 |
| The Toro Company | 5,481 | 438,590 |
| WABCO Holdings, Inc. (A) | 3,156 | 428,111 |
| Wabtec Corp. | 5,559 | 410,588 |
| Woodward, Inc. | 1,256 | 146,085 |
| Xylem, Inc. | 9,727 | 794,307 |
| Professional services – 0.7% | ||
| CoStar Group, Inc. (A) | 1,407 | 918,757 |
| Equifax, Inc. | 7,157 | 1,072,834 |
| IHS Markit, Ltd. (A) | 13,000 | 1,025,180 |
| Nielsen Holdings PLC | 13,997 | 285,539 |
| Robert Half International, Inc. | 8,114 | 471,991 |
| TransUnion | 8,764 | 803,659 |
| Verisk Analytics, Inc. | 9,091 | 1,477,015 |
| Road and rail – 1.2% | ||
| AMERCO | 534 | 198,258 |
| CSX Corp. | 24,852 | 1,897,202 |
| J.B. Hunt Transport Services, Inc. | 7,763 | 837,861 |
| Kansas City Southern | 7,013 | 1,183,023 |
| Knight-Swift Transportation Holdings, Inc. (B) | 1,807 | 67,004 |
| Lyft, Inc., Class A (A) | 441 | 20,939 |
| Norfolk Southern Corp. | 12,571 | 2,617,408 |
| Old Dominion Freight Line, Inc. | 3,891 | 763,531 |
| Uber Technologies, Inc. (A) | 1,329 | 48,229 |
| Union Pacific Corp. | 20,268 | 3,636,485 |
| SEE NOTES TO FUNDS' INVESTMENTS | QUARTERLY REPORT | JOHN HANCOCK MULTIFACTOR ETFS | 31 |
MULTIFACTOR LARGE CAP ETF (continued)
| Shares or Principal Amount | Value | |
| Industrials (continued) | ||
| Trading companies and distributors – 0.4% | ||
| Fastenal Company | 34,917 | $1,217,905 |
| HD Supply Holdings, Inc. (A) | 11,065 | 450,788 |
| United Rentals, Inc. (A) | 6,469 | 877,779 |
| W.W. Grainger, Inc. | 4,319 | 1,307,232 |
| Watsco, Inc. | 1,450 | 252,184 |
| Information technology – 21.8% | 200,968,501 | |
| Communications equipment – 0.9% | ||
| Arista Networks, Inc. (A) | 2,096 | 468,121 |
| Ciena Corp. (A) | 3,800 | 154,546 |
| Cisco Systems, Inc. | 107,761 | 4,953,773 |
| F5 Networks, Inc. (A) | 4,126 | 503,867 |
| Juniper Networks, Inc. | 25,169 | 577,377 |
| Motorola Solutions, Inc. | 9,074 | 1,606,098 |
| Ubiquiti, Inc. (B) | 569 | 92,986 |
| Electronic equipment, instruments and components – 1.2% | ||
| Amphenol Corp., Class A | 21,863 | 2,174,713 |
| Arrow Electronics, Inc. (A) | 7,402 | 562,108 |
| CDW Corp. | 8,550 | 1,115,348 |
| Cognex Corp. | 5,760 | 293,587 |
| Corning, Inc. | 55,792 | 1,489,088 |
| Dolby Laboratories, Inc., Class A | 3,095 | 214,607 |
| Flex, Ltd. (A) | 48,953 | 643,732 |
| FLIR Systems, Inc. | 5,802 | 299,035 |
| IPG Photonics Corp. (A) | 1,705 | 217,677 |
| Keysight Technologies, Inc. (A) | 9,870 | 917,811 |
| National Instruments Corp. | 4,471 | 199,541 |
| TE Connectivity, Ltd. | 17,218 | 1,587,155 |
| Trimble, Inc. (A) | 13,992 | 594,940 |
| Zebra Technologies Corp., Class A (A) | 2,498 | 597,072 |
| IT services – 5.2% | ||
| Accenture PLC, Class A | 15,837 | 3,249,911 |
| Akamai Technologies, Inc. (A) | 11,056 | 1,032,078 |
| Alliance Data Systems Corp. | 4,122 | 423,700 |
| Amdocs, Ltd. | 11,404 | 820,518 |
| Automatic Data Processing, Inc. | 10,690 | 1,832,159 |
| Black Knight, Inc. (A) | 6,512 | 435,783 |
| Booz Allen Hamilton Holding Corp. | 6,861 | 535,432 |
| Broadridge Financial Solutions, Inc. | 6,971 | 830,595 |
| CACI International, Inc., Class A (A) | 388 | 103,767 |
| Cognizant Technology Solutions Corp., Class A | 20,348 | 1,248,960 |
| DXC Technology Company | 14,339 | 457,127 |
| EPAM Systems, Inc. (A) | 1,761 | 401,755 |
| Euronet Worldwide, Inc. (A) | 1,460 | 230,154 |
| Fidelity National Information Services, Inc. | 14,219 | 2,042,702 |
| Fiserv, Inc. (A) | 13,399 | 1,589,255 |
| FleetCor Technologies, Inc. (A) | 5,010 | 1,579,302 |
| Gartner, Inc. (A) | 4,564 | 733,800 |
| Genpact, Ltd. | 7,433 | 329,059 |
| Global Payments, Inc. | 18,510 | 3,617,780 |
MULTIFACTOR LARGE CAP ETF (continued)
| Shares or Principal Amount | Value | |
| Information technology (continued) | ||
| IT services (continued) | ||
| GoDaddy, Inc., Class A (A) | 4,112 | $276,368 |
| IBM Corp. | 23,874 | 3,431,410 |
| Jack Henry & Associates, Inc. | 4,638 | 693,567 |
| Leidos Holdings, Inc. | 8,282 | 832,093 |
| Mastercard, Inc., Class A | 20,546 | 6,491,303 |
| MongoDB, Inc. (A)(B) | 335 | 54,910 |
| Okta, Inc. (A) | 1,704 | 218,197 |
| Paychex, Inc. | 18,700 | 1,603,899 |
| PayPal Holdings, Inc. (A) | 21,720 | 2,473,691 |
| Sabre Corp. | 15,787 | 340,052 |
| Square, Inc., Class A (A) | 4,981 | 372,031 |
| The Western Union Company | 30,182 | 811,896 |
| Twilio, Inc., Class A (A)(B) | 2,936 | 365,062 |
| VeriSign, Inc. (A) | 5,507 | 1,146,227 |
| Visa, Inc., Class A | 36,356 | 7,233,753 |
| WEX, Inc. (A) | 1,648 | 357,484 |
| Semiconductors and semiconductor equipment – 4.3% | ||
| Advanced Micro Devices, Inc. (A) | 24,937 | 1,172,039 |
| Analog Devices, Inc. | 16,057 | 1,762,256 |
| Applied Materials, Inc. | 36,775 | 2,132,582 |
| Broadcom, Inc. | 9,079 | 2,770,548 |
| Cypress Semiconductor Corp. | 14,582 | 340,198 |
| Entegris, Inc. | 2,439 | 126,243 |
| First Solar, Inc. (A) | 1,822 | 90,335 |
| Intel Corp. | 123,416 | 7,889,985 |
| KLA Corp. | 7,750 | 1,284,485 |
| Lam Research Corp. | 9,724 | 2,899,794 |
| Marvell Technology Group, Ltd. | 32,756 | 787,454 |
| Maxim Integrated Products, Inc. | 18,758 | 1,127,731 |
| Microchip Technology, Inc. (B) | 13,593 | 1,325,046 |
| Micron Technology, Inc. (A) | 56,236 | 2,985,569 |
| Monolithic Power Systems, Inc. | 955 | 163,467 |
| NVIDIA Corp. | 10,912 | 2,579,924 |
| ON Semiconductor Corp. (A) | 25,091 | 580,857 |
| Qorvo, Inc. (A) | 6,834 | 723,447 |
| QUALCOMM, Inc. | 32,169 | 2,744,337 |
| Skyworks Solutions, Inc. | 12,001 | 1,357,913 |
| Teradyne, Inc. | 10,112 | 667,291 |
| Texas Instruments, Inc. | 24,278 | 2,929,141 |
| Universal Display Corp. | 628 | 110,635 |
| Xilinx, Inc. | 9,212 | 778,230 |
| Software – 5.7% | ||
| Adobe, Inc. (A) | 7,999 | 2,808,769 |
| Alteryx, Inc., Class A (A)(B) | 360 | 50,209 |
| Anaplan, Inc. (A) | 940 | 54,135 |
| ANSYS, Inc. (A) | 4,619 | 1,267,130 |
| Aspen Technology, Inc. (A) | 2,183 | 259,733 |
| Atlassian Corp. PLC, Class A (A) | 2,555 | 375,585 |
| Autodesk, Inc. (A) | 5,279 | 1,039,171 |
| 32 | JOHN HANCOCK MULTIFACTOR ETFS | QUARTERLY REPORT | SEE NOTES TO FUNDS' INVESTMENTS |
MULTIFACTOR LARGE CAP ETF (continued)
| Shares or Principal Amount | Value | |
| Information technology (continued) | ||
| Software (continued) | ||
| Avalara, Inc. (A) | 575 | $48,956 |
| Cadence Design Systems, Inc. (A) | 14,685 | 1,058,935 |
| CDK Global, Inc. | 7,174 | 385,100 |
| Ceridian HCM Holding, Inc. (A) | 1,463 | 107,223 |
| Citrix Systems, Inc. | 9,398 | 1,139,226 |
| Coupa Software, Inc. (A) | 751 | 121,024 |
| Crowdstrike Holdings, Inc., Class A (A) | 216 | 13,195 |
| DocuSign, Inc. (A) | 1,537 | 120,670 |
| Dropbox, Inc., Class A (A) | 1,523 | 25,921 |
| Elastic NV (A) | 285 | 18,491 |
| Fair Isaac Corp. (A) | 917 | 368,982 |
| Fortinet, Inc. (A) | 4,809 | 554,766 |
| Guidewire Software, Inc. (A) | 3,001 | 337,613 |
| HubSpot, Inc. (A) | 600 | 108,564 |
| Intuit, Inc. | 6,469 | 1,813,778 |
| Microsoft Corp. | 143,418 | 24,414,046 |
| NortonLifeLock, Inc. | 41,497 | 1,179,345 |
| Oracle Corp. | 76,872 | 4,031,936 |
| Palo Alto Networks, Inc. (A) | 2,774 | 651,280 |
| Paycom Software, Inc. (A) | 1,634 | 519,873 |
| Paylocity Holding Corp. (A) | 301 | 42,709 |
| Pegasystems, Inc. | 540 | 46,553 |
| Proofpoint, Inc. (A) | 936 | 114,950 |
| PTC, Inc. (A) | 3,711 | 308,458 |
| RealPage, Inc. (A) | 1,820 | 106,197 |
| RingCentral, Inc., Class A (A) | 1,222 | 251,219 |
| salesforce.com, Inc. (A) | 12,272 | 2,237,308 |
| ServiceNow, Inc. (A) | 4,299 | 1,454,051 |
| Slack Technologies, Inc., Class A (A)(B) | 1,072 | 22,223 |
| Smartsheet, Inc., Class A (A) | 925 | 44,844 |
| SolarWinds Corp. (A)(B) | 758 | 14,341 |
| Splunk, Inc. (A) | 4,456 | 691,839 |
| SS&C Technologies Holdings, Inc. | 11,645 | 733,751 |
| Synopsys, Inc. (A) | 8,834 | 1,303,103 |
| The Trade Desk, Inc., Class A (A) | 766 | 206,192 |
| Tyler Technologies, Inc. (A) | 1,604 | 519,183 |
| VMware, Inc., Class A (A) | 2,069 | 306,336 |
| Workday, Inc., Class A (A) | 3,570 | 659,129 |
| Zendesk, Inc. (A) | 1,884 | 162,778 |
| Zoom Video Communications, Inc., Class A (A)(B) | 184 | 14,039 |
| Zscaler, Inc. (A)(B) | 730 | 40,946 |
| Technology hardware, storage and peripherals – 4.5% | ||
| Apple, Inc. | 113,821 | 35,228,722 |
| Dell Technologies, Inc., Class C (A) | 5,359 | 261,358 |
| Hewlett Packard Enterprise Company | 71,900 | 1,001,567 |
| HP, Inc. | 52,836 | 1,126,464 |
| NetApp, Inc. | 18,558 | 990,997 |
| Seagate Technology PLC | 24,250 | 1,382,008 |
| Western Digital Corp. | 22,337 | 1,463,074 |
MULTIFACTOR LARGE CAP ETF (continued)
| Shares or Principal Amount | Value | |
| Information technology (continued) | ||
| Technology hardware, storage and peripherals (continued) | ||
| Xerox Holdings Corp. | 16,082 | $572,037 |
| Materials – 3.4% | 30,930,055 | |
| Chemicals – 1.9% | ||
| Air Products & Chemicals, Inc. | 7,119 | 1,699,376 |
| Albemarle Corp. | 6,396 | 513,471 |
| Axalta Coating Systems, Ltd. (A) | 12,614 | 363,409 |
| Celanese Corp. | 9,797 | 1,013,990 |
| CF Industries Holdings, Inc. | 17,660 | 711,345 |
| Corteva, Inc. | 21,387 | 618,512 |
| Dow, Inc. | 17,445 | 803,691 |
| DuPont de Nemours, Inc. | 13,001 | 665,391 |
| Eastman Chemical Company | 11,789 | 840,202 |
| Ecolab, Inc. | 8,263 | 1,620,457 |
| FMC Corp. | 8,198 | 783,647 |
| International Flavors & Fragrances, Inc. (B) | 5,001 | 655,681 |
| Linde PLC | 9,595 | 1,949,032 |
| LyondellBasell Industries NV, Class A | 11,277 | 878,027 |
| PPG Industries, Inc. | 12,901 | 1,546,056 |
| RPM International, Inc. | 8,445 | 602,720 |
| The Mosaic Company | 20,724 | 411,164 |
| The Scotts Miracle-Gro Company | 592 | 72,662 |
| The Sherwin-Williams Company | 3,058 | 1,703,275 |
| Westlake Chemical Corp. | 2,302 | 140,882 |
| Construction materials – 0.2% | ||
| Martin Marietta Materials, Inc. | 3,629 | 957,330 |
| Vulcan Materials Company | 7,572 | 1,072,422 |
| Containers and packaging – 0.8% | ||
| Amcor PLC | 25,619 | 271,305 |
| AptarGroup, Inc. | 3,120 | 360,391 |
| Avery Dennison Corp. | 4,820 | 632,577 |
| Ball Corp. | 21,597 | 1,558,871 |
| Berry Global Group, Inc. (A) | 6,817 | 289,859 |
| Crown Holdings, Inc. (A) | 8,509 | 629,921 |
| International Paper Company | 31,670 | 1,289,602 |
| Packaging Corp. of America | 6,956 | 666,037 |
| Sealed Air Corp. | 10,629 | 377,330 |
| Sonoco Products Company | 2,899 | 165,649 |
| Westrock Company | 12,388 | 483,132 |
| Metals and mining – 0.5% | ||
| Freeport-McMoRan, Inc. | 89,651 | 995,126 |
| Newmont Corp. | 28,615 | 1,289,392 |
| Nucor Corp. | 22,132 | 1,051,049 |
| Reliance Steel & Aluminum Company | 4,918 | 564,586 |
| Royal Gold, Inc. | 1,223 | 141,036 |
| Southern Copper Corp. | 3,060 | 115,301 |
| Steel Dynamics, Inc. | 14,262 | 426,149 |
| SEE NOTES TO FUNDS' INVESTMENTS | QUARTERLY REPORT | JOHN HANCOCK MULTIFACTOR ETFS | 33 |
MULTIFACTOR LARGE CAP ETF (continued)
| Shares or Principal Amount | Value | |
| Real estate – 3.7% | $33,634,172 | |
| Equity real estate investment trusts – 3.5% | ||
| Alexandria Real Estate Equities, Inc. | 4,241 | 692,131 |
| American Campus Communities, Inc. | 5,187 | 237,928 |
| American Homes 4 Rent, Class A | 8,908 | 243,456 |
| American Tower Corp. | 8,446 | 1,957,276 |
| Americold Realty Trust | 2,448 | 84,383 |
| Apartment Investment & Management Company, Class A | 6,556 | 345,567 |
| AvalonBay Communities, Inc. | 5,774 | 1,251,168 |
| Boston Properties, Inc. | 6,629 | 950,267 |
| Brixmor Property Group, Inc. | 3,133 | 62,535 |
| Camden Property Trust | 3,925 | 441,288 |
| CoreSite Realty Corp. | 397 | 46,628 |
| Crown Castle International Corp. | 9,095 | 1,362,795 |
| CubeSmart | 3,384 | 107,171 |
| CyrusOne, Inc. | 1,910 | 116,224 |
| Digital Realty Trust, Inc. | 7,905 | 972,236 |
| Douglas Emmett, Inc. | 6,002 | 249,083 |
| Duke Realty Corp. | 14,955 | 543,016 |
| EPR Properties | 1,514 | 108,054 |
| Equinix, Inc. | 1,975 | 1,164,717 |
| Equity LifeStyle Properties, Inc. | 6,684 | 486,261 |
| Equity Residential | 12,041 | 1,000,366 |
| Essex Property Trust, Inc. | 2,785 | 862,682 |
| Extra Space Storage, Inc. | 5,245 | 580,517 |
| Federal Realty Investment Trust | 3,138 | 392,313 |
| Gaming and Leisure Properties, Inc. | 7,668 | 362,351 |
| Healthcare Trust of America, Inc., Class A | 5,392 | 172,706 |
| Healthpeak Properties, Inc. | 19,913 | 716,669 |
| Host Hotels & Resorts, Inc. | 31,358 | 512,390 |
| Invitation Homes, Inc. | 10,249 | 322,536 |
| Iron Mountain, Inc. | 11,595 | 366,518 |
| Kilroy Realty Corp. | 4,161 | 343,574 |
| Kimco Realty Corp. | 17,593 | 335,147 |
| Lamar Advertising Company, Class A | 3,449 | 320,102 |
| Liberty Property Trust | 6,389 | 400,271 |
| Medical Properties Trust, Inc. | 7,485 | 165,793 |
| MGM Growth Properties LLC, Class A | 2,832 | 90,454 |
| Mid-America Apartment Communities, Inc. | 4,404 | 604,273 |
| National Retail Properties, Inc. | 6,231 | 348,936 |
| Omega Healthcare Investors, Inc. | 8,254 | 346,255 |
| Prologis, Inc. | 15,425 | 1,432,674 |
| Public Storage | 3,263 | 730,129 |
| Realty Income Corp. | 12,029 | 943,194 |
| Regency Centers Corp. | 5,721 | 354,931 |
| SBA Communications Corp. | 6,280 | 1,567,237 |
| Simon Property Group, Inc. | 6,357 | 846,435 |
| SL Green Realty Corp. | 4,073 | 374,879 |
| STORE Capital Corp. | 4,681 | 183,729 |
| Sun Communities, Inc. | 3,091 | 501,267 |
| UDR, Inc. | 11,551 | 553,408 |
MULTIFACTOR LARGE CAP ETF (continued)
| Shares or Principal Amount | Value | |
| Real estate (continued) | ||
| Equity real estate investment trusts (continued) | ||
| Ventas, Inc. | 14,238 | $823,811 |
| VEREIT, Inc. | 38,427 | 375,048 |
| VICI Properties, Inc. | 10,672 | 286,010 |
| Vornado Realty Trust | 7,439 | 489,263 |
| Welltower, Inc. | 13,302 | 1,129,473 |
| Weyerhaeuser Company | 42,022 | 1,216,537 |
| WP Carey, Inc. | 5,531 | 465,268 |
| Real estate management and development – 0.2% | ||
| CBRE Group, Inc., Class A (A) | 18,705 | 1,141,940 |
| Jones Lang LaSalle, Inc. | 2,813 | 477,704 |
| The Howard Hughes Corp. (A) | 618 | 75,198 |
| Utilities – 4.8% | 43,859,786 | |
| Electric utilities – 2.7% | ||
| Alliant Energy Corp. | 14,064 | 834,839 |
| American Electric Power Company, Inc. | 22,346 | 2,328,900 |
| Avangrid, Inc. | 2,404 | 128,037 |
| Duke Energy Corp. | 16,337 | 1,594,981 |
| Edison International | 24,875 | 1,904,181 |
| Entergy Corp. | 14,310 | 1,882,051 |
| Evergy, Inc. | 14,414 | 1,040,114 |
| Eversource Energy | 19,763 | 1,826,892 |
| Exelon Corp. | 43,468 | 2,068,642 |
| FirstEnergy Corp. | 29,625 | 1,504,654 |
| IDACORP, Inc. | 646 | 72,475 |
| NextEra Energy, Inc. | 9,348 | 2,507,134 |
| OGE Energy Corp. | 13,633 | 625,073 |
| Pinnacle West Capital Corp. | 8,790 | 858,695 |
| PPL Corp. | 45,873 | 1,660,144 |
| The Southern Company | 28,745 | 2,023,648 |
| Xcel Energy, Inc. | 25,305 | 1,750,853 |
| Gas utilities – 0.1% | ||
| Atmos Energy Corp. | 6,002 | 702,414 |
| UGI Corp. | 12,197 | 507,273 |
| Independent power and renewable electricity producers –0.2% | ||
| AES Corp. | 50,306 | 999,077 |
| NRG Energy, Inc. | 11,656 | 429,990 |
| Vistra Energy Corp. | 19,086 | 429,817 |
| Multi-utilities – 1.6% | ||
| Ameren Corp. | 18,683 | 1,532,940 |
| CenterPoint Energy, Inc. | 35,526 | 940,728 |
| CMS Energy Corp. | 17,025 | 1,166,383 |
| Consolidated Edison, Inc. | 22,241 | 2,090,654 |
| Dominion Energy, Inc. | 18,597 | 1,594,693 |
| DTE Energy Company | 12,514 | 1,659,482 |
| MDU Resources Group, Inc. | 8,509 | 251,951 |
| NiSource, Inc. | 26,467 | 775,748 |
| Public Service Enterprise Group, Inc. | 29,963 | 1,773,810 |
| 34 | JOHN HANCOCK MULTIFACTOR ETFS | QUARTERLY REPORT | SEE NOTES TO FUNDS' INVESTMENTS |
MULTIFACTOR LARGE CAP ETF (continued)
| Shares or Principal Amount | Value | |
| Utilities (continued) | ||
| Multi-utilities (continued) | ||
| Sempra Energy | 7,140 | $1,146,970 |
| WEC Energy Group, Inc. | 16,576 | 1,655,777 |
| Water utilities – 0.2% | ||
| American Water Works Company, Inc. | 9,300 | 1,266,660 |
| Aqua America, Inc. | 6,240 | 324,106 |
| SHORT-TERM INVESTMENTS – 0.7% | $6,094,158 | |
| (Cost $6,093,499) | ||
| Short-term funds – 0.7% | 6,094,158 | |
| John Hancock Collateral Trust, 1.6984% (C)(D) | 568,496 | 5,689,401 |
| State Street Institutional U.S. Government Money Market Fund, Premier Class, 1.5121% (C) | 404,757 | 404,757 |
| Total investments (Multifactor Large Cap ETF) (Cost $784,019,238) 100.6% | $925,178,619 | |
| Other assets and liabilities, net (0.6%) | (5,633,541) | |
| Total net assets 100.0% | $919,545,078 | |
| 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) | Non-income producing security. |
| (B) | All or a portion of this security is on loan as of 1-31-20. The value of securities on loan amounted to $5,400,497. |
| (C) | The rate shown is the annualized seven-day yield as of 1-31-20. |
| (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 1-31-20 (unaudited)
| Shares or Principal Amount | Value | |
| COMMON STOCKS – 100.0% | $19,897,143 | |
| (Cost $19,647,993) | ||
| Industrials – 3.9% | 781,098 | |
| Aerospace and defense – 2.0% | ||
| Arconic, Inc. | 13,027 | 390,159 |
| Building products – 1.4% | ||
| Owens Corning | 4,653 | 281,460 |
| Machinery – 0.5% | ||
| RBC Bearings, Inc. (A) | 704 | 109,479 |
| Materials – 95.1% | 18,923,047 | |
| Chemicals – 52.4% | ||
| Air Products & Chemicals, Inc. | 3,363 | 802,782 |
| Albemarle Corp. | 3,898 | 312,931 |
| Ashland Global Holdings, Inc. | 2,182 | 161,424 |
| Axalta Coating Systems, Ltd. (A) | 8,077 | 232,698 |
| Celanese Corp. | 4,354 | 450,639 |
| CF Industries Holdings, Inc. | 7,935 | 319,622 |
| Dow, Inc. | 15,805 | 728,136 |
MULTIFACTOR MATERIALS ETF (continued)
| Shares or Principal Amount | Value | |
| Materials (continued) | ||
| Chemicals (continued) | ||
| DuPont de Nemours, Inc. | 5,974 | $305,749 |
| Eastman Chemical Company | 5,926 | 422,346 |
| Ecolab, Inc. | 3,480 | 682,463 |
| FMC Corp. | 4,709 | 450,133 |
| Huntsman Corp. | 9,801 | 201,509 |
| International Flavors & Fragrances, Inc. (B) | 3,027 | 396,870 |
| Linde PLC | 5,642 | 1,146,059 |
| LyondellBasell Industries NV, Class A | 11,412 | 888,537 |
| NewMarket Corp. | 318 | 139,799 |
| PPG Industries, Inc. | 8,027 | 961,956 |
| RPM International, Inc. | 4,353 | 310,674 |
| The Mosaic Company | 12,230 | 242,643 |
| The Scotts Miracle-Gro Company | 1,237 | 151,829 |
| The Sherwin-Williams Company | 1,344 | 748,595 |
| Valvoline, Inc. | 5,497 | 115,877 |
| W.R. Grace & Company | 2,342 | 157,757 |
| Westlake Chemical Corp. | 1,697 | 103,856 |
| Construction materials – 5.5% | ||
| Martin Marietta Materials, Inc. | 1,926 | 508,079 |
| Vulcan Materials Company | 4,073 | 576,859 |
| Containers and packaging – 23.2% | ||
| Amcor PLC | 51,075 | 540,884 |
| AptarGroup, Inc. | 2,045 | 236,218 |
| Ardagh Group SA | 465 | 8,872 |
| Avery Dennison Corp. | 2,836 | 372,197 |
| Ball Corp. | 9,568 | 690,618 |
| Berry Global Group, Inc. (A) | 6,301 | 267,919 |
| Crown Holdings, Inc. (A) | 5,401 | 399,836 |
| Graphic Packaging Holding Company | 12,671 | 198,048 |
| International Paper Company | 17,486 | 712,030 |
| Packaging Corp. of America | 4,368 | 418,236 |
| Sealed Air Corp. | 4,262 | 151,301 |
| Sonoco Products Company | 4,248 | 242,731 |
| Westrock Company | 9,492 | 370,188 |
| Metals and mining – 14.0% | ||
| Freeport-McMoRan, Inc. | 55,527 | 616,350 |
| Newmont Corp. | 12,093 | 544,911 |
| Nucor Corp. | 15,342 | 728,592 |
| Reliance Steel & Aluminum Company | 2,662 | 305,598 |
| Royal Gold, Inc. | 1,804 | 208,037 |
| Southern Copper Corp. | 2,242 | 84,479 |
| Steel Dynamics, Inc. | 10,247 | 306,180 |
| Utilities – 1.0% | 192,998 | |
| Multi-utilities – 1.0% | ||
| MDU Resources Group, Inc. | 6,518 | 192,998 |
| SEE NOTES TO FUNDS' INVESTMENTS | QUARTERLY REPORT | JOHN HANCOCK MULTIFACTOR ETFS | 35 |
MULTIFACTOR MATERIALS ETF (continued)
| Shares or Principal Amount | Value | |
| SHORT-TERM INVESTMENTS – 2.0% | $401,361 | |
| (Cost $401,343) | ||
| Short-term funds – 2.0% | 401,361 | |
| John Hancock Collateral Trust, 1.6984% (C)(D) | 36,952 | 369,811 |
| State Street Institutional U.S. Government Money Market Fund, Premier Class, 1.5121% (C) | 31,550 | 31,550 |
| Total investments (Multifactor Materials ETF) (Cost $20,049,336) 102.0% | $20,298,504 | |
| Other assets and liabilities, net (2.0%) | (391,465) | |
| Total net assets 100.0% | $19,907,039 | |
| 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) | Non-income producing security. |
| (B) | All or a portion of this security is on loan as of 1-31-20. The value of securities on loan amounted to $357,144. |
| (C) | The rate shown is the annualized seven-day yield as of 1-31-20. |
| (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 MEDIA AND
COMMUNICATIONS ETF
As of 1-31-20 (unaudited)
| Shares or Principal Amount | Value | |
| COMMON STOCKS – 99.9% | $22,557,922 | |
| (Cost $21,397,112) | ||
| Communication services – 98.6% | 22,268,421 | |
| Diversified telecommunication services – 16.1% | ||
| AT&T, Inc. | 36,183 | 1,361,204 |
| CenturyLink, Inc. | 36,938 | 504,573 |
| GCI Liberty, Inc., Class A (A) | 2,942 | 215,296 |
| Verizon Communications, Inc. | 21,936 | 1,303,876 |
| Zayo Group Holdings, Inc. (A) | 6,875 | 238,906 |
| Entertainment – 18.9% | ||
| Activision Blizzard, Inc. | 8,031 | 469,653 |
| Electronic Arts, Inc. (A) | 2,972 | 320,738 |
| Liberty Media Corp.-Liberty Formula One, Series A (A) | 860 | 38,313 |
| Liberty Media Corp.-Liberty Formula One, Series C (A) | 6,196 | 289,911 |
| Live Nation Entertainment, Inc. (A) | 4,221 | 287,703 |
| Netflix, Inc. (A) | 2,868 | 989,718 |
| Take-Two Interactive Software, Inc. (A) | 2,913 | 363,076 |
| The Walt Disney Company | 9,302 | 1,286,560 |
| World Wrestling Entertainment, Inc., Class A (B) | 1,266 | 61,882 |
| Zynga, Inc., Class A (A) | 27,195 | 163,714 |
| Interactive media and services – 20.4% | ||
| Alphabet, Inc., Class A (A) | 530 | 759,373 |
| Alphabet, Inc., Class C (A) | 543 | 778,787 |
| ANGI Homeservices, Inc., Class A (A) | 1,528 | 12,270 |
MULTIFACTOR MEDIA AND COMMUNICATIONS ETF
(continued)
| Shares or Principal Amount | Value | |
| Communication services (continued) | ||
| Interactive media and services (continued) | ||
| CarGurus, Inc. (A) | 995 | $35,472 |
| Facebook, Inc., Class A (A) | 6,872 | 1,387,525 |
| InterActiveCorp (A) | 1,398 | 340,539 |
| Match Group, Inc. (A)(B) | 1,842 | 144,081 |
| Pinterest, Inc., Class A (A)(B) | 4,717 | 103,916 |
| Snap, Inc., Class A (A) | 21,630 | 397,559 |
| TripAdvisor, Inc. | 2,230 | 60,924 |
| Twitter, Inc. (A) | 10,570 | 343,314 |
| Zillow Group, Inc., Class A (A)(B) | 1,372 | 63,386 |
| Zillow Group, Inc., Class C (A) | 4,021 | 185,810 |
| Media – 40.6% | ||
| Altice USA, Inc., Class A (A) | 10,849 | 296,829 |
| Cable One, Inc. | 171 | 291,389 |
| Charter Communications, Inc., Class A (A) | 2,497 | 1,292,098 |
| Comcast Corp., Class A | 28,826 | 1,244,995 |
| Discovery, Inc., Series A (A)(B) | 4,689 | 137,200 |
| Discovery, Inc., Series C (A) | 8,860 | 246,042 |
| DISH Network Corp., Class A (A) | 10,623 | 390,501 |
| Fox Corp., Class A | 22,096 | 819,320 |
| Fox Corp., Class B | 14,146 | 513,924 |
| Liberty Broadband Corp., Series A (A) | 761 | 100,140 |
| Liberty Broadband Corp., Series C (A) | 5,789 | 769,532 |
| Liberty Media Corp.-Liberty SiriusXM, Series A (A) | 2,587 | 125,651 |
| Liberty Media Corp.-Liberty SiriusXM, Series C (A) | 4,756 | 233,139 |
| News Corp., Class A | 12,021 | 163,726 |
| News Corp., Class B | 3,999 | 55,866 |
| Nexstar Media Group, Inc., Class A | 2,667 | 323,107 |
| Omnicom Group, Inc. | 6,996 | 526,869 |
| Sinclair Broadcast Group, Inc., Class A | 6,293 | 188,287 |
| Sirius XM Holdings, Inc. (B) | 30,437 | 215,190 |
| The Interpublic Group of Companies, Inc. | 20,929 | 475,088 |
| The New York Times Company, Class A | 3,487 | 111,619 |
| ViacomCBS, Inc., Class A | 296 | 11,242 |
| ViacomCBS, Inc., Class B | 18,539 | 632,736 |
| Wireless telecommunication services – 2.6% | ||
| Sprint Corp. (A)(B) | 29,290 | 127,997 |
| T-Mobile US, Inc. (A) | 5,908 | 467,855 |
| Information technology – 1.3% | 289,501 | |
| Communications equipment – 0.9% | ||
| EchoStar Corp., Class A (A) | 1,604 | 64,008 |
| ViaSat, Inc. (A) | 2,025 | 128,891 |
| Software – 0.4% | ||
| Slack Technologies, Inc., Class A (A)(B) | 4,660 | 96,602 |
| 36 | JOHN HANCOCK MULTIFACTOR ETFS | QUARTERLY REPORT | SEE NOTES TO FUNDS' INVESTMENTS |
MULTIFACTOR MEDIA AND COMMUNICATIONS ETF
(continued)
| Shares or Principal Amount | Value | |
| SHORT-TERM INVESTMENTS – 4.0% | $898,494 | |
| (Cost $898,435) | ||
| Short-term funds – 4.0% | 898,494 | |
| John Hancock Collateral Trust, 1.6984% (C)(D) | 89,084 | 891,536 |
| State Street Institutional U.S. Government Money Market Fund, Premier Class, 1.5121% (C) | 6,958 | 6,958 |
| Total investments (Multifactor Media and Communications ETF) (Cost $22,295,547) 103.9% | $23,456,416 | |
| Other assets and liabilities, net (3.9%) | (887,463) | |
| Total net assets 100.0% | $22,568,953 | |
| The percentage shown for each investment category is the total value of the category as a percentage of the net assets of the fund. | |
| Security Abbreviations and Legend | |
| (A) | Non-income producing security. |
| (B) | All or a portion of this security is on loan as of 1-31-20. The value of securities on loan amounted to $832,387. |
| (C) | The rate shown is the annualized seven-day yield as of 1-31-20. |
| (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 MID CAP ETF
As of 1-31-20 (unaudited)
| Shares or Principal Amount | Value | |
| COMMON STOCKS – 99.9% | $1,620,786,950 | |
| (Cost $1,459,691,173) | ||
| Communication services – 3.5% | 56,667,299 | |
| Diversified telecommunication services – 0.4% | ||
| CenturyLink, Inc. | 207,321 | 2,832,005 |
| GCI Liberty, Inc., Class A (A) | 26,733 | 1,956,321 |
| Zayo Group Holdings, Inc. (A) | 69,310 | 2,408,523 |
| Entertainment – 0.9% | ||
| Cinemark Holdings, Inc. (B) | 45,357 | 1,429,199 |
| Liberty Media Corp.-Liberty Formula One, Series A (A) | 5,771 | 257,098 |
| Liberty Media Corp.-Liberty Formula One, Series C (A) | 64,278 | 3,007,568 |
| Live Nation Entertainment, Inc. (A) | 32,504 | 2,215,473 |
| Roku, Inc. (A) | 8,057 | 974,494 |
| Take-Two Interactive Software, Inc. (A) | 22,726 | 2,832,569 |
| The Madison Square Garden Company, Class A (A) | 6,924 | 2,050,820 |
| World Wrestling Entertainment, Inc., Class A (B) | 9,400 | 459,472 |
| Zynga, Inc., Class A (A) | 168,406 | 1,013,804 |
| Interactive media and services – 0.5% | ||
| ANGI Homeservices, Inc., Class A (A)(B) | 10,356 | 83,159 |
| InterActiveCorp (A) | 14,902 | 3,629,978 |
| Match Group, Inc. (A)(B) | 13,302 | 1,040,482 |
| Pinterest, Inc., Class A (A) | 8,278 | 182,364 |
MULTIFACTOR MID CAP ETF (continued)
| Shares or Principal Amount | Value | |
| Communication services (continued) | ||
| Interactive media and services (continued) | ||
| TripAdvisor, Inc. | 28,992 | $792,061 |
| Zillow Group, Inc., Class A (A)(B) | 9,015 | 416,493 |
| Zillow Group, Inc., Class C (A)(B) | 27,100 | 1,252,291 |
| Media – 1.7% | ||
| Altice USA, Inc., Class A (A) | 65,371 | 1,788,551 |
| Cable One, Inc. | 1,386 | 2,361,786 |
| Discovery, Inc., Series A (A)(B) | 26,635 | 779,340 |
| Discovery, Inc., Series C (A) | 48,349 | 1,342,652 |
| DISH Network Corp., Class A (A) | 45,062 | 1,656,479 |
| Liberty Broadband Corp., Series A (A) | 4,944 | 650,581 |
| Liberty Broadband Corp., Series C (A) | 21,738 | 2,889,632 |
| Liberty Media Corp.-Liberty SiriusXM, Series A (A) | 24,007 | 1,166,020 |
| Liberty Media Corp.-Liberty SiriusXM, Series C (A) | 24,417 | 1,196,921 |
| News Corp., Class A | 142,380 | 1,939,216 |
| News Corp., Class B | 41,669 | 582,116 |
| Nexstar Media Group, Inc., Class A | 14,787 | 1,791,445 |
| Omnicom Group, Inc. | 47,098 | 3,546,950 |
| The Interpublic Group of Companies, Inc. | 151,956 | 3,449,401 |
| The New York Times Company, Class A | 27,763 | 888,694 |
| ViacomCBS, Inc., Class A (B) | 438 | 16,635 |
| ViacomCBS, Inc., Class B | 52,350 | 1,786,706 |
| Consumer discretionary – 11.7% | 189,430,740 | |
| Auto components – 0.9% | ||
| Aptiv PLC | 32,333 | 2,741,515 |
| Autoliv, Inc. | 32,738 | 2,508,713 |
| BorgWarner, Inc. | 72,787 | 2,495,866 |
| Gentex Corp. | 98,787 | 2,940,889 |
| Lear Corp. | 26,638 | 3,281,269 |
| Automobiles – 0.1% | ||
| Harley-Davidson, Inc. | 70,257 | 2,346,584 |
| Distributors – 0.6% | ||
| Genuine Parts Company | 38,198 | 3,574,187 |
| LKQ Corp. (A) | 87,694 | 2,866,278 |
| Pool Corp. | 12,339 | 2,705,943 |
| Diversified consumer services – 0.7% | ||
| Bright Horizons Family Solutions, Inc. (A) | 13,728 | 2,247,685 |
| Chegg, Inc. (A) | 14,947 | 616,265 |
| frontdoor, Inc. (A) | 11,008 | 468,721 |
| Grand Canyon Education, Inc. (A) | 11,577 | 906,248 |
| H&R Block, Inc. | 64,384 | 1,493,709 |
| Service Corp. International | 81,321 | 3,899,342 |
| ServiceMaster Global Holdings, Inc. (A) | 45,485 | 1,639,734 |
| Hotels, restaurants and leisure – 2.3% | ||
| Aramark | 86,739 | 3,828,659 |
| Caesars Entertainment Corp. (A) | 99,478 | 1,359,864 |
| Chipotle Mexican Grill, Inc. (A) | 4,630 | 4,013,099 |
| SEE NOTES TO FUNDS' INVESTMENTS | QUARTERLY REPORT | JOHN HANCOCK MULTIFACTOR ETFS | 37 |
MULTIFACTOR MID CAP ETF (continued)
| Shares or Principal Amount | Value | |
| Consumer discretionary (continued) | ||
| Hotels, restaurants and leisure (continued) | ||
| Choice Hotels International, Inc. | 7,644 | $765,929 |
| Churchill Downs, Inc. | 6,253 | 902,808 |
| Darden Restaurants, Inc. | 32,822 | 3,821,465 |
| Domino's Pizza, Inc. | 9,428 | 2,656,339 |
| Dunkin' Brands Group, Inc. | 29,419 | 2,297,330 |
| Hyatt Hotels Corp., Class A | 11,833 | 1,000,362 |
| Marriott Vacations Worldwide Corp. | 6,388 | 768,093 |
| MGM Resorts International | 99,546 | 3,091,899 |
| Norwegian Cruise Line Holdings, Ltd. (A) | 50,352 | 2,711,455 |
| Planet Fitness, Inc., Class A (A) | 17,711 | 1,430,872 |
| Six Flags Entertainment Corp. | 20,432 | 779,072 |
| The Wendy's Company | 32,523 | 704,773 |
| Vail Resorts, Inc. | 11,423 | 2,678,808 |
| Wyndham Destinations, Inc. | 28,020 | 1,359,811 |
| Wyndham Hotels & Resorts, Inc. | 30,152 | 1,723,790 |
| Wynn Resorts, Ltd. | 18,070 | 2,279,711 |
| Household durables – 2.0% | ||
| D.R. Horton, Inc. | 82,086 | 4,859,491 |
| Garmin, Ltd. | 25,229 | 2,445,952 |
| Leggett & Platt, Inc. | 50,475 | 2,402,105 |
| Lennar Corp., A Shares | 58,488 | 3,881,264 |
| Lennar Corp., B Shares | 3,690 | 193,762 |
| Mohawk Industries, Inc. (A) | 14,045 | 1,849,446 |
| Newell Brands, Inc. | 63,551 | 1,241,151 |
| NVR, Inc. (A) | 1,086 | 4,145,229 |
| PulteGroup, Inc. | 107,920 | 4,818,628 |
| Tempur Sealy International, Inc. (A) | 7,715 | 706,848 |
| Toll Brothers, Inc. | 49,652 | 2,202,563 |
| Whirlpool Corp. | 25,842 | 3,777,325 |
| Internet and direct marketing retail – 0.4% | ||
| Chewy, Inc., Class A (A)(B) | 2,601 | 68,953 |
| Etsy, Inc. (A) | 21,224 | 1,035,943 |
| Expedia Group, Inc. | 20,689 | 2,243,722 |
| GrubHub, Inc. (A)(B) | 17,085 | 925,153 |
| Qurate Retail, Inc., Series A (A) | 134,225 | 1,144,939 |
| Wayfair, Inc., Class A (A)(B) | 6,196 | 580,565 |
| Leisure products – 0.4% | ||
| Brunswick Corp. | 30,977 | 1,946,904 |
| Hasbro, Inc. | 27,410 | 2,792,257 |
| Polaris, Inc. | 21,414 | 1,966,662 |
| Multiline retail – 0.6% | ||
| Dollar Tree, Inc. (A) | 50,139 | 4,365,603 |
| Kohl's Corp. | 63,486 | 2,714,027 |
| Macy's, Inc. | 125,804 | 2,006,574 |
| Nordstrom, Inc. | 40,919 | 1,508,274 |
| Specialty retail – 2.4% | ||
| Aaron's, Inc. | 11,993 | 711,904 |
| Advance Auto Parts, Inc. | 19,740 | 2,600,745 |
| AutoNation, Inc. (A) | 15,714 | 666,902 |
MULTIFACTOR MID CAP ETF (continued)
| Shares or Principal Amount | Value | |
| Consumer discretionary (continued) | ||
| Specialty retail (continued) | ||
| AutoZone, Inc. (A) | 1,725 | $1,824,981 |
| Best Buy Company, Inc. | 68,866 | 5,832,262 |
| Burlington Stores, Inc. (A) | 18,695 | 4,065,602 |
| CarMax, Inc. (A) | 48,282 | 4,685,285 |
| Carvana Company (A)(B) | 4,716 | 373,743 |
| Five Below, Inc. (A) | 12,470 | 1,411,853 |
| Floor & Decor Holdings, Inc., Class A (A) | 9,002 | 443,889 |
| Foot Locker, Inc. | 43,293 | 1,643,835 |
| L Brands, Inc. | 23,641 | 547,526 |
| The Gap, Inc. | 82,267 | 1,432,268 |
| Tiffany & Company | 22,123 | 2,964,924 |
| Tractor Supply Company | 33,776 | 3,139,479 |
| Ulta Beauty, Inc. (A) | 13,489 | 3,613,838 |
| Williams-Sonoma, Inc. (B) | 34,108 | 2,390,289 |
| Textiles, apparel and luxury goods – 1.3% | ||
| Capri Holdings, Ltd. (A) | 43,960 | 1,317,042 |
| Carter's, Inc. | 18,199 | 1,930,368 |
| Columbia Sportswear Company | 8,469 | 795,408 |
| Deckers Outdoor Corp. (A) | 7,372 | 1,407,389 |
| Hanesbrands, Inc. | 141,623 | 1,948,732 |
| Levi Strauss & Company, Class A (B) | 8,737 | 171,595 |
| Lululemon Athletica, Inc. (A) | 19,826 | 4,746,146 |
| PVH Corp. | 19,191 | 1,672,879 |
| Ralph Lauren Corp. | 15,689 | 1,780,702 |
| Skechers U.S.A., Inc., Class A (A) | 43,275 | 1,618,052 |
| Tapestry, Inc. | 50,458 | 1,300,303 |
| Under Armour, Inc., Class A (A)(B) | 42,899 | 865,702 |
| Under Armour, Inc., Class C (A) | 44,358 | 796,670 |
| Consumer staples – 3.1% | 50,677,443 | |
| Beverages – 0.4% | ||
| Brown-Forman Corp., Class A | 2,335 | 150,070 |
| Brown-Forman Corp., Class B | 60,551 | 4,095,670 |
| Molson Coors Beverage Company, Class B | 33,500 | 1,861,930 |
| The Boston Beer Company, Inc., Class A (A) | 1,255 | 447,257 |
| Food and staples retailing – 0.5% | ||
| Casey's General Stores, Inc. | 9,378 | 1,508,545 |
| Performance Food Group Company (A) | 13,975 | 723,765 |
| The Kroger Company | 108,761 | 2,921,320 |
| US Foods Holding Corp. (A) | 74,910 | 3,009,135 |
| Food products – 1.6% | ||
| Beyond Meat, Inc. (A)(B) | 683 | 75,417 |
| Bunge, Ltd. | 45,836 | 2,403,181 |
| Campbell Soup Company | 35,286 | 1,707,490 |
| Conagra Brands, Inc. | 104,068 | 3,425,919 |
| Flowers Foods, Inc. | 51,016 | 1,098,374 |
| Hormel Foods Corp. (B) | 34,842 | 1,646,633 |
| Ingredion, Inc. | 26,552 | 2,336,576 |
| Lamb Weston Holdings, Inc. | 32,419 | 2,960,179 |
| 38 | JOHN HANCOCK MULTIFACTOR ETFS | QUARTERLY REPORT | SEE NOTES TO FUNDS' INVESTMENTS |
MULTIFACTOR MID CAP ETF (continued)
| Shares or Principal Amount | Value | |
| Consumer staples (continued) | ||
| Food products (continued) | ||
| Lancaster Colony Corp. | 3,207 | $495,963 |
| McCormick & Company, Inc. | 23,311 | 3,808,318 |
| Pilgrim's Pride Corp. (A) | 23,553 | 613,556 |
| Post Holdings, Inc. (A) | 26,438 | 2,764,622 |
| Seaboard Corp. | 91 | 350,861 |
| The J.M. Smucker Company | 23,549 | 2,439,912 |
| Household products – 0.5% | ||
| Church & Dwight Company, Inc. | 45,553 | 3,380,944 |
| Spectrum Brands Holdings, Inc. | 2,319 | 142,410 |
| The Clorox Company | 26,210 | 4,123,095 |
| Personal products – 0.1% | ||
| Coty, Inc., Class A | 74,627 | 765,673 |
| Herbalife Nutrition, Ltd. (A) | 36,567 | 1,420,628 |
| Energy – 2.2% | 36,131,086 | |
| Energy equipment and services – 0.3% | ||
| Helmerich & Payne, Inc. | 45,477 | 1,844,092 |
| National Oilwell Varco, Inc. | 61,711 | 1,271,864 |
| TechnipFMC PLC | 86,875 | 1,434,306 |
| Oil, gas and consumable fuels – 1.9% | ||
| Apache Corp. | 73,749 | 2,023,673 |
| Cabot Oil & Gas Corp. | 82,423 | 1,161,340 |
| Cheniere Energy, Inc. (A) | 32,903 | 1,949,174 |
| Cimarex Energy Company | 17,037 | 747,754 |
| Concho Resources, Inc. | 34,844 | 2,640,478 |
| Continental Resources, Inc. | 12,511 | 340,549 |
| Devon Energy Corp. | 70,121 | 1,523,028 |
| Diamondback Energy, Inc. | 36,082 | 2,684,501 |
| EnLink Midstream LLC (A) | 43,862 | 220,626 |
| Hess Corp. | 39,686 | 2,245,037 |
| HollyFrontier Corp. | 61,893 | 2,780,234 |
| Marathon Oil Corp. | 195,980 | 2,228,293 |
| Noble Energy, Inc. | 97,697 | 1,931,470 |
| ONEOK, Inc. | 55,598 | 4,162,622 |
| Parsley Energy, Inc., Class A | 57,532 | 957,332 |
| Tallgrass Energy LP, Class A | 28,431 | 634,296 |
| Targa Resources Corp. | 43,950 | 1,604,175 |
| WPX Energy, Inc. (A) | 146,129 | 1,746,242 |
| Financials – 14.7% | 237,644,235 | |
| Banks – 4.5% | ||
| BOK Financial Corp. | 9,466 | 746,867 |
| CIT Group, Inc. | 61,190 | 2,796,995 |
| Citizens Financial Group, Inc. | 108,190 | 4,033,323 |
| Comerica, Inc. | 44,303 | 2,709,571 |
| Commerce Bancshares, Inc. | 42,716 | 2,890,165 |
| Cullen/Frost Bankers, Inc. | 19,431 | 1,732,468 |
| East West Bancorp, Inc. | 55,207 | 2,530,689 |
| Fifth Third Bancorp | 202,680 | 5,766,246 |
| First Citizens BancShares, Inc., Class A | 2,204 | 1,161,111 |
MULTIFACTOR MID CAP ETF (continued)
| Shares or Principal Amount | Value | |
| Financials (continued) | ||
| Banks (continued) | ||
| First Financial Bankshares, Inc. | 23,070 | $773,306 |
| First Horizon National Corp. | 106,729 | 1,707,664 |
| First Republic Bank | 35,975 | 3,988,908 |
| Huntington Bancshares, Inc. | 288,002 | 3,908,187 |
| KeyCorp | 254,434 | 4,760,460 |
| M&T Bank Corp. | 24,588 | 4,143,570 |
| PacWest Bancorp | 44,123 | 1,546,511 |
| People's United Financial, Inc. | 120,182 | 1,853,206 |
| Pinnacle Financial Partners, Inc. | 18,503 | 1,092,787 |
| Popular, Inc. | 35,401 | 1,981,040 |
| Prosperity Bancshares, Inc. | 21,377 | 1,500,665 |
| Regions Financial Corp. | 295,749 | 4,604,812 |
| Signature Bank | 18,197 | 2,581,972 |
| Sterling Bancorp | 52,363 | 1,047,260 |
| SVB Financial Group (A) | 13,078 | 3,143,036 |
| Synovus Financial Corp. | 51,642 | 1,808,503 |
| TCF Financial Corp. | 32,119 | 1,357,991 |
| Webster Financial Corp. | 28,902 | 1,296,544 |
| Western Alliance Bancorp | 34,602 | 1,911,068 |
| Zions Bancorp NA | 68,392 | 3,111,152 |
| Capital markets – 3.1% | ||
| Affiliated Managers Group, Inc. | 13,404 | 1,070,309 |
| Ameriprise Financial, Inc. | 30,666 | 5,072,463 |
| Ares Management Corp., Class A | 18,618 | 671,365 |
| Cboe Global Markets, Inc. | 20,802 | 2,563,222 |
| E*TRADE Financial Corp. | 88,797 | 3,784,528 |
| Eaton Vance Corp. | 51,934 | 2,375,981 |
| FactSet Research Systems, Inc. | 10,802 | 3,090,560 |
| Franklin Resources, Inc. | 50,550 | 1,278,915 |
| Invesco, Ltd. | 117,897 | 2,039,618 |
| Lazard, Ltd., Class A | 35,277 | 1,480,223 |
| LPL Financial Holdings, Inc. | 24,394 | 2,247,419 |
| MarketAxess Holdings, Inc. | 10,441 | 3,697,993 |
| Morningstar, Inc. | 5,362 | 841,244 |
| MSCI, Inc. | 18,297 | 5,229,283 |
| Nasdaq, Inc. | 30,428 | 3,543,645 |
| Northern Trust Corp. | 35,456 | 3,467,951 |
| Raymond James Financial, Inc. | 38,479 | 3,518,135 |
| SEI Investments Company | 39,861 | 2,601,329 |
| T. Rowe Price Group, Inc. | 15,439 | 2,061,570 |
| Tradeweb Markets, Inc., Class A | 3,787 | 174,884 |
| Consumer finance – 0.7% | ||
| Ally Financial, Inc. | 167,136 | 5,353,366 |
| Credit Acceptance Corp. (A) | 3,594 | 1,541,754 |
| FirstCash, Inc. | 6,491 | 564,522 |
| OneMain Holdings, Inc. | 34,051 | 1,442,741 |
| Santander Consumer USA Holdings, Inc. | 66,809 | 1,778,456 |
| Diversified financial services – 0.4% | ||
| Equitable Holdings, Inc. | 43,869 | 1,053,733 |
| SEE NOTES TO FUNDS' INVESTMENTS | QUARTERLY REPORT | JOHN HANCOCK MULTIFACTOR ETFS | 39 |
MULTIFACTOR MID CAP ETF (continued)
| Shares or Principal Amount | Value | |
| Financials (continued) | ||
| Diversified financial services (continued) | ||
| Jefferies Financial Group, Inc. | 95,670 | $2,070,299 |
| Voya Financial, Inc. | 63,805 | 3,811,073 |
| Insurance – 5.5% | ||
| Alleghany Corp. (A) | 3,555 | 2,835,681 |
| American Financial Group, Inc. | 32,880 | 3,577,015 |
| Arch Capital Group, Ltd. (A) | 81,277 | 3,589,192 |
| Arthur J. Gallagher & Company | 44,380 | 4,552,057 |
| Assurant, Inc. | 22,126 | 2,888,771 |
| Assured Guaranty, Ltd. | 45,519 | 2,086,591 |
| Athene Holding, Ltd., Class A (A) | 56,732 | 2,471,246 |
| Axis Capital Holdings, Ltd. | 34,824 | 2,237,442 |
| Brighthouse Financial, Inc. (A) | 15,628 | 607,929 |
| Brown & Brown, Inc. | 64,447 | 2,893,670 |
| Cincinnati Financial Corp. | 33,279 | 3,492,631 |
| CNA Financial Corp. | 6,773 | 302,279 |
| Enstar Group, Ltd. (A) | 1,364 | 266,376 |
| Erie Indemnity Company, Class A | 7,083 | 1,179,320 |
| Everest Re Group, Ltd. | 12,637 | 3,495,015 |
| Fidelity National Financial, Inc. | 72,345 | 3,526,819 |
| First American Financial Corp. | 40,145 | 2,488,187 |
| Globe Life, Inc. | 37,626 | 3,922,887 |
| Kemper Corp. | 18,465 | 1,374,165 |
| Lincoln National Corp. | 54,426 | 2,965,128 |
| Loews Corp. | 57,643 | 2,965,732 |
| Markel Corp. (A) | 2,570 | 3,014,533 |
| Old Republic International Corp. | 105,849 | 2,386,895 |
| Primerica, Inc. | 13,595 | 1,611,823 |
| Principal Financial Group, Inc. | 72,136 | 3,819,601 |
| Reinsurance Group of America, Inc. | 28,216 | 4,064,515 |
| RenaissanceRe Holdings, Ltd. | 15,529 | 2,941,814 |
| Selective Insurance Group, Inc. | 9,037 | 598,701 |
| The Hanover Insurance Group, Inc. | 12,343 | 1,710,493 |
| The Hartford Financial Services Group, Inc. | 93,897 | 5,566,214 |
| Unum Group | 78,785 | 2,102,772 |
| W.R. Berkley Corp. | 34,788 | 2,557,962 |
| Willis Towers Watson PLC | 24,457 | 5,167,520 |
| Thrifts and mortgage finance – 0.5% | ||
| Essent Group, Ltd. | 25,410 | 1,260,590 |
| MGIC Investment Corp. | 145,684 | 2,008,982 |
| New York Community Bancorp, Inc. | 169,575 | 1,875,500 |
| Radian Group, Inc. | 82,390 | 2,017,731 |
| TFS Financial Corp. | 15,066 | 307,798 |
| Health care – 11.8% | 191,978,363 | |
| Biotechnology – 1.1% | ||
| Allakos, Inc. (A)(B) | 2,186 | 157,829 |
| Alnylam Pharmaceuticals, Inc. (A) | 21,846 | 2,507,702 |
| BioMarin Pharmaceutical, Inc. (A) | 28,326 | 2,365,221 |
| Bluebird Bio, Inc. (A) | 11,128 | 886,790 |
| Exact Sciences Corp. (A)(B) | 16,723 | 1,559,921 |
MULTIFACTOR MID CAP ETF (continued)
| Shares or Principal Amount | Value | |
| Health care (continued) | ||
| Biotechnology (continued) | ||
| Exelixis, Inc. (A) | 116,476 | $2,003,387 |
| FibroGen, Inc. (A) | 11,192 | 468,385 |
| Incyte Corp. (A) | 14,564 | 1,064,191 |
| Ionis Pharmaceuticals, Inc. (A) | 28,248 | 1,647,423 |
| Moderna, Inc. (A)(B) | 31,705 | 650,270 |
| Neurocrine Biosciences, Inc. (A) | 16,564 | 1,657,725 |
| Sage Therapeutics, Inc. (A) | 9,592 | 635,758 |
| Sarepta Therapeutics, Inc. (A)(B) | 5,593 | 648,564 |
| Seattle Genetics, Inc. (A) | 15,707 | 1,702,482 |
| Health care equipment and supplies – 3.8% | ||
| ABIOMED, Inc. (A) | 9,034 | 1,682,944 |
| Align Technology, Inc. (A) | 17,902 | 4,602,604 |
| Dentsply Sirona, Inc. | 57,684 | 3,230,304 |
| DexCom, Inc. (A) | 14,192 | 3,416,724 |
| Globus Medical, Inc., Class A (A) | 23,715 | 1,239,820 |
| Haemonetics Corp. (A) | 12,936 | 1,389,197 |
| Hill-Rom Holdings, Inc. | 26,061 | 2,775,236 |
| Hologic, Inc. (A) | 84,602 | 4,527,899 |
| IDEXX Laboratories, Inc. (A) | 18,554 | 5,028,320 |
| Insulet Corp. (A) | 10,948 | 2,124,350 |
| Integra LifeSciences Holdings Corp. (A) | 21,344 | 1,174,774 |
| Masimo Corp. (A) | 14,368 | 2,451,181 |
| Novocure, Ltd. (A) | 10,156 | 827,308 |
| Penumbra, Inc. (A)(B) | 5,694 | 999,069 |
| ResMed, Inc. | 35,535 | 5,648,999 |
| STERIS PLC | 25,627 | 3,861,733 |
| Tandem Diabetes Care, Inc. (A) | 5,212 | 396,320 |
| Teleflex, Inc. | 11,814 | 4,389,019 |
| The Cooper Companies, Inc. | 13,259 | 4,599,415 |
| Varian Medical Systems, Inc. (A) | 32,030 | 4,502,457 |
| West Pharmaceutical Services, Inc. | 22,333 | 3,482,831 |
| Health care providers and services – 3.3% | ||
| Amedisys, Inc. (A) | 5,656 | 998,227 |
| AmerisourceBergen Corp. | 39,756 | 3,401,523 |
| Cardinal Health, Inc. | 83,303 | 4,265,947 |
| Centene Corp. (A) | 167,665 | 10,531,039 |
| Chemed Corp. | 4,614 | 2,154,923 |
| DaVita, Inc. (A) | 61,276 | 4,894,114 |
| Encompass Health Corp. | 42,668 | 3,286,716 |
| Guardant Health, Inc. (A) | 5,331 | 405,369 |
| HealthEquity, Inc. (A) | 9,341 | 617,066 |
| Henry Schein, Inc. (A) | 55,131 | 3,800,731 |
| Laboratory Corp. of America Holdings (A) | 30,243 | 5,304,622 |
| Molina Healthcare, Inc. (A) | 22,939 | 2,820,809 |
| Premier, Inc., Class A (A) | 26,368 | 916,815 |
| Quest Diagnostics, Inc. | 46,704 | 5,168,732 |
| Universal Health Services, Inc., Class B | 34,207 | 4,690,122 |
| Health care technology – 0.7% | ||
| Cerner Corp. | 74,037 | 5,318,078 |
| 40 | JOHN HANCOCK MULTIFACTOR ETFS | QUARTERLY REPORT | SEE NOTES TO FUNDS' INVESTMENTS |
MULTIFACTOR MID CAP ETF (continued)
| Shares or Principal Amount | Value | |
| Health care (continued) | ||
| Health care technology (continued) | ||
| Teladoc Health, Inc. (A)(B) | 15,613 | $1,587,998 |
| Veeva Systems, Inc., Class A (A) | 25,564 | 3,747,938 |
| Life sciences tools and services – 2.2% | ||
| Adaptive Biotechnologies Corp. (A) | 1,389 | 41,538 |
| Agilent Technologies, Inc. | 52,095 | 4,300,963 |
| Avantor, Inc. (A) | 30,677 | 566,604 |
| Bio-Rad Laboratories, Inc., Class A (A) | 7,103 | 2,563,615 |
| Bio-Techne Corp. | 11,645 | 2,445,101 |
| Bruker Corp. | 38,158 | 1,887,676 |
| Charles River Laboratories International, Inc. (A) | 19,978 | 3,088,199 |
| IQVIA Holdings, Inc. (A) | 23,799 | 3,694,795 |
| Mettler-Toledo International, Inc. (A) | 6,875 | 5,205,613 |
| PerkinElmer, Inc. | 35,598 | 3,292,103 |
| PRA Health Sciences, Inc. (A) | 20,877 | 2,115,049 |
| Repligen Corp. (A) | 7,193 | 722,105 |
| Syneos Health, Inc. (A) | 26,983 | 1,655,677 |
| Waters Corp. (A) | 18,246 | 4,083,272 |
| Pharmaceuticals – 0.7% | ||
| Catalent, Inc. (A) | 56,140 | 3,430,154 |
| Elanco Animal Health, Inc. (A) | 8,494 | 262,465 |
| Horizon Therapeutics PLC (A) | 55,960 | 1,930,060 |
| Jazz Pharmaceuticals PLC (A) | 24,966 | 3,578,876 |
| Mylan NV (A) | 86,580 | 1,854,544 |
| Perrigo Company PLC | 18,286 | 1,043,033 |
| Industrials – 15.8% | 256,665,536 | |
| Aerospace and defense – 1.9% | ||
| Arconic, Inc. | 104,516 | 3,130,254 |
| BWX Technologies, Inc. | 29,779 | 1,893,647 |
| Curtiss-Wright Corp. | 13,855 | 2,014,933 |
| HEICO Corp. | 7,951 | 973,441 |
| HEICO Corp., Class A | 13,120 | 1,261,488 |
| Hexcel Corp. | 34,760 | 2,579,887 |
| Huntington Ingalls Industries, Inc. | 14,670 | 3,828,870 |
| Mercury Systems, Inc. (A) | 7,045 | 540,704 |
| Spirit AeroSystems Holdings, Inc., Class A | 34,787 | 2,272,287 |
| Teledyne Technologies, Inc. (A) | 8,997 | 3,284,445 |
| Textron, Inc. | 70,239 | 3,226,077 |
| TransDigm Group, Inc. | 10,015 | 6,442,449 |
| Air freight and logistics – 0.6% | ||
| C.H. Robinson Worldwide, Inc. | 38,348 | 2,769,493 |
| Expeditors International of Washington, Inc. | 48,028 | 3,507,965 |
| XPO Logistics, Inc. (A) | 34,491 | 3,066,940 |
| Airlines – 0.8% | ||
| Alaska Air Group, Inc. | 46,053 | 2,974,563 |
| American Airlines Group, Inc. (B) | 30,874 | 828,658 |
| Copa Holdings SA, Class A | 4,650 | 455,514 |
| JetBlue Airways Corp. (A) | 136,976 | 2,716,234 |
MULTIFACTOR MID CAP ETF (continued)
| Shares or Principal Amount | Value | |
| Industrials (continued) | ||
| Airlines (continued) | ||
| United Airlines Holdings, Inc. (A) | 77,364 | $5,786,827 |
| Building products – 1.2% | ||
| Allegion PLC | 30,066 | 3,888,135 |
| AO Smith Corp. | 44,008 | 1,878,702 |
| Armstrong World Industries, Inc. | 8,042 | 806,854 |
| Fortune Brands Home & Security, Inc. | 53,160 | 3,652,624 |
| Lennox International, Inc. | 8,688 | 2,024,130 |
| Masco Corp. | 52,176 | 2,479,404 |
| Owens Corning | 45,499 | 2,752,235 |
| Trex Company, Inc. (A) | 14,225 | 1,397,464 |
| Commercial services and supplies – 1.3% | ||
| Cintas Corp. | 20,379 | 5,685,130 |
| Copart, Inc. (A) | 50,985 | 5,172,938 |
| IAA, Inc. (A) | 35,428 | 1,674,327 |
| Republic Services, Inc. | 60,992 | 5,797,290 |
| Rollins, Inc. | 36,547 | 1,386,959 |
| Stericycle, Inc. (A)(B) | 19,121 | 1,198,504 |
| Tetra Tech, Inc. | 7,025 | 601,340 |
| Construction and engineering – 0.6% | ||
| AECOM (A) | 49,671 | 2,395,632 |
| EMCOR Group, Inc. | 17,937 | 1,473,883 |
| Jacobs Engineering Group, Inc. | 34,432 | 3,185,993 |
| MasTec, Inc. (A) | 14,377 | 830,272 |
| Quanta Services, Inc. | 63,965 | 2,504,230 |
| Electrical equipment – 1.3% | ||
| Acuity Brands, Inc. | 13,768 | 1,622,834 |
| AMETEK, Inc. | 58,205 | 5,654,616 |
| Generac Holdings, Inc. (A) | 11,021 | 1,141,665 |
| Hubbell, Inc. | 25,072 | 3,591,063 |
| Rockwell Automation, Inc. | 29,656 | 5,683,869 |
| Sensata Technologies Holding PLC (A) | 70,518 | 3,333,386 |
| Industrial conglomerates – 0.2% | ||
| Carlisle Companies, Inc. | 22,937 | 3,583,448 |
| Machinery – 4.3% | ||
| AGCO Corp. | 29,842 | 2,093,118 |
| Allison Transmission Holdings, Inc. | 53,996 | 2,386,623 |
| Crane Company | 17,929 | 1,532,212 |
| Donaldson Company, Inc. | 51,804 | 2,686,037 |
| Dover Corp. | 45,222 | 5,148,525 |
| Flowserve Corp. | 44,886 | 2,095,278 |
| Gardner Denver Holdings, Inc. (A)(B) | 39,061 | 1,379,244 |
| Graco, Inc. | 53,457 | 2,841,240 |
| IDEX Corp. | 18,731 | 3,069,074 |
| Ingersoll-Rand PLC | 35,432 | 4,720,605 |
| ITT, Inc. | 27,465 | 1,842,352 |
| Lincoln Electric Holdings, Inc. | 20,581 | 1,835,414 |
| Nordson Corp. | 17,966 | 3,033,739 |
| Oshkosh Corp. | 28,719 | 2,470,983 |
| Parker-Hannifin Corp. | 35,255 | 6,899,051 |
| SEE NOTES TO FUNDS' INVESTMENTS | QUARTERLY REPORT | JOHN HANCOCK MULTIFACTOR ETFS | 41 |
MULTIFACTOR MID CAP ETF (continued)
| Shares or Principal Amount | Value | |
| Industrials (continued) | ||
| Machinery (continued) | ||
| Pentair PLC | 51,367 | $2,205,185 |
| Snap-on, Inc. | 21,530 | 3,436,834 |
| Stanley Black & Decker, Inc. | 35,853 | 5,712,458 |
| The Middleby Corp. (A) | 18,898 | 2,119,600 |
| The Toro Company | 33,424 | 2,674,588 |
| WABCO Holdings, Inc. (A) | 19,236 | 2,609,363 |
| Wabtec Corp. | 28,571 | 2,110,254 |
| Woodward, Inc. | 17,211 | 2,001,811 |
| Xylem, Inc. | 44,251 | 3,613,537 |
| Marine – 0.1% | ||
| Kirby Corp. (A) | 16,411 | 1,202,762 |
| Professional services – 1.5% | ||
| CoStar Group, Inc. (A) | 5,739 | 3,747,510 |
| Equifax, Inc. | 19,180 | 2,875,082 |
| Insperity, Inc. | 8,079 | 705,862 |
| ManpowerGroup, Inc. | 27,348 | 2,502,069 |
| Nielsen Holdings PLC | 138,490 | 2,825,196 |
| Robert Half International, Inc. | 45,817 | 2,665,175 |
| TransUnion | 34,854 | 3,196,112 |
| TriNet Group, Inc. (A) | 10,671 | 608,887 |
| Verisk Analytics, Inc. | 28,323 | 4,601,638 |
| Road and rail – 0.8% | ||
| AMERCO | 3,356 | 1,245,982 |
| J.B. Hunt Transport Services, Inc. | 23,930 | 2,582,765 |
| Kansas City Southern | 25,136 | 4,240,192 |
| Knight-Swift Transportation Holdings, Inc. (B) | 20,693 | 767,296 |
| Landstar System, Inc. | 13,143 | 1,455,587 |
| Lyft, Inc., Class A (A) | 2,844 | 135,033 |
| Old Dominion Freight Line, Inc. | 16,148 | 3,168,722 |
| Trading companies and distributors – 1.2% | ||
| Air Lease Corp. | 36,003 | 1,545,969 |
| Fastenal Company | 119,016 | 4,151,278 |
| HD Supply Holdings, Inc. (A) | 66,162 | 2,695,440 |
| United Rentals, Inc. (A) | 34,436 | 4,672,621 |
| W.W. Grainger, Inc. | 13,087 | 3,961,042 |
| Watsco, Inc. | 9,456 | 1,644,588 |
| Information technology – 18.8% | 304,771,611 | |
| Communications equipment – 1.1% | ||
| Arista Networks, Inc. (A) | 11,416 | 2,549,649 |
| Ciena Corp. (A) | 42,502 | 1,728,556 |
| F5 Networks, Inc. (A) | 23,614 | 2,883,742 |
| Juniper Networks, Inc. | 128,992 | 2,959,076 |
| Lumentum Holdings, Inc. (A) | 13,260 | 1,004,710 |
| Motorola Solutions, Inc. | 31,019 | 5,490,363 |
| Ubiquiti, Inc. (B) | 6,043 | 987,547 |
| ViaSat, Inc. (A) | 13,696 | 871,750 |
| Electronic equipment, instruments and components – 2.9% | ||
| Amphenol Corp., Class A | 65,811 | 6,546,220 |
MULTIFACTOR MID CAP ETF (continued)
| Shares or Principal Amount | Value | |
| Information technology (continued) | ||
| Electronic equipment, instruments andcomponents (continued) | ||
| Arrow Electronics, Inc. (A) | 39,440 | $2,995,074 |
| Avnet, Inc. | 48,955 | 1,786,368 |
| CDW Corp. | 40,451 | 5,276,833 |
| Cognex Corp. | 45,202 | 2,303,946 |
| Dolby Laboratories, Inc., Class A | 22,794 | 1,580,536 |
| Flex, Ltd. (A) | 211,259 | 2,778,056 |
| FLIR Systems, Inc. | 52,445 | 2,703,015 |
| IPG Photonics Corp. (A) | 12,486 | 1,594,088 |
| Jabil, Inc. | 84,632 | 3,291,338 |
| Keysight Technologies, Inc. (A) | 42,509 | 3,952,912 |
| Littelfuse, Inc. | 7,370 | 1,303,827 |
| National Instruments Corp. | 44,113 | 1,968,763 |
| SYNNEX Corp. | 13,554 | 1,867,199 |
| Trimble, Inc. (A) | 73,801 | 3,138,019 |
| Zebra Technologies Corp., Class A (A) | 14,001 | 3,346,519 |
| IT services – 5.1% | ||
| Akamai Technologies, Inc. (A) | 54,754 | 5,111,286 |
| Alliance Data Systems Corp. | 17,281 | 1,776,314 |
| Amdocs, Ltd. | 59,860 | 4,306,927 |
| Black Knight, Inc. (A) | 40,215 | 2,691,188 |
| Booz Allen Hamilton Holding Corp. | 39,322 | 3,068,689 |
| Broadridge Financial Solutions, Inc. | 31,718 | 3,779,200 |
| CACI International, Inc., Class A (A) | 7,665 | 2,049,928 |
| EPAM Systems, Inc. (A) | 15,295 | 3,489,401 |
| Euronet Worldwide, Inc. (A) | 17,049 | 2,687,604 |
| FleetCor Technologies, Inc. (A) | 17,336 | 5,464,827 |
| Gartner, Inc. (A) | 20,372 | 3,275,410 |
| Genpact, Ltd. | 63,066 | 2,791,932 |
| Global Payments, Inc. | 68,614 | 13,410,598 |
| GoDaddy, Inc., Class A (A) | 28,808 | 1,936,186 |
| Jack Henry & Associates, Inc. | 18,954 | 2,834,381 |
| Leidos Holdings, Inc. | 38,248 | 3,842,777 |
| MAXIMUS, Inc. | 26,037 | 1,868,155 |
| MongoDB, Inc. (A)(B) | 5,129 | 840,694 |
| Okta, Inc. (A) | 11,081 | 1,418,922 |
| Perspecta, Inc. | 37,310 | 1,047,292 |
| Sabre Corp. | 95,627 | 2,059,806 |
| Science Applications International Corp. | 16,010 | 1,405,198 |
| The Western Union Company | 123,857 | 3,331,753 |
| Twilio, Inc., Class A (A)(B) | 14,856 | 1,847,195 |
| VeriSign, Inc. (A) | 19,033 | 3,961,529 |
| WEX, Inc. (A) | 13,634 | 2,957,487 |
| Semiconductors and semiconductor equipment – 3.3% | ||
| Cree, Inc. (A) | 31,946 | 1,485,170 |
| Cypress Semiconductor Corp. | 147,492 | 3,440,988 |
| Entegris, Inc. | 53,948 | 2,792,348 |
| First Solar, Inc. (A)(B) | 30,595 | 1,516,900 |
| KLA Corp. | 26,656 | 4,417,965 |
| 42 | JOHN HANCOCK MULTIFACTOR ETFS | QUARTERLY REPORT | SEE NOTES TO FUNDS' INVESTMENTS |
MULTIFACTOR MID CAP ETF (continued)
| Shares or Principal Amount | Value | |
| Information technology (continued) | ||
| Semiconductors and semiconductor equipment (continued) | ||
| Marvell Technology Group, Ltd. | 168,285 | $4,045,571 |
| Maxim Integrated Products, Inc. | 75,014 | 4,509,842 |
| Microchip Technology, Inc. (B) | 46,831 | 4,565,086 |
| MKS Instruments, Inc. | 21,843 | 2,289,583 |
| Monolithic Power Systems, Inc. | 11,036 | 1,889,032 |
| ON Semiconductor Corp. (A) | 195,948 | 4,536,196 |
| Qorvo, Inc. (A) | 47,496 | 5,027,927 |
| Silicon Laboratories, Inc. (A) | 7,534 | 740,668 |
| Skyworks Solutions, Inc. | 48,797 | 5,521,381 |
| Teradyne, Inc. | 83,768 | 5,527,850 |
| Universal Display Corp. | 10,609 | 1,868,988 |
| Software – 5.1% | ||
| Alteryx, Inc., Class A (A)(B) | 5,643 | 787,029 |
| Anaplan, Inc. (A) | 9,321 | 536,796 |
| ANSYS, Inc. (A) | 22,606 | 6,201,504 |
| Aspen Technology, Inc. (A) | 20,621 | 2,453,487 |
| Avalara, Inc. (A) | 5,261 | 447,922 |
| Blackbaud, Inc. | 8,684 | 680,218 |
| Cadence Design Systems, Inc. (A) | 69,979 | 5,046,186 |
| CDK Global, Inc. | 41,908 | 2,249,621 |
| Cerence, Inc. (A) | 12,670 | 270,505 |
| Ceridian HCM Holding, Inc. (A) | 14,512 | 1,063,584 |
| Citrix Systems, Inc. | 35,546 | 4,308,886 |
| Coupa Software, Inc. (A) | 7,673 | 1,236,504 |
| Crowdstrike Holdings, Inc., Class A (A) | 1,138 | 69,520 |
| DocuSign, Inc. (A) | 17,046 | 1,338,281 |
| Dropbox, Inc., Class A (A) | 10,627 | 180,872 |
| Elastic NV (A) | 3,312 | 214,883 |
| Fair Isaac Corp. (A) | 8,060 | 3,243,183 |
| Fortinet, Inc. (A) | 30,926 | 3,567,623 |
| Guidewire Software, Inc. (A) | 24,526 | 2,759,175 |
| HubSpot, Inc. (A) | 6,706 | 1,213,384 |
| j2 Global, Inc. | 12,297 | 1,178,790 |
| Manhattan Associates, Inc. (A) | 10,585 | 904,594 |
| Medallia, Inc. (A) | 1,092 | 30,816 |
| NortonLifeLock, Inc. | 140,036 | 3,979,823 |
| Nuance Communications, Inc. (A) | 101,690 | 1,923,975 |
| Nutanix, Inc., Class A (A) | 18,809 | 610,728 |
| Palo Alto Networks, Inc. (A) | 11,546 | 2,710,770 |
| Paycom Software, Inc. (A) | 11,323 | 3,602,526 |
| Paylocity Holding Corp. (A) | 6,431 | 912,495 |
| Pegasystems, Inc. | 8,157 | 703,215 |
| Proofpoint, Inc. (A) | 10,405 | 1,277,838 |
| PTC, Inc. (A) | 25,681 | 2,134,605 |
| Q2 Holdings, Inc. (A) | 4,711 | 410,752 |
| RealPage, Inc. (A) | 20,960 | 1,223,016 |
| RingCentral, Inc., Class A (A) | 9,611 | 1,975,829 |
| Slack Technologies, Inc., Class A (A)(B) | 8,168 | 169,323 |
| Smartsheet, Inc., Class A (A) | 7,992 | 387,452 |
MULTIFACTOR MID CAP ETF (continued)
| Shares or Principal Amount | Value | |
| Information technology (continued) | ||
| Software (continued) | ||
| SolarWinds Corp. (A) | 12,455 | $235,649 |
| Splunk, Inc. (A) | 21,610 | 3,355,169 |
| SS&C Technologies Holdings, Inc. | 61,288 | 3,861,757 |
| Synopsys, Inc. (A) | 37,296 | 5,501,533 |
| The Trade Desk, Inc., Class A (A) | 6,393 | 1,720,868 |
| Tyler Technologies, Inc. (A) | 10,771 | 3,486,357 |
| Zendesk, Inc. (A) | 17,325 | 1,496,880 |
| Zscaler, Inc. (A)(B) | 7,323 | 410,747 |
| Technology hardware, storage and peripherals – 1.3% | ||
| Hewlett Packard Enterprise Company | 184,146 | 2,565,154 |
| NetApp, Inc. | 75,401 | 4,026,413 |
| Pure Storage, Inc., Class A (A) | 35,280 | 627,984 |
| Seagate Technology PLC | 79,842 | 4,550,196 |
| Western Digital Corp. | 86,181 | 5,644,856 |
| Xerox Holdings Corp. | 82,768 | 2,944,058 |
| Materials – 5.4% | 87,804,093 | |
| Chemicals – 2.0% | ||
| Albemarle Corp. | 27,768 | 2,229,215 |
| Ashland Global Holdings, Inc. | 23,605 | 1,746,298 |
| Axalta Coating Systems, Ltd. (A) | 74,923 | 2,158,532 |
| Celanese Corp. | 35,001 | 3,622,604 |
| CF Industries Holdings, Inc. | 63,160 | 2,544,085 |
| Eastman Chemical Company | 44,475 | 3,169,733 |
| FMC Corp. | 29,854 | 2,853,744 |
| Huntsman Corp. | 88,501 | 1,819,581 |
| International Flavors & Fragrances, Inc. (B) | 18,124 | 2,376,238 |
| NewMarket Corp. | 3,216 | 1,413,818 |
| RPM International, Inc. | 47,630 | 3,399,353 |
| The Mosaic Company | 69,873 | 1,386,280 |
| The Scotts Miracle-Gro Company | 8,688 | 1,066,365 |
| Valvoline, Inc. | 24,239 | 510,958 |
| W.R. Grace & Company | 22,533 | 1,517,823 |
| Westlake Chemical Corp. | 11,807 | 722,588 |
| Construction materials – 0.5% | ||
| Martin Marietta Materials, Inc. | 13,631 | 3,595,858 |
| Vulcan Materials Company | 31,295 | 4,432,311 |
| Containers and packaging – 2.1% | ||
| Amcor PLC | 254,211 | 2,692,094 |
| AptarGroup, Inc. | 24,990 | 2,886,595 |
| Avery Dennison Corp. | 26,457 | 3,472,217 |
| Ball Corp. | 72,571 | 5,238,175 |
| Berry Global Group, Inc. (A) | 52,610 | 2,236,977 |
| Crown Holdings, Inc. (A) | 44,060 | 3,261,762 |
| International Paper Company | 78,376 | 3,191,471 |
| Packaging Corp. of America | 38,156 | 3,653,437 |
| Sealed Air Corp. | 56,593 | 2,009,052 |
| Sonoco Products Company | 51,514 | 2,943,510 |
| Westrock Company | 73,015 | 2,847,585 |
| SEE NOTES TO FUNDS' INVESTMENTS | QUARTERLY REPORT | JOHN HANCOCK MULTIFACTOR ETFS | 43 |
MULTIFACTOR MID CAP ETF (continued)
| Shares or Principal Amount | Value | |
| Materials (continued) | ||
| Metals and mining – 0.8% | ||
| Freeport-McMoRan, Inc. | 127,372 | $1,413,829 |
| Nucor Corp. | 75,749 | 3,597,320 |
| Reliance Steel & Aluminum Company | 28,698 | 3,294,530 |
| Royal Gold, Inc. | 16,572 | 1,911,083 |
| Steel Dynamics, Inc. | 86,649 | 2,589,072 |
| Real estate – 6.9% | 112,449,038 | |
| Equity real estate investment trusts – 6.4% | ||
| Alexandria Real Estate Equities, Inc. | 16,598 | 2,708,794 |
| American Campus Communities, Inc. | 31,660 | 1,452,244 |
| American Homes 4 Rent, Class A | 57,853 | 1,581,122 |
| Americold Realty Trust | 28,975 | 998,768 |
| Apartment Investment & Management Company, Class A | 36,794 | 1,939,412 |
| Brixmor Property Group, Inc. | 67,486 | 1,347,021 |
| Camden Property Trust | 20,166 | 2,267,263 |
| CoreSite Realty Corp. | 8,266 | 970,842 |
| Cousins Properties, Inc. | 17,816 | 729,209 |
| CubeSmart | 43,780 | 1,386,513 |
| CyrusOne, Inc. | 24,345 | 1,481,393 |
| Digital Realty Trust, Inc. | 26,141 | 3,215,082 |
| Douglas Emmett, Inc. | 37,828 | 1,569,862 |
| Duke Realty Corp. | 75,058 | 2,725,356 |
| EastGroup Properties, Inc. | 4,560 | 620,479 |
| EPR Properties | 17,133 | 1,222,782 |
| Equity LifeStyle Properties, Inc. | 34,779 | 2,530,172 |
| Essex Property Trust, Inc. | 9,270 | 2,871,475 |
| Extra Space Storage, Inc. | 23,899 | 2,645,141 |
| Federal Realty Investment Trust | 16,182 | 2,023,074 |
| First Industrial Realty Trust, Inc. | 15,497 | 661,722 |
| Gaming and Leisure Properties, Inc. | 46,512 | 2,197,925 |
| Healthcare Realty Trust, Inc. | 15,705 | 566,322 |
| Healthcare Trust of America, Inc., Class A | 45,509 | 1,457,653 |
| Healthpeak Properties, Inc. | 63,315 | 2,278,707 |
| Highwoods Properties, Inc. | 23,697 | 1,187,457 |
| Host Hotels & Resorts, Inc. | 103,842 | 1,696,778 |
| Hudson Pacific Properties, Inc. | 34,747 | 1,262,706 |
| Invitation Homes, Inc. | 50,672 | 1,594,648 |
| Iron Mountain, Inc. | 62,169 | 1,965,162 |
| JBG SMITH Properties | 22,038 | 893,641 |
| Kilroy Realty Corp. | 23,237 | 1,918,679 |
| Kimco Realty Corp. | 92,919 | 1,770,107 |
| Lamar Advertising Company, Class A | 24,218 | 2,247,673 |
| Liberty Property Trust | 34,623 | 2,169,131 |
| Life Storage, Inc. | 8,180 | 925,812 |
| Medical Properties Trust, Inc. | 92,413 | 2,046,948 |
| MGM Growth Properties LLC, Class A | 19,480 | 622,191 |
| Mid-America Apartment Communities, Inc. | 17,348 | 2,380,319 |
| National Retail Properties, Inc. | 37,008 | 2,072,448 |
| Omega Healthcare Investors, Inc. | 48,280 | 2,025,346 |
MULTIFACTOR MID CAP ETF (continued)
| Shares or Principal Amount | Value | |
| Real estate (continued) | ||
| Equity real estate investment trusts (continued) | ||
| Park Hotels & Resorts, Inc. | 43,294 | $949,870 |
| PS Business Parks, Inc. | 2,416 | 404,825 |
| Realty Income Corp. | 36,391 | 2,853,418 |
| Regency Centers Corp. | 23,090 | 1,432,504 |
| Rexford Industrial Realty, Inc. | 13,579 | 654,372 |
| SBA Communications Corp. | 21,511 | 5,368,285 |
| Service Properties Trust | 37,615 | 811,732 |
| SL Green Realty Corp. | 18,616 | 1,713,417 |
| Spirit Realty Capital, Inc. | 10,991 | 580,105 |
| STORE Capital Corp. | 45,854 | 1,799,770 |
| Sun Communities, Inc. | 16,909 | 2,742,133 |
| The Macerich Company | 24,883 | 555,140 |
| UDR, Inc. | 54,544 | 2,613,203 |
| VEREIT, Inc. | 218,886 | 2,136,327 |
| VICI Properties, Inc. | 66,918 | 1,793,402 |
| Vornado Realty Trust | 21,840 | 1,436,417 |
| Weyerhaeuser Company | 124,364 | 3,600,338 |
| WP Carey, Inc. | 24,179 | 2,033,937 |
| Real estate management and development – 0.5% | ||
| CBRE Group, Inc., Class A (A) | 71,189 | 4,346,088 |
| Jones Lang LaSalle, Inc. | 17,465 | 2,965,906 |
| The Howard Hughes Corp. (A) | 11,756 | 1,430,470 |
| Utilities – 6.0% | 96,567,506 | |
| Electric utilities – 2.5% | ||
| ALLETE, Inc. | 7,704 | 643,130 |
| Alliant Energy Corp. | 59,923 | 3,557,029 |
| Avangrid, Inc. | 10,371 | 552,359 |
| Entergy Corp. | 48,372 | 6,361,885 |
| Evergy, Inc. | 75,230 | 5,428,597 |
| Eversource Energy | 60,401 | 5,583,468 |
| FirstEnergy Corp. | 120,990 | 6,145,082 |
| Hawaiian Electric Industries, Inc. | 23,182 | 1,133,832 |
| IDACORP, Inc. | 13,887 | 1,557,983 |
| OGE Energy Corp. | 78,280 | 3,589,138 |
| Pinnacle West Capital Corp. | 39,749 | 3,883,080 |
| Portland General Electric Company | 36,085 | 2,219,228 |
| Gas utilities – 0.7% | ||
| Atmos Energy Corp. | 30,868 | 3,612,482 |
| National Fuel Gas Company | 24,690 | 1,066,361 |
| New Jersey Resources Corp. | 15,432 | 637,650 |
| ONE Gas, Inc. | 13,186 | 1,246,077 |
| Southwest Gas Holdings, Inc. | 16,164 | 1,220,544 |
| Spire, Inc. | 9,854 | 830,889 |
| UGI Corp. | 48,346 | 2,010,710 |
| Independent power and renewable electricity producers –0.5% | ||
| AES Corp. | 188,620 | 3,745,993 |
| NRG Energy, Inc. | 61,978 | 2,286,368 |
| Vistra Energy Corp. | 99,869 | 2,249,050 |
| 44 | JOHN HANCOCK MULTIFACTOR ETFS | QUARTERLY REPORT | SEE NOTES TO FUNDS' INVESTMENTS |
MULTIFACTOR MID CAP ETF (continued)
| Shares or Principal Amount | Value | |
| Utilities (continued) | ||
| Multi-utilities – 1.8% | ||
| Ameren Corp. | 63,139 | $5,180,555 |
| Black Hills Corp. | 16,362 | 1,358,537 |
| CenterPoint Energy, Inc. | 126,146 | 3,340,346 |
| CMS Energy Corp. | 70,464 | 4,827,489 |
| DTE Energy Company | 39,674 | 5,261,169 |
| MDU Resources Group, Inc. | 69,897 | 2,069,650 |
| NiSource, Inc. | 83,158 | 2,437,361 |
| WEC Energy Group, Inc. | 51,294 | 5,123,758 |
| Water utilities – 0.5% | ||
| American Water Works Company, Inc. | 37,429 | 5,097,830 |
| Aqua America, Inc. | 44,472 | 2,309,876 |
| SHORT-TERM INVESTMENTS – 1.7% | $26,917,137 | |
| (Cost $26,913,864) | ||
| Short-term funds – 1.7% | 26,917,137 | |
| John Hancock Collateral Trust, 1.6984% (C)(D) | 2,580,913 | 25,829,264 |
| State Street Institutional U.S. Government Money Market Fund, Premier Class, 1.5121% (C) | 1,087,873 | 1,087,873 |
| Total investments (Multifactor Mid Cap ETF) (Cost $1,486,605,037) 101.6% | $1,647,704,087 | |
| Other assets and liabilities, net (1.6%) | (25,710,460) | |
| Total net assets 100.0% | $1,621,993,627 | |
| 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) | Non-income producing security. |
| (B) | All or a portion of this security is on loan as of 1-31-20. The value of securities on loan amounted to $24,574,305. |
| (C) | The rate shown is the annualized seven-day yield as of 1-31-20. |
| (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 1-31-20 (unaudited)
| Shares or Principal Amount | Value | |
| COMMON STOCKS – 100.0% | $522,226,441 | |
| (Cost $491,130,137) | ||
| Communication services – 3.4% | 17,855,740 | |
| Diversified telecommunication services – 0.7% | ||
| Cogent Communications Holdings, Inc. | 18,882 | 1,339,300 |
| Intelsat SA (A)(B) | 32,774 | 111,759 |
| Iridium Communications, Inc. (A) | 51,565 | 1,317,486 |
| Vonage Holdings Corp. (A) | 91,744 | 813,769 |
| Entertainment – 0.6% | ||
| Cinemark Holdings, Inc. | 41,279 | 1,300,701 |
| Zynga, Inc., Class A (A) | 326,610 | 1,966,192 |
| Interactive media and services – 0.2% | ||
| CarGurus, Inc. (A) | 29,070 | 1,036,346 |
MULTIFACTOR SMALL CAP ETF (continued)
| Shares or Principal Amount | Value | |
| Communication services (continued) | ||
| Media – 1.7% | ||
| AMC Networks, Inc., Class A (A) | 17,998 | $658,547 |
| John Wiley & Sons, Inc., Class A | 18,563 | 809,718 |
| Liberty Latin America, Ltd., Class A (A) | 18,010 | 300,407 |
| Liberty Latin America, Ltd., Class C (A) | 47,863 | 806,492 |
| Nexstar Media Group, Inc., Class A | 18,027 | 2,183,971 |
| Sinclair Broadcast Group, Inc., Class A | 27,183 | 813,315 |
| TEGNA, Inc. | 85,218 | 1,440,184 |
| The New York Times Company, Class A | 57,561 | 1,842,528 |
| Wireless telecommunication services – 0.2% | ||
| Telephone & Data Systems, Inc. | 40,732 | 923,802 |
| United States Cellular Corp. (A) | 5,972 | 191,223 |
| Consumer discretionary – 12.9% | 67,129,596 | |
| Auto components – 0.4% | ||
| Fox Factory Holding Corp. (A) | 16,917 | 1,113,477 |
| The Goodyear Tire & Rubber Company | 84,077 | 1,103,931 |
| Automobiles – 0.1% | ||
| Thor Industries, Inc. | 4,893 | 393,984 |
| Diversified consumer services – 1.3% | ||
| Chegg, Inc. (A) | 47,016 | 1,938,470 |
| frontdoor, Inc. (A) | 34,356 | 1,462,878 |
| Graham Holdings Company, Class B | 1,649 | 905,664 |
| H&R Block, Inc. | 77,777 | 1,804,426 |
| Laureate Education, Inc., Class A (A) | 41,067 | 855,836 |
| Hotels, restaurants and leisure – 3.8% | ||
| Boyd Gaming Corp. | 32,249 | 962,633 |
| Choice Hotels International, Inc. (B) | 12,920 | 1,294,584 |
| Churchill Downs, Inc. | 15,618 | 2,254,927 |
| Cracker Barrel Old Country Store, Inc. (B) | 9,264 | 1,416,744 |
| Eldorado Resorts, Inc. (A)(B) | 26,602 | 1,590,268 |
| Extended Stay America, Inc. | 69,395 | 896,583 |
| Hilton Grand Vacations, Inc. (A) | 33,747 | 1,076,867 |
| Marriott Vacations Worldwide Corp. | 15,067 | 1,811,656 |
| Shake Shack, Inc., Class A (A)(B) | 12,121 | 817,561 |
| Six Flags Entertainment Corp. | 24,818 | 946,310 |
| Texas Roadhouse, Inc. | 24,825 | 1,551,563 |
| The Wendy's Company | 93,123 | 2,017,975 |
| Wingstop, Inc. | 12,864 | 1,193,393 |
| Wyndham Destinations, Inc. | 35,186 | 1,707,577 |
| Household durables – 1.6% | ||
| Helen of Troy, Ltd. (A) | 10,231 | 1,934,171 |
| Leggett & Platt, Inc. | 57,284 | 2,726,146 |
| Tempur Sealy International, Inc. (A) | 18,442 | 1,689,656 |
| TopBuild Corp. (A) | 15,121 | 1,731,506 |
| Leisure products – 0.8% | ||
| Brunswick Corp. | 33,955 | 2,134,072 |
| Mattel, Inc. (A)(B) | 145,232 | 2,124,744 |
| Multiline retail – 0.3% | ||
| Ollie's Bargain Outlet Holdings, Inc. (A)(B) | 24,237 | 1,285,530 |
| SEE NOTES TO FUNDS' INVESTMENTS | QUARTERLY REPORT | JOHN HANCOCK MULTIFACTOR ETFS | 45 |
MULTIFACTOR SMALL CAP ETF (continued)
| Shares or Principal Amount | Value | |
| Consumer discretionary (continued) | ||
| Specialty retail – 2.9% | ||
| Aaron's, Inc. | 26,592 | $1,578,501 |
| American Eagle Outfitters, Inc. | 69,396 | 999,302 |
| AutoNation, Inc. (A) | 31,202 | 1,324,213 |
| Dick's Sporting Goods, Inc. | 26,044 | 1,151,926 |
| Floor & Decor Holdings, Inc., Class A (A) | 28,195 | 1,390,295 |
| Foot Locker, Inc. | 46,693 | 1,772,933 |
| Lithia Motors, Inc., Class A | 9,677 | 1,312,588 |
| Murphy USA, Inc. (A) | 13,913 | 1,421,491 |
| Penske Automotive Group, Inc. | 19,157 | 899,804 |
| RH (A) | 6,767 | 1,412,611 |
| Williams-Sonoma, Inc. | 29,337 | 2,055,937 |
| Textiles, apparel and luxury goods – 1.7% | ||
| Carter's, Inc. | 17,395 | 1,845,088 |
| Deckers Outdoor Corp. (A) | 11,385 | 2,173,510 |
| Hanesbrands, Inc. (B) | 161,384 | 2,220,644 |
| Skechers U.S.A., Inc., Class A (A) | 35,284 | 1,319,269 |
| Steven Madden, Ltd. | 39,117 | 1,508,352 |
| Consumer staples – 2.7% | 14,007,837 | |
| Beverages – 0.3% | ||
| Coca-Cola Consolidated, Inc. | 2,053 | 555,973 |
| The Boston Beer Company, Inc., Class A (A) | 3,344 | 1,191,735 |
| Food and staples retailing – 0.7% | ||
| BJ's Wholesale Club Holdings, Inc. (A) | 50,678 | 1,039,913 |
| Grocery Outlet Holding Corp. (A)(B) | 8,360 | 273,706 |
| Performance Food Group Company (A) | 39,547 | 2,048,139 |
| Food products – 1.5% | ||
| Darling Ingredients, Inc. (A) | 63,255 | 1,716,108 |
| Flowers Foods, Inc. | 70,915 | 1,526,800 |
| J&J Snack Foods Corp. | 5,777 | 958,058 |
| Lancaster Colony Corp. | 9,219 | 1,425,718 |
| Sanderson Farms, Inc. | 7,284 | 1,002,934 |
| Seaboard Corp. | 121 | 466,529 |
| TreeHouse Foods, Inc. (A) | 21,366 | 952,924 |
| Household products – 0.2% | ||
| Spectrum Brands Holdings, Inc. | 13,830 | 849,300 |
| Energy – 1.5% | 7,682,173 | |
| Energy equipment and services – 0.2% | ||
| Transocean, Ltd. (A)(B) | 159,517 | 727,398 |
| Oil, gas and consumable fuels – 1.3% | ||
| CVR Energy, Inc. | 11,058 | 382,717 |
| Delek US Holdings, Inc. | 27,590 | 757,621 |
| EnLink Midstream LLC (A) | 21,223 | 106,752 |
| Equitrans Midstream Corp. (B) | 83,873 | 811,052 |
| Kosmos Energy, Ltd. | 87,227 | 445,730 |
| Murphy Oil Corp. (B) | 55,132 | 1,155,567 |
| PBF Energy, Inc., Class A | 39,394 | 1,075,456 |
| WPX Energy, Inc. (A) | 185,764 | 2,219,880 |
MULTIFACTOR SMALL CAP ETF (continued)
| Shares or Principal Amount | Value | |
| Financials – 19.9% | $103,953,687 | |
| Banks – 10.3% | ||
| Associated Banc-Corp | 71,654 | 1,428,064 |
| Atlantic Union Bankshares Corp. | 32,263 | 1,086,940 |
| BancorpSouth Bank | 37,473 | 1,070,604 |
| Bank of Hawaii Corp. | 19,384 | 1,736,806 |
| Bank OZK | 49,411 | 1,342,991 |
| BankUnited, Inc. | 37,766 | 1,246,278 |
| Cathay General Bancorp | 28,621 | 1,032,073 |
| CenterState Bank Corp. | 56,131 | 1,266,315 |
| CIT Group, Inc. | 41,204 | 1,883,435 |
| Columbia Banking System, Inc. | 26,255 | 1,016,069 |
| Community Bank System, Inc. | 19,906 | 1,319,171 |
| CVB Financial Corp. | 53,380 | 1,108,703 |
| First Citizens BancShares, Inc., Class A | 2,845 | 1,498,803 |
| First Financial Bankshares, Inc. | 51,360 | 1,721,587 |
| First Hawaiian, Inc. | 52,912 | 1,537,623 |
| First Horizon National Corp. | 134,895 | 2,158,320 |
| First Interstate BancSystem, Inc., Class A | 8,606 | 331,331 |
| FNB Corp. | 129,067 | 1,506,212 |
| Fulton Financial Corp. | 87,934 | 1,448,273 |
| Glacier Bancorp, Inc. | 36,566 | 1,549,301 |
| Hancock Whitney Corp. | 36,635 | 1,455,875 |
| Home BancShares, Inc. | 61,054 | 1,167,352 |
| IBERIABANK Corp. | 20,056 | 1,458,272 |
| Investors Bancorp, Inc. | 111,789 | 1,350,970 |
| Old National Bancorp | 67,948 | 1,216,949 |
| PacWest Bancorp | 46,138 | 1,617,137 |
| Pinnacle Financial Partners, Inc. | 29,990 | 1,771,209 |
| Prosperity Bancshares, Inc. | 26,439 | 1,856,018 |
| South State Corp. | 13,121 | 992,079 |
| Sterling Bancorp | 79,320 | 1,586,400 |
| Texas Capital Bancshares, Inc. (A) | 20,459 | 1,124,427 |
| UMB Financial Corp. | 18,171 | 1,207,645 |
| Umpqua Holdings Corp. | 86,618 | 1,463,844 |
| United Bankshares, Inc. | 39,336 | 1,349,225 |
| Valley National Bancorp | 128,353 | 1,351,557 |
| Webster Financial Corp. | 40,350 | 1,810,101 |
| Western Alliance Bancorp | 38,158 | 2,107,466 |
| Wintrust Financial Corp. | 22,322 | 1,412,536 |
| Capital markets – 3.2% | ||
| Affiliated Managers Group, Inc. | 21,021 | 1,678,527 |
| BGC Partners, Inc., Class A | 85,655 | 494,229 |
| Eaton Vance Corp. | 42,904 | 1,962,858 |
| Evercore, Inc., Class A | 15,287 | 1,171,290 |
| Federated Investors, Inc., Class B | 37,443 | 1,356,560 |
| Hamilton Lane, Inc., Class A | 8,137 | 528,498 |
| Houlihan Lokey, Inc. | 16,130 | 836,341 |
| Interactive Brokers Group, Inc., Class A | 28,648 | 1,346,456 |
| Janus Henderson Group PLC | 64,538 | 1,630,875 |
| Lazard, Ltd., Class A | 49,995 | 2,097,790 |
| 46 | JOHN HANCOCK MULTIFACTOR ETFS | QUARTERLY REPORT | SEE NOTES TO FUNDS' INVESTMENTS |
MULTIFACTOR SMALL CAP ETF (continued)
| Shares or Principal Amount | Value | |
| Financials (continued) | ||
| Capital markets (continued) | ||
| Legg Mason, Inc. | 41,058 | $1,607,421 |
| Stifel Financial Corp. | 26,315 | 1,702,317 |
| Virtu Financial, Inc., Class A | 30,633 | 511,265 |
| Consumer finance – 1.1% | ||
| FirstCash, Inc. | 16,473 | 1,432,657 |
| Navient Corp. | 92,557 | 1,330,970 |
| OneMain Holdings, Inc. | 29,529 | 1,251,144 |
| SLM Corp. | 163,968 | 1,790,531 |
| Insurance – 3.7% | ||
| American National Insurance Company | 3,799 | 418,498 |
| Assured Guaranty, Ltd. | 38,346 | 1,757,781 |
| Axis Capital Holdings, Ltd. | 29,391 | 1,888,372 |
| Brighthouse Financial, Inc. (A) | 44,356 | 1,725,448 |
| Enstar Group, Ltd. (A) | 4,428 | 864,744 |
| Kemper Corp. | 25,302 | 1,882,975 |
| Mercury General Corp. | 11,062 | 543,034 |
| National General Holdings Corp. | 26,428 | 575,338 |
| Primerica, Inc. | 18,858 | 2,235,804 |
| RLI Corp. | 18,145 | 1,687,666 |
| Selective Insurance Group, Inc. | 22,827 | 1,512,289 |
| The Hanover Insurance Group, Inc. | 18,053 | 2,501,785 |
| White Mountains Insurance Group, Ltd. | 1,496 | 1,671,361 |
| Thrifts and mortgage finance – 1.6% | ||
| Essent Group, Ltd. | 37,438 | 1,857,299 |
| LendingTree, Inc. (A) | 3,075 | 956,940 |
| MGIC Investment Corp. | 133,785 | 1,844,895 |
| Radian Group, Inc. | 78,173 | 1,914,457 |
| TFS Financial Corp. | 19,811 | 404,739 |
| Washington Federal, Inc. | 40,958 | 1,392,572 |
| Health care – 9.3% | 48,560,056 | |
| Biotechnology – 2.2% | ||
| ACADIA Pharmaceuticals, Inc. (A) | 49,652 | 1,983,101 |
| Allakos, Inc. (A) | 10,833 | 782,143 |
| Allogene Therapeutics, Inc. (A)(B) | 18,211 | 395,543 |
| Arrowhead Pharmaceuticals, Inc. (A) | 40,477 | 1,696,391 |
| Bridgebio Pharma, Inc. (A)(B) | 7,918 | 273,092 |
| Exact Sciences Corp. (A)(B) | 4,992 | 465,654 |
| FibroGen, Inc. (A) | 32,116 | 1,344,055 |
| Global Blood Therapeutics, Inc. (A) | 22,770 | 1,485,970 |
| Ultragenyx Pharmaceutical, Inc. (A) | 22,048 | 1,158,622 |
| United Therapeutics Corp. (A) | 18,813 | 1,837,466 |
| Health care equipment and supplies – 3.2% | ||
| Cantel Medical Corp. (B) | 14,498 | 943,240 |
| CONMED Corp. | 12,340 | 1,254,731 |
| Globus Medical, Inc., Class A (A) | 27,831 | 1,455,005 |
| ICU Medical, Inc. (A) | 8,738 | 1,594,423 |
| Integra LifeSciences Holdings Corp. (A) | 25,579 | 1,407,868 |
| LivaNova PLC (A) | 18,960 | 1,288,711 |
MULTIFACTOR SMALL CAP ETF (continued)
| Shares or Principal Amount | Value | |
| Health care (continued) | ||
| Health care equipment and supplies (continued) | ||
| Neogen Corp. (A) | 20,117 | $1,353,271 |
| NuVasive, Inc. (A) | 20,109 | 1,550,806 |
| Penumbra, Inc. (A)(B) | 10,376 | 1,820,573 |
| Quidel Corp. (A) | 11,678 | 896,870 |
| Tandem Diabetes Care, Inc. (A) | 25,064 | 1,905,867 |
| Wright Medical Group NV (A) | 42,344 | 1,276,248 |
| Health care providers and services – 1.7% | ||
| Amedisys, Inc. (A) | 12,435 | 2,194,653 |
| AMN Healthcare Services, Inc. (A) | 18,240 | 1,229,011 |
| HealthEquity, Inc. (A) | 28,050 | 1,852,983 |
| LHC Group, Inc. (A) | 11,536 | 1,681,372 |
| Premier, Inc., Class A (A) | 23,957 | 832,985 |
| The Ensign Group, Inc. | 17,480 | 790,096 |
| The Pennant Group, Inc. (A) | 8,752 | 231,053 |
| Health care technology – 1.0% | ||
| HMS Holdings Corp. (A) | 33,739 | 921,749 |
| Omnicell, Inc. (A) | 16,327 | 1,327,059 |
| Teladoc Health, Inc. (A)(B) | 28,752 | 2,924,356 |
| Life sciences tools and services – 0.8% | ||
| Medpace Holdings, Inc. (A) | 11,918 | 1,019,585 |
| Repligen Corp. (A) | 18,899 | 1,897,271 |
| Syneos Health, Inc. (A) | 21,099 | 1,294,635 |
| Pharmaceuticals – 0.4% | ||
| Horizon Therapeutics PLC (A) | 63,601 | 2,193,598 |
| Industrials – 15.5% | 81,129,857 | |
| Aerospace and defense – 0.9% | ||
| Aerojet Rocketdyne Holdings, Inc. (A) | 28,267 | 1,471,863 |
| Mercury Systems, Inc. (A) | 21,722 | 1,667,164 |
| Moog, Inc., Class A | 12,365 | 1,108,028 |
| Parsons Corp. (A) | 9,167 | 374,930 |
| Airlines – 0.6% | ||
| Copa Holdings SA, Class A | 12,337 | 1,208,533 |
| SkyWest, Inc. | 19,773 | 1,090,876 |
| Spirit Airlines, Inc. (A) | 26,244 | 1,077,841 |
| Building products – 1.0% | ||
| Armstrong World Industries, Inc. | 19,048 | 1,911,086 |
| Simpson Manufacturing Company, Inc. | 15,517 | 1,282,790 |
| Trex Company, Inc. (A) | 21,258 | 2,088,386 |
| Commercial services and supplies – 2.7% | ||
| ADT, Inc. (B) | 42,875 | 265,825 |
| Advanced Disposal Services, Inc. (A) | 31,191 | 1,027,743 |
| Cimpress PLC (A)(B) | 8,499 | 1,016,735 |
| Clean Harbors, Inc. (A) | 19,868 | 1,633,547 |
| KAR Auction Services, Inc. | 59,102 | 1,242,324 |
| MSA Safety, Inc. | 14,105 | 1,912,638 |
| Stericycle, Inc. (A) | 35,839 | 2,246,389 |
| Tetra Tech, Inc. | 20,844 | 1,784,246 |
| The Brink's Company | 19,508 | 1,642,379 |
| SEE NOTES TO FUNDS' INVESTMENTS | QUARTERLY REPORT | JOHN HANCOCK MULTIFACTOR ETFS | 47 |
MULTIFACTOR SMALL CAP ETF (continued)
| Shares or Principal Amount | Value | |
| Industrials (continued) | ||
| Commercial services and supplies (continued) | ||
| UniFirst Corp. | 5,932 | $1,209,713 |
| Construction and engineering – 1.3% | ||
| EMCOR Group, Inc. | 26,744 | 2,197,554 |
| MasTec, Inc. (A) | 23,536 | 1,359,204 |
| Quanta Services, Inc. | 57,344 | 2,245,018 |
| Valmont Industries, Inc. | 8,513 | 1,209,357 |
| Electrical equipment – 1.1% | ||
| Generac Holdings, Inc. (A) | 25,846 | 2,677,387 |
| GrafTech International, Ltd. (B) | 25,686 | 275,611 |
| nVent Electric PLC | 60,665 | 1,510,559 |
| Regal Beloit Corp. | 18,576 | 1,457,473 |
| Machinery – 3.5% | ||
| AGCO Corp. | 15,508 | 1,087,731 |
| Colfax Corp. (A) | 35,173 | 1,236,683 |
| Crane Company | 22,494 | 1,922,337 |
| Gates Industrial Corp. PLC (A)(B) | 20,683 | 257,917 |
| ITT, Inc. | 38,462 | 2,580,031 |
| John Bean Technologies Corp. | 12,334 | 1,393,619 |
| Kennametal, Inc. | 30,610 | 957,787 |
| Oshkosh Corp. | 28,111 | 2,418,670 |
| Proto Labs, Inc. (A) | 9,384 | 971,244 |
| RBC Bearings, Inc. (A) | 9,606 | 1,493,829 |
| Rexnord Corp. (A) | 40,712 | 1,329,247 |
| The Timken Company | 27,119 | 1,424,561 |
| Watts Water Technologies, Inc., Class A | 10,798 | 1,076,669 |
| Marine – 0.3% | ||
| Kirby Corp. (A) | 22,769 | 1,668,740 |
| Professional services – 1.8% | ||
| ASGN, Inc. (A) | 20,031 | 1,355,898 |
| Exponent, Inc. | 20,112 | 1,463,550 |
| FTI Consulting, Inc. (A) | 14,295 | 1,716,258 |
| Insperity, Inc. | 15,229 | 1,330,558 |
| ManpowerGroup, Inc. | 26,448 | 2,419,728 |
| TriNet Group, Inc. (A) | 17,379 | 991,646 |
| Road and rail – 0.7% | ||
| Landstar System, Inc. | 17,761 | 1,967,031 |
| Ryder System, Inc. | 19,274 | 919,755 |
| Schneider National, Inc., Class B | 23,566 | 524,815 |
| Trading companies and distributors – 1.4% | ||
| Air Lease Corp. | 41,221 | 1,770,030 |
| GATX Corp. | 13,825 | 1,052,497 |
| MSC Industrial Direct Company, Inc., Class A | 17,407 | 1,184,894 |
| SiteOne Landscape Supply, Inc. (A)(B) | 18,394 | 1,775,941 |
| Univar Solutions, Inc. (A) | 64,006 | 1,379,329 |
| Transportation infrastructure – 0.2% | ||
| Macquarie Infrastructure Corp. | 28,648 | 1,263,663 |
MULTIFACTOR SMALL CAP ETF (continued)
| Shares or Principal Amount | Value | |
| Information technology – 13.9% | $72,668,965 | |
| Communications equipment – 1.1% | ||
| EchoStar Corp., Class A (A) | 18,968 | 756,918 |
| Lumentum Holdings, Inc. (A) | 29,227 | 2,214,530 |
| ViaSat, Inc. (A) | 22,880 | 1,456,312 |
| Viavi Solutions, Inc. (A) | 88,087 | 1,242,027 |
| Electronic equipment, instruments and components – 2.7% | ||
| Avnet, Inc. | 39,858 | 1,454,418 |
| Coherent, Inc. (A) | 9,471 | 1,339,484 |
| II-VI, Inc. (A)(B) | 10,080 | 339,192 |
| Itron, Inc. (A) | 15,805 | 1,292,059 |
| Jabil, Inc. | 55,111 | 2,143,267 |
| Littelfuse, Inc. | 9,245 | 1,635,533 |
| Novanta, Inc. (A) | 11,732 | 1,064,444 |
| SYNNEX Corp. | 16,792 | 2,313,266 |
| Tech Data Corp. (A) | 16,082 | 2,314,843 |
| IT services – 2.1% | ||
| CoreLogic, Inc. | 36,855 | 1,713,758 |
| KBR, Inc. | 54,449 | 1,481,013 |
| LiveRamp Holdings, Inc. (A) | 26,233 | 1,055,616 |
| ManTech International Corp., Class A | 11,583 | 929,883 |
| MAXIMUS, Inc. | 27,596 | 1,980,013 |
| Perspecta, Inc. | 53,988 | 1,515,443 |
| Science Applications International Corp. | 18,388 | 1,613,915 |
| Switch, Inc., Class A | 28,832 | 461,312 |
| Semiconductors and semiconductor equipment – 2.4% | ||
| Cirrus Logic, Inc. (A) | 22,596 | 1,735,599 |
| Cree, Inc. (A) | 47,207 | 2,194,653 |
| Enphase Energy, Inc. (A)(B) | 48,482 | 1,528,153 |
| MKS Instruments, Inc. | 21,215 | 2,223,756 |
| Semtech Corp. (A) | 26,259 | 1,265,421 |
| Silicon Laboratories, Inc. (A) | 18,368 | 1,805,758 |
| SolarEdge Technologies, Inc. (A) | 20,881 | 2,043,415 |
| Software – 5.0% | ||
| ACI Worldwide, Inc. (A) | 45,406 | 1,564,237 |
| Appfolio, Inc., Class A (A) | 6,555 | 861,589 |
| Appian Corp. (A)(B) | 13,478 | 687,917 |
| Blackbaud, Inc. | 19,199 | 1,503,858 |
| Cerence, Inc. (A) | 13,907 | 296,914 |
| Cornerstone OnDemand, Inc. (A) | 24,461 | 1,438,307 |
| Envestnet, Inc. (A) | 20,050 | 1,581,344 |
| FireEye, Inc. (A) | 83,767 | 1,338,597 |
| Globant SA (A) | 9,513 | 1,167,245 |
| j2 Global, Inc. | 20,049 | 1,921,897 |
| LogMeIn, Inc. | 21,098 | 1,813,795 |
| Manhattan Associates, Inc. (A) | 23,946 | 2,046,425 |
| Medallia, Inc. (A) | 6,436 | 181,624 |
| Nuance Communications, Inc. (A) | 111,238 | 2,104,623 |
| Nutanix, Inc., Class A (A) | 69,816 | 2,266,926 |
| PagerDuty, Inc. (A)(B) | 4,940 | 115,201 |
| Q2 Holdings, Inc. (A)(B) | 18,870 | 1,645,275 |
| 48 | JOHN HANCOCK MULTIFACTOR ETFS | QUARTERLY REPORT | SEE NOTES TO FUNDS' INVESTMENTS |
MULTIFACTOR SMALL CAP ETF (continued)
| Shares or Principal Amount | Value | |
| Information technology (continued) | ||
| Software (continued) | ||
| Qualys, Inc. (A) | 13,046 | $1,118,564 |
| Teradata Corp. (A) | 50,557 | 1,230,557 |
| Verint Systems, Inc. (A) | 25,221 | 1,462,818 |
| Technology hardware, storage and peripherals – 0.6% | ||
| NCR Corp. (A) | 47,041 | 1,586,223 |
| Pure Storage, Inc., Class A (A) | 91,069 | 1,621,028 |
| Materials – 4.3% | 22,472,038 | |
| Chemicals – 2.9% | ||
| Ashland Global Holdings, Inc. | 23,602 | 1,746,076 |
| Balchem Corp. | 12,618 | 1,362,996 |
| Huntsman Corp. | 85,926 | 1,766,639 |
| Ingevity Corp. (A) | 16,825 | 1,097,327 |
| NewMarket Corp. | 3,331 | 1,464,374 |
| Olin Corp. | 64,357 | 956,989 |
| PolyOne Corp. | 36,866 | 1,223,214 |
| Quaker Chemical Corp. (B) | 7,098 | 1,178,410 |
| Sensient Technologies Corp. | 20,479 | 1,223,620 |
| Valvoline, Inc. | 73,805 | 1,555,809 |
| W.R. Grace & Company | 25,359 | 1,708,182 |
| Construction materials – 0.3% | ||
| Eagle Materials, Inc. | 17,750 | 1,618,268 |
| Containers and packaging – 0.6% | ||
| Ardagh Group SA | 7,540 | 143,863 |
| Graphic Packaging Holding Company | 114,321 | 1,786,837 |
| Silgan Holdings, Inc. | 37,647 | 1,161,786 |
| Metals and mining – 0.2% | ||
| Allegheny Technologies, Inc. (A) | 45,598 | 786,566 |
| Paper and forest products – 0.3% | ||
| Louisiana-Pacific Corp. | 55,120 | 1,691,082 |
| Real estate – 11.0% | 57,652,806 | |
| Equity real estate investment trusts – 10.7% | ||
| Agree Realty Corp. | 17,702 | 1,344,113 |
| American Assets Trust, Inc. | 21,167 | 964,369 |
| Apple Hospitality REIT, Inc. | 82,029 | 1,232,076 |
| Brandywine Realty Trust | 65,493 | 1,023,001 |
| Columbia Property Trust, Inc. | 47,732 | 1,007,145 |
| Corporate Office Properties Trust | 42,902 | 1,277,193 |
| Cousins Properties, Inc. | 38,148 | 1,561,398 |
| EastGroup Properties, Inc. | 14,114 | 1,920,492 |
| Empire State Realty Trust, Inc., Class A | 59,774 | 810,535 |
| Equity Commonwealth | 45,272 | 1,484,469 |
| First Industrial Realty Trust, Inc. | 48,290 | 2,061,983 |
| Healthcare Realty Trust, Inc. | 48,664 | 1,754,824 |
| Highwoods Properties, Inc. | 39,452 | 1,976,940 |
| Hudson Pacific Properties, Inc. | 40,754 | 1,481,000 |
| JBG SMITH Properties | 40,674 | 1,649,331 |
| Life Storage, Inc. | 17,891 | 2,024,903 |
MULTIFACTOR SMALL CAP ETF (continued)
| Shares or Principal Amount | Value | |
| Real estate (continued) | ||
| Equity real estate investment trusts (continued) | ||
| National Health Investors, Inc. | 15,891 | $1,340,883 |
| National Storage Affiliates Trust | 24,906 | 850,540 |
| Outfront Media, Inc. | 54,498 | 1,620,771 |
| Paramount Group, Inc. | 80,456 | 1,131,211 |
| Park Hotels & Resorts, Inc. | 87,461 | 1,918,894 |
| Pebblebrook Hotel Trust | 50,768 | 1,204,217 |
| Physicians Realty Trust | 70,795 | 1,369,883 |
| Piedmont Office Realty Trust, Inc., Class A | 60,799 | 1,409,929 |
| PotlatchDeltic Corp. | 22,455 | 965,565 |
| PS Business Parks, Inc. | 8,056 | 1,349,863 |
| QTS Realty Trust, Inc., Class A | 23,384 | 1,330,082 |
| Rayonier, Inc. | 50,169 | 1,524,134 |
| Rexford Industrial Realty, Inc. | 43,373 | 2,090,145 |
| RLJ Lodging Trust | 66,105 | 1,028,594 |
| Ryman Hospitality Properties, Inc. | 19,857 | 1,688,441 |
| Sabra Health Care REIT, Inc. | 70,580 | 1,517,470 |
| Service Properties Trust | 62,430 | 1,347,239 |
| Spirit Realty Capital, Inc. | 34,589 | 1,825,607 |
| STAG Industrial, Inc. | 49,595 | 1,598,943 |
| Sunstone Hotel Investors, Inc. | 86,307 | 1,094,373 |
| Terreno Realty Corp. | 27,552 | 1,577,628 |
| The Macerich Company | 60,326 | 1,345,873 |
| Weingarten Realty Investors | 46,004 | 1,338,716 |
| Real estate management and development – 0.3% | ||
| Cushman & Wakefield PLC (A) | 30,425 | 584,769 |
| Kennedy-Wilson Holdings, Inc. | 47,554 | 1,025,264 |
| Utilities – 5.6% | 29,113,686 | |
| Electric utilities – 1.8% | ||
| ALLETE, Inc. | 19,699 | 1,644,473 |
| El Paso Electric Company | 17,282 | 1,176,731 |
| Hawaiian Electric Industries, Inc. | 49,042 | 2,398,644 |
| PNM Resources, Inc. | 31,042 | 1,683,408 |
| Portland General Electric Company | 37,938 | 2,333,187 |
| Gas utilities – 1.8% | ||
| National Fuel Gas Company | 32,914 | 1,421,556 |
| New Jersey Resources Corp. | 35,277 | 1,457,646 |
| ONE Gas, Inc. | 19,951 | 1,885,370 |
| South Jersey Industries, Inc. | 35,655 | 1,098,174 |
| Southwest Gas Holdings, Inc. | 21,977 | 1,659,483 |
| Spire, Inc. | 18,947 | 1,597,611 |
| Independent power and renewable electricity producers –0.7% | ||
| Clearway Energy, Inc., Class A | 13,283 | 274,825 |
| Clearway Energy, Inc., Class C | 27,998 | 592,718 |
| Ormat Technologies, Inc. | 15,850 | 1,256,271 |
| Pattern Energy Group, Inc. | 42,887 | 1,154,089 |
| TerraForm Power, Inc., Class A | 29,060 | 525,695 |
| SEE NOTES TO FUNDS' INVESTMENTS | QUARTERLY REPORT | JOHN HANCOCK MULTIFACTOR ETFS | 49 |
MULTIFACTOR SMALL CAP ETF (continued)
| Shares or Principal Amount | Value | |
| Utilities (continued) | ||
| Multi-utilities – 0.9% | ||
| Avista Corp. | 24,751 | $1,258,588 |
| Black Hills Corp. | 23,132 | 1,920,650 |
| NorthWestern Corp. | 19,126 | 1,472,128 |
| Water utilities – 0.4% | ||
| American States Water Company | 13,902 | 1,231,161 |
| California Water Service Group | 20,382 | 1,071,278 |
| SHORT-TERM INVESTMENTS – 3.1% | $16,208,967 | |
| (Cost $16,207,574) | ||
| Short-term funds – 3.1% | 16,208,967 | |
| John Hancock Collateral Trust, 1.6984% (C)(D) | 1,561,114 | 15,623,315 |
| State Street Institutional U.S. Government Money Market Fund, Premier Class, 1.5121% (C) | 585,652 | 585,652 |
| Total investments (Multifactor Small Cap ETF) (Cost $507,337,711) 103.1% | $538,435,408 | |
| Other assets and liabilities, net (3.1%) | (15,938,408) | |
| Total net assets 100.0% | $522,497,000 | |
| 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) | Non-income producing security. |
| (B) | All or a portion of this security is on loan as of 1-31-20. The value of securities on loan amounted to $14,772,069. |
| (C) | The rate shown is the annualized seven-day yield as of 1-31-20. |
| (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 1-31-20 (unaudited)
| Shares or Principal Amount | Value | |
| COMMON STOCKS – 99.9% | $43,226,952 | |
| (Cost $36,644,408) | ||
| Industrials – 1.2% | 550,357 | |
| Electrical equipment – 0.4% | ||
| Sensata Technologies Holding PLC (A) | 3,698 | 174,804 |
| Industrial conglomerates – 0.8% | ||
| Roper Technologies, Inc. | 984 | 375,553 |
| Information technology – 98.7% | 42,676,595 | |
| Communications equipment – 6.6% | ||
| Arista Networks, Inc. (A) | 1,140 | 254,608 |
| Ciena Corp. (A) | 3,635 | 147,835 |
| Cisco Systems, Inc. | 32,025 | 1,472,189 |
| F5 Networks, Inc. (A) | 1,353 | 165,228 |
| Juniper Networks, Inc. | 7,209 | 165,374 |
| Lumentum Holdings, Inc. (A) | 1,469 | 111,306 |
| Motorola Solutions, Inc. | 2,741 | 485,157 |
| Ubiquiti, Inc. (B) | 399 | 65,205 |
MULTIFACTOR TECHNOLOGY ETF (continued)
| Shares or Principal Amount | Value | |
| Information technology (continued) | ||
| Electronic equipment, instruments and components – 8.0% | ||
| Amphenol Corp., Class A | 7,108 | $707,033 |
| Cognex Corp. | 2,786 | 142,002 |
| Corning, Inc. | 16,267 | 434,166 |
| FLIR Systems, Inc. | 3,455 | 178,071 |
| Jabil, Inc. | 5,668 | 220,429 |
| Keysight Technologies, Inc. (A) | 3,828 | 355,966 |
| Littelfuse, Inc. | 651 | 115,168 |
| National Instruments Corp. | 2,940 | 131,212 |
| TE Connectivity, Ltd. | 6,763 | 623,413 |
| Trimble, Inc. (A) | 6,031 | 256,438 |
| Zebra Technologies Corp., Class A (A) | 1,286 | 307,380 |
| IT services – 9.0% | ||
| Akamai Technologies, Inc. (A) | 3,847 | 359,117 |
| Amdocs, Ltd. | 2,723 | 195,920 |
| Cognizant Technology Solutions Corp., Class A | 5,283 | 324,271 |
| DXC Technology Company | 5,123 | 163,321 |
| EPAM Systems, Inc. (A) | 937 | 213,767 |
| GoDaddy, Inc., Class A (A) | 2,444 | 164,261 |
| IBM Corp. | 9,416 | 1,353,362 |
| MongoDB, Inc. (A)(B) | 456 | 74,743 |
| Okta, Inc. (A) | 1,221 | 156,349 |
| Perspecta, Inc. | 3,194 | 89,656 |
| Science Applications International Corp. | 1,398 | 122,702 |
| Switch, Inc., Class A | 741 | 11,856 |
| Twilio, Inc., Class A (A)(B) | 2,351 | 292,323 |
| VeriSign, Inc. (A) | 1,805 | 375,693 |
| Semiconductors and semiconductor equipment – 31.2% | ||
| Advanced Micro Devices, Inc. (A) | 6,780 | 318,660 |
| Analog Devices, Inc. | 3,858 | 423,416 |
| Applied Materials, Inc. | 11,311 | 655,925 |
| Broadcom, Inc. | 3,246 | 990,549 |
| Cree, Inc. (A) | 2,378 | 110,553 |
| Cypress Semiconductor Corp. | 8,710 | 203,204 |
| Entegris, Inc. | 3,203 | 165,787 |
| First Solar, Inc. (A) | 1,467 | 72,734 |
| Intel Corp. | 37,309 | 2,385,164 |
| KLA Corp. | 4,491 | 744,338 |
| Lam Research Corp. | 4,069 | 1,213,416 |
| Marvell Technology Group, Ltd. | 12,546 | 301,606 |
| Maxim Integrated Products, Inc. | 7,411 | 445,549 |
| Microchip Technology, Inc. (B) | 5,118 | 498,903 |
| Micron Technology, Inc. (A) | 15,459 | 820,718 |
| MKS Instruments, Inc. | 1,037 | 108,698 |
| Monolithic Power Systems, Inc. | 713 | 122,044 |
| NVIDIA Corp. | 2,604 | 615,664 |
| ON Semiconductor Corp. (A) | 9,692 | 224,370 |
| Qorvo, Inc. (A) | 2,601 | 275,342 |
| QUALCOMM, Inc. | 7,714 | 658,081 |
| Silicon Laboratories, Inc. (A) | 815 | 80,123 |
| 50 | JOHN HANCOCK MULTIFACTOR ETFS | QUARTERLY REPORT | SEE NOTES TO FUNDS' INVESTMENTS |
MULTIFACTOR TECHNOLOGY ETF (continued)
| Shares or Principal Amount | Value | |
| Information technology (continued) | ||
| Semiconductors and semiconductor equipment (continued) | ||
| Skyworks Solutions, Inc. | 3,627 | $410,395 |
| SolarEdge Technologies, Inc. (A) | 784 | 76,722 |
| Teradyne, Inc. | 4,329 | 285,671 |
| Texas Instruments, Inc. | 6,434 | 776,262 |
| Universal Display Corp. | 620 | 109,225 |
| Xilinx, Inc. | 4,617 | 390,044 |
| Software – 31.1% | ||
| Adobe, Inc. (A) | 2,291 | 804,462 |
| Alteryx, Inc., Class A (A)(B) | 510 | 71,130 |
| Anaplan, Inc. (A) | 1,006 | 57,936 |
| ANSYS, Inc. (A) | 1,563 | 428,778 |
| Appian Corp. (A) | 311 | 15,873 |
| Aspen Technology, Inc. (A) | 1,217 | 144,799 |
| Atlassian Corp. PLC, Class A (A) | 931 | 136,857 |
| Autodesk, Inc. (A) | 1,256 | 247,244 |
| Avalara, Inc. (A) | 595 | 50,658 |
| Blackbaud, Inc. | 771 | 60,392 |
| Cadence Design Systems, Inc. (A) | 4,156 | 299,689 |
| CDK Global, Inc. | 2,016 | 108,219 |
| Cerence, Inc. (A) | 774 | 16,525 |
| Ceridian HCM Holding, Inc. (A) | 1,344 | 98,502 |
| Citrix Systems, Inc. | 2,756 | 334,082 |
| Coupa Software, Inc. (A) | 695 | 111,999 |
| Crowdstrike Holdings, Inc., Class A (A) | 230 | 14,051 |
| DocuSign, Inc. (A) | 1,605 | 126,009 |
| Dropbox, Inc., Class A (A) | 2,345 | 39,912 |
| Elastic NV (A) | 354 | 22,968 |
| Fair Isaac Corp. (A) | 540 | 217,285 |
| Fortinet, Inc. (A) | 1,944 | 224,260 |
| Guidewire Software, Inc. (A) | 1,632 | 183,600 |
| HubSpot, Inc. (A) | 424 | 76,719 |
| Intuit, Inc. | 1,428 | 400,383 |
| j2 Global, Inc. (B) | 1,288 | 123,468 |
| Manhattan Associates, Inc. (A) | 1,224 | 104,603 |
| Medallia, Inc. (A) | 161 | 4,543 |
| Microsoft Corp. | 16,397 | 2,791,261 |
| NortonLifeLock, Inc. | 11,361 | 322,880 |
| Nuance Communications, Inc. (A) | 6,176 | 116,850 |
| Nutanix, Inc., Class A (A) | 1,751 | 56,855 |
| Oracle Corp. | 21,577 | 1,131,714 |
| Palo Alto Networks, Inc. (A) | 1,133 | 266,006 |
| Paycom Software, Inc. (A) | 822 | 261,528 |
| Paylocity Holding Corp. (A) | 422 | 59,878 |
| Pegasystems, Inc. | 673 | 58,019 |
| Proofpoint, Inc. (A) | 676 | 83,020 |
| PTC, Inc. (A) | 1,899 | 157,845 |
| Q2 Holdings, Inc. (A)(B) | 459 | 40,020 |
| RealPage, Inc. (A) | 1,595 | 93,068 |
| RingCentral, Inc., Class A (A) | 873 | 179,471 |
MULTIFACTOR TECHNOLOGY ETF (continued)
| Shares or Principal Amount | Value | |
| Information technology (continued) | ||
| Software (continued) | ||
| salesforce.com, Inc. (A) | 5,224 | $952,387 |
| ServiceNow, Inc. (A) | 1,038 | 351,083 |
| Smartsheet, Inc., Class A (A) | 954 | 46,250 |
| SolarWinds Corp. (A)(B) | 1,023 | 19,355 |
| Splunk, Inc. (A) | 1,795 | 278,692 |
| SS&C Technologies Holdings, Inc. | 4,969 | 313,097 |
| Synopsys, Inc. (A) | 3,221 | 475,130 |
| Teradata Corp. (A) | 2,309 | 56,201 |
| The Trade Desk, Inc., Class A (A) | 412 | 110,902 |
| Tyler Technologies, Inc. (A) | 723 | 234,021 |
| VMware, Inc., Class A (A) | 766 | 113,414 |
| Workday, Inc., Class A (A) | 894 | 165,059 |
| Zendesk, Inc. (A) | 1,357 | 117,245 |
| Zoom Video Communications, Inc., Class A (A)(B) | 268 | 20,448 |
| Zscaler, Inc. (A)(B) | 692 | 38,814 |
| Technology hardware, storage and peripherals – 12.8% | ||
| Apple, Inc. | 10,828 | 3,351,375 |
| Dell Technologies, Inc., Class C (A) | 1,808 | 88,176 |
| Hewlett Packard Enterprise Company | 28,875 | 402,229 |
| HP, Inc. | 12,467 | 265,796 |
| NetApp, Inc. | 5,200 | 277,680 |
| Pure Storage, Inc., Class A (A) | 4,087 | 72,749 |
| Seagate Technology PLC | 7,581 | 432,041 |
| Western Digital Corp. | 6,911 | 452,671 |
| Xerox Holdings Corp. | 5,053 | 179,735 |
| SHORT-TERM INVESTMENTS – 2.9% | $1,231,482 | |
| (Cost $1,231,376) | ||
| Short-term funds – 2.9% | 1,231,482 | |
| John Hancock Collateral Trust, 1.6984% (C)(D) | 116,869 | 1,169,605 |
| State Street Institutional U.S. Government Money Market Fund, Premier Class, 1.5121% (C) | 61,877 | 61,877 |
| Total investments (Multifactor Technology ETF) (Cost $37,875,784) 102.8% | $44,458,434 | |
| Other assets and liabilities, net (2.8%) | (1,208,657) | |
| Total net assets 100.0% | $43,249,777 | |
| 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) | Non-income producing security. |
| (B) | All or a portion of this security is on loan as of 1-31-20. The value of securities on loan amounted to $1,114,408. |
| (C) | The rate shown is the annualized seven-day yield as of 1-31-20. |
| (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. |
| SEE NOTES TO FUNDS' INVESTMENTS | QUARTERLY REPORT | JOHN HANCOCK MULTIFACTOR ETFS | 51 |
MULTIFACTOR UTILITIES ETF
As of 1-31-20 (unaudited)
| Shares or Principal Amount | Value | |
| COMMON STOCKS – 99.9% | $37,133,607 | |
| (Cost $34,081,010) | ||
| Utilities – 99.9% | 37,133,607 | |
| Electric utilities – 54.3% | ||
| ALLETE, Inc. | 2,195 | 183,239 |
| Alliant Energy Corp. | 11,902 | 706,503 |
| American Electric Power Company, Inc. | 13,022 | 1,357,153 |
| Avangrid, Inc. | 3,293 | 175,385 |
| Duke Energy Corp. | 12,035 | 1,174,977 |
| Edison International | 20,243 | 1,549,602 |
| Entergy Corp. | 10,191 | 1,340,320 |
| Evergy, Inc. | 13,789 | 995,014 |
| Eversource Energy | 13,925 | 1,287,227 |
| Exelon Corp. | 37,175 | 1,769,158 |
| FirstEnergy Corp. | 25,705 | 1,305,557 |
| Hawaiian Electric Industries, Inc. | 7,425 | 363,157 |
| IDACORP, Inc. | 1,913 | 214,619 |
| NextEra Energy, Inc. | 5,397 | 1,447,475 |
| OGE Energy Corp. | 8,374 | 383,948 |
| Pinnacle West Capital Corp. | 7,837 | 765,597 |
| PNM Resources, Inc. | 4,079 | 221,204 |
| Portland General Electric Company | 5,976 | 367,524 |
| PPL Corp. | 52,573 | 1,902,617 |
| The Southern Company | 24,277 | 1,709,101 |
| Xcel Energy, Inc. | 14,056 | 972,532 |
| Gas utilities – 5.0% | ||
| Atmos Energy Corp. | 5,141 | 601,651 |
| New Jersey Resources Corp. | 2,802 | 115,779 |
| ONE Gas, Inc. | 2,746 | 259,497 |
| Southwest Gas Holdings, Inc. | 3,559 | 268,740 |
| Spire, Inc. | 2,162 | 182,300 |
| UGI Corp. | 9,826 | 408,663 |
| Independent power and renewable electricity producers –4.8% | ||
| AES Corp. | 32,977 | 654,923 |
| NRG Energy, Inc. | 9,819 | 362,223 |
| Vistra Energy Corp. | 34,248 | 771,265 |
| Multi-utilities – 32.1% | ||
| Ameren Corp. | 13,091 | 1,074,117 |
| Black Hills Corp. | 3,490 | 289,775 |
| CenterPoint Energy, Inc. | 38,049 | 1,007,538 |
| CMS Energy Corp. | 13,657 | 935,641 |
| Consolidated Edison, Inc. | 21,969 | 2,065,086 |
| Dominion Energy, Inc. | 10,054 | 862,131 |
| DTE Energy Company | 10,693 | 1,417,999 |
| NiSource, Inc. | 16,710 | 489,770 |
| Public Service Enterprise Group, Inc. | 30,007 | 1,776,414 |
| Sempra Energy | 6,191 | 994,522 |
| WEC Energy Group, Inc. | 10,236 | 1,022,474 |
| Water utilities – 3.7% | ||
| American Water Works Company, Inc. | 7,558 | 1,029,400 |
MULTIFACTOR UTILITIES ETF (continued)
| Shares or Principal Amount | Value | |
| Utilities (continued) | ||
| Water utilities (continued) | ||
| Aqua America, Inc. | 6,773 | $351,790 |
| SHORT-TERM INVESTMENTS – 0.2% | $50,548 | |
| (Cost $50,548) | ||
| Short-term funds – 0.2% | 50,548 | |
| State Street Institutional U.S. Government Money Market Fund, Premier Class, 1.5121% (A) | 50,548 | 50,548 |
| Total investments (Multifactor Utilities ETF) (Cost $34,131,558) 100.1% | $37,184,155 | |
| Other assets and liabilities, net (0.1%) | (21,373) | |
| Total net assets 100.0% | $37,162,782 | |
| 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) | The rate shown is the annualized seven-day yield as of 1-31-20. |
| 52 | JOHN HANCOCK MULTIFACTOR ETFS | QUARTERLY REPORT | SEE NOTES TO FUNDS' INVESTMENTS |
| Notes to Funds' investments (unaudited) |
Security valuation. Investments are stated at value as of the scheduled close of regular trading on the New York Stock Exchange (NYSE), normally at 4:00 P.M., Eastern Time. In case of emergency or other
disruption resulting in the NYSE not opening for trading or the NYSE closing at a time other than the regularly scheduled close, the net asset value (NAV) may be determined as of the regularly scheduled close of the
NYSE pursuant to the funds' Valuation Policies and Procedures.
In order to value the securities,
the funds use the following valuation techniques: Equity securities, including exchange-traded funds and closed-end funds, held by the funds are typically valued at the last sale price or official closing price on the
exchange or principal market where the security trades. In the event there were no sales during the day or closing prices are not available, the securities are valued using the last available bid price. Investments in
open-end mutual funds, including John Hancock Collateral Trust, are valued at their respective NAVs each business day. Foreign securities and currencies are valued in U.S. dollars based on foreign currency exchange
rates supplied by an independent pricing vendor valued at London close.
In certain instances, the Pricing
Committee 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 in order to adjust
for events that may occur between the close of foreign exchanges or markets and the close of the NYSE.
The funds use a three-tier hierarchy
to prioritize the pricing assumptions, referred to as inputs, used in valuation techniques to measure fair value. Level 1 includes securities valued using quoted prices in active markets for identical securities,
including registered investment companies. Level 2 includes securities valued using other significant observable inputs. Observable inputs may include quoted prices for similar securities, interest rates, prepayment
speeds and credit risk. Prices for securities valued using these inputs are received from independent pricing vendors and brokers and are based on an evaluation of the inputs described. Level 3 includes securities
valued using significant unobservable inputs when market prices are not readily available or reliable, including the 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.
The following is a summary of the
values by input classification of the funds' investments as of January 31, 2020, by major security category or type:
| Total value at 1-31-20 | Level 1 quoted price | Level 2 significant observable inputs | Level 3 significant unobservable inputs | |
| Multifactor Consumer Discretionary ETF | ||||
| Investments in securities: | ||||
| Assets | ||||
| Common stocks | $39,796,363 | $39,796,363 | — | — |
| Short-term investments | 899,612 | 899,612 | — | — |
| Total investments in securities | $40,695,975 | $40,695,975 | — | — |
| Multifactor Consumer Staples ETF | ||||
| Investments in securities: | ||||
| Assets | ||||
| Common stocks | $30,444,888 | $30,444,888 | — | — |
| Short-term investments | 623,226 | 623,226 | — | — |
| Total investments in securities | $31,068,114 | $31,068,114 | — | — |
| Multifactor Developed International ETF | ||||
| Investments in securities: | ||||
| Assets | ||||
| Common stocks | $490,581,020 | $490,581,020 | — | — |
| Preferred securities | 3,460,952 | 3,460,952 | — | — |
| Short-term investments | 3,197,681 | 3,197,681 | — | — |
| Total investments in securities | $497,239,653 | $497,239,653 | — | — |
| | | 53 |
| Total value at 1-31-20 | Level 1 quoted price | Level 2 significant observable inputs | Level 3 significant unobservable inputs | |
| Multifactor Emerging Markets ETF | ||||
| Investments in securities: | ||||
| Assets | ||||
| Common stocks | ||||
| Brazil | $44,169,190 | $44,166,552 | $2,638 | — |
| Chile | 6,465,579 | 6,465,579 | — | — |
| China | 187,080,512 | 187,080,512 | — | — |
| Hong Kong | 34,334,117 | 34,334,117 | — | — |
| India | 92,556,777 | 92,495,258 | 48,933 | $12,586 |
| Indonesia | 20,873,218 | 20,873,218 | — | — |
| Malaysia | 16,570,916 | 16,570,916 | — | — |
| Mexico | 21,018,749 | 21,018,749 | — | — |
| Netherlands | 2,592,389 | 2,592,389 | — | — |
| Philippines | 11,252,396 | 11,252,396 | — | — |
| Poland | 7,990,085 | 7,990,085 | — | — |
| Romania | 492,007 | 492,007 | — | — |
| Russia | 29,657,375 | 29,657,375 | — | — |
| South Africa | 43,191,717 | 43,191,717 | — | — |
| South Korea | 104,930,127 | 104,930,127 | — | — |
| Taiwan | 103,624,983 | 103,624,983 | — | — |
| Thailand | 20,811,733 | 20,811,733 | — | — |
| Turkey | 5,033,699 | 5,033,699 | — | — |
| Preferred securities | ||||
| Brazil | 18,108,022 | 18,100,964 | 7,058 | — |
| Chile | 446,990 | 446,990 | — | — |
| Investment companies | 131,937 | 131,937 | — | — |
| Warrants | 1,632 | — | 1,632 | — |
| Short-term investments | 10,431,248 | 10,431,248 | — | — |
| Total investments in securities | $781,765,398 | $781,692,551 | $60,261 | $12,586 |
| Multifactor Energy ETF | ||||
| Investments in securities: | ||||
| Assets | ||||
| Common stocks | $17,677,654 | $17,677,654 | — | — |
| Short-term investments | 23,060 | 23,060 | — | — |
| Total investments in securities | $17,700,714 | $17,700,714 | — | — |
| Multifactor Financials ETF | ||||
| Investments in securities: | ||||
| Assets | ||||
| Common stocks | $34,957,729 | $34,957,729 | — | — |
| Short-term investments | 70,717 | 70,717 | — | — |
| Total investments in securities | $35,028,446 | $35,028,446 | — | — |
| Multifactor Healthcare ETF | ||||
| Investments in securities: | ||||
| Assets | ||||
| Common stocks | $40,139,281 | $40,139,281 | — | — |
| Short-term investments | 207,141 | 207,141 | — | — |
| Total investments in securities | $40,346,422 | $40,346,422 | — | — |
| Multifactor Industrials ETF | ||||
| Investments in securities: | ||||
| Assets |
| 54 | | |
| Total value at 1-31-20 | Level 1 quoted price | Level 2 significant observable inputs | Level 3 significant unobservable inputs | |
| Multifactor Industrials ETF (continued) | ||||
| Common stocks | $28,603,053 | $28,603,053 | — | — |
| Short-term investments | 321,690 | 321,690 | — | — |
| Total investments in securities | $28,924,743 | $28,924,743 | — | — |
| Multifactor Large Cap ETF | ||||
| Investments in securities: | ||||
| Assets | ||||
| Common stocks | $919,084,461 | $919,084,461 | — | — |
| Short-term investments | 6,094,158 | 6,094,158 | — | — |
| Total investments in securities | $925,178,619 | $925,178,619 | — | — |
| Multifactor Materials ETF | ||||
| Investments in securities: | ||||
| Assets | ||||
| Common stocks | $19,897,143 | $19,897,143 | — | — |
| Short-term investments | 401,361 | 401,361 | — | — |
| Total investments in securities | $20,298,504 | $20,298,504 | — | — |
| Multifactor Media and Communications ETF | ||||
| Investments in securities: | ||||
| Assets | ||||
| Common stocks | $22,557,922 | $22,557,922 | — | — |
| Short-term investments | 898,494 | 898,494 | — | — |
| Total investments in securities | $23,456,416 | $23,456,416 | — | — |
| Multifactor Mid Cap ETF | ||||
| Investments in securities: | ||||
| Assets | ||||
| Common stocks | $1,620,786,950 | $1,620,786,950 | — | — |
| Short-term investments | 26,917,137 | 26,917,137 | — | — |
| Total investments in securities | $1,647,704,087 | $1,647,704,087 | — | — |
| Multifactor Small Cap ETF | ||||
| Investments in securities: | ||||
| Assets | ||||
| Common stocks | $522,226,441 | $522,226,441 | — | — |
| Short-term investments | 16,208,967 | 16,208,967 | — | — |
| Total investments in securities | $538,435,408 | $538,435,408 | — | — |
| Multifactor Technology ETF | ||||
| Investments in securities: | ||||
| Assets | ||||
| Common stocks | $43,226,952 | $43,226,952 | — | — |
| Short-term investments | 1,231,482 | 1,231,482 | — | — |
| Total investments in securities | $44,458,434 | $44,458,434 | — | — |
| Multifactor Utilities ETF | ||||
| Investments in securities: | ||||
| Assets | ||||
| Common stocks | $37,133,607 | $37,133,607 | — | — |
| Short-term investments | 50,548 | 50,548 | — | — |
| Total investments in securities | $37,184,155 | $37,184,155 | — | — |
| | | 55 |
Investment in affiliated underlying
funds. The funds may invest in affiliated underlying funds that are managed by the Advisor and its affiliates. Information regarding the funds' fiscal year to date purchases and sales of the
affiliated underlying funds as well as income and capital gains earned by the funds, if any, is as follows:
| Dividends and distributions | |||||||||
| Affiliate | Ending share amount | Beginning value | Cost of purchases | Proceeds from shares sold | Realized gain (loss) | Change in unrealized appreciation (depreciation) | Income distributions received | Capital gain distributions received | Ending value |
| Multifactor Consumer Discretionary ETF | |||||||||
| John Hancock Collateral Trust | 85,128 | $1,156,793 | $13,410,517 | $(13,715,433) | $3 | $63 | $4,828 | — | $851,943 |
| Multifactor Consumer Staples ETF | |||||||||
| John Hancock Collateral Trust | 59,374 | $216,306 | $4,299,829 | $(3,922,032) | $37 | $62 | $5,591 | — | $594,202 |
| Multifactor Developed International ETF | |||||||||
| John Hancock Collateral Trust | 222,857 | $30,501,151 | $58,665,751 | $(86,936,082) | $(176) | $(338) | $93,679 | — | $2,230,306 |
| Multifactor Emerging Markets ETF | |||||||||
| John Hancock Collateral Trust | 838,157 | $4,188,357 | $26,698,202 | $(22,499,629) | $177 | $1,001 | $44,299 | — | $8,388,108 |
| Multifactor Energy ETF | |||||||||
| John Hancock Collateral Trust | — | — | $1,225,026 | $(1,224,981) | $(45) | — | $267 | — | — |
| Multifactor Financials ETF | |||||||||
| John Hancock Collateral Trust | 2,110 | — | $2,316,561 | $(2,295,453) | $12 | — | $243 | — | $21,120 |
| Multifactor Healthcare ETF | |||||||||
| John Hancock Collateral Trust | 17,106 | $637,469 | $5,825,848 | $(6,292,130) | $17 | $(9) | $1,352 | — | $171,195 |
| Multifactor Industrials ETF | |||||||||
| John Hancock Collateral Trust | 27,719 | $257,948 | $3,308,667 | $(3,289,236) | $(7) | $33 | $1,229 | — | $277,405 |
| Multifactor Large Cap ETF | |||||||||
| John Hancock Collateral Trust | 568,496 | $4,260,052 | $64,796,659 | $(63,367,926) | $37 | $579 | $19,360 | — | $5,689,401 |
| Multifactor Materials ETF | |||||||||
| John Hancock Collateral Trust | 36,952 | — | $3,331,064 | $(2,961,281) | $10 | $18 | $749 | — | $369,811 |
| Multifactor Media and Communications ETF | |||||||||
| John Hancock Collateral Trust | 89,084 | — | $4,280,765 | $(3,389,378) | $90 | $59 | — | — | $891,536 |
| Multifactor Mid Cap ETF | |||||||||
| John Hancock Collateral Trust | 2,580,913 | $11,926,516 | $243,002,610 | $(229,103,420) | $516 | $3,042 | $75,280 | — | $25,829,264 |
| Multifactor Small Cap ETF | |||||||||
| John Hancock Collateral Trust | 1,561,114 | $17,290,805 | $168,319,643 | $(169,988,112) | $(124) | $1,103 | $69,709 | — | $15,623,315 |
| Multifactor Technology ETF | |||||||||
| John Hancock Collateral Trust | 116,869 | $595,033 | $16,956,792 | $(16,382,363) | $43 | $100 | $3,669 | — | $1,169,605 |
| Multifactor Utilities ETF | |||||||||
| John Hancock Collateral Trust | — | — | $69,550 | $(69,550) | — | — | $1 | — | — |
For additional information on the
funds' significant accounting policies and risks, please refer to the funds' most recent semiannual or annual shareholder report and prospectus.
| 56 | | |