John Hancock
Multifactor ETFs
Quarterly portfolio holdings 1/31/2023
![](https://capedge.com/proxy/NPORT-P/0001145549-23-020318/img5a87075a1.gif)
Funds’ investments |
MULTIFACTOR DEVELOPED INTERNATIONAL ETF
As of 1-31-23 (unaudited)
Shares or Principal Amount | Value | |
COMMON STOCKS - 99.0% | $473,260,858 | |
(Cost $436,374,597) | ||
Australia - 7.7% | 36,647,447 | |
Allkem, Ltd. (A) | 26,488 | 242,269 |
Ampol, Ltd. | 25,060 | 538,409 |
ANZ Group Holdings, Ltd. | 63,909 | 1,129,890 |
APA Group | 75,994 | 565,479 |
Aristocrat Leisure, Ltd. | 16,517 | 395,250 |
ASX, Ltd. | 4,823 | 234,396 |
BHP Group, Ltd. | 104,447 | 3,634,298 |
BlueScope Steel, Ltd. | 62,619 | 845,425 |
Brambles, Ltd. | 84,670 | 715,356 |
carsales.com, Ltd. | 13,995 | 223,759 |
Cochlear, Ltd. | 3,887 | 581,895 |
Coles Group, Ltd. | 29,308 | 366,777 |
Commonwealth Bank of Australia | 33,455 | 2,594,562 |
Computershare, Ltd. | 34,059 | 569,992 |
CSL, Ltd. | 9,517 | 1,998,971 |
Dexus | 25,641 | 147,254 |
EBOS Group, Ltd. | 574 | 15,951 |
Endeavour Group, Ltd. | 76,264 | 356,292 |
Fortescue Metals Group, Ltd. | 79,653 | 1,248,276 |
Goodman Group | 23,647 | 332,757 |
IDP Education, Ltd. | 9,093 | 199,910 |
IGO, Ltd. | 15,300 | 157,081 |
Insurance Australia Group, Ltd. | 143,223 | 494,518 |
Lendlease Corp., Ltd. | 38,956 | 235,799 |
Macquarie Group, Ltd. | 6,137 | 810,140 |
Medibank Private, Ltd. | 210,719 | 436,541 |
Mineral Resources, Ltd. | 10,929 | 684,938 |
Mirvac Group | 94,544 | 151,228 |
National Australia Bank, Ltd. | 57,490 | 1,287,824 |
Newcrest Mining, Ltd. | 15,536 | 244,237 |
Northern Star Resources, Ltd. | 75,846 | 670,733 |
Origin Energy, Ltd. | 113,238 | 596,055 |
OZ Minerals, Ltd. | 19,747 | 388,499 |
Pilbara Minerals, Ltd. (A) | 97,542 | 326,482 |
Qantas Airways, Ltd. (A) | 52,896 | 236,312 |
QBE Insurance Group, Ltd. | 91,847 | 889,253 |
Ramsay Health Care, Ltd. | 11,490 | 539,384 |
REA Group, Ltd. | 2,590 | 229,262 |
Reece, Ltd. | 8,812 | 99,909 |
Rio Tinto, Ltd. | 15,871 | 1,416,279 |
Santos, Ltd. | 132,498 | 663,823 |
Scentre Group | 121,686 | 261,525 |
SEEK, Ltd. | 9,082 | 154,935 |
Sonic Healthcare, Ltd. | 57,986 | 1,290,354 |
South32, Ltd. | 113,835 | 364,171 |
Stockland | 69,318 | 191,961 |
Suncorp Group, Ltd. | 77,517 | 684,418 |
Telstra Corp., Ltd. | 109,950 | 316,103 |
MULTIFACTOR DEVELOPED INTERNATIONAL ETF (continued)
Shares or Principal Amount | Value | |
Australia (continued) | ||
The GPT Group | 45,931 | $147,262 |
The Lottery Corp., Ltd. (A) | 133,976 | 443,709 |
TPG Telecom, Ltd. | 19,746 | 67,066 |
Transurban Group | 35,062 | 341,196 |
Treasury Wine Estates, Ltd. | 43,150 | 441,490 |
Vicinity, Ltd. | 93,677 | 135,980 |
Wesfarmers, Ltd. | 21,360 | 747,298 |
Westpac Banking Corp. | 78,713 | 1,315,633 |
WiseTech Global, Ltd. | 3,802 | 162,191 |
Woodside Energy Group, Ltd. | 46,884 | 1,197,915 |
Woolworths Group, Ltd. | 31,174 | 792,561 |
Yancoal Australia, Ltd. | 23,182 | 96,214 |
Austria - 0.3% | 1,305,882 | |
ANDRITZ AG | 1,983 | 118,019 |
BAWAG Group AG (A)(B) | 738 | 45,405 |
CA Immobilien Anlagen AG | 1,140 | 35,410 |
Erste Group Bank AG | 7,971 | 300,827 |
EVN AG | 1,299 | 27,341 |
OMV AG | 4,114 | 204,858 |
Raiffeisen Bank International AG (A) | 4,661 | 83,322 |
Strabag SE | 432 | 18,204 |
Telekom Austria AG (A) | 2,716 | 18,200 |
Verbund AG | 955 | 80,952 |
voestalpine AG | 11,308 | 373,344 |
Belgium - 0.9% | 4,506,996 | |
Ackermans & van Haaren NV | 2,151 | 371,205 |
Ageas SA/NV | 21,571 | 1,048,601 |
Anheuser-Busch InBev SA/NV | 23,880 | 1,428,752 |
D’ieteren Group | 250 | 47,488 |
Elia Group SA/NV | 349 | 48,819 |
Etablissements Franz Colruyt NV (C) | 3,702 | 97,659 |
KBC Group NV | 8,072 | 594,901 |
Proximus SADP | 11,171 | 114,189 |
Solvay SA | 2,925 | 338,795 |
UCB SA | 1,200 | 98,240 |
Umicore SA | 5,613 | 211,104 |
Warehouses De Pauw CVA | 3,398 | 107,243 |
Chile - 0.1% | 571,868 | |
Antofagasta PLC | 26,812 | 571,868 |
Denmark - 2.7% | 12,783,832 | |
AP Moller - Maersk A/S, Series A | 92 | 194,885 |
AP Moller - Maersk A/S, Series B | 95 | 205,470 |
Carlsberg A/S, Class B | 6,672 | 942,484 |
Coloplast A/S, B Shares | 6,802 | 816,860 |
Danske Bank A/S | 43,359 | 899,488 |
DSV A/S | 5,349 | 879,292 |
Genmab A/S (A) | 4,389 | 1,712,080 |
Novo Nordisk A/S, B Shares | 33,892 | 4,665,852 |
Novozymes A/S, B Shares | 14,938 | 773,964 |
2 | JOHN HANCOCK MULTIFACTOR ETFS | QUARTERLY REPORT | SEE NOTES TO FUNDS’ INVESTMENTS |
MULTIFACTOR DEVELOPED INTERNATIONAL ETF (continued)
Shares or Principal Amount | Value | |
Denmark (continued) | ||
Orsted A/S (B) | 5,066 | $447,448 |
Tryg A/S | 18,550 | 423,819 |
Vestas Wind Systems A/S | 28,332 | 822,190 |
Finland - 1.4% | 6,627,279 | |
Elisa OYJ | 9,320 | 530,190 |
Fortum OYJ | 13,168 | 197,570 |
Kesko OYJ, A Shares | 8,503 | 196,237 |
Kesko OYJ, B Shares | 18,452 | 428,250 |
Kone OYJ, Class B | 10,015 | 544,275 |
Metso Outotec OYJ | 47,861 | 546,564 |
Neste OYJ | 11,300 | 537,898 |
Nokia OYJ | 141,068 | 666,680 |
Nordea Bank ABP | 72,862 | 849,242 |
Orion OYJ, Class A | 1,368 | 73,246 |
Orion OYJ, Class B | 6,600 | 352,590 |
Sampo OYJ, A Shares | 8,215 | 429,768 |
Stora Enso OYJ, R Shares | 57,083 | 811,824 |
UPM-Kymmene OYJ | 12,820 | 462,945 |
France - 10.8% | 51,618,536 | |
Air Liquide SA | 6,821 | 1,082,005 |
Airbus SE | 13,320 | 1,661,297 |
AXA SA | 50,315 | 1,563,655 |
BNP Paribas SA | 24,671 | 1,685,339 |
Capgemini SE | 9,701 | 1,832,170 |
Cie de Saint-Gobain | 37,297 | 2,128,612 |
Cie Generale des Etablissements Michelin SCA | 62,964 | 1,980,002 |
Credit Agricole SA | 99,221 | 1,189,228 |
Danone SA | 40,064 | 2,189,064 |
Dassault Systemes SE | 15,530 | 574,468 |
Engie SA | 143,736 | 2,032,480 |
EssilorLuxottica SA | 5,814 | 1,060,170 |
Hermes International | 653 | 1,215,907 |
Kering SA | 1,489 | 922,572 |
Legrand SA | 11,392 | 1,011,063 |
L’Oreal SA | 3,936 | 1,616,047 |
LVMH Moet Hennessy Louis Vuitton SE | 5,543 | 4,815,980 |
Orange SA | 280,663 | 2,963,402 |
Pernod Ricard SA | 7,793 | 1,607,235 |
Safran SA | 15,164 | 2,170,596 |
Sanofi | 21,310 | 2,075,298 |
Sartorius Stedim Biotech | 1,103 | 382,014 |
Schneider Electric SE | 8,879 | 1,430,255 |
Societe Generale SA | 56,638 | 1,678,039 |
Teleperformance | 3,104 | 859,630 |
Thales SA | 4,674 | 616,250 |
TotalEnergies SE | 103,239 | 6,388,752 |
Vinci SA | 25,649 | 2,887,006 |
Germany - 7.1% | 33,833,407 | |
adidas AG | 3,979 | 636,887 |
MULTIFACTOR DEVELOPED INTERNATIONAL ETF (continued)
Shares or Principal Amount | Value | |
Germany (continued) | ||
Allianz SE | 9,644 | $2,295,871 |
BASF SE | 24,706 | 1,405,994 |
Bayer AG | 44,260 | 2,739,908 |
Bayerische Motoren Werke AG | 7,660 | 775,594 |
Beiersdorf AG | 4,144 | 502,266 |
Carl Zeiss Meditec AG, Bearer Shares | 2,044 | 292,914 |
Continental AG | 10,374 | 724,673 |
Daimler Truck Holding AG (A) | 23,033 | 769,711 |
Delivery Hero SE (A)(B) | 4,319 | 259,018 |
Deutsche Bank AG | 139,707 | 1,852,305 |
Deutsche Boerse AG | 5,142 | 917,249 |
Deutsche Post AG | 23,662 | 1,011,992 |
Deutsche Telekom AG | 82,447 | 1,831,125 |
E.ON SE | 237,059 | 2,570,975 |
Fresenius Medical Care AG & Company KGaA | 19,458 | 726,742 |
Fresenius SE & Company KGaA | 38,378 | 1,105,782 |
Hannover Rueck SE | 2,555 | 516,678 |
Hapag-Lloyd AG (B)(C) | 782 | 170,368 |
Henkel AG & Company KGaA | 4,315 | 287,271 |
Infineon Technologies AG | 16,033 | 573,137 |
Mercedes-Benz Group AG | 41,363 | 3,061,454 |
Merck KGaA | 1,449 | 300,653 |
MTU Aero Engines AG | 784 | 194,815 |
Muenchener Rueckversicherungs-Gesellschaft AG | 3,813 | 1,370,707 |
RWE AG | 42,747 | 1,894,155 |
SAP SE | 11,063 | 1,302,182 |
Siemens AG | 9,451 | 1,466,762 |
Siemens Energy AG | 23,644 | 490,974 |
Siemens Healthineers AG (B) | 3,084 | 164,354 |
Symrise AG | 6,761 | 715,775 |
Volkswagen AG | 1,689 | 294,503 |
Vonovia SE | 21,733 | 610,613 |
Hong Kong - 2.4% | 11,459,333 | |
AIA Group, Ltd. | 329,124 | 3,718,026 |
BOC Hong Kong Holdings, Ltd. | 96,795 | 337,734 |
Budweiser Brewing Company APAC, Ltd. (B) | 26,700 | 84,134 |
Chow Tai Fook Jewellery Group, Ltd. | 139,800 | 298,557 |
CK Asset Holdings, Ltd. | 55,469 | 354,529 |
CK Hutchison Holdings, Ltd. | 71,773 | 455,989 |
CK Infrastructure Holdings, Ltd. | 43,929 | 244,064 |
CLP Holdings, Ltd. | 47,571 | 353,207 |
Galaxy Entertainment Group, Ltd. | 22,641 | 157,130 |
Hang Seng Bank, Ltd. | 19,189 | 319,223 |
Henderson Land Development Company, Ltd. | 93,398 | 344,945 |
Hong Kong & China Gas Company, Ltd. | 110,065 | 110,366 |
Hong Kong Exchanges & Clearing, Ltd. | 30,325 | 1,363,330 |
Link REIT | 50,861 | 406,834 |
MTR Corp., Ltd. | 41,913 | 224,041 |
Orient Overseas International, Ltd. | 15,000 | 248,196 |
SEE NOTES TO FUNDS’ INVESTMENTS | QUARTERLY REPORT | JOHN HANCOCK MULTIFACTOR ETFS | 3 |
MULTIFACTOR DEVELOPED INTERNATIONAL ETF (continued)
Shares or Principal Amount | Value | |
Hong Kong (continued) | ||
Power Assets Holdings, Ltd. | 95,573 | $540,136 |
Sun Hung Kai Properties, Ltd. | 39,162 | 555,064 |
Swire Properties, Ltd. | 77,201 | 216,676 |
Techtronic Industries Company, Ltd. | 45,077 | 578,519 |
Wharf Real Estate Investment Company, Ltd. | 95,993 | 548,633 |
Ireland - 1.0% | 4,741,101 | |
CRH PLC | 36,142 | 1,671,547 |
DCC PLC | 5,792 | 328,432 |
Experian PLC | 23,566 | 856,727 |
Flutter Entertainment PLC (A) | 3,202 | 494,853 |
James Hardie Industries PLC, CHESS Depositary Interest | 11,030 | 244,439 |
Kerry Group PLC, Class A | 1,659 | 154,843 |
Kingspan Group PLC | 9,507 | 607,115 |
Smurfit Kappa Group PLC | 9,180 | 383,145 |
Israel - 0.4% | 2,013,014 | |
Azrieli Group, Ltd. | 391 | 25,007 |
Bank Hapoalim BM | 30,620 | 273,816 |
Bank Leumi Le-Israel BM | 62,356 | 547,326 |
CyberArk Software, Ltd. (A) | 317 | 44,659 |
Elbit Systems, Ltd. | 533 | 89,048 |
ICL Group, Ltd. | 18,841 | 148,309 |
Israel Discount Bank, Ltd., Class A | 44,243 | 224,579 |
Mizrahi Tefahot Bank, Ltd. | 4,260 | 139,804 |
Nice, Ltd. (A) | 643 | 132,305 |
Teva Pharmaceutical Industries, Ltd. (A) | 31,697 | 335,275 |
Wix.com, Ltd. (A) | 476 | 41,402 |
ZIM Integrated Shipping Services, Ltd. (C) | 606 | 11,484 |
Italy - 2.2% | 10,556,846 | |
Amplifon SpA | 7,548 | 207,151 |
Assicurazioni Generali SpA | 24,212 | 470,688 |
Davide Campari-Milano NV | 22,695 | 242,240 |
DiaSorin SpA | 1,310 | 169,660 |
Enel SpA | 163,226 | 955,671 |
Eni SpA | 108,208 | 1,661,253 |
Ferrari NV | 3,085 | 766,921 |
FinecoBank Banca Fineco SpA | 29,117 | 520,190 |
Infrastrutture Wireless Italiane SpA (B) | 13,451 | 146,742 |
Intesa Sanpaolo SpA | 366,869 | 960,236 |
Mediobanca Banca di Credito Finanziario SpA | 59,294 | 634,689 |
Moncler SpA | 12,881 | 800,194 |
Nexi SpA (A)(B) | 6,142 | 53,764 |
Poste Italiane SpA (B) | 22,463 | 238,739 |
PRADA SpA | 32,300 | 206,239 |
Prysmian SpA | 10,309 | 418,734 |
Recordati Industria Chimica e Farmaceutica SpA | 6,752 | 294,274 |
Snam SpA | 53,652 | 272,348 |
Terna - Rete Elettrica Nazionale | 61,394 | 483,541 |
UniCredit SpA | 48,409 | 940,244 |
MULTIFACTOR DEVELOPED INTERNATIONAL ETF (continued)
Shares or Principal Amount | Value | |
Italy (continued) | ||
UnipolSai Assicurazioni SpA (C) | 42,766 | $113,328 |
Japan - 23.1% | 110,592,671 | |
Acom Company, Ltd. | 17,500 | 43,466 |
Advantest Corp. | 10,100 | 714,522 |
Aeon Company, Ltd. (C) | 17,200 | 351,486 |
AGC, Inc. | 24,300 | 890,380 |
Aisin Corp. | 21,100 | 613,311 |
Ajinomoto Company, Inc. | 13,200 | 433,724 |
ANA Holdings, Inc. (A) | 7,500 | 165,491 |
Asahi Group Holdings, Ltd. | 8,100 | 266,709 |
Asahi Intecc Company, Ltd. | 8,600 | 149,588 |
Asahi Kasei Corp. | 57,800 | 436,639 |
Astellas Pharma, Inc. | 19,900 | 292,658 |
Azbil Corp. | 1,800 | 50,383 |
Bandai Namco Holdings, Inc. | 4,801 | 319,562 |
BayCurrent Consulting, Inc. | 6,500 | 273,405 |
Bridgestone Corp. | 25,400 | 944,358 |
Brother Industries, Ltd. | 14,000 | 216,387 |
Canon, Inc. | 21,100 | 469,394 |
Capcom Company, Ltd. | 9,700 | 313,276 |
Central Japan Railway Company | 4,444 | 541,297 |
Chubu Electric Power Company, Inc. | 40,700 | 437,530 |
Chugai Pharmaceutical Company, Ltd. | 11,900 | 307,280 |
Concordia Financial Group, Ltd. | 76,900 | 337,060 |
Cosmos Pharmaceutical Corp. | 700 | 68,253 |
CyberAgent, Inc. | 25,800 | 239,262 |
Dai Nippon Printing Company, Ltd. | 19,324 | 454,700 |
Daifuku Company, Ltd. | 4,900 | 267,146 |
Dai-ichi Life Holdings, Inc. | 26,300 | 615,005 |
Daiichi Sankyo Company, Ltd. | 19,800 | 618,764 |
Daikin Industries, Ltd. | 5,647 | 975,724 |
Daito Trust Construction Company, Ltd. | 3,886 | 383,087 |
Daiwa House Industry Company, Ltd. | 26,600 | 636,338 |
Daiwa House REIT Investment Corp. | 51 | 110,906 |
Daiwa Securities Group, Inc. | 86,100 | 405,192 |
Denso Corp. | 9,700 | 520,038 |
Dentsu Group, Inc. | 24,200 | 775,062 |
Disco Corp. | 1,898 | 564,824 |
East Japan Railway Company | 8,600 | 478,788 |
Eisai Company, Ltd. | 2,872 | 176,942 |
ENEOS Holdings, Inc. | 223,400 | 795,716 |
FANUC Corp. | 1,970 | 346,979 |
Fast Retailing Company, Ltd. | 1,419 | 855,688 |
Fuji Electric Company, Ltd. | 11,593 | 465,342 |
FUJIFILM Holdings Corp. | 9,900 | 520,408 |
Fujitsu, Ltd. | 3,500 | 498,174 |
GLP J-REIT | 101 | 113,935 |
GMO Payment Gateway, Inc. | 2,800 | 256,219 |
Hakuhodo DY Holdings, Inc. | 11,100 | 119,070 |
Hamamatsu Photonics KK | 7,300 | 387,327 |
4 | JOHN HANCOCK MULTIFACTOR ETFS | QUARTERLY REPORT | SEE NOTES TO FUNDS’ INVESTMENTS |
MULTIFACTOR DEVELOPED INTERNATIONAL ETF (continued)
Shares or Principal Amount | Value | |
Japan (continued) | ||
Hankyu Hanshin Holdings, Inc. | 20,300 | $601,765 |
Hikari Tsushin, Inc. | 541 | 76,837 |
Hirose Electric Company, Ltd. | 1,005 | 130,064 |
Hitachi Construction Machinery Company, Ltd. | 8,600 | 201,369 |
Hitachi, Ltd. | 37,500 | 1,955,669 |
Honda Motor Company, Ltd. | 44,454 | 1,096,267 |
Hoshizaki Corp. | 4,200 | 150,340 |
Hoya Corp. | 10,200 | 1,113,768 |
Hulic Company, Ltd. | 41,300 | 337,908 |
Ibiden Company, Ltd. | 5,100 | 196,478 |
Idemitsu Kosan Company, Ltd. | 27,859 | 690,878 |
Iida Group Holdings Company, Ltd. | 8,700 | 144,504 |
Inpex Corp. | 49,300 | 538,321 |
Isuzu Motors, Ltd. | 75,700 | 951,744 |
ITOCHU Corp. | 66,900 | 2,151,891 |
Itochu Techno-Solutions Corp. | 6,100 | 150,336 |
Japan Airlines Company, Ltd. (A) | 14,100 | 298,166 |
Japan Exchange Group, Inc. | 20,900 | 318,052 |
Japan Metropolitan Fund Investment Corp. | 169 | 130,345 |
Japan Post Bank Company, Ltd. (C) | 8,000 | 70,991 |
Japan Post Holdings Company, Ltd. | 39,100 | 342,758 |
Japan Post Insurance Company, Ltd. | 11,700 | 208,188 |
Japan Real Estate Investment Corp. | 37 | 158,476 |
Japan Tobacco, Inc. | 49,900 | 1,018,759 |
JFE Holdings, Inc. | 61,400 | 805,950 |
JSR Corp. | 7,700 | 171,710 |
Kajima Corp. | 36,100 | 442,488 |
Kakaku.com, Inc. | 3,700 | 61,171 |
Kansai Paint Company, Ltd. | 6,900 | 96,460 |
Kao Corp. | 12,800 | 517,335 |
Kawasaki Kisen Kaisha, Ltd. (C) | 8,400 | 174,014 |
KDDI Corp. | 39,400 | 1,229,764 |
Keio Corp. | 4,370 | 159,786 |
Keisei Electric Railway Company, Ltd. | 6,400 | 186,028 |
Keyence Corp. | 1,770 | 806,841 |
Kikkoman Corp. | 1,500 | 78,896 |
Kintetsu Group Holdings Company, Ltd. | 6,800 | 220,924 |
Kirin Holdings Company, Ltd. | 8,000 | 122,973 |
Kobayashi Pharmaceutical Company, Ltd. | 1,400 | 100,227 |
Kobe Bussan Company, Ltd. | 7,900 | 226,591 |
Koei Tecmo Holdings Company, Ltd. (C) | 5,800 | 104,988 |
Koito Manufacturing Company, Ltd. | 10,400 | 174,340 |
Komatsu, Ltd. | 36,500 | 885,520 |
Konami Group Corp. | 5,500 | 269,407 |
Kose Corp. | 1,000 | 109,577 |
Kubota Corp. | 22,300 | 332,327 |
Kyocera Corp. | 8,100 | 417,691 |
Kyowa Kirin Company, Ltd. | 2,900 | 64,447 |
Lasertec Corp. | 2,100 | 412,265 |
Lixil Corp. | 39,300 | 673,913 |
M3, Inc. | 10,000 | 269,676 |
MULTIFACTOR DEVELOPED INTERNATIONAL ETF (continued)
Shares or Principal Amount | Value | |
Japan (continued) | ||
Makita Corp. | 2,500 | $66,131 |
Marubeni Corp. | 69,500 | 847,874 |
MatsukiyoCocokara & Company | 2,200 | 109,454 |
Mazda Motor Corp. | 53,000 | 424,668 |
MEIJI Holdings Company, Ltd. | 13,500 | 695,528 |
MINEBEA MITSUMI, Inc. | 35,500 | 612,300 |
MISUMI Group, Inc. | 16,200 | 402,991 |
Mitsubishi Chemical Group Corp. | 132,000 | 737,016 |
Mitsubishi Corp. | 33,200 | 1,106,965 |
Mitsubishi Electric Corp. | 36,000 | 394,756 |
Mitsubishi Estate Company, Ltd. | 20,300 | 260,921 |
Mitsubishi HC Capital, Inc. | 95,300 | 485,129 |
Mitsubishi Heavy Industries, Ltd. | 9,000 | 351,571 |
Mitsubishi Motors Corp. (A)(C) | 57,400 | 220,251 |
Mitsubishi UFJ Financial Group, Inc. | 282,770 | 2,071,552 |
Mitsui & Company, Ltd. | 37,800 | 1,110,354 |
Mitsui Chemicals, Inc. | 21,800 | 510,446 |
Mitsui Fudosan Company, Ltd. | 17,300 | 323,398 |
Mitsui O.S.K. Lines, Ltd. (C) | 20,800 | 512,623 |
Mizuho Financial Group, Inc. | 50,300 | 784,215 |
MonotaRO Company, Ltd. | 13,000 | 195,332 |
MS&AD Insurance Group Holdings, Inc. | 12,000 | 383,775 |
Murata Manufacturing Company, Ltd. | 11,700 | 665,230 |
NEC Corp. | 15,003 | 539,344 |
Nexon Company, Ltd. | 3,800 | 91,315 |
NGK Insulators, Ltd. | 16,600 | 228,618 |
Nidec Corp. | 8,600 | 474,159 |
Nihon M&A Center Holdings, Inc. | 15,600 | 157,505 |
Nintendo Company, Ltd. | 21,170 | 915,693 |
Nippon Building Fund, Inc. | 38 | 165,681 |
Nippon Express Holdings, Inc. | 9,900 | 571,717 |
Nippon Paint Holdings Company, Ltd. | 10,500 | 95,032 |
Nippon Prologis REIT, Inc. | 53 | 119,942 |
Nippon Sanso Holdings Corp. | 16,200 | 262,474 |
Nippon Shinyaku Company, Ltd. | 1,500 | 76,935 |
Nippon Steel Corp. | 37,100 | 768,845 |
Nippon Telegraph & Telephone Corp. | 34,166 | 1,022,524 |
Nippon Yusen KK (C) | 26,700 | 631,339 |
Nissan Chemical Corp. | 8,000 | 375,255 |
Nissan Motor Company, Ltd. | 66,300 | 236,201 |
Nisshin Seifun Group, Inc. | 8,300 | 103,714 |
Nissin Foods Holdings Company, Ltd. | 2,316 | 180,942 |
Nitori Holdings Company, Ltd. | 2,201 | 289,416 |
Nitto Denko Corp. | 13,894 | 893,182 |
Nomura Holdings, Inc. | 151,000 | 601,120 |
Nomura Real Estate Master Fund, Inc. | 113 | 131,990 |
Nomura Research Institute, Ltd. | 9,400 | 224,076 |
NTT Data Corp. | 15,000 | 231,035 |
Obayashi Corp. | 53,800 | 416,185 |
Obic Company, Ltd. | 1,100 | 175,516 |
Odakyu Electric Railway Company, Ltd. | 13,600 | 177,994 |
SEE NOTES TO FUNDS’ INVESTMENTS | QUARTERLY REPORT | JOHN HANCOCK MULTIFACTOR ETFS | 5 |
MULTIFACTOR DEVELOPED INTERNATIONAL ETF (continued)
Shares or Principal Amount | Value | |
Japan (continued) | ||
Oji Holdings Corp. | 78,400 | $323,137 |
Olympus Corp. | 30,200 | 563,964 |
Omron Corp. | 2,000 | 114,730 |
Ono Pharmaceutical Company, Ltd. | 7,465 | 162,078 |
Oracle Corp. Japan | 1,400 | 95,382 |
Oriental Land Company, Ltd. | 2,100 | 348,479 |
ORIX Corp. | 34,400 | 601,792 |
Osaka Gas Company, Ltd. | 34,300 | 552,566 |
Otsuka Corp. | 7,100 | 232,308 |
Otsuka Holdings Company, Ltd. | 7,300 | 233,407 |
Pan Pacific International Holdings Corp. | 18,800 | 346,089 |
Panasonic Holdings Corp. | 65,504 | 604,443 |
Rakuten Group, Inc. | 9,300 | 46,985 |
Recruit Holdings Company, Ltd. | 24,000 | 764,781 |
Renesas Electronics Corp. (A) | 21,300 | 217,758 |
Resona Holdings, Inc. | 146,500 | 809,076 |
Ricoh Company, Ltd. | 38,900 | 300,623 |
Rohm Company, Ltd. | 5,400 | 428,944 |
SBI Holdings, Inc. | 22,100 | 466,149 |
SCSK Corp. | 8,100 | 131,299 |
Secom Company, Ltd. | 2,261 | 134,240 |
Seiko Epson Corp. | 41,700 | 643,561 |
Sekisui Chemical Company, Ltd. | 49,300 | 687,307 |
Sekisui House, Ltd. (C) | 34,700 | 654,002 |
Seven & i Holdings Company, Ltd. | 20,000 | 942,289 |
SG Holdings Company, Ltd. | 19,300 | 296,524 |
Sharp Corp. (C) | 11,500 | 94,975 |
Shimadzu Corp. | 18,000 | 549,502 |
Shimano, Inc. | 1,286 | 227,345 |
Shimizu Corp. | 48,200 | 269,456 |
Shin-Etsu Chemical Company, Ltd. | 5,798 | 850,451 |
Shionogi & Company, Ltd. | 3,071 | 146,011 |
Shiseido Company, Ltd. | 4,177 | 215,619 |
SMC Corp. | 645 | 324,124 |
SoftBank Corp. | 49,300 | 563,531 |
SoftBank Group Corp. | 27,536 | 1,300,943 |
Sompo Holdings, Inc. | 13,800 | 592,664 |
Sony Group Corp. | 23,600 | 2,101,488 |
Square Enix Holdings Company, Ltd. | 5,200 | 245,115 |
Subaru Corp. | 17,400 | 285,194 |
SUMCO Corp. | 17,700 | 259,964 |
Sumitomo Chemical Company, Ltd. | 141,800 | 541,925 |
Sumitomo Corp. | 29,700 | 530,533 |
Sumitomo Electric Industries, Ltd. | 47,400 | 566,598 |
Sumitomo Metal Mining Company, Ltd. | 26,300 | 1,061,343 |
Sumitomo Mitsui Financial Group, Inc. | 31,100 | 1,351,664 |
Sumitomo Mitsui Trust Holdings, Inc. | 18,875 | 687,248 |
Sumitomo Realty & Development Company, Ltd. | 5,300 | 128,623 |
Suntory Beverage & Food, Ltd. | 7,000 | 235,765 |
Suzuki Motor Corp. | 10,300 | 383,265 |
MULTIFACTOR DEVELOPED INTERNATIONAL ETF (continued)
Shares or Principal Amount | Value | |
Japan (continued) | ||
Sysmex Corp. | 3,748 | $246,735 |
T&D Holdings, Inc. | 39,200 | 626,079 |
Taisei Corp. | 15,761 | 542,960 |
Taiyo Yuden Company, Ltd. | 4,900 | 164,847 |
Takeda Pharmaceutical Company, Ltd. | 43,447 | 1,366,436 |
TDK Corp. | 17,100 | 605,525 |
Terumo Corp. | 7,900 | 228,595 |
The Chiba Bank, Ltd. | 58,300 | 439,789 |
The Kansai Electric Power Company, Inc. | 92,400 | 886,733 |
TIS, Inc. | 11,500 | 329,847 |
Tobu Railway Company, Ltd. | 7,900 | 184,978 |
Toho Company, Ltd. | 4,200 | 154,539 |
Tokio Marine Holdings, Inc. | 50,400 | 1,051,833 |
Tokyo Century Corp. | 5,600 | 195,717 |
Tokyo Electric Power Company Holdings, Inc. (A) | 64,900 | 242,043 |
Tokyo Electron, Ltd. | 3,157 | 1,096,557 |
Tokyo Gas Company, Ltd. | 45,700 | 955,502 |
Tokyu Corp. | 32,000 | 410,443 |
TOPPAN, Inc. | 21,900 | 351,458 |
Toray Industries, Inc. | 140,500 | 859,779 |
Toshiba Corp. | 4,800 | 164,583 |
Tosoh Corp. | 21,900 | 285,444 |
TOTO, Ltd. | 9,400 | 362,859 |
Toyo Suisan Kaisha, Ltd. | 1,500 | 61,940 |
Toyota Industries Corp. | 4,300 | 260,225 |
Toyota Motor Corp. | 239,840 | 3,497,686 |
Toyota Tsusho Corp. | 10,000 | 419,855 |
Trend Micro, Inc. | 8,800 | 432,404 |
Unicharm Corp. | 10,500 | 399,669 |
USS Company, Ltd. | 15,000 | 245,800 |
Welcia Holdings Company, Ltd. (C) | 4,700 | 104,846 |
West Japan Railway Company | 12,681 | 529,980 |
Yakult Honsha Company, Ltd. | 3,500 | 249,221 |
Yamaha Corp. | 4,766 | 183,977 |
Yamaha Motor Company, Ltd. | 42,200 | 1,033,542 |
Yamato Holdings Company, Ltd. | 27,700 | 482,239 |
Yaskawa Electric Corp. | 14,200 | 549,241 |
Z Holdings Corp. | 41,900 | 119,696 |
ZOZO, Inc. | 10,000 | 257,603 |
Luxembourg - 0.3% | 1,627,609 | |
ArcelorMittal SA | 46,424 | 1,429,877 |
Tenaris SA | 11,204 | 197,732 |
Macau - 0.1% | 242,218 | |
Sands China, Ltd. (A) | 64,800 | 242,218 |
Malaysia - 0.1% | 290,134 | |
Lynas Rare Earths, Ltd. (A) | 43,849 | 290,134 |
Mexico - 0.0% | 96,420 | |
Fresnillo PLC | 9,535 | 96,420 |
6 | JOHN HANCOCK MULTIFACTOR ETFS | QUARTERLY REPORT | SEE NOTES TO FUNDS’ INVESTMENTS |
MULTIFACTOR DEVELOPED INTERNATIONAL ETF (continued)
Shares or Principal Amount | Value | |
Netherlands - 4.4% | $21,145,602 | |
Adyen NV (A)(B) | 301 | 450,339 |
Argenx SE (A) | 436 | 164,311 |
Argenx SE, Additional Offering (A) | 47 | 17,712 |
ASM International NV | 2,354 | 787,932 |
ASML Holding NV | 8,534 | 5,585,108 |
Heineken Holding NV | 9,162 | 752,747 |
Heineken NV | 5,208 | 517,764 |
ING Groep NV | 90,807 | 1,306,925 |
JDE Peet’s NV | 4,790 | 143,268 |
Koninklijke Ahold Delhaize NV | 80,565 | 2,396,122 |
Koninklijke DSM NV | 4,795 | 612,936 |
Koninklijke Philips NV | 25,342 | 435,299 |
Prosus NV (A) | 12,770 | 1,023,799 |
QIAGEN NV (A) | 9,390 | 455,341 |
Stellantis NV | 130,452 | 2,036,754 |
Universal Music Group NV | 25,713 | 655,414 |
Wolters Kluwer NV | 34,972 | 3,803,831 |
New Zealand - 0.1% | 696,276 | |
Auckland International Airport, Ltd. (A) | 20,270 | 111,346 |
Contact Energy, Ltd. | 6,092 | 30,551 |
Fisher & Paykel Healthcare Corp., Ltd. | 9,566 | 156,158 |
Infratil, Ltd. | 5,156 | 29,589 |
Mainfreight, Ltd. | 1,164 | 53,747 |
Meridian Energy, Ltd. | 27,774 | 95,668 |
Spark New Zealand, Ltd. | 45,945 | 154,547 |
Xero, Ltd. (A) | 1,195 | 64,670 |
Norway - 0.6% | 2,980,287 | |
Adevinta ASA (A) | 2,001 | 17,049 |
Aker ASA, A Shares | 915 | 65,820 |
Aker BP ASA | 10,789 | 327,507 |
DNB Bank ASA | 23,014 | 428,449 |
Equinor ASA | 29,106 | 883,823 |
Gjensidige Forsikring ASA | 2,083 | 37,309 |
Kongsberg Gruppen ASA | 2,699 | 107,006 |
Mowi ASA | 6,744 | 124,269 |
Norsk Hydro ASA | 33,828 | 272,094 |
Orkla ASA | 12,119 | 90,296 |
Salmar ASA | 631 | 29,212 |
Schibsted ASA, A Shares | 870 | 18,901 |
Schibsted ASA, B Shares | 1,421 | 29,535 |
Telenor ASA | 16,801 | 175,525 |
TOMRA Systems ASA | 5,642 | 98,930 |
Var Energi ASA (C) | 3,939 | 11,926 |
Yara International ASA | 5,935 | 262,636 |
Portugal - 0.3% | 1,225,785 | |
EDP - Energias de Portugal SA | 72,070 | 356,762 |
Galp Energia SGPS SA | 51,563 | 704,200 |
Jeronimo Martins SGPS SA | 7,611 | 164,823 |
MULTIFACTOR DEVELOPED INTERNATIONAL ETF (continued)
Shares or Principal Amount | Value | |
Singapore - 1.7% | $8,082,503 | |
CapitaLand Ascendas REIT | 61,492 | 134,741 |
CapitaLand Integrated Commercial Trust | 116,259 | 189,291 |
Capitaland Investment, Ltd. | 37,700 | 113,586 |
City Developments, Ltd. | 46,800 | 295,538 |
DBS Group Holdings, Ltd. | 42,212 | 1,149,441 |
Genting Singapore, Ltd. | 465,200 | 350,400 |
Grab Holdings, Ltd., Class A (A) | 93,237 | 353,368 |
Great Eastern Holdings, Ltd. | 5,700 | 82,398 |
Jardine Cycle & Carriage, Ltd. | 11,900 | 262,925 |
Keppel Corp., Ltd. | 107,300 | 616,362 |
Mapletree Logistics Trust (C) | 64,400 | 82,806 |
Mapletree Pan Asia Commercial Trust | 50,300 | 69,651 |
Oversea-Chinese Banking Corp., Ltd. | 109,368 | 1,075,915 |
Sea, Ltd., ADR (A) | 3,667 | 236,338 |
Singapore Airlines, Ltd. (C) | 56,700 | 255,384 |
Singapore Exchange, Ltd. | 64,900 | 455,265 |
Singapore Technologies Engineering, Ltd. | 88,200 | 246,948 |
Singapore Telecommunications, Ltd. | 184,500 | 352,338 |
United Overseas Bank, Ltd. | 66,024 | 1,498,456 |
Wilmar International, Ltd. | 84,400 | 261,352 |
Spain - 2.9% | 13,740,087 | |
Aena SME SA (A)(B) | 4,148 | 619,429 |
Amadeus IT Group SA (A) | 21,346 | 1,337,649 |
Banco Bilbao Vizcaya Argentaria SA | 244,332 | 1,715,001 |
Banco Santander SA | 421,453 | 1,466,074 |
CaixaBank SA | 114,903 | 507,523 |
Cellnex Telecom SA (A)(B) | 6,145 | 239,455 |
Corp. ACCIONA Energias Renovables SA | 7,803 | 317,961 |
EDP Renovaveis SA | 1,891 | 40,961 |
Endesa SA | 18,844 | 373,905 |
Ferrovial SA | 28,590 | 839,597 |
Iberdrola SA | 119,990 | 1,400,236 |
Iberdrola SA, Interim Shares (A) | 1,999 | 23,328 |
Industria de Diseno Textil SA | 31,081 | 966,083 |
Naturgy Energy Group SA (C) | 9,297 | 262,522 |
Repsol SA | 169,272 | 2,774,113 |
Telefonica SA | 226,099 | 856,250 |
Sweden - 2.9% | 14,067,327 | |
Alfa Laval AB | 3,220 | 100,569 |
Assa Abloy AB, B Shares | 10,823 | 253,679 |
Atlas Copco AB, A Shares | 68,492 | 806,873 |
Atlas Copco AB, B Shares | 39,458 | 413,582 |
Axfood AB | 4,548 | 116,808 |
Beijer Ref AB (C) | 7,076 | 108,609 |
Boliden AB | 31,613 | 1,411,591 |
Castellum AB | 14,743 | 201,083 |
Electrolux AB, B Shares (C) | 37,153 | 523,630 |
Epiroc AB, A Shares | 16,843 | 326,410 |
Epiroc AB, B Shares | 9,559 | 158,818 |
EQT AB | 2,673 | 59,716 |
SEE NOTES TO FUNDS’ INVESTMENTS | QUARTERLY REPORT | JOHN HANCOCK MULTIFACTOR ETFS | 7 |
MULTIFACTOR DEVELOPED INTERNATIONAL ETF (continued)
Shares or Principal Amount | Value | |
Sweden (continued) | ||
Essity AB, B Shares | 12,496 | $325,475 |
Evolution AB (B) | 2,123 | 237,286 |
Fastighets AB Balder, B Shares (A) | 15,273 | 78,117 |
Getinge AB, B Shares | 8,732 | 195,661 |
Hennes & Mauritz AB, B Shares (C) | 19,762 | 241,830 |
Hexagon AB, B Shares | 22,593 | 257,332 |
Holmen AB, B Shares | 5,691 | 233,624 |
Husqvarna AB, B Shares | 53,605 | 453,424 |
Indutrade AB | 16,163 | 356,612 |
Lifco AB, B Shares | 8,674 | 158,198 |
Nibe Industrier AB, B Shares | 15,576 | 167,144 |
Sagax AB, B Shares | 5,376 | 133,042 |
Sandvik AB | 29,785 | 612,780 |
Skandinaviska Enskilda Banken AB, A Shares | 33,004 | 397,663 |
Skandinaviska Enskilda Banken AB, C Shares | 305 | 4,096 |
Skanska AB, B Shares | 32,492 | 570,405 |
SKF AB, B Shares | 34,636 | 609,863 |
Svenska Cellulosa AB SCA, B Shares | 16,916 | 233,791 |
Svenska Handelsbanken AB, A Shares | 38,342 | 398,625 |
Svenska Handelsbanken AB, B Shares (C) | 1,521 | 19,060 |
Sweco AB, B Shares | 7,611 | 82,218 |
Swedbank AB, A Shares | 25,187 | 482,098 |
Swedish Orphan Biovitrum AB (A) | 7,174 | 159,243 |
Tele2 AB, B Shares | 47,990 | 413,446 |
Telefonaktiebolaget LM Ericsson, B Shares | 49,794 | 287,165 |
Telia Company AB | 91,946 | 236,939 |
Trelleborg AB, B Shares | 16,588 | 412,886 |
Volvo AB, A Shares | 13,656 | 282,516 |
Volvo AB, B Shares | 74,511 | 1,472,101 |
Volvo Car AB, B Shares (A) | 14,802 | 73,319 |
Switzerland - 10.6% | 50,649,042 | |
ABB, Ltd. | 166,889 | 5,767,321 |
Accelleron Industries AG (A) | 8,349 | 196,014 |
Alcon, Inc. | 30,626 | 2,288,741 |
Chocoladefabriken Lindt & Spruengli AG | 6 | 672,000 |
Cie Financiere Richemont SA, A Shares | 12,505 | 1,910,968 |
Coca-Cola HBC AG (A) | 19,166 | 462,821 |
Givaudan SA | 449 | 1,444,619 |
Glencore PLC | 471,034 | 3,138,363 |
Holcim, Ltd. (A) | 35,041 | 2,077,097 |
Kuehne + Nagel International AG | 3,179 | 752,926 |
Lonza Group AG | 1,444 | 816,656 |
Nestle SA | 51,244 | 6,217,884 |
Novartis AG | 47,505 | 4,263,687 |
Partners Group Holding AG | 1,498 | 1,392,427 |
Roche Holding AG | 13,265 | 4,118,467 |
Roche Holding AG, Bearer Shares | 909 | 330,653 |
Schindler Holding AG | 1,015 | 203,718 |
Schindler Holding AG, Participation Certificates | 2,075 | 438,940 |
Sika AG | 8,991 | 2,532,648 |
MULTIFACTOR DEVELOPED INTERNATIONAL ETF (continued)
Shares or Principal Amount | Value | |
Switzerland (continued) | ||
Sonova Holding AG | 1,650 | $409,290 |
STMicroelectronics NV | 53,196 | 2,490,616 |
Straumann Holding AG | 4,543 | 588,179 |
Swiss Re AG | 23,152 | 2,408,060 |
Swisscom AG | 3,514 | 2,065,371 |
UBS Group AG | 87,145 | 1,843,917 |
Zurich Insurance Group AG | 3,693 | 1,817,659 |
United Arab Emirates - 0.0% | 98 | |
NMC Health PLC (A) | 5,181 | 98 |
United Kingdom - 14.9% | 71,123,159 | |
3i Group PLC | 95,179 | 1,845,503 |
Admiral Group PLC | 20,666 | 559,722 |
Anglo American PLC | 50,861 | 2,170,547 |
Ashtead Group PLC | 19,874 | 1,300,170 |
Associated British Foods PLC | 18,825 | 430,136 |
AstraZeneca PLC | 14,725 | 1,919,749 |
Auto Trader Group PLC (B) | 60,703 | 468,566 |
Aviva PLC | 159,882 | 896,957 |
BAE Systems PLC | 36,033 | 380,078 |
Barclays PLC | 443,760 | 1,015,268 |
BP PLC | 658,229 | 3,961,374 |
British American Tobacco PLC | 42,396 | 1,615,917 |
BT Group PLC | 893,500 | 1,371,134 |
Bunzl PLC | 15,093 | 551,855 |
Burberry Group PLC | 34,668 | 1,050,349 |
CNH Industrial NV | 25,923 | 454,682 |
Coca-Cola Europacific Partners PLC | 13,950 | 775,700 |
Compass Group PLC | 31,197 | 741,632 |
Croda International PLC | 6,152 | 521,527 |
Diageo PLC | 51,722 | 2,241,358 |
Entain PLC | 27,603 | 505,823 |
Ferguson PLC | 11,170 | 1,562,157 |
GSK PLC | 78,581 | 1,377,012 |
Haleon PLC (A) | 217,488 | 868,177 |
Halma PLC | 16,892 | 446,692 |
HSBC Holdings PLC | 439,931 | 3,230,096 |
Imperial Brands PLC | 60,014 | 1,500,568 |
Informa PLC | 94,802 | 781,028 |
InterContinental Hotels Group PLC | 6,237 | 429,835 |
Intertek Group PLC | 10,929 | 584,606 |
JD Sports Fashion PLC | 150,802 | 302,149 |
Legal & General Group PLC | 348,392 | 1,089,419 |
Lloyds Banking Group PLC | 1,672,312 | 1,082,508 |
London Stock Exchange Group PLC | 5,990 | 546,140 |
M&G PLC | 142,402 | 353,953 |
Melrose Industries PLC | 268,754 | 470,487 |
Mondi PLC | 47,249 | 885,902 |
National Grid PLC | 93,876 | 1,184,600 |
NatWest Group PLC | 237,593 | 900,902 |
Next PLC | 11,832 | 964,002 |
8 | JOHN HANCOCK MULTIFACTOR ETFS | QUARTERLY REPORT | SEE NOTES TO FUNDS’ INVESTMENTS |
MULTIFACTOR DEVELOPED INTERNATIONAL ETF (continued)
Shares or Principal Amount | Value | |
United Kingdom (continued) | ||
Ocado Group PLC (A) | 7,146 | $56,831 |
Pearson PLC | 29,446 | 334,814 |
Phoenix Group Holdings PLC | 38,807 | 306,144 |
Prudential PLC | 27,098 | 446,862 |
Reckitt Benckiser Group PLC | 8,430 | 598,820 |
RELX PLC | 50,047 | 1,479,940 |
Rentokil Initial PLC | 121,703 | 735,208 |
Rightmove PLC | 49,149 | 355,057 |
Rio Tinto PLC | 29,276 | 2,277,473 |
Rolls-Royce Holdings PLC (A) | 297,349 | 387,078 |
Schroders PLC | 63,140 | 371,479 |
Segro PLC | 30,646 | 313,220 |
Severn Trent PLC | 15,582 | 540,193 |
Shell PLC | 247,230 | 7,225,617 |
Smith & Nephew PLC | 16,789 | 230,355 |
Smiths Group PLC | 25,547 | 543,157 |
Spirax-Sarco Engineering PLC | 4,612 | 654,654 |
SSE PLC | 60,980 | 1,293,874 |
St. James’s Place PLC | 24,447 | 367,932 |
Standard Chartered PLC | 193,963 | 1,621,846 |
Tesco PLC | 437,091 | 1,323,194 |
The Sage Group PLC | 64,471 | 616,548 |
Unilever PLC | 56,637 | 2,864,684 |
United Utilities Group PLC | 29,941 | 389,983 |
Vodafone Group PLC | 799,931 | 917,041 |
Whitbread PLC | 15,098 | 565,235 |
WPP PLC | 83,280 | 967,640 |
United States - 0.0% | 36,099 | |
Carnival PLC (A) | 3,820 | 36,099 |
PREFERRED SECURITIES - 0.6% | $2,890,013 | |
(Cost $3,282,256) | ||
Germany - 0.6% | 2,890,013 | |
Bayerische Motoren Werke AG | 2,886 | 271,904 |
Henkel AG & Company KGaA | 9,163 | 650,826 |
Porsche Automobil Holding SE | 10,798 | 642,180 |
Sartorius AG | 761 | 339,106 |
Volkswagen AG | 7,152 | 985,997 |
SHORT-TERM INVESTMENTS - 0.1% | $407,660 | |
(Cost $407,653) | ||
Short-term funds - 0.1% | 407,660 | |
John Hancock Collateral Trust, 4.3787% (D)(E) | 39,285 | 392,763 |
State Street Institutional U.S. Government Money Market Fund, Premier Class, 4.1717% (D) | 14,897 | 14,897 |
Total investments (Multifactor Developed International ETF) (Cost $440,064,506) - 99.7% | $476,558,531 | |
Other assets and liabilities, net - 0.3% | 1,401,350 | |
Total net assets - 100.0% | $477,959,881 |
MULTIFACTOR DEVELOPED INTERNATIONAL ETF (continued)
The percentage shown for each investment category is the total value of the category as a percentage of the net assets of the fund. | |
Security Abbreviations and Legend | |
ADR | American Depositary Receipt |
(A) | Non-income producing security. |
(B) | These securities are exempt from registration under Rule 144A of the Securities Act of 1933. Such securities may be resold, normally to qualified institutional buyers, in transactions exempt from registration. |
(C) | All or a portion of this security is on loan as of 1-31-23. The value of securities on loan amounted to $3,760,241. In addition to the cash collateral invested in John Hancock Collateral Trust, if any, non-cash collateral of $3,586,396 in the form of U.S. Treasuries was pledged to the fund. |
(D) | The rate shown is the annualized seven-day yield as of 1-31-23. |
(E) | Investment is an affiliate of the fund, the advisor and/or subadvisor. This security represents the investment of cash collateral received for securities lending. |
The fund had the following sector composition as a percentage of net assets on 1-31-23:
Industrials | 17.8% |
Financials | 17.8% |
Consumer discretionary | 10.9% |
Materials | 10.1% |
Health care | 9.7% |
Consumer staples | 9.1% |
Information technology | 6.6% |
Energy | 6.1% |
Communication services | 5.1% |
Utilities | 4.4% |
Real estate | 2.0% |
Short-term investments and other | 0.4% |
TOTAL | 100.0% |
MULTIFACTOR EMERGING MARKETS ETF
As of 1-31-23 (unaudited)
Shares or Principal Amount | Value | |
COMMON STOCKS - 98.4% | $716,143,299 | |
(Cost $679,085,027) | ||
Brazil - 4.2% | 30,506,015 | |
Ambev SA | 334,900 | 898,513 |
Atacadao SA | 40,600 | 131,175 |
B3 SA - Brasil Bolsa Balcao | 441,000 | 1,122,541 |
Banco Bradesco SA | 188,405 | 466,993 |
Banco BTG Pactual SA | 79,648 | 338,212 |
Banco do Brasil SA | 114,400 | 914,490 |
BB Seguridade Participacoes SA | 120,000 | 890,434 |
Caixa Seguridade Participacoes S/A | 39,100 | 66,735 |
CCR SA | 206,400 | 476,733 |
Centrais Eletricas Brasileiras SA | 74,537 | 595,101 |
Cia de Saneamento Basico do Estado de Sao Paulo | 68,500 | 748,846 |
Cia Energetica de Minas Gerais | 32,889 | 107,489 |
Cia Siderurgica Nacional SA | 95,300 | 346,277 |
Cosan SA | 80,100 | 262,729 |
CPFL Energia SA | 38,500 | 251,653 |
Energisa SA | 30,800 | 255,585 |
Eneva SA (A) | 39,900 | 94,040 |
SEE NOTES TO FUNDS’ INVESTMENTS | QUARTERLY REPORT | JOHN HANCOCK MULTIFACTOR ETFS | 9 |
MULTIFACTOR EMERGING MARKETS ETF (continued)
Shares or Principal Amount | Value | |
Brazil (continued) | ||
Engie Brasil Energia SA | 47,725 | $368,849 |
Equatorial Energia SA | 100,559 | 553,411 |
Hapvida Participacoes e Investimentos SA (A)(B) | 271,963 | 275,090 |
Hypera SA | 44,800 | 408,277 |
JBS SA | 225,800 | 890,525 |
Klabin SA | 105,700 | 401,504 |
Localiza Rent a Car SA | 84,059 | 977,547 |
Localiza Rent a Car SA (A) | 376 | 4,373 |
Lojas Renner SA | 115,784 | 491,885 |
Magazine Luiza SA (A) | 188,828 | 164,297 |
Natura & Company Holding SA | 97,900 | 279,772 |
Neoenergia SA | 44,700 | 132,218 |
Pagseguro Digital, Ltd., Class A (A) | 18,675 | 188,431 |
Petro Rio SA (A) | 53,000 | 438,245 |
Petroleo Brasileiro SA | 639,600 | 3,700,835 |
Raia Drogasil SA | 188,700 | 920,253 |
Rede D’Or Sao Luiz SA (B) | 31,136 | 195,080 |
Rumo SA | 138,290 | 499,223 |
Sendas Distribuidora SA | 72,600 | 280,193 |
Suzano SA | 99,665 | 907,496 |
Telefonica Brasil SA | 68,000 | 558,536 |
TIM SA | 170,100 | 393,892 |
TOTVS SA | 30,400 | 179,542 |
Vale SA | 426,200 | 7,911,334 |
Vibra Energia SA | 181,800 | 587,736 |
WEG SA | 110,500 | 829,925 |
Chile - 0.4% | 3,028,556 | |
Banco de Chile | 4,165,079 | 453,576 |
Banco de Credito e Inversiones SA | 8,095 | 243,184 |
Banco Santander Chile | 9,925,774 | 415,841 |
Cencosud SA | 272,460 | 487,693 |
Cia Sud Americana de Vapores SA | 1,340,399 | 115,936 |
Empresas CMPC SA | 191,898 | 328,838 |
Empresas COPEC SA | 42,721 | 321,116 |
Enel Americas SA | 2,577,466 | 340,049 |
Enel Chile SA | 3,592,026 | 169,013 |
Falabella SA | 66,205 | 153,310 |
China - 25.3% | 184,570,574 | |
Agricultural Bank of China, Ltd., H Shares | 4,383,000 | 1,576,830 |
Aier Eye Hospital Group Company, Ltd., A Shares | 67,362 | 327,591 |
Airtac International Group | 16,743 | 568,788 |
Alibaba Group Holding, Ltd., ADR (A) | 106,103 | 11,692,551 |
Aluminum Corp. of China, Ltd., H Shares | 702,000 | 373,454 |
Anhui Conch Cement Company, Ltd., H Shares | 246,000 | 932,086 |
Anhui Gujing Distillery Company, Ltd., A Shares | 2,800 | 115,200 |
ANTA Sports Products, Ltd. | 195,400 | 2,951,485 |
Asymchem Laboratories Tianjin Company, Ltd., Class A | 1,920 | 45,351 |
MULTIFACTOR EMERGING MARKETS ETF (continued)
Shares or Principal Amount | Value | |
China (continued) | ||
Avary Holding Shenzhen Company, Ltd., A Shares | 22,900 | $97,708 |
Baidu, Inc., ADR (A) | 42,593 | 5,736,425 |
Bank of Beijing Company, Ltd., Class A | 162,900 | 102,461 |
Bank of China, Ltd., H Shares | 9,233,000 | 3,521,910 |
Bank of Communications Company, Ltd., H Shares | 4,232,000 | 2,613,096 |
Bank of Hangzhou Company, Ltd., A Shares | 45,300 | 87,289 |
Bank of Jiangsu Company, Ltd., Class A | 116,500 | 127,932 |
Bank of Nanjing Company, Ltd., Class A | 78,800 | 121,169 |
Bank of Ningbo Company, Ltd., A Shares | 81,415 | 395,210 |
Bank of Shanghai Company, Ltd., A Shares | 140,600 | 124,641 |
Baoshan Iron & Steel Company, Ltd., A Shares | 272,600 | 249,324 |
Beijing Kingsoft Office Software, Inc., Class A | 932 | 38,800 |
Beijing Wantai Biological Pharmacy Enterprise Company, Ltd., Class A | 1,400 | 27,779 |
Bilibili, Inc., Class Z (A) | 22,940 | 570,094 |
Bloomage Biotechnology Corp., Ltd., Class A | 700 | 12,900 |
BOE Technology Group Company, Ltd., A Shares | 565,500 | 333,093 |
BYD Company, Ltd., H Shares | 66,000 | 2,062,882 |
Changchun High & New Technology Industry Group, Inc., A Shares | 3,300 | 98,214 |
China CITIC Bank Corp., Ltd., H Shares | 1,882,000 | 907,561 |
China Coal Energy Company, Ltd., H Shares | 347,000 | 277,563 |
China Construction Bank Corp., H Shares | 10,886,000 | 7,054,988 |
China Eastern Airlines Corp., Ltd., H Shares (A)(C) | 210,000 | 84,123 |
China Energy Engineering Corp., Ltd., H Shares | 604,000 | 77,826 |
China Everbright Bank Company, Ltd., H Shares | 633,000 | 201,887 |
China Galaxy Securities Company, Ltd., H Shares | 341,500 | 183,852 |
China Hongqiao Group, Ltd. | 403,500 | 466,376 |
China International Capital Corp., Ltd., H Shares (B) | 287,200 | 640,457 |
China Jushi Company, Ltd., Class A | 30,700 | 67,016 |
China Life Insurance Company, Ltd., H Shares | 1,056,000 | 1,939,951 |
China Longyuan Power Group Corp., Ltd., H Shares | 710,000 | 976,431 |
China Merchants Bank Company, Ltd., H Shares | 469,000 | 3,042,482 |
China Merchants Securities Company, Ltd., H Shares (B) | 140,740 | 153,514 |
China Merchants Shekou Industrial Zone Holdings Company, Ltd., A Shares | 48,100 | 105,711 |
China Minsheng Banking Corp., Ltd., H Shares (C) | 1,208,500 | 451,730 |
China National Building Material Company, Ltd., H Shares | 572,000 | 523,944 |
China Northern Rare Earth Group High-Tech Company, Ltd., Class A | 26,200 | 112,564 |
China Pacific Insurance Group Company, Ltd., H Shares | 563,400 | 1,545,324 |
10 | JOHN HANCOCK MULTIFACTOR ETFS | QUARTERLY REPORT | SEE NOTES TO FUNDS’ INVESTMENTS |
MULTIFACTOR EMERGING MARKETS ETF (continued)
Shares or Principal Amount | Value | |
China (continued) | ||
China Petroleum & Chemical Corp., H Shares | 4,750,000 | $2,557,233 |
China Resources Microelectronics, Ltd., Class A | 4,897 | 39,766 |
China Resources Mixc Lifestyle Services, Ltd. (B) | 32,600 | 187,776 |
China Shenhua Energy Company, Ltd., H Shares | 498,500 | 1,548,561 |
China Southern Airlines Company, Ltd., H Shares (A)(C) | 210,000 | 139,311 |
China Tourism Group Duty Free Corp., Ltd., A Shares | 16,100 | 505,854 |
China Tower Corp., Ltd., H Shares (B) | 7,720,000 | 876,540 |
China Vanke Company, Ltd., H Shares | 354,072 | 715,502 |
Chongqing Zhifei Biological Products Company, Ltd., A Shares | 14,400 | 208,511 |
CITIC Securities Company, Ltd., H Shares | 387,750 | 885,460 |
CITIC, Ltd. | 637,000 | 744,388 |
CMOC Group, Ltd., H Shares | 876,000 | 505,134 |
Contemporary Amperex Technology Company, Ltd., A Shares | 11,800 | 812,402 |
COSCO SHIPPING Holdings Company, Ltd., H Shares | 856,699 | 885,274 |
CSC Financial Company, Ltd., H Shares (B) | 157,500 | 163,155 |
CSPC Pharmaceutical Group, Ltd. | 2,037,840 | 2,324,191 |
East Money Information Company, Ltd., A Shares | 79,672 | 265,182 |
ENN Energy Holdings, Ltd. | 184,500 | 2,777,427 |
Eve Energy Company, Ltd., A Shares | 13,300 | 173,313 |
Flat Glass Group Company, Ltd., H Shares (C) | 56,000 | 175,032 |
Focus Media Information Technology Company, Ltd., A Shares | 133,400 | 137,211 |
Foshan Haitian Flavouring & Food Company, Ltd., Class A | 17,170 | 201,610 |
Foxconn Industrial Internet Company, Ltd., Class A | 54,900 | 77,268 |
Fuyao Glass Industry Group Company, Ltd. , H Shares (B) | 148,800 | 731,799 |
Ganfeng Lithium Group Company, Ltd., H Shares (B) | 42,600 | 387,493 |
GD Power Development Company, Ltd., Class A (A) | 64,400 | 37,838 |
GF Securities Company, Ltd., H Shares | 225,200 | 368,316 |
GigaDevice Semiconductor, Inc., Class A | 2,200 | 37,296 |
Ginlong Technologies Company, Ltd., Class A (A) | 1,200 | 32,519 |
GoerTek, Inc., A Shares | 43,700 | 133,746 |
Gotion High-tech Company, Ltd., Class A | 3,700 | 17,769 |
Great Wall Motor Company, Ltd., H Shares | 452,000 | 634,301 |
Gree Electric Appliances, Inc. of Zhuhai, A Shares | 32,900 | 168,616 |
Guangdong Haid Group Company, Ltd., A Shares | 12,100 | 111,635 |
Guanghui Energy Company, Ltd., Class A | 34,700 | 52,484 |
Guangzhou Automobile Group Company, Ltd., H Shares | 356,000 | 255,241 |
MULTIFACTOR EMERGING MARKETS ETF (continued)
Shares or Principal Amount | Value | |
China (continued) | ||
Guangzhou Tinci Materials Technology Company, Ltd., Class A | 14,800 | $107,502 |
Guosen Securities Company, Ltd., Class A | 14,800 | 20,545 |
Guotai Junan Securities Company, Ltd., H Shares (B) | 172,000 | 210,651 |
H World Group, Ltd., ADR | 12,928 | 613,821 |
Haier Smart Home Company, Ltd., H Shares | 497,400 | 1,827,522 |
Haitong Securities Company, Ltd., H Shares | 486,000 | 334,807 |
Hangzhou First Applied Material Company, Ltd., Class A | 6,020 | 67,025 |
Hangzhou Silan Microelectronics Company, Ltd., Class A | 2,500 | 13,072 |
Hangzhou Tigermed Consulting Company, Ltd., A Shares | 5,200 | 89,502 |
Hansoh Pharmaceutical Group Company, Ltd. (B) | 156,000 | 319,222 |
Henan Shuanghui Investment & Development Company, Ltd., A Shares | 20,400 | 76,987 |
Hengli Petrochemical Company, Ltd., A Shares | 106,600 | 276,402 |
Huadong Medicine Company, Ltd., Class A | 8,600 | 60,329 |
Huaneng Power International, Inc., H Shares (A) | 292,000 | 142,302 |
Huatai Securities Company, Ltd., H Shares (B) | 275,400 | 356,259 |
Huaxia Bank Company, Ltd., Class A | 105,709 | 81,508 |
Huayu Automotive Systems Company, Ltd., Class A | 11,700 | 31,549 |
Huizhou Desay Sv Automotive Company, Ltd., Class A | 2,900 | 56,301 |
Hundsun Technologies, Inc., Class A | 3,770 | 26,346 |
Iflytek Company, Ltd., A Shares | 18,300 | 109,904 |
Imeik Technology Development Company, Ltd., Class A | 1,000 | 88,059 |
Industrial & Commercial Bank of China, Ltd., H Shares | 7,617,000 | 4,071,573 |
Industrial Bank Company, Ltd., A Shares | 179,500 | 468,080 |
Inner Mongolia BaoTou Steel Union Company, Ltd., Class A | 292,000 | 88,158 |
Inner Mongolia Yili Industrial Group Company, Ltd., A Shares | 54,300 | 261,818 |
JA Solar Technology Company, Ltd., Class A | 13,140 | 128,231 |
JD Health International, Inc. (A)(B) | 60,650 | 501,384 |
JD.com, Inc., ADR | 92,417 | 5,501,584 |
Jiangsu Eastern Shenghong Company, Ltd., Class A | 30,300 | 70,044 |
Jiangsu Hengli Hydraulic Company, Ltd., A Shares | 6,700 | 64,879 |
Jiangsu Hengrui Medicine Company, Ltd., A Shares | 38,751 | 242,074 |
Jiangsu King’s Luck Brewery JSC, Ltd., Class A | 6,600 | 56,418 |
Jiangsu Yanghe Brewery Joint-Stock Company, Ltd., A Shares | 12,790 | 332,387 |
Jiangsu Zhongtian Technology Company, Ltd., Class A | 9,800 | 23,713 |
KE Holdings, Inc., ADR (A) | 52,838 | 969,049 |
Kuaishou Technology (A)(B) | 49,500 | 433,521 |
SEE NOTES TO FUNDS’ INVESTMENTS | QUARTERLY REPORT | JOHN HANCOCK MULTIFACTOR ETFS | 11 |
MULTIFACTOR EMERGING MARKETS ETF (continued)
Shares or Principal Amount | Value | |
China (continued) | ||
Kweichow Moutai Company, Ltd., A Shares | 7,100 | $1,939,469 |
Lenovo Group, Ltd. | 1,812,000 | 1,449,406 |
Li Auto, Inc., ADR (A) | 26,048 | 648,595 |
Li Ning Company, Ltd. | 324,500 | 3,195,923 |
Longfor Group Holdings, Ltd. (B) | 353,000 | 1,166,376 |
LONGi Green Energy Technology Company, Ltd., A Shares | 64,496 | 459,598 |
Luxshare Precision Industry Company, Ltd., A Shares | 64,900 | 311,968 |
Luzhou Laojiao Company, Ltd., A Shares | 13,300 | 466,497 |
Meituan, Class B (A)(B) | 225,870 | 5,031,148 |
Metallurgical Corp. of China, Ltd., H Shares | 414,000 | 93,484 |
Montage Technology Company, Ltd., Class A | 1,968 | 16,138 |
Muyuan Foods Company, Ltd., A Shares | 37,860 | 279,820 |
NARI Technology Company, Ltd., A Shares | 48,660 | 190,047 |
NAURA Technology Group Company, Ltd., Class A | 2,300 | 79,750 |
NetEase, Inc., ADR | 31,983 | 2,834,014 |
New China Life Insurance Company, Ltd., H Shares | 162,600 | 435,616 |
New Hope Liuhe Company, Ltd., A Shares (A) | 23,600 | 45,789 |
Ninestar Corp., Class A | 3,100 | 23,536 |
Ningbo Tuopu Group Company, Ltd., Class A | 4,500 | 47,338 |
Ningxia Baofeng Energy Group Company, Ltd., Class A | 43,400 | 85,940 |
NIO, Inc., ADR (A) | 161,839 | 1,953,397 |
Nongfu Spring Company, Ltd., H Shares (B) | 154,800 | 873,873 |
Oppein Home Group, Inc., Class A | 3,500 | 65,131 |
Orient Securities Company, Ltd., H Shares (B)(C) | 80,400 | 47,387 |
PetroChina Company, Ltd., H Shares | 2,478,000 | 1,318,262 |
Pharmaron Beijing Company, Ltd., H Shares (B) | 23,750 | 173,916 |
PICC Property & Casualty Company, Ltd., H Shares | 1,428,000 | 1,342,641 |
Pinduoduo, Inc., ADR (A) | 31,353 | 3,071,967 |
Ping An Bank Company, Ltd., A Shares | 249,700 | 553,949 |
Ping An Insurance Group Company of China, Ltd., H Shares | 682,000 | 5,281,257 |
Poly Developments and Holdings Group Company, Ltd., A Shares | 146,500 | 341,048 |
Postal Savings Bank of China Company, Ltd., H Shares (B) | 1,358,000 | 923,403 |
Rongsheng Petrochemical Company, Ltd., A Shares | 120,150 | 235,430 |
SAIC Motor Corp., Ltd., Class A | 44,100 | 98,030 |
Sany Heavy Industry Company, Ltd., A Shares | 79,800 | 206,912 |
SF Holding Company, Ltd., A Shares | 33,000 | 286,390 |
SG Micro Corp., Class A | 1,350 | 35,563 |
Shaanxi Coal Industry Company, Ltd., A Shares | 112,500 | 325,498 |
Shandong Gold Mining Company, Ltd., H Shares (B) | 104,220 | 200,501 |
Shandong Hualu Hengsheng Chemical Company, Ltd., Class A | 17,700 | 88,619 |
MULTIFACTOR EMERGING MARKETS ETF (continued)
Shares or Principal Amount | Value | |
China (continued) | ||
Shanghai Baosight Software Company, Ltd., Class A | 7,600 | $56,261 |
Shanghai Fosun Pharmaceutical Group Company, Ltd., H Shares | 61,000 | 196,108 |
Shanghai International Airport Company, Ltd., A Shares (A) | 16,900 | 151,318 |
Shanghai Pudong Development Bank Company, Ltd., Class A | 241,800 | 263,738 |
Shanghai Putailai New Energy Technology Company, Ltd., Class A | 8,600 | 70,257 |
Shanxi Xinghuacun Fen Wine Factory Company, Ltd., A Shares | 10,045 | 433,423 |
Shenwan Hongyuan Group Company, Ltd., H Shares (B) | 215,200 | 43,652 |
Shenzhen Inovance Technology Company, Ltd., A Shares | 22,750 | 239,656 |
Shenzhen Mindray Bio-Medical Electronics Company, Ltd., A Shares | 9,800 | 482,447 |
Shenzhou International Group Holdings, Ltd. | 180,700 | 2,264,931 |
Silergy Corp. | 26,000 | 520,433 |
Smoore International Holdings, Ltd. (B)(C) | 285,000 | 429,033 |
Sungrow Power Supply Company, Ltd., A Shares | 11,100 | 213,558 |
Sunny Optical Technology Group Company, Ltd. | 132,900 | 1,787,022 |
Suzhou Maxwell Technologies Company, Ltd., Class A | 300 | 19,700 |
TBEA Company, Ltd., Class A | 39,800 | 125,344 |
TCL Technology Group Corp., A Shares | 146,100 | 90,813 |
TCL Zhonghuan Renewable Energy Technology Company, Ltd., Class A | 16,300 | 102,379 |
Tencent Holdings, Ltd. | 497,700 | 24,267,363 |
Tencent Music Entertainment Group, ADR (A) | 41,160 | 345,332 |
The People’s Insurance Company Group of China, Ltd., H Shares | 1,216,000 | 409,545 |
Tingyi Cayman Islands Holding Corp. | 336,000 | 558,103 |
Tongwei Company, Ltd., A Shares | 43,300 | 270,491 |
Trina Solar Company, Ltd., Class A | 3,459 | 36,536 |
Trip.com Group, Ltd., ADR (A) | 70,458 | 2,590,036 |
Tsingtao Brewery Company, Ltd., H Shares | 48,000 | 462,024 |
Unigroup Guoxin Microelectronics Company, Ltd., Class A | 6,219 | 115,785 |
Walvax Biotechnology Company, Ltd., Class A | 7,400 | 43,774 |
Wanhua Chemical Group Company, Ltd., A Shares | 39,500 | 564,766 |
Want Want China Holdings, Ltd. | 428,000 | 278,470 |
Weichai Power Company, Ltd., H Shares | 411,000 | 619,760 |
Wens Foodstuffs Group Company, Ltd., Class A | 29,000 | 86,438 |
Will Semiconductor Company, Ltd., A Shares | 10,215 | 142,349 |
Wingtech Technology Company, Ltd., A Shares | 9,300 | 80,407 |
Wuliangye Yibin Company, Ltd., A Shares | 26,800 | 828,954 |
WuXi AppTec Company, Ltd., H Shares (B) | 48,280 | 625,169 |
WuXi Biologics Cayman, Inc. (A)(B) | 288,500 | 2,401,544 |
12 | JOHN HANCOCK MULTIFACTOR ETFS | QUARTERLY REPORT | SEE NOTES TO FUNDS’ INVESTMENTS |
MULTIFACTOR EMERGING MARKETS ETF (continued)
Shares or Principal Amount | Value | |
China (continued) | ||
Wuxi Lead Intelligent Equipment Company, Ltd., Class A | 5,000 | $34,135 |
Xinyi Solar Holdings, Ltd. | 1,030,006 | 1,335,051 |
XPeng, Inc., ADR (A) | 28,183 | 299,867 |
Yankuang Energy Group Company, Ltd., H Shares | 276,000 | 885,546 |
Yealink Network Technology Corp., Ltd., Class A | 2,500 | 22,636 |
Yonyou Network Technology Company, Ltd., A Shares | 17,600 | 63,842 |
Yum China Holdings, Inc. | 90,555 | 5,579,094 |
Yunnan Baiyao Group Company, Ltd., A Shares | 12,140 | 103,237 |
Yunnan Energy New Material Company, Ltd., A Shares | 8,300 | 191,490 |
Zhangzhou Pientzehuang Pharmaceutical Company, Ltd., A Shares | 6,300 | 289,782 |
Zhejiang Chint Electrics Company, Ltd., Class A | 23,400 | 111,339 |
Zhejiang Huayou Cobalt Company, Ltd., A Shares | 13,360 | 129,963 |
Zhejiang Jingsheng Mechanical & Electrical Company, Ltd., Class A | 10,500 | 106,850 |
Zhejiang NHU Company, Ltd., A Shares | 47,068 | 135,695 |
Zhongsheng Group Holdings, Ltd. | 95,000 | 536,292 |
Zijin Mining Group Company, Ltd., H Shares | 1,352,000 | 2,225,003 |
ZTO Express Cayman, Inc., ADR | 82,952 | 2,364,962 |
Hong Kong - 1.6% | 11,316,776 | |
China Mengniu Dairy Company, Ltd. (A) | 375,000 | 1,805,978 |
China Resources Beer Holdings Company, Ltd. | 296,000 | 2,226,075 |
China Resources Gas Group, Ltd. | 187,400 | 787,752 |
China Resources Land, Ltd. | 592,000 | 2,839,709 |
China Resources Power Holdings Company, Ltd. | 120,000 | 249,230 |
Geely Automobile Holdings, Ltd. | 1,110,000 | 1,789,923 |
Sino Biopharmaceutical, Ltd. | 2,137,500 | 1,240,743 |
The Wharf Holdings, Ltd. | 145,000 | 377,366 |
India - 18.9% | 137,905,941 | |
ABB India, Ltd. | 4,273 | 148,642 |
ACC, Ltd. | 18,128 | 436,335 |
Adani Enterprises, Ltd. | 21,044 | 757,215 |
Adani Green Energy, Ltd. (A) | 31,050 | 463,104 |
Adani Ports & Special Economic Zone, Ltd. | 88,067 | 659,250 |
Adani Total Gas, Ltd. | 32,027 | 824,122 |
Adani Transmission, Ltd. (A) | 20,841 | 447,403 |
Alkem Laboratories, Ltd. | 4,972 | 182,971 |
Ambuja Cements, Ltd. | 147,345 | 724,597 |
Apollo Hospitals Enterprise, Ltd. | 13,451 | 701,045 |
Ashok Leyland, Ltd. | 160,607 | 292,775 |
Asian Paints, Ltd. | 56,867 | 1,894,901 |
Astral, Ltd. | 9,581 | 240,762 |
AU Small Finance Bank, Ltd. (B) | 41,038 | 310,682 |
Aurobindo Pharma, Ltd. | 57,484 | 286,968 |
MULTIFACTOR EMERGING MARKETS ETF (continued)
Shares or Principal Amount | Value | |
India (continued) | ||
Avenue Supermarts, Ltd. (A)(B) | 11,287 | $483,655 |
Axis Bank, Ltd. | 286,156 | 3,044,449 |
Bajaj Auto, Ltd. | 8,345 | 389,908 |
Bajaj Finance, Ltd. | 23,049 | 1,655,345 |
Bajaj Finserv, Ltd. | 29,208 | 478,786 |
Bajaj Holdings & Investment, Ltd. | 5,219 | 375,139 |
Balkrishna Industries, Ltd. | 10,294 | 279,022 |
Bandhan Bank, Ltd. (A)(B) | 145,676 | 434,563 |
Bank of Baroda | 142,909 | 294,003 |
Berger Paints India, Ltd. | 38,867 | 262,225 |
Bharat Electronics, Ltd. | 688,849 | 801,273 |
Bharat Petroleum Corp., Ltd. | 258,087 | 1,083,018 |
Bharti Airtel, Ltd. | 308,611 | 2,904,220 |
Biocon, Ltd. | 35,604 | 102,559 |
Bosch, Ltd. | 957 | 200,023 |
Britannia Industries, Ltd. | 16,267 | 858,731 |
Canara Bank | 36,495 | 135,528 |
Cholamandalam Investment and Finance Company, Ltd. | 72,056 | 623,563 |
Cipla, Ltd. | 109,579 | 1,364,241 |
Coal India, Ltd. | 469,230 | 1,287,209 |
Colgate-Palmolive India, Ltd. | 18,183 | 323,584 |
Container Corp. of India, Ltd. | 33,605 | 258,819 |
Dabur India, Ltd. | 113,362 | 769,318 |
Divi’s Laboratories, Ltd. | 18,485 | 749,756 |
DLF, Ltd. | 91,200 | 396,286 |
Dr. Reddy’s Laboratories, Ltd. | 20,961 | 1,110,364 |
Eicher Motors, Ltd. | 15,738 | 629,472 |
GAIL India, Ltd. | 500,233 | 583,095 |
Godrej Consumer Products, Ltd. (A) | 45,369 | 506,692 |
Godrej Properties, Ltd. (A) | 10,641 | 153,649 |
Grasim Industries, Ltd. | 57,709 | 1,120,352 |
Gujarat Fluorochemicals, Ltd. | 2,139 | 72,152 |
Gujarat Gas, Ltd. | 26,004 | 145,209 |
Havells India, Ltd. | 41,872 | 605,091 |
HCL Technologies, Ltd. | 154,330 | 2,116,442 |
HDFC Asset Management Company, Ltd. (B) | 6,421 | 148,822 |
HDFC Bank, Ltd. | 446,490 | 8,751,185 |
HDFC Life Insurance Company, Ltd. (B) | 65,225 | 461,351 |
Hero MotoCorp, Ltd. | 32,346 | 1,092,015 |
Hindalco Industries, Ltd. | 365,394 | 2,091,693 |
Hindustan Aeronautics, Ltd. | 17,283 | 540,353 |
Hindustan Petroleum Corp., Ltd. | 180,409 | 525,293 |
Hindustan Unilever, Ltd. | 106,548 | 3,350,923 |
Honeywell Automation India, Ltd. | 269 | 129,298 |
Housing Development Finance Corp., Ltd. | 192,630 | 6,180,924 |
ICICI Bank, Ltd. | 551,278 | 5,618,505 |
ICICI Lombard General Insurance Company, Ltd. (B) | 26,615 | 369,003 |
ICICI Prudential Life Insurance Company, Ltd. (B) | 31,418 | 173,716 |
SEE NOTES TO FUNDS’ INVESTMENTS | QUARTERLY REPORT | JOHN HANCOCK MULTIFACTOR ETFS | 13 |
MULTIFACTOR EMERGING MARKETS ETF (continued)
Shares or Principal Amount | Value | |
India (continued) | ||
Indian Oil Corp., Ltd. | 954,524 | $954,189 |
Indian Railway Catering & Tourism Corp, Ltd. | 20,610 | 160,495 |
Indus Towers, Ltd. | 228,894 | 427,594 |
Info Edge India, Ltd. | 5,576 | 250,390 |
Infosys, Ltd. | 390,187 | 7,305,700 |
InterGlobe Aviation, Ltd. (A)(B) | 9,116 | 236,048 |
ITC, Ltd. | 414,717 | 1,784,834 |
Jindal Steel & Power, Ltd. | 94,300 | 673,335 |
JSW Energy, Ltd. | 49,310 | 143,244 |
JSW Steel, Ltd. | 316,482 | 2,777,420 |
Jubilant Foodworks, Ltd. | 51,211 | 305,502 |
Kotak Mahindra Bank, Ltd. | 98,614 | 2,088,342 |
L&T Technology Services, Ltd. (B) | 3,071 | 124,821 |
Larsen & Toubro Infotech, Ltd. (B) | 6,229 | 332,021 |
Larsen & Toubro, Ltd. | 101,771 | 2,634,621 |
Mahindra & Mahindra, Ltd. | 151,512 | 2,546,506 |
Marico, Ltd. | 90,813 | 552,446 |
Maruti Suzuki India, Ltd. | 10,505 | 1,141,168 |
Max Healthcare Institute, Ltd. (A) | 28,204 | 153,123 |
Mphasis, Ltd. | 8,239 | 208,457 |
MRF, Ltd. | 115 | 127,733 |
Muthoot Finance, Ltd. | 27,661 | 353,727 |
Nestle India, Ltd. | 5,045 | 1,171,827 |
NHPC, Ltd. | 156,016 | 83,789 |
NMDC Steel, Ltd. (A)(D) | 216,143 | 101,570 |
NMDC, Ltd. | 216,143 | 326,343 |
NTPC, Ltd. | 1,135,539 | 2,367,995 |
Oberoi Realty, Ltd. | 5,771 | 57,690 |
Oil & Natural Gas Corp., Ltd. | 715,287 | 1,265,064 |
Page Industries, Ltd. | 597 | 292,529 |
Petronet LNG, Ltd. | 198,902 | 528,884 |
PI Industries, Ltd. | 6,374 | 234,643 |
Pidilite Industries, Ltd. | 22,088 | 615,497 |
Polycab India, Ltd. | 2,669 | 95,451 |
Power Grid Corp. of India, Ltd. | 875,615 | 2,329,879 |
Procter & Gamble Hygiene & Health Care, Ltd. | 1,623 | 283,242 |
Punjab National Bank | 317,280 | 208,154 |
Reliance Industries, Ltd. | 337,989 | 9,722,128 |
Samvardhana Motherson International, Ltd. | 323,744 | 297,748 |
SBI Cards & Payment Services, Ltd. | 21,172 | 187,212 |
SBI Life Insurance Company, Ltd. (B) | 32,675 | 486,563 |
Schaeffler India, Ltd. | 2,119 | 69,592 |
Shree Cement, Ltd. | 1,209 | 349,588 |
Shriram Transport Finance Company, Ltd. | 27,813 | 437,926 |
Siemens, Ltd. | 9,653 | 347,398 |
SRF, Ltd. | 17,140 | 456,708 |
State Bank of India | 248,389 | 1,688,543 |
Steel Authority of India, Ltd. | 270,402 | 299,681 |
Sun Pharmaceutical Industries, Ltd. | 129,885 | 1,644,078 |
Tata Communications, Ltd. | 12,081 | 182,257 |
Tata Consultancy Services, Ltd. | 107,437 | 4,404,158 |
MULTIFACTOR EMERGING MARKETS ETF (continued)
Shares or Principal Amount | Value | |
India (continued) | ||
Tata Consumer Products, Ltd. | 69,055 | $615,293 |
Tata Elxsi, Ltd. | 3,555 | 287,680 |
Tata Motors, Ltd. (A) | 465,922 | 2,567,643 |
Tata Steel, Ltd. | 1,861,022 | 2,716,729 |
Tech Mahindra, Ltd. | 142,175 | 1,763,288 |
The Indian Hotels Company, Ltd. | 27,809 | 102,406 |
The Tata Power Company, Ltd. | 206,310 | 536,243 |
Titan Company, Ltd. | 48,154 | 1,400,619 |
Torrent Pharmaceuticals, Ltd. | 14,626 | 271,887 |
Trent, Ltd. | 14,521 | 213,210 |
Tube Investments of India, Ltd. | 5,667 | 179,842 |
TVS Motor Company, Ltd. | 5,558 | 70,553 |
UltraTech Cement, Ltd. | 19,496 | 1,685,491 |
United Breweries, Ltd. | 7,849 | 152,695 |
United Spirits, Ltd. (A) | 39,974 | 375,375 |
UPL, Ltd. | 136,872 | 1,264,411 |
Varun Beverages, Ltd. | 26,464 | 371,448 |
Vedanta, Ltd. | 444,183 | 1,803,759 |
Voltas, Ltd. | 9,346 | 91,431 |
Wipro, Ltd. | 190,237 | 925,890 |
Zydus Lifesciences, Ltd. | 55,343 | 290,601 |
Indonesia - 2.3% | 16,681,387 | |
Adaro Energy Indonesia Tbk PT | 2,147,000 | 423,957 |
Allo Bank Indonesia Tbk PT (A) | 259,800 | 30,764 |
Aneka Tambang Tbk | 932,900 | 143,762 |
Astra International Tbk PT | 2,845,200 | 1,138,839 |
Bank Central Asia Tbk PT | 5,312,600 | 3,003,621 |
Bank Jago Tbk PT (A) | 203,200 | 43,514 |
Bank Mandiri Persero Tbk PT | 2,808,500 | 1,864,214 |
Bank Negara Indonesia Persero Tbk PT | 1,475,000 | 900,350 |
Bank Rakyat Indonesia Persero Tbk PT | 8,253,950 | 2,521,887 |
Barito Pacific Tbk PT | 3,491,250 | 192,147 |
Bukit Asam Tbk PT | 383,100 | 86,894 |
Charoen Pokphand Indonesia Tbk PT | 1,404,600 | 545,817 |
Elang Mahkota Teknologi Tbk PT | 2,515,100 | 181,208 |
Gudang Garam Tbk PT | 92,400 | 141,775 |
Indah Kiat Pulp & Paper Tbk PT | 302,200 | 167,833 |
Indofood CBP Sukses Makmur Tbk PT | 449,600 | 302,933 |
Indofood Sukses Makmur Tbk PT | 910,800 | 408,614 |
Kalbe Farma Tbk PT | 3,342,300 | 459,315 |
Mayora Indah Tbk PT | 630,900 | 99,749 |
Merdeka Copper Gold Tbk PT (A) | 1,529,289 | 481,537 |
MNC Digital Entertainment Tbk PT (A) | 251,700 | 76,064 |
Sarana Menara Nusantara Tbk PT | 3,324,100 | 248,365 |
Semen Indonesia Persero Tbk PT | 742,046 | 366,320 |
Sumber Alfaria Trijaya Tbk PT | 1,176,200 | 222,058 |
Telkom Indonesia Persero Tbk PT | 6,619,400 | 1,700,113 |
Tower Bersama Infrastructure Tbk PT | 977,800 | 136,983 |
United Tractors Tbk PT | 390,200 | 639,053 |
Vale Indonesia Tbk PT (A) | 310,300 | 153,701 |
14 | JOHN HANCOCK MULTIFACTOR ETFS | QUARTERLY REPORT | SEE NOTES TO FUNDS’ INVESTMENTS |
MULTIFACTOR EMERGING MARKETS ETF (continued)
Shares or Principal Amount | Value | |
Malaysia - 1.9% | $13,986,767 | |
Axiata Group BHD | 506,795 | 359,981 |
CIMB Group Holdings BHD | 783,524 | 1,056,148 |
Dialog Group BHD | 532,800 | 324,745 |
DiGi.Com BHD | 430,100 | 424,479 |
Genting BHD | 439,200 | 509,650 |
Genting Malaysia BHD | 518,000 | 344,868 |
HAP Seng Consolidated BHD | 78,800 | 136,698 |
Hong Leong Bank BHD | 84,600 | 406,961 |
Hong Leong Financial Group BHD | 48,900 | 212,073 |
IHH Healthcare BHD | 247,600 | 343,619 |
IOI Corp. BHD | 405,200 | 362,859 |
Kuala Lumpur Kepong BHD | 76,075 | 382,002 |
Malayan Banking BHD | 695,422 | 1,424,835 |
Maxis BHD | 272,400 | 252,876 |
MISC BHD | 184,600 | 316,340 |
Mr. DIY Group M BHD (B) | 122,500 | 54,563 |
Nestle Malaysia BHD | 6,900 | 218,691 |
Petronas Chemicals Group BHD | 207,900 | 406,954 |
Petronas Dagangan BHD | 66,500 | 339,846 |
Petronas Gas BHD | 85,500 | 337,129 |
PPB Group BHD | 106,500 | 439,407 |
Press Metal Aluminium Holdings BHD | 431,400 | 523,859 |
Public Bank BHD | 1,674,700 | 1,664,591 |
RHB Bank BHD | 360,694 | 486,196 |
Sime Darby BHD | 596,400 | 322,964 |
Sime Darby Plantation BHD | 332,938 | 337,953 |
Telekom Malaysia BHD | 225,870 | 276,397 |
Tenaga Nasional BHD | 699,800 | 1,545,359 |
Westports Holdings BHD | 197,700 | 174,724 |
Mexico - 2.9% | 21,007,662 | |
America Movil SAB de CV, Series L | 2,874,088 | 3,005,562 |
Arca Continental SAB de CV | 49,364 | 436,136 |
Cemex SAB de CV (A) | 2,778,188 | 1,480,715 |
Coca-Cola Femsa SAB de CV | 16,985 | 129,438 |
El Puerto de Liverpool SAB de CV, Series C1 | 27,856 | 176,960 |
Fibra Uno Administracion SA de CV | 331,140 | 448,800 |
Fomento Economico Mexicano SAB de CV | 180,348 | 1,581,594 |
Gruma SAB de CV, Class B | 18,990 | 275,870 |
Grupo Aeroportuario del Pacifico SAB de CV, Series B | 45,828 | 790,606 |
Grupo Aeroportuario del Sureste SAB de CV, Series B | 22,164 | 601,529 |
Grupo Bimbo SAB de CV, Series A | 279,000 | 1,387,431 |
Grupo Carso SAB de CV, Series A1 | 67,204 | 337,807 |
Grupo Elektra SAB de CV (C) | 5,001 | 274,550 |
Grupo Financiero Banorte SAB de CV, Series O | 330,504 | 2,742,480 |
Grupo Financiero Inbursa SAB de CV, Series O (A) | 403,040 | 870,824 |
Grupo Mexico SAB de CV, Series B | 529,908 | 2,360,627 |
Grupo Televisa SAB | 553,852 | 678,763 |
Kimberly-Clark de Mexico SAB de CV, Class A | 192,700 | 367,463 |
MULTIFACTOR EMERGING MARKETS ETF (continued)
Shares or Principal Amount | Value | |
Mexico (continued) | ||
Orbia Advance Corp. SAB de CV | 241,300 | $481,573 |
Sitios Latinoamerica SAB de CV (A)(C) | 145,549 | 67,123 |
Wal-Mart de Mexico SAB de CV | 642,040 | 2,511,811 |
Netherlands - 0.0% | 353,101 | |
NEPI Rockcastle NV | 56,952 | 353,101 |
Philippines - 1.1% | 7,833,896 | |
Aboitiz Equity Ventures, Inc. | 405,460 | 421,956 |
Aboitiz Power Corp. | 525,400 | 348,167 |
ACEN Corp. | 675,320 | 86,536 |
Ayala Corp. | 33,690 | 436,023 |
Ayala Land, Inc. | 829,100 | 444,696 |
Bank of the Philippine Islands | 449,230 | 863,469 |
BDO Unibank, Inc. | 368,706 | 828,833 |
Emperador, Inc. (A) | 265,700 | 99,709 |
Globe Telecom, Inc. | 6,269 | 231,813 |
International Container Terminal Services, Inc. | 106,240 | 403,353 |
JG Summit Holdings, Inc. | 401,863 | 393,936 |
Jollibee Foods Corp. | 57,680 | 251,299 |
Manila Electric Company | 49,490 | 254,211 |
Metropolitan Bank & Trust Company | 428,742 | 449,325 |
Monde Nissin Corp. (B) | 595,300 | 143,846 |
PLDT, Inc. | 18,545 | 455,584 |
SM Investments Corp. | 36,085 | 607,720 |
SM Prime Holdings, Inc. | 987,300 | 666,905 |
Universal Robina Corp. | 177,010 | 446,515 |
Poland - 0.8% | 5,593,650 | |
Allegro.eu SA (A)(B) | 31,173 | 215,179 |
Bank Polska Kasa Opieki SA | 32,405 | 688,372 |
Cyfrowy Polsat SA | 38,579 | 163,105 |
Dino Polska SA (A)(B) | 6,583 | 593,187 |
KGHM Polska Miedz SA | 20,545 | 665,773 |
LPP SA | 177 | 412,700 |
PGE Polska Grupa Energetyczna SA (A) | 135,629 | 233,991 |
Polski Koncern Naftowy ORLEN SA | 90,613 | 1,355,343 |
Powszechna Kasa Oszczednosci Bank Polski SA | 90,217 | 668,474 |
Powszechny Zaklad Ubezpieczen SA | 49,720 | 420,643 |
Santander Bank Polska SA | 2,675 | 176,883 |
Russia - 0.1% | 427,470 | |
Gazprom PJSC, ADR (A)(D) | 551,670 | 120,264 |
LUKOIL PJSC, ADR (A)(D) | 57,062 | 114,238 |
MMC Norilsk Nickel PJSC, ADR (A)(D) | 94,236 | 61,913 |
Novatek PJSC, GDR (A)(D) | 5,960 | 29,287 |
Novolipetsk Steel PJSC, GDR (A)(D) | 6,243 | 2,597 |
Novolipetsk Steel PJSC, GDR (London Stock Exchange) (A)(D) | 174 | 72 |
Polyus PJSC, GDR (A)(D) | 6,556 | 8,942 |
Polyus PJSC, GDR (London Stock Exchange) (A)(D) | 318 | 434 |
SEE NOTES TO FUNDS’ INVESTMENTS | QUARTERLY REPORT | JOHN HANCOCK MULTIFACTOR ETFS | 15 |
MULTIFACTOR EMERGING MARKETS ETF (continued)
Shares or Principal Amount | Value | |
Russia (continued) | ||
Rosneft Oil Company PJSC, GDR (A)(D) | 223,704 | $29,976 |
Sberbank of Russia PJSC, ADR (A)(D) | 263,203 | 59,747 |
Saudi Arabia - 3.2% | 23,419,906 | |
ACWA Power Company | 2,755 | 111,286 |
Al Rajhi Bank (A) | 192,812 | 4,212,786 |
Alinma Bank | 122,392 | 1,071,297 |
Almarai Company JSC | 32,630 | 481,669 |
Bank AlBilad (A) | 37,783 | 451,523 |
Bank Al-Jazira | 41,874 | 216,009 |
Banque Saudi Fransi | 76,742 | 835,308 |
Bupa Arabia for Cooperative Insurance Company | 3,040 | 126,687 |
Dr Sulaiman Al Habib Medical Services Group Company | 11,687 | 728,686 |
Elm Company | 1,362 | 129,196 |
Etihad Etisalat Company | 90,810 | 855,351 |
Jarir Marketing Company | 8,148 | 326,528 |
Mouwasat Medical Services Company | 5,497 | 301,727 |
Riyad Bank | 174,830 | 1,434,789 |
SABIC Agri-Nutrients Company | 28,066 | 1,024,525 |
Sahara International Petrochemical Company | 70,540 | 695,438 |
Saudi Arabian Mining Company (A) | 75,787 | 1,488,277 |
Saudi Basic Industries Corp. | 86,892 | 2,146,253 |
Saudi Electricity Company | 107,784 | 661,121 |
Saudi Industrial Investment Group | 15,744 | 104,037 |
Saudi Kayan Petrochemical Company (A) | 161,908 | 573,775 |
Saudi Tadawul Group Holding Company | 973 | 42,000 |
Saudi Telecom Company | 148,220 | 1,457,319 |
The Saudi British Bank | 45,246 | 437,631 |
The Saudi Investment Bank | 27,114 | 129,899 |
The Saudi National Bank | 227,175 | 2,863,143 |
Yanbu National Petrochemical Company | 43,515 | 513,646 |
South Africa - 4.2% | 30,457,581 | |
Absa Group, Ltd. | 107,843 | 1,230,502 |
African Rainbow Minerals, Ltd. | 20,625 | 335,811 |
Anglo American Platinum, Ltd. | 7,488 | 552,146 |
AngloGold Ashanti, Ltd. | 71,869 | 1,492,640 |
Aspen Pharmacare Holdings, Ltd. | 53,844 | 467,086 |
Bid Corp., Ltd. | 39,290 | 808,232 |
Capitec Bank Holdings, Ltd. | 12,646 | 1,300,156 |
Clicks Group, Ltd. | 35,449 | 539,805 |
Discovery, Ltd. (A) | 90,263 | 714,749 |
Exxaro Resources, Ltd. | 35,684 | 445,879 |
FirstRand, Ltd. | 613,874 | 2,270,215 |
Gold Fields, Ltd. | 190,402 | 2,155,686 |
Impala Platinum Holdings, Ltd. | 140,027 | 1,617,813 |
Investec, Ltd. | 37,525 | 238,209 |
Kumba Iron Ore, Ltd. | 6,766 | 205,591 |
Mr. Price Group, Ltd. | 17,057 | 160,954 |
MTN Group, Ltd. | 247,703 | 2,087,513 |
MULTIFACTOR EMERGING MARKETS ETF (continued)
Shares or Principal Amount | Value | |
South Africa (continued) | ||
Naspers, Ltd., N Shares | 16,223 | $3,115,254 |
Nedbank Group, Ltd. | 89,297 | 1,153,752 |
Northam Platinum Holdings, Ltd. (A) | 49,248 | 482,293 |
Old Mutual, Ltd. (C) | 725,024 | 489,132 |
Pepkor Holdings, Ltd. (B) | 142,973 | 168,590 |
Sanlam, Ltd. | 372,601 | 1,203,697 |
Sasol, Ltd. | 82,337 | 1,480,105 |
Shoprite Holdings, Ltd. | 80,218 | 1,105,354 |
Sibanye Stillwater, Ltd. | 510,970 | 1,329,651 |
Standard Bank Group, Ltd. | 180,736 | 1,796,523 |
The Bidvest Group, Ltd. | 35,195 | 453,541 |
Vodacom Group, Ltd. | 96,601 | 676,249 |
Woolworths Holdings, Ltd. | 87,924 | 380,453 |
South Korea - 12.8% | 93,090,934 | |
AMOREPACIFIC Corp. (A) | 3,156 | 372,786 |
AMOREPACIFIC Group (A) | 4,604 | 153,429 |
Celltrion Healthcare Company, Ltd. | 7,428 | 344,927 |
Celltrion Pharm, Inc. (A) | 1,308 | 67,747 |
Celltrion, Inc. | 9,339 | 1,225,185 |
CJ CheilJedang Corp. | 2,003 | 560,996 |
CJ Logistics Corp. (A) | 766 | 56,091 |
Coway Company, Ltd. (A) | 12,141 | 549,982 |
DB Insurance Company, Ltd. (A) | 6,580 | 350,421 |
Doosan Enerbility Company, Ltd. (A) | 23,959 | 324,822 |
Ecopro BM Company, Ltd. | 3,414 | 276,601 |
E-MART, Inc. | 3,857 | 326,270 |
F&F Company, Ltd. (A) | 1,537 | 189,286 |
GS Holdings Corp. | 15,089 | 541,430 |
Hana Financial Group, Inc. | 61,475 | 2,432,949 |
Hanjin Kal Corp. (A) | 1,542 | 51,262 |
Hankook Tire & Technology Company, Ltd. (A) | 16,070 | 423,341 |
Hanmi Pharm Company, Ltd. (A) | 754 | 157,007 |
Hanmi Science Company, Ltd. (A) | 1,249 | 30,508 |
Hanon Systems | 27,215 | 201,936 |
Hanwha Solutions Corp. (A) | 14,616 | 538,103 |
HD Hyundai Company, Ltd. | 8,418 | 417,551 |
HLB, Inc. (A) | 6,363 | 157,035 |
HMM Company, Ltd. (A) | 39,366 | 695,089 |
HYBE Company, Ltd. (A) | 1,104 | 171,811 |
Hyundai Engineering & Construction Company, Ltd. (A) | 14,417 | 445,338 |
Hyundai Glovis Company, Ltd. | 5,217 | 702,631 |
Hyundai Heavy Industries Company, Ltd. | 575 | 51,721 |
Hyundai Mobis Company, Ltd. | 8,647 | 1,442,571 |
Hyundai Motor Company | 18,328 | 2,484,799 |
Hyundai Steel Company (A) | 14,789 | 410,605 |
Iljin Materials Company, Ltd. (A) | 799 | 40,735 |
Industrial Bank of Korea | 60,573 | 504,037 |
Kakao Corp. | 22,890 | 1,140,969 |
Kakao Games Corp. (A) | 2,433 | 91,450 |
16 | JOHN HANCOCK MULTIFACTOR ETFS | QUARTERLY REPORT | SEE NOTES TO FUNDS’ INVESTMENTS |
MULTIFACTOR EMERGING MARKETS ETF (continued)
Shares or Principal Amount | Value | |
South Korea (continued) | ||
Kangwon Land, Inc. (A) | 11,875 | $226,549 |
KB Financial Group, Inc. | 57,409 | 2,605,263 |
Kia Corp. | 37,240 | 2,019,510 |
Korea Aerospace Industries, Ltd. (A) | 2,167 | 84,618 |
Korea Electric Power Corp. | 48,072 | 774,272 |
Korea Investment Holdings Company, Ltd. (A) | 8,714 | 442,138 |
Korea Shipbuilding & Offshore Engineering Company, Ltd. | 8,083 | 522,331 |
Korea Zinc Company, Ltd. (A) | 1,585 | 696,124 |
Korean Air Lines Company, Ltd. (A) | 24,204 | 476,495 |
KT&G Corp. | 13,464 | 1,011,057 |
Kumho Petrochemical Company, Ltd. (A) | 2,914 | 348,696 |
L&F Company, Ltd. | 1,395 | 233,293 |
LG Chem, Ltd. (A) | 3,877 | 2,171,724 |
LG Corp. (A) | 25,607 | 1,721,269 |
LG Display Company, Ltd. | 53,590 | 592,109 |
LG Electronics, Inc. | 26,236 | 2,132,021 |
LG H&H Company, Ltd. (A) | 1,435 | 865,567 |
LG Innotek Company, Ltd. | 1,916 | 422,304 |
LG Uplus Corp. | 74,299 | 670,127 |
Lotte Chemical Corp. (A) | 4,143 | 594,644 |
Lotte Corp. (A) | 8,331 | 218,792 |
Macquarie Korea Infrastructure Fund | 25,570 | 246,815 |
Meritz Financial Group, Inc. (A) | 5,605 | 195,433 |
Meritz Fire & Marine Insurance Company, Ltd. (A) | 5,741 | 253,362 |
Mirae Asset Securities Company, Ltd. (A) | 57,480 | 317,778 |
NAVER Corp. | 9,874 | 1,623,222 |
NCSoft Corp. (A) | 1,937 | 713,913 |
Netmarble Corp. (A)(B) | 3,533 | 174,958 |
Orion Corp. (A) | 2,878 | 290,884 |
Pearl Abyss Corp. (A) | 2,119 | 77,841 |
POSCO Chemical Company, Ltd. | 2,421 | 440,253 |
POSCO Holdings, Inc. | 10,402 | 2,537,588 |
Samsung Biologics Company, Ltd. (A)(B) | 1,117 | 719,095 |
Samsung C&T Corp. (A) | 13,228 | 1,272,543 |
Samsung Card Company, Ltd. | 5,010 | 123,440 |
Samsung Electro-Mechanics Company, Ltd. | 8,460 | 980,063 |
Samsung Electronics Company, Ltd. | 554,859 | 27,477,187 |
Samsung Engineering Company, Ltd. (A) | 13,184 | 276,673 |
Samsung Fire & Marine Insurance Company, Ltd. | 7,548 | 1,243,906 |
Samsung Heavy Industries Company, Ltd. (A) | 93,730 | 440,572 |
Samsung Life Insurance Company, Ltd. (A) | 14,749 | 848,924 |
Samsung SDI Company, Ltd. | 4,519 | 2,513,001 |
Samsung SDS Company, Ltd. | 4,189 | 425,089 |
SD Biosensor, Inc. | 1,914 | 44,439 |
Shinhan Financial Group Company, Ltd. | 77,272 | 2,606,472 |
SK Biopharmaceuticals Company, Ltd. (A) | 1,346 | 79,112 |
SK Bioscience Company, Ltd. (A) | 1,603 | 97,601 |
SK Hynix, Inc. | 76,020 | 5,461,739 |
MULTIFACTOR EMERGING MARKETS ETF (continued)
Shares or Principal Amount | Value | |
South Korea (continued) | ||
SK IE Technology Company, Ltd. (A)(B) | 1,718 | $93,445 |
SK Innovation Company, Ltd. (A) | 7,380 | 971,179 |
SK Telecom Company, Ltd. | 24,113 | 912,214 |
SK, Inc. | 5,732 | 921,829 |
SKC Company, Ltd. (A) | 1,312 | 101,398 |
S-Oil Corp. | 9,088 | 650,724 |
Woori Financial Group, Inc. | 96,561 | 1,002,610 |
Yuhan Corp. (A) | 4,600 | 195,308 |
Taiwan - 15.5% | 112,945,307 | |
Accton Technology Corp. | 75,000 | 608,243 |
Advanced Energy Solution Holding Company, Ltd. | 1,000 | 26,112 |
Advantech Company, Ltd. | 52,989 | 601,807 |
ASE Technology Holding Company, Ltd. | 709,000 | 2,361,366 |
Asia Cement Corp. | 491,000 | 689,281 |
ASMedia Technology, Inc. | 3,000 | 89,226 |
Asustek Computer, Inc. | 126,000 | 1,141,449 |
AUO Corp. | 1,353,600 | 755,131 |
Catcher Technology Company, Ltd. | 144,000 | 853,689 |
Cathay Financial Holding Company, Ltd. | 1,340,513 | 1,899,711 |
Chailease Holding Company, Ltd. | 315,496 | 2,364,250 |
Chang Hwa Commercial Bank, Ltd. | 1,243,139 | 728,701 |
Cheng Shin Rubber Industry Company, Ltd. | 433,000 | 497,535 |
China Airlines, Ltd. | 527,000 | 340,510 |
China Development Financial Holding Corp. | 3,705,159 | 1,628,913 |
China Steel Corp. | 1,699,000 | 1,790,953 |
Chunghwa Telecom Company, Ltd. | 415,000 | 1,554,954 |
Compal Electronics, Inc. | 819,000 | 616,466 |
CTBC Financial Holding Company, Ltd. | 2,742,000 | 2,086,751 |
Delta Electronics, Inc. | 155,000 | 1,491,923 |
E Ink Holdings, Inc. | 46,000 | 264,280 |
E.Sun Financial Holding Company, Ltd. | 2,054,927 | 1,676,793 |
Eclat Textile Company, Ltd. | 24,000 | 396,869 |
eMemory Technology, Inc. | 6,000 | 323,730 |
Eva Airways Corp. | 382,000 | 368,959 |
Evergreen Marine Corp. Taiwan, Ltd. | 178,000 | 901,116 |
Far Eastern New Century Corp. | 803,000 | 874,541 |
Far EasTone Telecommunications Company, Ltd. | 342,000 | 759,747 |
Feng TAY Enterprise Company, Ltd. | 118,680 | 778,683 |
First Financial Holding Company, Ltd. | 2,171,901 | 1,887,981 |
Formosa Chemicals & Fibre Corp. | 565,000 | 1,358,634 |
Formosa Petrochemical Corp. | 233,000 | 651,081 |
Formosa Plastics Corp. | 602,000 | 1,790,461 |
Formosa Sumco Technology Corp. | 3,000 | 15,537 |
Fubon Financial Holding Company, Ltd. | 1,163,077 | 2,331,965 |
Giant Manufacturing Company, Ltd. | 18,797 | 128,339 |
Globalwafers Company, Ltd. | 47,000 | 818,684 |
Hiwin Technologies Corp. | 36,845 | 273,653 |
Hon Hai Precision Industry Company, Ltd. | 1,347,800 | 4,475,459 |
Hotai Motor Company, Ltd. | 43,000 | 939,484 |
SEE NOTES TO FUNDS’ INVESTMENTS | QUARTERLY REPORT | JOHN HANCOCK MULTIFACTOR ETFS | 17 |
MULTIFACTOR EMERGING MARKETS ETF (continued)
Shares or Principal Amount | Value | |
Taiwan (continued) | ||
Hua Nan Financial Holdings Company, Ltd. | 2,124,097 | $1,609,432 |
Innolux Corp. | 1,634,875 | 664,296 |
Inventec Corp. | 550,000 | 462,531 |
Largan Precision Company, Ltd. | 13,000 | 920,067 |
Lite-On Technology Corp. | 459,000 | 1,015,074 |
MediaTek, Inc. | 174,000 | 4,160,933 |
Mega Financial Holding Company, Ltd. | 1,591,225 | 1,693,244 |
Micro-Star International Company, Ltd. | 157,000 | 684,996 |
momo.com, Inc. | 8,920 | 235,589 |
Nan Ya Plastics Corp. | 787,000 | 1,976,346 |
Nan Ya Printed Circuit Board Corp. | 29,000 | 234,704 |
Nanya Technology Corp. | 223,000 | 429,289 |
Nien Made Enterprise Company, Ltd. | 10,000 | 103,747 |
Novatek Microelectronics Corp. | 112,000 | 1,324,230 |
Oneness Biotech Company, Ltd. (A) | 19,000 | 170,225 |
Pegatron Corp. | 456,000 | 979,584 |
PharmaEssentia Corp. (A) | 7,307 | 119,005 |
Phison Electronics Corp. | 13,000 | 160,633 |
Polaris Group/Tw (A) | 11,000 | 37,369 |
Pou Chen Corp. | 533,000 | 608,889 |
President Chain Store Corp. | 104,000 | 935,221 |
Quanta Computer, Inc. | 471,000 | 1,171,813 |
Realtek Semiconductor Corp. | 69,000 | 735,387 |
Ruentex Development Company, Ltd. | 160,500 | 239,213 |
Shin Kong Financial Holding Company, Ltd. | 2,948,140 | 882,724 |
Sino-American Silicon Products, Inc. | 101,000 | 546,628 |
SinoPac Financial Holdings Company, Ltd. | 2,385,730 | 1,374,625 |
Synnex Technology International Corp. | 98,000 | 197,142 |
TA Chen Stainless Pipe | 239,150 | 356,833 |
Taishin Financial Holding Company, Ltd. | 2,452,001 | 1,327,061 |
Taiwan Business Bank | 341,000 | 151,619 |
Taiwan Cement Corp. | 1,056,117 | 1,275,079 |
Taiwan Cooperative Financial Holding Company, Ltd. | 1,699,843 | 1,497,447 |
Taiwan High Speed Rail Corp. | 383,000 | 372,476 |
Taiwan Mobile Company, Ltd. | 246,000 | 775,074 |
Taiwan Semiconductor Manufacturing Company, Ltd. | 1,621,000 | 28,181,915 |
The Shanghai Commercial & Savings Bank, Ltd. | 556,265 | 863,346 |
Unimicron Technology Corp. | 218,000 | 991,074 |
Uni-President Enterprises Corp. | 374,000 | 838,308 |
United Microelectronics Corp. (A) | 1,578,000 | 2,564,743 |
Vanguard International Semiconductor Corp. | 163,000 | 541,252 |
Voltronic Power Technology Corp. | 7,000 | 352,040 |
Walsin Lihwa Corp. | 142,000 | 256,333 |
Wan Hai Lines, Ltd. | 165,950 | 419,504 |
Win Semiconductors Corp. | 55,000 | 351,707 |
Winbond Electronics Corp. | 353,000 | 253,361 |
Wiwynn Corp. | 19,000 | 474,605 |
Yageo Corp. | 62,469 | 1,123,506 |
MULTIFACTOR EMERGING MARKETS ETF (continued)
Shares or Principal Amount | Value | |
Taiwan (continued) | ||
Yang Ming Marine Transport Corp. | 364,000 | $757,702 |
Yuanta Financial Holding Company, Ltd. | 2,651,230 | 1,986,767 |
Zhen Ding Technology Holding, Ltd. | 114,000 | 417,652 |
Thailand - 2.5% | 18,053,314 | |
Advanced Info Service PCL, NVDR | 148,300 | 876,053 |
Airports of Thailand PCL, NVDR (A) | 335,500 | 754,646 |
Asset World Corp. PCL, NVDR | 716,600 | 129,166 |
B Grimm Power PCL, NVDR | 101,900 | 124,249 |
Bangkok Bank PCL, NVDR | 77,300 | 371,162 |
Bangkok Dusit Medical Services PCL, NVDR | 346,300 | 312,100 |
Bangkok Expressway & Metro PCL, NVDR | 970,000 | 285,035 |
Bank of Ayudhya PCL, NVDR | 184,500 | 176,060 |
Berli Jucker PCL, NVDR | 197,400 | 227,240 |
BTS Group Holdings PCL, NVDR | 991,000 | 253,679 |
Bumrungrad Hospital PCL, NVDR | 46,600 | 306,337 |
Carabao Group PCL, NVDR | 46,700 | 145,716 |
Central Pattana PCL, NVDR | 145,500 | 314,053 |
Central Retail Corp. PCL, NVDR | 406,400 | 523,235 |
Charoen Pokphand Foods PCL, NVDR | 935,900 | 669,108 |
CP ALL PCL, NVDR | 345,600 | 696,225 |
Delta Electronics Thailand PCL, NVDR | 41,800 | 1,139,655 |
Electricity Generating PCL, NVDR | 42,700 | 225,077 |
Energy Absolute PCL, NVDR | 255,300 | 668,993 |
Global Power Synergy PCL, NVDR | 104,786 | 218,238 |
Gulf Energy Development PCL, NVDR | 386,140 | 628,750 |
Home Product Center PCL, NVDR | 562,600 | 243,719 |
Indorama Ventures PCL, NVDR | 366,300 | 449,414 |
Intouch Holdings PCL, NVDR | 82,800 | 182,481 |
Kasikornbank PCL, NVDR | 105,000 | 461,224 |
Krung Thai Bank PCL, NVDR | 661,000 | 350,424 |
Krungthai Card PCL, NVDR | 134,200 | 229,697 |
Land & Houses PCL, NVDR | 592,500 | 177,696 |
Minor International PCL, NVDR (A) | 330,429 | 332,831 |
Muangthai Capital PCL, NVDR | 93,200 | 105,877 |
Osotspa PCL, NVDR | 116,000 | 98,394 |
PTT Exploration & Production PCL, NVDR | 327,200 | 1,699,933 |
PTT Global Chemical PCL, NVDR | 263,200 | 392,687 |
PTT Oil & Retail Business PCL, NVDR | 305,700 | 207,443 |
PTT PCL, NVDR | 1,469,500 | 1,480,184 |
SCB X PCL, NVDR | 118,200 | 372,396 |
SCG Packaging PCL, NVDR | 106,500 | 168,574 |
Thai Beverage PCL | 1,183,100 | 630,099 |
Thai Oil PCL, NVDR | 190,661 | 333,556 |
The Siam Cement PCL, NVDR | 40,900 | 416,310 |
TMBThanachart Bank PCL, NVDR | 3,228,385 | 143,766 |
True Corp. PCL, NVDR | 3,612,300 | 531,832 |
Turkey - 0.5% | 3,411,265 | |
Akbank TAS | 407,913 | 368,218 |
Aselsan Elektronik Sanayi Ve Ticaret AS | 41,050 | 123,954 |
BIM Birlesik Magazalar AS | 62,909 | 416,372 |
18 | JOHN HANCOCK MULTIFACTOR ETFS | QUARTERLY REPORT | SEE NOTES TO FUNDS’ INVESTMENTS |
MULTIFACTOR EMERGING MARKETS ETF (continued)
Shares or Principal Amount | Value | |
Turkey (continued) | ||
Enka Insaat ve Sanayi AS | 201,547 | $318,009 |
Eregli Demir ve Celik Fabrikalari TAS | 154,933 | 313,811 |
Ford Otomotiv Sanayi AS | 9,881 | 267,951 |
KOC Holding AS | 108,274 | 440,049 |
Turk Hava Yollari AO (A) | 21,200 | 155,079 |
Turkcell Iletisim Hizmetleri AS | 152,522 | 294,333 |
Turkiye Is Bankasi AS, Class C | 431,626 | 249,653 |
Turkiye Petrol Rafinerileri AS (A) | 11,893 | 373,915 |
Turkiye Sise ve Cam Fabrikalari AS | 23,253 | 48,878 |
Yapi ve Kredi Bankasi AS | 85,026 | 41,043 |
United Kingdom - 0.0% | 96,655 | |
Pepco Group NV (A)(B) | 10,017 | 96,655 |
United States - 0.2% | 1,456,542 | |
BeiGene, Ltd., ADR (A) | 4,730 | 1,210,880 |
Parade Technologies, Ltd. | 8,000 | 245,662 |
PREFERRED SECURITIES - 1.6% | $11,681,602 | |
(Cost $14,611,541) | ||
Brazil - 1.4% | 10,565,813 | |
Banco Bradesco SA | 574,947 | 1,583,195 |
Braskem SA, A Shares | 28,700 | 131,509 |
Centrais Eletricas Brasileiras SA, B Shares | 35,560 | 296,621 |
Cia Energetica de Minas Gerais | 201,659 | 453,901 |
Cia Paranaense de Energia, B Shares | 111,400 | 170,006 |
Gerdau SA | 237,600 | 1,527,860 |
Itau Unibanco Holding SA | 449,150 | 2,234,524 |
Petroleo Brasileiro SA | 797,400 | 4,082,966 |
Raizen SA | 131,900 | 85,231 |
Chile - 0.2% | 1,115,789 | |
Sociedad Quimica y Minera de Chile SA, B Shares | 11,510 | 1,115,789 |
SHORT-TERM INVESTMENTS - 0.1% | $577,063 | |
(Cost $577,002) | ||
Short-term funds - 0.1% | 577,063 | |
John Hancock Collateral Trust, 4.3787% (E)(F) | 56,976 | 569,630 |
State Street Institutional U.S. Government Money Market Fund, Premier Class, 4.1717% (E) | 7,433 | 7,433 |
Total investments (Multifactor Emerging Markets ETF) (Cost $694,273,570) - 100.1% | $728,401,964 | |
Other assets and liabilities, net - (0.1%) | (408,249) | |
Total net assets - 100.0% | $727,993,715 |
The percentage shown for each investment category is the total value of the category as a percentage of the net assets of the fund. | |
Security Abbreviations and Legend | |
ADR | American Depositary Receipt |
GDR | Global Depositary Receipt |
NVDR | Non-Voting Depositary Receipt |
(A) | Non-income producing security. |
(B) | These securities are exempt from registration under Rule 144A of the Securities Act of 1933. Such securities may be resold, normally to qualified institutional buyers, in transactions exempt from registration. |
(C) | All or a portion of this security is on loan as of 1-31-23. The value of securities on loan amounted to $1,207,440. In addition to the cash collateral invested in John Hancock Collateral Trust, if any, non-cash collateral of $715,574 in the form of U.S. Treasuries was pledged to the fund. |
(D) | Security is valued using significant unobservable inputs and is classified as Level 3 in the fair value hierarchy. |
(E) | The rate shown is the annualized seven-day yield as of 1-31-23. |
(F) | Investment is an affiliate of the fund, the advisor and/or subadvisor. This security represents the investment of cash collateral received for securities lending. |
The fund had the following sector composition as a percentage of net assets on 1-31-23:
Financials | 23.4% |
Information technology | 17.7% |
Consumer discretionary | 12.4% |
Materials | 11.4% |
Communication services | 8.8% |
Consumer staples | 6.9% |
Energy | 5.7% |
Industrials | 5.6% |
Health care | 3.4% |
Utilities | 3.3% |
Real estate | 1.4% |
TOTAL | 100.0% |
MULTIFACTOR LARGE CAP ETF
As of 1-31-23 (unaudited)
Shares or Principal Amount | Value | |
COMMON STOCKS – 99.9% | $762,538,617 | |
(Cost $669,180,616) | ||
Communication services – 6.0% | 45,523,884 | |
Diversified telecommunication services – 0.8% | ||
AT&T, Inc. | 117,868 | 2,400,971 |
Lumen Technologies, Inc. | 65,788 | 345,387 |
Verizon Communications, Inc. | 80,281 | 3,337,281 |
Entertainment – 1.2% | ||
Activision Blizzard, Inc. | 15,810 | 1,210,572 |
Electronic Arts, Inc. | 8,107 | 1,043,209 |
Endeavor Group Holdings, Inc., Class A (A) | 1,128 | 25,301 |
Liberty Media Corp.-Liberty Formula One, Series A (A) | 883 | 56,229 |
Liberty Media Corp.-Liberty Formula One, Series C (A) | 7,281 | 515,495 |
Live Nation Entertainment, Inc. (A) | 4,651 | 374,359 |
Netflix, Inc. (A) | 4,960 | 1,755,146 |
Roku, Inc. (A) | 1,745 | 100,338 |
Spotify Technology SA (A) | 1,111 | 125,232 |
Take-Two Interactive Software, Inc. (A) | 4,285 | 485,191 |
The Walt Disney Company (A) | 23,973 | 2,600,831 |
Warner Brothers Discovery, Inc. (A) | 60,702 | 899,604 |
Warner Music Group Corp., Class A | 2,552 | 93,020 |
Interactive media and services – 2.5% | ||
Alphabet, Inc., Class A (A) | 113,265 | 11,195,113 |
Alphabet, Inc., Class C (A) | 22,660 | 2,263,054 |
SEE NOTES TO FUNDS’ INVESTMENTS | QUARTERLY REPORT | JOHN HANCOCK MULTIFACTOR ETFS | 19 |
MULTIFACTOR LARGE CAP ETF (continued)
Shares or Principal Amount | Value | |
Communication services (continued) | ||
Interactive media and services (continued) | ||
Match Group, Inc. (A) | 6,085 | $329,320 |
Meta Platforms, Inc., Class A (A) | 34,210 | 5,096,264 |
Pinterest, Inc., Class A (A) | 6,957 | 182,900 |
Snap, Inc., Class A (A) | 10,898 | 125,981 |
ZoomInfo Technologies, Inc. (A) | 3,302 | 93,215 |
Media – 1.3% | ||
Cable One, Inc. | 192 | 151,657 |
Charter Communications, Inc., Class A (A) | 1,942 | 746,330 |
Comcast Corp., Class A | 81,791 | 3,218,476 |
DISH Network Corp., Class A (A) | 10,258 | 147,613 |
Fox Corp., Class A | 12,639 | 428,968 |
Fox Corp., Class B | 4,995 | 158,342 |
Liberty Broadband Corp., Series A (A) | 508 | 45,527 |
Liberty Broadband Corp., Series C (A) | 6,896 | 619,123 |
Liberty Media Corp.-Liberty SiriusXM, Series A | 5,131 | 208,421 |
Liberty Media Corp.-Liberty SiriusXM, Series C (A) | 3,844 | 154,913 |
News Corp., Class A | 14,336 | 290,447 |
News Corp., Class B | 4,315 | 88,199 |
Nexstar Media Group, Inc. | 584 | 119,586 |
Omnicom Group, Inc. | 12,750 | 1,096,373 |
Paramount Global, Class A | 239 | 6,369 |
Paramount Global, Class B | 17,158 | 397,379 |
Sirius XM Holdings, Inc. (B) | 30,317 | 175,535 |
The Interpublic Group of Companies, Inc. | 23,352 | 851,414 |
The Trade Desk, Inc., Class A (A) | 9,880 | 500,916 |
Wireless telecommunication services – 0.2% | ||
T-Mobile US, Inc. (A) | 9,807 | 1,464,283 |
Consumer discretionary – 10.5% | 80,178,540 | |
Auto components – 0.3% | ||
Aptiv PLC (A) | 7,688 | 869,436 |
Autoliv, Inc. | 4,013 | 369,678 |
BorgWarner, Inc. | 10,151 | 479,939 |
Gentex Corp. | 9,999 | 295,070 |
Lear Corp. | 3,461 | 504,545 |
Automobiles – 0.8% | ||
Ford Motor Company | 78,195 | 1,056,414 |
General Motors Company | 27,885 | 1,096,438 |
Rivian Automotive, Inc., Class A (A) | 6,960 | 135,024 |
Tesla, Inc. (A) | 20,977 | 3,633,636 |
Distributors – 0.3% | ||
Genuine Parts Company | 7,253 | 1,217,198 |
LKQ Corp. | 11,289 | 665,599 |
Pool Corp. | 1,440 | 555,278 |
Diversified consumer services – 0.1% | ||
H&R Block, Inc. | 1,859 | 72,464 |
Service Corp. International | 9,174 | 680,252 |
MULTIFACTOR LARGE CAP ETF (continued)
Shares or Principal Amount | Value | |
Consumer discretionary (continued) | ||
Hotels, restaurants and leisure – 2.2% | ||
Airbnb, Inc., Class A (A) | 789 | $87,666 |
Aramark | 10,910 | 485,822 |
Booking Holdings, Inc. (A) | 540 | 1,314,414 |
Caesars Entertainment, Inc. (A) | 5,270 | 274,356 |
Carnival Corp. (A)(B) | 20,258 | 219,192 |
Chipotle Mexican Grill, Inc. (A) | 618 | 1,017,463 |
Choice Hotels International, Inc. | 250 | 30,723 |
Churchill Downs, Inc. | 943 | 233,958 |
Darden Restaurants, Inc. | 6,614 | 978,674 |
Domino’s Pizza, Inc. | 1,263 | 445,839 |
DraftKings, Inc., Class A (A)(B) | 5,883 | 88,186 |
Expedia Group, Inc. (A) | 4,754 | 543,382 |
Hilton Worldwide Holdings, Inc. | 8,328 | 1,208,310 |
Hyatt Hotels Corp., Class A (A) | 1,565 | 170,773 |
Las Vegas Sands Corp. (A) | 10,014 | 590,826 |
Marriott International, Inc., Class A | 6,492 | 1,130,777 |
McDonald’s Corp. | 10,226 | 2,734,432 |
MGM Resorts International | 18,593 | 769,936 |
Royal Caribbean Cruises, Ltd. (A) | 7,158 | 464,841 |
Starbucks Corp. | 16,810 | 1,834,643 |
Vail Resorts, Inc. | 1,627 | 426,827 |
Wynn Resorts, Ltd. (A) | 3,353 | 347,505 |
Yum! Brands, Inc. | 8,273 | 1,079,709 |
Household durables – 0.8% | ||
D.R. Horton, Inc. | 15,976 | 1,576,671 |
Garmin, Ltd. | 6,048 | 598,026 |
Lennar Corp., A Shares | 10,843 | 1,110,323 |
Lennar Corp., B Shares | 527 | 45,512 |
Mohawk Industries, Inc. (A) | 2,692 | 323,202 |
Newell Brands, Inc. | 16,125 | 257,355 |
NVR, Inc. (A) | 202 | 1,064,540 |
PulteGroup, Inc. | 11,692 | 665,158 |
Whirlpool Corp. | 3,131 | 487,152 |
Internet and direct marketing retail – 1.9% | ||
Amazon.com, Inc. (A) | 122,359 | 12,618,884 |
Chewy, Inc., Class A (A)(B) | 1,321 | 59,524 |
DoorDash, Inc., Class A (A) | 789 | 45,699 |
eBay, Inc. | 21,124 | 1,045,638 |
Etsy, Inc. (A) | 3,204 | 440,806 |
Leisure products – 0.1% | ||
Hasbro, Inc. | 6,023 | 356,381 |
Mattel, Inc. (A) | 9,672 | 197,889 |
Polaris, Inc. | 1,006 | 115,529 |
Multiline retail – 0.7% | ||
Dollar General Corp. | 7,019 | 1,639,638 |
Dollar Tree, Inc. (A) | 10,280 | 1,543,850 |
Target Corp. | 14,216 | 2,447,142 |
Specialty retail – 2.6% | ||
Advance Auto Parts, Inc. | 2,897 | 441,155 |
20 | JOHN HANCOCK MULTIFACTOR ETFS | QUARTERLY REPORT | SEE NOTES TO FUNDS’ INVESTMENTS |
MULTIFACTOR LARGE CAP ETF (continued)
Shares or Principal Amount | Value | |
Consumer discretionary (continued) | ||
Specialty retail (continued) | ||
AutoNation, Inc. (A) | 809 | $102,516 |
AutoZone, Inc. (A) | 439 | 1,070,655 |
Bath & Body Works, Inc. | 5,618 | 258,484 |
Best Buy Company, Inc. | 14,920 | 1,323,702 |
Burlington Stores, Inc. (A) | 2,179 | 500,800 |
CarMax, Inc. (A) | 8,043 | 566,629 |
Dick’s Sporting Goods, Inc. | 2,240 | 292,902 |
Five Below, Inc. (A) | 1,635 | 322,308 |
Floor & Decor Holdings, Inc., Class A (A) | 3,036 | 275,578 |
Lithia Motors, Inc. | 999 | 262,937 |
Lowe’s Companies, Inc. | 9,250 | 1,926,313 |
Murphy USA, Inc. | 291 | 79,161 |
O’Reilly Automotive, Inc. (A) | 1,411 | 1,118,006 |
Penske Automotive Group, Inc. | 276 | 35,278 |
RH (A)(B) | 462 | 144,139 |
Ross Stores, Inc. | 13,456 | 1,590,365 |
The Home Depot, Inc. | 13,156 | 4,264,781 |
The TJX Companies, Inc. | 25,030 | 2,048,956 |
Tractor Supply Company | 7,005 | 1,597,070 |
Ulta Beauty, Inc. (A) | 2,834 | 1,456,563 |
Williams-Sonoma, Inc. | 3,447 | 465,138 |
Textiles, apparel and luxury goods – 0.7% | ||
Capri Holdings, Ltd. (A) | 2,652 | 176,331 |
Deckers Outdoor Corp. (A) | 1,039 | 444,152 |
Levi Strauss & Company, Class A (B) | 1,923 | 35,383 |
Lululemon Athletica, Inc. (A) | 3,901 | 1,197,139 |
NIKE, Inc., Class B | 19,785 | 2,519,224 |
Ralph Lauren Corp. | 1,018 | 126,079 |
Tapestry, Inc. | 9,643 | 439,432 |
VF Corp. | 11,287 | 349,220 |
Consumer staples – 6.1% | 46,602,263 | |
Beverages – 1.3% | ||
Brown-Forman Corp., Class A | 2,065 | 137,323 |
Brown-Forman Corp., Class B | 7,888 | 525,183 |
Celsius Holdings, Inc. (A) | 202 | 20,265 |
Constellation Brands, Inc., Class A | 4,229 | 979,098 |
Keurig Dr. Pepper, Inc. | 12,704 | 448,197 |
Molson Coors Beverage Company, Class B | 7,450 | 391,721 |
Monster Beverage Corp. (A) | 8,264 | 860,117 |
PepsiCo, Inc. | 20,770 | 3,552,085 |
The Coca-Cola Company | 53,257 | 3,265,719 |
Food and staples retailing – 1.6% | ||
Albertsons Companies, Inc., Class A | 4,767 | 101,060 |
BJ’s Wholesale Club Holdings, Inc. (A) | 2,606 | 188,857 |
Casey’s General Stores, Inc. | 444 | 104,744 |
Costco Wholesale Corp. | 6,815 | 3,483,419 |
Performance Food Group Company (A) | 2,393 | 146,739 |
Sysco Corp. | 13,077 | 1,012,944 |
The Kroger Company | 44,756 | 1,997,460 |
MULTIFACTOR LARGE CAP ETF (continued)
Shares or Principal Amount | Value | |
Consumer staples (continued) | ||
Food and staples retailing (continued) | ||
U.S. Foods Holding Corp. (A) | 8,156 | $310,988 |
Walgreens Boots Alliance, Inc. | 19,395 | 714,900 |
Walmart, Inc. | 25,881 | 3,723,499 |
Food products – 1.6% | ||
Archer-Daniels-Midland Company | 15,948 | 1,321,292 |
Bunge, Ltd. | 6,564 | 650,492 |
Campbell Soup Company | 9,785 | 508,135 |
Conagra Brands, Inc. | 19,768 | 735,172 |
Darling Ingredients, Inc. (A) | 4,798 | 318,059 |
General Mills, Inc. | 18,304 | 1,434,301 |
Hormel Foods Corp. | 10,216 | 462,887 |
Kellogg Company | 11,512 | 789,493 |
Lamb Weston Holdings, Inc. | 5,759 | 575,267 |
McCormick & Company, Inc. | 10,739 | 806,714 |
Mondelez International, Inc., Class A | 24,764 | 1,620,556 |
Pilgrim’s Pride Corp. (A) | 520 | 12,626 |
The Hershey Company | 4,226 | 949,160 |
The J.M. Smucker Company | 4,287 | 655,054 |
The Kraft Heinz Company | 13,911 | 563,813 |
Tyson Foods, Inc., Class A | 11,307 | 743,435 |
Household products – 1.1% | ||
Church & Dwight Company, Inc. | 9,492 | 767,523 |
Colgate-Palmolive Company | 14,421 | 1,074,797 |
Kimberly-Clark Corp. | 6,434 | 836,484 |
The Clorox Company | 5,735 | 829,797 |
The Procter & Gamble Company | 35,310 | 5,027,438 |
Personal products – 0.1% | ||
The Estee Lauder Companies, Inc., Class A | 3,243 | 898,570 |
Tobacco – 0.4% | ||
Altria Group, Inc. | 26,827 | 1,208,288 |
Philip Morris International, Inc. | 17,734 | 1,848,592 |
Energy – 5.1% | 38,662,493 | |
Energy equipment and services – 0.4% | ||
Baker Hughes Company | 24,381 | 773,853 |
Halliburton Company | 25,783 | 1,062,775 |
NOV, Inc. | 3,879 | 94,803 |
Schlumberger, Ltd. | 22,815 | 1,299,999 |
Oil, gas and consumable fuels – 4.7% | ||
Antero Resources Corp. (A) | 2,855 | 82,338 |
APA Corp. | 4,450 | 197,269 |
Cheniere Energy, Inc. | 6,522 | 996,496 |
Chesapeake Energy Corp. | 2,234 | 193,732 |
Chevron Corp. | 28,994 | 5,045,536 |
ConocoPhillips | 26,001 | 3,168,742 |
Coterra Energy, Inc. | 16,114 | 403,333 |
Devon Energy Corp. | 12,118 | 766,342 |
Diamondback Energy, Inc. | 7,074 | 1,033,653 |
EOG Resources, Inc. | 16,113 | 2,130,944 |
SEE NOTES TO FUNDS’ INVESTMENTS | QUARTERLY REPORT | JOHN HANCOCK MULTIFACTOR ETFS | 21 |
MULTIFACTOR LARGE CAP ETF (continued)
Shares or Principal Amount | Value | |
Energy (continued) | ||
Oil, gas and consumable fuels (continued) | ||
EQT Corp. | 5,778 | $188,767 |
Exxon Mobil Corp. | 61,278 | 7,108,861 |
Hess Corp. | 10,484 | 1,574,277 |
HF Sinclair Corp. | 1,676 | 95,364 |
Kinder Morgan, Inc. | 55,743 | 1,020,097 |
Marathon Oil Corp. | 29,548 | 811,684 |
Marathon Petroleum Corp. | 15,983 | 2,054,135 |
Matador Resources Company | 1,534 | 101,489 |
New Fortress Energy, Inc. | 272 | 10,551 |
Occidental Petroleum Corp. | 20,654 | 1,338,173 |
ONEOK, Inc. | 15,424 | 1,056,236 |
Ovintiv, Inc. | 4,722 | 232,464 |
Phillips 66 | 11,012 | 1,104,173 |
Pioneer Natural Resources Company | 4,466 | 1,028,743 |
Range Resources Corp. | 2,170 | 54,293 |
Southwestern Energy Company (A) | 10,510 | 58,015 |
Targa Resources Corp. | 4,814 | 361,146 |
Texas Pacific Land Corp. | 155 | 309,357 |
The Williams Companies, Inc. | 19,474 | 627,842 |
Valero Energy Corp. | 16,208 | 2,269,606 |
Vitesse Energy, Inc. (A) | 464 | 7,405 |
Financials – 13.7% | 104,476,258 | |
Banks – 4.0% | ||
Bank of America Corp. | 103,656 | 3,677,715 |
Citigroup, Inc. | 37,701 | 1,968,746 |
Citizens Financial Group, Inc. | 20,510 | 888,493 |
Comerica, Inc. | 7,213 | 528,785 |
Commerce Bancshares, Inc. | 4,633 | 308,372 |
Cullen/Frost Bankers, Inc. | 721 | 93,932 |
East West Bancorp, Inc. | 5,968 | 468,607 |
Fifth Third Bancorp | 36,112 | 1,310,504 |
First Citizens BancShares, Inc., Class A | 229 | 178,089 |
First Horizon Corp. | 15,920 | 393,702 |
First Republic Bank | 6,173 | 869,652 |
Huntington Bancshares, Inc. | 52,874 | 802,099 |
JPMorgan Chase & Co. | 46,432 | 6,498,623 |
KeyCorp | 46,351 | 889,476 |
M&T Bank Corp. | 6,053 | 944,268 |
Regions Financial Corp. | 55,610 | 1,309,059 |
Signature Bank | 2,079 | 268,087 |
SVB Financial Group (A) | 2,153 | 651,153 |
The PNC Financial Services Group, Inc. | 8,698 | 1,438,910 |
Truist Financial Corp. | 30,071 | 1,485,207 |
U.S. Bancorp | 27,862 | 1,387,528 |
Webster Financial Corp. | 2,545 | 133,994 |
Wells Fargo & Company | 69,759 | 3,269,604 |
Western Alliance Bancorp | 2,303 | 173,577 |
Zions Bancorp NA | 8,152 | 433,360 |
MULTIFACTOR LARGE CAP ETF (continued)
Shares or Principal Amount | Value | |
Financials (continued) | ||
Capital markets – 3.7% | ||
Ameriprise Financial, Inc. | 5,901 | $2,066,058 |
Ares Management Corp., Class A | 3,690 | 306,233 |
BlackRock, Inc. | 1,716 | 1,302,804 |
Cboe Global Markets, Inc. | 3,759 | 461,906 |
CME Group, Inc. | 4,595 | 811,753 |
FactSet Research Systems, Inc. | 1,548 | 654,711 |
Franklin Resources, Inc. | 13,233 | 412,870 |
Intercontinental Exchange, Inc. | 10,505 | 1,129,813 |
Invesco, Ltd. | 9,126 | 168,922 |
Jefferies Financial Group, Inc. | 3,997 | 157,002 |
KKR & Company, Inc. | 10,472 | 584,442 |
LPL Financial Holdings, Inc. | 3,241 | 768,506 |
MarketAxess Holdings, Inc. | 1,331 | 484,284 |
Moody’s Corp. | 3,820 | 1,232,905 |
Morgan Stanley | 27,501 | 2,676,672 |
Morningstar, Inc. | 846 | 205,476 |
MSCI, Inc. | 2,016 | 1,071,625 |
Nasdaq, Inc. | 13,879 | 835,377 |
Northern Trust Corp. | 9,308 | 902,597 |
Raymond James Financial, Inc. | 8,521 | 960,913 |
Robinhood Markets, Inc., Class A (A) | 4,982 | 51,863 |
S&P Global, Inc. | 5,126 | 1,921,942 |
SEI Investments Company | 6,621 | 413,349 |
State Street Corp. | 14,158 | 1,293,050 |
Stifel Financial Corp. | 811 | 54,670 |
T. Rowe Price Group, Inc. | 6,646 | 774,060 |
The Bank of New York Mellon Corp. | 27,479 | 1,389,613 |
The Blackstone Group, Inc. | 8,239 | 790,614 |
The Charles Schwab Corp. | 23,042 | 1,783,912 |
The Goldman Sachs Group, Inc. | 6,103 | 2,232,538 |
TPG, Inc. | 585 | 18,843 |
Tradeweb Markets, Inc., Class A | 2,168 | 161,603 |
Consumer finance – 1.0% | ||
Ally Financial, Inc. | 24,784 | 805,232 |
American Express Company | 12,026 | 2,103,708 |
Capital One Financial Corp. | 14,250 | 1,695,750 |
Credit Acceptance Corp. (A) | 187 | 86,514 |
Discover Financial Services | 14,629 | 1,707,643 |
Synchrony Financial | 26,968 | 990,535 |
Diversified financial services – 1.1% | ||
Apollo Global Management, Inc. | 10,404 | 736,395 |
Berkshire Hathaway, Inc., Class B (A) | 22,936 | 7,145,023 |
Equitable Holdings, Inc. | 17,962 | 576,041 |
Insurance – 3.9% | ||
Aflac, Inc. | 24,596 | 1,807,806 |
American Financial Group, Inc. | 3,423 | 488,086 |
American International Group, Inc. | 29,144 | 1,842,484 |
Aon PLC, Class A | 5,798 | 1,847,707 |
Arch Capital Group, Ltd. (A) | 15,191 | 977,541 |
22 | 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) | ||
Arthur J. Gallagher & Company | 7,346 | $1,437,759 |
Assurant, Inc. | 1,885 | 249,932 |
Brown & Brown, Inc. | 9,242 | 541,212 |
Chubb, Ltd. | 6,586 | 1,498,249 |
Cincinnati Financial Corp. | 6,297 | 712,506 |
CNA Financial Corp. | 1,516 | 66,037 |
Erie Indemnity Company, Class A | 911 | 222,603 |
Everest Re Group, Ltd. | 1,820 | 636,436 |
F&G Annuities & Life, Inc. | 914 | 19,614 |
Fidelity National Financial, Inc. | 13,730 | 604,532 |
Globe Life, Inc. | 4,903 | 592,528 |
Lincoln National Corp. | 8,764 | 310,509 |
Loews Corp. | 12,025 | 739,297 |
Markel Corp. (A) | 483 | 680,537 |
Marsh & McLennan Companies, Inc. | 8,505 | 1,487,610 |
MetLife, Inc. | 15,768 | 1,151,379 |
Old Republic International Corp. | 6,726 | 177,499 |
Principal Financial Group, Inc. | 13,957 | 1,291,720 |
Prudential Financial, Inc. | 11,365 | 1,192,643 |
Reinsurance Group of America, Inc. | 2,972 | 451,060 |
The Allstate Corp. | 13,326 | 1,711,991 |
The Hartford Financial Services Group, Inc. | 20,589 | 1,597,912 |
The Progressive Corp. | 11,223 | 1,530,256 |
The Travelers Companies, Inc. | 12,005 | 2,294,396 |
Unum Group | 2,050 | 86,162 |
W.R. Berkley Corp. | 10,058 | 705,468 |
Willis Towers Watson PLC | 4,773 | 1,213,249 |
Thrifts and mortgage finance – 0.0% | ||
Rocket Companies, Inc., Class A | 1,087 | 10,229 |
Health care – 13.5% | 103,234,326 | |
Biotechnology – 2.2% | ||
AbbVie, Inc. | 23,506 | 3,473,012 |
Alnylam Pharmaceuticals, Inc. (A) | 2,464 | 557,850 |
Amgen, Inc. | 9,882 | 2,494,217 |
Biogen, Inc. (A) | 4,356 | 1,267,160 |
Biohaven, Ltd. (A) | 406 | 7,751 |
BioMarin Pharmaceutical, Inc. (A) | 5,971 | 688,755 |
Exact Sciences Corp. (A) | 2,961 | 199,927 |
Gilead Sciences, Inc. | 26,930 | 2,260,504 |
Horizon Therapeutics PLC (A) | 6,202 | 680,483 |
Incyte Corp. (A) | 4,833 | 411,482 |
Karuna Therapeutics, Inc. (A) | 133 | 26,519 |
Moderna, Inc. (A) | 4,696 | 826,778 |
Neurocrine Biosciences, Inc. (A) | 2,082 | 230,956 |
Regeneron Pharmaceuticals, Inc. (A) | 2,112 | 1,601,889 |
Sarepta Therapeutics, Inc. (A) | 455 | 56,861 |
Seagen, Inc. (A) | 2,974 | 414,814 |
United Therapeutics Corp. (A) | 765 | 201,325 |
Vertex Pharmaceuticals, Inc. (A) | 4,374 | 1,413,239 |
MULTIFACTOR LARGE CAP ETF (continued)
Shares or Principal Amount | Value | |
Health care (continued) | ||
Health care equipment and supplies – 2.6% | ||
Abbott Laboratories | 26,403 | $2,918,852 |
ABIOMED, Inc. (A)(C) | 1,170 | 1,193 |
Align Technology, Inc. (A) | 1,153 | 310,999 |
Baxter International, Inc. | 13,749 | 628,192 |
Becton, Dickinson and Company | 5,063 | 1,276,990 |
Boston Scientific Corp. (A) | 24,192 | 1,118,880 |
Dentsply Sirona, Inc. | 8,546 | 314,749 |
DexCom, Inc. (A) | 6,403 | 685,697 |
Edwards Lifesciences Corp. (A) | 12,044 | 923,775 |
Envista Holdings Corp. (A) | 1,498 | 58,407 |
GE HealthCare Technologies, Inc. (A) | 4,480 | 311,450 |
Hologic, Inc. (A) | 13,933 | 1,133,728 |
IDEXX Laboratories, Inc. (A) | 2,369 | 1,138,305 |
Insulet Corp. (A) | 1,430 | 410,868 |
Intuitive Surgical, Inc. (A) | 4,371 | 1,073,911 |
Masimo Corp. (A) | 1,356 | 230,628 |
Medtronic PLC | 18,181 | 1,521,568 |
Novocure, Ltd. (A) | 1,515 | 138,138 |
ResMed, Inc. | 5,682 | 1,297,598 |
Shockwave Medical, Inc. (A) | 181 | 34,015 |
STERIS PLC | 3,429 | 708,123 |
Stryker Corp. | 4,896 | 1,242,654 |
Teleflex, Inc. | 1,542 | 375,354 |
The Cooper Companies, Inc. | 1,876 | 654,593 |
Zimmer Biomet Holdings, Inc. | 7,865 | 1,001,529 |
Health care providers and services – 3.4% | ||
Acadia Healthcare Company, Inc. (A) | 867 | 72,845 |
agilon health, Inc. (A)(B) | 2,680 | 58,317 |
AmerisourceBergen Corp. | 6,424 | 1,085,399 |
Cardinal Health, Inc. | 12,176 | 940,596 |
Centene Corp. (A) | 16,144 | 1,230,819 |
Chemed Corp. | 147 | 74,256 |
Cigna Corp. | 7,026 | 2,224,923 |
CVS Health Corp. | 24,184 | 2,133,512 |
DaVita, Inc. (A) | 3,098 | 255,244 |
Elevance Health, Inc. | 4,784 | 2,391,952 |
HCA Healthcare, Inc. | 4,875 | 1,243,466 |
Henry Schein, Inc. (A) | 8,026 | 691,440 |
Humana, Inc. | 3,676 | 1,881,009 |
Laboratory Corp. of America Holdings | 5,623 | 1,417,671 |
McKesson Corp. | 3,165 | 1,198,522 |
Molina Healthcare, Inc. (A) | 2,673 | 833,522 |
Quest Diagnostics, Inc. | 9,354 | 1,388,882 |
R1 RCM, Inc. (A) | 1,060 | 15,169 |
UnitedHealth Group, Inc. | 12,300 | 6,140,037 |
Universal Health Services, Inc., Class B | 4,366 | 647,085 |
Health care technology – 0.0% | ||
Doximity, Inc., Class A (A)(B) | 528 | 18,623 |
Veeva Systems, Inc., Class A (A) | 2,157 | 367,876 |
SEE NOTES TO FUNDS’ INVESTMENTS | QUARTERLY REPORT | JOHN HANCOCK MULTIFACTOR ETFS | 23 |
MULTIFACTOR LARGE CAP ETF (continued)
Shares or Principal Amount | Value | |
Health care (continued) | ||
Life sciences tools and services – 2.0% | ||
Agilent Technologies, Inc. | 9,112 | $1,385,753 |
Avantor, Inc. (A) | 16,670 | 398,413 |
Bio-Rad Laboratories, Inc., Class A (A) | 790 | 369,293 |
Bio-Techne Corp. | 4,329 | 344,848 |
Bruker Corp. | 3,719 | 260,776 |
Charles River Laboratories International, Inc. (A) | 1,744 | 424,228 |
Danaher Corp. | 9,420 | 2,490,460 |
Illumina, Inc. (A) | 2,780 | 595,476 |
IQVIA Holdings, Inc. (A) | 6,086 | 1,396,189 |
Mettler-Toledo International, Inc. (A) | 1,102 | 1,689,278 |
PerkinElmer, Inc. | 5,092 | 700,303 |
Repligen Corp. (A) | 1,056 | 195,677 |
Syneos Health, Inc. (A) | 2,780 | 99,858 |
Thermo Fisher Scientific, Inc. | 6,035 | 3,441,942 |
Waters Corp. (A) | 2,682 | 881,252 |
West Pharmaceutical Services, Inc. | 2,529 | 671,702 |
Pharmaceuticals – 3.3% | ||
Bristol-Myers Squibb Company | 36,826 | 2,675,409 |
Catalent, Inc. (A) | 5,967 | 319,533 |
Elanco Animal Health, Inc. (A) | 14,976 | 205,620 |
Eli Lilly & Company | 12,161 | 4,185,208 |
Jazz Pharmaceuticals PLC (A) | 2,327 | 364,548 |
Johnson & Johnson | 40,266 | 6,580,270 |
Merck & Company, Inc. | 40,129 | 4,310,256 |
Organon & Company | 6,263 | 188,704 |
Pfizer, Inc. | 98,345 | 4,342,915 |
Royalty Pharma PLC, Class A | 7,403 | 290,124 |
Viatris, Inc. | 35,369 | 430,087 |
Zoetis, Inc. | 8,226 | 1,361,321 |
Industrials – 11.2% | 85,676,672 | |
Aerospace and defense – 1.7% | ||
Axon Enterprise, Inc. (A) | 970 | 189,577 |
General Dynamics Corp. | 4,975 | 1,159,474 |
HEICO Corp. | 1,172 | 200,353 |
HEICO Corp., Class A | 2,036 | 272,172 |
Howmet Aerospace, Inc. | 16,176 | 658,201 |
Huntington Ingalls Industries, Inc. | 1,929 | 425,422 |
L3Harris Technologies, Inc. | 4,299 | 923,511 |
Lockheed Martin Corp. | 3,897 | 1,805,324 |
Northrop Grumman Corp. | 2,501 | 1,120,548 |
Raytheon Technologies Corp. | 26,726 | 2,668,591 |
Textron, Inc. | 11,505 | 838,139 |
The Boeing Company (A) | 6,869 | 1,463,097 |
TransDigm Group, Inc. | 1,462 | 1,049,351 |
Air freight and logistics – 0.6% | ||
C.H. Robinson Worldwide, Inc. | 6,410 | 642,090 |
Expeditors International of Washington, Inc. | 7,945 | 859,252 |
FedEx Corp. | 5,617 | 1,088,912 |
MULTIFACTOR LARGE CAP ETF (continued)
Shares or Principal Amount | Value | |
Industrials (continued) | ||
Air freight and logistics (continued) | ||
United Parcel Service, Inc., Class B | 9,595 | $1,777,282 |
Airlines – 0.1% | ||
American Airlines Group, Inc. (A) | 6,021 | 97,179 |
Delta Air Lines, Inc. (A) | 5,796 | 226,624 |
Southwest Airlines Company | 7,280 | 260,406 |
United Airlines Holdings, Inc. (A) | 4,052 | 198,386 |
Building products – 1.1% | ||
A.O. Smith Corp. | 5,328 | 360,706 |
Advanced Drainage Systems, Inc. | 1,423 | 143,495 |
Allegion PLC | 5,078 | 596,919 |
Builders FirstSource, Inc. (A) | 6,597 | 525,781 |
Carlisle Companies, Inc. | 2,748 | 689,363 |
Carrier Global Corp. | 33,306 | 1,516,422 |
Fortune Brands Innovations, Inc. | 6,054 | 390,544 |
Johnson Controls International PLC | 21,778 | 1,515,095 |
Lennox International, Inc. | 1,393 | 363,044 |
Masco Corp. | 10,085 | 536,522 |
Masterbrand, Inc. (A) | 6,104 | 56,157 |
Owens Corning | 5,614 | 542,593 |
Trane Technologies PLC | 7,495 | 1,342,504 |
Commercial services and supplies – 0.7% | ||
Cintas Corp. | 2,207 | 979,334 |
Copart, Inc. (A) | 17,878 | 1,190,854 |
Republic Services, Inc. | 6,335 | 790,735 |
Rollins, Inc. | 8,841 | 321,812 |
Tetra Tech, Inc. | 792 | 123,172 |
Waste Management, Inc. | 11,793 | 1,824,731 |
Construction and engineering – 0.2% | ||
AECOM | 4,934 | 430,590 |
Quanta Services, Inc. | 4,697 | 714,836 |
WillScot Mobile Mini Holdings Corp. (A) | 3,627 | 175,764 |
Electrical equipment – 0.9% | ||
AMETEK, Inc. | 9,392 | 1,361,089 |
Eaton Corp. PLC | 9,859 | 1,599,228 |
Emerson Electric Company | 14,159 | 1,277,425 |
Generac Holdings, Inc. (A) | 1,482 | 178,729 |
Hubbell, Inc. | 2,288 | 523,746 |
Plug Power, Inc. (A)(B) | 12,058 | 205,227 |
Regal Rexnord Corp. | 1,118 | 155,626 |
Rockwell Automation, Inc. | 5,168 | 1,457,531 |
Sensata Technologies Holding PLC | 6,961 | 353,967 |
Industrial conglomerates – 0.6% | ||
3M Company | 10,048 | 1,156,324 |
General Electric Company | 13,493 | 1,085,917 |
Honeywell International, Inc. | 11,064 | 2,306,623 |
Machinery – 2.8% | ||
AGCO Corp. | 1,683 | 232,473 |
Caterpillar, Inc. | 10,432 | 2,631,889 |
24 | JOHN HANCOCK MULTIFACTOR ETFS | QUARTERLY REPORT | SEE NOTES TO FUNDS’ INVESTMENTS |
MULTIFACTOR LARGE CAP ETF (continued)
Shares or Principal Amount | Value | |
Industrials (continued) | ||
Machinery (continued) | ||
Chart Industries, Inc. (A) | 379 | $50,778 |
Cummins, Inc. | 6,343 | 1,582,832 |
Deere & Company | 5,596 | 2,366,213 |
Dover Corp. | 7,420 | 1,126,579 |
Fortive Corp. | 12,065 | 820,782 |
Graco, Inc. | 5,783 | 395,095 |
IDEX Corp. | 3,000 | 719,040 |
Illinois Tool Works, Inc. | 7,201 | 1,699,724 |
Ingersoll Rand, Inc. | 13,642 | 763,952 |
Lincoln Electric Holdings, Inc. | 2,423 | 404,326 |
Nordson Corp. | 1,851 | 450,348 |
Otis Worldwide Corp. | 11,694 | 961,598 |
PACCAR, Inc. | 17,466 | 1,909,208 |
Parker-Hannifin Corp. | 6,213 | 2,025,438 |
Pentair PLC | 6,712 | 371,711 |
RBC Bearings, Inc. (A) | 248 | 60,505 |
Snap-on, Inc. | 2,483 | 617,597 |
Stanley Black & Decker, Inc. | 7,026 | 627,492 |
The Middleby Corp. (A) | 1,513 | 235,196 |
The Toro Company | 4,011 | 447,307 |
Wabtec Corp. | 6,296 | 653,588 |
Xylem, Inc. | 6,398 | 665,456 |
Professional services – 0.7% | ||
Booz Allen Hamilton Holding Corp. | 5,808 | 549,669 |
Clarivate PLC (A) | 7,274 | 80,887 |
CoStar Group, Inc. (A) | 10,853 | 845,449 |
Dun & Bradstreet Holdings, Inc. | 2,786 | 40,815 |
Equifax, Inc. | 4,895 | 1,087,669 |
KBR, Inc. | 1,179 | 60,400 |
Leidos Holdings, Inc. | 5,890 | 582,168 |
Robert Half International, Inc. | 5,298 | 444,820 |
TransUnion | 7,136 | 512,008 |
Verisk Analytics, Inc. | 5,951 | 1,081,832 |
Road and rail – 1.2% | ||
Avis Budget Group, Inc. (A) | 443 | 88,618 |
CSX Corp. | 50,299 | 1,555,245 |
J.B. Hunt Transport Services, Inc. | 5,036 | 952,056 |
Knight-Swift Transportation Holdings, Inc. | 5,090 | 300,819 |
Norfolk Southern Corp. | 7,338 | 1,803,754 |
Old Dominion Freight Line, Inc. | 3,921 | 1,306,634 |
Uber Technologies, Inc. (A) | 16,023 | 495,591 |
U-Haul Holding Company (B) | 405 | 27,147 |
U-Haul Holding Company, Series N | 3,639 | 224,854 |
Union Pacific Corp. | 11,237 | 2,294,483 |
Trading companies and distributors – 0.6% | ||
Fastenal Company | 22,856 | 1,155,371 |
United Rentals, Inc. (A) | 4,489 | 1,979,425 |
W.W. Grainger, Inc. | 2,294 | 1,352,267 |
Watsco, Inc. | 1,111 | 319,268 |
MULTIFACTOR LARGE CAP ETF (continued)
Shares or Principal Amount | Value | |
Information technology – 21.9% | $167,013,522 | |
Communications equipment – 0.9% | ||
Arista Networks, Inc. (A) | 8,336 | 1,050,503 |
Ciena Corp. (A) | 5,014 | 260,828 |
Cisco Systems, Inc. | 71,059 | 3,458,442 |
F5, Inc. (A) | 2,717 | 401,192 |
Juniper Networks, Inc. | 16,542 | 534,307 |
Motorola Solutions, Inc. | 3,737 | 960,446 |
Ubiquiti, Inc. (B) | 190 | 55,510 |
Electronic equipment, instruments and components – 1.3% | ||
Amphenol Corp., Class A | 19,875 | 1,585,429 |
Arrow Electronics, Inc. (A) | 4,665 | 548,091 |
CDW Corp. | 5,612 | 1,100,120 |
Cognex Corp. | 5,220 | 285,743 |
Corning, Inc. | 36,843 | 1,275,136 |
Flex, Ltd. (A) | 31,709 | 740,405 |
Jabil, Inc. | 4,476 | 351,948 |
Keysight Technologies, Inc. (A) | 7,899 | 1,416,686 |
TD SYNNEX Corp. | 376 | 38,408 |
TE Connectivity, Ltd. | 9,325 | 1,185,674 |
Teledyne Technologies, Inc. (A) | 1,480 | 627,905 |
Trimble, Inc. (A) | 9,337 | 542,106 |
Zebra Technologies Corp., Class A (A) | 2,009 | 635,206 |
IT services – 4.2% | ||
Accenture PLC, Class A | 10,245 | 2,858,867 |
Affirm Holdings, Inc. (A)(B) | 846 | 13,697 |
Akamai Technologies, Inc. (A) | 7,366 | 655,206 |
Amdocs, Ltd. | 7,034 | 646,636 |
Automatic Data Processing, Inc. | 7,133 | 1,610,703 |
Block, Inc. (A) | 3,461 | 282,833 |
Broadridge Financial Solutions, Inc. | 4,596 | 691,055 |
Cloudflare, Inc., Class A (A) | 3,862 | 204,338 |
Cognizant Technology Solutions Corp., Class A | 17,506 | 1,168,526 |
Concentrix Corp. | 717 | 101,678 |
EPAM Systems, Inc. (A) | 1,599 | 531,907 |
Fidelity National Information Services, Inc. | 9,809 | 736,067 |
Fiserv, Inc. (A) | 8,971 | 957,026 |
FleetCor Technologies, Inc. (A) | 3,434 | 717,054 |
Gartner, Inc. (A) | 3,447 | 1,165,569 |
Genpact, Ltd. | 7,026 | 332,189 |
Global Payments, Inc. | 6,910 | 778,895 |
Globant SA (A) | 802 | 130,068 |
GoDaddy, Inc., Class A (A) | 4,613 | 378,866 |
IBM Corp. | 17,480 | 2,355,080 |
Jack Henry & Associates, Inc. | 3,156 | 568,364 |
Mastercard, Inc., Class A | 12,893 | 4,778,146 |
MongoDB, Inc. (A) | 1,007 | 215,709 |
Okta, Inc. (A) | 2,318 | 170,628 |
Paychex, Inc. | 8,142 | 943,332 |
PayPal Holdings, Inc. (A) | 14,222 | 1,158,951 |
Snowflake, Inc., Class A (A) | 1,435 | 224,491 |
SEE NOTES TO FUNDS’ INVESTMENTS | QUARTERLY REPORT | JOHN HANCOCK MULTIFACTOR ETFS | 25 |
MULTIFACTOR LARGE CAP ETF (continued)
Shares or Principal Amount | Value | |
Information technology (continued) | ||
IT services (continued) | ||
SS&C Technologies Holdings, Inc. | 9,242 | $557,755 |
Twilio, Inc., Class A (A) | 2,777 | 166,176 |
VeriSign, Inc. (A) | 3,593 | 783,454 |
Visa, Inc., Class A | 24,370 | 5,610,218 |
WEX, Inc. (A) | 1,421 | 262,842 |
Semiconductors and semiconductor equipment – 4.9% | ||
Advanced Micro Devices, Inc. (A) | 22,894 | 1,720,484 |
Analog Devices, Inc. | 9,863 | 1,691,209 |
Applied Materials, Inc. | 18,151 | 2,023,655 |
Broadcom, Inc. | 6,606 | 3,864,576 |
Enphase Energy, Inc. (A) | 3,017 | 667,903 |
Entegris, Inc. | 5,186 | 418,562 |
First Solar, Inc. (A) | 3,087 | 548,251 |
GLOBALFOUNDRIES, Inc. (A)(B) | 642 | 38,058 |
Intel Corp. | 74,437 | 2,103,590 |
KLA Corp. | 4,894 | 1,920,797 |
Lam Research Corp. | 3,530 | 1,765,353 |
Lattice Semiconductor Corp. (A) | 2,294 | 173,862 |
Marvell Technology, Inc. | 25,745 | 1,110,897 |
Microchip Technology, Inc. | 21,890 | 1,699,102 |
Micron Technology, Inc. | 22,274 | 1,343,109 |
Monolithic Power Systems, Inc. | 1,246 | 531,494 |
NVIDIA Corp. | 26,066 | 5,092,514 |
NXP Semiconductors NV | 3,358 | 618,913 |
ON Semiconductor Corp. (A) | 18,430 | 1,353,684 |
Qorvo, Inc. (A) | 4,830 | 524,828 |
Qualcomm, Inc. | 19,974 | 2,660,737 |
Skyworks Solutions, Inc. | 7,872 | 863,322 |
SolarEdge Technologies, Inc. (A) | 1,373 | 438,165 |
Teradyne, Inc. | 7,755 | 788,684 |
Texas Instruments, Inc. | 16,356 | 2,898,447 |
Wolfspeed, Inc. (A)(B) | 3,747 | 288,556 |
Software – 6.5% | ||
Adobe, Inc. (A) | 5,491 | 2,033,537 |
ANSYS, Inc. (A) | 3,127 | 832,908 |
AppLovin Corp., Class A (A) | 1,373 | 17,437 |
Aspen Technology, Inc. (A) | 1,125 | 223,594 |
Atlassian Corp., Class A (A) | 1,825 | 294,957 |
Autodesk, Inc. (A) | 3,678 | 791,358 |
Bentley Systems, Inc., Class B | 1,237 | 48,305 |
Bill.com Holdings, Inc. (A) | 1,779 | 205,688 |
Black Knight, Inc. (A) | 5,151 | 312,099 |
Cadence Design Systems, Inc. (A) | 6,242 | 1,141,225 |
Ceridian HCM Holding, Inc. (A) | 3,768 | 272,351 |
Confluent, Inc., Class A (A) | 910 | 21,021 |
Crowdstrike Holdings, Inc., Class A (A) | 1,838 | 194,644 |
Datadog, Inc., Class A (A) | 2,822 | 211,114 |
DocuSign, Inc. (A) | 1,879 | 113,943 |
Dolby Laboratories, Inc., Class A | 2,346 | 186,648 |
MULTIFACTOR LARGE CAP ETF (continued)
Shares or Principal Amount | Value | |
Information technology (continued) | ||
Software (continued) | ||
Dropbox, Inc., Class A (A) | 7,700 | $178,871 |
Dynatrace, Inc. (A) | 2,922 | 112,292 |
Elastic NV (A) | 1,211 | 71,255 |
Fair Isaac Corp. (A) | 934 | 621,997 |
Five9, Inc. (A) | 972 | 76,574 |
Fortinet, Inc. (A) | 18,185 | 951,803 |
Gen Digital, Inc. | 24,509 | 563,952 |
Gitlab, Inc., Class A (A)(B) | 366 | 18,084 |
HubSpot, Inc. (A) | 916 | 317,861 |
Intuit, Inc. | 4,234 | 1,789,585 |
Manhattan Associates, Inc. (A) | 1,966 | 256,288 |
Microsoft Corp. | 107,762 | 26,704,501 |
Oracle Corp. | 22,552 | 1,994,950 |
Palantir Technologies, Inc., Class A (A) | 5,612 | 43,661 |
Palo Alto Networks, Inc. (A) | 4,527 | 718,163 |
Paycom Software, Inc. (A) | 1,510 | 489,149 |
Paylocity Holding Corp. (A) | 925 | 192,668 |
Procore Technologies, Inc. (A) | 634 | 35,472 |
PTC, Inc. (A) | 3,487 | 470,327 |
Qualtrics International, Inc., Class A (A) | 1,090 | 17,189 |
Roper Technologies, Inc. | 2,382 | 1,016,519 |
salesforce.com, Inc. (A) | 11,105 | 1,865,307 |
Samsara, Inc., Class A (A) | 1,108 | 15,113 |
SentinelOne, Inc., Class A (A) | 1,812 | 27,343 |
ServiceNow, Inc. (A) | 2,034 | 925,734 |
Splunk, Inc. (A) | 3,742 | 358,371 |
Synopsys, Inc. (A) | 3,896 | 1,378,210 |
Tyler Technologies, Inc. (A) | 1,457 | 470,276 |
UiPath, Inc., Class A (A) | 2,422 | 37,202 |
Unity Software, Inc. (A) | 2,058 | 73,100 |
VMware, Inc., Class A (A) | 3,364 | 411,989 |
Workday, Inc., Class A (A) | 2,690 | 488,047 |
Zoom Video Communications, Inc., Class A (A) | 1,154 | 86,550 |
Zscaler, Inc. (A) | 1,345 | 166,995 |
Technology hardware, storage and peripherals – 4.1% | ||
Apple, Inc. | 185,565 | 26,775,174 |
Dell Technologies, Inc., Class C | 7,461 | 303,066 |
Hewlett Packard Enterprise Company | 48,377 | 780,321 |
HP, Inc. | 36,959 | 1,076,985 |
NetApp, Inc. | 12,264 | 812,245 |
Pure Storage, Inc., Class A (A) | 2,028 | 58,690 |
Seagate Technology Holdings PLC | 11,241 | 761,915 |
Western Digital Corp. (A) | 14,556 | 639,736 |
Materials – 4.5% | 34,563,066 | |
Chemicals – 2.5% | ||
Air Products & Chemicals, Inc. | 4,657 | 1,492,615 |
Albemarle Corp. | 3,749 | 1,055,156 |
Celanese Corp. | 6,040 | 744,128 |
CF Industries Holdings, Inc. | 9,640 | 816,508 |
26 | JOHN HANCOCK MULTIFACTOR ETFS | QUARTERLY REPORT | SEE NOTES TO FUNDS’ INVESTMENTS |
MULTIFACTOR LARGE CAP ETF (continued)
Shares or Principal Amount | Value | |
Materials (continued) | ||
Chemicals (continued) | ||
Corteva, Inc. | 20,698 | $1,333,986 |
Dow, Inc. | 24,418 | 1,449,208 |
DuPont de Nemours, Inc. | 15,608 | 1,154,212 |
Eastman Chemical Company | 6,609 | 582,716 |
Ecolab, Inc. | 5,313 | 822,612 |
FMC Corp. | 5,465 | 727,555 |
International Flavors & Fragrances, Inc. | 8,065 | 906,990 |
Linde PLC | 6,470 | 2,141,182 |
LyondellBasell Industries NV, Class A | 12,443 | 1,203,114 |
Olin Corp. | 3,567 | 230,393 |
PPG Industries, Inc. | 9,531 | 1,242,271 |
RPM International, Inc. | 5,687 | 511,318 |
The Mosaic Company | 16,529 | 818,847 |
The Sherwin-Williams Company | 6,019 | 1,424,035 |
Westlake Corp. | 1,709 | 209,780 |
Construction materials – 0.2% | ||
Martin Marietta Materials, Inc. | 2,431 | 874,285 |
Vulcan Materials Company | 5,011 | 918,667 |
Containers and packaging – 0.7% | ||
Amcor PLC | 57,363 | 691,798 |
AptarGroup, Inc. | 2,470 | 285,631 |
Avery Dennison Corp. | 3,369 | 638,223 |
Ball Corp. | 14,314 | 833,647 |
Berry Global Group, Inc. | 6,602 | 407,541 |
Crown Holdings, Inc. | 5,850 | 515,736 |
Graphic Packaging Holding Company | 3,151 | 75,908 |
International Paper Company | 21,957 | 918,242 |
Packaging Corp. of America | 4,802 | 685,245 |
Sealed Air Corp. | 3,104 | 169,975 |
Westrock Company | 10,811 | 424,224 |
Metals and mining – 1.1% | ||
Alcoa Corp. | 5,473 | 285,910 |
Cleveland-Cliffs, Inc. (A) | 16,674 | 355,990 |
Freeport-McMoRan, Inc. | 34,484 | 1,538,676 |
MP Materials Corp. (A) | 365 | 11,866 |
Newmont Corp. | 22,508 | 1,191,348 |
Nucor Corp. | 15,269 | 2,580,766 |
Reliance Steel & Aluminum Company | 3,262 | 741,942 |
Royal Gold, Inc. | 437 | 55,512 |
Southern Copper Corp. | 2,749 | 206,752 |
Steel Dynamics, Inc. | 10,681 | 1,288,556 |
Real estate – 3.2% | 24,734,453 | |
Equity real estate investment trusts – 3.0% | ||
Alexandria Real Estate Equities, Inc. | 3,948 | 634,602 |
American Homes 4 Rent, Class A | 7,579 | 259,884 |
American Tower Corp. | 5,547 | 1,239,144 |
Americold Realty Trust, Inc. | 4,575 | 143,701 |
Apartment Income REIT Corp. | 833 | 31,871 |
MULTIFACTOR LARGE CAP ETF (continued)
Shares or Principal Amount | Value | |
Real estate (continued) | ||
Equity real estate investment trusts (continued) | ||
AvalonBay Communities, Inc. | 3,891 | $690,419 |
Boston Properties, Inc. | 4,310 | 321,267 |
Camden Property Trust | 2,742 | 337,842 |
Crown Castle, Inc. | 5,929 | 878,144 |
CubeSmart | 5,416 | 247,999 |
Digital Realty Trust, Inc. | 6,644 | 761,535 |
EastGroup Properties, Inc. | 471 | 79,246 |
Equinix, Inc. | 1,261 | 930,782 |
Equity LifeStyle Properties, Inc. | 4,745 | 340,596 |
Equity Residential | 9,518 | 605,821 |
Essex Property Trust, Inc. | 1,850 | 418,230 |
Extra Space Storage, Inc. | 3,597 | 567,715 |
Federal Realty Investment Trust | 2,160 | 240,905 |
Gaming and Leisure Properties, Inc. | 6,196 | 331,858 |
Healthcare Realty Trust, Inc. | 2,684 | 57,787 |
Healthpeak Properties, Inc. | 14,416 | 396,152 |
Host Hotels & Resorts, Inc. | 20,865 | 393,305 |
Invitation Homes, Inc. | 15,341 | 498,583 |
Iron Mountain, Inc. | 8,087 | 441,388 |
Kimco Realty Corp. | 10,983 | 246,678 |
Lamar Advertising Company, Class A | 2,360 | 251,434 |
Life Storage, Inc. | 1,278 | 138,075 |
Medical Properties Trust, Inc. | 14,735 | 190,818 |
Mid-America Apartment Communities, Inc. | 3,176 | 529,503 |
National Retail Properties, Inc. | 4,618 | 218,662 |
Omega Healthcare Investors, Inc. | 1,593 | 46,898 |
Prologis, Inc. | 15,084 | 1,950,060 |
Public Storage | 2,131 | 648,549 |
Realty Income Corp. | 13,077 | 887,013 |
Regency Centers Corp. | 4,588 | 305,698 |
Rexford Industrial Realty, Inc. | 2,484 | 157,659 |
SBA Communications Corp. | 2,750 | 818,208 |
Simon Property Group, Inc. | 7,219 | 927,353 |
STORE Capital Corp. | 6,376 | 205,371 |
Sun Communities, Inc. | 2,949 | 462,580 |
UDR, Inc. | 8,342 | 355,286 |
Ventas, Inc. | 10,486 | 543,280 |
VICI Properties, Inc. | 21,892 | 748,269 |
Welltower, Inc. | 11,408 | 856,056 |
Weyerhaeuser Company | 27,526 | 947,720 |
WP Carey, Inc. | 4,831 | 413,195 |
Real estate management and development – 0.2% | ||
CBRE Group, Inc., Class A (A) | 17,006 | 1,454,183 |
Jones Lang LaSalle, Inc. (A) | 2,410 | 445,537 |
Zillow Group, Inc., Class A (A) | 840 | 36,086 |
Zillow Group, Inc., Class C (A) | 2,296 | 101,506 |
Utilities – 4.2% | 31,873,140 | |
Electric utilities – 2.3% | ||
Alliant Energy Corp. | 10,912 | 589,575 |
SEE NOTES TO FUNDS’ INVESTMENTS | QUARTERLY REPORT | JOHN HANCOCK MULTIFACTOR ETFS | 27 |
MULTIFACTOR LARGE CAP ETF (continued)
Shares or Principal Amount | Value | |
Utilities (continued) | ||
Electric utilities (continued) | ||
American Electric Power Company, Inc. | 14,641 | $1,375,668 |
Avangrid, Inc. | 2,299 | 96,949 |
Constellation Energy Corp. | 4,732 | 403,924 |
Duke Energy Corp. | 15,299 | 1,567,383 |
Edison International | 18,288 | 1,260,043 |
Entergy Corp. | 11,620 | 1,258,214 |
Evergy, Inc. | 12,347 | 773,540 |
Eversource Energy | 15,132 | 1,245,818 |
Exelon Corp. | 37,732 | 1,591,913 |
FirstEnergy Corp. | 23,450 | 960,278 |
NextEra Energy, Inc. | 21,076 | 1,572,902 |
NRG Energy, Inc. | 11,767 | 402,667 |
OGE Energy Corp. | 2,820 | 110,882 |
PG&E Corp. (A) | 31,018 | 493,186 |
Pinnacle West Capital Corp. | 6,216 | 463,403 |
PPL Corp. | 38,659 | 1,144,306 |
The Southern Company | 18,917 | 1,280,303 |
Xcel Energy, Inc. | 18,365 | 1,262,961 |
Gas utilities – 0.1% | ||
Atmos Energy Corp. | 5,131 | 603,098 |
UGI Corp. | 11,790 | 469,596 |
Independent power and renewable electricity producers –0.2% | ||
Brookfield Renewable Corp., Class A | 2,847 | 89,737 |
Clearway Energy, Inc., Class A | 401 | 12,852 |
Clearway Energy, Inc., Class C | 1,098 | 37,101 |
The AES Corp. | 32,974 | 903,817 |
Vistra Corp. | 15,156 | 349,497 |
Multi-utilities – 1.4% | ||
Ameren Corp. | 12,702 | 1,103,423 |
CenterPoint Energy, Inc. | 28,582 | 860,890 |
CMS Energy Corp. | 12,514 | 790,760 |
Consolidated Edison, Inc. | 17,055 | 1,625,512 |
Dominion Energy, Inc. | 11,900 | 757,316 |
DTE Energy Company | 9,101 | 1,059,083 |
NiSource, Inc. | 21,705 | 602,314 |
Public Service Enterprise Group, Inc. | 21,443 | 1,327,965 |
Sempra Energy | 6,379 | 1,022,745 |
WEC Energy Group, Inc. | 11,909 | 1,119,327 |
Water utilities – 0.2% | ||
American Water Works Company, Inc. | 6,144 | 961,475 |
Essential Utilities, Inc. | 6,906 | 322,717 |
SHORT-TERM INVESTMENTS – 0.1% | $333,099 | |
(Cost $333,099) | ||
Short-term funds – 0.1% | 333,099 | |
John Hancock Collateral Trust, 4.3787% (D)(E) | 3,099 | 30,985 |
MULTIFACTOR LARGE CAP ETF (continued)
Shares or Principal Amount | Value | |
State Street Institutional U.S. Government Money Market Fund, Premier Class, 4.1717% (D) | 302,114 | $302,114 |
Total investments (Multifactor Large Cap ETF) (Cost $669,513,715) 100.0% | $762,871,716 | |
Other assets and liabilities, net 0.0% | 243,504 | |
Total net assets 100.0% | $763,115,220 |
The percentage shown for each investment category is the total value of the category as a percentage of the net assets of the fund. | |
Security Abbreviations and Legend | |
(A) | Non-income producing security. |
(B) | All or a portion of this security is on loan as of 1-31-23. The value of securities on loan amounted to $860,862. In addition to the cash collateral invested in John Hancock Collateral Trust, if any, non-cash collateral of $823,770 in the form of U.S. Treasuries was pledged to the fund. |
(C) | Security is valued using significant unobservable inputs and is classified as Level 3 in the fair value hierarchy. |
(D) | The rate shown is the annualized seven-day yield as of 1-31-23. |
(E) | Investment is an affiliate of the fund, the advisor and/or subadvisor. This security represents the investment of cash collateral received for securities lending. |
MULTIFACTOR MID CAP ETF
As of 1-31-23 (unaudited)
Shares or Principal Amount | Value | |
COMMON STOCKS – 99.9% | $3,032,213,874 | |
(Cost $2,620,352,922) | ||
Communication services – 3.2% | 96,781,353 | |
Diversified telecommunication services – 0.4% | ||
Frontier Communications Parent, Inc. (A) | 154,629 | 4,578,565 |
Iridium Communications, Inc. (A) | 38,784 | 2,320,835 |
Lumen Technologies, Inc. | 898,170 | 4,715,393 |
Entertainment – 0.7% | ||
Endeavor Group Holdings, Inc., Class A (A) | 37,645 | 844,377 |
Liberty Media Corp.-Liberty Formula One, Series A (A) | 10,537 | 670,996 |
Liberty Media Corp.-Liberty Formula One, Series C (A) | 81,447 | 5,766,448 |
Live Nation Entertainment, Inc. (A) | 35,825 | 2,883,554 |
Take-Two Interactive Software, Inc. (A) | 52,749 | 5,972,769 |
Warner Brothers Discovery, Inc. (A) | 262,550 | 3,890,991 |
Warner Music Group Corp., Class A | 27,713 | 1,010,139 |
World Wrestling Entertainment, Inc., Class A | 13,825 | 1,169,872 |
Interactive media and services – 0.1% | ||
ZoomInfo Technologies, Inc. (A) | 56,585 | 1,597,395 |
Media – 2.0% | ||
Cable One, Inc. | 3,096 | 2,445,468 |
DISH Network Corp., Class A (A) | 109,782 | 1,579,763 |
Fox Corp., Class A | 133,372 | 4,526,646 |
Fox Corp., Class B | 57,739 | 1,830,326 |
Liberty Broadband Corp., Series A (A) | 7,329 | 656,825 |
Liberty Broadband Corp., Series C (A) | 48,019 | 4,311,146 |
Liberty Media Corp.-Liberty SiriusXM, Series A | 36,408 | 1,478,893 |
28 | 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) | ||
Liberty Media Corp.-Liberty SiriusXM, Series C (A) | 53,896 | $2,172,009 |
News Corp., Class A | 263,132 | 5,331,054 |
News Corp., Class B | 75,892 | 1,551,232 |
Nexstar Media Group, Inc. | 31,329 | 6,415,239 |
Omnicom Group, Inc. | 91,583 | 7,875,222 |
Paramount Global, Class A | 1,894 | 50,475 |
Paramount Global, Class B | 154,165 | 3,570,461 |
Sirius XM Holdings, Inc. (B) | 172,110 | 996,517 |
The Interpublic Group of Companies, Inc. | 258,148 | 9,412,076 |
The New York Times Company, Class A | 65,235 | 2,272,787 |
The Trade Desk, Inc., Class A (A) | 96,329 | 4,883,880 |
Consumer discretionary – 12.4% | 378,208,975 | |
Auto components – 0.7% | ||
Autoliv, Inc. | 58,156 | 5,357,331 |
BorgWarner, Inc. | 147,244 | 6,961,696 |
Gentex Corp. | 149,277 | 4,405,164 |
Lear Corp. | 40,237 | 5,865,750 |
QuantumScape Corp. (A)(B) | 22,872 | 194,641 |
Automobiles – 0.2% | ||
Harley-Davidson, Inc. | 106,027 | 4,880,423 |
Distributors – 0.8% | ||
Genuine Parts Company | 56,283 | 9,445,413 |
LKQ Corp. | 141,594 | 8,348,382 |
Pool Corp. | 16,778 | 6,469,765 |
Diversified consumer services – 0.4% | ||
ADT, Inc. | 148,150 | 1,302,239 |
H&R Block, Inc. | 50,693 | 1,976,013 |
Service Corp. International | 129,191 | 9,579,513 |
Hotels, restaurants and leisure – 2.6% | ||
Aramark | 141,192 | 6,287,280 |
Boyd Gaming Corp. | 47,399 | 2,953,432 |
Caesars Entertainment, Inc. (A) | 52,518 | 2,734,087 |
Carnival Corp. (A)(B) | 121,101 | 1,310,313 |
Choice Hotels International, Inc. | 18,297 | 2,248,518 |
Churchill Downs, Inc. | 15,215 | 3,774,842 |
Darden Restaurants, Inc. | 49,281 | 7,292,110 |
Domino’s Pizza, Inc. | 12,185 | 4,301,305 |
DraftKings, Inc., Class A (A)(B) | 49,078 | 735,679 |
Dutch Bros, Inc., Class A (A)(B) | 6,171 | 235,177 |
Expedia Group, Inc. (A) | 33,122 | 3,785,845 |
Hilton Grand Vacations, Inc. (A) | 16,931 | 801,852 |
Hyatt Hotels Corp., Class A (A) | 21,805 | 2,379,362 |
Light & Wonder, Inc. (A) | 23,443 | 1,529,656 |
Marriott Vacations Worldwide Corp. | 21,918 | 3,507,757 |
MGM Resorts International | 158,008 | 6,543,111 |
Norwegian Cruise Line Holdings, Ltd. (A) | 151,260 | 2,300,665 |
Penn Entertainment, Inc. (A) | 58,225 | 2,064,076 |
MULTIFACTOR MID CAP ETF (continued)
Shares or Principal Amount | Value | |
Consumer discretionary (continued) | ||
Hotels, restaurants and leisure (continued) | ||
Planet Fitness, Inc., Class A (A) | 32,282 | $2,732,671 |
Royal Caribbean Cruises, Ltd. (A) | 52,816 | 3,429,871 |
Texas Roadhouse, Inc. | 33,123 | 3,326,543 |
Vail Resorts, Inc. | 22,082 | 5,792,992 |
Wyndham Hotels & Resorts, Inc. | 51,934 | 4,025,404 |
Wynn Resorts, Ltd. (A) | 37,099 | 3,844,940 |
Household durables – 2.4% | ||
D.R. Horton, Inc. | 143,681 | 14,179,878 |
Garmin, Ltd. | 51,403 | 5,082,729 |
Leggett & Platt, Inc. | 51,799 | 1,893,771 |
Lennar Corp., A Shares | 101,104 | 10,353,050 |
Lennar Corp., B Shares | 5,540 | 478,434 |
Mohawk Industries, Inc. (A) | 29,648 | 3,559,539 |
Newell Brands, Inc. | 229,222 | 3,658,383 |
NVR, Inc. (A) | 1,599 | 8,426,730 |
PulteGroup, Inc. | 180,407 | 10,263,354 |
Toll Brothers, Inc. | 74,628 | 4,439,620 |
TopBuild Corp. (A) | 18,948 | 3,790,737 |
Whirlpool Corp. | 49,193 | 7,653,939 |
Internet and direct marketing retail – 0.3% | ||
eBay, Inc. | 86,071 | 4,260,515 |
Etsy, Inc. (A) | 38,658 | 5,318,568 |
Wayfair, Inc., Class A (A)(B) | 9,214 | 557,447 |
Leisure products – 0.6% | ||
Brunswick Corp. | 57,209 | 4,824,435 |
Hasbro, Inc. | 69,154 | 4,091,842 |
Mattel, Inc. (A) | 198,781 | 4,067,059 |
Polaris, Inc. | 36,172 | 4,153,992 |
Multiline retail – 0.6% | ||
Dillard’s, Inc., Class A | 1,980 | 778,754 |
Dollar Tree, Inc. (A) | 88,781 | 13,333,131 |
Macy’s, Inc. | 150,750 | 3,562,223 |
Specialty retail – 2.9% | ||
Advance Auto Parts, Inc. | 41,025 | 6,247,287 |
AutoNation, Inc. (A) | 50,782 | 6,435,095 |
Bath & Body Works, Inc. | 81,641 | 3,756,302 |
Best Buy Company, Inc. | 100,783 | 8,941,468 |
Burlington Stores, Inc. (A) | 17,431 | 4,006,167 |
CarMax, Inc. (A) | 72,375 | 5,098,819 |
Dick’s Sporting Goods, Inc. | 44,281 | 5,790,184 |
Five Below, Inc. (A) | 26,208 | 5,166,383 |
Floor & Decor Holdings, Inc., Class A (A) | 47,384 | 4,301,046 |
Lithia Motors, Inc. | 18,549 | 4,882,097 |
Murphy USA, Inc. | 8,099 | 2,203,171 |
Penske Automotive Group, Inc. | 14,565 | 1,861,698 |
RH (A)(B) | 7,654 | 2,387,971 |
Tractor Supply Company | 46,587 | 10,621,370 |
Ulta Beauty, Inc. (A) | 20,185 | 10,374,283 |
Williams-Sonoma, Inc. | 51,673 | 6,972,755 |
SEE NOTES TO FUNDS’ INVESTMENTS | QUARTERLY REPORT | JOHN HANCOCK MULTIFACTOR ETFS | 29 |
MULTIFACTOR MID CAP ETF (continued)
Shares or Principal Amount | Value | |
Consumer discretionary (continued) | ||
Textiles, apparel and luxury goods – 0.9% | ||
Capri Holdings, Ltd. (A) | 85,757 | $5,701,983 |
Deckers Outdoor Corp. (A) | 16,298 | 6,967,069 |
Levi Strauss & Company, Class A (B) | 45,367 | 834,753 |
Ralph Lauren Corp. | 24,216 | 2,999,152 |
Skechers USA, Inc., Class A (A) | 76,581 | 3,687,375 |
Tapestry, Inc. | 165,034 | 7,520,599 |
Consumer staples – 3.8% | 115,472,314 | |
Beverages – 0.2% | ||
Celsius Holdings, Inc. (A) | 7,716 | 774,069 |
Molson Coors Beverage Company, Class B | 84,923 | 4,465,251 |
National Beverage Corp. (A) | 7,445 | 329,069 |
Food and staples retailing – 0.9% | ||
Albertsons Companies, Inc., Class A | 58,214 | 1,234,137 |
BJ’s Wholesale Club Holdings, Inc. (A) | 64,449 | 4,670,619 |
Casey’s General Stores, Inc. | 21,654 | 5,108,395 |
Performance Food Group Company (A) | 70,991 | 4,353,168 |
The Kroger Company | 162,915 | 7,270,896 |
U.S. Foods Holding Corp. (A) | 131,181 | 5,001,932 |
Food products – 2.2% | ||
Bunge, Ltd. | 77,389 | 7,669,250 |
Campbell Soup Company | 84,872 | 4,407,403 |
Conagra Brands, Inc. | 156,395 | 5,816,330 |
Darling Ingredients, Inc. (A) | 101,017 | 6,696,417 |
Flowers Foods, Inc. | 77,190 | 2,137,391 |
Hormel Foods Corp. | 61,170 | 2,771,613 |
Ingredion, Inc. | 43,935 | 4,516,518 |
Kellogg Company | 64,791 | 4,443,367 |
Lamb Weston Holdings, Inc. | 70,606 | 7,052,833 |
McCormick & Company, Inc. | 69,919 | 5,252,315 |
Pilgrim’s Pride Corp. (A) | 30,460 | 739,569 |
Post Holdings, Inc. (A) | 39,790 | 3,778,061 |
The J.M. Smucker Company | 43,073 | 6,581,554 |
Tyson Foods, Inc., Class A | 92,228 | 6,063,991 |
Household products – 0.4% | ||
Church & Dwight Company, Inc. | 74,369 | 6,013,477 |
Reynolds Consumer Products, Inc. | 30,645 | 912,302 |
The Clorox Company | 39,344 | 5,692,683 |
Personal products – 0.1% | ||
Coty, Inc., Class A (A) | 172,661 | 1,719,704 |
Energy – 4.7% | 142,126,766 | |
Energy equipment and services – 0.7% | ||
Baker Hughes Company | 251,531 | 7,983,594 |
Halliburton Company | 224,681 | 9,261,351 |
NOV, Inc. | 151,458 | 3,701,634 |
Oil, gas and consumable fuels – 4.0% | ||
Antero Resources Corp. (A) | 100,904 | 2,910,071 |
APA Corp. | 152,262 | 6,749,774 |
MULTIFACTOR MID CAP ETF (continued)
Shares or Principal Amount | Value | |
Energy (continued) | ||
Oil, gas and consumable fuels (continued) | ||
Cheniere Energy, Inc. | 61,328 | $9,370,305 |
Chesapeake Energy Corp. | 50,380 | 4,368,954 |
Chord Energy Corp. | 12,608 | 1,807,105 |
Civitas Resources, Inc. | 20,887 | 1,390,030 |
Coterra Energy, Inc. | 296,814 | 7,429,254 |
Diamondback Energy, Inc. | 75,697 | 11,060,846 |
DT Midstream, Inc. | 31,087 | 1,699,215 |
EQT Corp. | 117,744 | 3,846,696 |
Hess Corp. | 76,249 | 11,449,550 |
HF Sinclair Corp. | 67,393 | 3,834,662 |
Magnolia Oil & Gas Corp., Class A | 54,130 | 1,278,009 |
Marathon Oil Corp. | 356,852 | 9,802,724 |
Matador Resources Company | 51,190 | 3,386,730 |
Murphy Oil Corp. | 60,892 | 2,655,500 |
New Fortress Energy, Inc. (B) | 16,134 | 625,838 |
ONEOK, Inc. | 124,964 | 8,557,535 |
Ovintiv, Inc. | 137,204 | 6,754,553 |
PBF Energy, Inc., Class A | 3,876 | 162,753 |
PDC Energy, Inc. | 50,435 | 3,415,963 |
Range Resources Corp. | 102,741 | 2,570,580 |
SM Energy Company | 46,396 | 1,525,037 |
Southwestern Energy Company (A) | 357,227 | 1,971,893 |
Targa Resources Corp. | 89,770 | 6,734,545 |
Texas Pacific Land Corp. | 2,799 | 5,586,384 |
Vitesse Energy, Inc. (A) | 14,767 | 235,681 |
Financials – 14.6% | 443,866,253 | |
Banks – 4.7% | ||
Bank OZK | 23,758 | 1,085,028 |
BOK Financial Corp. | 14,638 | 1,471,119 |
Cadence Bank | 41,852 | 1,070,574 |
Citizens Financial Group, Inc. | 182,431 | 7,902,911 |
Comerica, Inc. | 70,110 | 5,139,764 |
Commerce Bancshares, Inc. | 67,050 | 4,462,848 |
Cullen/Frost Bankers, Inc. | 29,271 | 3,813,426 |
East West Bancorp, Inc. | 86,963 | 6,828,335 |
Fifth Third Bancorp | 278,744 | 10,115,620 |
First Citizens BancShares, Inc., Class A | 4,700 | 3,655,096 |
First Financial Bankshares, Inc. | 58,409 | 2,080,529 |
First Horizon Corp. | 317,130 | 7,842,625 |
First Interstate BancSystem, Inc., Class A | 22,376 | 802,851 |
First Republic Bank | 54,007 | 7,608,506 |
Glacier Bancorp, Inc. | 33,399 | 1,522,660 |
Huntington Bancshares, Inc. | 542,944 | 8,236,460 |
KeyCorp | 381,485 | 7,320,697 |
M&T Bank Corp. | 62,464 | 9,744,384 |
Old National Bancorp | 24,482 | 428,435 |
Pinnacle Financial Partners, Inc. | 37,748 | 2,971,900 |
Popular, Inc. | 41,009 | 2,814,858 |
Prosperity Bancshares, Inc. | 46,959 | 3,562,310 |
30 | 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) | ||
Regions Financial Corp. | 411,337 | $9,682,873 |
Signature Bank | 20,250 | 2,611,238 |
SouthState Corp. | 27,956 | 2,225,298 |
SVB Financial Group (A) | 19,719 | 5,963,814 |
Synovus Financial Corp. | 88,340 | 3,705,863 |
United Bankshares, Inc. | 11,383 | 457,597 |
Valley National Bancorp | 165,818 | 1,969,918 |
Webster Financial Corp. | 65,285 | 3,437,255 |
Western Alliance Bancorp | 58,746 | 4,427,686 |
Wintrust Financial Corp. | 27,853 | 2,547,714 |
Zions Bancorp NA | 103,079 | 5,479,680 |
Capital markets – 3.8% | ||
Affiliated Managers Group, Inc. | 16,201 | 2,798,561 |
Ameriprise Financial, Inc. | 42,314 | 14,814,978 |
Ares Management Corp., Class A | 38,661 | 3,208,476 |
Cboe Global Markets, Inc. | 52,318 | 6,428,836 |
FactSet Research Systems, Inc. | 16,159 | 6,834,287 |
Franklin Resources, Inc. | 154,343 | 4,815,502 |
Houlihan Lokey, Inc. | 22,524 | 2,231,453 |
Interactive Brokers Group, Inc., Class A | 32,637 | 2,609,002 |
Invesco, Ltd. | 254,741 | 4,715,256 |
Jefferies Financial Group, Inc. | 126,474 | 4,967,899 |
LPL Financial Holdings, Inc. | 34,805 | 8,252,962 |
MarketAxess Holdings, Inc. | 15,476 | 5,630,943 |
Morningstar, Inc. | 11,145 | 2,706,898 |
Nasdaq, Inc. | 136,738 | 8,230,260 |
Northern Trust Corp. | 69,186 | 6,708,966 |
Raymond James Financial, Inc. | 74,233 | 8,371,255 |
Robinhood Markets, Inc., Class A (A) | 85,565 | 890,732 |
SEI Investments Company | 71,391 | 4,456,940 |
State Street Corp. | 110,758 | 10,115,528 |
Stifel Financial Corp. | 65,694 | 4,428,433 |
TPG, Inc. | 19,291 | 621,363 |
Tradeweb Markets, Inc., Class A | 20,718 | 1,544,320 |
Consumer finance – 0.6% | ||
Ally Financial, Inc. | 248,269 | 8,066,260 |
Credit Acceptance Corp. (A) | 4,760 | 2,202,166 |
Synchrony Financial | 224,762 | 8,255,508 |
Diversified financial services – 0.7% | ||
Apollo Global Management, Inc. | 82,232 | 5,820,381 |
Equitable Holdings, Inc. | 284,195 | 9,114,134 |
Voya Financial, Inc. | 89,440 | 6,240,229 |
Insurance – 4.8% | ||
American Financial Group, Inc. | 47,492 | 6,771,884 |
Arch Capital Group, Ltd. (A) | 121,820 | 7,839,117 |
Arthur J. Gallagher & Company | 64,711 | 12,665,237 |
Assurant, Inc. | 32,621 | 4,325,218 |
Brown & Brown, Inc. | 79,104 | 4,632,330 |
Cincinnati Financial Corp. | 51,698 | 5,849,629 |
MULTIFACTOR MID CAP ETF (continued)
Shares or Principal Amount | Value | |
Financials (continued) | ||
Insurance (continued) | ||
CNA Financial Corp. | 13,176 | $573,947 |
Erie Indemnity Company, Class A | 11,756 | 2,872,579 |
Everest Re Group, Ltd. | 20,258 | 7,084,020 |
F&G Annuities & Life, Inc. | 12,478 | 267,778 |
Fidelity National Financial, Inc. | 183,936 | 8,098,702 |
First American Financial Corp. | 77,556 | 4,798,390 |
Globe Life, Inc. | 55,882 | 6,753,340 |
Kinsale Capital Group, Inc. | 6,187 | 1,722,708 |
Lincoln National Corp. | 85,376 | 3,024,872 |
Loews Corp. | 90,479 | 5,562,649 |
Markel Corp. (A) | 4,377 | 6,167,105 |
Old Republic International Corp. | 183,793 | 4,850,297 |
Principal Financial Group, Inc. | 108,066 | 10,001,508 |
Reinsurance Group of America, Inc. | 42,292 | 6,418,657 |
RenaissanceRe Holdings, Ltd. | 23,499 | 4,598,519 |
The Hartford Financial Services Group, Inc. | 162,830 | 12,637,236 |
Unum Group | 74,573 | 3,134,303 |
W.R. Berkley Corp. | 80,228 | 5,627,192 |
Willis Towers Watson PLC | 37,443 | 9,517,636 |
Health care – 10.9% | 329,848,254 | |
Biotechnology – 2.0% | ||
Alnylam Pharmaceuticals, Inc. (A) | 28,410 | 6,432,024 |
Apellis Pharmaceuticals, Inc. (A) | 16,406 | 865,088 |
Biohaven, Ltd. (A) | 3,744 | 71,473 |
BioMarin Pharmaceutical, Inc. (A) | 65,036 | 7,501,903 |
CRISPR Therapeutics AG (A)(B) | 21,449 | 1,094,328 |
Exact Sciences Corp. (A) | 42,154 | 2,846,238 |
Exelixis, Inc. (A) | 200,856 | 3,539,083 |
Halozyme Therapeutics, Inc. (A) | 43,955 | 2,275,550 |
Horizon Therapeutics PLC (A) | 99,751 | 10,944,680 |
Incyte Corp. (A) | 55,574 | 4,731,570 |
Ionis Pharmaceuticals, Inc. (A) | 22,801 | 909,076 |
Karuna Therapeutics, Inc. (A) | 4,644 | 925,967 |
Natera, Inc. (A) | 20,855 | 895,305 |
Neurocrine Biosciences, Inc. (A) | 42,250 | 4,686,793 |
Sarepta Therapeutics, Inc. (A) | 21,850 | 2,730,595 |
Seagen, Inc. (A) | 24,480 | 3,414,470 |
United Therapeutics Corp. (A) | 27,963 | 7,359,023 |
Health care equipment and supplies – 2.7% | ||
ABIOMED, Inc. (A)(C) | 18,321 | 18,687 |
Dentsply Sirona, Inc. | 139,035 | 5,120,659 |
Envista Holdings Corp. (A) | 93,433 | 3,642,953 |
Globus Medical, Inc., Class A (A) | 45,258 | 3,416,979 |
Hologic, Inc. (A) | 126,892 | 10,325,202 |
Inspire Medical Systems, Inc. (A) | 7,191 | 1,819,754 |
Insulet Corp. (A) | 17,839 | 5,125,501 |
Lantheus Holdings, Inc. (A) | 20,083 | 1,154,773 |
Masimo Corp. (A) | 25,229 | 4,290,948 |
Novocure, Ltd. (A) | 25,154 | 2,293,542 |
SEE NOTES TO FUNDS’ INVESTMENTS | QUARTERLY REPORT | JOHN HANCOCK MULTIFACTOR ETFS | 31 |
MULTIFACTOR MID CAP ETF (continued)
Shares or Principal Amount | Value | |
Health care (continued) | ||
Health care equipment and supplies (continued) | ||
Penumbra, Inc. (A) | 12,684 | $3,176,200 |
QuidelOrtho Corp. (A) | 7,772 | 665,361 |
ResMed, Inc. | 51,044 | 11,656,918 |
Shockwave Medical, Inc. (A) | 10,575 | 1,987,360 |
STERIS PLC | 38,497 | 7,950,015 |
Teleflex, Inc. | 19,653 | 4,783,933 |
The Cooper Companies, Inc. | 19,851 | 6,926,609 |
Zimmer Biomet Holdings, Inc. | 59,513 | 7,578,385 |
Health care providers and services – 2.9% | ||
Acadia Healthcare Company, Inc. (A) | 37,183 | 3,124,116 |
agilon health, Inc. (A)(B) | 52,548 | 1,143,444 |
AmerisourceBergen Corp. | 49,505 | 8,364,365 |
Cardinal Health, Inc. | 95,879 | 7,406,653 |
Chemed Corp. | 8,727 | 4,408,357 |
DaVita, Inc. (A) | 40,705 | 3,353,685 |
Encompass Health Corp. | 73,853 | 4,612,120 |
Guardant Health, Inc. (A) | 24,743 | 777,672 |
HealthEquity, Inc. (A) | 23,569 | 1,434,174 |
Henry Schein, Inc. (A) | 93,854 | 8,085,522 |
Laboratory Corp. of America Holdings | 47,763 | 12,042,008 |
Molina Healthcare, Inc. (A) | 26,673 | 8,317,442 |
Oak Street Health, Inc. (A) | 20,439 | 593,957 |
Option Care Health, Inc. (A) | 49,691 | 1,434,579 |
Quest Diagnostics, Inc. | 70,004 | 10,394,194 |
R1 RCM, Inc. (A) | 50,170 | 717,933 |
Signify Health, Inc., Class A (A) | 14,890 | 423,769 |
Tenet Healthcare Corp. (A) | 55,081 | 3,021,193 |
Universal Health Services, Inc., Class B | 55,826 | 8,273,971 |
Health care technology – 0.0% | ||
Doximity, Inc., Class A (A)(B) | 12,111 | 427,155 |
Teladoc Health, Inc. (A) | 22,994 | 676,024 |
Life sciences tools and services – 2.3% | ||
Avantor, Inc. (A) | 211,361 | 5,051,528 |
Bio-Rad Laboratories, Inc., Class A (A) | 10,032 | 4,689,559 |
Bio-Techne Corp. | 69,821 | 5,561,941 |
Bruker Corp. | 65,782 | 4,612,634 |
Charles River Laboratories International, Inc. (A) | 22,745 | 5,532,721 |
Maravai LifeSciences Holdings, Inc., Class A (A) | 33,524 | 491,462 |
Mettler-Toledo International, Inc. (A) | 8,719 | 13,365,529 |
PerkinElmer, Inc. | 56,160 | 7,723,685 |
Repligen Corp. (A) | 22,085 | 4,092,351 |
Sotera Health Company (A) | 42,978 | 740,941 |
Syneos Health, Inc. (A) | 63,157 | 2,268,599 |
Waters Corp. (A) | 20,659 | 6,788,134 |
West Pharmaceutical Services, Inc. | 26,537 | 7,048,227 |
Pharmaceuticals – 1.0% | ||
Catalent, Inc. (A) | 84,625 | 4,531,669 |
MULTIFACTOR MID CAP ETF (continued)
Shares or Principal Amount | Value | |
Health care (continued) | ||
Pharmaceuticals (continued) | ||
Elanco Animal Health, Inc. (A) | 193,931 | $2,662,673 |
Jazz Pharmaceuticals PLC (A) | 40,078 | 6,278,619 |
Organon & Company | 87,474 | 2,635,592 |
Perrigo Company PLC | 51,503 | 1,927,242 |
Royalty Pharma PLC, Class A | 74,732 | 2,928,747 |
Viatris, Inc. | 717,691 | 8,727,123 |
Industrials – 16.9% | 512,635,035 | |
Aerospace and defense – 1.0% | ||
Axon Enterprise, Inc. (A) | 18,397 | 3,595,510 |
Curtiss-Wright Corp. | 13,044 | 2,162,695 |
HEICO Corp. | 12,048 | 2,059,606 |
HEICO Corp., Class A | 19,699 | 2,633,362 |
Howmet Aerospace, Inc. | 139,665 | 5,682,969 |
Huntington Ingalls Industries, Inc. | 23,187 | 5,113,661 |
Textron, Inc. | 90,286 | 6,577,335 |
Woodward, Inc. | 30,437 | 3,112,488 |
Air freight and logistics – 0.6% | ||
C.H. Robinson Worldwide, Inc. | 55,422 | 5,551,622 |
Expeditors International of Washington, Inc. | 71,918 | 7,777,932 |
GXO Logistics, Inc. (A) | 60,790 | 3,181,141 |
Airlines – 0.2% | ||
Alaska Air Group, Inc. (A) | 22,365 | 1,148,219 |
American Airlines Group, Inc. (A) | 62,116 | 1,002,552 |
Delta Air Lines, Inc. (A) | 47,729 | 1,866,204 |
Southwest Airlines Company | 37,469 | 1,340,266 |
United Airlines Holdings, Inc. (A) | 35,741 | 1,749,879 |
Building products – 1.9% | ||
A.O. Smith Corp. | 70,466 | 4,770,548 |
Advanced Drainage Systems, Inc. | 31,477 | 3,174,141 |
Allegion PLC | 48,896 | 5,747,725 |
Builders FirstSource, Inc. (A) | 129,407 | 10,313,738 |
Carlisle Companies, Inc. | 24,815 | 6,225,091 |
Fortune Brands Innovations, Inc. | 89,561 | 5,777,580 |
Lennox International, Inc. | 13,911 | 3,625,485 |
Masco Corp. | 109,138 | 5,806,142 |
Masterbrand, Inc. (A) | 90,076 | 828,699 |
Owens Corning | 73,568 | 7,110,347 |
Trex Company, Inc. (A) | 49,153 | 2,591,346 |
Commercial services and supplies – 0.8% | ||
Clean Harbors, Inc. (A) | 20,060 | 2,613,818 |
Copart, Inc. (A) | 153,041 | 10,194,061 |
Driven Brands Holdings, Inc. (A) | 15,293 | 446,403 |
MSA Safety, Inc. | 15,372 | 2,096,587 |
Rollins, Inc. | 82,445 | 3,000,998 |
Stericycle, Inc. (A) | 43,035 | 2,315,713 |
Tetra Tech, Inc. | 21,408 | 3,329,372 |
Construction and engineering – 1.1% | ||
AECOM | 74,563 | 6,507,113 |
32 | JOHN HANCOCK MULTIFACTOR ETFS | QUARTERLY REPORT | SEE NOTES TO FUNDS’ INVESTMENTS |
MULTIFACTOR MID CAP ETF (continued)
Shares or Principal Amount | Value | |
Industrials (continued) | ||
Construction and engineering (continued) | ||
EMCOR Group, Inc. | 31,296 | $4,639,632 |
MasTec, Inc. (A) | 31,610 | 3,105,050 |
MDU Resources Group, Inc. | 125,234 | 3,870,983 |
Quanta Services, Inc. | 59,894 | 9,115,268 |
Valmont Industries, Inc. | 5,363 | 1,768,342 |
WillScot Mobile Mini Holdings Corp. (A) | 105,792 | 5,126,680 |
Electrical equipment – 1.9% | ||
Acuity Brands, Inc. | 17,842 | 3,363,574 |
AMETEK, Inc. | 84,946 | 12,310,374 |
Generac Holdings, Inc. (A) | 21,233 | 2,560,700 |
Hubbell, Inc. | 37,657 | 8,620,064 |
nVent Electric PLC | 56,785 | 2,257,204 |
Plug Power, Inc. (A)(B) | 216,024 | 3,676,728 |
Regal Rexnord Corp. | 26,383 | 3,672,514 |
Rockwell Automation, Inc. | 41,487 | 11,700,579 |
Sensata Technologies Holding PLC | 122,736 | 6,241,126 |
Sunrun, Inc. (A) | 89,587 | 2,354,346 |
Machinery – 4.4% | ||
AGCO Corp. | 43,885 | 6,061,835 |
Chart Industries, Inc. (A) | 10,264 | 1,375,171 |
Crane Holdings Company | 22,410 | 2,597,543 |
Cummins, Inc. | 18,531 | 4,624,226 |
Donaldson Company, Inc. | 78,020 | 4,864,547 |
Dover Corp. | 62,959 | 9,559,065 |
Fortive Corp. | 88,851 | 6,044,534 |
Graco, Inc. | 83,384 | 5,696,795 |
IDEX Corp. | 27,090 | 6,492,931 |
Ingersoll Rand, Inc. | 111,717 | 6,256,152 |
ITT, Inc. | 49,453 | 4,529,400 |
Lincoln Electric Holdings, Inc. | 32,894 | 5,489,022 |
Nordson Corp. | 26,965 | 6,560,585 |
Oshkosh Corp. | 44,693 | 4,504,161 |
Parker-Hannifin Corp. | 47,771 | 15,573,346 |
Pentair PLC | 86,030 | 4,764,341 |
RBC Bearings, Inc. (A) | 7,445 | 1,816,357 |
Snap-on, Inc. | 32,784 | 8,154,364 |
Stanley Black & Decker, Inc. | 53,863 | 4,810,505 |
The Middleby Corp. (A) | 32,243 | 5,012,174 |
The Toro Company | 57,080 | 6,365,562 |
Wabtec Corp. | 74,346 | 7,717,858 |
Xylem, Inc. | 57,700 | 6,001,377 |
Professional services – 1.9% | ||
ASGN, Inc. (A) | 9,773 | 888,854 |
Booz Allen Hamilton Holding Corp. | 74,915 | 7,089,956 |
CACI International, Inc., Class A (A) | 12,705 | 3,914,283 |
Clarivate PLC (A) | 117,371 | 1,305,166 |
CoStar Group, Inc. (A) | 17,843 | 1,389,970 |
Dun & Bradstreet Holdings, Inc. | 101,698 | 1,489,876 |
Equifax, Inc. | 35,862 | 7,968,536 |
MULTIFACTOR MID CAP ETF (continued)
Shares or Principal Amount | Value | |
Industrials (continued) | ||
Professional services (continued) | ||
FTI Consulting, Inc. (A) | 10,127 | $1,615,459 |
Jacobs Solutions, Inc. | 315 | 38,918 |
KBR, Inc. | 48,478 | 2,483,528 |
Leidos Holdings, Inc. | 75,125 | 7,425,355 |
Robert Half International, Inc. | 71,874 | 6,034,541 |
Science Applications International Corp. | 22,127 | 2,296,340 |
TransUnion | 54,619 | 3,918,913 |
TriNet Group, Inc. (A) | 21,748 | 1,640,887 |
Verisk Analytics, Inc. | 45,178 | 8,212,909 |
Road and rail – 1.5% | ||
Avis Budget Group, Inc. (A) | 9,005 | 1,801,360 |
Hertz Global Holdings, Inc. (A) | 113,575 | 2,046,622 |
J.B. Hunt Transport Services, Inc. | 35,895 | 6,785,950 |
Knight-Swift Transportation Holdings, Inc. | 97,831 | 5,781,812 |
Landstar System, Inc. | 21,193 | 3,662,786 |
Lyft, Inc., Class A (A) | 42,842 | 696,183 |
Old Dominion Freight Line, Inc. | 36,340 | 12,109,942 |
RXO, Inc. (A) | 71,751 | 1,314,478 |
Saia, Inc. (A) | 14,210 | 3,876,204 |
U-Haul Holding Company (B) | 7,003 | 469,411 |
U-Haul Holding Company, Series N | 62,959 | 3,890,237 |
XPO, Inc. (A) | 71,841 | 2,863,582 |
Trading companies and distributors – 1.6% | ||
Core & Main, Inc., Class A (A) | 21,046 | 464,485 |
Fastenal Company | 191,665 | 9,688,666 |
SiteOne Landscape Supply, Inc. (A) | 19,596 | 2,968,990 |
United Rentals, Inc. (A) | 38,426 | 16,943,945 |
Univar Solutions, Inc. (A) | 1,418 | 48,893 |
W.W. Grainger, Inc. | 18,689 | 11,016,792 |
Watsco, Inc. | 14,746 | 4,237,558 |
WESCO International, Inc. (A) | 26,631 | 3,968,285 |
Information technology – 14.8% | 448,370,302 | |
Communications equipment – 1.1% | ||
Arista Networks, Inc. (A) | 88,490 | 11,151,510 |
Ciena Corp. (A) | 111,478 | 5,799,086 |
F5, Inc. (A) | 39,586 | 5,845,269 |
Juniper Networks, Inc. | 193,724 | 6,257,285 |
Lumentum Holdings, Inc. (A) | 47,276 | 2,845,070 |
Ubiquiti, Inc. (B) | 1,555 | 454,309 |
Electronic equipment, instruments and components – 3.1% | ||
Arrow Electronics, Inc. (A) | 58,410 | 6,862,591 |
CDW Corp. | 55,675 | 10,913,970 |
Cognex Corp. | 84,024 | 4,599,474 |
Coherent Corp. (A) | 78,394 | 3,402,300 |
Corning, Inc. | 166,432 | 5,760,212 |
Flex, Ltd. (A) | 412,050 | 9,621,368 |
Jabil, Inc. | 126,820 | 9,971,857 |
Keysight Technologies, Inc. (A) | 74,738 | 13,404,260 |
SEE NOTES TO FUNDS’ INVESTMENTS | QUARTERLY REPORT | JOHN HANCOCK MULTIFACTOR ETFS | 33 |
MULTIFACTOR MID CAP ETF (continued)
Shares or Principal Amount | Value | |
Information technology (continued) | ||
Electronic equipment, instruments andcomponents (continued) | ||
Littelfuse, Inc. | 18,408 | $4,725,150 |
National Instruments Corp. | 52,422 | 2,830,788 |
TD SYNNEX Corp. | 19,504 | 1,992,334 |
Teledyne Technologies, Inc. (A) | 17,641 | 7,484,371 |
Trimble, Inc. (A) | 110,605 | 6,421,726 |
Zebra Technologies Corp., Class A (A) | 21,569 | 6,819,686 |
IT services – 3.3% | ||
Affirm Holdings, Inc. (A)(B) | 10,047 | 162,661 |
Akamai Technologies, Inc. (A) | 82,050 | 7,298,348 |
Amdocs, Ltd. | 90,770 | 8,344,486 |
Broadridge Financial Solutions, Inc. | 47,615 | 7,159,391 |
Cloudflare, Inc., Class A (A) | 38,135 | 2,017,723 |
Concentrix Corp. | 35,052 | 4,970,724 |
DXC Technology Company (A) | 186,888 | 5,369,292 |
EPAM Systems, Inc. (A) | 19,929 | 6,629,382 |
ExlService Holdings, Inc. (A) | 7,900 | 1,347,740 |
FleetCor Technologies, Inc. (A) | 26,123 | 5,454,744 |
Gartner, Inc. (A) | 27,138 | 9,176,443 |
Genpact, Ltd. | 108,716 | 5,140,092 |
Globant SA (A) | 17,301 | 2,805,876 |
GoDaddy, Inc., Class A (A) | 67,503 | 5,544,021 |
Jack Henry & Associates, Inc. | 32,933 | 5,930,904 |
MongoDB, Inc. (A) | 10,759 | 2,304,685 |
Okta, Inc. (A) | 17,457 | 1,285,010 |
SS&C Technologies Holdings, Inc. | 105,931 | 6,392,936 |
The Western Union Company | 193,640 | 2,743,879 |
VeriSign, Inc. (A) | 28,704 | 6,258,907 |
WEX, Inc. (A) | 22,576 | 4,175,883 |
Semiconductors and semiconductor equipment – 3.2% | ||
Amkor Technology, Inc. | 63,926 | 1,870,475 |
Enphase Energy, Inc. (A) | 40,172 | 8,893,277 |
Entegris, Inc. | 62,331 | 5,030,735 |
First Solar, Inc. (A) | 51,949 | 9,226,142 |
Lattice Semiconductor Corp. (A) | 73,716 | 5,586,936 |
MKS Instruments, Inc. | 48,872 | 5,000,583 |
Monolithic Power Systems, Inc. | 16,570 | 7,068,099 |
ON Semiconductor Corp. (A) | 223,853 | 16,442,003 |
Qorvo, Inc. (A) | 62,875 | 6,831,998 |
Skyworks Solutions, Inc. | 75,967 | 8,331,301 |
SolarEdge Technologies, Inc. (A) | 20,620 | 6,580,461 |
Teradyne, Inc. | 91,949 | 9,351,213 |
Universal Display Corp. | 27,863 | 3,692,683 |
Wolfspeed, Inc. (A) | 52,545 | 4,046,490 |
Software – 3.0% | ||
ANSYS, Inc. (A) | 33,550 | 8,936,378 |
AppLovin Corp., Class A (A) | 16,877 | 214,338 |
Aspen Technology, Inc. (A) | 18,090 | 3,595,388 |
Bentley Systems, Inc., Class B | 26,095 | 1,019,010 |
MULTIFACTOR MID CAP ETF (continued)
Shares or Principal Amount | Value | |
Information technology (continued) | ||
Software (continued) | ||
Bill.com Holdings, Inc. (A) | 25,832 | $2,986,696 |
Black Knight, Inc. (A) | 63,703 | 3,859,765 |
Ceridian HCM Holding, Inc. (A) | 62,731 | 4,534,197 |
Confluent, Inc., Class A (A) | 12,158 | 280,850 |
Dolby Laboratories, Inc., Class A | 42,000 | 3,341,520 |
Dropbox, Inc., Class A (A) | 160,039 | 3,717,706 |
Dynatrace, Inc. (A) | 55,999 | 2,152,042 |
Elastic NV (A) | 18,898 | 1,111,958 |
Fair Isaac Corp. (A) | 13,096 | 8,721,281 |
Five9, Inc. (A) | 19,877 | 1,565,910 |
Gen Digital, Inc. | 203,657 | 4,686,148 |
Gitlab, Inc., Class A (A)(B) | 10,505 | 519,052 |
Guidewire Software, Inc. (A) | 42,706 | 3,127,787 |
HashiCorp, Inc., Class A (A)(B) | 8,060 | 259,371 |
HubSpot, Inc. (A) | 11,774 | 4,085,696 |
Informatica, Inc., Class A (A) | 12,315 | 219,207 |
Manhattan Associates, Inc. (A) | 30,824 | 4,018,217 |
Paycom Software, Inc. (A) | 16,989 | 5,503,417 |
Paycor HCM, Inc. (A) | 15,951 | 400,530 |
Paylocity Holding Corp. (A) | 14,240 | 2,966,050 |
Procore Technologies, Inc. (A) | 8,806 | 492,696 |
PTC, Inc. (A) | 52,228 | 7,044,513 |
Qualtrics International, Inc., Class A (A) | 13,479 | 212,564 |
Qualys, Inc. (A) | 13,328 | 1,537,518 |
Samsara, Inc., Class A (A) | 17,000 | 231,880 |
SentinelOne, Inc., Class A (A) | 26,979 | 407,113 |
Splunk, Inc. (A) | 24,313 | 2,328,456 |
Tyler Technologies, Inc. (A) | 15,729 | 5,076,849 |
UiPath, Inc., Class A (A) | 22,024 | 338,289 |
Zscaler, Inc. (A) | 15,078 | 1,872,084 |
Technology hardware, storage and peripherals – 1.1% | ||
Hewlett Packard Enterprise Company | 526,943 | 8,499,591 |
NetApp, Inc. | 98,471 | 6,521,734 |
Pure Storage, Inc., Class A (A) | 105,784 | 3,061,389 |
Seagate Technology Holdings PLC | 87,384 | 5,922,888 |
Western Digital Corp. (A) | 167,738 | 7,372,085 |
Materials – 7.7% | 233,728,042 | |
Chemicals – 2.7% | ||
Albemarle Corp. | 29,448 | 8,288,140 |
Ashland, Inc. | 14,297 | 1,562,233 |
Axalta Coating Systems, Ltd. (A) | 122,930 | 3,700,193 |
Celanese Corp. | 62,431 | 7,691,499 |
CF Industries Holdings, Inc. | 72,873 | 6,172,343 |
Eastman Chemical Company | 60,084 | 5,297,606 |
FMC Corp. | 45,494 | 6,056,616 |
Huntsman Corp. | 133,632 | 4,234,798 |
International Flavors & Fragrances, Inc. | 40,397 | 4,543,047 |
Livent Corp. (A) | 31,886 | 826,485 |
LyondellBasell Industries NV, Class A | 77,881 | 7,530,314 |
34 | JOHN HANCOCK MULTIFACTOR ETFS | QUARTERLY REPORT | SEE NOTES TO FUNDS’ INVESTMENTS |
MULTIFACTOR MID CAP ETF (continued)
Shares or Principal Amount | Value | |
Materials (continued) | ||
Chemicals (continued) | ||
Olin Corp. | 87,200 | $5,632,248 |
RPM International, Inc. | 64,465 | 5,796,048 |
The Chemours Company | 59,031 | 2,148,138 |
The Mosaic Company | 162,274 | 8,039,054 |
Valvoline, Inc. | 68,519 | 2,511,907 |
Westlake Corp. | 24,644 | 3,025,051 |
Construction materials – 0.5% | ||
Martin Marietta Materials, Inc. | 20,850 | 7,498,494 |
Vulcan Materials Company | 45,077 | 8,263,966 |
Containers and packaging – 2.3% | ||
Amcor PLC | 525,168 | 6,333,526 |
AptarGroup, Inc. | 37,652 | 4,354,077 |
Avery Dennison Corp. | 36,651 | 6,943,165 |
Ball Corp. | 108,821 | 6,337,735 |
Berry Global Group, Inc. | 99,014 | 6,112,134 |
Crown Holdings, Inc. | 57,627 | 5,080,396 |
Graphic Packaging Holding Company | 159,323 | 3,838,091 |
International Paper Company | 158,658 | 6,635,078 |
Packaging Corp. of America | 57,646 | 8,226,084 |
Sealed Air Corp. | 85,170 | 4,663,909 |
Sonoco Products Company | 77,489 | 4,735,353 |
Westrock Company | 144,622 | 5,674,967 |
Metals and mining – 2.2% | ||
Alcoa Corp. | 111,177 | 5,807,886 |
Cleveland-Cliffs, Inc. (A) | 378,823 | 8,087,871 |
Commercial Metals Company | 566 | 30,717 |
MP Materials Corp. (A) | 23,836 | 774,908 |
Nucor Corp. | 113,616 | 19,203,360 |
Reliance Steel & Aluminum Company | 42,988 | 9,777,621 |
Royal Gold, Inc. | 29,044 | 3,689,459 |
Steel Dynamics, Inc. | 118,909 | 14,345,182 |
U.S. Steel Corp. | 149,468 | 4,258,343 |
Real estate – 5.4% | 164,331,139 | |
Equity real estate investment trusts – 4.9% | ||
Agree Realty Corp. | 18,661 | 1,392,670 |
Alexandria Real Estate Equities, Inc. | 33,518 | 5,387,683 |
American Homes 4 Rent, Class A | 102,587 | 3,517,708 |
Americold Realty Trust, Inc. | 88,355 | 2,775,231 |
Apartment Income REIT Corp. | 56,009 | 2,142,904 |
Boston Properties, Inc. | 42,217 | 3,146,855 |
Brixmor Property Group, Inc. | 104,632 | 2,461,991 |
Camden Property Trust | 32,605 | 4,017,262 |
CubeSmart | 79,534 | 3,641,862 |
EastGroup Properties, Inc. | 15,096 | 2,539,902 |
Equity LifeStyle Properties, Inc. | 61,197 | 4,392,721 |
Essex Property Trust, Inc. | 14,323 | 3,238,001 |
Extra Space Storage, Inc. | 35,987 | 5,679,828 |
Federal Realty Investment Trust | 28,921 | 3,225,559 |
MULTIFACTOR MID CAP ETF (continued)
Shares or Principal Amount | Value | |
Real estate (continued) | ||
Equity real estate investment trusts (continued) | ||
First Industrial Realty Trust, Inc. | 47,297 | $2,523,295 |
Gaming and Leisure Properties, Inc. | 87,096 | 4,664,862 |
Healthcare Realty Trust, Inc. | 118,096 | 2,542,607 |
Healthpeak Properties, Inc. | 117,500 | 3,228,900 |
Host Hotels & Resorts, Inc. | 254,846 | 4,803,847 |
Invitation Homes, Inc. | 131,349 | 4,268,843 |
Iron Mountain, Inc. | 96,595 | 5,272,155 |
Kilroy Realty Corp. | 41,961 | 1,722,079 |
Kimco Realty Corp. | 213,097 | 4,786,159 |
Lamar Advertising Company, Class A | 36,432 | 3,881,465 |
Life Storage, Inc. | 29,923 | 3,232,881 |
Medical Properties Trust, Inc. | 214,307 | 2,775,276 |
Mid-America Apartment Communities, Inc. | 26,265 | 4,378,901 |
National Retail Properties, Inc. | 63,877 | 3,024,576 |
National Storage Affiliates Trust | 27,484 | 1,121,347 |
Omega Healthcare Investors, Inc. | 85,407 | 2,514,382 |
Rayonier, Inc. | 41,415 | 1,507,092 |
Regency Centers Corp. | 61,553 | 4,101,276 |
Rexford Industrial Realty, Inc. | 58,274 | 3,698,651 |
Spirit Realty Capital, Inc. | 38,286 | 1,679,990 |
STAG Industrial, Inc. | 57,364 | 2,042,158 |
STORE Capital Corp. | 93,833 | 3,022,361 |
Sun Communities, Inc. | 26,437 | 4,146,908 |
UDR, Inc. | 81,932 | 3,489,484 |
Ventas, Inc. | 83,344 | 4,318,053 |
VICI Properties, Inc. | 200,700 | 6,859,926 |
Vornado Realty Trust | 54,876 | 1,338,426 |
Weyerhaeuser Company | 186,287 | 6,413,861 |
WP Carey, Inc. | 51,236 | 4,382,215 |
Real estate management and development – 0.5% | ||
CBRE Group, Inc., Class A (A) | 108,509 | 9,278,605 |
Jones Lang LaSalle, Inc. (A) | 31,105 | 5,750,381 |
Utilities – 5.5% | 166,845,441 | |
Electric utilities – 2.5% | ||
Alliant Energy Corp. | 91,909 | 4,965,843 |
Avangrid, Inc. | 20,216 | 852,509 |
Edison International | 119,799 | 8,254,151 |
Entergy Corp. | 80,306 | 8,695,534 |
Evergy, Inc. | 131,196 | 8,219,429 |
Eversource Energy | 93,882 | 7,729,305 |
FirstEnergy Corp. | 181,501 | 7,432,466 |
IDACORP, Inc. | 12,532 | 1,326,011 |
NRG Energy, Inc. | 168,445 | 5,764,188 |
OGE Energy Corp. | 117,934 | 4,637,165 |
PG&E Corp. (A) | 437,049 | 6,949,079 |
Pinnacle West Capital Corp. | 72,883 | 5,433,428 |
PPL Corp. | 213,880 | 6,330,848 |
Gas utilities – 0.5% | ||
Atmos Energy Corp. | 47,986 | 5,640,274 |
SEE NOTES TO FUNDS’ INVESTMENTS | QUARTERLY REPORT | JOHN HANCOCK MULTIFACTOR ETFS | 35 |
MULTIFACTOR MID CAP ETF (continued)
Shares or Principal Amount | Value | |
Utilities (continued) | ||
Gas utilities (continued) | ||
National Fuel Gas Company | 36,211 | $2,102,411 |
Southwest Gas Holdings, Inc. | 21,040 | 1,408,207 |
UGI Corp. | 172,766 | 6,881,270 |
Independent power and renewable electricity producers –0.6% | ||
Brookfield Renewable Corp., Class A | 33,022 | 1,040,853 |
Clearway Energy, Inc., Class A | 11,980 | 383,959 |
Clearway Energy, Inc., Class C | 36,356 | 1,228,469 |
Ormat Technologies, Inc. (B) | 9,695 | 897,272 |
The AES Corp. | 297,332 | 8,149,870 |
Vistra Corp. | 196,925 | 4,541,091 |
Multi-utilities – 1.5% | ||
Ameren Corp. | 94,520 | 8,210,952 |
CenterPoint Energy, Inc. | 306,481 | 9,231,208 |
CMS Energy Corp. | 105,649 | 6,675,960 |
DTE Energy Company | 65,652 | 7,639,923 |
NiSource, Inc. | 245,310 | 6,807,353 |
WEC Energy Group, Inc. | 79,775 | 7,498,052 |
Water utilities – 0.4% | ||
American Water Works Company, Inc. | 52,198 | 8,168,465 |
Essential Utilities, Inc. | 80,246 | 3,749,896 |
SHORT-TERM INVESTMENTS – 0.1% | $3,056,244 | |
(Cost $3,056,242) | ||
Short-term funds – 0.1% | 3,056,244 | |
John Hancock Collateral Trust, 4.3787% (D)(E) | 19,312 | 193,082 |
State Street Institutional U.S. Government Money Market Fund, Premier Class, 4.1717% (D) | 2,863,162 | 2,863,162 |
Total investments (Multifactor Mid Cap ETF) (Cost $2,623,409,164) 100.0% | $3,035,270,118 | |
Other assets and liabilities, net (0.0%) | (116,290) | |
Total net assets 100.0% | $3,035,153,828 |
The percentage shown for each investment category is the total value of the category as a percentage of the net assets of the fund. | |
Security Abbreviations and Legend | |
(A) | Non-income producing security. |
(B) | All or a portion of this security is on loan as of 1-31-23. The value of securities on loan amounted to $8,116,832. In addition to the cash collateral invested in John Hancock Collateral Trust, if any, non-cash collateral of $7,868,824 in the form of U.S. Treasuries was pledged to the fund. |
(C) | Security is valued using significant unobservable inputs and is classified as Level 3 in the fair value hierarchy. |
(D) | The rate shown is the annualized seven-day yield as of 1-31-23. |
(E) | Investment is an affiliate of the fund, the advisor and/or subadvisor. This security represents the investment of cash collateral received for securities lending. |
MULTIFACTOR SMALL CAP ETF
As of 1-31-23 (unaudited)
Shares or Principal Amount | Value | |
COMMON STOCKS – 99.9% | $355,737,865 | |
(Cost $319,740,955) | ||
Communication services – 2.6% | 9,310,061 | |
Diversified telecommunication services – 0.8% | ||
Frontier Communications Parent, Inc. (A) | 40,852 | 1,209,628 |
Iridium Communications, Inc. (A) | 28,925 | 1,730,872 |
Entertainment – 0.6% | ||
Madison Square Garden Sports Corp. | 5,139 | 934,476 |
World Wrestling Entertainment, Inc., Class A | 12,097 | 1,023,648 |
Interactive media and services – 0.6% | ||
Bumble, Inc., Class A (A) | 17,434 | 448,926 |
TripAdvisor, Inc. (A) | 27,467 | 639,981 |
Ziff Davis, Inc. (A) | 11,465 | 1,025,888 |
Media – 0.6% | ||
Altice USA, Inc., Class A (A) | 42,932 | 210,367 |
Cable One, Inc. | 56 | 44,233 |
TEGNA, Inc. | 46,687 | 930,472 |
The New York Times Company, Class A | 31,905 | 1,111,570 |
Consumer discretionary – 11.4% | 40,495,699 | |
Auto components – 0.9% | ||
Fox Factory Holding Corp. (A) | 11,697 | 1,381,299 |
QuantumScape Corp. (A)(B) | 47,706 | 405,978 |
The Goodyear Tire & Rubber Company (A) | 60,903 | 685,159 |
Visteon Corp. (A) | 5,747 | 898,486 |
Automobiles – 0.8% | ||
Harley-Davidson, Inc. | 37,061 | 1,705,918 |
Thor Industries, Inc. (B) | 11,498 | 1,096,104 |
Diversified consumer services – 0.1% | ||
ADT, Inc. | 32,649 | 286,985 |
Bright Horizons Family Solutions, Inc. (A) | 2,957 | 227,038 |
Hotels, restaurants and leisure – 4.1% | ||
Dutch Bros, Inc., Class A (A) | 7,082 | 269,895 |
Hilton Grand Vacations, Inc. (A) | 18,542 | 878,149 |
International Game Technology PLC | 19,634 | 519,319 |
Light & Wonder, Inc. (A) | 20,356 | 1,328,229 |
Marriott Vacations Worldwide Corp. | 9,277 | 1,484,691 |
Norwegian Cruise Line Holdings, Ltd. (A) | 86,064 | 1,309,033 |
Penn Entertainment, Inc. (A) | 8,133 | 288,315 |
Planet Fitness, Inc., Class A (A) | 11,861 | 1,004,034 |
Red Rock Resorts, Inc., Class A | 11,129 | 500,916 |
SeaWorld Entertainment, Inc. (A) | 9,649 | 602,001 |
Texas Roadhouse, Inc. | 17,146 | 1,721,973 |
The Wendy’s Company | 49,636 | 1,106,883 |
Travel + Leisure Company | 17,746 | 751,898 |
Wingstop, Inc. | 7,695 | 1,219,427 |
Wyndham Hotels & Resorts, Inc. | 18,492 | 1,433,315 |
Household durables – 1.7% | ||
Leggett & Platt, Inc. | 29,578 | 1,081,372 |
Skyline Champion Corp. (A) | 11,427 | 673,622 |
36 | JOHN HANCOCK MULTIFACTOR ETFS | QUARTERLY REPORT | SEE NOTES TO FUNDS’ INVESTMENTS |
MULTIFACTOR SMALL CAP ETF (continued)
Shares or Principal Amount | Value | |
Consumer discretionary (continued) | ||
Household durables (continued) | ||
Tempur Sealy International, Inc. | 34,388 | $1,401,311 |
Toll Brothers, Inc. | 22,428 | 1,334,242 |
TopBuild Corp. (A) | 7,826 | 1,565,670 |
Leisure products – 0.9% | ||
Acushnet Holdings Corp. | 6,523 | 306,255 |
Brunswick Corp. | 18,366 | 1,548,805 |
Topgolf Callaway Brands Corp. (A) | 28,262 | 692,136 |
YETI Holdings, Inc. (A) | 13,053 | 584,252 |
Multiline retail – 0.9% | ||
Dillard’s, Inc., Class A | 809 | 318,188 |
Kohl’s Corp. | 26,048 | 843,174 |
Macy’s, Inc. | 57,341 | 1,354,968 |
Ollie’s Bargain Outlet Holdings, Inc. (A) | 11,876 | 650,330 |
Specialty retail – 0.9% | ||
Academy Sports & Outdoors, Inc. | 16,966 | 991,154 |
Asbury Automotive Group, Inc. (A) | 4,661 | 1,025,420 |
Foot Locker, Inc. | 18,928 | 823,557 |
Petco Health & Wellness Company, Inc. (A)(B) | 16,578 | 193,797 |
Textiles, apparel and luxury goods – 1.1% | ||
Columbia Sportswear Company | 6,880 | 659,792 |
PVH Corp. | 17,524 | 1,575,408 |
Skechers USA, Inc., Class A (A) | 36,702 | 1,767,201 |
Consumer staples – 2.3% | 8,204,281 | |
Beverages – 0.4% | ||
Coca-Cola Consolidated, Inc. | 986 | 499,685 |
National Beverage Corp. (A) | 5,969 | 263,830 |
The Boston Beer Company, Inc., Class A (A) | 1,901 | 738,748 |
Food and staples retailing – 0.2% | ||
Grocery Outlet Holding Corp. (A) | 18,053 | 548,631 |
Food products – 1.3% | ||
Flowers Foods, Inc. | 38,392 | 1,063,074 |
Ingredion, Inc. | 13,468 | 1,384,510 |
Lancaster Colony Corp. | 5,134 | 985,266 |
Post Holdings, Inc. (A) | 11,493 | 1,091,260 |
Seaboard Corp. | 70 | 274,435 |
Household products – 0.1% | ||
Reynolds Consumer Products, Inc. | 11,418 | 339,914 |
Personal products – 0.3% | ||
BellRing Brands, Inc. (A) | 23,836 | 675,989 |
Coty, Inc., Class A (A) | 34,030 | 338,939 |
Energy – 5.5% | 19,657,104 | |
Energy equipment and services – 1.5% | ||
ChampionX Corp. | 43,633 | 1,440,762 |
Helmerich & Payne, Inc. | 20,523 | 994,134 |
Patterson-UTI Energy, Inc. | 45,157 | 758,638 |
TechnipFMC PLC (A) | 87,970 | 1,221,903 |
Valaris, Ltd. (A) | 12,614 | 916,281 |
MULTIFACTOR SMALL CAP ETF (continued)
Shares or Principal Amount | Value | |
Energy (continued) | ||
Oil, gas and consumable fuels – 4.0% | ||
Antero Midstream Corp. | 79,965 | $871,619 |
California Resources Corp. | 16,204 | 692,397 |
Chord Energy Corp. | 8,317 | 1,192,076 |
Civitas Resources, Inc. | 11,294 | 751,616 |
CNX Resources Corp. (A) | 37,994 | 635,640 |
Comstock Resources, Inc. | 19,208 | 233,377 |
CVR Energy, Inc. | 6,288 | 208,762 |
Denbury, Inc. (A) | 10,382 | 900,950 |
DT Midstream, Inc. | 20,513 | 1,121,241 |
EnLink Midstream LLC (A) | 52,395 | 666,464 |
Equitrans Midstream Corp. | 90,019 | 652,638 |
Kinetik Holdings, Inc. (B) | 3,503 | 109,609 |
Kosmos Energy, Ltd. (A) | 97,451 | 770,837 |
Magnolia Oil & Gas Corp., Class A | 37,502 | 885,422 |
Murphy Oil Corp. | 21,784 | 950,000 |
PBF Energy, Inc., Class A | 23,586 | 990,376 |
PDC Energy, Inc. | 16,606 | 1,124,724 |
Peabody Energy Corp. (A) | 25,015 | 697,668 |
SM Energy Company | 26,467 | 869,970 |
Financials – 17.5% | 62,216,623 | |
Banks – 7.9% | ||
Ameris Bancorp | 13,474 | 635,434 |
BancFirst Corp. | 3,584 | 308,690 |
Bank OZK | 30,493 | 1,392,615 |
BOK Financial Corp. | 7,692 | 773,046 |
Cadence Bank | 38,224 | 977,770 |
Community Bank System, Inc. | 12,782 | 737,649 |
CVB Financial Corp. | 27,375 | 663,023 |
Eastern Bankshares, Inc. | 33,590 | 543,150 |
First Financial Bankshares, Inc. | 33,688 | 1,199,967 |
First Hawaiian, Inc. | 26,961 | 739,810 |
First Interstate BancSystem, Inc., Class A | 19,036 | 683,012 |
FNB Corp. | 74,735 | 1,066,468 |
Glacier Bancorp, Inc. | 23,448 | 1,068,994 |
Hancock Whitney Corp. | 17,520 | 901,930 |
Home BancShares, Inc. | 40,394 | 964,205 |
Independent Bank Corp. | 9,508 | 757,693 |
Old National Bancorp | 60,703 | 1,062,303 |
Pinnacle Financial Partners, Inc. | 18,740 | 1,475,400 |
Popular, Inc. | 19,923 | 1,367,515 |
Prosperity Bancshares, Inc. | 16,753 | 1,270,883 |
ServisFirst Bancshares, Inc. | 10,202 | 695,572 |
SouthState Corp. | 17,545 | 1,396,582 |
Synovus Financial Corp. | 35,134 | 1,473,871 |
UMB Financial Corp. | 8,309 | 749,389 |
Umpqua Holdings Corp. | 45,585 | 829,647 |
United Bankshares, Inc. | 32,399 | 1,302,440 |
United Community Banks, Inc. | 22,385 | 728,408 |
Valley National Bancorp | 94,771 | 1,125,879 |
SEE NOTES TO FUNDS’ INVESTMENTS | QUARTERLY REPORT | JOHN HANCOCK MULTIFACTOR ETFS | 37 |
MULTIFACTOR SMALL CAP ETF (continued)
Shares or Principal Amount | Value | |
Financials (continued) | ||
Banks (continued) | ||
Wintrust Financial Corp. | 12,694 | $1,161,120 |
Capital markets – 2.4% | ||
Affiliated Managers Group, Inc. | 10,108 | 1,746,056 |
Cohen & Steers, Inc. | 6,051 | 444,567 |
Evercore, Inc., Class A | 6,876 | 892,574 |
Hamilton Lane, Inc., Class A | 7,780 | 605,751 |
Houlihan Lokey, Inc. | 13,067 | 1,294,548 |
Interactive Brokers Group, Inc., Class A | 19,884 | 1,589,527 |
Janus Henderson Group PLC | 42,672 | 1,106,058 |
Moelis & Company, Class A | 13,428 | 627,759 |
Virtu Financial, Inc., Class A | 20,604 | 397,863 |
Consumer finance – 0.9% | ||
FirstCash Holdings, Inc. | 8,173 | 753,387 |
OneMain Holdings, Inc. | 23,618 | 1,018,881 |
SLM Corp. | 75,917 | 1,333,862 |
Diversified financial services – 0.4% | ||
Voya Financial, Inc. | 20,056 | 1,399,307 |
Insurance – 4.1% | ||
American Equity Investment Life Holding Company | 15,117 | 720,325 |
Axis Capital Holdings, Ltd. | 20,607 | 1,289,380 |
Brighthouse Financial, Inc. (A) | 15,994 | 899,982 |
BRP Group, Inc., Class A (A) | 12,348 | 353,770 |
Enstar Group, Ltd. (A) | 2,734 | 662,448 |
First American Financial Corp. | 20,842 | 1,289,495 |
Kinsale Capital Group, Inc. | 5,476 | 1,524,737 |
Primerica, Inc. | 10,120 | 1,636,910 |
RenaissanceRe Holdings, Ltd. | 8,859 | 1,733,618 |
RLI Corp. | 9,666 | 1,280,262 |
Selective Insurance Group, Inc. | 13,840 | 1,314,800 |
The Hanover Insurance Group, Inc. | 8,182 | 1,101,134 |
White Mountains Insurance Group, Ltd. | 575 | 878,577 |
Mortgage real estate investment trusts – 0.2% | ||
Hannon Armstrong Sustainable Infrastructure Capital, Inc. | 19,627 | 724,433 |
Thrifts and mortgage finance – 1.6% | ||
Enact Holdings, Inc. | 6,239 | 156,911 |
Essent Group, Ltd. | 27,595 | 1,215,008 |
MGIC Investment Corp. | 84,762 | 1,196,839 |
New York Community Bancorp, Inc. (B) | 113,203 | 1,130,898 |
Radian Group, Inc. | 46,158 | 1,020,092 |
TFS Financial Corp. | 13,710 | 195,368 |
Walker & Dunlop, Inc. | 6,595 | 629,031 |
Health care – 10.4% | 37,122,853 | |
Biotechnology – 2.9% | ||
Alkermes PLC (A) | 33,288 | 953,368 |
Beam Therapeutics, Inc. (A) | 13,683 | 594,526 |
Blueprint Medicines Corp. (A) | 14,478 | 676,702 |
MULTIFACTOR SMALL CAP ETF (continued)
Shares or Principal Amount | Value | |
Health care (continued) | ||
Biotechnology (continued) | ||
CRISPR Therapeutics AG (A)(B) | 15,133 | $772,086 |
Cytokinetics, Inc. (A) | 18,197 | 773,009 |
Denali Therapeutics, Inc. (A) | 17,758 | 537,535 |
Exelixis, Inc. (A) | 64,705 | 1,140,102 |
Halozyme Therapeutics, Inc. (A) | 34,092 | 1,764,943 |
Intellia Therapeutics, Inc. (A) | 14,000 | 594,160 |
Ionis Pharmaceuticals, Inc. (A) | 4,019 | 160,238 |
Mirati Therapeutics, Inc. (A) | 9,975 | 532,765 |
Natera, Inc. (A) | 16,065 | 689,670 |
PTC Therapeutics, Inc. (A) | 13,931 | 639,294 |
Ultragenyx Pharmaceutical, Inc. (A) | 13,515 | 612,635 |
Health care equipment and supplies – 2.8% | ||
Envista Holdings Corp. (A) | 5,909 | 230,392 |
Globus Medical, Inc., Class A (A) | 15,489 | 1,169,420 |
Haemonetics Corp. (A) | 10,447 | 883,816 |
ICU Medical, Inc. (A) | 5,129 | 991,077 |
Inspire Medical Systems, Inc. (A) | 6,113 | 1,546,956 |
Integra LifeSciences Holdings Corp. (A) | 17,954 | 1,028,764 |
Lantheus Holdings, Inc. (A) | 13,745 | 790,338 |
Merit Medical Systems, Inc. (A) | 11,845 | 845,141 |
Omnicell, Inc. (A) | 9,202 | 510,435 |
Penumbra, Inc. (A) | 942 | 235,886 |
QuidelOrtho Corp. (A) | 12,326 | 1,055,229 |
STAAR Surgical Company (A) | 10,382 | 732,450 |
Health care providers and services – 3.1% | ||
1Life Healthcare, Inc. (A) | 34,787 | 556,244 |
Amedisys, Inc. (A) | 6,675 | 645,206 |
AMN Healthcare Services, Inc. (A) | 9,293 | 890,641 |
Encompass Health Corp. | 20,201 | 1,261,552 |
Guardant Health, Inc. (A) | 20,259 | 636,740 |
HealthEquity, Inc. (A) | 18,590 | 1,131,202 |
LHC Group, Inc. (A) | 6,229 | 987,919 |
Option Care Health, Inc. (A) | 30,670 | 885,443 |
Premier, Inc., Class A | 30,418 | 1,014,744 |
Progyny, Inc. (A) | 15,392 | 529,331 |
Select Medical Holdings Corp. | 21,304 | 619,307 |
Tenet Healthcare Corp. (A) | 7,894 | 432,986 |
The Ensign Group, Inc. | 13,670 | 1,274,728 |
Health care technology – 0.2% | ||
Evolent Health, Inc., Class A (A) | 16,845 | 542,746 |
Life sciences tools and services – 0.9% | ||
Azenta, Inc. (A) | 18,737 | 1,047,398 |
Maravai LifeSciences Holdings, Inc., Class A (A) | 22,207 | 325,555 |
Medpace Holdings, Inc. (A) | 6,954 | 1,537,321 |
Sotera Health Company (A) | 20,576 | 354,730 |
Syneos Health, Inc. (A) | 1,854 | 66,596 |
Pharmaceuticals – 0.5% | ||
Intra-Cellular Therapies, Inc. (A) | 17,624 | 844,542 |
38 | JOHN HANCOCK MULTIFACTOR ETFS | QUARTERLY REPORT | SEE NOTES TO FUNDS’ INVESTMENTS |
MULTIFACTOR SMALL CAP ETF (continued)
Shares or Principal Amount | Value | |
Health care (continued) | ||
Pharmaceuticals (continued) | ||
Perrigo Company PLC | 28,781 | $1,076,985 |
Industrials – 21.6% | 76,857,457 | |
Aerospace and defense – 1.8% | ||
Aerojet Rocketdyne Holdings, Inc. (A) | 15,436 | 863,181 |
BWX Technologies, Inc. | 19,143 | 1,165,043 |
Curtiss-Wright Corp. | 9,310 | 1,543,598 |
Hexcel Corp. | 17,906 | 1,263,805 |
Parsons Corp. (A) | 7,208 | 313,692 |
Woodward, Inc. | 11,713 | 1,197,771 |
Air freight and logistics – 0.3% | ||
GXO Logistics, Inc. (A) | 23,430 | 1,226,092 |
Airlines – 0.1% | ||
Alaska Air Group, Inc. (A) | 6,605 | 339,101 |
Building products – 1.5% | ||
Armstrong World Industries, Inc. | 12,108 | 937,280 |
Simpson Manufacturing Company, Inc. | 10,667 | 1,142,542 |
Trex Company, Inc. (A) | 22,407 | 1,181,297 |
UFP Industries, Inc. | 15,134 | 1,415,786 |
Zurn Elkay Water Solutions Corp. | 30,632 | 669,616 |
Commercial services and supplies – 1.9% | ||
Casella Waste Systems, Inc., Class A (A) | 10,546 | 844,946 |
Clean Harbors, Inc. (A) | 11,900 | 1,550,570 |
Driven Brands Holdings, Inc. (A) | 11,670 | 340,647 |
IAA, Inc. (A) | 28,501 | 1,189,347 |
MSA Safety, Inc. | 8,898 | 1,213,598 |
Stericycle, Inc. (A) | 19,345 | 1,040,954 |
UniFirst Corp. | 3,077 | 610,600 |
Construction and engineering – 2.8% | ||
Ameresco, Inc., Class A (A) | 6,421 | 413,962 |
API Group Corp. (A) | 41,162 | 915,443 |
Comfort Systems USA, Inc. | 7,064 | 855,027 |
Dycom Industries, Inc. (A) | 5,833 | 556,293 |
EMCOR Group, Inc. | 12,734 | 1,887,816 |
Fluor Corp. (A) | 28,743 | 1,056,305 |
MasTec, Inc. (A) | 14,055 | 1,380,623 |
MDU Resources Group, Inc. | 45,522 | 1,407,085 |
Valmont Industries, Inc. | 4,412 | 1,454,769 |
Electrical equipment – 1.6% | ||
Acuity Brands, Inc. | 8,468 | 1,596,387 |
Atkore, Inc. (A) | 8,424 | 1,097,226 |
Bloom Energy Corp., Class A (A) | 37,673 | 939,188 |
nVent Electric PLC | 41,515 | 1,650,221 |
Shoals Technologies Group, Inc., Class A (A) | 12,757 | 355,793 |
Sunrun, Inc. (A) | 7,934 | 208,506 |
Machinery – 4.0% | ||
Allison Transmission Holdings, Inc. | 26,581 | 1,198,271 |
Crane Holdings Company | 12,174 | 1,411,088 |
Donaldson Company, Inc. | 20,051 | 1,250,180 |
MULTIFACTOR SMALL CAP ETF (continued)
Shares or Principal Amount | Value | |
Industrials (continued) | ||
Machinery (continued) | ||
Evoqua Water Technologies Corp. (A) | 25,569 | $1,240,352 |
Flowserve Corp. | 32,310 | 1,112,110 |
Franklin Electric Company, Inc. | 8,167 | 737,480 |
ITT, Inc. | 16,959 | 1,553,275 |
John Bean Technologies Corp. | 8,247 | 921,437 |
Mueller Industries, Inc. | 11,255 | 737,765 |
Oshkosh Corp. | 14,945 | 1,506,157 |
The Timken Company | 16,247 | 1,337,940 |
Watts Water Technologies, Inc., Class A | 6,711 | 1,097,383 |
Marine – 0.1% | ||
Kirby Corp. (A) | 3,178 | 224,939 |
Professional services – 2.7% | ||
ASGN, Inc. (A) | 12,603 | 1,146,243 |
CACI International, Inc., Class A (A) | 3,849 | 1,185,838 |
Exponent, Inc. | 12,219 | 1,252,936 |
FTI Consulting, Inc. (A) | 8,235 | 1,313,647 |
Insperity, Inc. | 7,257 | 802,261 |
Korn Ferry | 11,458 | 618,617 |
ManpowerGroup, Inc. | 14,086 | 1,227,736 |
Science Applications International Corp. | 12,823 | 1,330,771 |
TriNet Group, Inc. (A) | 10,270 | 774,872 |
Road and rail – 1.7% | ||
Landstar System, Inc. | 8,610 | 1,488,066 |
RXO, Inc. (A) | 21,963 | 402,362 |
Ryder System, Inc. | 10,431 | 984,791 |
Saia, Inc. (A) | 6,585 | 1,796,256 |
Schneider National, Inc., Class B | 12,779 | 338,644 |
XPO, Inc. (A) | 21,963 | 875,445 |
Trading companies and distributors – 3.1% | ||
Air Lease Corp. | 28,803 | 1,295,271 |
Applied Industrial Technologies, Inc. | 8,062 | 1,154,559 |
Beacon Roofing Supply, Inc. (A) | 10,864 | 617,944 |
Core & Main, Inc., Class A (A) | 12,808 | 282,673 |
GATX Corp. | 7,436 | 851,050 |
Herc Holdings, Inc. | 5,483 | 851,620 |
MSC Industrial Direct Company, Inc., Class A | 9,698 | 802,025 |
SiteOne Landscape Supply, Inc. (A) | 9,287 | 1,407,073 |
Triton International, Ltd. | 12,739 | 899,883 |
Univar Solutions, Inc. (A) | 44,726 | 1,542,152 |
WESCO International, Inc. (A) | 9,813 | 1,462,235 |
Information technology – 11.9% | 42,288,428 | |
Communications equipment – 0.6% | ||
Calix, Inc. (A) | 12,320 | 648,525 |
Lumentum Holdings, Inc. (A) | 14,589 | 877,966 |
Viavi Solutions, Inc. (A) | 61,863 | 699,052 |
Electronic equipment, instruments and components – 3.1% | ||
Advanced Energy Industries, Inc. | 7,720 | 715,953 |
Avnet, Inc. | 20,245 | 928,841 |
SEE NOTES TO FUNDS’ INVESTMENTS | QUARTERLY REPORT | JOHN HANCOCK MULTIFACTOR ETFS | 39 |
MULTIFACTOR SMALL CAP ETF (continued)
Shares or Principal Amount | Value | |
Information technology (continued) | ||
Electronic equipment, instruments andcomponents (continued) | ||
Coherent Corp. (A) | 19,354 | $839,964 |
Fabrinet (A) | 7,926 | 1,043,537 |
Insight Enterprises, Inc. (A) | 7,423 | 836,721 |
IPG Photonics Corp. (A) | 6,591 | 738,851 |
Littelfuse, Inc. | 6,107 | 1,567,606 |
National Instruments Corp. | 31,646 | 1,708,884 |
Novanta, Inc. (A) | 8,843 | 1,427,879 |
Rogers Corp. (A) | 3,927 | 548,170 |
Vontier Corp. | 32,983 | 759,598 |
IT services – 2.1% | ||
DigitalOcean Holdings, Inc. (A) | 11,680 | 342,808 |
DXC Technology Company (A) | 43,622 | 1,253,260 |
Euronet Worldwide, Inc. (A) | 10,936 | 1,232,258 |
ExlService Holdings, Inc. (A) | 6,712 | 1,145,067 |
Marqeta, Inc., Class A (A) | 47,455 | 314,627 |
Maximus, Inc. | 14,932 | 1,117,660 |
Shift4 Payments, Inc., Class A (A) | 10,577 | 677,351 |
The Western Union Company | 79,538 | 1,127,053 |
Thoughtworks Holding, Inc. (A)(B) | 17,519 | 189,205 |
Semiconductors and semiconductor equipment – 3.0% | ||
Allegro MicroSystems, Inc. (A) | 14,414 | 550,182 |
Amkor Technology, Inc. | 25,548 | 747,534 |
Cirrus Logic, Inc. (A) | 15,661 | 1,415,598 |
Diodes, Inc. (A) | 9,426 | 840,705 |
MACOM Technology Solutions Holdings, Inc. (A) | 10,864 | 728,105 |
MKS Instruments, Inc. | 2,804 | 286,905 |
Onto Innovation, Inc. (A) | 10,907 | 857,836 |
Power Integrations, Inc. | 15,066 | 1,297,032 |
Silicon Laboratories, Inc. (A) | 10,270 | 1,611,466 |
Synaptics, Inc. (A) | 8,230 | 1,028,997 |
Universal Display Corp. | 9,155 | 1,213,312 |
Software – 2.9% | ||
Alarm.com Holdings, Inc. (A) | 9,550 | 511,880 |
Altair Engineering, Inc., Class A (A) | 11,897 | 631,731 |
Box, Inc., Class A (A) | 28,918 | 925,087 |
DoubleVerify Holdings, Inc. (A) | 13,846 | 376,473 |
EngageSmart, Inc. (A) | 4,313 | 84,966 |
Five9, Inc. (A) | 2,736 | 215,542 |
Guidewire Software, Inc. (A) | 17,696 | 1,296,055 |
Instructure Holdings, Inc. (A) | 3,202 | 86,550 |
KnowBe4, Inc., Class A (A) | 17,636 | 438,960 |
NCR Corp. (A) | 28,013 | 768,116 |
Nutanix, Inc., Class A (A) | 36,380 | 1,013,911 |
Paycor HCM, Inc. (A) | 10,476 | 263,052 |
PowerSchool Holdings, Inc., Class A (A) | 16,890 | 380,363 |
Qualys, Inc. (A) | 8,457 | 975,600 |
Rapid7, Inc. (A) | 12,838 | 511,851 |
MULTIFACTOR SMALL CAP ETF (continued)
Shares or Principal Amount | Value | |
Information technology (continued) | ||
Software (continued) | ||
SPS Commerce, Inc. (A) | 7,769 | $1,057,206 |
Teradata Corp. (A) | 21,467 | 748,769 |
Technology hardware, storage and peripherals – 0.2% | ||
Super Micro Computer, Inc. (A) | 9,454 | 683,808 |
Materials – 6.8% | 24,283,391 | |
Chemicals – 3.9% | ||
Ashland, Inc. | 13,882 | 1,516,886 |
Avient Corp. | 18,998 | 769,799 |
Axalta Coating Systems, Ltd. (A) | 46,878 | 1,411,028 |
Balchem Corp. | 7,545 | 985,603 |
Cabot Corp. | 11,953 | 900,419 |
Element Solutions, Inc. | 49,689 | 1,017,631 |
HB Fuller Company | 11,279 | 779,379 |
Huntsman Corp. | 35,788 | 1,134,122 |
Livent Corp. (A) | 39,528 | 1,024,566 |
Sensient Technologies Corp. | 8,511 | 644,198 |
The Chemours Company | 42,222 | 1,536,459 |
The Scotts Miracle-Gro Company (B) | 8,338 | 601,920 |
Valvoline, Inc. | 47,045 | 1,724,670 |
Construction materials – 0.7% | ||
Eagle Materials, Inc. | 10,207 | 1,491,039 |
Summit Materials, Inc., Class A (A) | 25,612 | 841,610 |
Containers and packaging – 0.8% | ||
Ardagh Metal Packaging SA | 29,374 | 165,082 |
Greif, Inc., Class A | 5,325 | 380,365 |
Greif, Inc., Class B | 903 | 74,407 |
Silgan Holdings, Inc. | 19,032 | 1,025,634 |
Sonoco Products Company | 18,261 | 1,115,930 |
Metals and mining – 1.0% | ||
ATI, Inc. (A) | 26,219 | 954,109 |
Commercial Metals Company | 25,676 | 1,393,437 |
U.S. Steel Corp. | 46,504 | 1,324,899 |
Paper and forest products – 0.4% | ||
Louisiana-Pacific Corp. | 21,592 | 1,470,199 |
Real estate – 6.1% | 21,597,979 | |
Equity real estate investment trusts – 5.9% | ||
Agree Realty Corp. | 16,579 | 1,237,291 |
Apartment Income REIT Corp. | 6,488 | 248,231 |
Apple Hospitality REIT, Inc. | 45,860 | 813,098 |
Brixmor Property Group, Inc. | 66,617 | 1,567,498 |
Cousins Properties, Inc. | 35,141 | 963,566 |
Douglas Emmett, Inc. | 40,502 | 678,409 |
EPR Properties | 15,892 | 675,092 |
Essential Properties Realty Trust, Inc. | 28,613 | 729,059 |
First Industrial Realty Trust, Inc. | 25,254 | 1,347,301 |
Highwoods Properties, Inc. | 24,160 | 733,739 |
Kilroy Realty Corp. | 23,915 | 981,472 |
40 | JOHN HANCOCK MULTIFACTOR ETFS | QUARTERLY REPORT | SEE NOTES TO FUNDS’ INVESTMENTS |
MULTIFACTOR SMALL CAP ETF (continued)
Shares or Principal Amount | Value | |
Real estate (continued) | ||
Equity real estate investment trusts (continued) | ||
Kite Realty Group Trust | 45,789 | $993,621 |
National Storage Affiliates Trust | 13,053 | 532,562 |
Phillips Edison & Company, Inc. | 24,278 | 813,799 |
Physicians Realty Trust | 47,882 | 759,409 |
PotlatchDeltic Corp. | 14,012 | 685,887 |
Rayonier, Inc. | 31,429 | 1,143,701 |
Ryman Hospitality Properties, Inc. | 11,012 | 1,022,905 |
Sabra Health Care REIT, Inc. | 46,925 | 633,488 |
Spirit Realty Capital, Inc. | 28,482 | 1,249,790 |
STAG Industrial, Inc. | 37,659 | 1,340,660 |
Terreno Realty Corp. | 16,062 | 1,034,875 |
Vornado Realty Trust | 37,169 | 906,552 |
Real estate management and development – 0.2% | ||
Cushman & Wakefield PLC (A) | 35,064 | 505,974 |
Utilities – 3.8% | 13,703,989 | |
Electric utilities – 1.3% | ||
ALLETE, Inc. | 11,413 | 706,008 |
Hawaiian Electric Industries, Inc. | 24,447 | 1,033,375 |
IDACORP, Inc. | 11,398 | 1,206,022 |
PNM Resources, Inc. | 19,419 | 960,852 |
Portland General Electric Company | 19,728 | 938,658 |
Gas utilities – 1.6% | ||
National Fuel Gas Company | 19,969 | 1,159,400 |
New Jersey Resources Corp. | 21,637 | 1,080,119 |
ONE Gas, Inc. | 11,153 | 918,561 |
South Jersey Industries, Inc. | 25,448 | 918,418 |
Southwest Gas Holdings, Inc. | 13,330 | 892,177 |
Spire, Inc. | 10,706 | 773,187 |
Independent power and renewable electricity producers –0.4% | ||
Atlantica Sustainable Infrastructure PLC | 16,151 | 442,860 |
Ormat Technologies, Inc. | 10,932 | 1,011,757 |
Multi-utilities – 0.3% | ||
Black Hills Corp. | 13,816 | 1,000,002 |
Water utilities – 0.2% | ||
California Water Service Group | 10,832 | 662,593 |
SHORT-TERM INVESTMENTS – 0.2% | $708,843 | |
(Cost $708,821) | ||
Short-term funds – 0.2% | 708,843 | |
John Hancock Collateral Trust, 4.3787% (C)(D) | 32,291 | 322,839 |
State Street Institutional U.S. Government Money Market Fund, Premier Class, 4.1717% (C) | 386,004 | 386,004 |
Total investments (Multifactor Small Cap ETF) (Cost $320,449,776) 100.1% | $356,446,708 | |
Other assets and liabilities, net (0.1%) | (389,988) | |
Total net assets 100.0% | $356,056,720 |
MULTIFACTOR SMALL CAP ETF (continued)
The percentage shown for each investment category is the total value of the category as a percentage of the net assets of the fund. | |
Security Abbreviations and Legend | |
(A) | Non-income producing security. |
(B) | All or a portion of this security is on loan as of 1-31-23. The value of securities on loan amounted to $2,556,349. In addition to the cash collateral invested in John Hancock Collateral Trust, if any, non-cash collateral of $2,198,102 in the form of U.S. Treasuries was pledged to the fund. |
(C) | The rate shown is the annualized seven-day yield as of 1-31-23. |
(D) | Investment is an affiliate of the fund, the advisor and/or subadvisor. This security represents the investment of cash collateral received for securities lending. |
SEE NOTES TO FUNDS’ INVESTMENTS | QUARTERLY REPORT | JOHN HANCOCK MULTIFACTOR ETFS | 41 |
Notes to Funds’ investments (unaudited) |
Security valuation. Investments are stated at value as of the scheduled close of regular trading on the New York Stock Exchange (NYSE), normally at 4:00 P.M., Eastern Time. In case of emergency or other disruption resulting in the NYSE not opening for trading or the NYSE closing at a time other than the regularly scheduled close, the net asset value (NAV) may be determined as of the regularly scheduled close of the NYSE pursuant to the Advisor’s Valuation Policies and Procedures.
In order to value the securities, the funds use the following valuation techniques: Equity securities, including exchange-traded funds and closed-end funds, held by the funds are typically valued at the last sale price or official closing price on the exchange or principal market where the security trades. In the event there were no sales during the day or closing prices are not available, the securities are valued using the last available bid price. Investments in open-end mutual funds, including John Hancock Collateral Trust, are valued at their respective NAVs each business day. Foreign securities and currencies are valued in U.S. dollars based on foreign currency exchange rates supplied by an independent pricing vendor valued at London close.
In certain instances, the Pricing Committee of the Advisor may determine to value equity securities using prices obtained from another exchange or market if trading on the exchange or market on which prices are typically obtained did not open for trading as scheduled, or if trading closed earlier than scheduled, and trading occurred as normal on another exchange or market.
Other portfolio securities and assets, for which reliable market quotations are not readily available, are valued at fair value as determined in good faith by the Pricing Committee following procedures established by the Advisor and adopted by the Board of Trustees. The frequency with which these fair valuation procedures are used cannot be predicted and fair value of securities may differ significantly from the value that would have been used had a ready market for such securities existed. Trading in foreign securities may be completed before the scheduled daily close of trading on the NYSE. Significant events at the issuer or market level may affect the values of securities between the time when the valuation of the securities is generally determined and the close of the NYSE. If a significant event occurs, these securities may be fair valued, as determined in good faith by the Pricing Committee, following procedures established by the Advisor and adopted by the Board of Trustees. The Advisor may use fair value adjustment factors provided by an independent pricing vendor to value certain foreign securities in order to adjust for events that may occur between the close of foreign exchanges or markets and the close of the NYSE.
The funds use a three tier hierarchy to prioritize the pricing assumptions, referred to as inputs, used in valuation techniques to measure fair value. Level 1 includes securities valued using quoted prices in active markets for identical securities, including registered investment companies. Level 2 includes securities valued using other significant observable inputs. Observable inputs may include quoted prices for similar securities, interest rates, prepayment speeds and credit risk. Prices for securities valued using these inputs are received from independent pricing vendors and brokers and are based on an evaluation of the inputs described. Level 3 includes securities valued using significant unobservable inputs when market prices are not readily available or reliable, including the Advisor’s assumptions in determining the fair value of investments. Factors used in determining value may include market or issuer specific events or trends, changes in interest rates and credit quality. The inputs or methodology used for valuing securities are not necessarily an indication of the risks associated with investing in those securities. Changes in valuation techniques and related inputs may result in transfers into or out of an assigned level within the disclosure hierarchy.
The following is a summary of the values by input classification of the funds’ investments as of January 31, 2023, by major security category or type:
Total value at 1-31-23 | Level 1 quoted price | Level 2 significant observable inputs | Level 3 significant unobservable inputs | |
Multifactor Developed International ETF | ||||
Investments in securities: | ||||
Assets | ||||
Common stocks | ||||
Australia | $36,647,447 | $36,647,447 | — | — |
Austria | 1,305,882 | 1,305,882 | — | — |
Belgium | 4,506,996 | 4,506,996 | — | — |
Chile | 571,868 | 571,868 | — | — |
Denmark | 12,783,832 | 12,783,832 | — | — |
Finland | 6,627,279 | 6,627,279 | — | — |
France | 51,618,536 | 51,618,536 | — | — |
Germany | 33,833,407 | 33,833,407 | — | — |
Hong Kong | 11,459,333 | 11,459,333 | — | — |
Ireland | 4,741,101 | 4,741,101 | — | — |
Israel | 2,013,014 | 2,013,014 | — | — |
Italy | 10,556,846 | 10,556,846 | — | — |
Japan | 110,592,671 | 110,592,671 | — | — |
Luxembourg | 1,627,609 | 1,627,609 | — | — |
Macau | 242,218 | 242,218 | — | — |
Malaysia | 290,134 | 290,134 | — | — |
Mexico | 96,420 | 96,420 | — | — |
Netherlands | 21,145,602 | 21,145,602 | — | — |
New Zealand | 696,276 | 696,276 | — | — |
Norway | 2,980,287 | 2,980,287 | — | — |
42 | | |
Total value at 1-31-23 | Level 1 quoted price | Level 2 significant observable inputs | Level 3 significant unobservable inputs | |
Multifactor Developed International ETF (continued) | ||||
Portugal | $1,225,785 | $1,225,785 | — | — |
Singapore | 8,082,503 | 8,082,503 | — | — |
Spain | 13,740,087 | 13,740,087 | — | — |
Sweden | 14,067,327 | 14,067,327 | — | — |
Switzerland | 50,649,042 | 50,649,042 | — | — |
United Arab Emirates | 98 | — | $98 | — |
United Kingdom | 71,123,159 | 71,123,159 | — | — |
United States | 36,099 | 36,099 | — | — |
Preferred securities | 2,890,013 | 2,890,013 | — | — |
Short-term investments | 407,660 | 407,660 | — | — |
Total investments in securities | $476,558,531 | $476,558,433 | $98 | — |
Multifactor Emerging Markets ETF | ||||
Investments in securities: | ||||
Assets | ||||
Common stocks | ||||
Brazil | $30,506,015 | $30,506,015 | — | — |
Chile | 3,028,556 | 3,028,556 | — | — |
China | 184,570,574 | 184,570,574 | — | — |
Hong Kong | 11,316,776 | 11,316,776 | — | — |
India | 137,905,941 | 137,804,371 | — | $101,570 |
Indonesia | 16,681,387 | 16,681,387 | — | — |
Malaysia | 13,986,767 | 13,986,767 | — | — |
Mexico | 21,007,662 | 21,007,662 | — | — |
Netherlands | 353,101 | 353,101 | — | — |
Philippines | 7,833,896 | 7,833,896 | — | — |
Poland | 5,593,650 | 5,593,650 | — | — |
Russia | 427,470 | — | — | 427,470 |
Saudi Arabia | 23,419,906 | 23,419,906 | — | — |
South Africa | 30,457,581 | 30,457,581 | — | — |
South Korea | 93,090,934 | 93,090,934 | — | — |
Taiwan | 112,945,307 | 112,945,307 | — | — |
Thailand | 18,053,314 | 18,053,314 | — | — |
Turkey | 3,411,265 | 3,411,265 | — | — |
United Kingdom | 96,655 | 96,655 | — | — |
United States | 1,456,542 | 1,456,542 | — | — |
Preferred securities | 11,681,602 | 11,681,602 | — | — |
Short-term investments | 577,063 | 577,063 | — | — |
Total investments in securities | $728,401,964 | $727,872,924 | — | $529,040 |
Multifactor Large Cap ETF | ||||
Investments in securities: | ||||
Assets | ||||
Common stocks | ||||
Communication services | $45,523,884 | $45,523,884 | — | — |
Consumer discretionary | 80,178,540 | 80,178,540 | — | — |
Consumer staples | 46,602,263 | 46,602,263 | — | — |
Energy | 38,662,493 | 38,662,493 | — | — |
Financials | 104,476,258 | 104,476,258 | — | — |
Health care | 103,234,326 | 103,233,133 | — | $1,193 |
Industrials | 85,676,672 | 85,676,672 | — | — |
Information technology | 167,013,522 | 167,013,522 | — | — |
Materials | 34,563,066 | 34,563,066 | — | — |
Real estate | 24,734,453 | 24,734,453 | — | — |
| | 43 |
Total value at 1-31-23 | Level 1 quoted price | Level 2 significant observable inputs | Level 3 significant unobservable inputs | |
Multifactor Large Cap ETF (continued) | ||||
Utilities | $31,873,140 | $31,873,140 | — | — |
Short-term investments | 333,099 | 333,099 | — | — |
Total investments in securities | $762,871,716 | $762,870,523 | — | $1,193 |
Multifactor Mid Cap ETF | ||||
Investments in securities: | ||||
Assets | ||||
Common stocks | ||||
Communication services | $96,781,353 | $96,781,353 | — | — |
Consumer discretionary | 378,208,975 | 378,208,975 | — | — |
Consumer staples | 115,472,314 | 115,472,314 | — | — |
Energy | 142,126,766 | 142,126,766 | — | — |
Financials | 443,866,253 | 443,866,253 | — | — |
Health care | 329,848,254 | 329,829,567 | — | $18,687 |
Industrials | 512,635,035 | 512,635,035 | — | — |
Information technology | 448,370,302 | 448,370,302 | — | — |
Materials | 233,728,042 | 233,728,042 | — | — |
Real estate | 164,331,139 | 164,331,139 | — | — |
Utilities | 166,845,441 | 166,845,441 | — | — |
Short-term investments | 3,056,244 | 3,056,244 | — | — |
Total investments in securities | $3,035,270,118 | $3,035,251,431 | — | $18,687 |
Multifactor Small Cap ETF | ||||
Investments in securities: | ||||
Assets | ||||
Common stocks | $355,737,865 | $355,737,865 | — | — |
Short-term investments | 708,843 | 708,843 | — | — |
Total investments in securities | $356,446,708 | $356,446,708 | — | — |
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 Developed International ETF | |||||||||
John Hancock Collateral Trust | 39,285 | $10,869,912 | $39,232,788 | $(49,711,233) | $723 | $573 | $80,076 | — | $392,763 |
Multifactor Emerging Markets ETF | |||||||||
John Hancock Collateral Trust | 56,976 | $2,767,388 | $4,780,606 | $(6,978,329) | $(222) | $187 | $18,421 | — | $569,630 |
Multifactor Large Cap ETF | |||||||||
John Hancock Collateral Trust | 3,099 | $468,378 | $3,395,257 | $(3,832,613) | $(63) | $26 | $9,084 | — | $30,985 |
Multifactor Mid Cap ETF | |||||||||
John Hancock Collateral Trust | 19,312 | $7,902,546 | $56,903,251 | $(64,610,111) | $(3,072) | $468 | $212,341 | — | $193,082 |
44 | | |
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 Small Cap ETF | |||||||||
John Hancock Collateral Trust | 32,291 | $761,349 | $12,482,392 | $(12,920,596) | $(378) | $72 | $15,905 | — | $322,839 |
For additional information on the funds’ significant accounting policies and risks, please refer to the funds’ most recent semiannual or annual shareholder report and prospectus.
| | 45 |