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John Hancock Exchange-Traded Fund Trust similar filings
- 29 Sep 21 John Hancock Multifactor Media and Communications ETF (Jul 2021 report)
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John Hancock
Multifactor ETFs
Quarterly portfolio holdings 7/31/2021
Funds’ investments |
MULTIFACTOR CONSUMER DISCRETIONARY ETF
As of 7-31-21 (unaudited)
Shares or Principal Amount | Value | |
COMMON STOCKS – 99.9% | $40,184,743 | |
(Cost $31,532,755) | ||
Communication services – 0.7% | 279,686 | |
Entertainment – 0.7% | ||
Roku, Inc. (A) | 653 | 279,686 |
Consumer discretionary – 92.5% | 37,199,648 | |
Auto components – 0.4% | ||
Fox Factory Holding Corp. (A) | 888 | 143,448 |
Automobiles – 9.0% | ||
Ford Motor Company (A) | 38,588 | 538,303 |
General Motors Company (A) | 14,158 | 804,741 |
Harley-Davidson, Inc. | 3,315 | 131,340 |
Tesla, Inc. (A) | 2,928 | 2,012,122 |
Thor Industries, Inc. | 1,124 | 133,037 |
Distributors – 1.7% | ||
Genuine Parts Company | 3,077 | 390,533 |
LKQ Corp. (A) | 5,603 | 284,352 |
Diversified consumer services – 1.4% | ||
Bright Horizons Family Solutions, Inc. (A) | 1,271 | 190,015 |
Chegg, Inc. (A) | 2,012 | 178,324 |
Grand Canyon Education, Inc. (A) | 880 | 81,286 |
Terminix Global Holdings, Inc. (A) | 2,441 | 128,153 |
Hotels, restaurants and leisure – 20.3% | ||
Airbnb, Inc., Class A (A) | 151 | 21,746 |
Booking Holdings, Inc. (A) | 230 | 501,000 |
Boyd Gaming Corp. (A) | 1,194 | 68,058 |
Caesars Entertainment, Inc. (A) | 3,476 | 303,663 |
Carnival Corp. (A) | 12,467 | 269,911 |
Chipotle Mexican Grill, Inc. (A) | 227 | 423,001 |
Choice Hotels International, Inc. | 586 | 70,261 |
Churchill Downs, Inc. | 650 | 120,770 |
Darden Restaurants, Inc. | 2,787 | 406,568 |
Domino’s Pizza, Inc. | 585 | 307,412 |
DraftKings, Inc., Class A (A) | 5,344 | 259,184 |
Expedia Group, Inc. (A) | 2,366 | 380,618 |
Hilton Worldwide Holdings, Inc. (A) | 4,014 | 527,640 |
Hyatt Hotels Corp., Class A (A) | 783 | 62,538 |
Las Vegas Sands Corp. (A) | 3,536 | 149,750 |
Marriott International, Inc., Class A (A) | 2,314 | 337,798 |
Marriott Vacations Worldwide Corp. (A) | 722 | 106,401 |
McDonald’s Corp. | 3,631 | 881,280 |
MGM Resorts International | 8,216 | 308,346 |
Norwegian Cruise Line Holdings, Ltd. (A) | 5,441 | 130,747 |
Penn National Gaming, Inc. (A) | 2,691 | 184,011 |
Planet Fitness, Inc., Class A (A) | 1,362 | 102,463 |
Royal Caribbean Cruises, Ltd. (A) | 3,558 | 273,503 |
Starbucks Corp. | 5,696 | 691,665 |
Texas Roadhouse, Inc. | 1,400 | 129,038 |
Vail Resorts, Inc. (A) | 888 | 271,018 |
Wyndham Hotels & Resorts, Inc. | 1,844 | 132,879 |
MULTIFACTOR CONSUMER DISCRETIONARY ETF (continued)
Shares or Principal Amount | Value | |
Consumer discretionary (continued) | ||
Hotels, restaurants and leisure (continued) | ||
Wynn Resorts, Ltd. (A) | 1,749 | $171,979 |
Yum! Brands, Inc. | 4,424 | 581,269 |
Household durables – 3.0% | ||
Garmin, Ltd. | 3,167 | 497,852 |
Helen of Troy, Ltd. (A) | 521 | 116,386 |
Tempur Sealy International, Inc. | 5,771 | 249,711 |
Whirlpool Corp. | 1,565 | 346,710 |
Internet and direct marketing retail – 10.3% | ||
Amazon.com, Inc. (A) | 669 | 2,226,158 |
Chewy, Inc., Class A (A) | 550 | 46,035 |
DoorDash, Inc., Class A (A) | 134 | 23,355 |
eBay, Inc. | 17,557 | 1,197,563 |
Etsy, Inc. (A) | 1,740 | 319,307 |
Qurate Retail, Inc., Series A | 8,740 | 103,656 |
Stitch Fix, Inc., Class A (A) | 578 | 31,166 |
Wayfair, Inc., Class A (A)(B) | 735 | 177,400 |
Leisure products – 3.3% | ||
Brunswick Corp. | 1,925 | 200,970 |
Hasbro, Inc. | 2,224 | 221,155 |
Mattel, Inc. (A) | 6,977 | 151,540 |
Peloton Interactive, Inc., Class A (A) | 3,355 | 396,058 |
Polaris, Inc. | 1,373 | 179,959 |
YETI Holdings, Inc. (A) | 1,710 | 164,724 |
Multiline retail – 7.2% | ||
Dollar General Corp. | 2,811 | 653,951 |
Dollar Tree, Inc. (A) | 5,151 | 514,018 |
Kohl’s Corp. | 2,318 | 117,754 |
Nordstrom, Inc. (A) | 1,100 | 36,410 |
Ollie’s Bargain Outlet Holdings, Inc. (A) | 1,214 | 113,023 |
Target Corp. | 5,657 | 1,476,760 |
Specialty retail – 26.8% | ||
Advance Auto Parts, Inc. | 1,415 | 300,065 |
AutoNation, Inc. (A) | 1,737 | 210,750 |
AutoZone, Inc. (A) | 348 | 565,002 |
Best Buy Company, Inc. | 7,817 | 878,240 |
Burlington Stores, Inc. (A) | 807 | 270,184 |
CarMax, Inc. (A) | 3,671 | 491,730 |
Carvana Company (A) | 495 | 167,092 |
Dick’s Sporting Goods, Inc. | 1,457 | 151,732 |
Five Below, Inc. (A) | 1,234 | 239,914 |
Floor & Decor Holdings, Inc., Class A (A) | 2,082 | 254,025 |
GameStop Corp., Class A (A) | 501 | 80,721 |
L Brands, Inc. | 3,361 | 269,115 |
Lithia Motors, Inc. | 548 | 206,717 |
Lowe’s Companies, Inc. | 5,223 | 1,006,420 |
O’Reilly Automotive, Inc. (A) | 1,168 | 705,285 |
Penske Automotive Group, Inc. | 649 | 57,501 |
RH (A) | 300 | 199,224 |
Ross Stores, Inc. | 3,707 | 454,812 |
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) | ||
The Gap, Inc. | 5,336 | $155,651 |
The Home Depot, Inc. | 6,300 | 2,067,598 |
The TJX Companies, Inc. | 7,672 | 527,910 |
Tractor Supply Company | 3,772 | 682,468 |
Ulta Beauty, Inc. (A) | 1,214 | 407,661 |
Vroom, Inc. (A)(B) | 2,012 | 74,524 |
Williams-Sonoma, Inc. | 2,413 | 366,052 |
Textiles, apparel and luxury goods – 9.1% | ||
Capri Holdings, Ltd. (A) | 2,640 | 148,658 |
Columbia Sportswear Company | 695 | 69,236 |
Deckers Outdoor Corp. (A) | 678 | 278,556 |
Hanesbrands, Inc. | 12,464 | 227,593 |
Levi Strauss & Company, Class A | 1,199 | 32,996 |
Lululemon Athletica, Inc. (A) | 1,137 | 454,993 |
NIKE, Inc., Class B | 7,383 | 1,236,726 |
PVH Corp. (A) | 1,238 | 129,520 |
Ralph Lauren Corp. | 1,021 | 115,904 |
Skechers U.S.A., Inc., Class A (A) | 2,423 | 130,067 |
Tapestry, Inc. (A) | 4,786 | 202,448 |
Under Armour, Inc., Class A (A) | 3,467 | 70,900 |
Under Armour, Inc., Class C (A) | 3,602 | 63,107 |
VF Corp. | 6,194 | 496,759 |
Consumer staples – 1.1% | 445,329 | |
Personal products – 1.1% | ||
The Estee Lauder Companies, Inc., Class A | 1,334 | 445,329 |
Industrials – 5.6% | 2,260,080 | |
Building products – 1.7% | ||
Allegion PLC | 2,776 | 379,202 |
Fortune Brands Home & Security, Inc. | 3,107 | 302,839 |
Commercial services and supplies – 2.1% | ||
Copart, Inc. (A) | 4,578 | 672,966 |
Rollins, Inc. | 4,459 | 170,913 |
Machinery – 0.1% | ||
Nikola Corp. (A) | 2,695 | 31,990 |
Road and rail – 1.3% | ||
Lyft, Inc., Class A (A) | 3,856 | 213,314 |
Uber Technologies, Inc. (A) | 7,456 | 324,038 |
Trading companies and distributors – 0.4% | ||
SiteOne Landscape Supply, Inc. (A) | 943 | 164,818 |
MULTIFACTOR CONSUMER DISCRETIONARY ETF (continued)
Shares or Principal Amount | Value | |
SHORT-TERM INVESTMENTS – 0.2% | $73,138 | |
(Cost $73,138) | ||
Short-term funds – 0.2% | 73,138 | |
State Street Institutional U.S. Government Money Market Fund, Premier Class, 0.0250% (C) | 73,138 | $73,138 |
Total investments (Multifactor Consumer Discretionary ETF) (Cost $31,605,893) 100.1% | $40,257,881 | |
Other assets and liabilities, net (0.1%) | (57,263) | |
Total net assets 100.0% | $40,200,618 |
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 7-31-21. The value of securities on loan amounted to $226,581. In addition to the cash collateral invested in John Hancock Collateral Trust, non-cash collateral of $250,453 in the form of U.S. Treasuries was pledged to the fund. |
(C) | The rate shown is the annualized seven-day yield as of 7-31-21. |
MULTIFACTOR CONSUMER STAPLES ETF
As of 7-31-21 (unaudited)
Shares or Principal Amount | Value | |
COMMON STOCKS – 99.9% | $21,707,648 | |
(Cost $19,060,798) | ||
Consumer discretionary – 1.0% | 208,915 | |
Household durables – 1.0% | ||
Newell Brands, Inc. | 8,441 | 208,915 |
Consumer staples – 95.9% | 20,840,220 | |
Beverages – 20.0% | ||
Brown-Forman Corp., Class A | 570 | 38,127 |
Brown-Forman Corp., Class B | 5,289 | 375,096 |
Constellation Brands, Inc., Class A | 1,669 | 374,423 |
Keurig Dr. Pepper, Inc. | 6,766 | 238,231 |
Molson Coors Beverage Company, Class B (A) | 4,171 | 203,920 |
Monster Beverage Corp. (A) | 3,205 | 302,296 |
PepsiCo, Inc. | 8,452 | 1,326,541 |
The Boston Beer Company, Inc., Class A (A) | 152 | 107,920 |
The Coca-Cola Company | 24,171 | 1,378,472 |
Food and staples retailing – 23.6% | ||
Albertsons Companies, Inc., Class A (B) | 3,651 | 78,862 |
BJ’s Wholesale Club Holdings, Inc. (A) | 3,071 | 155,515 |
Casey’s General Stores, Inc. | 885 | 174,973 |
Costco Wholesale Corp. | 3,489 | 1,499,293 |
Performance Food Group Company (A) | 2,710 | 124,172 |
Sysco Corp. | 4,618 | 342,656 |
The Kroger Company | 24,130 | 982,091 |
U.S. Foods Holding Corp. (A) | 4,498 | 154,461 |
Walgreens Boots Alliance, Inc. | 7,094 | 334,482 |
Walmart, Inc. | 9,073 | 1,293,356 |
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 – 29.6% | ||
Archer-Daniels-Midland Company | 11,546 | $689,527 |
Beyond Meat, Inc. (A) | 553 | 67,853 |
Bunge, Ltd. | 3,270 | 253,850 |
Campbell Soup Company | 5,981 | 261,489 |
Conagra Brands, Inc. | 10,151 | 339,957 |
Darling Ingredients, Inc. (A) | 3,485 | 240,709 |
Freshpet, Inc. (A) | 594 | 86,991 |
General Mills, Inc. | 7,406 | 435,917 |
Hormel Foods Corp. | 5,457 | 253,096 |
Ingredion, Inc. | 1,647 | 144,623 |
Kellogg Company | 6,894 | 436,804 |
Lamb Weston Holdings, Inc. | 3,066 | 204,717 |
McCormick & Company, Inc. | 4,920 | 414,116 |
Mondelez International, Inc., Class A | 13,768 | 870,964 |
Pilgrim’s Pride Corp. (A) | 1,423 | 31,519 |
Post Holdings, Inc. (A) | 1,578 | 161,493 |
The Hershey Company | 3,077 | 550,414 |
The J.M. Smucker Company | 2,284 | 299,455 |
The Kraft Heinz Company | 6,864 | 264,058 |
Tyson Foods, Inc., Class A | 5,837 | 417,112 |
Household products – 15.5% | ||
Church & Dwight Company, Inc. | 5,243 | 453,939 |
Colgate-Palmolive Company | 8,343 | 663,269 |
Kimberly-Clark Corp. | 2,791 | 378,795 |
Reynolds Consumer Products, Inc. | 1,694 | 48,194 |
The Clorox Company | 2,637 | 477,007 |
The Procter & Gamble Company | 9,507 | 1,352,181 |
Personal products – 0.5% | ||
Herbalife Nutrition, Ltd. (A) | 1,978 | 100,759 |
Tobacco – 6.7% | ||
Altria Group, Inc. | 12,922 | 620,773 |
Philip Morris International, Inc. | 8,350 | 835,752 |
Materials – 3.0% | 658,513 | |
Chemicals – 3.0% | ||
Corteva, Inc. | 15,393 | 658,513 |
SHORT-TERM INVESTMENTS – 0.3% | $50,956 | |
(Cost $50,955) | ||
Short-term funds – 0.3% | 50,956 | |
John Hancock Collateral Trust, 0.0455% (C)(D) | 230 | 2,305 |
State Street Institutional U.S. Government Money Market Fund, Premier Class, 0.0250% (C) | 48,651 | 48,651 |
Total investments (Multifactor Consumer Staples ETF) (Cost $19,111,753) 100.2% | $21,758,604 | |
Other assets and liabilities, net (0.2%) | (36,019) | |
Total net assets 100.0% | $21,722,585 |
The percentage shown for each investment category is the total value of the category as a percentage of the net assets of the fund. |
MULTIFACTOR CONSUMER STAPLES ETF (continued)
Security Abbreviations and Legend | |
(A) | Non-income producing security. |
(B) | All or a portion of this security is on loan as of 7-31-21. The value of securities on loan amounted to $2,246. |
(C) | The rate shown is the annualized seven-day yield as of 7-31-21. |
(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 7-31-21 (unaudited)
Shares or Principal Amount | Value | |
COMMON STOCKS - 99.0% | $509,811,885 | |
(Cost $421,972,093) | ||
Australia - 7.0% | 35,848,810 | |
Afterpay, Ltd. (A) | 2,638 | 187,430 |
AGL Energy, Ltd. | 56,525 | 300,397 |
Ampol, Ltd. | 3,678 | 76,374 |
APA Group | 72,958 | 511,073 |
Aristocrat Leisure, Ltd. | 15,302 | 468,356 |
ASX, Ltd. | 2,164 | 122,305 |
Aurizon Holdings, Ltd. | 235,611 | 668,497 |
Australia & New Zealand Banking Group, Ltd. | 61,917 | 1,261,140 |
BHP Group PLC | 54,342 | 1,755,885 |
BHP Group, Ltd. | 67,129 | 2,639,366 |
BlueScope Steel, Ltd. | 14,835 | 263,779 |
Brambles, Ltd. | 64,602 | 551,784 |
CIMIC Group, Ltd. | 3,171 | 48,039 |
Cochlear, Ltd. | 3,946 | 711,610 |
Coles Group, Ltd. | 30,273 | 389,190 |
Commonwealth Bank of Australia | 36,445 | 2,669,513 |
Computershare, Ltd. | 32,392 | 371,432 |
Crown Resorts, Ltd. (A) | 23,756 | 150,346 |
CSL, Ltd. | 11,175 | 2,373,159 |
Dexus | 24,785 | 187,283 |
Domino’s Pizza Enterprises, Ltd. | 1,771 | 151,852 |
Endeavour Group, Ltd. (A) | 34,994 | 170,539 |
Evolution Mining, Ltd. | 100,791 | 309,681 |
Fortescue Metals Group, Ltd. | 50,892 | 931,837 |
Goodman Group | 23,151 | 385,268 |
Insurance Australia Group, Ltd. | 47,060 | 167,769 |
Lendlease Corp., Ltd. | 40,135 | 359,030 |
Macquarie Group, Ltd. | 9,844 | 1,135,302 |
Magellan Financial Group, Ltd. | 7,990 | 287,016 |
Medibank Private, Ltd. | 209,503 | 509,724 |
Mirvac Group | 91,482 | 192,317 |
National Australia Bank, Ltd. | 56,364 | 1,074,289 |
Newcrest Mining, Ltd. | 15,137 | 294,740 |
Northern Star Resources, Ltd. | 57,524 | 432,132 |
Oil Search, Ltd. | 108,227 | 303,094 |
Origin Energy, Ltd. | 112,654 | 340,334 |
Qantas Airways, Ltd. (A) | 73,083 | 246,573 |
QBE Insurance Group, Ltd. | 63,571 | 508,866 |
Ramsay Health Care, Ltd. | 11,346 | 534,920 |
REA Group, Ltd. | 1,568 | 186,323 |
4 | JOHN HANCOCK MULTIFACTOR ETFS | QUARTERLY REPORT | SEE NOTES TO FUNDS’ INVESTMENTS |
MULTIFACTOR DEVELOPED INTERNATIONAL ETF (continued)
Shares or Principal Amount | Value | |
Australia (continued) | ||
Reece, Ltd. | 7,292 | $126,013 |
Rio Tinto, Ltd. | 18,275 | 1,792,236 |
Santos, Ltd. | 194,234 | 920,877 |
Scentre Group | 92,827 | 177,404 |
SEEK, Ltd. | 9,966 | 214,418 |
Sonic Healthcare, Ltd. | 34,806 | 1,023,877 |
South32, Ltd. | 243,782 | 532,200 |
Stockland | 77,271 | 249,911 |
Suncorp Group, Ltd. | 67,935 | 576,257 |
Sydney Airport (A) | 55,840 | 320,563 |
Tabcorp Holdings, Ltd. | 131,358 | 477,946 |
Telstra Corp., Ltd. | 172,063 | 478,075 |
The GPT Group | 48,469 | 166,379 |
TPG Telecom, Ltd. | 8,709 | 39,562 |
Transurban Group | 24,069 | 252,994 |
Treasury Wine Estates, Ltd. | 34,010 | 297,739 |
Vicinity Centres | 71,631 | 81,874 |
Wesfarmers, Ltd. | 21,690 | 974,769 |
Westpac Banking Corp. | 81,067 | 1,461,105 |
WiseTech Global, Ltd. | 2,897 | 65,565 |
Woodside Petroleum, Ltd. | 25,248 | 406,618 |
Woolworths Group, Ltd. | 34,533 | 983,864 |
Austria - 0.2% | 831,280 | |
Erste Group Bank AG | 7,045 | 273,258 |
OMV AG | 3,566 | 192,484 |
Raiffeisen Bank International AG | 6,490 | 153,609 |
Telekom Austria AG (A) | 2,626 | 22,389 |
Verbund AG | 939 | 86,683 |
voestalpine AG | 2,333 | 102,857 |
Belgium - 0.9% | 4,883,102 | |
Ackermans & van Haaren NV | 2,090 | 360,100 |
Ageas SA/NV | 15,758 | 832,640 |
Anheuser-Busch InBev SA/NV | 21,480 | 1,360,150 |
Elia Group SA/NV | 2,826 | 334,269 |
Etablissements Franz Colruyt NV | 3,651 | 207,549 |
Galapagos NV (A) | 975 | 59,207 |
Galapagos NV (Euronext Amsterdam Exchange) (A) | 78 | 4,737 |
KBC Group NV | 7,383 | 594,448 |
Proximus SADP | 10,810 | 222,080 |
Solvay SA | 1,871 | 249,596 |
Telenet Group Holding NV | 1,599 | 59,954 |
UCB SA | 1,293 | 139,831 |
Umicore SA | 5,373 | 333,092 |
Warehouses De Pauw CVA | 2,916 | 125,449 |
Chile - 0.0% | 203,113 | |
Antofagasta PLC | 9,775 | 203,113 |
Czech Republic - 0.1% | 277,935 | |
Avast PLC (B) | 34,466 | 277,935 |
MULTIFACTOR DEVELOPED INTERNATIONAL ETF (continued)
Shares or Principal Amount | Value | |
Denmark - 2.8% | $14,497,852 | |
A.P. Moller - Maersk A/S, Series A | 80 | 213,872 |
A.P. Moller - Maersk A/S, Series B | 96 | 266,518 |
Ambu A/S, Class B | 3,629 | 134,217 |
Carlsberg A/S, Class B | 5,354 | 989,648 |
Chr. Hansen Holding A/S | 6,411 | 576,417 |
Coloplast A/S, B Shares | 2,658 | 486,015 |
Danske Bank A/S | 37,347 | 654,908 |
DSV Panalpina A/S | 6,308 | 1,536,550 |
Genmab A/S (A) | 5,274 | 2,383,553 |
GN Store Nord A/S | 7,302 | 639,765 |
Novo Nordisk A/S, B Shares | 37,838 | 3,498,548 |
Novozymes A/S, B Shares | 15,445 | 1,213,115 |
Orsted A/S (B) | 5,390 | 800,307 |
Vestas Wind Systems A/S | 29,965 | 1,104,419 |
Finland - 1.5% | 7,621,500 | |
Elisa OYJ | 9,069 | 582,652 |
Fortum OYJ | 14,860 | 409,512 |
Kesko OYJ, A Shares | 7,224 | 280,544 |
Kesko OYJ, B Shares | 16,773 | 719,002 |
Kone OYJ, Class B | 10,043 | 831,485 |
Metso Outotec OYJ | 40,548 | 460,431 |
Neste OYJ | 11,198 | 688,096 |
Nokia OYJ (A) | 102,699 | 629,726 |
Nordea Bank ABP | 66,832 | 784,568 |
Orion OYJ, Class A | 606 | 25,798 |
Orion OYJ, Class B | 5,772 | 245,647 |
Sampo OYJ, A Shares | 7,054 | 339,771 |
Stora Enso OYJ, R Shares | 49,538 | 980,112 |
UPM-Kymmene OYJ | 9,623 | 392,993 |
Wartsila OYJ ABP | 16,691 | 251,163 |
France - 10.1% | 52,117,905 | |
Air Liquide SA | 11,114 | 1,931,774 |
Airbus SE (A) | 11,341 | 1,555,951 |
Alstom SA (A) | 10,105 | 418,908 |
AXA SA | 46,834 | 1,215,122 |
BNP Paribas SA | 22,885 | 1,396,200 |
Bouygues SA | 37,110 | 1,429,723 |
Capgemini SE | 12,710 | 2,746,783 |
Cie de Saint-Gobain | 32,538 | 2,324,658 |
Cie Generale des Etablissements Michelin SCA | 23,136 | 3,777,752 |
Credit Agricole SA | 77,247 | 1,077,209 |
Danone SA | 12,548 | 923,416 |
Dassault Systemes SE | 9,975 | 550,255 |
Electricite de France SA | 62,410 | 759,669 |
Engie SA | 118,804 | 1,585,156 |
EssilorLuxottica SA | 5,410 | 1,021,039 |
Faurecia SE | 2,750 | 122,709 |
Hermes International | 616 | 941,553 |
Kering SA | 1,288 | 1,154,951 |
Legrand SA | 18,980 | 2,136,314 |
SEE NOTES TO FUNDS’ INVESTMENTS | QUARTERLY REPORT | JOHN HANCOCK MULTIFACTOR ETFS | 5 |
MULTIFACTOR DEVELOPED INTERNATIONAL ETF (continued)
Shares or Principal Amount | Value | |
France (continued) | ||
L’Oreal SA | 2,851 | $1,304,618 |
LVMH Moet Hennessy Louis Vuitton SE | 5,549 | 4,434,262 |
Orange SA | 268,087 | 2,986,646 |
Pernod Ricard SA | 4,356 | 961,270 |
Safran SA | 8,965 | 1,172,565 |
Sanofi | 20,040 | 2,064,566 |
Sartorius Stedim Biotech | 1,491 | 850,951 |
Schneider Electric SE | 5,856 | 981,193 |
Societe Generale SA | 42,622 | 1,249,630 |
Teleperformance | 2,845 | 1,199,652 |
Thales SA | 7,206 | 756,221 |
TotalEnergies SE | 54,826 | 2,385,964 |
Veolia Environnement SA | 14,901 | 489,094 |
Vinci SA | 14,449 | 1,528,490 |
Vivendi SE (C) | 55,661 | 1,881,079 |
Worldline SA (A)(B) | 8,577 | 802,562 |
Germany - 8.4% | 43,038,021 | |
adidas AG | 3,524 | 1,279,117 |
Allianz SE | 9,161 | 2,281,253 |
BASF SE | 21,774 | 1,709,774 |
Bayer AG | 43,670 | 2,604,210 |
Bayerische Motoren Werke AG | 17,205 | 1,711,293 |
Beiersdorf AG | 3,999 | 474,912 |
Continental AG (A) | 8,816 | 1,198,029 |
Covestro AG (B) | 5,590 | 359,669 |
CureVac NV (A) | 196 | 9,655 |
Daimler AG | 28,553 | 2,548,840 |
Delivery Hero SE (A)(B) | 3,543 | 530,202 |
Deutsche Bank AG (A) | 118,353 | 1,495,775 |
Deutsche Boerse AG | 10,765 | 1,796,692 |
Deutsche Post AG | 21,610 | 1,463,451 |
Deutsche Telekom AG | 99,719 | 2,070,027 |
Deutsche Wohnen SE | 31,496 | 1,965,995 |
E.ON SE | 92,986 | 1,143,645 |
Evonik Industries AG | 17,481 | 607,358 |
Fresenius Medical Care AG & Company KGaA | 24,238 | 1,912,453 |
Fresenius SE & Company KGaA | 46,014 | 2,418,249 |
Hannover Rueck SE | 3,474 | 584,552 |
Hapag-Lloyd AG (B) | 823 | 177,811 |
HeidelbergCement AG | 11,267 | 999,091 |
Henkel AG & Company KGaA | 1,489 | 135,337 |
Infineon Technologies AG | 14,874 | 566,784 |
Knorr-Bremse AG | 3,540 | 401,303 |
Merck KGaA | 1,922 | 393,488 |
Muenchener Rueckversicherungs-Gesellschaft AG | 3,656 | 988,011 |
Puma SE | 3,085 | 378,623 |
RWE AG | 38,092 | 1,355,536 |
SAP SE | 16,294 | 2,334,800 |
Siemens AG | 8,794 | 1,372,106 |
MULTIFACTOR DEVELOPED INTERNATIONAL ETF (continued)
Shares or Principal Amount | Value | |
Germany (continued) | ||
Siemens Energy AG (A) | 16,098 | $437,902 |
Siemens Healthineers AG (B) | 3,640 | 240,332 |
Symrise AG | 7,700 | 1,134,940 |
Volkswagen AG | 1,520 | 504,676 |
Vonovia SE | 15,294 | 1,018,859 |
Zalando SE (A)(B) | 3,897 | 433,271 |
Hong Kong - 2.9% | 14,986,944 | |
AIA Group, Ltd. | 277,724 | 3,327,170 |
BOC Hong Kong Holdings, Ltd. | 88,795 | 285,654 |
Budweiser Brewing Company APAC, Ltd. (B) | 14,300 | 39,931 |
Chow Tai Fook Jewellery Group, Ltd. | 58,600 | 122,611 |
CK Asset Holdings, Ltd. | 127,969 | 871,932 |
CK Hutchison Holdings, Ltd. | 72,773 | 531,901 |
CK Infrastructure Holdings, Ltd. | 48,929 | 295,606 |
CLP Holdings, Ltd. | 184,071 | 1,899,642 |
Galaxy Entertainment Group, Ltd. (A) | 19,641 | 133,194 |
Hang Lung Properties, Ltd. | 85,000 | 219,850 |
Hang Seng Bank, Ltd. | 19,089 | 366,246 |
Henderson Land Development Company, Ltd. | 93,398 | 417,642 |
Hong Kong & China Gas Company, Ltd. | 116,065 | 189,081 |
Hong Kong Exchanges & Clearing, Ltd. | 29,025 | 1,852,532 |
Hongkong Land Holdings, Ltd. | 37,700 | 171,158 |
Link REIT | 47,110 | 450,416 |
MTR Corp., Ltd. | 42,413 | 251,328 |
New World Development Company, Ltd. | 138,265 | 655,634 |
Power Assets Holdings, Ltd. | 90,073 | 581,849 |
Sun Hung Kai Properties, Ltd. | 46,662 | 668,298 |
Swire Properties, Ltd. | 75,201 | 213,859 |
Techtronic Industries Company, Ltd. | 49,077 | 877,187 |
Wharf Real Estate Investment Company, Ltd. | 99,993 | 564,223 |
Ireland - 1.1% | 5,399,575 | |
CRH PLC | 31,388 | 1,572,540 |
DCC PLC | 5,225 | 437,764 |
Experian PLC | 23,656 | 1,041,960 |
Flutter Entertainment PLC (A) | 2,408 | 410,893 |
James Hardie Industries PLC, CHESS Depositary Interest | 11,735 | 394,458 |
Kerry Group PLC, Class A | 1,609 | 238,494 |
Kingspan Group PLC | 7,998 | 869,685 |
Smurfit Kappa Group PLC | 7,690 | 433,781 |
Isle of Man - 0.1% | 720,824 | |
Entain PLC (A) | 28,541 | 720,824 |
Israel - 0.4% | 2,126,885 | |
Azrieli Group, Ltd. | 632 | 50,612 |
Bank Hapoalim BM (A) | 28,111 | 224,770 |
Bank Leumi Le-Israel BM (A) | 35,890 | 275,623 |
Check Point Software Technologies, Ltd. (A) | 2,910 | 369,861 |
Elbit Systems, Ltd. | 489 | 64,802 |
Fiverr International, Ltd. (A) | 63 | 15,681 |
6 | JOHN HANCOCK MULTIFACTOR ETFS | QUARTERLY REPORT | SEE NOTES TO FUNDS’ INVESTMENTS |
MULTIFACTOR DEVELOPED INTERNATIONAL ETF (continued)
Shares or Principal Amount | Value | |
Israel (continued) | ||
ICL Group, Ltd. | 18,495 | $134,985 |
Mizrahi Tefahot Bank, Ltd. (A) | 5,030 | 152,987 |
Nice, Ltd. (A) | 1,210 | 339,409 |
Teva Pharmaceutical Industries, Ltd. (A) | 36,819 | 361,378 |
Wix.com, Ltd. (A) | 458 | 136,777 |
Italy - 2.1% | 10,623,640 | |
Amplifon SpA | 5,978 | 295,457 |
Assicurazioni Generali SpA | 23,077 | 461,095 |
Atlantia SpA (A) | 10,965 | 198,935 |
Davide Campari-Milano NV | 21,951 | 308,710 |
DiaSorin SpA | 1,483 | 300,974 |
Enel SpA | 145,458 | 1,341,926 |
Eni SpA | 63,585 | 755,800 |
Ferrari NV | 3,274 | 713,762 |
FinecoBank Banca Fineco SpA (A) | 32,958 | 590,718 |
Hera SpA | 81,082 | 344,975 |
Infrastrutture Wireless Italiane SpA (B) | 14,910 | 168,634 |
Intesa Sanpaolo SpA | 300,747 | 831,473 |
Mediobanca Banca di Credito Finanziario SpA (A) | 52,631 | 616,983 |
Moncler SpA | 5,707 | 392,507 |
Nexi SpA (A)(B) | 11,030 | 236,475 |
Poste Italiane SpA (B) | 17,402 | 230,496 |
PRADA SpA | 16,700 | 130,442 |
Prysmian SpA | 10,413 | 373,148 |
Recordati Industria Chimica e Farmaceutica SpA | 6,559 | 405,838 |
Snam SpA | 69,664 | 421,629 |
Telecom Italia SpA | 913,560 | 401,796 |
Terna SpA | 64,254 | 510,794 |
UniCredit SpA | 40,820 | 489,271 |
UnipolSai Assicurazioni SpA | 36,626 | 101,802 |
Japan - 24.6% | 126,425,008 | |
ABC-Mart, Inc. | 1,400 | 76,793 |
Acom Company, Ltd. | 17,000 | 69,549 |
Advantest Corp. | 6,000 | 525,376 |
Aeon Company, Ltd. | 17,900 | 487,174 |
AGC, Inc. | 11,400 | 484,565 |
Aisin Corp. | 10,800 | 434,460 |
Ajinomoto Company, Inc. | 48,600 | 1,233,709 |
Alfresa Holdings Corp. | 5,900 | 89,347 |
ANA Holdings, Inc. (A) | 7,400 | 172,846 |
Asahi Group Holdings, Ltd. | 8,800 | 393,775 |
Asahi Intecc Company, Ltd. | 9,000 | 242,569 |
Asahi Kasei Corp. | 55,800 | 603,504 |
Astellas Pharma, Inc. | 34,000 | 538,733 |
Azbil Corp. | 1,800 | 69,786 |
Bandai Namco Holdings, Inc. | 6,001 | 386,087 |
Bridgestone Corp. | 30,700 | 1,342,688 |
Brother Industries, Ltd. | 14,200 | 286,588 |
MULTIFACTOR DEVELOPED INTERNATIONAL ETF (continued)
Shares or Principal Amount | Value | |
Japan (continued) | ||
Canon, Inc. | 20,200 | $459,492 |
Capcom Company, Ltd. | 7,200 | 197,139 |
Central Japan Railway Company | 4,344 | 627,555 |
Chubu Electric Power Company, Inc. | 31,600 | 379,056 |
Chugai Pharmaceutical Company, Ltd. | 12,500 | 457,859 |
Concordia Financial Group, Ltd. | 79,900 | 285,383 |
Cosmos Pharmaceutical Corp. | 700 | 118,569 |
CyberAgent, Inc. | 21,600 | 386,537 |
Dai Nippon Printing Company, Ltd. | 20,024 | 468,169 |
Daifuku Company, Ltd. | 4,400 | 391,690 |
Dai-ichi Life Holdings, Inc. | 28,800 | 527,978 |
Daiichi Sankyo Company, Ltd. | 20,000 | 393,531 |
Daikin Industries, Ltd. | 5,247 | 1,083,583 |
Daito Trust Construction Company, Ltd. | 3,486 | 407,838 |
Daiwa House Industry Company, Ltd. | 26,100 | 795,485 |
Daiwa House REIT Investment Corp. | 38 | 112,875 |
Daiwa Securities Group, Inc. | 85,300 | 446,125 |
Denso Corp. | 9,400 | 640,827 |
Dentsu Group, Inc. | 8,700 | 300,834 |
Disco Corp. | 1,598 | 453,555 |
East Japan Railway Company | 9,700 | 643,426 |
Eisai Company, Ltd. | 3,772 | 308,737 |
ENEOS Holdings, Inc. | 81,200 | 339,967 |
FANUC Corp. | 1,970 | 437,618 |
Fast Retailing Company, Ltd. | 1,419 | 955,740 |
Fuji Electric Company, Ltd. | 11,993 | 520,152 |
FUJIFILM Holdings Corp. | 10,500 | 749,207 |
Fujitsu, Ltd. | 3,000 | 507,472 |
GLP J-REIT | 81 | 145,025 |
GMO Payment Gateway, Inc. | 2,500 | 320,273 |
Hakuhodo DY Holdings, Inc. | 14,700 | 222,610 |
Hamamatsu Photonics KK | 3,700 | 204,638 |
Hankyu Hanshin Holdings, Inc. | 22,500 | 661,162 |
Hikari Tsushin, Inc. | 541 | 93,313 |
Hino Motors, Ltd. | 24,400 | 211,874 |
Hirose Electric Company, Ltd. | 805 | 119,925 |
Hisamitsu Pharmaceutical Company, Inc. | 1,500 | 65,262 |
Hitachi Construction Machinery Company, Ltd. | 9,900 | 277,380 |
Hitachi Metals, Ltd. (A) | 17,900 | 348,867 |
Hitachi, Ltd. | 33,000 | 1,881,677 |
Honda Motor Company, Ltd. | 41,754 | 1,328,900 |
Hoshizaki Corp. | 1,900 | 158,752 |
Hoya Corp. | 10,500 | 1,473,827 |
Hulic Company, Ltd. | 41,500 | 470,018 |
Idemitsu Kosan Company, Ltd. | 19,959 | 468,104 |
Iida Group Holdings Company, Ltd. | 9,300 | 222,861 |
Inpex Corp. | 49,600 | 350,251 |
Isuzu Motors, Ltd. | 32,500 | 429,385 |
ITOCHU Corp. | 36,300 | 1,068,990 |
Itochu Techno-Solutions Corp. | 6,400 | 195,645 |
Japan Airlines Company, Ltd. (A) | 14,300 | 297,466 |
SEE NOTES TO FUNDS’ INVESTMENTS | QUARTERLY REPORT | JOHN HANCOCK MULTIFACTOR ETFS | 7 |
MULTIFACTOR DEVELOPED INTERNATIONAL ETF (continued)
Shares or Principal Amount | Value | |
Japan (continued) | ||
Japan Exchange Group, Inc. | 23,100 | $522,197 |
Japan Metropolitan Fund Investment Corp. | 129 | 134,583 |
Japan Post Bank Company, Ltd. | 6,200 | 52,538 |
Japan Post Holdings Company, Ltd. (A) | 25,200 | 213,333 |
Japan Post Insurance Company, Ltd. | 10,600 | 187,178 |
Japan Real Estate Investment Corp. | 34 | 212,829 |
Japan Tobacco, Inc. | 40,900 | 797,503 |
JFE Holdings, Inc. | 22,600 | 273,053 |
JSR Corp. | 9,200 | 306,387 |
Kajima Corp. | 38,000 | 485,777 |
Kakaku.com, Inc. | 3,900 | 105,789 |
Kansai Paint Company, Ltd. | 6,700 | 163,669 |
Kao Corp. | 12,900 | 772,707 |
KDDI Corp. | 63,800 | 1,936,962 |
Keikyu Corp. (C) | 8,900 | 105,097 |
Keio Corp. | 4,370 | 243,287 |
Keisei Electric Railway Company, Ltd. | 9,100 | 269,062 |
Keyence Corp. | 1,870 | 1,034,932 |
Kikkoman Corp. | 8,700 | 529,531 |
Kintetsu Group Holdings Company, Ltd. (A) | 8,300 | 278,683 |
Kirin Holdings Company, Ltd. | 21,600 | 393,622 |
Kobayashi Pharmaceutical Company, Ltd. | 1,200 | 95,344 |
Kobe Bussan Company, Ltd. | 6,000 | 201,458 |
Koei Tecmo Holdings Company, Ltd. | 650 | 30,442 |
Koito Manufacturing Company, Ltd. | 7,300 | 442,989 |
Komatsu, Ltd. | 24,800 | 639,264 |
Konami Holdings Corp. | 6,700 | 368,729 |
Kose Corp. | 800 | 125,740 |
Kubota Corp. | 20,800 | 431,636 |
Kyocera Corp. | 9,200 | 564,742 |
Kyowa Kirin Company, Ltd. | 2,600 | 84,219 |
Lasertec Corp. | 3,600 | 671,453 |
Lawson, Inc. | 4,300 | 215,098 |
Lion Corp. (C) | 13,300 | 229,523 |
Lixil Corp. | 35,200 | 953,848 |
M3, Inc. | 11,300 | 734,114 |
Makita Corp. | 8,500 | 438,360 |
Marubeni Corp. | 88,500 | 746,626 |
Mazda Motor Corp. (A) | 49,700 | 485,452 |
Medipal Holdings Corp. | 4,100 | 76,845 |
MEIJI Holdings Company, Ltd. | 3,200 | 197,686 |
Mercari, Inc. (A)(C) | 1,900 | 99,025 |
MINEBEA MITSUMI, Inc. | 34,400 | 919,945 |
MISUMI Group, Inc. | 12,100 | 418,952 |
Mitsubishi Chemical Holdings Corp. | 59,700 | 498,053 |
Mitsubishi Corp. | 34,300 | 956,962 |
Mitsubishi Electric Corp. | 34,300 | 461,292 |
Mitsubishi Estate Company, Ltd. | 14,200 | 221,507 |
Mitsubishi HC Capital, Inc. | 60,400 | 328,004 |
Mitsubishi Heavy Industries, Ltd. | 25,700 | 736,226 |
Mitsubishi UFJ Financial Group, Inc. | 296,970 | 1,565,350 |
MULTIFACTOR DEVELOPED INTERNATIONAL ETF (continued)
Shares or Principal Amount | Value | |
Japan (continued) | ||
Mitsui & Company, Ltd. | 43,100 | $981,580 |
Mitsui Chemicals, Inc. | 18,600 | 588,929 |
Mitsui Fudosan Company, Ltd. | 17,500 | 407,005 |
Miura Company, Ltd. | 1,300 | 57,034 |
Mizuho Financial Group, Inc. | 51,400 | 733,182 |
MonotaRO Company, Ltd. | 6,400 | 146,719 |
MS&AD Insurance Group Holdings, Inc. | 12,200 | 375,727 |
Murata Manufacturing Company, Ltd. | 11,100 | 914,296 |
Nagoya Railroad Company, Ltd. (A) | 6,500 | 108,916 |
NEC Corp. | 15,603 | 787,614 |
Nexon Company, Ltd. | 4,600 | 94,221 |
NGK Insulators, Ltd. | 16,100 | 255,546 |
NH Foods, Ltd. | 2,992 | 120,362 |
Nidec Corp. | 9,200 | 1,026,041 |
Nihon M&A Center, Inc. | 15,100 | 418,260 |
Nintendo Company, Ltd. | 1,917 | 985,137 |
Nippon Building Fund, Inc. | 17 | 109,667 |
Nippon Express Company, Ltd. | 11,600 | 841,330 |
Nippon Paint Holdings Company, Ltd. | 8,400 | 106,540 |
Nippon Prologis REIT, Inc. | 49 | 163,408 |
Nippon Sanso Holdings Corp. | 18,200 | 400,483 |
Nippon Shinyaku Company, Ltd. | 1,500 | 112,346 |
Nippon Steel Corp. | 36,800 | 634,402 |
Nippon Telegraph & Telephone Corp. | 77,966 | 1,990,886 |
Nissan Chemical Corp. | 8,700 | 423,308 |
Nissan Motor Company, Ltd. (A) | 60,400 | 347,211 |
Nisshin Seifun Group, Inc. | 9,800 | 157,693 |
Nissin Foods Holdings Company, Ltd. | 2,316 | 164,600 |
Nitori Holdings Company, Ltd. | 2,201 | 417,237 |
Nitto Denko Corp. | 14,194 | 1,047,575 |
Nomura Holdings, Inc. | 76,400 | 381,548 |
Nomura Real Estate Master Fund, Inc. | 118 | 187,187 |
Nomura Research Institute, Ltd. | 11,400 | 365,631 |
NSK, Ltd. | 40,200 | 329,292 |
NTT Data Corp. | 24,200 | 372,867 |
Obayashi Corp. | 55,900 | 453,821 |
Obic Company, Ltd. | 700 | 122,588 |
Odakyu Electric Railway Company, Ltd. | 15,000 | 355,626 |
Oji Holdings Corp. | 78,700 | 451,046 |
Olympus Corp. | 32,400 | 662,908 |
Omron Corp. | 2,000 | 169,841 |
Ono Pharmaceutical Company, Ltd. | 4,565 | 103,383 |
Oracle Corp. Japan | 1,400 | 104,219 |
Oriental Land Company, Ltd. | 1,900 | 258,815 |
ORIX Corp. | 32,200 | 560,969 |
Orix JREIT, Inc. | 36 | 68,556 |
Osaka Gas Company, Ltd. | 37,400 | 698,928 |
Otsuka Corp. | 7,700 | 399,207 |
Otsuka Holdings Company, Ltd. | 7,900 | 312,257 |
Pan Pacific International Holdings Corp. | 10,600 | 220,499 |
Panasonic Corp. | 91,504 | 1,088,460 |
8 | JOHN HANCOCK MULTIFACTOR ETFS | QUARTERLY REPORT | SEE NOTES TO FUNDS’ INVESTMENTS |
MULTIFACTOR DEVELOPED INTERNATIONAL ETF (continued)
Shares or Principal Amount | Value | |
Japan (continued) | ||
PeptiDream, Inc. (A) | 6,300 | $258,601 |
Pigeon Corp. | 6,300 | 180,820 |
Pola Orbis Holdings, Inc. | 3,200 | 76,217 |
Rakuten Group, Inc. | 8,900 | 97,555 |
Recruit Holdings Company, Ltd. | 25,600 | 1,313,006 |
Renesas Electronics Corp. (A) | 21,500 | 231,358 |
Resona Holdings, Inc. | 128,800 | 482,457 |
Ricoh Company, Ltd. | 38,900 | 422,140 |
Rohm Company, Ltd. | 6,100 | 590,269 |
Ryohin Keikaku Company, Ltd. | 13,700 | 276,996 |
Santen Pharmaceutical Company, Ltd. | 11,300 | 152,486 |
SBI Holdings, Inc. | 14,300 | 340,594 |
SCSK Corp. | 2,600 | 155,882 |
Secom Company, Ltd. | 2,261 | 170,044 |
Seiko Epson Corp. | 33,200 | 567,501 |
Sekisui Chemical Company, Ltd. | 34,000 | 582,415 |
Sekisui House, Ltd. (C) | 24,400 | 480,330 |
Seven & i Holdings Company, Ltd. | 32,000 | 1,419,371 |
SG Holdings Company, Ltd. | 10,600 | 283,761 |
Sharp Corp. | 10,300 | 156,917 |
Shimadzu Corp. | 15,700 | 629,431 |
Shimano, Inc. | 886 | 225,637 |
Shimizu Corp. | 53,400 | 390,708 |
Shin-Etsu Chemical Company, Ltd. | 3,998 | 646,601 |
Shionogi & Company, Ltd. | 2,871 | 150,469 |
Shiseido Company, Ltd. | 3,777 | 250,745 |
SMC Corp. | 645 | 380,829 |
SoftBank Corp. | 44,400 | 578,313 |
SoftBank Group Corp. | 27,436 | 1,709,157 |
Sohgo Security Services Company, Ltd. | 1,700 | 79,153 |
Sompo Holdings, Inc. | 9,500 | 392,118 |
Sony Group Corp. | 23,800 | 2,466,743 |
Square Enix Holdings Company, Ltd. | 4,100 | 211,818 |
Stanley Electric Company, Ltd. | 8,300 | 214,855 |
Subaru Corp. | 15,900 | 310,177 |
SUMCO Corp. | 18,200 | 417,398 |
Sumitomo Chemical Company, Ltd. | 171,500 | 886,018 |
Sumitomo Corp. | 31,500 | 425,645 |
Sumitomo Dainippon Pharma Company, Ltd. | 8,600 | 148,022 |
Sumitomo Electric Industries, Ltd. | 41,300 | 582,339 |
Sumitomo Metal Mining Company, Ltd. | 16,100 | 648,108 |
Sumitomo Mitsui Financial Group, Inc. | 34,700 | 1,168,260 |
Sumitomo Mitsui Trust Holdings, Inc. | 12,475 | 408,748 |
Sumitomo Realty & Development Company, Ltd. | 6,300 | 203,896 |
Sundrug Company, Ltd. | 3,800 | 122,916 |
Suntory Beverage & Food, Ltd. | 3,800 | 132,784 |
Suzuki Motor Corp. | 11,600 | 468,228 |
Sysmex Corp. | 3,748 | 443,613 |
T&D Holdings, Inc. | 38,300 | 487,867 |
Taisei Corp. | 23,661 | 792,293 |
MULTIFACTOR DEVELOPED INTERNATIONAL ETF (continued)
Shares or Principal Amount | Value | |
Japan (continued) | ||
Taisho Pharmaceutical Holdings Company, Ltd. | 2,729 | $152,177 |
Taiyo Yuden Company, Ltd. | 3,600 | 183,362 |
Takeda Pharmaceutical Company, Ltd. | 27,647 | 927,529 |
TDK Corp. | 4,800 | 544,073 |
Terumo Corp. | 13,200 | 509,598 |
The Chiba Bank, Ltd. | 56,100 | 318,454 |
The Chugoku Electric Power Company, Inc. | 30,200 | 272,969 |
The Kansai Electric Power Company, Inc. | 34,600 | 326,454 |
The Shizuoka Bank, Ltd. | 40,400 | 290,806 |
Tobu Railway Company, Ltd. | 17,900 | 462,546 |
Toho Company, Ltd. | 4,200 | 182,159 |
Toho Gas Company, Ltd. | 2,300 | 111,699 |
Tohoku Electric Power Company, Inc. | 71,200 | 539,109 |
Tokio Marine Holdings, Inc. | 16,800 | 797,522 |
Tokyo Century Corp. | 4,700 | 256,948 |
Tokyo Electric Power Company Holdings, Inc. (A) | 197,000 | 524,137 |
Tokyo Electron, Ltd. | 2,857 | 1,169,353 |
Tokyo Gas Company, Ltd. | 15,700 | 297,263 |
Tokyu Corp. | 22,800 | 303,515 |
TOPPAN, Inc. | 21,400 | 360,534 |
Toray Industries, Inc. | 146,000 | 954,088 |
Toshiba Corp. | 9,200 | 393,986 |
Tosoh Corp. | 24,600 | 429,015 |
TOTO, Ltd. | 7,100 | 364,866 |
Toyo Suisan Kaisha, Ltd. | 1,600 | 61,011 |
Toyota Industries Corp. | 3,800 | 316,465 |
Toyota Motor Corp. | 91,828 | 8,203,854 |
Toyota Tsusho Corp. | 6,800 | 318,469 |
Trend Micro, Inc. | 9,200 | 476,975 |
Tsuruha Holdings, Inc. | 2,200 | 258,788 |
Unicharm Corp. | 10,600 | 423,227 |
USS Company, Ltd. | 16,200 | 280,160 |
Welcia Holdings Company, Ltd. | 4,200 | 142,551 |
West Japan Railway Company | 7,481 | 403,326 |
Yakult Honsha Company, Ltd. | 2,300 | 135,380 |
Yamada Holdings Company, Ltd. | 36,600 | 172,078 |
Yamaha Corp. | 4,466 | 245,376 |
Yamaha Motor Company, Ltd. | 26,800 | 665,177 |
Yamato Holdings Company, Ltd. | 30,800 | 884,009 |
Yaskawa Electric Corp. | 11,200 | 549,030 |
Z Holdings Corp. | 61,700 | 307,235 |
ZOZO, Inc. | 9,000 | 305,467 |
Jordan - 0.0% | 249,758 | |
Hikma Pharmaceuticals PLC | 6,789 | 249,758 |
Luxembourg - 0.3% | 1,451,365 | |
ArcelorMittal SA | 20,468 | 712,959 |
Eurofins Scientific SE | 4,758 | 568,943 |
Tenaris SA | 16,664 | 169,463 |
SEE NOTES TO FUNDS’ INVESTMENTS | QUARTERLY REPORT | JOHN HANCOCK MULTIFACTOR ETFS | 9 |
MULTIFACTOR DEVELOPED INTERNATIONAL ETF (continued)
Shares or Principal Amount | Value | |
Macau - 0.0% | $221,387 | |
Sands China, Ltd. (A) | 64,800 | 221,387 |
Mexico - 0.0% | 109,254 | |
Fresnillo PLC | 9,604 | 109,254 |
Netherlands - 5.4% | 27,956,379 | |
Adyen NV (A)(B) | 417 | 1,132,108 |
Akzo Nobel NV | 15,237 | 1,880,881 |
Argenx SE (A) | 578 | 176,351 |
ASML Holding NV | 7,633 | 5,783,721 |
Heineken Holding NV | 8,565 | 842,471 |
Heineken NV | 4,857 | 565,576 |
ING Groep NV | 79,536 | 1,022,927 |
JDE Peet’s NV | 2,488 | 83,729 |
Just Eat Takeaway.com NV (A)(B) | 2,096 | 186,060 |
Koninklijke Ahold Delhaize NV | 96,901 | 3,009,940 |
Koninklijke DSM NV | 11,382 | 2,293,776 |
Koninklijke Philips NV | 24,550 | 1,132,141 |
NN Group NV | 8,314 | 413,377 |
Prosus NV (A) | 6,967 | 618,371 |
Royal Dutch Shell PLC, B Shares | 156,938 | 3,097,987 |
Stellantis NV | 113,432 | 2,177,678 |
Wolters Kluwer NV | 31,065 | 3,539,285 |
New Zealand - 0.2% | 1,181,897 | |
a2 Milk Company, Ltd. (A)(C) | 19,179 | 83,261 |
Auckland International Airport, Ltd. (A) | 22,724 | 114,828 |
Fisher & Paykel Healthcare Corp., Ltd. | 10,601 | 233,438 |
Meridian Energy, Ltd. | 32,144 | 117,110 |
Ryman Healthcare, Ltd. | 2,987 | 27,477 |
Spark New Zealand, Ltd. | 71,137 | 235,093 |
Xero, Ltd. (A) | 3,595 | 370,690 |
Norway - 0.6% | 2,884,499 | |
Adevinta ASA (A) | 1,931 | 37,123 |
Aker BP ASA | 2,569 | 69,409 |
DNB Bank ASA (A) | 22,388 | 458,791 |
Equinor ASA (C) | 44,349 | 865,611 |
Gjensidige Forsikring ASA | 2,271 | 52,001 |
Mowi ASA | 6,974 | 177,767 |
Norsk Hydro ASA | 37,439 | 249,089 |
Orkla ASA | 7,746 | 70,403 |
Salmar ASA | 1,370 | 90,901 |
Schibsted ASA, A Shares | 556 | 29,478 |
Schibsted ASA, B Shares | 1,064 | 49,184 |
Telenor ASA | 16,274 | 282,566 |
TOMRA Systems ASA | 1,919 | 110,950 |
Yara International ASA | 6,479 | 341,226 |
Portugal - 0.1% | 562,549 | |
EDP - Energias de Portugal SA | 66,763 | 346,516 |
Galp Energia SGPS SA | 9,781 | 95,384 |
Jeronimo Martins SGPS SA | 5,924 | 120,649 |
MULTIFACTOR DEVELOPED INTERNATIONAL ETF (continued)
Shares or Principal Amount | Value | |
Singapore - 1.5% | $7,629,586 | |
Ascendas Real Estate Investment Trust | 68,792 | 158,505 |
CapitaLand Integrated Commercial Trust | 86,900 | 137,977 |
CapitaLand, Ltd. | 109,000 | 324,400 |
City Developments, Ltd. | 37,000 | 187,172 |
DBS Group Holdings, Ltd. | 68,412 | 1,536,378 |
Genting Singapore, Ltd. | 238,200 | 142,487 |
Great Eastern Holdings, Ltd. | 4,000 | 63,836 |
Jardine Cycle & Carriage, Ltd. | 8,500 | 128,683 |
Keppel Corp., Ltd. | 41,400 | 167,850 |
Mapletree Logistics Trust | 44,000 | 68,562 |
Oversea-Chinese Banking Corp., Ltd. | 108,068 | 981,638 |
Sea, Ltd., ADR (A) | 2,461 | 679,630 |
Singapore Airlines, Ltd. (A) | 157,100 | 591,692 |
Singapore Exchange, Ltd. | 58,200 | 510,609 |
Singapore Technologies Engineering, Ltd. | 74,600 | 220,919 |
Singapore Telecommunications, Ltd. | 214,900 | 360,256 |
United Overseas Bank, Ltd. | 55,724 | 1,081,476 |
Wilmar International, Ltd. | 89,500 | 287,516 |
Spain - 2.2% | 11,412,374 | |
Aena SME SA (A)(B) | 3,019 | 480,426 |
Amadeus IT Group SA (A) | 5,495 | 359,942 |
Banco Bilbao Vizcaya Argentaria SA (A) | 125,742 | 806,806 |
Banco Santander SA (A) | 383,704 | 1,404,800 |
CaixaBank SA | 196,601 | 583,989 |
Cellnex Telecom SA (A)(B) | 6,111 | 398,118 |
EDP Renovaveis SA | 1,865 | 43,788 |
Endesa SA | 8,908 | 216,649 |
Ferrovial SA | 19,097 | 566,130 |
Grifols SA | 15,988 | 406,472 |
Iberdrola SA | 228,650 | 2,754,711 |
Industria de Diseno Textil SA | 30,059 | 1,019,060 |
Naturgy Energy Group SA (C) | 30,458 | 786,991 |
Repsol SA | 79,620 | 870,585 |
Siemens Gamesa Renewable Energy SA (A) | 5,565 | 155,076 |
Telefonica SA | 121,901 | 558,831 |
Sweden - 3.4% | 17,631,642 | |
Alfa Laval AB | 8,315 | 347,324 |
Assa Abloy AB, B Shares | 12,420 | 398,550 |
Atlas Copco AB, A Shares | 15,865 | 1,073,143 |
Atlas Copco AB, B Shares | 9,237 | 524,862 |
Boliden AB | 25,983 | 1,013,156 |
Castellum AB | 12,992 | 364,056 |
Electrolux AB, B Shares | 30,800 | 808,294 |
Epiroc AB, A Shares | 16,960 | 396,202 |
Epiroc AB, B Shares | 10,136 | 203,801 |
EQT AB | 1,819 | 87,736 |
Essity AB, A Shares | 406 | 13,236 |
Essity AB, B Shares | 10,573 | 345,916 |
Evolution AB (B) | 2,327 | 405,571 |
Fabege AB | 12,161 | 210,949 |
10 | JOHN HANCOCK MULTIFACTOR ETFS | QUARTERLY REPORT | SEE NOTES TO FUNDS’ INVESTMENTS |
MULTIFACTOR DEVELOPED INTERNATIONAL ETF (continued)
Shares or Principal Amount | Value | |
Sweden (continued) | ||
Fastighets AB Balder, B Shares (A) | 5,493 | $379,730 |
Getinge AB, B Shares | 9,261 | 402,662 |
Hennes & Mauritz AB, B Shares (A) | 19,980 | 418,265 |
Hexagon AB, B Shares | 22,519 | 372,957 |
Holmen AB, B Shares | 4,179 | 219,924 |
Husqvarna AB, A Shares | 30 | 421 |
Husqvarna AB, B Shares | 26,346 | 368,974 |
ICA Gruppen AB | 7,383 | 365,113 |
Indutrade AB | 12,302 | 401,483 |
Lifco AB, B Shares | 11,614 | 340,965 |
Lundin Energy AB | 3,197 | 99,729 |
Nibe Industrier AB, B Shares | 18,492 | 220,939 |
Sagax AB, B Shares | 2,335 | 82,066 |
Sandvik AB | 11,585 | 302,009 |
Securitas AB, B Shares | 19,284 | 340,223 |
Sinch AB (A)(B) | 7,090 | 143,298 |
Skandinaviska Enskilda Banken AB, A Shares | 29,774 | 403,315 |
Skandinaviska Enskilda Banken AB, C Shares | 295 | 3,998 |
Skanska AB, B Shares | 44,393 | 1,253,763 |
SKF AB, B Shares | 11,638 | 309,477 |
Svenska Cellulosa AB SCA, B Shares | 16,257 | 302,312 |
Svenska Handelsbanken AB, A Shares | 37,033 | 417,929 |
Svenska Handelsbanken AB, B Shares | 1,471 | 17,695 |
Sweco AB, B Shares | 7,389 | 118,254 |
Swedbank AB, A Shares | 23,118 | 450,747 |
Swedish Match AB | 26,855 | 240,581 |
Swedish Orphan Biovitrum AB (A) | 15,704 | 306,995 |
Tele2 AB, B Shares | 16,285 | 239,332 |
Telefonaktiebolaget LM Ericsson, B Shares | 45,575 | 523,704 |
Telia Company AB | 55,519 | 243,845 |
Trelleborg AB, B Shares | 14,100 | 348,563 |
Volvo AB, A Shares | 11,777 | 286,346 |
Volvo AB, B Shares | 64,217 | 1,513,232 |
Switzerland - 9.9% | 51,085,824 | |
ABB, Ltd. | 48,196 | 1,761,816 |
Alcon, Inc. | 30,506 | 2,221,556 |
Cie Financiere Richemont SA, A Shares | 12,729 | 1,629,222 |
Coca-Cola HBC AG (A) | 16,472 | 622,701 |
Credit Suisse Group AG | 174,819 | 1,756,484 |
Geberit AG | 1,102 | 904,411 |
Givaudan SA | 354 | 1,766,289 |
Glencore PLC (A) | 319,374 | 1,436,697 |
Holcim, Ltd. (A) | 32,426 | 1,899,835 |
Kuehne + Nagel International AG | 2,526 | 851,755 |
Lonza Group AG | 3,131 | 2,436,259 |
Nestle SA | 62,576 | 7,926,431 |
Novartis AG | 48,375 | 4,477,210 |
Partners Group Holding AG | 1,297 | 2,216,048 |
Roche Holding AG | 13,696 | 5,294,487 |
Roche Holding AG, Bearer Shares | 1,091 | 468,277 |
MULTIFACTOR DEVELOPED INTERNATIONAL ETF (continued)
Shares or Principal Amount | Value | |
Switzerland (continued) | ||
Schindler Holding AG | 935 | $291,136 |
Schindler Holding AG, Participation Certificates | 1,537 | 497,240 |
SGS SA | 166 | 537,215 |
Sika AG | 8,371 | 2,947,353 |
STMicroelectronics NV | 60,343 | 2,471,499 |
Swiss Re AG | 21,289 | 1,926,651 |
Swisscom AG | 3,488 | 2,097,495 |
UBS Group AG | 73,920 | 1,218,542 |
Zurich Insurance Group AG | 3,541 | 1,429,215 |
United Arab Emirates - 0.0% | 1,400 | |
NMC Health PLC (A) | 5,181 | 1,400 |
United Kingdom - 13.2% | 67,775,351 | |
3i Group PLC | 88,982 | 1,582,949 |
Abrdn PLC | 275,642 | 1,088,399 |
Admiral Group PLC | 16,649 | 787,030 |
Anglo American PLC | 30,189 | 1,339,158 |
Ashtead Group PLC | 12,232 | 915,985 |
ASOS PLC (A) | 5,277 | 279,242 |
Associated British Foods PLC | 9,509 | 265,342 |
AstraZeneca PLC | 27,290 | 3,137,100 |
Auto Trader Group PLC (A)(B) | 54,667 | 495,561 |
AVEVA Group PLC | 5,292 | 289,012 |
Aviva PLC | 251,255 | 1,352,965 |
B&M European Value Retail SA | 43,339 | 333,218 |
BAE Systems PLC | 88,021 | 704,909 |
Barclays PLC | 405,731 | 984,369 |
Barratt Developments PLC | 66,552 | 651,045 |
BP PLC | 446,944 | 1,797,115 |
British American Tobacco PLC | 39,631 | 1,476,982 |
BT Group PLC (A) | 138,793 | 334,998 |
Bunzl PLC | 22,324 | 827,478 |
Burberry Group PLC | 29,946 | 859,356 |
CNH Industrial NV | 27,144 | 452,554 |
Coca-Cola Europacific Partners PLC | 13,068 | 808,893 |
Compass Group PLC (A) | 25,529 | 539,868 |
Croda International PLC | 8,567 | 1,002,918 |
Diageo PLC | 50,563 | 2,510,072 |
Dr. Martens PLC (A) | 18,548 | 111,663 |
DS Smith PLC | 41,991 | 246,957 |
Ferguson PLC | 6,191 | 868,513 |
GlaxoSmithKline PLC | 95,928 | 1,890,970 |
Halma PLC | 20,386 | 818,849 |
Hargreaves Lansdown PLC | 20,372 | 462,393 |
HSBC Holdings PLC (A) | 438,723 | 2,424,361 |
Imperial Brands PLC | 43,966 | 942,596 |
Informa PLC (A) | 81,254 | 559,209 |
InterContinental Hotels Group PLC (A) | 6,021 | 397,721 |
Intermediate Capital Group PLC | 4,224 | 127,441 |
Intertek Group PLC | 10,261 | 735,575 |
J Sainsbury PLC | 146,679 | 577,749 |
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) | ||
JD Sports Fashion PLC | 28,807 | $359,265 |
Johnson Matthey PLC | 10,698 | 442,054 |
Kingfisher PLC | 103,041 | 527,781 |
Land Securities Group PLC | 24,947 | 246,125 |
Legal & General Group PLC | 147,763 | 537,026 |
Lloyds Banking Group PLC | 1,502,751 | 953,475 |
London Stock Exchange Group PLC | 4,775 | 497,255 |
M&G PLC | 98,995 | 310,236 |
Melrose Industries PLC | 253,323 | 563,885 |
Mondi PLC | 59,567 | 1,653,068 |
National Grid PLC | 92,595 | 1,189,682 |
NatWest Group PLC | 85,544 | 240,727 |
Next PLC (A) | 11,680 | 1,279,981 |
Ocado Group PLC (A) | 6,630 | 170,994 |
Pearson PLC | 22,262 | 269,097 |
Persimmon PLC | 19,134 | 772,550 |
Phoenix Group Holdings PLC | 29,596 | 279,565 |
Prudential PLC | 43,715 | 824,470 |
Reckitt Benckiser Group PLC | 11,588 | 889,832 |
RELX PLC | 52,563 | 1,544,932 |
Rentokil Initial PLC | 115,926 | 913,556 |
Rightmove PLC | 49,513 | 483,398 |
Rio Tinto PLC | 26,336 | 2,233,959 |
Rolls-Royce Holdings PLC (A) | 281,452 | 390,182 |
Schroders PLC | 7,716 | 392,321 |
Schroders PLC, Non-Voting Shares | 2,621 | 93,107 |
Segro PLC | 29,153 | 493,488 |
Severn Trent PLC | 14,343 | 558,370 |
Smith & Nephew PLC | 10,541 | 214,266 |
Smiths Group PLC | 22,758 | 492,185 |
Spirax-Sarco Engineering PLC | 4,411 | 920,539 |
SSE PLC (C) | 47,821 | 961,083 |
St. James’s Place PLC | 22,918 | 505,683 |
Standard Chartered PLC | 137,432 | 825,460 |
Taylor Wimpey PLC | 206,410 | 472,373 |
Tesco PLC | 329,621 | 1,067,813 |
The Berkeley Group Holdings PLC | 6,258 | 421,554 |
The Sage Group PLC | 47,090 | 459,349 |
The Weir Group PLC (A) | 3,870 | 92,978 |
THG PLC (A) | 13,190 | 107,373 |
Unilever PLC | 53,721 | 3,100,425 |
United Utilities Group PLC | 63,705 | 950,381 |
Vodafone Group PLC | 956,058 | 1,544,330 |
Whitbread PLC (A) | 13,570 | 574,691 |
WPP PLC | 75,325 | 973,972 |
United States - 0.0% | 56,226 | |
Carnival PLC (A) | 2,799 | 56,226 |
MULTIFACTOR DEVELOPED INTERNATIONAL ETF (continued)
Shares or Principal Amount | Value | |
PREFERRED SECURITIES - 0.7% | $3,342,317 | |
(Cost $2,342,269) | ||
Germany - 0.7% | 3,342,317 | |
Bayerische Motoren Werke AG | 4,643 | $398,610 |
Henkel AG & Company KGaA | 3,016 | 305,708 |
Porsche Automobil Holding SE | 8,363 | 905,209 |
Sartorius AG | 969 | 585,780 |
Volkswagen AG | 4,707 | 1,147,010 |
SHORT-TERM INVESTMENTS - 0.3% | $1,704,818 | |
(Cost $1,704,658) | ||
Short-term funds - 0.3% | 1,704,818 | |
John Hancock Collateral Trust, 0.0455% (D)(E) | 160,622 | 1,607,298 |
State Street Institutional U.S. Government Money Market Fund, Premier Class, 0.0250% (D) | 97,520 | 97,520 |
Total investments (Multifactor Developed International ETF) (Cost $426,019,020) - 100.0% | $514,859,020 | |
Other assets and liabilities, net - (0.0%) | (149,362) | |
Total net assets - 100.0% | $514,709,658 |
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) | 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 7-31-21. The value of securities on loan amounted to $3,098,900. In addition to the cash collateral invested in John Hancock Collateral Trust, non-cash collateral of $1,719,748 in the form of U.S. Treasuries was pledged to the fund. |
(D) | The rate shown is the annualized seven-day yield as of 7-31-21. |
(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 7-31-21:
Industrials | 17.1% |
Financials | 15.5% |
Consumer discretionary | 13.4% |
Health care | 11.0% |
Materials | 10.5% |
Consumer staples | 8.9% |
Information technology | 7.2% |
Communication services | 5.6% |
Utilities | 4.8% |
Real estate | 3.0% |
Energy | 2.7% |
Short-term investments and other | 0.3% |
TOTAL | 100.0% |
12 | JOHN HANCOCK MULTIFACTOR ETFS | QUARTERLY REPORT | SEE NOTES TO FUNDS’ INVESTMENTS |
MULTIFACTOR EMERGING MARKETS ETF
As of 7-31-21 (unaudited)
Shares or Principal Amount | Value | |
COMMON STOCKS - 98.6% | $691,711,434 | |
(Cost $563,833,399) | ||
Brazil - 4.9% | 34,592,170 | |
Ambev SA | 271,400 | 877,406 |
Americanas SA (A) | 39,318 | 375,071 |
Atacadao SA | 35,700 | 131,714 |
B3 SA - Brasil Bolsa Balcao | 403,200 | 1,194,614 |
Banco Bradesco SA | 138,923 | 557,355 |
Banco BTG Pactual SA | 72,148 | 410,144 |
Banco do Brasil SA | 92,500 | 568,432 |
Banco Inter SA | 41,834 | 191,651 |
BB Seguridade Participacoes SA | 100,100 | 415,600 |
CCR SA | 164,600 | 415,729 |
Centrais Eletricas Brasileiras SA | 50,220 | 392,717 |
Cia Brasileira de Distribuicao | 106,300 | 640,844 |
Cia de Saneamento Basico do Estado de Sao Paulo | 81,700 | 562,857 |
Cia Siderurgica Nacional SA | 56,500 | 513,177 |
Cosan SA | 41,200 | 204,515 |
CPFL Energia SA | 25,200 | 123,966 |
Energisa SA | 20,900 | 173,588 |
Engie Brasil Energia SA | 42,625 | 314,112 |
Equatorial Energia SA | 135,200 | 635,667 |
Hapvida Participacoes e Investimentos SA (B) | 96,194 | 265,944 |
Hypera SA | 33,700 | 233,414 |
JBS SA | 188,500 | 1,173,753 |
Klabin SA (A) | 81,300 | 386,353 |
Localiza Rent a Car SA | 68,185 | 823,318 |
Lojas Americanas SA | 40,045 | 51,349 |
Lojas Renner SA | 100,231 | 804,247 |
Magazine Luiza SA | 180,028 | 720,518 |
Natura & Company Holding SA (A) | 62,600 | 653,718 |
Neoenergia SA | 42,500 | 143,508 |
Notre Dame Intermedica Participacoes SA | 53,300 | 828,428 |
Pagseguro Digital, Ltd., Class A (A) | 20,364 | 1,128,980 |
Petrobras Distribuidora SA | 46,100 | 253,738 |
Petroleo Brasileiro SA | 538,900 | 2,879,243 |
Raia Drogasil SA | 172,700 | 846,875 |
Rede D’Or Sao Luiz SA (B) | 25,136 | 336,963 |
Rumo SA (A) | 136,590 | 548,260 |
StoneCo, Ltd., Class A (A) | 10,845 | 638,120 |
Suzano SA (A) | 79,865 | 838,977 |
Telefonica Brasil SA | 56,300 | 450,763 |
TIM SA | 207,100 | 455,474 |
Ultrapar Participacoes SA | 83,300 | 286,131 |
Vale SA | 475,400 | 10,045,366 |
WEG SA | 124,600 | 864,461 |
XP, Inc., Class A (A) | 5,726 | 235,110 |
Chile - 0.5% | 3,172,093 | |
Banco de Chile | 3,283,925 | 300,738 |
Banco de Credito e Inversiones SA | 5,782 | 238,469 |
MULTIFACTOR EMERGING MARKETS ETF (continued)
Shares or Principal Amount | Value | |
Chile (continued) | ||
Banco Santander Chile | 5,887,035 | $290,508 |
Cencosud SA | 161,704 | 293,275 |
Cencosud Shopping SA | 45,212 | 69,637 |
Colbun SA | 1,296,095 | 189,570 |
Empresas CMPC SA | 169,352 | 365,969 |
Empresas COPEC SA | 39,771 | 343,256 |
Enel Americas SA | 5,385,821 | 748,498 |
Enel Chile SA | 2,871,513 | 149,041 |
Falabella SA | 47,112 | 183,132 |
China - 26.2% | 184,021,273 | |
Agricultural Bank of China, Ltd., H Shares | 5,035,000 | 1,678,074 |
Aier Eye Hospital Group Company, Ltd., A Shares | 41,231 | 374,868 |
Airtac International Group | 16,000 | 514,357 |
Alibaba Group Holding, Ltd., ADR (A) | 84,072 | 16,410,014 |
Anhui Conch Cement Company, Ltd., H Shares | 295,000 | 1,410,239 |
Anhui Gujing Distillery Company, Ltd., A Shares | 2,000 | 57,584 |
ANTA Sports Products, Ltd. | 152,000 | 3,311,406 |
Avary Holding Shenzhen Company, Ltd., A Shares | 13,600 | 77,666 |
Baidu, Inc., ADR (A) | 35,073 | 5,752,323 |
Bank of China, Ltd., H Shares | 7,948,000 | 2,761,427 |
Bank of Communications Company, Ltd., H Shares | 3,066,000 | 1,775,401 |
Bank of Hangzhou Company, Ltd., A Shares | 32,200 | 60,347 |
Bank of Ningbo Company, Ltd., A Shares | 74,841 | 375,579 |
Bank of Shanghai Company, Ltd., A Shares | 69,500 | 76,967 |
Baoshan Iron & Steel Company, Ltd., A Shares | 169,500 | 207,927 |
BeiGene, Ltd., ADR (A) | 2,894 | 916,211 |
Beijing Oriental Yuhong Waterproof Technology Company, Ltd., A Shares | 13,700 | 107,965 |
BOE Technology Group Company, Ltd., A Shares | 384,900 | 342,197 |
BYD Company, Ltd., H Shares | 86,500 | 2,660,271 |
CanSino Biologics, Inc., H Shares (A)(B)(C) | 3,000 | 127,007 |
Changchun High & New Technology Industry Group, Inc., A Shares | 2,800 | 132,604 |
China CITIC Bank Corp., Ltd., H Shares | 1,840,000 | 823,965 |
China Construction Bank Corp., H Shares | 8,516,000 | 5,939,459 |
China Everbright Bank Company, Ltd., H Shares | 448,000 | 152,769 |
China Feihe, Ltd. (B) | 346,000 | 664,289 |
China International Capital Corp., Ltd., H Shares (B) | 252,400 | 580,723 |
China Life Insurance Company, Ltd., H Shares | 878,000 | 1,466,497 |
China Merchants Bank Company, Ltd., H Shares | 622,500 | 4,742,125 |
China Merchants Securities Company, Ltd., H Shares (B) | 136,940 | 186,435 |
China Merchants Shekou Industrial Zone Holdings Company, Ltd., A Shares | 30,000 | 43,492 |
China Minsheng Banking Corp., Ltd., H Shares (C) | 1,044,000 | 424,521 |
China Molybdenum Company, Ltd., H Shares | 399,000 | 291,631 |
SEE NOTES TO FUNDS’ INVESTMENTS | QUARTERLY REPORT | JOHN HANCOCK MULTIFACTOR ETFS | 13 |
MULTIFACTOR EMERGING MARKETS ETF (continued)
Shares or Principal Amount | Value | |
China (continued) | ||
China Pacific Insurance Group Company, Ltd., H Shares | 576,200 | $1,623,788 |
China Petroleum & Chemical Corp., H Shares | 3,042,000 | 1,393,545 |
China Shenhua Energy Company, Ltd., H Shares | 719,500 | 1,361,006 |
China Tourism Group Duty Free Corp., Ltd., A Shares | 8,400 | 313,554 |
China Vanke Company, Ltd., H Shares | 428,700 | 1,117,096 |
Chongqing Zhifei Biological Products Company, Ltd., A Shares | 10,800 | 264,116 |
CITIC Securities Company, Ltd., H Shares | 339,000 | 754,671 |
Contemporary Amperex Technology Company, Ltd., A Shares | 9,600 | 818,401 |
COSCO SHIPPING Holdings Company, Ltd., H Shares (A)(C) | 655,199 | 986,441 |
Country Garden Holdings Company, Ltd. | 1,830,222 | 1,789,902 |
Country Garden Services Holdings Company, Ltd. | 191,000 | 1,549,638 |
CSC Financial Company, Ltd., H Shares (B) | 161,500 | 159,189 |
CSPC Pharmaceutical Group, Ltd. | 1,313,840 | 1,771,804 |
East Money Information Company, Ltd., A Shares | 38,560 | 185,445 |
ENN Energy Holdings, Ltd. | 158,100 | 3,305,957 |
Eve Energy Company, Ltd., A Shares | 11,500 | 200,368 |
Focus Media Information Technology Company, Ltd., A Shares | 88,200 | 102,458 |
Fuyao Glass Industry Group Company, Ltd. , H Shares (B) | 88,800 | 564,484 |
Ganfeng Lithium Company, Ltd., H Shares (B) | 8,600 | 184,479 |
Gaotu Techedu, Inc., ADR (A)(C) | 7,391 | 23,577 |
GDS Holdings, Ltd., ADR (A) | 7,123 | 419,972 |
GF Securities Company, Ltd., H Shares | 197,600 | 280,716 |
GoerTek, Inc., A Shares | 39,700 | 234,340 |
Great Wall Motor Company, Ltd., H Shares | 670,500 | 3,222,562 |
Guangdong Haid Group Company, Ltd., A Shares | 10,100 | 98,242 |
Guotai Junan Securities Company, Ltd., H Shares (B) | 145,600 | 183,049 |
Haier Smart Home Company, Ltd., H Shares | 194,000 | 664,042 |
Haitong Securities Company, Ltd., H Shares | 427,200 | 351,822 |
Hangzhou Tigermed Consulting Company, Ltd., A Shares | 2,400 | 58,585 |
Hansoh Pharmaceutical Group Company, Ltd. (B) | 114,000 | 408,547 |
Henan Shuanghui Investment & Development Company, Ltd., A Shares | 15,400 | 61,254 |
Hengli Petrochemical Company, Ltd., A Shares | 63,900 | 288,902 |
HengTen Networks Group, Ltd. (A)(C) | 176,000 | 77,455 |
Huatai Securities Company, Ltd., H Shares (B) | 230,600 | 305,639 |
Huazhu Group, Ltd., ADR (A) | 9,261 | 416,560 |
Iflytek Company, Ltd., A Shares | 13,300 | 120,716 |
Industrial & Commercial Bank of China, Ltd., H Shares | 7,957,000 | 4,423,286 |
Industrial Bank Company, Ltd., A Shares | 151,700 | 415,182 |
MULTIFACTOR EMERGING MARKETS ETF (continued)
Shares or Principal Amount | Value | |
China (continued) | ||
Inner Mongolia Yili Industrial Group Company, Ltd., A Shares | 43,300 | $223,934 |
Innovent Biologics, Inc. (A)(B) | 50,500 | 514,994 |
iQIYI, Inc., ADR (A) | 33,959 | 378,982 |
JD.com, Inc., ADR (A) | 49,762 | 3,527,131 |
Jiangsu Hengli Hydraulic Company, Ltd., A Shares | 5,100 | 77,223 |
Jiangsu Hengrui Medicine Company, Ltd., A Shares | 32,151 | 270,801 |
Jiangsu Yanghe Brewery Joint-Stock Company, Ltd., A Shares | 9,090 | 229,478 |
KE Holdings, Inc., ADR (A) | 10,626 | 233,666 |
Kweichow Moutai Company, Ltd., A Shares | 5,800 | 1,508,316 |
Lenovo Group, Ltd. | 1,100,000 | 1,024,810 |
Lens Technology Company, Ltd., A Shares | 58,800 | 231,236 |
Li Auto, Inc., ADR (A) | 17,641 | 589,033 |
Li Ning Company, Ltd. | 132,500 | 1,396,406 |
Longfor Group Holdings, Ltd. (B) | 337,500 | 1,574,323 |
LONGi Green Energy Technology Company, Ltd., A Shares | 37,940 | 504,903 |
Luxshare Precision Industry Company, Ltd., A Shares | 46,900 | 268,631 |
Luzhou Laojiao Company, Ltd., A Shares | 10,900 | 288,864 |
Mango Excellent Media Company, Ltd., A Shares | 11,015 | 93,988 |
Meituan, Class B (A)(B) | 164,100 | 4,540,032 |
Midea Group Company, Ltd., A Shares | 52,400 | 515,454 |
Muyuan Foods Company, Ltd., A Shares | 36,560 | 239,362 |
NARI Technology Company, Ltd., A Shares | 51,600 | 250,635 |
NetEase, Inc., ADR | 80,590 | 8,237,104 |
New China Life Insurance Company, Ltd., H Shares | 168,000 | 459,389 |
New Hope Liuhe Company, Ltd., A Shares (A) | 38,100 | 67,333 |
New Oriental Education & Technology Group, Inc., ADR (A) | 135,078 | 293,119 |
NIO, Inc., ADR (A) | 102,017 | 4,558,120 |
Pharmaron Beijing Company, Ltd., H Shares (B) | 13,300 | 291,117 |
PICC Property & Casualty Company, Ltd., H Shares | 1,004,000 | 811,344 |
Pinduoduo, Inc., ADR (A) | 21,742 | 1,991,785 |
Ping An Bank Company, Ltd., A Shares | 165,100 | 452,367 |
Ping An Healthcare and Technology Company, Ltd. (A)(B)(C) | 33,900 | 316,264 |
Ping An Insurance Group Company of China, Ltd., H Shares | 849,000 | 7,445,356 |
Poly Developments and Holdings Group Company, Ltd., A Shares (A) | 148,600 | 230,393 |
Pop Mart International Group, Ltd. (A)(B)(C) | 31,600 | 231,372 |
Postal Savings Bank of China Company, Ltd., H Shares (B) | 994,000 | 642,099 |
RLX Technology, Inc., ADR (A)(C) | 3,144 | 13,708 |
Rongsheng Petrochemical Company, Ltd., A Shares | 55,850 | 160,899 |
Sanan Optoelectronics Company, Ltd., A Shares | 31,400 | 207,086 |
14 | JOHN HANCOCK MULTIFACTOR ETFS | QUARTERLY REPORT | SEE NOTES TO FUNDS’ INVESTMENTS |
MULTIFACTOR EMERGING MARKETS ETF (continued)
Shares or Principal Amount | Value | |
China (continued) | ||
Sangfor Technologies, Inc., A Shares | 1,500 | $56,224 |
Sany Heavy Industry Company, Ltd., A Shares | 71,400 | 274,484 |
Seazen Holdings Company, Ltd., A Shares | 21,400 | 104,973 |
SF Holding Company, Ltd., A Shares | 22,500 | 205,996 |
Shaanxi Coal Industry Company, Ltd., A Shares | 69,100 | 119,549 |
Shandong Gold Mining Company, Ltd., H Shares (B)(C) | 67,470 | 119,465 |
Shanghai Fosun Pharmaceutical Group Company, Ltd., H Shares | 71,500 | 654,165 |
Shanghai International Airport Company, Ltd., A Shares | 17,300 | 103,297 |
Shanxi Xinghuacun Fen Wine Factory Company, Ltd., A Shares | 6,945 | 307,648 |
Shenwan Hongyuan Group Company, Ltd., H Shares (B) | 170,400 | 42,977 |
Shenzhen Inovance Technology Company, Ltd., A Shares | 14,550 | 175,466 |
Shenzhen Kangtai Biological Products Company, Ltd., A Shares | 3,000 | 59,012 |
Shenzhen Mindray Bio-Medical Electronics Company, Ltd., A Shares | 5,100 | 308,348 |
Shenzhou International Group Holdings, Ltd. | 126,700 | 2,797,730 |
Silergy Corp. | 6,000 | 807,795 |
Smoore International Holdings, Ltd. (B) | 167,000 | 717,753 |
Sunac China Holdings, Ltd. | 570,000 | 1,477,957 |
Sungrow Power Supply Company, Ltd., A Shares | 10,300 | 267,698 |
Sunny Optical Technology Group Company, Ltd. | 91,500 | 2,769,302 |
TAL Education Group, ADR (A) | 31,777 | 192,886 |
TCL Technology Group Corp., A Shares | 75,100 | 85,961 |
Tencent Holdings, Ltd. | 328,500 | 20,248,015 |
Tencent Music Entertainment Group, ADR (A) | 28,625 | 302,566 |
The People’s Insurance Company Group of China, Ltd., H Shares | 1,027,000 | 318,493 |
Tongwei Company, Ltd., A Shares | 33,200 | 222,249 |
Trip.com Group, Ltd., ADR (A) | 53,911 | 1,397,912 |
Vipshop Holdings, Ltd., ADR (A) | 38,376 | 638,193 |
Wanhua Chemical Group Company, Ltd., A Shares | 31,400 | 553,073 |
Weichai Power Company, Ltd., H Shares | 536,000 | 1,172,534 |
Will Semiconductor Company, Ltd., A Shares | 5,500 | 257,345 |
Wingtech Technology Company, Ltd., A Shares | 2,700 | 45,717 |
Wuliangye Yibin Company, Ltd., A Shares | 21,100 | 721,439 |
WuXi AppTec Company, Ltd., H Shares (B) | 30,280 | 669,408 |
WuXi Biologics Cayman, Inc. (A)(B) | 216,000 | 3,293,700 |
Xinyi Solar Holdings, Ltd. | 592,006 | 1,188,400 |
XPeng, Inc., ADR (A)(C) | 10,896 | 441,615 |
Yihai International Holding, Ltd. (A) | 44,000 | 264,695 |
Yonyou Network Technology Company, Ltd., A Shares | 13,800 | 76,521 |
Yum China Holdings, Inc. | 89,620 | 5,573,468 |
Yunnan Baiyao Group Company, Ltd., A Shares | 7,000 | 107,315 |
Yunnan Energy New Material Company, Ltd., A Shares | 2,800 | 107,576 |
MULTIFACTOR EMERGING MARKETS ETF (continued)
Shares or Principal Amount | Value | |
China (continued) | ||
Zhangzhou Pientzehuang Pharmaceutical Company, Ltd., A Shares | 4,400 | $249,431 |
Zhejiang Huayou Cobalt Company, Ltd., A Shares | 5,500 | 111,596 |
Zhejiang NHU Company, Ltd., A Shares | 28,240 | 113,156 |
Zijin Mining Group Company, Ltd., H Shares | 1,156,000 | 1,639,273 |
Zoomlion Heavy Industry Science and Technology Company, Ltd., H Shares | 162,000 | 139,253 |
ZTO Express Cayman, Inc., ADR | 99,093 | 2,681,457 |
Hong Kong - 2.3% | 15,765,044 | |
Alibaba Health Information Technology, Ltd. (A) | 372,000 | 578,258 |
China Gas Holdings, Ltd. | 428,400 | 1,323,039 |
China Mengniu Dairy Company, Ltd. (A) | 616,000 | 3,341,106 |
China Resources Beer Holdings Company, Ltd. | 248,000 | 1,855,724 |
China Resources Land, Ltd. | 692,000 | 2,315,215 |
Futu Holdings, Ltd., ADR (A) | 2,326 | 238,322 |
Geely Automobile Holdings, Ltd. | 1,280,000 | 4,274,243 |
Sino Biopharmaceutical, Ltd. | 2,165,500 | 1,839,137 |
India - 15.2% | 106,324,444 | |
ABB India, Ltd. | 2,750 | 62,611 |
ACC, Ltd. | 14,315 | 460,815 |
Adani Enterprises, Ltd. | 18,612 | 356,671 |
Adani Green Energy, Ltd. (A) | 22,513 | 265,927 |
Adani Ports & Special Economic Zone, Ltd. | 66,411 | 602,398 |
Adani Total Gas, Ltd. | 19,405 | 235,747 |
Adani Transmission, Ltd. (A) | 24,695 | 295,700 |
Alkem Laboratories, Ltd. | 2,531 | 117,746 |
Ambuja Cements, Ltd. | 120,426 | 666,741 |
Apollo Hospitals Enterprise, Ltd. | 10,377 | 562,337 |
Ashok Leyland, Ltd. (A) | 146,937 | 261,629 |
Asian Paints, Ltd. | 43,112 | 1,712,488 |
AU Small Finance Bank, Ltd. (A)(B) | 13,045 | 212,307 |
Aurobindo Pharma, Ltd. | 62,706 | 773,555 |
Avenue Supermarts, Ltd. (A)(B) | 9,092 | 427,751 |
Axis Bank, Ltd. (A) | 238,760 | 2,276,105 |
Bajaj Auto, Ltd. | 6,884 | 355,509 |
Bajaj Finance, Ltd. | 16,439 | 1,376,699 |
Bajaj Finserv, Ltd. | 5,331 | 1,020,136 |
Bajaj Holdings & Investment, Ltd. | 4,421 | 238,650 |
Bandhan Bank, Ltd. (B) | 126,555 | 495,744 |
Bank of Baroda (A) | 91,113 | 98,563 |
Berger Paints India, Ltd. | 31,719 | 360,177 |
Bharat Electronics, Ltd. | 195,037 | 483,563 |
Bharat Petroleum Corp., Ltd. | 213,041 | 1,275,841 |
Bharti Airtel, Ltd. | 284,382 | 2,158,231 |
Biocon, Ltd. (A) | 27,861 | 144,687 |
Bosch, Ltd. | 726 | 145,756 |
Britannia Industries, Ltd. | 12,783 | 588,355 |
Cadila Healthcare, Ltd. | 46,486 | 366,503 |
Cholamandalam Investment and Finance Company, Ltd. | 38,234 | 244,052 |
SEE NOTES TO FUNDS’ INVESTMENTS | QUARTERLY REPORT | JOHN HANCOCK MULTIFACTOR ETFS | 15 |
MULTIFACTOR EMERGING MARKETS ETF (continued)
Shares or Principal Amount | Value | |
India (continued) | ||
Cipla, Ltd. (A) | 93,670 | $1,158,744 |
Coal India, Ltd. | 125,633 | 243,196 |
Colgate-Palmolive India, Ltd. | 15,271 | 349,479 |
Container Corp. of India, Ltd. | 25,323 | 219,133 |
Dabur India, Ltd. | 91,783 | 742,318 |
Divi’s Laboratories, Ltd. (A) | 13,908 | 914,575 |
DLF, Ltd. | 77,010 | 349,373 |
Dr. Reddy’s Laboratories, Ltd. | 11,456 | 725,246 |
Eicher Motors, Ltd. (A) | 13,534 | 460,391 |
GAIL India, Ltd. | 231,610 | 435,737 |
Godrej Consumer Products, Ltd. (A) | 63,669 | 848,963 |
Godrej Properties, Ltd. (A) | 5,159 | 111,548 |
Grasim Industries, Ltd. | 41,928 | 876,620 |
Gujarat Gas, Ltd. | 15,487 | 149,480 |
Havells India, Ltd. | 36,119 | 569,002 |
HCL Technologies, Ltd. | 147,515 | 2,026,535 |
HDFC Asset Management Company, Ltd. (B) | 4,845 | 186,013 |
HDFC Bank, Ltd. | 332,962 | 6,376,011 |
HDFC Life Insurance Company, Ltd. (B) | 49,934 | 446,027 |
Hero MotoCorp., Ltd. | 24,290 | 904,490 |
Hindalco Industries, Ltd. | 170,513 | 1,026,080 |
Hindustan Aeronautics, Ltd. | 15,786 | 236,763 |
Hindustan Petroleum Corp., Ltd. | 159,776 | 561,572 |
Hindustan Unilever, Ltd. | 87,046 | 2,736,308 |
Honeywell Automation India, Ltd. | 191 | 109,559 |
Housing Development Finance Corp., Ltd. | 165,221 | 5,423,108 |
ICICI Bank, Ltd. | 421,413 | 3,863,590 |
ICICI Lombard General Insurance Company, Ltd. (B) | 21,436 | 425,422 |
ICICI Prudential Life Insurance Company, Ltd. (B) | 24,530 | 208,348 |
IDFC First Bank, Ltd. (A) | 199,033 | 139,081 |
Indian Oil Corp., Ltd. | 443,924 | 616,835 |
Indraprastha Gas, Ltd. | 8,974 | 67,466 |
Indus Towers, Ltd. | 193,272 | 579,180 |
Info Edge India, Ltd. | 4,599 | 321,494 |
Infosys, Ltd. | 320,021 | 6,931,316 |
InterGlobe Aviation, Ltd. (A)(B) | 6,071 | 134,775 |
ITC, Ltd. | 407,780 | 1,123,635 |
Jindal Steel & Power, Ltd. (A) | 41,615 | 241,503 |
JSW Steel, Ltd. | 264,584 | 2,622,018 |
Jubilant Foodworks, Ltd. (A) | 5,985 | 303,368 |
Kansai Nerolac Paints, Ltd. | 11,158 | 94,014 |
Kotak Mahindra Bank, Ltd. (A) | 57,170 | 1,272,775 |
Larsen & Toubro Infotech, Ltd. (B) | 4,712 | 297,572 |
Larsen & Toubro, Ltd. | 54,200 | 1,166,777 |
Lupin, Ltd. | 27,925 | 416,539 |
Mahindra & Mahindra, Ltd. | 110,490 | 1,105,791 |
Marico, Ltd. | 73,528 | 540,480 |
Maruti Suzuki India, Ltd. | 9,660 | 907,909 |
Motherson Sumi Systems, Ltd. (A) | 174,052 | 547,779 |
MULTIFACTOR EMERGING MARKETS ETF (continued)
Shares or Principal Amount | Value | |
India (continued) | ||
MRF, Ltd. | 198 | $213,156 |
Muthoot Finance, Ltd. | 22,323 | 466,469 |
Nestle India, Ltd. | 3,676 | 876,332 |
NMDC, Ltd. | 125,297 | 305,097 |
NTPC, Ltd. | 885,161 | 1,415,496 |
Oil & Natural Gas Corp., Ltd. | 458,560 | 713,583 |
Petronet LNG, Ltd. | 157,819 | 465,409 |
PI Industries, Ltd. | 4,007 | 159,171 |
Pidilite Industries, Ltd. | 17,613 | 541,065 |
Piramal Enterprises, Ltd. | 14,613 | 456,368 |
Power Finance Corp., Ltd. | 216,292 | 377,853 |
Power Grid Corp. of India, Ltd. | 523,868 | 1,203,809 |
Power Grid Corp. of India, Ltd., Bonus Shares (A) | 172,449 | 396,274 |
Procter & Gamble Hygiene & Health Care, Ltd. | 1,297 | 221,352 |
Punjab National Bank (A) | 192,006 | 101,660 |
Reliance Industries, Ltd. | 267,230 | 7,315,024 |
SBI Life Insurance Company, Ltd. (B) | 24,156 | 360,660 |
Shree Cement, Ltd. | 1,229 | 466,563 |
Shriram Transport Finance Company, Ltd. | 18,767 | 352,365 |
Siemens, Ltd. | 8,362 | 219,048 |
State Bank of India | 218,420 | 1,268,577 |
Sun Pharmaceutical Industries, Ltd. | 124,767 | 1,296,963 |
Tata Consultancy Services, Ltd. | 87,705 | 3,733,429 |
Tata Consumer Products, Ltd. | 60,955 | 618,437 |
Tata Motors, Ltd. (A) | 261,605 | 1,034,960 |
Tata Steel, Ltd. | 81,000 | 1,562,256 |
Tech Mahindra, Ltd. | 124,765 | 2,024,843 |
Titan Company, Ltd. | 47,728 | 1,103,808 |
Torrent Pharmaceuticals, Ltd. | 5,899 | 243,760 |
UltraTech Cement, Ltd. | 11,846 | 1,214,615 |
United Breweries, Ltd. | 6,660 | 127,745 |
United Spirits, Ltd. (A) | 27,620 | 238,286 |
UPL, Ltd. | 112,671 | 1,218,842 |
Vedanta, Ltd. | 349,378 | 1,415,306 |
Vodafone Idea, Ltd. (A) | 643,280 | 71,749 |
Voltas, Ltd. | 12,392 | 176,517 |
Wipro, Ltd. | 201,961 | 1,590,665 |
Indonesia - 1.6% | 10,980,947 | |
Aneka Tambang Tbk | 520,400 | 90,676 |
Astra International Tbk PT | 2,424,100 | 791,132 |
Bank Central Asia Tbk PT | 887,100 | 1,830,938 |
Bank Mandiri Persero Tbk PT | 2,162,600 | 852,330 |
Bank Negara Indonesia Persero Tbk PT | 1,260,700 | 416,674 |
Bank Rakyat Indonesia Persero Tbk PT | 6,391,700 | 1,639,634 |
Bank Syariah Indonesia Tbk PT (A) | 914,900 | 166,374 |
Barito Pacific Tbk PT | 2,528,100 | 169,560 |
Charoen Pokphand Indonesia Tbk PT | 1,179,200 | 499,402 |
Elang Mahkota Teknologi Tbk PT (A) | 1,062,600 | 202,050 |
Gudang Garam Tbk PT | 93,800 | 212,732 |
16 | JOHN HANCOCK MULTIFACTOR ETFS | QUARTERLY REPORT | SEE NOTES TO FUNDS’ INVESTMENTS |
MULTIFACTOR EMERGING MARKETS ETF (continued)
Shares or Principal Amount | Value | |
Indonesia (continued) | ||
Indah Kiat Pulp & Paper Tbk PT | 261,800 | $123,094 |
Indocement Tunggal Prakarsa Tbk PT | 215,300 | 131,004 |
Indofood CBP Sukses Makmur Tbk PT (A) | 332,000 | 186,517 |
Indofood Sukses Makmur Tbk PT (A) | 793,400 | 333,269 |
Kalbe Farma Tbk PT | 3,007,600 | 262,028 |
Mayora Indah Tbk PT | 649,800 | 98,846 |
Merdeka Copper Gold Tbk PT (A) | 1,059,300 | 216,804 |
Sarana Menara Nusantara Tbk PT | 2,680,900 | 271,566 |
Semen Indonesia Persero Tbk PT | 484,300 | 257,847 |
Telkom Indonesia Persero Tbk PT | 7,173,400 | 1,607,040 |
United Tractors Tbk PT | 382,800 | 517,458 |
Vale Indonesia Tbk PT | 273,400 | 103,972 |
Malaysia - 1.7% | 12,251,040 | |
Axiata Group BHD | 347,795 | 307,411 |
CIMB Group Holdings BHD | 607,316 | 640,416 |
Dialog Group BHD | 415,800 | 270,960 |
DiGi.Com BHD | 334,200 | 328,656 |
Fraser & Neave Holdings BHD | 10,900 | 64,057 |
Genting BHD | 356,900 | 398,341 |
Genting Malaysia BHD | 418,800 | 273,907 |
HAP Seng Consolidated BHD | 65,900 | 120,244 |
Hartalega Holdings BHD | 219,100 | 365,513 |
Hong Leong Bank BHD | 71,000 | 302,844 |
Hong Leong Financial Group BHD | 43,200 | 176,485 |
IHH Healthcare BHD | 204,400 | 273,179 |
IOI Corp. BHD | 209,200 | 180,943 |
KLCCP Stapled Group | 31,600 | 50,021 |
Kuala Lumpur Kepong BHD | 43,375 | 190,357 |
Malayan Banking BHD | 618,608 | 1,174,182 |
Maxis BHD | 222,300 | 224,407 |
MISC BHD | 159,200 | 252,758 |
Nestle Malaysia BHD | 5,700 | 179,645 |
Petronas Chemicals Group BHD | 154,200 | 293,784 |
Petronas Dagangan BHD | 50,200 | 218,882 |
Petronas Gas BHD | 65,100 | 235,100 |
PPB Group BHD | 91,800 | 393,739 |
Press Metal Aluminium Holdings BHD | 408,400 | 466,466 |
Public Bank BHD | 1,937,900 | 1,827,688 |
RHB Bank BHD | 299,996 | 363,265 |
Sime Darby BHD | 455,700 | 232,169 |
Sime Darby Plantation BHD | 219,838 | 177,121 |
Supermax Corp. BHD | 65,764 | 50,959 |
Telekom Malaysia BHD | 208,600 | 293,622 |
Tenaga Nasional BHD | 561,900 | 1,283,582 |
Top Glove Corp. BHD | 514,000 | 484,768 |
Westports Holdings BHD | 161,700 | 155,569 |
Mexico - 2.5% | 17,341,167 | |
America Movil SAB de CV, Series L | 2,762,288 | 2,315,874 |
Arca Continental SAB de CV | 57,064 | 349,088 |
Cemex SAB de CV (A) | 2,269,488 | 1,851,291 |
MULTIFACTOR EMERGING MARKETS ETF (continued)
Shares or Principal Amount | Value | |
Mexico (continued) | ||
Coca-Cola Femsa SAB de CV | 64,072 | $362,955 |
El Puerto de Liverpool SAB de CV, Series C1 | 21,256 | 100,931 |
Fibra Uno Administracion SA de CV | 254,840 | 277,944 |
Fomento Economico Mexicano SAB de CV | 147,448 | 1,288,235 |
Gruma SAB de CV, Class B | 23,395 | 252,828 |
Grupo Aeroportuario del Pacifico SAB de CV, Series B (A) | 50,328 | 577,063 |
Grupo Aeroportuario del Sureste SAB de CV, Series B (A) | 22,209 | 402,791 |
Grupo Bimbo SAB de CV, Series A | 291,100 | 670,162 |
Grupo Carso SAB de CV, Series A1 | 54,204 | 176,154 |
Grupo Elektra SAB de CV | 4,041 | 328,583 |
Grupo Financiero Banorte SAB de CV, Series O | 279,704 | 1,813,756 |
Grupo Financiero Inbursa SAB de CV, Series O (A) | 405,640 | 391,557 |
Grupo Mexico SAB de CV, Series B | 482,208 | 2,213,939 |
Grupo Televisa SAB | 370,552 | 1,006,262 |
Industrias Penoles SAB de CV (A) | 15,443 | 217,001 |
Kimberly-Clark de Mexico SAB de CV, Class A | 161,100 | 261,855 |
Orbia Advance Corp. SAB de CV | 193,600 | 528,855 |
Wal-Mart de Mexico SAB de CV | 591,740 | 1,954,043 |
Philippines - 0.9% | 6,489,376 | |
Aboitiz Equity Ventures, Inc. | 273,410 | 205,666 |
Aboitiz Power Corp. | 437,200 | 202,922 |
Ayala Corp. | 29,600 | 432,290 |
Ayala Land, Inc. | 771,600 | 504,778 |
Bank of the Philippine Islands | 388,380 | 625,479 |
BDO Unibank, Inc. | 269,590 | 550,129 |
Globe Telecom, Inc. | 5,165 | 192,196 |
International Container Terminal Services, Inc. | 142,820 | 444,303 |
JG Summit Holdings, Inc. | 362,073 | 405,643 |
Jollibee Foods Corp. | 41,810 | 158,926 |
Manila Electric Company | 45,960 | 243,661 |
Metropolitan Bank & Trust Company | 333,252 | 286,683 |
PLDT, Inc. | 18,395 | 450,813 |
San Miguel Corp. | 73,439 | 152,799 |
SM Investments Corp. | 31,495 | 573,696 |
SM Prime Holdings, Inc. | 1,106,200 | 696,009 |
Universal Robina Corp. | 143,360 | 363,383 |
Poland - 1.0% | 6,853,703 | |
Allegro.eu SA (A)(B) | 22,661 | 389,068 |
Bank Polska Kasa Opieki SA (A) | 20,118 | 491,826 |
CD Projekt SA | 5,845 | 280,473 |
Cyfrowy Polsat SA | 50,112 | 444,636 |
Dino Polska SA (A)(B) | 5,841 | 467,741 |
ING Bank Slaski SA (A) | 4,044 | 200,627 |
KGHM Polska Miedz SA | 17,380 | 878,491 |
LPP SA | 184 | 661,453 |
PGE Polska Grupa Energetyczna SA (A) | 117,654 | 265,260 |
Polski Koncern Naftowy ORLEN SA | 48,679 | 922,258 |
SEE NOTES TO FUNDS’ INVESTMENTS | QUARTERLY REPORT | JOHN HANCOCK MULTIFACTOR ETFS | 17 |
MULTIFACTOR EMERGING MARKETS ETF (continued)
Shares or Principal Amount | Value | |
Poland (continued) | ||
Polskie Gornictwo Naftowe i Gazownictwo SA | 237,611 | $387,959 |
Powszechna Kasa Oszczednosci Bank Polski SA (A) | 85,390 | 839,273 |
Powszechny Zaklad Ubezpieczen SA (A) | 40,673 | 397,227 |
Santander Bank Polska SA (A) | 3,416 | 227,411 |
Russia - 2.9% | 20,564,183 | |
Gazprom PJSC, ADR | 3,965 | 30,927 |
Gazprom PJSC, ADR (London Stock Exchange) | 584,981 | 4,553,492 |
Lukoil PJSC, ADR | 173 | 14,859 |
Lukoil PJSC, ADR (London Stock Exchange) | 57,885 | 4,960,745 |
MMC Norilsk Nickel PJSC, ADR | 431 | 14,870 |
MMC Norilsk Nickel PJSC, ADR (London Stock Exchange) | 101,758 | 3,516,756 |
Novatek PJSC, GDR | 70 | 15,750 |
Novatek PJSC, GDR (London Stock Exchange) | 5,904 | 1,314,230 |
Polyus PJSC, GDR | 6,854 | 660,040 |
Polyus PJSC, GDR (London Stock Exchange) | 30 | 2,889 |
Rosneft Oil Company PJSC, GDR | 2,005 | 14,035 |
Rosneft Oil Company PJSC, GDR (London Stock Exchange) | 147,478 | 1,085,143 |
Sberbank of Russia PJSC, ADR | 920 | 15,300 |
Sberbank of Russia PJSC, ADR (London Stock Exchange) | 262,171 | 4,365,147 |
Saudi Arabia - 2.3% | 15,858,709 | |
Al Rajhi Bank | 96,384 | 2,852,662 |
Alinma Bank | 77,260 | 447,030 |
Almarai Company JSC | 20,146 | 315,318 |
Bank AlBilad (A) | 23,780 | 232,702 |
Banque Saudi Fransi | 36,729 | 361,864 |
Bupa Arabia for Cooperative Insurance Company | 2,061 | 75,837 |
Dr Sulaiman Al Habib Medical Services Group Company | 7,949 | 363,284 |
Etihad Etisalat Company | 54,419 | 466,502 |
Jarir Marketing Company | 6,348 | 340,555 |
National Petrochemical Company | 6,219 | 76,942 |
Riyad Bank | 72,675 | 507,702 |
SABIC Agri-Nutrients Company | 26,028 | 892,492 |
Saudi Arabian Mining Company (A) | 35,011 | 652,535 |
Saudi Basic Industries Corp. | 69,645 | 2,246,972 |
Saudi Electricity Company | 94,208 | 650,594 |
Saudi Kayan Petrochemical Company (A) | 72,372 | 373,593 |
Saudi Telecom Company | 46,978 | 1,678,501 |
The Saudi National Bank | 187,507 | 2,749,809 |
The Savola Group | 21,006 | 240,283 |
Yanbu National Petrochemical Company | 18,261 | 333,532 |
South Africa - 4.5% | 31,844,076 | |
Absa Group, Ltd. (A) | 120,623 | 1,124,949 |
African Rainbow Minerals, Ltd. | 12,509 | 255,623 |
Anglo American Platinum, Ltd. | 6,132 | 803,734 |
MULTIFACTOR EMERGING MARKETS ETF (continued)
Shares or Principal Amount | Value | |
South Africa (continued) | ||
AngloGold Ashanti, Ltd. | 64,965 | $1,302,164 |
Aspen Pharmacare Holdings, Ltd. (A) | 36,957 | 456,179 |
Bid Corp., Ltd. (A) | 63,193 | 1,389,198 |
Capitec Bank Holdings, Ltd. | 11,162 | 1,241,240 |
Clicks Group, Ltd. | 30,853 | 559,071 |
Discovery, Ltd. (A) | 110,547 | 888,683 |
Exxaro Resources, Ltd. | 32,378 | 401,296 |
FirstRand, Ltd. | 713,665 | 2,651,958 |
Gold Fields, Ltd. | 168,596 | 1,651,990 |
Impala Platinum Holdings, Ltd. | 106,010 | 1,913,198 |
Kumba Iron Ore, Ltd. | 6,485 | 344,905 |
MTN Group, Ltd. (A) | 372,131 | 2,681,455 |
Naspers, Ltd., N Shares | 24,589 | 4,743,410 |
Nedbank Group, Ltd. (A) | 66,964 | 774,981 |
Northam Platinum, Ltd. (A) | 37,860 | 597,996 |
Old Mutual, Ltd. (C) | 632,427 | 556,154 |
Sanlam, Ltd. | 407,506 | 1,612,335 |
Sasol, Ltd. (A) | 65,206 | 976,970 |
Shoprite Holdings, Ltd. | 69,132 | 758,012 |
Sibanye Stillwater, Ltd. | 234,797 | 1,023,854 |
Standard Bank Group, Ltd. | 258,028 | 2,179,226 |
Vodacom Group, Ltd. | 106,994 | 955,495 |
South Korea - 13.9% | 97,420,039 | |
Alteogen, Inc. (A) | 1,606 | 111,697 |
Amorepacific Corp. | 2,432 | 468,323 |
AMOREPACIFIC Group | 3,320 | 166,253 |
Celltrion Healthcare Company, Ltd. (A) | 5,726 | 534,642 |
Celltrion Pharm, Inc. (A) | 805 | 97,279 |
Celltrion, Inc. (A) | 8,615 | 1,898,633 |
CJ CheilJedang Corp. | 1,585 | 644,886 |
CJ Logistics Corp. (A) | 614 | 93,948 |
Coway Company, Ltd. | 9,600 | 716,088 |
E-MART, Inc. | 3,179 | 465,691 |
GS Holdings Corp. | 8,408 | 312,856 |
Hana Financial Group, Inc. | 46,257 | 1,747,330 |
Hanjin Kal Corp. (A) | 1,396 | 78,887 |
Hankook Tire & Technology Company, Ltd. | 14,610 | 614,122 |
Hanmi Pharm Company, Ltd. | 639 | 177,770 |
Hanon Systems | 22,061 | 299,197 |
Hanwha Solutions Corp. (A) | 16,234 | 551,836 |
HLB, Inc. (A) | 2,585 | 81,017 |
HMM Company, Ltd. (A)(C) | 22,407 | 779,205 |
Hyundai Engineering & Construction Company, Ltd. | 11,683 | 555,584 |
Hyundai Glovis Company, Ltd. | 3,960 | 669,611 |
Hyundai Heavy Industries Holdings Company, Ltd. | 7,270 | 432,945 |
Hyundai Mobis Company, Ltd. | 7,135 | 1,653,099 |
Hyundai Motor Company | 15,100 | 2,861,813 |
Hyundai Steel Company | 12,174 | 571,524 |
Industrial Bank of Korea | 49,364 | 442,034 |
18 | JOHN HANCOCK MULTIFACTOR ETFS | QUARTERLY REPORT | SEE NOTES TO FUNDS’ INVESTMENTS |
MULTIFACTOR EMERGING MARKETS ETF (continued)
Shares or Principal Amount | Value | |
South Korea (continued) | ||
Kakao Corp. | 19,433 | $2,483,504 |
Kangwon Land, Inc. (A) | 9,786 | 220,350 |
KB Financial Group, Inc. | 50,511 | 2,252,740 |
Kia Corp. | 31,111 | 2,261,143 |
Korea Electric Power Corp. | 38,359 | 830,375 |
Korea Investment Holdings Company, Ltd. | 5,454 | 454,717 |
Korea Shipbuilding & Offshore Engineering Company, Ltd. (A) | 6,378 | 723,607 |
Korea Zinc Company, Ltd. | 1,578 | 750,416 |
Korean Air Lines Company, Ltd. (A) | 8,529 | 221,706 |
KT&G Corp. | 11,103 | 794,416 |
Kumho Petrochemical Company, Ltd. | 865 | 153,034 |
LG Chem, Ltd. | 2,856 | 2,090,634 |
LG Corp. | 20,391 | 1,669,926 |
LG Display Company, Ltd. (A)(C) | 40,490 | 776,183 |
LG Electronics, Inc. | 28,787 | 3,941,711 |
LG Household & Health Care, Ltd. | 1,123 | 1,424,436 |
LG Innotek Company, Ltd. | 1,349 | 266,223 |
LG Uplus Corp. | 63,555 | 803,934 |
Lotte Chemical Corp. | 2,905 | 655,377 |
Lotte Corp. | 6,786 | 222,709 |
LX Holdings Corp. (A) | 9,892 | 89,869 |
Mirae Asset Securities Company, Ltd. | 55,770 | 432,972 |
NAVER Corp. | 8,578 | 3,232,830 |
NCSoft Corp. | 1,936 | 1,386,885 |
Netmarble Corp. (B) | 2,634 | 317,156 |
Orion Corp. | 2,913 | 297,568 |
POSCO | 9,413 | 2,999,230 |
POSCO Chemical Company, Ltd. | 1,876 | 251,166 |
S-1 Corp. | 2,490 | 174,479 |
Samsung Biologics Company, Ltd. (A)(B) | 865 | 669,289 |
Samsung C&T Corp. | 10,444 | 1,284,787 |
Samsung Card Company, Ltd. | 4,086 | 124,329 |
Samsung Electro-Mechanics Company, Ltd. | 6,813 | 1,137,228 |
Samsung Electronics Company, Ltd. | 394,003 | 26,889,142 |
Samsung Fire & Marine Insurance Company, Ltd. | 5,641 | 1,051,940 |
Samsung Heavy Industries Company, Ltd. (A)(D) | 75,782 | 430,875 |
Samsung Life Insurance Company, Ltd. | 12,806 | 839,446 |
Samsung SDI Company, Ltd. | 3,695 | 2,380,348 |
Samsung SDS Company, Ltd. | 3,447 | 546,905 |
Seegene, Inc. (C) | 3,990 | 242,817 |
Shin Poong Pharmaceutical Company, Ltd. | 1,037 | 57,158 |
Shinhan Financial Group Company, Ltd. | 61,979 | 2,109,522 |
SK Biopharmaceuticals Company, Ltd. (A) | 1,104 | 114,215 |
SK Hynix, Inc. | 49,917 | 4,882,123 |
SK Innovation Company, Ltd. (A) | 8,406 | 1,848,918 |
SK Telecom Company, Ltd. | 4,781 | 1,251,103 |
SK, Inc. | 4,604 | 1,072,699 |
S-Oil Corp. | 4,895 | 418,325 |
Woori Financial Group, Inc. | 73,485 | 693,164 |
MULTIFACTOR EMERGING MARKETS ETF (continued)
Shares or Principal Amount | Value | |
South Korea (continued) | ||
Yuhan Corp. | 3,177 | $170,140 |
Taiwan - 16.2% | 113,837,851 | |
Accton Technology Corp. | 60,000 | 699,446 |
Advantech Company, Ltd. | 48,989 | 637,654 |
ASE Technology Holding Company, Ltd. | 613,000 | 2,685,232 |
Asia Cement Corp. | 430,000 | 796,496 |
ASMedia Technology, Inc. | 3,000 | 209,726 |
Asustek Computer, Inc. | 106,000 | 1,330,449 |
AU Optronics Corp. | 1,434,000 | 1,058,899 |
Catcher Technology Company, Ltd. | 119,000 | 787,234 |
Cathay Financial Holding Company, Ltd. | 1,046,359 | 2,031,729 |
Chailease Holding Company, Ltd. | 240,768 | 1,993,127 |
Chang Hwa Commercial Bank, Ltd. | 1,055,993 | 624,948 |
Cheng Shin Rubber Industry Company, Ltd. (A) | 387,000 | 596,449 |
China Development Financial Holding Corp. | 2,537,000 | 1,279,160 |
China Life Insurance Company, Ltd. | 629,432 | 591,956 |
China Steel Corp. (A) | 1,832,000 | 2,381,305 |
Chunghwa Telecom Company, Ltd. (A) | 341,000 | 1,402,289 |
Compal Electronics, Inc. | 708,000 | 546,855 |
CTBC Financial Holding Company, Ltd. | 2,401,000 | 1,961,840 |
Delta Electronics, Inc. | 224,000 | 2,298,874 |
E.Sun Financial Holding Company, Ltd. (A) | 1,611,328 | 1,526,916 |
Eclat Textile Company, Ltd. | 24,000 | 523,512 |
Evergreen Marine Corp. Taiwan, Ltd. (A) | 282,000 | 1,331,092 |
Far Eastern New Century Corp. | 689,000 | 729,283 |
Far EasTone Telecommunications Company, Ltd. | 288,000 | 624,094 |
Feng TAY Enterprise Company, Ltd. | 108,680 | 897,732 |
First Financial Holding Company, Ltd. | 1,760,668 | 1,432,333 |
Formosa Chemicals & Fibre Corp. | 481,000 | 1,413,846 |
Formosa Petrochemical Corp. | 195,000 | 678,473 |
Formosa Plastics Corp. | 496,000 | 1,770,098 |
Fubon Financial Holding Company, Ltd. | 1,004,000 | 2,692,652 |
Globalwafers Company, Ltd. | 45,000 | 1,362,954 |
Hiwin Technologies Corp. | 26,177 | 299,540 |
Hon Hai Precision Industry Company, Ltd. | 1,157,800 | 4,554,193 |
Hotai Motor Company, Ltd. | 41,000 | 865,010 |
Hua Nan Financial Holdings Company, Ltd. | 1,767,360 | 1,219,741 |
Innolux Corp. | 1,498,000 | 996,345 |
Inventec Corp. | 445,000 | 373,154 |
Largan Precision Company, Ltd. | 12,000 | 1,257,286 |
Lite-On Technology Corp. | 407,000 | 932,905 |
MediaTek, Inc. | 186,000 | 6,052,566 |
Mega Financial Holding Company, Ltd. | 1,332,000 | 1,576,585 |
Micro-Star International Company, Ltd. | 70,000 | 370,463 |
momo.com, Inc. | 3,600 | 200,822 |
Nan Ya Plastics Corp. | 705,000 | 2,193,277 |
Nan Ya Printed Circuit Board Corp. | 22,000 | 312,319 |
Nanya Technology Corp. | 186,000 | 480,880 |
Novatek Microelectronics Corp. (A) | 79,000 | 1,443,554 |
Oneness Biotech Company, Ltd. (A) | 14,000 | 96,621 |
SEE NOTES TO FUNDS’ INVESTMENTS | QUARTERLY REPORT | JOHN HANCOCK MULTIFACTOR ETFS | 19 |
MULTIFACTOR EMERGING MARKETS ETF (continued)
Shares or Principal Amount | Value | |
Taiwan (continued) | ||
Pegatron Corp. | 381,000 | $916,907 |
Pou Chen Corp. | 457,000 | 576,868 |
President Chain Store Corp. | 89,000 | 892,705 |
Quanta Computer, Inc. | 386,000 | 1,066,969 |
Realtek Semiconductor Corp. | 56,000 | 1,177,472 |
Shin Kong Financial Holding Company, Ltd. | 2,268,535 | 743,875 |
SinoPac Financial Holdings Company, Ltd. | 1,941,000 | 975,185 |
Taishin Financial Holding Company, Ltd. | 2,117,562 | 1,283,486 |
Taiwan Cement Corp. | 794,164 | 1,493,761 |
Taiwan Cooperative Financial Holding Company, Ltd. | 1,589,803 | 1,242,167 |
Taiwan High Speed Rail Corp. | 315,000 | 341,865 |
Taiwan Mobile Company, Ltd. (A) | 205,000 | 762,382 |
Taiwan Semiconductor Manufacturing Company, Ltd. | 1,332,000 | 27,625,961 |
Unimicron Technology Corp. (A) | 132,000 | 689,147 |
Uni-President Enterprises Corp. | 776,000 | 2,031,225 |
United Microelectronics Corp. | 2,044,000 | 4,224,681 |
Vanguard International Semiconductor Corp. (A) | 145,000 | 598,874 |
Walsin Technology Corp. | 42,000 | 300,375 |
Win Semiconductors Corp. | 47,000 | 581,513 |
Winbond Electronics Corp. | 304,000 | 371,779 |
Wiwynn Corp. | 17,000 | 569,605 |
Yageo Corp. | 48,000 | 961,202 |
Yuanta Financial Holding Company, Ltd. | 2,136,360 | 1,940,409 |
Zhen Ding Technology Holding, Ltd. | 93,000 | 347,524 |
Thailand - 1.7% | 12,197,056 | |
Advanced Info Service PCL, NVDR | 129,100 | 705,057 |
Airports of Thailand PCL, NVDR | 276,600 | 475,482 |
B Grimm Power PCL, NVDR | 71,100 | 85,448 |
Bangkok Bank PCL, NVDR | 59,500 | 185,556 |
Bangkok Dusit Medical Services PCL, NVDR | 337,900 | 231,315 |
Bangkok Expressway & Metro PCL, NVDR | 731,800 | 170,328 |
Bank of Ayudhya PCL, NVDR | 99,100 | 85,178 |
Berli Jucker PCL, NVDR | 177,100 | 183,202 |
BTS Group Holdings PCL, NVDR | 873,300 | 225,848 |
Bumrungrad Hospital PCL, NVDR | 38,700 | 141,295 |
Carabao Group PCL, NVDR | 30,400 | 134,114 |
Central Pattana PCL, NVDR | 142,000 | 203,058 |
Central Retail Corp. PCL, NVDR | 191,700 | 180,808 |
Charoen Pokphand Foods PCL, NVDR | 730,300 | 577,707 |
CP ALL PCL, NVDR | 491,900 | 883,003 |
Delta Electronics Thailand PCL, NVDR | 36,000 | 639,659 |
Electricity Generating PCL, NVDR | 35,700 | 185,737 |
Energy Absolute PCL, NVDR | 219,600 | 397,542 |
Global Power Synergy PCL, NVDR | 99,286 | 231,846 |
Gulf Energy Development PCL, NVDR | 326,840 | 333,130 |
Home Product Center PCL, NVDR | 465,300 | 188,286 |
Indorama Ventures PCL, NVDR | 238,300 | 262,824 |
Intouch Holdings PCL, NVDR | 106,500 | 208,998 |
MULTIFACTOR EMERGING MARKETS ETF (continued)
Shares or Principal Amount | Value | |
Thailand (continued) | ||
Kasikornbank PCL, NVDR | 68,200 | $213,725 |
Krung Thai Bank PCL, NVDR | 537,400 | 165,140 |
Krungthai Card PCL, NVDR | 89,200 | 167,585 |
Land & Houses PCL, NVDR | 472,900 | 112,227 |
Minor International PCL, NVDR (A) | 311,229 | 281,709 |
Muangthai Capital PCL, NVDR | 79,500 | 144,523 |
Osotspa PCL, NVDR | 96,600 | 103,602 |
PTT Exploration & Production PCL, NVDR | 301,500 | 944,839 |
PTT Global Chemical PCL, NVDR | 193,400 | 333,930 |
PTT PCL, NVDR | 1,031,100 | 1,090,157 |
Thai Beverage PCL | 1,137,500 | 546,027 |
Thai Oil PCL, NVDR | 140,500 | 188,089 |
The Siam Cement PCL, NVDR | 35,600 | 448,419 |
The Siam Commercial Bank PCL, NVDR | 95,400 | 271,390 |
TMBThanachart Bank PCL, NVDR | 2,208,689 | 65,184 |
True Corp. PCL, NVDR | 2,093,400 | 205,089 |
Turkey - 0.3% | 2,198,263 | |
Akbank T.A.S. | 351,948 | 219,811 |
Aselsan Elektronik Sanayi Ve Ticaret AS | 41,264 | 75,992 |
BIM Birlesik Magazalar AS | 54,794 | 412,484 |
Enka Insaat ve Sanayi AS | 151,151 | 166,191 |
Eregli Demir ve Celik Fabrikalari TAS | 116,618 | 276,937 |
Ford Otomotiv Sanayi AS | 8,508 | 174,565 |
KOC Holding AS | 85,749 | 209,333 |
Turkcell Iletisim Hizmetleri AS | 121,814 | 222,453 |
Turkiye Garanti Bankasi AS | 247,087 | 249,962 |
Turkiye Is Bankasi AS, Class C | 171,271 | 107,171 |
Turkiye Petrol Rafinerileri AS (A) | 7,485 | 83,364 |
PREFERRED SECURITIES - 1.4% | $9,612,437 | |
(Cost $12,100,917) | ||
Brazil - 1.3% | 9,126,037 | |
Banco Bradesco SA | 421,718 | 1,986,878 |
Banco Inter SA (B) | 55,666 | 258,155 |
Braskem SA, A Shares (A) | 25,200 | 282,742 |
Centrais Eletricas Brasileiras SA, B Shares | 29,860 | 235,244 |
Gerdau SA | 127,300 | 761,757 |
Itau Unibanco Holding SA | 342,450 | 2,015,938 |
Lojas Americanas SA | 84,518 | 116,421 |
Petroleo Brasileiro SA | 663,500 | 3,468,902 |
Chile - 0.1% | 486,400 | |
Sociedad Quimica y Minera de Chile SA, B Shares | 10,183 | 486,400 |
INVESTMENT COMPANIES - 0.0% | $117,915 | |
(Cost $106,272) | ||
South Korea - 0.0% | 117,915 | |
Macquarie Korea Infrastructure Fund | 11,027 | 117,915 |
20 | JOHN HANCOCK MULTIFACTOR ETFS | QUARTERLY REPORT | SEE NOTES TO FUNDS’ INVESTMENTS |
MULTIFACTOR EMERGING MARKETS ETF (continued)
Shares or Principal Amount | Value | |
RIGHTS - 0.0% | $84 | |
(Cost $0) | ||
Macquarie Korea Infrastructure Fund (Expiration Date: 8-5-21; Strike Price: KRW 12,050.00) (A) | 967 | $84 |
WARRANTS - 0.0% | $2,700 | |
(Cost $0) | ||
Minor International PCL (Expiration Date: 2-15-24; Strike Price: THB 31.00) (A) | 9,807 | 1,146 |
Minor International PCL (Expiration Date: 5-5-23; Strike Price: THB 28.00) (A) | 10,822 | 1,554 |
SHORT-TERM INVESTMENTS - 0.1% | $1,131,611 | |
(Cost $1,131,582) | ||
Short-term funds - 0.1% | 1,131,611 | |
John Hancock Collateral Trust, 0.0455% (E)(F) | 12,724 | 127,328 |
State Street Institutional U.S. Government Money Market Fund, Premier Class, 0.0250% (E) | 1,004,283 | 1,004,283 |
Total investments (Multifactor Emerging Markets ETF) (Cost $577,172,170) - 100.1% | $702,576,181 | |
Other assets and liabilities, net - (0.1%) | (969,568) | |
Total net assets - 100.0% | $701,606,613 |
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 | |
KRW | Korean Won |
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 7-31-21. The value of securities on loan amounted to $4,254,847. In addition to the cash collateral invested in John Hancock Collateral Trust, non-cash collateral of $4,505,918 in the form of U.S. Treasuries was pledged to the fund. |
(D) | Security is valued using significant unobservable inputs and is classified as Level 3 in the fair value hierarchy. |
(E) | The rate shown is the annualized seven-day yield as of 7-31-21. |
(F) | Investment is an affiliate of the fund, the advisor and/or subadvisor. This security represents the investment of cash collateral received for securities lending. |
The fund had the following sector composition as a percentage of net assets on 7-31-21:
Financials | 21.4% |
Information technology | 18.9% |
Consumer discretionary | 13.6% |
Materials | 11.2% |
Communication services | 9.5% |
Consumer staples | 6.6% |
Energy | 5.9% |
MULTIFACTOR EMERGING MARKETS ETF (continued)
Industrials | 4.7% |
Health care | 4.1% |
Utilities | 2.5% |
Real estate | 1.6% |
TOTAL | 100.0% |
MULTIFACTOR ENERGY ETF
As of 7-31-21 (unaudited)
Shares or Principal Amount | Value | |
COMMON STOCKS – 99.8% | $21,628,334 | |
(Cost $23,827,684) | ||
Energy – 99.8% | 21,628,334 | |
Energy equipment and services – 13.5% | ||
Baker Hughes Company | 32,058 | 680,912 |
Halliburton Company | 35,542 | 735,009 |
NOV, Inc. (A) | 17,025 | 235,115 |
Schlumberger NV | 44,475 | 1,282,214 |
Oil, gas and consumable fuels – 86.3% | ||
APA Corp. | 12,953 | 242,869 |
Cabot Oil & Gas Corp. | 16,679 | 266,864 |
Cheniere Energy, Inc. (A) | 7,914 | 672,136 |
Chevron Corp. | 12,419 | 1,264,378 |
Cimarex Energy Company | 2,253 | 146,896 |
ConocoPhillips | 23,868 | 1,338,040 |
Continental Resources, Inc. | 4,622 | 157,841 |
Devon Energy Corp. | 22,272 | 575,508 |
Diamondback Energy, Inc. | 7,352 | 567,060 |
EOG Resources, Inc. | 19,228 | 1,400,952 |
EQT Corp. (A) | 12,846 | 236,238 |
Exxon Mobil Corp. | 22,831 | 1,314,381 |
Hess Corp. | 10,465 | 799,945 |
HollyFrontier Corp. | 6,686 | 196,568 |
Kinder Morgan, Inc. | 56,288 | 978,285 |
Marathon Oil Corp. | 54,240 | 628,642 |
Marathon Petroleum Corp. | 21,532 | 1,188,997 |
New Fortress Energy, Inc. | 1,699 | 51,497 |
Occidental Petroleum Corp. | 31,102 | 811,762 |
ONEOK, Inc. | 17,344 | 901,368 |
Ovintiv, Inc. | 14,718 | 377,664 |
Phillips 66 | 9,968 | 731,950 |
Pioneer Natural Resources Company | 6,264 | 910,598 |
Targa Resources Corp. | 9,280 | 390,781 |
Texas Pacific Land Corp. | 297 | 443,287 |
The Williams Companies, Inc. | 40,762 | 1,021,088 |
Valero Energy Corp. | 16,119 | 1,079,489 |
SEE NOTES TO FUNDS’ INVESTMENTS | QUARTERLY REPORT | JOHN HANCOCK MULTIFACTOR ETFS | 21 |
MULTIFACTOR ENERGY ETF (continued)
Shares or Principal Amount | Value | |
SHORT-TERM INVESTMENTS – 0.3% | $68,262 | |
(Cost $68,262) | ||
Short-term funds – 0.3% | 68,262 | |
State Street Institutional U.S. Government Money Market Fund, Premier Class, 0.0250% (B) | 68,262 | $68,262 |
Total investments (Multifactor Energy ETF) (Cost $23,895,946) 100.1% | $21,696,596 | |
Other assets and liabilities, net (0.1%) | (17,231) | |
Total net assets 100.0% | $21,679,365 |
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 7-31-21. |
MULTIFACTOR FINANCIALS ETF
As of 7-31-21 (unaudited)
Shares or Principal Amount | Value | |
COMMON STOCKS – 99.9% | $38,323,146 | |
(Cost $30,993,618) | ||
Financials – 83.4% | 31,999,515 | |
Banks – 24.7% | ||
Bank of America Corp. | 34,413 | 1,320,083 |
Bank OZK | 931 | 37,901 |
BOK Financial Corp. | 352 | 29,572 |
Citigroup, Inc. | 10,182 | 688,507 |
Citizens Financial Group, Inc. | 6,363 | 268,264 |
Comerica, Inc. | 2,084 | 143,087 |
Commerce Bancshares, Inc. | 1,559 | 110,268 |
Cullen/Frost Bankers, Inc. | 767 | 82,314 |
East West Bancorp, Inc. | 2,003 | 142,513 |
Fifth Third Bancorp | 10,841 | 393,420 |
First Citizens BancShares, Inc., Class A | 73 | 57,129 |
First Financial Bankshares, Inc. | 1,644 | 80,293 |
First Horizon Corp. | 7,123 | 110,050 |
First Republic Bank | 2,063 | 402,326 |
Huntington Bancshares, Inc. | 18,191 | 256,129 |
JPMorgan Chase & Co. | 9,246 | 1,403,358 |
KeyCorp | 14,555 | 286,151 |
M&T Bank Corp. | 1,606 | 214,963 |
People’s United Financial, Inc. | 5,323 | 83,571 |
Pinnacle Financial Partners, Inc. | 565 | 50,630 |
Popular, Inc. | 714 | 51,951 |
Prosperity Bancshares, Inc. | 1,163 | 79,305 |
Regions Financial Corp. | 13,434 | 258,605 |
Signature Bank | 746 | 169,320 |
South State Corp. | 535 | 36,829 |
SVB Financial Group (A) | 690 | 379,472 |
Synovus Financial Corp. | 1,078 | 44,090 |
MULTIFACTOR FINANCIALS ETF (continued)
Shares or Principal Amount | Value | |
Financials (continued) | ||
Banks (continued) | ||
The PNC Financial Services Group, Inc. | 2,595 | $473,354 |
Truist Financial Corp. | 6,866 | 373,716 |
U.S. Bancorp | 8,210 | 455,983 |
Wells Fargo & Company | 15,783 | 725,071 |
Western Alliance Bancorp | 1,391 | 129,113 |
Zions Bancorp NA | 2,647 | 138,041 |
Capital markets – 24.7% | ||
Affiliated Managers Group, Inc. | 318 | 50,384 |
Ameriprise Financial, Inc. | 1,750 | 450,730 |
Apollo Global Management, Inc. (B) | 1,383 | 81,403 |
Ares Management Corp., Class A | 889 | 63,661 |
BlackRock, Inc. | 577 | 500,357 |
Cboe Global Markets, Inc. | 1,331 | 157,684 |
CME Group, Inc. | 1,717 | 364,227 |
FactSet Research Systems, Inc. | 512 | 182,927 |
Franklin Resources, Inc. | 4,218 | 124,642 |
Interactive Brokers Group, Inc., Class A | 867 | 53,633 |
Intercontinental Exchange, Inc. | 3,132 | 375,308 |
Invesco, Ltd. | 5,960 | 145,305 |
Janus Henderson Group PLC | 1,987 | 83,136 |
Jefferies Financial Group, Inc. | 3,219 | 106,839 |
KKR & Company, Inc. | 3,706 | 236,295 |
LPL Financial Holdings, Inc. | 1,172 | 165,299 |
MarketAxess Holdings, Inc. | 433 | 205,749 |
Moody’s Corp. | 1,034 | 388,784 |
Morgan Stanley | 7,630 | 732,327 |
Morningstar, Inc. | 303 | 76,547 |
MSCI, Inc. | 805 | 479,748 |
Nasdaq, Inc. | 1,459 | 272,439 |
Northern Trust Corp. | 2,850 | 321,623 |
Raymond James Financial, Inc. | 1,747 | 226,202 |
S&P Global, Inc. | 1,006 | 431,292 |
SEI Investments Company | 2,005 | 121,904 |
State Street Corp. | 5,068 | 441,626 |
Stifel Financial Corp. | 906 | 60,285 |
T. Rowe Price Group, Inc. | 2,927 | 597,576 |
The Bank of New York Mellon Corp. | 6,423 | 329,693 |
The Blackstone Group, Inc. | 3,647 | 420,390 |
The Charles Schwab Corp. | 6,921 | 470,282 |
The Goldman Sachs Group, Inc. | 1,776 | 665,787 |
Tradeweb Markets, Inc., Class A | 624 | 54,120 |
Virtu Financial, Inc., Class A | 695 | 17,889 |
Consumer finance – 6.9% | ||
Ally Financial, Inc. | 7,225 | 371,076 |
American Express Company | 2,754 | 469,640 |
Capital One Financial Corp. | 3,472 | 561,422 |
Credit Acceptance Corp. (A)(B) | 160 | 77,563 |
Discover Financial Services | 4,162 | 517,420 |
OneMain Holdings, Inc. | 1,446 | 88,206 |
22 | JOHN HANCOCK MULTIFACTOR ETFS | QUARTERLY REPORT | SEE NOTES TO FUNDS’ INVESTMENTS |
MULTIFACTOR FINANCIALS ETF (continued)
Shares or Principal Amount | Value | |
Financials (continued) | ||
Consumer finance (continued) | ||
Santander Consumer USA Holdings, Inc. | 1,688 | $69,259 |
SLM Corp. | 3,107 | 58,505 |
Synchrony Financial | 9,051 | 425,578 |
Diversified financial services – 4.6% | ||
Berkshire Hathaway, Inc., Class B (A) | 5,382 | 1,497,753 |
Equitable Holdings, Inc. | 4,936 | 152,374 |
Voya Financial, Inc. | 2,010 | 129,444 |
Insurance – 22.3% | ||
Aflac, Inc. | 7,244 | 398,420 |
Alleghany Corp. (A) | 183 | 121,347 |
American Financial Group, Inc. | 1,053 | 133,194 |
American International Group, Inc. | 8,602 | 407,305 |
Aon PLC, Class A | 1,441 | 374,703 |
Arch Capital Group, Ltd. (A) | 4,220 | 164,580 |
Arthur J. Gallagher & Company | 2,372 | 330,443 |
Assurant, Inc. | 785 | 123,881 |
Athene Holding, Ltd., Class A (A) | 2,422 | 156,510 |
Brown & Brown, Inc. | 3,193 | 173,699 |
Chubb, Ltd. | 1,981 | 334,274 |
Cincinnati Financial Corp. | 1,967 | 231,870 |
CNA Financial Corp. | 428 | 18,836 |
Erie Indemnity Company, Class A | 372 | 68,779 |
Everest Re Group, Ltd. | 529 | 133,747 |
Fidelity National Financial, Inc. | 4,265 | 190,262 |
First American Financial Corp. | 1,758 | 118,331 |
Globe Life, Inc. | 1,459 | 135,847 |
Kemper Corp. | 888 | 58,617 |
Lemonade, Inc. (A)(B) | 206 | 17,934 |
Lincoln National Corp. | 2,699 | 166,312 |
Loews Corp. | 3,366 | 180,519 |
Markel Corp. (A) | 146 | 176,101 |
Marsh & McLennan Companies, Inc. | 3,368 | 495,837 |
MetLife, Inc. | 5,149 | 297,097 |
Old Republic International Corp. | 4,001 | 98,665 |
Primerica, Inc. | 589 | 86,124 |
Principal Financial Group, Inc. | 3,861 | 239,884 |
Prudential Financial, Inc. | 4,436 | 444,842 |
Reinsurance Group of America, Inc. | 923 | 101,696 |
RenaissanceRe Holdings, Ltd. | 555 | 84,743 |
The Allstate Corp. | 4,412 | 573,781 |
The Hartford Financial Services Group, Inc. | 6,530 | 415,439 |
The Progressive Corp. | 3,901 | 371,219 |
The Travelers Companies, Inc. | 3,986 | 593,595 |
Unum Group | 3,157 | 86,502 |
W.R. Berkley Corp. | 1,866 | 136,535 |
Willis Towers Watson PLC | 1,537 | 316,745 |
Thrifts and mortgage finance – 0.2% | ||
New York Community Bancorp, Inc. | 6,107 | 71,940 |
Rocket Companies, Inc., Class A (B) | 525 | 9,051 |
MULTIFACTOR FINANCIALS ETF (continued)
Shares or Principal Amount | Value | |
Financials (continued) | ||
Thrifts and mortgage finance (continued) | ||
TFS Financial Corp. | 544 | $10,597 |
Industrials – 1.9% | 707,887 | |
Professional services – 1.9% | ||
Dun & Bradstreet Holdings, Inc. (A) | 1,538 | 32,236 |
Equifax, Inc. | 1,475 | 384,385 |
TransUnion | 2,426 | 291,266 |
Information technology – 14.6% | 5,615,744 | |
IT services – 14.6% | ||
Affirm Holdings, Inc. (A) | 103 | 5,801 |
Euronet Worldwide, Inc. (A) | 578 | 82,550 |
Fidelity National Information Services, Inc. | 1,992 | 296,908 |
Fiserv, Inc. (A) | 1,891 | 217,673 |
FleetCor Technologies, Inc. (A) | 1,130 | 291,789 |
Global Payments, Inc. | 1,495 | 289,148 |
Jack Henry & Associates, Inc. | 918 | 159,815 |
Mastercard, Inc., Class A | 3,248 | 1,253,533 |
PayPal Holdings, Inc. (A) | 4,077 | 1,123,336 |
Shift4 Payments, Inc., Class A (A) | 143 | 12,754 |
Square, Inc., Class A (A) | 870 | 215,116 |
The Western Union Company | 4,841 | 112,360 |
Visa, Inc., Class A | 5,899 | 1,453,455 |
WEX, Inc. (A) | 535 | 101,506 |
SHORT-TERM INVESTMENTS – 0.2% | $81,872 | |
(Cost $81,868) | ||
Short-term funds – 0.2% | 81,872 | |
John Hancock Collateral Trust, 0.0455% (C)(D) | 1,624 | 16,249 |
State Street Institutional U.S. Government Money Market Fund, Premier Class, 0.0250% (C) | 65,623 | 65,623 |
Total investments (Multifactor Financials ETF) (Cost $31,075,486) 100.1% | $38,405,018 | |
Other assets and liabilities, net (0.1%) | (37,751) | |
Total net assets 100.0% | $38,367,267 |
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 7-31-21. The value of securities on loan amounted to $164,904. In addition to the cash collateral invested in John Hancock Collateral Trust, non-cash collateral of $153,821 in the form of U.S. Treasuries was pledged to the fund. |
(C) | The rate shown is the annualized seven-day yield as of 7-31-21. |
(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 | 23 |
MULTIFACTOR HEALTHCARE ETF
As of 7-31-21 (unaudited)
Shares or Principal Amount | Value | |
COMMON STOCKS – 99.9% | $53,818,430 | |
(Cost $41,370,989) | ||
Consumer discretionary – 0.5% | 271,457 | |
Diversified consumer services – 0.5% | ||
Service Corp. International | 4,344 | 271,457 |
Health care – 99.4% | 53,546,973 | |
Biotechnology – 15.1% | ||
AbbVie, Inc. | 10,278 | 1,195,331 |
ACADIA Pharmaceuticals, Inc. (A) | 1,274 | 27,557 |
Acceleron Pharma, Inc. (A) | 569 | 71,159 |
Allakos, Inc. (A) | 301 | 23,948 |
Alnylam Pharmaceuticals, Inc. (A) | 1,417 | 253,558 |
Amgen, Inc. | 3,788 | 914,954 |
Arrowhead Pharmaceuticals, Inc. (A) | 879 | 60,906 |
Beam Therapeutics, Inc. (A) | 262 | 24,104 |
Biogen, Inc. (A) | 2,092 | 683,519 |
BioMarin Pharmaceutical, Inc. (A) | 3,017 | 231,494 |
Blueprint Medicines Corp. (A) | 887 | 77,941 |
Bridgebio Pharma, Inc. (A) | 928 | 49,602 |
CRISPR Therapeutics AG (A) | 676 | 81,810 |
Denali Therapeutics, Inc. (A) | 802 | 40,926 |
Emergent BioSolutions, Inc. (A) | 643 | 42,374 |
Exact Sciences Corp. (A) | 1,795 | 193,573 |
Exelixis, Inc. (A) | 6,793 | 114,462 |
Fate Therapeutics, Inc. (A) | 578 | 47,858 |
Gilead Sciences, Inc. | 11,482 | 784,106 |
Halozyme Therapeutics, Inc. (A) | 1,339 | 55,341 |
Horizon Therapeutics PLC (A) | 3,794 | 379,476 |
Incyte Corp. (A) | 2,597 | 200,878 |
Invitae Corp. (A)(B) | 1,561 | 43,692 |
Ionis Pharmaceuticals, Inc. (A) | 1,726 | 64,104 |
Iovance Biotherapeutics, Inc. (A) | 1,425 | 31,735 |
Kodiak Sciences, Inc. (A) | 219 | 18,361 |
Mirati Therapeutics, Inc. (A) | 420 | 67,225 |
Moderna, Inc. (A) | 1,860 | 657,696 |
Natera, Inc. (A) | 670 | 76,728 |
Neurocrine Biosciences, Inc. (A) | 1,169 | 108,962 |
Novavax, Inc. (A) | 536 | 96,121 |
Regeneron Pharmaceuticals, Inc. (A) | 656 | 376,944 |
Sarepta Therapeutics, Inc. (A) | 847 | 57,410 |
Seagen, Inc. (A) | 1,696 | 260,149 |
TG Therapeutics, Inc. (A) | 884 | 30,931 |
Turning Point Therapeutics, Inc. (A) | 315 | 20,103 |
Twist Bioscience Corp. (A) | 361 | 44,421 |
Ultragenyx Pharmaceutical, Inc. (A) | 645 | 51,490 |
United Therapeutics Corp. (A) | 1,170 | 212,858 |
Vertex Pharmaceuticals, Inc. (A) | 1,615 | 325,552 |
Vir Biotechnology, Inc. (A) | 638 | 22,745 |
Health care equipment and supplies – 24.9% | ||
Abbott Laboratories | 10,161 | 1,229,278 |
MULTIFACTOR HEALTHCARE ETF (continued)
Shares or Principal Amount | Value | |
Health care (continued) | ||
Health care equipment and supplies (continued) | ||
ABIOMED, Inc. (A) | 610 | $199,555 |
Align Technology, Inc. (A) | 498 | 346,508 |
Baxter International, Inc. | 5,212 | 403,148 |
Becton, Dickinson and Company | 2,729 | 697,942 |
Boston Scientific Corp. (A) | 12,643 | 576,521 |
Danaher Corp. | 3,503 | 1,042,107 |
Dentsply Sirona, Inc. | 4,607 | 304,246 |
DexCom, Inc. (A) | 1,001 | 516,026 |
Edwards Lifesciences Corp. (A) | 4,743 | 532,497 |
Envista Holdings Corp. (A) | 2,592 | 111,663 |
Globus Medical, Inc., Class A (A) | 1,735 | 144,300 |
Haemonetics Corp. (A) | 828 | 50,334 |
Hill-Rom Holdings, Inc. | 1,717 | 237,736 |
Hologic, Inc. (A) | 6,031 | 452,566 |
IDEXX Laboratories, Inc. (A) | 816 | 553,680 |
Insulet Corp. (A) | 803 | 224,591 |
Integra LifeSciences Holdings Corp. (A) | 1,265 | 91,573 |
Intuitive Surgical, Inc. (A) | 560 | 555,218 |
Masimo Corp. (A) | 857 | 233,438 |
Medtronic PLC | 8,070 | 1,059,672 |
Nevro Corp. (A) | 308 | 47,740 |
Novocure, Ltd. (A) | 845 | 130,138 |
Penumbra, Inc. (A) | 342 | 91,051 |
Quidel Corp. (A) | 757 | 107,093 |
ResMed, Inc. | 2,629 | 714,562 |
STERIS PLC | 1,696 | 369,643 |
Stryker Corp. | 1,711 | 463,578 |
Tandem Diabetes Care, Inc. (A) | 575 | 62,485 |
Teleflex, Inc. | 793 | 315,162 |
The Cooper Companies, Inc. | 1,001 | 422,192 |
West Pharmaceutical Services, Inc. | 1,209 | 497,782 |
Zimmer Biomet Holdings, Inc. | 3,839 | 627,369 |
Health care providers and services – 23.1% | ||
1Life Healthcare, Inc. (A) | 786 | 21,253 |
Amedisys, Inc. (A) | 542 | 141,256 |
AmerisourceBergen Corp. | 2,421 | 295,774 |
Anthem, Inc. | 2,770 | 1,063,708 |
Cardinal Health, Inc. | 6,344 | 376,707 |
Centene Corp. (A) | 8,820 | 605,140 |
Chemed Corp. | 320 | 152,326 |
Cigna Corp. | 3,613 | 829,147 |
CVS Health Corp. | 10,287 | 847,237 |
DaVita, Inc. (A) | 1,913 | 230,038 |
Encompass Health Corp. | 2,598 | 216,284 |
Guardant Health, Inc. (A) | 900 | 98,820 |
HCA Healthcare, Inc. | 2,263 | 561,677 |
HealthEquity, Inc. (A) | 1,064 | 78,715 |
Henry Schein, Inc. (A) | 3,466 | 277,800 |
Humana, Inc. | 1,677 | 714,167 |
24 | 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 providers and services (continued) | ||
Laboratory Corp. of America Holdings (A) | 2,263 | $670,187 |
LHC Group, Inc. (A) | 454 | 97,692 |
McKesson Corp. | 2,395 | 488,173 |
Molina Healthcare, Inc. (A) | 1,596 | 435,724 |
Oak Street Health, Inc. (A) | 198 | 12,482 |
Quest Diagnostics, Inc. | 3,503 | 496,725 |
R1 RCM, Inc. (A) | 3,357 | 71,873 |
Tenet Healthcare Corp. (A) | 1,079 | 77,515 |
UnitedHealth Group, Inc. | 7,792 | 3,212,018 |
Universal Health Services, Inc., Class B | 2,166 | 347,448 |
Health care technology – 2.6% | ||
American Well Corp., Class A (A) | 463 | 5,394 |
Cerner Corp. | 7,293 | 586,284 |
Change Healthcare, Inc. (A) | 3,656 | 79,372 |
Inspire Medical Systems, Inc. (A) | 200 | 36,632 |
Omnicell, Inc. (A) | 438 | 64,167 |
Schrodinger, Inc. (A) | 411 | 27,812 |
Teladoc Health, Inc. (A)(B) | 1,998 | 296,603 |
Veeva Systems, Inc., Class A (A) | 942 | 313,413 |
Life sciences tools and services – 13.6% | ||
10X Genomics, Inc., Class A (A) | 628 | 115,068 |
Adaptive Biotechnologies Corp. (A) | 1,179 | 43,222 |
Agilent Technologies, Inc. | 5,000 | 766,150 |
Avantor, Inc. (A) | 9,321 | 350,283 |
Bio-Rad Laboratories, Inc., Class A (A) | 442 | 326,863 |
Bio-Techne Corp. | 657 | 316,832 |
Bruker Corp. | 2,379 | 195,673 |
Charles River Laboratories International, Inc. (A) | 947 | 385,353 |
Illumina, Inc. (A) | 1,091 | 540,863 |
IQVIA Holdings, Inc. (A) | 3,661 | 906,830 |
Medpace Holdings, Inc. (A) | 411 | 72,311 |
Mettler-Toledo International, Inc. (A) | 428 | 630,748 |
NeoGenomics, Inc. (A) | 1,133 | 52,231 |
Pacific Biosciences of California, Inc. (A) | 1,360 | 43,724 |
PerkinElmer, Inc. | 2,291 | 417,489 |
PPD, Inc. (A) | 1,379 | 63,599 |
Repligen Corp. (A) | 647 | 158,968 |
Sotera Health Company (A) | 544 | 12,893 |
Syneos Health, Inc. (A) | 1,598 | 143,293 |
Thermo Fisher Scientific, Inc. | 2,588 | 1,397,546 |
Waters Corp. (A) | 995 | 387,861 |
Pharmaceuticals – 20.1% | ||
Atea Pharmaceuticals, Inc. (A)(B) | 94 | 2,354 |
Bristol-Myers Squibb Company | 15,828 | 1,074,246 |
Catalent, Inc. (A) | 3,297 | 395,014 |
Elanco Animal Health, Inc. (A) | 7,763 | 283,117 |
Eli Lilly & Company | 5,053 | 1,230,406 |
Jazz Pharmaceuticals PLC (A) | 1,400 | 237,328 |
Johnson & Johnson | 17,785 | 3,062,577 |
MULTIFACTOR HEALTHCARE ETF (continued)
Shares or Principal Amount | Value | |
Health care (continued) | ||
Pharmaceuticals (continued) | ||
Merck & Company, Inc. | 19,202 | $1,476,058 |
Organon & Company (A) | 2,997 | 86,943 |
Perrigo Company PLC | 2,562 | 123,053 |
Pfizer, Inc. | 39,518 | 1,691,766 |
Royalty Pharma PLC, Class A | 4,363 | 166,667 |
Viatris, Inc. | 17,166 | 241,526 |
Zoetis, Inc. | 3,873 | 785,057 |
SHORT-TERM INVESTMENTS – 0.2% | $84,059 | |
(Cost $84,059) | ||
Short-term funds – 0.2% | 84,059 | |
State Street Institutional U.S. Government Money Market Fund, Premier Class, 0.0250% (C) | 84,059 | 84,059 |
Total investments (Multifactor Healthcare ETF) (Cost $41,455,048) 100.1% | $53,902,489 | |
Other assets and liabilities, net (0.1%) | (59,093) | |
Total net assets 100.0% | $53,843,396 |
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 7-31-21. The value of securities on loan amounted to $290,500. In addition to the cash collateral invested in John Hancock Collateral Trust, non-cash collateral of $312,225 in the form of U.S. Treasuries was pledged to the fund. |
(C) | The rate shown is the annualized seven-day yield as of 7-31-21. |
MULTIFACTOR INDUSTRIALS ETF
As of 7-31-21 (unaudited)
Shares or Principal Amount | Value | |
COMMON STOCKS – 99.9% | $24,259,845 | |
(Cost $21,892,683) | ||
Consumer discretionary – 8.5% | 2,073,998 | |
Auto components – 2.3% | ||
Aptiv PLC (A) | 1,088 | 181,533 |
Autoliv, Inc. | 777 | 78,384 |
BorgWarner, Inc. | 2,323 | 113,781 |
Gentex Corp. | 2,377 | 80,889 |
Lear Corp. | 576 | 100,788 |
Distributors – 0.7% | ||
Pool Corp. | 341 | 162,937 |
Hotels, restaurants and leisure – 0.3% | ||
Aramark | 2,536 | 89,090 |
Household durables – 5.2% | ||
D.R. Horton, Inc. | 3,616 | 345,075 |
Leggett & Platt, Inc. | 1,856 | 89,144 |
Lennar Corp., A Shares | 2,507 | 263,611 |
Lennar Corp., B Shares | 126 | 10,880 |
SEE NOTES TO FUNDS’ INVESTMENTS | QUARTERLY REPORT | JOHN HANCOCK MULTIFACTOR ETFS | 25 |
MULTIFACTOR INDUSTRIALS ETF (continued)
Shares or Principal Amount | Value | |
Consumer discretionary (continued) | ||
Household durables (continued) | ||
Mohawk Industries, Inc. (A) | 401 | $78,155 |
NVR, Inc. (A) | 38 | 198,459 |
PulteGroup, Inc. | 2,792 | 153,197 |
Toll Brothers, Inc. | 1,111 | 65,849 |
TopBuild Corp. (A) | 307 | 62,226 |
Industrials – 82.0% | 19,908,329 | |
Aerospace and defense – 10.8% | ||
Axon Enterprise, Inc. (A) | 378 | 70,316 |
BWX Technologies, Inc. | 862 | 49,505 |
General Dynamics Corp. | 1,162 | 227,787 |
HEICO Corp. | 281 | 38,005 |
HEICO Corp., Class A | 534 | 64,769 |
Howmet Aerospace, Inc. (A) | 2,572 | 84,413 |
Huntington Ingalls Industries, Inc. | 432 | 88,616 |
L3Harris Technologies, Inc. | 743 | 168,468 |
Lockheed Martin Corp. | 752 | 279,496 |
Northrop Grumman Corp. | 781 | 283,519 |
Raytheon Technologies Corp. | 4,804 | 417,708 |
Teledyne Technologies, Inc. (A) | 340 | 153,942 |
Textron, Inc. | 2,329 | 160,724 |
The Boeing Company (A) | 1,315 | 297,821 |
TransDigm Group, Inc. (A) | 346 | 221,817 |
Virgin Galactic Holdings, Inc. (A) | 620 | 18,594 |
Air freight and logistics – 5.2% | ||
C.H. Robinson Worldwide, Inc. | 1,297 | 115,653 |
Expeditors International of Washington, Inc. | 1,634 | 209,561 |
FedEx Corp. | 1,303 | 364,775 |
United Parcel Service, Inc., Class B | 2,186 | 418,313 |
XPO Logistics, Inc. (A) | 1,070 | 148,398 |
Airlines – 1.0% | ||
Alaska Air Group, Inc. (A) | 408 | 23,676 |
American Airlines Group, Inc. (A) | 1,296 | 26,412 |
Delta Air Lines, Inc. (A) | 1,191 | 47,521 |
JetBlue Airways Corp. (A) | 537 | 7,942 |
Southwest Airlines Company (A) | 1,556 | 78,609 |
United Airlines Holdings, Inc. (A) | 1,042 | 48,682 |
Building products – 6.8% | ||
A.O. Smith Corp. | 1,200 | 84,396 |
Advanced Drainage Systems, Inc. | 319 | 38,947 |
Builders FirstSource, Inc. (A) | 1,366 | 60,787 |
Carrier Global Corp. | 8,858 | 489,405 |
Johnson Controls International PLC | 3,610 | 257,826 |
Lennox International, Inc. | 270 | 88,946 |
Masco Corp. | 2,183 | 130,347 |
Trane Technologies PLC | 2,090 | 425,545 |
Trex Company, Inc. (A) | 901 | 87,487 |
Commercial services and supplies – 4.3% | ||
ADT, Inc. | 2,223 | 23,319 |
MULTIFACTOR INDUSTRIALS ETF (continued)
Shares or Principal Amount | Value | |
Industrials (continued) | ||
Commercial services and supplies (continued) | ||
Cintas Corp. | 587 | $231,384 |
IAA, Inc. (A) | 1,118 | 67,617 |
MSA Safety, Inc. | 281 | 46,219 |
Republic Services, Inc. | 2,170 | 256,841 |
Stericycle, Inc. (A) | 798 | 56,299 |
Tetra Tech, Inc. | 425 | 56,746 |
Waste Management, Inc. | 2,135 | 316,535 |
Construction and engineering – 1.7% | ||
AECOM (A) | 1,576 | 99,225 |
EMCOR Group, Inc. | 681 | 82,953 |
MasTec, Inc. (A) | 485 | 49,097 |
Quanta Services, Inc. | 1,457 | 132,441 |
WillScot Mobile Mini Holdings Corp. (A) | 1,685 | 48,376 |
Electrical equipment – 7.3% | ||
AMETEK, Inc. | 2,327 | 323,569 |
Eaton Corp. PLC | 2,057 | 325,109 |
Emerson Electric Company | 3,110 | 313,768 |
Generac Holdings, Inc. (A) | 490 | 205,486 |
Hubbell, Inc. | 586 | 117,470 |
Regal Beloit Corp. | 350 | 51,531 |
Rockwell Automation, Inc. | 1,092 | 335,703 |
Shoals Technologies Group, Inc., Class A (A) | 447 | 13,003 |
Sunrun, Inc. (A) | 1,493 | 79,084 |
Industrial conglomerates – 6.2% | ||
3M Company | 2,032 | 402,214 |
Carlisle Companies, Inc. | 582 | 117,704 |
General Electric Company | 24,410 | 316,110 |
Honeywell International, Inc. | 2,055 | 480,438 |
Roper Technologies, Inc. | 371 | 182,287 |
Machinery – 21.3% | ||
AGCO Corp. | 666 | 87,985 |
Caterpillar, Inc. | 2,026 | 418,876 |
Colfax Corp. (A) | 790 | 36,245 |
Cummins, Inc. | 1,535 | 356,274 |
Deere & Company | 951 | 343,872 |
Donaldson Company, Inc. | 1,293 | 85,584 |
Dover Corp. | 1,400 | 233,968 |
Fortive Corp. | 2,592 | 188,335 |
Graco, Inc. | 1,677 | 130,940 |
IDEX Corp. | 712 | 161,403 |
Illinois Tool Works, Inc. | 1,363 | 308,951 |
Ingersoll Rand, Inc. (A) | 3,236 | 158,143 |
ITT, Inc. | 1,055 | 103,295 |
Lincoln Electric Holdings, Inc. | 670 | 93,418 |
Nordson Corp. | 490 | 110,804 |
Oshkosh Corp. | 866 | 103,530 |
Otis Worldwide Corp. | 2,931 | 262,471 |
PACCAR, Inc. | 3,695 | 306,648 |
Parker-Hannifin Corp. | 1,247 | 389,101 |
26 | JOHN HANCOCK MULTIFACTOR ETFS | QUARTERLY REPORT | SEE NOTES TO FUNDS’ INVESTMENTS |
MULTIFACTOR INDUSTRIALS ETF (continued)
Shares or Principal Amount | Value | |
Industrials (continued) | ||
Machinery (continued) | ||
Pentair PLC | 1,670 | $123,029 |
Rexnord Corp. | 977 | 55,034 |
Snap-on, Inc. | 604 | 131,660 |
Stanley Black & Decker, Inc. | 1,552 | 305,822 |
The Middleby Corp. (A) | 607 | 116,234 |
The Timken Company | 685 | 54,458 |
The Toro Company | 971 | 110,442 |
Wabtec Corp. | 1,535 | 130,275 |
Woodward, Inc. | 540 | 65,642 |
Xylem, Inc. | 1,505 | 189,404 |
Professional services – 5.1% | ||
CACI International, Inc., Class A (A) | 266 | 71,011 |
Exponent, Inc. | 286 | 30,628 |
IHS Markit, Ltd. | 2,841 | 331,942 |
Jacobs Engineering Group, Inc. | 1,263 | 170,821 |
Leidos Holdings, Inc. | 1,326 | 141,113 |
ManpowerGroup, Inc. | 605 | 71,741 |
Robert Half International, Inc. | 1,252 | 122,959 |
Science Applications International Corp. | 481 | 41,991 |
TriNet Group, Inc. (A) | 577 | 47,879 |
Verisk Analytics, Inc. | 1,102 | 209,314 |
Road and rail – 8.6% | ||
AMERCO | 122 | 71,731 |
CSX Corp. | 11,094 | 358,558 |
J.B. Hunt Transport Services, Inc. | 1,037 | 174,683 |
Kansas City Southern | 888 | 237,806 |
Knight-Swift Transportation Holdings, Inc. | 1,322 | 65,690 |
Landstar System, Inc. | 438 | 68,766 |
Norfolk Southern Corp. | 1,286 | 331,569 |
Old Dominion Freight Line, Inc. | 945 | 254,347 |
Saia, Inc. (A) | 154 | 34,804 |
Union Pacific Corp. | 2,241 | 490,241 |
Trading companies and distributors – 3.7% | ||
Air Lease Corp. | 1,115 | 47,231 |
Fastenal Company | 4,491 | 245,972 |
United Rentals, Inc. (A) | 1,086 | 357,891 |
W.W. Grainger, Inc. | 417 | 185,390 |
Watsco, Inc. | 259 | 73,152 |
Information technology – 9.4% | 2,277,518 | |
Electronic equipment, instruments and components – 1.6% | ||
Arrow Electronics, Inc. (A) | 808 | 95,805 |
CDW Corp. | 1,256 | 230,288 |
Vontier Corp. | 1,682 | 54,413 |
IT services – 6.8% | ||
Accenture PLC, Class A | 2,049 | 650,924 |
Automatic Data Processing, Inc. | 1,646 | 345,051 |
Broadridge Financial Solutions, Inc. | 1,035 | 179,562 |
Genpact, Ltd. | 1,718 | 85,574 |
MULTIFACTOR INDUSTRIALS ETF (continued)
Shares or Principal Amount | Value | |
Information technology (continued) | ||
IT services (continued) | ||
Globant SA (A) | 144 | $34,439 |
MAXIMUS, Inc. | 577 | 51,353 |
Paychex, Inc. | 2,778 | 316,192 |
Semiconductors and semiconductor equipment – 0.6% | ||
Enphase Energy, Inc. (A) | 783 | 148,457 |
Software – 0.4% | ||
Black Knight, Inc. (A) | 1,032 | 85,460 |
SHORT-TERM INVESTMENTS – 0.4% | $87,922 | |
(Cost $87,922) | ||
Short-term funds – 0.4% | 87,922 | |
State Street Institutional U.S. Government Money Market Fund, Premier Class, 0.0250% (B) | 87,922 | 87,922 |
Total investments (Multifactor Industrials ETF) (Cost $21,980,605) 100.3% | $24,347,767 | |
Other assets and liabilities, net (0.3%) | (75,531) | |
Total net assets 100.0% | $24,272,236 |
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 7-31-21. |
MULTIFACTOR LARGE CAP ETF
As of 7-31-21 (unaudited)
Shares or Principal Amount | Value | |
COMMON STOCKS – 99.9% | $736,517,200 | |
(Cost $554,065,081) | ||
Communication services – 8.6% | 63,406,057 | |
Diversified telecommunication services – 1.0% | ||
AT&T, Inc. | 106,475 | 2,986,624 |
Lumen Technologies, Inc. | 56,064 | 699,118 |
Verizon Communications, Inc. | 67,241 | 3,750,703 |
Entertainment – 1.4% | ||
Activision Blizzard, Inc. | 14,331 | 1,198,358 |
Electronic Arts, Inc. | 6,725 | 968,131 |
Liberty Media Corp.-Liberty Formula One, Series A (A) | 806 | 33,417 |
Liberty Media Corp.-Liberty Formula One, Series C (A) | 6,592 | 309,363 |
Live Nation Entertainment, Inc. (A) | 4,204 | 331,654 |
Netflix, Inc. (A) | 4,474 | 2,315,608 |
Roku, Inc. (A) | 1,561 | 668,592 |
Spotify Technology SA (A) | 957 | 218,837 |
Take-Two Interactive Software, Inc. (A) | 3,217 | 557,892 |
The Walt Disney Company (A) | 21,529 | 3,789,535 |
Warner Music Group Corp., Class A | 1,794 | 67,795 |
SEE NOTES TO FUNDS’ INVESTMENTS | QUARTERLY REPORT | JOHN HANCOCK MULTIFACTOR ETFS | 27 |
MULTIFACTOR LARGE CAP ETF (continued)
Shares or Principal Amount | Value | |
Communication services (continued) | ||
Entertainment (continued) | ||
Zynga, Inc., Class A (A) | 19,644 | $198,404 |
Interactive media and services – 4.1% | ||
Alphabet, Inc., Class A (A) | 5,217 | 14,057,363 |
Alphabet, Inc., Class C (A) | 945 | 2,555,677 |
Angi, Inc. (A) | 967 | 11,130 |
Facebook, Inc., Class A (A) | 28,977 | 10,324,505 |
InterActiveCorp (A) | 2,821 | 387,295 |
Match Group, Inc. (A) | 4,962 | 790,298 |
Pinterest, Inc., Class A (A) | 4,934 | 290,613 |
Snap, Inc., Class A (A) | 9,734 | 724,404 |
Twitter, Inc. (A) | 10,947 | 763,553 |
Vimeo, Inc. (A) | 4,801 | 215,085 |
Zillow Group, Inc., Class A (A) | 763 | 81,740 |
Zillow Group, Inc., Class C (A) | 1,988 | 211,245 |
ZoomInfo Technologies, Inc., Class A (A) | 940 | 50,525 |
Media – 1.9% | ||
Altice USA, Inc., Class A (A) | 9,121 | 280,288 |
Cable One, Inc. | 118 | 222,783 |
Charter Communications, Inc., Class A (A) | 2,969 | 2,209,084 |
Comcast Corp., Class A | 84,811 | 4,989,431 |
Discovery, Inc., Series A (A) | 10,374 | 300,950 |
Discovery, Inc., Series C (A) | 9,907 | 268,579 |
DISH Network Corp., Class A (A) | 9,040 | 378,686 |
Fox Corp., Class A | 11,377 | 405,704 |
Fox Corp., Class B | 4,379 | 145,558 |
Liberty Broadband Corp., Series A (A) | 515 | 88,410 |
Liberty Broadband Corp., Series C (A) | 6,188 | 1,098,308 |
Liberty Media Corp.-Liberty SiriusXM, Series A (A) | 4,751 | 221,824 |
Liberty Media Corp.-Liberty SiriusXM, Series C (A) | 3,382 | 156,248 |
News Corp., Class A | 13,122 | 323,195 |
News Corp., Class B | 3,787 | 89,032 |
Omnicom Group, Inc. | 11,477 | 835,755 |
Sirius XM Holdings, Inc. (B) | 35,450 | 229,362 |
The Interpublic Group of Companies, Inc. | 20,770 | 734,427 |
The New York Times Company, Class A | 2,101 | 91,982 |
ViacomCBS, Inc., Class A | 239 | 10,643 |
ViacomCBS, Inc., Class B | 13,911 | 569,377 |
Wireless telecommunication services – 0.2% | ||
T-Mobile US, Inc. (A) | 8,325 | 1,198,967 |
Consumer discretionary – 11.5% | 84,912,989 | |
Auto components – 0.3% | ||
Aptiv PLC (A) | 5,556 | 927,019 |
Autoliv, Inc. | 3,644 | 367,607 |
BorgWarner, Inc. | 8,858 | 433,865 |
Gentex Corp. | 9,241 | 314,471 |
Lear Corp. | 3,109 | 544,013 |
MULTIFACTOR LARGE CAP ETF (continued)
Shares or Principal Amount | Value | |
Consumer discretionary (continued) | ||
Automobiles – 0.9% | ||
Ford Motor Company (A) | 70,754 | $987,018 |
General Motors Company (A) | 24,795 | 1,409,348 |
Tesla, Inc. (A) | 5,954 | 4,091,589 |
Distributors – 0.3% | ||
Genuine Parts Company | 6,092 | 773,197 |
LKQ Corp. (A) | 10,088 | 511,966 |
Pool Corp. | 1,251 | 597,753 |
Diversified consumer services – 0.1% | ||
Bright Horizons Family Solutions, Inc. (A) | 1,752 | 261,924 |
Chegg, Inc. (A) | 1,851 | 164,054 |
Service Corp. International | 8,193 | 511,981 |
Hotels, restaurants and leisure – 2.0% | ||
Airbnb, Inc., Class A (A) | 88 | 12,673 |
Aramark | 9,982 | 350,668 |
Booking Holdings, Inc. (A) | 551 | 1,200,221 |
Caesars Entertainment, Inc. (A) | 3,526 | 308,031 |
Carnival Corp. (A) | 14,518 | 314,315 |
Chipotle Mexican Grill, Inc. (A) | 561 | 1,045,390 |
Churchill Downs, Inc. | 535 | 99,403 |
Darden Restaurants, Inc. | 4,940 | 720,647 |
Domino’s Pizza, Inc. | 1,151 | 604,839 |
DraftKings, Inc., Class A (A) | 3,998 | 193,903 |
Expedia Group, Inc. (A) | 4,246 | 683,054 |
Hilton Worldwide Holdings, Inc. (A) | 7,528 | 989,556 |
Hyatt Hotels Corp., Class A (A) | 1,249 | 99,758 |
Las Vegas Sands Corp. (A) | 8,257 | 349,684 |
Marriott International, Inc., Class A (A) | 4,842 | 706,835 |
McDonald’s Corp. | 9,193 | 2,231,233 |
MGM Resorts International | 17,529 | 657,863 |
Norwegian Cruise Line Holdings, Ltd. (A) | 3,223 | 77,449 |
Penn National Gaming, Inc. (A) | 2,699 | 184,558 |
Royal Caribbean Cruises, Ltd. (A) | 5,824 | 447,691 |
Starbucks Corp. | 15,431 | 1,873,786 |
Vail Resorts, Inc. (A) | 1,458 | 444,982 |
Wynn Resorts, Ltd. (A) | 3,204 | 315,049 |
Yum! Brands, Inc. | 7,093 | 931,949 |
Household durables – 0.8% | ||
D.R. Horton, Inc. | 13,466 | 1,285,060 |
Garmin, Ltd. | 5,124 | 805,493 |
Lennar Corp., A Shares | 9,058 | 952,449 |
Lennar Corp., B Shares | 450 | 38,858 |
Mohawk Industries, Inc. (A) | 2,518 | 490,758 |
Newell Brands, Inc. | 14,041 | 347,515 |
NVR, Inc. (A) | 179 | 934,845 |
PulteGroup, Inc. | 10,429 | 572,239 |
Whirlpool Corp. | 3,239 | 717,568 |
Internet and direct marketing retail – 2.8% | ||
Amazon.com, Inc. (A) | 5,249 | 17,466,520 |
Chewy, Inc., Class A (A)(B) | 721 | 60,348 |
28 | JOHN HANCOCK MULTIFACTOR ETFS | QUARTERLY REPORT | SEE NOTES TO FUNDS’ INVESTMENTS |
MULTIFACTOR LARGE CAP ETF (continued)
Shares or Principal Amount | Value | |
Consumer discretionary (continued) | ||
Internet and direct marketing retail (continued) | ||
DoorDash, Inc., Class A (A) | 107 | $18,649 |
eBay, Inc. | 30,148 | 2,056,395 |
Etsy, Inc. (A) | 2,418 | 443,727 |
Stitch Fix, Inc., Class A (A) | 352 | 18,980 |
Wayfair, Inc., Class A (A)(B) | 1,069 | 258,014 |
Leisure products – 0.2% | ||
Hasbro, Inc. | 5,400 | 536,976 |
Peloton Interactive, Inc., Class A (A) | 3,566 | 420,966 |
Polaris, Inc. | 2,303 | 301,854 |
Multiline retail – 0.8% | ||
Dollar General Corp. | 6,347 | 1,476,566 |
Dollar Tree, Inc. (A) | 9,325 | 930,542 |
Kohl’s Corp. | 1,608 | 81,686 |
Target Corp. | 13,501 | 3,524,436 |
Specialty retail – 2.6% | ||
Advance Auto Parts, Inc. | 2,572 | 545,418 |
AutoZone, Inc. (A) | 702 | 1,139,746 |
Best Buy Company, Inc. | 13,499 | 1,516,613 |
Burlington Stores, Inc. (A) | 1,844 | 617,371 |
CarMax, Inc. (A) | 7,285 | 975,826 |
Carvana Company (A) | 668 | 225,490 |
Five Below, Inc. (A) | 1,338 | 260,134 |
Floor & Decor Holdings, Inc., Class A (A) | 2,333 | 284,649 |
L Brands, Inc. | 4,271 | 341,979 |
Lithia Motors, Inc. | 543 | 204,830 |
Lowe’s Companies, Inc. | 12,209 | 2,352,552 |
O’Reilly Automotive, Inc. (A) | 2,036 | 1,229,418 |
RH (A) | 319 | 211,842 |
Ross Stores, Inc. | 9,439 | 1,158,071 |
The Gap, Inc. | 11,220 | 327,287 |
The Home Depot, Inc. | 11,810 | 3,875,924 |
The TJX Companies, Inc. | 19,781 | 1,361,131 |
Tractor Supply Company | 6,377 | 1,153,791 |
Ulta Beauty, Inc. (A) | 2,201 | 739,096 |
Williams-Sonoma, Inc. | 2,309 | 350,275 |
Textiles, apparel and luxury goods – 0.7% | ||
Columbia Sportswear Company | 815 | 81,190 |
Deckers Outdoor Corp. (A) | 667 | 274,037 |
Levi Strauss & Company, Class A | 1,157 | 31,841 |
Lululemon Athletica, Inc. (A) | 2,830 | 1,132,481 |
NIKE, Inc., Class B | 17,838 | 2,988,043 |
Ralph Lauren Corp. | 446 | 50,630 |
Tapestry, Inc. (A) | 2,893 | 122,374 |
Under Armour, Inc., Class A (A) | 1,846 | 37,751 |
Under Armour, Inc., Class C (A) | 1,874 | 32,832 |
VF Corp. | 10,107 | 810,581 |
MULTIFACTOR LARGE CAP ETF (continued)
Shares or Principal Amount | Value | |
Consumer staples – 5.3% | $39,040,074 | |
Beverages – 1.1% | ||
Brown-Forman Corp., Class A | 1,961 | 131,171 |
Brown-Forman Corp., Class B | 6,030 | 427,648 |
Constellation Brands, Inc., Class A | 3,579 | 802,913 |
Keurig Dr. Pepper, Inc. | 8,529 | 300,306 |
Molson Coors Beverage Company, Class B (A) | 6,758 | 330,399 |
Monster Beverage Corp. (A) | 7,505 | 707,872 |
PepsiCo, Inc. | 18,693 | 2,933,866 |
The Boston Beer Company, Inc., Class A (A) | 128 | 90,880 |
The Coca-Cola Company | 47,917 | 2,732,707 |
Food and staples retailing – 1.3% | ||
Albertsons Companies, Inc., Class A (B) | 2,655 | 57,348 |
Casey’s General Stores, Inc. | 1,028 | 203,246 |
Costco Wholesale Corp. | 6,094 | 2,618,714 |
Sysco Corp. | 11,012 | 817,090 |
The Kroger Company | 40,477 | 1,647,414 |
U.S. Foods Holding Corp. (A) | 7,514 | 258,031 |
Walgreens Boots Alliance, Inc. | 11,870 | 559,671 |
Walmart, Inc. | 22,109 | 3,151,638 |
Food products – 1.3% | ||
Archer-Daniels-Midland Company | 18,157 | 1,084,336 |
Beyond Meat, Inc. (A) | 571 | 70,062 |
Bunge, Ltd. | 5,868 | 455,533 |
Campbell Soup Company | 8,601 | 376,036 |
Conagra Brands, Inc. | 17,663 | 591,534 |
Darling Ingredients, Inc. (A) | 1,834 | 126,674 |
General Mills, Inc. | 16,332 | 961,302 |
Hormel Foods Corp. | 9,216 | 427,438 |
Kellogg Company | 9,790 | 620,294 |
Lamb Weston Holdings, Inc. | 5,234 | 349,474 |
McCormick & Company, Inc. | 9,707 | 817,038 |
Mondelez International, Inc., Class A | 22,098 | 1,397,919 |
The Hershey Company | 4,352 | 778,486 |
The J.M. Smucker Company | 3,869 | 507,265 |
The Kraft Heinz Company | 8,541 | 328,572 |
Tyson Foods, Inc., Class A | 8,406 | 600,693 |
Household products – 1.1% | ||
Church & Dwight Company, Inc. | 8,171 | 707,445 |
Colgate-Palmolive Company | 11,793 | 937,544 |
Kimberly-Clark Corp. | 5,686 | 771,704 |
The Clorox Company | 5,195 | 939,724 |
The Procter & Gamble Company | 31,435 | 4,471,000 |
Personal products – 0.1% | ||
The Estee Lauder Companies, Inc., Class A | 3,350 | 1,118,331 |
Tobacco – 0.4% | ||
Altria Group, Inc. | 25,554 | 1,227,614 |
Philip Morris International, Inc. | 16,017 | 1,603,142 |
SEE NOTES TO FUNDS’ INVESTMENTS | QUARTERLY REPORT | JOHN HANCOCK MULTIFACTOR ETFS | 29 |
MULTIFACTOR LARGE CAP ETF (continued)
Shares or Principal Amount | Value | |
Energy – 2.4% | $17,893,626 | |
Energy equipment and services – 0.2% | ||
Baker Hughes Company | 12,159 | 258,257 |
Halliburton Company | 20,830 | 430,764 |
Schlumberger NV | 24,206 | 697,859 |
Oil, gas and consumable fuels – 2.2% | ||
APA Corp. | 11,021 | 206,644 |
Cabot Oil & Gas Corp. | 12,190 | 195,040 |
Cheniere Energy, Inc. (A) | 5,675 | 481,978 |
Chevron Corp. | 26,649 | 2,713,135 |
ConocoPhillips | 23,197 | 1,300,424 |
Continental Resources, Inc. | 3,076 | 105,045 |
Devon Energy Corp. | 6,430 | 166,151 |
Diamondback Energy, Inc. | 4,686 | 361,431 |
DT Midstream, Inc. (A) | 3,952 | 167,565 |
EOG Resources, Inc. | 11,494 | 837,453 |
Exxon Mobil Corp. | 54,500 | 3,137,565 |
Hess Corp. | 9,263 | 708,064 |
Kinder Morgan, Inc. | 34,101 | 592,675 |
Marathon Oil Corp. | 14,493 | 167,974 |
Marathon Petroleum Corp. | 18,213 | 1,005,722 |
New Fortress Energy, Inc. | 370 | 11,215 |
Occidental Petroleum Corp. | 20,365 | 531,527 |
ONEOK, Inc. | 13,167 | 684,289 |
Phillips 66 | 8,080 | 593,314 |
Pioneer Natural Resources Company | 4,380 | 636,721 |
Texas Pacific Land Corp. | 82 | 122,389 |
The Williams Companies, Inc. | 32,136 | 805,007 |
Valero Energy Corp. | 14,565 | 975,418 |
Financials – 12.8% | 94,109,398 | |
Banks – 3.9% | ||
Bank of America Corp. | 102,436 | 3,929,445 |
Citigroup, Inc. | 34,053 | 2,302,664 |
Citizens Financial Group, Inc. | 17,512 | 738,306 |
Comerica, Inc. | 6,477 | 444,711 |
Commerce Bancshares, Inc. | 3,680 | 260,286 |
East West Bancorp, Inc. | 5,001 | 355,821 |
Fifth Third Bancorp | 34,943 | 1,268,081 |
First Horizon Corp. | 7,997 | 123,554 |
First Republic Bank | 5,328 | 1,039,067 |
Huntington Bancshares, Inc. | 39,199 | 551,922 |
JPMorgan Chase & Co. | 41,413 | 6,285,665 |
KeyCorp | 39,014 | 767,015 |
M&T Bank Corp. | 5,096 | 682,100 |
People’s United Financial, Inc. | 5,217 | 81,907 |
Regions Financial Corp. | 49,883 | 960,248 |
Signature Bank | 1,802 | 409,000 |
SVB Financial Group (A) | 1,864 | 1,025,125 |
The PNC Financial Services Group, Inc. | 7,880 | 1,437,391 |
Truist Financial Corp. | 27,155 | 1,478,047 |
U.S. Bancorp | 24,959 | 1,386,223 |
MULTIFACTOR LARGE CAP ETF (continued)
Shares or Principal Amount | Value | |
Financials (continued) | ||
Banks (continued) | ||
Wells Fargo & Company | 62,737 | $2,882,138 |
Western Alliance Bancorp | 898 | 83,352 |
Zions Bancorp NA | 7,305 | 380,956 |
Capital markets – 3.8% | ||
Ameriprise Financial, Inc. | 6,989 | 1,800,087 |
Apollo Global Management, Inc. (B) | 2,637 | 155,214 |
Ares Management Corp., Class A | 2,078 | 148,806 |
BlackRock, Inc. | 1,553 | 1,346,715 |
Cboe Global Markets, Inc. | 3,302 | 391,188 |
CME Group, Inc. | 4,174 | 885,431 |
FactSet Research Systems, Inc. | 1,345 | 480,542 |
Franklin Resources, Inc. | 11,542 | 341,066 |
Intercontinental Exchange, Inc. | 9,536 | 1,142,699 |
Invesco, Ltd. | 5,763 | 140,502 |
KKR & Company, Inc. | 8,654 | 551,779 |
LPL Financial Holdings, Inc. | 2,870 | 404,785 |
MarketAxess Holdings, Inc. | 1,177 | 559,275 |
Moody’s Corp. | 3,482 | 1,309,232 |
Morgan Stanley | 29,110 | 2,793,978 |
Morningstar, Inc. | 655 | 165,473 |
MSCI, Inc. | 3,149 | 1,876,678 |
Nasdaq, Inc. | 4,171 | 778,851 |
Northern Trust Corp. | 8,369 | 944,442 |
Raymond James Financial, Inc. | 4,884 | 632,380 |
S&P Global, Inc. | 4,066 | 1,743,176 |
SEI Investments Company | 6,029 | 366,563 |
State Street Corp. | 11,984 | 1,044,286 |
T. Rowe Price Group, Inc. | 8,528 | 1,741,076 |
The Bank of New York Mellon Corp. | 25,869 | 1,327,856 |
The Blackstone Group, Inc. | 7,149 | 824,065 |
The Charles Schwab Corp. | 27,596 | 1,875,148 |
The Goldman Sachs Group, Inc. | 5,309 | 1,990,238 |
Tradeweb Markets, Inc., Class A | 1,390 | 120,555 |
Consumer finance – 1.1% | ||
Ally Financial, Inc. | 22,426 | 1,151,799 |
American Express Company | 10,864 | 1,852,638 |
Capital One Financial Corp. | 12,901 | 2,086,092 |
Discover Financial Services | 13,175 | 1,637,916 |
Santander Consumer USA Holdings, Inc. | 4,859 | 199,365 |
Synchrony Financial | 24,391 | 1,146,865 |
Diversified financial services – 0.9% | ||
Berkshire Hathaway, Inc., Class B (A) | 21,736 | 6,048,911 |
Equitable Holdings, Inc. | 11,307 | 349,047 |
Voya Financial, Inc. | 5,720 | 368,368 |
Insurance – 3.1% | ||
Aflac, Inc. | 20,481 | 1,126,455 |
Alleghany Corp. (A) | 515 | 341,497 |
American Financial Group, Inc. | 2,961 | 374,537 |
American International Group, Inc. | 20,100 | 951,735 |
30 | JOHN HANCOCK MULTIFACTOR ETFS | QUARTERLY REPORT | SEE NOTES TO FUNDS’ INVESTMENTS |
MULTIFACTOR LARGE CAP ETF (continued)
Shares or Principal Amount | Value | |
Financials (continued) | ||
Insurance (continued) | ||
Aon PLC, Class A | 5,603 | $1,456,948 |
Arch Capital Group, Ltd. (A) | 13,191 | 514,449 |
Arthur J. Gallagher & Company | 6,687 | 931,566 |
Assurant, Inc. | 1,476 | 232,928 |
Athene Holding, Ltd., Class A (A) | 5,162 | 333,568 |
Brown & Brown, Inc. | 8,275 | 450,160 |
Chubb, Ltd. | 5,361 | 904,615 |
Cincinnati Financial Corp. | 5,724 | 674,745 |
CNA Financial Corp. | 1,362 | 59,942 |
Erie Indemnity Company, Class A | 838 | 154,938 |
Everest Re Group, Ltd. | 1,647 | 416,411 |
Fidelity National Financial, Inc. | 11,310 | 504,539 |
Globe Life, Inc. | 4,440 | 413,408 |
Lemonade, Inc. (A)(B) | 277 | 24,116 |
Lincoln National Corp. | 9,137 | 563,022 |
Loews Corp. | 10,932 | 586,283 |
Markel Corp. (A) | 417 | 502,973 |
Marsh & McLennan Companies, Inc. | 9,344 | 1,375,624 |
MetLife, Inc. | 14,181 | 818,244 |
Principal Financial Group, Inc. | 12,640 | 785,323 |
Prudential Financial, Inc. | 10,316 | 1,034,488 |
Reinsurance Group of America, Inc. | 2,751 | 303,105 |
RenaissanceRe Holdings, Ltd. | 969 | 147,957 |
The Allstate Corp. | 10,401 | 1,352,650 |
The Hartford Financial Services Group, Inc. | 18,621 | 1,184,668 |
The Progressive Corp. | 13,363 | 1,271,623 |
The Travelers Companies, Inc. | 9,517 | 1,417,272 |
W.R. Berkley Corp. | 6,022 | 440,630 |
Willis Towers Watson PLC | 4,109 | 846,783 |
Thrifts and mortgage finance – 0.0% | ||
Rocket Companies, Inc., Class A | 933 | 16,085 |
Health care – 13.4% | 98,922,898 | |
Biotechnology – 1.8% | ||
AbbVie, Inc. | 21,157 | 2,460,559 |
ACADIA Pharmaceuticals, Inc. (A) | 1,204 | 26,043 |
Acceleron Pharma, Inc. (A) | 597 | 74,661 |
Alnylam Pharmaceuticals, Inc. (A) | 2,064 | 369,332 |
Amgen, Inc. | 9,017 | 2,177,966 |
Arrowhead Pharmaceuticals, Inc. (A) | 526 | 36,447 |
Biogen, Inc. (A) | 3,932 | 1,284,702 |
BioMarin Pharmaceutical, Inc. (A) | 4,472 | 343,137 |
Bridgebio Pharma, Inc. (A) | 537 | 28,703 |
CRISPR Therapeutics AG (A) | 856 | 103,593 |
Denali Therapeutics, Inc. (A) | 808 | 41,232 |
Exact Sciences Corp. (A) | 2,576 | 277,796 |
Fate Therapeutics, Inc. (A) | 422 | 34,942 |
Gilead Sciences, Inc. | 21,165 | 1,445,358 |
Horizon Therapeutics PLC (A) | 4,655 | 465,593 |
Incyte Corp. (A) | 3,934 | 304,295 |
MULTIFACTOR LARGE CAP ETF (continued)
Shares or Principal Amount | Value | |
Health care (continued) | ||
Biotechnology (continued) | ||
Invitae Corp. (A)(B) | 1,025 | $28,690 |
Ionis Pharmaceuticals, Inc. (A) | 2,095 | 77,808 |
Mirati Therapeutics, Inc. (A) | 467 | 74,748 |
Moderna, Inc. (A) | 3,248 | 1,148,493 |
Natera, Inc. (A) | 567 | 64,933 |
Neurocrine Biosciences, Inc. (A) | 1,680 | 156,593 |
Novavax, Inc. (A) | 701 | 125,710 |
Regeneron Pharmaceuticals, Inc. (A) | 1,211 | 695,853 |
Sarepta Therapeutics, Inc. (A) | 1,139 | 77,201 |
Seagen, Inc. (A) | 2,698 | 413,846 |
Ultragenyx Pharmaceutical, Inc. (A) | 410 | 32,730 |
Vertex Pharmaceuticals, Inc. (A) | 3,386 | 682,550 |
Vir Biotechnology, Inc. (A) | 331 | 11,800 |
Health care equipment and supplies – 3.4% | ||
Abbott Laboratories | 23,826 | 2,882,469 |
ABIOMED, Inc. (A) | 1,072 | 350,694 |
Align Technology, Inc. (A) | 1,021 | 710,412 |
Baxter International, Inc. | 9,916 | 767,003 |
Becton, Dickinson and Company | 4,070 | 1,040,903 |
Boston Scientific Corp. (A) | 21,755 | 992,028 |
Danaher Corp. | 8,458 | 2,516,170 |
Dentsply Sirona, Inc. | 7,706 | 508,904 |
DexCom, Inc. (A) | 1,512 | 779,451 |
Edwards Lifesciences Corp. (A) | 10,910 | 1,224,866 |
Hill-Rom Holdings, Inc. | 2,368 | 327,873 |
Hologic, Inc. (A) | 11,784 | 884,271 |
IDEXX Laboratories, Inc. (A) | 2,142 | 1,453,411 |
Insulet Corp. (A) | 1,108 | 309,897 |
Intuitive Surgical, Inc. (A) | 1,307 | 1,295,838 |
Masimo Corp. (A) | 1,202 | 327,413 |
Medtronic PLC | 16,442 | 2,158,999 |
Novocure, Ltd. (A) | 1,208 | 186,044 |
Penumbra, Inc. (A) | 425 | 113,148 |
Quidel Corp. (A) | 406 | 57,437 |
ResMed, Inc. | 5,084 | 1,381,831 |
STERIS PLC | 2,960 | 645,132 |
Stryker Corp. | 4,490 | 1,216,521 |
Teleflex, Inc. | 1,413 | 561,569 |
The Cooper Companies, Inc. | 1,690 | 712,791 |
West Pharmaceutical Services, Inc. | 2,166 | 891,807 |
Zimmer Biomet Holdings, Inc. | 6,974 | 1,139,691 |
Health care providers and services – 3.3% | ||
Amedisys, Inc. (A) | 720 | 187,646 |
AmerisourceBergen Corp. | 5,813 | 710,174 |
Anthem, Inc. | 5,371 | 2,062,518 |
Cardinal Health, Inc. | 11,408 | 677,407 |
Centene Corp. (A) | 14,788 | 1,014,605 |
Chemed Corp. | 360 | 171,367 |
Cigna Corp. | 7,900 | 1,812,971 |
SEE NOTES TO FUNDS’ INVESTMENTS | QUARTERLY REPORT | JOHN HANCOCK MULTIFACTOR ETFS | 31 |
MULTIFACTOR LARGE CAP ETF (continued)
Shares or Principal Amount | Value | |
Health care (continued) | ||
Health care providers and services (continued) | ||
CVS Health Corp. | 22,008 | $1,812,579 |
DaVita, Inc. (A) | 4,296 | 516,594 |
Encompass Health Corp. | 3,336 | 277,722 |
Guardant Health, Inc. (A) | 1,188 | 130,442 |
HCA Healthcare, Inc. | 4,451 | 1,104,738 |
Henry Schein, Inc. (A) | 7,162 | 574,034 |
Humana, Inc. | 3,319 | 1,413,429 |
Laboratory Corp. of America Holdings (A) | 5,038 | 1,492,004 |
McKesson Corp. | 6,272 | 1,278,422 |
Molina Healthcare, Inc. (A) | 2,447 | 668,055 |
Oak Street Health, Inc. (A) | 257 | 16,201 |
Quest Diagnostics, Inc. | 8,473 | 1,201,471 |
UnitedHealth Group, Inc. | 14,832 | 6,114,047 |
Universal Health Services, Inc., Class B | 4,835 | 775,582 |
Health care technology – 0.3% | ||
Cerner Corp. | 11,761 | 945,467 |
Teladoc Health, Inc. (A)(B) | 1,956 | 290,368 |
Veeva Systems, Inc., Class A (A) | 2,285 | 760,242 |
Life sciences tools and services – 1.8% | ||
10X Genomics, Inc., Class A (A) | 735 | 134,674 |
Adaptive Biotechnologies Corp. (A) | 1,201 | 44,029 |
Agilent Technologies, Inc. | 11,666 | 1,787,581 |
Avantor, Inc. (A) | 11,879 | 446,413 |
Bio-Rad Laboratories, Inc., Class A (A) | 685 | 506,564 |
Bio-Techne Corp. | 899 | 433,534 |
Bruker Corp. | 2,836 | 233,261 |
Charles River Laboratories International, Inc. (A) | 1,567 | 637,644 |
Illumina, Inc. (A) | 2,482 | 1,230,452 |
IQVIA Holdings, Inc. (A) | 6,309 | 1,562,739 |
Mettler-Toledo International, Inc. (A) | 994 | 1,464,868 |
PerkinElmer, Inc. | 4,118 | 750,423 |
PPD, Inc. (A) | 1,794 | 82,739 |
Repligen Corp. (A) | 690 | 169,533 |
Syneos Health, Inc. (A) | 1,997 | 179,071 |
Thermo Fisher Scientific, Inc. | 5,427 | 2,930,634 |
Waters Corp. (A) | 2,443 | 952,306 |
Pharmaceuticals – 2.8% | ||
Bristol-Myers Squibb Company | 28,307 | 1,921,196 |
Catalent, Inc. (A) | 5,150 | 617,022 |
Elanco Animal Health, Inc. (A) | 13,027 | 475,095 |
Eli Lilly & Company | 10,952 | 2,666,812 |
Jazz Pharmaceuticals PLC (A) | 2,118 | 359,043 |
Johnson & Johnson | 35,817 | 6,167,687 |
Merck & Company, Inc. | 36,036 | 2,770,087 |
Organon & Company (A) | 3,612 | 104,784 |
Pfizer, Inc. | 82,803 | 3,544,796 |
Royalty Pharma PLC, Class A | 3,986 | 152,265 |
Viatris, Inc. | 29,250 | 411,548 |
Zoetis, Inc. | 8,269 | 1,676,126 |
MULTIFACTOR LARGE CAP ETF (continued)
Shares or Principal Amount | Value | |
Industrials – 11.4% | $83,824,532 | |
Aerospace and defense – 1.5% | ||
Axon Enterprise, Inc. (A) | 437 | 81,291 |
General Dynamics Corp. | 4,488 | 879,783 |
HEICO Corp. | 1,018 | 137,685 |
HEICO Corp., Class A | 1,847 | 224,023 |
Howmet Aerospace, Inc. (A) | 14,885 | 488,526 |
Huntington Ingalls Industries, Inc. | 1,698 | 348,311 |
L3Harris Technologies, Inc. | 3,895 | 883,152 |
Lockheed Martin Corp. | 3,441 | 1,278,916 |
Northrop Grumman Corp. | 2,807 | 1,018,997 |
Raytheon Technologies Corp. | 25,584 | 2,224,529 |
Teledyne Technologies, Inc. (A) | 1,022 | 462,731 |
Textron, Inc. | 10,401 | 717,773 |
The Boeing Company (A) | 6,225 | 1,409,838 |
TransDigm Group, Inc. (A) | 1,220 | 782,130 |
Virgin Galactic Holdings, Inc. (A) | 670 | 20,093 |
Air freight and logistics – 0.7% | ||
C.H. Robinson Worldwide, Inc. | 5,724 | 510,409 |
Expeditors International of Washington, Inc. | 6,831 | 876,076 |
FedEx Corp. | 4,839 | 1,354,678 |
United Parcel Service, Inc., Class B | 8,494 | 1,625,412 |
XPO Logistics, Inc. (A) | 3,703 | 513,569 |
Airlines – 0.1% | ||
Alaska Air Group, Inc. (A) | 280 | 16,248 |
American Airlines Group, Inc. (A) | 5,251 | 107,015 |
Delta Air Lines, Inc. (A) | 4,483 | 178,872 |
Southwest Airlines Company (A) | 6,654 | 336,160 |
United Airlines Holdings, Inc. (A) | 3,942 | 184,170 |
Building products – 1.1% | ||
A.O. Smith Corp. | 4,450 | 312,969 |
Advanced Drainage Systems, Inc. | 596 | 72,766 |
Allegion PLC | 4,640 | 633,824 |
Builders FirstSource, Inc. (A) | 2,098 | 93,361 |
Carrier Global Corp. | 24,999 | 1,381,195 |
Fortune Brands Home & Security, Inc. | 5,466 | 532,771 |
Johnson Controls International PLC | 18,202 | 1,299,987 |
Lennox International, Inc. | 1,239 | 408,164 |
Masco Corp. | 9,315 | 556,199 |
Owens Corning | 4,770 | 458,683 |
Trane Technologies PLC | 8,701 | 1,771,611 |
Trex Company, Inc. (A) | 2,454 | 238,283 |
Commercial services and supplies – 0.7% | ||
Cintas Corp. | 2,016 | 794,667 |
Copart, Inc. (A) | 7,925 | 1,164,975 |
IAA, Inc. (A) | 4,189 | 253,351 |
Republic Services, Inc. | 11,319 | 1,339,717 |
Rollins, Inc. | 7,761 | 297,479 |
Tetra Tech, Inc. | 506 | 67,561 |
Waste Management, Inc. | 10,665 | 1,581,193 |
32 | JOHN HANCOCK MULTIFACTOR ETFS | QUARTERLY REPORT | SEE NOTES TO FUNDS’ INVESTMENTS |
MULTIFACTOR LARGE CAP ETF (continued)
Shares or Principal Amount | Value | |
Industrials (continued) | ||
Construction and engineering – 0.1% | ||
AECOM (A) | 4,154 | $261,536 |
Quanta Services, Inc. | 3,865 | 351,329 |
Electrical equipment – 0.9% | ||
AMETEK, Inc. | 8,517 | 1,184,289 |
Eaton Corp. PLC | 9,599 | 1,517,122 |
Emerson Electric Company | 12,822 | 1,293,612 |
Generac Holdings, Inc. (A) | 1,157 | 485,200 |
Hubbell, Inc. | 2,058 | 412,547 |
Plug Power, Inc. (A) | 2,900 | 79,112 |
Rockwell Automation, Inc. | 4,993 | 1,534,948 |
Sensata Technologies Holding PLC (A) | 6,295 | 369,013 |
Sunrun, Inc. (A) | 2,534 | 134,226 |
Industrial conglomerates – 0.9% | ||
3M Company | 8,381 | 1,658,935 |
Carlisle Companies, Inc. | 2,480 | 501,555 |
General Electric Company | 97,918 | 1,268,038 |
Honeywell International, Inc. | 9,984 | 2,334,159 |
Roper Technologies, Inc. | 2,153 | 1,057,855 |
Machinery – 2.6% | ||
AGCO Corp. | 794 | 104,895 |
Caterpillar, Inc. | 9,410 | 1,945,518 |
Cummins, Inc. | 5,664 | 1,314,614 |
Deere & Company | 5,071 | 1,833,623 |
Donaldson Company, Inc. | 5,051 | 334,326 |
Dover Corp. | 7,095 | 1,185,716 |
Fortive Corp. | 9,425 | 684,821 |
Graco, Inc. | 5,210 | 406,797 |
IDEX Corp. | 2,692 | 610,249 |
Illinois Tool Works, Inc. | 6,508 | 1,475,168 |
Ingersoll Rand, Inc. (A) | 10,714 | 523,593 |
Lincoln Electric Holdings, Inc. | 2,227 | 310,511 |
Nordson Corp. | 1,690 | 382,160 |
Otis Worldwide Corp. | 9,404 | 842,128 |
PACCAR, Inc. | 15,794 | 1,310,744 |
Parker-Hannifin Corp. | 5,607 | 1,749,552 |
Pentair PLC | 6,085 | 448,282 |
Snap-on, Inc. | 2,242 | 488,711 |
Stanley Black & Decker, Inc. | 6,206 | 1,222,892 |
The Middleby Corp. (A) | 677 | 129,639 |
The Toro Company | 3,345 | 380,460 |
Wabtec Corp. | 5,208 | 442,003 |
Woodward, Inc. | 1,046 | 127,152 |
Xylem, Inc. | 5,730 | 721,121 |
Professional services – 1.0% | ||
Booz Allen Hamilton Holding Corp. | 4,389 | 376,620 |
CoStar Group, Inc. (A) | 9,418 | 836,789 |
Dun & Bradstreet Holdings, Inc. (A) | 2,401 | 50,325 |
Equifax, Inc. | 4,339 | 1,130,743 |
IHS Markit, Ltd. | 9,629 | 1,125,052 |
MULTIFACTOR LARGE CAP ETF (continued)
Shares or Principal Amount | Value | |
Industrials (continued) | ||
Professional services (continued) | ||
Jacobs Engineering Group, Inc. | 4,507 | $609,572 |
Leidos Holdings, Inc. | 5,115 | 544,338 |
Nielsen Holdings PLC | 12,373 | 293,116 |
Robert Half International, Inc. | 4,978 | 488,889 |
TransUnion | 6,406 | 769,104 |
Verisk Analytics, Inc. | 5,379 | 1,021,687 |
Road and rail – 1.3% | ||
AMERCO | 354 | 208,138 |
CSX Corp. | 45,527 | 1,471,433 |
J.B. Hunt Transport Services, Inc. | 4,659 | 784,809 |
Kansas City Southern | 4,171 | 1,116,994 |
Knight-Swift Transportation Holdings, Inc. | 3,095 | 153,791 |
Lyft, Inc., Class A (A) | 2,891 | 159,930 |
Norfolk Southern Corp. | 6,801 | 1,753,502 |
Old Dominion Freight Line, Inc. | 3,502 | 942,563 |
Uber Technologies, Inc. (A) | 11,642 | 505,961 |
Union Pacific Corp. | 11,328 | 2,478,113 |
Trading companies and distributors – 0.5% | ||
Fastenal Company | 20,750 | 1,136,478 |
United Rentals, Inc. (A) | 4,043 | 1,332,371 |
W.W. Grainger, Inc. | 2,083 | 926,060 |
Watsco, Inc. | 959 | 270,860 |
Information technology – 24.1% | 177,737,558 | |
Communications equipment – 0.9% | ||
Arista Networks, Inc. (A) | 1,602 | 609,385 |
Ciena Corp. (A) | 4,018 | 233,607 |
Cisco Systems, Inc. | 63,937 | 3,540,192 |
F5 Networks, Inc. (A) | 2,498 | 515,862 |
Juniper Networks, Inc. | 14,851 | 417,907 |
Motorola Solutions, Inc. | 5,370 | 1,202,450 |
Ubiquiti, Inc. | 286 | 89,547 |
Electronic equipment, instruments and components – 1.3% | ||
Amphenol Corp., Class A | 20,303 | 1,471,764 |
Arrow Electronics, Inc. (A) | 4,244 | 503,211 |
CDW Corp. | 5,136 | 941,686 |
Cognex Corp. | 4,542 | 410,642 |
Corning, Inc. | 33,047 | 1,383,347 |
Flex, Ltd. (A) | 29,297 | 526,467 |
II-VI, Inc. (A) | 1,281 | 89,427 |
IPG Photonics Corp. (A) | 1,164 | 253,938 |
Keysight Technologies, Inc. (A) | 6,991 | 1,150,369 |
TE Connectivity, Ltd. | 8,365 | 1,233,587 |
Trimble, Inc. (A) | 8,502 | 726,921 |
Zebra Technologies Corp., Class A (A) | 1,798 | 993,359 |
IT services – 4.7% | ||
Accenture PLC, Class A | 9,396 | 2,984,921 |
Affirm Holdings, Inc. (A) | 185 | 10,419 |
Akamai Technologies, Inc. (A) | 6,578 | 788,834 |
SEE NOTES TO FUNDS’ INVESTMENTS | QUARTERLY REPORT | JOHN HANCOCK MULTIFACTOR ETFS | 33 |
MULTIFACTOR LARGE CAP ETF (continued)
Shares or Principal Amount | Value | |
Information technology (continued) | ||
IT services (continued) | ||
Amdocs, Ltd. | 6,629 | $511,162 |
Automatic Data Processing, Inc. | 6,442 | 1,350,436 |
Broadridge Financial Solutions, Inc. | 4,102 | 711,656 |
Cognizant Technology Solutions Corp., Class A | 14,974 | 1,101,038 |
EPAM Systems, Inc. (A) | 1,445 | 808,911 |
Euronet Worldwide, Inc. (A) | 1,218 | 173,955 |
Fastly, Inc., Class A (A)(B) | 1,277 | 61,385 |
Fidelity National Information Services, Inc. | 8,129 | 1,211,627 |
Fiserv, Inc. (A) | 6,873 | 791,151 |
FleetCor Technologies, Inc. (A) | 3,098 | 799,966 |
Gartner, Inc. (A) | 3,420 | 905,377 |
Genpact, Ltd. | 5,801 | 288,948 |
Global Payments, Inc. | 5,778 | 1,117,523 |
Globant SA (A) | 296 | 70,791 |
GoDaddy, Inc., Class A (A) | 3,889 | 326,093 |
IBM Corp. | 15,128 | 2,132,443 |
Jack Henry & Associates, Inc. | 2,771 | 482,403 |
Mastercard, Inc., Class A | 11,607 | 4,479,606 |
MongoDB, Inc. (A) | 751 | 269,549 |
Okta, Inc. (A) | 1,872 | 463,863 |
Paychex, Inc. | 11,361 | 1,293,109 |
PayPal Holdings, Inc. (A) | 12,912 | 3,557,643 |
Snowflake, Inc., Class A (A) | 187 | 49,690 |
Square, Inc., Class A (A) | 3,071 | 759,335 |
The Western Union Company | 16,555 | 384,242 |
Twilio, Inc., Class A (A) | 2,467 | 921,647 |
VeriSign, Inc. (A) | 3,268 | 707,097 |
Visa, Inc., Class A | 21,941 | 5,406,043 |
WEX, Inc. (A) | 1,159 | 219,897 |
Semiconductors and semiconductor equipment – 5.1% | ||
Advanced Micro Devices, Inc. (A) | 13,527 | 1,436,432 |
Analog Devices, Inc. | 9,320 | 1,560,354 |
Applied Materials, Inc. | 16,382 | 2,292,333 |
Broadcom, Inc. | 5,539 | 2,688,631 |
Cree, Inc. (A) | 2,122 | 196,837 |
Enphase Energy, Inc. (A) | 2,096 | 397,402 |
Entegris, Inc. | 3,790 | 457,226 |
First Solar, Inc. (A) | 2,256 | 194,106 |
Intel Corp. | 67,233 | 3,611,757 |
KLA Corp. | 4,830 | 1,681,613 |
Lam Research Corp. | 2,999 | 1,911,593 |
Marvell Technology, Inc. | 23,610 | 1,428,641 |
Maxim Integrated Products, Inc. | 11,228 | 1,121,789 |
Microchip Technology, Inc. | 8,012 | 1,146,677 |
Micron Technology, Inc. (A) | 18,839 | 1,461,530 |
MKS Instruments, Inc. | 1,238 | 193,673 |
Monolithic Power Systems, Inc. | 1,049 | 471,274 |
NVIDIA Corp. | 23,404 | 4,563,546 |
ON Semiconductor Corp. (A) | 15,010 | 586,291 |
MULTIFACTOR LARGE CAP ETF (continued)
Shares or Principal Amount | Value | |
Information technology (continued) | ||
Semiconductors and semiconductor equipment (continued) | ||
Qorvo, Inc. (A) | 4,214 | $798,932 |
QUALCOMM, Inc. | 17,840 | 2,672,432 |
Skyworks Solutions, Inc. | 7,122 | 1,314,080 |
SolarEdge Technologies, Inc. (A) | 963 | 249,879 |
Teradyne, Inc. | 6,617 | 840,359 |
Texas Instruments, Inc. | 14,392 | 2,743,403 |
Universal Display Corp. | 992 | 232,614 |
Xilinx, Inc. | 7,399 | 1,108,666 |
Software – 7.9% | ||
Adobe, Inc. (A) | 4,929 | 3,064,014 |
Anaplan, Inc. (A) | 1,828 | 104,562 |
ANSYS, Inc. (A) | 2,789 | 1,027,635 |
Appian Corp. (A)(B) | 199 | 23,170 |
Aspen Technology, Inc. (A) | 2,247 | 328,646 |
Atlassian Corp. PLC, Class A (A) | 1,521 | 494,508 |
Autodesk, Inc. (A) | 3,305 | 1,061,335 |
Avalara, Inc. (A) | 1,631 | 272,654 |
Bill.com Holdings, Inc. (A) | 950 | 196,479 |
Black Knight, Inc. (A) | 4,154 | 343,993 |
Cadence Design Systems, Inc. (A) | 6,496 | 959,134 |
Ceridian HCM Holding, Inc. (A) | 3,172 | 312,125 |
Citrix Systems, Inc. | 4,961 | 499,821 |
Cloudflare, Inc., Class A (A) | 2,683 | 318,284 |
Coupa Software, Inc. (A) | 1,027 | 222,859 |
Crowdstrike Holdings, Inc., Class A (A) | 1,525 | 386,755 |
Datadog, Inc., Class A (A) | 2,012 | 222,728 |
DocuSign, Inc. (A) | 1,592 | 474,480 |
Dolby Laboratories, Inc., Class A | 2,038 | 197,890 |
Dropbox, Inc., Class A (A) | 7,286 | 229,436 |
Dynatrace, Inc. (A) | 2,335 | 149,136 |
Elastic NV (A) | 959 | 141,990 |
Fair Isaac Corp. (A) | 813 | 425,939 |
Five9, Inc. (A) | 744 | 149,760 |
Fortinet, Inc. (A) | 3,679 | 1,001,571 |
Guidewire Software, Inc. (A) | 2,496 | 287,539 |
HubSpot, Inc. (A) | 776 | 462,512 |
Intuit, Inc. | 3,824 | 2,026,605 |
Manhattan Associates, Inc. (A) | 1,147 | 183,096 |
Microsoft Corp. | 97,086 | 27,660,754 |
NortonLifeLock, Inc. | 21,876 | 542,962 |
Nuance Communications, Inc. (A) | 6,135 | 336,812 |
Oracle Corp. | 34,253 | 2,984,806 |
Palo Alto Networks, Inc. (A) | 1,830 | 730,262 |
Paycom Software, Inc. (A) | 1,272 | 508,800 |
Paylocity Holding Corp. (A) | 771 | 159,952 |
Pegasystems, Inc. | 812 | 103,644 |
Proofpoint, Inc. (A) | 924 | 161,386 |
PTC, Inc. (A) | 2,824 | 382,511 |
Qualtrics International, Inc., Class A (A) | 951 | 39,685 |
34 | 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) | ||
RingCentral, Inc., Class A (A) | 1,248 | $333,553 |
salesforce.com, Inc. (A) | 9,683 | 2,342,608 |
ServiceNow, Inc. (A) | 1,826 | 1,073,487 |
Smartsheet, Inc., Class A (A) | 2,339 | 169,694 |
Splunk, Inc. (A) | 3,399 | 482,590 |
SS&C Technologies Holdings, Inc. | 8,223 | 644,601 |
Synopsys, Inc. (A) | 4,009 | 1,154,552 |
The Trade Desk, Inc., Class A (A) | 7,162 | 586,639 |
Tyler Technologies, Inc. (A) | 1,194 | 588,212 |
Unity Software, Inc. (A) | 240 | 25,709 |
VMware, Inc., Class A (A) | 1,349 | 207,395 |
Workday, Inc., Class A (A) | 2,224 | 521,306 |
Zendesk, Inc. (A) | 1,946 | 254,011 |
Zoom Video Communications, Inc., Class A (A) | 1,000 | 378,100 |
Zscaler, Inc. (A) | 972 | 229,305 |
Technology hardware, storage and peripherals – 4.2% | ||
Apple, Inc. | 177,284 | 25,858,644 |
Dell Technologies, Inc., Class C (A) | 3,413 | 329,764 |
Hewlett Packard Enterprise Company | 43,177 | 626,067 |
HP, Inc. | 33,121 | 956,203 |
NetApp, Inc. | 11,012 | 876,445 |
Seagate Technology Holdings PLC | 14,364 | 1,262,596 |
Western Digital Corp. (A) | 13,235 | 859,349 |
Materials – 3.8% | 27,821,785 | |
Chemicals – 2.2% | ||
Air Products & Chemicals, Inc. | 4,219 | 1,227,856 |
Albemarle Corp. | 4,023 | 828,899 |
Celanese Corp. | 5,490 | 855,177 |
CF Industries Holdings, Inc. | 10,560 | 498,960 |
Corteva, Inc. | 21,436 | 917,032 |
Dow, Inc. | 14,422 | 896,472 |
DuPont de Nemours, Inc. | 10,481 | 786,599 |
Eastman Chemical Company | 6,977 | 786,447 |
Ecolab, Inc. | 4,805 | 1,061,088 |
FMC Corp. | 4,892 | 523,199 |
International Flavors & Fragrances, Inc. | 5,208 | 784,533 |
Linde PLC | 5,835 | 1,793,621 |
LyondellBasell Industries NV, Class A | 7,860 | 780,734 |
PPG Industries, Inc. | 8,593 | 1,405,127 |
RPM International, Inc. | 5,083 | 440,137 |
The Mosaic Company | 12,178 | 380,319 |
The Scotts Miracle-Gro Company | 991 | 175,367 |
The Sherwin-Williams Company | 5,434 | 1,581,457 |
Westlake Chemical Corp. | 1,358 | 112,605 |
Construction materials – 0.2% | ||
Martin Marietta Materials, Inc. | 2,228 | 809,432 |
Vulcan Materials Company | 4,482 | 806,715 |
MULTIFACTOR LARGE CAP ETF (continued)
Shares or Principal Amount | Value | |
Materials (continued) | ||
Containers and packaging – 0.8% | ||
Amcor PLC | 47,558 | $549,770 |
AptarGroup, Inc. | 2,162 | 278,725 |
Avery Dennison Corp. | 3,071 | 646,998 |
Ball Corp. | 12,787 | 1,034,213 |
Berry Global Group, Inc. (A) | 4,872 | 313,221 |
Crown Holdings, Inc. | 5,418 | 540,500 |
International Paper Company | 19,864 | 1,147,345 |
Packaging Corp. of America | 4,283 | 606,045 |
Westrock Company | 9,763 | 480,437 |
Metals and mining – 0.6% | ||
Freeport-McMoRan, Inc. | 29,377 | 1,119,264 |
Newmont Corp. | 17,421 | 1,094,387 |
Nucor Corp. | 13,124 | 1,365,158 |
Reliance Steel & Aluminum Company | 2,985 | 469,093 |
Southern Copper Corp. | 2,153 | 141,323 |
Steel Dynamics, Inc. | 9,054 | 583,530 |
Real estate – 3.2% | 23,680,298 | |
Equity real estate investment trusts – 2.9% | ||
Alexandria Real Estate Equities, Inc. | 2,872 | 578,248 |
American Homes 4 Rent, Class A | 6,265 | 263,130 |
American Tower Corp. | 5,020 | 1,419,656 |
Americold Realty Trust | 3,394 | 131,857 |
AvalonBay Communities, Inc. | 3,483 | 793,532 |
Boston Properties, Inc. | 3,934 | 461,773 |
Camden Property Trust | 2,372 | 354,353 |
Crown Castle International Corp. | 5,341 | 1,031,294 |
CubeSmart | 3,828 | 190,098 |
CyrusOne, Inc. | 2,125 | 151,449 |
Digital Realty Trust, Inc. | 4,910 | 756,926 |
Duke Realty Corp. | 9,260 | 471,149 |
Equinix, Inc. | 1,125 | 922,961 |
Equity LifeStyle Properties, Inc. | 4,129 | 346,010 |
Equity Residential | 7,817 | 657,644 |
Essex Property Trust, Inc. | 1,664 | 545,958 |
Extra Space Storage, Inc. | 3,216 | 560,034 |
Federal Realty Investment Trust | 1,852 | 217,666 |
Gaming and Leisure Properties, Inc. | 5,452 | 258,098 |
Healthpeak Properties, Inc. | 12,133 | 448,557 |
Host Hotels & Resorts, Inc. (A) | 19,074 | 303,849 |
Invitation Homes, Inc. | 11,842 | 481,733 |
Iron Mountain, Inc. | 7,092 | 310,346 |
Kilroy Realty Corp. | 2,586 | 179,132 |
Kimco Realty Corp. | 3,830 | 81,694 |
Lamar Advertising Company, Class A | 2,187 | 233,134 |
Medical Properties Trust, Inc. | 11,348 | 238,648 |
MGM Growth Properties LLC, Class A | 2,930 | 110,754 |
Mid-America Apartment Communities, Inc. | 2,791 | 538,942 |
National Retail Properties, Inc. | 4,002 | 195,578 |
Omega Healthcare Investors, Inc. | 5,495 | 199,359 |
SEE NOTES TO FUNDS’ INVESTMENTS | QUARTERLY REPORT | JOHN HANCOCK MULTIFACTOR ETFS | 35 |
MULTIFACTOR LARGE CAP ETF (continued)
Shares or Principal Amount | Value | |
Real estate (continued) | ||
Equity real estate investment trusts (continued) | ||
Prologis, Inc. | 9,400 | $1,203,576 |
Public Storage | 1,973 | 616,523 |
Realty Income Corp. | 7,641 | 537,086 |
Regency Centers Corp. | 3,836 | 250,913 |
SBA Communications Corp. | 2,125 | 724,604 |
Simon Property Group, Inc. | 5,111 | 646,644 |
STORE Capital Corp. | 4,666 | 168,863 |
Sun Communities, Inc. | 2,321 | 455,171 |
UDR, Inc. | 7,314 | 402,197 |
Ventas, Inc. | 8,923 | 533,417 |
VEREIT, Inc. | 5,204 | 254,840 |
VICI Properties, Inc. | 11,395 | 355,410 |
Vornado Realty Trust | 4,495 | 195,533 |
Welltower, Inc. | 8,613 | 748,125 |
Weyerhaeuser Company | 24,897 | 839,776 |
WP Carey, Inc. | 3,720 | 300,167 |
Real estate management and development – 0.3% | ||
CBRE Group, Inc., Class A (A) | 15,341 | 1,479,793 |
eXp World Holdings, Inc. (A) | 573 | 20,582 |
Jones Lang LaSalle, Inc. (A) | 2,168 | 482,532 |
Redfin Corp. (A)(B) | 529 | 30,984 |
Utilities – 3.4% | 25,167,985 | |
Electric utilities – 1.9% | ||
Alliant Energy Corp. | 9,005 | 527,063 |
American Electric Power Company, Inc. | 13,246 | 1,167,238 |
Avangrid, Inc. | 1,775 | 92,549 |
Duke Energy Corp. | 12,766 | 1,341,834 |
Edison International | 15,310 | 834,395 |
Entergy Corp. | 9,666 | 994,825 |
Evergy, Inc. | 9,735 | 634,917 |
Eversource Energy | 11,703 | 1,009,618 |
Exelon Corp. | 26,314 | 1,231,495 |
FirstEnergy Corp. | 17,995 | 689,568 |
NextEra Energy, Inc. | 22,025 | 1,715,748 |
NRG Energy, Inc. | 7,739 | 319,156 |
Pinnacle West Capital Corp. | 5,263 | 439,724 |
PPL Corp. | 34,980 | 992,383 |
The Southern Company | 19,220 | 1,227,581 |
Xcel Energy, Inc. | 14,517 | 990,785 |
Gas utilities – 0.1% | ||
Atmos Energy Corp. | 3,780 | 372,670 |
UGI Corp. | 8,706 | 400,389 |
Independent power and renewable electricity producers –0.1% | ||
Brookfield Renewable Corp., Class A | 1,685 | 71,511 |
The AES Corp. | 29,845 | 707,327 |
Vistra Corp. | 12,014 | 230,068 |
MULTIFACTOR LARGE CAP ETF (continued)
Shares or Principal Amount | Value | |
Utilities (continued) | ||
Multi-utilities – 1.1% | ||
Ameren Corp. | 11,382 | $955,177 |
CenterPoint Energy, Inc. | 21,226 | 540,414 |
CMS Energy Corp. | 10,771 | 665,540 |
Consolidated Edison, Inc. | 13,955 | 1,029,460 |
Dominion Energy, Inc. | 9,711 | 727,063 |
DTE Energy Company | 7,910 | 928,001 |
NiSource, Inc. | 17,056 | 422,477 |
Public Service Enterprise Group, Inc. | 19,406 | 1,207,635 |
Sempra Energy | 4,360 | 569,634 |
WEC Energy Group, Inc. | 9,965 | 938,105 |
Water utilities – 0.2% | ||
American Water Works Company, Inc. | 5,580 | 949,214 |
Essential Utilities, Inc. | 4,976 | 244,421 |
SHORT-TERM INVESTMENTS – 0.1% | $583,575 | |
(Cost $583,508) | ||
Short-term funds – 0.1% | 583,575 | |
John Hancock Collateral Trust, 0.0455% (C)(D) | 30,966 | 309,864 |
State Street Institutional U.S. Government Money Market Fund, Premier Class, 0.0250% (C) | 273,711 | 273,711 |
Total investments (Multifactor Large Cap ETF) (Cost $554,648,589) 100.0% | $737,100,775 | |
Other assets and liabilities, net (0.0%) | (65,568) | |
Total net assets 100.0% | $737,035,207 |
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 7-31-21. The value of securities on loan amounted to $1,056,813. In addition to the cash collateral invested in John Hancock Collateral Trust, non-cash collateral of $815,444 in the form of U.S. Treasuries was pledged to the fund. |
(C) | The rate shown is the annualized seven-day yield as of 7-31-21. |
(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 7-31-21 (unaudited)
Shares or Principal Amount | Value | |
COMMON STOCKS – 100.0% | $28,480,117 | |
(Cost $22,284,021) | ||
Industrials – 1.6% | 448,169 | |
Building products – 1.6% | ||
Owens Corning | 3,776 | 363,100 |
The AZEK Company, Inc. (A) | 2,339 | 85,069 |
Materials – 97.4% | 27,750,433 | |
Chemicals – 54.3% | ||
Air Products & Chemicals, Inc. | 3,364 | 979,025 |
36 | JOHN HANCOCK MULTIFACTOR ETFS | QUARTERLY REPORT | SEE NOTES TO FUNDS’ INVESTMENTS |
MULTIFACTOR MATERIALS ETF (continued)
Shares or Principal Amount | Value | |
Materials (continued) | ||
Chemicals (continued) | ||
Albemarle Corp. | 3,227 | $664,891 |
Ashland Global Holdings, Inc. | 2,185 | 185,878 |
Axalta Coating Systems, Ltd. (A) | 10,166 | 305,997 |
Celanese Corp. | 3,767 | 586,786 |
CF Industries Holdings, Inc. | 9,090 | 429,503 |
Dow, Inc. | 16,899 | 1,050,442 |
DuPont de Nemours, Inc. | 19,253 | 1,444,937 |
Eastman Chemical Company | 5,733 | 646,224 |
Ecolab, Inc. | 3,931 | 868,083 |
FMC Corp. | 4,199 | 449,083 |
Huntsman Corp. | 8,185 | 216,166 |
International Flavors & Fragrances, Inc. | 5,696 | 858,045 |
Linde PLC | 6,178 | 1,899,055 |
LyondellBasell Industries NV, Class A | 10,662 | 1,059,056 |
PPG Industries, Inc. | 8,776 | 1,435,052 |
RPM International, Inc. | 5,341 | 462,477 |
The Mosaic Company | 12,243 | 382,349 |
The Scotts Miracle-Gro Company | 1,326 | 234,649 |
The Sherwin-Williams Company | 4,140 | 1,204,864 |
Westlake Chemical Corp. | 1,431 | 118,659 |
Construction materials – 6.0% | ||
Martin Marietta Materials, Inc. | 2,328 | 845,762 |
Vulcan Materials Company | 4,723 | 850,093 |
Containers and packaging – 22.0% | ||
Amcor PLC | 66,935 | 773,769 |
AptarGroup, Inc. | 2,358 | 303,993 |
Ardagh Group SA | 503 | 11,745 |
Avery Dennison Corp. | 2,838 | 597,910 |
Ball Corp. | 11,214 | 906,988 |
Berry Global Group, Inc. (A) | 7,358 | 473,046 |
Crown Holdings, Inc. | 5,000 | 498,800 |
International Paper Company | 18,360 | 1,060,474 |
Packaging Corp. of America | 4,000 | 566,000 |
Sealed Air Corp. | 5,314 | 301,570 |
Sonoco Products Company | 4,866 | 310,402 |
Westrock Company | 9,394 | 462,279 |
Metals and mining – 15.1% | ||
Cleveland-Cliffs, Inc. (A)(B) | 8,456 | 211,400 |
Freeport-McMoRan, Inc. | 20,434 | 778,535 |
Newmont Corp. | 14,466 | 908,754 |
Nucor Corp. | 10,255 | 1,066,725 |
Reliance Steel & Aluminum Company | 2,322 | 364,902 |
Royal Gold, Inc. | 1,856 | 225,541 |
Southern Copper Corp. | 1,790 | 117,496 |
Steel Dynamics, Inc. | 9,822 | 633,028 |
Utilities – 1.0% | 281,515 | |
Multi-utilities – 1.0% | ||
MDU Resources Group, Inc. | 8,875 | 281,515 |
MULTIFACTOR MATERIALS ETF (continued)
Shares or Principal Amount | Value | |
SHORT-TERM INVESTMENTS – 0.2% | $71,406 | |
(Cost $71,406) | ||
Short-term funds – 0.2% | 71,406 | |
State Street Institutional U.S. Government Money Market Fund, Premier Class, 0.0250% (C) | 71,406 | $71,406 |
Total investments (Multifactor Materials ETF) (Cost $22,355,427) 100.2% | $28,551,523 | |
Other assets and liabilities, net (0.2%) | (58,356) | |
Total net assets 100.0% | $28,493,167 |
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 7-31-21. The value of securities on loan amounted to $190,250. In addition to the cash collateral invested in John Hancock Collateral Trust, non-cash collateral of $194,843 in the form of U.S. Treasuries was pledged to the fund. |
(C) | The rate shown is the annualized seven-day yield as of 7-31-21. |
MULTIFACTOR MEDIA AND COMMUNICATIONS ETF
As of 7-31-21 (unaudited)
Shares or Principal Amount | Value | |
COMMON STOCKS – 100.0% | $31,347,516 | |
(Cost $25,128,626) | ||
Communication services – 97.1% | 30,463,066 | |
Diversified telecommunication services – 10.3% | ||
AT&T, Inc. | 35,543 | 996,981 |
Lumen Technologies, Inc. | 66,475 | 828,943 |
Verizon Communications, Inc. | 25,071 | 1,398,460 |
Entertainment – 24.5% | ||
Activision Blizzard, Inc. | 13,401 | 1,120,592 |
Electronic Arts, Inc. | 8,973 | 1,291,753 |
Liberty Media Corp.-Liberty Formula One, Series A (A) | 1,214 | 50,332 |
Liberty Media Corp.-Liberty Formula One, Series C (A) | 6,794 | 318,842 |
Live Nation Entertainment, Inc. (A) | 3,724 | 293,786 |
Netflix, Inc. (A) | 3,366 | 1,742,141 |
Spotify Technology SA (A) | 1,278 | 292,240 |
Take-Two Interactive Software, Inc. (A) | 2,636 | 457,135 |
The Walt Disney Company (A) | 9,596 | 1,689,088 |
Warner Music Group Corp., Class A | 3,626 | 137,027 |
Zynga, Inc., Class A (A) | 29,942 | 302,414 |
Interactive media and services – 25.1% | ||
Alphabet, Inc., Class A (A) | 458 | 1,234,095 |
Alphabet, Inc., Class C (A) | 436 | 1,179,127 |
Angi, Inc. (A) | 2,484 | 28,591 |
Facebook, Inc., Class A (A) | 7,042 | 2,509,062 |
InterActiveCorp (A) | 3,103 | 426,011 |
Match Group, Inc. (A) | 3,895 | 620,357 |
SEE NOTES TO FUNDS’ INVESTMENTS | QUARTERLY REPORT | JOHN HANCOCK MULTIFACTOR ETFS | 37 |
MULTIFACTOR MEDIA AND COMMUNICATIONS ETF (continued)
Shares or Principal Amount | Value | |
Communication services (continued) | ||
Interactive media and services (continued) | ||
Pinterest, Inc., Class A (A) | 5,173 | $304,690 |
Snap, Inc., Class A (A) | 7,107 | 528,903 |
TripAdvisor, Inc. (A) | 1,879 | 71,308 |
Twitter, Inc. (A) | 7,454 | 519,917 |
Vimeo, Inc. (A) | 5,046 | 226,061 |
Zillow Group, Inc., Class A (A) | 481 | 51,530 |
Zillow Group, Inc., Class C (A) | 1,481 | 157,371 |
Media – 33.6% | ||
Altice USA, Inc., Class A (A) | 7,044 | 216,462 |
Cable One, Inc. | 194 | 366,270 |
Charter Communications, Inc., Class A (A) | 1,960 | 1,458,338 |
Comcast Corp., Class A | 34,408 | 2,024,223 |
Discovery, Inc., Series A (A)(B) | 9,181 | 266,341 |
Discovery, Inc., Series C (A) | 16,991 | 460,626 |
DISH Network Corp., Class A (A) | 9,773 | 409,391 |
Fox Corp., Class A | 12,839 | 457,839 |
Fox Corp., Class B | 6,133 | 203,861 |
Liberty Broadband Corp., Series A (A) | 911 | 156,391 |
Liberty Broadband Corp., Series C (A) | 5,305 | 941,584 |
Liberty Media Corp.-Liberty SiriusXM, Series A (A) | 2,699 | 126,016 |
Liberty Media Corp.-Liberty SiriusXM, Series C (A) | 5,462 | 252,344 |
News Corp., Class A | 13,333 | 328,392 |
News Corp., Class B | 4,578 | 107,629 |
Nexstar Media Group, Inc., Class A | 2,710 | 398,560 |
Omnicom Group, Inc. | 11,736 | 854,616 |
Sirius XM Holdings, Inc. (B) | 30,155 | 195,103 |
The Interpublic Group of Companies, Inc. | 21,438 | 758,048 |
The New York Times Company, Class A | 3,697 | 161,855 |
ViacomCBS, Inc., Class A | 300 | 13,359 |
ViacomCBS, Inc., Class B | 9,599 | 392,887 |
Wireless telecommunication services – 3.6% | ||
T-Mobile US, Inc. (A) | 7,889 | 1,136,174 |
Industrials – 2.1% | 644,235 | |
Professional services – 2.1% | ||
Nielsen Holdings PLC | 22,551 | 534,233 |
Upwork, Inc. (A) | 2,124 | 110,002 |
Information technology – 0.8% | 240,215 | |
Software – 0.8% | ||
Dynatrace, Inc. (A) | 3,761 | 240,215 |
MULTIFACTOR MEDIA AND COMMUNICATIONS ETF (continued)
Shares or Principal Amount | Value | |
SHORT-TERM INVESTMENTS – 0.1% | $27,070 | |
(Cost $27,070) | ||
Short-term funds – 0.1% | 27,070 | |
State Street Institutional U.S. Government Money Market Fund, Premier Class, 0.0250% (C) | 27,070 | $27,070 |
Total investments (Multifactor Media and Communications ETF) (Cost $25,155,696) 100.1% | $31,374,586 | |
Other assets and liabilities, net (0.1%) | (19,284) | |
Total net assets 100.0% | $31,355,302 |
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 7-31-21. The value of securities on loan amounted to $414,487. In addition to the cash collateral invested in John Hancock Collateral Trust, non-cash collateral of $438,188 in the form of U.S. Treasuries was pledged to the fund. |
(C) | The rate shown is the annualized seven-day yield as of 7-31-21. |
MULTIFACTOR MID CAP ETF
As of 7-31-21 (unaudited)
Shares or Principal Amount | Value | |
COMMON STOCKS – 99.9% | $2,309,792,851 | |
(Cost $1,727,926,589) | ||
Communication services – 3.2% | 73,923,078 | |
Diversified telecommunication services – 0.3% | ||
Lumen Technologies, Inc. | 581,056 | 7,245,768 |
Entertainment – 0.6% | ||
Liberty Media Corp.-Liberty Formula One, Series A (A) | 7,627 | 316,215 |
Liberty Media Corp.-Liberty Formula One, Series C (A) | 78,825 | 3,699,257 |
Live Nation Entertainment, Inc. (A) | 24,441 | 1,928,150 |
Take-Two Interactive Software, Inc. (A) | 24,595 | 4,265,265 |
Warner Music Group Corp., Class A | 15,678 | 592,472 |
Zynga, Inc., Class A (A) | 247,503 | 2,499,780 |
Interactive media and services – 0.2% | ||
Angi, Inc. (A) | 16,916 | 194,703 |
InterActiveCorp (A) | 19,516 | 2,679,352 |
TripAdvisor, Inc. (A) | 11,268 | 427,621 |
Vimeo, Inc. (A) | 31,478 | 1,410,214 |
ZoomInfo Technologies, Inc., Class A (A) | 10,043 | 539,811 |
Media – 2.1% | ||
Altice USA, Inc., Class A (A) | 58,186 | 1,788,056 |
Cable One, Inc. | 1,943 | 3,668,365 |
Discovery, Inc., Series A (A) | 39,992 | 1,160,168 |
Discovery, Inc., Series C (A) | 89,568 | 2,428,188 |
DISH Network Corp., Class A (A) | 68,950 | 2,888,316 |
Fox Corp., Class A | 81,929 | 2,921,588 |
38 | JOHN HANCOCK MULTIFACTOR ETFS | QUARTERLY REPORT | SEE NOTES TO FUNDS’ INVESTMENTS |
MULTIFACTOR MID CAP ETF (continued)
Shares or Principal Amount | Value | |
Communication services (continued) | ||
Media (continued) | ||
Fox Corp., Class B | 37,126 | $1,234,068 |
Liberty Broadband Corp., Series A (A) | 5,257 | 902,469 |
Liberty Broadband Corp., Series C (A) | 42,776 | 7,592,312 |
Liberty Media Corp.-Liberty SiriusXM, Series A (A) | 25,833 | 1,206,143 |
Liberty Media Corp.-Liberty SiriusXM, Series C (A) | 38,437 | 1,775,789 |
News Corp., Class A | 158,271 | 3,898,215 |
News Corp., Class B | 47,119 | 1,107,768 |
Nexstar Media Group, Inc., Class A | 22,342 | 3,285,838 |
Omnicom Group, Inc. | 52,362 | 3,813,001 |
Sirius XM Holdings, Inc. (B) | 110,819 | 716,999 |
The Interpublic Group of Companies, Inc. | 165,216 | 5,842,038 |
The New York Times Company, Class A | 43,288 | 1,895,149 |
Consumer discretionary – 13.4% | 309,701,357 | |
Auto components – 0.8% | ||
Autoliv, Inc. | 39,408 | 3,975,479 |
BorgWarner, Inc. | 96,279 | 4,715,745 |
Fox Factory Holding Corp. (A) | 8,724 | 1,409,275 |
Gentex Corp. | 106,379 | 3,620,077 |
Lear Corp. | 28,622 | 5,008,278 |
Automobiles – 0.2% | ||
Harley-Davidson, Inc. | 75,312 | 2,983,861 |
Thor Industries, Inc. | 24,062 | 2,847,978 |
Distributors – 0.8% | ||
Genuine Parts Company | 40,292 | 5,113,861 |
LKQ Corp. (A) | 126,114 | 6,400,286 |
Pool Corp. | 12,907 | 6,167,223 |
Diversified consumer services – 0.6% | ||
Bright Horizons Family Solutions, Inc. (A) | 17,951 | 2,683,675 |
Chegg, Inc. (A) | 29,238 | 2,591,364 |
Service Corp. International | 92,351 | 5,771,014 |
Terminix Global Holdings, Inc. (A) | 52,594 | 2,761,185 |
Hotels, restaurants and leisure – 2.3% | ||
Aramark | 101,161 | 3,553,786 |
Boyd Gaming Corp. (A) | 17,747 | 1,011,579 |
Caesars Entertainment, Inc. (A) | 37,511 | 3,276,961 |
Choice Hotels International, Inc. | 9,337 | 1,119,506 |
Churchill Downs, Inc. | 8,816 | 1,638,013 |
Darden Restaurants, Inc. | 35,263 | 5,144,166 |
Domino’s Pizza, Inc. | 9,362 | 4,919,637 |
DraftKings, Inc., Class A (A) | 32,042 | 1,554,037 |
Expedia Group, Inc. (A) | 23,542 | 3,787,202 |
Hyatt Hotels Corp., Class A (A) | 14,719 | 1,175,607 |
Marriott Vacations Worldwide Corp. (A) | 14,528 | 2,140,991 |
MGM Resorts International | 106,633 | 4,001,936 |
Norwegian Cruise Line Holdings, Ltd. (A) | 90,773 | 2,181,275 |
Penn National Gaming, Inc. (A) | 27,380 | 1,872,244 |
Planet Fitness, Inc., Class A (A) | 21,741 | 1,635,575 |
MULTIFACTOR MID CAP ETF (continued)
Shares or Principal Amount | Value | |
Consumer discretionary (continued) | ||
Hotels, restaurants and leisure (continued) | ||
Royal Caribbean Cruises, Ltd. (A) | 28,350 | $2,179,265 |
Texas Roadhouse, Inc. | 22,218 | 2,047,833 |
Vail Resorts, Inc. (A) | 15,805 | 4,823,686 |
Wyndham Hotels & Resorts, Inc. | 32,357 | 2,331,645 |
Wynn Resorts, Ltd. (A) | 22,119 | 2,174,961 |
Household durables – 2.7% | ||
D.R. Horton, Inc. | 88,156 | 8,412,727 |
Garmin, Ltd. | 36,805 | 5,785,746 |
Helen of Troy, Ltd. (A) | 7,673 | 1,714,071 |
Leggett & Platt, Inc. | 55,451 | 2,663,312 |
Lennar Corp., A Shares | 65,553 | 6,892,898 |
Lennar Corp., B Shares | 3,915 | 338,060 |
Mohawk Industries, Inc. (A) | 19,211 | 3,744,224 |
Newell Brands, Inc. | 141,692 | 3,506,877 |
NVR, Inc. (A) | 1,139 | 5,948,541 |
PulteGroup, Inc. | 112,525 | 6,174,247 |
Tempur Sealy International, Inc. | 63,692 | 2,755,953 |
Toll Brothers, Inc. | 53,097 | 3,147,059 |
TopBuild Corp. (A) | 11,074 | 2,244,589 |
Whirlpool Corp. | 36,434 | 8,071,588 |
Internet and direct marketing retail – 0.3% | ||
Etsy, Inc. (A) | 27,528 | 5,051,663 |
Stitch Fix, Inc., Class A (A) | 7,771 | 419,012 |
Wayfair, Inc., Class A (A)(B) | 6,596 | 1,592,011 |
Leisure products – 0.8% | ||
Brunswick Corp. | 40,720 | 4,251,168 |
Hasbro, Inc. | 46,916 | 4,665,327 |
Mattel, Inc. (A) | 82,931 | 1,801,261 |
Peloton Interactive, Inc., Class A (A) | 18,821 | 2,221,819 |
Polaris, Inc. | 24,281 | 3,182,511 |
YETI Holdings, Inc. (A) | 24,743 | 2,383,493 |
Multiline retail – 0.4% | ||
Dollar Tree, Inc. (A) | 65,403 | 6,526,565 |
Kohl’s Corp. | 44,444 | 2,257,755 |
Ollie’s Bargain Outlet Holdings, Inc. (A) | 12,776 | 1,189,446 |
Specialty retail – 3.4% | ||
Advance Auto Parts, Inc. | 31,022 | 6,578,525 |
AutoNation, Inc. (A) | 36,396 | 4,415,927 |
AutoZone, Inc. (A) | 3,086 | 5,010,337 |
Best Buy Company, Inc. | 72,189 | 8,110,434 |
Burlington Stores, Inc. (A) | 11,300 | 3,783,240 |
CarMax, Inc. (A) | 51,749 | 6,931,779 |
Dick’s Sporting Goods, Inc. | 31,679 | 3,299,051 |
Five Below, Inc. (A) | 17,972 | 3,494,116 |
Floor & Decor Holdings, Inc., Class A (A) | 33,687 | 4,110,151 |
GameStop Corp., Class A (A) | 6,643 | 1,070,320 |
L Brands, Inc. | 53,909 | 4,316,494 |
Lithia Motors, Inc. | 10,917 | 4,118,111 |
RH (A) | 5,072 | 3,368,214 |
SEE NOTES TO FUNDS’ INVESTMENTS | QUARTERLY REPORT | JOHN HANCOCK MULTIFACTOR ETFS | 39 |
MULTIFACTOR MID CAP ETF (continued)
Shares or Principal Amount | Value | |
Consumer discretionary (continued) | ||
Specialty retail (continued) | ||
The Gap, Inc. | 93,977 | $2,741,309 |
Tractor Supply Company | 36,222 | 6,553,646 |
Ulta Beauty, Inc. (A) | 14,482 | 4,863,056 |
Williams-Sonoma, Inc. | 37,036 | 5,618,361 |
Textiles, apparel and luxury goods – 1.1% | ||
Capri Holdings, Ltd. (A) | 49,220 | 2,771,578 |
Columbia Sportswear Company | 13,286 | 1,323,551 |
Deckers Outdoor Corp. (A) | 11,597 | 4,764,627 |
Hanesbrands, Inc. | 160,520 | 2,931,095 |
Levi Strauss & Company, Class A | 20,818 | 572,911 |
PVH Corp. (A) | 26,416 | 2,763,642 |
Ralph Lauren Corp. | 16,852 | 1,913,039 |
Skechers U.S.A., Inc., Class A (A) | 54,207 | 2,909,832 |
Tapestry, Inc. (A) | 86,623 | 3,664,153 |
Under Armour, Inc., Class A (A) | 55,914 | 1,143,441 |
Under Armour, Inc., Class C (A) | 57,037 | 999,288 |
Consumer staples – 3.0% | 70,463,099 | |
Beverages – 0.1% | ||
Molson Coors Beverage Company, Class B (A) | 36,989 | 1,808,392 |
The Boston Beer Company, Inc., Class A (A) | 2,494 | 1,770,740 |
Food and staples retailing – 0.7% | ||
Albertsons Companies, Inc., Class A (B) | 35,381 | 764,230 |
BJ’s Wholesale Club Holdings, Inc. (A) | 32,374 | 1,639,419 |
Casey’s General Stores, Inc. | 15,256 | 3,016,264 |
Performance Food Group Company (A) | 45,045 | 2,063,962 |
The Kroger Company | 116,629 | 4,746,800 |
U.S. Foods Holding Corp. (A) | 87,966 | 3,020,752 |
Food products – 1.7% | ||
Beyond Meat, Inc. (A)(B) | 8,367 | 1,026,631 |
Bunge, Ltd. | 58,621 | 4,550,748 |
Campbell Soup Company | 44,967 | 1,965,957 |
Conagra Brands, Inc. | 111,942 | 3,748,938 |
Darling Ingredients, Inc. (A) | 63,075 | 4,356,590 |
Freshpet, Inc. (A) | 7,241 | 1,060,444 |
Hormel Foods Corp. | 37,399 | 1,734,566 |
Ingredion, Inc. | 29,735 | 2,611,030 |
Lamb Weston Holdings, Inc. | 48,444 | 3,234,606 |
McCormick & Company, Inc. | 50,002 | 4,208,668 |
Pilgrim’s Pride Corp. (A) | 21,288 | 471,529 |
Post Holdings, Inc. (A) | 28,255 | 2,891,617 |
The J.M. Smucker Company | 27,025 | 3,543,248 |
Tyson Foods, Inc., Class A | 49,824 | 3,560,423 |
Household products – 0.4% | ||
Church & Dwight Company, Inc. | 53,201 | 4,606,143 |
Reynolds Consumer Products, Inc. | 14,594 | 415,199 |
The Clorox Company | 28,156 | 5,093,139 |
Personal products – 0.1% | ||
Coty, Inc., Class A (A) | 68,387 | 597,019 |
MULTIFACTOR MID CAP ETF (continued)
Shares or Principal Amount | Value | |
Consumer staples (continued) | ||
Personal products (continued) | ||
Herbalife Nutrition, Ltd. (A) | 38,399 | $1,956,045 |
Energy – 2.4% | 55,233,922 | |
Energy equipment and services – 0.3% | ||
Baker Hughes Company | 110,690 | 2,351,056 |
Halliburton Company | 148,836 | 3,077,928 |
NOV, Inc. (A) | 111,922 | 1,545,643 |
Oil, gas and consumable fuels – 2.1% | ||
APA Corp. | 93,532 | 1,753,725 |
Cabot Oil & Gas Corp. | 109,747 | 1,755,952 |
Cheniere Energy, Inc. (A) | 43,819 | 3,721,548 |
Cimarex Energy Company | 15,832 | 1,032,246 |
Continental Resources, Inc. | 24,732 | 844,598 |
Devon Energy Corp. | 83,447 | 2,156,270 |
Diamondback Energy, Inc. | 51,803 | 3,995,565 |
DT Midstream, Inc. (A) | 21,130 | 895,912 |
Hess Corp. | 54,575 | 4,171,713 |
HollyFrontier Corp. | 66,485 | 1,954,659 |
Marathon Oil Corp. | 288,754 | 3,346,659 |
New Fortress Energy, Inc. | 10,865 | 329,318 |
Occidental Petroleum Corp. | 203,733 | 5,317,431 |
ONEOK, Inc. | 88,350 | 4,591,550 |
Ovintiv, Inc. | 101,756 | 2,611,059 |
Pioneer Natural Resources Company | 28,186 | 4,097,399 |
Targa Resources Corp. | 73,796 | 3,107,550 |
Texas Pacific Land Corp. | 1,726 | 2,576,141 |
Financials – 13.0% | 299,420,925 | |
Banks – 3.8% | ||
BOK Financial Corp. | 10,380 | 872,024 |
Citizens Financial Group, Inc. | 130,506 | 5,502,133 |
Comerica, Inc. | 47,430 | 3,256,544 |
Commerce Bancshares, Inc. | 43,448 | 3,073,077 |
Cullen/Frost Bankers, Inc. | 20,885 | 2,241,378 |
East West Bancorp, Inc. | 61,102 | 4,347,407 |
Fifth Third Bancorp | 215,424 | 7,817,737 |
First Citizens BancShares, Inc., Class A | 1,483 | 1,160,581 |
First Financial Bankshares, Inc. | 41,547 | 2,029,155 |
First Horizon Corp. | 196,321 | 3,033,159 |
First Republic Bank | 38,636 | 7,534,793 |
Huntington Bancshares, Inc. | 475,502 | 6,695,068 |
KeyCorp | 273,347 | 5,374,002 |
M&T Bank Corp. | 27,758 | 3,715,408 |
People’s United Financial, Inc. | 163,538 | 2,567,547 |
Pinnacle Financial Partners, Inc. | 13,603 | 1,218,965 |
Prosperity Bancshares, Inc. | 33,539 | 2,287,024 |
Regions Financial Corp. | 294,257 | 5,664,447 |
Signature Bank | 21,606 | 4,903,914 |
SVB Financial Group (A) | 14,044 | 7,723,638 |
Synovus Financial Corp. | 36,593 | 1,496,654 |
40 | JOHN HANCOCK MULTIFACTOR ETFS | QUARTERLY REPORT | SEE NOTES TO FUNDS’ INVESTMENTS |
MULTIFACTOR MID CAP ETF (continued)
Shares or Principal Amount | Value | |
Financials (continued) | ||
Banks (continued) | ||
Western Alliance Bancorp | 20,759 | $1,926,850 |
Zions Bancorp NA | 73,485 | 3,832,243 |
Capital markets – 3.7% | ||
Affiliated Managers Group, Inc. | 10,553 | 1,672,017 |
Ameriprise Financial, Inc. | 32,921 | 8,479,133 |
Apollo Global Management, Inc. (B) | 24,627 | 1,449,545 |
Ares Management Corp., Class A | 26,046 | 1,865,154 |
Cboe Global Markets, Inc. | 34,281 | 4,061,270 |
FactSet Research Systems, Inc. | 11,552 | 4,127,299 |
Franklin Resources, Inc. | 92,256 | 2,726,165 |
Interactive Brokers Group, Inc., Class A | 18,652 | 1,153,813 |
Invesco, Ltd. | 136,512 | 3,328,163 |
Jefferies Financial Group, Inc. | 93,970 | 3,118,864 |
LPL Financial Holdings, Inc. | 26,958 | 3,802,156 |
MarketAxess Holdings, Inc. | 11,037 | 5,244,451 |
Morningstar, Inc. | 7,563 | 1,910,641 |
MSCI, Inc. | 17,526 | 10,444,795 |
Nasdaq, Inc. | 32,589 | 6,085,344 |
Northern Trust Corp. | 49,415 | 5,576,483 |
Raymond James Financial, Inc. | 36,525 | 4,729,257 |
SEI Investments Company | 50,996 | 3,100,557 |
State Street Corp. | 59,793 | 5,210,362 |
Stifel Financial Corp. | 29,998 | 1,996,067 |
T. Rowe Price Group, Inc. | 16,543 | 3,377,419 |
Tradeweb Markets, Inc., Class A | 10,984 | 952,642 |
Consumer finance – 0.9% | ||
Ally Financial, Inc. | 173,055 | 8,888,105 |
Credit Acceptance Corp. (A)(B) | 3,982 | 1,930,354 |
OneMain Holdings, Inc. | 37,774 | 2,304,214 |
Santander Consumer USA Holdings, Inc. | 43,218 | 1,773,235 |
Synchrony Financial | 139,854 | 6,575,935 |
Diversified financial services – 0.4% | ||
Equitable Holdings, Inc. | 139,400 | 4,303,278 |
Voya Financial, Inc. | 63,425 | 4,084,570 |
Insurance – 4.1% | ||
Alleghany Corp. (A) | 4,478 | 2,969,362 |
American Financial Group, Inc. | 28,786 | 3,641,141 |
Arch Capital Group, Ltd. (A) | 87,320 | 3,405,480 |
Arthur J. Gallagher & Company | 47,644 | 6,637,286 |
Assurant, Inc. | 23,705 | 3,740,886 |
Athene Holding, Ltd., Class A (A) | 67,533 | 4,363,982 |
Brown & Brown, Inc. | 76,895 | 4,183,088 |
Cincinnati Financial Corp. | 37,388 | 4,407,297 |
CNA Financial Corp. | 8,732 | 384,295 |
Erie Indemnity Company, Class A | 8,340 | 1,541,983 |
Everest Re Group, Ltd. | 12,936 | 3,270,609 |
Fidelity National Financial, Inc. | 106,268 | 4,740,615 |
First American Financial Corp. | 51,011 | 3,433,550 |
Globe Life, Inc. | 40,035 | 3,727,659 |
MULTIFACTOR MID CAP ETF (continued)
Shares or Principal Amount | Value | |
Financials (continued) | ||
Insurance (continued) | ||
Lemonade, Inc. (A)(B) | 5,676 | $494,153 |
Lincoln National Corp. | 60,751 | 3,743,477 |
Loews Corp. | 73,168 | 3,924,000 |
Markel Corp. (A) | 3,132 | 3,777,724 |
Old Republic International Corp. | 113,643 | 2,802,436 |
Primerica, Inc. | 16,036 | 2,344,784 |
Principal Financial Group, Inc. | 77,293 | 4,802,214 |
Reinsurance Group of America, Inc. | 30,275 | 3,335,700 |
RenaissanceRe Holdings, Ltd. | 16,738 | 2,555,725 |
The Hartford Financial Services Group, Inc. | 116,409 | 7,405,941 |
W.R. Berkley Corp. | 46,043 | 3,368,966 |
Willis Towers Watson PLC | 26,248 | 5,409,188 |
Thrifts and mortgage finance – 0.1% | ||
New York Community Bancorp, Inc. | 182,387 | 2,148,519 |
TFS Financial Corp. | 16,213 | 315,829 |
Health care – 13.7% | 317,457,328 | |
Biotechnology – 2.3% | ||
ACADIA Pharmaceuticals, Inc. (A) | 25,670 | 555,242 |
Acceleron Pharma, Inc. (A) | 14,478 | 1,810,619 |
Allakos, Inc. (A) | 7,042 | 560,262 |
Alnylam Pharmaceuticals, Inc. (A) | 23,290 | 4,167,513 |
Arrowhead Pharmaceuticals, Inc. (A) | 18,513 | 1,282,766 |
BioMarin Pharmaceutical, Inc. (A) | 36,665 | 2,813,305 |
Blueprint Medicines Corp. (A) | 9,894 | 869,386 |
Bridgebio Pharma, Inc. (A) | 13,198 | 705,433 |
CRISPR Therapeutics AG (A) | 15,540 | 1,880,651 |
Denali Therapeutics, Inc. (A) | 14,248 | 727,075 |
Exact Sciences Corp. (A) | 30,009 | 3,236,171 |
Exelixis, Inc. (A) | 142,953 | 2,408,758 |
Fate Therapeutics, Inc. (A) | 10,290 | 852,012 |
Halozyme Therapeutics, Inc. (A) | 28,151 | 1,163,481 |
Horizon Therapeutics PLC (A) | 71,334 | 7,134,827 |
Incyte Corp. (A) | 26,729 | 2,067,488 |
Invitae Corp. (A)(B) | 30,941 | 866,039 |
Ionis Pharmaceuticals, Inc. (A) | 43,034 | 1,598,283 |
Iovance Biotherapeutics, Inc. (A) | 27,651 | 615,788 |
Kodiak Sciences, Inc. (A) | 3,881 | 325,383 |
Mirati Therapeutics, Inc. (A) | 7,794 | 1,247,508 |
Natera, Inc. (A) | 13,434 | 1,538,462 |
Neurocrine Biosciences, Inc. (A) | 30,199 | 2,814,849 |
Novavax, Inc. (A) | 8,061 | 1,445,579 |
Sarepta Therapeutics, Inc. (A) | 11,887 | 805,701 |
Seagen, Inc. (A) | 16,866 | 2,587,076 |
TG Therapeutics, Inc. (A) | 15,766 | 551,652 |
Twist Bioscience Corp. (A) | 6,473 | 796,503 |
Ultragenyx Pharmaceutical, Inc. (A) | 14,432 | 1,152,107 |
United Therapeutics Corp. (A) | 19,792 | 3,600,759 |
Vir Biotechnology, Inc. (A) | 12,851 | 458,138 |
SEE NOTES TO FUNDS’ INVESTMENTS | QUARTERLY REPORT | JOHN HANCOCK MULTIFACTOR ETFS | 41 |
MULTIFACTOR MID CAP ETF (continued)
Shares or Principal Amount | Value | |
Health care (continued) | ||
Health care equipment and supplies – 3.5% | ||
ABIOMED, Inc. (A) | 9,713 | $3,177,511 |
Dentsply Sirona, Inc. | 86,788 | 5,731,480 |
Envista Holdings Corp. (A) | 45,554 | 1,962,466 |
Globus Medical, Inc., Class A (A) | 32,153 | 2,674,165 |
Haemonetics Corp. (A) | 19,799 | 1,203,581 |
Hill-Rom Holdings, Inc. | 37,762 | 5,228,527 |
Hologic, Inc. (A) | 90,735 | 6,808,754 |
Insulet Corp. (A) | 11,768 | 3,291,392 |
Integra LifeSciences Holdings Corp. (A) | 24,830 | 1,797,444 |
Masimo Corp. (A) | 17,430 | 4,747,758 |
Nevro Corp. (A) | 5,247 | 813,285 |
Novocure, Ltd. (A) | 17,434 | 2,685,010 |
Penumbra, Inc. (A) | 8,772 | 2,335,370 |
Quidel Corp. (A) | 16,313 | 2,307,800 |
ResMed, Inc. | 36,564 | 9,938,095 |
STERIS PLC | 27,535 | 6,001,253 |
Tandem Diabetes Care, Inc. (A) | 12,827 | 1,393,910 |
Teleflex, Inc. | 12,684 | 5,041,002 |
The Cooper Companies, Inc. | 14,233 | 6,003,052 |
West Pharmaceutical Services, Inc. | 19,383 | 7,980,563 |
Health care providers and services – 3.0% | ||
1Life Healthcare, Inc. (A) | 16,927 | 457,706 |
Amedisys, Inc. (A) | 11,533 | 3,005,730 |
AmerisourceBergen Corp. | 35,423 | 4,327,628 |
Cardinal Health, Inc. | 89,218 | 5,297,765 |
Chemed Corp. | 6,240 | 2,970,365 |
DaVita, Inc. (A) | 43,377 | 5,216,084 |
Encompass Health Corp. | 52,855 | 4,400,179 |
Guardant Health, Inc. (A) | 14,117 | 1,550,047 |
HealthEquity, Inc. (A) | 31,290 | 2,314,834 |
Henry Schein, Inc. (A) | 66,983 | 5,368,687 |
Laboratory Corp. of America Holdings (A) | 32,461 | 9,613,325 |
LHC Group, Inc. (A) | 8,909 | 1,917,039 |
Molina Healthcare, Inc. (A) | 31,358 | 8,561,048 |
Oak Street Health, Inc. (A) | 3,600 | 226,944 |
Quest Diagnostics, Inc. | 50,055 | 7,097,799 |
R1 RCM, Inc. (A) | 59,682 | 1,277,792 |
Universal Health Services, Inc., Class B | 39,756 | 6,377,260 |
Health care technology – 0.6% | ||
Cerner Corp. | 90,466 | 7,272,562 |
Change Healthcare, Inc. (A) | 95,997 | 2,084,095 |
Inspire Medical Systems, Inc. (A) | 3,479 | 637,214 |
Schrodinger, Inc. (A) | 9,073 | 613,970 |
Teladoc Health, Inc. (A)(B) | 16,443 | 2,440,963 |
Life sciences tools and services – 3.4% | ||
10X Genomics, Inc., Class A (A) | 8,097 | 1,483,613 |
Adaptive Biotechnologies Corp. (A) | 22,747 | 833,905 |
Agilent Technologies, Inc. | 55,941 | 8,571,839 |
Avantor, Inc. (A) | 112,378 | 4,223,165 |
MULTIFACTOR MID CAP ETF (continued)
Shares or Principal Amount | Value | |
Health care (continued) | ||
Life sciences tools and services (continued) | ||
Bio-Rad Laboratories, Inc., Class A (A) | 7,193 | $5,319,295 |
Bio-Techne Corp. | 11,733 | 5,658,122 |
Bruker Corp. | 46,948 | 3,861,473 |
Charles River Laboratories International, Inc. (A) | 18,812 | 7,654,979 |
IQVIA Holdings, Inc. (A) | 25,502 | 6,316,845 |
Medpace Holdings, Inc. (A) | 10,925 | 1,922,145 |
Mettler-Toledo International, Inc. (A) | 6,609 | 9,739,749 |
NeoGenomics, Inc. (A) | 31,852 | 1,468,377 |
Pacific Biosciences of California, Inc. (A) | 24,308 | 781,502 |
PerkinElmer, Inc. | 40,195 | 7,324,735 |
PPD, Inc. (A) | 24,064 | 1,109,832 |
Repligen Corp. (A) | 14,775 | 3,630,218 |
Sotera Health Company (A) | 9,956 | 235,957 |
Syneos Health, Inc. (A) | 38,016 | 3,408,895 |
Waters Corp. (A) | 14,762 | 5,754,375 |
Pharmaceuticals – 0.9% | ||
Atea Pharmaceuticals, Inc. (A)(B) | 1,737 | 43,494 |
Catalent, Inc. (A) | 60,176 | 7,209,687 |
Elanco Animal Health, Inc. (A) | 110,499 | 4,029,899 |
Jazz Pharmaceuticals PLC (A) | 28,625 | 4,852,510 |
Perrigo Company PLC | 50,620 | 2,431,279 |
Viatris, Inc. | 199,088 | 2,801,168 |
Industrials – 15.8% | 364,872,639 | |
Aerospace and defense – 1.2% | ||
Axon Enterprise, Inc. (A) | 11,854 | 2,205,081 |
BWX Technologies, Inc. | 32,469 | 1,864,695 |
HEICO Corp. | 8,561 | 1,157,875 |
HEICO Corp., Class A | 14,068 | 1,706,308 |
Howmet Aerospace, Inc. (A) | 123,592 | 4,056,289 |
Huntington Ingalls Industries, Inc. | 16,241 | 3,331,516 |
Teledyne Technologies, Inc. (A) | 15,146 | 6,857,654 |
Textron, Inc. | 85,912 | 5,928,787 |
Virgin Galactic Holdings, Inc. (A) | 23,145 | 694,119 |
Air freight and logistics – 0.7% | ||
C.H. Robinson Worldwide, Inc. | 47,162 | 4,205,436 |
Expeditors International of Washington, Inc. | 51,490 | 6,603,593 |
XPO Logistics, Inc. (A) | 43,224 | 5,994,737 |
Airlines – 0.1% | ||
Alaska Air Group, Inc. (A) | 15,772 | 915,249 |
American Airlines Group, Inc. (A) | 39,616 | 807,374 |
JetBlue Airways Corp. (A) | 18,747 | 277,268 |
United Airlines Holdings, Inc. (A) | 23,951 | 1,118,991 |
Building products – 1.5% | ||
A.O. Smith Corp. | 49,831 | 3,504,614 |
Advanced Drainage Systems, Inc. | 11,304 | 1,380,105 |
Allegion PLC | 35,020 | 4,783,732 |
Builders FirstSource, Inc. (A) | 48,393 | 2,153,489 |
Fortune Brands Home & Security, Inc. | 64,061 | 6,244,026 |
42 | JOHN HANCOCK MULTIFACTOR ETFS | QUARTERLY REPORT | SEE NOTES TO FUNDS’ INVESTMENTS |
MULTIFACTOR MID CAP ETF (continued)
Shares or Principal Amount | Value | |
Industrials (continued) | ||
Building products (continued) | ||
Lennox International, Inc. | 9,855 | $3,246,533 |
Masco Corp. | 78,102 | 4,663,470 |
Owens Corning | 48,452 | 4,659,144 |
The AZEK Company, Inc. (A) | 12,402 | 451,061 |
Trex Company, Inc. (A) | 34,899 | 3,388,693 |
Commercial services and supplies – 1.2% | ||
ADT, Inc. | 75,701 | 794,103 |
Copart, Inc. (A) | 54,807 | 8,056,629 |
IAA, Inc. (A) | 43,726 | 2,644,548 |
MSA Safety, Inc. | 10,978 | 1,805,661 |
Republic Services, Inc. | 65,154 | 7,711,627 |
Rollins, Inc. | 58,812 | 2,254,264 |
Stericycle, Inc. (A) | 29,984 | 2,115,371 |
Tetra Tech, Inc. | 15,169 | 2,025,365 |
Construction and engineering – 0.7% | ||
AECOM (A) | 53,461 | 3,365,905 |
EMCOR Group, Inc. | 22,043 | 2,685,058 |
MasTec, Inc. (A) | 16,877 | 1,708,459 |
Quanta Services, Inc. | 68,846 | 6,258,101 |
WillScot Mobile Mini Holdings Corp. (A) | 42,366 | 1,216,328 |
Electrical equipment – 1.7% | ||
AMETEK, Inc. | 60,830 | 8,458,412 |
Generac Holdings, Inc. (A) | 15,650 | 6,562,984 |
Hubbell, Inc. | 26,960 | 5,404,402 |
Plug Power, Inc. (A) | 62,510 | 1,705,273 |
Rockwell Automation, Inc. | 31,105 | 9,562,299 |
Sensata Technologies Holding PLC (A) | 85,027 | 4,984,283 |
Sunrun, Inc. (A) | 45,757 | 2,423,748 |
Industrial conglomerates – 0.2% | ||
Carlisle Companies, Inc. | 24,659 | 4,987,036 |
Machinery – 4.2% | ||
AGCO Corp. | 31,383 | 4,146,008 |
Donaldson Company, Inc. | 55,692 | 3,686,253 |
Dover Corp. | 46,804 | 7,821,884 |
Fortive Corp. | 41,397 | 3,007,906 |
Graco, Inc. | 57,372 | 4,479,606 |
IDEX Corp. | 18,537 | 4,202,153 |
Ingersoll Rand, Inc. (A) | 75,524 | 3,690,858 |
ITT, Inc. | 34,667 | 3,394,246 |
Lincoln Electric Holdings, Inc. | 23,561 | 3,285,110 |
Nikola Corp. (A)(B) | 33,089 | 392,766 |
Nordson Corp. | 19,333 | 4,371,771 |
Oshkosh Corp. | 31,902 | 3,813,884 |
Parker-Hannifin Corp. | 34,180 | 10,665,185 |
Pentair PLC | 61,070 | 4,499,027 |
Snap-on, Inc. | 23,250 | 5,068,035 |
Stanley Black & Decker, Inc. | 38,400 | 7,566,720 |
The Middleby Corp. (A) | 22,972 | 4,398,908 |
The Timken Company | 22,691 | 1,803,935 |
MULTIFACTOR MID CAP ETF (continued)
Shares or Principal Amount | Value | |
Industrials (continued) | ||
Machinery (continued) | ||
The Toro Company | 37,972 | $4,318,935 |
Wabtec Corp. | 53,246 | 4,518,988 |
Woodward, Inc. | 21,131 | 2,568,684 |
Xylem, Inc. | 41,233 | 5,189,173 |
Professional services – 1.9% | ||
Booz Allen Hamilton Holding Corp. | 41,627 | 3,572,013 |
CACI International, Inc., Class A (A) | 8,776 | 2,342,841 |
Dun & Bradstreet Holdings, Inc. (A) | 42,476 | 890,297 |
Equifax, Inc. | 23,906 | 6,229,904 |
Jacobs Engineering Group, Inc. | 36,739 | 4,968,950 |
Leidos Holdings, Inc. | 41,037 | 4,367,158 |
Nielsen Holdings PLC | 164,003 | 3,885,231 |
Robert Half International, Inc. | 51,204 | 5,028,745 |
TransUnion | 38,913 | 4,671,895 |
TriNet Group, Inc. (A) | 15,031 | 1,247,272 |
Upwork, Inc. (A) | 12,659 | 655,610 |
Verisk Analytics, Inc. | 32,336 | 6,141,900 |
Road and rail – 1.2% | ||
AMERCO | 4,086 | 2,402,405 |
J.B. Hunt Transport Services, Inc. | 25,675 | 4,324,954 |
Kansas City Southern | 26,974 | 7,223,637 |
Knight-Swift Transportation Holdings, Inc. | 48,838 | 2,426,760 |
Landstar System, Inc. | 14,282 | 2,242,274 |
Lyft, Inc., Class A (A) | 24,714 | 1,367,178 |
Old Dominion Freight Line, Inc. | 25,992 | 6,995,747 |
Trading companies and distributors – 1.2% | ||
Fastenal Company | 137,041 | 7,505,736 |
SiteOne Landscape Supply, Inc. (A) | 13,741 | 2,401,652 |
United Rentals, Inc. (A) | 27,761 | 9,148,638 |
W.W. Grainger, Inc. | 13,819 | 6,143,651 |
Watsco, Inc. | 10,156 | 2,868,461 |
Information technology – 19.6% | 452,154,611 | |
Communications equipment – 1.4% | ||
Arista Networks, Inc. (A) | 15,826 | 6,020,052 |
Ciena Corp. (A) | 79,513 | 4,622,886 |
F5 Networks, Inc. (A) | 28,383 | 5,861,373 |
Juniper Networks, Inc. | 138,813 | 3,906,198 |
Lumentum Holdings, Inc. (A) | 33,608 | 2,822,736 |
Motorola Solutions, Inc. | 33,286 | 7,453,401 |
Ubiquiti, Inc. | 1,565 | 490,002 |
Electronic equipment, instruments and components – 3.0% | ||
Arrow Electronics, Inc. (A) | 41,828 | 4,959,546 |
CDW Corp. | 42,027 | 7,705,650 |
Cognex Corp. | 48,042 | 4,343,477 |
Coherent, Inc. (A) | 6,110 | 1,502,693 |
Corning, Inc. | 118,955 | 4,979,456 |
Flex, Ltd. (A) | 291,746 | 5,242,676 |
II-VI, Inc. (A) | 47,906 | 3,344,318 |
SEE NOTES TO FUNDS’ INVESTMENTS | QUARTERLY REPORT | JOHN HANCOCK MULTIFACTOR ETFS | 43 |
MULTIFACTOR MID CAP ETF (continued)
Shares or Principal Amount | Value | |
Information technology (continued) | ||
Electronic equipment, instruments andcomponents (continued) | ||
IPG Photonics Corp. (A) | 13,381 | $2,919,199 |
Jabil, Inc. | 90,641 | 5,396,765 |
Keysight Technologies, Inc. (A) | 53,511 | 8,805,235 |
Littelfuse, Inc. | 10,789 | 2,869,766 |
National Instruments Corp. | 58,230 | 2,568,525 |
Trimble, Inc. (A) | 79,111 | 6,763,991 |
Zebra Technologies Corp., Class A (A) | 15,359 | 8,485,540 |
IT services – 3.4% | ||
Affirm Holdings, Inc. (A) | 1,978 | 111,401 |
Akamai Technologies, Inc. (A) | 58,671 | 7,035,826 |
Amdocs, Ltd. | 64,925 | 5,006,367 |
Broadridge Financial Solutions, Inc. | 34,083 | 5,913,060 |
Concentrix Corp. (A) | 25,095 | 4,108,804 |
DXC Technology Company (A) | 84,227 | 3,367,395 |
EPAM Systems, Inc. (A) | 16,405 | 9,183,519 |
Euronet Worldwide, Inc. (A) | 17,306 | 2,471,643 |
Fastly, Inc., Class A (A)(B) | 22,622 | 1,087,440 |
FleetCor Technologies, Inc. (A) | 18,603 | 4,803,667 |
Gartner, Inc. (A) | 22,983 | 6,084,290 |
Genpact, Ltd. | 76,721 | 3,821,473 |
Globant SA (A) | 5,002 | 1,196,278 |
GoDaddy, Inc., Class A (A) | 42,627 | 3,574,274 |
Jack Henry & Associates, Inc. | 20,420 | 3,554,918 |
MongoDB, Inc. (A) | 7,366 | 2,643,805 |
Okta, Inc. (A) | 12,393 | 3,070,861 |
Shift4 Payments, Inc., Class A (A) | 4,942 | 440,777 |
The Western Union Company | 137,375 | 3,188,474 |
VeriSign, Inc. (A) | 20,466 | 4,428,228 |
WEX, Inc. (A) | 15,556 | 2,951,440 |
Semiconductors and semiconductor equipment – 4.2% | ||
Amkor Technology, Inc. | 28,596 | 704,605 |
Brooks Automation, Inc. | 21,579 | 1,920,747 |
Cree, Inc. (A) | 41,360 | 3,836,554 |
Enphase Energy, Inc. (A) | 28,697 | 5,440,951 |
Entegris, Inc. | 55,374 | 6,680,319 |
First Solar, Inc. (A) | 41,110 | 3,537,104 |
Lattice Semiconductor Corp. (A) | 30,133 | 1,710,048 |
Marvell Technology, Inc. | 214,707 | 12,991,921 |
Maxim Integrated Products, Inc. | 80,586 | 8,051,347 |
MKS Instruments, Inc. | 25,898 | 4,051,483 |
Monolithic Power Systems, Inc. | 11,853 | 5,325,079 |
ON Semiconductor Corp. (A) | 165,584 | 6,467,711 |
Qorvo, Inc. (A) | 45,651 | 8,654,973 |
Silicon Laboratories, Inc. (A) | 14,977 | 2,231,423 |
Skyworks Solutions, Inc. | 52,416 | 9,671,276 |
SolarEdge Technologies, Inc. (A) | 15,107 | 3,919,964 |
SunPower Corp. (A) | 15,413 | 381,780 |
Teradyne, Inc. | 67,603 | 8,585,581 |
MULTIFACTOR MID CAP ETF (continued)
Shares or Principal Amount | Value | |
Information technology (continued) | ||
Semiconductors and semiconductor equipment (continued) | ||
Universal Display Corp. | 16,367 | $3,837,898 |
Software – 6.5% | ||
Alteryx, Inc., Class A (A) | 12,251 | 948,227 |
Anaplan, Inc. (A) | 23,234 | 1,328,985 |
ANSYS, Inc. (A) | 23,996 | 8,841,566 |
Appfolio, Inc., Class A (A) | 3,755 | 531,708 |
Appian Corp. (A)(B) | 6,920 | 805,696 |
Aspen Technology, Inc. (A) | 27,293 | 3,991,874 |
Avalara, Inc. (A) | 21,548 | 3,602,179 |
Bill.com Holdings, Inc. (A) | 16,545 | 3,421,837 |
Black Knight, Inc. (A) | 38,987 | 3,228,513 |
Blackline, Inc. (A) | 12,434 | 1,422,325 |
CDK Global, Inc. | 44,983 | 2,158,734 |
Ceridian HCM Holding, Inc. (A) | 41,010 | 4,035,384 |
Citrix Systems, Inc. | 29,241 | 2,946,031 |
Cloudflare, Inc., Class A (A) | 27,232 | 3,230,532 |
Coupa Software, Inc. (A) | 10,389 | 2,254,413 |
Digital Turbine, Inc. (A) | 19,127 | 1,204,045 |
Dolby Laboratories, Inc., Class A | 29,968 | 2,909,893 |
Dropbox, Inc., Class A (A) | 116,138 | 3,657,186 |
Duck Creek Technologies, Inc. (A) | 5,993 | 263,272 |
Dynatrace, Inc. (A) | 24,224 | 1,547,187 |
Elastic NV (A) | 13,369 | 1,979,414 |
Everbridge, Inc. (A) | 5,401 | 762,729 |
Fair Isaac Corp. (A) | 9,383 | 4,915,848 |
Five9, Inc. (A) | 14,167 | 2,851,675 |
Fortinet, Inc. (A) | 33,252 | 9,052,524 |
Guidewire Software, Inc. (A) | 30,100 | 3,467,520 |
HubSpot, Inc. (A) | 8,381 | 4,995,244 |
Manhattan Associates, Inc. (A) | 21,075 | 3,364,202 |
McAfee Corp., Class A | 3,506 | 94,907 |
Medallia, Inc. (A) | 19,579 | 663,141 |
MicroStrategy, Inc., Class A (A)(B) | 1,689 | 1,057,331 |
NCino, Inc. (A) | 9,385 | 596,604 |
NortonLifeLock, Inc. | 132,672 | 3,292,919 |
Nuance Communications, Inc. (A) | 109,040 | 5,986,296 |
Nutanix, Inc., Class A (A) | 33,975 | 1,223,780 |
Palo Alto Networks, Inc. (A) | 12,967 | 5,174,481 |
Paycom Software, Inc. (A) | 12,169 | 4,867,600 |
Paylocity Holding Corp. (A) | 13,093 | 2,716,274 |
Pegasystems, Inc. | 9,138 | 1,166,374 |
Proofpoint, Inc. (A) | 14,219 | 2,483,491 |
PTC, Inc. (A) | 35,275 | 4,777,999 |
Q2 Holdings, Inc. (A) | 13,057 | 1,348,919 |
Qualtrics International, Inc., Class A (A) | 8,983 | 374,861 |
RingCentral, Inc., Class A (A) | 10,333 | 2,761,701 |
salesforce.com, Inc. (A) | 4,602 | 1,113,362 |
Smartsheet, Inc., Class A (A) | 25,597 | 1,857,062 |
Splunk, Inc. (A) | 17,041 | 2,419,481 |
44 | JOHN HANCOCK MULTIFACTOR ETFS | QUARTERLY REPORT | SEE NOTES TO FUNDS’ INVESTMENTS |
MULTIFACTOR MID CAP ETF (continued)
Shares or Principal Amount | Value | |
Information technology (continued) | ||
Software (continued) | ||
SS&C Technologies Holdings, Inc. | 72,647 | $5,694,798 |
The Trade Desk, Inc., Class A (A) | 68,697 | 5,626,971 |
Tyler Technologies, Inc. (A) | 11,220 | 5,527,421 |
Varonis Systems, Inc. (A) | 13,031 | 797,497 |
Zendesk, Inc. (A) | 19,893 | 2,596,633 |
Zscaler, Inc. (A) | 10,769 | 2,540,515 |
Technology hardware, storage and peripherals – 1.1% | ||
Hewlett Packard Enterprise Company | 311,980 | 4,523,710 |
NetApp, Inc. | 75,578 | 6,015,253 |
Pure Storage, Inc., Class A (A) | 65,086 | 1,270,479 |
Seagate Technology Holdings PLC | 76,827 | 6,753,093 |
Western Digital Corp. (A) | 92,480 | 6,004,726 |
Materials – 6.1% | 140,574,487 | |
Chemicals – 2.3% | ||
Albemarle Corp. | 26,278 | 5,414,319 |
Axalta Coating Systems, Ltd. (A) | 86,093 | 2,591,399 |
Celanese Corp. | 32,876 | 5,121,095 |
CF Industries Holdings, Inc. | 91,482 | 4,322,525 |
Corteva, Inc. | 107,490 | 4,598,422 |
Eastman Chemical Company | 44,408 | 5,005,670 |
FMC Corp. | 42,087 | 4,501,205 |
Huntsman Corp. | 94,927 | 2,507,022 |
International Flavors & Fragrances, Inc. | 19,572 | 2,948,326 |
LyondellBasell Industries NV, Class A | 51,009 | 5,066,724 |
RPM International, Inc. | 51,124 | 4,426,827 |
The Mosaic Company | 114,130 | 3,564,280 |
The Scotts Miracle-Gro Company | 13,166 | 2,329,855 |
Westlake Chemical Corp. | 13,773 | 1,142,057 |
Construction materials – 0.5% | ||
Martin Marietta Materials, Inc. | 15,183 | 5,515,984 |
Vulcan Materials Company | 32,258 | 5,806,117 |
Containers and packaging – 2.3% | ||
Amcor PLC | 376,004 | 4,346,606 |
AptarGroup, Inc. | 26,829 | 3,458,795 |
Ardagh Group SA | 3,497 | 81,655 |
Avery Dennison Corp. | 25,440 | 5,359,699 |
Ball Corp. | 77,840 | 6,295,699 |
Berry Global Group, Inc. (A) | 68,214 | 4,385,478 |
Crown Holdings, Inc. | 47,251 | 4,713,760 |
International Paper Company | 110,317 | 6,371,910 |
Packaging Corp. of America | 40,920 | 5,790,180 |
Sealed Air Corp. | 60,804 | 3,450,627 |
Sonoco Products Company | 55,286 | 3,526,694 |
Westrock Company | 101,214 | 4,980,741 |
Metals and mining – 1.0% | ||
Cleveland-Cliffs, Inc. (A)(B) | 53,619 | 1,340,475 |
Nucor Corp. | 81,403 | 8,467,540 |
Reliance Steel & Aluminum Company | 30,792 | 4,838,963 |
MULTIFACTOR MID CAP ETF (continued)
Shares or Principal Amount | Value | |
Materials (continued) | ||
Metals and mining (continued) | ||
Royal Gold, Inc. | 17,767 | $2,159,046 |
Steel Dynamics, Inc. | 95,342 | 6,144,792 |
Real estate – 5.5% | 128,105,283 | |
Equity real estate investment trusts – 4.9% | ||
Alexandria Real Estate Equities, Inc. | 18,630 | 3,750,964 |
American Campus Communities, Inc. | 34,455 | 1,733,431 |
American Homes 4 Rent, Class A | 67,522 | 2,835,924 |
Americold Realty Trust | 47,899 | 1,860,876 |
Apartment Income REIT Corp. | 35,763 | 1,882,564 |
Boston Properties, Inc. | 4,913 | 576,688 |
Brixmor Property Group, Inc. | 51,358 | 1,182,261 |
Camden Property Trust | 24,028 | 3,589,543 |
CoreSite Realty Corp. | 10,117 | 1,398,271 |
CubeSmart | 49,493 | 2,457,822 |
CyrusOne, Inc. | 28,715 | 2,046,518 |
Douglas Emmett, Inc. | 41,851 | 1,397,823 |
Duke Realty Corp. | 80,675 | 4,104,744 |
EastGroup Properties, Inc. | 9,019 | 1,589,328 |
Equity LifeStyle Properties, Inc. | 37,198 | 3,117,192 |
Essex Property Trust, Inc. | 10,060 | 3,300,686 |
Extra Space Storage, Inc. | 25,610 | 4,459,725 |
Federal Realty Investment Trust | 18,934 | 2,225,313 |
First Industrial Realty Trust, Inc. | 29,689 | 1,626,363 |
Gaming and Leisure Properties, Inc. | 54,468 | 2,578,515 |
Healthcare Trust of America, Inc., Class A | 54,126 | 1,547,462 |
Healthpeak Properties, Inc. | 78,447 | 2,900,186 |
Host Hotels & Resorts, Inc. (A) | 156,098 | 2,486,641 |
Invitation Homes, Inc. | 83,617 | 3,401,540 |
Iron Mountain, Inc. | 71,555 | 3,131,247 |
Kilroy Realty Corp. | 27,962 | 1,936,928 |
Kimco Realty Corp. | 105,085 | 2,241,463 |
Lamar Advertising Company, Class A | 26,013 | 2,772,986 |
Life Storage, Inc. | 18,256 | 2,142,524 |
Medical Properties Trust, Inc. | 136,729 | 2,875,411 |
MGM Growth Properties LLC, Class A | 32,602 | 1,232,356 |
Mid-America Apartment Communities, Inc. | 18,664 | 3,604,018 |
National Retail Properties, Inc. | 43,110 | 2,106,786 |
Omega Healthcare Investors, Inc. | 57,505 | 2,086,281 |
Realty Income Corp. | 53,886 | 3,787,647 |
Regency Centers Corp. | 39,815 | 2,604,299 |
Rexford Industrial Realty, Inc. | 28,450 | 1,750,244 |
STORE Capital Corp. | 58,273 | 2,108,900 |
Sun Communities, Inc. | 18,128 | 3,555,082 |
UDR, Inc. | 58,374 | 3,209,986 |
Ventas, Inc. | 39,127 | 2,339,012 |
VEREIT, Inc. | 55,451 | 2,715,435 |
VICI Properties, Inc. | 79,945 | 2,493,485 |
Vornado Realty Trust | 24,899 | 1,083,107 |
Weyerhaeuser Company | 133,211 | 4,493,207 |
SEE NOTES TO FUNDS’ INVESTMENTS | QUARTERLY REPORT | JOHN HANCOCK MULTIFACTOR ETFS | 45 |
MULTIFACTOR MID CAP ETF (continued)
Shares or Principal Amount | Value | |
Real estate (continued) | ||
Equity real estate investment trusts (continued) | ||
WP Carey, Inc. | 26,109 | $2,106,735 |
Real estate management and development – 0.6% | ||
CBRE Group, Inc., Class A (A) | 80,075 | 7,724,035 |
eXp World Holdings, Inc. (A) | 14,390 | 516,889 |
Jones Lang LaSalle, Inc. (A) | 19,865 | 4,421,353 |
Redfin Corp. (A)(B) | 17,338 | 1,015,487 |
Utilities – 4.2% | 97,886,122 | |
Electric utilities – 1.8% | ||
Alliant Energy Corp. | 59,267 | 3,468,898 |
Avangrid, Inc. | 11,448 | 596,899 |
Edison International | 60,559 | 3,300,466 |
Entergy Corp. | 51,956 | 5,347,312 |
Evergy, Inc. | 80,667 | 5,261,102 |
Eversource Energy | 64,750 | 5,585,983 |
FirstEnergy Corp. | 129,794 | 4,973,706 |
NRG Energy, Inc. | 80,732 | 3,329,388 |
OGE Energy Corp. | 83,883 | 2,831,051 |
Pinnacle West Capital Corp. | 42,078 | 3,515,617 |
PPL Corp. | 136,579 | 3,874,746 |
Gas utilities – 0.3% | ||
Atmos Energy Corp. | 29,174 | 2,876,265 |
UGI Corp. | 77,125 | 3,546,979 |
Independent power and renewable electricity producers –0.4% | ||
Brookfield Renewable Corp., Class A | 29,748 | 1,262,505 |
Clearway Energy, Inc., Class A | 5,509 | 148,468 |
Clearway Energy, Inc., Class C | 14,011 | 401,835 |
The AES Corp. | 202,001 | 4,787,424 |
Vistra Corp. | 107,196 | 2,052,803 |
Multi-utilities – 1.3% | ||
Ameren Corp. | 67,708 | 5,682,055 |
CenterPoint Energy, Inc. | 206,100 | 5,247,306 |
CMS Energy Corp. | 75,576 | 4,669,841 |
DTE Energy Company | 42,491 | 4,985,044 |
MDU Resources Group, Inc. | 88,824 | 2,817,497 |
NiSource, Inc. | 107,736 | 2,668,621 |
WEC Energy Group, Inc. | 54,937 | 5,171,769 |
Water utilities – 0.4% | ||
American Water Works Company, Inc. | 40,273 | 6,850,840 |
Essential Utilities, Inc. | 53,577 | 2,631,702 |
SHORT-TERM INVESTMENTS – 0.2% | $4,636,248 | |
(Cost $4,635,661) | ||
Short-term funds – 0.2% | 4,636,248 | |
John Hancock Collateral Trust, 0.0455% (C)(D) | 294,508 | 2,947,055 |
MULTIFACTOR MID CAP ETF (continued)
Shares or Principal Amount | Value | |
State Street Institutional U.S. Government Money Market Fund, Premier Class, 0.0250% (C) | 1,689,193 | $1,689,193 |
Total investments (Multifactor Mid Cap ETF) (Cost $1,732,562,250) 100.1% | $2,314,429,099 | |
Other assets and liabilities, net (0.1%) | (3,115,688) | |
Total net assets 100.0% | $2,311,313,411 |
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 7-31-21. The value of securities on loan amounted to $13,229,717. In addition to the cash collateral invested in John Hancock Collateral Trust, non-cash collateral of $10,925,535 in the form of U.S. Treasuries was pledged to the fund. |
(C) | The rate shown is the annualized seven-day yield as of 7-31-21. |
(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 7-31-21 (unaudited)
Shares or Principal Amount | Value | |
COMMON STOCKS – 99.9% | $430,038,148 | |
(Cost $347,040,795) | ||
Communication services – 1.7% | 7,356,706 | |
Diversified telecommunication services – 0.6% | ||
Bandwidth, Inc., Class A (A) | 8,638 | 1,120,003 |
Iridium Communications, Inc. (A) | 33,800 | 1,427,374 |
Entertainment – 0.4% | ||
Madison Square Garden Sports Corp. (A) | 5,831 | 948,937 |
World Wrestling Entertainment, Inc., Class A | 13,772 | 680,061 |
Interactive media and services – 0.2% | ||
TripAdvisor, Inc. (A) | 26,073 | 989,470 |
Media – 0.5% | ||
Nexstar Media Group, Inc., Class A | 11,194 | 1,646,302 |
TEGNA, Inc. | 24,992 | 442,858 |
The New York Times Company, Class A | 2,323 | 101,701 |
Consumer discretionary – 15.7% | 67,534,661 | |
Auto components – 1.0% | ||
Adient PLC (A) | 10,358 | 436,383 |
Dana, Inc. | 16,678 | 402,940 |
Fox Factory Holding Corp. (A) | 12,616 | 2,037,989 |
LCI Industries | 3,029 | 441,689 |
The Goodyear Tire & Rubber Company (A) | 26,186 | 411,382 |
Visteon Corp. (A) | 3,424 | 390,507 |
Automobiles – 0.8% | ||
Harley-Davidson, Inc. | 43,811 | 1,735,792 |
Thor Industries, Inc. | 13,257 | 1,569,099 |
Diversified consumer services – 0.9% | ||
frontdoor, Inc. (A) | 23,478 | 1,149,013 |
46 | JOHN HANCOCK MULTIFACTOR ETFS | QUARTERLY REPORT | SEE NOTES TO FUNDS’ INVESTMENTS |
MULTIFACTOR SMALL CAP ETF (continued)
Shares or Principal Amount | Value | |
Consumer discretionary (continued) | ||
Diversified consumer services (continued) | ||
Grand Canyon Education, Inc. (A) | 13,728 | $1,268,055 |
H&R Block, Inc. | 20,929 | 513,807 |
Terminix Global Holdings, Inc. (A) | 15,349 | 805,823 |
Hotels, restaurants and leisure – 3.3% | ||
Boyd Gaming Corp. (A) | 22,321 | 1,272,297 |
Choice Hotels International, Inc. | 8,485 | 1,017,352 |
Cracker Barrel Old Country Store, Inc. | 6,309 | 859,160 |
International Game Technology PLC (A) | 12,679 | 237,731 |
Marriott Vacations Worldwide Corp. (A) | 9,755 | 1,437,594 |
Planet Fitness, Inc., Class A (A) | 1,843 | 138,649 |
Red Rock Resorts, Inc., Class A (A) | 7,524 | 296,446 |
Scientific Games Corp. (A) | 9,801 | 604,820 |
SeaWorld Entertainment, Inc. (A) | 5,964 | 282,753 |
Shake Shack, Inc., Class A (A) | 4,592 | 461,680 |
Six Flags Entertainment Corp. (A) | 8,900 | 369,795 |
Texas Roadhouse, Inc. | 17,579 | 1,620,256 |
The Wendy’s Company | 60,096 | 1,394,828 |
Travel + Leisure Company | 9,978 | 516,860 |
Wingstop, Inc. | 10,773 | 1,845,523 |
Wyndham Hotels & Resorts, Inc. | 26,339 | 1,897,988 |
Household durables – 2.5% | ||
Helen of Troy, Ltd. (A) | 6,387 | 1,426,792 |
iRobot Corp. (A) | 3,370 | 294,875 |
KB Home | 24,423 | 1,036,512 |
Leggett & Platt, Inc. | 33,917 | 1,629,034 |
MDC Holdings, Inc. | 6,611 | 352,499 |
Sonos, Inc. (A) | 14,502 | 484,077 |
Taylor Morrison Home Corp. (A) | 35,853 | 961,577 |
Tempur Sealy International, Inc. | 49,631 | 2,147,533 |
Toll Brothers, Inc. | 13,540 | 802,516 |
TopBuild Corp. (A) | 9,103 | 1,845,087 |
Internet and direct marketing retail – 0.9% | ||
Magnite, Inc. (A) | 16,071 | 486,951 |
Qurate Retail, Inc., Series A | 122,509 | 1,452,957 |
Stamps.com, Inc. (A) | 5,986 | 1,955,985 |
Leisure products – 1.5% | ||
Brunswick Corp. | 20,338 | 2,123,287 |
Mattel, Inc. (A) | 93,526 | 2,031,385 |
YETI Holdings, Inc. (A) | 24,698 | 2,379,158 |
Multiline retail – 0.4% | ||
Macy’s, Inc. (A) | 37,950 | 645,150 |
Nordstrom, Inc. (A) | 13,551 | 448,538 |
Ollie’s Bargain Outlet Holdings, Inc. (A) | 6,589 | 613,436 |
Specialty retail – 2.6% | ||
American Eagle Outfitters, Inc. | 16,513 | 569,203 |
AutoNation, Inc. (A) | 18,458 | 2,239,509 |
Dick’s Sporting Goods, Inc. | 17,487 | 1,821,096 |
Foot Locker, Inc. | 28,568 | 1,630,090 |
Leslie’s, Inc. (A) | 5,905 | 143,787 |
MULTIFACTOR SMALL CAP ETF (continued)
Shares or Principal Amount | Value | |
Consumer discretionary (continued) | ||
Specialty retail (continued) | ||
Murphy USA, Inc. | 8,328 | $1,228,463 |
National Vision Holdings, Inc. (A) | 22,980 | 1,240,460 |
Penske Automotive Group, Inc. | 9,197 | 814,854 |
Rent-A-Center, Inc. | 7,629 | 436,531 |
Sleep Number Corp. (A) | 3,027 | 300,309 |
Vroom, Inc. (A) | 15,993 | 592,381 |
Textiles, apparel and luxury goods – 1.8% | ||
Carter’s, Inc. | 11,846 | 1,157,828 |
Crocs, Inc. (A) | 7,789 | 1,057,824 |
Hanesbrands, Inc. | 90,606 | 1,654,466 |
PVH Corp. (A) | 18,809 | 1,967,798 |
Skechers U.S.A., Inc., Class A (A) | 39,987 | 2,146,502 |
Consumer staples – 2.9% | 12,387,946 | |
Beverages – 0.1% | ||
Celsius Holdings, Inc. (A) | 3,949 | 271,020 |
National Beverage Corp. | 6,677 | 303,002 |
Food and staples retailing – 0.8% | ||
BJ’s Wholesale Club Holdings, Inc. (A) | 16,908 | 856,221 |
Grocery Outlet Holding Corp. (A) | 26,536 | 878,872 |
Performance Food Group Company (A) | 35,211 | 1,613,368 |
Food products – 1.7% | ||
Flowers Foods, Inc. | 43,361 | 1,021,585 |
Freshpet, Inc. (A) | 13,218 | 1,935,776 |
Ingredion, Inc. | 7,778 | 682,986 |
Lancaster Colony Corp. | 5,712 | 1,130,233 |
Pilgrim’s Pride Corp. (A) | 5,033 | 111,481 |
Post Holdings, Inc. (A) | 6,673 | 682,915 |
Sanderson Farms, Inc. | 2,278 | 425,622 |
Seaboard Corp. | 75 | 308,250 |
The Hain Celestial Group, Inc. (A) | 23,091 | 921,562 |
Household products – 0.1% | ||
WD-40 Company | 1,552 | 377,120 |
Personal products – 0.2% | ||
Coty, Inc., Class A (A) | 33,396 | 291,547 |
Herbalife Nutrition, Ltd. (A) | 11,315 | 576,386 |
Energy – 1.7% | 7,293,266 | |
Energy equipment and services – 0.3% | ||
ChampionX Corp. (A) | 22,045 | 512,326 |
NOV, Inc. (A) | 41,051 | 566,914 |
TechnipFMC PLC (A) | 44,437 | 320,835 |
Oil, gas and consumable fuels – 1.4% | ||
Antero Midstream Corp. | 96,184 | 913,748 |
Cabot Oil & Gas Corp. | 8,900 | 142,400 |
Cimarex Energy Company | 10,501 | 684,665 |
EQT Corp. (A) | 82,693 | 1,520,724 |
Equitrans Midstream Corp. | 127,951 | 1,051,757 |
HollyFrontier Corp. | 16,711 | 491,303 |
SEE NOTES TO FUNDS’ INVESTMENTS | QUARTERLY REPORT | JOHN HANCOCK MULTIFACTOR ETFS | 47 |
MULTIFACTOR SMALL CAP ETF (continued)
Shares or Principal Amount | Value | |
Energy (continued) | ||
Oil, gas and consumable fuels (continued) | ||
Ovintiv, Inc. | 25,679 | $658,923 |
PDC Energy, Inc. | 10,864 | 429,671 |
Financials – 15.9% | 68,321,735 | |
Banks – 6.0% | ||
Bank of Hawaii Corp. | 4,452 | 372,677 |
Bank OZK | 31,972 | 1,301,580 |
BankUnited, Inc. | 10,012 | 396,275 |
BOK Financial Corp. | 8,427 | 707,952 |
CIT Group, Inc. | 10,984 | 529,868 |
Community Bank System, Inc. | 14,327 | 1,026,386 |
Cullen/Frost Bankers, Inc. | 15,529 | 1,666,572 |
First Citizens BancShares, Inc., Class A | 1,314 | 1,028,323 |
First Financial Bankshares, Inc. | 37,109 | 1,812,404 |
First Hawaiian, Inc. | 14,717 | 405,159 |
FNB Corp. | 35,569 | 407,621 |
Glacier Bancorp, Inc. | 24,672 | 1,272,088 |
Home BancShares, Inc. | 16,553 | 350,593 |
Huntington Bancshares, Inc. | 118,699 | 1,671,282 |
Pacific Premier Bancorp, Inc. | 10,588 | 402,132 |
PacWest Bancorp | 13,065 | 520,248 |
Pinnacle Financial Partners, Inc. | 19,863 | 1,779,923 |
Popular, Inc. | 22,909 | 1,666,859 |
Prosperity Bancshares, Inc. | 3,059 | 208,593 |
South State Corp. | 19,203 | 1,321,935 |
Sterling Bancorp | 22,281 | 483,721 |
Synovus Financial Corp. | 36,547 | 1,494,772 |
Texas Capital Bancshares, Inc. (A) | 5,371 | 338,266 |
UMB Financial Corp. | 4,884 | 457,142 |
Umpqua Holdings Corp. | 24,449 | 461,353 |
United Bankshares, Inc. | 35,223 | 1,216,602 |
Valley National Bancorp | 104,501 | 1,347,018 |
Webster Financial Corp. | 9,913 | 476,815 |
Wintrust Financial Corp. | 6,181 | 441,323 |
Capital markets – 3.5% | ||
Affiliated Managers Group, Inc. | 11,865 | 1,879,891 |
Artisan Partners Asset Management, Inc., Class A | 19,866 | 955,356 |
Cohen & Steers, Inc. | 6,731 | 560,087 |
Evercore, Inc., Class A | 4,151 | 548,762 |
Hamilton Lane, Inc., Class A | 8,840 | 822,120 |
Houlihan Lokey, Inc. | 14,634 | 1,303,889 |
Interactive Brokers Group, Inc., Class A | 20,896 | 1,292,627 |
Janus Henderson Group PLC | 43,402 | 1,815,940 |
Jefferies Financial Group, Inc. | 51,513 | 1,709,716 |
Lazard, Ltd., Class A | 30,812 | 1,454,326 |
Moelis & Company, Class A | 6,641 | 393,479 |
Stifel Financial Corp. | 26,675 | 1,774,955 |
Virtu Financial, Inc., Class A | 23,353 | 601,106 |
MULTIFACTOR SMALL CAP ETF (continued)
Shares or Principal Amount | Value | |
Financials (continued) | ||
Consumer finance – 1.2% | ||
Credit Acceptance Corp. (A)(B) | 1,030 | $499,313 |
LendingTree, Inc. (A) | 2,676 | 522,409 |
OneMain Holdings, Inc. | 18,422 | 1,123,742 |
PROG Holdings, Inc. (A) | 20,596 | 901,487 |
SLM Corp. | 102,502 | 1,930,113 |
Diversified financial services – 0.2% | ||
Cannae Holdings, Inc. (A) | 25,683 | 853,960 |
Insurance – 3.4% | ||
Axis Capital Holdings, Ltd. | 22,643 | 1,151,849 |
Brighthouse Financial, Inc. (A) | 9,794 | 421,730 |
Enstar Group, Ltd. (A) | 3,013 | 774,401 |
First American Financial Corp. | 13,251 | 891,925 |
Kemper Corp. | 15,171 | 1,001,438 |
Kinsale Capital Group, Inc. | 6,972 | 1,245,513 |
Old Republic International Corp. | 78,057 | 1,924,886 |
Primerica, Inc. | 11,069 | 1,618,509 |
RLI Corp. | 11,552 | 1,252,006 |
Selective Insurance Group, Inc. | 15,973 | 1,299,404 |
The Hanover Insurance Group, Inc. | 10,148 | 1,379,113 |
Unum Group | 48,643 | 1,332,818 |
White Mountains Insurance Group, Ltd. | 380 | 429,997 |
Mortgage real estate investment trusts – 0.3% | ||
Hannon Armstrong Sustainable Infrastructure Capital, Inc. | 25,289 | 1,436,415 |
Thrifts and mortgage finance – 1.3% | ||
Essent Group, Ltd. | 30,110 | 1,360,069 |
MGIC Investment Corp. | 93,008 | 1,287,231 |
New York Community Bancorp, Inc. | 131,501 | 1,549,082 |
Radian Group, Inc. | 50,928 | 1,149,954 |
TFS Financial Corp. | 15,741 | 306,635 |
Health care – 11.1% | 47,865,145 | |
Biotechnology – 3.7% | ||
Allakos, Inc. (A) | 9,001 | 716,120 |
Allogene Therapeutics, Inc. (A) | 21,581 | 473,703 |
Arena Pharmaceuticals, Inc. (A) | 19,953 | 1,234,293 |
Beam Therapeutics, Inc. (A) | 5,170 | 475,640 |
Biohaven Pharmaceutical Holding Company, Ltd. (A) | 16,423 | 2,069,462 |
Blueprint Medicines Corp. (A) | 17,095 | 1,502,138 |
Emergent BioSolutions, Inc. (A) | 6,026 | 397,113 |
Exelixis, Inc. (A) | 35,939 | 605,572 |
Fate Therapeutics, Inc. (A) | 592 | 49,018 |
Halozyme Therapeutics, Inc. (A) | 42,418 | 1,753,136 |
Iovance Biotherapeutics, Inc. (A) | 45,561 | 1,014,643 |
Kodiak Sciences, Inc. (A) | 3,771 | 316,161 |
PTC Therapeutics, Inc. (A) | 18,460 | 707,572 |
Relay Therapeutics, Inc. (A) | 6,163 | 199,928 |
Sage Therapeutics, Inc. (A) | 6,720 | 293,866 |
TG Therapeutics, Inc. (A) | 14,733 | 515,508 |
48 | JOHN HANCOCK MULTIFACTOR ETFS | QUARTERLY REPORT | SEE NOTES TO FUNDS’ INVESTMENTS |
MULTIFACTOR SMALL CAP ETF (continued)
Shares or Principal Amount | Value | |
Health care (continued) | ||
Biotechnology (continued) | ||
Turning Point Therapeutics, Inc. (A) | 4,452 | $284,127 |
Twist Bioscience Corp. (A) | 5,673 | 698,063 |
Ultragenyx Pharmaceutical, Inc. (A) | 977 | 77,994 |
United Therapeutics Corp. (A) | 12,321 | 2,241,560 |
Veracyte, Inc. (A) | 9,860 | 439,362 |
Health care equipment and supplies – 3.0% | ||
CONMED Corp. | 3,488 | 481,135 |
Envista Holdings Corp. (A) | 44,665 | 1,924,168 |
Globus Medical, Inc., Class A (A) | 9,167 | 762,419 |
Haemonetics Corp. (A) | 15,022 | 913,187 |
Hill-Rom Holdings, Inc. | 1,906 | 263,905 |
ICU Medical, Inc. (A) | 6,182 | 1,256,739 |
Inari Medical, Inc. (A) | 3,119 | 280,055 |
Integra LifeSciences Holdings Corp. (A) | 22,127 | 1,601,774 |
LivaNova PLC (A) | 5,398 | 465,847 |
Neogen Corp. (A) | 31,955 | 1,391,960 |
Nevro Corp. (A) | 10,370 | 1,607,350 |
Shockwave Medical, Inc. (A) | 248 | 45,136 |
STAAR Surgical Company (A) | 6,686 | 855,273 |
Tandem Diabetes Care, Inc. (A) | 8,147 | 885,334 |
Health care providers and services – 2.2% | ||
1Life Healthcare, Inc. (A) | 12,184 | 329,455 |
Acadia Healthcare Company, Inc. (A) | 10,685 | 659,478 |
AMN Healthcare Services, Inc. (A) | 5,719 | 575,103 |
Covetrus, Inc. (A) | 13,023 | 331,566 |
HealthEquity, Inc. (A) | 21,614 | 1,599,004 |
LHC Group, Inc. (A) | 3,692 | 794,445 |
Option Care Health, Inc. (A) | 8,149 | 168,847 |
Premier, Inc., Class A | 37,161 | 1,324,418 |
Select Medical Holdings Corp. | 11,676 | 460,618 |
Tenet Healthcare Corp. (A) | 26,911 | 1,933,286 |
The Ensign Group, Inc. | 16,513 | 1,404,761 |
Health care technology – 1.0% | ||
American Well Corp., Class A (A) | 8,572 | 99,864 |
Change Healthcare, Inc. (A) | 69,273 | 1,503,917 |
Inovalon Holdings, Inc., Class A (A) | 19,472 | 737,599 |
Inspire Medical Systems, Inc. (A) | 3,450 | 631,902 |
Omnicell, Inc. (A) | 5,241 | 767,807 |
Schrodinger, Inc. (A) | 8,008 | 541,901 |
Life sciences tools and services – 1.0% | ||
Berkeley Lights, Inc. (A) | 4,893 | 223,023 |
Medpace Holdings, Inc. (A) | 8,425 | 1,482,295 |
NeoGenomics, Inc. (A) | 38,522 | 1,775,864 |
Pacific Biosciences of California, Inc. (A) | 23,393 | 752,085 |
Pharmaceuticals – 0.2% | ||
Atea Pharmaceuticals, Inc. (A)(B) | 1,923 | 48,152 |
Nektar Therapeutics (A) | 58,296 | 920,494 |
MULTIFACTOR SMALL CAP ETF (continued)
Shares or Principal Amount | Value | |
Industrials – 17.7% | $76,043,437 | |
Aerospace and defense – 1.5% | ||
Aerojet Rocketdyne Holdings, Inc. | 20,769 | 979,881 |
BWX Technologies, Inc. | 12,234 | 702,599 |
Curtiss-Wright Corp. | 11,769 | 1,392,273 |
Hexcel Corp. (A) | 9,464 | 515,031 |
Mercury Systems, Inc. (A) | 16,772 | 1,106,952 |
Parsons Corp. (A) | 6,051 | 233,690 |
Spirit AeroSystems Holdings, Inc., Class A | 11,283 | 487,538 |
Teledyne Technologies, Inc. (A) | 2,532 | 1,146,414 |
Airlines – 0.2% | ||
Allegiant Travel Company (A) | 493 | 93,729 |
Copa Holdings SA, Class A (A) | 3,810 | 270,167 |
JetBlue Airways Corp. (A) | 25,552 | 377,914 |
Spirit Airlines, Inc. (A) | 2,950 | 79,591 |
Building products – 1.3% | ||
AAON, Inc. | 12,439 | 773,084 |
Armstrong World Industries, Inc. | 13,948 | 1,508,895 |
Resideo Technologies, Inc. (A) | 13,824 | 407,808 |
Simpson Manufacturing Company, Inc. | 12,305 | 1,384,066 |
The AZEK Company, Inc. (A) | 11,768 | 428,002 |
UFP Industries, Inc. | 17,022 | 1,264,054 |
Commercial services and supplies – 1.3% | ||
ADT, Inc. | 16,902 | 177,302 |
Clean Harbors, Inc. (A) | 15,228 | 1,446,660 |
MSA Safety, Inc. | 10,543 | 1,734,113 |
Stericycle, Inc. (A) | 10,605 | 748,183 |
Tetra Tech, Inc. | 1,050 | 140,196 |
The Brink’s Company | 5,539 | 426,281 |
UniFirst Corp. | 4,150 | 903,746 |
Construction and engineering – 1.4% | ||
API Group Corp. (A)(C) | 14,183 | 325,074 |
EMCOR Group, Inc. | 14,870 | 1,811,315 |
MasTec, Inc. (A) | 15,563 | 1,575,442 |
Valmont Industries, Inc. | 2,493 | 590,716 |
WillScot Mobile Mini Holdings Corp. (A) | 54,704 | 1,570,552 |
Electrical equipment – 1.9% | ||
Acuity Brands, Inc. | 10,859 | 1,904,451 |
Array Technologies, Inc. (A) | 10,739 | 145,406 |
Bloom Energy Corp., Class A (A) | 17,287 | 376,857 |
EnerSys | 12,421 | 1,225,456 |
FuelCell Energy, Inc. (A) | 47,998 | 303,827 |
nVent Electric PLC | 47,008 | 1,485,923 |
Regal Beloit Corp. | 11,627 | 1,711,843 |
Shoals Technologies Group, Inc., Class A (A) | 10,591 | 308,092 |
Vicor Corp. (A) | 7,493 | 866,266 |
Machinery – 4.7% | ||
Allison Transmission Holdings, Inc. | 32,811 | 1,309,487 |
Altra Industrial Motion Corp. | 7,154 | 448,413 |
Chart Industries, Inc. (A) | 4,147 | 644,651 |
Colfax Corp. (A) | 26,534 | 1,217,380 |
SEE NOTES TO FUNDS’ INVESTMENTS | QUARTERLY REPORT | JOHN HANCOCK MULTIFACTOR ETFS | 49 |
MULTIFACTOR SMALL CAP ETF (continued)
Shares or Principal Amount | Value | |
Industrials (continued) | ||
Machinery (continued) | ||
Crane Company | 13,541 | $1,316,591 |
Flowserve Corp. | 36,706 | 1,544,956 |
Franklin Electric Company, Inc. | 4,428 | 362,033 |
Gates Industrial Corp. PLC (A) | 12,709 | 230,160 |
Hillenbrand, Inc. | 7,420 | 336,126 |
ITT, Inc. | 22,643 | 2,216,976 |
John Bean Technologies Corp. | 9,194 | 1,347,657 |
Oshkosh Corp. | 16,520 | 1,974,966 |
Proto Labs, Inc. (A) | 8,992 | 703,084 |
RBC Bearings, Inc. (A) | 7,240 | 1,701,400 |
Rexnord Corp. | 31,180 | 1,756,369 |
The Timken Company | 18,273 | 1,452,704 |
Trinity Industries, Inc. | 10,555 | 286,146 |
Watts Water Technologies, Inc., Class A | 7,557 | 1,139,293 |
Marine – 0.0% | ||
Kirby Corp. (A) | 1,677 | 97,115 |
Professional services – 2.8% | ||
ASGN, Inc. (A) | 14,339 | 1,450,103 |
CACI International, Inc., Class A (A) | 341 | 91,033 |
Exponent, Inc. | 15,313 | 1,639,869 |
FTI Consulting, Inc. (A) | 9,650 | 1,406,005 |
KBR, Inc. | 40,392 | 1,563,170 |
ManpowerGroup, Inc. | 15,693 | 1,860,876 |
ManTech International Corp., Class A | 7,524 | 658,049 |
Science Applications International Corp. | 16,310 | 1,423,863 |
TriNet Group, Inc. (A) | 11,957 | 992,192 |
Upwork, Inc. (A) | 14,228 | 736,868 |
Road and rail – 1.1% | ||
Avis Budget Group, Inc. (A) | 5,302 | 438,847 |
Landstar System, Inc. | 10,731 | 1,684,767 |
Ryder System, Inc. | 5,985 | 455,758 |
Saia, Inc. (A) | 7,571 | 1,711,046 |
Schneider National, Inc., Class B | 17,341 | 389,132 |
Trading companies and distributors – 1.5% | ||
Air Lease Corp. | 28,880 | 1,223,357 |
MSC Industrial Direct Company, Inc., Class A | 11,021 | 982,743 |
SiteOne Landscape Supply, Inc. (A) | 11,978 | 2,093,515 |
Triton International, Ltd. | 8,022 | 423,481 |
Univar Solutions, Inc. (A) | 49,107 | 1,205,086 |
WESCO International, Inc. (A) | 5,625 | 598,781 |
Information technology – 14.6% | 62,671,727 | |
Communications equipment – 0.5% | ||
Lumentum Holdings, Inc. (A) | 9,528 | 800,257 |
ViaSat, Inc. (A) | 7,962 | 395,234 |
Viavi Solutions, Inc. (A) | 72,481 | 1,209,708 |
Electronic equipment, instruments and components – 2.6% | ||
Advanced Energy Industries, Inc. | 4,726 | 490,323 |
Avnet, Inc. | 11,785 | 486,956 |
MULTIFACTOR SMALL CAP ETF (continued)
Shares or Principal Amount | Value | |
Information technology (continued) | ||
Electronic equipment, instruments andcomponents (continued) | ||
Coherent, Inc. (A) | 2,996 | $736,836 |
II-VI, Inc. (A) | 2,703 | 188,696 |
Itron, Inc. (A) | 4,892 | 482,449 |
Jabil, Inc. | 35,858 | 2,134,985 |
Littelfuse, Inc. | 6,904 | 1,836,395 |
National Instruments Corp. | 37,124 | 1,637,540 |
Novanta, Inc. (A) | 10,524 | 1,477,675 |
SYNNEX Corp. | 4,863 | 581,323 |
Vishay Intertechnology, Inc. | 15,924 | 352,398 |
Vontier Corp. | 20,107 | 650,461 |
IT services – 1.5% | ||
Alliance Data Systems Corp. | 5,474 | 510,451 |
Concentrix Corp. (A) | 6,330 | 1,036,411 |
DXC Technology Company (A) | 27,833 | 1,112,763 |
LiveRamp Holdings, Inc. (A) | 24,953 | 998,370 |
MAXIMUS, Inc. | 17,448 | 1,552,872 |
Rackspace Technology, Inc. (A) | 4,171 | 74,035 |
Shift4 Payments, Inc., Class A (A) | 4,449 | 396,806 |
Switch, Inc., Class A | 24,920 | 514,847 |
TTEC Holdings, Inc. | 2,357 | 246,307 |
Semiconductors and semiconductor equipment – 3.8% | ||
Allegro MicroSystems, Inc. (A) | 3,315 | 90,864 |
Ambarella, Inc. (A) | 3,953 | 389,331 |
Amkor Technology, Inc. | 24,643 | 607,204 |
Brooks Automation, Inc. | 22,315 | 1,986,258 |
Cirrus Logic, Inc. (A) | 18,239 | 1,506,359 |
CMC Materials, Inc. | 8,386 | 1,212,951 |
Diodes, Inc. (A) | 5,137 | 421,234 |
FormFactor, Inc. (A) | 10,004 | 372,749 |
Lattice Semiconductor Corp. (A) | 43,727 | 2,481,507 |
MACOM Technology Solutions Holdings, Inc. (A) | 5,822 | 359,334 |
Power Integrations, Inc. | 18,139 | 1,759,302 |
Semtech Corp. (A) | 20,107 | 1,244,824 |
Silicon Laboratories, Inc. (A) | 12,857 | 1,915,564 |
SunPower Corp. (A) | 10,859 | 268,977 |
Synaptics, Inc. (A) | 10,705 | 1,626,304 |
Software – 5.4% | ||
ACI Worldwide, Inc. (A) | 32,977 | 1,131,111 |
Alarm.com Holdings, Inc. (A) | 14,732 | 1,225,997 |
Altair Engineering, Inc., Class A (A) | 12,930 | 901,997 |
Anaplan, Inc. (A) | 2,902 | 165,994 |
Appfolio, Inc., Class A (A) | 2,222 | 314,635 |
Blackbaud, Inc. (A) | 14,318 | 1,021,303 |
Blackline, Inc. (A) | 15,982 | 1,828,181 |
CDK Global, Inc. | 14,270 | 684,817 |
Cerence, Inc. (A) | 5,386 | 579,049 |
Cloudera, Inc. (A) | 79,546 | 1,262,395 |
Datto Holding Corp. (A) | 2,789 | 72,765 |
50 | 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) | ||
Digital Turbine, Inc. (A) | 631 | $39,721 |
Duck Creek Technologies, Inc. (A) | 3,008 | 132,141 |
Envestnet, Inc. (A) | 13,700 | 1,030,651 |
Everbridge, Inc. (A) | 5,453 | 770,073 |
FireEye, Inc. (A) | 67,191 | 1,357,258 |
j2 Global, Inc. (A) | 12,878 | 1,819,275 |
Jamf Holding Corp. (A) | 5,392 | 176,912 |
Medallia, Inc. (A) | 12,972 | 439,362 |
NCino, Inc. (A) | 6,539 | 415,684 |
New Relic, Inc. (A) | 7,097 | 490,261 |
Nutanix, Inc., Class A (A) | 25,986 | 936,016 |
Q2 Holdings, Inc. (A) | 14,143 | 1,461,113 |
Qualys, Inc. (A) | 9,962 | 1,011,741 |
SPS Commerce, Inc. (A) | 4,074 | 443,862 |
Teradata Corp. (A) | 12,547 | 623,084 |
Varonis Systems, Inc. (A) | 32,435 | 1,985,022 |
Verint Systems, Inc. (A) | 17,668 | 753,894 |
Vertex, Inc., Class A (A) | 2,817 | 53,241 |
Technology hardware, storage and peripherals – 0.8% | ||
NCR Corp. (A) | 14,946 | 663,602 |
Pure Storage, Inc., Class A (A) | 78,844 | 1,539,034 |
Xerox Holdings Corp. | 49,510 | 1,194,676 |
Materials – 5.7% | 24,775,907 | |
Chemicals – 2.8% | ||
Ashland Global Holdings, Inc. | 16,631 | 1,414,799 |
Avient Corp. | 9,866 | 478,698 |
Axalta Coating Systems, Ltd. (A) | 24,199 | 728,390 |
Balchem Corp. | 8,838 | 1,192,158 |
Element Solutions, Inc. | 25,457 | 595,439 |
Huntsman Corp. | 56,278 | 1,486,302 |
NewMarket Corp. | 2,403 | 759,132 |
Olin Corp. | 16,877 | 793,725 |
Quaker Chemical Corp. | 4,722 | 1,188,716 |
The Chemours Company | 45,564 | 1,515,003 |
Valvoline, Inc. | 52,390 | 1,607,325 |
W.R. Grace & Company | 7,865 | 547,404 |
Construction materials – 0.4% | ||
Eagle Materials, Inc. | 11,545 | 1,631,539 |
Containers and packaging – 1.0% | ||
Ardagh Group SA | 5,667 | 132,324 |
Graphic Packaging Holding Company | 73,842 | 1,415,551 |
Sealed Air Corp. | 17,444 | 989,947 |
Silgan Holdings, Inc. | 21,874 | 886,334 |
Sonoco Products Company | 12,782 | 815,364 |
Metals and mining – 1.1% | ||
Alcoa Corp. (A) | 19,064 | 765,420 |
Cleveland-Cliffs, Inc. (A)(B) | 46,616 | 1,165,400 |
Hecla Mining Company | 192,627 | 1,288,675 |
MULTIFACTOR SMALL CAP ETF (continued)
Shares or Principal Amount | Value | |
Materials (continued) | ||
Metals and mining (continued) | ||
Royal Gold, Inc. | 7,855 | $954,540 |
United States Steel Corp. | 25,689 | 680,245 |
Paper and forest products – 0.4% | ||
Louisiana-Pacific Corp. | 31,448 | 1,743,477 |
Real estate – 9.1% | 39,281,506 | |
Equity real estate investment trusts – 8.8% | ||
Agree Realty Corp. | 15,656 | 1,176,548 |
American Campus Communities, Inc. | 39,056 | 1,964,907 |
Apartment Income REIT Corp. | 17,818 | 937,940 |
Brixmor Property Group, Inc. | 83,390 | 1,919,638 |
CoreSite Realty Corp. | 5,510 | 761,537 |
Cousins Properties, Inc. | 42,785 | 1,699,420 |
Douglas Emmett, Inc. | 48,642 | 1,624,643 |
EastGroup Properties, Inc. | 8,964 | 1,579,636 |
Equity Commonwealth | 33,065 | 869,279 |
First Industrial Realty Trust, Inc. | 30,482 | 1,669,804 |
Healthcare Realty Trust, Inc. | 37,774 | 1,204,235 |
Healthcare Trust of America, Inc., Class A | 27,095 | 774,646 |
Highwoods Properties, Inc. | 28,097 | 1,339,946 |
Hudson Pacific Properties, Inc. | 43,870 | 1,195,896 |
JBG SMITH Properties | 34,451 | 1,124,136 |
Life Storage, Inc. | 20,025 | 2,350,134 |
National Storage Affiliates Trust | 15,918 | 862,278 |
Park Hotels & Resorts, Inc. (A) | 28,849 | 533,707 |
Physicians Realty Trust | 57,210 | 1,084,130 |
PotlatchDeltic Corp. | 18,604 | 966,292 |
PS Business Parks, Inc. | 5,580 | 857,479 |
QTS Realty Trust, Inc., Class A | 19,009 | 1,477,189 |
Rayonier, Inc. | 38,615 | 1,456,172 |
Rexford Industrial Realty, Inc. | 15,713 | 966,664 |
Ryman Hospitality Properties, Inc. (A) | 5,726 | 439,184 |
Sabra Health Care REIT, Inc. | 52,563 | 977,146 |
Safehold, Inc. | 2,120 | 191,478 |
SL Green Realty Corp. | 20,033 | 1,491,657 |
Spirit Realty Capital, Inc. | 29,613 | 1,487,165 |
STAG Industrial, Inc. | 41,969 | 1,734,159 |
Terreno Realty Corp. | 19,446 | 1,329,329 |
Real estate management and development – 0.3% | ||
Cushman & Wakefield PLC (A) | 12,857 | 240,040 |
Redfin Corp. (A) | 1,297 | 75,965 |
The Howard Hughes Corp. (A) | 9,914 | 919,127 |
Utilities – 3.8% | 16,506,112 | |
Electric utilities – 1.2% | ||
Hawaiian Electric Industries, Inc. | 29,327 | 1,271,032 |
IDACORP, Inc. | 15,057 | 1,587,761 |
OGE Energy Corp. | 4,759 | 160,616 |
PNM Resources, Inc. | 22,906 | 1,107,047 |
Portland General Electric Company | 24,629 | 1,204,358 |
SEE NOTES TO FUNDS’ INVESTMENTS | QUARTERLY REPORT | JOHN HANCOCK MULTIFACTOR ETFS | 51 |
MULTIFACTOR SMALL CAP ETF (continued)
Shares or Principal Amount | Value | |
Utilities (continued) | ||
Gas utilities – 1.2% | ||
National Fuel Gas Company | 24,289 | $1,249,183 |
New Jersey Resources Corp. | 26,787 | 1,031,835 |
ONE Gas, Inc. | 13,694 | 1,010,343 |
Southwest Gas Holdings, Inc. | 13,247 | 926,363 |
Spire, Inc. | 13,676 | 970,312 |
Independent power and renewable electricity producers –0.7% | ||
Atlantica Sustainable Infrastructure PLC | 19,454 | 773,491 |
Brookfield Renewable Corp., Class A | 1,231 | 52,244 |
Clearway Energy, Inc., Class A | 10,874 | 293,054 |
Clearway Energy, Inc., Class C | 24,246 | 695,375 |
Ormat Technologies, Inc. | 12,782 | 891,417 |
Sunnova Energy International, Inc. (A) | 11,539 | 439,636 |
Multi-utilities – 0.7% | ||
Black Hills Corp. | 17,125 | 1,158,506 |
MDU Resources Group, Inc. | 53,075 | 1,683,539 |
SHORT-TERM INVESTMENTS – 0.1% | $545,074 | |
(Cost $545,074) | ||
Short-term funds – 0.1% | 545,074 | |
State Street Institutional U.S. Government Money Market Fund, Premier Class, 0.0250% (D) | 545,074 | 545,074 |
Total investments (Multifactor Small Cap ETF) (Cost $347,585,869) 100.0% | $430,583,222 | |
Other assets and liabilities, net (0.0%) | (158,601) | |
Total net assets 100.0% | $430,424,621 |
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 7-31-21. The value of securities on loan amounted to $1,536,952. In addition to the cash collateral invested in John Hancock Collateral Trust, non-cash collateral of $1,563,772 in the form of U.S. Treasuries was pledged to the fund. |
(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 7-31-21. |
MULTIFACTOR TECHNOLOGY ETF
As of 7-31-21 (unaudited)
Shares or Principal Amount | Value | |
COMMON STOCKS – 100.0% | $64,183,744 | |
(Cost $41,934,543) | ||
Communication services – 0.1% | 53,858 | |
Interactive media and services – 0.1% | ||
ZoomInfo Technologies, Inc., Class A (A) | 1,002 | 53,858 |
MULTIFACTOR TECHNOLOGY ETF (continued)
Shares or Principal Amount | Value | |
Consumer discretionary – 0.1% | $36,087 | |
Internet and direct marketing retail – 0.1% | ||
Magnite, Inc. (A) | 1,191 | 36,087 |
Industrials – 0.6% | 374,564 | |
Electrical equipment – 0.6% | ||
FuelCell Energy, Inc. (A) | 2,913 | 18,439 |
Plug Power, Inc. (A) | 5,237 | 142,865 |
Sensata Technologies Holding PLC (A) | 3,638 | 213,260 |
Information technology – 99.2% | 63,719,235 | |
Communications equipment – 5.3% | ||
Arista Networks, Inc. (A) | 1,057 | 402,072 |
Ciena Corp. (A) | 3,339 | 194,129 |
Cisco Systems, Inc. | 29,424 | 1,629,207 |
F5 Networks, Inc. (A) | 1,239 | 255,866 |
Juniper Networks, Inc. | 6,614 | 186,118 |
Lumentum Holdings, Inc. (A) | 1,426 | 119,770 |
Motorola Solutions, Inc. | 2,557 | 572,563 |
Ubiquiti, Inc. | 143 | 44,773 |
Electronic equipment, instruments and components – 8.3% | ||
Amphenol Corp., Class A | 12,206 | 884,813 |
Cognex Corp. | 2,875 | 259,929 |
Coherent, Inc. (A) | 342 | 84,111 |
Corning, Inc. | 14,949 | 625,765 |
Flex, Ltd. (A) | 11,541 | 207,392 |
II-VI, Inc. (A) | 2,187 | 152,674 |
IPG Photonics Corp. (A) | 648 | 141,368 |
Jabil, Inc. | 5,207 | 310,025 |
Keysight Technologies, Inc. (A) | 4,289 | 705,755 |
Littelfuse, Inc. | 599 | 159,328 |
National Instruments Corp. | 2,706 | 119,362 |
TE Connectivity, Ltd. | 3,590 | 529,417 |
Trimble, Inc. (A) | 5,538 | 473,499 |
Zebra Technologies Corp., Class A (A) | 1,181 | 652,479 |
IT services – 8.7% | ||
Akamai Technologies, Inc. (A) | 3,723 | 446,462 |
Amdocs, Ltd. | 2,607 | 201,026 |
Cognizant Technology Solutions Corp., Class A | 10,601 | 779,492 |
Concentrix Corp. (A) | 893 | 146,211 |
DXC Technology Company (A) | 4,774 | 190,865 |
EPAM Systems, Inc. (A) | 932 | 521,734 |
Fastly, Inc., Class A (A)(B) | 1,323 | 63,597 |
Gartner, Inc. (A) | 1,542 | 408,214 |
GoDaddy, Inc., Class A (A) | 2,502 | 209,793 |
IBM Corp. | 8,432 | 1,188,575 |
MongoDB, Inc. (A) | 568 | 203,867 |
Okta, Inc. (A) | 1,272 | 315,189 |
Snowflake, Inc., Class A (A) | 201 | 53,410 |
SolarWinds Corp. (A) | 1,125 | 12,645 |
Twilio, Inc., Class A (A) | 1,347 | 503,226 |
VeriSign, Inc. (A) | 1,660 | 359,174 |
52 | 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 – 30.6% | ||
Advanced Micro Devices, Inc. (A) | 6,759 | $717,738 |
Amkor Technology, Inc. | 1,149 | 28,311 |
Analog Devices, Inc. | 3,588 | 600,703 |
Applied Materials, Inc. | 6,670 | 933,333 |
Broadcom, Inc. | 3,161 | 1,534,349 |
Brooks Automation, Inc. | 1,052 | 93,639 |
CMC Materials, Inc. | 555 | 80,275 |
Cree, Inc. (A) | 2,190 | 203,144 |
Entegris, Inc. | 2,950 | 355,888 |
First Solar, Inc. (A) | 1,702 | 146,440 |
Intel Corp. | 33,783 | 1,814,823 |
KLA Corp. | 2,004 | 697,713 |
Lam Research Corp. | 1,229 | 783,377 |
Lattice Semiconductor Corp. (A) | 2,004 | 113,727 |
Marvell Technology, Inc. | 14,502 | 877,516 |
Maxim Integrated Products, Inc. | 6,398 | 639,224 |
Microchip Technology, Inc. | 3,393 | 485,606 |
Micron Technology, Inc. (A) | 8,871 | 688,212 |
MKS Instruments, Inc. | 1,059 | 165,670 |
Monolithic Power Systems, Inc. | 732 | 328,858 |
NVIDIA Corp. | 12,093 | 2,358,014 |
ON Semiconductor Corp. (A) | 9,380 | 366,383 |
Power Integrations, Inc. | 830 | 80,502 |
Qorvo, Inc. (A) | 2,531 | 479,852 |
QUALCOMM, Inc. | 7,613 | 1,140,427 |
Silicon Laboratories, Inc. (A) | 823 | 122,619 |
Skyworks Solutions, Inc. | 3,914 | 722,172 |
SolarEdge Technologies, Inc. (A) | 828 | 214,849 |
SunPower Corp. (A) | 890 | 22,045 |
Teradyne, Inc. | 4,005 | 508,635 |
Texas Instruments, Inc. | 7,606 | 1,449,856 |
Universal Display Corp. | 742 | 173,992 |
Xilinx, Inc. | 4,978 | 745,904 |
Software – 36.0% | ||
Adobe, Inc. (A) | 2,823 | 1,754,861 |
Alteryx, Inc., Class A (A) | 727 | 56,270 |
Anaplan, Inc. (A) | 1,527 | 87,344 |
ANSYS, Inc. (A) | 1,595 | 587,694 |
Appfolio, Inc., Class A (A) | 216 | 30,586 |
Appian Corp. (A)(B) | 546 | 63,571 |
Aspen Technology, Inc. (A) | 1,568 | 229,336 |
Atlassian Corp. PLC, Class A (A) | 858 | 278,953 |
Autodesk, Inc. (A) | 1,869 | 600,192 |
Avalara, Inc. (A) | 1,326 | 221,667 |
Bill.com Holdings, Inc. (A) | 839 | 173,522 |
Blackline, Inc. (A) | 749 | 85,678 |
Cadence Design Systems, Inc. (A) | 2,859 | 422,131 |
CDK Global, Inc. | 1,856 | 89,069 |
Ceridian HCM Holding, Inc. (A) | 2,452 | 241,277 |
MULTIFACTOR TECHNOLOGY ETF (continued)
Shares or Principal Amount | Value | |
Information technology (continued) | ||
Software (continued) | ||
Citrix Systems, Inc. | 2,186 | $220,240 |
Cloudera, Inc. (A) | 3,304 | 52,434 |
Cloudflare, Inc., Class A (A) | 2,548 | 302,269 |
Coupa Software, Inc. (A) | 748 | 162,316 |
Crowdstrike Holdings, Inc., Class A (A) | 1,224 | 310,419 |
Datadog, Inc., Class A (A) | 1,810 | 200,367 |
Digital Turbine, Inc. (A) | 895 | 56,340 |
DocuSign, Inc. (A) | 1,165 | 347,217 |
Dolby Laboratories, Inc., Class A | 1,219 | 118,365 |
Dropbox, Inc., Class A (A) | 4,907 | 154,521 |
Duck Creek Technologies, Inc. (A) | 336 | 14,760 |
Elastic NV (A) | 802 | 118,744 |
Everbridge, Inc. (A) | 459 | 64,820 |
Fair Isaac Corp. (A) | 549 | 287,627 |
Five9, Inc. (A) | 691 | 139,091 |
Fortinet, Inc. (A) | 2,339 | 636,769 |
Guidewire Software, Inc. (A) | 1,603 | 184,666 |
HubSpot, Inc. (A) | 575 | 342,712 |
Intuit, Inc. | 1,744 | 924,268 |
Manhattan Associates, Inc. (A) | 1,212 | 193,472 |
McAfee Corp., Class A | 207 | 5,603 |
Medallia, Inc. (A) | 1,373 | 46,504 |
Microsoft Corp. | 14,364 | 4,092,442 |
MicroStrategy, Inc., Class A (A)(B) | 98 | 61,349 |
N-Able, Inc. (A) | 562 | 7,756 |
NCino, Inc. (A) | 550 | 34,964 |
NortonLifeLock, Inc. | 10,427 | 258,798 |
Nuance Communications, Inc. (A) | 5,689 | 312,326 |
Nutanix, Inc., Class A (A) | 1,989 | 71,644 |
Oracle Corp. | 14,622 | 1,274,161 |
Palo Alto Networks, Inc. (A) | 1,202 | 479,658 |
Paycom Software, Inc. (A) | 794 | 317,600 |
Paylocity Holding Corp. (A) | 621 | 128,833 |
Pegasystems, Inc. | 626 | 79,903 |
Proofpoint, Inc. (A) | 952 | 166,276 |
PTC, Inc. (A) | 1,803 | 244,216 |
Q2 Holdings, Inc. (A) | 883 | 91,223 |
Qualtrics International, Inc., Class A (A) | 907 | 37,849 |
RingCentral, Inc., Class A (A) | 834 | 222,903 |
salesforce.com, Inc. (A) | 6,072 | 1,468,999 |
ServiceNow, Inc. (A) | 791 | 465,021 |
Smartsheet, Inc., Class A (A) | 1,925 | 139,659 |
Splunk, Inc. (A) | 1,418 | 201,328 |
SS&C Technologies Holdings, Inc. | 5,158 | 404,336 |
Synopsys, Inc. (A) | 2,552 | 734,950 |
The Trade Desk, Inc., Class A (A) | 5,190 | 425,113 |
Tyler Technologies, Inc. (A) | 745 | 367,017 |
Unity Software, Inc. (A) | 360 | 38,563 |
Varonis Systems, Inc. (A) | 993 | 60,772 |
VMware, Inc., Class A (A) | 704 | 108,233 |
SEE NOTES TO FUNDS’ INVESTMENTS | QUARTERLY REPORT | JOHN HANCOCK MULTIFACTOR ETFS | 53 |
MULTIFACTOR TECHNOLOGY ETF (continued)
Shares or Principal Amount | Value | |
Information technology (continued) | ||
Software (continued) | ||
Workday, Inc., Class A (A) | 1,303 | $305,423 |
Zendesk, Inc. (A) | 1,452 | 189,530 |
Zoom Video Communications, Inc., Class A (A) | 808 | 305,505 |
Zscaler, Inc. (A) | 786 | 185,425 |
Technology hardware, storage and peripherals – 10.3% | ||
Apple, Inc. | 26,996 | 3,937,637 |
Dell Technologies, Inc., Class C (A) | 1,999 | 193,143 |
Hewlett Packard Enterprise Company | 26,585 | 385,483 |
HP, Inc. | 20,188 | 582,828 |
NetApp, Inc. | 4,788 | 381,077 |
Pure Storage, Inc., Class A (A) | 4,585 | 89,499 |
Seagate Technology Holdings PLC | 6,329 | 556,319 |
Western Digital Corp. (A) | 6,296 | 408,799 |
Xerox Holdings Corp. | 4,530 | 109,309 |
SHORT-TERM INVESTMENTS – 0.2% | $154,326 | |
(Cost $154,314) | ||
Short-term funds – 0.2% | 154,326 | |
John Hancock Collateral Trust, 0.0455% (C)(D) | 6,066 | 60,702 |
State Street Institutional U.S. Government Money Market Fund, Premier Class, 0.0250% (C) | 93,624 | 93,624 |
Total investments (Multifactor Technology ETF) (Cost $42,088,857) 100.2% | $64,338,070 | |
Other assets and liabilities, net (0.2%) | (127,961) | |
Total net assets 100.0% | $64,210,109 |
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 7-31-21. The value of securities on loan amounted to $169,459. In addition to the cash collateral invested in John Hancock Collateral Trust, non-cash collateral of $114,332 in the form of U.S. Treasuries was pledged to the fund. |
(C) | The rate shown is the annualized seven-day yield as of 7-31-21. |
(D) | Investment is an affiliate of the fund, the advisor and/or subadvisor. This security represents the investment of cash collateral received for securities lending. |
MULTIFACTOR UTILITIES ETF
As of 7-31-21 (unaudited)
Shares or Principal Amount | Value | |
COMMON STOCKS – 99.9% | $17,107,502 | |
(Cost $17,083,203) | ||
Energy – 0.6% | 99,386 | |
Oil, gas and consumable fuels – 0.6% | ||
DT Midstream, Inc. (A) | 2,344 | 99,386 |
Utilities – 99.3% | 17,008,116 | |
Electric utilities – 57.6% | ||
Alliant Energy Corp. | 5,538 | 324,139 |
MULTIFACTOR UTILITIES ETF (continued)
Shares or Principal Amount | Value | |
Utilities (continued) | ||
Electric utilities (continued) | ||
American Electric Power Company, Inc. | 11,931 | $1,051,360 |
Avangrid, Inc. | 1,422 | 74,143 |
Duke Energy Corp. | 10,182 | 1,070,230 |
Edison International | 7,553 | 411,639 |
Entergy Corp. | 6,320 | 650,454 |
Evergy, Inc. | 6,350 | 414,147 |
Eversource Energy | 6,316 | 544,881 |
Exelon Corp. | 23,136 | 1,082,763 |
FirstEnergy Corp. | 12,592 | 482,525 |
NextEra Energy, Inc. | 8,514 | 663,241 |
NRG Energy, Inc. | 5,003 | 206,324 |
OGE Energy Corp. | 4,764 | 160,785 |
Pinnacle West Capital Corp. | 3,912 | 326,848 |
PPL Corp. | 24,179 | 685,958 |
The Southern Company | 12,883 | 822,837 |
Xcel Energy, Inc. | 13,184 | 899,808 |
Gas utilities – 3.2% | ||
Atmos Energy Corp. | 2,478 | 244,306 |
UGI Corp. | 6,449 | 296,590 |
Independent power and renewable electricity producers –4.5% | ||
Brookfield Renewable Corp., Class A | 1,934 | 82,079 |
Clearway Energy, Inc., Class A | 515 | 13,879 |
Clearway Energy, Inc., Class C | 1,235 | 35,420 |
The AES Corp. | 13,185 | 312,485 |
Vistra Corp. | 17,122 | 327,886 |
Multi-utilities – 29.8% | ||
Ameren Corp. | 6,814 | 571,831 |
CenterPoint Energy, Inc. | 17,436 | 443,921 |
CMS Energy Corp. | 6,894 | 425,980 |
Consolidated Edison, Inc. | 8,541 | 630,070 |
Dominion Energy, Inc. | 4,187 | 313,481 |
DTE Energy Company | 4,688 | 549,996 |
NiSource, Inc. | 7,955 | 197,045 |
Public Service Enterprise Group, Inc. | 12,358 | 769,038 |
Sempra Energy | 5,045 | 659,129 |
WEC Energy Group, Inc. | 5,827 | 548,554 |
Water utilities – 4.2% | ||
American Water Works Company, Inc. | 3,193 | 543,161 |
Essential Utilities, Inc. | 3,485 | 171,183 |
54 | JOHN HANCOCK MULTIFACTOR ETFS | QUARTERLY REPORT | SEE NOTES TO FUNDS’ INVESTMENTS |
MULTIFACTOR UTILITIES ETF (continued)
Shares or Principal Amount | Value | |
SHORT-TERM INVESTMENTS – 0.3% | $57,499 | |
(Cost $57,499) | ||
Short-term funds – 0.3% | 57,499 | |
State Street Institutional U.S. Government Money Market Fund, Premier Class, 0.0250% (B) | 57,499 | $57,499 |
Total investments (Multifactor Utilities ETF) (Cost $17,140,702) 100.2% | $17,165,001 | |
Other assets and liabilities, net (0.2%) | (41,506) | |
Total net assets 100.0% | $17,123,495 |
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 7-31-21. |
SEE NOTES TO FUNDS’ INVESTMENTS | QUARTERLY REPORT | JOHN HANCOCK MULTIFACTOR ETFS | 55 |
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 July 31, 2021, by major security category or type:
Total value at 7-31-21 | Level 1 quoted price | Level 2 significant observable inputs | Level 3 significant unobservable inputs | |
Multifactor Consumer Discretionary ETF | ||||
Investments in securities: | ||||
Assets | ||||
Common stocks | $40,184,743 | $40,184,743 | — | — |
Short-term investments | 73,138 | 73,138 | — | — |
Total investments in securities | $40,257,881 | $40,257,881 | — | — |
Multifactor Consumer Staples ETF | ||||
Investments in securities: | ||||
Assets | ||||
Common stocks | $21,707,648 | $21,707,648 | — | — |
Short-term investments | 50,956 | 50,956 | — | — |
Total investments in securities | $21,758,604 | $21,758,604 | — | — |
Multifactor Developed International ETF | ||||
Investments in securities: | ||||
Assets | ||||
Common stocks | ||||
Australia | $35,848,810 | $35,848,810 | — | — |
Austria | 831,280 | 831,280 | — | — |
Belgium | 4,883,102 | 4,883,102 | — | — |
Chile | 203,113 | 203,113 | — | — |
Czech Republic | 277,935 | 277,935 | — | — |
Denmark | 14,497,852 | 14,497,852 | — | — |
56 | | |
Total value at 7-31-21 | Level 1 quoted price | Level 2 significant observable inputs | Level 3 significant unobservable inputs | |
Multifactor Developed International ETF (continued) | ||||
Finland | $7,621,500 | $7,621,500 | — | — |
France | 52,117,905 | 52,117,905 | — | — |
Germany | 43,038,021 | 43,038,021 | — | — |
Hong Kong | 14,986,944 | 14,986,944 | — | — |
Ireland | 5,399,575 | 5,399,575 | — | — |
Isle of Man | 720,824 | 720,824 | — | — |
Israel | 2,126,885 | 2,126,885 | — | — |
Italy | 10,623,640 | 10,623,640 | — | — |
Japan | 126,425,008 | 126,425,008 | — | — |
Jordan | 249,758 | 249,758 | — | — |
Luxembourg | 1,451,365 | 1,451,365 | — | — |
Macau | 221,387 | 221,387 | — | — |
Mexico | 109,254 | 109,254 | — | — |
Netherlands | 27,956,379 | 27,956,379 | — | — |
New Zealand | 1,181,897 | 1,181,897 | — | — |
Norway | 2,884,499 | 2,884,499 | — | — |
Portugal | 562,549 | 562,549 | — | — |
Singapore | 7,629,586 | 7,629,586 | — | — |
Spain | 11,412,374 | 11,412,374 | — | — |
Sweden | 17,631,642 | 17,631,642 | — | — |
Switzerland | 51,085,824 | 51,085,824 | — | — |
United Arab Emirates | 1,400 | — | $1,400 | — |
United Kingdom | 67,775,351 | 67,775,351 | — | — |
United States | 56,226 | 56,226 | — | — |
Preferred securities | 3,342,317 | 3,342,317 | — | — |
Short-term investments | 1,704,818 | 1,704,818 | — | — |
Total investments in securities | $514,859,020 | $514,857,620 | $1,400 | — |
Multifactor Emerging Markets ETF | ||||
Investments in securities: | ||||
Assets | ||||
Common stocks | ||||
Brazil | $34,592,170 | $34,592,170 | — | — |
Chile | 3,172,093 | 3,172,093 | — | — |
China | 184,021,273 | 184,021,273 | — | — |
Hong Kong | 15,765,044 | 15,765,044 | — | — |
India | 106,324,444 | 106,324,444 | — | — |
Indonesia | 10,980,947 | 10,980,947 | — | — |
Malaysia | 12,251,040 | 12,251,040 | — | — |
Mexico | 17,341,167 | 17,341,167 | — | — |
Philippines | 6,489,376 | 6,489,376 | — | — |
Poland | 6,853,703 | 6,853,703 | — | — |
Russia | 20,564,183 | 20,564,183 | — | — |
Saudi Arabia | 15,858,709 | 15,858,709 | — | — |
South Africa | 31,844,076 | 31,844,076 | — | — |
South Korea | 97,420,039 | 96,989,164 | — | $430,875 |
Taiwan | 113,837,851 | 113,837,851 | — | — |
Thailand | 12,197,056 | 12,197,056 | — | — |
Turkey | 2,198,263 | 2,198,263 | — | — |
| | 57 |
Total value at 7-31-21 | Level 1 quoted price | Level 2 significant observable inputs | Level 3 significant unobservable inputs | |
Multifactor Emerging Markets ETF (continued) | ||||
Preferred securities | $9,612,437 | $9,612,437 | — | — |
Investment companies | 117,915 | 117,915 | — | — |
Warrants | 2,700 | 2,700 | — | — |
Rights | 84 | — | $84 | — |
Short-term investments | 1,131,611 | 1,131,611 | — | — |
Total investments in securities | $702,576,181 | $702,145,222 | $84 | $430,875 |
Multifactor Energy ETF | ||||
Investments in securities: | ||||
Assets | ||||
Common stocks | $21,628,334 | $21,628,334 | — | — |
Short-term investments | 68,262 | 68,262 | — | — |
Total investments in securities | $21,696,596 | $21,696,596 | — | — |
Multifactor Financials ETF | ||||
Investments in securities: | ||||
Assets | ||||
Common stocks | $38,323,146 | $38,323,146 | — | — |
Short-term investments | 81,872 | 81,872 | — | — |
Total investments in securities | $38,405,018 | $38,405,018 | — | — |
Multifactor Healthcare ETF | ||||
Investments in securities: | ||||
Assets | ||||
Common stocks | $53,818,430 | $53,818,430 | — | — |
Short-term investments | 84,059 | 84,059 | — | — |
Total investments in securities | $53,902,489 | $53,902,489 | — | — |
Multifactor Industrials ETF | ||||
Investments in securities: | ||||
Assets | ||||
Common stocks | $24,259,845 | $24,259,845 | — | — |
Short-term investments | 87,922 | 87,922 | — | — |
Total investments in securities | $24,347,767 | $24,347,767 | — | — |
Multifactor Large Cap ETF | ||||
Investments in securities: | ||||
Assets | ||||
Common stocks | $736,517,200 | $736,517,200 | — | — |
Short-term investments | 583,575 | 583,575 | — | — |
Total investments in securities | $737,100,775 | $737,100,775 | — | — |
Multifactor Materials ETF | ||||
Investments in securities: | ||||
Assets | ||||
Common stocks | $28,480,117 | $28,480,117 | — | — |
Short-term investments | 71,406 | 71,406 | — | — |
Total investments in securities | $28,551,523 | $28,551,523 | — | — |
Multifactor Media and Communications ETF | ||||
Investments in securities: | ||||
Assets | ||||
Common stocks | $31,347,516 | $31,347,516 | — | — |
58 | | |
Total value at 7-31-21 | Level 1 quoted price | Level 2 significant observable inputs | Level 3 significant unobservable inputs | |
Multifactor Media and Communications ETF (continued) | ||||
Short-term investments | $27,070 | $27,070 | — | — |
Total investments in securities | $31,374,586 | $31,374,586 | — | — |
Multifactor Mid Cap ETF | ||||
Investments in securities: | ||||
Assets | ||||
Common stocks | $2,309,792,851 | $2,309,792,851 | — | — |
Short-term investments | 4,636,248 | 4,636,248 | — | — |
Total investments in securities | $2,314,429,099 | $2,314,429,099 | — | — |
Multifactor Small Cap ETF | ||||
Investments in securities: | ||||
Assets | ||||
Common stocks | $430,038,148 | $430,038,148 | — | — |
Short-term investments | 545,074 | 545,074 | — | — |
Total investments in securities | $430,583,222 | $430,583,222 | — | — |
Multifactor Technology ETF | ||||
Investments in securities: | ||||
Assets | ||||
Common stocks | $64,183,744 | $64,183,744 | — | — |
Short-term investments | 154,326 | 154,326 | — | — |
Total investments in securities | $64,338,070 | $64,338,070 | — | — |
Multifactor Utilities ETF | ||||
Investments in securities: | ||||
Assets | ||||
Common stocks | $17,107,502 | $17,107,502 | — | — |
Short-term investments | 57,499 | 57,499 | — | — |
Total investments in securities | $17,165,001 | $17,165,001 | — | — |
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 | — | $67,404 | $631,360 | $(698,799) | $33 | $2 | $761 | — | — |
Multifactor Consumer Staples ETF | |||||||||
John Hancock Collateral Trust | 230 | $133,358 | $182,746 | $(313,799) | $(9) | $9 | $150 | — | $2,305 |
Multifactor Developed International ETF | |||||||||
John Hancock Collateral Trust | 160,622 | $9,839,807 | $14,277,950 | $(22,510,643) | $(190) | $374 | $30,654 | — | $1,607,298 |
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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 Emerging Markets ETF | |||||||||
John Hancock Collateral Trust | 12,724 | $1,165,140 | $1,589,849 | $(2,627,689) | $(30) | $58 | $17,712 | — | $127,328 |
Multifactor Energy ETF | |||||||||
John Hancock Collateral Trust | — | — | $124,500 | $(124,499) | $(1) | — | $3 | — | — |
Multifactor Financials ETF | |||||||||
John Hancock Collateral Trust | 1,624 | $17,009 | $84,564 | $(85,328) | — | $4 | $161 | — | $16,249 |
Multifactor Healthcare ETF | |||||||||
John Hancock Collateral Trust | — | — | $16,445 | $(16,445) | — | — | $167 | — | — |
Multifactor Industrials ETF | |||||||||
John Hancock Collateral Trust | — | $2,898 | $107,939 | $(110,836) | $(1) | — | $127 | — | — |
Multifactor Large Cap ETF | |||||||||
John Hancock Collateral Trust | 30,966 | $375,359 | $1,397,138 | $(1,462,704) | — | $71 | $1,600 | — | $309,864 |
Multifactor Materials ETF | |||||||||
John Hancock Collateral Trust | — | — | $31,219 | $(31,219) | — | — | $78 | — | — |
Multifactor Media and Communications ETF | |||||||||
John Hancock Collateral Trust | — | — | $316,438 | $(316,433) | $(5) | — | $1,130 | — | — |
Multifactor Mid Cap ETF | |||||||||
John Hancock Collateral Trust | 294,508 | $3,521,824 | $14,307,647 | $(14,883,268) | $209 | $643 | $20,998 | — | $2,947,055 |
Multifactor Small Cap ETF | |||||||||
John Hancock Collateral Trust | — | $920,269 | $2,411,767 | $(3,332,031) | $(9) | $4 | $1,227 | — | — |
Multifactor Technology ETF | |||||||||
John Hancock Collateral Trust | 6,066 | $60,831 | $254,134 | $(254,273) | $(3) | $13 | $126 | — | $60,702 |
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.
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