John Hancock
Multifactor ETFs
Quarterly portfolio holdings 7/31/2023
Funds’ investments |
MULTIFACTOR DEVELOPED INTERNATIONAL ETF
As of 7-31-23 (unaudited)
Shares or Principal Amount | Value | |
COMMON STOCKS - 98.6% | $516,744,809 | |
(Cost $451,905,329) | ||
Australia - 7.2% | 37,488,817 | |
Ampol, Ltd. | 27,816 | 615,734 |
ANZ Group Holdings, Ltd. | 69,514 | 1,206,182 |
APA Group | 84,340 | 568,325 |
Aristocrat Leisure, Ltd. | 17,144 | 454,359 |
ASX, Ltd. | 5,205 | 217,844 |
Atlas Arteria, Ltd. | 23,405 | 99,045 |
BHP Group, Ltd. | 102,788 | 3,186,822 |
BlueScope Steel, Ltd. | 62,178 | 915,066 |
Brambles, Ltd. | 93,075 | 882,450 |
carsales.com, Ltd. | 14,970 | 250,776 |
Cochlear, Ltd. | 4,337 | 699,000 |
Coles Group, Ltd. | 31,712 | 388,704 |
Commonwealth Bank of Australia | 36,161 | 2,575,845 |
Computershare, Ltd. | 36,807 | 622,044 |
CSL, Ltd. | 10,115 | 1,830,230 |
Dexus | 27,741 | 153,659 |
EBOS Group, Ltd. | 2,491 | 59,763 |
Endeavour Group, Ltd. | 85,855 | 351,749 |
Fortescue Metals Group, Ltd. | 78,729 | 1,150,157 |
Goodman Group | 24,368 | 337,274 |
IDP Education, Ltd. | 9,693 | 162,507 |
IGO, Ltd. | 64,113 | 596,195 |
Insurance Australia Group, Ltd. | 162,897 | 650,925 |
Macquarie Group, Ltd. | 7,366 | 868,676 |
Medibank Private, Ltd. | 220,434 | 521,373 |
Mineral Resources, Ltd. | 10,792 | 519,452 |
Mirvac Group | 101,962 | 160,775 |
National Australia Bank, Ltd. | 64,687 | 1,238,809 |
Newcrest Mining, Ltd. | 14,960 | 266,234 |
Northern Star Resources, Ltd. | 76,197 | 590,985 |
Origin Energy, Ltd. | 119,289 | 680,843 |
Pilbara Minerals, Ltd. | 154,591 | 504,188 |
Qantas Airways, Ltd. (A) | 34,232 | 150,629 |
QBE Insurance Group, Ltd. | 101,475 | 1,078,336 |
Ramsay Health Care, Ltd. | 12,831 | 509,346 |
REA Group, Ltd. | 3,308 | 351,149 |
Reece, Ltd. | 17,322 | 228,780 |
Rio Tinto, Ltd. | 16,621 | 1,311,191 |
Santos, Ltd. | 134,496 | 721,416 |
Scentre Group | 139,521 | 264,186 |
SEEK, Ltd. | 9,874 | 165,674 |
Sonic Healthcare, Ltd. | 60,782 | 1,439,672 |
South32, Ltd. | 108,937 | 284,820 |
Stockland | 74,910 | 213,018 |
Suncorp Group, Ltd. | 86,827 | 832,574 |
Telstra Corp., Ltd. | 112,863 | 323,985 |
The GPT Group | 49,519 | 144,819 |
The Lottery Corp., Ltd. | 149,742 | 521,672 |
MULTIFACTOR DEVELOPED INTERNATIONAL ETF (continued)
Shares or Principal Amount | Value | |
Australia (continued) | ||
TPG Telecom, Ltd. | 21,718 | $73,466 |
Transurban Group | 36,248 | 350,265 |
Treasury Wine Estates, Ltd. | 48,902 | 370,717 |
Vicinity, Ltd. | 112,849 | 150,186 |
Wesfarmers, Ltd. | 23,016 | 770,038 |
Westpac Banking Corp. | 85,316 | 1,284,331 |
WiseTech Global, Ltd. | 8,296 | 479,588 |
Woodside Energy Group, Ltd. | 46,842 | 1,199,134 |
Woolworths Group, Ltd. | 33,011 | 859,081 |
Yancoal Australia, Ltd. | 24,662 | 84,754 |
Austria - 0.2% | 1,070,791 | |
ANDRITZ AG | 2,139 | 113,343 |
BAWAG Group AG (A)(B) | 798 | 38,977 |
Erste Group Bank AG | 6,788 | 257,304 |
EVN AG | 1,399 | 33,240 |
OMV AG | 5,619 | 254,004 |
Raiffeisen Bank International AG (A) | 4,022 | 65,275 |
Strabag SE, Bearer Shares | 399 | 16,805 |
Telekom Austria AG (A) | 2,932 | 22,370 |
Verbund AG | 1,027 | 85,320 |
voestalpine AG | 5,549 | 184,153 |
Belgium - 0.9% | 4,664,273 | |
Ackermans & van Haaren NV | 2,225 | 388,583 |
Ageas SA/NV | 25,040 | 1,063,731 |
Anheuser-Busch InBev SA/NV | 24,864 | 1,426,889 |
D’ieteren Group | 487 | 85,213 |
Elia Group SA/NV | 373 | 46,019 |
KBC Group NV | 11,461 | 864,325 |
Solvay SA | 3,306 | 397,673 |
UCB SA | 1,294 | 114,878 |
Umicore SA | 5,566 | 165,203 |
Warehouses De Pauw CVA | 3,771 | 111,759 |
Chile - 0.1% | 345,229 | |
Antofagasta PLC | 15,995 | 345,229 |
Denmark - 2.9% | 15,381,302 | |
AP Moller - Maersk A/S, Series A | 83 | 167,368 |
AP Moller - Maersk A/S, Series B | 98 | 202,037 |
Carlsberg A/S, Class B | 6,884 | 1,035,253 |
Coloplast A/S, B Shares | 7,369 | 918,386 |
Danske Bank A/S | 46,766 | 1,112,883 |
DSV A/S | 5,317 | 1,067,443 |
Genmab A/S (A) | 4,771 | 1,967,183 |
Novo Nordisk A/S, B Shares | 36,434 | 5,887,180 |
Novozymes A/S, B Shares | 15,762 | 792,845 |
Orsted A/S (B) | 5,291 | 462,776 |
Tryg A/S | 21,653 | 428,940 |
Vestas Wind Systems A/S (A) | 49,828 | 1,339,008 |
2 | JOHN HANCOCK MULTIFACTOR ETFS | QUARTERLY REPORT | SEE NOTES TO FUNDS’ INVESTMENTS |
MULTIFACTOR DEVELOPED INTERNATIONAL ETF (continued)
Shares or Principal Amount | Value | |
Finland - 1.2% | $6,273,290 | |
Elisa OYJ | 10,040 | 525,142 |
Fortum OYJ | 27,669 | 375,535 |
Kesko OYJ, A Shares | 8,349 | 167,719 |
Kesko OYJ, B Shares | 19,155 | 384,267 |
Kone OYJ, Class B | 10,504 | 540,147 |
Metso Corp. | 47,676 | 542,736 |
Neste OYJ | 11,808 | 435,613 |
Nokia OYJ | 139,942 | 552,061 |
Nordea Bank ABP | 77,280 | 878,124 |
Orion OYJ, Class A | 1,431 | 55,931 |
Orion OYJ, Class B | 7,086 | 272,975 |
Sampo OYJ, A Shares | 8,861 | 391,667 |
Stora Enso OYJ, R Shares | 58,216 | 715,996 |
UPM-Kymmene OYJ | 13,119 | 435,377 |
France - 11.1% | 58,309,555 | |
Air Liquide SA | 6,490 | 1,168,931 |
Airbus SE | 13,981 | 2,065,269 |
AXA SA | 52,823 | 1,628,973 |
BNP Paribas SA | 26,692 | 1,766,345 |
Capgemini SE | 10,041 | 1,825,006 |
Cie de Saint-Gobain | 37,013 | 2,508,919 |
Cie Generale des Etablissements Michelin SCA | 66,298 | 2,176,094 |
Credit Agricole SA | 105,898 | 1,317,729 |
Danone SA | 43,662 | 2,673,190 |
Dassault Systemes SE | 18,905 | 810,508 |
Engie SA | 150,903 | 2,481,031 |
EssilorLuxottica SA | 6,260 | 1,262,646 |
Hermes International | 689 | 1,531,849 |
Kering SA | 1,498 | 864,789 |
Legrand SA | 11,776 | 1,183,069 |
L’Oreal SA | 4,522 | 2,109,962 |
LVMH Moet Hennessy Louis Vuitton SE | 5,640 | 5,273,812 |
Orange SA | 309,980 | 3,514,748 |
Pernod Ricard SA | 10,973 | 2,426,916 |
Safran SA | 15,563 | 2,590,321 |
Sanofi | 22,814 | 2,442,162 |
Sartorius Stedim Biotech | 1,130 | 354,453 |
Schneider Electric SE | 9,518 | 1,700,460 |
Societe Generale SA | 60,482 | 1,648,106 |
Thales SA | 4,890 | 732,971 |
TotalEnergies SE | 114,282 | 6,962,852 |
Vinci SA | 27,932 | 3,288,444 |
Germany - 7.0% | 36,729,713 | |
adidas AG | 4,022 | 815,940 |
Allianz SE | 10,177 | 2,439,371 |
BASF SE | 25,647 | 1,379,075 |
Bayer AG | 45,601 | 2,671,741 |
Bayerische Motoren Werke AG | 7,756 | 948,006 |
Beiersdorf AG | 4,471 | 580,695 |
Carl Zeiss Meditec AG, Bearer Shares | 1,687 | 195,951 |
MULTIFACTOR DEVELOPED INTERNATIONAL ETF (continued)
Shares or Principal Amount | Value | |
Germany (continued) | ||
Commerzbank AG | 37,608 | $450,929 |
Continental AG | 10,238 | 819,728 |
Daimler Truck Holding AG | 24,887 | 937,048 |
Deutsche Bank AG | 149,154 | 1,657,654 |
Deutsche Boerse AG | 5,357 | 1,029,479 |
Deutsche Telekom AG | 113,974 | 2,493,387 |
DHL Group | 24,101 | 1,241,470 |
E.ON SE | 300,712 | 3,814,484 |
Fresenius SE & Company KGaA | 42,228 | 1,328,314 |
Hannover Rueck SE | 2,675 | 572,611 |
Hapag-Lloyd AG (B)(C) | 945 | 216,092 |
Heidelberg Materials AG | 5,162 | 419,454 |
Henkel AG & Company KGaA | 5,839 | 409,057 |
Infineon Technologies AG | 20,537 | 905,723 |
Mercedes-Benz Group AG | 41,799 | 3,347,651 |
Merck KGaA | 1,557 | 274,324 |
MTU Aero Engines AG | 844 | 197,556 |
Muenchener Rueckversicherungs-Gesellschaft AG | 1,731 | 653,857 |
RWE AG | 25,045 | 1,080,511 |
SAP SE | 11,508 | 1,578,406 |
Siemens AG | 12,681 | 2,166,844 |
Siemens Energy AG (A) | 27,066 | 459,263 |
Siemens Healthineers AG (B) | 3,041 | 177,098 |
Symrise AG | 6,087 | 666,961 |
Volkswagen AG | 1,574 | 252,416 |
Vonovia SE | 23,427 | 548,617 |
Hong Kong - 2.1% | 10,937,214 | |
AIA Group, Ltd. | 334,324 | 3,318,076 |
BOC Hong Kong Holdings, Ltd. | 95,795 | 291,118 |
Budweiser Brewing Company APAC, Ltd. (B) | 33,400 | 80,944 |
Chow Tai Fook Jewellery Group, Ltd. | 146,000 | 253,483 |
CK Asset Holdings, Ltd. | 96,969 | 559,530 |
CK Hutchison Holdings, Ltd. | 72,773 | 448,842 |
CK Infrastructure Holdings, Ltd. | 44,429 | 235,000 |
CLP Holdings, Ltd. | 49,071 | 399,240 |
Galaxy Entertainment Group, Ltd. (A) | 22,641 | 164,320 |
Hang Seng Bank, Ltd. | 19,889 | 302,720 |
Henderson Land Development Company, Ltd. | 93,398 | 287,426 |
Hong Kong & China Gas Company, Ltd. | 116,065 | 99,267 |
Hong Kong Exchanges & Clearing, Ltd. | 29,625 | 1,237,620 |
Link REIT | 64,852 | 362,982 |
MTR Corp., Ltd. | 41,913 | 192,671 |
Power Assets Holdings, Ltd. | 99,073 | 518,314 |
Prudential PLC | 28,118 | 391,627 |
Sun Hung Kai Properties, Ltd. | 42,662 | 533,637 |
Swire Properties, Ltd. | 73,601 | 184,033 |
Techtronic Industries Company, Ltd. | 45,077 | 508,935 |
Wharf Real Estate Investment Company, Ltd. | 105,993 | 567,429 |
SEE NOTES TO FUNDS’ INVESTMENTS | QUARTERLY REPORT | JOHN HANCOCK MULTIFACTOR ETFS | 3 |
MULTIFACTOR DEVELOPED INTERNATIONAL ETF (continued)
Shares or Principal Amount | Value | |
Ireland - 1.2% | $6,094,366 | |
Bank of Ireland Group PLC | 36,525 | 386,437 |
CRH PLC | 35,453 | 2,117,827 |
Experian PLC | 46,331 | 1,793,719 |
Flutter Entertainment PLC (A) | 2,603 | 519,172 |
James Hardie Industries PLC, CHESS Depositary Interest (A) | 11,890 | 348,365 |
Kerry Group PLC, Class A | 1,789 | 178,232 |
Kingspan Group PLC | 9,326 | 750,614 |
Israel - 0.4% | 1,904,964 | |
Azrieli Group, Ltd. | 415 | 23,697 |
Bank Hapoalim BM | 43,825 | 390,922 |
Bank Leumi Le-Israel BM | 64,104 | 513,896 |
CyberArk Software, Ltd. (A) | 235 | 39,012 |
Elbit Systems, Ltd. | 308 | 65,658 |
ICL Group, Ltd. | 20,323 | 135,352 |
Israel Discount Bank, Ltd., Class A | 36,051 | 191,785 |
Mizrahi Tefahot Bank, Ltd. | 5,607 | 203,243 |
Nice, Ltd. (A) | 617 | 133,870 |
Teva Pharmaceutical Industries, Ltd. (A) | 18,972 | 159,237 |
Wix.com, Ltd. (A) | 512 | 48,292 |
Italy - 2.4% | 12,486,070 | |
Amplifon SpA | 7,195 | 244,252 |
Assicurazioni Generali SpA | 16,355 | 349,464 |
Banca Mediolanum SpA | 5,800 | 56,530 |
Davide Campari-Milano NV | 23,322 | 314,478 |
DiaSorin SpA | 1,406 | 158,196 |
Enel SpA | 173,273 | 1,198,217 |
Eni SpA | 119,713 | 1,832,544 |
Ferrari NV | 3,107 | 998,227 |
FinecoBank Banca Fineco SpA | 30,326 | 471,948 |
Infrastrutture Wireless Italiane SpA (B) | 13,210 | 166,256 |
Intesa Sanpaolo SpA | 381,461 | 1,105,705 |
Mediobanca Banca di Credito Finanziario SpA | 62,393 | 833,752 |
Moncler SpA | 13,176 | 954,728 |
Nexi SpA (A)(B) | 6,670 | 57,905 |
Poste Italiane SpA (B) | 28,886 | 331,063 |
PRADA SpA | 33,600 | 238,040 |
Prysmian SpA | 10,509 | 420,018 |
Recordati Industria Chimica e Farmaceutica SpA | 6,946 | 359,558 |
Snam SpA | 61,372 | 323,577 |
Telecom Italia SpA (A)(C) | 335,958 | 97,159 |
Terna - Rete Elettrica Nazionale | 64,171 | 543,940 |
UniCredit SpA | 52,355 | 1,327,653 |
UnipolSai Assicurazioni SpA (C) | 39,903 | 102,860 |
Japan - 24.1% | 126,567,573 | |
Advantest Corp. | 5,900 | 810,793 |
Aeon Company, Ltd. | 18,400 | 398,615 |
AGC, Inc. | 28,200 | 1,019,392 |
Aisin Corp. | 16,400 | 532,700 |
MULTIFACTOR DEVELOPED INTERNATIONAL ETF (continued)
Shares or Principal Amount | Value | |
Japan (continued) | ||
Ajinomoto Company, Inc. | 12,600 | $491,035 |
ANA Holdings, Inc. (A) | 9,500 | 227,738 |
Asahi Group Holdings, Ltd. | 9,400 | 370,165 |
Asahi Intecc Company, Ltd. | 9,800 | 201,270 |
Asahi Kasei Corp. | 76,300 | 520,052 |
Astellas Pharma, Inc. | 21,000 | 307,506 |
Bandai Namco Holdings, Inc. | 13,503 | 305,452 |
BayCurrent Consulting, Inc. | 8,000 | 258,333 |
Bridgestone Corp. | 28,100 | 1,165,493 |
Canon, Inc. | 21,700 | 560,980 |
Capcom Company, Ltd. | 11,000 | 495,496 |
Central Japan Railway Company | 4,444 | 567,229 |
Chubu Electric Power Company, Inc. | 47,700 | 598,432 |
Chugai Pharmaceutical Company, Ltd. | 12,500 | 372,237 |
Concordia Financial Group, Ltd. | 77,900 | 356,110 |
CyberAgent, Inc. | 27,000 | 170,631 |
Dai Nippon Printing Company, Ltd. | 19,724 | 560,707 |
Daifuku Company, Ltd. | 20,900 | 446,449 |
Dai-ichi Life Holdings, Inc. | 27,900 | 570,548 |
Daiichi Sankyo Company, Ltd. | 19,800 | 605,790 |
Daikin Industries, Ltd. | 5,647 | 1,140,290 |
Daito Trust Construction Company, Ltd. | 3,886 | 418,194 |
Daiwa House Industry Company, Ltd. | 29,900 | 812,738 |
Daiwa House REIT Investment Corp. | 51 | 100,507 |
Daiwa Securities Group, Inc. | 95,300 | 516,544 |
Denso Corp. | 10,200 | 709,362 |
Dentsu Group, Inc. | 18,600 | 622,095 |
Disco Corp. | 5,894 | 1,105,125 |
East Japan Railway Company | 9,200 | 521,450 |
Eisai Company, Ltd. | 2,772 | 175,123 |
ENEOS Holdings, Inc. | 329,700 | 1,195,998 |
FANUC Corp. | 9,350 | 286,133 |
Fast Retailing Company, Ltd. | 4,057 | 1,015,392 |
Fuji Electric Company, Ltd. | 12,393 | 559,813 |
FUJIFILM Holdings Corp. | 10,300 | 597,861 |
Fujitsu, Ltd. | 3,300 | 427,016 |
GLP J-REIT | 101 | 99,592 |
GMO Payment Gateway, Inc. | 2,800 | 213,528 |
Hakuhodo DY Holdings, Inc. | 11,100 | 127,578 |
Hamamatsu Photonics KK | 9,200 | 443,294 |
Hankyu Hanshin Holdings, Inc. | 20,500 | 681,169 |
Hikari Tsushin, Inc. | 541 | 80,229 |
Hirose Electric Company, Ltd. | 1,005 | 127,252 |
Hitachi Construction Machinery Company, Ltd. | 8,100 | 242,692 |
Hitachi, Ltd. | 42,700 | 2,794,374 |
Honda Motor Company, Ltd. | 45,854 | 1,456,497 |
Hoshizaki Corp. | 4,200 | 161,047 |
Hoya Corp. | 10,600 | 1,233,235 |
Hulic Company, Ltd. | 59,800 | 509,066 |
Ibiden Company, Ltd. | 5,200 | 315,704 |
Idemitsu Kosan Company, Ltd. | 30,859 | 651,584 |
4 | JOHN HANCOCK MULTIFACTOR ETFS | QUARTERLY REPORT | SEE NOTES TO FUNDS’ INVESTMENTS |
MULTIFACTOR DEVELOPED INTERNATIONAL ETF (continued)
Shares or Principal Amount | Value | |
Japan (continued) | ||
Iida Group Holdings Company, Ltd. | 9,000 | $158,013 |
Inpex Corp. | 48,300 | 622,957 |
Isuzu Motors, Ltd. | 85,000 | 1,101,985 |
ITOCHU Corp. | 70,400 | 2,849,099 |
Itochu Techno-Solutions Corp. | 6,400 | 162,252 |
Japan Airlines Company, Ltd. | 14,300 | 309,592 |
Japan Exchange Group, Inc. | 29,900 | 520,956 |
Japan Metropolitan Fund Investment Corp. | 173 | 118,718 |
Japan Post Bank Company, Ltd. (C) | 8,000 | 66,610 |
Japan Post Holdings Company, Ltd. | 41,500 | 303,480 |
Japan Post Insurance Company, Ltd. | 12,900 | 208,690 |
Japan Real Estate Investment Corp. | 37 | 148,958 |
Japan Tobacco, Inc. | 52,500 | 1,165,065 |
JFE Holdings, Inc. | 71,600 | 1,157,553 |
JSR Corp. | 7,900 | 226,413 |
Kajima Corp. | 37,200 | 588,057 |
Kao Corp. | 13,600 | 517,083 |
Kawasaki Kisen Kaisha, Ltd. (C) | 9,000 | 271,242 |
KDDI Corp. | 40,400 | 1,190,560 |
Keio Corp. | 4,370 | 145,298 |
Keisei Electric Railway Company, Ltd. | 7,300 | 303,139 |
Keyence Corp. | 2,770 | 1,243,069 |
Kikkoman Corp. | 1,500 | 86,402 |
Kintetsu Group Holdings Company, Ltd. | 7,000 | 235,058 |
Kirin Holdings Company, Ltd. | 8,000 | 118,384 |
Kobayashi Pharmaceutical Company, Ltd. | 1,100 | 60,528 |
Kobe Bussan Company, Ltd. | 9,700 | 258,612 |
Koei Tecmo Holdings Company, Ltd. | 5,900 | 100,991 |
Koito Manufacturing Company, Ltd. | 11,900 | 218,644 |
Komatsu, Ltd. | 42,500 | 1,185,740 |
Konami Group Corp. | 6,200 | 347,746 |
Kose Corp. | 1,000 | 97,973 |
Kubota Corp. | 23,500 | 354,700 |
Kyocera Corp. | 8,700 | 468,066 |
Kyowa Kirin Company, Ltd. | 5,300 | 101,315 |
Lasertec Corp. | 2,000 | 302,294 |
Lixil Corp. | 29,200 | 373,529 |
M3, Inc. | 10,200 | 234,253 |
Makita Corp. | 2,500 | 70,154 |
Marubeni Corp. | 47,600 | 842,079 |
MatsukiyoCocokara & Company | 3,100 | 181,422 |
Mazda Motor Corp. | 52,000 | 514,400 |
MEIJI Holdings Company, Ltd. | 26,300 | 608,632 |
MINEBEA MITSUMI, Inc. | 36,000 | 665,878 |
MISUMI Group, Inc. | 18,100 | 330,521 |
Mitsubishi Chemical Group Corp. | 171,300 | 1,024,207 |
Mitsubishi Corp. | 33,000 | 1,687,394 |
Mitsubishi Electric Corp. | 38,500 | 555,768 |
Mitsubishi Estate Company, Ltd. | 22,800 | 278,742 |
Mitsubishi HC Capital, Inc. | 110,000 | 727,682 |
Mitsubishi Heavy Industries, Ltd. | 15,800 | 748,521 |
MULTIFACTOR DEVELOPED INTERNATIONAL ETF (continued)
Shares or Principal Amount | Value | |
Japan (continued) | ||
Mitsubishi Motors Corp. | 60,400 | $242,994 |
Mitsubishi UFJ Financial Group, Inc. | 294,870 | 2,378,386 |
Mitsui & Company, Ltd. | 37,000 | 1,442,969 |
Mitsui Chemicals, Inc. | 22,900 | 657,601 |
Mitsui Fudosan Company, Ltd. | 18,500 | 380,013 |
Mitsui O.S.K. Lines, Ltd. (C) | 23,300 | 602,671 |
Mizuho Financial Group, Inc. | 52,700 | 891,686 |
MonotaRO Company, Ltd. | 13,200 | 161,284 |
MS&AD Insurance Group Holdings, Inc. | 11,800 | 439,510 |
Murata Manufacturing Company, Ltd. | 12,100 | 708,984 |
NEC Corp. | 16,603 | 839,382 |
Nexon Company, Ltd. | 3,800 | 72,494 |
NGK Insulators, Ltd. | 16,500 | 202,302 |
Nidec Corp. | 9,500 | 565,199 |
Nintendo Company, Ltd. | 22,270 | 1,010,990 |
Nippon Building Fund, Inc. | 38 | 159,403 |
Nippon Express Holdings, Inc. | 10,400 | 610,107 |
Nippon Paint Holdings Company, Ltd. | 8,700 | 79,726 |
Nippon Sanso Holdings Corp. | 15,100 | 364,747 |
Nippon Steel Corp. (C) | 41,200 | 941,267 |
Nippon Telegraph & Telephone Corp. | 894,150 | 1,025,176 |
Nippon Yusen KK (C) | 15,400 | 373,727 |
Nissan Chemical Corp. | 8,800 | 395,220 |
Nissan Motor Company, Ltd. | 64,200 | 281,508 |
Nissin Foods Holdings Company, Ltd. | 2,316 | 195,608 |
Nitori Holdings Company, Ltd. | 2,201 | 270,400 |
Nitto Denko Corp. | 18,394 | 1,307,569 |
Nomura Holdings, Inc. | 91,400 | 377,295 |
Nomura Real Estate Master Fund, Inc. | 123 | 146,478 |
Nomura Research Institute, Ltd. | 10,600 | 300,736 |
NTT Data Group Corp. | 18,600 | 258,617 |
Obayashi Corp. | 55,300 | 511,626 |
Obic Company, Ltd. | 1,100 | 180,159 |
Odakyu Electric Railway Company, Ltd. | 13,600 | 198,812 |
Oji Holdings Corp. | 79,200 | 312,720 |
Olympus Corp. | 30,700 | 500,539 |
Omron Corp. | 4,000 | 214,583 |
Ono Pharmaceutical Company, Ltd. | 7,865 | 144,009 |
Oracle Corp. Japan | 1,700 | 119,364 |
Oriental Land Company, Ltd. | 10,500 | 402,766 |
ORIX Corp. | 33,900 | 651,611 |
Osaka Gas Company, Ltd. | 35,700 | 562,335 |
Otsuka Corp. | 7,900 | 329,000 |
Otsuka Holdings Company, Ltd. | 8,700 | 319,943 |
Pan Pacific International Holdings Corp. | 23,500 | 464,608 |
Panasonic Holdings Corp. | 88,804 | 1,100,050 |
Rakuten Group, Inc. | 9,300 | 36,335 |
Recruit Holdings Company, Ltd. | 25,300 | 878,413 |
Renesas Electronics Corp. (A) | 24,700 | 479,032 |
Resona Holdings, Inc. | 72,200 | 393,523 |
Ricoh Company, Ltd. | 39,200 | 348,601 |
SEE NOTES TO FUNDS’ INVESTMENTS | QUARTERLY REPORT | JOHN HANCOCK MULTIFACTOR ETFS | 5 |
MULTIFACTOR DEVELOPED INTERNATIONAL ETF (continued)
Shares or Principal Amount | Value | |
Japan (continued) | ||
Rohm Company, Ltd. | 6,300 | $589,738 |
SBI Holdings, Inc. | 23,700 | 500,339 |
SCSK Corp. | 8,100 | 134,686 |
Secom Company, Ltd. | 2,261 | 151,704 |
Seiko Epson Corp. | 45,300 | 743,681 |
Sekisui Chemical Company, Ltd. | 54,000 | 820,566 |
Sekisui House, Ltd. (C) | 18,100 | 369,312 |
Seven & i Holdings Company, Ltd. | 20,500 | 850,271 |
SG Holdings Company, Ltd. | 20,400 | 297,859 |
Sharp Corp. (A)(C) | 12,500 | 74,342 |
Shimadzu Corp. | 19,800 | 600,773 |
Shimano, Inc. | 1,286 | 195,054 |
Shimizu Corp. | 51,500 | 355,077 |
Shin-Etsu Chemical Company, Ltd. | 32,990 | 1,086,432 |
Shionogi & Company, Ltd. | 3,071 | 128,218 |
Shiseido Company, Ltd. | 6,177 | 270,852 |
SMC Corp. | 645 | 336,618 |
SoftBank Corp. | 56,000 | 621,959 |
SoftBank Group Corp. | 28,836 | 1,469,808 |
Sompo Holdings, Inc. | 9,600 | 425,068 |
Sony Group Corp. | 25,200 | 2,361,613 |
Square Enix Holdings Company, Ltd. | 4,000 | 185,360 |
Subaru Corp. | 57,400 | 1,085,340 |
SUMCO Corp. | 17,800 | 259,333 |
Sumitomo Chemical Company, Ltd. | 152,600 | 470,538 |
Sumitomo Corp. | 29,500 | 632,647 |
Sumitomo Electric Industries, Ltd. | 49,700 | 636,641 |
Sumitomo Metal Mining Company, Ltd. | 26,500 | 916,533 |
Sumitomo Mitsui Financial Group, Inc. | 32,900 | 1,550,061 |
Sumitomo Mitsui Trust Holdings, Inc. | 9,275 | 360,803 |
Sumitomo Realty & Development Company, Ltd. | 14,200 | 380,386 |
Suntory Beverage & Food, Ltd. | 8,200 | 292,090 |
Suzuki Motor Corp. | 16,900 | 677,641 |
Sysmex Corp. | 7,848 | 531,651 |
T&D Holdings, Inc. | 40,600 | 660,379 |
Taisei Corp. | 16,461 | 624,007 |
Taiyo Yuden Company, Ltd. | 5,100 | 151,981 |
Takeda Pharmaceutical Company, Ltd. | 45,547 | 1,391,607 |
TDK Corp. | 18,800 | 719,423 |
Terumo Corp. | 7,900 | 258,607 |
The Chiba Bank, Ltd. | 61,700 | 433,698 |
The Kansai Electric Power Company, Inc. | 80,600 | 1,060,825 |
TIS, Inc. | 13,700 | 347,418 |
Tobu Railway Company, Ltd. | 8,100 | 214,415 |
Toho Company, Ltd. | 4,200 | 163,767 |
Tokio Marine Holdings, Inc. | 40,100 | 919,805 |
Tokyo Century Corp. | 5,700 | 223,138 |
Tokyo Electric Power Company Holdings, Inc. (A) | 68,900 | 273,990 |
Tokyo Electron, Ltd. | 9,371 | 1,401,231 |
MULTIFACTOR DEVELOPED INTERNATIONAL ETF (continued)
Shares or Principal Amount | Value | |
Japan (continued) | ||
Tokyo Gas Company, Ltd. | 58,100 | $1,318,782 |
Tokyu Corp. | 35,600 | 452,141 |
Toppan, Inc. | 22,200 | 522,188 |
Toray Industries, Inc. | 145,100 | 812,102 |
Toshiba Corp. | 4,800 | 155,034 |
Tosoh Corp. | 21,900 | 286,158 |
TOTO, Ltd. | 7,500 | 230,733 |
Toyo Suisan Kaisha, Ltd. | 1,100 | 45,593 |
Toyota Industries Corp. | 4,300 | 310,515 |
Toyota Motor Corp. | 249,040 | 4,182,217 |
Toyota Tsusho Corp. | 10,900 | 636,370 |
Trend Micro, Inc. | 9,600 | 453,378 |
Unicharm Corp. | 10,800 | 400,363 |
USS Company, Ltd. | 16,300 | 282,565 |
Welcia Holdings Company, Ltd. | 4,700 | 88,522 |
West Japan Railway Company | 14,881 | 611,977 |
Yakult Honsha Company, Ltd. | 3,700 | 205,703 |
Yamaha Corp. | 4,766 | 184,495 |
Yamaha Motor Company, Ltd. | 45,400 | 1,329,279 |
Yamato Holdings Company, Ltd. | 31,500 | 590,182 |
Yaskawa Electric Corp. | 15,800 | 686,246 |
Z Holdings Corp. | 45,500 | 126,752 |
ZOZO, Inc. | 10,500 | 204,856 |
Luxembourg - 0.3% | 1,510,478 | |
ArcelorMittal SA | 45,720 | 1,325,746 |
Tenaris SA | 11,074 | 184,732 |
Macau - 0.0% | 105,287 | |
Sands China, Ltd. (A) | 27,600 | 105,287 |
Malaysia - 0.0% | 217,331 | |
Lynas Rare Earths, Ltd. (A) | 47,923 | 217,331 |
Mexico - 0.0% | 65,987 | |
Fresnillo PLC | 8,296 | 65,987 |
Netherlands - 4.8% | 25,047,518 | |
ABN AMRO Bank NV (B) | 32,827 | 559,550 |
Adyen NV (A)(B) | 297 | 553,338 |
Argenx SE (A) | 489 | 246,390 |
Argenx SE, Additional Offering (A) | 30 | 15,116 |
ASM International NV | 2,957 | 1,410,870 |
ASML Holding NV | 8,890 | 6,392,651 |
Ferrovial SE | 28,980 | 963,031 |
Heineken Holding NV | 9,485 | 779,621 |
Heineken NV | 5,308 | 521,677 |
ING Groep NV | 95,413 | 1,397,025 |
JDE Peet’s NV (C) | 5,174 | 156,534 |
Koninklijke Ahold Delhaize NV | 83,976 | 2,905,867 |
Prosus NV (A) | 14,530 | 1,153,925 |
Stellantis NV | 128,576 | 2,643,002 |
Universal Music Group NV | 29,804 | 766,633 |
6 | JOHN HANCOCK MULTIFACTOR ETFS | QUARTERLY REPORT | SEE NOTES TO FUNDS’ INVESTMENTS |
MULTIFACTOR DEVELOPED INTERNATIONAL ETF (continued)
Shares or Principal Amount | Value | |
Netherlands (continued) | ||
Wolters Kluwer NV | 36,393 | $4,582,288 |
New Zealand - 0.2% | 806,759 | |
Auckland International Airport, Ltd. (A) | 21,818 | 114,059 |
Contact Energy, Ltd. | 10,950 | 56,630 |
Fisher & Paykel Healthcare Corp., Ltd. | 10,459 | 159,930 |
Infratil, Ltd. | 11,144 | 69,008 |
Mainfreight, Ltd. | 904 | 38,173 |
Mercury NZ, Ltd. | 5,817 | 23,857 |
Meridian Energy, Ltd. | 25,429 | 89,336 |
Spark New Zealand, Ltd. | 44,724 | 144,180 |
Xero, Ltd. (A) | 1,355 | 111,586 |
Norway - 0.5% | 2,839,592 | |
Adevinta ASA (A) | 2,169 | 16,069 |
Aker ASA, A Shares | 667 | 42,460 |
Aker BP ASA (C) | 11,007 | 308,237 |
DNB Bank ASA | 23,972 | 495,482 |
Equinor ASA | 27,666 | 843,394 |
Gjensidige Forsikring ASA | 2,239 | 35,456 |
Kongsberg Gruppen ASA | 924 | 40,133 |
Mowi ASA | 5,447 | 95,975 |
Norsk Hydro ASA | 32,511 | 213,387 |
Orkla ASA | 13,123 | 103,879 |
Salmar ASA | 667 | 30,876 |
Schibsted ASA, A Shares | 942 | 20,215 |
Schibsted ASA, B Shares | 1,517 | 29,826 |
Telenor ASA | 16,716 | 179,280 |
TOMRA Systems ASA | 6,098 | 94,094 |
Var Energi ASA (C) | 4,249 | 12,978 |
Yara International ASA | 6,783 | 277,851 |
Portugal - 0.3% | 1,433,785 | |
EDP - Energias de Portugal SA | 70,563 | 330,647 |
Galp Energia SGPS SA | 67,051 | 894,518 |
Jeronimo Martins SGPS SA | 7,642 | 208,620 |
Singapore - 1.6% | 8,612,991 | |
CapitaLand Ascendas REIT | 66,292 | 140,293 |
CapitaLand Ascott Trust | 2,636 | 2,223 |
CapitaLand Integrated Commercial Trust | 136,759 | 210,113 |
CapitaLand Investment, Ltd. | 46,300 | 118,557 |
City Developments, Ltd. | 49,800 | 277,167 |
DBS Group Holdings, Ltd. | 45,612 | 1,176,884 |
Genting Singapore, Ltd. | 269,100 | 190,506 |
Grab Holdings, Ltd., Class A (A) | 93,832 | 359,377 |
Great Eastern Holdings, Ltd. | 5,700 | 79,632 |
Jardine Cycle & Carriage, Ltd. | 13,300 | 343,368 |
Keppel Corp., Ltd. | 111,400 | 619,169 |
Mapletree Logistics Trust | 69,200 | 88,077 |
Mapletree Pan Asia Commercial Trust | 66,800 | 83,009 |
Oversea-Chinese Banking Corp., Ltd. | 116,068 | 1,162,603 |
Sea, Ltd., ADR (A) | 3,732 | 248,253 |
MULTIFACTOR DEVELOPED INTERNATIONAL ETF (continued)
Shares or Principal Amount | Value | |
Singapore (continued) | ||
Singapore Airlines, Ltd. (C) | 57,500 | $326,085 |
Singapore Exchange, Ltd. | 72,100 | 527,256 |
Singapore Technologies Engineering, Ltd. | 101,300 | 284,568 |
Singapore Telecommunications, Ltd. | 236,000 | 472,782 |
United Overseas Bank, Ltd. | 73,024 | 1,655,387 |
Wilmar International, Ltd. | 85,200 | 247,682 |
Spain - 2.6% | 13,368,903 | |
Aena SME SA (B) | 4,467 | 716,108 |
Amadeus IT Group SA | 13,529 | 972,848 |
Banco Bilbao Vizcaya Argentaria SA | 274,965 | 2,185,804 |
Banco Santander SA | 434,502 | 1,764,619 |
CaixaBank SA | 101,848 | 412,001 |
Cellnex Telecom SA (A)(B) | 6,229 | 255,070 |
Corp. ACCIONA Energias Renovables SA (C) | 6,357 | 200,595 |
EDP Renovaveis SA | 2,074 | 39,720 |
Endesa SA | 21,180 | 455,014 |
Iberdrola SA (C) | 99,331 | 1,243,570 |
Industria de Diseno Textil SA | 32,387 | 1,243,006 |
Naturgy Energy Group SA (C) | 4,200 | 128,456 |
Repsol SA | 178,810 | 2,740,344 |
Telefonica SA | 236,689 | 1,011,748 |
Sweden - 2.7% | 14,025,794 | |
Alfa Laval AB | 3,460 | 129,707 |
Assa Abloy AB, B Shares | 10,998 | 264,810 |
Atlas Copco AB, A Shares | 72,245 | 1,029,272 |
Atlas Copco AB, B Shares | 39,817 | 492,431 |
Axfood AB | 4,848 | 123,743 |
Beijer Ref AB (C) | 12,986 | 176,978 |
Boliden AB | 19,823 | 585,021 |
Castellum AB (C) | 24,458 | 279,204 |
Epiroc AB, A Shares | 17,215 | 344,218 |
Epiroc AB, B Shares | 10,315 | 175,524 |
EQT AB | 2,877 | 68,834 |
Essity AB, B Shares | 12,873 | 319,635 |
Evolution AB (B) | 2,882 | 356,016 |
Fastighets AB Balder, B Shares (A) | 16,501 | 77,170 |
Getinge AB, B Shares | 9,400 | 175,476 |
Hennes & Mauritz AB, B Shares (C) | 20,275 | 341,149 |
Hexagon AB, B Shares | 22,911 | 222,296 |
Holmen AB, B Shares | 6,135 | 236,759 |
Husqvarna AB, B Shares (C) | 41,748 | 410,626 |
Indutrade AB | 18,264 | 383,966 |
Lifco AB, B Shares | 11,076 | 223,786 |
Nibe Industrier AB, B Shares | 15,159 | 136,680 |
Saab AB, B Shares | 1,227 | 64,786 |
Sagax AB, B Shares | 5,806 | 129,243 |
Sandvik AB | 30,666 | 623,972 |
Skandinaviska Enskilda Banken AB, A Shares | 35,584 | 431,952 |
Skandinaviska Enskilda Banken AB, C Shares | 329 | 4,196 |
Skanska AB, B Shares | 33,882 | 541,080 |
SEE NOTES TO FUNDS’ INVESTMENTS | QUARTERLY REPORT | JOHN HANCOCK MULTIFACTOR ETFS | 7 |
MULTIFACTOR DEVELOPED INTERNATIONAL ETF (continued)
Shares or Principal Amount | Value | |
Sweden (continued) | ||
SKF AB, B Shares | 33,649 | $642,397 |
SSAB AB, A Shares | 18,963 | 120,519 |
SSAB AB, B Shares | 46,612 | 285,417 |
Svenska Cellulosa AB SCA, B Shares | 17,055 | 226,913 |
Svenska Handelsbanken AB, A Shares | 41,456 | 364,552 |
Svenska Handelsbanken AB, B Shares (C) | 1,641 | 17,929 |
Sweco AB, B Shares | 8,177 | 84,358 |
Swedbank AB, A Shares | 26,237 | 481,792 |
Swedish Orphan Biovitrum AB (A)(C) | 6,962 | 136,490 |
Tele2 AB, B Shares | 49,904 | 376,245 |
Telefonaktiebolaget LM Ericsson, B Shares | 50,927 | 256,343 |
Telia Company AB (C) | 68,301 | 147,100 |
Trelleborg AB, B Shares | 17,228 | 459,577 |
Volvo AB, A Shares | 13,989 | 317,656 |
Volvo AB, B Shares | 76,155 | 1,681,824 |
Volvo Car AB, B Shares (A)(C) | 15,792 | 78,152 |
Switzerland - 10.0% | 52,651,055 | |
ABB, Ltd. | 47,255 | 1,900,340 |
Alcon, Inc. | 32,105 | 2,742,175 |
Chocoladefabriken Lindt & Spruengli AG | 6 | 732,307 |
Cie Financiere Richemont SA, A Shares | 12,330 | 1,995,615 |
Coca-Cola HBC AG (A) | 20,062 | 591,629 |
DSM-Firmenich AG | 4,828 | 534,973 |
Givaudan SA | 468 | 1,586,724 |
Glencore PLC | 509,852 | 3,106,494 |
Holcim, Ltd. (A) | 36,702 | 2,565,774 |
Kuehne + Nagel International AG | 3,355 | 1,054,279 |
Lonza Group AG | 1,503 | 875,948 |
Nestle SA | 53,217 | 6,561,496 |
Novartis AG | 48,606 | 5,106,476 |
Partners Group Holding AG | 1,581 | 1,783,720 |
Roche Holding AG | 13,875 | 4,331,286 |
Roche Holding AG, Bearer Shares (C) | 920 | 306,720 |
Schindler Holding AG | 1,084 | 252,102 |
Schindler Holding AG, Participation Certificates | 2,583 | 629,324 |
Sika AG | 10,203 | 3,186,194 |
STMicroelectronics NV | 56,003 | 3,002,406 |
Straumann Holding AG | 5,888 | 979,126 |
Swiss Re AG | 24,417 | 2,560,426 |
Swisscom AG | 3,816 | 2,466,962 |
UBS Group AG | 85,209 | 1,894,680 |
Zurich Insurance Group AG | 3,922 | 1,903,879 |
United Arab Emirates - 0.0% | 1 | |
NMC Health PLC (A) | 5,181 | 1 |
United Kingdom - 14.8% | 77,754,941 | |
3i Group PLC | 93,439 | 2,376,815 |
Admiral Group PLC | 22,812 | 624,884 |
Anglo American PLC | 51,305 | 1,580,317 |
Ashtead Group PLC | 25,538 | 1,893,305 |
MULTIFACTOR DEVELOPED INTERNATIONAL ETF (continued)
Shares or Principal Amount | Value | |
United Kingdom (continued) | ||
Associated British Foods PLC | 22,258 | $587,084 |
AstraZeneca PLC | 15,952 | 2,295,887 |
Auto Trader Group PLC (B) | 63,445 | 527,340 |
Aviva PLC | 185,477 | 926,893 |
BAE Systems PLC | 37,391 | 448,089 |
Barclays PLC | 478,623 | 954,275 |
BP PLC | 765,466 | 4,757,004 |
British American Tobacco PLC | 45,828 | 1,542,219 |
BT Group PLC | 913,857 | 1,434,493 |
Bunzl PLC | 15,886 | 590,299 |
Burberry Group PLC | 36,457 | 1,042,752 |
CNH Industrial NV | 26,920 | 389,113 |
Coca-Cola Europacific Partners PLC | 14,643 | 925,088 |
Compass Group PLC | 21,432 | 558,955 |
Croda International PLC | 6,404 | 485,319 |
Diageo PLC | 54,286 | 2,373,055 |
Dowlais Group PLC (A) | 92,223 | 145,891 |
Entain PLC | 28,362 | 505,779 |
Ferguson PLC | 13,344 | 2,146,991 |
GSK PLC | 82,605 | 1,471,605 |
Haleon PLC | 177,920 | 769,861 |
Halma PLC | 17,669 | 508,328 |
HSBC Holdings PLC | 480,746 | 3,997,701 |
Imperial Brands PLC | 65,198 | 1,543,102 |
Informa PLC | 100,346 | 978,914 |
InterContinental Hotels Group PLC | 6,473 | 479,388 |
Intertek Group PLC | 11,503 | 645,591 |
JD Sports Fashion PLC | 170,573 | 346,101 |
Legal & General Group PLC | 388,640 | 1,167,102 |
Lloyds Banking Group PLC | 1,803,229 | 1,042,548 |
London Stock Exchange Group PLC | 6,848 | 745,585 |
Melrose Industries PLC | 89,871 | 612,852 |
Mondi PLC | 49,549 | 870,537 |
National Grid PLC | 99,922 | 1,326,145 |
NatWest Group PLC | 165,343 | 519,720 |
Next PLC | 12,484 | 1,132,088 |
Pearson PLC | 42,432 | 472,030 |
Phoenix Group Holdings PLC | 50,674 | 358,729 |
Reckitt Benckiser Group PLC | 8,610 | 646,737 |
RELX PLC | 52,658 | 1,775,114 |
Rentokil Initial PLC | 154,304 | 1,260,699 |
Rio Tinto PLC | 28,924 | 1,916,576 |
Rolls-Royce Holdings PLC (A) | 311,440 | 740,720 |
Schroders PLC | 65,331 | 386,079 |
Segro PLC | 32,169 | 315,808 |
Severn Trent PLC | 17,278 | 567,773 |
Shell PLC | 307,455 | 9,359,592 |
Smith & Nephew PLC | 22,200 | 338,479 |
Smiths Group PLC | 17,146 | 374,815 |
Spirax-Sarco Engineering PLC | 3,528 | 504,997 |
SSE PLC | 53,247 | 1,154,741 |
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) | ||
St. James’s Place PLC | 25,255 | $305,447 |
Standard Chartered PLC | 205,066 | 1,972,002 |
Tesco PLC | 494,171 | 1,640,429 |
The Sage Group PLC | 47,904 | 577,280 |
Unilever PLC | 59,988 | 3,234,764 |
United Utilities Group PLC | 40,380 | 519,030 |
Vodafone Group PLC | 831,063 | 795,871 |
Whitbread PLC | 15,841 | 713,160 |
WPP PLC | 50,657 | 555,054 |
United States - 0.0% | 51,230 | |
Carnival PLC (A) | 3,021 | 51,230 |
PREFERRED SECURITIES - 0.7% | $3,463,104 | |
(Cost $3,712,111) | ||
Germany - 0.7% | 3,463,104 | |
Bayerische Motoren Werke AG | 2,928 | 329,929 |
Dr. Ing. h.c. F. Porsche AG (B) | 838 | 102,742 |
Henkel AG & Company KGaA | 10,948 | 847,123 |
Porsche Automobil Holding SE | 10,449 | 619,575 |
Sartorius AG | 1,347 | 557,371 |
Volkswagen AG | 7,571 | 1,006,364 |
RIGHTS - 0.0% | $0 | |
(Cost $0) | ||
Strabag SE (Expiration Date: 1-1-27) (A)(D)(E) | 432 | 0 |
SHORT-TERM INVESTMENTS - 0.3% | $1,645,255 | |
(Cost $1,645,255) | ||
Short-term funds - 0.3% | 1,645,255 | |
John Hancock Collateral Trust, 5.2927% (F)(G) | 59,511 | 594,808 |
State Street Institutional U.S. Government Money Market Fund, Premier Class, 5.1769% (F) | 1,050,447 | 1,050,447 |
Total investments (Multifactor Developed International ETF) (Cost $457,262,695) - 99.6% | $521,853,168 | |
Other assets and liabilities, net - 0.4% | 2,243,318 | |
Total net assets - 100.0% | $524,096,486 |
The percentage shown for each investment category is the total value of the category as a percentage of the net assets of the fund. | |
Security Abbreviations and Legend | |
ADR | American Depositary Receipt |
(A) | Non-income producing security. |
(B) | These securities are exempt from registration under Rule 144A of the Securities Act of 1933. Such securities may be resold, normally to qualified institutional buyers, in transactions exempt from registration. |
(C) | All or a portion of this security is on loan as of 7-31-23. The value of securities on loan amounted to $4,194,838. In addition to the cash collateral invested in John Hancock Collateral Trust, if any, non-cash collateral of $3,850,665 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) | Strike price and/or expiration date not available. |
(F) | The rate shown is the annualized seven-day yield as of 7-31-23. |
(G) | Investment is an affiliate of the fund, the advisor and/or subadvisor. This security represents the investment of cash collateral received for securities lending. |
The fund had the following sector composition as a percentage of net assets on 7-31-23:
Industrials | 18.2% |
Financials | 17.4% |
Consumer discretionary | 11.5% |
Health care | 9.5% |
Materials | 9.3% |
Consumer staples | 9.1% |
Information technology | 6.6% |
Energy | 6.4% |
Communication services | 5.0% |
Utilities | 4.4% |
Real estate | 1.9% |
Short-term investments and other | 0.7% |
TOTAL | 100.0% |
MULTIFACTOR EMERGING MARKETS ETF
As of 7-31-23 (unaudited)
Shares or Principal Amount | Value | |
COMMON STOCKS - 97.9% | $685,147,667 | |
(Cost $619,009,167) | ||
Brazil - 4.3% | 30,146,572 | |
Ambev SA | 326,600 | 1,020,228 |
Atacadao SA | 36,600 | 105,560 |
B3 SA - Brasil Bolsa Balcao | 423,900 | 1,327,737 |
Banco Bradesco SA | 185,405 | 578,776 |
Banco BTG Pactual SA | 81,848 | 585,163 |
Banco do Brasil SA | 117,400 | 1,189,289 |
BB Seguridade Participacoes SA | 115,100 | 752,969 |
Caixa Seguridade Participacoes S/A | 42,600 | 96,626 |
CCR SA | 201,300 | 562,382 |
Centrais Eletricas Brasileiras SA | 73,737 | 599,097 |
Cia de Saneamento Basico do Estado de Sao Paulo | 66,100 | 807,309 |
Cia Energetica de Minas Gerais | 32,589 | 126,326 |
Cia Siderurgica Nacional SA | 80,700 | 234,786 |
Cosan SA | 79,600 | 333,657 |
CPFL Energia SA | 36,900 | 277,542 |
Eneva SA (A) | 37,900 | 106,520 |
Engie Brasil Energia SA | 46,325 | 428,869 |
Equatorial Energia SA | 103,446 | 729,355 |
Hapvida Participacoes e Investimentos SA (A)(B) | 418,807 | 422,588 |
Hypera SA | 43,200 | 392,855 |
JBS SA | 209,800 | 828,254 |
Klabin SA | 101,000 | 488,328 |
Localiza Rent a Car SA | 89,857 | 1,269,734 |
Lojas Renner SA | 111,284 | 438,628 |
Magazine Luiza SA (A) | 222,728 | 156,849 |
Natura & Company Holding SA (A) | 104,400 | 400,960 |
Petroleo Brasileiro SA | 602,700 | 4,410,294 |
PRIO SA (A) | 60,400 | 579,235 |
Raia Drogasil SA | 189,572 | 1,154,476 |
SEE NOTES TO FUNDS’ INVESTMENTS | QUARTERLY REPORT | JOHN HANCOCK MULTIFACTOR ETFS | 9 |
MULTIFACTOR EMERGING MARKETS ETF (continued)
Shares or Principal Amount | Value | |
Brazil (continued) | ||
Rede D’Or Sao Luiz SA (B) | 31,636 | $239,412 |
Rumo SA | 126,490 | 617,952 |
Sendas Distribuidora SA | 91,400 | 258,807 |
Suzano SA | 97,465 | 984,884 |
Telefonica Brasil SA | 67,400 | 596,633 |
TIM SA | 163,700 | 493,469 |
Vale SA | 387,800 | 5,638,000 |
WEG SA | 108,800 | 913,023 |
Cayman Islands - 0.0% | 234,197 | |
Parade Technologies, Ltd. | 8,000 | 234,197 |
Chile - 0.5% | 3,213,367 | |
Banco de Chile | 3,844,793 | 427,756 |
Banco de Credito e Inversiones SA | 8,507 | 255,360 |
Banco Santander Chile | 9,235,934 | 492,764 |
Cencosud SA | 253,920 | 545,343 |
Cia Sud Americana de Vapores SA | 1,428,734 | 108,069 |
Empresas CMPC SA | 178,858 | 352,814 |
Empresas COPEC SA | 39,761 | 304,777 |
Enel Americas SA (A) | 2,402,846 | 324,575 |
Enel Chile SA | 3,357,886 | 231,551 |
Falabella SA | 61,645 | 170,358 |
China - 22.4% | 156,816,190 | |
360 Security Technology, Inc., Class A (A) | 15,600 | 25,910 |
37 Interactive Entertainment Network Technology Group Company, Ltd., Class A | 6,100 | 22,943 |
Agricultural Bank of China, Ltd., H Shares | 4,026,000 | 1,460,959 |
Aier Eye Hospital Group Company, Ltd., A Shares | 88,143 | 248,269 |
Alibaba Group Holding, Ltd., ADR (A) | 119,989 | 12,258,076 |
Aluminum Corp. of China, Ltd., H Shares | 696,000 | 343,596 |
Anhui Conch Cement Company, Ltd., H Shares | 222,000 | 667,534 |
Anhui Gujing Distillery Company, Ltd., A Shares | 2,700 | 102,802 |
Anhui Yingjia Distillery Company, Ltd., Class A | 1,800 | 17,580 |
ANTA Sports Products, Ltd. | 172,800 | 2,022,983 |
Asymchem Laboratories Tianjin Company, Ltd., Class A | 1,920 | 33,474 |
Avary Holding Shenzhen Company, Ltd., A Shares | 25,700 | 88,139 |
Baidu, Inc., ADR (A) | 26,465 | 4,128,275 |
Bank of Beijing Company, Ltd., Class A | 152,900 | 99,912 |
Bank of Chengdu Company, Ltd., Class A | 15,600 | 30,865 |
Bank of China, Ltd., H Shares | 8,483,000 | 3,143,584 |
Bank of Communications Company, Ltd., H Shares | 2,795,000 | 1,684,447 |
Bank of Hangzhou Company, Ltd., A Shares | 43,300 | 74,280 |
Bank of Jiangsu Company, Ltd., Class A | 108,500 | 109,612 |
Bank of Nanjing Company, Ltd., Class A | 72,800 | 87,298 |
Bank of Ningbo Company, Ltd., A Shares | 75,415 | 307,284 |
Bank of Shanghai Company, Ltd., A Shares | 132,600 | 114,477 |
Baoshan Iron & Steel Company, Ltd., A Shares | 254,600 | 228,710 |
MULTIFACTOR EMERGING MARKETS ETF (continued)
Shares or Principal Amount | Value | |
China (continued) | ||
Beijing Kingsoft Office Software, Inc., Class A | 1,065 | $60,502 |
Beijing New Building Materials PLC, Class A | 4,800 | 19,027 |
Beijing Wantai Biological Pharmacy Enterprise Company, Ltd., Class A | 1,960 | 18,992 |
Bilibili, Inc., Class Z (A) | 21,340 | 391,299 |
Bloomage Biotechnology Corp., Ltd., Class A | 700 | 9,542 |
BOE Technology Group Company, Ltd., A Shares | 451,300 | 267,114 |
BYD Company, Ltd., H Shares | 63,500 | 2,244,041 |
Changchun High & New Technology Industry Group, Inc., A Shares | 3,000 | 63,054 |
Chaozhou Three-Circle Group Company, Ltd., Class A | 4,500 | 20,470 |
China CITIC Bank Corp., Ltd., H Shares | 1,762,000 | 849,516 |
China Coal Energy Company, Ltd., H Shares | 355,000 | 256,280 |
China Construction Bank Corp., H Shares | 9,553,000 | 5,549,013 |
China Eastern Airlines Corp., Ltd., H Shares (A)(C) | 210,000 | 81,591 |
China Energy Engineering Corp., Ltd., H Shares | 564,000 | 72,320 |
China Everbright Bank Company, Ltd., H Shares | 526,000 | 156,477 |
China Feihe, Ltd. (B) | 230,000 | 140,087 |
China Galaxy Securities Company, Ltd., H Shares | 362,500 | 211,029 |
China Hongqiao Group, Ltd. | 392,500 | 376,963 |
China International Capital Corp., Ltd., H Shares (B) | 273,600 | 602,020 |
China Jushi Company, Ltd., Class A | 38,000 | 78,906 |
China Life Insurance Company, Ltd., H Shares | 955,000 | 1,665,406 |
China Longyuan Power Group Corp., Ltd., H Shares | 648,000 | 622,350 |
China Merchants Bank Company, Ltd., H Shares | 428,000 | 2,110,172 |
China Merchants Securities Company, Ltd., H Shares (B) | 109,940 | 111,086 |
China Merchants Shekou Industrial Zone Holdings Company, Ltd., A Shares | 44,700 | 89,128 |
China Minsheng Banking Corp., Ltd., H Shares | 1,128,500 | 429,770 |
China National Building Material Company, Ltd., H Shares | 494,000 | 310,385 |
China Northern Rare Earth Group High-Tech Company, Ltd., Class A | 24,200 | 83,570 |
China Pacific Insurance Group Company, Ltd., H Shares | 450,800 | 1,208,114 |
China Petroleum & Chemical Corp., H Shares | 4,164,000 | 2,322,618 |
China Railway Signal & Communication Corp., Ltd., H Shares (B) | 62,000 | 22,658 |
China Resources Microelectronics, Ltd., Class A | 7,254 | 58,211 |
China Resources Mixc Lifestyle Services, Ltd. (B) | 36,400 | 175,029 |
China Resources Sanjiu Medical & Pharmaceutical Company, Ltd., Class A | 2,500 | 17,529 |
China Shenhua Energy Company, Ltd., H Shares | 475,500 | 1,420,641 |
China Southern Airlines Company, Ltd., H Shares (A) | 170,000 | 106,159 |
China Tourism Group Duty Free Corp., Ltd., A Shares | 10,400 | 183,021 |
China Tower Corp., Ltd., H Shares (B) | 8,146,000 | 919,189 |
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 Vanke Company, Ltd., H Shares | 349,672 | $492,313 |
China Zheshang Bank Company, Ltd., H Shares (C) | 76,700 | 22,522 |
Chongqing Brewery Company, Ltd., Class A | 1,100 | 13,989 |
Chongqing Zhifei Biological Products Company, Ltd., A Shares | 18,750 | 122,521 |
CITIC Securities Company, Ltd., H Shares | 185,250 | 397,166 |
CITIC, Ltd. | 668,000 | 750,340 |
CMOC Group, Ltd., H Shares | 780,000 | 520,087 |
Contemporary Amperex Technology Company, Ltd., A Shares | 19,960 | 664,007 |
COSCO SHIPPING Energy Transportation Company, Ltd., H Shares | 48,000 | 53,055 |
COSCO SHIPPING Holdings Company, Ltd., H Shares | 755,199 | 796,965 |
CSC Financial Company, Ltd., H Shares (B) | 147,500 | 174,192 |
CSPC Pharmaceutical Group, Ltd. | 1,895,840 | 1,577,699 |
Dongfang Electric Corp., Ltd., H Shares | 11,800 | 15,736 |
East Money Information Company, Ltd., A Shares | 71,206 | 160,212 |
Ecovacs Robotics Company, Ltd., Class A | 1,300 | 14,377 |
ENN Energy Holdings, Ltd. | 169,600 | 2,038,801 |
ENN Natural Gas Company, Ltd., Class A | 5,000 | 12,873 |
Eve Energy Company, Ltd., A Shares | 13,300 | 110,226 |
Flat Glass Group Company, Ltd., H Shares (C) | 48,000 | 142,485 |
Focus Media Information Technology Company, Ltd., A Shares | 125,400 | 130,721 |
Foshan Haitian Flavouring & Food Company, Ltd., Class A | 20,664 | 133,871 |
Foxconn Industrial Internet Company, Ltd., Class A | 71,400 | 223,089 |
Fuyao Glass Industry Group Company, Ltd. , H Shares (B) | 138,400 | 614,031 |
Ganfeng Lithium Group Company, Ltd., H Shares (B) | 38,600 | 246,982 |
GD Power Development Company, Ltd., Class A | 117,800 | 60,822 |
GF Securities Company, Ltd., H Shares | 213,200 | 340,083 |
GigaDevice Semiconductor, Inc., Class A | 2,200 | 35,333 |
Ginlong Technologies Company, Ltd., Class A | 2,200 | 29,099 |
GoerTek, Inc., A Shares | 40,400 | 101,187 |
GoodWe Technologies Company, Ltd., Class A | 534 | 12,366 |
Gotion High-tech Company, Ltd., Class A (A) | 8,500 | 32,755 |
Great Wall Motor Company, Ltd., H Shares (C) | 422,000 | 571,418 |
Gree Electric Appliances, Inc. of Zhuhai, A Shares | 45,200 | 245,140 |
Guangdong Haid Group Company, Ltd., A Shares | 12,400 | 87,377 |
Guanghui Energy Company, Ltd., Class A | 54,000 | 53,798 |
Guangzhou Automobile Group Company, Ltd., H Shares | 310,000 | 193,981 |
Guangzhou Baiyunshan Pharmaceutical Holdings Company, Ltd., H Shares | 8,000 | 23,953 |
Guangzhou Tinci Materials Technology Company, Ltd., Class A | 16,200 | 83,462 |
MULTIFACTOR EMERGING MARKETS ETF (continued)
Shares or Principal Amount | Value | |
China (continued) | ||
Guosen Securities Company, Ltd., Class A | 27,500 | $37,286 |
Guotai Junan Securities Company, Ltd., H Shares (B) | 172,000 | 214,374 |
H World Group, Ltd., ADR (A) | 11,282 | 541,987 |
Haier Smart Home Company, Ltd., H Shares | 484,000 | 1,579,468 |
Haitong Securities Company, Ltd., H Shares | 454,000 | 316,689 |
Hangzhou First Applied Material Company, Ltd., Class A | 11,648 | 56,979 |
Hangzhou Silan Microelectronics Company, Ltd., Class A | 2,500 | 10,715 |
Hangzhou Tigermed Consulting Company, Ltd., A Shares | 5,200 | 50,059 |
Hansoh Pharmaceutical Group Company, Ltd. (B) | 140,000 | 226,192 |
Henan Shuanghui Investment & Development Company, Ltd., A Shares | 21,800 | 76,991 |
Hengli Petrochemical Company, Ltd., A Shares (A) | 100,600 | 219,028 |
Hithink Royalflush Information Network Company, Ltd., Class A | 1,200 | 31,735 |
Huadian Power International Corp., H Shares | 74,000 | 32,736 |
Huadong Medicine Company, Ltd., Class A | 11,600 | 70,492 |
Huaneng Power International, Inc., H Shares (A) | 334,000 | 185,015 |
Huatai Securities Company, Ltd., H Shares (B) | 243,000 | 345,242 |
Huaxia Bank Company, Ltd., Class A | 72,909 | 59,170 |
Huayu Automotive Systems Company, Ltd., Class A | 19,800 | 54,662 |
Huizhou Desay Sv Automotive Company, Ltd., Class A | 3,300 | 71,825 |
Hundsun Technologies, Inc., Class A | 6,770 | 38,952 |
Iflytek Company, Ltd., A Shares | 15,300 | 134,616 |
Imeik Technology Development Company, Ltd., Class A | 1,300 | 86,605 |
Industrial & Commercial Bank of China, Ltd., H Shares | 6,959,000 | 3,390,847 |
Industrial Bank Company, Ltd., A Shares | 164,800 | 384,170 |
Industrial Securities Company, Ltd., Class A | 22,200 | 21,651 |
Inner Mongolia BaoTou Steel Union Company, Ltd., Class A (A) | 339,900 | 89,889 |
Inner Mongolia Yili Industrial Group Company, Ltd., A Shares | 52,200 | 209,333 |
Innovent Biologics, Inc. (A)(B) | 23,000 | 102,043 |
iQIYI, Inc., ADR (A) | 18,240 | 115,642 |
JA Solar Technology Company, Ltd., Class A | 20,736 | 96,474 |
JCET Group Company, Ltd., Class A | 7,300 | 33,697 |
JD Health International, Inc. (A)(B) | 73,900 | 533,495 |
JD.com, Inc., ADR | 82,307 | 3,400,102 |
Jiangsu Eastern Shenghong Company, Ltd., Class A | 42,200 | 74,164 |
Jiangsu Hengli Hydraulic Company, Ltd., A Shares | 8,800 | 88,311 |
Jiangsu Hengrui Pharmaceuticals Company, Ltd., Class A | 28,951 | 180,591 |
Jiangsu King’s Luck Brewery JSC, Ltd., Class A | 6,300 | 53,905 |
SEE NOTES TO FUNDS’ INVESTMENTS | QUARTERLY REPORT | JOHN HANCOCK MULTIFACTOR ETFS | 11 |
MULTIFACTOR EMERGING MARKETS ETF (continued)
Shares or Principal Amount | Value | |
China (continued) | ||
Jiangsu Pacific Quartz Company, Ltd., Class A | 1,100 | $15,809 |
Jiangsu Yanghe Brewery Joint-Stock Company, Ltd., A Shares | 11,590 | 237,808 |
Jiangsu Zhongtian Technology Company, Ltd., Class A | 18,800 | 41,405 |
Jiangxi Copper Company, Ltd., H Shares | 40,000 | 66,883 |
JiuGui Liquor Company, Ltd., Class A (A) | 1,000 | 14,727 |
KE Holdings, Inc., ADR (A) | 57,803 | 1,006,928 |
Kuaishou Technology (A)(B) | 67,000 | 577,327 |
Kweichow Moutai Company, Ltd., A Shares | 6,800 | 1,789,337 |
LB Group Company, Ltd., Class A | 9,000 | 23,927 |
Lenovo Group, Ltd. | 1,690,000 | 1,937,323 |
Lens Technology Company, Ltd., A Shares | 11,300 | 19,543 |
Li Auto, Inc., Class A (A) | 55,700 | 1,184,894 |
Li Ning Company, Ltd. | 297,500 | 1,792,927 |
Longfor Group Holdings, Ltd. (B)(C) | 299,500 | 796,880 |
Luxshare Precision Industry Company, Ltd., A Shares | 60,900 | 275,410 |
Luzhou Laojiao Company, Ltd., A Shares | 11,500 | 387,976 |
Mango Excellent Media Company, Ltd., A Shares | 7,200 | 34,616 |
Meituan, Class B (A)(B) | 206,070 | 3,865,778 |
Metallurgical Corp. of China, Ltd., H Shares | 311,000 | 78,162 |
Ming Yang Smart Energy Group, Ltd., Class A | 5,800 | 14,632 |
Montage Technology Company, Ltd., Class A | 3,406 | 27,604 |
Muyuan Foods Company, Ltd., A Shares | 24,860 | 154,620 |
NARI Technology Company, Ltd., A Shares | 62,252 | 211,840 |
NAURA Technology Group Company, Ltd., Class A | 2,300 | 91,343 |
NetEase, Inc., ADR | 34,397 | 3,740,330 |
New China Life Insurance Company, Ltd., H Shares | 144,900 | 418,050 |
New Hope Liuhe Company, Ltd., A Shares (A) | 19,600 | 34,309 |
Ninestar Corp., Class A | 3,100 | 14,531 |
Ningbo Tuopu Group Company, Ltd., Class A | 4,500 | 46,229 |
Ningxia Baofeng Energy Group Company, Ltd., Class A | 55,500 | 109,963 |
NIO, Inc., Class A (A)(C) | 176,510 | 2,629,985 |
Nongfu Spring Company, Ltd., H Shares (B) | 152,600 | 886,402 |
Oppein Home Group, Inc., Class A | 3,500 | 52,656 |
Orient Securities Company, Ltd., H Shares (B)(C) | 68,800 | 42,963 |
Pangang Group Vanadium Titanium & Resources Company, Ltd., Class A (A) | 26,600 | 15,297 |
PetroChina Company, Ltd., H Shares | 2,536,000 | 1,850,288 |
Pharmaron Beijing Company, Ltd., H Shares (B) | 32,675 | 84,843 |
PICC Property & Casualty Company, Ltd., H Shares | 1,282,000 | 1,495,916 |
Ping An Bank Company, Ltd., A Shares | 151,100 | 260,475 |
Ping An Insurance Group Company of China, Ltd., H Shares | 606,500 | 4,374,527 |
Poly Developments and Holdings Group Company, Ltd., A Shares | 136,500 | 271,787 |
MULTIFACTOR EMERGING MARKETS ETF (continued)
Shares or Principal Amount | Value | |
China (continued) | ||
Postal Savings Bank of China Company, Ltd., H Shares (B) | 972,000 | $595,761 |
Rongsheng Petrochemical Company, Ltd., A Shares | 123,350 | 219,369 |
SAIC Motor Corp., Ltd., Class A | 49,000 | 106,204 |
Sany Heavy Industry Company, Ltd., A Shares | 76,400 | 189,751 |
SF Holding Company, Ltd., A Shares | 35,100 | 244,338 |
SG Micro Corp., Class A | 1,755 | 20,723 |
Shaanxi Coal Industry Company, Ltd., A Shares | 111,300 | 252,914 |
Shandong Gold Mining Company, Ltd., H Shares (B) | 94,220 | 187,747 |
Shandong Hualu Hengsheng Chemical Company, Ltd., Class A | 19,700 | 93,225 |
Shandong Weigao Group Medical Polymer Company, Ltd., H Shares | 88,000 | 113,291 |
Shanghai Baosight Software Company, Ltd., Class A | 12,320 | 82,780 |
Shanghai Electric Group Company, Ltd., H Shares (A) | 86,000 | 20,952 |
Shanghai Fosun Pharmaceutical Group Company, Ltd., H Shares | 58,500 | 153,776 |
Shanghai International Airport Company, Ltd., A Shares (A) | 17,300 | 114,740 |
Shanghai Jinjiang International Hotels Company, Ltd., Class A | 2,300 | 16,014 |
Shanghai M&G Stationery, Inc., Class A | 2,600 | 16,280 |
Shanghai Pharmaceuticals Holding Company, Ltd., H Shares | 31,900 | 57,757 |
Shanghai Pudong Development Bank Company, Ltd., Class A | 225,800 | 240,120 |
Shanghai Putailai New Energy Technology Company, Ltd., Class A | 12,470 | 68,730 |
Shanxi Coking Coal Energy Group Company, Ltd., Class A | 21,700 | 27,570 |
Shanxi Lu’an Environmental Energy Development Company, Ltd., Class A | 12,500 | 28,579 |
Shanxi Xinghuacun Fen Wine Factory Company, Ltd., A Shares | 9,845 | 328,931 |
Shenwan Hongyuan Group Company, Ltd., H Shares (B) | 199,200 | 42,401 |
Shenzhen Inovance Technology Company, Ltd., A Shares | 20,750 | 206,172 |
Shenzhen Mindray Bio-Medical Electronics Company, Ltd., A Shares | 9,100 | 376,899 |
Shenzhen New Industries Biomedical Engineering Company, Ltd., Class A | 1,700 | 13,463 |
Shenzhen Transsion Holdings Company, Ltd., Class A | 1,543 | 26,498 |
Shenzhou International Group Holdings, Ltd. | 154,300 | 1,623,388 |
Sichuan Chuantou Energy Company, Ltd., Class A | 10,700 | 21,649 |
Sichuan Road and Bridge Group Company, Ltd., Class A | 21,140 | 29,225 |
Silergy Corp. | 26,000 | 273,018 |
Sinopharm Group Company, Ltd., H Shares | 49,600 | 155,503 |
Smoore International Holdings, Ltd. (B)(C) | 244,000 | 271,886 |
12 | JOHN HANCOCK MULTIFACTOR ETFS | QUARTERLY REPORT | SEE NOTES TO FUNDS’ INVESTMENTS |
MULTIFACTOR EMERGING MARKETS ETF (continued)
Shares or Principal Amount | Value | |
China (continued) | ||
Sungrow Power Supply Company, Ltd., A Shares | 9,100 | $141,974 |
Sunny Optical Technology Group Company, Ltd. | 117,700 | 1,140,220 |
Suzhou Dongshan Precision Manufacturing Company, Ltd., Class A | 7,600 | 23,884 |
Suzhou Maxwell Technologies Company, Ltd., Class A | 480 | 12,358 |
TBEA Company, Ltd., Class A | 57,330 | 131,398 |
TCL Technology Group Corp., A Shares (A) | 150,220 | 90,173 |
TCL Zhonghuan Renewable Energy Technology Company, Ltd., Class A | 21,575 | 87,818 |
Tencent Holdings, Ltd. | 463,400 | 21,058,502 |
Tencent Music Entertainment Group, ADR (A) | 47,984 | 335,408 |
The People’s Insurance Company Group of China, Ltd., H Shares | 1,094,000 | 419,437 |
Tianqi Lithium Corp., H Shares | 7,200 | 44,777 |
Tingyi Cayman Islands Holding Corp. | 316,000 | 487,856 |
Tongwei Company, Ltd., A Shares | 48,100 | 234,216 |
Trina Solar Company, Ltd., Class A | 5,955 | 31,355 |
Trip.com Group, Ltd., ADR (A) | 62,824 | 2,578,297 |
Tsingtao Brewery Company, Ltd., H Shares | 52,000 | 466,078 |
Unigroup Guoxin Microelectronics Company, Ltd., Class A | 5,819 | 75,950 |
Unisplendour Corp., Ltd., Class A | 6,700 | 25,575 |
Vipshop Holdings, Ltd., ADR (A) | 12,785 | 240,742 |
Walvax Biotechnology Company, Ltd., Class A | 7,400 | 28,122 |
Wanhua Chemical Group Company, Ltd., A Shares | 24,900 | 340,606 |
Weichai Power Company, Ltd., H Shares | 375,000 | 552,977 |
Wens Foodstuffs Group Company, Ltd., Class A | 32,600 | 86,714 |
Will Semiconductor Company, Ltd., A Shares | 8,515 | 122,243 |
Wingtech Technology Company, Ltd., A Shares | 9,300 | 60,484 |
Wuliangye Yibin Company, Ltd., A Shares | 25,500 | 645,818 |
WuXi AppTec Company, Ltd., H Shares (B) | 44,280 | 417,607 |
WuXi Biologics Cayman, Inc. (A)(B) | 261,000 | 1,475,900 |
Wuxi Lead Intelligent Equipment Company, Ltd., Class A | 5,000 | 23,192 |
XCMG Construction Machinery Company, Ltd., Class A | 21,600 | 21,368 |
Xinyi Solar Holdings, Ltd. | 852,006 | 917,698 |
XPeng, Inc., Class A (A)(C) | 69,100 | 768,644 |
Yankuang Energy Group Company, Ltd., H Shares | 432,000 | 648,108 |
Yealink Network Technology Corp., Ltd., Class A | 3,500 | 18,429 |
Yonyou Network Technology Company, Ltd., A Shares | 17,600 | 46,470 |
YTO Express Group Company, Ltd., Class A | 13,900 | 30,574 |
Yum China Holdings, Inc. | 86,018 | 5,248,818 |
Yunnan Baiyao Group Company, Ltd., A Shares | 12,740 | 95,959 |
Yunnan Energy New Material Company, Ltd., A Shares | 7,600 | 102,620 |
Zhangzhou Pientzehuang Pharmaceutical Company, Ltd., A Shares | 6,300 | 255,614 |
Zhejiang Chint Electrics Company, Ltd., Class A | 23,400 | 92,693 |
MULTIFACTOR EMERGING MARKETS ETF (continued)
Shares or Principal Amount | Value | |
China (continued) | ||
Zhejiang Huayou Cobalt Company, Ltd., A Shares | 14,360 | $101,128 |
Zhejiang Jingsheng Mechanical & Electrical Company, Ltd., Class A | 10,600 | 91,632 |
Zhejiang Juhua Company, Ltd., Class A | 10,000 | 20,877 |
Zhejiang NHU Company, Ltd., A Shares | 45,068 | 104,050 |
Zhongsheng Group Holdings, Ltd. | 94,000 | 328,452 |
Zijin Mining Group Company, Ltd., H Shares | 1,200,000 | 2,055,727 |
Zoomlion Heavy Industry Science and Technology Company, Ltd., H Shares | 49,200 | 26,812 |
ZTO Express Cayman, Inc., ADR | 76,492 | 2,126,478 |
Hong Kong - 1.4% | 9,586,477 | |
Alibaba Health Information Technology, Ltd. (A) | 90,000 | 63,703 |
China Gas Holdings, Ltd. | 106,800 | 119,006 |
China Mengniu Dairy Company, Ltd. (A) | 361,000 | 1,363,234 |
China Resources Beer Holdings Company, Ltd. | 268,000 | 1,716,517 |
China Resources Gas Group, Ltd. | 188,300 | 649,502 |
China Resources Land, Ltd. | 496,000 | 2,295,972 |
China Resources Power Holdings Company, Ltd. | 148,000 | 319,961 |
Geely Automobile Holdings, Ltd. | 941,000 | 1,358,644 |
Kunlun Energy Company, Ltd. | 136,000 | 110,736 |
Orient Overseas International, Ltd. | 9,500 | 158,238 |
Sino Biopharmaceutical, Ltd. | 1,902,500 | 858,707 |
The Wharf Holdings, Ltd. | 132,000 | 309,067 |
Want Want China Holdings, Ltd. | 378,000 | 263,190 |
India - 19.8% | 138,270,013 | |
ABB India, Ltd. | 3,771 | 208,933 |
Adani Ports & Special Economic Zone, Ltd. | 72,407 | 683,585 |
Adani Total Gas, Ltd. | 25,743 | 207,575 |
Adani Transmission, Ltd. (A) | 17,527 | 174,740 |
Aditya Birla Capital, Ltd. (A) | 29,396 | 69,837 |
Alkem Laboratories, Ltd. | 4,632 | 224,372 |
Ambuja Cements, Ltd. | 23,521 | 132,292 |
Apollo Hospitals Enterprise, Ltd. | 12,880 | 811,961 |
Ashok Leyland, Ltd. | 149,487 | 334,420 |
Asian Paints, Ltd. | 53,452 | 2,193,450 |
Astral, Ltd. | 12,984 | 311,786 |
AU Small Finance Bank, Ltd. (B) | 34,899 | 310,595 |
Avenue Supermarts, Ltd. (A)(B) | 10,858 | 495,317 |
Axis Bank, Ltd. | 264,572 | 3,071,655 |
Bajaj Auto, Ltd. | 8,200 | 492,207 |
Bajaj Finance, Ltd. | 21,685 | 1,923,073 |
Bajaj Finserv, Ltd. | 27,208 | 527,628 |
Bajaj Holdings & Investment, Ltd. | 5,113 | 466,300 |
Balkrishna Industries, Ltd. | 9,574 | 295,768 |
Bandhan Bank, Ltd. (A)(B) | 135,736 | 369,835 |
Bank of Baroda | 123,467 | 303,606 |
Berger Paints India, Ltd. | 38,021 | 316,192 |
Bharat Electronics, Ltd. | 639,621 | 1,016,410 |
Bharat Forge, Ltd. | 9,138 | 103,325 |
SEE NOTES TO FUNDS’ INVESTMENTS | QUARTERLY REPORT | JOHN HANCOCK MULTIFACTOR ETFS | 13 |
MULTIFACTOR EMERGING MARKETS ETF (continued)
Shares or Principal Amount | Value | |
India (continued) | ||
Bharat Petroleum Corp., Ltd. | 185,905 | $852,125 |
Bharti Airtel, Ltd. (A) | 282,882 | 3,057,580 |
Bosch, Ltd. | 969 | 223,262 |
Britannia Industries, Ltd. | 15,765 | 921,955 |
Canara Bank | 33,895 | 141,887 |
CG Power & Industrial Solutions, Ltd. | 24,357 | 118,692 |
Cholamandalam Investment and Finance Company, Ltd. | 67,707 | 933,095 |
Cipla, Ltd. | 106,118 | 1,519,865 |
Coal India, Ltd. | 441,464 | 1,231,019 |
Colgate-Palmolive India, Ltd. | 16,923 | 414,594 |
Container Corp. of India, Ltd. | 31,245 | 263,735 |
Cummins India, Ltd. | 2,785 | 66,574 |
Dabur India, Ltd. | 108,440 | 759,421 |
Divi’s Laboratories, Ltd. | 17,534 | 788,712 |
DLF, Ltd. | 84,820 | 533,472 |
Dr. Reddy’s Laboratories, Ltd. | 22,143 | 1,521,590 |
Eicher Motors, Ltd. | 16,240 | 664,833 |
GAIL India, Ltd. | 515,012 | 748,892 |
Godrej Consumer Products, Ltd. (A) | 42,269 | 533,857 |
Godrej Properties, Ltd. (A) | 8,866 | 187,994 |
Grasim Industries, Ltd. | 53,795 | 1,208,362 |
Gujarat Fluorochemicals, Ltd. | 1,999 | 66,229 |
Gujarat Gas, Ltd. | 24,244 | 142,519 |
Havells India, Ltd. | 40,295 | 654,038 |
HCL Technologies, Ltd. | 136,206 | 1,847,544 |
HDFC Asset Management Company, Ltd. (B) | 6,108 | 188,263 |
HDFC Bank, Ltd. | 685,320 | 13,748,270 |
HDFC Life Insurance Company, Ltd. (B) | 61,472 | 483,562 |
Hero MotoCorp, Ltd. | 30,214 | 1,179,190 |
Hindalco Industries, Ltd. | 331,190 | 1,858,316 |
Hindustan Aeronautics, Ltd. | 15,484 | 745,427 |
Hindustan Unilever, Ltd. | 100,006 | 3,112,210 |
ICICI Bank, Ltd. | 512,813 | 6,216,199 |
ICICI Lombard General Insurance Company, Ltd. (B) | 25,856 | 435,079 |
ICICI Prudential Life Insurance Company, Ltd. (B) | 29,198 | 205,046 |
Indian Oil Corp., Ltd. | 883,834 | 1,009,574 |
Indian Railway Catering & Tourism Corp., Ltd. | 19,190 | 149,288 |
Indus Towers, Ltd. (A) | 222,927 | 466,189 |
IndusInd Bank, Ltd. | 22,260 | 383,717 |
Info Edge India, Ltd. | 5,176 | 287,784 |
Infosys, Ltd. | 360,216 | 5,933,472 |
InterGlobe Aviation, Ltd. (A)(B) | 8,348 | 263,024 |
ITC, Ltd. | 383,085 | 2,166,967 |
Jindal Steel & Power, Ltd. | 85,145 | 691,626 |
Jio Financial Services, Ltd. (A)(D) | 310,403 | 954,244 |
JSW Energy, Ltd. | 46,010 | 161,107 |
JSW Steel, Ltd. | 291,620 | 2,889,652 |
Kotak Mahindra Bank, Ltd. | 93,134 | 2,102,652 |
MULTIFACTOR EMERGING MARKETS ETF (continued)
Shares or Principal Amount | Value | |
India (continued) | ||
L&T Technology Services, Ltd. (B) | 2,890 | $141,779 |
Larsen & Toubro, Ltd. | 98,199 | 3,202,112 |
LTIMindtree, Ltd. (B) | 5,789 | 344,882 |
Mahindra & Mahindra, Ltd. | 148,871 | 2,667,954 |
Marico, Ltd. | 84,653 | 578,531 |
Maruti Suzuki India, Ltd. | 9,958 | 1,188,077 |
Max Healthcare Institute, Ltd. (A) | 35,371 | 254,589 |
Mphasis, Ltd. | 8,152 | 226,778 |
MRF, Ltd. | 164 | 204,579 |
Muthoot Finance, Ltd. | 27,429 | 452,861 |
Nestle India, Ltd. | 4,791 | 1,307,313 |
NHPC, Ltd. | 188,974 | 118,096 |
NMDC, Ltd. | 197,221 | 281,029 |
NTPC, Ltd. | 1,077,040 | 2,849,452 |
Oberoi Realty, Ltd. | 5,331 | 72,409 |
Oil & Natural Gas Corp., Ltd. | 742,985 | 1,598,910 |
Page Industries, Ltd. | 570 | 263,257 |
Persistent Systems, Ltd. | 1,821 | 105,044 |
Petronet LNG, Ltd. | 185,262 | 525,048 |
PI Industries, Ltd. | 5,934 | 260,927 |
Pidilite Industries, Ltd. | 19,966 | 636,009 |
Polycab India, Ltd. | 3,514 | 206,272 |
Power Finance Corp., Ltd. | 76,348 | 242,275 |
Power Grid Corp. of India, Ltd. | 826,744 | 2,674,269 |
Procter & Gamble Hygiene & Health Care, Ltd. | 1,503 | 288,708 |
Punjab National Bank | 263,046 | 197,647 |
Reliance Industries, Ltd. | 310,895 | 9,623,717 |
Samvardhana Motherson International, Ltd. | 320,848 | 383,268 |
SBI Cards & Payment Services, Ltd. | 25,341 | 263,735 |
SBI Life Insurance Company, Ltd. (B) | 31,482 | 490,074 |
Schaeffler India, Ltd. | 3,023 | 114,857 |
Shree Cement, Ltd. | 1,109 | 325,378 |
Shriram Finance, Ltd. | 28,630 | 658,239 |
Siemens, Ltd. | 9,381 | 453,831 |
Solar Industries India, Ltd. | 1,071 | 49,357 |
SRF, Ltd. | 15,980 | 421,218 |
State Bank of India | 218,299 | 1,642,907 |
Steel Authority of India, Ltd. | 252,162 | 289,722 |
Sun Pharmaceutical Industries, Ltd. | 79,834 | 1,109,345 |
Supreme Industries, Ltd. | 1,492 | 64,288 |
Tata Communications, Ltd. | 11,578 | 253,101 |
Tata Consultancy Services, Ltd. | 100,844 | 4,187,082 |
Tata Consumer Products, Ltd. | 64,235 | 670,866 |
Tata Elxsi, Ltd. | 3,315 | 288,379 |
Tata Motors, Ltd. | 346,201 | 2,711,984 |
Tata Steel, Ltd. | 1,706,325 | 2,548,635 |
Tech Mahindra, Ltd. | 128,000 | 1,741,449 |
The Indian Hotels Company, Ltd. | 35,102 | 168,300 |
The Tata Power Company, Ltd. | 184,372 | 530,148 |
Titan Company, Ltd. | 44,967 | 1,648,305 |
Torrent Pharmaceuticals, Ltd. | 12,786 | 312,465 |
14 | JOHN HANCOCK MULTIFACTOR ETFS | QUARTERLY REPORT | SEE NOTES TO FUNDS’ INVESTMENTS |
MULTIFACTOR EMERGING MARKETS ETF (continued)
Shares or Principal Amount | Value | |
India (continued) | ||
Trent, Ltd. | 17,106 | $366,043 |
Tube Investments of India, Ltd. | 7,874 | 296,201 |
TVS Motor Company, Ltd. | 12,602 | 210,981 |
UltraTech Cement, Ltd. | 8,685 | 877,172 |
Union Bank of India, Ltd. | 46,084 | 50,035 |
United Breweries, Ltd. | 7,348 | 137,501 |
United Spirits, Ltd. (A) | 37,254 | 459,511 |
UPL, Ltd. | 127,043 | 961,525 |
Varun Beverages, Ltd. | 50,196 | 490,982 |
Vedanta, Ltd. | 375,828 | 1,262,070 |
Wipro, Ltd. | 176,217 | 867,815 |
Zydus Lifesciences, Ltd. | 48,678 | 373,154 |
Indonesia - 2.4% | 16,968,369 | |
Adaro Energy Indonesia Tbk PT | 2,437,000 | 389,468 |
Aneka Tambang Tbk | 1,027,100 | 135,199 |
Astra International Tbk PT | 2,765,000 | 1,255,985 |
Bank Central Asia Tbk PT | 5,234,400 | 3,167,367 |
Bank Mandiri Persero Tbk PT | 5,865,900 | 2,226,941 |
Bank Negara Indonesia Persero Tbk PT | 1,429,000 | 841,006 |
Bank Rakyat Indonesia Persero Tbk PT | 7,727,950 | 2,895,419 |
Barito Pacific Tbk PT | 3,625,250 | 186,311 |
Bukit Asam Tbk PT | 357,100 | 65,595 |
Bumi Resources Tbk PT (A) | 3,419,600 | 29,026 |
Chandra Asri Petrochemical Tbk PT | 437,000 | 61,435 |
Charoen Pokphand Indonesia Tbk PT (A) | 1,366,200 | 468,839 |
Dayamitra Telekomunikasi PT | 867,200 | 37,667 |
Elang Mahkota Teknologi Tbk PT | 2,341,100 | 100,909 |
Gudang Garam Tbk PT | 84,400 | 156,291 |
Indah Kiat Pulp & Paper Tbk PT | 321,600 | 195,135 |
Indofood CBP Sukses Makmur Tbk PT | 260,700 | 193,623 |
Indofood Sukses Makmur Tbk PT | 897,000 | 435,711 |
Indosat Tbk PT | 118,900 | 72,538 |
Kalbe Farma Tbk PT | 2,285,400 | 290,222 |
Mayora Indah Tbk PT | 707,500 | 113,538 |
Merdeka Copper Gold Tbk PT (A) | 1,495,789 | 348,158 |
Sarana Menara Nusantara Tbk PT | 3,398,600 | 228,752 |
Semen Indonesia Persero Tbk PT | 692,046 | 320,094 |
Sumber Alfaria Trijaya Tbk PT | 1,614,100 | 288,997 |
Telkom Indonesia Persero Tbk PT | 6,312,700 | 1,557,244 |
Tower Bersama Infrastructure Tbk PT | 736,600 | 94,273 |
United Tractors Tbk PT | 373,200 | 681,189 |
Vale Indonesia Tbk PT | 288,300 | 131,437 |
Ireland - 0.4% | 2,455,858 | |
PDD Holdings, Inc., ADR (A) | 27,342 | 2,455,858 |
Malaysia - 1.8% | 12,360,303 | |
Axiata Group BHD | 369,395 | 218,737 |
CELCOMDIGI BHD | 419,900 | 411,612 |
CIMB Group Holdings BHD | 746,824 | 919,244 |
Dialog Group BHD | 455,500 | 232,346 |
MULTIFACTOR EMERGING MARKETS ETF (continued)
Shares or Principal Amount | Value | |
Malaysia (continued) | ||
Genting BHD | 409,200 | $391,140 |
Genting Malaysia BHD | 482,000 | 277,933 |
HAP Seng Consolidated BHD | 72,800 | 54,895 |
Hong Leong Bank BHD | 78,100 | 339,143 |
Hong Leong Financial Group BHD | 44,900 | 182,229 |
IHH Healthcare BHD | 229,600 | 302,976 |
IOI Corp. BHD | 392,700 | 363,176 |
Kuala Lumpur Kepong BHD | 73,975 | 382,590 |
Malayan Banking BHD | 667,022 | 1,334,340 |
Maxis BHD | 254,400 | 227,939 |
MISC BHD | 183,100 | 291,969 |
Mr. DIY Group M BHD (B) | 112,500 | 36,677 |
Nestle Malaysia BHD | 6,100 | 181,147 |
Petronas Chemicals Group BHD | 191,900 | 295,787 |
Petronas Dagangan BHD | 63,600 | 323,854 |
Petronas Gas BHD | 79,500 | 301,144 |
PPB Group BHD | 102,900 | 381,111 |
Press Metal Aluminium Holdings BHD | 415,300 | 464,208 |
Public Bank BHD | 1,573,100 | 1,454,830 |
QL Resources BHD | 43,800 | 53,232 |
RHB Bank BHD | 383,448 | 483,881 |
Sime Darby BHD | 631,000 | 305,074 |
Sime Darby Plantation BHD | 328,838 | 331,828 |
Telekom Malaysia BHD | 226,270 | 255,426 |
Tenaga Nasional BHD | 666,600 | 1,419,242 |
Westports Holdings BHD | 183,700 | 142,593 |
Mexico - 2.9% | 20,363,219 | |
America Movil SAB de CV (A) | 2,300,288 | 2,418,384 |
Arca Continental SAB de CV | 46,864 | 471,404 |
Cemex SAB de CV (A) | 2,347,188 | 1,793,152 |
Coca-Cola Femsa SAB de CV | 22,460 | 189,725 |
El Puerto de Liverpool SAB de CV, Series C1 | 25,856 | 162,187 |
Fibra Uno Administracion SA de CV | 307,140 | 462,848 |
Fomento Economico Mexicano SAB de CV | 168,748 | 1,916,771 |
Gruma SAB de CV, Class B | 19,870 | 355,822 |
Grupo Aeroportuario del Pacifico SAB de CV, Series B | 44,728 | 853,186 |
Grupo Aeroportuario del Sureste SAB de CV, Series B | 20,344 | 578,658 |
Grupo Bimbo SAB de CV, Series A | 259,000 | 1,349,545 |
Grupo Carso SAB de CV, Series A1 | 61,204 | 488,056 |
Grupo Elektra SAB de CV | 4,601 | 347,335 |
Grupo Financiero Banorte SAB de CV, Series O | 285,304 | 2,712,203 |
Grupo Financiero Inbursa SAB de CV, Series O (A) | 358,040 | 874,173 |
Grupo Mexico SAB de CV, Series B | 457,808 | 2,387,646 |
Industrias Penoles SAB de CV (A) | 7,100 | 101,927 |
Kimberly-Clark de Mexico SAB de CV, Class A | 170,000 | 401,934 |
Wal-Mart de Mexico SAB de CV | 598,240 | 2,498,263 |
SEE NOTES TO FUNDS’ INVESTMENTS | QUARTERLY REPORT | JOHN HANCOCK MULTIFACTOR ETFS | 15 |
MULTIFACTOR EMERGING MARKETS ETF (continued)
Shares or Principal Amount | Value | |
Netherlands - 0.0% | $336,770 | |
NEPI Rockcastle NV | 55,894 | 336,770 |
Philippines - 1.0% | 7,324,370 | |
Aboitiz Equity Ventures, Inc. | 397,200 | 389,064 |
Aboitiz Power Corp. | 489,400 | 321,217 |
ACEN Corp. (A) | 633,320 | 60,190 |
Ayala Corp. | 29,710 | 332,665 |
Ayala Land, Inc. | 771,100 | 384,673 |
Bank of the Philippine Islands | 466,351 | 972,184 |
BDO Unibank, Inc. | 343,306 | 906,940 |
Globe Telecom, Inc. | 5,769 | 201,666 |
International Container Terminal Services, Inc. | 103,830 | 410,216 |
JG Summit Holdings, Inc. | 373,663 | 292,876 |
Jollibee Foods Corp. | 58,320 | 270,762 |
Manila Electric Company | 49,350 | 319,865 |
Metropolitan Bank & Trust Company | 416,842 | 455,358 |
Monde Nissin Corp. (B) | 654,900 | 97,654 |
PLDT, Inc. | 16,425 | 391,748 |
San Miguel Corp. | 34,270 | 67,947 |
SM Investments Corp. | 32,425 | 538,400 |
SM Prime Holdings, Inc. | 872,900 | 530,812 |
Universal Robina Corp. | 170,300 | 380,133 |
Poland - 1.0% | 6,737,632 | |
Allegro.eu SA (A)(B) | 28,993 | 256,354 |
Bank Polska Kasa Opieki SA | 31,810 | 942,053 |
Cyfrowy Polsat SA | 35,759 | 144,572 |
Dino Polska SA (A)(B) | 6,273 | 700,856 |
KGHM Polska Miedz SA | 17,925 | 556,651 |
LPP SA | 163 | 563,110 |
mBank SA (A) | 481 | 57,581 |
ORLEN SA | 88,055 | 1,575,890 |
PGE Polska Grupa Energetyczna SA (A) | 134,423 | 286,775 |
Powszechna Kasa Oszczednosci Bank Polski SA | 88,375 | 899,546 |
Powszechny Zaklad Ubezpieczen SA | 50,070 | 508,020 |
Santander Bank Polska SA (A) | 2,475 | 246,224 |
Russia - 0.1% | 357,133 | |
Gazprom PJSC, ADR (A)(D) | 551,670 | 73,372 |
LUKOIL PJSC, ADR (A)(D) | 57,062 | 97,234 |
MMC Norilsk Nickel PJSC, ADR (A)(D) | 94,236 | 55,034 |
Novatek PJSC, GDR (A)(D) | 5,960 | 26,677 |
Novolipetsk Steel PJSC, GDR (A)(D) | 6,243 | 3,165 |
Novolipetsk Steel PJSC, GDR (London Stock Exchange) (A)(D) | 174 | 88 |
Polyus PJSC, GDR (A)(D) | 6,556 | 12,017 |
Polyus PJSC, GDR (London Stock Exchange) (A)(D) | 318 | 583 |
Sberbank of Russia PJSC, ADR (A)(D) | 263,203 | 88,963 |
Saudi Arabia - 3.5% | 24,157,231 | |
ACWA Power Company | 3,630 | 178,423 |
Al Rajhi Bank | 176,059 | 3,500,907 |
MULTIFACTOR EMERGING MARKETS ETF (continued)
Shares or Principal Amount | Value | |
Saudi Arabia (continued) | ||
Alinma Bank | 118,771 | $1,171,374 |
Almarai Company JSC | 31,696 | 582,113 |
Arabian Internet & Communications Services Company | 932 | 90,676 |
Bank AlBilad | 35,163 | 410,060 |
Bank Al-Jazira | 43,062 | 210,971 |
Banque Saudi Fransi | 68,269 | 775,205 |
Bupa Arabia for Cooperative Insurance Company | 3,299 | 151,777 |
Dar Al Arkan Real Estate Development Company (A) | 20,151 | 90,883 |
Dr Sulaiman Al Habib Medical Services Group Company | 10,887 | 838,667 |
Elm Company | 2,078 | 376,761 |
Etihad Etisalat Company | 88,330 | 1,103,065 |
Jarir Marketing Company | 79,660 | 329,121 |
Mouwasat Medical Services Company | 5,477 | 366,438 |
Nahdi Medical Company | 1,321 | 61,198 |
Riyad Bank | 168,163 | 1,425,414 |
SABIC Agri-Nutrients Company | 29,687 | 1,141,077 |
Sahara International Petrochemical Company | 75,657 | 762,297 |
Saudi Arabian Mining Company (A) | 111,323 | 1,317,502 |
Saudi Awwal Bank | 42,166 | 428,224 |
Saudi Basic Industries Corp. | 81,713 | 1,866,618 |
Saudi Electricity Company | 106,800 | 638,819 |
Saudi Industrial Investment Group | 23,394 | 155,769 |
Saudi Kayan Petrochemical Company (A) | 150,908 | 493,158 |
Saudi Research & Media Group (A) | 1,128 | 56,286 |
Saudi Tadawul Group Holding Company | 1,628 | 87,397 |
Saudi Telecom Company | 154,513 | 1,746,282 |
The Saudi Investment Bank | 36,472 | 174,019 |
The Saudi National Bank | 302,772 | 3,111,169 |
Yanbu National Petrochemical Company | 42,231 | 515,561 |
South Africa - 3.9% | 27,343,384 | |
Absa Group, Ltd. | 102,360 | 1,090,439 |
African Rainbow Minerals, Ltd. | 18,985 | 214,310 |
Anglo American Platinum, Ltd. (C) | 6,968 | 348,883 |
AngloGold Ashanti, Ltd. | 65,974 | 1,463,884 |
Aspen Pharmacare Holdings, Ltd. | 41,756 | 450,320 |
Bid Corp., Ltd. | 39,476 | 940,299 |
Capitec Bank Holdings, Ltd. | 12,139 | 1,224,163 |
Clicks Group, Ltd. | 32,958 | 519,878 |
Discovery, Ltd. (A) | 88,168 | 783,280 |
Exxaro Resources, Ltd. | 33,224 | 302,689 |
FirstRand, Ltd. | 584,782 | 2,393,549 |
Gold Fields, Ltd. | 174,406 | 2,696,054 |
Impala Platinum Holdings, Ltd. | 132,771 | 963,096 |
Investec, Ltd. | 38,143 | 239,427 |
Kumba Iron Ore, Ltd. (C) | 6,192 | 170,122 |
MTN Group, Ltd. | 120,018 | 945,162 |
MultiChoice Group | 14,962 | 74,466 |
16 | JOHN HANCOCK MULTIFACTOR ETFS | QUARTERLY REPORT | SEE NOTES TO FUNDS’ INVESTMENTS |
MULTIFACTOR EMERGING MARKETS ETF (continued)
Shares or Principal Amount | Value | |
South Africa (continued) | ||
Naspers, Ltd., N Shares | 14,356 | $2,836,779 |
Nedbank Group, Ltd. | 82,970 | 1,096,391 |
Northam Platinum Holdings, Ltd. (A) | 51,552 | 438,013 |
Pepkor Holdings, Ltd. (B) | 132,973 | 129,954 |
Sanlam, Ltd. | 358,785 | 1,326,902 |
Sasol, Ltd. | 78,075 | 1,090,888 |
Shoprite Holdings, Ltd. | 76,311 | 1,108,808 |
Sibanye Stillwater, Ltd. | 536,327 | 1,019,952 |
Standard Bank Group, Ltd. | 170,831 | 1,834,749 |
The Bidvest Group, Ltd. | 37,722 | 588,619 |
Vodacom Group, Ltd. | 89,881 | 596,233 |
Woolworths Holdings, Ltd. | 101,384 | 456,075 |
South Korea - 13.3% | 93,142,944 | |
AMOREPACIFIC Corp. | 2,756 | 243,676 |
AMOREPACIFIC Group | 4,304 | 92,519 |
Celltrion Healthcare Company, Ltd. | 6,933 | 357,895 |
Celltrion, Inc. | 8,551 | 983,467 |
CJ CheilJedang Corp. | 1,863 | 409,242 |
Coway Company, Ltd. | 10,728 | 345,074 |
DB Insurance Company, Ltd. | 5,593 | 331,284 |
Doosan Enerbility Company, Ltd. (A) | 22,359 | 306,797 |
Ecopro BM Company, Ltd. | 3,979 | 1,307,968 |
Ecopro Company, Ltd. | 395 | 374,036 |
E-MART, Inc. | 3,369 | 200,081 |
F&F Company, Ltd. | 1,603 | 130,162 |
GS Holdings Corp. | 14,535 | 429,898 |
Hana Financial Group, Inc. | 59,173 | 1,824,422 |
Hanjin Kal Corp. | 1,952 | 64,931 |
Hankook Tire & Technology Company, Ltd. | 14,920 | 452,990 |
Hanmi Pharm Company, Ltd. | 694 | 145,099 |
Hanon Systems | 25,375 | 169,810 |
Hanwha Aerospace Company, Ltd. | 616 | 59,056 |
HD Hyundai Company, Ltd. | 8,271 | 399,713 |
HD Hyundai Heavy Industries Company, Ltd. (A) | 535 | 58,635 |
HD Korea Shipbuilding & Offshore Engineering Company, Ltd. (A) | 7,624 | 737,488 |
HLB, Inc. (A) | 5,923 | 152,646 |
HMM Company, Ltd. | 36,646 | 502,835 |
HYBE Company, Ltd. (A) | 1,072 | 220,766 |
Hyundai Engineering & Construction Company, Ltd. | 13,376 | 392,470 |
Hyundai Glovis Company, Ltd. | 4,857 | 664,163 |
Hyundai Mobis Company, Ltd. | 7,918 | 1,447,373 |
Hyundai Motor Company | 17,165 | 2,639,423 |
Hyundai Steel Company | 12,823 | 363,670 |
Industrial Bank of Korea | 55,781 | 454,685 |
Kakao Corp. | 22,139 | 891,014 |
Kakao Games Corp. (A) | 2,253 | 55,678 |
Kangwon Land, Inc. | 11,055 | 135,298 |
KB Financial Group, Inc. | 51,803 | 2,072,689 |
Kia Corp. | 33,553 | 2,176,937 |
MULTIFACTOR EMERGING MARKETS ETF (continued)
Shares or Principal Amount | Value | |
South Korea (continued) | ||
Korea Aerospace Industries, Ltd. | 3,017 | $116,453 |
Korea Electric Power Corp. (A) | 45,754 | 689,550 |
Korea Investment Holdings Company, Ltd. | 8,527 | 326,791 |
Korea Zinc Company, Ltd. | 1,417 | 549,169 |
Korean Air Lines Company, Ltd. | 22,564 | 435,472 |
KT&G Corp. | 12,232 | 792,659 |
Kumho Petrochemical Company, Ltd. | 3,030 | 285,492 |
L&F Company, Ltd. | 1,465 | 295,954 |
LG Chem, Ltd. | 3,380 | 1,718,307 |
LG Corp. | 23,729 | 1,554,444 |
LG Display Company, Ltd. (A) | 51,134 | 541,166 |
LG Electronics, Inc. | 24,930 | 2,120,121 |
LG Energy Solution, Ltd. (A) | 600 | 263,602 |
LG H&H Company, Ltd. | 1,025 | 344,173 |
LG Innotek Company, Ltd. | 1,760 | 364,524 |
LG Uplus Corp. | 71,331 | 560,172 |
Lotte Chemical Corp. | 3,650 | 431,248 |
Lotte Corp. | 7,771 | 155,158 |
Lotte Energy Materials Corp. | 759 | 32,631 |
Macquarie Korea Infrastructure Fund | 23,810 | 226,584 |
Meritz Financial Group, Inc. (A) | 8,796 | 339,515 |
Mirae Asset Securities Company, Ltd. | 52,157 | 283,566 |
NAVER Corp. | 9,423 | 1,678,124 |
NCSoft Corp. | 1,967 | 426,686 |
Netmarble Corp. (A)(B) | 3,313 | 127,878 |
Orion Corp. | 2,864 | 255,022 |
Pearl Abyss Corp. (A) | 2,307 | 101,355 |
POSCO Future M Company, Ltd. | 2,264 | 936,044 |
POSCO Holdings, Inc. | 8,781 | 4,422,706 |
Posco International Corp. | 4,527 | 319,996 |
Samsung Biologics Company, Ltd. (A)(B) | 1,026 | 616,574 |
Samsung C&T Corp. | 11,932 | 966,991 |
Samsung Card Company, Ltd. | 4,670 | 104,417 |
Samsung Electro-Mechanics Company, Ltd. | 7,880 | 898,876 |
Samsung Electronics Company, Ltd. | 533,404 | 29,209,273 |
Samsung Engineering Company, Ltd. (A) | 13,596 | 394,659 |
Samsung Fire & Marine Insurance Company, Ltd. | 7,439 | 1,424,011 |
Samsung Heavy Industries Company, Ltd. (A) | 85,594 | 606,373 |
Samsung Life Insurance Company, Ltd. | 14,099 | 772,063 |
Samsung SDI Company, Ltd. | 3,731 | 1,946,507 |
Samsung SDS Company, Ltd. | 4,090 | 411,679 |
Shinhan Financial Group Company, Ltd. | 70,025 | 1,925,530 |
SK Biopharmaceuticals Company, Ltd. (A) | 1,246 | 79,570 |
SK Bioscience Company, Ltd. (A) | 1,503 | 86,431 |
SK Hynix, Inc. | 72,996 | 7,066,808 |
SK IE Technology Company, Ltd. (A)(B) | 1,618 | 136,203 |
SK Innovation Company, Ltd. (A) | 6,453 | 1,093,514 |
SK Telecom Company, Ltd. | 22,473 | 812,776 |
SK, Inc. | 5,332 | 639,179 |
SKC Company, Ltd. | 1,009 | 78,526 |
SEE NOTES TO FUNDS’ INVESTMENTS | QUARTERLY REPORT | JOHN HANCOCK MULTIFACTOR ETFS | 17 |
MULTIFACTOR EMERGING MARKETS ETF (continued)
Shares or Principal Amount | Value | |
South Korea (continued) | ||
S-Oil Corp. | 8,168 | $479,962 |
Woori Financial Group, Inc. | 93,909 | 858,306 |
Yuhan Corp. | 4,300 | 246,264 |
Taiwan - 16.4% | 115,146,562 | |
Accton Technology Corp. | 73,000 | 887,340 |
Advanced Energy Solution Holding Company, Ltd. | 1,000 | 21,988 |
Advantech Company, Ltd. | 54,981 | 684,933 |
Airtac International Group | 15,743 | 466,882 |
ASE Technology Holding Company, Ltd. | 666,000 | 2,426,519 |
Asia Cement Corp. | 481,000 | 616,814 |
ASMedia Technology, Inc. | 3,000 | 93,838 |
ASPEED Technology, Inc. | 1,000 | 73,823 |
Asustek Computer, Inc. | 118,000 | 1,366,745 |
AUO Corp. (A) | 1,264,600 | 832,966 |
Catcher Technology Company, Ltd. | 135,000 | 745,310 |
Cathay Financial Holding Company, Ltd. (A) | 1,278,513 | 1,861,231 |
Chailease Holding Company, Ltd. | 208,496 | 1,379,955 |
Chang Hwa Commercial Bank, Ltd. | 1,169,139 | 701,264 |
Cheng Shin Rubber Industry Company, Ltd. | 405,000 | 495,513 |
China Airlines, Ltd. | 484,000 | 384,255 |
China Development Financial Holding Corp. (A) | 3,598,159 | 1,436,905 |
China Steel Corp. | 1,662,000 | 1,478,144 |
Chunghwa Telecom Company, Ltd. | 389,000 | 1,435,858 |
Compal Electronics, Inc. | 784,000 | 759,639 |
CTBC Financial Holding Company, Ltd. | 2,664,000 | 2,225,192 |
Delta Electronics, Inc. | 144,000 | 1,674,765 |
E Ink Holdings, Inc. | 54,000 | 386,616 |
E.Sun Financial Holding Company, Ltd. | 2,111,455 | 1,736,786 |
Eclat Textile Company, Ltd. | 26,000 | 448,411 |
eMemory Technology, Inc. | 6,000 | 354,160 |
Eva Airways Corp. | 433,000 | 506,348 |
Evergreen Marine Corp. Taiwan, Ltd. | 163,000 | 539,417 |
Far Eastern New Century Corp. | 782,000 | 739,039 |
Far EasTone Telecommunications Company, Ltd. | 314,000 | 709,401 |
Feng TAY Enterprise Company, Ltd. | 107,680 | 726,398 |
First Financial Holding Company, Ltd. | 2,114,901 | 1,954,970 |
Formosa Chemicals & Fibre Corp. | 544,000 | 1,132,089 |
Formosa Petrochemical Corp. | 227,000 | 579,301 |
Formosa Plastics Corp. | 577,000 | 1,527,577 |
Formosa Sumco Technology Corp. | 3,000 | 15,226 |
Fubon Financial Holding Company, Ltd. | 1,055,077 | 2,199,021 |
Giant Manufacturing Company, Ltd. | 21,797 | 160,912 |
Global Unichip Corp. | 3,000 | 156,078 |
Globalwafers Company, Ltd. | 43,000 | 703,292 |
Hiwin Technologies Corp. | 33,845 | 227,238 |
Hon Hai Precision Industry Company, Ltd. | 1,264,800 | 4,366,722 |
Hotai Motor Company, Ltd. | 41,000 | 988,911 |
Hua Nan Financial Holdings Company, Ltd. | 2,047,097 | 1,449,347 |
Innolux Corp. (A) | 1,539,875 | 815,838 |
MULTIFACTOR EMERGING MARKETS ETF (continued)
Shares or Principal Amount | Value | |
Taiwan (continued) | ||
Inventec Corp. | 526,000 | $1,066,177 |
Largan Precision Company, Ltd. | 13,000 | 899,718 |
Lite-On Technology Corp. | 416,000 | 1,992,204 |
Lotes Company, Ltd. | 4,000 | 94,952 |
MediaTek, Inc. | 156,000 | 3,425,135 |
Mega Financial Holding Company, Ltd. | 1,515,225 | 1,940,649 |
Micro-Star International Company, Ltd. | 155,000 | 959,302 |
momo.com, Inc. | 8,920 | 170,018 |
Nan Ya Plastics Corp. | 762,000 | 1,697,294 |
Nan Ya Printed Circuit Board Corp. | 26,000 | 205,177 |
Nanya Technology Corp. | 210,000 | 483,127 |
Nien Made Enterprise Company, Ltd. | 13,000 | 134,441 |
Novatek Microelectronics Corp. | 108,000 | 1,457,114 |
Oneness Biotech Company, Ltd. | 21,617 | 133,445 |
Pegatron Corp. | 430,000 | 1,045,360 |
PharmaEssentia Corp. (A) | 11,307 | 123,409 |
Phison Electronics Corp. | 11,000 | 143,159 |
Polaris Group (A) | 11,000 | 30,032 |
Pou Chen Corp. | 512,000 | 509,124 |
President Chain Store Corp. | 101,000 | 896,664 |
Quanta Computer, Inc. | 452,000 | 3,430,290 |
Realtek Semiconductor Corp. | 65,000 | 890,411 |
Ruentex Development Company, Ltd. | 154,500 | 175,018 |
Shin Kong Financial Holding Company, Ltd. (A) | 2,918,140 | 894,204 |
Sino-American Silicon Products, Inc. | 99,000 | 540,261 |
SinoPac Financial Holdings Company, Ltd. | 2,326,363 | 1,380,576 |
Synnex Technology International Corp. | 111,000 | 209,097 |
TA Chen Stainless Pipe | 276,180 | 347,131 |
Taishin Financial Holding Company, Ltd. | 2,479,961 | 1,440,163 |
Taiwan Business Bank | 449,000 | 205,737 |
Taiwan Cement Corp. | 1,053,117 | 1,249,941 |
Taiwan Cooperative Financial Holding Company, Ltd. | 1,380,843 | 1,291,801 |
Taiwan High Speed Rail Corp. | 375,000 | 359,768 |
Taiwan Mobile Company, Ltd. | 233,000 | 699,893 |
Taiwan Semiconductor Manufacturing Company, Ltd. | 1,542,000 | 27,722,782 |
The Shanghai Commercial & Savings Bank, Ltd. | 574,265 | 804,938 |
Unimicron Technology Corp. | 194,000 | 1,138,943 |
Uni-President Enterprises Corp. | 350,000 | 838,623 |
United Microelectronics Corp. | 1,578,000 | 2,359,983 |
Vanguard International Semiconductor Corp. | 157,000 | 386,174 |
Voltronic Power Technology Corp. | 8,000 | 445,484 |
Walsin Lihwa Corp. | 217,000 | 276,200 |
Wan Hai Lines, Ltd. | 153,950 | 246,896 |
Win Semiconductors Corp. | 55,000 | 287,019 |
Winbond Electronics Corp. (A) | 329,000 | 307,261 |
Wistron Corp. | 117,000 | 526,801 |
Wiwynn Corp. | 19,000 | 1,076,162 |
Yageo Corp. | 60,469 | 884,143 |
Yang Ming Marine Transport Corp. | 334,000 | 494,201 |
18 | JOHN HANCOCK MULTIFACTOR ETFS | QUARTERLY REPORT | SEE NOTES TO FUNDS’ INVESTMENTS |
MULTIFACTOR EMERGING MARKETS ETF (continued)
Shares or Principal Amount | Value | |
Taiwan (continued) | ||
Yuanta Financial Holding Company, Ltd. | 2,571,230 | $1,996,341 |
Zhen Ding Technology Holding, Ltd. | 108,000 | 360,842 |
Thailand - 2.2% | 15,460,271 | |
Advanced Info Service PCL, NVDR | 136,300 | 899,939 |
Airports of Thailand PCL, NVDR (A) | 321,800 | 672,204 |
Asset World Corp. PCL, NVDR | 885,100 | 115,846 |
B Grimm Power PCL, NVDR | 93,900 | 106,303 |
Bangkok Bank PCL, NVDR | 75,900 | 380,290 |
Bangkok Dusit Medical Services PCL, NVDR | 322,300 | 270,712 |
Bangkok Expressway & Metro PCL, NVDR | 902,000 | 239,804 |
Bank of Ayudhya PCL, NVDR | 189,600 | 177,255 |
Berli Jucker PCL, NVDR | 199,200 | 203,688 |
BTS Group Holdings PCL, NVDR | 1,017,300 | 240,737 |
Bumrungrad Hospital PCL, NVDR | 45,900 | 289,651 |
Carabao Group PCL, NVDR | 42,700 | 90,755 |
Central Pattana PCL, NVDR | 167,300 | 332,364 |
Central Retail Corp. PCL, NVDR | 392,900 | 473,495 |
Charoen Pokphand Foods PCL, NVDR | 869,900 | 515,910 |
CP ALL PCL, NVDR | 320,300 | 594,210 |
Delta Electronics Thailand PCL, NVDR | 371,000 | 1,224,789 |
Electricity Generating PCL, NVDR | 43,100 | 168,100 |
Energy Absolute PCL, NVDR | 252,100 | 456,640 |
Global Power Synergy PCL, NVDR | 107,286 | 181,011 |
Gulf Energy Development PCL, NVDR | 371,840 | 540,453 |
Home Product Center PCL, NVDR | 524,600 | 217,633 |
Indorama Ventures PCL, NVDR | 340,300 | 340,511 |
Intouch Holdings PCL, NVDR | 76,800 | 172,767 |
Kasikornbank PCL, NVDR | 77,500 | 285,286 |
Krung Thai Bank PCL, NVDR | 467,400 | 279,931 |
Krungthai Card PCL, NVDR | 137,000 | 188,117 |
Land & Houses PCL, NVDR | 548,500 | 136,209 |
Minor International PCL, NVDR | 408,929 | 394,249 |
Muangthai Capital PCL, NVDR | 98,200 | 101,847 |
Osotspa PCL, NVDR | 108,000 | 92,291 |
PTT Exploration & Production PCL, NVDR | 300,400 | 1,399,812 |
PTT Global Chemical PCL, NVDR | 245,200 | 282,961 |
PTT Oil & Retail Business PCL, NVDR | 285,700 | 178,621 |
PTT PCL, NVDR | 1,390,400 | 1,421,729 |
SCB X PCL, NVDR | 110,200 | 362,196 |
SCG Packaging PCL, NVDR | 112,100 | 132,639 |
Thai Beverage PCL | 1,089,600 | 496,466 |
Thai Oil PCL, NVDR | 188,461 | 282,179 |
The Siam Cement PCL, NVDR | 39,000 | 370,303 |
TMBThanachart Bank PCL, NVDR | 2,992,385 | 150,368 |
Turkey - 0.5% | 3,720,814 | |
Akbank TAS | 411,805 | 427,301 |
Arcelik AS (A) | 2,686 | 15,402 |
Aselsan Elektronik Sanayi Ve Ticaret AS | 38,090 | 105,528 |
BIM Birlesik Magazalar AS | 60,236 | 483,423 |
Enka Insaat ve Sanayi AS | 187,527 | 234,141 |
MULTIFACTOR EMERGING MARKETS ETF (continued)
Shares or Principal Amount | Value | |
Turkey (continued) | ||
Eregli Demir ve Celik Fabrikalari TAS (A) | 143,913 | $222,870 |
Ford Otomotiv Sanayi AS | 8,616 | 303,852 |
Hektas Ticaret TAS (A) | 11,378 | 12,939 |
KOC Holding AS | 125,951 | 631,468 |
Koza Altin Isletmeleri AS | 16,396 | 17,050 |
Oyak Cimento Fabrikalari AS (A) | 8,968 | 18,651 |
Tofas Turk Otomobil Fabrikasi AS | 1,736 | 19,470 |
Turk Hava Yollari AO (A) | 29,912 | 260,276 |
Turkcell Iletisim Hizmetleri AS (A) | 152,250 | 292,324 |
Turkiye Is Bankasi AS, Class C | 402,646 | 225,946 |
Turkiye Petrol Rafinerileri AS | 77,651 | 298,184 |
Turkiye Sise ve Cam Fabrikalari AS | 34,958 | 69,327 |
Yapi ve Kredi Bankasi AS | 156,417 | 82,662 |
United Kingdom - 0.0% | 80,561 | |
Pepco Group NV (A) | 9,317 | 80,561 |
United States - 0.1% | 925,430 | |
BeiGene, Ltd., ADR (A) | 4,320 | 925,430 |
PREFERRED SECURITIES - 1.8% | $13,055,110 | |
(Cost $13,533,226) | ||
Brazil - 1.7% | 12,207,461 | |
Banco Bradesco SA | 555,447 | 1,945,270 |
Centrais Eletricas Brasileiras SA, B Shares | 34,460 | 316,055 |
Cia Energetica de Minas Gerais | 197,659 | 526,448 |
Cia Paranaense de Energia, B Shares | 144,300 | 253,592 |
Gerdau SA | 238,580 | 1,466,973 |
Itau Unibanco Holding SA | 450,150 | 2,710,145 |
Petroleo Brasileiro SA | 746,300 | 4,880,628 |
Raizen SA | 123,900 | 108,350 |
Chile - 0.1% | 847,649 | |
Sociedad Quimica y Minera de Chile SA, B Shares | 11,568 | 847,649 |
RIGHTS - 0.0% | $0 | |
(Cost $0) | ||
Macquarie Korea Infrastructure Fund (Expiration Date: 8-3-23; Strike Price: KRW 11,670.00) (A) | 1,826 | 0 |
SHORT-TERM INVESTMENTS - 0.2% | $980,662 | |
(Cost $980,664) | ||
Short-term funds - 0.2% | 980,662 | |
John Hancock Collateral Trust, 5.2927% (E)(F) | 9,183 | 91,787 |
State Street Institutional U.S. Government Money Market Fund, Premier Class, 5.1769% (E) | 888,875 | 888,875 |
Total investments (Multifactor Emerging Markets ETF) (Cost $633,523,057) - 99.9% | $699,183,439 | |
Other assets and liabilities, net - 0.1% | 904,786 | |
Total net assets - 100.0% | $700,088,225 |
SEE NOTES TO FUNDS’ INVESTMENTS | QUARTERLY REPORT | JOHN HANCOCK MULTIFACTOR ETFS | 19 |
MULTIFACTOR EMERGING MARKETS 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. | |
Currency Abbreviations | |
KRW | Korean Won |
Security Abbreviations and Legend | |
ADR | American Depositary Receipt |
GDR | Global Depositary Receipt |
NVDR | Non-Voting Depositary Receipt |
(A) | Non-income producing security. |
(B) | These securities are exempt from registration under Rule 144A of the Securities Act of 1933. Such securities may be resold, normally to qualified institutional buyers, in transactions exempt from registration. |
(C) | All or a portion of this security is on loan as of 7-31-23. The value of securities on loan amounted to $3,670,569. In addition to the cash collateral invested in John Hancock Collateral Trust, if any, non-cash collateral of $3,786,059 in the form of U.S. Treasuries was pledged to the fund. |
(D) | Security is valued using significant unobservable inputs and is classified as Level 3 in the fair value hierarchy. |
(E) | The rate shown is the annualized seven-day yield as of 7-31-23. |
(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 7-31-23:
Financials | 23.4% |
Information technology | 19.1% |
Consumer discretionary | 11.8% |
Materials | 10.6% |
Communication services | 8.1% |
Consumer staples | 7.0% |
Industrials | 6.2% |
Energy | 6.0% |
Utilities | 3.2% |
Health care | 3.1% |
Real estate | 1.2% |
Short-term investments and other | 0.3% |
TOTAL | 100.0% |
MULTIFACTOR LARGE CAP ETF
As of 7-31-23 (unaudited)
Shares or Principal Amount | Value | |
COMMON STOCKS – 99.9% | $793,977,690 | |
(Cost $659,743,905) | ||
Communication services – 6.7% | 52,944,179 | |
Diversified telecommunication services – 0.5% | ||
AT&T, Inc. | 113,451 | 1,647,309 |
GCI Liberty, Inc. (A)(B) | 3,760 | 0 |
Iridium Communications, Inc. | 426 | 22,386 |
Verizon Communications, Inc. | 77,292 | 2,634,111 |
Entertainment – 1.2% | ||
Activision Blizzard, Inc. (B) | 15,351 | 1,423,959 |
Atlanta Braves Holdings, Inc., Series C (B) | 222 | 9,040 |
Electronic Arts, Inc. | 8,064 | 1,099,526 |
Endeavor Group Holdings, Inc., Class A (B) | 1,749 | 41,276 |
Liberty Media Corp.-Liberty Formula One, Series A (B) | 644 | 41,396 |
MULTIFACTOR LARGE CAP ETF (continued)
Shares or Principal Amount | Value | |
Communication services (continued) | ||
Entertainment (continued) | ||
Liberty Media Corp.-Liberty Formula One, Series C (B) | 7,060 | $512,556 |
Live Nation Entertainment, Inc. (B) | 4,344 | 381,186 |
Netflix, Inc. (B) | 4,805 | 2,109,251 |
ROBLOX Corp., Class A (B) | 1,028 | 40,349 |
Roku, Inc. (B) | 1,694 | 163,081 |
Spotify Technology SA (B) | 1,313 | 196,175 |
Take-Two Interactive Software, Inc. (B) | 4,363 | 667,277 |
The Walt Disney Company (B) | 23,083 | 2,051,848 |
Warner Brothers Discovery, Inc. (B) | 57,886 | 756,570 |
Warner Music Group Corp., Class A | 2,987 | 94,240 |
Interactive media and services – 3.6% | ||
Alphabet, Inc., Class A (B) | 109,107 | 14,480,681 |
Alphabet, Inc., Class C (B) | 21,684 | 2,886,357 |
Match Group, Inc. (B) | 5,915 | 275,107 |
Meta Platforms, Inc., Class A (B) | 32,223 | 10,266,248 |
Pinterest, Inc., Class A (B) | 7,375 | 213,801 |
Snap, Inc., Class A (B) | 10,576 | 120,143 |
ZoomInfo Technologies, Inc. (B) | 3,217 | 82,259 |
Media – 1.2% | ||
Charter Communications, Inc., Class A (B) | 1,891 | 766,214 |
Comcast Corp., Class A | 79,448 | 3,595,816 |
Fox Corp., Class A | 12,265 | 410,264 |
Fox Corp., Class B | 4,859 | 152,621 |
Liberty Broadband Corp., Series A (B) | 491 | 43,616 |
Liberty Broadband Corp., Series C (B) | 6,692 | 596,458 |
Liberty Media Corp.-Liberty SiriusXM, Series A (B) | 4,978 | 157,803 |
Liberty Media Corp.-Liberty SiriusXM, Series C (B) | 3,742 | 119,108 |
News Corp., Class A | 13,911 | 275,716 |
News Corp., Class B | 4,205 | 84,563 |
Nexstar Media Group, Inc. | 891 | 166,368 |
Omnicom Group, Inc. | 11,322 | 958,068 |
Paramount Global, Class A | 239 | 4,603 |
Paramount Global, Class B | 16,665 | 267,140 |
Sirius XM Holdings, Inc. (C) | 29,433 | 150,108 |
The Interpublic Group of Companies, Inc. | 22,282 | 762,713 |
The Trade Desk, Inc., Class A (B) | 9,923 | 905,573 |
Wireless telecommunication services – 0.2% | ||
T-Mobile US, Inc. (B) | 9,518 | 1,311,295 |
Consumer discretionary – 10.1% | 79,854,722 | |
Automobile components – 0.3% | ||
Aptiv PLC (B) | 7,630 | 835,409 |
Autoliv, Inc. | 3,894 | 393,021 |
BorgWarner, Inc. | 9,862 | 458,583 |
Gentex Corp. | 9,693 | 325,491 |
Lear Corp. | 3,249 | 502,815 |
Phinia, Inc. (B) | 1,973 | 55,974 |
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) | ||
Automobiles – 1.0% | ||
Ford Motor Company | 75,926 | $1,002,982 |
General Motors Company | 27,069 | 1,038,638 |
Harley-Davidson, Inc. | 808 | 31,197 |
Rivian Automotive, Inc., Class A (B)(C) | 6,756 | 186,736 |
Tesla, Inc. (B) | 20,172 | 5,394,598 |
Broadline retail – 2.1% | ||
Amazon.com, Inc. (B) | 114,785 | 15,344,459 |
eBay, Inc. | 22,103 | 983,805 |
Etsy, Inc. (B) | 3,113 | 316,436 |
Distributors – 0.3% | ||
Genuine Parts Company | 6,965 | 1,084,590 |
LKQ Corp. | 10,685 | 585,431 |
Pool Corp. | 1,363 | 524,401 |
Diversified consumer services – 0.1% | ||
ADT, Inc. | 2,195 | 14,004 |
Service Corp. International | 8,902 | 593,318 |
Hotels, restaurants and leisure – 2.2% | ||
Airbnb, Inc., Class A (B) | 651 | 99,076 |
Aramark | 10,587 | 427,397 |
Booking Holdings, Inc. (B) | 516 | 1,532,933 |
Caesars Entertainment, Inc. (B) | 5,117 | 302,005 |
Carnival Corp. (B) | 19,663 | 370,451 |
Chipotle Mexican Grill, Inc. (B) | 648 | 1,271,557 |
Choice Hotels International, Inc. | 233 | 30,465 |
Churchill Downs, Inc. | 1,944 | 225,212 |
Darden Restaurants, Inc. | 6,324 | 1,068,250 |
Domino’s Pizza, Inc. | 1,229 | 487,593 |
DoorDash, Inc., Class A (B) | 772 | 70,090 |
DraftKings, Inc., Class A (B) | 7,276 | 231,231 |
Expedia Group, Inc. (B) | 4,474 | 548,199 |
Hilton Worldwide Holdings, Inc. | 8,090 | 1,257,914 |
Hyatt Hotels Corp., Class A | 1,514 | 191,294 |
Las Vegas Sands Corp. (B) | 7,252 | 433,742 |
Marriott International, Inc., Class A | 6,305 | 1,272,412 |
McDonald’s Corp. | 9,819 | 2,878,931 |
MGM Resorts International | 16,875 | 856,744 |
Planet Fitness, Inc., Class A (B) | 306 | 20,667 |
Royal Caribbean Cruises, Ltd. (B) | 7,182 | 783,628 |
Starbucks Corp. | 16,164 | 1,641,777 |
Texas Roadhouse, Inc. | 449 | 50,086 |
Vail Resorts, Inc. | 1,584 | 373,016 |
Wynn Resorts, Ltd. | 3,109 | 338,819 |
Yum! Brands, Inc. | 8,035 | 1,106,178 |
Household durables – 0.9% | ||
D.R. Horton, Inc. | 15,396 | 1,955,600 |
Garmin, Ltd. | 5,721 | 605,797 |
Lennar Corp., A Shares | 10,665 | 1,352,642 |
Lennar Corp., B Shares | 372 | 42,747 |
Mohawk Industries, Inc. (B) | 2,607 | 277,228 |
MULTIFACTOR LARGE CAP ETF (continued)
Shares or Principal Amount | Value | |
Consumer discretionary (continued) | ||
Household durables (continued) | ||
NVR, Inc. (B) | 192 | $1,210,836 |
PulteGroup, Inc. | 11,372 | 959,683 |
Tempur Sealy International, Inc. | 956 | 42,666 |
Whirlpool Corp. | 3,046 | 439,416 |
Leisure products – 0.1% | ||
Hasbro, Inc. | 5,853 | 377,870 |
Mattel, Inc. (B) | 8,569 | 182,520 |
Polaris, Inc. | 972 | 132,036 |
Specialty retail – 2.4% | ||
Advance Auto Parts, Inc. | 2,812 | 209,185 |
AutoNation, Inc. (B) | 792 | 127,496 |
AutoZone, Inc. (B) | 408 | 1,012,542 |
Bath & Body Works, Inc. | 5,454 | 202,125 |
Best Buy Company, Inc. | 14,478 | 1,202,398 |
Burlington Stores, Inc. (B) | 2,111 | 374,956 |
CarMax, Inc. (B) | 7,805 | 644,771 |
Chewy, Inc., Class A (B)(C) | 1,287 | 43,629 |
Dick’s Sporting Goods, Inc. | 2,353 | 331,773 |
Five Below, Inc. (B) | 1,584 | 330,011 |
Floor & Decor Holdings, Inc., Class A (B) | 3,120 | 358,332 |
Lithia Motors, Inc. | 1,070 | 332,267 |
Lowe’s Companies, Inc. | 8,807 | 2,063,216 |
O’Reilly Automotive, Inc. (B) | 1,346 | 1,246,113 |
Penske Automotive Group, Inc. | 455 | 73,446 |
RH (B)(C) | 549 | 213,105 |
Ross Stores, Inc. | 13,353 | 1,530,788 |
The Home Depot, Inc. | 12,673 | 4,230,754 |
The TJX Companies, Inc. | 20,271 | 1,754,050 |
Tractor Supply Company | 6,732 | 1,507,901 |
Ulta Beauty, Inc. (B) | 2,719 | 1,209,411 |
Williams-Sonoma, Inc. | 3,472 | 481,358 |
Textiles, apparel and luxury goods – 0.7% | ||
Capri Holdings, Ltd. (B) | 2,567 | 94,748 |
Crocs, Inc. (B) | 560 | 60,676 |
Deckers Outdoor Corp. (B) | 1,095 | 595,341 |
Levi Strauss & Company, Class A | 1,866 | 28,121 |
Lululemon Athletica, Inc. (B) | 4,015 | 1,519,798 |
NIKE, Inc., Class B | 19,070 | 2,105,137 |
Ralph Lauren Corp. | 1,120 | 147,090 |
Skechers USA, Inc., Class A (B) | 955 | 53,079 |
Tapestry, Inc. | 10,042 | 433,312 |
VF Corp. | 10,964 | 217,197 |
Consumer staples – 6.5% | 51,408,094 | |
Beverages – 1.3% | ||
Brown-Forman Corp., Class A | 1,997 | 143,604 |
Brown-Forman Corp., Class B | 7,661 | 540,867 |
Celsius Holdings, Inc. (B) | 380 | 54,986 |
Constellation Brands, Inc., Class A | 4,435 | 1,209,868 |
SEE NOTES TO FUNDS’ INVESTMENTS | QUARTERLY REPORT | JOHN HANCOCK MULTIFACTOR ETFS | 21 |
MULTIFACTOR LARGE CAP ETF (continued)
Shares or Principal Amount | Value | |
Consumer staples (continued) | ||
Beverages (continued) | ||
Keurig Dr. Pepper, Inc. | 12,931 | $439,783 |
Molson Coors Beverage Company, Class B | 7,229 | 504,367 |
Monster Beverage Corp. (B) | 16,051 | 922,772 |
PepsiCo, Inc. | 19,982 | 3,745,826 |
The Coca-Cola Company | 51,221 | 3,172,117 |
Consumer staples distribution and retail – 2.1% | ||
Albertsons Companies, Inc., Class A | 4,614 | 100,262 |
BJ’s Wholesale Club Holdings, Inc. (B) | 2,912 | 193,095 |
Casey’s General Stores, Inc. | 620 | 156,649 |
Costco Wholesale Corp. | 6,590 | 3,694,815 |
Dollar General Corp. | 6,815 | 1,150,781 |
Dollar Tree, Inc. (B) | 9,974 | 1,539,287 |
Performance Food Group Company (B) | 3,281 | 196,073 |
Sysco Corp. | 13,644 | 1,041,174 |
Target Corp. | 10,760 | 1,468,417 |
The Kroger Company | 43,121 | 2,097,405 |
U.S. Foods Holding Corp. (B) | 8,328 | 355,855 |
Walgreens Boots Alliance, Inc. | 20,001 | 599,430 |
Walmart, Inc. | 24,901 | 3,980,674 |
Food products – 1.5% | ||
Archer-Daniels-Midland Company | 15,294 | 1,299,378 |
Bunge, Ltd. | 6,377 | 692,989 |
Campbell Soup Company | 9,496 | 435,107 |
Conagra Brands, Inc. | 18,762 | 615,581 |
Darling Ingredients, Inc. (B) | 4,918 | 340,572 |
General Mills, Inc. | 17,602 | 1,315,573 |
Hormel Foods Corp. | 9,910 | 405,121 |
Kellogg Company | 11,172 | 747,295 |
Lamb Weston Holdings, Inc. | 5,458 | 565,613 |
McCormick & Company, Inc. | 10,437 | 933,903 |
Mondelez International, Inc., Class A | 23,827 | 1,766,296 |
The Hershey Company | 3,676 | 850,296 |
The J.M. Smucker Company | 4,168 | 627,909 |
The Kraft Heinz Company | 13,503 | 488,539 |
Tyson Foods, Inc., Class A | 10,721 | 597,374 |
Household products – 1.1% | ||
Church & Dwight Company, Inc. | 9,220 | 882,077 |
Colgate-Palmolive Company | 14,011 | 1,068,479 |
Kimberly-Clark Corp. | 6,137 | 792,287 |
The Clorox Company | 5,565 | 842,986 |
The Procter & Gamble Company | 34,214 | 5,347,648 |
Personal care products – 0.1% | ||
Coty, Inc., Class A (B) | 2,766 | 33,303 |
The Estee Lauder Companies, Inc., Class A | 3,141 | 565,380 |
Tobacco – 0.4% | ||
Altria Group, Inc. | 26,045 | 1,182,964 |
Philip Morris International, Inc. | 17,081 | 1,703,317 |
MULTIFACTOR LARGE CAP ETF (continued)
Shares or Principal Amount | Value | |
Energy – 4.7% | $37,182,219 | |
Energy equipment and services – 0.4% | ||
Baker Hughes Company | 25,119 | 899,009 |
Halliburton Company | 25,040 | 978,563 |
NOV, Inc. | 5,364 | 107,709 |
Schlumberger, Ltd. | 22,152 | 1,292,348 |
TechnipFMC PLC (B) | 2,630 | 48,234 |
Oil, gas and consumable fuels – 4.3% | ||
Antero Resources Corp. (B) | 2,770 | 74,098 |
APA Corp. | 5,801 | 234,882 |
Cheniere Energy, Inc. | 6,433 | 1,041,245 |
Chesapeake Energy Corp. | 3,210 | 270,731 |
Chevron Corp. | 27,791 | 4,548,275 |
ConocoPhillips | 25,076 | 2,951,947 |
Coterra Energy, Inc. | 19,920 | 548,597 |
Devon Energy Corp. | 13,728 | 741,312 |
Diamondback Energy, Inc. | 7,427 | 1,094,146 |
EOG Resources, Inc. | 15,482 | 2,051,829 |
EQT Corp. | 6,769 | 285,516 |
Exxon Mobil Corp. | 58,775 | 6,303,031 |
Hess Corp. | 10,178 | 1,544,308 |
HF Sinclair Corp. | 2,167 | 112,879 |
Kinder Morgan, Inc. | 56,888 | 1,007,486 |
Marathon Oil Corp. | 29,542 | 776,068 |
Marathon Petroleum Corp. | 15,399 | 2,048,375 |
Matador Resources Company | 1,193 | 66,367 |
New Fortress Energy, Inc. | 266 | 7,594 |
Occidental Petroleum Corp. | 20,042 | 1,265,251 |
ONEOK, Inc. | 14,965 | 1,003,254 |
Ovintiv, Inc. | 6,443 | 296,958 |
Phillips 66 | 10,689 | 1,192,358 |
Pioneer Natural Resources Company | 4,531 | 1,022,511 |
Targa Resources Corp. | 5,244 | 429,956 |
Texas Pacific Land Corp. | 164 | 247,033 |
The Williams Companies, Inc. | 19,705 | 678,837 |
Valero Energy Corp. | 15,604 | 2,011,512 |
Financials – 13.7% | 109,049,741 | |
Banks – 3.2% | ||
Bank of America Corp. | 100,548 | 3,217,536 |
BOK Financial Corp. | 172 | 15,322 |
Citigroup, Inc. | 36,270 | 1,728,628 |
Citizens Financial Group, Inc. | 19,912 | 642,361 |
Comerica, Inc. | 7,009 | 378,206 |
Commerce Bancshares, Inc. | 4,497 | 239,150 |
Cullen/Frost Bankers, Inc. | 939 | 101,957 |
East West Bancorp, Inc. | 5,803 | 361,005 |
Fifth Third Bancorp | 35,058 | 1,020,188 |
First Citizens BancShares, Inc., Class A | 267 | 382,157 |
First Horizon Corp. | 16,388 | 223,368 |
Huntington Bancshares, Inc. | 52,664 | 644,607 |
JPMorgan Chase & Co. | 44,706 | 7,061,760 |
22 | JOHN HANCOCK MULTIFACTOR ETFS | QUARTERLY REPORT | SEE NOTES TO FUNDS’ INVESTMENTS |
MULTIFACTOR LARGE CAP ETF (continued)
Shares or Principal Amount | Value | |
Financials (continued) | ||
Banks (continued) | ||
KeyCorp | 46,318 | $570,175 |
M&T Bank Corp. | 6,057 | 847,132 |
Regions Financial Corp. | 53,199 | 1,083,664 |
The PNC Financial Services Group, Inc. | 8,559 | 1,171,642 |
Truist Financial Corp. | 29,187 | 969,592 |
U.S. Bancorp | 26,987 | 1,070,844 |
Webster Financial Corp. | 3,691 | 174,658 |
Wells Fargo & Company | 67,063 | 3,095,628 |
Western Alliance Bancorp | 2,804 | 145,668 |
Zions Bancorp NA | 7,914 | 302,711 |
Capital markets – 3.3% | ||
Ameriprise Financial, Inc. | 5,683 | 1,980,241 |
Ares Management Corp., Class A | 3,789 | 375,945 |
BlackRock, Inc. | 1,665 | 1,230,185 |
CME Group, Inc. | 4,543 | 903,875 |
FactSet Research Systems, Inc. | 1,497 | 651,255 |
Franklin Resources, Inc. | 12,854 | 375,851 |
Interactive Brokers Group, Inc., Class A | 316 | 27,596 |
Intercontinental Exchange, Inc. | 10,348 | 1,187,950 |
Invesco, Ltd. | 10,280 | 172,704 |
Jefferies Financial Group, Inc. | 4,365 | 160,588 |
KKR & Company, Inc. | 9,864 | 585,724 |
LPL Financial Holdings, Inc. | 3,139 | 719,961 |
MarketAxess Holdings, Inc. | 1,255 | 337,871 |
Moody’s Corp. | 3,701 | 1,305,528 |
Morgan Stanley | 26,528 | 2,428,904 |
Morningstar, Inc. | 829 | 191,068 |
MSCI, Inc. | 1,702 | 932,832 |
Nasdaq, Inc. | 13,754 | 694,439 |
Northern Trust Corp. | 9,036 | 723,964 |
Raymond James Financial, Inc. | 8,267 | 909,949 |
Robinhood Markets, Inc., Class A (B) | 7,858 | 101,054 |
S&P Global, Inc. | 4,664 | 1,839,995 |
SEI Investments Company | 6,441 | 405,719 |
State Street Corp. | 13,538 | 980,693 |
Stifel Financial Corp. | 1,620 | 102,935 |
T. Rowe Price Group, Inc. | 6,758 | 832,991 |
The Bank of New York Mellon Corp. | 27,401 | 1,242,909 |
The Blackstone Group, Inc. | 7,974 | 835,595 |
The Carlyle Group, Inc. | 1,741 | 62,067 |
The Charles Schwab Corp. | 22,335 | 1,476,344 |
The Goldman Sachs Group, Inc. | 5,897 | 2,098,565 |
TPG, Inc. | 1,109 | 32,638 |
Tradeweb Markets, Inc., Class A | 2,100 | 171,759 |
Consumer finance – 0.8% | ||
Ally Financial, Inc. | 24,053 | 734,579 |
American Express Company | 10,919 | 1,844,001 |
Capital One Financial Corp. | 13,825 | 1,617,802 |
Discover Financial Services | 14,199 | 1,498,704 |
MULTIFACTOR LARGE CAP ETF (continued)
Shares or Principal Amount | Value | |
Financials (continued) | ||
Consumer finance (continued) | ||
Synchrony Financial | 26,198 | $904,879 |
Financial services – 3.2% | ||
Apollo Global Management, Inc. | 10,355 | 846,107 |
Berkshire Hathaway, Inc., Class B (B) | 22,086 | 7,773,389 |
Block, Inc. (B) | 3,359 | 270,500 |
Equitable Holdings, Inc. | 17,435 | 500,210 |
Fidelity National Information Services, Inc. | 9,235 | 557,609 |
Fiserv, Inc. (B) | 9,083 | 1,146,365 |
FleetCor Technologies, Inc. (B) | 3,332 | 829,368 |
Global Payments, Inc. | 6,900 | 760,725 |
Jack Henry & Associates, Inc. | 2,978 | 499,023 |
Mastercard, Inc., Class A | 12,407 | 4,891,832 |
PayPal Holdings, Inc. (B) | 13,819 | 1,047,757 |
Rocket Companies, Inc., Class A (B) | 1,047 | 11,444 |
Toast, Inc., Class A (B) | 852 | 18,804 |
Visa, Inc., Class A | 23,453 | 5,575,482 |
Voya Financial, Inc. | 837 | 62,156 |
WEX, Inc. (B) | 1,469 | 278,155 |
Insurance – 3.2% | ||
Aflac, Inc. | 17,086 | 1,236,001 |
American Financial Group, Inc. | 3,321 | 403,867 |
American International Group, Inc. | 27,979 | 1,686,574 |
Aon PLC, Class A | 4,281 | 1,363,499 |
Arch Capital Group, Ltd. (B) | 14,525 | 1,128,447 |
Arthur J. Gallagher & Company | 7,299 | 1,567,825 |
Assurant, Inc. | 1,712 | 230,281 |
Brown & Brown, Inc. | 8,970 | 631,937 |
Chubb, Ltd. | 6,321 | 1,292,076 |
Cincinnati Financial Corp. | 6,110 | 657,314 |
CNA Financial Corp. | 1,098 | 42,998 |
Erie Indemnity Company, Class A | 877 | 194,659 |
Everest Group, Ltd. | 1,694 | 610,704 |
Fidelity National Financial, Inc. | 13,322 | 521,823 |
Globe Life, Inc. | 4,767 | 534,714 |
Kinsale Capital Group, Inc. | 138 | 51,423 |
Loews Corp. | 11,668 | 731,000 |
Markel Group, Inc. (B) | 466 | 675,565 |
Marsh & McLennan Companies, Inc. | 8,250 | 1,554,465 |
MetLife, Inc. | 13,382 | 842,665 |
Old Republic International Corp. | 7,144 | 196,960 |
Primerica, Inc. | 307 | 65,299 |
Principal Financial Group, Inc. | 13,549 | 1,082,159 |
Prudential Financial, Inc. | 12,223 | 1,179,397 |
Reinsurance Group of America, Inc. | 2,887 | 405,190 |
RenaissanceRe Holdings, Ltd. | 173 | 32,309 |
The Allstate Corp. | 11,342 | 1,278,017 |
The Hartford Financial Services Group, Inc. | 19,795 | 1,422,865 |
The Progressive Corp. | 7,324 | 922,678 |
The Travelers Companies, Inc. | 9,136 | 1,576,965 |
SEE NOTES TO FUNDS’ INVESTMENTS | QUARTERLY REPORT | JOHN HANCOCK MULTIFACTOR ETFS | 23 |
MULTIFACTOR LARGE CAP ETF (continued)
Shares or Principal Amount | Value | |
Financials (continued) | ||
Insurance (continued) | ||
Unum Group | 3,105 | $150,934 |
W.R. Berkley Corp. | 9,769 | 602,650 |
Willis Towers Watson PLC | 4,637 | 979,937 |
Health care – 12.4% | 98,737,532 | |
Biotechnology – 2.0% | ||
AbbVie, Inc. | 22,615 | 3,382,752 |
Alnylam Pharmaceuticals, Inc. (B) | 2,396 | 468,178 |
Amgen, Inc. | 9,526 | 2,230,513 |
Apellis Pharmaceuticals, Inc. (B) | 399 | 10,274 |
Biogen, Inc. (B) | 4,563 | 1,232,877 |
BioMarin Pharmaceutical, Inc. (B) | 5,801 | 510,082 |
Exact Sciences Corp. (B) | 3,226 | 314,664 |
Gilead Sciences, Inc. | 25,954 | 1,976,138 |
Horizon Therapeutics PLC (B) | 6,015 | 603,124 |
Incyte Corp. (B) | 4,896 | 311,973 |
Karuna Therapeutics, Inc. (B) | 286 | 57,134 |
Moderna, Inc. (B) | 5,648 | 664,544 |
Neurocrine Biosciences, Inc. (B) | 2,173 | 221,407 |
Regeneron Pharmaceuticals, Inc. (B) | 2,024 | 1,501,626 |
Sarepta Therapeutics, Inc. (B) | 635 | 68,828 |
Seagen, Inc. (B) | 2,889 | 554,052 |
United Therapeutics Corp. (B) | 875 | 212,380 |
Vertex Pharmaceuticals, Inc. (B) | 4,353 | 1,533,736 |
Health care equipment and supplies – 2.6% | ||
Abbott Laboratories | 25,469 | 2,835,464 |
ABIOMED, Inc. (A)(B) | 1,170 | 18,158 |
Align Technology, Inc. (B) | 1,071 | 404,720 |
Baxter International, Inc. | 12,987 | 587,402 |
Becton, Dickinson and Company | 5,096 | 1,419,848 |
Boston Scientific Corp. (B) | 23,479 | 1,217,386 |
Dentsply Sirona, Inc. | 8,291 | 344,242 |
DexCom, Inc. (B) | 6,216 | 774,265 |
Edwards Lifesciences Corp. (B) | 11,687 | 959,152 |
GE HealthCare Technologies, Inc. | 5,961 | 464,958 |
Hologic, Inc. (B) | 13,333 | 1,058,907 |
IDEXX Laboratories, Inc. (B) | 2,399 | 1,330,797 |
Inspire Medical Systems, Inc. (B) | 120 | 34,537 |
Insulet Corp. (B) | 1,396 | 386,343 |
Intuitive Surgical, Inc. (B) | 4,200 | 1,362,480 |
Masimo Corp. (B) | 1,322 | 161,681 |
Medtronic PLC | 17,654 | 1,549,315 |
Novocure, Ltd. (B) | 1,685 | 54,998 |
Penumbra, Inc. (B) | 146 | 44,291 |
ResMed, Inc. | 5,512 | 1,225,593 |
Shockwave Medical, Inc. (B) | 324 | 84,434 |
STERIS PLC | 3,242 | 731,233 |
Stryker Corp. | 4,709 | 1,334,578 |
Teleflex, Inc. | 1,491 | 374,494 |
The Cooper Companies, Inc. | 1,825 | 714,050 |
MULTIFACTOR LARGE CAP ETF (continued)
Shares or Principal Amount | Value | |
Health care (continued) | ||
Health care equipment and supplies (continued) | ||
Zimmer Biomet Holdings, Inc. | 7,638 | $1,055,190 |
Health care providers and services – 2.9% | ||
Acadia Healthcare Company, Inc. (B) | 833 | 65,832 |
agilon health, Inc. (B)(C) | 2,606 | 49,905 |
AmerisourceBergen Corp. | 6,237 | 1,165,695 |
Cardinal Health, Inc. | 11,253 | 1,029,312 |
Centene Corp. (B) | 16,355 | 1,113,612 |
Chemed Corp. | 193 | 100,570 |
CVS Health Corp. | 23,465 | 1,752,601 |
DaVita, Inc. (B) | 2,813 | 286,898 |
Elevance Health, Inc. | 4,613 | 2,175,629 |
HCA Healthcare, Inc. | 4,524 | 1,234,192 |
Henry Schein, Inc. (B) | 7,307 | 575,719 |
Humana, Inc. | 3,540 | 1,617,178 |
Laboratory Corp. of America Holdings | 5,453 | 1,166,560 |
McKesson Corp. | 2,938 | 1,182,251 |
Molina Healthcare, Inc. (B) | 2,587 | 787,716 |
Quest Diagnostics, Inc. | 7,487 | 1,012,317 |
The Cigna Corp. | 5,571 | 1,644,002 |
UnitedHealth Group, Inc. | 11,843 | 5,996,940 |
Universal Health Services, Inc., Class B | 4,100 | 569,736 |
Health care technology – 0.1% | ||
Doximity, Inc., Class A (B)(C) | 511 | 18,258 |
Veeva Systems, Inc., Class A (B) | 2,307 | 471,136 |
Life sciences tools and services – 1.7% | ||
Agilent Technologies, Inc. | 7,769 | 946,031 |
Avantor, Inc. (B) | 17,415 | 358,227 |
Bio-Rad Laboratories, Inc., Class A (B) | 773 | 313,343 |
Bio-Techne Corp. | 4,210 | 351,114 |
Bruker Corp. | 3,411 | 234,404 |
Charles River Laboratories International, Inc. (B) | 1,620 | 339,455 |
Danaher Corp. | 9,070 | 2,313,394 |
Fortrea Holdings, Inc. (B) | 5,463 | 174,597 |
Illumina, Inc. (B) | 2,620 | 503,433 |
IQVIA Holdings, Inc. (B) | 6,106 | 1,366,279 |
Mettler-Toledo International, Inc. (B) | 1,068 | 1,342,978 |
Repligen Corp. (B) | 1,111 | 190,603 |
Revvity, Inc. | 4,939 | 607,250 |
Thermo Fisher Scientific, Inc. | 5,804 | 3,184,423 |
Waters Corp. (B) | 2,597 | 717,317 |
West Pharmaceutical Services, Inc. | 2,413 | 888,081 |
Pharmaceuticals – 3.1% | ||
Bristol-Myers Squibb Company | 36,315 | 2,258,430 |
Catalent, Inc. (B) | 5,797 | 281,270 |
Eli Lilly & Company | 11,704 | 5,320,053 |
Jazz Pharmaceuticals PLC (B) | 2,259 | 294,619 |
Johnson & Johnson | 39,064 | 6,544,392 |
Merck & Company, Inc. | 38,619 | 4,118,716 |
Organon & Company | 6,093 | 133,924 |
24 | JOHN HANCOCK MULTIFACTOR ETFS | QUARTERLY REPORT | SEE NOTES TO FUNDS’ INVESTMENTS |
MULTIFACTOR LARGE CAP ETF (continued)
Shares or Principal Amount | Value | |
Health care (continued) | ||
Pharmaceuticals (continued) | ||
Pfizer, Inc. | 94,659 | $3,413,404 |
Royalty Pharma PLC, Class A | 8,381 | 262,996 |
Viatris, Inc. | 35,848 | 377,479 |
Zoetis, Inc. | 7,988 | 1,502,463 |
Industrials – 12.1% | 96,231,344 | |
Aerospace and defense – 1.6% | ||
Axon Enterprise, Inc. (B) | 1,008 | 187,417 |
General Dynamics Corp. | 4,822 | 1,078,103 |
HEICO Corp. | 1,138 | 200,265 |
HEICO Corp., Class A | 2,083 | 292,349 |
Howmet Aerospace, Inc. | 15,700 | 802,898 |
Huntington Ingalls Industries, Inc. | 1,878 | 431,320 |
L3Harris Technologies, Inc. | 4,634 | 878,097 |
Lockheed Martin Corp. | 3,745 | 1,671,656 |
Northrop Grumman Corp. | 2,432 | 1,082,240 |
RTX Corp. | 25,665 | 2,256,723 |
Textron, Inc. | 11,165 | 868,302 |
The Boeing Company (B) | 6,665 | 1,591,935 |
TransDigm Group, Inc. | 1,433 | 1,289,299 |
Air freight and logistics – 0.6% | ||
C.H. Robinson Worldwide, Inc. | 6,057 | 606,790 |
Expeditors International of Washington, Inc. | 7,707 | 981,101 |
FedEx Corp. | 5,523 | 1,490,934 |
United Parcel Service, Inc., Class B | 9,440 | 1,766,507 |
Building products – 1.2% | ||
A.O. Smith Corp. | 5,175 | 375,860 |
Advanced Drainage Systems, Inc. | 1,565 | 190,914 |
Allegion PLC | 4,925 | 575,536 |
Builders FirstSource, Inc. (B) | 6,846 | 988,768 |
Carlisle Companies, Inc. | 2,663 | 738,184 |
Carrier Global Corp. | 33,067 | 1,969,140 |
Fortune Brands Innovations, Inc. | 6,142 | 436,512 |
Johnson Controls International PLC | 19,356 | 1,346,210 |
Lennox International, Inc. | 1,310 | 481,346 |
Masco Corp. | 9,796 | 594,421 |
Owens Corning | 5,444 | 762,106 |
Trane Technologies PLC | 7,019 | 1,399,869 |
Commercial services and supplies – 0.8% | ||
Cintas Corp. | 2,139 | 1,073,864 |
Clean Harbors, Inc. (B) | 342 | 56,861 |
Copart, Inc. (B) | 17,182 | 1,518,717 |
Republic Services, Inc. | 6,440 | 973,148 |
Rollins, Inc. | 9,009 | 367,837 |
Tetra Tech, Inc. | 919 | 155,504 |
Waste Management, Inc. | 11,362 | 1,860,982 |
Construction and engineering – 0.2% | ||
AECOM | 4,802 | 417,774 |
EMCOR Group, Inc. | 269 | 57,846 |
MULTIFACTOR LARGE CAP ETF (continued)
Shares or Principal Amount | Value | |
Industrials (continued) | ||
Construction and engineering (continued) | ||
MasTec, Inc. (B) | 386 | $45,452 |
Quanta Services, Inc. | 4,721 | 951,848 |
Valmont Industries, Inc. | 118 | 31,241 |
WillScot Mobile Mini Holdings Corp. (B) | 4,229 | 202,781 |
Electrical equipment – 1.0% | ||
AMETEK, Inc. | 9,120 | 1,446,432 |
Eaton Corp. PLC | 9,492 | 1,948,897 |
Emerson Electric Company | 13,749 | 1,255,971 |
Generac Holdings, Inc. (B) | 1,431 | 219,945 |
Hubbell, Inc. | 2,160 | 673,920 |
nVent Electric PLC | 1,019 | 53,885 |
Plug Power, Inc. (B)(C) | 11,718 | 153,740 |
Regal Rexnord Corp. | 1,216 | 189,915 |
Rockwell Automation, Inc. | 5,015 | 1,686,494 |
Sensata Technologies Holding PLC | 6,757 | 285,483 |
Ground transportation – 1.2% | ||
Avis Budget Group, Inc. (B) | 426 | 93,844 |
CSX Corp. | 48,368 | 1,611,622 |
J.B. Hunt Transport Services, Inc. | 4,883 | 995,839 |
Knight-Swift Transportation Holdings, Inc. | 5,218 | 316,994 |
Norfolk Southern Corp. | 7,113 | 1,661,526 |
Old Dominion Freight Line, Inc. | 3,802 | 1,594,901 |
Saia, Inc. (B) | 197 | 83,359 |
Uber Technologies, Inc. (B) | 17,204 | 850,910 |
U-Haul Holding Company (C) | 388 | 23,614 |
U-Haul Holding Company, Series N | 3,537 | 202,352 |
Union Pacific Corp. | 10,838 | 2,514,633 |
Industrial conglomerates – 0.6% | ||
3M Company | 9,759 | 1,088,129 |
General Electric Company | 13,115 | 1,498,258 |
Honeywell International, Inc. | 10,666 | 2,070,591 |
Machinery – 2.8% | ||
AGCO Corp. | 1,751 | 233,058 |
Caterpillar, Inc. | 9,888 | 2,622,001 |
Cummins, Inc. | 6,156 | 1,605,485 |
Deere & Company | 5,388 | 2,314,685 |
Donaldson Company, Inc. | 710 | 44,609 |
Dover Corp. | 7,199 | 1,050,838 |
Fortive Corp. | 11,943 | 935,734 |
Graco, Inc. | 5,613 | 445,279 |
IDEX Corp. | 2,915 | 658,236 |
Illinois Tool Works, Inc. | 6,935 | 1,826,124 |
Ingersoll Rand, Inc. | 13,513 | 881,994 |
ITT, Inc. | 463 | 46,115 |
Lincoln Electric Holdings, Inc. | 2,275 | 456,615 |
Nordson Corp. | 1,736 | 436,795 |
Otis Worldwide Corp. | 11,354 | 1,032,760 |
PACCAR, Inc. | 25,242 | 2,174,093 |
Parker-Hannifin Corp. | 3,923 | 1,608,469 |
SEE NOTES TO FUNDS’ INVESTMENTS | QUARTERLY REPORT | JOHN HANCOCK MULTIFACTOR ETFS | 25 |
MULTIFACTOR LARGE CAP ETF (continued)
Shares or Principal Amount | Value | |
Industrials (continued) | ||
Machinery (continued) | ||
Pentair PLC | 6,508 | $452,306 |
RBC Bearings, Inc. (B) | 248 | 56,060 |
Snap-on, Inc. | 2,415 | 657,943 |
Stanley Black & Decker, Inc. | 6,651 | 660,245 |
The Middleby Corp. (B) | 1,568 | 238,101 |
The Toro Company | 3,892 | 395,622 |
Wabtec Corp. | 6,109 | 723,550 |
Xylem, Inc. | 6,211 | 700,290 |
Passenger airlines – 0.1% | ||
American Airlines Group, Inc. (B) | 5,851 | 98,004 |
Delta Air Lines, Inc. | 6,047 | 279,734 |
Southwest Airlines Company | 7,059 | 241,135 |
United Airlines Holdings, Inc. (B) | 3,933 | 213,601 |
Professional services – 1.3% | ||
Automatic Data Processing, Inc. | 6,858 | 1,695,709 |
Booz Allen Hamilton Holding Corp. | 5,666 | 686,039 |
Broadridge Financial Solutions, Inc. | 4,460 | 748,923 |
CACI International, Inc., Class A (B) | 165 | 57,823 |
Ceridian HCM Holding, Inc. (B) | 3,870 | 274,035 |
Clarivate PLC (B) | 7,070 | 67,236 |
Concentrix Corp. | 860 | 71,586 |
Equifax, Inc. | 4,692 | 957,543 |
Genpact, Ltd. | 6,822 | 246,206 |
Jacobs Solutions, Inc. | 727 | 91,173 |
KBR, Inc. | 1,918 | 117,938 |
Leidos Holdings, Inc. | 5,557 | 519,746 |
Paychex, Inc. | 8,320 | 1,043,910 |
Paycom Software, Inc. | 1,514 | 558,303 |
Paylocity Holding Corp. (B) | 977 | 221,632 |
Robert Half, Inc. | 5,145 | 381,502 |
SS&C Technologies Holdings, Inc. | 8,693 | 506,367 |
TransUnion | 6,932 | 552,411 |
Verisk Analytics, Inc. | 5,781 | 1,323,502 |
Trading companies and distributors – 0.7% | ||
Fastenal Company | 22,203 | 1,301,318 |
United Rentals, Inc. | 4,349 | 2,020,893 |
W.W. Grainger, Inc. | 2,226 | 1,643,879 |
Watsco, Inc. (C) | 1,086 | 410,714 |
WESCO International, Inc. | 419 | 73,564 |
Information technology – 22.9% | 182,038,728 | |
Communications equipment – 0.9% | ||
Arista Networks, Inc. (B) | 7,109 | 1,102,535 |
Ciena Corp. (B) | 5,163 | 217,879 |
Cisco Systems, Inc. | 68,344 | 3,556,622 |
F5, Inc. (B) | 2,632 | 416,488 |
Juniper Networks, Inc. | 16,066 | 446,635 |
Motorola Solutions, Inc. | 3,581 | 1,026,422 |
Ubiquiti, Inc. (C) | 190 | 33,754 |
MULTIFACTOR LARGE CAP ETF (continued)
Shares or Principal Amount | Value | |
Information technology (continued) | ||
Electronic equipment, instruments and components – 1.3% | ||
Amphenol Corp., Class A | 19,109 | $1,687,516 |
Arrow Electronics, Inc. (B) | 4,403 | 627,604 |
CDW Corp. | 5,442 | 1,018,035 |
Cognex Corp. | 4,785 | 261,357 |
Corning, Inc. | 35,318 | 1,198,693 |
Flex, Ltd. (B) | 30,081 | 823,016 |
Jabil, Inc. | 4,872 | 539,184 |
Keysight Technologies, Inc. (B) | 7,664 | 1,234,517 |
TD SYNNEX Corp. | 559 | 55,179 |
TE Connectivity, Ltd. | 9,393 | 1,347,802 |
Teledyne Technologies, Inc. (B) | 1,466 | 563,721 |
Trimble, Inc. (B) | 9,065 | 487,697 |
Zebra Technologies Corp., Class A (B) | 1,958 | 602,986 |
IT services – 1.5% | ||
Accenture PLC, Class A | 9,849 | 3,115,731 |
Akamai Technologies, Inc. (B) | 6,975 | 659,138 |
Amdocs, Ltd. | 6,830 | 639,561 |
Cloudflare, Inc., Class A (B) | 3,523 | 242,277 |
Cognizant Technology Solutions Corp., Class A | 16,737 | 1,105,144 |
EPAM Systems, Inc. (B) | 1,618 | 383,159 |
Gartner, Inc. (B) | 3,345 | 1,182,759 |
Globant SA (B) | 687 | 120,040 |
GoDaddy, Inc., Class A (B) | 4,477 | 345,132 |
IBM Corp. | 16,819 | 2,424,963 |
MongoDB, Inc. (B) | 973 | 411,968 |
Okta, Inc. (B) | 2,250 | 172,935 |
Snowflake, Inc., Class A (B) | 1,384 | 245,951 |
Twilio, Inc., Class A (B) | 2,692 | 177,753 |
VeriSign, Inc. (B) | 3,491 | 736,426 |
Semiconductors and semiconductor equipment – 6.4% | ||
Advanced Micro Devices, Inc. (B) | 22,101 | 2,528,354 |
Allegro MicroSystems, Inc. (B) | 341 | 17,599 |
Analog Devices, Inc. | 9,488 | 1,893,141 |
Applied Materials, Inc. | 17,511 | 2,654,492 |
Broadcom, Inc. | 6,355 | 5,710,921 |
Enphase Energy, Inc. (B) | 3,253 | 493,903 |
Entegris, Inc. | 4,839 | 530,887 |
First Solar, Inc. (B) | 3,141 | 651,443 |
GLOBALFOUNDRIES, Inc. (B)(C) | 953 | 60,697 |
Intel Corp. | 71,811 | 2,568,679 |
KLA Corp. | 4,157 | 2,136,490 |
Lam Research Corp. | 3,428 | 2,462,984 |
Lattice Semiconductor Corp. (B) | 2,482 | 225,713 |
Marvell Technology, Inc. | 24,571 | 1,600,309 |
Microchip Technology, Inc. | 21,072 | 1,979,504 |
Micron Technology, Inc. | 21,349 | 1,524,105 |
Monolithic Power Systems, Inc. | 1,245 | 696,565 |
NVIDIA Corp. | 25,080 | 11,719,633 |
NXP Semiconductors NV | 3,929 | 876,088 |
26 | JOHN HANCOCK MULTIFACTOR ETFS | QUARTERLY REPORT | SEE NOTES TO FUNDS’ INVESTMENTS |
MULTIFACTOR LARGE CAP ETF (continued)
Shares or Principal Amount | Value | |
Information technology (continued) | ||
Semiconductors and semiconductor equipment (continued) | ||
ON Semiconductor Corp. (B) | 17,913 | $1,930,126 |
Qorvo, Inc. (B) | 4,535 | 498,941 |
Qualcomm, Inc. | 19,350 | 2,557,490 |
Skyworks Solutions, Inc. | 7,634 | 873,101 |
SolarEdge Technologies, Inc. (B) | 1,451 | 350,358 |
Teradyne, Inc. | 7,387 | 834,288 |
Texas Instruments, Inc. | 15,722 | 2,829,960 |
Wolfspeed, Inc. (B)(C) | 3,645 | 240,206 |
Software – 7.8% | ||
Adobe, Inc. (B) | 5,296 | 2,892,516 |
ANSYS, Inc. (B) | 3,045 | 1,041,695 |
Aspen Technology, Inc. (B) | 1,162 | 207,417 |
Atlassian Corp., Class A (B) | 1,774 | 322,762 |
Autodesk, Inc. (B) | 3,576 | 758,076 |
Bentley Systems, Inc., Class B | 1,982 | 106,790 |
BILL Holdings, Inc. (B) | 1,728 | 216,588 |
Black Knight, Inc. (B) | 5,181 | 364,328 |
Cadence Design Systems, Inc. (B) | 6,055 | 1,416,931 |
Confluent, Inc., Class A (B) | 893 | 30,844 |
Crowdstrike Holdings, Inc., Class A (B) | 1,787 | 288,886 |
Datadog, Inc., Class A (B) | 2,737 | 319,463 |
DocuSign, Inc. (B) | 1,828 | 98,383 |
Dolby Laboratories, Inc., Class A | 2,278 | 201,854 |
Dropbox, Inc., Class A (B) | 7,462 | 201,101 |
Dynatrace, Inc. (B) | 3,251 | 177,797 |
Fair Isaac Corp. (B) | 900 | 754,173 |
Fortinet, Inc. (B) | 14,549 | 1,130,748 |
Gen Digital, Inc. | 22,879 | 444,997 |
Gitlab, Inc., Class A (B) | 349 | 17,321 |
HubSpot, Inc. (B) | 937 | 543,975 |
Intuit, Inc. | 4,081 | 2,088,248 |
Manhattan Associates, Inc. (B) | 1,915 | 365,037 |
Microsoft Corp. | 104,118 | 34,975,319 |
Oracle Corp. | 21,762 | 2,551,159 |
Palantir Technologies, Inc., Class A (B) | 5,459 | 108,307 |
Palo Alto Networks, Inc. (B) | 4,392 | 1,097,824 |
Procore Technologies, Inc. (B) | 871 | 66,065 |
PTC, Inc. (B) | 3,513 | 512,231 |
Roper Technologies, Inc. | 2,314 | 1,140,918 |
Salesforce, Inc. (B) | 10,886 | 2,449,459 |
Samsara, Inc., Class A (B) | 1,085 | 30,315 |
ServiceNow, Inc. (B) | 1,958 | 1,141,514 |
Splunk, Inc. (B) | 3,491 | 378,180 |
Synopsys, Inc. (B) | 3,777 | 1,706,449 |
Tyler Technologies, Inc. (B) | 1,385 | 549,333 |
UiPath, Inc., Class A (B) | 2,354 | 42,560 |
Unity Software, Inc. (B) | 2,007 | 92,001 |
VMware, Inc., Class A (B) | 3,397 | 535,469 |
Workday, Inc., Class A (B) | 2,690 | 637,880 |
MULTIFACTOR LARGE CAP ETF (continued)
Shares or Principal Amount | Value | |
Information technology (continued) | ||
Software (continued) | ||
Zoom Video Communications, Inc., Class A (B) | 1,120 | $82,152 |
Zscaler, Inc. (B) | 1,311 | 210,258 |
Technology hardware, storage and peripherals – 5.0% | ||
Apple, Inc. | 181,137 | 35,584,348 |
Dell Technologies, Inc., Class C | 6,889 | 364,566 |
Hewlett Packard Enterprise Company | 46,973 | 816,391 |
HP, Inc. | 35,339 | 1,160,179 |
NetApp, Inc. | 11,692 | 912,093 |
Pure Storage, Inc., Class A (B) | 2,999 | 110,933 |
Seagate Technology Holdings PLC | 8,424 | 534,924 |
Western Digital Corp. (B) | 14,131 | 601,415 |
Materials – 4.1% | 32,949,472 | |
Chemicals – 2.3% | ||
Air Products & Chemicals, Inc. | 4,521 | 1,380,397 |
Albemarle Corp. | 3,784 | 803,268 |
Celanese Corp. | 5,865 | 735,412 |
CF Industries Holdings, Inc. | 9,551 | 783,946 |
Corteva, Inc. | 19,838 | 1,119,458 |
Dow, Inc. | 26,299 | 1,485,105 |
DuPont de Nemours, Inc. | 15,144 | 1,175,629 |
Eastman Chemical Company | 6,233 | 533,420 |
Ecolab, Inc. | 5,160 | 945,002 |
FMC Corp. | 5,186 | 499,049 |
International Flavors & Fragrances, Inc. | 7,647 | 647,013 |
Linde PLC | 6,238 | 2,436,999 |
LyondellBasell Industries NV, Class A | 12,250 | 1,211,035 |
Olin Corp. | 4,102 | 236,603 |
PPG Industries, Inc. | 9,151 | 1,316,829 |
RPM International, Inc. | 5,334 | 551,056 |
The Mosaic Company | 15,737 | 641,440 |
The Sherwin-Williams Company | 5,788 | 1,600,382 |
Westlake Corp. | 1,664 | 228,800 |
Construction materials – 0.2% | ||
Martin Marietta Materials, Inc. | 2,329 | 1,039,805 |
Vulcan Materials Company | 4,774 | 1,052,667 |
Containers and packaging – 0.7% | ||
Amcor PLC | 57,308 | 587,980 |
AptarGroup, Inc. | 2,403 | 291,868 |
Avery Dennison Corp. | 3,267 | 601,161 |
Ball Corp. | 13,619 | 799,299 |
Berry Global Group, Inc. | 6,432 | 421,746 |
Crown Holdings, Inc. | 5,680 | 526,877 |
Graphic Packaging Holding Company | 5,487 | 132,785 |
International Paper Company | 21,311 | 768,475 |
Packaging Corp. of America | 4,549 | 697,589 |
Sealed Air Corp. | 3,029 | 138,183 |
Westrock Company | 10,488 | 349,146 |
SEE NOTES TO FUNDS’ INVESTMENTS | QUARTERLY REPORT | JOHN HANCOCK MULTIFACTOR ETFS | 27 |
MULTIFACTOR LARGE CAP ETF (continued)
Shares or Principal Amount | Value | |
Materials (continued) | ||
Metals and mining – 0.9% | ||
Alcoa Corp. | 5,303 | $191,916 |
Cleveland-Cliffs, Inc. (B) | 16,181 | 285,595 |
Freeport-McMoRan, Inc. | 33,082 | 1,477,111 |
MP Materials Corp. (B)(C) | 348 | 8,300 |
Newmont Corp. | 21,543 | 924,626 |
Nucor Corp. | 11,355 | 1,954,082 |
Reliance Steel & Aluminum Company | 3,160 | 925,438 |
Royal Gold, Inc. | 692 | 83,137 |
Southern Copper Corp. | 2,403 | 210,118 |
Steel Dynamics, Inc. | 10,375 | 1,105,768 |
U.S. Steel Corp. | 1,763 | 44,957 |
Real estate – 2.9% | 23,215,764 | |
Diversified REITs – 0.0% | ||
WP Carey, Inc. | 4,709 | 317,999 |
Health care REITs – 0.2% | ||
Healthcare Realty Trust, Inc. | 2,599 | 50,758 |
Healthpeak Properties, Inc. | 13,991 | 305,424 |
Omega Healthcare Investors, Inc. | 1,542 | 49,190 |
Ventas, Inc. | 10,180 | 493,934 |
Welltower, Inc. | 11,296 | 927,966 |
Hotel and resort REITs – 0.1% | ||
Host Hotels & Resorts, Inc. | 20,253 | 372,655 |
Industrial REITs – 0.3% | ||
Americold Realty Trust, Inc. | 4,955 | 160,641 |
EastGroup Properties, Inc. | 562 | 99,575 |
First Industrial Realty Trust, Inc. | 462 | 23,885 |
Prologis, Inc. | 12,730 | 1,588,068 |
Rexford Industrial Realty, Inc. | 2,853 | 157,172 |
Office REITs – 0.1% | ||
Alexandria Real Estate Equities, Inc. | 3,710 | 466,273 |
Boston Properties, Inc. | 4,201 | 279,913 |
Real estate management and development – 0.4% | ||
CBRE Group, Inc., Class A (B) | 16,513 | 1,375,698 |
CoStar Group, Inc. (B) | 10,567 | 887,311 |
Jones Lang LaSalle, Inc. (B) | 2,342 | 390,060 |
Zillow Group, Inc., Class A (B) | 823 | 43,800 |
Zillow Group, Inc., Class C (B) | 2,974 | 161,072 |
Residential REITs – 0.5% | ||
American Homes 4 Rent, Class A | 7,358 | 275,778 |
AvalonBay Communities, Inc. | 3,767 | 710,645 |
Camden Property Trust | 2,657 | 289,852 |
Equity LifeStyle Properties, Inc. | 4,609 | 328,069 |
Equity Residential | 9,246 | 609,681 |
Essex Property Trust, Inc. | 1,799 | 438,146 |
Invitation Homes, Inc. | 14,417 | 511,804 |
Mid-America Apartment Communities, Inc. | 3,100 | 463,946 |
Sun Communities, Inc. | 2,972 | 387,252 |
UDR, Inc. | 8,104 | 331,292 |
MULTIFACTOR LARGE CAP ETF (continued)
Shares or Principal Amount | Value | |
Real estate (continued) | ||
Retail REITs – 0.3% | ||
Brixmor Property Group, Inc. | 1,030 | $23,422 |
Federal Realty Investment Trust | 2,092 | 212,380 |
Kimco Realty Corp. | 11,467 | 232,321 |
NNN REIT, Inc. | 4,482 | 191,292 |
Realty Income Corp. | 12,712 | 775,051 |
Regency Centers Corp. | 4,452 | 291,740 |
Simon Property Group, Inc. | 7,271 | 905,967 |
Specialized REITs – 1.0% | ||
American Tower Corp. | 5,377 | 1,023,297 |
Crown Castle, Inc. | 5,759 | 623,642 |
CubeSmart | 5,263 | 228,204 |
Digital Realty Trust, Inc. | 6,315 | 786,975 |
Equinix, Inc. | 1,227 | 993,772 |
Extra Space Storage, Inc. | 4,838 | 675,240 |
Gaming and Leisure Properties, Inc. | 6,307 | 299,330 |
Iron Mountain, Inc. | 7,849 | 481,929 |
Lamar Advertising Company, Class A | 2,292 | 226,220 |
Public Storage | 2,063 | 581,250 |
SBA Communications Corp. | 2,597 | 568,613 |
VICI Properties, Inc. | 21,816 | 686,768 |
Weyerhaeuser Company | 26,732 | 910,492 |
Utilities – 3.8% | 30,365,895 | |
Electric utilities – 2.2% | ||
Alliant Energy Corp. | 10,302 | 553,629 |
American Electric Power Company, Inc. | 14,216 | 1,204,664 |
Avangrid, Inc. (C) | 2,231 | 82,725 |
Constellation Energy Corp. | 5,971 | 577,097 |
Duke Energy Corp. | 15,141 | 1,417,500 |
Edison International | 17,543 | 1,262,394 |
Entergy Corp. | 11,422 | 1,173,039 |
Evergy, Inc. | 11,735 | 703,748 |
Eversource Energy | 14,675 | 1,061,443 |
Exelon Corp. | 38,376 | 1,606,419 |
FirstEnergy Corp. | 22,383 | 881,666 |
NextEra Energy, Inc. | 20,261 | 1,485,131 |
NRG Energy, Inc. | 11,907 | 452,347 |
OGE Energy Corp. | 3,942 | 142,503 |
PG&E Corp. (B) | 40,565 | 714,350 |
Pinnacle West Capital Corp. | 6,029 | 499,322 |
PPL Corp. | 37,547 | 1,033,669 |
The Southern Company | 18,754 | 1,356,664 |
Xcel Energy, Inc. | 19,099 | 1,198,080 |
Gas utilities – 0.1% | ||
Atmos Energy Corp. | 4,978 | 605,872 |
UGI Corp. | 11,433 | 308,577 |
Independent power and renewable electricity producers –0.2% | ||
Brookfield Renewable Corp., Class A | 2,762 | 86,092 |
Clearway Energy, Inc., Class A | 384 | 9,473 |
28 | JOHN HANCOCK MULTIFACTOR ETFS | QUARTERLY REPORT | SEE NOTES TO FUNDS’ INVESTMENTS |
MULTIFACTOR LARGE CAP ETF (continued)
Shares or Principal Amount | Value | |
Utilities (continued) | ||
Independent power and renewable electricityproducers (continued) | ||
Clearway Energy, Inc., Class C | 581 | $15,344 |
The AES Corp. | 32,005 | 692,268 |
Vistra Corp. | 15,338 | 430,384 |
Multi-utilities – 1.2% | ||
Ameren Corp. | 12,147 | 1,040,633 |
CenterPoint Energy, Inc. | 28,259 | 850,313 |
CMS Energy Corp. | 12,151 | 742,062 |
Consolidated Edison, Inc. | 16,400 | 1,555,704 |
Dominion Energy, Inc. | 11,570 | 619,574 |
DTE Energy Company | 8,829 | 1,009,155 |
NiSource, Inc. | 20,514 | 571,110 |
Public Service Enterprise Group, Inc. | 20,814 | 1,313,780 |
Sempra | 6,192 | 922,732 |
WEC Energy Group, Inc. | 11,404 | 1,024,763 |
Water utilities – 0.1% | ||
American Water Works Company, Inc. | 5,957 | 878,241 |
Essential Utilities, Inc. | 6,702 | 283,428 |
SHORT-TERM INVESTMENTS – 0.1% | $992,432 | |
(Cost $992,428) | ||
Short-term funds – 0.1% | 992,432 | |
John Hancock Collateral Trust, 5.2927% (D)(E) | 35,912 | 358,944 |
State Street Institutional U.S. Government Money Market Fund, Premier Class, 5.1769% (D) | 633,488 | 633,488 |
Total investments (Multifactor Large Cap ETF) (Cost $660,736,333) 100.0% | $794,970,122 | |
Other assets and liabilities, net 0.0% | 656 | |
Total net assets 100.0% | $794,970,778 |
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) | Security is valued using significant unobservable inputs and is classified as Level 3 in the fair value hierarchy. |
(B) | Non-income producing security. |
(C) | All or a portion of this security is on loan as of 7-31-23. The value of securities on loan amounted to $1,488,941. In addition to the cash collateral invested in John Hancock Collateral Trust, if any, non-cash collateral of $1,143,427 in the form of U.S. Treasuries was pledged to the fund. |
(D) | The rate shown is the annualized seven-day yield as of 7-31-23. |
(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 7-31-23 (unaudited)
Shares or Principal Amount | Value | |
COMMON STOCKS – 99.9% | $3,302,673,975 | |
(Cost $2,818,415,679) | ||
Communication services – 3.1% | 103,777,055 | |
Diversified telecommunication services – 0.2% | ||
Frontier Communications Parent, Inc. (A) | 184,372 | 3,357,414 |
GCI Liberty, Inc. (A)(B) | 32,082 | 0 |
Iridium Communications, Inc. | 47,115 | 2,475,893 |
Entertainment – 0.9% | ||
Atlanta Braves Holdings, Inc., Series C (A) | 2,852 | 116,133 |
Endeavor Group Holdings, Inc., Class A (A) | 52,955 | 1,249,738 |
Liberty Media Corp.-Liberty Formula One, Series A (A) | 11,576 | 744,105 |
Liberty Media Corp.-Liberty Formula One, Series C (A) | 86,918 | 6,310,247 |
Live Nation Entertainment, Inc. (A) | 38,082 | 3,341,696 |
ROBLOX Corp., Class A (A) | 27,313 | 1,072,035 |
Spotify Technology SA (A) | 9,436 | 1,409,833 |
Take-Two Interactive Software, Inc. (A) | 61,185 | 9,357,634 |
Warner Brothers Discovery, Inc. (A) | 343,181 | 4,485,376 |
Warner Music Group Corp., Class A | 33,136 | 1,045,441 |
World Wrestling Entertainment, Inc., Class A | 18,263 | 1,917,615 |
Interactive media and services – 0.1% | ||
Pinterest, Inc., Class A (A) | 76,553 | 2,219,271 |
ZoomInfo Technologies, Inc. (A) | 60,637 | 1,550,488 |
Media – 1.9% | ||
DISH Network Corp., Class A (A) | 117,438 | 931,283 |
Fox Corp., Class A | 142,446 | 4,764,819 |
Fox Corp., Class B | 61,903 | 1,944,373 |
Liberty Broadband Corp., Series A (A) | 7,911 | 702,734 |
Liberty Broadband Corp., Series C (A) | 51,077 | 4,552,493 |
Liberty Media Corp.-Liberty SiriusXM, Series A (A) | 38,914 | 1,233,574 |
Liberty Media Corp.-Liberty SiriusXM, Series C (A) | 57,453 | 1,828,729 |
News Corp., Class A | 283,773 | 5,624,381 |
News Corp., Class B | 83,475 | 1,678,682 |
Nexstar Media Group, Inc. | 33,456 | 6,246,904 |
Omnicom Group, Inc. | 98,219 | 8,311,292 |
Paramount Global, Class A | 1,447 | 27,869 |
Paramount Global, Class B | 164,887 | 2,643,139 |
Sirius XM Holdings, Inc. (C) | 182,461 | 930,551 |
The Interpublic Group of Companies, Inc. | 258,636 | 8,853,110 |
The New York Times Company, Class A | 85,044 | 3,466,393 |
The Trade Desk, Inc., Class A (A) | 102,825 | 9,383,810 |
Consumer discretionary – 12.7% | 420,926,753 | |
Automobile components – 0.8% | ||
Autoliv, Inc. | 62,379 | 6,295,912 |
BorgWarner, Inc. | 166,013 | 7,719,605 |
Gentex Corp. | 158,953 | 5,337,642 |
Lear Corp. | 42,910 | 6,640,752 |
Phinia, Inc. (A) | 33,139 | 940,153 |
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) | ||
Automobiles – 0.1% | ||
Harley-Davidson, Inc. | 112,944 | $4,360,768 |
Broadline retail – 0.5% | ||
Dillard’s, Inc., Class A (C) | 2,427 | 832,558 |
eBay, Inc. | 155,073 | 6,902,299 |
Etsy, Inc. (A) | 41,183 | 4,186,252 |
Macy’s, Inc. | 205,221 | 3,404,616 |
Distributors – 0.7% | ||
Genuine Parts Company | 60,373 | 9,401,284 |
LKQ Corp. | 134,738 | 7,382,295 |
Pool Corp. | 17,991 | 6,921,857 |
Diversified consumer services – 0.4% | ||
ADT, Inc. | 226,828 | 1,447,163 |
H&R Block, Inc. | 58,421 | 1,963,530 |
Service Corp. International | 138,530 | 9,233,025 |
Hotels, restaurants and leisure – 2.8% | ||
Aramark | 160,677 | 6,486,530 |
Boyd Gaming Corp. | 47,399 | 3,238,300 |
Caesars Entertainment, Inc. (A) | 74,860 | 4,418,237 |
Carnival Corp. (A) | 128,808 | 2,426,743 |
Choice Hotels International, Inc. (C) | 19,474 | 2,546,226 |
Churchill Downs, Inc. | 32,541 | 3,769,875 |
Darden Restaurants, Inc. | 52,882 | 8,932,827 |
Domino’s Pizza, Inc. | 13,804 | 5,476,599 |
DraftKings, Inc., Class A (A) | 89,717 | 2,851,206 |
Dutch Bros, Inc., Class A (A)(C) | 6,289 | 195,022 |
Expedia Group, Inc. (A) | 35,288 | 4,323,839 |
Hilton Grand Vacations, Inc. (A) | 34,026 | 1,582,209 |
Hyatt Hotels Corp., Class A | 23,633 | 2,986,030 |
Light & Wonder, Inc. (A) | 31,012 | 2,180,144 |
Marriott Vacations Worldwide Corp. | 23,459 | 3,014,716 |
MGM Resorts International | 155,035 | 7,871,127 |
Norwegian Cruise Line Holdings, Ltd. (A) | 161,546 | 3,565,320 |
Planet Fitness, Inc., Class A (A) | 34,645 | 2,339,923 |
Royal Caribbean Cruises, Ltd. (A) | 56,294 | 6,142,238 |
Texas Roadhouse, Inc. | 35,282 | 3,935,707 |
Vail Resorts, Inc. | 23,692 | 5,579,229 |
Wyndham Hotels & Resorts, Inc. | 55,493 | 4,324,015 |
Wynn Resorts, Ltd. | 39,931 | 4,351,680 |
Household durables – 2.8% | ||
D.R. Horton, Inc. | 154,069 | 19,569,844 |
Garmin, Ltd. | 55,147 | 5,839,516 |
Lennar Corp., A Shares | 108,427 | 13,751,796 |
Lennar Corp., B Shares | 5,908 | 678,888 |
Mohawk Industries, Inc. (A) | 31,733 | 3,374,487 |
Newell Brands, Inc. | 245,327 | 2,737,849 |
NVR, Inc. (A) | 1,695 | 10,689,416 |
PulteGroup, Inc. | 193,737 | 16,349,465 |
Tempur Sealy International, Inc. | 30,647 | 1,367,776 |
Toll Brothers, Inc. | 79,722 | 6,404,068 |
MULTIFACTOR MID CAP ETF (continued)
Shares or Principal Amount | Value | |
Consumer discretionary (continued) | ||
Household durables (continued) | ||
TopBuild Corp. (A) | 20,640 | $5,653,915 |
Whirlpool Corp. | 52,772 | 7,612,889 |
Leisure products – 0.6% | ||
Brunswick Corp. | 60,934 | 5,259,214 |
Hasbro, Inc. | 73,958 | 4,774,728 |
Mattel, Inc. (A) | 223,491 | 4,760,358 |
Polaris, Inc. | 39,382 | 5,349,651 |
Specialty retail – 3.0% | ||
Advance Auto Parts, Inc. | 43,884 | 3,264,531 |
AutoNation, Inc. (A) | 50,041 | 8,055,600 |
Bath & Body Works, Inc. | 89,892 | 3,331,398 |
Best Buy Company, Inc. | 108,077 | 8,975,795 |
Burlington Stores, Inc. (A) | 19,715 | 3,501,778 |
CarMax, Inc. (A) | 83,432 | 6,892,318 |
Chewy, Inc., Class A (A)(C) | 8,446 | 286,319 |
Dick’s Sporting Goods, Inc. | 47,502 | 6,697,782 |
Five Below, Inc. (A) | 28,100 | 5,854,354 |
Floor & Decor Holdings, Inc., Class A (A) | 50,572 | 5,808,194 |
Lithia Motors, Inc. | 19,981 | 6,204,700 |
Murphy USA, Inc. | 9,600 | 2,947,488 |
Penske Automotive Group, Inc. | 16,005 | 2,583,527 |
RH (A)(C) | 9,663 | 3,750,887 |
Tractor Supply Company | 49,188 | 11,017,620 |
Ulta Beauty, Inc. (A) | 21,669 | 9,638,371 |
Valvoline, Inc. | 81,781 | 3,105,225 |
Williams-Sonoma, Inc. | 55,448 | 7,687,311 |
Textiles, apparel and luxury goods – 1.0% | ||
Capri Holdings, Ltd. (A) | 92,177 | 3,402,253 |
Columbia Sportswear Company | 8,119 | 638,235 |
Crocs, Inc. (A) | 16,601 | 1,798,718 |
Deckers Outdoor Corp. (A) | 17,465 | 9,495,546 |
Levi Strauss & Company, Class A | 49,202 | 741,474 |
Ralph Lauren Corp. | 25,861 | 3,396,325 |
Skechers USA, Inc., Class A (A) | 81,538 | 4,531,882 |
Tapestry, Inc. | 177,006 | 7,637,809 |
Consumer staples – 4.4% | 144,974,286 | |
Beverages – 0.2% | ||
Celsius Holdings, Inc. (A) | 9,470 | 1,370,309 |
Molson Coors Beverage Company, Class B | 92,647 | 6,463,981 |
Consumer staples distribution and retail – 1.4% | ||
Albertsons Companies, Inc., Class A | 62,233 | 1,352,323 |
BJ’s Wholesale Club Holdings, Inc. (A) | 70,221 | 4,656,355 |
Casey’s General Stores, Inc. | 23,998 | 6,063,335 |
Dollar Tree, Inc. (A) | 94,882 | 14,643,139 |
Performance Food Group Company (A) | 87,863 | 5,250,693 |
The Kroger Company | 174,699 | 8,497,359 |
U.S. Foods Holding Corp. (A) | 139,980 | 5,981,345 |
30 | JOHN HANCOCK MULTIFACTOR ETFS | QUARTERLY REPORT | SEE NOTES TO FUNDS’ INVESTMENTS |
MULTIFACTOR MID CAP ETF (continued)
Shares or Principal Amount | Value | |
Consumer staples (continued) | ||
Food products – 2.2% | ||
Bunge, Ltd. | 83,004 | $9,020,045 |
Campbell Soup Company | 90,643 | 4,153,262 |
Conagra Brands, Inc. | 167,725 | 5,503,057 |
Darling Ingredients, Inc. (A) | 108,333 | 7,502,060 |
Flowers Foods, Inc. | 97,180 | 2,401,318 |
Hormel Foods Corp. | 74,607 | 3,049,934 |
Ingredion, Inc. | 46,899 | 5,217,983 |
Kellogg Company | 79,828 | 5,339,695 |
Lamb Weston Holdings, Inc. | 69,546 | 7,207,052 |
Lancaster Colony Corp. | 3,440 | 662,647 |
McCormick & Company, Inc. | 74,987 | 6,709,837 |
Pilgrim’s Pride Corp. (A) | 33,748 | 835,938 |
Post Holdings, Inc. (A) | 42,524 | 3,627,297 |
The J.M. Smucker Company | 44,828 | 6,753,338 |
Tyson Foods, Inc., Class A | 98,920 | 5,511,822 |
Household products – 0.5% | ||
Church & Dwight Company, Inc. | 79,785 | 7,633,031 |
Reynolds Consumer Products, Inc. | 32,542 | 900,763 |
The Clorox Company | 42,214 | 6,394,577 |
Personal care products – 0.1% | ||
Coty, Inc., Class A (A) | 188,687 | 2,271,791 |
Energy – 4.9% | 162,353,695 | |
Energy equipment and services – 0.8% | ||
Baker Hughes Company | 269,786 | 9,655,641 |
ChampionX Corp. | 31,038 | 1,104,953 |
Halliburton Company | 240,982 | 9,417,577 |
Noble Corp. PLC (A) | 14,661 | 766,330 |
NOV, Inc. | 163,008 | 3,273,201 |
TechnipFMC PLC (A) | 65,399 | 1,199,418 |
Oil, gas and consumable fuels – 4.1% | ||
Antero Resources Corp. (A) | 146,703 | 3,924,305 |
APA Corp. | 165,160 | 6,687,328 |
Cheniere Energy, Inc. | 65,802 | 10,650,712 |
Chesapeake Energy Corp. | 68,231 | 5,754,603 |
Chord Energy Corp. | 16,836 | 2,640,558 |
Civitas Resources, Inc. | 31,860 | 2,385,040 |
Coterra Energy, Inc. | 318,339 | 8,767,056 |
Diamondback Energy, Inc. | 80,916 | 11,920,545 |
DT Midstream, Inc. | 33,292 | 1,781,788 |
EnLink Midstream LLC (A) | 31,371 | 363,904 |
EQT Corp. | 156,523 | 6,602,140 |
Hess Corp. | 81,753 | 12,404,383 |
HF Sinclair Corp. | 81,805 | 4,261,222 |
Marathon Oil Corp. | 325,848 | 8,560,027 |
Matador Resources Company | 58,815 | 3,271,878 |
Murphy Oil Corp. | 75,646 | 3,273,202 |
New Fortress Energy, Inc. | 17,035 | 486,349 |
ONEOK, Inc. | 134,012 | 8,984,164 |
MULTIFACTOR MID CAP ETF (continued)
Shares or Principal Amount | Value | |
Energy (continued) | ||
Oil, gas and consumable fuels (continued) | ||
Ovintiv, Inc. | 163,240 | $7,523,732 |
PBF Energy, Inc., Class A | 61,798 | 2,931,697 |
PDC Energy, Inc. | 59,588 | 4,522,133 |
Permian Resources Corp. | 27,296 | 319,090 |
Range Resources Corp. | 127,874 | 4,019,080 |
Southwestern Energy Company (A) | 381,728 | 2,473,597 |
Targa Resources Corp. | 96,281 | 7,894,079 |
Texas Pacific Land Corp. | 3,010 | 4,533,963 |
Financials – 13.7% | 454,096,812 | |
Banks – 3.6% | ||
Bank OZK | 45,509 | 1,990,109 |
BOK Financial Corp. | 15,651 | 1,394,191 |
Cadence Bank | 44,566 | 1,116,378 |
Citizens Financial Group, Inc. | 195,595 | 6,309,895 |
Comerica, Inc. | 80,553 | 4,346,640 |
Commerce Bancshares, Inc. | 71,483 | 3,801,466 |
Cullen/Frost Bankers, Inc. | 31,274 | 3,395,731 |
East West Bancorp, Inc. | 93,273 | 5,802,513 |
Fifth Third Bancorp | 298,926 | 8,698,747 |
First Citizens BancShares, Inc., Class A | 5,756 | 8,238,563 |
First Financial Bankshares, Inc. | 62,303 | 2,030,455 |
First Horizon Corp. | 240,354 | 3,276,025 |
Glacier Bancorp, Inc. | 40,415 | 1,321,571 |
Huntington Bancshares, Inc. | 582,312 | 7,127,499 |
KeyCorp | 408,787 | 5,032,168 |
M&T Bank Corp. | 66,986 | 9,368,662 |
New York Community Bancorp, Inc. | 181,465 | 2,516,920 |
Old National Bancorp | 26,413 | 449,813 |
Pinnacle Financial Partners, Inc. | 40,127 | 3,045,639 |
Popular, Inc. | 43,892 | 3,184,365 |
Prosperity Bancshares, Inc. | 50,153 | 3,175,688 |
Regions Financial Corp. | 441,122 | 8,985,655 |
SouthState Corp. | 34,438 | 2,674,799 |
Synovus Financial Corp. | 100,037 | 3,391,254 |
United Bankshares, Inc. | 38,141 | 1,275,435 |
Valley National Bancorp | 201,607 | 2,068,488 |
Webster Financial Corp. | 96,350 | 4,559,282 |
Western Alliance Bancorp | 71,222 | 3,699,983 |
Wintrust Financial Corp. | 33,681 | 2,841,329 |
Zions Bancorp NA | 111,265 | 4,255,886 |
Capital markets – 3.5% | ||
Affiliated Managers Group, Inc. | 21,605 | 2,995,317 |
Ameriprise Financial, Inc. | 43,271 | 15,077,780 |
Ares Management Corp., Class A | 41,191 | 4,086,971 |
FactSet Research Systems, Inc. | 17,312 | 7,531,412 |
Franklin Resources, Inc. | 140,508 | 4,108,454 |
Houlihan Lokey, Inc. | 26,244 | 2,620,463 |
Interactive Brokers Group, Inc., Class A | 35,234 | 3,076,985 |
Invesco, Ltd. | 271,599 | 4,562,863 |
SEE NOTES TO FUNDS’ INVESTMENTS | QUARTERLY REPORT | JOHN HANCOCK MULTIFACTOR ETFS | 31 |
MULTIFACTOR MID CAP ETF (continued)
Shares or Principal Amount | Value | |
Financials (continued) | ||
Capital markets (continued) | ||
Jefferies Financial Group, Inc. | 129,895 | $4,778,837 |
LPL Financial Holdings, Inc. | 37,146 | 8,519,807 |
MarketAxess Holdings, Inc. | 16,532 | 4,450,745 |
Morningstar, Inc. | 12,006 | 2,767,143 |
Nasdaq, Inc. | 146,633 | 7,403,500 |
Northern Trust Corp. | 75,827 | 6,075,259 |
Raymond James Financial, Inc. | 79,601 | 8,761,682 |
Robinhood Markets, Inc., Class A (A) | 201,977 | 2,597,424 |
SEI Investments Company | 76,490 | 4,818,105 |
State Street Corp. | 118,782 | 8,604,568 |
Stifel Financial Corp. | 70,092 | 4,453,646 |
T. Rowe Price Group, Inc. | 33,420 | 4,119,349 |
The Carlyle Group, Inc. | 75,110 | 2,677,672 |
TPG, Inc. | 22,881 | 673,388 |
Tradeweb Markets, Inc., Class A | 22,771 | 1,862,440 |
Consumer finance – 0.6% | ||
Ally Financial, Inc. | 265,063 | 8,095,024 |
Credit Acceptance Corp. (A) | 5,078 | 2,826,415 |
Synchrony Financial | 246,615 | 8,518,082 |
Financial services – 1.3% | ||
Apollo Global Management, Inc. | 87,852 | 7,178,387 |
Equitable Holdings, Inc. | 292,552 | 8,393,317 |
Euronet Worldwide, Inc. (A) | 11,094 | 974,830 |
FleetCor Technologies, Inc. (A) | 27,856 | 6,933,637 |
Jack Henry & Associates, Inc. | 37,028 | 6,204,782 |
Rocket Companies, Inc., Class A (A) | 13,926 | 152,211 |
Shift4 Payments, Inc., Class A (A) | 12,242 | 844,576 |
Toast, Inc., Class A (A) | 42,493 | 937,821 |
Voya Financial, Inc. | 95,928 | 7,123,613 |
WEX, Inc. (A) | 24,132 | 4,569,394 |
Insurance – 4.7% | ||
American Financial Group, Inc. | 50,918 | 6,192,138 |
Arch Capital Group, Ltd. (A) | 130,622 | 10,148,023 |
Arthur J. Gallagher & Company | 69,391 | 14,905,187 |
Assurant, Inc. | 34,959 | 4,702,335 |
Brown & Brown, Inc. | 84,411 | 5,946,755 |
Cincinnati Financial Corp. | 55,476 | 5,968,108 |
CNA Financial Corp. | 14,237 | 557,521 |
Erie Indemnity Company, Class A | 12,489 | 2,772,058 |
Everest Group, Ltd. | 14,619 | 5,270,296 |
Fidelity National Financial, Inc. | 197,290 | 7,727,849 |
First American Financial Corp. | 82,722 | 5,242,920 |
Globe Life, Inc. | 59,943 | 6,723,806 |
Kinsale Capital Group, Inc. | 8,324 | 3,101,772 |
Lincoln National Corp. | 91,209 | 2,557,500 |
Loews Corp. | 95,522 | 5,984,453 |
Markel Group, Inc. (A) | 4,683 | 6,788,992 |
Old Republic International Corp. | 196,223 | 5,409,868 |
Primerica, Inc. | 10,419 | 2,216,121 |
MULTIFACTOR MID CAP ETF (continued)
Shares or Principal Amount | Value | |
Financials (continued) | ||
Insurance (continued) | ||
Principal Financial Group, Inc. | 115,888 | $9,255,975 |
Reinsurance Group of America, Inc. | 42,587 | 5,977,085 |
RenaissanceRe Holdings, Ltd. | 25,040 | 4,676,470 |
RLI Corp. | 10,375 | 1,384,129 |
Selective Insurance Group, Inc. | 9,360 | 965,858 |
The Hartford Financial Services Group, Inc. | 174,603 | 12,550,464 |
Unum Group | 93,214 | 4,531,133 |
W.R. Berkley Corp. | 86,051 | 5,308,486 |
Willis Towers Watson PLC | 40,129 | 8,480,462 |
Health care – 10.7% | 353,412,706 | |
Biotechnology – 1.9% | ||
Alnylam Pharmaceuticals, Inc. (A) | 30,457 | 5,951,298 |
Apellis Pharmaceuticals, Inc. (A) | 22,559 | 580,894 |
BioMarin Pharmaceutical, Inc. (A) | 69,749 | 6,133,030 |
Exact Sciences Corp. (A) | 57,863 | 5,643,957 |
Exelixis, Inc. (A) | 214,455 | 4,226,908 |
Halozyme Therapeutics, Inc. (A) | 58,229 | 2,501,518 |
Horizon Therapeutics PLC (A) | 107,005 | 10,729,391 |
Incyte Corp. (A) | 59,192 | 3,771,714 |
Ionis Pharmaceuticals, Inc. (A) | 24,222 | 1,003,517 |
Karuna Therapeutics, Inc. (A) | 7,190 | 1,436,346 |
Natera, Inc. (A) | 26,068 | 1,178,795 |
Neurocrine Biosciences, Inc. (A) | 45,286 | 4,614,191 |
Sarepta Therapeutics, Inc. (A) | 24,086 | 2,610,682 |
Seagen, Inc. (A) | 26,210 | 5,026,554 |
United Therapeutics Corp. (A) | 31,942 | 7,752,962 |
Health care equipment and supplies – 2.9% | ||
ABIOMED, Inc. (A)(B) | 18,321 | 284,342 |
Align Technology, Inc. (A) | 10,868 | 4,106,909 |
Dentsply Sirona, Inc. | 154,048 | 6,396,073 |
Envista Holdings Corp. (A) | 102,238 | 3,518,010 |
Globus Medical, Inc., Class A (A) | 48,117 | 2,900,012 |
Hologic, Inc. (A) | 136,067 | 10,806,441 |
Inspire Medical Systems, Inc. (A) | 8,049 | 2,316,583 |
Insulet Corp. (A) | 19,080 | 5,280,390 |
Lantheus Holdings, Inc. (A) | 21,489 | 1,858,584 |
Masimo Corp. (A) | 27,514 | 3,364,962 |
Novocure, Ltd. (A) | 28,784 | 939,510 |
Penumbra, Inc. (A) | 13,587 | 4,121,752 |
QuidelOrtho Corp. (A) | 23,461 | 2,049,553 |
ResMed, Inc. | 54,752 | 12,174,107 |
Shockwave Medical, Inc. (A) | 13,935 | 3,631,461 |
STERIS PLC | 41,285 | 9,311,832 |
Teleflex, Inc. | 20,991 | 5,272,309 |
The Cooper Companies, Inc. | 21,303 | 8,335,012 |
Zimmer Biomet Holdings, Inc. | 63,808 | 8,815,075 |
Health care providers and services – 2.9% | ||
Acadia Healthcare Company, Inc. (A) | 51,557 | 4,074,550 |
agilon health, Inc. (A)(C) | 64,891 | 1,242,663 |
32 | JOHN HANCOCK MULTIFACTOR ETFS | QUARTERLY REPORT | SEE NOTES TO FUNDS’ INVESTMENTS |
MULTIFACTOR MID CAP ETF (continued)
Shares or Principal Amount | Value | |
Health care (continued) | ||
Health care providers and services (continued) | ||
AmerisourceBergen Corp. | 53,066 | $9,918,035 |
Cardinal Health, Inc. | 97,061 | 8,878,170 |
Chemed Corp. | 9,338 | 4,865,938 |
DaVita, Inc. (A) | 41,562 | 4,238,908 |
Encompass Health Corp. | 79,186 | 5,228,652 |
HealthEquity, Inc. (A) | 31,513 | 2,140,993 |
Henry Schein, Inc. (A) | 100,653 | 7,930,450 |
Laboratory Corp. of America Holdings | 51,214 | 10,956,211 |
Molina Healthcare, Inc. (A) | 28,609 | 8,711,154 |
Option Care Health, Inc. (A) | 64,083 | 2,164,724 |
Quest Diagnostics, Inc. | 73,855 | 9,985,935 |
R1 RCM, Inc. (A) | 53,283 | 920,730 |
Tenet Healthcare Corp. (A) | 58,761 | 4,391,210 |
Universal Health Services, Inc., Class B | 59,881 | 8,321,064 |
Health care technology – 0.1% | ||
Doximity, Inc., Class A (A) | 13,084 | 467,491 |
Veeva Systems, Inc., Class A (A) | 15,913 | 3,249,753 |
Life sciences tools and services – 2.1% | ||
Avantor, Inc. (A) | 257,283 | 5,292,311 |
Bio-Rad Laboratories, Inc., Class A (A) | 10,216 | 4,141,158 |
Bio-Techne Corp. | 74,880 | 6,244,992 |
Bruker Corp. | 70,232 | 4,826,343 |
Charles River Laboratories International, Inc. (A) | 28,538 | 5,979,853 |
Fortrea Holdings, Inc. (A) | 51,134 | 1,634,243 |
Medpace Holdings, Inc. (A) | 5,592 | 1,415,727 |
Mettler-Toledo International, Inc. (A) | 9,286 | 11,676,866 |
Repligen Corp. (A) | 25,435 | 4,363,629 |
Revvity, Inc. | 60,248 | 7,407,492 |
Waters Corp. (A) | 22,131 | 6,112,804 |
West Pharmaceutical Services, Inc. | 28,461 | 10,474,786 |
Pharmaceuticals – 0.8% | ||
Catalent, Inc. (A) | 90,249 | 4,378,881 |
Elanco Animal Health, Inc. (A) | 206,917 | 2,497,488 |
Jazz Pharmaceuticals PLC (A) | 42,962 | 5,603,104 |
Organon & Company | 93,386 | 2,052,624 |
Perrigo Company PLC | 55,398 | 2,029,783 |
Royalty Pharma PLC, Class A | 90,646 | 2,844,471 |
Viatris, Inc. | 769,691 | 8,104,846 |
Industrials – 19.7% | 651,065,887 | |
Aerospace and defense – 1.2% | ||
Axon Enterprise, Inc. (A) | 17,713 | 3,293,378 |
BWX Technologies, Inc. | 21,251 | 1,466,319 |
Curtiss-Wright Corp. | 16,258 | 3,111,131 |
HEICO Corp. | 12,917 | 2,273,134 |
HEICO Corp., Class A | 21,055 | 2,955,069 |
Hexcel Corp. | 18,509 | 1,308,216 |
Howmet Aerospace, Inc. | 149,784 | 7,659,954 |
Huntington Ingalls Industries, Inc. | 24,846 | 5,706,381 |
MULTIFACTOR MID CAP ETF (continued)
Shares or Principal Amount | Value | |
Industrials (continued) | ||
Aerospace and defense (continued) | ||
Textron, Inc. | 96,861 | $7,532,880 |
Woodward, Inc. | 32,380 | 3,897,904 |
Air freight and logistics – 0.6% | ||
C.H. Robinson Worldwide, Inc. | 60,293 | 6,040,153 |
Expeditors International of Washington, Inc. | 77,121 | 9,817,503 |
GXO Logistics, Inc. (A) | 69,652 | 4,671,560 |
Building products – 2.4% | ||
A.O. Smith Corp. | 75,159 | 5,458,798 |
Advanced Drainage Systems, Inc. | 36,369 | 4,436,654 |
Allegion PLC | 52,457 | 6,130,125 |
Builders FirstSource, Inc. (A) | 138,765 | 20,041,829 |
Carlisle Companies, Inc. | 26,630 | 7,381,836 |
Fortune Brands Innovations, Inc. | 96,274 | 6,842,193 |
Lennox International, Inc. | 14,790 | 5,434,438 |
Masco Corp. | 117,056 | 7,102,958 |
Owens Corning | 78,872 | 11,041,291 |
Trex Company, Inc. (A) | 55,114 | 3,810,582 |
UFP Industries, Inc. | 26,450 | 2,718,002 |
Commercial services and supplies – 0.9% | ||
Clean Harbors, Inc. (A) | 26,906 | 4,473,392 |
Copart, Inc. (A) | 153,056 | 13,528,620 |
MSA Safety, Inc. | 17,393 | 2,887,238 |
Rollins, Inc. | 88,248 | 3,603,166 |
Tetra Tech, Inc. | 24,477 | 4,141,753 |
Construction and engineering – 1.3% | ||
AECOM | 79,963 | 6,956,781 |
API Group Corp. (A) | 40,101 | 1,153,305 |
EMCOR Group, Inc. | 33,382 | 7,178,465 |
MasTec, Inc. (A) | 34,267 | 4,034,939 |
MDU Resources Group, Inc. | 133,663 | 2,956,626 |
Quanta Services, Inc. | 62,656 | 12,632,703 |
Valmont Industries, Inc. | 7,160 | 1,895,610 |
WillScot Mobile Mini Holdings Corp. (A) | 112,932 | 5,415,089 |
Electrical equipment – 2.0% | ||
Acuity Brands, Inc. | 19,074 | 3,151,788 |
AMETEK, Inc. | 91,106 | 14,449,412 |
Atkore, Inc. (A) | 12,945 | 2,053,983 |
Generac Holdings, Inc. (A) | 22,570 | 3,469,009 |
Hubbell, Inc. | 27,090 | 8,452,080 |
nVent Electric PLC | 75,646 | 4,000,160 |
Plug Power, Inc. (A)(C) | 230,349 | 3,022,179 |
Regal Rexnord Corp. | 31,412 | 4,905,926 |
Rockwell Automation, Inc. | 43,777 | 14,721,767 |
Sensata Technologies Holding PLC | 131,629 | 5,561,325 |
Sunrun, Inc. (A) | 95,636 | 1,815,171 |
Ground transportation – 1.5% | ||
Avis Budget Group, Inc. (A) | 9,531 | 2,099,584 |
Hertz Global Holdings, Inc. (A) | 128,855 | 2,171,207 |
J.B. Hunt Transport Services, Inc. | 38,490 | 7,849,651 |
SEE NOTES TO FUNDS’ INVESTMENTS | QUARTERLY REPORT | JOHN HANCOCK MULTIFACTOR ETFS | 33 |
MULTIFACTOR MID CAP ETF (continued)
Shares or Principal Amount | Value | |
Industrials (continued) | ||
Ground transportation (continued) | ||
Knight-Swift Transportation Holdings, Inc. | 108,636 | $6,599,637 |
Landstar System, Inc. | 22,580 | 4,597,062 |
Old Dominion Freight Line, Inc. | 38,977 | 16,350,462 |
Saia, Inc. (A) | 16,309 | 6,900,990 |
U-Haul Holding Company (C) | 7,351 | 447,382 |
U-Haul Holding Company, Series N | 67,275 | 3,848,803 |
Machinery – 4.2% | ||
AGCO Corp. | 47,278 | 6,292,702 |
Chart Industries, Inc. (A) | 13,962 | 2,543,318 |
Crane Company (A) | 23,971 | 2,245,843 |
Crane NXT Company | 23,907 | 1,414,099 |
Cummins, Inc. | 19,753 | 5,151,582 |
Donaldson Company, Inc. | 83,378 | 5,238,640 |
Dover Corp. | 67,528 | 9,857,062 |
Fortive Corp. | 97,485 | 7,637,950 |
Graco, Inc. | 89,047 | 7,064,099 |
IDEX Corp. | 29,067 | 6,563,619 |
Ingersoll Rand, Inc. | 119,838 | 7,821,826 |
ITT, Inc. | 52,869 | 5,265,752 |
Lincoln Electric Holdings, Inc. | 35,257 | 7,076,432 |
Nordson Corp. | 28,930 | 7,279,077 |
Oshkosh Corp. | 47,758 | 4,397,079 |
Pentair PLC | 91,954 | 6,390,803 |
RBC Bearings, Inc. (A) | 10,122 | 2,288,078 |
Snap-on, Inc. | 31,637 | 8,619,184 |
Stanley Black & Decker, Inc. | 57,586 | 5,716,562 |
The Middleby Corp. (A) | 34,391 | 5,222,273 |
The Timken Company | 18,970 | 1,761,554 |
The Toro Company | 61,199 | 6,220,878 |
Wabtec Corp. | 79,725 | 9,442,629 |
Watts Water Technologies, Inc., Class A | 6,902 | 1,287,430 |
Xylem, Inc. | 72,530 | 8,177,758 |
Passenger airlines – 0.3% | ||
Alaska Air Group, Inc. (A) | 23,788 | 1,156,810 |
American Airlines Group, Inc. (A) | 67,323 | 1,127,660 |
Delta Air Lines, Inc. | 60,638 | 2,805,114 |
Southwest Airlines Company | 47,828 | 1,633,804 |
United Airlines Holdings, Inc. (A) | 38,408 | 2,085,938 |
Professional services – 3.3% | ||
Booz Allen Hamilton Holding Corp. | 82,091 | 9,939,578 |
Broadridge Financial Solutions, Inc. | 51,052 | 8,572,652 |
CACI International, Inc., Class A (A) | 14,226 | 4,985,359 |
Ceridian HCM Holding, Inc. (A) | 69,619 | 4,929,721 |
Clarivate PLC (A) | 125,088 | 1,189,587 |
Concentrix Corp. | 37,523 | 3,123,415 |
Dun & Bradstreet Holdings, Inc. | 108,500 | 1,282,470 |
Equifax, Inc. | 38,953 | 7,949,528 |
ExlService Holdings, Inc. (A) | 10,674 | 1,504,500 |
FTI Consulting, Inc. (A) | 13,372 | 2,342,240 |
MULTIFACTOR MID CAP ETF (continued)
Shares or Principal Amount | Value | |
Industrials (continued) | ||
Professional services (continued) | ||
Genpact, Ltd. | 116,010 | $4,186,801 |
Jacobs Solutions, Inc. | 21,120 | 2,648,659 |
KBR, Inc. | 58,942 | 3,624,344 |
Leidos Holdings, Inc. | 80,580 | 7,536,647 |
Paycom Software, Inc. | 18,967 | 6,994,271 |
Paylocity Holding Corp. (A) | 16,077 | 3,647,067 |
Robert Half, Inc. | 76,718 | 5,688,640 |
Science Applications International Corp. | 27,169 | 3,296,686 |
SS&C Technologies Holdings, Inc. | 113,606 | 6,617,550 |
TransUnion | 58,267 | 4,643,297 |
TriNet Group, Inc. (A) | 23,290 | 2,450,807 |
Verisk Analytics, Inc. | 48,437 | 11,089,167 |
Trading companies and distributors – 2.0% | ||
Applied Industrial Technologies, Inc. | 11,141 | 1,615,334 |
Core & Main, Inc., Class A (A) | 33,744 | 1,066,648 |
Fastenal Company | 205,527 | 12,045,937 |
SiteOne Landscape Supply, Inc. (A) | 21,520 | 3,658,400 |
United Rentals, Inc. | 38,092 | 17,700,591 |
Univar Solutions, Inc. (A) | 71,591 | 2,587,299 |
W.W. Grainger, Inc. | 19,255 | 14,219,625 |
Watsco, Inc. (C) | 17,212 | 6,509,406 |
WESCO International, Inc. | 35,180 | 6,176,553 |
Information technology – 13.7% | 454,032,003 | |
Communications equipment – 0.5% | ||
Ciena Corp. (A) | 119,113 | 5,026,569 |
F5, Inc. (A) | 42,470 | 6,720,453 |
Juniper Networks, Inc. | 222,973 | 6,198,649 |
Ubiquiti, Inc. (C) | 1,540 | 273,581 |
Electronic equipment, instruments and components – 3.4% | ||
Arrow Electronics, Inc. (A) | 62,656 | 8,930,986 |
CDW Corp. | 59,545 | 11,139,083 |
Cognex Corp. | 89,509 | 4,888,982 |
Coherent Corp. (A) | 83,966 | 3,976,630 |
Corning, Inc. | 178,490 | 6,057,951 |
Flex, Ltd. (A) | 441,912 | 12,090,712 |
IPG Photonics Corp. (A) | 9,832 | 1,292,416 |
Jabil, Inc. | 135,987 | 15,049,681 |
Keysight Technologies, Inc. (A) | 80,154 | 12,911,206 |
Littelfuse, Inc. | 19,593 | 5,968,028 |
National Instruments Corp. | 70,004 | 4,130,236 |
Novanta, Inc. (A) | 8,785 | 1,554,067 |
TD SYNNEX Corp. | 22,543 | 2,225,220 |
Teledyne Technologies, Inc. (A) | 18,937 | 7,281,845 |
Trimble, Inc. (A) | 118,616 | 6,381,541 |
Zebra Technologies Corp., Class A (A) | 23,026 | 7,091,087 |
IT services – 1.9% | ||
Akamai Technologies, Inc. (A) | 87,999 | 8,315,906 |
Amdocs, Ltd. | 97,328 | 9,113,794 |
34 | JOHN HANCOCK MULTIFACTOR ETFS | QUARTERLY REPORT | SEE NOTES TO FUNDS’ INVESTMENTS |
MULTIFACTOR MID CAP ETF (continued)
Shares or Principal Amount | Value | |
Information technology (continued) | ||
IT services (continued) | ||
Cloudflare, Inc., Class A (A) | 40,708 | $2,799,489 |
DXC Technology Company (A) | 200,410 | 5,541,337 |
EPAM Systems, Inc. (A) | 21,916 | 5,189,928 |
Gartner, Inc. (A) | 29,119 | 10,296,187 |
Globant SA (A) | 18,435 | 3,221,148 |
GoDaddy, Inc., Class A (A) | 72,087 | 5,557,187 |
MongoDB, Inc. (A) | 11,531 | 4,882,225 |
Okta, Inc. (A) | 18,601 | 1,429,673 |
VeriSign, Inc. (A) | 30,639 | 6,463,297 |
Semiconductors and semiconductor equipment – 3.6% | ||
Allegro MicroSystems, Inc. (A) | 16,727 | 863,280 |
Amkor Technology, Inc. | 78,194 | 2,274,663 |
Cirrus Logic, Inc. (A) | 18,516 | 1,496,093 |
Enphase Energy, Inc. (A) | 43,064 | 6,538,407 |
Entegris, Inc. | 66,517 | 7,297,580 |
First Solar, Inc. (A) | 52,511 | 10,890,781 |
Lattice Semiconductor Corp. (A) | 78,678 | 7,154,977 |
MKS Instruments, Inc. | 52,218 | 5,700,639 |
Monolithic Power Systems, Inc. | 17,764 | 9,938,780 |
ON Semiconductor Corp. (A) | 236,319 | 25,463,378 |
Qorvo, Inc. (A) | 74,165 | 8,159,633 |
Silicon Laboratories, Inc. (A) | 7,843 | 1,169,705 |
Skyworks Solutions, Inc. | 81,809 | 9,356,495 |
SolarEdge Technologies, Inc. (A) | 21,659 | 5,229,782 |
Teradyne, Inc. | 90,798 | 10,254,726 |
Universal Display Corp. | 29,708 | 4,333,803 |
Wolfspeed, Inc. (A)(C) | 56,123 | 3,698,506 |
Software – 3.0% | ||
ANSYS, Inc. (A) | 35,976 | 12,307,390 |
AppLovin Corp., Class A (A) | 18,191 | 571,197 |
Aspen Technology, Inc. (A) | 19,294 | 3,443,979 |
Bentley Systems, Inc., Class B | 49,701 | 2,677,890 |
BILL Holdings, Inc. (A) | 27,513 | 3,448,479 |
Black Knight, Inc. (A) | 71,477 | 5,026,263 |
Confluent, Inc., Class A (A) | 13,127 | 453,407 |
Dolby Laboratories, Inc., Class A | 44,932 | 3,981,425 |
Dropbox, Inc., Class A (A) | 166,591 | 4,489,627 |
Dynatrace, Inc. (A) | 72,035 | 3,939,594 |
Elastic NV (A) | 20,123 | 1,337,173 |
Fair Isaac Corp. (A) | 9,290 | 7,784,741 |
Gen Digital, Inc. | 281,393 | 5,473,094 |
Gitlab, Inc., Class A (A) | 18,785 | 932,300 |
Guidewire Software, Inc. (A) | 45,411 | 3,851,761 |
HashiCorp, Inc., Class A (A) | 8,672 | 256,778 |
HubSpot, Inc. (A) | 12,549 | 7,285,322 |
Informatica, Inc., Class A (A) | 13,335 | 253,898 |
Manhattan Associates, Inc. (A) | 33,086 | 6,306,853 |
Nutanix, Inc., Class A (A) | 30,052 | 907,570 |
Procore Technologies, Inc. (A) | 16,477 | 1,249,780 |
MULTIFACTOR MID CAP ETF (continued)
Shares or Principal Amount | Value | |
Information technology (continued) | ||
Software (continued) | ||
PTC, Inc. (A) | 55,994 | $8,164,485 |
Samsara, Inc., Class A (A) | 27,692 | 773,714 |
Smartsheet, Inc., Class A (A) | 20,056 | 890,486 |
Splunk, Inc. (A) | 27,543 | 2,983,733 |
SPS Commerce, Inc. (A) | 7,924 | 1,429,410 |
Tyler Technologies, Inc. (A) | 16,841 | 6,679,646 |
UiPath, Inc., Class A (A) | 70,388 | 1,272,615 |
Zscaler, Inc. (A) | 16,128 | 2,586,609 |
Technology hardware, storage and peripherals – 1.3% | ||
Hewlett Packard Enterprise Company | 574,784 | 9,989,746 |
NetApp, Inc. | 105,599 | 8,237,778 |
Pure Storage, Inc., Class A (A) | 126,106 | 4,664,661 |
Seagate Technology Holdings PLC | 72,658 | 4,613,783 |
Super Micro Computer, Inc. (A) | 17,586 | 5,808,128 |
Western Digital Corp. (A) | 191,221 | 8,138,366 |
Materials – 6.6% | 216,203,588 | |
Chemicals – 2.4% | ||
Albemarle Corp. | 31,594 | 6,706,774 |
Ashland, Inc. | 18,963 | 1,732,460 |
Axalta Coating Systems, Ltd. (A) | 131,030 | 4,192,960 |
Celanese Corp. | 66,949 | 8,394,735 |
CF Industries Holdings, Inc. | 78,169 | 6,416,112 |
Eastman Chemical Company | 65,926 | 5,641,947 |
FMC Corp. | 40,406 | 3,888,269 |
Huntsman Corp. | 142,145 | 4,231,657 |
International Flavors & Fragrances, Inc. | 60,480 | 5,117,213 |
LyondellBasell Industries NV, Class A | 83,535 | 8,258,270 |
Olin Corp. | 95,801 | 5,525,802 |
RPM International, Inc. | 69,123 | 7,141,097 |
The Chemours Company | 63,167 | 2,335,916 |
The Mosaic Company | 174,060 | 7,094,686 |
Westlake Corp. | 20,644 | 2,838,550 |
Construction materials – 0.7% | ||
Knife River Corp. (A) | 33,384 | 1,451,202 |
Martin Marietta Materials, Inc. | 22,340 | 9,973,916 |
Vulcan Materials Company | 42,069 | 9,276,215 |
Containers and packaging – 2.2% | ||
Amcor PLC | 563,236 | 5,778,801 |
AptarGroup, Inc. | 40,200 | 4,882,692 |
Avery Dennison Corp. | 37,673 | 6,932,209 |
Ball Corp. | 116,717 | 6,850,121 |
Berry Global Group, Inc. | 106,196 | 6,963,272 |
Crown Holdings, Inc. | 62,502 | 5,797,686 |
Graphic Packaging Holding Company | 193,718 | 4,687,976 |
International Paper Company | 170,150 | 6,135,609 |
Packaging Corp. of America | 61,819 | 9,479,944 |
Sealed Air Corp. | 91,054 | 4,153,883 |
Silgan Holdings, Inc. | 20,978 | 919,885 |
SEE NOTES TO FUNDS’ INVESTMENTS | QUARTERLY REPORT | JOHN HANCOCK MULTIFACTOR ETFS | 35 |
MULTIFACTOR MID CAP ETF (continued)
Shares or Principal Amount | Value | |
Materials (continued) | ||
Containers and packaging (continued) | ||
Sonoco Products Company | 82,777 | $4,854,043 |
Westrock Company | 155,108 | 5,163,545 |
Metals and mining – 1.3% | ||
Alcoa Corp. | 118,510 | 4,288,877 |
Cleveland-Cliffs, Inc. (A) | 406,296 | 7,171,124 |
Commercial Metals Company | 46,709 | 2,672,689 |
MP Materials Corp. (A) | 25,882 | 617,286 |
Reliance Steel & Aluminum Company | 35,407 | 10,369,294 |
Royal Gold, Inc. | 30,932 | 3,716,170 |
Steel Dynamics, Inc. | 98,424 | 10,490,030 |
U.S. Steel Corp. | 159,242 | 4,060,671 |
Real estate – 5.0% | 164,540,420 | |
Diversified REITs – 0.1% | ||
WP Carey, Inc. | 54,687 | 3,693,013 |
Health care REITs – 0.5% | ||
Healthcare Realty Trust, Inc. | 136,459 | 2,665,044 |
Healthpeak Properties, Inc. | 125,818 | 2,746,607 |
Medical Properties Trust, Inc. | 228,945 | 2,310,055 |
Omega Healthcare Investors, Inc. | 92,120 | 2,938,628 |
Ventas, Inc. | 91,647 | 4,446,712 |
Hotel and resort REITs – 0.2% | ||
Host Hotels & Resorts, Inc. | 275,621 | 5,071,426 |
Industrial REITs – 0.5% | ||
Americold Realty Trust, Inc. | 99,957 | 3,240,606 |
EastGroup Properties, Inc. | 16,505 | 2,924,356 |
First Industrial Realty Trust, Inc. | 51,362 | 2,655,415 |
Rexford Industrial Realty, Inc. | 69,217 | 3,813,165 |
STAG Industrial, Inc. | 65,667 | 2,383,712 |
Office REITs – 0.2% | ||
Alexandria Real Estate Equities, Inc. | 35,742 | 4,492,055 |
Boston Properties, Inc. | 45,000 | 2,998,350 |
Real estate management and development – 0.6% | ||
CBRE Group, Inc., Class A (A) | 112,218 | 9,348,882 |
CoStar Group, Inc. (A) | 19,071 | 1,601,392 |
Jones Lang LaSalle, Inc. (A) | 33,187 | 5,527,295 |
Zillow Group, Inc., Class A (A) | 8,104 | 431,295 |
Zillow Group, Inc., Class C (A) | 32,340 | 1,751,534 |
Residential REITs – 1.0% | ||
American Homes 4 Rent, Class A | 112,738 | 4,225,420 |
Apartment Income REIT Corp. | 59,951 | 2,070,708 |
Camden Property Trust | 34,869 | 3,803,859 |
Equity LifeStyle Properties, Inc. | 60,988 | 4,341,126 |
Essex Property Trust, Inc. | 15,266 | 3,718,034 |
Invitation Homes, Inc. | 142,539 | 5,060,135 |
Mid-America Apartment Communities, Inc. | 27,957 | 4,184,045 |
Sun Communities, Inc. | 28,564 | 3,721,889 |
UDR, Inc. | 87,398 | 3,572,830 |
MULTIFACTOR MID CAP ETF (continued)
Shares or Principal Amount | Value | |
Real estate (continued) | ||
Retail REITs – 0.6% | ||
Agree Realty Corp. | 26,551 | $1,719,974 |
Brixmor Property Group, Inc. | 115,086 | 2,617,056 |
Federal Realty Investment Trust | 31,377 | 3,185,393 |
Kimco Realty Corp. | 216,084 | 4,377,862 |
NNN REIT, Inc. | 69,704 | 2,974,967 |
Regency Centers Corp. | 66,474 | 4,356,041 |
Spirit Realty Capital, Inc. | 47,384 | 1,910,997 |
Specialized REITs – 1.3% | ||
CubeSmart | 86,626 | 3,756,103 |
Extra Space Storage, Inc. | 67,628 | 9,438,840 |
Gaming and Leisure Properties, Inc. | 89,527 | 4,248,951 |
Iron Mountain, Inc. | 103,173 | 6,334,822 |
Lamar Advertising Company, Class A | 38,967 | 3,846,043 |
National Storage Affiliates Trust | 29,294 | 989,844 |
Rayonier, Inc. | 44,197 | 1,463,805 |
VICI Properties, Inc. | 215,267 | 6,776,605 |
Weyerhaeuser Company | 199,810 | 6,805,529 |
Utilities – 5.4% | 177,290,770 | |
Electric utilities – 2.6% | ||
Alliant Energy Corp. | 98,579 | 5,297,635 |
Avangrid, Inc. (C) | 21,971 | 814,685 |
Constellation Energy Corp. | 46,421 | 4,486,590 |
Edison International | 135,372 | 9,741,369 |
Entergy Corp. | 92,423 | 9,491,842 |
Evergy, Inc. | 132,246 | 7,930,793 |
Eversource Energy | 100,683 | 7,282,401 |
FirstEnergy Corp. | 194,677 | 7,668,327 |
IDACORP, Inc. | 13,406 | 1,378,405 |
NRG Energy, Inc. | 187,209 | 7,112,070 |
OGE Energy Corp. | 127,515 | 4,609,667 |
PG&E Corp. (A) | 468,740 | 8,254,511 |
Pinnacle West Capital Corp. | 78,180 | 6,474,868 |
PPL Corp. | 230,682 | 6,350,675 |
Gas utilities – 0.4% | ||
Atmos Energy Corp. | 51,458 | 6,262,953 |
National Fuel Gas Company | 51,713 | 2,746,477 |
UGI Corp. | 169,099 | 4,563,982 |
Independent power and renewable electricity producers –0.5% | ||
Brookfield Renewable Corp., Class A | 40,044 | 1,248,171 |
Clearway Energy, Inc., Class A | 15,410 | 380,165 |
Clearway Energy, Inc., Class C | 41,021 | 1,083,365 |
The AES Corp. | 318,909 | 6,898,002 |
Vistra Corp. | 215,689 | 6,052,233 |
Multi-utilities – 1.5% | ||
Ameren Corp. | 101,374 | 8,684,711 |
CenterPoint Energy, Inc. | 328,705 | 9,890,733 |
CMS Energy Corp. | 113,296 | 6,918,987 |
36 | JOHN HANCOCK MULTIFACTOR ETFS | QUARTERLY REPORT | SEE NOTES TO FUNDS’ INVESTMENTS |
MULTIFACTOR MID CAP ETF (continued)
Shares or Principal Amount | Value | |
Utilities (continued) | ||
Multi-utilities (continued) | ||
DTE Energy Company | 70,424 | $8,049,463 |
NiSource, Inc. | 284,112 | 7,909,678 |
WEC Energy Group, Inc. | 85,562 | 7,688,601 |
Water utilities – 0.4% | ||
American Water Works Company, Inc. | 55,228 | 8,142,264 |
Essential Utilities, Inc. | 91,680 | 3,877,147 |
SHORT-TERM INVESTMENTS – 0.2% | $6,735,003 | |
(Cost $6,734,952) | ||
Short-term funds – 0.2% | 6,735,003 | |
John Hancock Collateral Trust, 5.2927% (D)(E) | 310,960 | 3,108,045 |
State Street Institutional U.S. Government Money Market Fund, Premier Class, 5.1769% (D) | 3,626,958 | 3,626,958 |
Total investments (Multifactor Mid Cap ETF) (Cost $2,825,150,631) 100.1% | $3,309,408,978 | |
Other assets and liabilities, net (0.1%) | (2,784,038) | |
Total net assets 100.0% | $3,306,624,940 |
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) | Security is valued using significant unobservable inputs and is classified as Level 3 in the fair value hierarchy. |
(C) | All or a portion of this security is on loan as of 7-31-23. The value of securities on loan amounted to $19,851,587. In addition to the cash collateral invested in John Hancock Collateral Trust, if any, non-cash collateral of $16,865,490 in the form of U.S. Treasuries was pledged to the fund. |
(D) | The rate shown is the annualized seven-day yield as of 7-31-23. |
(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 7-31-23 (unaudited)
Shares or Principal Amount | Value | |
COMMON STOCKS – 99.6% | $373,135,080 | |
(Cost $320,148,313) | ||
Communication services – 1.9% | 7,199,423 | |
Diversified telecommunication services – 0.2% | ||
Frontier Communications Parent, Inc. (A) | 41,818 | 761,506 |
Entertainment – 0.7% | ||
Madison Square Garden Sports Corp. | 5,229 | 1,112,470 |
World Wrestling Entertainment, Inc., Class A | 12,602 | 1,323,210 |
Interactive media and services – 0.3% | ||
Bumble, Inc., Class A (A) | 21,586 | 399,773 |
Ziff Davis, Inc. (A) | 11,715 | 849,572 |
Media – 0.7% | ||
Cable One, Inc. | 56 | 40,541 |
Nexstar Media Group, Inc. | 2,731 | 509,932 |
MULTIFACTOR SMALL CAP ETF (continued)
Shares or Principal Amount | Value | |
Communication services (continued) | ||
Media (continued) | ||
TEGNA, Inc. | 52,129 | $880,980 |
The New York Times Company, Class A | 32,420 | 1,321,439 |
Consumer discretionary – 12.3% | 46,128,115 | |
Automobile components – 1.0% | ||
Adient PLC (A) | 20,764 | 883,716 |
Fox Factory Holding Corp. (A) | 11,631 | 1,301,509 |
QuantumScape Corp. (A)(B) | 52,278 | 695,820 |
Visteon Corp. (A) | 6,499 | 1,001,431 |
Automobiles – 0.4% | ||
Harley-Davidson, Inc. | 4,821 | 186,139 |
Thor Industries, Inc. | 11,682 | 1,349,154 |
Broadline retail – 0.6% | ||
Dillard’s, Inc., Class A (B) | 844 | 289,526 |
Macy’s, Inc. | 55,876 | 926,983 |
Ollie’s Bargain Outlet Holdings, Inc. (A) | 14,543 | 1,059,894 |
Diversified consumer services – 0.8% | ||
Bright Horizons Family Solutions, Inc. (A) | 11,954 | 1,159,897 |
Grand Canyon Education, Inc. (A) | 6,977 | 757,353 |
H&R Block, Inc. | 35,226 | 1,183,946 |
Hotels, restaurants and leisure – 3.5% | ||
Dutch Bros, Inc., Class A (A)(B) | 9,277 | 287,680 |
Hilton Grand Vacations, Inc. (A) | 19,353 | 899,915 |
International Game Technology PLC | 19,634 | 664,218 |
Life Time Group Holdings, Inc. (A) | 10,675 | 193,111 |
Light & Wonder, Inc. (A) | 20,518 | 1,442,415 |
Marriott Vacations Worldwide Corp. | 9,569 | 1,229,712 |
Norwegian Cruise Line Holdings, Ltd. (A) | 80,937 | 1,786,280 |
Penn Entertainment, Inc. (A) | 33,700 | 885,973 |
Red Rock Resorts, Inc., Class A | 11,450 | 555,325 |
SeaWorld Entertainment, Inc. (A) | 9,589 | 530,943 |
The Wendy’s Company | 52,322 | 1,124,400 |
Travel + Leisure Company | 17,943 | 730,818 |
Wingstop, Inc. | 7,825 | 1,319,139 |
Wyndham Hotels & Resorts, Inc. | 18,924 | 1,474,558 |
Household durables – 2.3% | ||
Installed Building Products, Inc. | 4,519 | 668,902 |
Leggett & Platt, Inc. | 30,543 | 893,688 |
Newell Brands, Inc. | 87,913 | 981,109 |
Skyline Champion Corp. (A) | 11,824 | 823,660 |
Taylor Morrison Home Corp. (A) | 23,323 | 1,129,300 |
Toll Brothers, Inc. | 23,282 | 1,870,243 |
TopBuild Corp. (A) | 8,009 | 2,193,905 |
Leisure products – 1.0% | ||
Acushnet Holdings Corp. | 7,138 | 425,639 |
Brunswick Corp. | 19,017 | 1,641,357 |
Topgolf Callaway Brands Corp. (A) | 30,969 | 618,451 |
YETI Holdings, Inc. (A) | 19,566 | 833,512 |
SEE NOTES TO FUNDS’ INVESTMENTS | QUARTERLY REPORT | JOHN HANCOCK MULTIFACTOR ETFS | 37 |
MULTIFACTOR SMALL CAP ETF (continued)
Shares or Principal Amount | Value | |
Consumer discretionary (continued) | ||
Specialty retail – 1.9% | ||
Academy Sports & Outdoors, Inc. | 17,365 | $1,038,253 |
Asbury Automotive Group, Inc. (A) | 4,769 | 1,075,886 |
Foot Locker, Inc. | 20,275 | 544,789 |
Murphy USA, Inc. | 4,510 | 1,384,705 |
Signet Jewelers, Ltd. | 9,443 | 760,067 |
The Gap, Inc. | 54,619 | 562,576 |
Valvoline, Inc. | 46,766 | 1,775,705 |
Textiles, apparel and luxury goods – 0.8% | ||
Capri Holdings, Ltd. (A) | 4,709 | 173,809 |
Columbia Sportswear Company | 7,123 | 559,939 |
PVH Corp. | 17,699 | 1,586,538 |
Under Armour, Inc., Class A (A) | 43,476 | 350,417 |
Under Armour, Inc., Class C (A) | 42,562 | 315,810 |
Consumer staples – 3.2% | 11,978,869 | |
Beverages – 0.5% | ||
Coca-Cola Consolidated, Inc. | 1,106 | 700,551 |
National Beverage Corp. (A) | 6,140 | 324,499 |
The Boston Beer Company, Inc., Class A (A) | 2,185 | 811,596 |
Food products – 1.8% | ||
Flowers Foods, Inc. | 44,764 | 1,106,118 |
Hostess Brands, Inc. (A) | 30,227 | 726,657 |
Ingredion, Inc. | 13,838 | 1,539,616 |
Lancaster Colony Corp. | 5,384 | 1,037,120 |
Pilgrim’s Pride Corp. (A) | 9,395 | 232,714 |
Post Holdings, Inc. (A) | 11,925 | 1,017,203 |
Seaboard Corp. | 74 | 266,770 |
The Simply Good Foods Company (A) | 22,827 | 883,633 |
Household products – 0.1% | ||
Reynolds Consumer Products, Inc. | 12,520 | 346,554 |
Personal care products – 0.8% | ||
BellRing Brands, Inc. (A) | 29,986 | 1,077,997 |
e.l.f. Beauty, Inc. (A) | 11,730 | 1,369,126 |
Inter Parfums, Inc. | 3,602 | 538,715 |
Energy – 6.6% | 24,871,180 | |
Energy equipment and services – 2.2% | ||
Cactus, Inc., Class A | 14,033 | 712,596 |
ChampionX Corp. | 41,530 | 1,478,468 |
Helmerich & Payne, Inc. | 19,749 | 884,163 |
Noble Corp. PLC (A) | 22,913 | 1,197,663 |
TechnipFMC PLC (A) | 17,516 | 321,243 |
Transocean, Ltd. (A) | 144,258 | 1,269,470 |
Valaris, Ltd. (A) | 12,658 | 972,134 |
Weatherford International PLC (A) | 15,622 | 1,298,188 |
Oil, gas and consumable fuels – 4.4% | ||
Antero Midstream Corp. | 79,913 | 954,161 |
Chord Energy Corp. | 8,348 | 1,309,300 |
Civitas Resources, Inc. | 15,112 | 1,131,284 |
MULTIFACTOR SMALL CAP ETF (continued)
Shares or Principal Amount | Value | |
Energy (continued) | ||
Oil, gas and consumable fuels (continued) | ||
Comstock Resources, Inc. (B) | 29,213 | $372,466 |
Denbury, Inc. (A) | 10,505 | 923,495 |
DT Midstream, Inc. | 21,651 | 1,158,762 |
EnLink Midstream LLC (A) | 53,058 | 615,473 |
Kosmos Energy, Ltd. (A) | 100,305 | 712,166 |
Magnolia Oil & Gas Corp., Class A | 37,017 | 819,927 |
Matador Resources Company | 7,720 | 429,464 |
Murphy Oil Corp. | 31,876 | 1,379,275 |
PBF Energy, Inc., Class A | 24,094 | 1,143,019 |
PDC Energy, Inc. | 18,749 | 1,422,862 |
Peabody Energy Corp. (A) | 26,402 | 592,461 |
Permian Resources Corp. | 37,444 | 437,720 |
Range Resources Corp. | 10,242 | 321,906 |
Scorpio Tankers, Inc. | 12,294 | 578,310 |
SM Energy Company | 25,194 | 914,290 |
Southwestern Energy Company (A) | 234,709 | 1,520,914 |
Financials – 16.1% | 60,338,332 | |
Banks – 7.6% | ||
Ameris Bancorp | 15,198 | 663,393 |
Associated Banc-Corp. | 33,409 | 633,101 |
Bank OZK | 33,464 | 1,463,381 |
Cadence Bank | 41,937 | 1,050,522 |
Columbia Banking System, Inc. | 30,704 | 686,234 |
Community Bank System, Inc. | 13,409 | 721,806 |
CVB Financial Corp. | 29,991 | 565,930 |
First Financial Bankshares, Inc. | 35,187 | 1,146,744 |
First Hawaiian, Inc. | 29,576 | 611,927 |
First Interstate BancSystem, Inc., Class A | 19,752 | 567,475 |
FNB Corp. | 81,955 | 1,048,204 |
Glacier Bancorp, Inc. | 25,738 | 841,633 |
Hancock Whitney Corp. | 19,206 | 845,256 |
Home BancShares, Inc. | 43,595 | 1,059,794 |
Independent Bank Corp. | 10,405 | 626,901 |
New York Community Bancorp, Inc. | 156,009 | 2,163,845 |
Old National Bancorp | 67,573 | 1,150,768 |
PacWest Bancorp | 27,280 | 253,704 |
Pinnacle Financial Partners, Inc. | 19,685 | 1,494,092 |
Popular, Inc. | 21,249 | 1,541,615 |
Prosperity Bancshares, Inc. | 17,722 | 1,122,157 |
ServisFirst Bancshares, Inc. | 11,898 | 710,073 |
SouthState Corp. | 18,615 | 1,445,827 |
Synovus Financial Corp. | 36,557 | 1,239,282 |
UMB Financial Corp. | 9,129 | 648,159 |
United Bankshares, Inc. | 34,231 | 1,144,685 |
United Community Banks, Inc. | 26,465 | 769,338 |
Valley National Bancorp | 101,763 | 1,044,088 |
Wintrust Financial Corp. | 13,908 | 1,173,279 |
Capital markets – 2.0% | ||
Affiliated Managers Group, Inc. | 10,345 | 1,434,231 |
38 | JOHN HANCOCK MULTIFACTOR ETFS | QUARTERLY REPORT | SEE NOTES TO FUNDS’ INVESTMENTS |
MULTIFACTOR SMALL CAP ETF (continued)
Shares or Principal Amount | Value | |
Financials (continued) | ||
Capital markets (continued) | ||
Cohen & Steers, Inc. | 6,263 | $402,774 |
Evercore, Inc., Class A | 7,154 | 966,219 |
Federated Hermes, Inc. | 19,256 | 651,430 |
Hamilton Lane, Inc., Class A | 8,003 | 707,705 |
Houlihan Lokey, Inc. | 13,594 | 1,357,361 |
Janus Henderson Group PLC | 43,305 | 1,271,002 |
Moelis & Company, Class A (B) | 14,274 | 696,999 |
Consumer finance – 1.2% | ||
Credit Acceptance Corp. (A) | 1,408 | 783,693 |
FirstCash Holdings, Inc. | 8,457 | 805,783 |
Nelnet, Inc., Class A | 3,040 | 299,987 |
OneMain Holdings, Inc. | 27,315 | 1,242,286 |
SLM Corp. | 79,644 | 1,288,640 |
Financial services – 2.1% | ||
Enact Holdings, Inc. | 6,850 | 186,320 |
Essent Group, Ltd. | 28,211 | 1,399,266 |
Euronet Worldwide, Inc. (A) | 11,036 | 969,733 |
Jackson Financial, Inc., Class A | 19,374 | 639,729 |
MGIC Investment Corp. | 87,111 | 1,458,238 |
Radian Group, Inc. | 46,146 | 1,242,712 |
Shift4 Payments, Inc., Class A (A) | 10,476 | 722,739 |
TFS Financial Corp. | 14,938 | 216,750 |
The Western Union Company | 86,158 | 1,049,404 |
Insurance – 3.2% | ||
American Equity Investment Life Holding Company | 18,686 | 1,002,878 |
Assured Guaranty, Ltd. | 13,731 | 820,839 |
Axis Capital Holdings, Ltd. | 21,441 | 1,181,828 |
Brighthouse Financial, Inc. (A) | 16,221 | 845,601 |
BRP Group, Inc., Class A (A) | 15,129 | 376,863 |
Enstar Group, Ltd. (A) | 2,797 | 715,696 |
First American Financial Corp. | 23,456 | 1,486,641 |
Kemper Corp. | 14,062 | 716,740 |
Lincoln National Corp. | 5,191 | 145,556 |
RLI Corp. | 10,295 | 1,373,456 |
Selective Insurance Group, Inc. | 14,575 | 1,503,994 |
The Hanover Insurance Group, Inc. | 8,743 | 992,156 |
White Mountains Insurance Group, Ltd. | 614 | 949,870 |
Health care – 9.0% | 33,520,085 | |
Biotechnology – 2.8% | ||
Alkermes PLC (A) | 36,477 | 1,068,047 |
CRISPR Therapeutics AG (A)(B) | 16,627 | 953,226 |
Cytokinetics, Inc. (A) | 21,784 | 726,496 |
Denali Therapeutics, Inc. (A) | 22,543 | 640,897 |
Exelixis, Inc. (A) | 71,881 | 1,416,773 |
Halozyme Therapeutics, Inc. (A) | 36,893 | 1,584,923 |
ImmunoGen, Inc. (A) | 4,716 | 84,039 |
Intellia Therapeutics, Inc. (A) | 17,646 | 746,955 |
Ionis Pharmaceuticals, Inc. (A) | 30,898 | 1,280,104 |
MULTIFACTOR SMALL CAP ETF (continued)
Shares or Principal Amount | Value | |
Health care (continued) | ||
Biotechnology (continued) | ||
Madrigal Pharmaceuticals, Inc. (A) | 3,180 | $652,854 |
Natera, Inc. (A) | 19,635 | 887,895 |
PTC Therapeutics, Inc. (A) | 13,539 | 546,163 |
Health care equipment and supplies – 1.8% | ||
Envista Holdings Corp. (A) | 9,440 | 324,830 |
Globus Medical, Inc., Class A (A) | 17,284 | 1,041,707 |
Haemonetics Corp. (A) | 11,458 | 1,056,886 |
Integra LifeSciences Holdings Corp. (A) | 18,661 | 848,516 |
Lantheus Holdings, Inc. (A) | 15,274 | 1,321,048 |
Merit Medical Systems, Inc. (A) | 12,970 | 968,470 |
QuidelOrtho Corp. (A) | 12,781 | 1,116,548 |
Health care providers and services – 2.7% | ||
AMN Healthcare Services, Inc. (A) | 9,550 | 1,023,283 |
Encompass Health Corp. | 22,846 | 1,508,521 |
HealthEquity, Inc. (A) | 19,107 | 1,298,130 |
Option Care Health, Inc. (A) | 32,533 | 1,098,965 |
Premier, Inc., Class A | 31,377 | 870,712 |
Select Medical Holdings Corp. | 22,582 | 677,686 |
Surgery Partners, Inc. (A)(B) | 15,200 | 587,176 |
Tenet Healthcare Corp. (A) | 22,053 | 1,648,021 |
The Ensign Group, Inc. | 14,024 | 1,358,505 |
Health care technology – 0.2% | ||
Evolent Health, Inc., Class A (A) | 22,929 | 696,812 |
Life sciences tools and services – 1.0% | ||
10X Genomics, Inc., Class A (A) | 19,242 | 1,211,861 |
Maravai LifeSciences Holdings, Inc., Class A (A) | 20,383 | 230,532 |
Medpace Holdings, Inc. (A) | 6,996 | 1,771,177 |
Sotera Health Company (A) | 20,734 | 393,531 |
Syneos Health, Inc. (A) | 2,014 | 85,414 |
Pharmaceuticals – 0.5% | ||
Intra-Cellular Therapies, Inc. (A) | 6,236 | 385,634 |
Organon & Company | 13,996 | 307,632 |
Perrigo Company PLC | 30,025 | 1,100,116 |
Industrials – 20.7% | 77,584,479 | |
Aerospace and defense – 2.0% | ||
BWX Technologies, Inc. | 20,006 | 1,380,414 |
Curtiss-Wright Corp. | 9,576 | 1,832,463 |
Hexcel Corp. | 18,865 | 1,333,378 |
Parsons Corp. (A) | 8,992 | 444,385 |
Spirit AeroSystems Holdings, Inc., Class A | 24,024 | 764,444 |
Woodward, Inc. | 13,021 | 1,567,468 |
Air freight and logistics – 0.5% | ||
GXO Logistics, Inc. (A) | 25,326 | 1,698,615 |
Building products – 2.0% | ||
AAON, Inc. | 9,458 | 995,549 |
Armstrong World Industries, Inc. | 12,579 | 973,111 |
Simpson Manufacturing Company, Inc. | 10,531 | 1,663,898 |
The AZEK Company, Inc. (A) | 24,819 | 774,353 |
SEE NOTES TO FUNDS’ INVESTMENTS | QUARTERLY REPORT | JOHN HANCOCK MULTIFACTOR ETFS | 39 |
MULTIFACTOR SMALL CAP ETF (continued)
Shares or Principal Amount | Value | |
Industrials (continued) | ||
Building products (continued) | ||
Trex Company, Inc. (A) | 23,800 | $1,645,532 |
UFP Industries, Inc. | 15,484 | 1,591,136 |
Commercial services and supplies – 1.1% | ||
Casella Waste Systems, Inc., Class A (A) | 11,568 | 933,422 |
Driven Brands Holdings, Inc. (A) | 14,057 | 363,655 |
MSA Safety, Inc. | 9,160 | 1,520,560 |
Stericycle, Inc. (A) | 20,584 | 874,614 |
UniFirst Corp. | 3,366 | 546,302 |
Construction and engineering – 1.3% | ||
API Group Corp. (A) | 42,222 | 1,214,305 |
Comfort Systems USA, Inc. | 7,753 | 1,348,789 |
Fluor Corp. (A) | 31,545 | 977,264 |
MDU Resources Group, Inc. | 48,026 | 1,062,335 |
Valmont Industries, Inc. | 1,581 | 418,570 |
Electrical equipment – 1.6% | ||
Acuity Brands, Inc. | 8,707 | 1,438,745 |
Atkore, Inc. (A) | 8,478 | 1,345,204 |
Encore Wire Corp. | 3,922 | 669,446 |
EnerSys | 9,100 | 985,712 |
Shoals Technologies Group, Inc., Class A (A) | 30,296 | 786,484 |
Sunrun, Inc. (A) | 46,420 | 881,052 |
Ground transportation – 1.4% | ||
Hertz Global Holdings, Inc. (A) | 32,398 | 545,906 |
Landstar System, Inc. | 8,853 | 1,802,382 |
Ryder System, Inc. | 10,539 | 1,076,559 |
Schneider National, Inc., Class B | 12,581 | 387,621 |
XPO, Inc. (A) | 22,939 | 1,588,296 |
Machinery – 4.1% | ||
Allison Transmission Holdings, Inc. | 26,652 | 1,564,206 |
Chart Industries, Inc. (A) | 9,120 | 1,661,299 |
Crane Company (A) | 12,279 | 1,150,420 |
Crane NXT Company | 12,279 | 726,303 |
Flowserve Corp. | 32,732 | 1,235,960 |
Franklin Electric Company, Inc. | 8,803 | 869,912 |
Gates Industrial Corp. PLC (A) | 23,604 | 321,486 |
Hillenbrand, Inc. | 13,412 | 696,619 |
John Bean Technologies Corp. | 8,226 | 1,016,816 |
Mueller Industries, Inc. | 12,328 | 999,308 |
Oshkosh Corp. | 14,962 | 1,377,551 |
Terex Corp. | 14,817 | 868,721 |
The Timken Company | 16,291 | 1,512,782 |
Watts Water Technologies, Inc., Class A | 6,809 | 1,270,083 |
Marine transportation – 0.1% | ||
Kirby Corp. (A) | 3,251 | 264,891 |
Passenger airlines – 0.3% | ||
Alaska Air Group, Inc. (A) | 7,256 | 352,859 |
Copa Holdings SA, Class A | 6,291 | 742,464 |
MULTIFACTOR SMALL CAP ETF (continued)
Shares or Principal Amount | Value | |
Industrials (continued) | ||
Professional services – 3.3% | ||
Alight, Inc., Class A (A) | 67,307 | $658,262 |
ASGN, Inc. (A) | 13,079 | 998,189 |
Dun & Bradstreet Holdings, Inc. | 58,838 | 695,465 |
ExlService Holdings, Inc. (A) | 7,328 | 1,032,882 |
Exponent, Inc. | 12,377 | 1,108,732 |
FTI Consulting, Inc. (A) | 8,530 | 1,494,115 |
Insperity, Inc. | 8,276 | 973,671 |
ManpowerGroup, Inc. | 14,345 | 1,131,534 |
Maximus, Inc. | 15,236 | 1,276,167 |
Paycor HCM, Inc. (A) | 14,345 | 385,307 |
Science Applications International Corp. | 13,117 | 1,591,617 |
TriNet Group, Inc. (A) | 10,398 | 1,094,182 |
Trading companies and distributors – 3.0% | ||
Air Lease Corp. | 29,420 | 1,245,643 |
Applied Industrial Technologies, Inc. | 8,534 | 1,237,345 |
Beacon Roofing Supply, Inc. (A) | 10,785 | 923,951 |
Core & Main, Inc., Class A (A) | 15,655 | 494,855 |
GATX Corp. | 8,132 | 1,019,428 |
Herc Holdings, Inc. | 5,692 | 761,760 |
MSC Industrial Direct Company, Inc., Class A | 10,185 | 1,027,870 |
SiteOne Landscape Supply, Inc. (A) | 9,537 | 1,621,290 |
Triton International, Ltd. | 13,117 | 1,105,894 |
Univar Solutions, Inc. (A) | 45,453 | 1,642,671 |
Information technology – 14.5% | 54,231,446 | |
Communications equipment – 0.4% | ||
Calix, Inc. (A) | 13,111 | 591,437 |
Lumentum Holdings, Inc. (A) | 15,053 | 788,175 |
Electronic equipment, instruments and components – 4.2% | ||
Advanced Energy Industries, Inc. | 8,380 | 1,049,008 |
Avnet, Inc. | 20,802 | 1,008,897 |
Badger Meter, Inc. | 6,594 | 1,085,636 |
Belden, Inc. | 9,485 | 916,630 |
Coherent Corp. (A) | 26,643 | 1,261,812 |
Fabrinet (A) | 8,346 | 1,031,899 |
Insight Enterprises, Inc. (A) | 7,444 | 1,091,960 |
IPG Photonics Corp. (A) | 6,655 | 874,800 |
Littelfuse, Inc. | 6,056 | 1,844,658 |
National Instruments Corp. | 32,668 | 1,927,412 |
Novanta, Inc. (A) | 9,610 | 1,700,009 |
Sanmina Corp. (A) | 13,093 | 804,696 |
Vontier Corp. | 33,391 | 1,032,784 |
IT services – 0.5% | ||
DXC Technology Company (A) | 43,081 | 1,191,190 |
Kyndryl Holdings, Inc. (A) | 46,592 | 636,447 |
Semiconductors and semiconductor equipment – 3.8% | ||
Ambarella, Inc. (A) | 9,635 | 803,752 |
Amkor Technology, Inc. | 25,367 | 737,926 |
Axcelis Technologies, Inc. (A) | 7,249 | 1,453,280 |
40 | JOHN HANCOCK MULTIFACTOR ETFS | QUARTERLY REPORT | SEE NOTES TO FUNDS’ INVESTMENTS |
MULTIFACTOR SMALL CAP ETF (continued)
Shares or Principal Amount | Value | |
Information technology (continued) | ||
Semiconductors and semiconductor equipment (continued) | ||
Cirrus Logic, Inc. (A) | 16,006 | $1,293,285 |
Diodes, Inc. (A) | 9,923 | 937,624 |
MACOM Technology Solutions Holdings, Inc. (A) | 11,921 | 833,516 |
MKS Instruments, Inc. | 2,895 | 316,047 |
Onto Innovation, Inc. (A) | 10,781 | 1,340,294 |
Power Integrations, Inc. | 15,015 | 1,458,557 |
Rambus, Inc. (A) | 24,229 | 1,516,978 |
Silicon Laboratories, Inc. (A) | 9,040 | 1,348,226 |
Synaptics, Inc. (A) | 8,860 | 800,147 |
Universal Display Corp. | 9,119 | 1,330,280 |
Software – 4.7% | ||
Altair Engineering, Inc., Class A (A) | 12,089 | 905,950 |
Box, Inc., Class A (A) | 36,923 | 1,153,844 |
DoubleVerify Holdings, Inc. (A) | 17,679 | 744,286 |
Elastic NV (A) | 16,400 | 1,089,780 |
EngageSmart, Inc. (A) | 6,396 | 121,268 |
Envestnet, Inc. (A) | 12,512 | 775,494 |
Five9, Inc. (A) | 5,242 | 459,986 |
Freshworks, Inc., Class A (A) | 34,384 | 641,605 |
Guidewire Software, Inc. (A) | 17,903 | 1,518,532 |
Informatica, Inc., Class A (A) | 8,935 | 170,122 |
Instructure Holdings, Inc. (A) | 4,150 | 112,756 |
NCR Corp. (A) | 29,603 | 795,729 |
New Relic, Inc. (A) | 12,049 | 1,011,875 |
Nutanix, Inc., Class A (A) | 36,802 | 1,111,420 |
PowerSchool Holdings, Inc., Class A (A) | 17,417 | 420,969 |
Qualys, Inc. (A) | 8,492 | 1,178,690 |
Smartsheet, Inc., Class A (A) | 28,353 | 1,258,873 |
SPS Commerce, Inc. (A) | 8,232 | 1,484,970 |
Tenable Holdings, Inc. (A) | 25,101 | 1,221,415 |
Teradata Corp. (A) | 22,704 | 1,290,722 |
Workiva, Inc. (A) | 2,415 | 254,275 |
Technology hardware, storage and peripherals – 0.9% | ||
Super Micro Computer, Inc. (A) | 10,602 | 3,501,523 |
Materials – 6.5% | 24,335,677 | |
Chemicals – 3.5% | ||
Ashland, Inc. | 14,281 | 1,304,712 |
Avient Corp. | 19,951 | 808,614 |
Axalta Coating Systems, Ltd. (A) | 46,701 | 1,494,432 |
Balchem Corp. | 7,579 | 1,021,194 |
Cabot Corp. | 12,198 | 866,058 |
Element Solutions, Inc. | 50,285 | 1,053,974 |
HB Fuller Company | 11,936 | 883,622 |
Huntsman Corp. | 36,758 | 1,094,286 |
Livent Corp. (A)(B) | 39,178 | 964,562 |
NewMarket Corp. | 1,558 | 703,749 |
Quaker Chemical Corp. | 3,121 | 625,386 |
The Chemours Company | 40,785 | 1,508,229 |
The Scotts Miracle-Gro Company (B) | 9,153 | 641,076 |
MULTIFACTOR SMALL CAP ETF (continued)
Shares or Principal Amount | Value | |
Materials (continued) | ||
Construction materials – 0.9% | ||
Eagle Materials, Inc. | 10,079 | $1,858,265 |
Knife River Corp. (A) | 11,949 | 519,423 |
Summit Materials, Inc., Class A (A) | 25,801 | 933,480 |
Containers and packaging – 0.9% | ||
Greif, Inc., Class A | 5,865 | 433,834 |
Greif, Inc., Class B | 983 | 77,726 |
O-I Glass, Inc. (A) | 33,226 | 762,869 |
Silgan Holdings, Inc. | 19,373 | 849,506 |
Sonoco Products Company | 21,808 | 1,278,821 |
Metals and mining – 0.8% | ||
ATI, Inc. (A) | 27,463 | 1,309,436 |
Commercial Metals Company | 25,408 | 1,453,846 |
U.S. Steel Corp. | 13,540 | 345,270 |
Paper and forest products – 0.4% | ||
Louisiana-Pacific Corp. | 20,272 | 1,543,307 |
Real estate – 5.2% | 19,497,249 | |
Diversified REITs – 0.4% | ||
Broadstone Net Lease, Inc. | 40,947 | 667,436 |
Essential Properties Realty Trust, Inc. | 34,386 | 844,176 |
Health care REITs – 0.6% | ||
Medical Properties Trust, Inc. | 132,292 | 1,334,826 |
Physicians Realty Trust | 53,563 | 789,519 |
Hotel and resort REITs – 0.5% | ||
Apple Hospitality REIT, Inc. | 45,931 | 711,931 |
Ryman Hospitality Properties, Inc. | 11,681 | 1,113,082 |
Industrial REITs – 0.6% | ||
STAG Industrial, Inc. | 38,826 | 1,409,384 |
Terreno Realty Corp. | 17,858 | 1,059,694 |
Office REITs – 0.7% | ||
Cousins Properties, Inc. | 35,627 | 870,368 |
Kilroy Realty Corp. | 24,058 | 858,871 |
Vornado Realty Trust | 38,630 | 868,402 |
Real estate management and development – 0.2% | ||
The Howard Hughes Corp. (A) | 7,615 | 642,934 |
Residential REITs – 0.3% | ||
Apartment Income REIT Corp. | 34,196 | 1,181,130 |
Retail REITs – 1.2% | ||
Agree Realty Corp. | 17,269 | 1,118,686 |
Kite Realty Group Trust | 49,218 | 1,126,108 |
Phillips Edison & Company, Inc. | 27,092 | 956,619 |
Spirit Realty Capital, Inc. | 31,651 | 1,276,485 |
Specialized REITs – 0.7% | ||
National Storage Affiliates Trust | 18,200 | 614,978 |
PotlatchDeltic Corp. | 17,631 | 945,551 |
Rayonier, Inc. | 33,426 | 1,107,069 |
SEE NOTES TO FUNDS’ INVESTMENTS | QUARTERLY REPORT | JOHN HANCOCK MULTIFACTOR ETFS | 41 |
MULTIFACTOR SMALL CAP ETF (continued)
Shares or Principal Amount | Value | |
Utilities – 3.6% | $13,450,225 | |
Electric utilities – 1.3% | ||
ALLETE, Inc. | 12,772 | 733,496 |
Hawaiian Electric Industries, Inc. | 25,733 | 987,890 |
IDACORP, Inc. | 11,992 | 1,233,017 |
PNM Resources, Inc. | 19,936 | 893,532 |
Portland General Electric Company | 20,556 | 979,905 |
Gas utilities – 1.4% | ||
National Fuel Gas Company | 20,439 | 1,085,515 |
New Jersey Resources Corp. | 22,354 | 999,224 |
ONE Gas, Inc. | 12,222 | 967,127 |
Southwest Gas Holdings, Inc. | 15,443 | 1,018,311 |
Spire, Inc. | 11,728 | 745,549 |
UGI Corp. | 17,579 | 474,457 |
Independent power and renewable electricity producers –0.2% | ||
Ormat Technologies, Inc. | 11,043 | 897,796 |
Multi-utilities – 0.5% | ||
Black Hills Corp. | 14,943 | 901,511 |
NorthWestern Corp. | 13,620 | 769,121 |
Water utilities – 0.2% | ||
American States Water Company | 8,639 | 763,774 |
SHORT-TERM INVESTMENTS – 0.4% | $1,318,472 | |
(Cost $1,318,467) | ||
Short-term funds – 0.4% | 1,318,472 | |
John Hancock Collateral Trust, 5.2927% (C)(D) | 76,685 | 766,470 |
State Street Institutional U.S. Government Money Market Fund, Premier Class, 5.1769% (C) | 552,002 | 552,002 |
Total investments (Multifactor Small Cap ETF) (Cost $321,466,780) 100.0% | $374,453,552 | |
Other assets and liabilities, net 0.0% | 153,988 | |
Total net assets 100.0% | $374,607,540 |
The percentage shown for each investment category is the total value of the category as a percentage of the net assets of the fund. | |
Security Abbreviations and Legend | |
(A) | Non-income producing security. |
(B) | All or a portion of this security is on loan as of 7-31-23. The value of securities on loan amounted to $4,805,772. In addition to the cash collateral invested in John Hancock Collateral Trust, if any, non-cash collateral of $4,149,420 in the form of U.S. Treasuries was pledged to the fund. |
(C) | The rate shown is the annualized seven-day yield as of 7-31-23. |
(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. |
42 | JOHN HANCOCK MULTIFACTOR ETFS | QUARTERLY REPORT | SEE NOTES TO FUNDS’ INVESTMENTS |
Notes to Funds’ investments (unaudited) |
Security valuation. Investments are stated at value as of the scheduled close of regular trading on the New York Stock Exchange (NYSE), normally at 4:00 P.M., Eastern Time. In case of emergency or other disruption resulting in the NYSE not opening for trading or the NYSE closing at a time other than the regularly scheduled close, the net asset value (NAV) may be determined as of the regularly scheduled close of the NYSE pursuant to the Advisor’s Valuation Policies and Procedures.
In order to value the securities, the funds use the following valuation techniques: Equity securities, including exchange-traded and closed-end funds, are typically valued at the last sale price or official closing price on the exchange or principal market where the security trades. In the event there were no sales during the day or closing prices are not available, the securities are valued using the last available bid price. Investments by the funds in open-end mutual funds, including John Hancock Collateral Trust, are valued at their respective NAVs each business day. Foreign securities and currencies are valued in U.S. dollars based on foreign currency exchange rates supplied by an independent pricing vendor valued at London close.
In certain instances, the Pricing Committee 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 July 31, 2023, by major security category or type:
Total value at 7-31-23 | 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 | $37,488,817 | $37,488,817 | — | — |
Austria | 1,070,791 | 1,070,791 | — | — |
Belgium | 4,664,273 | 4,664,273 | — | — |
Chile | 345,229 | 345,229 | — | — |
Denmark | 15,381,302 | 15,381,302 | — | — |
Finland | 6,273,290 | 6,273,290 | — | — |
France | 58,309,555 | 58,309,555 | — | — |
Germany | 36,729,713 | 36,729,713 | — | — |
Hong Kong | 10,937,214 | 10,937,214 | — | — |
Ireland | 6,094,366 | 6,094,366 | — | — |
Israel | 1,904,964 | 1,904,964 | — | — |
Italy | 12,486,070 | 12,486,070 | — | — |
Japan | 126,567,573 | 126,567,573 | — | — |
Luxembourg | 1,510,478 | 1,510,478 | — | — |
Macau | 105,287 | 105,287 | — | — |
Malaysia | 217,331 | 217,331 | — | — |
Mexico | 65,987 | 65,987 | — | — |
Netherlands | 25,047,518 | 25,047,518 | — | — |
New Zealand | 806,759 | 806,759 | — | — |
Norway | 2,839,592 | 2,839,592 | — | — |
| | 43 |
Total value at 7-31-23 | Level 1 quoted price | Level 2 significant observable inputs | Level 3 significant unobservable inputs | |
Multifactor Developed International ETF (continued) | ||||
Portugal | $1,433,785 | $1,433,785 | — | — |
Singapore | 8,612,991 | 8,612,991 | — | — |
Spain | 13,368,903 | 13,368,903 | — | — |
Sweden | 14,025,794 | 14,025,794 | — | — |
Switzerland | 52,651,055 | 52,651,055 | — | — |
United Arab Emirates | 1 | — | $1 | — |
United Kingdom | 77,754,941 | 77,754,941 | — | — |
United States | 51,230 | 51,230 | — | — |
Preferred securities | 3,463,104 | 3,463,104 | — | — |
Rights | — | — | — | — |
Short-term investments | 1,645,255 | 1,645,255 | — | — |
Total investments in securities | $521,853,168 | $521,853,167 | $1 | — |
Level 3 includes securities valued at $0. Refer to Funds’ investments. | ||||
Multifactor Emerging Markets ETF | ||||
Investments in securities: | ||||
Assets | ||||
Common stocks | ||||
Brazil | $30,146,572 | $30,146,572 | — | — |
Cayman Islands | 234,197 | 234,197 | — | — |
Chile | 3,213,367 | 3,213,367 | — | — |
China | 156,816,190 | 156,816,190 | — | — |
Hong Kong | 9,586,477 | 9,586,477 | — | — |
India | 138,270,013 | 137,315,769 | — | $954,244 |
Indonesia | 16,968,369 | 16,968,369 | — | — |
Ireland | 2,455,858 | 2,455,858 | — | — |
Malaysia | 12,360,303 | 12,360,303 | — | — |
Mexico | 20,363,219 | 20,363,219 | — | — |
Netherlands | 336,770 | 336,770 | — | — |
Philippines | 7,324,370 | 7,324,370 | — | — |
Poland | 6,737,632 | 6,737,632 | — | — |
Russia | 357,133 | — | — | 357,133 |
Saudi Arabia | 24,157,231 | 24,157,231 | — | — |
South Africa | 27,343,384 | 27,343,384 | — | — |
South Korea | 93,142,944 | 93,142,944 | — | — |
Taiwan | 115,146,562 | 115,146,562 | — | — |
Thailand | 15,460,271 | 15,460,271 | — | — |
Turkey | 3,720,814 | 3,720,814 | — | — |
United Kingdom | 80,561 | 80,561 | — | — |
United States | 925,430 | 925,430 | — | — |
Preferred securities | 13,055,110 | 13,055,110 | — | — |
Rights | — | — | — | — |
Short-term investments | 980,662 | 980,662 | — | — |
Total investments in securities | $699,183,439 | $697,872,062 | — | $1,311,377 |
Multifactor Large Cap ETF | ||||
Investments in securities: | ||||
Assets | ||||
Common stocks | ||||
Communication services | $52,944,179 | $52,944,179 | — | — |
Consumer discretionary | 79,854,722 | 79,854,722 | — | — |
Consumer staples | 51,408,094 | 51,408,094 | — | — |
Energy | 37,182,219 | 37,182,219 | — | — |
Financials | 109,049,741 | 109,049,741 | — | — |
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Total value at 7-31-23 | Level 1 quoted price | Level 2 significant observable inputs | Level 3 significant unobservable inputs | |
Multifactor Large Cap ETF (continued) | ||||
Health care | $98,737,532 | $98,719,374 | — | $18,158 |
Industrials | 96,231,344 | 96,231,344 | — | — |
Information technology | 182,038,728 | 182,038,728 | — | — |
Materials | 32,949,472 | 32,949,472 | — | — |
Real estate | 23,215,764 | 23,215,764 | — | — |
Utilities | 30,365,895 | 30,365,895 | — | — |
Short-term investments | 992,432 | 992,432 | — | — |
Total investments in securities | $794,970,122 | $794,951,964 | — | $18,158 |
Level 3 includes securities valued at $0. Refer to Funds’ investments. | ||||
Multifactor Mid Cap ETF | ||||
Investments in securities: | ||||
Assets | ||||
Common stocks | ||||
Communication services | $103,777,055 | $103,777,055 | — | — |
Consumer discretionary | 420,926,753 | 420,926,753 | — | — |
Consumer staples | 144,974,286 | 144,974,286 | — | — |
Energy | 162,353,695 | 162,353,695 | — | — |
Financials | 454,096,812 | 454,096,812 | — | — |
Health care | 353,412,706 | 353,128,364 | — | $284,342 |
Industrials | 651,065,887 | 651,065,887 | — | — |
Information technology | 454,032,003 | 454,032,003 | — | — |
Materials | 216,203,588 | 216,203,588 | — | — |
Real estate | 164,540,420 | 164,540,420 | — | — |
Utilities | 177,290,770 | 177,290,770 | — | — |
Short-term investments | 6,735,003 | 6,735,003 | — | — |
Total investments in securities | $3,309,408,978 | $3,309,124,636 | — | $284,342 |
Level 3 includes securities valued at $0. Refer to Funds’ investments. | ||||
Multifactor Small Cap ETF | ||||
Investments in securities: | ||||
Assets | ||||
Common stocks | $373,135,080 | $373,135,080 | — | — |
Short-term investments | 1,318,472 | 1,318,472 | — | — |
Total investments in securities | $374,453,552 | $374,453,552 | — | — |
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 | 59,511 | $17,292,826 | $20,027,013 | $(36,724,244) | $(979) | $192 | $58,710 | — | $594,808 |
Multifactor Emerging Markets ETF | |||||||||
John Hancock Collateral Trust | 9,183 | $323,200 | $3,577,611 | $(3,808,585) | $(452) | $13 | $25,294 | — | $91,787 |
| | 45 |
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 Large Cap ETF | |||||||||
John Hancock Collateral Trust | 35,912 | $188,958 | $1,102,757 | $(932,730) | $(48) | $7 | $7,206 | — | $358,944 |
Multifactor Mid Cap ETF | |||||||||
John Hancock Collateral Trust | 310,960 | $1,147,133 | $12,861,507 | $(10,900,415) | $(297) | $117 | $51,507 | — | $3,108,045 |
Multifactor Small Cap ETF | |||||||||
John Hancock Collateral Trust | 76,685 | $619,623 | $4,941,542 | $(4,794,541) | $(208) | $54 | $13,345 | — | $766,470 |
For additional information on the funds’ significant accounting policies and risks, please refer to the funds’ most recent semiannual or annual shareholder report and prospectus.
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