UNITED STATES
SECURITIES AND EXCHANGE COMMISSION
Washington, D.C. 20549
FORM N-CSR
CERTIFIED SHAREHOLDER REPORT OF REGISTERED
MANAGEMENT INVESTMENT COMPANIES
Investment Company Act file number 811- 22733
John Hancock Exchange-Traded Fund Trust (Exact name of registrant as specified in charter)
200 Berkeley Street, Boston, Massachusetts 02116 (Address of principal executive offices) (Zip code)
Salvatore Schiavone
Treasurer
200 Berkeley Street
Boston, Massachusetts 02116
(Name and address of agent for service)
Registrant's telephone number, including area code: 617-543-9634
Date of fiscal year end: | April 30 |
Date of reporting period: | October 31, 2021 |
ITEM 1. REPORTS TO STOCKHOLDERS
The Registrant prepared two semi-annual reports to shareholders, including seventeen funds, for the period ended October 31, 2021, for series of John Hancock Exchange-Traded Funds Trust with April 30 fiscal year end. The first report applies to fifteen John Hancock Multifactor ETF Funds and the second report applies to two John Hancock Fixed Income ETF funds.
President and CEO,
John Hancock Investment Management
Head of Wealth and Asset Management,
United States and Europe
SEMIANNUAL REPORT | JOHN HANCOCK MULTIFACTOR ETFS | 1 |
2 | JOHN HANCOCK MULTIFACTOR ETFS | SEMIANNUAL REPORT |
SEMIANNUAL REPORT | JOHN HANCOCK MULTIFACTOR ETFS | 3 |
Average annual total returns (%) | Cumulative total returns (%) | |||||
1-Year | 5-Year | Since fund inception1 | 6-month | 5-year | Since fund inception1 | |
Net asset value | 47.39 | 18.79 | 15.42 | 7.45 | 136.56 | 139.56 |
Market price | 47.38 | 18.79 | 15.42 | 7.43 | 136.49 | 139.58 |
John Hancock Dimensional Consumer Discretionary Index2 | 48.03 | 19.30 | 15.92 | 7.67 | 141.62 | 146.01 |
Russell 1000 Consumer Discretionary Index3 | 40.03 | 22.97 | 19.59 | 8.22 | 181.16 | 197.39 |
1 | From 9-28-15. |
2 | The John Hancock Dimensional Consumer Discretionary Index is a rules-based index of U.S. consumer discretionary stocks that have been selected based on sources of expected returns. Securities eligible for inclusion in the index are classified according to their market capitalization, as defined by free-float market cap; relative price, as defined by price/book; and profitability, as defined by operating income over book, and are weighted accordingly in favor of smaller, less expensive, more profitable companies. The index is reconstituted and rebalanced on a semiannual basis. Index performance assumes reinvestment of dividends and, unless otherwise indicated, does not reflect the management fees, operating expenses, transaction costs, and other expenses that apply to an ETF. |
3 | The Russell 1000 Consumer Discretionary Index comprises securities of the Russell 1000 Index classified in the consumer discretionary sector. Effective 9-21-20, the underlying components of the Russell 1000 Consumer Discretionary Index reflect a new company classification methodology. Consequently, the custom blended benchmark’s performance consists of 100% of the prior methodology through 9-20-20 and 100% of the current methodology thereafter. |
INDUSTRY COMPOSITION (% of net assets) | |
Specialty retail | 27.8 |
Hotels, restaurants and leisure | 20.3 |
Automobiles | 11.9 |
Textiles, apparel and luxury goods | 9.1 |
Internet and direct marketing retail | 8.8 |
Multiline retail | 6.5 |
Leisure products | 3.0 |
Household durables | 2.7 |
Commercial services and supplies | 1.9 |
Road and rail | 1.7 |
Other | 6.3 |
TOTAL | 100.0 |
TOP TEN HOLDINGS4 (% of net assets) | |
Tesla, Inc. | 8.0 |
The Home Depot, Inc. | 5.4 |
Amazon.com, Inc. | 5.3 |
Target Corp. | 3.2 |
NIKE, Inc., Class B | 3.0 |
Lowe’s Companies, Inc. | 2.3 |
Best Buy Company, Inc. | 2.1 |
McDonald’s Corp. | 2.0 |
The TJX Companies, Inc. | 1.8 |
General Motors Company | 1.8 |
TOTAL | 34.9 |
4 | Listed holdings are a portion of the fund’s total and may change at any time. They are not recommendations to buy or sell any security. Data excludes cash and cash equivalents. |
Gross (%) | 0.71 |
Net (%) | 0.40 |
4 | JOHN HANCOCK MULTIFACTOR ETFS | SEMIANNUAL REPORT |
Average annual total returns (%) | Cumulative total returns (%) | |||||
1-Year | 5-Year | Since fund inception1 | 6-month | 5-year | Since fund inception1 | |
Net asset value | 18.79 | 8.83 | 8.28 | 1.07 | 52.65 | 56.10 |
Market price | 18.70 | 8.82 | 8.28 | 1.04 | 52.57 | 56.06 |
John Hancock Dimensional Consumer Staples Index2 | 19.31 | 9.30 | 8.75 | 1.28 | 55.96 | 59.91 |
Russell 1000 Consumer Staples Index3 | 19.62 | 7.09 | 6.83 | 2.50 | 40.81 | 44.74 |
1 | From 3-28-16. |
2 | The John Hancock Dimensional Consumer Staples Index is a rules-based index of U.S. consumer staples stocks that have been selected based on sources of expected returns. Securities eligible for inclusion in the index are classified according to their market capitalization, as defined by free-float market cap; relative price, as defined by price/book; and profitability, as defined by operating income over book, and are weighted accordingly in favor of smaller, less expensive, more profitable companies. The index is reconstituted and rebalanced on a semiannual basis. Index performance assumes reinvestment of dividends and, unless otherwise indicated, does not reflect the management fees, operating expenses, transaction costs, and other expenses that apply to an ETF. |
3 | The Russell 1000 Consumer Staples Index comprises securities of the Russell 1000 Index classified in the consumer staples sector. Effective 9-21-20, the underlying components of the Russell 1000 Consumer Staples Index reflect a new company classification methodology. Consequently, the custom blended benchmark’s performance consists of 100% of the prior methodology through 9-20-20 and 100% of the current methodology thereafter. |
INDUSTRY COMPOSITION (% of net assets) | |
Food products | 28.9 |
Food and staples retailing | 25.2 |
Beverages | 20.8 |
Household products | 14.6 |
Tobacco | 5.7 |
Chemicals | 3.5 |
Household durables | 0.8 |
Personal products | 0.4 |
Short-term investments and other | 0.1 |
TOTAL | 100.0 |
TOP TEN HOLDINGS4 (% of net assets) | |
Costco Wholesale Corp. | 6.5 |
PepsiCo, Inc. | 6.3 |
Walmart, Inc. | 6.1 |
The Procter & Gamble Company | 6.1 |
The Coca-Cola Company | 6.0 |
Mondelez International, Inc., Class A | 3.7 |
The Kroger Company | 3.4 |
Philip Morris International, Inc. | 3.3 |
Archer-Daniels-Midland Company | 3.1 |
Constellation Brands, Inc., Class A | 3.0 |
TOTAL | 47.5 |
4 | Listed holdings are a portion of the fund’s total and may change at any time. They are not recommendations to buy or sell any security. Data excludes cash and cash equivalents. |
Gross (%) | 0.94 |
Net (%) | 0.40 |
SEMIANNUAL REPORT | JOHN HANCOCK MULTIFACTOR ETFS | 5 |
Average annual total returns (%) | Cumulative total returns (%) | |||
1-Year | Since fund inception1 | 6-month | Since fund inception1 | |
Net asset value | 33.91 | 9.04 | 3.68 | 52.56 |
Market price | 34.04 | 9.15 | 4.56 | 53.29 |
John Hancock Dimensional Developed International Index2 | 34.91 | 9.83 | 3.98 | 58.00 |
MSCI EAFE Index3 | 34.18 | 9.60 | 4.14 | 56.41 |
1 | From 12-15-16. |
2 | The John Hancock Dimensional Developed International Index is a rules-based index of large-cap stocks in developed markets outside of North America that have been selected based on sources of expected returns. Securities eligible for inclusion in the index are classified according to their market capitalization, as defined by free-float market cap; relative price, as defined by price/book; and profitability, as defined by operating income over book, and are weighted accordingly in favor of smaller, less expensive, more profitable companies. The index is reconstituted and rebalanced on a semiannual basis. Index performance assumes reinvestment of dividends and, unless otherwise indicated, does not reflect the management fees, operating expenses, transaction costs, and other expenses that apply to an ETF. |
3 | The MSCI Europe, Australasia, and Far East (EAFE) Index tracks the performance of publicly traded large- and mid-cap stocks of companies in those regions. |
SECTOR COMPOSITION (% of net assets) | |
Industrials | 17.4 |
Financials | 16.5 |
Consumer discretionary | 13.1 |
Health care | 10.1 |
Materials | 10.0 |
Consumer staples | 8.6 |
Information technology | 7.1 |
Communication services | 5.9 |
Utilities | 4.1 |
Energy | 3.5 |
Real estate | 2.5 |
Short-term investments and other | 1.2 |
TOTAL | 100.0 |
TOP TEN HOLDINGS4 (% of net assets) | |
Nestle SA | 1.6 |
ASML Holding NV | 1.3 |
Toyota Motor Corp. | 1.2 |
Roche Holding AG | 1.0 |
LVMH Moet Hennessy Louis Vuitton SE | 0.8 |
Novartis AG | 0.8 |
Novo Nordisk A/S, B Shares | 0.7 |
Cie Generale des Etablissements Michelin SCA | 0.7 |
Royal Dutch Shell PLC, B Shares | 0.7 |
AIA Group, Ltd. | 0.7 |
TOTAL | 9.5 |
4 | Listed holdings are a portion of the fund’s total and may change at any time. They are not recommendations to buy or sell any security. Data excludes cash and cash equivalents. |
Gross (%) | 0.43 |
Net (%) | 0.39 |
6 | JOHN HANCOCK MULTIFACTOR ETFS | SEMIANNUAL REPORT |
Average annual total returns (%) | Cumulative total returns (%) | |||
1-Year | Since fund inception1 | 6-month | Since fund inception1 | |
Net asset value | 22.47 | 7.64 | -3.72 | 25.59 |
Market price | 22.64 | 7.57 | -3.64 | 25.34 |
John Hancock Dimensional Emerging Markets Index2 | 24.46 | 8.60 | -2.96 | 29.10 |
MSCI Emerging Markets Index3 | 16.96 | 8.73 | -4.87 | 29.60 |
1 | From 9-27-18. |
2 | The John Hancock Dimensional Emerging Markets Index is a rules-based index of large-cap stocks in emerging markets, which may include frontier markets (emerging markets in an earlier stage of development) that have been selected based on sources of expected returns. Securities eligible for inclusion in the index are classified according to their market capitalization, as defined by free-float market cap; relative price, as defined by price/book; and profitability, as defined by operating income over book, and are weighted accordingly in favor of smaller, less expensive, more profitable companies. The index is reconstituted and rebalanced on a semiannual basis. Index performance assumes reinvestment of dividends and, unless otherwise indicated, does not reflect the management fees, operating expenses, transaction costs, and other expenses that apply to an ETF. |
3 | The MSCI Emerging Markets (EM) Index tracks the performance of publicly traded large- and mid-cap emerging-market stocks. |
SECTOR COMPOSITION (% of total investments) | |
Financials | 23.5 |
Information technology | 17.9 |
Consumer discretionary | 12.6 |
Materials | 10.7 |
Communication services | 9.1 |
Energy | 6.7 |
Consumer staples | 6.5 |
Industrials | 4.7 |
Health care | 3.8 |
Utilities | 2.7 |
Real estate | 1.8 |
TOTAL | 100.0 |
TOP TEN HOLDINGS4 (% of total investments) | |
Taiwan Semiconductor Manufacturing Company, Ltd. | 3.9 |
Samsung Electronics Company, Ltd. | 3.6 |
Tencent Holdings, Ltd. | 2.9 |
Alibaba Group Holding, Ltd., ADR | 2.0 |
Reliance Industries, Ltd. | 1.2 |
China Construction Bank Corp., H Shares | 1.1 |
Infosys, Ltd. | 1.0 |
HDFC Bank, Ltd. | 1.0 |
Housing Development Finance Corp., Ltd. | 0.9 |
Ping An Insurance Group Company of China, Ltd., H Shares | 0.9 |
TOTAL | 18.5 |
4 | Listed holdings are a portion of the fund’s total and may change at any time. They are not recommendations to buy or sell any security. Data excludes cash and cash equivalents. |
Gross (%) | 0.55 |
Net (%) | 0.49 |
SEMIANNUAL REPORT | JOHN HANCOCK MULTIFACTOR ETFS | 7 |
Average annual total returns (%) | Cumulative total returns (%) | |||||
1-Year | 5-Year | Since fund inception1 | 6-month | 5-year | Since fund inception1 | |
Net asset value | 118.73 | -0.33 | 1.44 | 23.27 | -1.66 | 8.36 |
Market price | 119.76 | -0.33 | 1.45 | 23.26 | -1.66 | 8.38 |
John Hancock Dimensional Energy Index2 | 119.75 | 0.06 | 1.85 | 23.54 | 0.28 | 10.81 |
Russell 1000 Energy Index3 | 109.45 | 1.36 | 2.99 | 21.42 | 6.97 | 17.92 |
1 | From 3-28-16. |
2 | The John Hancock Dimensional Energy Index is a rules-based index of U.S. energy stocks that have been selected based on sources of expected returns. Securities eligible for inclusion in the index are classified according to their market capitalization, as defined by free-float market cap; relative price, as defined by price/book; and profitability, as defined by operating income over book, and are weighted accordingly in favor of smaller, less expensive, more profitable companies. The index is reconstituted and rebalanced on a semiannual basis. Index performance assumes reinvestment of dividends and, unless otherwise indicated, does not reflect the management fees, operating expenses, transaction costs, and other expenses that apply to an ETF. |
3 | The Russell 1000 Energy Index comprises securities of the Russell 1000 Index classified in the energy sector. Effective 9-21-20, the underlying components of the Russell 1000 Energy Index reflect a new company classification methodology. Consequently, the custom blended benchmark’s performance consists of 100% of the prior methodology through 9-20-20 and 100% of the current methodology thereafter. |
INDUSTRY COMPOSITION (% of net assets) | |
Oil, gas and consumable fuels | 88.1 |
Energy equipment and services | 11.7 |
Short-term investments and other | 0.2 |
TOTAL | 100.0 |
TOP TEN HOLDINGS4 (% of net assets) | |
EOG Resources, Inc. | 6.7 |
ConocoPhillips | 6.6 |
Chevron Corp. | 5.8 |
Exxon Mobil Corp. | 5.8 |
Schlumberger NV | 5.6 |
Marathon Petroleum Corp. | 5.5 |
The Williams Companies, Inc. | 5.3 |
Pioneer Natural Resources Company | 4.6 |
Occidental Petroleum Corp. | 4.3 |
ONEOK, Inc. | 4.0 |
TOTAL | 54.2 |
4 | Listed holdings are a portion of the fund’s total and may change at any time. They are not recommendations to buy or sell any security. Data excludes cash and cash equivalents. |
Gross (%) | 1.18 |
Net (%) | 0.40 |
8 | JOHN HANCOCK MULTIFACTOR ETFS | SEMIANNUAL REPORT |
Average annual total returns (%) | Cumulative total returns (%) | |||||
1-Year | 5-Year | Since fund inception1 | 6-month | 5-year | Since fund inception1 | |
Net asset value | 62.81 | 17.21 | 15.23 | 8.15 | 121.20 | 137.22 |
Market price | 62.98 | 17.21 | 15.23 | 8.14 | 121.19 | 137.25 |
John Hancock Dimensional Financials Index2 | 63.53 | 17.72 | 15.74 | 8.36 | 126.10 | 143.71 |
Russell 1000 Financials Index3 | 70.87 | 20.01 | 17.80 | 12.41 | 148.95 | 171.31 |
1 | From 9-28-15. |
2 | The John Hancock Dimensional Financials Index is a rules-based index of U.S. financial stocks that have been selected based on sources of expected returns. Securities eligible for inclusion in the index are classified according to their market capitalization, as defined by free-float market cap; relative price, as defined by price/book; and profitability, as defined by operating income over book, and are weighted accordingly in favor of smaller, less expensive, more profitable companies. The index is reconstituted and rebalanced on a semiannual basis. Index performance assumes reinvestment of dividends and, unless otherwise indicated, does not reflect the management fees, operating expenses, transaction costs, and other expenses that apply to an ETF. |
3 | The Russell 1000 Financials Index comprises securities of the Russell 1000 Index classified in the financials sector. Effective 9-21-20, the underlying components of the Russell 1000 Financials Index reflect a new company classification methodology. Consequently, the custom blended benchmark’s performance consists of 100% of the prior methodology through 9-20-20 and 100% of the current methodology thereafter. |
INDUSTRY COMPOSITION (% of net assets) | |
Banks | 27.2 |
Capital markets | 23.9 |
Insurance | 23.6 |
IT services | 11.8 |
Consumer finance | 6.5 |
Diversified financial services | 4.8 |
Professional services | 1.8 |
Thrifts and mortgage finance | 0.2 |
Auto components | 0.1 |
Short-term investments and other | 0.1 |
TOTAL | 100.0 |
TOP TEN HOLDINGS4 (% of net assets) | |
JPMorgan Chase & Co. | 4.0 |
Berkshire Hathaway, Inc., Class B | 3.9 |
Bank of America Corp. | 3.2 |
Visa, Inc., Class A | 3.0 |
Mastercard, Inc., Class A | 2.7 |
Wells Fargo & Company | 2.3 |
PayPal Holdings, Inc. | 2.1 |
The Goldman Sachs Group, Inc. | 1.9 |
Citigroup, Inc. | 1.8 |
The Travelers Companies, Inc. | 1.8 |
TOTAL | 26.7 |
4 | Listed holdings are a portion of the fund’s total and may change at any time. They are not recommendations to buy or sell any security. Data excludes cash and cash equivalents. |
Gross (%) | 0.81 |
Net (%) | 0.40 |
SEMIANNUAL REPORT | JOHN HANCOCK MULTIFACTOR ETFS | 9 |
Average annual total returns (%) | Cumulative total returns (%) | |||||
1-Year | 5-Year | Since fund inception1 | 6-month | 5-year | Since fund inception1 | |
Net asset value | 30.71 | 16.75 | 13.65 | 8.39 | 116.87 | 118.06 |
Market price | 30.66 | 16.74 | 13.65 | 8.37 | 116.84 | 118.06 |
John Hancock Dimensional Healthcare Index2 | 31.24 | 17.27 | 14.15 | 8.60 | 121.75 | 123.99 |
Russell 1000 Health Care Index3 | 32.69 | 17.64 | 14.53 | 10.75 | 125.26 | 128.57 |
1 | From 9-28-15. |
2 | The John Hancock Dimensional Healthcare Index is a rules-based index of U.S. healthcare stocks that have been selected based on sources of expected returns. Securities eligible for inclusion in the index are classified according to their market capitalization, as defined by free-float market cap; relative price, as defined by price/book; and profitability, as defined by operating income over book, and are weighted accordingly in favor of smaller, less expensive, more profitable companies. The index is reconstituted and rebalanced on a semiannual basis. Index performance assumes reinvestment of dividends and, unless otherwise indicated, does not reflect the management fees, operating expenses, transaction costs, and other expenses that apply to an ETF. |
3 | The Russell 1000 Health Care Index comprises securities of the Russell 1000 Index classified in the healthcare sector. Effective 9-21-20, the underlying components of the Russell 1000 Health Care Index reflect a new company classification methodology. Consequently, the custom blended benchmark’s performance consists of 100% of the prior methodology through 9-20-20 and 100% of the current methodology thereafter. |
INDUSTRY COMPOSITION (% of net assets) | |
Health care equipment and supplies | 25.0 |
Health care providers and services | 22.4 |
Pharmaceuticals | 20.1 |
Biotechnology | 15.6 |
Life sciences tools and services | 13.6 |
Health care technology | 2.7 |
Diversified consumer services | 0.6 |
TOTAL | 100.0 |
TOP TEN HOLDINGS4 (% of net assets) | |
UnitedHealth Group, Inc. | 5.7 |
Johnson & Johnson | 5.7 |
Thermo Fisher Scientific, Inc. | 3.3 |
Pfizer, Inc. | 3.2 |
Merck & Company, Inc. | 2.8 |
Abbott Laboratories | 2.4 |
Eli Lilly & Company | 2.4 |
Danaher Corp. | 2.3 |
AbbVie, Inc. | 2.2 |
Bristol-Myers Squibb Company | 2.0 |
TOTAL | 32.0 |
4 | Listed holdings are a portion of the fund’s total and may change at any time. They are not recommendations to buy or sell any security. Data excludes cash and cash equivalents. |
Gross (%) | 0.67 |
Net (%) | 0.40 |
10 | JOHN HANCOCK MULTIFACTOR ETFS | SEMIANNUAL REPORT |
Average annual total returns (%) | Cumulative total returns (%) | |||||
1-Year | 5-Year | Since fund inception1 | 6-month | 5-year | Since fund inception1 | |
Net asset value | 43.17 | 17.15 | 16.27 | 5.98 | 120.64 | 132.54 |
Market price | 43.06 | 17.14 | 16.27 | 5.95 | 120.55 | 132.51 |
John Hancock Dimensional Industrials Index2 | 43.77 | 17.67 | 16.79 | 6.19 | 125.60 | 138.44 |
Russell 1000 Industrials Index3 | 36.99 | 14.56 | 13.82 | 0.52 | 97.32 | 106.38 |
1 | From 3-28-16. |
2 | The John Hancock Dimensional Industrials Index is a rules-based index of U.S. industrial stocks that have been selected based on sources of expected returns. Securities eligible for inclusion in the index are classified according to their market capitalization, as defined by free-float market cap; relative price, as defined by price/book; and profitability, as defined by operating income over book, and are weighted accordingly in favor of smaller, less expensive, more profitable companies. The index is reconstituted and rebalanced on a semiannual basis. Index performance assumes reinvestment of dividends and, unless otherwise indicated, does not reflect the management fees, operating expenses, transaction costs, and other expenses that apply to an ETF. |
3 | The Russell 1000 Industrials Index comprises securities of the Russell 1000 Index classified in the industrials sector. Effective 9-21-20, the underlying components of the Russell 1000 Industrials Index reflect a new company classification methodology. Consequently, the custom blended benchmark’s performance consists of 100% of the prior methodology through 9-20-20 and 100% of the current methodology thereafter. |
INDUSTRY COMPOSITION (% of net assets) | |
Machinery | 20.8 |
Road and rail | 10.0 |
Aerospace and defense | 10.0 |
IT services | 7.5 |
Electrical equipment | 7.5 |
Building products | 5.9 |
Household durables | 5.0 |
Air freight and logistics | 4.8 |
Professional services | 4.8 |
Commercial services and supplies | 4.7 |
Other | 19.0 |
TOTAL | 100.0 |
TOP TEN HOLDINGS4 (% of net assets) | |
Accenture PLC, Class A | 2.8 |
Union Pacific Corp. | 2.2 |
United Parcel Service, Inc., Class B | 1.9 |
Honeywell International, Inc. | 1.8 |
Raytheon Technologies Corp. | 1.7 |
Caterpillar, Inc. | 1.7 |
United Rentals, Inc. | 1.7 |
CSX Corp. | 1.6 |
3M Company | 1.5 |
Norfolk Southern Corp. | 1.5 |
TOTAL | 18.4 |
4 | Listed holdings are a portion of the fund’s total and may change at any time. They are not recommendations to buy or sell any security. Data excludes cash and cash equivalents. |
Gross (%) | 0.73 |
Net (%) | 0.40 |
SEMIANNUAL REPORT | JOHN HANCOCK MULTIFACTOR ETFS | 11 |
Average annual total returns (%) | Cumulative total returns (%) | |||||
1-Year | 5-Year | Since fund inception1 | 6-month | 5-year | Since fund inception1 | |
Net asset value | 43.00 | 17.84 | 16.46 | 8.98 | 127.20 | 153.04 |
Market price | 42.87 | 17.83 | 16.46 | 8.98 | 127.17 | 153.05 |
John Hancock Dimensional Large Cap Index2 | 43.44 | 18.21 | 16.82 | 9.14 | 130.83 | 157.91 |
Russell 1000 Index3 | 43.51 | 19.16 | 17.62 | 10.37 | 140.28 | 168.84 |
1 | From 9-28-15. |
2 | The John Hancock Dimensional Large Cap Index is a rules-based index of large-cap U.S. stocks that have been selected based on sources of expected returns. Securities eligible for inclusion in the index are classified according to their market capitalization, as defined by free-float market cap; relative price, as defined by price/book; and profitability, as defined by operating income over book, and are weighted accordingly in favor of smaller, less expensive, more profitable companies. The index is reconstituted and rebalanced on a semiannual basis. Index performance assumes reinvestment of dividends and, unless otherwise indicated, does not reflect the management fees, operating expenses, transaction costs, and other expenses that apply to an ETF. |
3 | The Russell 1000 Index tracks the performance of 1,000 publicly traded large-cap companies in the United States. |
SECTOR COMPOSITION (% of net assets) | |
Information technology | 24.5 |
Financials | 13.3 |
Health care | 12.8 |
Consumer discretionary | 11.8 |
Industrials | 11.1 |
Communication services | 8.0 |
Consumer staples | 5.2 |
Materials | 3.8 |
Utilities | 3.4 |
Real estate | 3.2 |
Energy | 2.8 |
Short-term investments and other | 0.1 |
TOTAL | 100.0 |
TOP TEN HOLDINGS4 (% of net assets) | |
Microsoft Corp. | 4.3 |
Apple, Inc. | 3.5 |
Amazon.com, Inc. | 2.3 |
Alphabet, Inc., Class A | 2.0 |
Facebook, Inc., Class A | 1.3 |
JPMorgan Chase & Co. | 0.9 |
Tesla, Inc. | 0.9 |
UnitedHealth Group, Inc. | 0.8 |
Berkshire Hathaway, Inc., Class B | 0.8 |
NVIDIA Corp. | 0.8 |
TOTAL | 17.6 |
4 | Listed holdings are a portion of the fund’s total and may change at any time. They are not recommendations to buy or sell any security. Data excludes cash and cash equivalents. |
Gross (%) | 0.31 |
Net (%) | 0.29 |
12 | JOHN HANCOCK MULTIFACTOR ETFS | SEMIANNUAL REPORT |
Average annual total returns (%) | Cumulative total returns (%) | |||||
1-Year | 5-Year | Since fund inception1 | 6-month | 5-year | Since fund inception1 | |
Net asset value | 38.35 | 13.98 | 13.75 | 1.46 | 92.34 | 105.68 |
Market price | 38.31 | 13.97 | 13.75 | 1.46 | 92.31 | 105.69 |
John Hancock Dimensional Materials Index2 | 38.47 | 14.38 | 14.16 | 1.66 | 95.73 | 109.90 |
Russell 1000 Basic Materials Index3 | 39.26 | 14.60 | 14.16 | 2.78 | 97.64 | 109.89 |
1 | From 3-28-16. |
2 | The John Hancock Dimensional Materials Index is a rules-based index of U.S. material stocks that have been selected based on sources of expected returns. Securities eligible for inclusion in the index are classified according to their market capitalization, as defined by free-float market cap; relative price, as defined by price/book; and profitability, as defined by operating income over book, and are weighted accordingly in favor of smaller, less expensive, more profitable companies. The index is reconstituted and rebalanced on a semiannual basis. Index performance assumes reinvestment of dividends and, unless otherwise indicated, does not reflect the management fees, operating expenses, transaction costs, and other expenses that apply to an ETF. |
3 | The Russell 1000 Basic Materials Index comprises securities of the Russell 1000 Index classified in the material sector. Effective 9-21-20, the underlying components of the Russell 1000 Basic Materials Index reflect a new company classification methodology. Consequently, the custom blended benchmark’s performance consists of 100% of the prior methodology through 9-20-20 and 100% of the current methodology thereafter. |
INDUSTRY COMPOSITION (% of net assets) | |
Chemicals | 51.5 |
Containers and packaging | 20.8 |
Metals and mining | 18.5 |
Construction materials | 5.9 |
Building products | 1.9 |
Multi-utilities | 0.9 |
Machinery | 0.4 |
Paper and forest products | 0.1 |
TOTAL | 100.0 |
TOP TEN HOLDINGS4 (% of net assets) | |
Linde PLC | 5.5 |
Nucor Corp. | 4.9 |
PPG Industries, Inc. | 4.4 |
LyondellBasell Industries NV, Class A | 4.2 |
The Sherwin-Williams Company | 4.1 |
DuPont de Nemours, Inc. | 4.0 |
International Flavors & Fragrances, Inc. | 3.9 |
Air Products & Chemicals, Inc. | 3.4 |
Ball Corp. | 3.3 |
Dow, Inc. | 3.3 |
TOTAL | 41.0 |
4 | Listed holdings are a portion of the fund’s total and may change at any time. They are not recommendations to buy or sell any security. Data excludes cash and cash equivalents. |
Gross (%) | 0.92 |
Net (%) | 0.40 |
SEMIANNUAL REPORT | JOHN HANCOCK MULTIFACTOR ETFS | 13 |
Average annual total returns (%) | Cumulative total returns (%) | |||
1-Year | Since fund inception1 | 6-month | Since fund inception1 | |
Net asset value | 28.18 | 17.29 | -2.83 | 52.39 |
Market price | 28.06 | 17.29 | -3.00 | 52.39 |
John Hancock Dimensional Media and Communications Index2 | 28.70 | 17.70 | -2.65 | 53.78 |
Russell 1000 Telecommunications Index3 | 18.94 | 5.40 | -3.87 | 14.90 |
1 | From 3-12-19. |
2 | The John Hancock Dimensional Media and Communications Index is a rules-based index of U.S. media and communication stocks that have been selected based on sources of expected returns. Securities eligible for inclusion in the index are classified according to their market capitalization, as defined by free-float market cap; relative price, as defined by price/book; and profitability, as defined by operating income over book, and are weighted accordingly in favor of smaller, less expensive, more profitable companies. The index is reconstituted and rebalanced on a semiannual basis. Index performance assumes reinvestment of dividends and, unless otherwise indicated, does not reflect the management fees, operating expenses, transaction costs, and other expenses that apply to an ETF. |
3 | The Russell 1000 Telecommunications Index comprises securities of the Russell 1000 Index classified in the telecommunications sector. Effective 9-21-20, the underlying components of the Russell 1000 Telecommunications Index reflect a new company classification methodology. Consequently, the custom blended benchmark’s performance consists of 100% of the prior methodology through 9-20-20 and 100% of the current methodology thereafter. |
INDUSTRY COMPOSITION (% of net assets) | |
Media | 30.7 |
Entertainment | 27.5 |
Interactive media and services | 22.0 |
Diversified telecommunication services | 13.2 |
Wireless telecommunication services | 4.0 |
Professional services | 1.7 |
Software | 0.9 |
TOTAL | 100.0 |
TOP TEN HOLDINGS4 (% of net assets) | |
Netflix, Inc. | 7.7 |
The Walt Disney Company | 5.9 |
AT&T, Inc. | 5.8 |
Facebook, Inc., Class A | 5.4 |
Comcast Corp., Class A | 5.4 |
Verizon Communications, Inc. | 4.4 |
T-Mobile US, Inc. | 4.0 |
Electronic Arts, Inc. | 3.8 |
Match Group, Inc. | 3.6 |
Alphabet, Inc., Class A | 3.4 |
TOTAL | 49.4 |
4 | Listed holdings are a portion of the fund’s total and may change at any time. They are not recommendations to buy or sell any security. Data excludes cash and cash equivalents. |
Gross (%) | 0.77 |
Net (%) | 0.40 |
14 | JOHN HANCOCK MULTIFACTOR ETFS | SEMIANNUAL REPORT |
Average annual total returns (%) | Cumulative total returns (%) | |||||
1-Year | 5-Year | Since fund inception1 | 6-month | 5-year | Since fund inception1 | |
Net asset value | 45.29 | 16.47 | 14.91 | 6.48 | 114.35 | 133.21 |
Market price | 45.20 | 16.46 | 14.91 | 6.50 | 114.19 | 133.25 |
John Hancock Dimensional Mid Cap Index2 | 45.92 | 16.94 | 15.39 | 6.69 | 118.72 | 139.19 |
Russell Midcap Index3 | 45.40 | 16.47 | 14.99 | 7.37 | 114.30 | 134.20 |
1 | From 9-28-15. |
2 | The John Hancock Dimensional Mid Cap Index is a rules-based index of mid-cap U.S. stocks that have been selected based on sources of expected returns. Securities eligible for inclusion in the index are classified according to their market capitalization, as defined by free-float market cap; relative price, as defined by price/book; and profitability, as defined by operating income over book, and are weighted accordingly in favor of smaller, less expensive, more profitable companies. The index is reconstituted and rebalanced on a semiannual basis. Index performance assumes reinvestment of dividends and, unless otherwise indicated, does not reflect the management fees, operating expenses, transaction costs, and other expenses that apply to an ETF. |
3 | The Russell Midcap Index tracks the performance of approximately 800 publicly traded mid-cap companies in the United States. |
SECTOR COMPOSITION (% of net assets) | |
Information technology | 18.5 |
Industrials | 16.0 |
Consumer discretionary | 13.6 |
Financials | 13.5 |
Health care | 12.3 |
Materials | 6.4 |
Real estate | 5.8 |
Utilities | 4.3 |
Energy | 3.4 |
Communication services | 3.1 |
Consumer staples | 3.1 |
TOTAL | 100.0 |
TOP TEN HOLDINGS4 (% of net assets) | |
United Rentals, Inc. | 0.4 |
Parker-Hannifin Corp. | 0.4 |
SVB Financial Group | 0.4 |
Rockwell Automation, Inc. | 0.4 |
Laboratory Corp. of America Holdings | 0.4 |
Ameriprise Financial, Inc. | 0.4 |
Keysight Technologies, Inc. | 0.4 |
EPAM Systems, Inc. | 0.4 |
ResMed, Inc. | 0.4 |
Fifth Third Bancorp | 0.4 |
TOTAL | 4.0 |
4 | Listed holdings are a portion of the fund’s total and may change at any time. They are not recommendations to buy or sell any security. Data excludes cash and cash equivalents. |
Gross (%) | 0.42 |
Net (%) | 0.41 |
SEMIANNUAL REPORT | JOHN HANCOCK MULTIFACTOR ETFS | 15 |
Average annual total returns (%) | Cumulative total returns (%) | |||
1-Year | Since fund inception1 | 6-month | Since fund inception1 | |
Net asset value | 46.72 | 10.84 | 3.09 | 50.64 |
Market price | 46.59 | 10.84 | 3.13 | 50.64 |
John Hancock Dimensional Small Cap Index2 | 47.40 | 11.30 | 3.32 | 53.15 |
Russell 2000 Index3 | 50.80 | 13.14 | 1.85 | 63.45 |
1 | From 11-8-17. |
2 | The John Hancock Dimensional Small Cap Index is a rules-based index of small-cap U.S. stocks that have been selected based on sources of expected returns. Securities eligible for inclusion in the index are classified according to their market capitalization, as defined by free-float market cap; relative price, as defined by price/book; and profitability, as defined by operating income over book, and are weighted accordingly in favor of smaller, less expensive, more profitable companies. The index is reconstituted and rebalanced on a semiannual basis. Index performance assumes reinvestment of dividends and, unless otherwise indicated, does not reflect the management fees, operating expenses, transaction costs, and other expenses that apply to an ETF. |
3 | The Russell 2000 Index tracks the performance of approximately 2,000 publicly traded small-cap companies in the United States. |
SECTOR COMPOSITION (% of net assets) | |
Industrials | 17.7 |
Financials | 16.6 |
Consumer discretionary | 14.9 |
Information technology | 14.5 |
Health care | 10.2 |
Real estate | 8.2 |
Materials | 5.8 |
Utilities | 3.7 |
Energy | 3.1 |
Consumer staples | 3.0 |
Communication services | 2.2 |
Short-term investments and other | 0.1 |
TOTAL | 100.0 |
TOP TEN HOLDINGS4 (% of net assets) | |
Regal Rexnord Corp. | 0.6 |
Brooks Automation, Inc. | 0.5 |
TopBuild Corp. | 0.5 |
Silicon Laboratories, Inc. | 0.5 |
Saia, Inc. | 0.5 |
Wyndham Hotels & Resorts, Inc. | 0.5 |
Acuity Brands, Inc. | 0.5 |
Mattel, Inc. | 0.5 |
Cullen/Frost Bankers, Inc. | 0.5 |
Janus Henderson Group PLC | 0.5 |
TOTAL | 5.1 |
4 | Listed holdings are a portion of the fund’s total and may change at any time. They are not recommendations to buy or sell any security. Data excludes cash and cash equivalents. |
Gross (%) | 0.45 |
Net (%) | 0.42 |
16 | JOHN HANCOCK MULTIFACTOR ETFS | SEMIANNUAL REPORT |
Average annual total returns (%) | Cumulative total returns (%) | |||||
1-Year | 5-Year | Since fund inception1 | 6-month | 5-year | Since fund inception1 | |
Net asset value | 52.61 | 27.86 | 26.37 | 15.81 | 241.67 | 316.28 |
Market price | 52.56 | 27.85 | 26.38 | 15.87 | 241.59 | 316.35 |
John Hancock Dimensional Technology Index2 | 53.27 | 28.29 | 26.83 | 16.05 | 247.57 | 325.45 |
Russell 1000 Technology Index3 | 51.17 | 31.44 | 29.22 | 18.92 | 292.32 | 376.92 |
1 | From 9-28-15. |
2 | The John Hancock Dimensional Technology Index is a rules-based index of U.S. technology stocks that have been selected based on sources of expected returns. Securities eligible for inclusion in the index are classified according to their market capitalization, as defined by free-float market cap; relative price, as defined by price/book; and profitability, as defined by operating income over book, and are weighted accordingly in favor of smaller, less expensive, more profitable companies. The index is reconstituted and rebalanced on a semiannual basis. Index performance assumes reinvestment of dividends and, unless otherwise indicated, does not reflect the management fees, operating expenses, transaction costs, and other expenses that apply to an ETF. |
3 | The Russell 1000 Technology Index comprises securities of the Russell 1000 Index classified in the technology sector. Effective 9-21-20, the underlying components of the Russell 1000 Technology Index reflect a new company classification methodology. Consequently, the custom blended benchmark’s performance consists of 100% of the prior methodology through 9-20-20 and 100% of the current methodology thereafter. |
INDUSTRY COMPOSITION (% of net assets) | |
Software | 36.5 |
Semiconductors and semiconductor equipment | 31.1 |
Technology hardware, storage and peripherals | 9.6 |
IT services | 8.7 |
Electronic equipment, instruments and components | 7.8 |
Communications equipment | 5.1 |
Electrical equipment | 0.8 |
Interactive media and services | 0.3 |
Short-term investments and other | 0.1 |
TOTAL | 100.0 |
TOP TEN HOLDINGS4 (% of net assets) | |
Microsoft Corp. | 6.4 |
Apple, Inc. | 5.7 |
NVIDIA Corp. | 4.5 |
Adobe, Inc. | 2.7 |
salesforce.com, Inc. | 2.7 |
Broadcom, Inc. | 2.5 |
Cisco Systems, Inc. | 2.4 |
Intel Corp. | 2.2 |
Texas Instruments, Inc. | 2.2 |
QUALCOMM, Inc. | 1.6 |
TOTAL | 32.9 |
4 | Listed holdings are a portion of the fund’s total and may change at any time. They are not recommendations to buy or sell any security. Data excludes cash and cash equivalents. |
Gross (%) | 0.67 |
Net (%) | 0.40 |
SEMIANNUAL REPORT | JOHN HANCOCK MULTIFACTOR ETFS | 17 |
Average annual total returns (%) | Cumulative total returns (%) | |||||
1-Year | 5-Year | Since fund inception1 | 6-month | 5-year | Since fund inception1 | |
Net asset value | 11.16 | 8.31 | 7.93 | 1.00 | 49.07 | 53.28 |
Market price | 11.17 | 8.31 | 7.93 | 0.99 | 49.02 | 53.28 |
John Hancock Dimensional Utilities Index2 | 11.52 | 8.77 | 8.40 | 1.10 | 52.28 | 57.06 |
Russell 1000 Utilities Index3 | 14.26 | 9.26 | 8.34 | 3.30 | 55.71 | 56.55 |
1 | From 3-28-16. |
2 | The John Hancock Dimensional Utilities Index is a rules-based index of U.S. utility stocks that have been selected based on sources of expected returns. Securities eligible for inclusion in the index are classified according to their market capitalization, as defined by free-float market cap; relative price, as defined by price/book; and profitability, as defined by operating income over book, and are weighted accordingly in favor of smaller, less expensive, more profitable companies. The index is reconstituted and rebalanced on a semiannual basis. Index performance assumes reinvestment of dividends and, unless otherwise indicated, does not reflect the management fees, operating expenses, transaction costs, and other expenses that apply to an ETF. |
3 | The Russell 1000 Utilities Index comprises securities of the Russell 1000 Index classified in the utility sector. Effective 9-21-20, the underlying components of the Russell 1000 Utilities Index reflect a new company classification methodology. Consequently, the custom blended benchmark’s performance consists of 100% of the prior methodology through 9-20-20 and 100% of the current methodology thereafter. |
INDUSTRY COMPOSITION (% of net assets) | |
Electric utilities | 55.9 |
Multi-utilities | 32.3 |
Water utilities | 4.3 |
Independent power and renewable electricity producers | 4.0 |
Gas utilities | 3.4 |
Short-term investments and other | 0.1 |
TOTAL | 100.0 |
TOP TEN HOLDINGS4 (% of net assets) | |
American Electric Power Company, Inc. | 5.8 |
Duke Energy Corp. | 5.4 |
Exelon Corp. | 5.3 |
Xcel Energy, Inc. | 5.0 |
The Southern Company | 4.7 |
Sempra Energy | 4.5 |
Edison International | 4.2 |
Public Service Enterprise Group, Inc. | 4.0 |
Eversource Energy | 3.8 |
Entergy Corp. | 3.8 |
TOTAL | 46.5 |
4 | Listed holdings are a portion of the fund’s total and may change at any time. They are not recommendations to buy or sell any security. Data excludes cash and cash equivalents. |
Gross (%) | 0.94 |
Net (%) | 0.40 |
18 | JOHN HANCOCK MULTIFACTOR ETFS | SEMIANNUAL REPORT |
Account value on 5-1-2021 | Ending value on 10-31-2021 | Expenses paid during 10-31-20211 | Annualized expense ratio | |
Multifactor Consumer Discretionary ETF | ||||
Actual expenses/actual returns | $1,000.00 | $1,074.50 | $2.09 | 0.40% |
Hypothetical example for comparison purposes | 1,000.00 | 1,023.20 | 2.04 | 0.40% |
Multifactor Consumer Staples ETF | ||||
Actual expenses/actual returns | $1,000.00 | $1,010.70 | $2.03 | 0.40% |
Hypothetical example for comparison purposes | 1,000.00 | 1,023.20 | 2.04 | 0.40% |
Multifactor Developed International ETF | ||||
Actual expenses/actual returns | $1,000.00 | $1,036.80 | $2.00 | 0.39% |
Hypothetical example for comparison purposes | 1,000.00 | 1,023.20 | 1.99 | 0.39% |
Multifactor Emerging Markets ETF | ||||
Actual expenses/actual returns | $1,000.00 | $962.80 | $2.42 | 0.49% |
Hypothetical example for comparison purposes | 1,000.00 | 1,022.70 | 2.50 | 0.49% |
SEMIANNUAL | JOHN HANCOCK MULTIFACTOR ETFS | 19 |
Account value on 5-1-2021 | Ending value on 10-31-2021 | Expenses paid during 10-31-20211 | Annualized expense ratio | |
Multifactor Energy ETF | ||||
Actual expenses/actual returns | $1,000.00 | $1,232.70 | $2.25 | 0.40% |
Hypothetical example for comparison purposes | 1,000.00 | 1,023.20 | 2.04 | 0.40% |
Multifactor Financials ETF | ||||
Actual expenses/actual returns | $1,000.00 | $1,081.50 | $2.10 | 0.40% |
Hypothetical example for comparison purposes | 1,000.00 | 1,023.20 | 2.04 | 0.40% |
Multifactor Healthcare ETF | ||||
Actual expenses/actual returns | $1,000.00 | $1,083.90 | $2.10 | 0.40% |
Hypothetical example for comparison purposes | 1,000.00 | 1,023.20 | 2.04 | 0.40% |
Multifactor Industrials ETF | ||||
Actual expenses/actual returns | $1,000.00 | $1,059.80 | $2.08 | 0.40% |
Hypothetical example for comparison purposes | 1,000.00 | 1,023.20 | 2.04 | 0.40% |
Multifactor Large Cap ETF | ||||
Actual expenses/actual returns | $1,000.00 | $1,089.80 | $1.53 | 0.29% |
Hypothetical example for comparison purposes | 1,000.00 | 1,023.70 | 1.48 | 0.29% |
Multifactor Materials ETF | ||||
Actual expenses/actual returns | $1,000.00 | $1,014.60 | $2.03 | 0.40% |
Hypothetical example for comparison purposes | 1,000.00 | 1,023.20 | 2.04 | 0.40% |
Multifactor Media and Communications ETF | ||||
Actual expenses/actual returns | $1,000.00 | $971.70 | $1.99 | 0.40% |
Hypothetical example for comparison purposes | 1,000.00 | 1,023.20 | 2.04 | 0.40% |
Multifactor Mid Cap ETF | ||||
Actual expenses/actual returns | $1,000.00 | $1,064.80 | $2.13 | 0.41% |
Hypothetical example for comparison purposes | 1,000.00 | 1,023.10 | 2.09 | 0.41% |
Multifactor Small Cap ETF | ||||
Actual expenses/actual returns | $1,000.00 | $1,030.90 | $2.15 | 0.42% |
Hypothetical example for comparison purposes | 1,000.00 | 1,023.10 | 2.14 | 0.42% |
Multifactor Technology ETF | ||||
Actual expenses/actual returns | $1,000.00 | $1,158.10 | $2.18 | 0.40% |
Hypothetical example for comparison purposes | 1,000.00 | 1,023.20 | 2.04 | 0.40% |
Multifactor Utilities ETF | ||||
Actual expenses/actual returns | $1,000.00 | $1,010.00 | $2.03 | 0.40% |
Hypothetical example for comparison purposes | 1,000.00 | 1,023.20 | 2.04 | 0.40% |
1 | Expenses are equal to the annualized expense ratio, multiplied by the average account value over the period, multiplied by 184/365 (to reflect the one-half year period). |
20 | JOHN HANCOCK MULTIFACTOR ETFS | SEMIANNUAL |
Shares or Principal Amount | Value | |
COMMON STOCKS – 99.9% | $26,910,277 | |
(Cost $22,299,590) | ||
Communication services – 0.5% | 131,412 | |
Entertainment – 0.5% | ||
Roku, Inc. (A) | 431 | 131,412 |
Consumer discretionary – 92.9% | 25,030,890 | |
Auto components – 0.3% | ||
Fox Factory Holding Corp. (A) | 561 | 90,293 |
Automobiles – 11.9% | ||
Ford Motor Company (A) | 23,340 | 398,647 |
General Motors Company (A) | 8,957 | 487,530 |
Harley-Davidson, Inc. | 2,094 | 76,410 |
Tesla, Inc. (A) | 1,935 | 2,155,590 |
Thor Industries, Inc. | 715 | 72,901 |
Distributors – 1.7% | ||
Genuine Parts Company | 1,946 | 255,140 |
LKQ Corp. (A) | 3,552 | 195,644 |
Diversified consumer services – 0.8% | ||
Bright Horizons Family Solutions, Inc. (A) | 807 | 133,962 |
Chegg, Inc. (A) | 1,271 | 75,548 |
Hotels, restaurants and leisure – 20.3% | ||
Airbnb, Inc., Class A (A) | 546 | 93,180 |
Booking Holdings, Inc. (A) | 110 | 266,286 |
Boyd Gaming Corp. (A) | 1,209 | 77,110 |
Caesars Entertainment, Inc. (A) | 2,215 | 242,454 |
Carnival Corp. (A) | 8,803 | 195,074 |
Chipotle Mexican Grill, Inc. (A) | 134 | 238,390 |
Choice Hotels International, Inc. | 386 | 54,279 |
Churchill Downs, Inc. | 437 | 100,510 |
Darden Restaurants, Inc. | 1,762 | 253,975 |
Domino’s Pizza, Inc. | 360 | 176,029 |
DraftKings, Inc., Class A (A)(B) | 3,166 | 147,504 |
Expedia Group, Inc. (A) | 1,229 | 202,060 |
Hilton Worldwide Holdings, Inc. (A) | 2,529 | 364,050 |
Hyatt Hotels Corp., Class A (A) | 494 | 42,089 |
Las Vegas Sands Corp. (A) | 2,244 | 87,090 |
Marriott International, Inc., Class A (A) | 2,459 | 393,489 |
Marriott Vacations Worldwide Corp. | 458 | 72,007 |
McDonald’s Corp. | 2,220 | 545,121 |
MGM Resorts International | 4,980 | 234,857 |
Norwegian Cruise Line Holdings, Ltd. (A) | 3,795 | 97,607 |
Penn National Gaming, Inc. (A) | 1,909 | 136,684 |
Planet Fitness, Inc., Class A (A) | 863 | 68,652 |
Royal Caribbean Cruises, Ltd. (A) | 2,327 | 196,469 |
Scientific Games Corp. (A) | 531 | 42,507 |
Starbucks Corp. | 3,547 | 376,230 |
Texas Roadhouse, Inc. | 889 | 78,952 |
Vail Resorts, Inc. | 519 | 178,904 |
Wyndham Hotels & Resorts, Inc. | 1,189 | 100,435 |
Wynn Resorts, Ltd. (A) | 889 | 79,832 |
Shares or Principal Amount | Value | |
Consumer discretionary (continued) | ||
Hotels, restaurants and leisure (continued) | ||
Yum! Brands, Inc. | 2,700 | $337,338 |
Household durables – 2.7% | ||
Garmin, Ltd. | 2,002 | 287,487 |
Helen of Troy, Ltd. (A) | 329 | 74,009 |
Tempur Sealy International, Inc. | 3,095 | 137,635 |
Whirlpool Corp. | 1,056 | 222,636 |
Internet and direct marketing retail – 8.8% | ||
Amazon.com, Inc. (A) | 423 | 1,426,540 |
Chewy, Inc., Class A (A)(B) | 573 | 43,433 |
DoorDash, Inc., Class A (A) | 626 | 121,945 |
eBay, Inc. | 4,435 | 340,253 |
Etsy, Inc. (A) | 1,288 | 322,889 |
Wayfair, Inc., Class A (A)(B) | 466 | 116,081 |
Leisure products – 3.0% | ||
Brunswick Corp. | 1,300 | 121,017 |
Hasbro, Inc. | 1,593 | 152,546 |
Mattel, Inc. (A) | 5,535 | 120,718 |
Peloton Interactive, Inc., Class A (A) | 2,125 | 194,310 |
Polaris, Inc. | 1,031 | 118,513 |
YETI Holdings, Inc. (A) | 1,080 | 106,196 |
Multiline retail – 6.5% | ||
Dollar General Corp. | 1,780 | 394,306 |
Dollar Tree, Inc. (A) | 3,190 | 343,754 |
Kohl’s Corp. | 1,842 | 89,392 |
Macy’s, Inc. | 2,838 | 75,122 |
Target Corp. | 3,289 | 853,890 |
Specialty retail – 27.8% | ||
Advance Auto Parts, Inc. | 895 | 201,840 |
AutoNation, Inc. (A) | 1,102 | 133,474 |
AutoZone, Inc. (A) | 199 | 355,183 |
Bath & Body Works, Inc. | 2,129 | 147,093 |
Best Buy Company, Inc. | 4,549 | 556,070 |
Burlington Stores, Inc. (A) | 657 | 181,523 |
CarMax, Inc. (A) | 2,324 | 318,202 |
Carvana Company (A) | 313 | 94,895 |
Dick’s Sporting Goods, Inc. | 1,073 | 133,277 |
Five Below, Inc. (A) | 756 | 149,159 |
Floor & Decor Holdings, Inc., Class A (A) | 1,316 | 178,871 |
Foot Locker, Inc. | 922 | 43,952 |
GameStop Corp., Class A (A) | 418 | 76,707 |
Lithia Motors, Inc. | 373 | 119,069 |
Lowe’s Companies, Inc. | 2,635 | 616,116 |
O’Reilly Automotive, Inc. (A) | 741 | 461,139 |
Penske Automotive Group, Inc. | 414 | 43,905 |
RH (A) | 213 | 140,501 |
Ross Stores, Inc. | 3,562 | 403,218 |
The Gap, Inc. | 3,628 | 82,319 |
The Home Depot, Inc. | 3,915 | 1,455,362 |
The TJX Companies, Inc. | 7,517 | 492,288 |
SEE NOTES TO FINANCIAL STATEMENTS | SEMIANNUAL REPORT | JOHN HANCOCK MULTIFACTOR ETFS | 21 |
Shares or Principal Amount | Value | |
Consumer discretionary (continued) | ||
Specialty retail (continued) | ||
Tractor Supply Company | 2,117 | $459,749 |
Ulta Beauty, Inc. (A) | 881 | 323,644 |
Victoria’s Secret & Company (A) | 1,180 | 59,555 |
Williams-Sonoma, Inc. | 1,460 | 271,166 |
Textiles, apparel and luxury goods – 9.1% | ||
Capri Holdings, Ltd. (A) | 1,842 | 98,068 |
Columbia Sportswear Company | 460 | 47,766 |
Crocs, Inc. (A) | 550 | 88,798 |
Deckers Outdoor Corp. (A) | 419 | 165,635 |
Hanesbrands, Inc. | 7,394 | 125,994 |
Levi Strauss & Company, Class A | 990 | 25,918 |
Lululemon Athletica, Inc. (A) | 644 | 300,110 |
NIKE, Inc., Class B | 4,829 | 807,843 |
PVH Corp. (A) | 781 | 85,387 |
Ralph Lauren Corp. | 644 | 81,897 |
Skechers USA, Inc., Class A (A) | 1,651 | 76,293 |
Tapestry, Inc. | 3,437 | 133,974 |
Under Armour, Inc., Class A (A) | 2,200 | 48,312 |
Under Armour, Inc., Class C (A) | 2,279 | 43,028 |
VF Corp. | 4,392 | 320,089 |
Consumer staples – 0.9% | 246,565 | |
Personal products – 0.9% | ||
Coty, Inc., Class A (A) | 2,074 | 17,588 |
The Estee Lauder Companies, Inc., Class A | 706 | 228,977 |
Industrials – 5.6% | 1,501,410 | |
Building products – 1.5% | ||
Allegion PLC | 1,540 | 197,582 |
Fortune Brands Home & Security, Inc. | 1,969 | 199,657 |
Commercial services and supplies – 1.9% | ||
Copart, Inc. (A) | 2,631 | 408,568 |
Rollins, Inc. | 2,827 | 99,595 |
Road and rail – 1.7% | ||
Avis Budget Group, Inc. (A) | 355 | 61,525 |
Lyft, Inc., Class A (A) | 2,561 | 117,473 |
Uber Technologies, Inc. (A) | 6,310 | 276,504 |
Trading companies and distributors – 0.5% | ||
SiteOne Landscape Supply, Inc. (A) | 598 | 140,506 |
SHORT-TERM INVESTMENTS – 0.7% | $181,656 | |
(Cost $181,659) | ||
Short-term funds – 0.7% | 181,656 | |
John Hancock Collateral Trust, 0.0370% (C)(D) | 10,654 | 106,602 |
Shares or Principal Amount | Value | |
State Street Institutional U.S. Government Money Market Fund, Premier Class, 0.0250% (C) | 75,054 | $75,054 |
Total investments (Multifactor Consumer Discretionary ETF) (Cost $22,481,249) 100.6% | $27,091,933 | |
Other assets and liabilities, net (0.6%) | (166,428) | |
Total net assets 100.0% | $26,925,505 |
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 10-31-21. |
(C) | The rate shown is the annualized seven-day yield as of 10-31-21. |
(D) | Investment is an affiliate of the fund, the advisor and/or subadvisor. This security represents the investment of cash collateral received for securities lending. |
Shares or Principal Amount | Value | |
COMMON STOCKS – 99.9% | $21,867,530 | |
(Cost $19,446,763) | ||
Consumer discretionary – 0.8% | 180,488 | |
Household durables – 0.8% | ||
Newell Brands, Inc. | 7,885 | 180,488 |
Consumer staples – 95.6% | 20,932,039 | |
Beverages – 20.8% | ||
Brown-Forman Corp., Class A | 576 | 36,881 |
Brown-Forman Corp., Class B | 5,313 | 360,700 |
Celsius Holdings, Inc. (A) | 439 | 42,372 |
Constellation Brands, Inc., Class A | 3,055 | 662,355 |
Keurig Dr. Pepper, Inc. | 6,797 | 245,304 |
Molson Coors Beverage Company, Class B | 3,889 | 171,466 |
Monster Beverage Corp. (A) | 3,220 | 273,700 |
PepsiCo, Inc. | 8,495 | 1,372,792 |
The Boston Beer Company, Inc., Class A (A) | 152 | 74,857 |
The Coca-Cola Company | 23,269 | 1,311,674 |
Food and staples retailing – 25.2% | ||
Albertsons Companies, Inc., Class A (B) | 3,463 | 107,180 |
BJ’s Wholesale Club Holdings, Inc. (A) | 2,883 | 168,483 |
Casey’s General Stores, Inc. | 837 | 160,319 |
Costco Wholesale Corp. | 2,917 | 1,433,822 |
Performance Food Group Company (A) | 2,723 | 123,161 |
Sysco Corp. | 8,331 | 640,654 |
The Kroger Company | 18,644 | 746,133 |
U.S. Foods Holding Corp. (A) | 4,311 | 149,462 |
Walgreens Boots Alliance, Inc. | 14,023 | 659,361 |
Walmart, Inc. | 8,970 | 1,340,297 |
Food products – 28.9% | ||
Archer-Daniels-Midland Company | 10,670 | 685,441 |
Beyond Meat, Inc. (A)(B) | 552 | 54,637 |
22 | JOHN HANCOCK MULTIFACTOR ETFS | SEMIANNUAL REPORT | SEE NOTES TO FINANCIAL STATEMENTS |
Shares or Principal Amount | Value | |
Consumer staples (continued) | ||
Food products (continued) | ||
Bunge, Ltd. | 2,839 | $263,005 |
Campbell Soup Company | 5,850 | 233,708 |
Conagra Brands, Inc. | 9,357 | 301,295 |
Darling Ingredients, Inc. (A) | 2,924 | 247,136 |
Freshpet, Inc. (A) | 594 | 92,611 |
General Mills, Inc. | 7,439 | 459,730 |
Hormel Foods Corp. | 5,483 | 232,041 |
Ingredion, Inc. | 1,656 | 157,701 |
Kellogg Company | 6,925 | 424,503 |
Lamb Weston Holdings, Inc. | 3,003 | 169,519 |
McCormick & Company, Inc. | 4,309 | 345,711 |
Mondelez International, Inc., Class A | 13,173 | 800,128 |
Pilgrim’s Pride Corp. (A) | 1,301 | 36,636 |
Post Holdings, Inc. (A) | 1,489 | 151,104 |
The Hershey Company | 2,808 | 492,383 |
The J.M. Smucker Company | 2,116 | 259,972 |
The Kraft Heinz Company | 12,902 | 463,053 |
Tyson Foods, Inc., Class A | 5,653 | 452,070 |
Household products – 14.6% | ||
Church & Dwight Company, Inc. | 5,096 | 445,187 |
Colgate-Palmolive Company | 8,072 | 615,006 |
Kimberly-Clark Corp. | 2,804 | 363,090 |
Reynolds Consumer Products, Inc. | 1,695 | 45,731 |
The Clorox Company | 2,395 | 390,409 |
The Procter & Gamble Company | 9,331 | 1,334,237 |
Personal products – 0.4% | ||
Herbalife Nutrition, Ltd. (A) | 1,895 | 87,928 |
Tobacco – 5.7% | ||
Altria Group, Inc. | 11,812 | 521,027 |
Philip Morris International, Inc. | 7,680 | 726,067 |
Materials – 3.5% | 755,003 | |
Chemicals – 3.5% | ||
Corteva, Inc. | 14,005 | 604,316 |
The Scotts Miracle-Gro Company | 1,015 | 150,687 |
SHORT-TERM INVESTMENTS – 0.9% | $200,756 | |
(Cost $200,763) | ||
Short-term funds – 0.9% | 200,756 | |
John Hancock Collateral Trust, 0.0370% (C)(D) | 14,644 | 146,524 |
State Street Institutional U.S. Government Money Market Fund, Premier Class, 0.0250% (C) | 54,232 | 54,232 |
Total investments (Multifactor Consumer Staples ETF) (Cost $19,647,526) 100.8% | $22,068,286 | |
Other assets and liabilities, net (0.8%) | (183,521) | |
Total net assets 100.0% | $21,884,765 |
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 10-31-21. |
(C) | The rate shown is the annualized seven-day yield as of 10-31-21. |
(D) | Investment is an affiliate of the fund, the advisor and/or subadvisor. This security represents the investment of cash collateral received for securities lending. |
Shares or Principal Amount | Value | |
COMMON STOCKS - 98.1% | $518,809,482 | |
(Cost $439,145,167) | ||
Australia - 6.8% | 36,166,653 | |
Afterpay, Ltd. (A) | 2,486 | 230,211 |
Ampol, Ltd. | 3,744 | 85,910 |
APA Group | 74,410 | 458,293 |
Aristocrat Leisure, Ltd. | 16,364 | 573,744 |
ASX, Ltd. | 2,206 | 137,558 |
Aurizon Holdings, Ltd. | 240,291 | 608,226 |
Australia & New Zealand Banking Group, Ltd. | 63,135 | 1,334,418 |
BHP Group PLC | 58,095 | 1,540,912 |
BHP Group, Ltd. (B) | 73,359 | 2,015,555 |
BlueScope Steel, Ltd. | 42,691 | 661,184 |
Brambles, Ltd. | 78,649 | 593,095 |
CIMIC Group, Ltd. | 2,268 | 33,934 |
Cochlear, Ltd. | 2,718 | 450,026 |
Coles Group, Ltd. | 30,876 | 397,493 |
Commonwealth Bank of Australia | 36,460 | 2,866,672 |
Computershare, Ltd. | 33,034 | 465,470 |
Crown Resorts, Ltd. (A) | 24,227 | 181,241 |
CSL, Ltd. | 10,789 | 2,435,055 |
Dexus | 25,289 | 206,471 |
Domino’s Pizza Enterprises, Ltd. | 2,652 | 269,825 |
Endeavour Group, Ltd. | 64,225 | 328,028 |
Evolution Mining, Ltd. | 93,764 | 255,647 |
Fortescue Metals Group, Ltd. | 59,726 | 624,902 |
Goodman Group | 23,610 | 388,363 |
Insurance Australia Group, Ltd. | 96,284 | 347,131 |
Lendlease Corp., Ltd. | 40,930 | 321,567 |
Macquarie Group, Ltd. | 9,298 | 1,374,677 |
Magellan Financial Group, Ltd. | 8,386 | 218,377 |
Medibank Private, Ltd. | 213,709 | 532,916 |
Mineral Resources, Ltd. | 10,861 | 314,805 |
Mirvac Group | 93,288 | 197,593 |
National Australia Bank, Ltd. | 56,351 | 1,215,157 |
Newcrest Mining, Ltd. | 15,446 | 288,761 |
Northern Star Resources, Ltd. | 58,670 | 407,179 |
Oil Search, Ltd. | 110,333 | 355,517 |
Origin Energy, Ltd. | 114,904 | 435,837 |
Qantas Airways, Ltd. (A) | 37,315 | 149,946 |
QBE Insurance Group, Ltd. | 78,256 | 695,345 |
Ramsay Health Care, Ltd. | 11,095 | 586,842 |
REA Group, Ltd. | 1,466 | 176,332 |
SEE NOTES TO FINANCIAL STATEMENTS | SEMIANNUAL REPORT | JOHN HANCOCK MULTIFACTOR ETFS | 23 |
Shares or Principal Amount | Value | |
Australia (continued) | ||
Reece, Ltd. (B) | 7,448 | $111,268 |
Rio Tinto, Ltd. | 18,830 | 1,276,990 |
Santos, Ltd. | 231,857 | 1,215,551 |
Scentre Group | 102,020 | 231,414 |
SEEK, Ltd. | 10,164 | 249,638 |
Sonic Healthcare, Ltd. | 12,696 | 381,725 |
South32, Ltd. | 254,639 | 682,796 |
Stockland | 73,279 | 250,431 |
Suncorp Group, Ltd. | 74,014 | 651,537 |
Sydney Airport (A) | 36,021 | 221,583 |
Tabcorp Holdings, Ltd. | 133,941 | 498,991 |
Telstra Corp., Ltd. | 180,838 | 518,861 |
The GPT Group | 45,278 | 175,483 |
TPG Telecom, Ltd. | 8,877 | 45,006 |
Transurban Group | 27,229 | 274,871 |
Treasury Wine Estates, Ltd. | 41,228 | 356,732 |
Vicinity Centres | 85,049 | 110,194 |
Wesfarmers, Ltd. | 23,065 | 991,806 |
Westpac Banking Corp. | 81,815 | 1,577,453 |
WiseTech Global, Ltd. | 3,802 | 145,868 |
Woodside Petroleum, Ltd. | 24,678 | 431,139 |
Woolworths Group, Ltd. | 35,211 | 1,007,101 |
Austria - 0.2% | 861,236 | |
Erste Group Bank AG | 7,186 | 308,523 |
OMV AG | 3,635 | 220,426 |
Raiffeisen Bank International AG | 3,608 | 105,637 |
Telekom Austria AG (A) | 2,680 | 23,199 |
Verbund AG | 954 | 99,472 |
voestalpine AG | 2,736 | 103,979 |
Belgium - 0.9% | 4,830,567 | |
Ackermans & van Haaren NV | 2,129 | 366,365 |
Ageas SA/NV | 16,070 | 782,934 |
Anheuser-Busch InBev SA/NV | 22,937 | 1,400,718 |
D’ieteren Group | 229 | 39,460 |
Elia Group SA/NV | 2,694 | 314,569 |
Etablissements Franz Colruyt NV (B) | 3,726 | 182,998 |
KBC Group NV | 7,527 | 701,727 |
Proximus SADP | 11,026 | 207,794 |
Solvay SA | 1,907 | 226,867 |
UCB SA | 1,317 | 157,134 |
Umicore SA | 5,478 | 314,308 |
Warehouses De Pauw CVA | 2,976 | 135,693 |
Chile - 0.1% | 559,705 | |
Antofagasta PLC | 28,644 | 559,705 |
Czech Republic - 0.1% | 357,478 | |
Avast PLC (C) | 46,603 | 357,478 |
Denmark - 2.6% | 13,639,731 | |
A.P. Moller - Maersk A/S, Series A | 89 | 243,948 |
Shares or Principal Amount | Value | |
Denmark (continued) | ||
A.P. Moller - Maersk A/S, Series B | 105 | $303,729 |
Carlsberg A/S, Class B | 5,845 | 965,173 |
Chr. Hansen Holding A/S | 6,988 | 556,575 |
Coloplast A/S, B Shares | 2,709 | 442,064 |
Danske Bank A/S | 40,493 | 685,975 |
Demant A/S (A) | 2,958 | 143,429 |
DSV A/S | 6,243 | 1,452,380 |
Genmab A/S (A) | 4,388 | 1,968,622 |
Novo Nordisk A/S, B Shares | 35,297 | 3,867,194 |
Novozymes A/S, B Shares | 16,453 | 1,211,129 |
Orsted A/S (C) | 4,958 | 700,314 |
Vestas Wind Systems A/S | 25,390 | 1,099,199 |
Finland - 1.3% | 7,125,025 | |
Elisa OYJ | 9,249 | 558,503 |
Fortum OYJ | 11,256 | 334,768 |
Kesko OYJ, A Shares | 7,371 | 225,194 |
Kesko OYJ, B Shares | 17,100 | 555,872 |
Kone OYJ, Class B | 10,002 | 682,451 |
Metso Outotec OYJ | 41,358 | 415,438 |
Neste OYJ | 11,175 | 623,206 |
Nokia OYJ (A) | 160,688 | 924,202 |
Nordea Bank ABP | 65,370 | 799,917 |
Orion OYJ, Class A | 621 | 26,806 |
Orion OYJ, Class B | 5,880 | 254,697 |
Sampo OYJ, A Shares | 5,353 | 284,959 |
Stora Enso OYJ, R Shares | 50,513 | 840,599 |
UPM-Kymmene OYJ | 9,812 | 346,552 |
Wartsila OYJ ABP | 18,144 | 251,861 |
France - 10.2% | 53,869,303 | |
Air Liquide SA | 11,986 | 2,000,723 |
Airbus SE (A) | 11,787 | 1,508,639 |
AXA SA | 48,895 | 1,423,646 |
BNP Paribas SA | 23,578 | 1,579,838 |
Capgemini SE | 12,260 | 2,856,020 |
Cie de Saint-Gobain | 49,252 | 3,394,732 |
Cie Generale des Etablissements Michelin SCA | 23,891 | 3,751,812 |
Credit Agricole SA | 85,955 | 1,297,107 |
Danone SA | 26,601 | 1,734,678 |
Dassault Systemes SE | 11,314 | 659,631 |
Electricite de France SA | 55,571 | 818,660 |
Engie SA | 123,966 | 1,763,979 |
EssilorLuxottica SA | 5,593 | 1,157,929 |
Hermes International | 639 | 1,013,461 |
Kering SA | 1,315 | 986,420 |
Legrand SA | 19,497 | 2,126,327 |
L’Oreal SA | 2,949 | 1,347,857 |
LVMH Moet Hennessy Louis Vuitton SE | 5,458 | 4,277,376 |
Orange SA | 278,514 | 3,040,996 |
Pernod Ricard SA | 4,372 | 1,005,322 |
Safran SA | 16,438 | 2,207,413 |
24 | JOHN HANCOCK MULTIFACTOR ETFS | SEMIANNUAL REPORT | SEE NOTES TO FINANCIAL STATEMENTS |
Shares or Principal Amount | Value | |
France (continued) | ||
Sanofi | 20,591 | $2,059,534 |
Sartorius Stedim Biotech | 640 | 352,693 |
Schneider Electric SE | 5,970 | 1,028,717 |
Societe Generale SA | 48,197 | 1,608,299 |
Teleperformance | 3,246 | 1,356,447 |
Thales SA | 7,503 | 691,675 |
TotalEnergies SE | 56,632 | 2,842,355 |
Veolia Environnement SA | 17,940 | 586,085 |
Vinci SA | 20,197 | 2,158,961 |
Vivendi SE | 53,433 | 688,536 |
Worldline SA (A)(C) | 9,321 | 543,435 |
Germany - 8.1% | 42,705,942 | |
adidas AG | 3,684 | 1,207,795 |
Allianz SE | 9,597 | 2,233,996 |
BASF SE | 22,718 | 1,637,366 |
Bayer AG | 44,812 | 2,523,961 |
Bayerische Motoren Werke AG | 18,052 | 1,822,502 |
Beiersdorf AG | 4,077 | 433,594 |
Carl Zeiss Meditec AG, Bearer Shares | 439 | 88,372 |
Continental AG (A) | 12,110 | 1,422,731 |
Daimler AG | 34,300 | 3,403,334 |
Delivery Hero SE (A)(C) | 3,808 | 473,952 |
Deutsche Bank AG (A) | 121,878 | 1,572,068 |
Deutsche Boerse AG | 11,158 | 1,854,248 |
Deutsche Post AG | 22,551 | 1,396,718 |
Deutsche Telekom AG | 125,686 | 2,338,546 |
E.ON SE | 114,966 | 1,458,964 |
Evonik Industries AG | 16,876 | 547,223 |
Fresenius Medical Care AG & Company KGaA | 24,924 | 1,657,335 |
Fresenius SE & Company KGaA | 51,002 | 2,317,500 |
Hannover Rueck SE | 3,692 | 675,065 |
Hapag-Lloyd AG (C) | 656 | 141,127 |
HeidelbergCement AG | 12,069 | 909,800 |
HelloFresh SE (A) | 4,660 | 377,495 |
Henkel AG & Company KGaA | 1,693 | 141,260 |
Infineon Technologies AG | 15,165 | 708,920 |
Knorr-Bremse AG | 3,609 | 380,647 |
Merck KGaA | 2,148 | 507,595 |
Muenchener Rueckversicherungs-Gesellschaft AG | 3,837 | 1,137,622 |
Puma SE | 4,326 | 537,172 |
RWE AG | 39,270 | 1,511,961 |
SAP SE | 11,083 | 1,607,329 |
Siemens AG | 8,787 | 1,426,472 |
Siemens Energy AG (A) | 21,353 | 613,321 |
Siemens Healthineers AG (C) | 3,046 | 202,545 |
Symrise AG | 7,958 | 1,100,983 |
Volkswagen AG | 1,550 | 503,681 |
Vonovia SE | 16,574 | 1,006,196 |
Zalando SE (A)(C) | 8,755 | 826,546 |
Shares or Principal Amount | Value | |
Hong Kong - 2.8% | $14,769,302 | |
AIA Group, Ltd. | 317,924 | 3,590,364 |
BOC Hong Kong Holdings, Ltd. | 95,295 | 302,580 |
Budweiser Brewing Company APAC, Ltd. (C) | 14,300 | 39,431 |
Chow Tai Fook Jewellery Group, Ltd. | 95,200 | 194,829 |
CK Asset Holdings, Ltd. | 139,969 | 864,567 |
CK Hutchison Holdings, Ltd. | 74,273 | 499,829 |
CK Infrastructure Holdings, Ltd. | 46,929 | 282,936 |
CLP Holdings, Ltd. | 155,071 | 1,518,008 |
Galaxy Entertainment Group, Ltd. (A) | 22,641 | 122,532 |
Hang Lung Properties, Ltd. | 100,000 | 232,162 |
Hang Seng Bank, Ltd. | 20,289 | 386,008 |
Henderson Land Development Company, Ltd. | 96,398 | 403,979 |
Hong Kong & China Gas Company, Ltd. | 119,065 | 185,201 |
Hong Kong Exchanges & Clearing, Ltd. | 30,125 | 1,823,211 |
Link REIT | 49,710 | 440,927 |
MTR Corp., Ltd. | 43,913 | 239,349 |
New World Development Company, Ltd. | 136,265 | 591,196 |
Orient Overseas International, Ltd. | 6,500 | 120,073 |
Power Assets Holdings, Ltd. | 96,073 | 586,018 |
Sun Hung Kai Properties, Ltd. | 43,662 | 580,921 |
Swire Properties, Ltd. | 76,401 | 204,776 |
Techtronic Industries Company, Ltd. | 47,577 | 979,178 |
Wharf Real Estate Investment Company, Ltd. | 102,993 | 581,227 |
Ireland - 1.1% | 5,787,634 | |
CRH PLC | 33,967 | 1,630,508 |
DCC PLC | 5,506 | 460,841 |
Experian PLC | 24,150 | 1,107,977 |
Flutter Entertainment PLC (A) | 2,378 | 450,217 |
James Hardie Industries PLC, CHESS Depositary Interest | 11,490 | 445,747 |
Kerry Group PLC, Class A | 1,639 | 220,211 |
Kingspan Group PLC | 9,202 | 1,061,067 |
Smurfit Kappa Group PLC | 7,843 | 411,066 |
Israel - 0.4% | 2,416,813 | |
Azrieli Group, Ltd. | 644 | 60,262 |
Bank Hapoalim BM | 30,367 | 299,163 |
Bank Leumi Le-Israel BM | 47,362 | 452,638 |
Check Point Software Technologies, Ltd. (A) | 3,094 | 370,042 |
CyberArk Software, Ltd. (A) | 118 | 21,253 |
Elbit Systems, Ltd. | 600 | 94,651 |
Fiverr International, Ltd. (A) | 63 | 10,732 |
ICL Group, Ltd. | 26,046 | 223,180 |
Mizrahi Tefahot Bank, Ltd. | 6,245 | 227,300 |
Nice, Ltd. (A) | 639 | 180,192 |
Teva Pharmaceutical Industries, Ltd. (A) | 45,727 | 404,132 |
Wix.com, Ltd. (A) | 394 | 73,268 |
Italy - 2.1% | 11,265,356 | |
Amplifon SpA | 7,093 | 360,758 |
Assicurazioni Generali SpA (B) | 24,267 | 529,364 |
SEE NOTES TO FINANCIAL STATEMENTS | SEMIANNUAL REPORT | JOHN HANCOCK MULTIFACTOR ETFS | 25 |
Shares or Principal Amount | Value | |
Italy (continued) | ||
Atlantia SpA (A) | 20,287 | $392,185 |
Davide Campari-Milano NV | 22,383 | 318,085 |
DiaSorin SpA | 1,448 | 327,347 |
Enel SpA | 150,081 | 1,256,757 |
Eni SpA | 86,703 | 1,244,580 |
Ferrari NV | 3,050 | 723,570 |
FinecoBank Banca Fineco SpA (A) | 26,520 | 506,850 |
Infrastrutture Wireless Italiane SpA (C) | 19,185 | 212,161 |
Interpump Group SpA | 855 | 63,077 |
Intesa Sanpaolo SpA | 312,227 | 887,955 |
Mediobanca Banca di Credito Finanziario SpA (A) | 55,008 | 656,632 |
Moncler SpA | 9,345 | 671,796 |
Nexi SpA (A)(C) | 6,276 | 109,125 |
Poste Italiane SpA (C) | 12,724 | 181,705 |
PRADA SpA | 21,600 | 135,502 |
Prysmian SpA | 10,614 | 401,656 |
Recordati Industria Chimica e Farmaceutica SpA | 6,688 | 418,872 |
Snam SpA | 52,982 | 300,252 |
Telecom Italia SpA | 967,815 | 345,073 |
Terna SpA | 77,691 | 579,186 |
UniCredit SpA | 40,430 | 534,501 |
UnipolSai Assicurazioni SpA | 37,397 | 108,367 |
Japan - 23.5% | 124,003,515 | |
ABC-Mart, Inc. | 1,400 | 66,915 |
Acom Company, Ltd. | 17,300 | 57,502 |
Advantest Corp. | 4,900 | 400,938 |
Aeon Company, Ltd. | 18,200 | 417,870 |
AGC, Inc. | 17,600 | 875,177 |
Aisin Corp. | 16,000 | 584,433 |
Ajinomoto Company, Inc. | 14,500 | 433,124 |
ANA Holdings, Inc. (A) | 8,100 | 188,461 |
Asahi Group Holdings, Ltd. | 8,300 | 375,383 |
Asahi Intecc Company, Ltd. | 9,300 | 244,602 |
Asahi Kasei Corp. | 58,400 | 612,809 |
Astellas Pharma, Inc. | 19,700 | 331,198 |
Azbil Corp. | 1,800 | 76,562 |
Bandai Namco Holdings, Inc. | 5,001 | 381,001 |
BayCurrent Consulting, Inc. | 400 | 164,525 |
Bridgestone Corp. | 15,400 | 677,857 |
Brother Industries, Ltd. | 13,800 | 266,015 |
Canon, Inc. | 21,200 | 475,594 |
Capcom Company, Ltd. | 8,000 | 214,690 |
Central Japan Railway Company | 4,644 | 688,302 |
Chubu Electric Power Company, Inc. | 32,200 | 332,943 |
Chugai Pharmaceutical Company, Ltd. | 12,400 | 461,853 |
Concordia Financial Group, Ltd. | 76,100 | 302,331 |
Cosmos Pharmaceutical Corp. | 700 | 106,635 |
CyberAgent, Inc. | 24,000 | 399,912 |
Dai Nippon Printing Company, Ltd. | 20,324 | 500,859 |
Shares or Principal Amount | Value | |
Japan (continued) | ||
Daifuku Company, Ltd. | 4,600 | $421,574 |
Dai-ichi Life Holdings, Inc. | 27,000 | 568,652 |
Daiichi Sankyo Company, Ltd. | 19,000 | 477,729 |
Daikin Industries, Ltd. | 5,547 | 1,210,829 |
Daito Trust Construction Company, Ltd. | 3,886 | 481,213 |
Daiwa House Industry Company, Ltd. | 26,200 | 861,883 |
Daiwa House REIT Investment Corp. | 38 | 108,976 |
Daiwa Securities Group, Inc. | 86,800 | 486,202 |
Denso Corp. | 9,200 | 663,465 |
Dentsu Group, Inc. | 10,700 | 391,309 |
Disco Corp. | 1,698 | 455,679 |
East Japan Railway Company | 9,700 | 602,970 |
Eisai Company, Ltd. | 2,872 | 202,180 |
ENEOS Holdings, Inc. | 243,800 | 982,683 |
FANUC Corp. | 1,970 | 385,448 |
Fast Retailing Company, Ltd. | 1,519 | 1,005,917 |
Fuji Electric Company, Ltd. | 11,593 | 564,272 |
FUJIFILM Holdings Corp. | 10,200 | 787,285 |
Fujitsu, Ltd. | 3,300 | 567,968 |
GLP J-REIT | 93 | 151,622 |
GMO Payment Gateway, Inc. | 2,700 | 341,925 |
Hakuhodo DY Holdings, Inc. | 12,300 | 200,424 |
Hamamatsu Photonics KK | 3,700 | 218,706 |
Hankyu Hanshin Holdings, Inc. | 21,300 | 658,474 |
Hikari Tsushin, Inc. | 541 | 83,267 |
Hino Motors, Ltd. | 24,700 | 233,082 |
Hirose Electric Company, Ltd. | 1,005 | 167,375 |
Hitachi Construction Machinery Company, Ltd. | 9,200 | 292,480 |
Hitachi Metals, Ltd. (A) | 18,200 | 344,288 |
Hitachi, Ltd. | 24,400 | 1,402,478 |
Honda Motor Company, Ltd. | 42,654 | 1,252,780 |
Hoshizaki Corp. | 2,100 | 176,067 |
Hoya Corp. | 10,000 | 1,466,784 |
Hulic Company, Ltd. | 42,400 | 406,430 |
Ibiden Company, Ltd. | 3,000 | 179,171 |
Idemitsu Kosan Company, Ltd. | 23,559 | 643,598 |
Iida Group Holdings Company, Ltd. | 9,600 | 235,990 |
Inpex Corp. | 56,100 | 468,382 |
Isuzu Motors, Ltd. | 33,400 | 447,872 |
ITOCHU Corp. | 51,900 | 1,475,640 |
Itochu Techno-Solutions Corp. | 5,700 | 179,461 |
Japan Airlines Company, Ltd. (A) | 13,600 | 292,336 |
Japan Exchange Group, Inc. | 22,500 | 531,495 |
Japan Metropolitan Fund Investment Corp. | 151 | 138,386 |
Japan Post Bank Company, Ltd. | 8,000 | 62,372 |
Japan Post Holdings Company, Ltd. (A) | 25,500 | 195,681 |
Japan Post Insurance Company, Ltd. | 10,000 | 162,245 |
Japan Real Estate Investment Corp. | 37 | 226,494 |
Japan Tobacco, Inc. | 44,300 | 868,517 |
JFE Holdings, Inc. | 25,100 | 383,682 |
JSR Corp. | 8,500 | 306,380 |
26 | JOHN HANCOCK MULTIFACTOR ETFS | SEMIANNUAL REPORT | SEE NOTES TO FINANCIAL STATEMENTS |
Shares or Principal Amount | Value | |
Japan (continued) | ||
Kajima Corp. | 38,600 | $473,931 |
Kakaku.com, Inc. | 3,900 | 128,774 |
Kansai Paint Company, Ltd. | 6,400 | 147,785 |
Kao Corp. | 12,700 | 716,279 |
KDDI Corp. | 65,000 | 2,011,138 |
Keio Corp. | 4,470 | 225,019 |
Keisei Electric Railway Company, Ltd. | 8,800 | 282,078 |
Keyence Corp. | 1,870 | 1,123,558 |
Kikkoman Corp. | 1,500 | 122,605 |
Kintetsu Group Holdings Company, Ltd. (A) | 7,800 | 244,552 |
Kirin Holdings Company, Ltd. | 8,000 | 138,987 |
Kobayashi Pharmaceutical Company, Ltd. | 1,400 | 111,853 |
Kobe Bussan Company, Ltd. (B) | 6,300 | 216,308 |
Koei Tecmo Holdings Company, Ltd. | 950 | 43,990 |
Koito Manufacturing Company, Ltd. | 11,600 | 655,155 |
Komatsu, Ltd. | 24,400 | 634,796 |
Konami Holdings Corp. | 6,200 | 340,382 |
Kose Corp. | 1,000 | 115,676 |
Kubota Corp. | 21,800 | 463,148 |
Kyocera Corp. | 8,500 | 496,097 |
Kyowa Kirin Company, Ltd. | 2,600 | 85,280 |
Lasertec Corp. | 1,900 | 417,075 |
Lawson, Inc. | 4,300 | 207,788 |
Lion Corp. (B) | 11,000 | 182,811 |
Lixil Corp. | 36,700 | 941,116 |
M3, Inc. | 10,600 | 623,590 |
Makita Corp. | 2,500 | 115,391 |
Marubeni Corp. | 95,400 | 804,196 |
Mazda Motor Corp. (A) | 50,600 | 452,194 |
Medipal Holdings Corp. | 4,100 | 73,892 |
MEIJI Holdings Company, Ltd. | 3,500 | 220,697 |
Mercari, Inc. (A)(B) | 1,900 | 102,478 |
MINEBEA MITSUMI, Inc. | 35,000 | 882,482 |
MISUMI Group, Inc. | 14,000 | 584,433 |
Mitsubishi Chemical Holdings Corp. | 72,900 | 602,700 |
Mitsubishi Corp. | 35,400 | 1,121,375 |
Mitsubishi Electric Corp. | 34,900 | 466,762 |
Mitsubishi Estate Company, Ltd. | 13,600 | 206,102 |
Mitsubishi HC Capital, Inc. | 73,700 | 368,419 |
Mitsubishi Heavy Industries, Ltd. | 32,900 | 839,343 |
Mitsubishi UFJ Financial Group, Inc. | 299,570 | 1,635,451 |
Mitsui & Company, Ltd. | 40,800 | 927,460 |
Mitsui Chemicals, Inc. | 22,400 | 663,995 |
Mitsui Fudosan Company, Ltd. | 17,800 | 405,642 |
Mitsui O.S.K. Lines, Ltd. | 3,300 | 207,218 |
Miura Company, Ltd. | 1,300 | 49,765 |
Mizuho Financial Group, Inc. | 53,400 | 704,819 |
MonotaRO Company, Ltd. | 7,100 | 160,649 |
MS&AD Insurance Group Holdings, Inc. | 12,000 | 387,915 |
Murata Manufacturing Company, Ltd. | 10,800 | 819,578 |
NEC Corp. | 15,903 | 811,712 |
Shares or Principal Amount | Value | |
Japan (continued) | ||
Nexon Company, Ltd. | 4,600 | $77,900 |
NGK Insulators, Ltd. | 16,400 | 272,123 |
Nidec Corp. | 9,200 | 1,014,199 |
Nihon M&A Center Holdings, Inc. | 15,000 | 458,452 |
Nintendo Company, Ltd. | 2,117 | 932,018 |
Nippon Building Fund, Inc. | 27 | 175,225 |
Nippon Express Company, Ltd. | 11,300 | 705,600 |
Nippon Paint Holdings Company, Ltd. | 9,900 | 105,837 |
Nippon Prologis REIT, Inc. | 49 | 163,512 |
Nippon Sanso Holdings Corp. | 15,700 | 369,695 |
Nippon Shinyaku Company, Ltd. | 1,500 | 119,842 |
Nippon Steel Corp. | 23,700 | 415,490 |
Nippon Telegraph & Telephone Corp. | 75,366 | 2,107,141 |
Nippon Yusen KK | 10,500 | 753,256 |
Nissan Chemical Corp. | 8,300 | 460,767 |
Nissan Motor Company, Ltd. (A) | 61,600 | 311,930 |
Nisshin Seifun Group, Inc. | 9,200 | 145,151 |
Nissin Foods Holdings Company, Ltd. | 2,316 | 176,912 |
Nitori Holdings Company, Ltd. | 2,201 | 402,560 |
Nitto Denko Corp. | 16,694 | 1,300,090 |
Nomura Holdings, Inc. | 74,700 | 360,316 |
Nomura Real Estate Master Fund, Inc. | 114 | 170,663 |
Nomura Research Institute, Ltd. | 10,000 | 398,158 |
NTT Data Corp. | 16,900 | 338,371 |
Obayashi Corp. | 56,800 | 477,215 |
Obic Company, Ltd. | 700 | 128,858 |
Odakyu Electric Railway Company, Ltd. | 14,600 | 315,368 |
Oji Holdings Corp. | 76,700 | 379,380 |
Olympus Corp. | 31,600 | 681,884 |
Omron Corp. | 2,000 | 190,660 |
Ono Pharmaceutical Company, Ltd. | 4,565 | 95,504 |
Oracle Corp. Japan | 1,400 | 131,989 |
Oriental Land Company, Ltd. | 2,200 | 346,135 |
ORIX Corp. | 43,300 | 856,317 |
Orix JREIT, Inc. | 45 | 74,549 |
Osaka Gas Company, Ltd. | 37,000 | 595,764 |
Otsuka Corp. | 7,300 | 358,518 |
Otsuka Holdings Company, Ltd. | 7,600 | 299,534 |
Pan Pacific International Holdings Corp. | 9,900 | 207,160 |
Panasonic Corp. | 94,504 | 1,154,105 |
PeptiDream, Inc. (A) | 5,800 | 140,034 |
Pola Orbis Holdings, Inc. | 3,200 | 68,196 |
Rakuten Group, Inc. | 10,700 | 117,299 |
Recruit Holdings Company, Ltd. | 26,200 | 1,739,850 |
Renesas Electronics Corp. (A) | 20,300 | 249,600 |
Resona Holdings, Inc. | 138,800 | 520,995 |
Ricoh Company, Ltd. | 41,300 | 400,595 |
Rohm Company, Ltd. | 5,000 | 455,163 |
Ryohin Keikaku Company, Ltd. | 14,000 | 274,782 |
Santen Pharmaceutical Company, Ltd. | 12,300 | 172,702 |
SBI Holdings, Inc. | 14,000 | 361,219 |
SEE NOTES TO FINANCIAL STATEMENTS | SEMIANNUAL REPORT | JOHN HANCOCK MULTIFACTOR ETFS | 27 |
Shares or Principal Amount | Value | |
Japan (continued) | ||
SCSK Corp. | 8,700 | $175,488 |
Secom Company, Ltd. | 2,261 | 153,457 |
Seiko Epson Corp. | 35,900 | 637,872 |
Sekisui Chemical Company, Ltd. | 34,900 | 570,827 |
Sekisui House, Ltd. | 30,500 | 631,666 |
Seven & i Holdings Company, Ltd. | 33,000 | 1,383,960 |
SG Holdings Company, Ltd. | 11,500 | 287,437 |
Sharp Corp. | 11,500 | 135,247 |
Shimadzu Corp. | 16,300 | 659,719 |
Shimano, Inc. | 1,086 | 300,775 |
Shimizu Corp. | 51,600 | 376,959 |
Shin-Etsu Chemical Company, Ltd. | 4,198 | 745,718 |
Shionogi & Company, Ltd. | 3,171 | 205,986 |
Shiseido Company, Ltd. | 4,077 | 270,847 |
SMC Corp. | 645 | 384,313 |
SoftBank Corp. | 45,600 | 621,664 |
SoftBank Group Corp. | 28,336 | 1,531,797 |
Sohgo Security Services Company, Ltd. | 2,100 | 89,507 |
Sompo Holdings, Inc. | 8,800 | 381,867 |
Sony Group Corp. | 23,200 | 2,673,519 |
Square Enix Holdings Company, Ltd. | 3,700 | 202,157 |
Stanley Electric Company, Ltd. | 9,300 | 233,754 |
Subaru Corp. | 16,200 | 316,541 |
SUMCO Corp. | 17,500 | 332,120 |
Sumitomo Chemical Company, Ltd. | 144,900 | 711,633 |
Sumitomo Corp. | 32,100 | 455,213 |
Sumitomo Dainippon Pharma Company, Ltd. | 8,900 | 125,431 |
Sumitomo Electric Industries, Ltd. | 44,400 | 586,613 |
Sumitomo Metal Mining Company, Ltd. | 16,800 | 651,668 |
Sumitomo Mitsui Financial Group, Inc. | 32,500 | 1,060,579 |
Sumitomo Mitsui Trust Holdings, Inc. | 14,675 | 483,139 |
Sumitomo Realty & Development Company, Ltd. | 5,700 | 205,455 |
Suntory Beverage & Food, Ltd. | 4,200 | 162,622 |
Suzuki Motor Corp. | 10,900 | 485,135 |
Sysmex Corp. | 3,748 | 462,481 |
T&D Holdings, Inc. | 37,700 | 483,380 |
Taisei Corp. | 16,661 | 521,638 |
Taisho Pharmaceutical Holdings Company, Ltd. | 2,729 | 145,993 |
Taiyo Yuden Company, Ltd. | 5,300 | 267,266 |
Takeda Pharmaceutical Company, Ltd. | 28,247 | 793,468 |
TDK Corp. | 15,300 | 554,168 |
Terumo Corp. | 12,200 | 536,896 |
The Chiba Bank, Ltd. | 59,700 | 369,640 |
The Kansai Electric Power Company, Inc. | 33,700 | 309,736 |
The Shizuoka Bank, Ltd. | 39,500 | 317,663 |
TIS, Inc. | 6,500 | 176,431 |
Tobu Railway Company, Ltd. | 18,800 | 466,764 |
Toho Company, Ltd. | 4,200 | 197,062 |
Toho Gas Company, Ltd. | 2,700 | 79,798 |
Tokio Marine Holdings, Inc. | 17,100 | 899,503 |
Shares or Principal Amount | Value | |
Japan (continued) | ||
Tokyo Century Corp. | 5,000 | $285,025 |
Tokyo Electron, Ltd. | 3,057 | 1,416,904 |
Tokyo Gas Company, Ltd. | 16,900 | 293,314 |
Tokyu Corp. | 23,100 | 324,545 |
TOPPAN, Inc. | 22,600 | 363,305 |
Toray Industries, Inc. | 138,300 | 859,819 |
Toshiba Corp. | 9,100 | 391,853 |
Tosoh Corp. | 23,000 | 387,082 |
TOTO, Ltd. | 7,700 | 371,410 |
Toyo Suisan Kaisha, Ltd. | 1,600 | 68,897 |
Toyota Industries Corp. | 4,000 | 338,873 |
Toyota Motor Corp. | 347,540 | 6,115,668 |
Toyota Tsusho Corp. | 8,000 | 345,889 |
Trend Micro, Inc. | 9,200 | 518,799 |
Tsuruha Holdings, Inc. | 2,200 | 271,081 |
Unicharm Corp. | 10,300 | 414,800 |
USS Company, Ltd. | 16,500 | 264,810 |
Welcia Holdings Company, Ltd. | 4,700 | 175,387 |
West Japan Railway Company | 10,581 | 497,662 |
Yakult Honsha Company, Ltd. | 3,000 | 151,020 |
Yamaha Corp. | 4,766 | 300,109 |
Yamaha Motor Company, Ltd. | 33,100 | 918,759 |
Yamato Holdings Company, Ltd. | 30,300 | 743,250 |
Yaskawa Electric Corp. | 10,400 | 448,744 |
Z Holdings Corp. | 38,900 | 240,854 |
ZOZO, Inc. | 10,400 | 332,453 |
Jordan - 0.0% | 198,755 | |
Hikma Pharmaceuticals PLC | 6,024 | 198,755 |
Luxembourg - 0.4% | 2,116,413 | |
ArcelorMittal SA | 32,629 | 1,107,309 |
Eurofins Scientific SE | 6,307 | 744,037 |
Tenaris SA | 23,785 | 265,067 |
Macau - 0.0% | 132,566 | |
Sands China, Ltd. (A) | 58,000 | 132,566 |
Mexico - 0.0% | 115,909 | |
Fresnillo PLC | 9,796 | 115,909 |
Netherlands - 5.8% | 30,538,281 | |
Adyen NV (A)(C) | 339 | 1,024,119 |
Akzo Nobel NV | 15,368 | 1,768,146 |
Argenx SE (A) | 479 | 143,514 |
ASML Holding NV | 8,157 | 6,612,498 |
Heineken Holding NV | 9,128 | 847,182 |
Heineken NV | 4,953 | 549,226 |
ING Groep NV | 81,105 | 1,231,426 |
Just Eat Takeaway.com NV (A)(C) | 1,976 | 142,051 |
Koninklijke Ahold Delhaize NV | 82,394 | 2,682,207 |
Koninklijke DSM NV | 11,897 | 2,602,802 |
Koninklijke Philips NV | 24,321 | 1,146,224 |
28 | JOHN HANCOCK MULTIFACTOR ETFS | SEMIANNUAL REPORT | SEE NOTES TO FINANCIAL STATEMENTS |
Shares or Principal Amount | Value | |
Netherlands (continued) | ||
Prosus NV (A) | 6,930 | $611,184 |
Royal Dutch Shell PLC, B Shares | 161,498 | 3,730,140 |
Stellantis NV | 115,667 | 2,309,008 |
Universal Music Group NV | 1,035 | 30,082 |
Universal Music Group NV (Euronext Paris Exchange) | 52,398 | 1,522,912 |
Wolters Kluwer NV | 34,183 | 3,585,560 |
New Zealand - 0.2% | 974,978 | |
Auckland International Airport, Ltd. (A) | 23,144 | 132,338 |
Fisher & Paykel Healthcare Corp., Ltd. | 10,158 | 226,883 |
Mainfreight, Ltd. | 871 | 56,037 |
Meridian Energy, Ltd. | 33,605 | 120,007 |
Ryman Healthcare, Ltd. | 4,467 | 46,194 |
Spark New Zealand, Ltd. | 72,538 | 236,977 |
Xero, Ltd. (A) | 1,394 | 156,542 |
Norway - 0.6% | 3,156,101 | |
Adevinta ASA (A) | 1,973 | 32,431 |
Aker BP ASA | 2,620 | 100,318 |
DNB Bank ASA (B) | 22,132 | 525,351 |
Equinor ASA | 43,405 | 1,096,760 |
Gjensidige Forsikring ASA | 2,982 | 74,063 |
Mowi ASA | 7,680 | 222,067 |
Norsk Hydro ASA | 34,838 | 254,841 |
Orkla ASA | 7,902 | 76,747 |
Salmar ASA | 619 | 47,051 |
Schibsted ASA, A Shares | 857 | 44,140 |
Schibsted ASA, B Shares | 1,405 | 63,346 |
Telenor ASA | 16,601 | 261,693 |
TOMRA Systems ASA | 1,958 | 126,193 |
Yara International ASA | 4,435 | 231,100 |
Portugal - 0.2% | 872,155 | |
EDP - Energias de Portugal SA | 68,083 | 384,806 |
Galp Energia SGPS SA | 23,310 | 242,564 |
Jeronimo Martins SGPS SA | 10,792 | 244,785 |
Singapore - 1.8% | 9,434,617 | |
Ascendas Real Estate Investment Trust | 69,992 | 160,382 |
CapitaLand Integrated Commercial Trust | 105,259 | 167,821 |
Capitaland Investment, Ltd. (A) | 109,000 | 278,057 |
DBS Group Holdings, Ltd. | 69,212 | 1,618,283 |
Genting Singapore, Ltd. | 511,900 | 296,093 |
Great Eastern Holdings, Ltd. | 5,400 | 86,176 |
Jardine Cycle & Carriage, Ltd. | 7,700 | 128,476 |
Keppel Corp., Ltd. | 117,700 | 469,578 |
Mapletree Logistics Trust | 46,000 | 68,906 |
Oversea-Chinese Banking Corp., Ltd. | 143,568 | 1,256,287 |
Sea, Ltd., ADR (A) | 2,556 | 878,165 |
Singapore Airlines, Ltd. (A) | 164,200 | 633,178 |
Singapore Exchange, Ltd. | 61,400 | 440,750 |
Singapore Technologies Engineering, Ltd. | 81,400 | 231,192 |
Shares or Principal Amount | Value | |
Singapore (continued) | ||
Singapore Telecommunications, Ltd. | 620,200 | $1,149,796 |
United Overseas Bank, Ltd. | 64,524 | 1,279,953 |
Wilmar International, Ltd. | 91,000 | 291,524 |
Spain - 2.3% | 12,196,526 | |
Aena SME SA (A)(C) | 2,979 | 488,331 |
Amadeus IT Group SA (A) | 5,603 | 375,039 |
Banco Bilbao Vizcaya Argentaria SA | 167,414 | 1,174,450 |
Banco Santander SA (B) | 403,166 | 1,528,696 |
CaixaBank SA | 237,394 | 682,689 |
Cellnex Telecom SA (A)(C) | 6,231 | 383,471 |
EDP Renovaveis SA | 1,901 | 53,018 |
Endesa SA | 8,446 | 194,945 |
Ferrovial SA | 18,820 | 593,707 |
Grifols SA | 16,300 | 373,396 |
Iberdrola SA | 228,554 | 2,701,806 |
Industria de Diseno Textil SA (B) | 29,728 | 1,074,741 |
Repsol SA | 130,384 | 1,668,204 |
Siemens Gamesa Renewable Energy SA (A) | 5,110 | 138,554 |
Telefonica SA | 175,711 | 765,479 |
Sweden - 3.5% | 18,706,346 | |
Alfa Laval AB | 3,226 | 138,115 |
Assa Abloy AB, B Shares | 10,686 | 312,922 |
Atlas Copco AB, A Shares (B) | 16,397 | 1,053,486 |
Atlas Copco AB, B Shares | 9,417 | 509,309 |
Beijer Ref AB (B) | 6,065 | 124,570 |
Boliden AB | 31,774 | 1,120,608 |
Castellum AB | 14,525 | 386,274 |
Electrolux AB, B Shares (B) | 33,400 | 757,951 |
Epiroc AB, A Shares | 16,619 | 413,516 |
Epiroc AB, B Shares | 10,328 | 219,463 |
EQT AB | 2,183 | 115,041 |
Essity AB, A Shares | 412 | 13,336 |
Essity AB, B Shares | 10,786 | 348,879 |
Evolution AB (C) | 1,786 | 288,888 |
Fabege AB | 12,401 | 209,655 |
Fastighets AB Balder, B Shares (A) | 4,170 | 302,099 |
Getinge AB, B Shares | 10,850 | 485,493 |
Hennes & Mauritz AB, B Shares (B) | 18,987 | 355,974 |
Hexagon AB, B Shares | 21,311 | 342,425 |
Holmen AB, B Shares | 4,783 | 212,070 |
Husqvarna AB, A Shares | 39 | 559 |
Husqvarna AB, B Shares (B) | 42,578 | 605,566 |
ICA Gruppen AB (B) | 7,846 | 405,615 |
Industrivarden AB, A Shares (B) | 604 | 19,915 |
Indutrade AB | 14,480 | 421,325 |
Lifco AB, B Shares | 5,290 | 154,047 |
Lundin Energy AB | 3,762 | 148,579 |
Nibe Industrier AB, B Shares | 16,921 | 251,889 |
Sagax AB, B Shares | 845 | 33,058 |
Samhallsbyggnadsbolaget i Norden AB | 28,358 | 190,187 |
SEE NOTES TO FINANCIAL STATEMENTS | SEMIANNUAL REPORT | JOHN HANCOCK MULTIFACTOR ETFS | 29 |
Shares or Principal Amount | Value | |
Sweden (continued) | ||
Samhallsbyggnadsbolaget i Norden AB, Class D | 4,865 | $17,696 |
Sandvik AB | 28,743 | 727,904 |
Securitas AB, B Shares | 19,665 | 325,136 |
Sinch AB (A)(C) | 6,531 | 123,837 |
Skandinaviska Enskilda Banken AB, A Shares | 30,356 | 474,506 |
Skandinaviska Enskilda Banken AB, C Shares | 301 | 4,822 |
Skanska AB, B Shares | 34,685 | 880,402 |
SKF AB, B Shares | 34,151 | 791,296 |
Svenska Cellulosa AB SCA, B Shares | 16,572 | 258,368 |
Svenska Handelsbanken AB, A Shares (B) | 37,756 | 432,314 |
Svenska Handelsbanken AB, B Shares (B) | 1,501 | 18,962 |
Sweco AB, B Shares | 7,527 | 119,804 |
Swedbank AB, A Shares (B) | 23,574 | 511,198 |
Swedish Match AB | 20,859 | 183,562 |
Swedish Orphan Biovitrum AB (A) | 12,194 | 330,815 |
Tele2 AB, B Shares | 40,818 | 575,782 |
Telefonaktiebolaget LM Ericsson, B Shares | 46,484 | 508,761 |
Telia Company AB (B) | 56,629 | 222,830 |
Trelleborg AB, B Shares | 15,026 | 343,174 |
Vitrolife AB | 767 | 49,922 |
Volvo AB, A Shares | 12,689 | 299,625 |
Volvo AB, B Shares | 67,224 | 1,564,816 |
Switzerland - 10.0% | 52,834,652 | |
ABB, Ltd. | 44,016 | 1,459,091 |
Alcon, Inc. | 30,782 | 2,548,800 |
Chocoladefabriken Lindt & Spruengli AG | 3 | 360,821 |
Cie Financiere Richemont SA, A Shares | 12,321 | 1,525,040 |
Coca-Cola HBC AG (A) | 16,796 | 583,175 |
Credit Suisse Group AG | 180,676 | 1,884,765 |
Geberit AG | 1,643 | 1,285,271 |
Givaudan SA | 426 | 2,008,902 |
Glencore PLC (A) | 325,594 | 1,630,139 |
Holcim, Ltd. (A) | 34,741 | 1,737,905 |
Kuehne + Nagel International AG | 2,991 | 943,699 |
Lonza Group AG | 823 | 676,053 |
Nestle SA | 65,117 | 8,610,041 |
Novartis AG | 49,694 | 4,113,657 |
Partners Group Holding AG | 1,370 | 2,395,157 |
Roche Holding AG | 13,714 | 5,313,753 |
Roche Holding AG, Bearer Shares | 1,112 | 478,266 |
Schindler Holding AG | 1,003 | 257,734 |
Schindler Holding AG, Participation Certificates | 2,133 | 556,039 |
Sika AG | 8,671 | 2,941,735 |
STMicroelectronics NV | 52,733 | 2,496,847 |
Straumann Holding AG | 299 | 622,378 |
Swiss Re AG | 22,567 | 2,189,153 |
Swisscom AG | 3,626 | 1,977,782 |
UBS Group AG | 143,058 | 2,605,965 |
Zurich Insurance Group AG | 3,675 | 1,632,484 |
Shares or Principal Amount | Value | |
United Arab Emirates - 0.0% | $986 | |
NMC Health PLC (A) | 5,181 | 986 |
United Kingdom - 13.1% | 69,115,389 | |
3i Group PLC | 89,140 | 1,666,652 |
abrdn PLC | 206,444 | 718,777 |
Admiral Group PLC | 18,025 | 709,113 |
Anglo American PLC | 40,846 | 1,557,911 |
Ashtead Group PLC | 12,124 | 1,017,745 |
Associated British Foods PLC | 9,701 | 237,762 |
AstraZeneca PLC | 28,103 | 3,503,206 |
Auto Trader Group PLC (C) | 57,660 | 478,651 |
AVEVA Group PLC | 5,905 | 287,994 |
Aviva PLC | 103,598 | 560,501 |
B&M European Value Retail SA | 49,394 | 428,719 |
BAE Systems PLC | 117,139 | 886,015 |
Barclays PLC | 407,669 | 1,130,197 |
Barratt Developments PLC | 71,988 | 654,232 |
Berkeley Group Holdings PLC | 6,899 | 411,844 |
BP PLC | 459,519 | 2,205,859 |
British American Tobacco PLC | 41,669 | 1,454,504 |
BT Group PLC (A) | 249,984 | 475,962 |
Bunzl PLC | 23,263 | 861,607 |
Burberry Group PLC | 30,564 | 808,166 |
CNH Industrial NV | 26,723 | 461,713 |
Coca-Cola Europacific Partners PLC | 13,010 | 689,255 |
Compass Group PLC (A) | 19,557 | 415,520 |
Croda International PLC | 5,917 | 767,112 |
Dechra Pharmaceuticals PLC | 1,571 | 110,256 |
Diageo PLC | 51,559 | 2,566,897 |
DS Smith PLC | 63,855 | 335,587 |
Entain PLC (A) | 24,676 | 692,728 |
Ferguson PLC | 6,011 | 905,941 |
GlaxoSmithKline PLC | 97,818 | 2,022,791 |
Halma PLC | 15,951 | 647,636 |
Hargreaves Lansdown PLC | 21,534 | 453,687 |
Howden Joinery Group PLC | 16,788 | 211,666 |
HSBC Holdings PLC (A) | 454,635 | 2,751,387 |
Imperial Brands PLC | 51,746 | 1,093,753 |
Informa PLC (A) | 84,971 | 604,966 |
InterContinental Hotels Group PLC (A) | 6,138 | 430,611 |
Intermediate Capital Group PLC | 10,192 | 306,098 |
Intertek Group PLC | 10,462 | 701,981 |
J Sainsbury PLC | 153,326 | 629,253 |
JD Sports Fashion PLC | 30,413 | 453,572 |
Johnson Matthey PLC | 11,944 | 447,453 |
Kingfisher PLC | 118,371 | 543,561 |
Land Securities Group PLC | 22,941 | 216,036 |
Legal & General Group PLC | 150,682 | 596,715 |
Lloyds Banking Group PLC | 1,558,366 | 1,072,764 |
London Stock Exchange Group PLC | 4,868 | 473,769 |
M&G PLC | 130,869 | 358,418 |
30 | JOHN HANCOCK MULTIFACTOR ETFS | SEMIANNUAL REPORT | SEE NOTES TO FINANCIAL STATEMENTS |
Shares or Principal Amount | Value | |
United Kingdom (continued) | ||
Meggitt PLC (A) | 23,650 | $243,137 |
Melrose Industries PLC | 224,681 | 485,995 |
Mondi PLC | 44,838 | 1,121,675 |
National Grid PLC | 94,959 | 1,217,563 |
NatWest Group PLC | 92,572 | 280,560 |
Next PLC | 11,481 | 1,253,655 |
Ocado Group PLC (A) | 6,120 | 151,253 |
Pearson PLC | 35,325 | 291,692 |
Persimmon PLC | 20,094 | 749,468 |
Phoenix Group Holdings PLC | 31,908 | 287,183 |
Prudential PLC | 28,171 | 577,107 |
Reckitt Benckiser Group PLC | 11,622 | 943,903 |
RELX PLC | 52,641 | 1,633,648 |
Rentokil Initial PLC | 120,056 | 968,310 |
Rightmove PLC | 50,491 | 478,521 |
Rio Tinto PLC | 37,143 | 2,321,921 |
Rolls-Royce Holdings PLC (A) | 297,017 | 536,768 |
Schroders PLC | 7,869 | 390,469 |
Schroders PLC, Non-Voting Shares | 2,675 | 90,569 |
Segro PLC | 29,908 | 529,878 |
Severn Trent PLC | 14,628 | 549,005 |
Smith & Nephew PLC | 10,742 | 184,794 |
Smiths Group PLC | 23,989 | 445,728 |
Spirax-Sarco Engineering PLC | 4,495 | 961,505 |
SSE PLC | 29,825 | 671,906 |
St. James’s Place PLC | 26,579 | 575,462 |
Standard Chartered PLC | 167,561 | 1,136,707 |
Taylor Wimpey PLC | 226,220 | 479,246 |
Tesco PLC | 210,965 | 780,497 |
The Sage Group PLC | 57,017 | 555,533 |
The Weir Group PLC | 3,948 | 93,893 |
THG PLC (A) | 17,384 | 51,614 |
Unilever PLC | 56,366 | 3,022,554 |
United Utilities Group PLC | 65,055 | 926,073 |
Vodafone Group PLC | 920,983 | 1,363,937 |
Whitbread PLC (A) | 14,173 | 635,284 |
WPP PLC | 76,810 | 1,111,833 |
United States - 0.0% | 57,548 | |
Carnival PLC (A) | 2,856 | 57,548 |
PREFERRED SECURITIES - 0.7% | $3,629,003 | |
(Cost $2,793,312) | ||
Germany - 0.7% | 3,629,003 | |
Bayerische Motoren Werke AG | 5,100 | 434,385 |
Henkel AG & Company KGaA | 2,912 | 260,764 |
Porsche Automobil Holding SE | 9,003 | 935,809 |
Sartorius AG | 902 | 584,967 |
Volkswagen AG | 6,300 | 1,413,078 |
Shares or Principal Amount | Value | |
SHORT-TERM INVESTMENTS - 1.3% | $6,759,770 | |
(Cost $6,759,947) | ||
Short-term funds - 1.3% | 6,759,770 | |
John Hancock Collateral Trust, 0.0370% (D)(E) | 390,317 | 3,905,353 |
State Street Institutional U.S. Government Money Market Fund, Premier Class, 0.0250% (D) | 2,854,417 | 2,854,417 |
Total investments (Multifactor Developed International ETF) (Cost $448,698,426) - 100.1% | $529,198,255 | |
Other assets and liabilities, net - (0.1%) | (692,255) | |
Total net assets - 100.0% | $528,506,000 |
The percentage shown for each investment category is the total value of the category as a percentage of the net assets of the fund. | |
Security Abbreviations and Legend | |
ADR | American Depositary Receipt |
(A) | Non-income producing security. |
(B) | All or a portion of this security is on loan as of 10-31-21. |
(C) | These securities are exempt from registration under Rule 144A of the Securities Act of 1933. Such securities may be resold, normally to qualified institutional buyers, in transactions exempt from registration. |
(D) | The rate shown is the annualized seven-day yield as of 10-31-21. |
(E) | Investment is an affiliate of the fund, the advisor and/or subadvisor. This security represents the investment of cash collateral received for securities lending. |
Shares or Principal Amount | Value | |
COMMON STOCKS - 99.0% | $701,933,416 | |
(Cost $580,683,684) | ||
Brazil - 3.7% | 25,872,615 | |
Ambev SA | 286,100 | 862,310 |
Americanas SA (A) | 39,718 | 209,265 |
Atacadao SA | 36,100 | 106,564 |
B3 SA - Brasil Bolsa Balcao | 417,800 | 882,739 |
Banco Bradesco SA | 148,023 | 446,406 |
Banco BTG Pactual SA | 68,648 | 274,616 |
Banco do Brasil SA | 99,400 | 502,555 |
Banco Inter SA | 43,034 | 88,404 |
BB Seguridade Participacoes SA | 102,100 | 400,104 |
CCR SA | 176,300 | 357,479 |
Centrais Eletricas Brasileiras SA | 53,820 | 322,996 |
Cia de Saneamento Basico do Estado de Sao Paulo | 62,700 | 391,527 |
Cia Energetica de Minas Gerais | 21,000 | 61,916 |
Cia Siderurgica Nacional SA | 95,400 | 385,526 |
Cosan SA | 51,000 | 179,047 |
CPFL Energia SA | 34,000 | 158,691 |
Energisa SA | 23,700 | 166,577 |
Engie Brasil Energia SA | 43,425 | 299,746 |
Equatorial Energia SA | 149,900 | 608,429 |
Hapvida Participacoes e Investimentos SA (B) | 98,194 | 201,022 |
SEE NOTES TO FINANCIAL STATEMENTS | SEMIANNUAL REPORT | JOHN HANCOCK MULTIFACTOR ETFS | 31 |
Shares or Principal Amount | Value | |
Brazil (continued) | ||
Hypera SA | 40,200 | $200,109 |
JBS SA | 195,300 | 1,352,930 |
Klabin SA (A) | 85,700 | 348,760 |
Localiza Rent a Car SA | 71,185 | 572,056 |
Lojas Renner SA | 92,531 | 529,053 |
Magazine Luiza SA | 175,728 | 336,991 |
Natura & Company Holding SA (A) | 65,900 | 454,765 |
Neoenergia SA | 43,300 | 119,062 |
Notre Dame Intermedica Participacoes SA | 51,400 | 585,214 |
Pagseguro Digital, Ltd., Class A (A) | 13,678 | 495,144 |
Petroleo Brasileiro SA | 572,900 | 2,812,159 |
Raia Drogasil SA | 175,900 | 725,506 |
Rede D’Or Sao Luiz SA (B) | 27,036 | 282,974 |
Rumo SA (A) | 144,690 | 410,430 |
Sendas Distribuidora SA | 37,700 | 102,259 |
StoneCo, Ltd., Class A (A) | 11,491 | 389,085 |
Suzano SA (A) | 83,265 | 727,184 |
Telefonica Brasil SA | 60,000 | 484,513 |
TIM SA | 220,200 | 438,291 |
TOTVS SA | 13,900 | 80,781 |
Vale SA | 469,500 | 5,964,324 |
Vibra Energia SA | 62,900 | 234,104 |
WEG SA | 125,800 | 825,723 |
XP, Inc. (A) | 8,848 | 290,381 |
XP, Inc., Class A (A) | 6,245 | 204,898 |
Chile - 0.3% | 2,456,904 | |
Banco de Chile | 3,340,369 | 290,676 |
Banco de Credito e Inversiones SA | 6,163 | 208,093 |
Banco Santander Chile | 5,985,811 | 262,654 |
Cencosud SA | 216,807 | 318,003 |
Colbun SA | 1,318,027 | 91,138 |
Empresas CMPC SA | 181,884 | 336,500 |
Empresas COPEC SA | 40,447 | 319,063 |
Enel Americas SA | 3,314,744 | 377,922 |
Enel Chile SA | 2,920,085 | 119,961 |
Falabella SA | 47,928 | 132,894 |
China - 26.1% | 184,947,905 | |
Agricultural Bank of China, Ltd., H Shares | 5,053,000 | 1,721,348 |
Aier Eye Hospital Group Company, Ltd., A Shares | 44,931 | 340,741 |
Airtac International Group | 16,743 | 499,728 |
Alibaba Group Holding, Ltd., ADR (A) | 84,797 | 13,986,417 |
Aluminum Corp. of China, Ltd., H Shares (A) | 384,000 | 229,540 |
Anhui Conch Cement Company, Ltd., H Shares | 276,500 | 1,375,560 |
Anhui Gujing Distillery Company, Ltd., A Shares | 2,600 | 92,493 |
ANTA Sports Products, Ltd. | 156,000 | 2,438,550 |
Asymchem Laboratories Tianjin Company, Ltd., Class A | 800 | 49,782 |
Avary Holding Shenzhen Company, Ltd., A Shares | 13,600 | 74,362 |
Shares or Principal Amount | Value | |
China (continued) | ||
Baidu, Inc., ADR (A) | 34,763 | $5,639,949 |
Bank of Beijing Company, Ltd., Class A | 66,200 | 45,828 |
Bank of China, Ltd., H Shares | 9,507,000 | 3,360,854 |
Bank of Communications Company, Ltd., H Shares | 3,729,000 | 2,219,457 |
Bank of Hangzhou Company, Ltd., A Shares | 32,600 | 72,747 |
Bank of Jiangsu Company, Ltd., Class A | 86,800 | 85,317 |
Bank of Nanjing Company, Ltd., Class A | 58,700 | 88,977 |
Bank of Ningbo Company, Ltd., A Shares | 71,841 | 428,848 |
Bank of Shanghai Company, Ltd., A Shares | 118,800 | 135,335 |
Baoshan Iron & Steel Company, Ltd., A Shares | 187,300 | 208,687 |
BeiGene, Ltd., ADR (A) | 2,744 | 981,584 |
Bilibili, Inc., Class Z (A) | 6,460 | 488,711 |
BOE Technology Group Company, Ltd., A Shares | 435,800 | 334,377 |
BYD Company, Ltd., H Shares | 84,000 | 3,202,756 |
CanSino Biologics, Inc., H Shares (A)(B)(C) | 3,000 | 77,285 |
Changchun High & New Technology Industry Group, Inc., A Shares | 3,400 | 144,920 |
China CITIC Bank Corp., Ltd., H Shares | 1,872,000 | 823,011 |
China Coal Energy Company, Ltd., H Shares | 190,000 | 115,772 |
China Construction Bank Corp., H Shares | 11,201,000 | 7,617,034 |
China Everbright Bank Company, Ltd., H Shares | 529,000 | 186,329 |
China Feihe, Ltd. (B) | 334,000 | 556,448 |
China Hongqiao Group, Ltd. | 183,000 | 203,489 |
China International Capital Corp., Ltd., H Shares (B) | 240,800 | 599,288 |
China Life Insurance Company, Ltd., H Shares | 877,000 | 1,528,737 |
China Longyuan Power Group Corp., H Shares | 303,000 | 708,125 |
China Merchants Bank Company, Ltd., H Shares | 614,000 | 5,173,858 |
China Merchants Securities Company, Ltd., H Shares (B) | 157,740 | 249,414 |
China Merchants Shekou Industrial Zone Holdings Company, Ltd., A Shares | 30,400 | 49,548 |
China Minsheng Banking Corp., Ltd., H Shares (C) | 1,015,500 | 403,378 |
China Molybdenum Company, Ltd., H Shares | 447,000 | 277,542 |
China Northern Rare Earth Group High-Tech Company, Ltd., Class A | 13,400 | 105,955 |
China Pacific Insurance Group Company, Ltd., H Shares | 549,800 | 1,696,248 |
China Petroleum & Chemical Corp., H Shares | 4,050,000 | 1,988,803 |
China Shenhua Energy Company, Ltd., H Shares | 742,000 | 1,598,643 |
China Southern Airlines Company, Ltd., H Shares (A) | 66,000 | 40,216 |
China Tourism Group Duty Free Corp., Ltd., A Shares | 10,500 | 440,490 |
China Vanke Company, Ltd., H Shares | 427,572 | 1,001,454 |
Chongqing Zhifei Biological Products Company, Ltd., A Shares | 12,200 | 286,350 |
CITIC Securities Company, Ltd., H Shares | 337,000 | 858,632 |
32 | JOHN HANCOCK MULTIFACTOR ETFS | SEMIANNUAL REPORT | SEE NOTES TO FINANCIAL STATEMENTS |
Shares or Principal Amount | Value | |
China (continued) | ||
Contemporary Amperex Technology Company, Ltd., A Shares | 10,500 | $1,048,835 |
COSCO SHIPPING Holdings Company, Ltd., H Shares (A)(C) | 629,199 | 977,076 |
Country Garden Holdings Company, Ltd. | 1,852,222 | 1,740,539 |
Country Garden Services Holdings Company, Ltd. | 192,000 | 1,493,241 |
CSC Financial Company, Ltd., H Shares (B) | 131,500 | 139,461 |
CSPC Pharmaceutical Group, Ltd. | 1,317,840 | 1,378,988 |
East Money Information Company, Ltd., A Shares | 54,960 | 282,560 |
Ecovacs Robotics Company, Ltd., Class A | 1,200 | 32,160 |
ENN Energy Holdings, Ltd. | 127,900 | 2,214,683 |
Eve Energy Company, Ltd., A Shares | 12,900 | 228,698 |
Flat Glass Group Company, Ltd., H Shares (C) | 21,000 | 113,381 |
Focus Media Information Technology Company, Ltd., A Shares | 106,900 | 122,948 |
Fuyao Glass Industry Group Company, Ltd. , H Shares (B) | 92,400 | 533,325 |
Ganfeng Lithium Company, Ltd., H Shares (B) | 12,400 | 232,568 |
GF Securities Company, Ltd., H Shares | 225,000 | 382,373 |
Gigadevice Semiconductor Beijing, Inc., Class A | 1,300 | 34,435 |
GoerTek, Inc., A Shares | 36,500 | 248,341 |
Great Wall Motor Company, Ltd., H Shares | 573,500 | 2,587,700 |
Guangdong Haid Group Company, Ltd., A Shares | 10,500 | 107,719 |
Guangzhou Automobile Group Company, Ltd., H Shares | 136,000 | 128,674 |
Guangzhou Tinci Materials Technology Company, Ltd., Class A | 3,300 | 85,051 |
Guotai Junan Securities Company, Ltd., H Shares (B) | 161,400 | 220,759 |
Haier Smart Home Company, Ltd., H Shares | 215,600 | 806,520 |
Haitong Securities Company, Ltd., H Shares | 433,600 | 386,274 |
Hangzhou First Applied Material Company, Ltd., Class A | 3,400 | 76,136 |
Hangzhou Tigermed Consulting Company, Ltd., A Shares | 3,800 | 101,186 |
Hansoh Pharmaceutical Group Company, Ltd. (B) | 114,000 | 254,699 |
Henan Shuanghui Investment & Development Company, Ltd., A Shares | 16,200 | 74,680 |
Hengli Petrochemical Company, Ltd., A Shares | 65,100 | 224,213 |
Huatai Securities Company, Ltd., H Shares (B) | 221,400 | 330,148 |
Huaxia Bank Company, Ltd., Class A | 67,309 | 59,217 |
Huazhu Group, Ltd., ADR (A) | 9,417 | 436,572 |
Iflytek Company, Ltd., A Shares | 15,900 | 140,184 |
Industrial & Commercial Bank of China, Ltd., H Shares | 9,222,000 | 5,050,195 |
Industrial Bank Company, Ltd., A Shares | 197,500 | 574,973 |
Inner Mongolia BaoTou Steel Union Company, Ltd., Class A (A) | 149,700 | 65,735 |
Inner Mongolia Yili Industrial Group Company, Ltd., A Shares | 40,800 | 274,155 |
Shares or Principal Amount | Value | |
China (continued) | ||
Innovent Biologics, Inc. (A)(B) | 49,000 | $439,668 |
JA Solar Technology Company, Ltd., Class A | 3,600 | 51,334 |
JD.com, Inc., ADR (A) | 54,072 | 4,232,756 |
Jiangsu Hengli Hydraulic Company, Ltd., A Shares | 6,600 | 84,675 |
Jiangsu Hengrui Medicine Company, Ltd., A Shares | 32,551 | 250,467 |
Jiangsu Yanghe Brewery Joint-Stock Company, Ltd., A Shares | 9,490 | 276,100 |
KE Holdings, Inc., ADR (A) | 10,806 | 196,885 |
Kweichow Moutai Company, Ltd., A Shares | 5,600 | 1,597,995 |
LB Group Company, Ltd., Class A | 8,200 | 36,379 |
Lenovo Group, Ltd. | 1,170,000 | 1,272,418 |
Lens Technology Company, Ltd., A Shares | 59,600 | 198,099 |
Li Auto, Inc., ADR (A) | 18,618 | 607,505 |
Li Ning Company, Ltd. | 197,000 | 2,190,563 |
Longfor Group Holdings, Ltd. (B) | 324,000 | 1,574,382 |
LONGi Green Energy Technology Company, Ltd., A Shares | 40,640 | 620,399 |
Luxshare Precision Industry Company, Ltd., A Shares | 47,700 | 288,020 |
Luzhou Laojiao Company, Ltd., A Shares | 10,300 | 368,507 |
Mango Excellent Media Company, Ltd., A Shares | 11,415 | 70,085 |
Meituan, Class B (A)(B) | 172,900 | 5,992,228 |
Metallurgical Corp. of China, Ltd., H Shares | 272,000 | 75,526 |
Midea Group Company, Ltd., A Shares | 50,700 | 544,847 |
Muyuan Foods Company, Ltd., A Shares | 34,360 | 306,643 |
NARI Technology Company, Ltd., A Shares | 40,100 | 243,947 |
NAURA Technology Group Company, Ltd., Class A | 1,800 | 104,425 |
NetEase, Inc., ADR | 56,902 | 5,553,066 |
New China Life Insurance Company, Ltd., H Shares | 164,300 | 476,275 |
NIO, Inc., ADR (A) | 102,098 | 4,023,682 |
Oppein Home Group, Inc., Class A | 1,000 | 19,891 |
Orient Securities Company, Ltd., H Shares (B) | 36,000 | 29,572 |
Pharmaron Beijing Company, Ltd., H Shares (B) | 14,600 | 318,124 |
PICC Property & Casualty Company, Ltd., H Shares | 1,232,000 | 1,152,963 |
Pinduoduo, Inc., ADR (A) | 21,940 | 1,950,905 |
Ping An Bank Company, Ltd., A Shares | 204,500 | 623,154 |
Ping An Insurance Group Company of China, Ltd., H Shares | 872,000 | 6,266,164 |
Poly Developments and Holdings Group Company, Ltd., A Shares | 142,500 | 279,687 |
Postal Savings Bank of China Company, Ltd., H Shares (B) | 1,405,000 | 1,022,271 |
Rongsheng Petrochemical Company, Ltd., A Shares | 56,250 | 151,540 |
Sanan Optoelectronics Company, Ltd., A Shares | 28,000 | 147,016 |
Sangfor Technologies, Inc., A Shares | 1,500 | 47,539 |
SEE NOTES TO FINANCIAL STATEMENTS | SEMIANNUAL REPORT | JOHN HANCOCK MULTIFACTOR ETFS | 33 |
Shares or Principal Amount | Value | |
China (continued) | ||
Sany Heavy Industry Company, Ltd., A Shares | 67,900 | $243,618 |
Seazen Holdings Company, Ltd., A Shares | 21,800 | 116,643 |
SF Holding Company, Ltd., A Shares | 25,000 | 252,489 |
Shaanxi Coal Industry Company, Ltd., A Shares | 78,300 | 153,069 |
Shandong Gold Mining Company, Ltd., H Shares (B) | 68,470 | 124,458 |
Shanghai Baosight Software Company, Ltd., Class A | 3,300 | 36,098 |
Shanghai Fosun Pharmaceutical Group Company, Ltd., H Shares (C) | 51,000 | 240,608 |
Shanghai International Airport Company, Ltd., A Shares (A) | 17,300 | 142,741 |
Shanghai Pudong Development Bank Company, Ltd., Class A | 172,800 | 241,406 |
Shanghai Putailai New Energy Technology Company, Ltd., Class A | 2,200 | 61,122 |
Shanxi Xinghuacun Fen Wine Factory Company, Ltd., A Shares | 7,845 | 369,613 |
Shenwan Hongyuan Group Company, Ltd., H Shares (B) | 173,600 | 43,963 |
Shenzhen Inovance Technology Company, Ltd., A Shares | 16,750 | 170,738 |
Shenzhen Kangtai Biological Products Company, Ltd., A Shares | 3,000 | 53,561 |
Shenzhen Mindray Bio-Medical Electronics Company, Ltd., A Shares | 6,800 | 399,639 |
Shenzhou International Group Holdings, Ltd. | 122,100 | 2,633,789 |
Silergy Corp. | 5,000 | 823,489 |
Smoore International Holdings, Ltd. (B) | 190,000 | 911,037 |
Sunac China Holdings, Ltd. | 569,000 | 1,225,913 |
Sungrow Power Supply Company, Ltd., A Shares | 11,300 | 289,771 |
Sunny Optical Technology Group Company, Ltd. | 93,100 | 2,515,683 |
TBEA Company, Ltd., Class A | 17,600 | 74,286 |
TCL Technology Group Corp., A Shares | 120,600 | 114,206 |
Tencent Holdings, Ltd. | 332,800 | 20,577,937 |
Tencent Music Entertainment Group, ADR (A) | 30,553 | 240,147 |
The People’s Insurance Company Group of China, Ltd., H Shares | 1,043,000 | 325,810 |
Tianjin Zhonghuan Semiconductor Company, Ltd., Class A | 11,100 | 90,822 |
Tongwei Company, Ltd., A Shares | 36,500 | 326,426 |
Trip.com Group, Ltd., ADR (A) | 55,513 | 1,585,451 |
Tsingtao Brewery Company, Ltd., H Shares | 24,000 | 208,714 |
Unigroup Guoxin Microelectronics Company, Ltd., Class A | 2,100 | 66,502 |
Walvax Biotechnology Company, Ltd., Class A | 5,200 | 44,692 |
Wanhua Chemical Group Company, Ltd., A Shares | 33,400 | 550,482 |
Weichai Power Company, Ltd., H Shares | 554,000 | 995,613 |
Will Semiconductor Company, Ltd., A Shares | 6,200 | 257,716 |
Wingtech Technology Company, Ltd., A Shares | 6,300 | 108,057 |
Wuliangye Yibin Company, Ltd., A Shares | 21,100 | 713,884 |
Shares or Principal Amount | Value | |
China (continued) | ||
WuXi AppTec Company, Ltd., H Shares (B) | 38,180 | $816,209 |
WuXi Biologics Cayman, Inc. (A)(B) | 230,000 | 3,500,685 |
Wuxi Lead Intelligent Equipment Company, Ltd., Class A | 5,700 | 72,362 |
Xinyi Solar Holdings, Ltd. | 626,006 | 1,310,106 |
XPeng, Inc., ADR (A) | 13,647 | 636,360 |
Yanzhou Coal Mining Company, Ltd., H Shares (C) | 140,000 | 207,686 |
Yonyou Network Technology Company, Ltd., A Shares | 13,800 | 68,576 |
Yum China Holdings, Inc. | 61,610 | 3,516,699 |
Yunnan Baiyao Group Company, Ltd., A Shares | 7,000 | 98,011 |
Yunnan Energy New Material Company, Ltd., A Shares | 5,000 | 227,947 |
Zai Lab, Ltd. (A) | 2,850 | 297,675 |
Zhangzhou Pientzehuang Pharmaceutical Company, Ltd., A Shares | 4,800 | 309,724 |
Zhejiang Chint Electrics Company, Ltd., Class A | 7,100 | 66,836 |
Zhejiang Huayou Cobalt Company, Ltd., A Shares | 7,900 | 137,092 |
Zhejiang Jingsheng Mechanical & Electrical Company, Ltd., Class A | 4,500 | 53,732 |
Zhejiang NHU Company, Ltd., A Shares | 24,240 | 102,804 |
Zhejiang Sanhua Intelligent Controls Company, Ltd., Class A | 9,900 | 36,696 |
Zhongsheng Group Holdings, Ltd. | 28,500 | 257,740 |
Zijin Mining Group Company, Ltd., H Shares | 1,040,000 | 1,449,226 |
ZTO Express Cayman, Inc., ADR | 93,574 | 2,744,525 |
Hong Kong - 2.0% | 14,355,991 | |
Alibaba Health Information Technology, Ltd. (A) | 366,000 | 462,496 |
China Gas Holdings, Ltd. | 468,400 | 1,171,745 |
China Mengniu Dairy Company, Ltd. (A) | 453,000 | 2,885,462 |
China Resources Beer Holdings Company, Ltd. | 244,000 | 2,023,126 |
China Resources Gas Group, Ltd. | 86,000 | 462,113 |
China Resources Land, Ltd. | 676,000 | 2,633,072 |
Futu Holdings, Ltd., ADR (A)(C) | 4,331 | 231,795 |
Geely Automobile Holdings, Ltd. | 911,000 | 3,167,810 |
Sino Biopharmaceutical, Ltd. | 1,780,500 | 1,318,372 |
India - 17.1% | 121,237,937 | |
ABB India, Ltd. | 2,802 | 78,401 |
ACC, Ltd. | 15,876 | 495,269 |
Adani Enterprises, Ltd. | 19,718 | 374,973 |
Adani Green Energy, Ltd. (A) | 24,145 | 372,423 |
Adani Ports & Special Economic Zone, Ltd. | 75,912 | 704,567 |
Adani Total Gas, Ltd. | 25,179 | 487,902 |
Adani Transmission, Ltd. (A) | 25,731 | 615,121 |
Alkem Laboratories, Ltd. | 3,337 | 160,385 |
Ambuja Cements, Ltd. | 119,096 | 642,548 |
Apollo Hospitals Enterprise, Ltd. | 9,840 | 563,103 |
Ashok Leyland, Ltd. | 149,349 | 284,612 |
34 | JOHN HANCOCK MULTIFACTOR ETFS | SEMIANNUAL REPORT | SEE NOTES TO FINANCIAL STATEMENTS |
Shares or Principal Amount | Value | |
India (continued) | ||
Asian Paints, Ltd. | 42,471 | $1,762,789 |
Astral, Ltd. | 4,673 | 136,294 |
AU Small Finance Bank, Ltd. (A)(B) | 13,269 | 216,539 |
Aurobindo Pharma, Ltd. | 61,776 | 571,262 |
Avenue Supermarts, Ltd. (A)(B) | 9,248 | 570,827 |
Axis Bank, Ltd. (A) | 242,439 | 2,412,046 |
Bajaj Auto, Ltd. | 7,399 | 367,068 |
Bajaj Finance, Ltd. | 16,917 | 1,676,072 |
Bajaj Finserv, Ltd. | 2,611 | 622,752 |
Bajaj Holdings & Investment, Ltd. | 4,497 | 288,805 |
Balkrishna Industries, Ltd. | 4,230 | 138,795 |
Bandhan Bank, Ltd. (B) | 128,735 | 500,714 |
Bank of Baroda (A) | 111,586 | 145,441 |
Berger Paints India, Ltd. | 32,259 | 319,612 |
Bharat Electronics, Ltd. | 211,071 | 585,453 |
Bharat Petroleum Corp., Ltd. | 210,131 | 1,176,635 |
Bharti Airtel, Ltd. (A) | 277,247 | 2,539,167 |
Biocon, Ltd. (A) | 32,513 | 152,619 |
Bosch, Ltd. | 840 | 190,365 |
Britannia Industries, Ltd. | 13,359 | 654,737 |
Cadila Healthcare, Ltd. | 49,931 | 336,002 |
Cholamandalam Investment and Finance Company, Ltd. | 57,045 | 475,367 |
Cipla, Ltd. | 101,894 | 1,238,274 |
Coal India, Ltd. | 274,780 | 604,374 |
Colgate-Palmolive India, Ltd. | 15,523 | 319,037 |
Container Corp. of India, Ltd. | 27,745 | 243,580 |
Dabur India, Ltd. | 91,041 | 715,380 |
Dalmia Bharat, Ltd. | 4,465 | 119,971 |
Divi’s Laboratories, Ltd. | 14,646 | 1,010,807 |
DLF, Ltd. | 73,991 | 394,750 |
Dr. Reddy’s Laboratories, Ltd. | 11,296 | 699,321 |
Eicher Motors, Ltd. | 13,240 | 439,911 |
GAIL India, Ltd. | 235,546 | 467,121 |
Godrej Consumer Products, Ltd. (A) | 64,757 | 830,204 |
Godrej Properties, Ltd. (A) | 8,115 | 242,752 |
Grasim Industries, Ltd. | 44,624 | 1,029,112 |
Gujarat Gas, Ltd. | 18,437 | 153,885 |
Havells India, Ltd. | 33,037 | 559,343 |
HCL Technologies, Ltd. | 131,199 | 2,006,148 |
HDFC Asset Management Company, Ltd. (B) | 5,376 | 190,153 |
HDFC Bank, Ltd. | 339,389 | 7,196,939 |
HDFC Life Insurance Company, Ltd. (B) | 50,786 | 462,987 |
Hero MotoCorp, Ltd. | 24,583 | 873,260 |
Hindalco Industries, Ltd. | 245,736 | 1,522,369 |
Hindustan Aeronautics, Ltd. | 17,095 | 300,436 |
Hindustan Petroleum Corp., Ltd. | 162,516 | 675,837 |
Hindustan Unilever, Ltd. | 88,399 | 2,820,268 |
Honeywell Automation India, Ltd. | 230 | 129,505 |
Housing Development Finance Corp., Ltd. | 166,322 | 6,311,379 |
ICICI Bank, Ltd. | 428,589 | 4,616,069 |
Shares or Principal Amount | Value | |
India (continued) | ||
ICICI Lombard General Insurance Company, Ltd. (B) | 21,804 | $433,802 |
ICICI Prudential Life Insurance Company, Ltd. (B) | 24,942 | 206,181 |
Indian Oil Corp., Ltd. | 477,432 | 816,109 |
Indian Railway Catering | 13,740 | 154,646 |
Indraprastha Gas, Ltd. | 23,948 | 152,167 |
Indus Towers, Ltd. | 190,386 | 691,562 |
Info Edge India, Ltd. | 4,675 | 380,836 |
Infosys, Ltd. | 326,334 | 7,282,252 |
InterGlobe Aviation, Ltd. (A)(B) | 6,179 | 178,898 |
ITC, Ltd. | 421,602 | 1,258,085 |
Jindal Steel & Power, Ltd. (A) | 59,397 | 330,771 |
JSW Energy, Ltd. | 23,114 | 106,061 |
JSW Steel, Ltd. | 271,215 | 2,435,751 |
Jubilant Foodworks, Ltd. | 6,446 | 318,163 |
Kansai Nerolac Paints, Ltd. | 13,183 | 95,913 |
Kotak Mahindra Bank, Ltd. | 69,992 | 1,908,671 |
L&T Technology Services, Ltd. (B) | 1,252 | 79,051 |
Larsen & Toubro Infotech, Ltd. (B) | 4,788 | 429,685 |
Larsen & Toubro, Ltd. | 74,733 | 1,772,484 |
Lupin, Ltd. | 28,389 | 351,444 |
Mahindra & Mahindra, Ltd. | 119,088 | 1,407,467 |
Marico, Ltd. | 74,788 | 566,793 |
Maruti Suzuki India, Ltd. | 9,824 | 978,192 |
Max Financial Services, Ltd. (A) | 11,798 | 153,026 |
Max Healthcare Institute, Ltd. (A) | 5,968 | 26,393 |
Mindtree, Ltd. | 2,145 | 129,334 |
Motherson Sumi Systems, Ltd. | 183,923 | 550,802 |
Mphasis, Ltd. | 4,327 | 186,934 |
MRF, Ltd. | 202 | 208,795 |
Muthoot Finance, Ltd. | 22,691 | 446,616 |
Nestle India, Ltd. | 3,813 | 965,710 |
NMDC, Ltd. | 127,401 | 243,211 |
NTPC, Ltd. | 949,926 | 1,688,475 |
Oil & Natural Gas Corp., Ltd. | 466,416 | 934,311 |
Oracle Financial Services Software, Ltd. | 1,019 | 59,944 |
Petronet LNG, Ltd. | 165,751 | 509,109 |
PI Industries, Ltd. | 4,708 | 188,619 |
Pidilite Industries, Ltd. | 17,913 | 555,693 |
Piramal Enterprises, Ltd. | 14,861 | 516,991 |
Power Finance Corp., Ltd. | 209,403 | 371,930 |
Power Grid Corp. of India, Ltd. | 719,377 | 1,784,002 |
Procter & Gamble Hygiene & Health Care, Ltd. | 1,321 | 255,004 |
Punjab National Bank (A) | 234,640 | 132,233 |
Reliance Industries, Ltd. | 260,244 | 8,827,574 |
SBI Cards & Payment Services, Ltd. (A) | 4,953 | 70,424 |
SBI Life Insurance Company, Ltd. (B) | 24,556 | 375,483 |
Shree Cement, Ltd. | 1,174 | 448,395 |
Shriram Transport Finance Company, Ltd. | 20,548 | 397,603 |
Siemens, Ltd. | 8,498 | 249,488 |
SEE NOTES TO FINANCIAL STATEMENTS | SEMIANNUAL REPORT | JOHN HANCOCK MULTIFACTOR ETFS | 35 |
Shares or Principal Amount | Value | |
India (continued) | ||
SRF, Ltd. | 7,735 | $219,299 |
State Bank of India | 211,616 | 1,424,315 |
Steel Authority of India, Ltd. | 143,796 | 221,989 |
Sun Pharmaceutical Industries, Ltd. | 128,780 | 1,368,953 |
Tata Communications, Ltd. | 5,982 | 104,571 |
Tata Consultancy Services, Ltd. | 88,817 | 4,037,500 |
Tata Consumer Products, Ltd. | 59,570 | 645,967 |
Tata Motors, Ltd. (A) | 322,055 | 2,083,560 |
Tata Power Company, Ltd. | 88,154 | 254,463 |
Tata Steel, Ltd. | 123,649 | 2,175,793 |
Tech Mahindra, Ltd. | 112,159 | 2,216,781 |
Titan Company, Ltd. | 39,733 | 1,270,819 |
Torrent Pharmaceuticals, Ltd. | 5,523 | 211,682 |
UltraTech Cement, Ltd. | 9,509 | 971,075 |
United Breweries, Ltd. | 6,772 | 149,627 |
United Spirits, Ltd. (A) | 28,088 | 356,739 |
UPL, Ltd. | 116,537 | 1,160,215 |
Varun Beverages, Ltd. | 6,857 | 77,744 |
Vedanta, Ltd. | 354,040 | 1,436,845 |
Wipro, Ltd. | 167,350 | 1,447,080 |
Indonesia - 2.0% | 14,339,895 | |
Aneka Tambang Tbk | 529,600 | 87,472 |
Astra International Tbk PT | 2,372,000 | 1,008,738 |
Bank Central Asia Tbk PT | 4,546,000 | 2,398,542 |
Bank Jago Tbk PT (A) | 98,500 | 107,764 |
Bank Mandiri Persero Tbk PT | 2,199,400 | 1,113,866 |
Bank Negara Indonesia Persero Tbk PT | 1,282,700 | 633,767 |
Bank Rakyat Indonesia Persero Tbk PT | 9,263,850 | 2,778,992 |
Bank Syariah Indonesia Tbk PT (A) | 1,064,400 | 158,524 |
Barito Pacific Tbk PT | 2,853,600 | 188,327 |
Charoen Pokphand Indonesia Tbk PT | 1,199,200 | 524,795 |
Elang Mahkota Teknologi Tbk PT (A) | 1,896,300 | 257,659 |
Gudang Garam Tbk PT | 83,000 | 196,259 |
Indah Kiat Pulp & Paper Tbk PT | 266,600 | 159,480 |
Indocement Tunggal Prakarsa Tbk PT | 219,300 | 183,040 |
Indofood CBP Sukses Makmur Tbk PT | 337,600 | 209,697 |
Indofood Sukses Makmur Tbk PT | 747,800 | 335,171 |
Kalbe Farma Tbk PT | 2,864,800 | 323,535 |
Mayora Indah Tbk PT | 661,000 | 109,642 |
Merdeka Copper Gold Tbk PT (A) | 1,077,300 | 240,287 |
Sarana Menara Nusantara Tbk PT | 2,725,300 | 223,141 |
Semen Indonesia Persero Tbk PT | 492,700 | 316,469 |
Telkom Indonesia Persero Tbk PT | 7,380,500 | 1,979,594 |
Tower Bersama Infrastructure Tbk PT | 466,600 | 96,828 |
United Tractors Tbk PT | 368,900 | 613,206 |
Vale Indonesia Tbk PT | 277,800 | 95,100 |
Malaysia - 1.9% | 13,201,741 | |
Axiata Group BHD | 332,795 | 317,445 |
CIMB Group Holdings BHD | 632,748 | 797,620 |
Dialog Group BHD | 423,000 | 289,082 |
Shares or Principal Amount | Value | |
Malaysia (continued) | ||
DiGi.Com BHD | 339,800 | $347,103 |
Fraser & Neave Holdings BHD | 11,300 | 73,842 |
Genting BHD | 363,300 | 454,454 |
Genting Malaysia BHD | 426,400 | 326,416 |
HAP Seng Consolidated BHD | 67,100 | 127,038 |
Hartalega Holdings BHD | 236,300 | 334,392 |
Hong Leong Bank BHD | 72,200 | 328,134 |
Hong Leong Financial Group BHD | 44,000 | 194,871 |
IHH Healthcare BHD | 208,000 | 328,500 |
IOI Corp. BHD | 212,800 | 201,957 |
Kuala Lumpur Kepong BHD | 44,175 | 230,636 |
Malayan Banking BHD | 630,016 | 1,224,735 |
Maxis BHD | 226,300 | 255,209 |
MISC BHD | 162,000 | 276,585 |
Nestle Malaysia BHD | 5,700 | 185,136 |
Petronas Chemicals Group BHD | 167,500 | 351,503 |
Petronas Dagangan BHD | 51,400 | 252,718 |
Petronas Gas BHD | 66,300 | 268,018 |
PPB Group BHD | 93,400 | 410,049 |
Press Metal Aluminium Holdings BHD | 393,000 | 527,670 |
Public Bank BHD | 1,992,100 | 2,006,051 |
RHB Bank BHD | 305,196 | 411,252 |
Sime Darby BHD | 463,300 | 253,970 |
Sime Darby Plantation BHD | 226,238 | 219,081 |
Telekom Malaysia BHD | 212,200 | 296,701 |
Tenaga Nasional BHD | 586,600 | 1,368,403 |
Top Glove Corp. BHD | 556,600 | 365,601 |
Westports Holdings BHD | 164,500 | 177,569 |
Mexico - 2.4% | 16,946,730 | |
America Movil SAB de CV, Series L | 2,723,188 | 2,429,832 |
Arca Continental SAB de CV | 61,564 | 375,534 |
Cemex SAB de CV (A) | 2,353,288 | 1,521,280 |
Coca-Cola Femsa SAB de CV | 65,152 | 350,989 |
El Puerto de Liverpool SAB de CV, Series C1 | 21,656 | 96,394 |
Fibra Uno Administracion SA de CV | 277,740 | 276,888 |
Fomento Economico Mexicano SAB de CV | 153,548 | 1,267,446 |
Grupo Aeroportuario del Pacifico SAB de CV, Series B (A) | 35,728 | 452,187 |
Grupo Aeroportuario del Sureste SAB de CV, Series B | 19,499 | 394,754 |
Grupo Bimbo SAB de CV, Series A | 254,500 | 758,185 |
Grupo Carso SAB de CV, Series A1 | 55,404 | 187,413 |
Grupo Elektra SAB de CV | 4,121 | 316,954 |
Grupo Financiero Banorte SAB de CV, Series O | 298,104 | 1,888,490 |
Grupo Financiero Inbursa SAB de CV, Series O (A) | 383,240 | 384,676 |
Grupo Mexico SAB de CV, Series B | 501,608 | 2,202,944 |
Grupo Televisa SAB | 445,352 | 903,148 |
Industrias Penoles SAB de CV (A) | 15,843 | 202,690 |
Kimberly-Clark de Mexico SAB de CV, Class A | 175,400 | 277,833 |
Orbia Advance Corp. SAB de CV | 197,200 | 516,446 |
36 | JOHN HANCOCK MULTIFACTOR ETFS | SEMIANNUAL REPORT | SEE NOTES TO FINANCIAL STATEMENTS |
Shares or Principal Amount | Value | |
Mexico (continued) | ||
Wal-Mart de Mexico SAB de CV | 613,640 | $2,142,647 |
Philippines - 1.1% | 7,448,805 | |
Aboitiz Equity Ventures, Inc. | 278,210 | 267,117 |
Aboitiz Power Corp. | 444,800 | 283,680 |
AC Energy Corp. | 248,000 | 60,315 |
Ayala Corp. | 30,120 | 515,643 |
Ayala Land, Inc. | 721,200 | 502,165 |
Bank of the Philippine Islands | 394,900 | 681,146 |
BDO Unibank, Inc. | 263,260 | 648,097 |
Globe Telecom, Inc. | 5,265 | 312,913 |
International Container Terminal Services, Inc. | 103,230 | 368,605 |
JG Summit Holdings, Inc. | 368,233 | 439,747 |
Jollibee Foods Corp. | 42,570 | 198,621 |
Manila Electric Company | 46,760 | 266,219 |
Metropolitan Bank & Trust Company | 339,252 | 321,014 |
PLDT, Inc. | 18,715 | 609,602 |
San Miguel Corp. | 81,599 | 189,227 |
SM Investments Corp. | 32,035 | 613,247 |
SM Prime Holdings, Inc. | 1,147,100 | 753,204 |
Universal Robina Corp. | 152,780 | 418,243 |
Poland - 1.0% | 7,248,873 | |
Allegro.eu SA (A)(B) | 23,045 | 260,818 |
Bank Polska Kasa Opieki SA | 20,462 | 676,224 |
CD Projekt SA | 5,439 | 237,225 |
Cyfrowy Polsat SA | 35,507 | 317,783 |
Dino Polska SA (A)(B) | 5,650 | 505,101 |
ING Bank Slaski SA (A) | 3,316 | 226,243 |
KGHM Polska Miedz SA | 17,676 | 680,145 |
LPP SA | 181 | 650,604 |
mBank SA (A) | 554 | 78,445 |
PGE Polska Grupa Energetyczna SA (A) | 119,642 | 294,345 |
Polski Koncern Naftowy ORLEN SA | 54,755 | 1,181,999 |
Polskie Gornictwo Naftowe i Gazownictwo SA | 253,934 | 383,196 |
Powszechna Kasa Oszczednosci Bank Polski SA (A) | 86,542 | 1,059,348 |
Powszechny Zaklad Ubezpieczen SA | 37,404 | 374,354 |
Santander Bank Polska SA | 3,476 | 323,043 |
Romania - 0.0% | 136,576 | |
NEPI Rockcastle PLC | 20,273 | 136,576 |
Russia - 3.3% | 23,540,129 | |
Gazprom PJSC, ADR | 545,582 | 5,349,977 |
Lukoil PJSC, ADR | 56,432 | 5,756,064 |
MMC Norilsk Nickel PJSC, ADR | 93,194 | 2,916,040 |
Novatek PJSC, GDR | 5,898 | 1,495,143 |
Novolipetsk Steel OJSC, GDR | 6,243 | 197,154 |
Polyus PJSC, GDR | 6,556 | 649,700 |
Polyus PJSC, GDR (London Stock Exchange) | 150 | 14,865 |
Rosneft Oil Company PJSC, GDR | 218,862 | 1,950,060 |
Sberbank of Russia PJSC, ADR | 260,296 | 5,211,126 |
Shares or Principal Amount | Value | |
Saudi Arabia - 2.9% | $20,527,720 | |
Advanced Petrochemical Company | 5,766 | 114,370 |
Al Rajhi Bank | 99,556 | 3,678,707 |
Alinma Bank | 96,657 | 648,091 |
Almarai Company JSC | 24,921 | 351,468 |
Bank AlBilad (A) | 25,974 | 292,224 |
Bank Al-Jazira | 21,999 | 112,608 |
Banque Saudi Fransi | 53,521 | 602,859 |
Bupa Arabia for Cooperative Insurance Company | 2,565 | 98,883 |
Dr Sulaiman Al Habib Medical Services Group Company | 9,242 | 408,522 |
Etihad Etisalat Company | 68,287 | 550,716 |
Jarir Marketing Company | 6,830 | 369,278 |
Mouwasat Medical Services Company | 2,537 | 121,612 |
National Petrochemical Company | 10,295 | 132,019 |
Riyad Bank | 115,598 | 910,694 |
SABIC Agri-Nutrients Company | 27,045 | 1,182,484 |
Sahara International Petrochemical Company | 34,842 | 407,786 |
Saudi Arabian Mining Company (A) | 36,570 | 795,572 |
Saudi Basic Industries Corp. | 72,177 | 2,482,293 |
Saudi Electricity Company | 93,058 | 707,071 |
Saudi Industrial Investment Group | 12,070 | 121,797 |
Saudi Kayan Petrochemical Company (A) | 111,249 | 603,863 |
Saudi Telecom Company | 49,269 | 1,536,824 |
The Saudi British Bank | 22,838 | 201,839 |
The Saudi National Bank | 191,935 | 3,372,128 |
The Savola Group | 21,366 | 208,482 |
Yanbu National Petrochemical Company | 25,410 | 515,530 |
South Africa - 4.2% | 30,008,878 | |
Absa Group, Ltd. | 141,252 | 1,301,005 |
African Rainbow Minerals, Ltd. | 13,892 | 186,016 |
Anglo American Platinum, Ltd. | 6,432 | 653,102 |
AngloGold Ashanti, Ltd. | 65,734 | 1,233,723 |
Aspen Pharmacare Holdings, Ltd. | 40,219 | 643,636 |
Bid Corp., Ltd. | 33,704 | 726,942 |
Capitec Bank Holdings, Ltd. | 11,108 | 1,247,297 |
Clicks Group, Ltd. | 31,381 | 575,676 |
Discovery, Ltd. (A) | 83,140 | 765,380 |
Exxaro Resources, Ltd. | 32,930 | 362,338 |
FirstRand, Ltd. | 725,797 | 2,769,966 |
Gold Fields, Ltd. | 175,445 | 1,654,146 |
Impala Platinum Holdings, Ltd. | 118,527 | 1,543,892 |
Investec, Ltd. | 14,893 | 68,586 |
Kumba Iron Ore, Ltd. | 6,597 | 201,469 |
MTN Group, Ltd. (A) | 330,495 | 2,978,369 |
Naspers, Ltd., N Shares | 22,466 | 3,828,295 |
Nedbank Group, Ltd. | 69,705 | 797,526 |
Northam Platinum Holdings, Ltd. (A) | 38,508 | 579,520 |
Old Mutual, Ltd. (C) | 624,238 | 620,364 |
Pepkor Holdings, Ltd. (A)(B) | 33,223 | 52,523 |
Sanlam, Ltd. | 419,095 | 1,730,145 |
SEE NOTES TO FINANCIAL STATEMENTS | SEMIANNUAL REPORT | JOHN HANCOCK MULTIFACTOR ETFS | 37 |
Shares or Principal Amount | Value | |
South Africa (continued) | ||
Sasol, Ltd. (A) | 67,494 | $1,139,450 |
Shoprite Holdings, Ltd. | 70,296 | 839,343 |
Sibanye Stillwater, Ltd. | 289,029 | 1,014,264 |
Standard Bank Group, Ltd. | 157,135 | 1,400,052 |
The Bidvest Group, Ltd. | 9,631 | 121,268 |
Vodacom Group, Ltd. | 86,826 | 774,465 |
Woolworths Holdings, Ltd. | 56,424 | 200,120 |
South Korea - 13.0% | 92,187,558 | |
Alteogen, Inc. (A) | 1,630 | 97,642 |
Amorepacific Corp. | 2,600 | 403,834 |
AMOREPACIFIC Group | 3,824 | 162,313 |
Celltrion Healthcare Company, Ltd. (A) | 6,156 | 426,187 |
Celltrion Pharm, Inc. (A) | 998 | 96,764 |
Celltrion, Inc. (A) | 9,074 | 1,556,918 |
CJ CheilJedang Corp. | 1,759 | 572,008 |
CJ Logistics Corp. (A) | 626 | 76,070 |
Coway Company, Ltd. | 9,764 | 663,439 |
Doosan Heavy Industries and Construction Company, Ltd. (A) | 8,157 | 170,323 |
Ecopro BM Company, Ltd. | 319 | 111,898 |
E-MART, Inc. | 3,374 | 485,073 |
GS Holdings Corp. | 8,552 | 309,205 |
Hana Financial Group, Inc. | 47,613 | 1,833,542 |
Hanjin Kal Corp. (A) | 1,420 | 66,592 |
Hankook Tire & Technology Company, Ltd. | 14,333 | 507,184 |
Hanmi Pharm Company, Ltd. | 573 | 129,453 |
Hanmi Science Company, Ltd. | 996 | 48,583 |
Hanon Systems | 22,433 | 276,441 |
Hanwha Solutions Corp. (A) | 17,201 | 601,310 |
HLB, Inc. (A) | 3,294 | 118,675 |
HMM Company, Ltd. (A)(C) | 32,107 | 732,234 |
HYBE Company, Ltd. (A) | 431 | 123,559 |
Hyundai Engineering & Construction Company, Ltd. | 12,331 | 530,785 |
Hyundai Glovis Company, Ltd. | 4,028 | 577,374 |
Hyundai Heavy Industries Holdings Company, Ltd. | 7,410 | 400,763 |
Hyundai Mobis Company, Ltd. | 7,255 | 1,564,554 |
Hyundai Motor Company | 15,320 | 2,726,935 |
Hyundai Steel Company | 12,382 | 470,994 |
Industrial Bank of Korea | 50,192 | 474,624 |
Kakao Corp. | 18,762 | 2,015,002 |
Kakao Games Corp. (A) | 1,188 | 81,128 |
Kangwon Land, Inc. (A) | 9,954 | 236,807 |
KB Financial Group, Inc. | 52,154 | 2,526,136 |
Kia Corp. | 31,141 | 2,267,853 |
Korea Electric Power Corp. | 40,002 | 773,647 |
Korea Investment Holdings Company, Ltd. | 7,236 | 538,729 |
Korea Shipbuilding & Offshore Engineering Company, Ltd. (A) | 6,692 | 589,856 |
Korea Zinc Company, Ltd. | 1,651 | 758,707 |
Shares or Principal Amount | Value | |
South Korea (continued) | ||
Korean Air Lines Company, Ltd. (A) | 14,493 | $377,658 |
KT&G Corp. | 12,971 | 900,217 |
Kumho Petrochemical Company, Ltd. | 2,268 | 333,829 |
LG Chem, Ltd. | 3,454 | 2,471,049 |
LG Corp. | 20,670 | 1,613,199 |
LG Display Company, Ltd. (A)(C) | 42,732 | 720,397 |
LG Electronics, Inc. | 19,944 | 2,056,610 |
LG Household & Health Care, Ltd. | 1,174 | 1,176,461 |
LG Innotek Company, Ltd. | 1,477 | 264,800 |
LG Uplus Corp. | 64,643 | 793,827 |
Lotte Chemical Corp. | 2,865 | 550,419 |
Lotte Corp. | 6,898 | 193,029 |
Macquarie Korea Infrastructure Fund | 15,627 | 183,210 |
Mirae Asset Securities Company, Ltd. | 56,726 | 421,361 |
NAVER Corp. | 8,115 | 2,826,413 |
NCSoft Corp. | 1,697 | 910,546 |
Netmarble Corp. (B) | 2,678 | 283,029 |
Orion Corp. | 2,961 | 299,001 |
Pearl Abyss Corp. (A) | 1,074 | 95,493 |
POSCO | 8,665 | 2,194,891 |
POSCO Chemical Company, Ltd. | 2,057 | 256,124 |
S-1 Corp. | 2,534 | 180,636 |
Samsung Biologics Company, Ltd. (A)(B) | 907 | 676,049 |
Samsung C&T Corp. | 10,806 | 1,054,199 |
Samsung Card Company, Ltd. | 4,158 | 121,870 |
Samsung Electro-Mechanics Company, Ltd. | 6,929 | 942,802 |
Samsung Electronics Company, Ltd. | 424,689 | 25,367,586 |
Samsung Fire & Marine Insurance Company, Ltd. | 5,737 | 1,134,095 |
Samsung Heavy Industries Company, Ltd. (A)(C) | 102,588 | 560,106 |
Samsung Life Insurance Company, Ltd. | 13,026 | 750,203 |
Samsung SDI Company, Ltd. | 3,674 | 2,307,746 |
Samsung SDS Company, Ltd. | 3,503 | 458,653 |
Seegene, Inc. | 4,062 | 184,929 |
Shin Poong Pharmaceutical Company, Ltd. | 1,053 | 46,678 |
Shinhan Financial Group Company, Ltd. | 63,643 | 2,083,218 |
SK Biopharmaceuticals Company, Ltd. (A) | 1,331 | 107,751 |
SK Bioscience Company, Ltd. (A) | 908 | 178,717 |
SK Hynix, Inc. | 63,074 | 5,559,558 |
SK IE Technology Company, Ltd. (A)(B) | 1,363 | 194,206 |
SK Innovation Company, Ltd. (A) | 6,300 | 1,307,390 |
SK Telecom Company, Ltd. | 4,787 | 1,249,372 |
SK, Inc. | 4,748 | 987,347 |
SKC Company, Ltd. | 618 | 94,137 |
S-Oil Corp. | 6,912 | 606,290 |
Woori Financial Group, Inc. | 74,733 | 847,385 |
Yuhan Corp. | 3,159 | 161,931 |
Taiwan - 15.7% | 111,266,168 | |
Accton Technology Corp. | 60,000 | 525,379 |
Advantech Company, Ltd. | 42,989 | 561,160 |
38 | JOHN HANCOCK MULTIFACTOR ETFS | SEMIANNUAL REPORT | SEE NOTES TO FINANCIAL STATEMENTS |
Shares or Principal Amount | Value | |
Taiwan (continued) | ||
ASE Technology Holding Company, Ltd. | 501,000 | $1,798,004 |
Asia Cement Corp. | 425,000 | 677,041 |
ASMedia Technology, Inc. | 3,000 | 175,306 |
Asustek Computer, Inc. | 109,000 | 1,383,642 |
AU Optronics Corp. | 1,493,000 | 1,030,822 |
Catcher Technology Company, Ltd. | 123,000 | 712,120 |
Cathay Financial Holding Company, Ltd. | 1,050,359 | 2,194,504 |
Chailease Holding Company, Ltd. | 251,806 | 2,408,630 |
Chang Hwa Commercial Bank, Ltd. | 1,082,712 | 638,527 |
Cheng Shin Rubber Industry Company, Ltd. | 395,000 | 484,366 |
China Development Financial Holding Corp. | 2,622,000 | 1,338,886 |
China Life Insurance Company, Ltd. | 390,449 | 407,178 |
China Steel Corp. | 1,539,000 | 1,859,518 |
Chunghwa Telecom Company, Ltd. | 354,000 | 1,406,656 |
Compal Electronics, Inc. | 720,000 | 633,044 |
CTBC Financial Holding Company, Ltd. | 2,470,000 | 2,060,665 |
Delta Electronics, Inc. | 134,000 | 1,180,574 |
E.Sun Financial Holding Company, Ltd. | 1,761,510 | 1,681,791 |
Eclat Textile Company, Ltd. | 24,000 | 523,869 |
eMemory Technology, Inc. | 3,000 | 248,126 |
Evergreen Marine Corp. Taiwan, Ltd. | 360,000 | 1,288,095 |
Far Eastern New Century Corp. | 701,000 | 733,556 |
Far EasTone Telecommunications Company, Ltd. | 317,000 | 697,643 |
Feng TAY Enterprise Company, Ltd. | 97,680 | 758,721 |
First Financial Holding Company, Ltd. | 1,835,354 | 1,511,394 |
Formosa Chemicals & Fibre Corp. | 489,000 | 1,415,556 |
Formosa Petrochemical Corp. | 204,000 | 733,589 |
Formosa Plastics Corp. | 518,000 | 2,002,445 |
Fubon Financial Holding Company, Ltd. | 1,160,883 | 3,072,477 |
Giant Manufacturing Company, Ltd. | 16,000 | 185,555 |
Globalwafers Company, Ltd. | 38,000 | 1,038,531 |
Hiwin Technologies Corp. | 26,962 | 299,594 |
Hon Hai Precision Industry Company, Ltd. | 1,166,800 | 4,489,548 |
Hotai Motor Company, Ltd. | 42,000 | 924,322 |
Hua Nan Financial Holdings Company, Ltd. | 1,777,067 | 1,300,441 |
Innolux Corp. | 1,563,000 | 938,637 |
Inventec Corp. | 453,000 | 432,499 |
Largan Precision Company, Ltd. | 11,000 | 818,814 |
Lite-On Technology Corp. | 398,000 | 877,336 |
MediaTek, Inc. | 147,000 | 4,826,258 |
Mega Financial Holding Company, Ltd. | 1,376,000 | 1,652,675 |
Micro-Star International Company, Ltd. | 70,000 | 352,410 |
momo.com, Inc. | 5,600 | 360,465 |
Nan Ya Plastics Corp. | 688,000 | 2,105,428 |
Nan Ya Printed Circuit Board Corp. | 22,000 | 388,047 |
Nanya Technology Corp. | 199,000 | 475,880 |
Nien Made Enterprise Company, Ltd. | 6,000 | 82,421 |
Novatek Microelectronics Corp. | 81,000 | 1,210,259 |
Oneness Biotech Company, Ltd. (A) | 14,000 | 131,902 |
Pegatron Corp. | 389,000 | 951,220 |
Shares or Principal Amount | Value | |
Taiwan (continued) | ||
Pou Chen Corp. | 465,000 | $570,203 |
President Chain Store Corp. | 93,000 | 939,749 |
Quanta Computer, Inc. | 402,000 | 1,127,569 |
Realtek Semiconductor Corp. | 58,000 | 1,040,761 |
Shin Kong Financial Holding Company, Ltd. | 2,326,140 | 820,592 |
Sino-American Silicon Products, Inc. | 52,000 | 354,352 |
SinoPac Financial Holdings Company, Ltd. | 2,013,000 | 1,024,289 |
Taishin Financial Holding Company, Ltd. | 2,251,390 | 1,477,529 |
Taiwan Cement Corp. | 819,164 | 1,421,316 |
Taiwan Cooperative Financial Holding Company, Ltd. | 1,676,159 | 1,362,216 |
Taiwan High Speed Rail Corp. | 327,000 | 341,599 |
Taiwan Mobile Company, Ltd. | 215,000 | 758,455 |
Taiwan Semiconductor Manufacturing Company, Ltd. | 1,322,000 | 28,048,258 |
The Shanghai Commercial & Savings Bank, Ltd. | 246,000 | 389,234 |
Unimicron Technology Corp. | 140,000 | 956,542 |
Uni-President Enterprises Corp. | 798,000 | 1,911,171 |
United Microelectronics Corp. | 1,126,000 | 2,348,491 |
Vanguard International Semiconductor Corp. | 141,000 | 732,672 |
Walsin Technology Corp. (A) | 42,000 | 228,060 |
Wan Hai Lines, Ltd. | 51,000 | 293,435 |
Win Semiconductors Corp. | 45,000 | 578,510 |
Winbond Electronics Corp. | 312,000 | 295,075 |
Wiwynn Corp. | 16,000 | 511,498 |
Yageo Corp. | 64,000 | 998,831 |
Yang Ming Marine Transport Corp. (A) | 129,000 | 447,651 |
Yuanta Financial Holding Company, Ltd. | 2,215,360 | 1,967,722 |
Zhen Ding Technology Holding, Ltd. | 97,000 | 334,862 |
Thailand - 2.0% | 13,812,921 | |
Advanced Info Service PCL, NVDR | 128,000 | 729,059 |
Airports of Thailand PCL, NVDR | 281,400 | 546,984 |
Asset World Corp. PCL, NVDR (A) | 430,000 | 59,091 |
B Grimm Power PCL, NVDR | 72,300 | 92,602 |
Bangkok Bank PCL, NVDR | 66,600 | 245,868 |
Bangkok Dusit Medical Services PCL, NVDR | 267,900 | 189,728 |
Bangkok Expressway & Metro PCL, NVDR | 744,200 | 201,847 |
Bank of Ayudhya PCL, NVDR | 121,200 | 118,707 |
Berli Jucker PCL, NVDR | 179,900 | 182,977 |
BTS Group Holdings PCL, NVDR | 887,700 | 255,482 |
Bumrungrad Hospital PCL, NVDR | 39,500 | 173,201 |
Carabao Group PCL, NVDR | 36,300 | 135,650 |
Central Pattana PCL, NVDR | 157,200 | 280,693 |
Central Retail Corp. PCL, NVDR | 333,300 | 349,045 |
Charoen Pokphand Foods PCL, NVDR | 742,700 | 565,153 |
CP ALL PCL, NVDR | 519,600 | 1,002,167 |
Delta Electronics Thailand PCL, NVDR | 29,900 | 374,848 |
Electricity Generating PCL, NVDR | 36,500 | 196,346 |
Energy Absolute PCL, NVDR | 223,200 | 440,582 |
Global Power Synergy PCL, NVDR | 85,586 | 201,182 |
SEE NOTES TO FINANCIAL STATEMENTS | SEMIANNUAL REPORT | JOHN HANCOCK MULTIFACTOR ETFS | 39 |
Shares or Principal Amount | Value | |
Thailand (continued) | ||
Gulf Energy Development PCL, NVDR | 332,040 | $432,780 |
Home Product Center PCL, NVDR | 473,300 | 208,248 |
Indorama Ventures PCL, NVDR | 274,100 | 346,936 |
Intouch Holdings PCL, NVDR | 95,000 | 215,437 |
Kasikornbank PCL, NVDR | 79,900 | 339,513 |
Krung Thai Bank PCL, NVDR | 546,200 | 189,296 |
Krungthai Card PCL, NVDR | 101,100 | 175,952 |
Land & Houses PCL, NVDR | 481,300 | 122,564 |
Minor International PCL, NVDR (A) | 316,429 | 312,305 |
Muangthai Capital PCL, NVDR | 80,700 | 147,136 |
Osotspa PCL, NVDR | 98,200 | 96,920 |
PTT Exploration & Production PCL, NVDR | 306,700 | 1,086,032 |
PTT Global Chemical PCL, NVDR | 207,500 | 392,394 |
PTT Oil & Retail Business PCL, NVDR | 112,200 | 92,986 |
PTT PCL, NVDR | 1,133,400 | 1,297,949 |
SCG Packaging PCL, NVDR | 39,200 | 75,901 |
Thai Beverage PCL | 1,014,900 | 534,356 |
Thai Oil PCL, NVDR | 142,900 | 240,087 |
The Siam Cement PCL, NVDR | 36,400 | 433,301 |
The Siam Commercial Bank PCL, NVDR | 103,300 | 392,249 |
TMBThanachart Bank PCL, NVDR | 2,250,689 | 78,680 |
True Corp. PCL, NVDR | 2,130,600 | 260,687 |
Turkey - 0.3% | 2,139,314 | |
Akbank T.A.S. | 357,852 | 218,095 |
Aselsan Elektronik Sanayi Ve Ticaret AS | 42,052 | 71,857 |
BIM Birlesik Magazalar AS | 55,726 | 360,199 |
Enka Insaat ve Sanayi AS | 153,763 | 175,909 |
Eregli Demir ve Celik Fabrikalari TAS | 129,243 | 264,665 |
Ford Otomotiv Sanayi AS | 8,660 | 167,163 |
KOC Holding AS | 87,193 | 213,830 |
Turkcell Iletisim Hizmetleri AS | 123,962 | 197,124 |
Turkiye Garanti Bankasi AS | 251,491 | 257,634 |
Turkiye Is Bankasi AS, Class C | 174,255 | 102,032 |
Turkiye Petrol Rafinerileri AS (A) | 7,621 | 110,806 |
United States - 0.0% | 256,756 | |
Parade Technologies, Ltd. | 4,000 | 256,756 |
PREFERRED SECURITIES - 1.3% | $9,056,143 | |
(Cost $13,370,258) | ||
Brazil - 1.2% | 8,464,647 | |
Alpargatas SA | 4,700 | 32,209 |
Banco Bradesco SA | 457,598 | 1,615,434 |
Banco Inter SA (B) | 61,766 | 134,007 |
Banco Pan SA | 6,100 | 14,382 |
Braskem SA, A Shares (A) | 25,600 | 247,326 |
Centrais Eletricas Brasileiras SA, B Shares | 30,660 | 184,058 |
Cia Energetica de Minas Gerais | 111,700 | 255,224 |
Gerdau SA | 180,800 | 862,785 |
Itau Unibanco Holding SA | 383,250 | 1,584,807 |
Petroleo Brasileiro SA | 709,500 | 3,429,816 |
Shares or Principal Amount | Value | |
Brazil (continued) | ||
Usinas Siderurgicas de Minas Gerais SA, A Shares | 44,500 | $104,599 |
Chile - 0.1% | 564,097 | |
Sociedad Quimica y Minera de Chile SA, B Shares | 10,359 | 564,097 |
South Korea - 0.0% | 27,399 | |
Hyundai Engineering & Construction Company, Ltd. | 202 | 27,399 |
RIGHTS - 0.0% | $39,880 | |
(Cost $0) | ||
Bharti Airtel, Ltd. (Strike Price: INR 133.75) (A)(D) | 19,803 | 39,880 |
WARRANTS - 0.0% | $9,701 | |
(Cost $0) | ||
BTS Group Holdings PCL (Expiration Date: 11-20-26; Strike Price: THB 14.90) (A) | 174,660 | 4,901 |
BTS Group Holdings PCL (Expiration Date: 11-7-24; Strike Price: THB 11.90) (A) | 87,330 | 2,918 |
BTS Group Holdings PCL (Expiration Date: 9-5-22; Strike Price: THB 1.34) (A) | 43,665 | 1,882 |
SHORT-TERM INVESTMENTS - 0.0% | $6,720 | |
(Cost $6,720) | ||
Short-term funds - 0.0% | 6,720 | |
State Street Institutional U.S. Government Money Market Fund, Premier Class, 0.0250% (E) | 6,720 | 6,720 |
Total investments (Multifactor Emerging Markets ETF) (Cost $594,060,662) - 100.3% | $711,045,860 | |
Other assets and liabilities, net - (0.3%) | (1,832,948) | |
Total net assets - 100.0% | $709,212,912 |
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 | |
INR | Indian Rupee |
THB | Thai Bhat |
Security Abbreviations and Legend | |
ADR | American Depositary Receipt |
GDR | Global Depositary Receipt |
NVDR | Non-Voting Depositary Receipt |
(A) | Non-income producing security. |
(B) | These securities are exempt from registration under Rule 144A of the Securities Act of 1933. Such securities may be resold, normally to qualified institutional buyers, in transactions exempt from registration. |
(C) | All or a portion of this security is on loan as of 10-31-21. |
(D) | Strike price and/or expiration date not available. |
(E) | The rate shown is the annualized seven-day yield as of 10-31-21. |
40 | JOHN HANCOCK MULTIFACTOR ETFS | SEMIANNUAL REPORT | SEE NOTES TO FINANCIAL STATEMENTS |
Shares or Principal Amount | Value | |
COMMON STOCKS – 99.8% | $21,826,322 | |
(Cost $20,619,890) | ||
Energy – 99.8% | 21,826,322 | |
Energy equipment and services – 11.7% | ||
Baker Hughes Company | 20,827 | 522,341 |
Halliburton Company | 32,108 | 802,379 |
Schlumberger NV | 38,378 | 1,238,074 |
Oil, gas and consumable fuels – 88.1% | ||
APA Corp. | 9,107 | 238,694 |
Cheniere Energy, Inc. (A) | 7,185 | 742,929 |
Chevron Corp. | 11,120 | 1,273,129 |
ConocoPhillips | 19,380 | 1,443,616 |
Continental Resources, Inc. | 3,493 | 170,493 |
Coterra Energy, Inc. | 30,147 | 642,734 |
Devon Energy Corp. | 16,158 | 647,613 |
Diamondback Energy, Inc. | 6,958 | 745,828 |
EOG Resources, Inc. | 15,940 | 1,473,816 |
EQT Corp. (A) | 11,679 | 232,529 |
Exxon Mobil Corp. | 19,738 | 1,272,509 |
Hess Corp. | 10,434 | 861,535 |
HollyFrontier Corp. | 6,078 | 205,436 |
Kinder Morgan, Inc. | 49,597 | 830,750 |
Marathon Oil Corp. | 44,224 | 721,736 |
Marathon Petroleum Corp. | 18,156 | 1,197,025 |
New Fortress Energy, Inc. (B) | 1,536 | 46,080 |
Occidental Petroleum Corp. | 27,916 | 936,023 |
ONEOK, Inc. | 13,660 | 869,049 |
Ovintiv, Inc. | 12,795 | 480,068 |
Phillips 66 | 10,087 | 754,306 |
Pioneer Natural Resources Company | 5,391 | 1,008,009 |
Targa Resources Corp. | 8,647 | 472,731 |
The Williams Companies, Inc. | 41,305 | 1,160,257 |
Valero Energy Corp. | 10,819 | 836,633 |
SHORT-TERM INVESTMENTS – 0.3% | $72,764 | |
(Cost $72,764) | ||
Short-term funds – 0.3% | 72,764 | |
State Street Institutional U.S. Government Money Market Fund, Premier Class, 0.0250% (C) | 72,764 | 72,764 |
Total investments (Multifactor Energy ETF) (Cost $20,692,654) 100.1% | $21,899,086 | |
Other assets and liabilities, net (0.1%) | (28,417) | |
Total net assets 100.0% | $21,870,669 |
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 10-31-21. |
(C) | The rate shown is the annualized seven-day yield as of 10-31-21. |
Shares or Principal Amount | Value | |
COMMON STOCKS – 99.9% | $41,093,717 | |
(Cost $31,786,748) | ||
Consumer discretionary – 0.1% | 26,712 | |
Auto components – 0.1% | ||
QuantumScape Corp. (A)(B) | 923 | 26,712 |
Financials – 86.2% | 35,454,894 | |
Banks – 27.2% | ||
Bank of America Corp. | 27,168 | 1,298,087 |
Bank OZK | 940 | 41,990 |
BOK Financial Corp. | 379 | 38,343 |
Citigroup, Inc. | 10,932 | 756,057 |
Citizens Financial Group, Inc. | 6,383 | 302,427 |
Comerica, Inc. | 2,097 | 178,434 |
Commerce Bancshares, Inc. | 1,572 | 110,842 |
Cullen/Frost Bankers, Inc. | 767 | 99,327 |
East West Bancorp, Inc. | 2,017 | 160,311 |
Fifth Third Bancorp | 11,270 | 490,583 |
First Citizens BancShares, Inc., Class A | 72 | 58,601 |
First Financial Bankshares, Inc. | 1,643 | 83,333 |
First Horizon Corp. | 8,374 | 142,107 |
First Republic Bank | 1,891 | 409,080 |
Huntington Bancshares, Inc. | 18,247 | 287,208 |
JPMorgan Chase & Co. | 9,765 | 1,658,976 |
KeyCorp | 15,508 | 360,871 |
M&T Bank Corp. | 1,760 | 258,931 |
People’s United Financial, Inc. | 5,344 | 91,596 |
Pinnacle Financial Partners, Inc. | 817 | 78,898 |
Popular, Inc. | 1,130 | 92,027 |
Prosperity Bancshares, Inc. | 1,168 | 87,962 |
Regions Financial Corp. | 15,165 | 359,107 |
Signature Bank | 746 | 222,174 |
SVB Financial Group (A) | 710 | 509,354 |
Synovus Financial Corp. | 1,929 | 89,872 |
The PNC Financial Services Group, Inc. | 2,659 | 561,129 |
Truist Financial Corp. | 8,695 | 551,872 |
U.S. Bancorp | 8,485 | 512,239 |
Wells Fargo & Company | 18,404 | 941,549 |
Western Alliance Bancorp | 1,393 | 161,713 |
Zions Bancorp NA | 2,666 | 167,931 |
Capital markets – 23.9% | ||
Affiliated Managers Group, Inc. | 447 | 75,042 |
Ameriprise Financial, Inc. | 1,406 | 424,795 |
Apollo Global Management, Inc. | 2,531 | 194,760 |
Ares Management Corp., Class A | 1,431 | 121,263 |
BlackRock, Inc. | 564 | 532,111 |
Cboe Global Markets, Inc. | 1,339 | 176,668 |
CME Group, Inc. | 1,722 | 379,787 |
FactSet Research Systems, Inc. | 515 | 228,603 |
Franklin Resources, Inc. | 4,219 | 132,856 |
Houlihan Lokey, Inc. | 440 | 49,315 |
SEE NOTES TO FINANCIAL STATEMENTS | SEMIANNUAL REPORT | JOHN HANCOCK MULTIFACTOR ETFS | 41 |
Shares or Principal Amount | Value | |
Financials (continued) | ||
Capital markets (continued) | ||
Interactive Brokers Group, Inc., Class A | 938 | $66,457 |
Intercontinental Exchange, Inc. | 2,990 | 413,995 |
Invesco, Ltd. | 5,999 | 152,435 |
Janus Henderson Group PLC | 2,114 | 98,301 |
Jefferies Financial Group, Inc. | 3,221 | 138,503 |
KKR & Company, Inc. | 3,724 | 296,691 |
LPL Financial Holdings, Inc. | 1,174 | 192,559 |
MarketAxess Holdings, Inc. | 435 | 177,771 |
Moody’s Corp. | 1,037 | 419,104 |
Morgan Stanley | 6,638 | 682,254 |
Morningstar, Inc. | 303 | 95,975 |
MSCI, Inc. | 433 | 287,893 |
Nasdaq, Inc. | 1,464 | 307,250 |
Northern Trust Corp. | 2,859 | 351,771 |
Raymond James Financial, Inc. | 2,628 | 259,095 |
S&P Global, Inc. | 1,009 | 478,427 |
SEI Investments Company | 2,007 | 126,521 |
State Street Corp. | 4,540 | 447,417 |
Stifel Financial Corp. | 1,163 | 84,748 |
T. Rowe Price Group, Inc. | 1,628 | 353,081 |
The Bank of New York Mellon Corp. | 6,362 | 376,630 |
The Blackstone Group, Inc. | 2,734 | 378,440 |
The Charles Schwab Corp. | 6,136 | 503,336 |
The Goldman Sachs Group, Inc. | 1,863 | 770,071 |
Tradeweb Markets, Inc., Class A | 761 | 67,805 |
Consumer finance – 6.5% | ||
Ally Financial, Inc. | 7,247 | 345,972 |
American Express Company | 2,818 | 489,712 |
Capital One Financial Corp. | 3,985 | 601,855 |
Credit Acceptance Corp. (A) | 161 | 96,312 |
Discover Financial Services | 4,209 | 476,964 |
OneMain Holdings, Inc. | 1,446 | 76,363 |
SLM Corp. | 4,421 | 81,125 |
Synchrony Financial | 9,079 | 421,720 |
Upstart Holdings, Inc. (A) | 221 | 71,171 |
Diversified financial services – 4.8% | ||
Berkshire Hathaway, Inc., Class B (A) | 5,531 | 1,587,452 |
Equitable Holdings, Inc. | 7,608 | 254,868 |
Voya Financial, Inc. | 2,105 | 146,866 |
Insurance – 23.6% | ||
Aflac, Inc. | 8,315 | 446,265 |
Alleghany Corp. (A) | 184 | 119,854 |
American Financial Group, Inc. | 1,084 | 147,467 |
American International Group, Inc. | 6,839 | 404,117 |
Aon PLC, Class A | 1,517 | 485,319 |
Arch Capital Group, Ltd. (A) | 5,228 | 218,635 |
Arthur J. Gallagher & Company | 2,379 | 398,887 |
Assurant, Inc. | 786 | 126,790 |
Athene Holding, Ltd., Class A (A) | 2,448 | 213,000 |
Shares or Principal Amount | Value | |
Financials (continued) | ||
Insurance (continued) | ||
Brown & Brown, Inc. | 3,213 | $202,772 |
Chubb, Ltd. | 2,477 | 483,956 |
Cincinnati Financial Corp. | 1,757 | 213,370 |
CNA Financial Corp. | 446 | 20,008 |
Erie Indemnity Company, Class A | 372 | 76,561 |
Everest Re Group, Ltd. | 550 | 143,825 |
Fidelity National Financial, Inc. | 4,898 | 234,663 |
First American Financial Corp. | 1,779 | 130,116 |
Globe Life, Inc. | 1,459 | 129,880 |
Lincoln National Corp. | 2,682 | 193,506 |
Loews Corp. | 3,385 | 189,797 |
Markel Corp. (A) | 156 | 204,848 |
Marsh & McLennan Companies, Inc. | 3,379 | 563,617 |
MetLife, Inc. | 4,585 | 287,938 |
Old Republic International Corp. | 4,956 | 128,013 |
Primerica, Inc. | 588 | 98,925 |
Principal Financial Group, Inc. | 3,873 | 259,840 |
Prudential Financial, Inc. | 5,192 | 571,380 |
Reinsurance Group of America, Inc. | 924 | 109,106 |
RenaissanceRe Holdings, Ltd. | 556 | 78,841 |
The Allstate Corp. | 5,175 | 639,992 |
The Hartford Financial Services Group, Inc. | 6,578 | 479,734 |
The Progressive Corp. | 3,913 | 371,265 |
The Travelers Companies, Inc. | 4,513 | 726,051 |
Unum Group | 3,157 | 80,409 |
W.R. Berkley Corp. | 1,879 | 149,568 |
Willis Towers Watson PLC | 1,542 | 373,596 |
Thrifts and mortgage finance – 0.2% | ||
New York Community Bancorp, Inc. | 6,271 | 77,949 |
Rocket Companies, Inc., Class A (B) | 546 | 8,998 |
TFS Financial Corp. | 565 | 10,995 |
Industrials – 1.8% | 733,027 | |
Professional services – 1.8% | ||
Dun & Bradstreet Holdings, Inc. (A) | 1,601 | 30,163 |
Equifax, Inc. | 1,522 | 422,248 |
TransUnion | 2,434 | 280,616 |
Information technology – 11.8% | 4,879,084 | |
IT services – 11.8% | ||
Affirm Holdings, Inc. (A) | 618 | 100,425 |
Euronet Worldwide, Inc. (A) | 584 | 65,519 |
Fidelity National Information Services, Inc. | 1,998 | 221,259 |
Fiserv, Inc. (A) | 1,897 | 186,836 |
FleetCor Technologies, Inc. (A) | 1,133 | 280,316 |
Global Payments, Inc. | 1,499 | 214,342 |
Jack Henry & Associates, Inc. | 918 | 152,829 |
Mastercard, Inc., Class A | 3,258 | 1,093,124 |
PayPal Holdings, Inc. (A) | 3,769 | 876,632 |
Shift4 Payments, Inc., Class A (A) | 254 | 16,035 |
42 | JOHN HANCOCK MULTIFACTOR ETFS | SEMIANNUAL REPORT | SEE NOTES TO FINANCIAL STATEMENTS |
Shares or Principal Amount | Value | |
Information technology (continued) | ||
IT services (continued) | ||
Square, Inc., Class A (A) | 991 | $252,210 |
The Western Union Company | 4,842 | 88,221 |
Visa, Inc., Class A | 5,917 | 1,253,043 |
WEX, Inc. (A) | 523 | 78,293 |
SHORT-TERM INVESTMENTS – 0.2% | $74,947 | |
(Cost $74,947) | ||
Short-term funds – 0.2% | 74,947 | |
John Hancock Collateral Trust, 0.0370% (C)(D) | 797 | 7,979 |
State Street Institutional U.S. Government Money Market Fund, Premier Class, 0.0250% (C) | 66,968 | 66,968 |
Total investments (Multifactor Financials ETF) (Cost $31,861,695) 100.1% | $41,168,664 | |
Other assets and liabilities, net (0.1%) | (35,693) | |
Total net assets 100.0% | $41,132,971 |
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 10-31-21. |
(C) | The rate shown is the annualized seven-day yield as of 10-31-21. |
(D) | Investment is an affiliate of the fund, the advisor and/or subadvisor. This security represents the investment of cash collateral received for securities lending. |
Shares or Principal Amount | Value | |
COMMON STOCKS – 100.0% | $52,099,033 | |
(Cost $41,983,752) | ||
Consumer discretionary – 0.6% | 305,671 | |
Diversified consumer services – 0.6% | ||
Service Corp. International | 4,463 | 305,671 |
Health care – 99.4% | 51,793,362 | |
Biotechnology – 15.6% | ||
AbbVie, Inc. | 10,047 | 1,152,089 |
Acceleron Pharma, Inc. (A) | 606 | 105,553 |
Alnylam Pharmaceuticals, Inc. (A) | 1,371 | 218,757 |
Amgen, Inc. | 3,654 | 756,268 |
Arrowhead Pharmaceuticals, Inc. (A) | 1,087 | 69,372 |
Beam Therapeutics, Inc. (A) | 442 | 39,236 |
Biogen, Inc. (A) | 1,741 | 464,290 |
Biohaven Pharmaceutical Holding Company, Ltd. (A) | 466 | 66,321 |
BioMarin Pharmaceutical, Inc. (A) | 3,114 | 246,722 |
Blueprint Medicines Corp. (A) | 861 | 96,854 |
Bridgebio Pharma, Inc. (A) | 1,249 | 61,676 |
CRISPR Therapeutics AG (A) | 1,026 | 93,705 |
Shares or Principal Amount | Value | |
Health care (continued) | ||
Biotechnology (continued) | ||
Denali Therapeutics, Inc. (A) | 1,012 | $48,930 |
Exact Sciences Corp. (A) | 1,729 | 164,635 |
Exelixis, Inc. (A) | 6,576 | 141,450 |
Fate Therapeutics, Inc. (A) | 862 | 46,376 |
Gilead Sciences, Inc. | 11,513 | 746,963 |
Halozyme Therapeutics, Inc. (A) | 2,255 | 85,848 |
Horizon Therapeutics PLC (A) | 3,668 | 439,830 |
Incyte Corp. (A) | 2,512 | 168,254 |
Intellia Therapeutics, Inc. (A) | 537 | 71,410 |
Invitae Corp. (A)(B) | 1,516 | 40,174 |
Ionis Pharmaceuticals, Inc. (A) | 1,675 | 53,382 |
Mirati Therapeutics, Inc. (A) | 401 | 75,797 |
Moderna, Inc. (A) | 1,959 | 676,266 |
Natera, Inc. (A) | 801 | 91,771 |
Neurocrine Biosciences, Inc. (A) | 1,132 | 119,324 |
Novavax, Inc. (A) | 681 | 101,353 |
Regeneron Pharmaceuticals, Inc. (A) | 1,147 | 734,011 |
Sarepta Therapeutics, Inc. (A) | 820 | 64,887 |
Seagen, Inc. (A) | 1,636 | 288,476 |
Twist Bioscience Corp. (A) | 352 | 41,818 |
Ultragenyx Pharmaceutical, Inc. (A) | 626 | 52,534 |
United Therapeutics Corp. (A) | 1,011 | 192,858 |
Vertex Pharmaceuticals, Inc. (A) | 1,561 | 288,676 |
Vir Biotechnology, Inc. (A) | 833 | 31,429 |
Health care equipment and supplies – 25.0% | ||
Abbott Laboratories | 9,814 | 1,264,926 |
ABIOMED, Inc. (A) | 589 | 195,572 |
Align Technology, Inc. (A) | 495 | 309,063 |
Baxter International, Inc. | 5,039 | 397,879 |
Becton, Dickinson and Company | 2,771 | 663,904 |
Boston Scientific Corp. (A) | 12,120 | 522,736 |
Danaher Corp. | 3,828 | 1,193,456 |
Dentsply Sirona, Inc. | 4,444 | 254,241 |
DexCom, Inc. (A) | 564 | 351,490 |
Edwards Lifesciences Corp. (A) | 4,943 | 592,270 |
Envista Holdings Corp. (A) | 2,730 | 106,743 |
Globus Medical, Inc., Class A (A) | 1,384 | 106,803 |
Hill-Rom Holdings, Inc. | 1,580 | 244,742 |
Hologic, Inc. (A) | 6,776 | 496,749 |
IDEXX Laboratories, Inc. (A) | 786 | 523,586 |
Insulet Corp. (A) | 779 | 241,506 |
Integra LifeSciences Holdings Corp. (A) | 1,224 | 81,347 |
Intuitive Surgical, Inc. (A) | 1,516 | 547,473 |
Masimo Corp. (A) | 825 | 233,921 |
Medtronic PLC | 7,799 | 934,788 |
Novocure, Ltd. (A) | 812 | 83,287 |
Penumbra, Inc. (A) | 387 | 107,025 |
Quidel Corp. (A) | 734 | 97,453 |
ResMed, Inc. | 2,652 | 697,237 |
SEE NOTES TO FINANCIAL STATEMENTS | SEMIANNUAL REPORT | JOHN HANCOCK MULTIFACTOR ETFS | 43 |
Shares or Principal Amount | Value | |
Health care (continued) | ||
Health care equipment and supplies (continued) | ||
Shockwave Medical, Inc. (A) | 269 | $57,485 |
STAAR Surgical Company (A) | 378 | 44,778 |
STERIS PLC | 1,713 | 400,397 |
Stryker Corp. | 1,652 | 439,548 |
Tandem Diabetes Care, Inc. (A) | 558 | 76,072 |
Teleflex, Inc. | 847 | 302,328 |
The Cooper Companies, Inc. | 967 | 403,162 |
West Pharmaceutical Services, Inc. | 1,204 | 517,576 |
Zimmer Biomet Holdings, Inc. | 3,703 | 529,973 |
Health care providers and services – 22.4% | ||
Acadia Healthcare Company, Inc. (A) | 1,290 | 79,980 |
agilon health, Inc. (A) | 505 | 12,373 |
Amedisys, Inc. (A) | 525 | 88,904 |
AmerisourceBergen Corp. | 2,572 | 313,835 |
Anthem, Inc. | 1,830 | 796,288 |
Cardinal Health, Inc. | 6,129 | 293,027 |
Centene Corp. (A) | 8,508 | 606,110 |
Chemed Corp. | 310 | 149,498 |
Cigna Corp. | 3,521 | 752,121 |
CVS Health Corp. | 9,750 | 870,480 |
DaVita, Inc. (A) | 1,771 | 182,838 |
Encompass Health Corp. | 2,513 | 159,726 |
Guardant Health, Inc. (A) | 1,055 | 123,213 |
HCA Healthcare, Inc. | 1,912 | 478,880 |
HealthEquity, Inc. (A) | 1,030 | 68,165 |
Henry Schein, Inc. (A) | 3,352 | 255,925 |
Humana, Inc. | 1,617 | 748,930 |
Laboratory Corp. of America Holdings (A) | 2,590 | 743,382 |
LHC Group, Inc. (A) | 441 | 59,354 |
McKesson Corp. | 2,311 | 480,411 |
Molina Healthcare, Inc. (A) | 1,404 | 415,191 |
Oak Street Health, Inc. (A)(B) | 202 | 9,540 |
Quest Diagnostics, Inc. | 3,732 | 547,783 |
R1 RCM, Inc. (A) | 3,120 | 67,704 |
Signify Health, Inc., Class A (A) | 324 | 5,207 |
Tenet Healthcare Corp. (A) | 1,697 | 121,607 |
UnitedHealth Group, Inc. | 6,483 | 2,985,227 |
Universal Health Services, Inc., Class B | 2,094 | 259,865 |
Health care technology – 2.7% | ||
Cerner Corp. | 7,034 | 522,556 |
Change Healthcare, Inc. (A) | 4,124 | 88,790 |
Doximity, Inc., Class A (A) | 378 | 26,263 |
Inovalon Holdings, Inc., Class A (A) | 867 | 35,365 |
Inspire Medical Systems, Inc. (A) | 245 | 66,047 |
Omnicell, Inc. (A) | 551 | 98,161 |
Teladoc Health, Inc. (A) | 1,925 | 287,961 |
Veeva Systems, Inc., Class A (A) | 907 | 287,528 |
Life sciences tools and services – 13.6% | ||
10X Genomics, Inc., Class A (A) | 754 | 121,598 |
Shares or Principal Amount | Value | |
Health care (continued) | ||
Life sciences tools and services (continued) | ||
Agilent Technologies, Inc. | 2,747 | $432,625 |
Avantor, Inc. (A) | 10,258 | 414,218 |
Bio-Rad Laboratories, Inc., Class A (A) | 428 | 340,123 |
Bio-Techne Corp. | 635 | 332,518 |
Bruker Corp. | 2,291 | 183,967 |
Charles River Laboratories International, Inc. (A) | 807 | 362,085 |
Illumina, Inc. (A) | 1,017 | 422,116 |
IQVIA Holdings, Inc. (A) | 1,940 | 507,155 |
Maravai LifeSciences Holdings, Inc., Class A (A) | 1,298 | 54,892 |
Medpace Holdings, Inc. (A) | 400 | 90,620 |
Mettler-Toledo International, Inc. (A) | 414 | 613,084 |
NeoGenomics, Inc. (A) | 1,695 | 77,970 |
Pacific Biosciences of California, Inc. (A) | 1,741 | 46,102 |
PerkinElmer, Inc. | 2,675 | 473,181 |
PPD, Inc. (A) | 1,789 | 84,387 |
Repligen Corp. (A) | 627 | 182,144 |
Sotera Health Company (A) | 1,801 | 44,485 |
Syneos Health, Inc. (A) | 1,743 | 162,692 |
Thermo Fisher Scientific, Inc. | 2,729 | 1,727,648 |
Waters Corp. (A) | 1,042 | 382,987 |
Pharmaceuticals – 20.1% | ||
Bristol-Myers Squibb Company | 17,594 | 1,027,490 |
Catalent, Inc. (A) | 3,159 | 435,500 |
Elanco Animal Health, Inc. (A) | 7,494 | 246,403 |
Eli Lilly & Company | 4,897 | 1,247,560 |
Jazz Pharmaceuticals PLC (A) | 1,350 | 179,604 |
Johnson & Johnson | 18,183 | 2,961,643 |
Merck & Company, Inc. | 16,524 | 1,454,938 |
Organon & Company | 3,326 | 122,231 |
Perrigo Company PLC | 2,480 | 111,972 |
Pfizer, Inc. | 38,160 | 1,669,118 |
Royalty Pharma PLC, Class A | 4,204 | 166,184 |
Viatris, Inc. | 16,596 | 221,557 |
Zoetis, Inc. | 2,995 | 647,519 |
SHORT-TERM INVESTMENTS – 0.1% | $74,352 | |
(Cost $74,352) | ||
Short-term funds – 0.1% | 74,352 | |
John Hancock Collateral Trust, 0.0370% (C)(D) | 669 | 6,693 |
State Street Institutional U.S. Government Money Market Fund, Premier Class, 0.0250% (C) | 67,659 | 67,659 |
Total investments (Multifactor Healthcare ETF) (Cost $42,058,104) 100.1% | $52,173,385 | |
Other assets and liabilities, net (0.1%) | (50,380) | |
Total net assets 100.0% | $52,123,005 |
The percentage shown for each investment category is the total value of the category as a percentage of the net assets of the fund. |
44 | JOHN HANCOCK MULTIFACTOR ETFS | SEMIANNUAL REPORT | SEE NOTES TO FINANCIAL STATEMENTS |
Security Abbreviations and Legend | |
(A) | Non-income producing security. |
(B) | All or a portion of this security is on loan as of 10-31-21. |
(C) | The rate shown is the annualized seven-day yield as of 10-31-21. |
(D) | Investment is an affiliate of the fund, the advisor and/or subadvisor. This security represents the investment of cash collateral received for securities lending. |
Shares or Principal Amount | Value | |
COMMON STOCKS – 99.9% | $16,812,023 | |
(Cost $15,726,128) | ||
Consumer discretionary – 9.0% | 1,513,398 | |
Auto components – 2.9% | ||
Aptiv PLC (A) | 1,316 | 227,523 |
Autoliv, Inc. | 529 | 51,234 |
BorgWarner, Inc. | 1,660 | 74,816 |
Gentex Corp. | 1,595 | 56,447 |
Lear Corp. | 414 | 71,146 |
Distributors – 0.7% | ||
Pool Corp. | 236 | 121,578 |
Hotels, restaurants and leisure – 0.4% | ||
Aramark | 1,711 | 62,417 |
Household durables – 5.0% | ||
D.R. Horton, Inc. | 2,447 | 218,444 |
Leggett & Platt, Inc. | 1,263 | 59,172 |
Lennar Corp., A Shares | 1,867 | 186,569 |
Lennar Corp., B Shares | 87 | 7,141 |
Mohawk Industries, Inc. (A) | 345 | 61,137 |
NVR, Inc. (A) | 26 | 127,265 |
PulteGroup, Inc. | 1,889 | 90,823 |
Toll Brothers, Inc. | 748 | 45,007 |
TopBuild Corp. (A) | 205 | 52,679 |
Industrials – 79.8% | 13,431,313 | |
Aerospace and defense – 10.0% | ||
Axon Enterprise, Inc. (A) | 259 | 46,610 |
BWX Technologies, Inc. | 571 | 32,399 |
General Dynamics Corp. | 794 | 160,984 |
HEICO Corp. | 200 | 27,878 |
HEICO Corp., Class A | 353 | 44,365 |
Howmet Aerospace, Inc. | 1,951 | 57,925 |
Huntington Ingalls Industries, Inc. | 320 | 64,874 |
L3Harris Technologies, Inc. | 561 | 129,333 |
Lockheed Martin Corp. | 503 | 167,157 |
Northrop Grumman Corp. | 538 | 192,184 |
Raytheon Technologies Corp. | 3,239 | 287,818 |
Textron, Inc. | 1,578 | 116,535 |
The Boeing Company (A) | 908 | 187,983 |
TransDigm Group, Inc. (A) | 247 | 154,084 |
Virgin Galactic Holdings, Inc. (A) | 480 | 9,000 |
Air freight and logistics – 4.8% | ||
C.H. Robinson Worldwide, Inc. | 873 | 84,672 |
Shares or Principal Amount | Value | |
Industrials (continued) | ||
Air freight and logistics (continued) | ||
Expeditors International of Washington, Inc. | 1,114 | $137,312 |
FedEx Corp. | 876 | 206,324 |
GXO Logistics, Inc. (A) | 719 | 63,847 |
United Parcel Service, Inc., Class B | 1,483 | 316,576 |
Airlines – 0.8% | ||
Alaska Air Group, Inc. (A) | 273 | 14,414 |
American Airlines Group, Inc. (A) | 867 | 16,646 |
Delta Air Lines, Inc. (A) | 805 | 31,500 |
Southwest Airlines Company (A) | 1,040 | 49,171 |
United Airlines Holdings, Inc. (A) | 708 | 32,667 |
Building products – 5.9% | ||
A.O. Smith Corp. | 863 | 63,059 |
Advanced Drainage Systems, Inc. | 277 | 31,246 |
Builders FirstSource, Inc. (A) | 1,259 | 73,362 |
Carlisle Companies, Inc. | 385 | 85,824 |
Carrier Global Corp. | 3,586 | 187,297 |
Johnson Controls International PLC | 2,392 | 175,501 |
Lennox International, Inc. | 185 | 55,367 |
Masco Corp. | 1,442 | 94,523 |
Trane Technologies PLC | 758 | 137,145 |
Trex Company, Inc. (A) | 614 | 65,330 |
Zurn Water Solutions Corp. | 704 | 25,541 |
Commercial services and supplies – 4.7% | ||
ADT, Inc. | 1,480 | 12,358 |
Cintas Corp. | 410 | 177,571 |
IAA, Inc. (A) | 762 | 45,453 |
MSA Safety, Inc. | 196 | 29,994 |
Republic Services, Inc. | 1,463 | 196,920 |
Stericycle, Inc. (A) | 548 | 36,672 |
Tetra Tech, Inc. | 302 | 53,049 |
Waste Management, Inc. | 1,449 | 232,173 |
Construction and engineering – 1.9% | ||
AECOM (A) | 1,027 | 70,216 |
EMCOR Group, Inc. | 463 | 56,250 |
MasTec, Inc. (A) | 411 | 36,632 |
Quanta Services, Inc. | 1,000 | 121,280 |
WillScot Mobile Mini Holdings Corp. (A) | 1,204 | 41,839 |
Electrical equipment – 7.5% | ||
Acuity Brands, Inc. | 146 | 29,993 |
AMETEK, Inc. | 1,577 | 208,795 |
Eaton Corp. PLC | 1,224 | 201,666 |
Emerson Electric Company | 2,105 | 204,206 |
Generac Holdings, Inc. (A) | 333 | 166,020 |
Hubbell, Inc. | 399 | 79,549 |
nVent Electric PLC | 595 | 21,093 |
Regal Rexnord Corp. | 395 | 60,170 |
Rockwell Automation, Inc. | 680 | 217,192 |
Shoals Technologies Group, Inc., Class A (A) | 317 | 9,824 |
Sunrun, Inc. (A) | 1,003 | 57,853 |
SEE NOTES TO FINANCIAL STATEMENTS | SEMIANNUAL REPORT | JOHN HANCOCK MULTIFACTOR ETFS | 45 |
Shares or Principal Amount | Value | |
Industrials (continued) | ||
Industrial conglomerates – 4.6% | ||
3M Company | 1,451 | $259,265 |
General Electric Company | 2,061 | 216,137 |
Honeywell International, Inc. | 1,379 | 301,477 |
Machinery – 20.8% | ||
AGCO Corp. | 460 | 56,217 |
Caterpillar, Inc. | 1,378 | 281,126 |
Chart Industries, Inc. (A) | 110 | 19,527 |
Colfax Corp. (A) | 731 | 37,734 |
Crane Company | 188 | 19,417 |
Cummins, Inc. | 1,045 | 250,633 |
Deere & Company | 683 | 233,798 |
Donaldson Company, Inc. | 886 | 53,169 |
Dover Corp. | 947 | 160,119 |
Fortive Corp. | 1,960 | 148,392 |
Graco, Inc. | 1,127 | 84,728 |
IDEX Corp. | 475 | 105,721 |
Illinois Tool Works, Inc. | 913 | 208,045 |
Ingersoll Rand, Inc. (A) | 2,295 | 123,379 |
ITT, Inc. | 714 | 67,166 |
Lincoln Electric Holdings, Inc. | 458 | 65,219 |
Nordson Corp. | 323 | 82,110 |
Oshkosh Corp. | 560 | 59,920 |
Otis Worldwide Corp. | 2,004 | 160,941 |
PACCAR, Inc. | 2,504 | 224,408 |
Parker-Hannifin Corp. | 841 | 249,432 |
Pentair PLC | 1,138 | 84,178 |
Snap-on, Inc. | 406 | 82,511 |
Stanley Black & Decker, Inc. | 1,039 | 186,739 |
The Middleby Corp. (A) | 421 | 76,807 |
The Timken Company | 462 | 32,779 |
The Toro Company | 676 | 64,538 |
Wabtec Corp. | 1,072 | 97,263 |
Watts Water Technologies, Inc., Class A | 104 | 19,762 |
Woodward, Inc. | 368 | 41,566 |
Xylem, Inc. | 998 | 130,329 |
Professional services – 4.8% | ||
ASGN, Inc. (A) | 194 | 23,214 |
CACI International, Inc., Class A (A) | 170 | 48,899 |
Clarivate PLC (A) | 1,461 | 34,260 |
Exponent, Inc. | 199 | 22,845 |
IHS Markit, Ltd. | 1,007 | 131,635 |
Jacobs Engineering Group, Inc. | 847 | 118,936 |
Leidos Holdings, Inc. | 907 | 90,682 |
ManpowerGroup, Inc. | 420 | 40,593 |
Robert Half International, Inc. | 843 | 95,318 |
TriNet Group, Inc. (A) | 384 | 38,880 |
Verisk Analytics, Inc. | 745 | 156,651 |
Road and rail – 10.0% | ||
AMERCO | 75 | 55,274 |
Shares or Principal Amount | Value | |
Industrials (continued) | ||
Road and rail (continued) | ||
CSX Corp. | 7,486 | $270,769 |
J.B. Hunt Transport Services, Inc. | 707 | 139,413 |
Kansas City Southern | 489 | 151,712 |
Knight-Swift Transportation Holdings, Inc. | 1,024 | 58,051 |
Landstar System, Inc. | 302 | 53,095 |
Norfolk Southern Corp. | 869 | 254,660 |
Old Dominion Freight Line, Inc. | 644 | 219,829 |
Saia, Inc. (A) | 145 | 45,333 |
TuSimple Holdings, Inc., Class A (A) | 76 | 2,973 |
Union Pacific Corp. | 1,517 | 366,204 |
XPO Logistics, Inc. (A) | 787 | 67,525 |
Trading companies and distributors – 4.0% | ||
Fastenal Company | 3,081 | 175,863 |
United Rentals, Inc. (A) | 738 | 279,783 |
W.W. Grainger, Inc. | 281 | 130,134 |
Watsco, Inc. | 184 | 53,283 |
WESCO International, Inc. (A) | 214 | 27,726 |
Information technology – 10.9% | 1,835,608 | |
Electronic equipment, instruments and components – 2.3% | ||
Arrow Electronics, Inc. (A) | 552 | 63,894 |
CDW Corp. | 844 | 157,533 |
SYNNEX Corp. | 230 | 24,150 |
Teledyne Technologies, Inc. (A) | 256 | 115,000 |
Vontier Corp. | 1,124 | 38,025 |
IT services – 7.5% | ||
Accenture PLC, Class A | 1,324 | 475,035 |
Automatic Data Processing, Inc. | 940 | 211,021 |
Broadridge Financial Solutions, Inc. | 693 | 123,638 |
Gartner, Inc. (A) | 286 | 94,926 |
Genpact, Ltd. | 1,193 | 58,875 |
Globant SA (A) | 95 | 30,323 |
MAXIMUS, Inc. | 382 | 32,306 |
Paychex, Inc. | 1,884 | 232,260 |
Semiconductors and semiconductor equipment – 0.8% | ||
Enphase Energy, Inc. (A) | 562 | 130,176 |
Software – 0.3% | ||
Black Knight, Inc. (A) | 691 | 48,446 |
Materials – 0.2% | 31,704 | |
Paper and forest products – 0.2% | ||
Louisiana-Pacific Corp. | 538 | 31,704 |
46 | JOHN HANCOCK MULTIFACTOR ETFS | SEMIANNUAL REPORT | SEE NOTES TO FINANCIAL STATEMENTS |
Shares or Principal Amount | Value | |
SHORT-TERM INVESTMENTS – 0.4% | $71,383 | |
(Cost $71,383) | ||
Short-term funds – 0.4% | 71,383 | |
State Street Institutional U.S. Government Money Market Fund, Premier Class, 0.0250% (B) | 71,383 | $71,383 |
Total investments (Multifactor Industrials ETF) (Cost $15,797,511) 100.3% | $16,883,406 | |
Other assets and liabilities, net (0.3%) | (54,526) | |
Total net assets 100.0% | $16,828,880 |
The percentage shown for each investment category is the total value of the category as a percentage of the net assets of the fund. | |
Security Abbreviations and Legend | |
(A) | Non-income producing security. |
(B) | The rate shown is the annualized seven-day yield as of 10-31-21. |
Shares or Principal Amount | Value | |
COMMON STOCKS – 99.9% | $781,809,017 | |
(Cost $579,868,072) | ||
Communication services – 8.0% | 62,459,418 | |
Diversified telecommunication services – 0.9% | ||
AT&T, Inc. | 109,011 | 2,753,618 |
Lumen Technologies, Inc. | 58,194 | 690,181 |
Verizon Communications, Inc. | 68,843 | 3,647,991 |
Entertainment – 1.5% | ||
Activision Blizzard, Inc. | 14,647 | 1,145,249 |
Electronic Arts, Inc. | 7,309 | 1,025,087 |
Liberty Media Corp.-Liberty Formula One, Series A (A) | 826 | 43,076 |
Liberty Media Corp.-Liberty Formula One, Series C (A) | 6,806 | 379,775 |
Live Nation Entertainment, Inc. (A) | 4,195 | 424,324 |
Netflix, Inc. (A) | 4,587 | 3,166,452 |
Playtika Holding Corp. (A) | 915 | 25,876 |
Roku, Inc. (A) | 1,574 | 479,913 |
Spotify Technology SA (A) | 997 | 288,532 |
Take-Two Interactive Software, Inc. (A) | 3,224 | 583,544 |
The Walt Disney Company (A) | 22,042 | 3,726,641 |
Warner Music Group Corp., Class A | 1,859 | 92,002 |
Zynga, Inc., Class A (A) | 18,543 | 136,847 |
Interactive media and services – 4.0% | ||
Alphabet, Inc., Class A (A) | 5,227 | 15,476,729 |
Alphabet, Inc., Class C (A) | 968 | 2,870,517 |
Bumble, Inc., Class A (A) | 335 | 17,594 |
Facebook, Inc., Class A (A) | 31,558 | 10,211,222 |
Match Group, Inc. (A) | 5,515 | 831,552 |
Pinterest, Inc., Class A (A) | 6,273 | 280,027 |
Snap, Inc., Class A (A) | 9,883 | 519,648 |
Shares or Principal Amount | Value | |
Communication services (continued) | ||
Interactive media and services (continued) | ||
Twitter, Inc. (A) | 11,367 | $608,589 |
Zillow Group, Inc., Class A (A) | 783 | 82,779 |
Zillow Group, Inc., Class C (A) | 2,068 | 214,307 |
ZoomInfo Technologies, Inc., Class A (A) | 1,583 | 106,409 |
Media – 1.5% | ||
Altice USA, Inc., Class A (A) | 8,602 | 140,213 |
Cable One, Inc. | 171 | 292,617 |
Charter Communications, Inc., Class A (A) | 2,039 | 1,376,101 |
Comcast Corp., Class A | 75,313 | 3,873,348 |
Discovery, Inc., Series A (A)(B) | 10,774 | 252,543 |
Discovery, Inc., Series C (A) | 9,690 | 218,606 |
DISH Network Corp., Class A (A) | 9,742 | 400,104 |
Fox Corp., Class A | 11,817 | 469,608 |
Fox Corp., Class B | 4,539 | 167,761 |
Liberty Broadband Corp., Series A (A) | 451 | 72,507 |
Liberty Broadband Corp., Series C (A) | 6,321 | 1,026,846 |
Liberty Media Corp.-Liberty SiriusXM, Series A (A) | 4,618 | 229,884 |
Liberty Media Corp.-Liberty SiriusXM, Series C (A) | 3,502 | 172,719 |
News Corp., Class A | 13,622 | 311,944 |
News Corp., Class B | 3,927 | 88,593 |
Omnicom Group, Inc. | 11,710 | 797,217 |
Sirius XM Holdings, Inc. (B) | 33,361 | 203,168 |
The Interpublic Group of Companies, Inc. | 21,144 | 773,236 |
The New York Times Company, Class A | 2,814 | 153,616 |
ViacomCBS, Inc., Class A | 239 | 9,304 |
ViacomCBS, Inc., Class B | 15,505 | 561,591 |
Wireless telecommunication services – 0.1% | ||
T-Mobile US, Inc. (A) | 9,036 | 1,039,411 |
Consumer discretionary – 11.8% | 92,417,416 | |
Auto components – 0.4% | ||
Aptiv PLC (A) | 6,795 | 1,174,788 |
Autoliv, Inc. | 3,614 | 350,016 |
BorgWarner, Inc. | 9,198 | 414,554 |
Gentex Corp. | 9,581 | 339,072 |
Lear Corp. | 3,229 | 554,904 |
QuantumScape Corp. (A)(B) | 721 | 20,866 |
Automobiles – 1.2% | ||
Ford Motor Company (A) | 72,262 | 1,234,235 |
General Motors Company (A) | 25,740 | 1,401,028 |
Tesla, Inc. (A) | 6,138 | 6,837,732 |
Distributors – 0.3% | ||
Genuine Parts Company | 6,332 | 830,189 |
LKQ Corp. (A) | 10,468 | 576,577 |
Pool Corp. | 1,291 | 665,072 |
Diversified consumer services – 0.1% | ||
Bright Horizons Family Solutions, Inc. (A) | 1,708 | 283,528 |
SEE NOTES TO FINANCIAL STATEMENTS | SEMIANNUAL REPORT | JOHN HANCOCK MULTIFACTOR ETFS | 47 |
Shares or Principal Amount | Value | |
Consumer discretionary (continued) | ||
Diversified consumer services (continued) | ||
Chegg, Inc. (A) | 1,931 | $114,779 |
Service Corp. International | 8,498 | 582,028 |
Hotels, restaurants and leisure – 2.0% | ||
Airbnb, Inc., Class A (A) | 641 | 109,393 |
Aramark | 9,889 | 360,751 |
Booking Holdings, Inc. (A) | 470 | 1,137,767 |
Caesars Entertainment, Inc. (A) | 4,327 | 473,633 |
Carnival Corp. (A) | 18,329 | 406,171 |
Chipotle Mexican Grill, Inc. (A) | 570 | 1,014,047 |
Churchill Downs, Inc. | 555 | 127,650 |
Darden Restaurants, Inc. | 5,120 | 737,997 |
Domino’s Pizza, Inc. | 1,191 | 582,363 |
DraftKings, Inc., Class A (A) | 5,313 | 247,533 |
Expedia Group, Inc. (A) | 4,305 | 707,785 |
Hilton Worldwide Holdings, Inc. (A) | 7,692 | 1,107,263 |
Hyatt Hotels Corp., Class A (A) | 1,289 | 109,823 |
Las Vegas Sands Corp. (A) | 8,577 | 332,873 |
Marriott International, Inc., Class A (A) | 6,065 | 970,521 |
McDonald’s Corp. | 9,412 | 2,311,117 |
MGM Resorts International | 17,840 | 841,334 |
Norwegian Cruise Line Holdings, Ltd. (A) | 6,139 | 157,895 |
Penn National Gaming, Inc. (A) | 3,623 | 259,407 |
Royal Caribbean Cruises, Ltd. (A) | 6,442 | 543,898 |
Starbucks Corp. | 15,737 | 1,669,224 |
Vail Resorts, Inc. | 1,518 | 523,270 |
Wynn Resorts, Ltd. (A) | 3,011 | 270,388 |
Yum! Brands, Inc. | 7,475 | 933,927 |
Household durables – 0.8% | ||
D.R. Horton, Inc. | 13,768 | 1,229,069 |
Garmin, Ltd. | 5,481 | 787,072 |
Lennar Corp., A Shares | 9,644 | 963,725 |
Lennar Corp., B Shares | 470 | 38,578 |
Mohawk Industries, Inc. (A) | 2,539 | 449,936 |
Newell Brands, Inc. | 13,962 | 319,590 |
NVR, Inc. (A) | 186 | 910,433 |
PulteGroup, Inc. | 10,828 | 520,610 |
Tempur Sealy International, Inc. | 2,215 | 98,501 |
Whirlpool Corp. | 3,359 | 708,178 |
Internet and direct marketing retail – 2.7% | ||
Amazon.com, Inc. (A) | 5,375 | 18,126,811 |
Chewy, Inc., Class A (A)(B) | 1,207 | 91,491 |
DoorDash, Inc., Class A (A) | 732 | 142,594 |
eBay, Inc. | 19,388 | 1,487,447 |
Etsy, Inc. (A) | 2,877 | 721,235 |
Wayfair, Inc., Class A (A)(B) | 1,109 | 276,252 |
Leisure products – 0.1% | ||
Hasbro, Inc. | 5,609 | 537,118 |
Peloton Interactive, Inc., Class A (A) | 3,551 | 324,703 |
YETI Holdings, Inc. (A) | 949 | 93,315 |
Shares or Principal Amount | Value | |
Consumer discretionary (continued) | ||
Multiline retail – 0.8% | ||
Dollar General Corp. | 6,486 | $1,436,779 |
Dollar Tree, Inc. (A) | 9,516 | 1,025,444 |
Kohl’s Corp. | 2,790 | 135,399 |
Target Corp. | 13,159 | 3,416,340 |
Specialty retail – 2.7% | ||
Advance Auto Parts, Inc. | 2,672 | 602,589 |
AutoZone, Inc. (A) | 722 | 1,288,654 |
Bath & Body Works, Inc. | 5,006 | 345,865 |
Best Buy Company, Inc. | 13,813 | 1,688,501 |
Burlington Stores, Inc. (A) | 2,025 | 559,487 |
CarMax, Inc. (A) | 7,442 | 1,018,959 |
Carvana Company (A) | 688 | 208,588 |
Dick’s Sporting Goods, Inc. | 990 | 122,968 |
Five Below, Inc. (A) | 1,464 | 288,847 |
Floor & Decor Holdings, Inc., Class A (A) | 2,751 | 373,916 |
Lithia Motors, Inc. | 713 | 227,604 |
Lowe’s Companies, Inc. | 11,695 | 2,734,525 |
O’Reilly Automotive, Inc. (A) | 2,142 | 1,333,009 |
RH (A) | 433 | 285,620 |
Ross Stores, Inc. | 10,409 | 1,178,299 |
The Gap, Inc. | 11,640 | 264,112 |
The Home Depot, Inc. | 12,092 | 4,495,080 |
The TJX Companies, Inc. | 22,144 | 1,450,211 |
Tractor Supply Company | 6,479 | 1,407,044 |
Ulta Beauty, Inc. (A) | 2,521 | 926,115 |
Williams-Sonoma, Inc. | 2,846 | 528,588 |
Textiles, apparel and luxury goods – 0.7% | ||
Capri Holdings, Ltd. (A) | 1,448 | 77,092 |
Crocs, Inc. (A) | 687 | 110,916 |
Deckers Outdoor Corp. (A) | 763 | 301,622 |
Levi Strauss & Company, Class A | 1,752 | 45,867 |
Lululemon Athletica, Inc. (A) | 2,510 | 1,169,685 |
NIKE, Inc., Class B | 18,261 | 3,054,883 |
Ralph Lauren Corp. | 705 | 89,655 |
Tapestry, Inc. | 5,050 | 196,849 |
Under Armour, Inc., Class A (A) | 2,976 | 65,353 |
Under Armour, Inc., Class C (A) | 2,998 | 56,602 |
VF Corp. | 10,487 | 764,293 |
Consumer staples – 5.2% | 40,387,947 | |
Beverages – 1.1% | ||
Brown-Forman Corp., Class A | 2,041 | 130,685 |
Brown-Forman Corp., Class B | 6,250 | 424,313 |
Constellation Brands, Inc., Class A | 4,124 | 894,124 |
Keurig Dr. Pepper, Inc. | 9,606 | 346,681 |
Molson Coors Beverage Company, Class B | 7,018 | 309,424 |
Monster Beverage Corp. (A) | 7,627 | 648,295 |
PepsiCo, Inc. | 19,138 | 3,092,701 |
The Coca-Cola Company | 49,062 | 2,765,625 |
48 | JOHN HANCOCK MULTIFACTOR ETFS | SEMIANNUAL REPORT | SEE NOTES TO FINANCIAL STATEMENTS |
Shares or Principal Amount | Value | |
Consumer staples (continued) | ||
Food and staples retailing – 1.3% | ||
Albertsons Companies, Inc., Class A (B) | 2,740 | $84,803 |
Casey’s General Stores, Inc. | 990 | 189,625 |
Costco Wholesale Corp. | 6,245 | 3,069,667 |
Sysco Corp. | 12,229 | 940,410 |
The Kroger Company | 41,373 | 1,655,747 |
U.S. Foods Holding Corp. (A) | 7,794 | 270,218 |
Walgreens Boots Alliance, Inc. | 15,182 | 713,858 |
Walmart, Inc. | 22,635 | 3,382,122 |
Food products – 1.3% | ||
Archer-Daniels-Midland Company | 18,842 | 1,210,410 |
Beyond Meat, Inc. (A)(B) | 591 | 58,497 |
Bunge, Ltd. | 6,088 | 563,992 |
Campbell Soup Company | 8,578 | 342,691 |
Conagra Brands, Inc. | 17,873 | 575,511 |
Darling Ingredients, Inc. (A) | 2,599 | 219,667 |
General Mills, Inc. | 16,689 | 1,031,380 |
Hormel Foods Corp. | 9,556 | 404,410 |
Kellogg Company | 9,913 | 607,667 |
Lamb Weston Holdings, Inc. | 5,189 | 292,919 |
McCormick & Company, Inc. | 9,890 | 793,475 |
Mondelez International, Inc., Class A | 22,938 | 1,393,254 |
The Hershey Company | 4,598 | 806,259 |
The J.M. Smucker Company | 4,009 | 492,546 |
The Kraft Heinz Company | 12,206 | 438,073 |
Tyson Foods, Inc., Class A | 8,928 | 713,972 |
Household products – 1.0% | ||
Church & Dwight Company, Inc. | 8,291 | 724,302 |
Colgate-Palmolive Company | 12,039 | 917,251 |
Kimberly-Clark Corp. | 5,797 | 750,654 |
The Clorox Company | 5,307 | 865,094 |
The Procter & Gamble Company | 32,185 | 4,602,133 |
Personal products – 0.1% | ||
The Estee Lauder Companies, Inc., Class A | 2,977 | 965,530 |
Tobacco – 0.4% | ||
Altria Group, Inc. | 26,120 | 1,152,153 |
Philip Morris International, Inc. | 16,372 | 1,547,809 |
Energy – 2.8% | 22,314,953 | |
Energy equipment and services – 0.2% | ||
Baker Hughes Company | 13,679 | 343,069 |
Halliburton Company | 23,522 | 587,815 |
Schlumberger NV | 31,000 | 1,000,060 |
Oil, gas and consumable fuels – 2.6% | ||
Cheniere Energy, Inc. (A) | 5,895 | 609,543 |
Chevron Corp. | 27,283 | 3,123,631 |
ConocoPhillips | 24,077 | 1,793,496 |
Continental Resources, Inc. | 3,196 | 155,997 |
Devon Energy Corp. | 8,036 | 322,083 |
Diamondback Energy, Inc. | 5,291 | 567,142 |
Shares or Principal Amount | Value | |
Energy (continued) | ||
Oil, gas and consumable fuels (continued) | ||
EOG Resources, Inc. | 15,037 | $1,390,321 |
Exxon Mobil Corp. | 56,565 | 3,646,746 |
Hess Corp. | 9,623 | 794,571 |
Kinder Morgan, Inc. | 46,950 | 786,413 |
Marathon Oil Corp. | 20,400 | 332,928 |
Marathon Petroleum Corp. | 19,548 | 1,288,800 |
Occidental Petroleum Corp. | 23,095 | 774,375 |
ONEOK, Inc. | 13,953 | 887,690 |
Phillips 66 | 8,848 | 661,653 |
Pioneer Natural Resources Company | 4,642 | 867,961 |
Targa Resources Corp. | 2,172 | 118,743 |
Texas Pacific Land Corp. | 107 | 136,283 |
The Williams Companies, Inc. | 34,659 | 973,571 |
Valero Energy Corp. | 14,898 | 1,152,062 |
Financials – 13.3% | 103,938,387 | |
Banks – 4.3% | ||
Bank of America Corp. | 93,977 | 4,490,221 |
Citigroup, Inc. | 34,862 | 2,411,056 |
Citizens Financial Group, Inc. | 17,831 | 844,833 |
Comerica, Inc. | 6,717 | 571,550 |
Commerce Bancshares, Inc. | 3,820 | 269,348 |
East West Bancorp, Inc. | 5,201 | 413,375 |
Fifth Third Bancorp | 35,712 | 1,554,543 |
First Citizens BancShares, Inc., Class A | 46 | 37,439 |
First Horizon Corp. | 12,481 | 211,803 |
First Republic Bank | 5,420 | 1,172,509 |
Huntington Bancshares, Inc. | 42,212 | 664,417 |
JPMorgan Chase & Co. | 42,402 | 7,203,676 |
KeyCorp | 41,228 | 959,376 |
M&T Bank Corp. | 5,186 | 762,964 |
Regions Financial Corp. | 50,984 | 1,207,301 |
Signature Bank | 1,862 | 554,541 |
SVB Financial Group (A) | 1,944 | 1,394,626 |
The PNC Financial Services Group, Inc. | 8,052 | 1,699,214 |
Truist Financial Corp. | 27,756 | 1,761,673 |
U.S. Bancorp | 25,451 | 1,536,477 |
Wells Fargo & Company | 64,234 | 3,286,211 |
Western Alliance Bancorp | 1,617 | 187,718 |
Zions Bancorp NA | 7,585 | 477,779 |
Capital markets – 3.8% | ||
Ameriprise Financial, Inc. | 5,455 | 1,648,119 |
Apollo Global Management, Inc. | 4,027 | 309,878 |
Ares Management Corp., Class A | 2,619 | 221,934 |
BlackRock, Inc. | 1,590 | 1,500,101 |
Cboe Global Markets, Inc. | 3,422 | 451,499 |
CME Group, Inc. | 4,414 | 973,508 |
FactSet Research Systems, Inc. | 1,446 | 641,865 |
Franklin Resources, Inc. | 11,982 | 377,313 |
Intercontinental Exchange, Inc. | 9,746 | 1,349,431 |
SEE NOTES TO FINANCIAL STATEMENTS | SEMIANNUAL REPORT | JOHN HANCOCK MULTIFACTOR ETFS | 49 |
Shares or Principal Amount | Value | |
Financials (continued) | ||
Capital markets (continued) | ||
Invesco, Ltd. | 8,214 | $208,718 |
Jefferies Financial Group, Inc. | 1,715 | 73,745 |
KKR & Company, Inc. | 9,216 | 734,239 |
LPL Financial Holdings, Inc. | 2,970 | 487,139 |
MarketAxess Holdings, Inc. | 1,217 | 497,351 |
Moody’s Corp. | 3,545 | 1,432,712 |
Morgan Stanley | 25,414 | 2,612,051 |
Morningstar, Inc. | 675 | 213,806 |
MSCI, Inc. | 1,603 | 1,065,803 |
Nasdaq, Inc. | 4,253 | 892,577 |
Northern Trust Corp. | 8,548 | 1,051,746 |
Raymond James Financial, Inc. | 7,437 | 733,214 |
S&P Global, Inc. | 4,138 | 1,962,074 |
SEI Investments Company | 6,249 | 393,937 |
State Street Corp. | 12,274 | 1,209,603 |
T. Rowe Price Group, Inc. | 6,140 | 1,331,643 |
The Bank of New York Mellon Corp. | 24,416 | 1,445,427 |
The Blackstone Group, Inc. | 7,312 | 1,012,127 |
The Charles Schwab Corp. | 24,244 | 1,988,735 |
The Goldman Sachs Group, Inc. | 5,437 | 2,247,384 |
Tradeweb Markets, Inc., Class A | 1,611 | 143,540 |
Consumer finance – 1.0% | ||
Ally Financial, Inc. | 22,924 | 1,094,392 |
American Express Company | 11,127 | 1,933,650 |
Capital One Financial Corp. | 13,207 | 1,994,653 |
Credit Acceptance Corp. (A) | 74 | 44,268 |
Discover Financial Services | 13,463 | 1,525,627 |
Synchrony Financial | 24,928 | 1,157,906 |
Upstart Holdings, Inc. (A) | 252 | 81,154 |
Diversified financial services – 0.9% | ||
Berkshire Hathaway, Inc., Class B (A) | 22,010 | 6,317,090 |
Equitable Holdings, Inc. | 14,996 | 502,366 |
Voya Financial, Inc. | 5,705 | 398,038 |
Insurance – 3.3% | ||
Aflac, Inc. | 21,992 | 1,180,311 |
Alleghany Corp. (A) | 535 | 348,488 |
American Financial Group, Inc. | 3,081 | 419,139 |
American International Group, Inc. | 20,587 | 1,216,486 |
Aon PLC, Class A | 5,721 | 1,830,262 |
Arch Capital Group, Ltd. (A) | 14,068 | 588,324 |
Arthur J. Gallagher & Company | 6,754 | 1,132,443 |
Assurant, Inc. | 1,626 | 262,290 |
Athene Holding, Ltd., Class A (A) | 5,563 | 484,037 |
Brown & Brown, Inc. | 8,567 | 540,663 |
Chubb, Ltd. | 6,054 | 1,182,831 |
Cincinnati Financial Corp. | 5,817 | 706,416 |
CNA Financial Corp. | 1,402 | 62,894 |
Erie Indemnity Company, Class A | 878 | 180,701 |
Everest Re Group, Ltd. | 1,707 | 446,381 |
Shares or Principal Amount | Value | |
Financials (continued) | ||
Insurance (continued) | ||
Fidelity National Financial, Inc. | 12,121 | $580,717 |
Globe Life, Inc. | 4,600 | 409,492 |
Lincoln National Corp. | 9,096 | 656,276 |
Loews Corp. | 11,335 | 635,553 |
Markel Corp. (A) | 437 | 573,838 |
Marsh & McLennan Companies, Inc. | 9,545 | 1,592,106 |
MetLife, Inc. | 14,478 | 909,218 |
Principal Financial Group, Inc. | 12,892 | 864,924 |
Prudential Financial, Inc. | 11,888 | 1,308,274 |
Reinsurance Group of America, Inc. | 2,851 | 336,646 |
RenaissanceRe Holdings, Ltd. | 1,009 | 143,076 |
The Allstate Corp. | 11,917 | 1,473,775 |
The Hartford Financial Services Group, Inc. | 19,033 | 1,388,077 |
The Progressive Corp. | 13,660 | 1,296,061 |
The Travelers Companies, Inc. | 10,716 | 1,723,990 |
W.R. Berkley Corp. | 6,242 | 496,863 |
Willis Towers Watson PLC | 4,205 | 1,018,787 |
Thrifts and mortgage finance – 0.0% | ||
Rocket Companies, Inc., Class A | 973 | 16,035 |
Health care – 12.8% | 100,450,237 | |
Biotechnology – 1.7% | ||
AbbVie, Inc. | 21,660 | 2,483,752 |
Acceleron Pharma, Inc. (A) | 617 | 107,469 |
Alnylam Pharmaceuticals, Inc. (A) | 2,144 | 342,097 |
Amgen, Inc. | 9,232 | 1,910,747 |
Biogen, Inc. (A) | 4,022 | 1,072,587 |
Biohaven Pharmaceutical Holding Company, Ltd. (A) | 352 | 50,097 |
BioMarin Pharmaceutical, Inc. (A) | 4,929 | 390,525 |
Bridgebio Pharma, Inc. (A) | 557 | 27,505 |
CRISPR Therapeutics AG (A) | 1,094 | 99,915 |
Exact Sciences Corp. (A) | 2,676 | 254,809 |
Gilead Sciences, Inc. | 21,970 | 1,425,414 |
Horizon Therapeutics PLC (A) | 5,373 | 644,276 |
Incyte Corp. (A) | 4,074 | 272,877 |
Intellia Therapeutics, Inc. (A) | 389 | 51,729 |
Mirati Therapeutics, Inc. (A) | 487 | 92,053 |
Moderna, Inc. (A) | 3,464 | 1,195,807 |
Natera, Inc. (A) | 732 | 83,865 |
Neurocrine Biosciences, Inc. (A) | 1,740 | 183,413 |
Novavax, Inc. (A) | 914 | 136,031 |
Regeneron Pharmaceuticals, Inc. (A) | 1,567 | 1,002,786 |
Seagen, Inc. (A) | 2,679 | 472,388 |
United Therapeutics Corp. (A) | 360 | 68,674 |
Vertex Pharmaceuticals, Inc. (A) | 3,510 | 649,104 |
Health care equipment and supplies – 3.3% | ||
Abbott Laboratories | 24,393 | 3,144,014 |
ABIOMED, Inc. (A) | 1,062 | 352,626 |
Align Technology, Inc. (A) | 1,039 | 648,720 |
50 | JOHN HANCOCK MULTIFACTOR ETFS | SEMIANNUAL REPORT | SEE NOTES TO FINANCIAL STATEMENTS |
Shares or Principal Amount | Value | |
Health care (continued) | ||
Health care equipment and supplies (continued) | ||
Baxter International, Inc. | 10,109 | $798,207 |
Becton, Dickinson and Company | 4,345 | 1,041,019 |
Boston Scientific Corp. (A) | 22,235 | 958,996 |
Danaher Corp. | 8,659 | 2,699,616 |
Dentsply Sirona, Inc. | 8,006 | 458,023 |
DexCom, Inc. (A) | 1,377 | 858,160 |
Edwards Lifesciences Corp. (A) | 11,149 | 1,335,873 |
Globus Medical, Inc., Class A (A) | 393 | 30,328 |
Hill-Rom Holdings, Inc. | 2,348 | 363,705 |
Hologic, Inc. (A) | 12,421 | 910,584 |
IDEXX Laboratories, Inc. (A) | 2,172 | 1,446,856 |
Insulet Corp. (A) | 1,199 | 371,714 |
Intuitive Surgical, Inc. (A) | 4,042 | 1,459,687 |
Masimo Corp. (A) | 1,242 | 352,157 |
Medtronic PLC | 16,832 | 2,017,484 |
Novocure, Ltd. (A) | 1,248 | 128,007 |
Penumbra, Inc. (A) | 512 | 141,594 |
ResMed, Inc. | 5,218 | 1,371,864 |
STERIS PLC | 3,152 | 736,748 |
Stryker Corp. | 4,521 | 1,202,902 |
Teleflex, Inc. | 1,433 | 511,495 |
The Cooper Companies, Inc. | 1,715 | 715,018 |
West Pharmaceutical Services, Inc. | 2,246 | 965,510 |
Zimmer Biomet Holdings, Inc. | 7,127 | 1,020,016 |
Health care providers and services – 3.1% | ||
agilon health, Inc. (A) | 475 | 11,638 |
AmerisourceBergen Corp. | 5,911 | 721,260 |
Anthem, Inc. | 5,015 | 2,182,177 |
Cardinal Health, Inc. | 11,844 | 566,262 |
Centene Corp. (A) | 15,109 | 1,076,365 |
Cigna Corp. | 8,073 | 1,724,474 |
CVS Health Corp. | 22,535 | 2,011,925 |
DaVita, Inc. (A) | 4,061 | 419,258 |
Encompass Health Corp. | 3,262 | 207,333 |
Guardant Health, Inc. (A) | 1,554 | 181,492 |
HCA Healthcare, Inc. | 4,552 | 1,140,094 |
Henry Schein, Inc. (A) | 7,248 | 553,385 |
Humana, Inc. | 3,395 | 1,572,428 |
Laboratory Corp. of America Holdings (A) | 5,187 | 1,488,773 |
McKesson Corp. | 6,198 | 1,288,440 |
Molina Healthcare, Inc. (A) | 2,486 | 735,160 |
Oak Street Health, Inc. (A)(B) | 257 | 12,138 |
Quest Diagnostics, Inc. | 8,659 | 1,270,968 |
UnitedHealth Group, Inc. | 14,399 | 6,630,308 |
Universal Health Services, Inc., Class B | 4,914 | 609,827 |
Health care technology – 0.2% | ||
Cerner Corp. | 12,557 | 932,860 |
Doximity, Inc., Class A (A) | 166 | 11,534 |
Teladoc Health, Inc. (A) | 2,036 | 304,565 |
Shares or Principal Amount | Value | |
Health care (continued) | ||
Health care technology (continued) | ||
Veeva Systems, Inc., Class A (A) | 2,021 | $640,677 |
Life sciences tools and services – 1.7% | ||
10X Genomics, Inc., Class A (A) | 940 | 151,594 |
Agilent Technologies, Inc. | 7,264 | 1,144,007 |
Avantor, Inc. (A) | 14,015 | 565,926 |
Bio-Rad Laboratories, Inc., Class A (A) | 705 | 560,249 |
Bio-Techne Corp. | 969 | 507,417 |
Bruker Corp. | 3,123 | 250,777 |
Charles River Laboratories International, Inc. (A) | 1,573 | 705,774 |
Illumina, Inc. (A) | 2,545 | 1,056,328 |
IQVIA Holdings, Inc. (A) | 5,154 | 1,347,359 |
Maravai LifeSciences Holdings, Inc., Class A (A) | 651 | 27,531 |
Mettler-Toledo International, Inc. (A) | 1,019 | 1,509,017 |
PerkinElmer, Inc. | 4,481 | 792,644 |
PPD, Inc. (A) | 2,181 | 102,878 |
Repligen Corp. (A) | 764 | 221,942 |
Syneos Health, Inc. (A) | 2,268 | 211,695 |
Thermo Fisher Scientific, Inc. | 5,557 | 3,517,970 |
Waters Corp. (A) | 2,492 | 915,935 |
Pharmaceuticals – 2.8% | ||
Bristol-Myers Squibb Company | 30,567 | 1,785,113 |
Catalent, Inc. (A) | 5,240 | 722,386 |
Elanco Animal Health, Inc. (A) | 13,018 | 428,032 |
Eli Lilly & Company | 11,212 | 2,856,369 |
Jazz Pharmaceuticals PLC (A) | 2,198 | 292,422 |
Johnson & Johnson | 36,815 | 5,996,427 |
Merck & Company, Inc. | 36,893 | 3,248,429 |
Organon & Company | 4,301 | 158,062 |
Pfizer, Inc. | 84,777 | 3,708,146 |
Royalty Pharma PLC, Class A | 4,146 | 163,891 |
Viatris, Inc. | 29,252 | 390,514 |
Zoetis, Inc. | 8,137 | 1,759,219 |
Industrials – 11.1% | 86,756,466 | |
Aerospace and defense – 1.4% | ||
Axon Enterprise, Inc. (A) | 629 | 113,195 |
General Dynamics Corp. | 4,592 | 931,028 |
HEICO Corp. | 1,058 | 147,475 |
HEICO Corp., Class A | 1,927 | 242,185 |
Howmet Aerospace, Inc. | 14,979 | 444,727 |
Huntington Ingalls Industries, Inc. | 1,758 | 356,399 |
L3Harris Technologies, Inc. | 3,969 | 915,013 |
Lockheed Martin Corp. | 3,532 | 1,173,754 |
Northrop Grumman Corp. | 2,945 | 1,052,013 |
Raytheon Technologies Corp. | 25,898 | 2,301,296 |
Textron, Inc. | 10,589 | 781,998 |
The Boeing Company (A) | 6,359 | 1,316,504 |
TransDigm Group, Inc. (A) | 1,315 | 820,323 |
SEE NOTES TO FINANCIAL STATEMENTS | SEMIANNUAL REPORT | JOHN HANCOCK MULTIFACTOR ETFS | 51 |
Shares or Principal Amount | Value | |
Industrials (continued) | ||
Air freight and logistics – 0.6% | ||
C.H. Robinson Worldwide, Inc. | 5,944 | $576,509 |
Expeditors International of Washington, Inc. | 6,973 | 859,492 |
FedEx Corp. | 4,934 | 1,162,105 |
GXO Logistics, Inc. (A) | 3,843 | 341,258 |
United Parcel Service, Inc., Class B | 8,682 | 1,853,347 |
Airlines – 0.1% | ||
American Airlines Group, Inc. (A) | 5,451 | 104,659 |
Delta Air Lines, Inc. (A) | 4,643 | 181,681 |
Southwest Airlines Company (A) | 6,914 | 326,894 |
United Airlines Holdings, Inc. (A) | 4,082 | 188,343 |
Building products – 1.0% | ||
A.O. Smith Corp. | 4,610 | 336,853 |
Advanced Drainage Systems, Inc. | 486 | 54,821 |
Allegion PLC | 4,714 | 604,806 |
Builders FirstSource, Inc. (A) | 3,703 | 215,774 |
Carlisle Companies, Inc. | 2,580 | 575,134 |
Carrier Global Corp. | 25,625 | 1,338,394 |
Fortune Brands Home & Security, Inc. | 5,666 | 574,532 |
Johnson Controls International PLC | 18,315 | 1,343,772 |
Lennox International, Inc. | 1,279 | 382,779 |
Masco Corp. | 9,675 | 634,196 |
Owens Corning | 4,950 | 462,380 |
Trane Technologies PLC | 5,699 | 1,031,120 |
Trex Company, Inc. (A) | 2,539 | 270,150 |
Commercial services and supplies – 0.7% | ||
Cintas Corp. | 2,135 | 924,669 |
Copart, Inc. (A) | 8,225 | 1,277,260 |
Republic Services, Inc. | 11,500 | 1,547,900 |
Rollins, Inc. | 7,635 | 268,981 |
Waste Management, Inc. | 10,902 | 1,746,827 |
Construction and engineering – 0.1% | ||
AECOM (A) | 4,081 | 279,018 |
Quanta Services, Inc. | 4,376 | 530,721 |
Electrical equipment – 0.9% | ||
AMETEK, Inc. | 8,706 | 1,152,674 |
Eaton Corp. PLC | 9,117 | 1,502,117 |
Emerson Electric Company | 13,107 | 1,271,510 |
Generac Holdings, Inc. (A) | 1,275 | 635,664 |
Hubbell, Inc. | 2,059 | 410,503 |
Plug Power, Inc. (A) | 7,605 | 291,043 |
Rockwell Automation, Inc. | 5,108 | 1,631,495 |
Sensata Technologies Holding PLC (A) | 6,277 | 345,863 |
Sunrun, Inc. (A) | 2,634 | 151,929 |
Industrial conglomerates – 0.8% | ||
3M Company | 8,620 | 1,540,222 |
General Electric Company | 12,510 | 1,311,924 |
Honeywell International, Inc. | 10,221 | 2,234,515 |
Roper Technologies, Inc. | 2,201 | 1,073,802 |
Shares or Principal Amount | Value | |
Industrials (continued) | ||
Machinery – 2.5% | ||
AGCO Corp. | 1,144 | $139,808 |
Caterpillar, Inc. | 9,634 | 1,965,432 |
Cummins, Inc. | 5,884 | 1,411,219 |
Deere & Company | 5,177 | 1,772,139 |
Donaldson Company, Inc. | 4,980 | 298,850 |
Dover Corp. | 6,893 | 1,165,468 |
Fortive Corp. | 10,186 | 771,182 |
Graco, Inc. | 5,213 | 391,913 |
IDEX Corp. | 2,722 | 605,836 |
Illinois Tool Works, Inc. | 6,655 | 1,516,475 |
Ingersoll Rand, Inc. (A) | 11,397 | 612,703 |
ITT, Inc. | 732 | 68,859 |
Lincoln Electric Holdings, Inc. | 2,195 | 312,568 |
Nordson Corp. | 1,680 | 427,073 |
Otis Worldwide Corp. | 10,024 | 805,027 |
PACCAR, Inc. | 16,140 | 1,446,467 |
Parker-Hannifin Corp. | 5,748 | 1,704,799 |
Pentair PLC | 6,321 | 467,564 |
Snap-on, Inc. | 2,322 | 471,900 |
Stanley Black & Decker, Inc. | 6,446 | 1,158,540 |
The Middleby Corp. (A) | 1,045 | 190,650 |
The Toro Company | 3,612 | 344,838 |
Wabtec Corp. | 5,575 | 505,820 |
Woodward, Inc. | 1,086 | 122,664 |
Xylem, Inc. | 5,950 | 777,011 |
Professional services – 1.0% | ||
Booz Allen Hamilton Holding Corp. | 4,549 | 395,126 |
Clarivate PLC (A) | 3,345 | 78,440 |
CoStar Group, Inc. (A) | 9,610 | 826,941 |
Dun & Bradstreet Holdings, Inc. (A) | 2,501 | 47,119 |
Equifax, Inc. | 4,439 | 1,231,512 |
IHS Markit, Ltd. | 8,034 | 1,050,204 |
Jacobs Engineering Group, Inc. | 4,687 | 658,149 |
Leidos Holdings, Inc. | 5,315 | 531,394 |
Nielsen Holdings PLC | 12,073 | 244,478 |
Robert Half International, Inc. | 4,970 | 561,958 |
TransUnion | 6,646 | 766,217 |
Verisk Analytics, Inc. | 5,499 | 1,156,275 |
Road and rail – 1.5% | ||
AMERCO | 374 | 275,634 |
CSX Corp. | 46,520 | 1,682,628 |
J.B. Hunt Transport Services, Inc. | 4,712 | 929,159 |
Kansas City Southern | 3,631 | 1,126,518 |
Knight-Swift Transportation Holdings, Inc. | 3,734 | 211,680 |
Lyft, Inc., Class A (A) | 4,228 | 193,938 |
Norfolk Southern Corp. | 6,788 | 1,989,223 |
Old Dominion Freight Line, Inc. | 3,585 | 1,223,740 |
TuSimple Holdings, Inc., Class A (A) | 362 | 14,161 |
Uber Technologies, Inc. (A) | 14,777 | 647,528 |
52 | JOHN HANCOCK MULTIFACTOR ETFS | SEMIANNUAL REPORT | SEE NOTES TO FINANCIAL STATEMENTS |
Shares or Principal Amount | Value | |
Industrials (continued) | ||
Road and rail (continued) | ||
Union Pacific Corp. | 11,598 | $2,799,757 |
XPO Logistics, Inc. (A) | 4,140 | 355,212 |
Trading companies and distributors – 0.5% | ||
Fastenal Company | 21,209 | 1,210,610 |
SiteOne Landscape Supply, Inc. (A) | 435 | 102,208 |
United Rentals, Inc. (A) | 4,153 | 1,574,444 |
W.W. Grainger, Inc. | 2,126 | 984,572 |
Watsco, Inc. | 999 | 289,290 |
Information technology – 24.5% | 191,798,247 | |
Communications equipment – 0.9% | ||
Arista Networks, Inc. (A) | 1,704 | 698,112 |
Ciena Corp. (A) | 4,440 | 241,048 |
Cisco Systems, Inc. | 65,462 | 3,663,908 |
F5 Networks, Inc. (A) | 2,512 | 530,409 |
Juniper Networks, Inc. | 15,411 | 454,933 |
Motorola Solutions, Inc. | 5,490 | 1,364,759 |
Ubiquiti, Inc. | 285 | 87,076 |
Electronic equipment, instruments and components – 1.3% | ||
Amphenol Corp., Class A | 21,692 | 1,665,295 |
Arrow Electronics, Inc. (A) | 4,404 | 509,763 |
CDW Corp. | 5,208 | 972,073 |
Cognex Corp. | 4,707 | 412,286 |
Corning, Inc. | 33,779 | 1,201,519 |
Flex, Ltd. (A) | 29,586 | 500,003 |
IPG Photonics Corp. (A) | 1,117 | 177,614 |
Jabil, Inc. | 1,776 | 106,489 |
Keysight Technologies, Inc. (A) | 7,251 | 1,305,325 |
TE Connectivity, Ltd. | 8,547 | 1,247,862 |
Teledyne Technologies, Inc. (A) | 1,171 | 526,037 |
Trimble, Inc. (A) | 8,658 | 756,449 |
Zebra Technologies Corp., Class A (A) | 1,858 | 992,079 |
IT services – 4.5% | ||
Accenture PLC, Class A | 9,433 | 3,384,466 |
Affirm Holdings, Inc. (A) | 789 | 128,213 |
Akamai Technologies, Inc. (A) | 6,683 | 704,789 |
Amdocs, Ltd. | 6,531 | 508,373 |
Automatic Data Processing, Inc. | 6,593 | 1,480,063 |
Broadridge Financial Solutions, Inc. | 4,262 | 760,383 |
Cloudflare, Inc., Class A (A) | 3,181 | 619,404 |
Cognizant Technology Solutions Corp., Class A | 16,902 | 1,319,877 |
Concentrix Corp. | 507 | 90,084 |
DXC Technology Company (A) | 2,022 | 65,857 |
EPAM Systems, Inc. (A) | 1,480 | 996,395 |
Fidelity National Information Services, Inc. | 8,308 | 920,028 |
Fiserv, Inc. (A) | 7,561 | 744,683 |
FleetCor Technologies, Inc. (A) | 3,160 | 781,816 |
Gartner, Inc. (A) | 3,472 | 1,152,392 |
Genpact, Ltd. | 6,331 | 312,435 |
Shares or Principal Amount | Value | |
Information technology (continued) | ||
IT services (continued) | ||
Global Payments, Inc. | 5,851 | $836,634 |
Globant SA (A) | 316 | 100,864 |
GoDaddy, Inc., Class A (A) | 3,829 | 264,852 |
IBM Corp. | 15,708 | 1,965,071 |
Jack Henry & Associates, Inc. | 2,871 | 477,964 |
Mastercard, Inc., Class A | 11,884 | 3,987,320 |
MongoDB, Inc. (A) | 869 | 453,001 |
Okta, Inc. (A) | 2,156 | 532,920 |
Paychex, Inc. | 11,616 | 1,432,020 |
PayPal Holdings, Inc. (A) | 13,138 | 3,055,767 |
Snowflake, Inc., Class A (A) | 686 | 242,734 |
Square, Inc., Class A (A) | 3,119 | 793,786 |
The Western Union Company | 17,175 | 312,929 |
Twilio, Inc., Class A (A) | 2,612 | 761,032 |
VeriSign, Inc. (A) | 3,320 | 739,264 |
Visa, Inc., Class A | 22,466 | 4,757,625 |
WEX, Inc. (A) | 1,199 | 179,490 |
Semiconductors and semiconductor equipment – 5.0% | ||
Advanced Micro Devices, Inc. (A) | 13,839 | 1,663,863 |
Analog Devices, Inc. | 9,211 | 1,598,016 |
Applied Materials, Inc. | 16,771 | 2,291,757 |
Broadcom, Inc. | 5,744 | 3,053,912 |
Enphase Energy, Inc. (A) | 2,343 | 542,709 |
Entegris, Inc. | 4,242 | 597,189 |
First Solar, Inc. (A) | 2,483 | 296,942 |
Intel Corp. | 68,835 | 3,372,915 |
KLA Corp. | 4,938 | 1,840,689 |
Lam Research Corp. | 3,179 | 1,791,589 |
Lattice Semiconductor Corp. (A) | 1,064 | 73,884 |
Marvell Technology, Inc. | 21,155 | 1,449,118 |
Microchip Technology, Inc. | 17,775 | 1,316,950 |
Micron Technology, Inc. | 19,284 | 1,332,524 |
MKS Instruments, Inc. | 1,278 | 191,764 |
Monolithic Power Systems, Inc. | 1,090 | 572,751 |
NVIDIA Corp. | 23,965 | 6,127,132 |
NXP Semiconductors NV | 1,128 | 226,570 |
ON Semiconductor Corp. (A) | 15,890 | 763,832 |
Qorvo, Inc. (A) | 4,374 | 735,838 |
QUALCOMM, Inc. | 18,264 | 2,429,843 |
Skyworks Solutions, Inc. | 7,285 | 1,217,542 |
SolarEdge Technologies, Inc. (A) | 999 | 354,325 |
Teradyne, Inc. | 7,029 | 971,689 |
Texas Instruments, Inc. | 14,808 | 2,776,204 |
Universal Display Corp. | 1,032 | 189,062 |
Wolfspeed, Inc. (A) | 2,589 | 310,965 |
Xilinx, Inc. | 8,031 | 1,445,580 |
Software – 8.6% | ||
Adobe, Inc. (A) | 5,050 | 3,284,318 |
Anaplan, Inc. (A) | 1,888 | 123,116 |
SEE NOTES TO FINANCIAL STATEMENTS | SEMIANNUAL REPORT | JOHN HANCOCK MULTIFACTOR ETFS | 53 |
Shares or Principal Amount | Value | |
Information technology (continued) | ||
Software (continued) | ||
ANSYS, Inc. (A) | 2,848 | $1,081,044 |
Appian Corp. (A)(B) | 199 | 19,783 |
Asana, Inc., Class A (A) | 405 | 54,999 |
Aspen Technology, Inc. (A) | 2,208 | 345,972 |
Atlassian Corp. PLC, Class A (A) | 1,579 | 723,387 |
Autodesk, Inc. (A) | 3,423 | 1,087,179 |
Avalara, Inc. (A) | 1,804 | 324,071 |
Bentley Systems, Inc., Class B | 1,123 | 66,425 |
Bill.com Holdings, Inc. (A) | 1,174 | 345,520 |
Black Knight, Inc. (A) | 4,314 | 302,455 |
Cadence Design Systems, Inc. (A) | 7,145 | 1,236,871 |
Ceridian HCM Holding, Inc. (A) | 3,444 | 431,361 |
Citrix Systems, Inc. | 5,141 | 487,007 |
Coupa Software, Inc. (A) | 1,067 | 242,956 |
Crowdstrike Holdings, Inc., Class A (A) | 1,585 | 446,653 |
Datadog, Inc., Class A (A) | 2,621 | 437,838 |
DocuSign, Inc. (A) | 1,708 | 475,319 |
Dolby Laboratories, Inc., Class A | 2,118 | 187,125 |
Dropbox, Inc., Class A (A) | 7,551 | 230,230 |
Dynatrace, Inc. (A) | 2,637 | 197,775 |
Elastic NV (A) | 1,097 | 190,340 |
Fair Isaac Corp. (A) | 853 | 339,665 |
Five9, Inc. (A) | 858 | 135,573 |
Fortinet, Inc. (A) | 3,185 | 1,071,243 |
Guidewire Software, Inc. (A) | 2,596 | 326,395 |
HubSpot, Inc. (A) | 824 | 667,630 |
Intuit, Inc. | 3,911 | 2,448,247 |
Manhattan Associates, Inc. (A) | 1,280 | 232,371 |
McAfee Corp., Class A | 693 | 14,809 |
Microsoft Corp. | 100,132 | 33,205,762 |
NortonLifeLock, Inc. | 22,132 | 563,259 |
Nuance Communications, Inc. (A) | 7,131 | 392,562 |
Oracle Corp. | 27,531 | 2,641,324 |
Palantir Technologies, Inc., Class A (A) | 5,099 | 131,962 |
Palo Alto Networks, Inc. (A) | 1,890 | 962,180 |
Paycom Software, Inc. (A) | 1,341 | 734,667 |
Paylocity Holding Corp. (A) | 791 | 241,366 |
Pegasystems, Inc. | 832 | 98,775 |
PTC, Inc. (A) | 3,052 | 388,672 |
Qualtrics International, Inc., Class A (A) | 976 | 45,208 |
RingCentral, Inc., Class A (A) | 1,288 | 313,989 |
salesforce.com, Inc. (A) | 9,922 | 2,973,524 |
SentinelOne, Inc., Class A (A) | 246 | 16,334 |
ServiceNow, Inc. (A) | 1,885 | 1,315,278 |
Smartsheet, Inc., Class A (A) | 2,637 | 181,979 |
Splunk, Inc. (A) | 3,400 | 560,388 |
SS&C Technologies Holdings, Inc. | 8,319 | 661,111 |
Synopsys, Inc. (A) | 3,908 | 1,302,067 |
The Trade Desk, Inc., Class A (A) | 7,905 | 592,164 |
Tyler Technologies, Inc. (A) | 1,234 | 670,333 |
Shares or Principal Amount | Value | |
Information technology (continued) | ||
Software (continued) | ||
Unity Software, Inc. (A) | 1,198 | $181,269 |
VMware, Inc., Class A (A)(B) | 1,409 | 213,745 |
Workday, Inc., Class A (A) | 2,361 | 684,643 |
Zendesk, Inc. (A) | 2,157 | 219,583 |
Zoom Video Communications, Inc., Class A (A) | 1,040 | 285,636 |
Zscaler, Inc. (A) | 1,108 | 353,297 |
Technology hardware, storage and peripherals – 4.2% | ||
Apple, Inc. | 183,753 | 27,526,199 |
Dell Technologies, Inc., Class C (A) | 3,950 | 434,461 |
Hewlett Packard Enterprise Company | 44,802 | 656,349 |
HP, Inc. | 33,835 | 1,026,216 |
NetApp, Inc. | 11,252 | 1,004,804 |
Seagate Technology Holdings PLC | 12,866 | 1,145,975 |
Western Digital Corp. (A) | 13,478 | 704,765 |
Materials – 3.8% | 29,686,541 | |
Chemicals – 2.2% | ||
Air Products & Chemicals, Inc. | 4,311 | 1,292,481 |
Albemarle Corp. | 4,005 | 1,003,132 |
Celanese Corp. | 5,592 | 903,164 |
CF Industries Holdings, Inc. | 10,891 | 618,609 |
Corteva, Inc. | 22,664 | 977,952 |
Dow, Inc. | 15,583 | 872,181 |
DuPont de Nemours, Inc. | 12,516 | 871,114 |
Eastman Chemical Company | 6,968 | 724,881 |
Ecolab, Inc. | 4,912 | 1,091,545 |
FMC Corp. | 5,072 | 461,603 |
International Flavors & Fragrances, Inc. | 6,102 | 899,740 |
Linde PLC | 5,975 | 1,907,220 |
LyondellBasell Industries NV, Class A | 9,645 | 895,249 |
PPG Industries, Inc. | 8,811 | 1,414,782 |
RPM International, Inc. | 5,283 | 460,678 |
The Mosaic Company | 12,638 | 525,362 |
The Scotts Miracle-Gro Company | 1,031 | 153,062 |
The Sherwin-Williams Company | 5,561 | 1,760,668 |
Westlake Chemical Corp. | 1,418 | 138,028 |
Construction materials – 0.2% | ||
Martin Marietta Materials, Inc. | 2,246 | 882,319 |
Vulcan Materials Company | 4,557 | 866,377 |
Containers and packaging – 0.8% | ||
Amcor PLC | 51,753 | 624,659 |
AptarGroup, Inc. | 2,242 | 270,789 |
Avery Dennison Corp. | 3,120 | 679,286 |
Ball Corp. | 13,070 | 1,195,644 |
Berry Global Group, Inc. (A) | 5,564 | 364,665 |
Crown Holdings, Inc. | 5,430 | 564,666 |
International Paper Company | 20,308 | 1,008,698 |
Packaging Corp. of America | 4,344 | 596,735 |
Sealed Air Corp. | 1,199 | 71,125 |
54 | JOHN HANCOCK MULTIFACTOR ETFS | SEMIANNUAL REPORT | SEE NOTES TO FINANCIAL STATEMENTS |
Shares or Principal Amount | Value | |
Materials (continued) | ||
Containers and packaging (continued) | ||
Westrock Company | 10,123 | $486,916 |
Metals and mining – 0.6% | ||
Alcoa Corp. | 2,151 | 98,838 |
Cleveland-Cliffs, Inc. (A) | 5,298 | 127,735 |
Freeport-McMoRan, Inc. | 30,030 | 1,132,732 |
Newmont Corp. | 17,803 | 961,362 |
Nucor Corp. | 13,624 | 1,521,120 |
Reliance Steel & Aluminum Company | 3,004 | 439,065 |
Southern Copper Corp. | 2,233 | 133,958 |
Steel Dynamics, Inc. | 9,634 | 636,615 |
Paper and forest products – 0.0% | ||
Sylvamo Corp. (A) | 1,839 | 51,786 |
Real estate – 3.2% | 25,363,694 | |
Equity real estate investment trusts – 2.9% | ||
Alexandria Real Estate Equities, Inc. | 3,211 | 655,494 |
American Homes 4 Rent, Class A | 6,505 | 264,103 |
American Tower Corp. | 5,137 | 1,448,480 |
Americold Realty Trust | 3,514 | 103,558 |
AvalonBay Communities, Inc. | 3,555 | 841,397 |
Boston Properties, Inc. | 4,074 | 462,969 |
Camden Property Trust | 2,457 | 400,737 |
Crown Castle International Corp. | 5,460 | 984,438 |
CubeSmart | 3,968 | 218,280 |
CyrusOne, Inc. | 2,205 | 180,854 |
Digital Realty Trust, Inc. | 4,993 | 787,945 |
Duke Realty Corp. | 9,605 | 540,185 |
Equinix, Inc. | 1,147 | 960,119 |
Equity LifeStyle Properties, Inc. | 4,289 | 362,463 |
Equity Residential | 8,301 | 717,206 |
Essex Property Trust, Inc. | 1,724 | 586,039 |
Extra Space Storage, Inc. | 3,255 | 642,439 |
Federal Realty Investment Trust | 1,932 | 232,516 |
Gaming and Leisure Properties, Inc. | 5,341 | 258,985 |
Healthpeak Properties, Inc. | 12,598 | 447,355 |
Host Hotels & Resorts, Inc. (A) | 18,875 | 317,666 |
Invitation Homes, Inc. | 12,657 | 522,101 |
Iron Mountain, Inc. | 7,352 | 335,545 |
Kilroy Realty Corp. | 2,686 | 180,983 |
Kimco Realty Corp. | 6,091 | 137,657 |
Lamar Advertising Company, Class A | 2,132 | 241,342 |
Life Storage, Inc. | 454 | 60,750 |
Medical Properties Trust, Inc. | 11,758 | 250,798 |
MGM Growth Properties LLC, Class A | 3,035 | 119,518 |
Mid-America Apartment Communities, Inc. | 2,891 | 590,371 |
National Retail Properties, Inc. | 4,162 | 188,788 |
Omega Healthcare Investors, Inc. | 5,237 | 153,758 |
Prologis, Inc. | 9,307 | 1,349,143 |
Public Storage | 1,992 | 661,703 |
Realty Income Corp. | 8,239 | 588,512 |
Shares or Principal Amount | Value | |
Real estate (continued) | ||
Equity real estate investment trusts (continued) | ||
Regency Centers Corp. | 3,976 | $279,950 |
Rexford Industrial Realty, Inc. | 1,041 | 69,955 |
SBA Communications Corp. | 2,298 | 793,568 |
Simon Property Group, Inc. | 5,976 | 875,962 |
STORE Capital Corp. | 4,831 | 165,848 |
Sun Communities, Inc. | 2,482 | 486,422 |
UDR, Inc. | 7,295 | 405,091 |
Ventas, Inc. | 9,263 | 494,366 |
VEREIT, Inc. | 5,404 | 271,821 |
VICI Properties, Inc. | 11,820 | 346,917 |
Vornado Realty Trust | 4,655 | 198,443 |
Welltower, Inc. | 9,249 | 743,620 |
Weyerhaeuser Company | 25,402 | 907,359 |
WP Carey, Inc. | 4,058 | 312,912 |
Real estate management and development – 0.3% | ||
CBRE Group, Inc., Class A (A) | 15,726 | 1,636,762 |
Jones Lang LaSalle, Inc. (A) | 2,248 | 580,501 |
Utilities – 3.4% | 26,235,711 | |
Electric utilities – 1.9% | ||
Alliant Energy Corp. | 9,092 | 514,334 |
American Electric Power Company, Inc. | 13,538 | 1,146,804 |
Avangrid, Inc. | 1,835 | 96,705 |
Duke Energy Corp. | 13,675 | 1,394,987 |
Edison International | 16,213 | 1,020,284 |
Entergy Corp. | 10,164 | 1,047,095 |
Evergy, Inc. | 10,100 | 643,875 |
Eversource Energy | 11,962 | 1,015,574 |
Exelon Corp. | 27,616 | 1,468,895 |
FirstEnergy Corp. | 19,258 | 742,011 |
NextEra Energy, Inc. | 19,475 | 1,661,802 |
NRG Energy, Inc. | 8,365 | 333,680 |
Pinnacle West Capital Corp. | 5,263 | 339,411 |
PPL Corp. | 35,751 | 1,029,629 |
The Southern Company | 20,268 | 1,263,102 |
Xcel Energy, Inc. | 14,833 | 958,063 |
Gas utilities – 0.1% | ||
Atmos Energy Corp. | 4,119 | 379,442 |
UGI Corp. | 9,364 | 406,491 |
Independent power and renewable electricity producers –0.1% | ||
Brookfield Renewable Corp., Class A | 2,106 | 87,209 |
The AES Corp. | 30,336 | 762,344 |
Vistra Corp. | 13,271 | 259,979 |
Multi-utilities – 1.1% | ||
Ameren Corp. | 11,627 | 980,040 |
CenterPoint Energy, Inc. | 23,070 | 600,743 |
CMS Energy Corp. | 10,932 | 659,746 |
Consolidated Edison, Inc. | 14,266 | 1,075,656 |
SEE NOTES TO FINANCIAL STATEMENTS | SEMIANNUAL REPORT | JOHN HANCOCK MULTIFACTOR ETFS | 55 |
Shares or Principal Amount | Value | |
Utilities (continued) | ||
Multi-utilities (continued) | ||
Dominion Energy, Inc. | 9,875 | $749,809 |
DTE Energy Company | 8,506 | 964,155 |
NiSource, Inc. | 18,314 | 451,806 |
Public Service Enterprise Group, Inc. | 19,834 | 1,265,409 |
Sempra Energy | 5,857 | 747,529 |
WEC Energy Group, Inc. | 10,182 | 916,991 |
Water utilities – 0.2% | ||
American Water Works Company, Inc. | 5,705 | 993,697 |
Essential Utilities, Inc. | 5,490 | 258,414 |
SHORT-TERM INVESTMENTS – 0.2% | $1,081,714 | |
(Cost $1,081,741) | ||
Short-term funds – 0.2% | 1,081,714 | |
John Hancock Collateral Trust, 0.0370% (C)(D) | 72,878 | 729,191 |
State Street Institutional U.S. Government Money Market Fund, Premier Class, 0.0250% (C) | 352,523 | 352,523 |
Total investments (Multifactor Large Cap ETF) (Cost $580,949,813) 100.1% | $782,890,731 | |
Other assets and liabilities, net (0.1%) | (521,845) | |
Total net assets 100.0% | $782,368,886 |
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 10-31-21. |
(C) | The rate shown is the annualized seven-day yield as of 10-31-21. |
(D) | Investment is an affiliate of the fund, the advisor and/or subadvisor. This security represents the investment of cash collateral received for securities lending. |
Shares or Principal Amount | Value | |
COMMON STOCKS – 100.0% | $19,363,076 | |
(Cost $16,216,850) | ||
Industrials – 2.3% | 448,914 | |
Building products – 1.9% | ||
Owens Corning | 3,348 | 312,737 |
The AZEK Company, Inc. (A) | 1,582 | 58,044 |
Machinery – 0.4% | ||
RBC Bearings, Inc. (A) | 334 | 78,133 |
Materials – 96.8% | 18,741,920 | |
Chemicals – 51.5% | ||
Air Products & Chemicals, Inc. | 2,186 | 655,385 |
Albemarle Corp. | 1,696 | 424,797 |
Ashland Global Holdings, Inc. | 1,471 | 141,231 |
Axalta Coating Systems, Ltd. (A) | 6,019 | 187,733 |
Celanese Corp. | 2,541 | 410,397 |
Shares or Principal Amount | Value | |
Materials (continued) | ||
Chemicals (continued) | ||
CF Industries Holdings, Inc. | 5,953 | $338,130 |
Dow, Inc. | 11,299 | 632,405 |
DuPont de Nemours, Inc. | 11,109 | 773,186 |
Eastman Chemical Company | 2,978 | 309,801 |
Ecolab, Inc. | 2,136 | 474,662 |
FMC Corp. | 2,833 | 257,831 |
Huntsman Corp. | 5,775 | 188,150 |
International Flavors & Fragrances, Inc. | 5,152 | 759,662 |
Linde PLC | 3,337 | 1,065,170 |
LyondellBasell Industries NV, Class A | 8,718 | 809,205 |
Olin Corp. | 4,162 | 237,151 |
PPG Industries, Inc. | 5,263 | 845,080 |
RPM International, Inc. | 2,780 | 242,416 |
The Mosaic Company | 7,767 | 322,874 |
The Sherwin-Williams Company | 2,527 | 800,073 |
Westlake Chemical Corp. | 968 | 94,225 |
Construction materials – 5.9% | ||
Eagle Materials, Inc. | 902 | 133,821 |
Martin Marietta Materials, Inc. | 1,253 | 492,229 |
Vulcan Materials Company | 2,672 | 508,001 |
Containers and packaging – 20.8% | ||
Amcor PLC | 41,197 | 497,248 |
AptarGroup, Inc. | 1,416 | 171,024 |
Ardagh Metal Packaging SA (A) | 797 | 7,850 |
Avery Dennison Corp. | 1,796 | 391,025 |
Ball Corp. | 6,940 | 634,871 |
Berry Global Group, Inc. (A) | 4,741 | 310,725 |
Crown Holdings, Inc. | 2,854 | 296,787 |
Graphic Packaging Holding Company | 10,012 | 199,539 |
International Paper Company | 10,389 | 516,022 |
Packaging Corp. of America | 2,547 | 349,881 |
Sealed Air Corp. | 3,412 | 202,400 |
Sonoco Products Company | 2,822 | 163,535 |
Westrock Company | 5,832 | 280,519 |
Metals and mining – 18.5% | ||
Alcoa Corp. | 5,351 | 245,878 |
Cleveland-Cliffs, Inc. (A)(B) | 13,097 | 315,769 |
Freeport-McMoRan, Inc. | 14,580 | 549,958 |
Newmont Corp. | 9,757 | 526,878 |
Nucor Corp. | 8,596 | 959,743 |
Reliance Steel & Aluminum Company | 1,567 | 229,033 |
Royal Gold, Inc. | 1,253 | 124,072 |
Southern Copper Corp. | 1,197 | 71,808 |
Steel Dynamics, Inc. | 6,626 | 437,846 |
U.S. Steel Corp. | 4,900 | 129,311 |
Paper and forest products – 0.1% | ||
Sylvamo Corp. (A) | 944 | 26,583 |
56 | JOHN HANCOCK MULTIFACTOR ETFS | SEMIANNUAL REPORT | SEE NOTES TO FINANCIAL STATEMENTS |
Shares or Principal Amount | Value | |
Utilities – 0.9% | $172,242 | |
Multi-utilities – 0.9% | ||
MDU Resources Group, Inc. | 5,605 | 172,242 |
SHORT-TERM INVESTMENTS – 0.3% | $63,880 | |
(Cost $63,880) | ||
Short-term funds – 0.3% | 63,880 | |
State Street Institutional U.S. Government Money Market Fund, Premier Class, 0.0250% (C) | 63,880 | 63,880 |
Total investments (Multifactor Materials ETF) (Cost $16,280,730) 100.3% | $19,426,956 | |
Other assets and liabilities, net (0.3%) | (51,514) | |
Total net assets 100.0% | $19,375,442 |
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 10-31-21. |
(C) | The rate shown is the annualized seven-day yield as of 10-31-21. |
Shares or Principal Amount | Value | |
COMMON STOCKS – 100.0% | $19,794,965 | |
(Cost $17,707,981) | ||
Communication services – 97.4% | 19,287,747 | |
Diversified telecommunication services – 13.2% | ||
AT&T, Inc. | 45,724 | 1,154,988 |
Iridium Communications, Inc. (A) | 3,369 | 136,613 |
Lumen Technologies, Inc. | 37,950 | 450,087 |
Verizon Communications, Inc. | 16,381 | 868,029 |
Entertainment – 27.5% | ||
Activision Blizzard, Inc. | 7,327 | 572,898 |
Electronic Arts, Inc. | 5,346 | 749,777 |
Liberty Media Corp.-Liberty Formula One, Series A (A) | 747 | 38,956 |
Liberty Media Corp.-Liberty Formula One, Series C (A) | 4,290 | 239,382 |
Live Nation Entertainment, Inc. (A) | 2,432 | 245,997 |
Netflix, Inc. (A) | 2,203 | 1,520,751 |
Playtika Holding Corp. (A) | 3,539 | 100,083 |
Spotify Technology SA (A) | 834 | 241,360 |
Take-Two Interactive Software, Inc. (A) | 1,718 | 310,958 |
The Walt Disney Company (A) | 6,916 | 1,169,288 |
Warner Music Group Corp., Class A | 2,376 | 117,588 |
Zynga, Inc., Class A (A) | 19,550 | 144,279 |
Interactive media and services – 22.0% | ||
Alphabet, Inc., Class A (A) | 225 | 666,207 |
Alphabet, Inc., Class C (A) | 207 | 613,840 |
Angi, Inc. (A) | 1,609 | 20,161 |
Shares or Principal Amount | Value | |
Communication services (continued) | ||
Interactive media and services (continued) | ||
Bumble, Inc., Class A (A) | 1,384 | $72,688 |
Facebook, Inc., Class A (A) | 3,305 | 1,069,399 |
Match Group, Inc. (A) | 4,697 | 708,214 |
Pinterest, Inc., Class A (A) | 7,269 | 324,488 |
Snap, Inc., Class A (A) | 4,645 | 244,234 |
Twitter, Inc. (A) | 7,863 | 420,985 |
Vimeo, Inc. (A) | 2,182 | 73,599 |
Zillow Group, Inc., Class A (A) | 313 | 33,090 |
Zillow Group, Inc., Class C (A) | 969 | 100,417 |
Media – 30.7% | ||
Altice USA, Inc., Class A (A) | 4,202 | 68,493 |
Cable One, Inc. | 214 | 366,199 |
Charter Communications, Inc., Class A (A) | 843 | 568,932 |
Comcast Corp., Class A | 20,661 | 1,062,595 |
Discovery, Inc., Series A (A)(B) | 3,713 | 87,033 |
Discovery, Inc., Series C (A) | 6,880 | 155,213 |
DISH Network Corp., Class A (A) | 6,405 | 263,053 |
Fox Corp., Class A | 6,909 | 274,564 |
Fox Corp., Class B | 3,396 | 125,516 |
Liberty Broadband Corp., Series A (A) | 553 | 88,906 |
Liberty Broadband Corp., Series C (A) | 3,039 | 493,686 |
Liberty Media Corp.-Liberty SiriusXM, Series A (A) | 1,769 | 88,061 |
Liberty Media Corp.-Liberty SiriusXM, Series C (A) | 3,567 | 175,924 |
News Corp., Class A | 8,460 | 193,734 |
News Corp., Class B | 2,967 | 66,936 |
Nexstar Media Group, Inc., Class A | 1,636 | 245,285 |
Omnicom Group, Inc. | 7,314 | 497,937 |
Sirius XM Holdings, Inc. | 16,675 | 101,551 |
The Interpublic Group of Companies, Inc. | 13,418 | 490,696 |
The New York Times Company, Class A | 3,171 | 173,105 |
ViacomCBS, Inc., Class A | 185 | 7,202 |
ViacomCBS, Inc., Class B | 13,580 | 491,868 |
Wireless telecommunication services – 4.0% | ||
T-Mobile US, Inc. (A) | 6,893 | 792,902 |
Industrials – 1.7% | 322,943 | |
Professional services – 1.7% | ||
Nielsen Holdings PLC | 12,732 | 257,823 |
Upwork, Inc. (A) | 1,382 | 65,120 |
Information technology – 0.9% | 184,275 | |
Software – 0.9% | ||
Dynatrace, Inc. (A) | 2,457 | 184,275 |
SEE NOTES TO FINANCIAL STATEMENTS | SEMIANNUAL REPORT | JOHN HANCOCK MULTIFACTOR ETFS | 57 |
Shares or Principal Amount | Value | |
SHORT-TERM INVESTMENTS – 0.1% | $30,964 | |
(Cost $30,964) | ||
Short-term funds – 0.1% | 30,964 | |
State Street Institutional U.S. Government Money Market Fund, Premier Class, 0.0250% (C) | 30,964 | $30,964 |
Total investments (Multifactor Media and Communications ETF) (Cost $17,738,945) 100.1% | $19,825,929 | |
Other assets and liabilities, net (0.1%) | (24,309) | |
Total net assets 100.0% | $19,801,620 |
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 10-31-21. |
(C) | The rate shown is the annualized seven-day yield as of 10-31-21. |
Shares or Principal Amount | Value | |
COMMON STOCKS – 100.0% | $2,482,663,564 | |
(Cost $1,844,754,130) | ||
Communication services – 3.1% | 77,983,736 | |
Diversified telecommunication services – 0.3% | ||
Lumen Technologies, Inc. | 610,470 | 7,240,171 |
Entertainment – 0.6% | ||
Liberty Media Corp.-Liberty Formula One, Series A (A) | 8,023 | 418,399 |
Liberty Media Corp.-Liberty Formula One, Series C (A) | 81,553 | 4,550,657 |
Live Nation Entertainment, Inc. (A) | 25,188 | 2,547,766 |
Playtika Holding Corp. (A) | 22,429 | 634,292 |
Take-Two Interactive Software, Inc. (A) | 25,383 | 4,594,323 |
Warner Music Group Corp., Class A | 17,978 | 889,731 |
Zynga, Inc., Class A (A) | 255,735 | 1,887,324 |
Interactive media and services – 0.2% | ||
Bumble, Inc., Class A (A) | 5,159 | 270,951 |
Vimeo, Inc. (A) | 33,260 | 1,121,860 |
Ziff Davis, Inc. (A) | 12,822 | 1,644,678 |
ZoomInfo Technologies, Inc., Class A (A) | 18,669 | 1,254,930 |
Media – 2.0% | ||
Altice USA, Inc., Class A (A) | 60,023 | 978,375 |
Cable One, Inc. | 2,020 | 3,456,644 |
Discovery, Inc., Series A (A)(B) | 42,269 | 990,785 |
Discovery, Inc., Series C (A) | 92,611 | 2,089,304 |
DISH Network Corp., Class A (A) | 78,303 | 3,215,904 |
Fox Corp., Class A | 84,762 | 3,368,442 |
Fox Corp., Class B | 39,205 | 1,449,017 |
Liberty Broadband Corp., Series A (A) | 5,554 | 892,917 |
Shares or Principal Amount | Value | |
Communication services (continued) | ||
Media (continued) | ||
Liberty Broadband Corp., Series C (A) | 35,246 | $5,725,713 |
Liberty Media Corp.-Liberty SiriusXM, Series A (A) | 26,817 | 1,334,950 |
Liberty Media Corp.-Liberty SiriusXM, Series C (A) | 39,582 | 1,952,184 |
News Corp., Class A | 163,405 | 3,741,975 |
News Corp., Class B | 49,792 | 1,123,308 |
Nexstar Media Group, Inc., Class A | 23,060 | 3,457,386 |
Omnicom Group, Inc. | 71,904 | 4,895,224 |
Sirius XM Holdings, Inc. (B) | 125,566 | 764,697 |
The Interpublic Group of Companies, Inc. | 170,796 | 6,246,010 |
The New York Times Company, Class A | 44,785 | 2,444,813 |
ViacomCBS, Inc., Class A | 817 | 31,806 |
ViacomCBS, Inc., Class B | 76,455 | 2,769,200 |
Consumer discretionary – 13.6% | 338,912,005 | |
Auto components – 0.8% | ||
Autoliv, Inc. | 42,309 | 4,097,627 |
BorgWarner, Inc. | 108,740 | 4,900,912 |
Fox Factory Holding Corp. (A) | 11,400 | 1,834,830 |
Gentex Corp. | 109,643 | 3,880,266 |
Lear Corp. | 29,564 | 5,080,573 |
QuantumScape Corp. (A)(B) | 16,442 | 475,831 |
Automobiles – 0.2% | ||
Harley-Davidson, Inc. | 77,963 | 2,844,870 |
Thor Industries, Inc. | 25,448 | 2,594,678 |
Distributors – 0.8% | ||
Genuine Parts Company | 41,611 | 5,455,618 |
LKQ Corp. (A) | 130,173 | 7,169,929 |
Pool Corp. | 12,401 | 6,388,499 |
Diversified consumer services – 0.5% | ||
Bright Horizons Family Solutions, Inc. (A) | 18,566 | 3,081,956 |
Chegg, Inc. (A) | 30,190 | 1,794,494 |
Service Corp. International | 95,472 | 6,538,877 |
Hotels, restaurants and leisure – 2.6% | ||
Aramark | 104,329 | 3,805,922 |
Boyd Gaming Corp. (A) | 29,470 | 1,879,597 |
Caesars Entertainment, Inc. (A) | 38,707 | 4,236,868 |
Carnival Corp. (A) | 88,484 | 1,960,805 |
Choice Hotels International, Inc. | 11,287 | 1,587,178 |
Churchill Downs, Inc. | 10,639 | 2,446,970 |
Darden Restaurants, Inc. | 36,439 | 5,252,317 |
Domino’s Pizza, Inc. | 9,092 | 4,445,715 |
DraftKings, Inc., Class A (A) | 36,158 | 1,684,601 |
Expedia Group, Inc. (A) | 24,327 | 3,999,602 |
Hyatt Hotels Corp., Class A (A) | 15,135 | 1,289,502 |
Marriott Vacations Worldwide Corp. | 15,929 | 2,504,357 |
MGM Resorts International | 110,135 | 5,193,967 |
Norwegian Cruise Line Holdings, Ltd. (A) | 111,456 | 2,866,648 |
Penn National Gaming, Inc. (A) | 42,738 | 3,060,041 |
58 | JOHN HANCOCK MULTIFACTOR ETFS | SEMIANNUAL REPORT | SEE NOTES TO FINANCIAL STATEMENTS |
Shares or Principal Amount | Value | |
Consumer discretionary (continued) | ||
Hotels, restaurants and leisure (continued) | ||
Planet Fitness, Inc., Class A (A) | 22,929 | $1,824,002 |
Royal Caribbean Cruises, Ltd. (A) | 37,479 | 3,164,352 |
Scientific Games Corp. (A) | 12,275 | 982,614 |
Texas Roadhouse, Inc. | 24,281 | 2,156,396 |
Vail Resorts, Inc. | 16,329 | 5,628,770 |
Wyndham Hotels & Resorts, Inc. | 33,466 | 2,826,873 |
Wynn Resorts, Ltd. (A) | 22,794 | 2,046,901 |
Household durables – 2.5% | ||
D.R. Horton, Inc. | 90,955 | 8,119,553 |
Garmin, Ltd. | 38,009 | 5,458,092 |
Helen of Troy, Ltd. (A) | 7,945 | 1,787,228 |
Leggett & Platt, Inc. | 57,424 | 2,690,314 |
Lennar Corp., A Shares | 67,642 | 6,759,465 |
Lennar Corp., B Shares | 4,113 | 337,595 |
Mohawk Industries, Inc. (A) | 21,774 | 3,858,571 |
Newell Brands, Inc. | 155,930 | 3,569,238 |
NVR, Inc. (A) | 1,170 | 5,726,916 |
PulteGroup, Inc. | 120,218 | 5,780,081 |
Tempur Sealy International, Inc. | 67,270 | 2,991,497 |
Toll Brothers, Inc. | 54,946 | 3,306,101 |
TopBuild Corp. (A) | 12,020 | 3,088,779 |
Whirlpool Corp. | 37,653 | 7,938,382 |
Internet and direct marketing retail – 0.3% | ||
Etsy, Inc. (A) | 28,441 | 7,129,874 |
Wayfair, Inc., Class A (A)(B) | 6,826 | 1,700,357 |
Leisure products – 0.7% | ||
Brunswick Corp. | 41,990 | 3,908,849 |
Hasbro, Inc. | 49,589 | 4,748,643 |
Mattel, Inc. (A) | 116,062 | 2,531,312 |
Peloton Interactive, Inc., Class A (A) | 19,393 | 1,773,296 |
Polaris, Inc. | 26,526 | 3,049,164 |
YETI Holdings, Inc. (A) | 27,057 | 2,660,515 |
Multiline retail – 0.5% | ||
Dollar Tree, Inc. (A) | 67,583 | 7,282,744 |
Kohl’s Corp. | 61,092 | 2,964,795 |
Macy’s, Inc. | 65,085 | 1,722,800 |
Specialty retail – 3.5% | ||
Advance Auto Parts, Inc. | 32,048 | 7,227,465 |
AutoNation, Inc. (A) | 37,541 | 4,546,966 |
AutoZone, Inc. (A) | 3,190 | 5,693,640 |
Bath & Body Works, Inc. | 55,649 | 3,844,789 |
Best Buy Company, Inc. | 74,480 | 9,104,435 |
Burlington Stores, Inc. (A) | 12,846 | 3,549,221 |
CarMax, Inc. (A) | 53,487 | 7,323,440 |
Dick’s Sporting Goods, Inc. | 32,739 | 4,066,511 |
Five Below, Inc. (A) | 19,349 | 3,817,558 |
Floor & Decor Holdings, Inc., Class A (A) | 34,845 | 4,736,132 |
GameStop Corp., Class A (A) | 7,139 | 1,310,078 |
Lithia Motors, Inc. | 11,920 | 3,805,102 |
Shares or Principal Amount | Value | |
Consumer discretionary (continued) | ||
Specialty retail (continued) | ||
Penske Automotive Group, Inc. | 7,602 | $806,192 |
RH (A) | 5,615 | 3,703,822 |
The Gap, Inc. | 112,189 | 2,545,568 |
Tractor Supply Company | 37,384 | 8,118,683 |
Ulta Beauty, Inc. (A) | 14,934 | 5,486,154 |
Victoria’s Secret & Company (A) | 18,939 | 955,851 |
Williams-Sonoma, Inc. | 38,207 | 7,096,186 |
Textiles, apparel and luxury goods – 1.2% | ||
Capri Holdings, Ltd. (A) | 62,285 | 3,316,053 |
Columbia Sportswear Company | 13,773 | 1,430,188 |
Crocs, Inc. (A) | 10,460 | 1,688,767 |
Deckers Outdoor Corp. (A) | 12,040 | 4,759,532 |
Hanesbrands, Inc. | 166,104 | 2,830,412 |
Levi Strauss & Company, Class A | 26,848 | 702,881 |
PVH Corp. (A) | 28,468 | 3,112,406 |
Ralph Lauren Corp. | 17,842 | 2,268,967 |
Skechers USA, Inc., Class A (A) | 56,144 | 2,594,414 |
Tapestry, Inc. | 105,505 | 4,112,585 |
Under Armour, Inc., Class A (A) | 59,096 | 1,297,748 |
Under Armour, Inc., Class C (A) | 63,196 | 1,193,140 |
Consumer staples – 3.1% | 75,600,659 | |
Beverages – 0.2% | ||
Molson Coors Beverage Company, Class B | 51,616 | 2,275,749 |
The Boston Beer Company, Inc., Class A (A) | 2,593 | 1,277,001 |
Food and staples retailing – 0.7% | ||
Albertsons Companies, Inc., Class A (B) | 37,361 | 1,156,323 |
BJ’s Wholesale Club Holdings, Inc. (A) | 40,417 | 2,361,969 |
Casey’s General Stores, Inc. | 15,815 | 3,029,205 |
Performance Food Group Company (A) | 46,567 | 2,106,225 |
The Kroger Company | 120,387 | 4,817,888 |
U.S. Foods Holding Corp. (A) | 91,016 | 3,155,525 |
Food products – 1.7% | ||
Beyond Meat, Inc. (A)(B) | 8,637 | 854,890 |
Bunge, Ltd. | 64,392 | 5,965,275 |
Campbell Soup Company | 46,490 | 1,857,276 |
Conagra Brands, Inc. | 115,591 | 3,722,030 |
Darling Ingredients, Inc. (A) | 65,136 | 5,505,295 |
Hormel Foods Corp. | 38,575 | 1,632,494 |
Ingredion, Inc. | 30,725 | 2,925,942 |
Lamb Weston Holdings, Inc. | 49,957 | 2,820,073 |
McCormick & Company, Inc. | 51,672 | 4,145,645 |
Pilgrim’s Pride Corp. (A) | 22,476 | 632,924 |
Post Holdings, Inc. (A) | 29,309 | 2,974,277 |
The J.M. Smucker Company | 36,082 | 4,433,035 |
Tyson Foods, Inc., Class A | 68,126 | 5,448,036 |
Household products – 0.4% | ||
Church & Dwight Company, Inc. | 54,956 | 4,800,956 |
Reynolds Consumer Products, Inc. | 15,386 | 415,114 |
SEE NOTES TO FINANCIAL STATEMENTS | SEMIANNUAL REPORT | JOHN HANCOCK MULTIFACTOR ETFS | 59 |
Shares or Principal Amount | Value | |
Consumer staples (continued) | ||
Household products (continued) | ||
The Clorox Company | 29,095 | $4,742,776 |
Personal products – 0.1% | ||
Coty, Inc., Class A (A) | 83,517 | 708,224 |
Herbalife Nutrition, Ltd. (A) | 39,580 | 1,836,512 |
Energy – 3.4% | 84,133,198 | |
Energy equipment and services – 0.3% | ||
Baker Hughes Company | 144,416 | 3,621,953 |
Halliburton Company | 165,802 | 4,143,392 |
Oil, gas and consumable fuels – 3.1% | ||
APA Corp. | 97,011 | 2,542,658 |
Cheniere Energy, Inc. (A) | 45,344 | 4,688,570 |
Continental Resources, Inc. | 26,905 | 1,313,233 |
Coterra Energy, Inc. | 219,175 | 4,672,811 |
Devon Energy Corp. | 113,891 | 4,564,751 |
Diamondback Energy, Inc. | 58,567 | 6,277,797 |
EQT Corp. (A) | 65,348 | 1,301,079 |
Hess Corp. | 56,337 | 4,651,746 |
Marathon Oil Corp. | 342,973 | 5,597,319 |
New Fortress Energy, Inc. (B) | 11,459 | 343,770 |
Occidental Petroleum Corp. | 216,254 | 7,250,997 |
ONEOK, Inc. | 92,356 | 5,875,689 |
Ovintiv, Inc. | 112,140 | 4,207,493 |
Phillips 66 | 40,535 | 3,031,207 |
Pioneer Natural Resources Company | 29,095 | 5,440,183 |
Targa Resources Corp. | 77,968 | 4,262,511 |
Texas Pacific Land Corp. | 2,110 | 2,687,444 |
The Williams Companies, Inc. | 135,667 | 3,810,886 |
Valero Energy Corp. | 49,757 | 3,847,709 |
Financials – 13.5% | 335,650,906 | |
Banks – 4.4% | ||
BOK Financial Corp. | 10,974 | 1,110,240 |
Citizens Financial Group, Inc. | 134,816 | 6,387,582 |
Comerica, Inc. | 49,553 | 4,216,465 |
Commerce Bancshares, Inc. | 44,775 | 3,157,085 |
Cullen/Frost Bankers, Inc. | 21,555 | 2,791,373 |
East West Bancorp, Inc. | 63,123 | 5,017,016 |
Fifth Third Bancorp | 222,274 | 9,675,587 |
First Citizens BancShares, Inc., Class A | 1,935 | 1,574,897 |
First Financial Bankshares, Inc. | 42,892 | 2,175,482 |
First Horizon Corp. | 234,171 | 3,973,882 |
First Republic Bank | 39,930 | 8,638,057 |
Huntington Bancshares, Inc. | 412,781 | 6,497,173 |
KeyCorp | 281,960 | 6,561,209 |
M&T Bank Corp. | 30,152 | 4,435,962 |
People’s United Financial, Inc. | 169,076 | 2,897,963 |
Pinnacle Financial Partners, Inc. | 17,079 | 1,649,319 |
Prosperity Bancshares, Inc. | 34,623 | 2,607,458 |
Regions Financial Corp. | 303,992 | 7,198,531 |
Shares or Principal Amount | Value | |
Financials (continued) | ||
Banks (continued) | ||
Signature Bank | 22,287 | $6,637,514 |
SVB Financial Group (A) | 14,515 | 10,413,061 |
Synovus Financial Corp. | 48,629 | 2,265,625 |
Western Alliance Bancorp | 29,626 | 3,439,282 |
Zions Bancorp NA | 75,835 | 4,776,847 |
Capital markets – 3.4% | ||
Affiliated Managers Group, Inc. | 11,779 | 1,977,459 |
Ameriprise Financial, Inc. | 32,921 | 9,946,422 |
Apollo Global Management, Inc. | 35,026 | 2,695,251 |
Ares Management Corp., Class A | 28,406 | 2,407,124 |
Cboe Global Markets, Inc. | 37,722 | 4,977,041 |
FactSet Research Systems, Inc. | 12,583 | 5,585,468 |
Franklin Resources, Inc. | 87,125 | 2,743,566 |
Interactive Brokers Group, Inc., Class A | 21,651 | 1,533,973 |
Invesco, Ltd. | 158,409 | 4,025,173 |
Janus Henderson Group PLC | 27,326 | 1,270,659 |
Jefferies Financial Group, Inc. | 95,122 | 4,090,246 |
LPL Financial Holdings, Inc. | 27,832 | 4,565,005 |
MarketAxess Holdings, Inc. | 11,405 | 4,660,881 |
Morningstar, Inc. | 7,815 | 2,475,401 |
Nasdaq, Inc. | 33,690 | 7,070,520 |
Northern Trust Corp. | 51,069 | 6,283,530 |
Raymond James Financial, Inc. | 54,853 | 5,407,957 |
SEI Investments Company | 52,746 | 3,325,108 |
State Street Corp. | 61,838 | 6,094,135 |
Stifel Financial Corp. | 37,145 | 2,706,756 |
Tradeweb Markets, Inc., Class A | 13,010 | 1,159,191 |
Consumer finance – 0.8% | ||
Ally Financial, Inc. | 154,173 | 7,360,219 |
Credit Acceptance Corp. (A) | 4,097 | 2,450,866 |
OneMain Holdings, Inc. | 40,133 | 2,119,424 |
Synchrony Financial | 156,543 | 7,271,422 |
Upstart Holdings, Inc. (A) | 2,815 | 906,543 |
Diversified financial services – 0.4% | ||
Equitable Holdings, Inc. | 187,760 | 6,289,960 |
Voya Financial, Inc. | 65,441 | 4,565,819 |
Insurance – 4.4% | ||
Alleghany Corp. (A) | 4,692 | 3,056,275 |
American Financial Group, Inc. | 33,169 | 4,512,311 |
Arch Capital Group, Ltd. (A) | 90,021 | 3,764,678 |
Arthur J. Gallagher & Company | 49,234 | 8,255,065 |
Assurant, Inc. | 24,084 | 3,884,990 |
Athene Holding, Ltd., Class A (A) | 71,309 | 6,204,596 |
Brown & Brown, Inc. | 79,344 | 5,007,400 |
Cincinnati Financial Corp. | 38,418 | 4,665,482 |
CNA Financial Corp. | 9,227 | 413,923 |
Erie Indemnity Company, Class A | 8,626 | 1,775,317 |
Everest Re Group, Ltd. | 14,977 | 3,916,486 |
Fidelity National Financial, Inc. | 122,146 | 5,852,015 |
60 | JOHN HANCOCK MULTIFACTOR ETFS | SEMIANNUAL REPORT | SEE NOTES TO FINANCIAL STATEMENTS |
Shares or Principal Amount | Value | |
Financials (continued) | ||
Insurance (continued) | ||
First American Financial Corp. | 52,778 | $3,860,183 |
Globe Life, Inc. | 41,302 | 3,676,704 |
Lincoln National Corp. | 62,790 | 4,530,299 |
Loews Corp. | 83,730 | 4,694,741 |
Markel Corp. (A) | 3,229 | 4,240,097 |
Old Republic International Corp. | 129,384 | 3,341,989 |
Primerica, Inc. | 16,580 | 2,789,419 |
Principal Financial Group, Inc. | 79,864 | 5,358,076 |
Reinsurance Group of America, Inc. | 31,233 | 3,687,993 |
RenaissanceRe Holdings, Ltd. | 17,246 | 2,445,483 |
The Hartford Financial Services Group, Inc. | 120,323 | 8,775,156 |
W.R. Berkley Corp. | 49,781 | 3,962,568 |
Willis Towers Watson PLC | 27,142 | 6,575,964 |
Thrifts and mortgage finance – 0.1% | ||
New York Community Bancorp, Inc. | 188,332 | 2,340,967 |
Health care – 12.3% | 304,817,670 | |
Biotechnology – 2.2% | ||
Acceleron Pharma, Inc. (A) | 14,939 | 2,602,075 |
Alnylam Pharmaceuticals, Inc. (A) | 20,994 | 3,349,803 |
Arrowhead Pharmaceuticals, Inc. (A) | 21,207 | 1,353,431 |
Beam Therapeutics, Inc. (A) | 4,647 | 412,514 |
Biohaven Pharmaceutical Holding Company, Ltd. (A) | 5,541 | 788,595 |
BioMarin Pharmaceutical, Inc. (A) | 53,072 | 4,204,895 |
Bridgebio Pharma, Inc. (A) | 19,935 | 984,390 |
CRISPR Therapeutics AG (A) | 17,985 | 1,642,570 |
Denali Therapeutics, Inc. (A) | 20,030 | 968,451 |
Exact Sciences Corp. (A) | 31,039 | 2,955,534 |
Exelixis, Inc. (A) | 147,965 | 3,182,727 |
Fate Therapeutics, Inc. (A) | 14,643 | 787,793 |
Halozyme Therapeutics, Inc. (A) | 29,735 | 1,132,011 |
Horizon Therapeutics PLC (A) | 73,744 | 8,842,643 |
Incyte Corp. (A) | 27,608 | 1,849,184 |
Intellia Therapeutics, Inc. (A) | 6,309 | 838,971 |
Invitae Corp. (A)(B) | 32,723 | 867,160 |
Mirati Therapeutics, Inc. (A) | 8,037 | 1,519,154 |
Natera, Inc. (A) | 15,410 | 1,765,524 |
Neurocrine Biosciences, Inc. (A) | 31,202 | 3,289,003 |
Novavax, Inc. (A) | 8,556 | 1,273,389 |
Sarepta Therapeutics, Inc. (A) | 12,580 | 995,455 |
Seagen, Inc. (A) | 17,421 | 3,071,845 |
Ultragenyx Pharmaceutical, Inc. (A) | 15,006 | 1,259,304 |
United Therapeutics Corp. (A) | 20,421 | 3,895,510 |
Vir Biotechnology, Inc. (A) | 15,594 | 588,362 |
Health care equipment and supplies – 3.3% | ||
ABIOMED, Inc. (A) | 10,020 | 3,327,041 |
Dentsply Sirona, Inc. | 98,701 | 5,646,684 |
Envista Holdings Corp. (A) | 57,008 | 2,229,013 |
Globus Medical, Inc., Class A (A) | 33,229 | 2,564,282 |
Shares or Principal Amount | Value | |
Health care (continued) | ||
Health care equipment and supplies (continued) | ||
Hill-Rom Holdings, Inc. | 39,028 | $6,045,437 |
Hologic, Inc. (A) | 93,774 | 6,874,572 |
Insulet Corp. (A) | 12,138 | 3,763,023 |
Integra LifeSciences Holdings Corp. (A) | 28,762 | 1,911,523 |
Masimo Corp. (A) | 18,576 | 5,267,039 |
Novocure, Ltd. (A) | 18,005 | 1,846,773 |
Penumbra, Inc. (A) | 9,321 | 2,577,723 |
ResMed, Inc. | 37,738 | 9,921,698 |
Shockwave Medical, Inc. (A) | 3,165 | 676,361 |
STAAR Surgical Company (A) | 5,431 | 643,356 |
STERIS PLC | 28,457 | 6,651,539 |
Tandem Diabetes Care, Inc. (A) | 13,189 | 1,798,056 |
Teleflex, Inc. | 13,089 | 4,671,988 |
The Cooper Companies, Inc. | 14,682 | 6,121,219 |
West Pharmaceutical Services, Inc. | 19,325 | 8,307,431 |
Health care providers and services – 2.6% | ||
agilon health, Inc. (A) | 5,612 | 137,494 |
Amedisys, Inc. (A) | 11,893 | 2,013,961 |
AmerisourceBergen Corp. | 36,565 | 4,461,661 |
Cardinal Health, Inc. | 117,502 | 5,617,771 |
Chemed Corp. | 6,438 | 3,104,726 |
DaVita, Inc. (A) | 41,917 | 4,327,511 |
Encompass Health Corp. | 54,567 | 3,468,279 |
Guardant Health, Inc. (A) | 18,167 | 2,121,724 |
Henry Schein, Inc. (A) | 69,362 | 5,295,789 |
Laboratory Corp. of America Holdings (A) | 35,097 | 10,073,541 |
LHC Group, Inc. (A) | 9,191 | 1,237,017 |
Molina Healthcare, Inc. (A) | 32,411 | 9,584,581 |
Oak Street Health, Inc. (A)(B) | 3,798 | 179,380 |
Quest Diagnostics, Inc. | 51,735 | 7,593,663 |
Tenet Healthcare Corp. (A) | 18,281 | 1,310,016 |
Universal Health Services, Inc., Class B | 41,273 | 5,121,979 |
Health care technology – 0.6% | ||
Cerner Corp. | 93,508 | 6,946,709 |
Change Healthcare, Inc. (A) | 110,188 | 2,372,348 |
Doximity, Inc., Class A (A) | 3,105 | 215,735 |
Inovalon Holdings, Inc., Class A (A) | 16,148 | 658,677 |
Inspire Medical Systems, Inc. (A) | 3,677 | 991,246 |
Omnicell, Inc. (A) | 8,073 | 1,438,205 |
Teladoc Health, Inc. (A) | 17,018 | 2,545,723 |
Life sciences tools and services – 2.8% | ||
10X Genomics, Inc., Class A (A) | 8,863 | 1,429,336 |
Avantor, Inc. (A) | 122,360 | 4,940,897 |
Bio-Rad Laboratories, Inc., Class A (A) | 7,435 | 5,908,446 |
Bio-Techne Corp. | 12,117 | 6,345,067 |
Bruker Corp. | 48,406 | 3,887,002 |
Charles River Laboratories International, Inc. (A) | 16,769 | 7,523,915 |
SEE NOTES TO FINANCIAL STATEMENTS | SEMIANNUAL REPORT | JOHN HANCOCK MULTIFACTOR ETFS | 61 |
Shares or Principal Amount | Value | |
Health care (continued) | ||
Life sciences tools and services (continued) | ||
Maravai LifeSciences Holdings, Inc., Class A (A) | 15,527 | $656,637 |
Medpace Holdings, Inc. (A) | 12,007 | 2,720,186 |
Mettler-Toledo International, Inc. (A) | 6,432 | 9,525,020 |
NeoGenomics, Inc. (A) | 33,083 | 1,521,818 |
Pacific Biosciences of California, Inc. (A) | 25,694 | 680,377 |
PerkinElmer, Inc. | 41,525 | 7,345,357 |
PPD, Inc. (A) | 24,924 | 1,175,665 |
Repligen Corp. (A) | 15,253 | 4,430,997 |
Sotera Health Company (A) | 25,694 | 634,642 |
Syneos Health, Inc. (A) | 44,201 | 4,125,721 |
Waters Corp. (A) | 15,243 | 5,602,565 |
Pharmaceuticals – 0.8% | ||
Catalent, Inc. (A) | 62,190 | 8,573,513 |
Elanco Animal Health, Inc. (A) | 114,318 | 3,758,776 |
Jazz Pharmaceuticals PLC (A) | 29,600 | 3,937,984 |
Organon & Company | 34,303 | 1,260,635 |
Viatris, Inc. | 206,017 | 2,750,327 |
Industrials – 16.0% | 398,342,166 | |
Aerospace and defense – 0.8% | ||
Axon Enterprise, Inc. (A) | 12,489 | 2,247,520 |
HEICO Corp. | 9,056 | 1,262,316 |
HEICO Corp., Class A | 14,494 | 1,821,606 |
Howmet Aerospace, Inc. | 136,310 | 4,047,044 |
Huntington Ingalls Industries, Inc. | 17,132 | 3,473,170 |
Textron, Inc. | 85,475 | 6,312,329 |
Virgin Galactic Holdings, Inc. (A) | 27,565 | 516,844 |
Air freight and logistics – 0.6% | ||
C.H. Robinson Worldwide, Inc. | 48,673 | 4,720,794 |
Expeditors International of Washington, Inc. | 53,143 | 6,550,406 |
GXO Logistics, Inc. (A) | 44,562 | 3,957,106 |
Airlines – 0.1% | ||
Alaska Air Group, Inc. (A) | 16,663 | 879,806 |
American Airlines Group, Inc. (A) | 42,649 | 818,861 |
Delta Air Lines, Inc. (A) | 9,205 | 360,192 |
Southwest Airlines Company (A) | 13,687 | 647,121 |
United Airlines Holdings, Inc. (A) | 25,337 | 1,169,049 |
Building products – 1.8% | ||
A.O. Smith Corp. | 51,789 | 3,784,222 |
Advanced Drainage Systems, Inc. | 14,708 | 1,659,062 |
Allegion PLC | 36,155 | 4,638,687 |
Builders FirstSource, Inc. (A) | 75,165 | 4,379,865 |
Carlisle Companies, Inc. | 25,462 | 5,675,989 |
Fortune Brands Home & Security, Inc. | 66,196 | 6,712,274 |
Lennox International, Inc. | 10,196 | 3,051,459 |
Masco Corp. | 80,666 | 5,287,656 |
Owens Corning | 53,612 | 5,007,897 |
The AZEK Company, Inc. (A) | 18,695 | 685,920 |
Shares or Principal Amount | Value | |
Industrials (continued) | ||
Building products (continued) | ||
Trex Company, Inc. (A) | 36,143 | $3,845,615 |
Zurn Water Solutions Corp. | 22,153 | 803,711 |
Commercial services and supplies – 1.2% | ||
ADT, Inc. | 82,345 | 687,581 |
Copart, Inc. (A) | 56,542 | 8,780,407 |
IAA, Inc. (A) | 45,074 | 2,688,664 |
MSA Safety, Inc. | 11,327 | 1,733,371 |
Republic Services, Inc. | 67,340 | 9,063,964 |
Rollins, Inc. | 60,714 | 2,138,954 |
Stericycle, Inc. (A) | 31,667 | 2,119,156 |
Tetra Tech, Inc. | 15,723 | 2,761,902 |
Construction and engineering – 0.8% | ||
AECOM (A) | 55,102 | 3,767,324 |
EMCOR Group, Inc. | 23,009 | 2,795,363 |
MasTec, Inc. (A) | 23,080 | 2,057,120 |
Quanta Services, Inc. | 71,128 | 8,626,404 |
WillScot Mobile Mini Holdings Corp. (A) | 59,065 | 2,052,509 |
Electrical equipment – 1.9% | ||
Acuity Brands, Inc. | 6,689 | 1,374,121 |
AMETEK, Inc. | 62,796 | 8,314,190 |
Generac Holdings, Inc. (A) | 16,170 | 8,061,715 |
Hubbell, Inc. | 27,809 | 5,544,280 |
Plug Power, Inc. (A) | 132,025 | 5,052,597 |
Regal Rexnord Corp. | 9,745 | 1,484,456 |
Rockwell Automation, Inc. | 32,098 | 10,252,101 |
Sensata Technologies Holding PLC (A) | 88,400 | 4,870,840 |
Sunrun, Inc. (A) | 47,145 | 2,719,324 |
Machinery – 4.0% | ||
AGCO Corp. | 32,376 | 3,956,671 |
Chart Industries, Inc. (A) | 4,894 | 868,783 |
Colfax Corp. (A) | 24,412 | 1,260,147 |
Donaldson Company, Inc. | 57,467 | 3,448,595 |
Dover Corp. | 46,544 | 7,869,660 |
Fortive Corp. | 53,907 | 4,081,299 |
Graco, Inc. | 61,325 | 4,610,414 |
IDEX Corp. | 19,130 | 4,257,764 |
Ingersoll Rand, Inc. (A) | 80,073 | 4,304,724 |
ITT, Inc. | 35,834 | 3,370,904 |
Lincoln Electric Holdings, Inc. | 24,289 | 3,458,754 |
Nordson Corp. | 19,940 | 5,068,947 |
Oshkosh Corp. | 32,918 | 3,522,226 |
Parker-Hannifin Corp. | 35,293 | 10,467,551 |
Pentair PLC | 63,367 | 4,687,257 |
Snap-on, Inc. | 23,987 | 4,874,878 |
Stanley Black & Decker, Inc. | 39,690 | 7,133,484 |
The Middleby Corp. (A) | 23,702 | 4,324,193 |
The Toro Company | 41,995 | 4,009,263 |
Wabtec Corp. | 54,938 | 4,984,525 |
Woodward, Inc. | 22,447 | 2,535,389 |
62 | JOHN HANCOCK MULTIFACTOR ETFS | SEMIANNUAL REPORT | SEE NOTES TO FINANCIAL STATEMENTS |
Shares or Principal Amount | Value | |
Industrials (continued) | ||
Machinery (continued) | ||
Xylem, Inc. | 42,637 | $5,567,966 |
Professional services – 2.0% | ||
Booz Allen Hamilton Holding Corp. | 42,935 | 3,729,334 |
CACI International, Inc., Class A (A) | 9,057 | 2,605,155 |
Clarivate PLC (A) | 42,108 | 987,433 |
Dun & Bradstreet Holdings, Inc. (A) | 44,852 | 845,012 |
Equifax, Inc. | 24,718 | 6,857,515 |
Jacobs Engineering Group, Inc. | 37,815 | 5,309,982 |
Leidos Holdings, Inc. | 51,947 | 5,193,661 |
ManpowerGroup, Inc. | 11,108 | 1,073,588 |
Nielsen Holdings PLC | 169,252 | 3,427,353 |
Robert Half International, Inc. | 52,865 | 5,977,446 |
TransUnion | 40,164 | 4,630,508 |
TriNet Group, Inc. (A) | 15,474 | 1,566,743 |
Verisk Analytics, Inc. | 33,374 | 7,017,551 |
Road and rail – 1.5% | ||
AMERCO | 4,611 | 3,398,261 |
J.B. Hunt Transport Services, Inc. | 26,530 | 5,231,451 |
Kansas City Southern | 20,087 | 6,231,992 |
Knight-Swift Transportation Holdings, Inc. | 57,558 | 3,262,963 |
Landstar System, Inc. | 15,423 | 2,711,518 |
Lyft, Inc., Class A (A) | 31,773 | 1,457,428 |
Old Dominion Freight Line, Inc. | 26,865 | 9,170,368 |
Saia, Inc. (A) | 5,683 | 1,776,733 |
TuSimple Holdings, Inc., Class A (A) | 4,316 | 168,842 |
XPO Logistics, Inc. (A) | 47,014 | 4,033,801 |
Trading companies and distributors – 1.3% | ||
Fastenal Company | 141,637 | 8,084,640 |
SiteOne Landscape Supply, Inc. (A) | 14,398 | 3,382,954 |
United Rentals, Inc. (A) | 28,403 | 10,767,861 |
W.W. Grainger, Inc. | 13,887 | 6,431,209 |
Watsco, Inc. | 10,652 | 3,084,606 |
Information technology – 18.5% | 458,474,457 | |
Communications equipment – 1.3% | ||
Arista Networks, Inc. (A) | 16,347 | 6,697,202 |
Ciena Corp. (A) | 82,084 | 4,456,340 |
F5 Networks, Inc. (A) | 29,271 | 6,180,572 |
Juniper Networks, Inc. | 143,196 | 4,227,146 |
Lumentum Holdings, Inc. (A) | 34,730 | 2,868,003 |
Motorola Solutions, Inc. | 34,400 | 8,551,496 |
Ubiquiti, Inc. | 1,664 | 508,402 |
Electronic equipment, instruments and components – 3.1% | ||
Arrow Electronics, Inc. (A) | 43,186 | 4,998,780 |
CDW Corp. | 41,159 | 7,682,327 |
Cognex Corp. | 59,712 | 5,230,174 |
Coherent, Inc. (A) | 6,284 | 1,598,650 |
Corning, Inc. | 123,011 | 4,375,501 |
Flex, Ltd. (A) | 304,544 | 5,146,794 |
Shares or Principal Amount | Value | |
Information technology (continued) | ||
Electronic equipment, instruments andcomponents (continued) | ||
II-VI, Inc. (A) | 50,593 | $3,061,382 |
IPG Photonics Corp. (A) | 13,862 | 2,204,197 |
Jabil, Inc. | 93,720 | 5,619,451 |
Keysight Technologies, Inc. (A) | 55,234 | 9,943,225 |
Littelfuse, Inc. | 11,551 | 3,402,347 |
SYNNEX Corp. | 10,182 | 1,069,110 |
Teledyne Technologies, Inc. (A) | 13,051 | 5,862,770 |
Trimble, Inc. (A) | 81,743 | 7,141,886 |
Zebra Technologies Corp., Class A (A) | 15,871 | 8,474,320 |
IT services – 3.5% | ||
Affirm Holdings, Inc. (A) | 7,258 | 1,179,425 |
Akamai Technologies, Inc. (A) | 60,640 | 6,395,094 |
Amdocs, Ltd. | 67,072 | 5,220,884 |
Broadridge Financial Solutions, Inc. | 35,176 | 6,275,750 |
Cloudflare, Inc., Class A (A) | 28,132 | 5,477,863 |
Concentrix Corp. | 25,881 | 4,598,536 |
DigitalOcean Holdings, Inc. (A) | 2,337 | 228,068 |
DXC Technology Company (A) | 96,306 | 3,136,686 |
EPAM Systems, Inc. (A) | 14,741 | 9,924,231 |
Euronet Worldwide, Inc. (A) | 17,855 | 2,003,152 |
FleetCor Technologies, Inc. (A) | 19,201 | 4,750,519 |
Gartner, Inc. (A) | 23,749 | 7,882,531 |
Genpact, Ltd. | 80,015 | 3,948,740 |
Globant SA (A) | 5,400 | 1,723,626 |
GoDaddy, Inc., Class A (A) | 44,103 | 3,050,605 |
Jack Henry & Associates, Inc. | 23,483 | 3,909,450 |
MongoDB, Inc. (A) | 7,623 | 3,973,794 |
Okta, Inc. (A) | 12,816 | 3,167,859 |
Shift4 Payments, Inc., Class A (A) | 7,025 | 443,488 |
The Western Union Company | 142,197 | 2,590,829 |
VeriSign, Inc. (A) | 21,119 | 4,702,568 |
WEX, Inc. (A) | 15,571 | 2,330,979 |
Semiconductors and semiconductor equipment – 3.7% | ||
Amkor Technology, Inc. | 46,336 | 1,015,685 |
Brooks Automation, Inc. | 24,885 | 2,897,858 |
Enphase Energy, Inc. (A) | 29,670 | 6,872,462 |
Entegris, Inc. | 53,425 | 7,521,172 |
First Solar, Inc. (A) | 42,531 | 5,086,282 |
Lattice Semiconductor Corp. (A) | 37,700 | 2,617,888 |
MKS Instruments, Inc. | 29,006 | 4,352,350 |
Monolithic Power Systems, Inc. | 12,245 | 6,434,258 |
ON Semiconductor Corp. (A) | 171,093 | 8,224,441 |
Power Integrations, Inc. | 12,506 | 1,290,744 |
Qorvo, Inc. (A) | 46,481 | 7,819,499 |
Silicon Laboratories, Inc. (A) | 15,945 | 3,009,778 |
Skyworks Solutions, Inc. | 54,113 | 9,043,906 |
SolarEdge Technologies, Inc. (A) | 15,584 | 5,527,333 |
Synaptics, Inc. (A) | 9,434 | 1,835,573 |
SEE NOTES TO FINANCIAL STATEMENTS | SEMIANNUAL REPORT | JOHN HANCOCK MULTIFACTOR ETFS | 63 |
Shares or Principal Amount | Value | |
Information technology (continued) | ||
Semiconductors and semiconductor equipment (continued) | ||
Teradyne, Inc. | 69,147 | $9,558,881 |
Universal Display Corp. | 16,882 | 3,092,782 |
Wolfspeed, Inc. (A) | 42,768 | 5,136,864 |
Software – 5.9% | ||
Anaplan, Inc. (A) | 24,112 | 1,572,344 |
ANSYS, Inc. (A) | 24,798 | 9,412,825 |
Appian Corp. (A)(B) | 8,015 | 796,771 |
Asana, Inc., Class A (A) | 6,630 | 900,354 |
Aspen Technology, Inc. (A) | 28,150 | 4,410,824 |
Avalara, Inc. (A) | 22,832 | 4,101,540 |
Bentley Systems, Inc., Class B | 19,013 | 1,124,619 |
Bill.com Holdings, Inc. (A) | 17,114 | 5,036,821 |
Black Knight, Inc. (A) | 40,293 | 2,824,942 |
Blackline, Inc. (A) | 12,912 | 1,638,145 |
Ceridian HCM Holding, Inc. (A) | 42,277 | 5,295,194 |
Citrix Systems, Inc. | 30,271 | 2,867,572 |
Consensus Cloud Solutions, Inc. (A) | 4,273 | 270,609 |
Coupa Software, Inc. (A) | 10,725 | 2,442,083 |
Dolby Laboratories, Inc., Class A | 30,967 | 2,735,934 |
Dropbox, Inc., Class A (A) | 120,078 | 3,661,178 |
Duck Creek Technologies, Inc. (A) | 6,290 | 198,135 |
Dynatrace, Inc. (A) | 26,507 | 1,988,025 |
Elastic NV (A) | 13,837 | 2,400,858 |
Everbridge, Inc. (A) | 5,698 | 907,748 |
Fair Isaac Corp. (A) | 9,696 | 3,860,947 |
Five9, Inc. (A) | 14,621 | 2,310,264 |
Guidewire Software, Inc. (A) | 31,272 | 3,931,829 |
HubSpot, Inc. (A) | 8,651 | 7,009,300 |
Manhattan Associates, Inc. (A) | 21,988 | 3,991,702 |
McAfee Corp., Class A | 10,309 | 220,303 |
MicroStrategy, Inc., Class A (A)(B) | 1,750 | 1,251,355 |
NCino, Inc. (A) | 9,880 | 717,881 |
NortonLifeLock, Inc. | 145,023 | 3,690,835 |
Nuance Communications, Inc. (A) | 92,761 | 5,106,493 |
Nutanix, Inc., Class A (A) | 37,420 | 1,283,880 |
Palo Alto Networks, Inc. (A) | 13,391 | 6,817,224 |
Paycom Software, Inc. (A) | 12,560 | 6,880,996 |
Paylocity Holding Corp. (A) | 13,551 | 4,134,952 |
Pegasystems, Inc. | 9,404 | 1,116,443 |
PTC, Inc. (A) | 38,556 | 4,910,107 |
Qualtrics International, Inc., Class A (A) | 9,478 | 439,021 |
Rapid7, Inc. (A) | 5,147 | 662,676 |
RingCentral, Inc., Class A (A) | 10,666 | 2,600,157 |
SentinelOne, Inc., Class A (A) | 2,220 | 147,408 |
Smartsheet, Inc., Class A (A) | 27,210 | 1,877,762 |
Splunk, Inc. (A) | 17,556 | 2,893,580 |
Sprout Social, Inc., Class A (A) | 3,287 | 419,684 |
SS&C Technologies Holdings, Inc. | 75,107 | 5,968,753 |
The Trade Desk, Inc., Class A (A) | 70,860 | 5,308,123 |
Shares or Principal Amount | Value | |
Information technology (continued) | ||
Software (continued) | ||
Tyler Technologies, Inc. (A) | 11,597 | $6,299,722 |
Varonis Systems, Inc. (A) | 18,946 | 1,226,564 |
Workiva, Inc. (A) | 3,673 | 549,297 |
Zendesk, Inc. (A) | 21,936 | 2,233,085 |
Zscaler, Inc. (A) | 11,124 | 3,546,999 |
Technology hardware, storage and peripherals – 1.0% | ||
Hewlett Packard Enterprise Company | 354,408 | 5,192,077 |
NetApp, Inc. | 77,970 | 6,962,721 |
Pure Storage, Inc., Class A (A) | 69,347 | 1,862,660 |
Seagate Technology Holdings PLC | 66,382 | 5,912,645 |
Western Digital Corp. (A) | 95,582 | 4,997,983 |
Materials – 6.4% | 159,063,671 | |
Chemicals – 2.4% | ||
Albemarle Corp. | 24,810 | 6,214,161 |
Axalta Coating Systems, Ltd. (A) | 90,958 | 2,836,980 |
Celanese Corp. | 33,971 | 5,486,656 |
CF Industries Holdings, Inc. | 94,452 | 5,364,874 |
Corteva, Inc. | 111,098 | 4,793,879 |
Eastman Chemical Company | 47,026 | 4,892,115 |
FMC Corp. | 43,440 | 3,953,474 |
Huntsman Corp. | 98,160 | 3,198,053 |
International Flavors & Fragrances, Inc. | 20,245 | 2,985,125 |
LyondellBasell Industries NV, Class A | 52,721 | 4,893,563 |
Olin Corp. | 36,137 | 2,059,086 |
RPM International, Inc. | 52,800 | 4,604,160 |
The Mosaic Company | 120,572 | 5,012,178 |
The Scotts Miracle-Gro Company | 13,565 | 2,013,860 |
Westlake Chemical Corp. | 15,164 | 1,476,064 |
Construction materials – 0.5% | ||
Eagle Materials, Inc. | 6,612 | 980,956 |
Martin Marietta Materials, Inc. | 15,692 | 6,164,445 |
Vulcan Materials Company | 33,298 | 6,330,616 |
Containers and packaging – 2.3% | ||
Amcor PLC | 388,139 | 4,684,838 |
AptarGroup, Inc. | 27,696 | 3,345,123 |
Ardagh Metal Packaging SA (A) | 9,227 | 90,886 |
Avery Dennison Corp. | 26,274 | 5,720,375 |
Ball Corp. | 80,433 | 7,358,011 |
Berry Global Group, Inc. (A) | 73,135 | 4,793,268 |
Crown Holdings, Inc. | 48,792 | 5,073,880 |
Graphic Packaging Holding Company | 83,994 | 1,674,000 |
International Paper Company | 114,026 | 5,663,671 |
Packaging Corp. of America | 42,216 | 5,799,212 |
Sealed Air Corp. | 62,674 | 3,717,822 |
Sonoco Products Company | 57,040 | 3,305,468 |
Westrock Company | 104,698 | 5,035,974 |
Metals and mining – 1.2% | ||
Alcoa Corp. | 45,184 | 2,076,205 |
64 | JOHN HANCOCK MULTIFACTOR ETFS | SEMIANNUAL REPORT | SEE NOTES TO FINANCIAL STATEMENTS |
Shares or Principal Amount | Value | |
Materials (continued) | ||
Metals and mining (continued) | ||
Cleveland-Cliffs, Inc. (A)(B) | 154,092 | $3,715,158 |
Nucor Corp. | 83,977 | 9,376,032 |
Reliance Steel & Aluminum Company | 31,757 | 4,641,603 |
Royal Gold, Inc. | 18,347 | 1,816,720 |
Steel Dynamics, Inc. | 98,962 | 6,539,409 |
U.S. Steel Corp. | 41,131 | 1,085,447 |
Paper and forest products – 0.0% | ||
Sylvamo Corp. (A) | 10,310 | 290,324 |
Real estate – 5.8% | 143,566,368 | |
Equity real estate investment trusts – 5.2% | ||
Alexandria Real Estate Equities, Inc. | 21,346 | 4,357,572 |
American Campus Communities, Inc. | 35,752 | 1,920,597 |
American Homes 4 Rent, Class A | 71,298 | 2,894,699 |
Americold Realty Trust | 49,408 | 1,456,054 |
Apartment Income REIT Corp. | 38,685 | 2,073,903 |
Boston Properties, Inc. | 13,485 | 1,532,435 |
Brixmor Property Group, Inc. | 64,853 | 1,520,154 |
Camden Property Trust | 25,414 | 4,145,023 |
CoreSite Realty Corp. | 10,814 | 1,540,562 |
CubeSmart | 51,676 | 2,842,697 |
CyrusOne, Inc. | 29,669 | 2,433,451 |
Douglas Emmett, Inc. | 43,066 | 1,407,397 |
Duke Realty Corp. | 83,235 | 4,681,136 |
EastGroup Properties, Inc. | 9,769 | 1,932,113 |
Equity LifeStyle Properties, Inc. | 41,030 | 3,467,445 |
Essex Property Trust, Inc. | 10,370 | 3,525,074 |
Extra Space Storage, Inc. | 26,478 | 5,225,963 |
Federal Realty Investment Trust | 19,796 | 2,382,449 |
First Industrial Realty Trust, Inc. | 31,664 | 1,843,795 |
Gaming and Leisure Properties, Inc. | 57,537 | 2,789,969 |
Healthcare Trust of America, Inc., Class A | 56,252 | 1,878,254 |
Healthpeak Properties, Inc. | 82,875 | 2,942,891 |
Host Hotels & Resorts, Inc. (A) | 172,208 | 2,898,261 |
Invitation Homes, Inc. | 88,284 | 3,641,715 |
Iron Mountain, Inc. | 74,355 | 3,393,562 |
Kilroy Realty Corp. | 29,546 | 1,990,809 |
Kimco Realty Corp. | 131,226 | 2,965,708 |
Lamar Advertising Company, Class A | 26,857 | 3,040,212 |
Life Storage, Inc. | 19,394 | 2,595,111 |
Medical Properties Trust, Inc. | 147,108 | 3,137,814 |
MGM Growth Properties LLC, Class A | 37,045 | 1,458,832 |
Mid-America Apartment Communities, Inc. | 19,285 | 3,938,190 |
National Retail Properties, Inc. | 45,018 | 2,042,016 |
National Storage Affiliates Trust | 10,416 | 650,583 |
Omega Healthcare Investors, Inc. | 60,772 | 1,784,266 |
Realty Income Corp. | 58,092 | 4,149,512 |
Regency Centers Corp. | 42,313 | 2,979,258 |
Rexford Industrial Realty, Inc. | 32,476 | 2,182,387 |
STAG Industrial, Inc. | 20,641 | 898,503 |
Shares or Principal Amount | Value | |
Real estate (continued) | ||
Equity real estate investment trusts (continued) | ||
STORE Capital Corp. | 61,554 | $2,113,149 |
Sun Communities, Inc. | 18,692 | 3,663,258 |
UDR, Inc. | 60,349 | 3,351,180 |
Ventas, Inc. | 49,586 | 2,646,405 |
VEREIT, Inc. | 58,534 | 2,944,260 |
VICI Properties, Inc. | 83,220 | 2,442,507 |
Vornado Realty Trust | 36,290 | 1,547,043 |
Weyerhaeuser Company | 137,695 | 4,918,465 |
WP Carey, Inc. | 37,645 | 2,902,806 |
Real estate management and development – 0.6% | ||
CBRE Group, Inc., Class A (A) | 80,198 | 8,347,008 |
eXp World Holdings, Inc. | 16,578 | 855,425 |
Jones Lang LaSalle, Inc. (A) | 20,503 | 5,294,490 |
Utilities – 4.3% | 106,118,728 | |
Electric utilities – 1.8% | ||
Alliant Energy Corp. | 70,613 | 3,994,577 |
Avangrid, Inc. | 12,141 | 639,831 |
Edison International | 74,055 | 4,660,281 |
Entergy Corp. | 53,603 | 5,522,181 |
Evergy, Inc. | 90,974 | 5,799,593 |
Eversource Energy | 66,942 | 5,683,376 |
FirstEnergy Corp. | 134,158 | 5,169,108 |
NRG Energy, Inc. | 84,685 | 3,378,085 |
OGE Energy Corp. | 86,762 | 2,955,981 |
Pinnacle West Capital Corp. | 43,540 | 2,807,895 |
PPL Corp. | 149,782 | 4,313,722 |
Gas utilities – 0.3% | ||
Atmos Energy Corp. | 35,436 | 3,264,364 |
UGI Corp. | 91,162 | 3,957,342 |
Independent power and renewable electricity producers –0.4% | ||
Brookfield Renewable Corp., Class A | 32,774 | 1,357,171 |
Clearway Energy, Inc., Class A | 5,806 | 191,540 |
Clearway Energy, Inc., Class C | 14,803 | 525,210 |
The AES Corp. | 220,898 | 5,551,167 |
Vistra Corp. | 138,992 | 2,722,853 |
Multi-utilities – 1.4% | ||
Ameren Corp. | 69,858 | 5,888,331 |
CenterPoint Energy, Inc. | 238,185 | 6,202,337 |
CMS Energy Corp. | 78,077 | 4,711,947 |
DTE Energy Company | 48,514 | 5,499,062 |
MDU Resources Group, Inc. | 91,927 | 2,824,917 |
NiSource, Inc. | 141,249 | 3,484,613 |
WEC Energy Group, Inc. | 56,795 | 5,114,958 |
Water utilities – 0.4% | ||
American Water Works Company, Inc. | 41,543 | 7,235,960 |
Essential Utilities, Inc. | 56,561 | 2,662,326 |
SEE NOTES TO FINANCIAL STATEMENTS | SEMIANNUAL REPORT | JOHN HANCOCK MULTIFACTOR ETFS | 65 |
Shares or Principal Amount | Value | |
SHORT-TERM INVESTMENTS – 0.3% | $7,987,330 | |
(Cost $7,987,467) | ||
Short-term funds – 0.3% | 7,987,330 | |
John Hancock Collateral Trust, 0.0370% (C)(D) | 596,573 | $5,969,075 |
State Street Institutional U.S. Government Money Market Fund, Premier Class, 0.0250% (C) | 2,018,255 | 2,018,255 |
Total investments (Multifactor Mid Cap ETF) (Cost $1,852,741,597) 100.3% | $2,490,650,894 | |
Other assets and liabilities, net (0.3%) | (6,294,072) | |
Total net assets 100.0% | $2,484,356,822 |
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 10-31-21. |
(C) | The rate shown is the annualized seven-day yield as of 10-31-21. |
(D) | Investment is an affiliate of the fund, the advisor and/or subadvisor. This security represents the investment of cash collateral received for securities lending. |
Shares or Principal Amount | Value | |
COMMON STOCKS – 99.9% | $443,448,315 | |
(Cost $360,204,995) | ||
Communication services – 2.2% | 9,691,270 | |
Diversified telecommunication services – 0.3% | ||
Iridium Communications, Inc. (A) | 32,853 | 1,332,189 |
Entertainment – 0.4% | ||
Madison Square Garden Sports Corp. (A) | 5,595 | 1,060,308 |
World Wrestling Entertainment, Inc., Class A | 13,734 | 839,010 |
Interactive media and services – 0.9% | ||
Angi, Inc. (A) | 10,453 | 130,976 |
FuboTV, Inc. (A)(B) | 15,774 | 470,223 |
TripAdvisor, Inc. (A) | 26,592 | 876,738 |
Vimeo, Inc. (A) | 18,328 | 618,203 |
Ziff Davis, Inc. (A) | 12,807 | 1,642,754 |
Media – 0.6% | ||
iHeartMedia, Inc., Class A (A) | 14,287 | 276,882 |
Nexstar Media Group, Inc., Class A | 11,179 | 1,676,067 |
TEGNA, Inc. | 39,060 | 767,920 |
Consumer discretionary – 14.9% | 66,227,493 | |
Auto components – 0.9% | ||
Adient PLC (A) | 16,705 | 695,262 |
Fox Factory Holding Corp. (A) | 11,697 | 1,882,632 |
The Goodyear Tire & Rubber Company (A) | 46,553 | 890,093 |
Veoneer, Inc. (A)(B) | 13,858 | 487,802 |
Automobiles – 0.6% | ||
Harley-Davidson, Inc. | 43,251 | 1,578,229 |
Shares or Principal Amount | Value | |
Consumer discretionary (continued) | ||
Automobiles (continued) | ||
Thor Industries, Inc. | 12,591 | $1,283,778 |
Diversified consumer services – 0.9% | ||
Coursera, Inc. (A) | 8,422 | 294,012 |
frontdoor, Inc. (A) | 23,472 | 875,036 |
Grand Canyon Education, Inc. (A) | 13,572 | 1,081,688 |
H&R Block, Inc. | 31,055 | 716,439 |
Terminix Global Holdings, Inc. (A) | 21,777 | 881,533 |
Hotels, restaurants and leisure – 4.0% | ||
Boyd Gaming Corp. (A) | 22,458 | 1,432,371 |
Choice Hotels International, Inc. | 8,462 | 1,189,926 |
Hilton Grand Vacations, Inc. (A) | 15,594 | 784,066 |
International Game Technology PLC (A) | 18,396 | 542,498 |
Marriott Vacations Worldwide Corp. | 9,726 | 1,529,122 |
Papa John’s International, Inc. | 4,288 | 532,055 |
Planet Fitness, Inc., Class A (A) | 12,636 | 1,005,194 |
Red Rock Resorts, Inc., Class A (A) | 11,098 | 603,842 |
Scientific Games Corp. (A) | 16,124 | 1,290,726 |
SeaWorld Entertainment, Inc. (A) | 8,915 | 566,103 |
Shake Shack, Inc., Class A (A) | 6,630 | 458,597 |
Six Flags Entertainment Corp. (A) | 13,090 | 538,392 |
Texas Roadhouse, Inc. | 17,702 | 1,572,115 |
The Wendy’s Company | 55,650 | 1,240,995 |
Travel + Leisure Company | 14,935 | 811,568 |
Wingstop, Inc. | 8,513 | 1,468,237 |
Wyndham Hotels & Resorts, Inc. | 25,447 | 2,149,508 |
Household durables – 2.0% | ||
Helen of Troy, Ltd. (A) | 6,407 | 1,441,255 |
Installed Building Products, Inc. | 3,140 | 398,937 |
KB Home | 24,231 | 972,875 |
Leggett & Platt, Inc. | 34,001 | 1,592,947 |
LGI Homes, Inc. (A) | 2,859 | 426,849 |
MDC Holdings, Inc. | 9,728 | 476,477 |
Sonos, Inc. (A) | 21,393 | 697,840 |
Toll Brothers, Inc. | 13,426 | 807,842 |
TopBuild Corp. (A) | 8,790 | 2,258,766 |
Internet and direct marketing retail – 0.6% | ||
ContextLogic, Inc., Class A (A)(B) | 54,898 | 279,980 |
Magnite, Inc. (A) | 20,963 | 566,630 |
Qurate Retail, Inc., Series A | 115,770 | 1,208,639 |
Revolve Group, Inc. (A) | 4,738 | 355,540 |
Shutterstock, Inc. | 3,149 | 381,501 |
Leisure products – 1.2% | ||
Acushnet Holdings Corp. | 4,622 | 235,445 |
Brunswick Corp. | 20,091 | 1,870,271 |
Hayward Holdings, Inc. (A) | 6,111 | 141,714 |
Mattel, Inc. (A) | 93,237 | 2,033,499 |
Polaris, Inc. | 7,752 | 891,092 |
Multiline retail – 0.6% | ||
Dillard’s, Inc., Class A | 660 | 152,552 |
66 | JOHN HANCOCK MULTIFACTOR ETFS | SEMIANNUAL REPORT | SEE NOTES TO FINANCIAL STATEMENTS |
Shares or Principal Amount | Value | |
Consumer discretionary (continued) | ||
Multiline retail (continued) | ||
Macy’s, Inc. | 55,243 | $1,462,282 |
Nordstrom, Inc. (A) | 19,839 | 569,974 |
Ollie’s Bargain Outlet Holdings, Inc. (A) | 6,629 | 448,518 |
Specialty retail – 2.6% | ||
Academy Sports & Outdoors, Inc. (A) | 9,596 | 410,517 |
American Eagle Outfitters, Inc. | 29,593 | 702,538 |
Asbury Automotive Group, Inc. (A) | 2,638 | 516,283 |
AutoNation, Inc. (A) | 16,405 | 1,986,974 |
Camping World Holdings, Inc., Class A | 5,480 | 204,130 |
Foot Locker, Inc. | 28,278 | 1,348,012 |
Leslie’s, Inc. (A) | 15,669 | 324,035 |
Murphy USA, Inc. | 7,476 | 1,218,214 |
National Vision Holdings, Inc. (A) | 23,385 | 1,441,451 |
Penske Automotive Group, Inc. | 9,372 | 993,901 |
Petco Health & Wellness Company, Inc. (A) | 10,402 | 257,241 |
Rent-A-Center, Inc. | 10,341 | 550,762 |
Signet Jewelers, Ltd. | 6,331 | 564,599 |
Victoria’s Secret & Company (A) | 12,664 | 639,152 |
Vroom, Inc. (A) | 16,318 | 312,163 |
Textiles, apparel and luxury goods – 1.5% | ||
Carter’s, Inc. | 12,201 | 1,202,043 |
Columbia Sportswear Company | 4,810 | 499,470 |
Hanesbrands, Inc. | 88,028 | 1,499,997 |
PVH Corp. (A) | 16,451 | 1,798,588 |
Skechers USA, Inc., Class A (A) | 36,879 | 1,704,179 |
Consumer staples – 3.0% | 13,496,944 | |
Beverages – 0.3% | ||
Celsius Holdings, Inc. (A) | 6,131 | 591,764 |
Coca-Cola Consolidated, Inc. | 625 | 250,875 |
National Beverage Corp. | 6,647 | 374,891 |
Food and staples retailing – 0.6% | ||
BJ’s Wholesale Club Holdings, Inc. (A) | 16,260 | 950,234 |
Performance Food Group Company (A) | 36,330 | 1,643,206 |
Food products – 1.8% | ||
Flowers Foods, Inc. | 43,424 | 1,074,744 |
Freshpet, Inc. (A) | 11,631 | 1,813,389 |
Ingredion, Inc. | 11,527 | 1,097,716 |
Lancaster Colony Corp. | 5,761 | 979,370 |
Pilgrim’s Pride Corp. (A) | 7,987 | 224,914 |
Post Holdings, Inc. (A) | 10,335 | 1,048,796 |
Sanderson Farms, Inc. | 3,556 | 673,684 |
Seaboard Corp. | 79 | 304,152 |
The Hain Celestial Group, Inc. (A) | 22,987 | 1,031,427 |
Household products – 0.0% | ||
Reynolds Consumer Products, Inc. | 7,201 | 194,283 |
Personal products – 0.3% | ||
BellRing Brands, Inc., Class A (A) | 5,262 | 141,127 |
Coty, Inc., Class A (A) | 34,636 | 293,713 |
Shares or Principal Amount | Value | |
Consumer staples (continued) | ||
Personal products (continued) | ||
Herbalife Nutrition, Ltd. (A) | 17,428 | $808,659 |
Energy – 3.1% | 13,960,814 | |
Energy equipment and services – 0.4% | ||
ChampionX Corp. (A) | 35,050 | 919,362 |
NOV, Inc. (A) | 66,878 | 937,630 |
Oil, gas and consumable fuels – 2.7% | ||
Antero Midstream Corp. | 92,745 | 986,807 |
Antero Resources Corp. (A) | 33,233 | 660,340 |
APA Corp. | 9,931 | 260,292 |
Chesapeake Energy Corp. | 12,645 | 805,992 |
Coterra Energy, Inc. | 72,886 | 1,553,930 |
DT Midstream, Inc. | 12,967 | 621,897 |
EQT Corp. (A) | 76,987 | 1,532,811 |
Equitrans Midstream Corp. | 118,938 | 1,226,251 |
HollyFrontier Corp. | 27,134 | 917,129 |
Magnolia Oil & Gas Corp., Class A | 18,999 | 396,699 |
Ovintiv, Inc. | 42,719 | 1,602,817 |
PDC Energy, Inc. | 16,471 | 861,598 |
Range Resources Corp. (A) | 29,042 | 677,259 |
Financials – 16.6% | 73,825,566 | |
Banks – 7.1% | ||
Bank OZK | 32,621 | 1,457,180 |
BankUnited, Inc. | 16,121 | 653,868 |
BOK Financial Corp. | 8,649 | 875,019 |
CIT Group, Inc. | 17,142 | 849,043 |
Community Bank System, Inc. | 14,664 | 1,050,969 |
Cullen/Frost Bankers, Inc. | 15,689 | 2,031,726 |
Eastern Bankshares, Inc. | 23,344 | 484,855 |
First Financial Bankshares, Inc. | 37,743 | 1,914,325 |
First Hawaiian, Inc. | 22,928 | 632,584 |
FNB Corp. | 56,146 | 654,101 |
Glacier Bancorp, Inc. | 25,082 | 1,386,784 |
Hancock Whitney Corp. | 11,572 | 572,583 |
Home BancShares, Inc. | 26,590 | 631,778 |
Pacific Premier Bancorp, Inc. | 16,387 | 688,090 |
PacWest Bancorp | 20,387 | 967,771 |
People’s United Financial, Inc. | 62,410 | 1,069,707 |
Pinnacle Financial Partners, Inc. | 20,178 | 1,948,589 |
Popular, Inc. | 22,483 | 1,831,016 |
Prosperity Bancshares, Inc. | 13,298 | 1,001,472 |
ServisFirst Bancshares, Inc. | 6,458 | 518,642 |
SouthState Corp. | 19,200 | 1,499,328 |
Sterling Bancorp | 33,995 | 865,173 |
Synovus Financial Corp. | 36,965 | 1,722,199 |
UMB Financial Corp. | 7,900 | 780,678 |
Umpqua Holdings Corp. | 38,147 | 780,106 |
United Bankshares, Inc. | 35,697 | 1,320,432 |
Valley National Bancorp | 106,170 | 1,407,814 |
SEE NOTES TO FINANCIAL STATEMENTS | SEMIANNUAL REPORT | JOHN HANCOCK MULTIFACTOR ETFS | 67 |
Shares or Principal Amount | Value | |
Financials (continued) | ||
Banks (continued) | ||
Webster Financial Corp. | 15,958 | $893,010 |
Wintrust Financial Corp. | 10,216 | 904,116 |
Capital markets – 3.6% | ||
Affiliated Managers Group, Inc. | 10,952 | 1,838,622 |
Artisan Partners Asset Management, Inc., Class A | 19,278 | 955,032 |
Cohen & Steers, Inc. | 6,718 | 637,471 |
Evercore, Inc., Class A | 6,170 | 936,853 |
Hamilton Lane, Inc., Class A | 8,801 | 919,793 |
Houlihan Lokey, Inc. | 14,625 | 1,639,170 |
Interactive Brokers Group, Inc., Class A | 21,035 | 1,490,330 |
Janus Henderson Group PLC | 43,632 | 2,028,888 |
Lazard, Ltd., Class A | 30,147 | 1,476,902 |
Moelis & Company, Class A | 10,286 | 748,204 |
Open Lending Corp., Class A (A) | 12,793 | 403,235 |
StepStone Group, Inc., Class A | 5,197 | 244,155 |
Stifel Financial Corp. | 26,783 | 1,951,677 |
Virtu Financial, Inc., Class A | 23,219 | 577,689 |
Consumer finance – 0.7% | ||
Navient Corp. | 22,092 | 435,212 |
OneMain Holdings, Inc. | 18,577 | 981,051 |
SLM Corp. | 87,293 | 1,601,827 |
Insurance – 3.5% | ||
Assured Guaranty, Ltd. | 9,578 | 532,345 |
Axis Capital Holdings, Ltd. | 23,645 | 1,231,195 |
Brighthouse Financial, Inc. (A) | 14,677 | 737,226 |
BRP Group, Inc., Class A (A) | 5,447 | 198,816 |
Enstar Group, Ltd. (A) | 3,070 | 708,495 |
First American Financial Corp. | 13,267 | 970,348 |
Goosehead Insurance, Inc., Class A | 2,354 | 339,682 |
Kemper Corp. | 15,321 | 972,577 |
Kinsale Capital Group, Inc. | 6,604 | 1,235,939 |
Old Republic International Corp. | 77,250 | 1,995,368 |
Primerica, Inc. | 11,083 | 1,864,604 |
RLI Corp. | 11,601 | 1,256,504 |
Selective Insurance Group, Inc. | 16,125 | 1,263,716 |
The Hanover Insurance Group, Inc. | 9,851 | 1,241,226 |
Unum Group | 49,195 | 1,252,997 |
Mortgage real estate investment trusts – 0.3% | ||
Hannon Armstrong Sustainable Infrastructure Capital, Inc. | 23,186 | 1,400,434 |
Thrifts and mortgage finance – 1.4% | ||
Essent Group, Ltd. | 30,282 | 1,453,536 |
MGIC Investment Corp. | 93,238 | 1,506,726 |
New York Community Bancorp, Inc. | 128,027 | 1,591,376 |
PennyMac Financial Services, Inc. | 4,291 | 266,299 |
Radian Group, Inc. | 51,827 | 1,237,110 |
TFS Financial Corp. | 15,929 | 309,978 |
Shares or Principal Amount | Value | |
Health care – 10.2% | $45,163,458 | |
Biotechnology – 2.7% | ||
Alkermes PLC (A) | 22,100 | 669,409 |
Allakos, Inc. (A) | 8,520 | 856,942 |
Apellis Pharmaceuticals, Inc. (A) | 10,143 | 311,796 |
Arrowhead Pharmaceuticals, Inc. (A) | 13,677 | 872,866 |
Beam Therapeutics, Inc. (A) | 5,102 | 452,905 |
Blueprint Medicines Corp. (A) | 15,894 | 1,787,916 |
CareDx, Inc. (A) | 6,549 | 333,999 |
Denali Therapeutics, Inc. (A) | 10,069 | 486,836 |
Editas Medicine, Inc. (A) | 7,954 | 292,071 |
Exelixis, Inc. (A) | 33,778 | 726,565 |
Fate Therapeutics, Inc. (A) | 10,609 | 570,764 |
Halozyme Therapeutics, Inc. (A) | 39,167 | 1,491,088 |
ImmunityBio, Inc. (A) | 10,218 | 80,007 |
Iovance Biotherapeutics, Inc. (A) | 41,339 | 1,004,951 |
Kodiak Sciences, Inc. (A) | 5,320 | 622,919 |
Sana Biotechnology, Inc. (A) | 3,463 | 71,823 |
SpringWorks Therapeutics, Inc. (A) | 4,090 | 274,275 |
Turning Point Therapeutics, Inc. (A) | 4,241 | 176,341 |
Ultragenyx Pharmaceutical, Inc. (A) | 8,288 | 695,529 |
Vir Biotechnology, Inc. (A) | 10,616 | 400,542 |
Health care equipment and supplies – 2.5% | ||
CONMED Corp. | 5,098 | 745,735 |
Envista Holdings Corp. (A) | 42,609 | 1,666,012 |
ICU Medical, Inc. (A) | 6,081 | 1,423,745 |
Inari Medical, Inc. (A) | 5,386 | 487,541 |
Integra LifeSciences Holdings Corp. (A) | 20,806 | 1,382,767 |
LivaNova PLC (A) | 8,604 | 660,099 |
Merit Medical Systems, Inc. (A) | 7,147 | 480,707 |
Neogen Corp. (A) | 31,660 | 1,339,535 |
Ortho Clinical Diagnostics Holdings PLC (A) | 11,730 | 231,902 |
Shockwave Medical, Inc. (A) | 227 | 48,510 |
STAAR Surgical Company (A) | 8,533 | 1,010,819 |
Tandem Diabetes Care, Inc. (A) | 11,125 | 1,516,671 |
Health care providers and services – 2.5% | ||
Acadia Healthcare Company, Inc. (A) | 15,147 | 939,114 |
AMN Healthcare Services, Inc. (A) | 8,136 | 803,023 |
Apollo Medical Holdings, Inc. (A)(B) | 4,791 | 328,806 |
Chemed Corp. | 499 | 240,643 |
HealthEquity, Inc. (A) | 21,098 | 1,396,266 |
LHC Group, Inc. (A) | 3,753 | 505,116 |
Option Care Health, Inc. (A) | 17,359 | 474,421 |
Premier, Inc., Class A | 36,582 | 1,424,869 |
Progyny, Inc. (A) | 8,758 | 538,004 |
R1 RCM, Inc. (A) | 18,193 | 394,788 |
Select Medical Holdings Corp. | 18,103 | 601,382 |
Signify Health, Inc., Class A (A)(B) | 3,321 | 53,368 |
Surgery Partners, Inc. (A) | 4,013 | 165,095 |
Tenet Healthcare Corp. (A) | 26,848 | 1,923,928 |
The Ensign Group, Inc. | 15,983 | 1,246,834 |
68 | JOHN HANCOCK MULTIFACTOR ETFS | SEMIANNUAL REPORT | SEE NOTES TO FINANCIAL STATEMENTS |
Shares or Principal Amount | Value | |
Health care (continued) | ||
Health care technology – 1.2% | ||
Certara, Inc. (A) | 8,236 | $340,229 |
Change Healthcare, Inc. (A) | 68,989 | 1,485,333 |
Inovalon Holdings, Inc., Class A (A) | 19,721 | 804,420 |
Inspire Medical Systems, Inc. (A) | 4,619 | 1,245,190 |
Omnicell, Inc. (A) | 7,485 | 1,333,453 |
Life sciences tools and services – 1.0% | ||
Medpace Holdings, Inc. (A) | 7,959 | 1,803,111 |
NeoGenomics, Inc. (A) | 32,040 | 1,473,840 |
Pacific Biosciences of California, Inc. (A) | 33,646 | 890,946 |
Sotera Health Company (A) | 13,229 | 326,756 |
Pharmaceuticals – 0.3% | ||
Arvinas, Inc. (A) | 5,204 | 450,562 |
Perrigo Company PLC | 17,727 | 800,374 |
Industrials – 17.7% | 78,347,354 | |
Aerospace and defense – 1.1% | ||
BWX Technologies, Inc. | 17,240 | 978,198 |
Curtiss-Wright Corp. | 11,996 | 1,531,649 |
Hexcel Corp. (A) | 14,372 | 815,467 |
Parsons Corp. (A) | 6,120 | 211,997 |
Spirit AeroSystems Holdings, Inc., Class A | 17,624 | 727,695 |
Virgin Galactic Holdings, Inc. (A) | 22,583 | 423,431 |
Airlines – 0.1% | ||
Alaska Air Group, Inc. (A) | 4,379 | 231,211 |
JetBlue Airways Corp. (A) | 24,806 | 348,028 |
Building products – 1.5% | ||
Armstrong World Industries, Inc. | 14,097 | 1,489,348 |
Resideo Technologies, Inc. (A) | 24,129 | 595,021 |
Simpson Manufacturing Company, Inc. | 12,271 | 1,301,830 |
The AZEK Company, Inc. (A) | 18,903 | 693,551 |
UFP Industries, Inc. | 17,299 | 1,415,577 |
Zurn Water Solutions Corp. | 30,373 | 1,101,932 |
Commercial services and supplies – 1.8% | ||
ADT, Inc. | 24,642 | 205,761 |
Casella Waste Systems, Inc., Class A (A) | 6,517 | 565,154 |
Clean Harbors, Inc. (A) | 14,390 | 1,619,451 |
Driven Brands Holdings, Inc. (A) | 5,437 | 176,539 |
IAA, Inc. (A) | 19,296 | 1,151,006 |
MSA Safety, Inc. | 10,360 | 1,585,391 |
Stericycle, Inc. (A) | 16,080 | 1,076,074 |
Tetra Tech, Inc. | 1,028 | 180,578 |
The Brink’s Company | 8,454 | 582,312 |
UniFirst Corp. | 4,153 | 822,128 |
Construction and engineering – 1.5% | ||
API Group Corp. (A) | 26,647 | 580,372 |
EMCOR Group, Inc. | 14,555 | 1,768,287 |
MasTec, Inc. (A) | 15,265 | 1,360,569 |
Valmont Industries, Inc. | 3,757 | 897,773 |
WillScot Mobile Mini Holdings Corp. (A) | 55,166 | 1,917,019 |
Shares or Principal Amount | Value | |
Industrials (continued) | ||
Electrical equipment – 2.3% | ||
Acuity Brands, Inc. | 10,014 | $2,057,176 |
Atkore, Inc. (A) | 6,145 | 580,887 |
Bloom Energy Corp., Class A (A) | 23,285 | 727,889 |
EnerSys | 12,336 | 987,373 |
nVent Electric PLC | 47,477 | 1,683,060 |
Regal Rexnord Corp. | 18,133 | 2,762,189 |
Shoals Technologies Group, Inc., Class A (A) | 17,107 | 530,146 |
Vicor Corp. (A) | 6,552 | 993,218 |
Machinery – 3.6% | ||
Allison Transmission Holdings, Inc. | 31,417 | 1,048,071 |
Altra Industrial Motion Corp. | 11,051 | 576,310 |
Chart Industries, Inc. (A) | 6,213 | 1,102,932 |
Colfax Corp. (A) | 26,169 | 1,350,844 |
Crane Company | 14,010 | 1,446,953 |
Evoqua Water Technologies Corp. (A) | 15,796 | 660,747 |
Flowserve Corp. | 37,179 | 1,249,958 |
Franklin Electric Company, Inc. | 7,242 | 625,564 |
Gates Industrial Corp. PLC (A) | 12,620 | 207,473 |
John Bean Technologies Corp. | 8,919 | 1,317,782 |
Oshkosh Corp. | 16,673 | 1,784,011 |
RBC Bearings, Inc. (A) | 7,067 | 1,653,183 |
The Timken Company | 18,536 | 1,315,129 |
Watts Water Technologies, Inc., Class A | 7,731 | 1,469,045 |
Marine – 0.1% | ||
ZIM Integrated Shipping Services, Ltd. | 9,116 | 466,922 |
Professional services – 2.8% | ||
ASGN, Inc. (A) | 14,230 | 1,702,762 |
CACI International, Inc., Class A (A) | 3,274 | 941,733 |
Exponent, Inc. | 14,405 | 1,653,694 |
FTI Consulting, Inc. (A) | 9,781 | 1,407,682 |
Insperity, Inc. | 4,663 | 582,875 |
KBR, Inc. | 39,303 | 1,668,019 |
Korn Ferry | 7,200 | 555,912 |
ManpowerGroup, Inc. | 14,602 | 1,411,283 |
Science Applications International Corp. | 16,200 | 1,454,436 |
TriNet Group, Inc. (A) | 11,957 | 1,210,646 |
Road and rail – 1.5% | ||
Avis Budget Group, Inc. (A) | 8,020 | 1,389,946 |
Landstar System, Inc. | 10,316 | 1,813,656 |
Ryder System, Inc. | 8,860 | 752,657 |
Saia, Inc. (A) | 7,132 | 2,229,748 |
Schneider National, Inc., Class B | 16,411 | 409,290 |
Trading companies and distributors – 1.4% | ||
Air Lease Corp. | 28,790 | 1,153,040 |
Beacon Roofing Supply, Inc. (A) | 7,296 | 385,740 |
Herc Holdings, Inc. | 3,417 | 622,031 |
MSC Industrial Direct Company, Inc., Class A | 11,151 | 937,465 |
Triton International, Ltd. | 11,551 | 718,357 |
Univar Solutions, Inc. (A) | 48,981 | 1,252,934 |
SEE NOTES TO FINANCIAL STATEMENTS | SEMIANNUAL REPORT | JOHN HANCOCK MULTIFACTOR ETFS | 69 |
Shares or Principal Amount | Value | |
Industrials (continued) | ||
Trading companies and distributors (continued) | ||
WESCO International, Inc. (A) | 8,824 | $1,143,237 |
Information technology – 14.5% | 64,271,343 | |
Communications equipment – 0.6% | ||
Lumentum Holdings, Inc. (A) | 12,996 | 1,073,210 |
ViaSat, Inc. (A) | 12,065 | 720,160 |
Viavi Solutions, Inc. (A) | 68,015 | 1,047,431 |
Electronic equipment, instruments and components – 2.5% | ||
Avnet, Inc. | 17,697 | 674,433 |
Coherent, Inc. (A) | 4,320 | 1,099,008 |
Fabrinet (A) | 4,779 | 458,784 |
II-VI, Inc. (A) | 15,340 | 928,223 |
Itron, Inc. (A) | 7,805 | 606,995 |
Littelfuse, Inc. | 6,619 | 1,949,626 |
National Instruments Corp. | 35,622 | 1,512,866 |
Novanta, Inc. (A) | 9,952 | 1,717,317 |
Rogers Corp. (A) | 2,514 | 505,616 |
SYNNEX Corp. | 7,204 | 756,420 |
Vontier Corp. | 29,350 | 992,911 |
IT services – 1.4% | ||
Alliance Data Systems Corp. | 8,724 | 743,721 |
DigitalOcean Holdings, Inc. (A) | 1,600 | 156,144 |
Euronet Worldwide, Inc. (A) | 7,272 | 815,846 |
ExlService Holdings, Inc. (A) | 4,322 | 530,007 |
MAXIMUS, Inc. | 17,420 | 1,473,209 |
Perficient, Inc. (A) | 4,351 | 537,784 |
Sabre Corp. (A) | 43,082 | 447,191 |
Shift4 Payments, Inc., Class A (A) | 7,698 | 485,975 |
Switch, Inc., Class A | 24,024 | 607,327 |
TTEC Holdings, Inc. | 3,053 | 288,173 |
Semiconductors and semiconductor equipment – 4.0% | ||
Allegro MicroSystems, Inc. (A) | 8,191 | 273,252 |
Ambarella, Inc. (A) | 4,811 | 894,028 |
Amkor Technology, Inc. | 24,136 | 529,061 |
Brooks Automation, Inc. | 20,255 | 2,358,695 |
Cirrus Logic, Inc. (A) | 17,111 | 1,382,740 |
CMC Materials, Inc. | 8,359 | 1,073,045 |
Diodes, Inc. (A) | 7,503 | 720,963 |
Kulicke & Soffa Industries, Inc. | 7,797 | 444,429 |
MACOM Technology Solutions Holdings, Inc. (A) | 8,027 | 560,445 |
MaxLinear, Inc. (A) | 9,082 | 572,166 |
Onto Innovation, Inc. (A) | 6,273 | 496,884 |
Power Integrations, Inc. | 16,031 | 1,654,560 |
Semtech Corp. (A) | 17,507 | 1,488,620 |
Silicon Laboratories, Inc. (A) | 11,945 | 2,254,738 |
SiTime Corp. (A) | 1,545 | 409,255 |
SunPower Corp. (A) | 14,522 | 488,811 |
Synaptics, Inc. (A) | 10,237 | 1,991,813 |
Shares or Principal Amount | Value | |
Information technology (continued) | ||
Software – 5.3% | ||
ACI Worldwide, Inc. (A) | 32,516 | $997,591 |
Alarm.com Holdings, Inc. (A) | 14,107 | 1,188,656 |
Altair Engineering, Inc., Class A (A) | 12,782 | 994,312 |
Appfolio, Inc., Class A (A) | 2,199 | 289,586 |
Blackline, Inc. (A) | 14,199 | 1,801,427 |
Box, Inc., Class A (A) | 20,188 | 521,456 |
CDK Global, Inc. | 21,753 | 946,691 |
Cerence, Inc. (A) | 6,674 | 701,638 |
Consensus Cloud Solutions, Inc. (A) | 4,285 | 271,369 |
Datto Holding Corp. (A) | 6,356 | 151,908 |
DoubleVerify Holdings, Inc. (A) | 1,912 | 75,581 |
Duck Creek Technologies, Inc. (A) | 11,002 | 346,563 |
Envestnet, Inc. (A) | 13,886 | 1,159,481 |
Everbridge, Inc. (A) | 6,850 | 1,091,274 |
Jamf Holding Corp. (A) | 9,052 | 431,328 |
JFrog, Ltd. (A) | 6,688 | 218,631 |
Mandiant, Inc. (A) | 67,306 | 1,173,817 |
Mimecast, Ltd. (A) | 8,207 | 619,136 |
NCino, Inc. (A) | 5,674 | 412,273 |
NCR Corp. (A) | 22,894 | 905,229 |
Nutanix, Inc., Class A (A) | 23,912 | 820,421 |
Q2 Holdings, Inc. (A) | 13,889 | 1,089,731 |
Qualys, Inc. (A) | 9,841 | 1,225,008 |
Rapid7, Inc. (A) | 7,364 | 948,115 |
Sprout Social, Inc., Class A (A) | 4,516 | 576,603 |
SPS Commerce, Inc. (A) | 6,304 | 962,810 |
Teradata Corp. (A) | 18,160 | 1,027,130 |
Varonis Systems, Inc. (A) | 27,338 | 1,769,862 |
Workiva, Inc. (A) | 4,947 | 739,824 |
Technology hardware, storage and peripherals – 0.7% | ||
3D Systems Corp. (A) | 15,076 | 424,540 |
Pure Storage, Inc., Class A (A) | 71,298 | 1,915,064 |
Xerox Holdings Corp. | 42,270 | 752,406 |
Materials – 5.8% | 25,599,702 | |
Chemicals – 3.4% | ||
Amyris, Inc. (A) | 24,885 | 368,796 |
Ashland Global Holdings, Inc. | 16,626 | 1,596,262 |
Avient Corp. | 16,270 | 876,628 |
Axalta Coating Systems, Ltd. (A) | 38,587 | 1,203,529 |
Balchem Corp. | 8,788 | 1,345,355 |
Diversey Holdings, Ltd. (A) | 5,715 | 99,441 |
Element Solutions, Inc. | 37,608 | 854,078 |
Huntsman Corp. | 55,711 | 1,815,064 |
Livent Corp. (A) | 20,827 | 587,738 |
NewMarket Corp. | 2,432 | 826,904 |
Olin Corp. | 17,259 | 983,418 |
Quaker Chemical Corp. | 4,157 | 1,021,957 |
Sensient Technologies Corp. | 5,530 | 528,668 |
The Chemours Company | 45,636 | 1,278,721 |
70 | JOHN HANCOCK MULTIFACTOR ETFS | SEMIANNUAL REPORT | SEE NOTES TO FINANCIAL STATEMENTS |
Shares or Principal Amount | Value | |
Materials (continued) | ||
Chemicals (continued) | ||
Valvoline, Inc. | 51,449 | $1,747,208 |
Construction materials – 0.5% | ||
Eagle Materials, Inc. | 11,416 | 1,693,678 |
Summit Materials, Inc., Class A (A) | 15,860 | 565,409 |
Containers and packaging – 0.8% | ||
Ardagh Metal Packaging SA (A) | 13,798 | 135,910 |
Graphic Packaging Holding Company | 73,310 | 1,461,068 |
Silgan Holdings, Inc. | 21,801 | 876,400 |
Sonoco Products Company | 17,553 | 1,017,196 |
Metals and mining – 0.7% | ||
Arconic Corp. (A) | 13,031 | 383,372 |
Commercial Metals Company | 16,185 | 520,833 |
Royal Gold, Inc. | 11,701 | 1,158,633 |
U.S. Steel Corp. | 40,994 | 1,081,832 |
Paper and forest products – 0.4% | ||
Louisiana-Pacific Corp. | 26,669 | 1,571,604 |
Real estate – 8.2% | 36,377,949 | |
Equity real estate investment trusts – 7.8% | ||
Agree Realty Corp. | 15,687 | 1,114,718 |
American Campus Communities, Inc. | 36,687 | 1,970,826 |
Apartment Income REIT Corp. | 17,249 | 924,719 |
Brixmor Property Group, Inc. | 79,678 | 1,867,652 |
Broadstone Net Lease, Inc. | 20,337 | 540,761 |
CoreSite Realty Corp. | 5,358 | 763,301 |
Cousins Properties, Inc. | 41,577 | 1,646,865 |
Douglas Emmett, Inc. | 47,549 | 1,553,901 |
EastGroup Properties, Inc. | 8,851 | 1,750,551 |
EPR Properties | 9,845 | 494,317 |
Essential Properties Realty Trust, Inc. | 15,682 | 467,167 |
First Industrial Realty Trust, Inc. | 30,337 | 1,766,524 |
Healthcare Realty Trust, Inc. | 37,035 | 1,224,377 |
Healthcare Trust of America, Inc., Class A | 38,178 | 1,274,763 |
Highwoods Properties, Inc. | 27,828 | 1,247,808 |
Hudson Pacific Properties, Inc. | 42,634 | 1,097,826 |
JBG SMITH Properties | 33,932 | 979,278 |
Lexington Realty Trust | 35,359 | 515,181 |
National Storage Affiliates Trust | 16,360 | 1,021,846 |
Outfront Media, Inc. | 19,325 | 480,999 |
Park Hotels & Resorts, Inc. (A) | 40,091 | 742,886 |
Physicians Realty Trust | 56,182 | 1,068,020 |
PS Business Parks, Inc. | 5,529 | 982,503 |
Rayonier, Inc. | 37,493 | 1,399,614 |
Ryman Hospitality Properties, Inc. (A) | 8,853 | 757,286 |
Safehold, Inc. | 3,057 | 228,358 |
SL Green Realty Corp. | 19,839 | 1,390,119 |
Spirit Realty Capital, Inc. | 29,564 | 1,446,567 |
STAG Industrial, Inc. | 41,411 | 1,802,621 |
Terreno Realty Corp. | 18,947 | 1,385,594 |
Shares or Principal Amount | Value | |
Real estate (continued) | ||
Equity real estate investment trusts (continued) | ||
The Macerich Company | 26,867 | $486,024 |
Real estate management and development – 0.4% | ||
Cushman & Wakefield PLC (A) | 21,692 | 398,916 |
eXp World Holdings, Inc. | 8,133 | 419,663 |
Newmark Group, Inc., Class A | 21,407 | 318,536 |
The Howard Hughes Corp. (A) | 9,731 | 847,862 |
Utilities – 3.7% | 16,486,422 | |
Electric utilities – 1.4% | ||
Hawaiian Electric Industries, Inc. | 29,275 | 1,187,394 |
IDACORP, Inc. | 14,387 | 1,500,852 |
OGE Energy Corp. | 29,573 | 1,007,552 |
PNM Resources, Inc. | 23,013 | 1,144,897 |
Portland General Electric Company | 24,407 | 1,203,509 |
Gas utilities – 0.9% | ||
National Fuel Gas Company | 24,164 | 1,387,739 |
New Jersey Resources Corp. | 26,304 | 994,554 |
ONE Gas, Inc. | 13,479 | 907,137 |
Southwest Gas Holdings, Inc. | 13,031 | 902,397 |
Independent power and renewable electricity producers –0.8% | ||
Atlantica Sustainable Infrastructure PLC | 18,951 | 745,722 |
Clearway Energy, Inc., Class A | 10,727 | 353,884 |
Clearway Energy, Inc., Class C | 23,990 | 851,165 |
Ormat Technologies, Inc. | 12,680 | 917,144 |
Sunnova Energy International, Inc. (A) | 14,485 | 645,452 |
Multi-utilities – 0.6% | ||
Black Hills Corp. | 16,813 | 1,116,047 |
MDU Resources Group, Inc. | 52,749 | 1,620,977 |
SHORT-TERM INVESTMENTS – 0.2% | $665,369 | |
(Cost $665,374) | ||
Short-term funds – 0.2% | 665,369 | |
John Hancock Collateral Trust, 0.0370% (C)(D) | 27,217 | 272,324 |
State Street Institutional U.S. Government Money Market Fund, Premier Class, 0.0250% (C) | 393,045 | 393,045 |
Total investments (Multifactor Small Cap ETF) (Cost $360,870,369) 100.1% | $444,113,684 | |
Other assets and liabilities, net (0.1%) | (414,544) | |
Total net assets 100.0% | $443,699,140 |
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 10-31-21. |
(C) | The rate shown is the annualized seven-day yield as of 10-31-21. |
(D) | Investment is an affiliate of the fund, the advisor and/or subadvisor. This security represents the investment of cash collateral received for securities lending. |
SEE NOTES TO FINANCIAL STATEMENTS | SEMIANNUAL REPORT | JOHN HANCOCK MULTIFACTOR ETFS | 71 |
Shares or Principal Amount | Value | |
COMMON STOCKS – 99.9% | $72,460,402 | |
(Cost $47,486,609) | ||
Communication services – 0.3% | 249,350 | |
Interactive media and services – 0.3% | ||
Ziff Davis, Inc. (A) | 1,019 | 130,707 |
ZoomInfo Technologies, Inc., Class A (A) | 1,765 | 118,643 |
Industrials – 0.8% | 597,952 | |
Electrical equipment – 0.8% | ||
Plug Power, Inc. (A) | 10,080 | 385,762 |
Sensata Technologies Holding PLC (A) | 3,851 | 212,190 |
Information technology – 98.8% | 71,613,100 | |
Communications equipment – 5.1% | ||
Arista Networks, Inc. (A) | 1,121 | 459,262 |
Ciena Corp. (A) | 3,550 | 192,730 |
Cisco Systems, Inc. | 31,203 | 1,746,432 |
F5 Networks, Inc. (A) | 1,314 | 277,451 |
Juniper Networks, Inc. | 7,032 | 207,585 |
Lumentum Holdings, Inc. (A) | 1,509 | 124,613 |
Motorola Solutions, Inc. | 2,714 | 674,673 |
Ubiquiti, Inc. | 149 | 45,524 |
Electronic equipment, instruments and components – 7.8% | ||
Amphenol Corp., Class A | 13,788 | 1,058,505 |
Cognex Corp. | 3,048 | 266,974 |
Coherent, Inc. (A) | 448 | 113,971 |
Corning, Inc. | 15,860 | 564,140 |
Flex, Ltd. (A) | 12,219 | 206,501 |
II-VI, Inc. (A) | 2,319 | 140,323 |
IPG Photonics Corp. (A) | 684 | 108,763 |
Jabil, Inc. | 5,332 | 319,707 |
Keysight Technologies, Inc. (A) | 4,548 | 818,731 |
Littelfuse, Inc. | 636 | 187,334 |
National Instruments Corp. | 2,869 | 121,846 |
TE Connectivity, Ltd. | 3,844 | 561,224 |
Trimble, Inc. (A) | 5,653 | 493,903 |
Zebra Technologies Corp., Class A (A) | 1,231 | 657,292 |
IT services – 8.7% | ||
Akamai Technologies, Inc. (A) | 3,949 | 416,462 |
Amdocs, Ltd. | 2,759 | 214,761 |
Cloudflare, Inc., Class A (A) | 2,709 | 527,496 |
Cognizant Technology Solutions Corp., Class A | 11,247 | 878,278 |
Concentrix Corp. | 997 | 177,147 |
DigitalOcean Holdings, Inc. (A) | 270 | 26,349 |
DXC Technology Company (A) | 5,074 | 165,260 |
EPAM Systems, Inc. (A) | 947 | 637,558 |
GoDaddy, Inc., Class A (A) | 2,650 | 183,301 |
IBM Corp. | 9,283 | 1,161,303 |
MongoDB, Inc. (A) | 645 | 336,232 |
Okta, Inc. (A) | 1,350 | 333,693 |
Snowflake, Inc., Class A (A) | 1,109 | 392,409 |
Shares or Principal Amount | Value | |
Information technology (continued) | ||
IT services (continued) | ||
Switch, Inc., Class A | 1,588 | $40,145 |
Twilio, Inc., Class A (A) | 1,428 | 416,062 |
VeriSign, Inc. (A) | 1,759 | 391,677 |
Semiconductors and semiconductor equipment – 31.1% | ||
Advanced Micro Devices, Inc. (A) | 7,328 | 881,045 |
Amkor Technology, Inc. | 2,131 | 46,712 |
Analog Devices, Inc. | 3,934 | 682,510 |
Applied Materials, Inc. | 7,260 | 992,079 |
Broadcom, Inc. | 3,351 | 1,781,626 |
Brooks Automation, Inc. | 1,364 | 158,838 |
Entegris, Inc. | 3,124 | 439,797 |
First Solar, Inc. (A) | 1,802 | 215,501 |
Intel Corp. | 33,117 | 1,622,733 |
KLA Corp. | 2,127 | 792,861 |
Lam Research Corp. | 1,846 | 1,040,350 |
Lattice Semiconductor Corp. (A) | 2,121 | 147,282 |
Marvell Technology, Inc. | 9,195 | 629,858 |
Microchip Technology, Inc. | 11,598 | 859,296 |
Micron Technology, Inc. | 10,704 | 739,646 |
MKS Instruments, Inc. | 1,260 | 189,063 |
Monolithic Power Systems, Inc. | 774 | 406,706 |
NVIDIA Corp. | 12,822 | 3,278,201 |
NXP Semiconductors NV | 2,515 | 505,163 |
ON Semiconductor Corp. (A) | 9,986 | 480,027 |
Power Integrations, Inc. | 1,089 | 112,396 |
Qorvo, Inc. (A) | 2,685 | 451,698 |
QUALCOMM, Inc. | 8,954 | 1,191,240 |
Silicon Laboratories, Inc. (A) | 871 | 164,410 |
Skyworks Solutions, Inc. | 4,151 | 693,757 |
SolarEdge Technologies, Inc. (A) | 881 | 312,473 |
Synaptics, Inc. (A) | 723 | 140,674 |
Teradyne, Inc. | 4,463 | 616,965 |
Texas Instruments, Inc. | 8,474 | 1,588,706 |
Universal Display Corp. | 789 | 144,545 |
Wolfspeed, Inc. (A) | 2,319 | 278,535 |
Xilinx, Inc. | 5,280 | 950,400 |
Software – 36.5% | ||
Adobe, Inc. (A) | 2,991 | 1,945,226 |
Anaplan, Inc. (A) | 1,615 | 105,314 |
ANSYS, Inc. (A) | 1,692 | 642,249 |
Appian Corp. (A)(B) | 584 | 58,055 |
Asana, Inc., Class A (A) | 599 | 81,344 |
Aspen Technology, Inc. (A) | 1,661 | 260,262 |
Atlassian Corp. PLC, Class A (A) | 907 | 415,524 |
Autodesk, Inc. (A) | 1,983 | 629,821 |
Avalara, Inc. (A) | 1,408 | 252,933 |
Bentley Systems, Inc., Class B | 2,184 | 129,184 |
Bill.com Holdings, Inc. (A) | 1,094 | 321,975 |
Blackline, Inc. (A) | 792 | 100,481 |
72 | JOHN HANCOCK MULTIFACTOR ETFS | SEMIANNUAL REPORT | SEE NOTES TO FINANCIAL STATEMENTS |
Shares or Principal Amount | Value | |
Information technology (continued) | ||
Software (continued) | ||
Cadence Design Systems, Inc. (A) | 4,616 | $799,076 |
Ceridian HCM Holding, Inc. (A) | 2,608 | 326,652 |
Citrix Systems, Inc. | 2,320 | 219,774 |
Consensus Cloud Solutions, Inc. (A) | 339 | 21,469 |
Coupa Software, Inc. (A) | 796 | 181,249 |
Crowdstrike Holdings, Inc., Class A (A) | 1,300 | 366,340 |
Datadog, Inc., Class A (A) | 2,348 | 392,233 |
Digital Turbine, Inc. (A) | 957 | 82,359 |
DocuSign, Inc. (A) | 1,236 | 343,966 |
Dolby Laboratories, Inc., Class A | 1,291 | 114,060 |
DoubleVerify Holdings, Inc. (A)(B) | 208 | 8,222 |
Dropbox, Inc., Class A (A) | 5,206 | 158,731 |
Duck Creek Technologies, Inc. (A) | 355 | 11,183 |
Elastic NV (A) | 866 | 150,260 |
Everbridge, Inc. (A) | 628 | 100,047 |
Fair Isaac Corp. (A) | 583 | 232,151 |
Five9, Inc. (A) | 732 | 115,663 |
Fortinet, Inc. (A) | 1,433 | 481,975 |
Guidewire Software, Inc. (A) | 1,703 | 214,118 |
HubSpot, Inc. (A) | 587 | 475,605 |
Intuit, Inc. | 1,851 | 1,158,707 |
Manhattan Associates, Inc. (A) | 1,287 | 233,642 |
McAfee Corp., Class A | 785 | 16,775 |
Microsoft Corp. | 14,003 | 4,643,674 |
MicroStrategy, Inc., Class A (A)(B) | 97 | 69,361 |
NCino, Inc. (A) | 589 | 42,797 |
NortonLifeLock, Inc. | 11,062 | 281,528 |
Nuance Communications, Inc. (A) | 6,022 | 331,511 |
Nutanix, Inc., Class A (A) | 2,179 | 74,761 |
Oracle Corp. | 11,557 | 1,108,779 |
Palantir Technologies, Inc., Class A (A) | 8,614 | 222,930 |
Palo Alto Networks, Inc. (A) | 1,187 | 604,290 |
Paycom Software, Inc. (A) | 841 | 460,742 |
Paylocity Holding Corp. (A) | 657 | 200,477 |
Pegasystems, Inc. | 661 | 78,474 |
PTC, Inc. (A) | 2,037 | 259,412 |
Qualtrics International, Inc., Class A (A) | 964 | 44,652 |
Rapid7, Inc. (A) | 462 | 59,483 |
RingCentral, Inc., Class A (A) | 886 | 215,989 |
salesforce.com, Inc. (A) | 6,439 | 1,929,704 |
SentinelOne, Inc., Class A (A) | 335 | 22,244 |
ServiceNow, Inc. (A) | 858 | 598,678 |
Smartsheet, Inc., Class A (A) | 2,042 | 140,918 |
Splunk, Inc. (A) | 1,499 | 247,065 |
Sprout Social, Inc., Class A (A) | 295 | 37,666 |
SS&C Technologies Holdings, Inc. | 5,464 | 434,224 |
Synopsys, Inc. (A) | 1,699 | 566,073 |
Teradata Corp. (A) | 2,377 | 134,443 |
The Trade Desk, Inc., Class A (A) | 5,602 | 419,646 |
Tyler Technologies, Inc. (A) | 790 | 429,144 |
Shares or Principal Amount | Value | |
Information technology (continued) | ||
Software (continued) | ||
Unity Software, Inc. (A) | 1,947 | $294,601 |
Varonis Systems, Inc. (A) | 1,660 | 107,468 |
VMware, Inc., Class A (A)(B) | 745 | 113,017 |
Workday, Inc., Class A (A) | 1,426 | 413,511 |
Workiva, Inc. (A) | 333 | 49,800 |
Zendesk, Inc. (A) | 1,538 | 156,568 |
Zoom Video Communications, Inc., Class A (A) | 860 | 236,199 |
Zscaler, Inc. (A) | 847 | 270,074 |
Technology hardware, storage and peripherals – 9.6% | ||
Apple, Inc. | 27,844 | 4,171,031 |
Dell Technologies, Inc., Class C (A) | 3,055 | 336,019 |
Hewlett Packard Enterprise Company | 28,155 | 412,471 |
HP, Inc. | 20,650 | 626,315 |
NetApp, Inc. | 5,074 | 453,108 |
Pure Storage, Inc., Class A (A) | 4,845 | 130,137 |
Seagate Technology Holdings PLC | 5,697 | 507,432 |
Western Digital Corp. (A) | 6,681 | 349,349 |
SHORT-TERM INVESTMENTS – 0.4% | $255,254 | |
(Cost $255,263) | ||
Short-term funds – 0.4% | 255,254 | |
John Hancock Collateral Trust, 0.0370% (C)(D) | 14,260 | 142,682 |
State Street Institutional U.S. Government Money Market Fund, Premier Class, 0.0250% (C) | 112,572 | 112,572 |
Total investments (Multifactor Technology ETF) (Cost $47,741,872) 100.3% | $72,715,656 | |
Other assets and liabilities, net (0.3%) | (215,401) | |
Total net assets 100.0% | $72,500,255 |
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 10-31-21. |
(C) | The rate shown is the annualized seven-day yield as of 10-31-21. |
(D) | Investment is an affiliate of the fund, the advisor and/or subadvisor. This security represents the investment of cash collateral received for securities lending. |
Shares or Principal Amount | Value | |
COMMON STOCKS – 99.9% | $17,287,858 | |
(Cost $17,287,796) | ||
Utilities – 99.9% | 17,287,858 | |
Electric utilities – 55.9% | ||
Alliant Energy Corp. | 4,910 | 277,759 |
American Electric Power Company, Inc. | 11,884 | 1,006,694 |
Avangrid, Inc. | 1,426 | 75,150 |
Duke Energy Corp. | 9,145 | 932,881 |
SEE NOTES TO FINANCIAL STATEMENTS | SEMIANNUAL REPORT | JOHN HANCOCK MULTIFACTOR ETFS | 73 |
Shares or Principal Amount | Value | |
Utilities (continued) | ||
Electric utilities (continued) | ||
Edison International | 11,584 | $728,981 |
Entergy Corp. | 6,366 | 655,825 |
Evergy, Inc. | 6,407 | 408,446 |
Eversource Energy | 7,746 | 657,635 |
Exelon Corp. | 17,372 | 924,017 |
FirstEnergy Corp. | 12,906 | 497,268 |
NextEra Energy, Inc. | 7,644 | 652,263 |
NRG Energy, Inc. | 6,023 | 240,257 |
OGE Energy Corp. | 4,920 | 167,624 |
Pinnacle West Capital Corp. | 3,776 | 243,514 |
PPL Corp. | 18,291 | 526,781 |
The Southern Company | 13,011 | 810,846 |
Xcel Energy, Inc. | 13,283 | 857,949 |
Gas utilities – 3.4% | ||
Atmos Energy Corp. | 3,298 | 303,812 |
UGI Corp. | 6,563 | 284,900 |
Independent power and renewable electricity producers –4.0% | ||
Brookfield Renewable Corp., Class A | 2,016 | 83,483 |
Clearway Energy, Inc., Class A | 701 | 23,126 |
Clearway Energy, Inc., Class C | 1,556 | 55,207 |
The AES Corp. | 13,346 | 335,385 |
Vistra Corp. | 10,395 | 203,638 |
Multi-utilities – 32.3% | ||
Ameren Corp. | 6,427 | 541,732 |
CenterPoint Energy, Inc. | 16,658 | 433,774 |
CMS Energy Corp. | 6,956 | 419,795 |
Consolidated Edison, Inc. | 8,616 | 649,646 |
Dominion Energy, Inc. | 7,172 | 544,570 |
DTE Energy Company | 5,662 | 641,788 |
NiSource, Inc. | 13,985 | 345,010 |
Public Service Enterprise Group, Inc. | 10,891 | 694,846 |
Sempra Energy | 6,129 | 782,244 |
WEC Energy Group, Inc. | 5,878 | 529,373 |
Water utilities – 4.3% | ||
American Water Works Company, Inc. | 3,233 | 563,124 |
Essential Utilities, Inc. | 4,005 | 188,515 |
SHORT-TERM INVESTMENTS – 0.4% | $59,522 | |
(Cost $59,522) | ||
Short-term funds – 0.4% | 59,522 | |
State Street Institutional U.S. Government Money Market Fund, Premier Class, 0.0250% (A) | 59,522 | 59,522 |
Total investments (Multifactor Utilities ETF) (Cost $17,347,318) 100.3% | $17,347,380 | |
Other assets and liabilities, net (0.3%) | (47,913) | |
Total net assets 100.0% | $17,299,467 |
The percentage shown for each investment category is the total value of the category as a percentage of the net assets of the fund. |
Security Abbreviations and Legend | |
(A) | The rate shown is the annualized seven-day yield as of 10-31-21. |
74 | JOHN HANCOCK MULTIFACTOR ETFS | SEMIANNUAL REPORT | SEE NOTES TO FINANCIAL STATEMENTS |
Multifactor Consumer Discretionary ETF | Multifactor Consumer Staples ETF | Multifactor Developed International ETF | Multifactor Emerging Markets ETF | |
Assets | ||||
Unaffiliated investments, at value | $26,985,331 | $21,921,762 | $525,292,902 | $711,045,860 |
Affiliated investments, at value | 106,602 | 146,524 | 3,905,353 | — |
Total investments, at value | 27,091,933 | 22,068,286 | 529,198,255 | 711,045,860 |
Foreign currency, at value | — | — | 773,946 | 3,355,332 |
Dividends and interest receivable | 6,555 | 27,753 | 1,805,780 | 534,193 |
Receivable for investments sold | — | — | 949,310 | — |
Receivable for securities lending income | 42 | 49 | 5,079 | 9,810 |
Receivable from affiliates | 2,360 | 3,603 | — | — |
Other assets | 4,649 | 4,218 | 14,316 | 19,751 |
Total assets | 27,105,539 | 22,103,909 | 532,746,686 | 714,964,946 |
Liabilities | ||||
Foreign capital gains tax payable | — | — | — | 5,041,532 |
Payable for investments purchased | — | — | 42 | — |
Payable upon return of securities loaned | 106,607 | 146,533 | 3,900,187 | — |
Payable to affiliates | ||||
Investment management fees | — | — | 138,563 | 227,188 |
Accounting and legal services fees | 1,768 | 1,295 | 30,281 | 41,933 |
Trustees’ fees | 32 | 23 | — | — |
Other liabilities and accrued expenses | 71,627 | 71,293 | 171,613 | 441,381 |
Total liabilities | 180,034 | 219,144 | 4,240,686 | 5,752,034 |
Net assets | $26,925,505 | $21,884,765 | $528,506,000 | $709,212,912 |
Net assets consist of | ||||
Paid-in capital | $18,028,960 | $20,305,454 | $455,317,486 | $611,196,448 |
Total distributable earnings (loss) | 8,896,545 | 1,579,311 | 73,188,514 | 98,016,464 |
Net assets | $26,925,505 | $21,884,765 | $528,506,000 | $709,212,912 |
Unaffiliated investments, at cost | $22,374,644 | $19,500,995 | $444,792,896 | $594,060,662 |
Affiliated investments, at cost | $106,605 | $146,531 | $3,905,530 | — |
Foreign currency, at cost | — | — | $763,682 | $3,254,865 |
Securities loaned, at value | $251,235 | $145,534 | $9,579,577 | $4,065,336 |
Net asset value per share | ||||
Based on net asset values and shares outstanding-the fund has an unlimited number of shares authorized with no par value. | ||||
Net assets | $26,925,505 | $21,884,765 | $528,506,000 | $709,212,912 |
Shares outstanding | 480,000 | 630,000 | 15,500,000 | 23,800,000 |
Net asset value per share | $56.09 | $34.74 | $34.10 | $29.80 |
SEE NOTES TO FINANCIAL STATEMENTS | SEMIANNUAL | JOHN HANCOCK MULTIFACTOR ETFS | 75 |
Multifactor Energy ETF | Multifactor Financials ETF | Multifactor Healthcare ETF | Multifactor Industrials ETF | |
Assets | ||||
Unaffiliated investments, at value | $21,899,086 | $41,160,685 | $52,166,692 | $16,883,406 |
Affiliated investments, at value | — | 7,979 | 6,693 | — |
Total investments, at value | 21,899,086 | 41,168,664 | 52,173,385 | 16,883,406 |
Dividends and interest receivable | 36,495 | 44,806 | 33,347 | 8,018 |
Receivable for securities lending income | 6 | 12 | 31 | — |
Receivable from affiliates | 3,751 | — | — | 5,635 |
Other assets | 4,090 | 4,448 | 4,804 | 4,528 |
Total assets | 21,943,428 | 41,217,930 | 52,211,567 | 16,901,587 |
Liabilities | ||||
Payable upon return of securities loaned | — | 7,979 | 6,695 | — |
Payable to affiliates | ||||
Investment management fees | — | 2,429 | 5,986 | — |
Accounting and legal services fees | 1,317 | 2,321 | 3,059 | 1,177 |
Trustees’ fees | 28 | 4 | 6 | 46 |
Other liabilities and accrued expenses | 71,414 | 72,226 | 72,816 | 71,484 |
Total liabilities | 72,759 | 84,959 | 88,562 | 72,707 |
Net assets | $21,870,669 | $41,132,971 | $52,123,005 | $16,828,880 |
Net assets consist of | ||||
Paid-in capital | $27,195,324 | $33,463,818 | $41,708,755 | $7,560,885 |
Total distributable earnings (loss) | (5,324,655) | 7,669,153 | 10,414,250 | 9,267,995 |
Net assets | $21,870,669 | $41,132,971 | $52,123,005 | $16,828,880 |
Unaffiliated investments, at cost | $20,692,654 | $31,853,716 | $42,051,411 | $15,797,511 |
Affiliated investments, at cost | — | $7,979 | $6,693 | — |
Securities loaned, at value | $28,830 | $32,112 | $44,621 | — |
Net asset value per share | ||||
Based on net asset values and shares outstanding-the fund has an unlimited number of shares authorized with no par value. | ||||
Net assets | $21,870,669 | $41,132,971 | $52,123,005 | $16,828,880 |
Shares outstanding | 940,000 | 760,000 | 1,040,000 | 310,000 |
Net asset value per share | $23.27 | $54.12 | $50.12 | $54.29 |
76 | JOHN HANCOCK MULTIFACTOR ETFS | SEMIANNUAL | SEE NOTES TO FINANCIAL STATEMENTS |
Multifactor Large Cap ETF | Multifactor Materials ETF | Multifactor Media and Communications ETF | Multifactor Mid Cap ETF | |
Assets | ||||
Unaffiliated investments, at value | $782,161,540 | $19,426,956 | $19,825,929 | $2,484,681,819 |
Affiliated investments, at value | 729,191 | — | — | 5,969,075 |
Total investments, at value | 782,890,731 | 19,426,956 | 19,825,929 | 2,490,650,894 |
Dividends and interest receivable | 556,847 | 11,526 | 34,202 | 916,229 |
Receivable for fund shares sold | — | — | — | 4,108,046 |
Receivable for securities lending income | 1,571 | 41 | 38 | 2,571 |
Receivable from affiliates | — | 4,429 | 4,654 | — |
Other assets | 23,564 | 4,245 | 2,836 | 44,194 |
Total assets | 783,472,713 | 19,447,197 | 19,867,659 | 2,495,721,934 |
Liabilities | ||||
Payable for investments purchased | — | — | — | 4,115,086 |
Payable upon return of securities loaned | 732,504 | — | — | 5,974,109 |
Payable to affiliates | ||||
Investment management fees | 147,592 | — | — | 742,818 |
Accounting and legal services fees | 38,086 | 1,284 | 1,459 | 137,152 |
Trustees’ fees | — | 32 | 39 | — |
Other liabilities and accrued expenses | 185,645 | 70,439 | 64,541 | 395,947 |
Total liabilities | 1,103,827 | 71,755 | 66,039 | 11,365,112 |
Net assets | $782,368,886 | $19,375,442 | $19,801,620 | $2,484,356,822 |
Net assets consist of | ||||
Paid-in capital | $595,203,315 | $13,976,980 | $15,563,111 | $1,857,067,416 |
Total distributable earnings (loss) | 187,165,571 | 5,398,462 | 4,238,509 | 627,289,406 |
Net assets | $782,368,886 | $19,375,442 | $19,801,620 | $2,484,356,822 |
Unaffiliated investments, at cost | $580,220,595 | $16,280,730 | $17,738,945 | $1,846,772,385 |
Affiliated investments, at cost | $729,218 | — | — | $5,969,212 |
Securities loaned, at value | $896,353 | $95,235 | $11,064 | $8,693,771 |
Net asset value per share | ||||
Based on net asset values and shares outstanding-the fund has an unlimited number of shares authorized with no par value. | ||||
Net assets | $782,368,886 | $19,375,442 | $19,801,620 | $2,484,356,822 |
Shares outstanding | 13,525,000 | 410,000 | 530,000 | 45,400,000 |
Net asset value per share | $57.85 | $47.26 | $37.36 | $54.72 |
SEE NOTES TO FINANCIAL STATEMENTS | SEMIANNUAL | JOHN HANCOCK MULTIFACTOR ETFS | 77 |
Multifactor Small Cap ETF | Multifactor Technology ETF | Multifactor Utilities ETF | |
Assets | |||
Unaffiliated investments, at value | $443,841,360 | $72,572,974 | $17,347,380 |
Affiliated investments, at value | 272,324 | 142,682 | — |
Total investments, at value | 444,113,684 | 72,715,656 | 17,347,380 |
Dividends and interest receivable | 124,510 | 10,246 | 14,674 |
Receivable for investments sold | 1,808,067 | — | — |
Receivable for securities lending income | 498 | 666 | — |
Receivable from affiliates | — | — | 5,092 |
Other assets | 11,952 | 4,904 | 4,153 |
Total assets | 446,058,711 | 72,731,472 | 17,371,299 |
Liabilities | |||
Payable for fund shares repurchased | 1,811,017 | — | — |
Payable upon return of securities loaned | 272,410 | 142,705 | — |
Payable to affiliates | |||
Investment management fees | 130,352 | 11,434 | — |
Accounting and legal services fees | 23,959 | 3,849 | 994 |
Trustees’ fees | — | — | 24 |
Other liabilities and accrued expenses | 121,833 | 73,229 | 70,814 |
Total liabilities | 2,359,571 | 231,217 | 71,832 |
Net assets | $443,699,140 | $72,500,255 | $17,299,467 |
Net assets consist of | |||
Paid-in capital | $402,449,861 | $47,568,457 | $19,058,743 |
Total distributable earnings (loss) | 41,249,279 | 24,931,798 | (1,759,276) |
Net assets | $443,699,140 | $72,500,255 | $17,299,467 |
Unaffiliated investments, at cost | $360,598,040 | $47,599,181 | $17,347,318 |
Affiliated investments, at cost | $272,329 | $142,691 | — |
Securities loaned, at value | $1,266,879 | $146,492 | — |
Net asset value per share | |||
Based on net asset values and shares outstanding-the fund has an unlimited number of shares authorized with no par value. | |||
Net assets | $443,699,140 | $72,500,255 | $17,299,467 |
Shares outstanding | 12,250,000 | 740,000 | 520,000 |
Net asset value per share | $36.22 | $97.97 | $33.27 |
78 | JOHN HANCOCK MULTIFACTOR ETFS | SEMIANNUAL | SEE NOTES TO FINANCIAL STATEMENTS |
Multifactor Consumer Discretionary ETF | Multifactor Consumer Staples ETF | Multifactor Developed International ETF | Multifactor Emerging Markets ETF | |
Investment income | ||||
Dividends from unaffiliated investments | $141,819 | $253,574 | $7,230,515 | $13,938,373 |
Securities lending | 911 | 223 | 132,891 | 45,343 |
Interest | 10 | 7 | 194 | 57 |
Non-cash dividends | — | — | 2,251,124 | — |
Less foreign taxes withheld | — | — | (818,720) | (1,706,016) |
Total investment income | 142,740 | 253,804 | 8,796,004 | 12,277,757 |
Expenses | ||||
Investment management fees | 66,927 | 41,940 | 889,147 | 1,604,916 |
Accounting and legal services fees | 2,711 | 1,763 | 40,369 | 58,197 |
Transfer agent fees | 5,042 | 5,042 | 5,042 | 5,042 |
Trustees’ fees | 376 | 243 | 4,036 | 6,063 |
Custodian fees | 31,337 | 31,423 | 76,671 | 246,255 |
Printing and postage | 7,071 | 7,112 | 12,037 | 12,008 |
Professional fees | 9,034 | 8,445 | 29,239 | 36,497 |
Stock exchange listing fees | 4,278 | 4,293 | 3,928 | 4,883 |
Other | 6,791 | 5,822 | 13,844 | 16,359 |
Total expenses | 133,567 | 106,083 | 1,074,313 | 1,990,220 |
Less expense reductions | (63,117) | (61,935) | (82,829) | (201,469) |
Net expenses | 70,450 | 44,148 | 991,484 | 1,788,751 |
Net investment income | 72,290 | 209,656 | 7,804,520 | 10,489,006 |
Realized and unrealized gain (loss) | ||||
Net realized gain (loss) on | ||||
Unaffiliated investments and foreign currency transactions | (166,117) | (96,557) | (2,565,226) | (3,824,871) |
Affiliated investments | 29 | (11) | (146) | (10) |
Futures contracts | (24) | (284) | (83,972) | (101,128) |
Redemptions in kind | 9,599,457 | 363,854 | 14,957,471 | 5,392,834 |
9,433,345 | 267,002 | 12,308,127 | 1,466,825 | |
Change in net unrealized appreciation (depreciation) of | ||||
Unaffiliated investments and translation of assets and liabilities in foreign currencies | (7,574,377) | (246,388) | (2,111,335) | (38,578,017)1 |
Affiliated investments | (1) | 1 | 37 | 29 |
(7,574,378) | (246,387) | (2,111,298) | (38,577,988) | |
Net realized and unrealized gain (loss) | 1,858,967 | 20,615 | 10,196,829 | (37,111,163) |
Increase (decrease) in net assets from operations | $1,931,257 | $230,271 | $18,001,349 | $(26,622,157) |
1 | Net of $(2,085,972) increase in deferred India withholding taxes. |
SEE NOTES TO FINANCIAL STATEMENTS | SEMIANNUAL | JOHN HANCOCK MULTIFACTOR ETFS | 79 |
Multifactor Energy ETF | Multifactor Financials ETF | Multifactor Healthcare ETF | Multifactor Industrials ETF | |
Investment income | ||||
Dividends from unaffiliated investments | $382,974 | $365,427 | $391,140 | $203,161 |
Securities lending | 18 | 227 | 259 | 128 |
Interest | 6 | 9 | 10 | 9 |
Less foreign taxes withheld | — | (64) | — | — |
Total investment income | 382,998 | 365,599 | 391,409 | 203,298 |
Expenses | ||||
Investment management fees | 40,729 | 74,607 | 99,414 | 57,784 |
Accounting and legal services fees | 1,693 | 3,092 | 4,156 | 2,333 |
Transfer agent fees | 5,042 | 5,042 | 5,042 | 5,042 |
Trustees’ fees | 178 | 309 | 407 | 388 |
Custodian fees | 31,735 | 31,703 | 31,444 | 31,532 |
Printing and postage | 6,977 | 7,421 | 8,043 | 7,209 |
Professional fees | 8,525 | 8,880 | 9,199 | 9,111 |
Stock exchange listing fees | 4,293 | 4,278 | 4,278 | 4,293 |
Other | 5,443 | 5,732 | 5,873 | 6,015 |
Total expenses | 104,615 | 141,064 | 167,856 | 123,707 |
Less expense reductions | (61,742) | (62,530) | (63,210) | (62,881) |
Net expenses | 42,873 | 78,534 | 104,646 | 60,826 |
Net investment income | 340,125 | 287,065 | 286,763 | 142,472 |
Realized and unrealized gain (loss) | ||||
Net realized gain (loss) on | ||||
Unaffiliated investments and foreign currency transactions | (495,302) | (106,824) | (101,935) | (39,284) |
Affiliated investments | (2) | 2 | (2) | (1) |
Futures contracts | (337) | (259) | 755 | 1,028 |
Redemptions in kind | 2,390,415 | 1,074,138 | 4,253,438 | 11,250,864 |
1,894,774 | 967,057 | 4,152,256 | 11,212,607 | |
Change in net unrealized appreciation (depreciation) of | ||||
Unaffiliated investments and translation of assets and liabilities in foreign currencies | 2,019,840 | 1,846,761 | (446,289) | (9,775,588) |
Net realized and unrealized gain | 3,914,614 | 2,813,818 | 3,705,967 | 1,437,019 |
Increase in net assets from operations | $4,254,739 | $3,100,883 | $3,992,730 | $1,579,491 |
80 | JOHN HANCOCK MULTIFACTOR ETFS | SEMIANNUAL | SEE NOTES TO FINANCIAL STATEMENTS |
Multifactor Large Cap ETF | Multifactor Materials ETF | Multifactor Media and Communications ETF | Multifactor Mid Cap ETF | |
Investment income | ||||
Dividends from unaffiliated investments | $5,420,620 | $233,121 | $151,657 | $17,227,663 |
Securities lending | 4,363 | 166 | 1,523 | 28,855 |
Interest | 60 | 8 | 15 | 226 |
Less foreign taxes withheld | (152) | (79) | — | (3,512) |
Total investment income | 5,424,891 | 233,216 | 153,195 | 17,253,232 |
Expenses | ||||
Investment management fees | 957,648 | 47,201 | 50,012 | 4,294,636 |
Accounting and legal services fees | 60,967 | 1,946 | 2,045 | 185,026 |
Transfer agent fees | 5,158 | 5,042 | 5,042 | 5,042 |
Trustees’ fees | 7,184 | 262 | 289 | 17,370 |
Custodian fees | 72,044 | 31,579 | 28,287 | 155,753 |
Printing and postage | 24,279 | 6,522 | 6,741 | 56,544 |
Professional fees | 33,058 | 8,657 | 8,718 | 75,620 |
Stock exchange listing fees | 4,278 | 4,293 | 5,367 | 5,174 |
Other | 17,846 | 5,558 | 5,294 | 28,650 |
Total expenses | 1,182,462 | 111,060 | 111,795 | 4,823,815 |
Less expense reductions | (114,316) | (61,374) | (59,151) | (105,897) |
Net expenses | 1,068,146 | 49,686 | 52,644 | 4,717,918 |
Net investment income | 4,356,745 | 183,530 | 100,551 | 12,535,314 |
Realized and unrealized gain (loss) | ||||
Net realized gain (loss) on | ||||
Unaffiliated investments and foreign currency transactions | (1,331,093) | (191,242) | (535,970) | 409,091 |
Affiliated investments | 35 | — | (5) | 502 |
Futures contracts | (6,247) | (284) | — | 7,903 |
Redemptions in kind | 17,199,752 | 4,410,409 | 3,814,669 | 43,623,027 |
15,862,447 | 4,218,883 | 3,278,694 | 44,040,523 | |
Change in net unrealized appreciation (depreciation) of | ||||
Unaffiliated investments and translation of assets and liabilities in foreign currencies | 43,069,329 | (4,180,633) | (3,971,740) | 92,402,987 |
Affiliated investments | (23) | — | — | (81) |
43,069,306 | (4,180,633) | (3,971,740) | 92,402,906 | |
Net realized and unrealized gain (loss) | 58,931,753 | 38,250 | (693,046) | 136,443,429 |
Increase (decrease) in net assets from operations | $63,288,498 | $221,780 | $(592,495) | $148,978,743 |
SEE NOTES TO FINANCIAL STATEMENTS | SEMIANNUAL | JOHN HANCOCK MULTIFACTOR ETFS | 81 |
Multifactor Small Cap ETF | Multifactor Technology ETF | Multifactor Utilities ETF | |
Investment income | |||
Dividends from unaffiliated investments | $3,103,317 | $263,479 | $285,689 |
Securities lending | 2,525 | 1,258 | — |
Interest | 50 | 13 | 5 |
Less foreign taxes withheld | (3,407) | — | (178) |
Total investment income | 3,102,485 | 264,750 | 285,516 |
Expenses | |||
Investment management fees | 846,968 | 122,173 | 32,974 |
Accounting and legal services fees | 35,301 | 5,131 | 1,398 |
Transfer agent fees | 5,042 | 5,042 | 5,042 |
Trustees’ fees | 4,229 | 486 | 210 |
Custodian fees | 45,068 | 31,453 | 31,611 |
Printing and postage | 14,084 | 8,190 | 6,878 |
Professional fees | 25,385 | 9,531 | 8,303 |
Stock exchange listing fees | 5,952 | 4,278 | 4,293 |
Other | 11,453 | 5,951 | 5,811 |
Total expenses | 993,482 | 192,235 | 96,520 |
Less expense reductions | (81,362) | (63,631) | (61,811) |
Net expenses | 912,120 | 128,604 | 34,709 |
Net investment income | 2,190,365 | 136,146 | 250,807 |
Realized and unrealized gain (loss) | |||
Net realized gain (loss) on | |||
Unaffiliated investments and foreign currency transactions | (898,133) | (94,158) | (129,198) |
Affiliated investments | (89) | 6 | — |
Futures contracts | (5,485) | (690) | (284) |
Redemptions in kind | 18,324,474 | 2,505,742 | 177,751 |
17,420,767 | 2,410,900 | 48,269 | |
Change in net unrealized appreciation (depreciation) of | |||
Unaffiliated investments and translation of assets and liabilities in foreign currencies | (6,303,556) | 7,342,819 | (140,355) |
Affiliated investments | (1) | (8) | — |
(6,303,557) | 7,342,811 | (140,355) | |
Net realized and unrealized gain (loss) | 11,117,210 | 9,753,711 | (92,086) |
Increase in net assets from operations | $13,307,575 | $9,889,857 | $158,721 |
82 | JOHN HANCOCK MULTIFACTOR ETFS | SEMIANNUAL | SEE NOTES TO FINANCIAL STATEMENTS |
Multifactor Consumer Discretionary ETF | Multifactor Consumer Staples ETF | Multifactor Developed International ETF | ||||
Six months ended 10-31-21 (unaudited) | Year ended 4-30-21 | Six months ended 10-31-21 (unaudited) | Year ended 4-30-21 | Six months ended 10-31-21 (unaudited) | Year ended 4-30-21 | |
Increase (decrease) in net assets | ||||||
From operations | ||||||
Net investment income | $72,290 | $164,837 | $209,656 | $513,045 | $7,804,520 | $11,281,728 |
Net realized gain | 9,433,345 | 7,030,879 | 267,002 | 1,412,404 | 12,308,127 | 30,563,800 |
Change in net unrealized appreciation (depreciation) | (7,574,378) | 14,748,233 | (246,387) | 3,480,570 | (2,111,298) | 115,721,656 |
Increase in net assets resulting from operations | 1,931,257 | 21,943,949 | 230,271 | 5,406,019 | 18,001,349 | 157,567,184 |
Distributions to shareholders | ||||||
From earnings | (74,518) | (247,807) | (198,891) | (558,496) | (8,073,126) | (9,397,948) |
From fund share transactions | ||||||
Shares issued | 2,113,114 | 20,031,773 | 1,044,709 | 5,503,576 | 81,966,902 | 54,554,414 |
Shares repurchased | (26,732,503) | (23,211,076) | (1,043,388) | (7,710,219) | (48,159,429) | (150,990,640) |
Total from fund share transactions | (24,619,389) | (3,179,303) | 1,321 | (2,206,643) | 33,807,473 | (96,436,226) |
Total increase (decrease) | (22,762,650) | 18,516,839 | 32,701 | 2,640,880 | 43,735,696 | 51,733,010 |
Net assets | ||||||
Beginning of period | 49,688,155 | 31,171,316 | 21,852,064 | 19,211,184 | 484,770,304 | 433,037,294 |
End of period | $26,925,505 | $49,688,155 | $21,884,765 | $21,852,064 | $528,506,000 | $484,770,304 |
Share activity | ||||||
Shares outstanding | ||||||
Beginning of period | 950,000 | 1,040,000 | 630,000 | 690,000 | 14,500,000 | 17,800,000 |
Shares issued | 40,000 | 450,000 | 30,000 | 180,000 | 2,400,000 | 1,800,000 |
Shares repurchased | (510,000) | (540,000) | (30,000) | (240,000) | (1,400,000) | (5,100,000) |
End of period | 480,000 | 950,000 | 630,000 | 630,000 | 15,500,000 | 14,500,000 |
SEE NOTES TO FINANCIAL STATEMENTS | SEMIANNUAL | JOHN HANCOCK MULTIFACTOR ETFS | 83 |
Multifactor Emerging Markets ETF | Multifactor Energy ETF | Multifactor Financials ETF | ||||
Six months ended 10-31-21 (unaudited) | Year ended 4-30-21 | Six months ended 10-31-21 (unaudited) | Year ended 4-30-21 | Six months ended 10-31-21 (unaudited) | Year ended 4-30-21 | |
Increase (decrease) in net assets | ||||||
From operations | ||||||
Net investment income | $10,489,006 | $13,343,232 | $340,125 | $450,012 | $287,065 | $533,810 |
Net realized gain (loss) | 1,466,825 | 22,118,632 | 1,894,774 | (3,941,842) | 967,057 | 514,851 |
Change in net unrealized appreciation (depreciation) | (38,577,988) | 237,608,075 | 2,019,840 | 8,268,496 | 1,846,761 | 13,276,539 |
Increase (decrease) in net assets resulting from operations | (26,622,157) | 273,069,939 | 4,254,739 | 4,776,666 | 3,100,883 | 14,325,200 |
Distributions to shareholders | ||||||
From earnings | (5,717,088) | (13,029,002) | (233,863) | (500,319) | (253,358) | (551,255) |
From fund share transactions | ||||||
Shares issued | 24,200,144 | 54,036,551 | 7,334,635 | 5,745,399 | 3,582,219 | 5,840,995 |
Shares repurchased | (18,621,503) | (263,216,902) | (10,044,886) | (4,477,954) | (2,574,686) | (12,694,923) |
Total from fund share transactions | 5,578,641 | (209,180,351) | (2,710,251) | 1,267,445 | 1,007,533 | (6,853,928) |
Total increase (decrease) | (26,760,604) | 50,860,586 | 1,310,625 | 5,543,792 | 3,855,058 | 6,920,017 |
Net assets | ||||||
Beginning of period | 735,973,516 | 685,112,930 | 20,560,044 | 15,016,252 | 37,277,913 | 30,357,896 |
End of period | $709,212,912 | $735,973,516 | $21,870,669 | $20,560,044 | $41,132,971 | $37,277,913 |
Share activity | ||||||
Shares outstanding | ||||||
Beginning of period | 23,600,000 | 31,700,000 | 1,080,000 | 1,080,000 | 740,000 | 970,000 |
Shares issued | 800,000 | 1,900,000 | 350,000 | 360,000 | 70,000 | 140,000 |
Shares repurchased | (600,000) | (10,000,000) | (490,000) | (360,000) | (50,000) | (370,000) |
End of period | 23,800,000 | 23,600,000 | 940,000 | 1,080,000 | 760,000 | 740,000 |
84 | JOHN HANCOCK MULTIFACTOR ETFS | SEMIANNUAL | SEE NOTES TO FINANCIAL STATEMENTS |
Multifactor Healthcare ETF | Multifactor Industrials ETF | Multifactor Large Cap ETF | ||||
Six months ended 10-31-21 (unaudited) | Year ended 4-30-21 | Six months ended 10-31-21 (unaudited) | Year ended 4-30-21 | Six months ended 10-31-21 (unaudited) | Year ended 4-30-21 | |
Increase (decrease) in net assets | ||||||
From operations | ||||||
Net investment income | $286,763 | $854,524 | $142,472 | $374,804 | $4,356,745 | $12,991,730 |
Net realized gain | 4,152,256 | 3,974,327 | 11,212,607 | 3,278,792 | 15,862,447 | 195,388,330 |
Change in net unrealized appreciation (depreciation) | (446,289) | 7,034,279 | (9,775,588) | 13,959,322 | 43,069,306 | 146,531,945 |
Increase in net assets resulting from operations | 3,992,730 | 11,863,130 | 1,579,491 | 17,612,918 | 63,288,498 | 354,912,005 |
Distributions to shareholders | ||||||
From earnings | (170,605) | (1,198,927) | (193,416) | (366,029) | (3,857,831) | (15,992,156) |
From fund share transactions | ||||||
Shares issued | 7,867,354 | 12,813,470 | 5,757,772 | 25,764,261 | 59,551,585 | 208,314,848 |
Shares repurchased | (11,533,931) | (14,717,132) | (41,274,362) | (14,299,595) | (42,374,847) | (630,687,338) |
Total from fund share transactions | (3,666,577) | (1,903,662) | (35,516,590) | 11,464,666 | 17,176,738 | (422,372,490) |
Total increase (decrease) | 155,548 | 8,760,541 | (34,130,515) | 28,711,555 | 76,607,405 | (83,452,641) |
Net assets | ||||||
Beginning of period | 51,967,457 | 43,206,916 | 50,959,395 | 22,247,840 | 705,761,481 | 789,214,122 |
End of period | $52,123,005 | $51,967,457 | $16,828,880 | $50,959,395 | $782,368,886 | $705,761,481 |
Share activity | ||||||
Shares outstanding | ||||||
Beginning of period | 1,120,000 | 1,170,000 | 990,000 | 700,000 | 13,225,000 | 21,825,000 |
Shares issued | 160,000 | 300,000 | 110,000 | 610,000 | 1,075,000 | 4,675,000 |
Shares repurchased | (240,000) | (350,000) | (790,000) | (320,000) | (775,000) | (13,275,000) |
End of period | 1,040,000 | 1,120,000 | 310,000 | 990,000 | 13,525,000 | 13,225,000 |
SEE NOTES TO FINANCIAL STATEMENTS | SEMIANNUAL | JOHN HANCOCK MULTIFACTOR ETFS | 85 |
Multifactor Materials ETF | Multifactor Media and Communications ETF | Multifactor Mid Cap ETF | ||||
Six months ended 10-31-21 (unaudited) | Year ended 4-30-21 | Six months ended 10-31-21 (unaudited) | Year ended 4-30-21 | Six months ended 10-31-21 (unaudited) | Year ended 4-30-21 | |
Increase (decrease) in net assets | ||||||
From operations | ||||||
Net investment income | $183,530 | $398,633 | $100,551 | $259,294 | $12,535,314 | $16,266,095 |
Net realized gain | 4,218,883 | 2,161,603 | 3,278,694 | 5,560,156 | 44,040,523 | 135,910,077 |
Change in net unrealized appreciation (depreciation) | (4,180,633) | 9,578,099 | (3,971,740) | 6,775,861 | 92,402,906 | 664,505,714 |
Increase (decrease) in net assets resulting from operations | 221,780 | 12,138,335 | (592,495) | 12,595,311 | 148,978,743 | 816,681,886 |
Distributions to shareholders | ||||||
From earnings | (192,949) | (388,841) | (117,725) | (245,994) | (6,534,210) | (19,552,628) |
From fund share transactions | ||||||
Shares issued | 5,283,120 | 3,964,212 | 1,955,360 | 11,325,278 | 266,519,726 | 447,810,930 |
Shares repurchased | (13,136,891) | (5,678,762) | (12,702,487) | (14,768,131) | (88,060,439) | (412,696,585) |
Total from fund share transactions | (7,853,771) | (1,714,550) | (10,747,127) | (3,442,853) | 178,459,287 | 35,114,345 |
Total increase (decrease) | (7,824,940) | 10,034,944 | (11,457,347) | 8,906,464 | 320,903,820 | 832,243,603 |
Net assets | ||||||
Beginning of period | 27,200,382 | 17,165,438 | 31,258,967 | 22,352,503 | 2,163,453,002 | 1,331,209,399 |
End of period | $19,375,442 | $27,200,382 | $19,801,620 | $31,258,967 | $2,484,356,822 | $2,163,453,002 |
Share activity | ||||||
Shares outstanding | ||||||
Beginning of period | 580,000 | 610,000 | 810,000 | 890,000 | 41,975,000 | 41,100,000 |
Shares issued | 110,000 | 100,000 | 50,000 | 350,000 | 5,075,000 | 10,175,000 |
Shares repurchased | (280,000) | (130,000) | (330,000) | (430,000) | (1,650,000) | (9,300,000) |
End of period | 410,000 | 580,000 | 530,000 | 810,000 | 45,400,000 | 41,975,000 |
86 | JOHN HANCOCK MULTIFACTOR ETFS | SEMIANNUAL | SEE NOTES TO FINANCIAL STATEMENTS |
Multifactor Small Cap ETF | Multifactor Technology ETF | Multifactor Utilities ETF | ||||
Six months ended 10-31-21 (unaudited) | Year ended 4-30-21 | Six months ended 10-31-21 (unaudited) | Year ended 4-30-21 | Six months ended 10-31-21 (unaudited) | Year ended 4-30-21 | |
Increase (decrease) in net assets | ||||||
From operations | ||||||
Net investment income | $2,190,365 | $6,411,675 | $136,146 | $355,175 | $250,807 | $646,585 |
Net realized gain (loss) | 17,420,767 | 104,173,049 | 2,410,900 | 6,240,602 | 48,269 | (1,094,964) |
Change in net unrealized appreciation (depreciation) | (6,303,557) | 143,292,343 | 7,342,811 | 14,622,167 | (140,355) | 3,861,303 |
Increase in net assets resulting from operations | 13,307,575 | 253,877,067 | 9,889,857 | 21,217,944 | 158,721 | 3,412,924 |
Distributions to shareholders | ||||||
From earnings | (2,086,941) | (6,392,741) | (157,407) | (476,955) | (215,462) | (763,275) |
From fund share transactions | ||||||
Shares issued | 54,428,324 | 86,845,386 | 10,641,182 | 14,150,067 | 1,014,993 | — |
Shares repurchased | (48,248,133) | (371,277,175) | (4,698,612) | (14,332,508) | (1,008,729) | (10,753,405) |
Total from fund share transactions | 6,180,191 | (284,431,789) | 5,942,570 | (182,441) | 6,264 | (10,753,405) |
Total increase (decrease) | 17,400,825 | (36,947,463) | 15,675,020 | 20,558,548 | (50,477) | (8,103,756) |
Net assets | ||||||
Beginning of period | 426,298,315 | 463,245,778 | 56,825,235 | 36,266,687 | 17,349,944 | 25,453,700 |
End of period | $443,699,140 | $426,298,315 | $72,500,255 | $56,825,235 | $17,299,467 | $17,349,944 |
Share activity | ||||||
Shares outstanding | ||||||
Beginning of period | 12,075,000 | 21,275,000 | 670,000 | 680,000 | 520,000 | 870,000 |
Shares issued | 1,550,000 | 2,950,000 | 120,000 | 190,000 | 30,000 | — |
Shares repurchased | (1,375,000) | (12,150,000) | (50,000) | (200,000) | (30,000) | (350,000) |
End of period | 12,250,000 | 12,075,000 | 740,000 | 670,000 | 520,000 | 520,000 |
SEE NOTES TO FINANCIAL STATEMENTS | SEMIANNUAL | JOHN HANCOCK MULTIFACTOR ETFS | 87 |
Period ended | 10-31-211 | 4-30-21 | 4-30-20 | 4-30-19 | 4-30-18 | 4-30-17 |
Per share operating performance | ||||||
Net asset value, beginning of period | $52.30 | $29.97 | $33.73 | $30.65 | $28.04 | $25.56 |
Net investment income2 | 0.11 | 0.17 | 0.41 | 0.37 | 0.32 | 0.51 |
Net realized and unrealized gain (loss) on investments | 3.78 | 22.41 | (3.76) | 3.11 | 2.58 | 2.45 |
Total from investment operations | 3.89 | 22.58 | (3.35) | 3.48 | 2.90 | 2.96 |
Less distributions | ||||||
From net investment income | (0.10) | (0.25) | (0.41) | (0.40) | (0.29) | (0.48) |
Net asset value, end of period | $56.09 | $52.30 | $29.97 | $33.73 | $30.65 | $28.04 |
Total return (%)3 | 7.454 | 75.70 | (10.08) | 11.57 | 10.37 | 11.78 |
Ratios and supplemental data | ||||||
Net assets, end of period (in millions) | $27 | $50 | $31 | $42 | $47 | $31 |
Ratios (as a percentage of average net assets): | ||||||
Expenses before reductions | 0.765 | 0.71 | 0.73 | 0.73 | 0.85 | 1.07 |
Expenses including reductions | 0.405 | 0.40 | 0.40 | 0.47 | 0.50 | 0.50 |
Net investment income | 0.415 | 0.41 | 1.23 | 1.17 | 1.08 | 1.93 |
Portfolio turnover (%)6 | 4 | 17 | 20 | 42 | 9 | 16 |
1 | Six months ended 10-31-21. Unaudited. |
2 | Based on average daily shares outstanding. |
3 | Total returns would have been lower had certain expenses not been reduced during the applicable periods. |
4 | Not annualized. |
5 | Annualized. |
6 | Portfolio turnover rate excludes securities received or delivered from in-kind transactions. |
Period ended | 10-31-211 | 4-30-21 | 4-30-20 | 4-30-19 | 4-30-18 | 4-30-17 |
Per share operating performance | ||||||
Net asset value, beginning of period | $34.69 | $27.84 | $28.02 | $25.35 | $26.48 | $25.14 |
Net investment income2 | 0.33 | 0.70 | 0.65 | 0.75 | 0.55 | 0.48 |
Net realized and unrealized gain (loss) on investments | 0.04 | 6.89 | (0.17) | 2.66 | (1.24) | 1.21 |
Total from investment operations | 0.37 | 7.59 | 0.48 | 3.41 | (0.69) | 1.69 |
Less distributions | ||||||
From net investment income | (0.32) | (0.74) | (0.66) | (0.74) | (0.44) | (0.35) |
Net asset value, end of period | $34.74 | $34.69 | $27.84 | $28.02 | $25.35 | $26.48 |
Total return (%)3 | 1.074 | 27.69 | 1.62 | 13.89 | (2.67) | 6.75 |
Ratios and supplemental data | ||||||
Net assets, end of period (in millions) | $22 | $22 | $19 | $29 | $22 | $17 |
Ratios (as a percentage of average net assets): | ||||||
Expenses before reductions | 0.96 | 0.94 | 0.83 | 0.91 | 1.07 | 1.18 |
Expenses including reductions | 0.405 | 0.40 | 0.40 | 0.47 | 0.50 | 0.50 |
Net investment income | 1.905 | 2.25 | 2.27 | 2.87 | 2.05 | 1.86 |
Portfolio turnover (%)6 | 6 | 10 | 12 | 14 | 14 | 11 |
1 | Six months ended 10-31-21. Unaudited. |
2 | Based on average daily shares outstanding. |
3 | Total returns would have been lower had certain expenses not been reduced during the applicable periods. |
4 | Not annualized. |
5 | Annualized. |
6 | Portfolio turnover rate excludes securities received or delivered from in-kind transactions. |
88 | JOHN HANCOCK MULTIFACTOR ETFS | SEMIANNUAL | SEE NOTES TO FINANCIAL STATEMENTS |
Period ended | 10-31-211 | 4-30-21 | 4-30-20 | 4-30-19 | 4-30-18 | 4-30-172 |
Per share operating performance | ||||||
Net asset value, beginning of period | $33.43 | $24.33 | $28.75 | $30.68 | $27.17 | $24.54 |
Net investment income3 | 0.53 | 0.70 | 0.73 | 0.91 | 0.77 | 0.31 |
Net realized and unrealized gain (loss) on investments | 0.71 | 8.99 | (4.21) | (2.31) | 3.43 | 2.32 |
Total from investment operations | 1.24 | 9.69 | (3.48) | (1.40) | 4.20 | 2.63 |
Less distributions | ||||||
From net investment income | (0.57) | (0.59) | (0.94) | (0.53) | (0.69) | — |
Net asset value, end of period | $34.10 | $33.43 | $24.33 | $28.75 | $30.68 | $27.17 |
Total return (%)4 | 3.685 | 40.26 | (12.57) | (4.54) | 15.64 | 10.735 |
Ratios and supplemental data | ||||||
Net assets, end of period (in millions) | $529 | $485 | $433 | $512 | $68 | $33 |
Ratios (as a percentage of average net assets): | ||||||
Expenses before reductions | 0.426 | 0.43 | 0.52 | 0.55 | 0.80 | 0.996 |
Expenses including reductions | 0.396 | 0.39 | 0.45 | 0.45 | 0.45 | 0.456 |
Net investment income | 3.076 | 2.43 | 2.46 | 3.28 | 2.60 | 3.026 |
Portfolio turnover (%)7 | 5 | 8 | 10 | 17 | 15 | 8 |
1 | Six months ended 10-31-21. Unaudited. |
2 | Period from 12-15-16 (commencement of operations) to 4-30-17. |
3 | Based on average daily shares outstanding. |
4 | Total returns would have been lower had certain expenses not been reduced during the applicable periods. |
5 | Not annualized. |
6 | Annualized. |
7 | Portfolio turnover rate excludes securities received or delivered from in-kind transactions. |
Period ended | 10-31-211 | 4-30-21 | 4-30-20 | 4-30-192 |
Per share operating performance | ||||
Net asset value, beginning of period | $31.19 | $21.61 | $25.87 | $25.00 |
Net investment income3 | 0.44 | 0.50 | 0.66 | 0.14 |
Net realized and unrealized gain (loss) on investments | (1.59) | 9.57 | (4.29) | 0.78 |
Total from investment operations | (1.15) | 10.07 | (3.63) | 0.92 |
Less distributions | ||||
From net investment income | (0.24) | (0.49) | (0.63) | (0.05) |
Net asset value, end of period | $29.80 | $31.19 | $21.61 | $25.87 |
Total return (%)4 | (3.72)5 | 46.99 | (14.44) | 3.715 |
Ratios and supplemental data | ||||
Net assets, end of period (in millions) | $709 | $736 | $685 | $818 |
Ratios (as a percentage of average net assets): | ||||
Expenses before reductions | 0.556 | 0.55 | 0.67 | 0.716 |
Expenses including reductions | 0.496 | 0.49 | 0.55 | 0.556 |
Net investment income | 2.886 | 1.89 | 2.69 | 0.976 |
Portfolio turnover (%)7 | 6 | 25 | 22 | 3 |
1 | Six months ended 10-31-21. Unaudited. |
2 | Period from 9-27-18 (commencement of operations) to 4-30-19. |
3 | Based on average daily shares outstanding. |
4 | Total returns would have been lower had certain expenses not been reduced during the applicable periods. |
5 | Not annualized. |
6 | Annualized. |
7 | Portfolio turnover rate excludes securities received or delivered from in-kind transactions. |
SEE NOTES TO FINANCIAL STATEMENTS | SEMIANNUAL | JOHN HANCOCK MULTIFACTOR ETFS | 89 |
Period ended | 10-31-211 | 4-30-21 | 4-30-20 | 4-30-19 | 4-30-18 | 4-30-17 |
Per share operating performance | ||||||
Net asset value, beginning of period | $19.04 | $13.90 | $26.78 | $31.39 | $27.42 | $27.23 |
Net investment income2 | 0.33 | 0.43 | 1.353 | 0.51 | 0.664 | 0.42 |
Net realized and unrealized gain (loss) on investments | 4.09 | 5.20 | (12.80) | (4.59) | 3.85 | 0.06 |
Total from investment operations | 4.42 | 5.63 | (11.45) | (4.08) | 4.51 | 0.48 |
Less distributions | ||||||
From net investment income | (0.19) | (0.49) | (1.43) | (0.53) | (0.54) | (0.29) |
Net asset value, end of period | $23.27 | $19.04 | $13.90 | $26.78 | $31.39 | $27.42 |
Total return (%)5 | 23.276 | 41.67 | (44.93) | (12.84) | 16.69 | 1.73 |
Ratios and supplemental data | ||||||
Net assets, end of period (in millions) | $22 | $21 | $15 | $26 | $37 | $16 |
Ratios (as a percentage of average net assets): | ||||||
Expenses before reductions | 0.987 | 1.18 | 1.05 | 0.86 | 1.07 | 1.15 |
Expenses including reductions | 0.407 | 0.40 | 0.40 | 0.48 | 0.50 | 0.50 |
Net investment income | 3.177 | 2.91 | 6.383 | 1.72 | 2.354 | 1.46 |
Portfolio turnover (%)8 | 6 | 37 | 22 | 25 | 16 | 30 |
1 | Six months ended 10-31-21. Unaudited. |
2 | Based on average daily shares outstanding. |
3 | Net investment income (loss) per share and ratio of net investment income (loss) to average net assets reflect a special dividend received by the fund, which amounted to $0.82 and 3.84%, respectively. |
4 | Net investment income (loss) per share and ratio of net investment income (loss) to average net assets reflect a special dividend received by the fund, which amounted to $0.16 and 0.58%, respectively. |
5 | Total returns would have been lower had certain expenses not been reduced during the applicable periods. |
6 | Not annualized. |
7 | Annualized. |
8 | Portfolio turnover rate excludes securities received or delivered from in-kind transactions. |
Period ended | 10-31-211 | 4-30-21 | 4-30-20 | 4-30-19 | 4-30-18 | 4-30-17 |
Per share operating performance | ||||||
Net asset value, beginning of period | $50.38 | $31.30 | $38.10 | $36.86 | $31.48 | $25.35 |
Net investment income2 | 0.38 | 0.69 | 0.70 | 0.57 | 0.45 | 0.38 |
Net realized and unrealized gain (loss) on investments | 3.70 | 19.11 | (6.64) | 1.21 | 5.30 | 6.10 |
Total from investment operations | 4.08 | 19.80 | (5.94) | 1.78 | 5.75 | 6.48 |
Less distributions | ||||||
From net investment income | (0.34) | (0.72) | (0.86) | (0.54) | (0.37) | (0.35) |
Net asset value, end of period | $54.12 | $50.38 | $31.30 | $38.10 | $36.86 | $31.48 |
Total return (%)3 | 8.154 | 64.14 | (16.06) | 5.15 | 18.33 | 25.78 |
Ratios and supplemental data | ||||||
Net assets, end of period (in millions) | $41 | $37 | $30 | $48 | $69 | $43 |
Ratios (as a percentage of average net assets): | ||||||
Expenses before reductions | 0.725 | 0.81 | 0.72 | 0.66 | 0.75 | 0.99 |
Expenses including reductions | 0.405 | 0.40 | 0.40 | 0.47 | 0.50 | 0.50 |
Net investment income | 1.465 | 1.82 | 1.86 | 1.57 | 1.26 | 1.32 |
Portfolio turnover (%)6 | 4 | 11 | 10 | 9 | 8 | 7 |
1 | Six months ended 10-31-21. Unaudited. |
2 | Based on average daily shares outstanding. |
3 | Total returns would have been lower had certain expenses not been reduced during the applicable periods. |
4 | Not annualized. |
5 | Annualized. |
6 | Portfolio turnover rate excludes securities received or delivered from in-kind transactions. |
90 | JOHN HANCOCK MULTIFACTOR ETFS | SEMIANNUAL | SEE NOTES TO FINANCIAL STATEMENTS |
Period ended | 10-31-211 | 4-30-21 | 4-30-20 | 4-30-19 | 4-30-18 | 4-30-17 |
Per share operating performance | ||||||
Net asset value, beginning of period | $46.40 | $36.93 | $33.33 | $31.14 | $28.59 | $25.77 |
Net investment income2 | 0.27 | 0.75 | 0.60 | 0.73 | 0.24 | 0.30 |
Net realized and unrealized gain (loss) on investments | 3.62 | 9.81 | 3.91 | 1.71 | 2.62 | 2.72 |
Total from investment operations | 3.89 | 10.56 | 4.51 | 2.44 | 2.86 | 3.02 |
Less distributions | ||||||
From net investment income | (0.17) | (1.09) | (0.91) | (0.25) | (0.31) | (0.20) |
Net asset value, end of period | $50.12 | $46.40 | $36.93 | $33.33 | $31.14 | $28.59 |
Total return (%)3 | 8.394 | 29.08 | 13.70 | 7.89 | 10.04 | 11.78 |
Ratios and supplemental data | ||||||
Net assets, end of period (in millions) | $52 | $52 | $43 | $54 | $41 | $33 |
Ratios (as a percentage of average net assets): | ||||||
Expenses before reductions | 0.645 | 0.67 | 0.68 | 0.66 | 0.86 | 1.06 |
Expenses including reductions | 0.405 | 0.40 | 0.40 | 0.46 | 0.50 | 0.50 |
Net investment income | 1.105 | 1.82 | 1.72 | 2.18 | 0.79 | 1.12 |
Portfolio turnover (%)6 | 39 | 11 | 10 | 21 | 11 | 14 |
1 | Six months ended 10-31-21. Unaudited. |
2 | Based on average daily shares outstanding. |
3 | Total returns would have been lower had certain expenses not been reduced during the applicable periods. |
4 | Not annualized. |
5 | Annualized. |
6 | Portfolio turnover rate excludes securities received or delivered from in-kind transactions. |
Period ended | 10-31-211 | 4-30-21 | 4-30-20 | 4-30-19 | 4-30-18 | 4-30-17 |
Per share operating performance | ||||||
Net asset value, beginning of period | $51.47 | $31.78 | $37.41 | $33.75 | $30.40 | $25.37 |
Net investment income2 | 0.25 | 0.42 | 0.52 | 0.59 | 0.33 | 0.35 |
Net realized and unrealized gain (loss) on investments | 2.82 | 19.70 | (5.64) | 3.69 | 3.33 | 4.94 |
Total from investment operations | 3.07 | 20.12 | (5.12) | 4.28 | 3.66 | 5.29 |
Less distributions | ||||||
From net investment income | (0.25) | (0.43) | (0.51) | (0.62) | (0.31) | (0.26) |
Net asset value, end of period | $54.29 | $51.47 | $31.78 | $37.41 | $33.75 | $30.40 |
Total return (%)3 | 5.984 | 63.78 | (13.92) | 13.16 | 12.04 | 20.95 |
Ratios and supplemental data | ||||||
Net assets, end of period (in millions) | $17 | $51 | $22 | $32 | $32 | $21 |
Ratios (as a percentage of average net assets): | ||||||
Expenses before reductions | 0.815 | 0.73 | 0.86 | 0.90 | 0.98 | 1.12 |
Expenses including reductions | 0.405 | 0.40 | 0.40 | 0.47 | 0.50 | 0.50 |
Net investment income | 0.945 | 1.01 | 1.42 | 1.70 | 0.98 | 1.24 |
Portfolio turnover (%)6 | 3 | 13 | 21 | 49 | 3 | 8 |
1 | Six months ended 10-31-21. Unaudited. |
2 | Based on average daily shares outstanding. |
3 | Total returns would have been lower had certain expenses not been reduced during the applicable periods. |
4 | Not annualized. |
5 | Annualized. |
6 | Portfolio turnover rate excludes securities received or delivered from in-kind transactions. |
SEE NOTES TO FINANCIAL STATEMENTS | SEMIANNUAL | JOHN HANCOCK MULTIFACTOR ETFS | 91 |
Period ended | 10-31-211 | 4-30-21 | 4-30-20 | 4-30-19 | 4-30-18 | 4-30-17 |
Per share operating performance | ||||||
Net asset value, beginning of period | $53.37 | $36.16 | $37.97 | $34.52 | $31.09 | $26.69 |
Net investment income2 | 0.33 | 0.66 | 0.73 | 0.70 | 0.51 | 0.49 |
Net realized and unrealized gain (loss) on investments | 4.44 | 17.30 | (1.83) | 3.25 | 3.42 | 4.31 |
Total from investment operations | 4.77 | 17.96 | (1.10) | 3.95 | 3.93 | 4.80 |
Less distributions | ||||||
From net investment income | (0.29) | (0.75) | (0.71) | (0.50) | (0.50) | (0.40) |
Net asset value, end of period | $57.85 | $53.37 | $36.16 | $37.97 | $34.52 | $31.09 |
Total return (%)3 | 8.984 | 50.22 | (3.04) | 11.74 | 12.69 | 18.13 |
Ratios and supplemental data | ||||||
Net assets, end of period (in millions) | $782 | $706 | $789 | $922 | $401 | $342 |
Ratios (as a percentage of average net assets): | ||||||
Expenses before reductions | 0.325 | 0.31 | 0.34 | 0.35 | 0.40 | 0.45 |
Expenses including reductions | 0.295 | 0.29 | 0.33 | 0.34 | 0.35 | 0.35 |
Net investment income | 1.185 | 1.50 | 1.92 | 1.96 | 1.53 | 1.67 |
Portfolio turnover (%)6 | 2 | 7 | 6 | 6 | 5 | 12 |
1 | Six months ended 10-31-21. Unaudited. |
2 | Based on average daily shares outstanding. |
3 | Total returns would have been lower had certain expenses not been reduced during the applicable periods. |
4 | Not annualized. |
5 | Annualized. |
6 | Portfolio turnover rate excludes securities received or delivered from in-kind transactions. |
Period ended | 10-31-211 | 4-30-21 | 4-30-20 | 4-30-19 | 4-30-18 | 4-30-17 |
Per share operating performance | ||||||
Net asset value, beginning of period | $46.90 | $28.14 | $32.51 | $34.00 | $30.85 | $26.76 |
Net investment income2 | 0.35 | 0.63 | 0.58 | 0.55 | 0.44 | 0.44 |
Net realized and unrealized gain (loss) on investments | 0.33 | 18.74 | (4.31) | (1.54) | 3.13 | 3.97 |
Total from investment operations | 0.68 | 19.37 | (3.73) | (0.99) | 3.57 | 4.41 |
Less distributions | ||||||
From net investment income | (0.32) | (0.61) | (0.64) | (0.50) | (0.42) | (0.32) |
Net asset value, end of period | $47.26 | $46.90 | $28.14 | $32.51 | $34.00 | $30.85 |
Total return (%)3 | 1.464 | 69.61 | (11.77) | (2.76) | 11.62 | 16.58 |
Ratios and supplemental data | ||||||
Net assets, end of period (in millions) | $19 | $27 | $17 | $23 | $23 | $20 |
Ratios (as a percentage of average net assets): | ||||||
Expenses before reductions | 0.895 | 0.92 | 1.01 | 1.01 | 1.05 | 1.15 |
Expenses including reductions | 0.405 | 0.40 | 0.40 | 0.47 | 0.50 | 0.50 |
Net investment income | 1.485 | 1.71 | 1.82 | 1.68 | 1.32 | 1.51 |
Portfolio turnover (%)6 | 7 | 16 | 20 | 46 | 10 | 17 |
1 | Six months ended 10-31-21. Unaudited. |
2 | Based on average daily shares outstanding. |
3 | Total returns would have been lower had certain expenses not been reduced during the applicable periods. |
4 | Not annualized. |
5 | Annualized. |
6 | Portfolio turnover rate excludes securities received or delivered from in-kind transactions. |
92 | JOHN HANCOCK MULTIFACTOR ETFS | SEMIANNUAL | SEE NOTES TO FINANCIAL STATEMENTS |
Period ended | 10-31-211 | 4-30-21 | 4-30-20 | 4-30-192 |
Per share operating performance | ||||
Net asset value, beginning of period | $38.59 | $25.12 | $26.51 | $25.00 |
Net investment income3 | 0.15 | 0.29 | 0.29 | 0.04 |
Net realized and unrealized gain (loss) on investments | (1.23) | 13.45 | (1.48) | 1.47 |
Total from investment operations | (1.08) | 13.74 | (1.19) | 1.51 |
Less distributions | ||||
From net investment income | (0.15) | (0.27) | (0.20) | — |
Net asset value, end of period | $37.36 | $38.59 | $25.12 | $26.51 |
Total return (%)4 | (2.83)5 | 55.00 | (4.60) | 6.055 |
Ratios and supplemental data | ||||
Net assets, end of period (in millions) | $20 | $31 | $22 | $24 |
Ratios (as a percentage of average net assets): | ||||
Expenses before reductions | 0.856 | 0.77 | 1.02 | 2.986 |
Expenses including reductions | 0.406 | 0.40 | 0.40 | 0.406 |
Net investment income | 0.766 | 0.91 | 1.07 | 1.296 |
Portfolio turnover (%)7 | 8 | 20 | 19 | 0 |
1 | Six months ended 10-31-21. Unaudited. |
2 | Period from 3-12-19 (commencement of operations) to 4-30-19. |
3 | Based on average daily shares outstanding. |
4 | Total returns would have been lower had certain expenses not been reduced during the applicable periods. |
5 | Not annualized. |
6 | Annualized. |
7 | Portfolio turnover rate excludes securities received or delivered from in-kind transactions. |
Period ended | 10-31-211 | 4-30-21 | 4-30-20 | 4-30-19 | 4-30-18 | 4-30-17 |
Per share operating performance | ||||||
Net asset value, beginning of period | $51.54 | $32.39 | $36.60 | $34.04 | $30.65 | $26.07 |
Net investment income2 | 0.29 | 0.39 | 0.48 | 0.53 | 0.34 | 0.33 |
Net realized and unrealized gain (loss) on investments | 3.04 | 19.23 | (4.29) | 2.44 | 3.36 | 4.58 |
Total from investment operations | 3.33 | 19.62 | (3.81) | 2.97 | 3.70 | 4.91 |
Less distributions | ||||||
From net investment income | (0.15) | (0.47) | (0.40) | (0.41) | (0.31) | (0.33) |
Net asset value, end of period | $54.72 | $51.54 | $32.39 | $36.60 | $34.04 | $30.65 |
Total return (%)3 | 6.484 | 61.03 | (10.56) | 8.98 | 12.11 | 18.96 |
Ratios and supplemental data | ||||||
Net assets, end of period (in millions) | $2,484 | $2,163 | $1,331 | $1,030 | $332 | $170 |
Ratios (as a percentage of average net assets): | ||||||
Expenses before reductions | 0.425 | 0.42 | 0.43 | 0.45 | 0.52 | 0.61 |
Expenses including reductions | 0.415 | 0.41 | 0.42 | 0.44 | 0.45 | 0.45 |
Net investment income | 1.085 | 0.96 | 1.33 | 1.53 | 1.03 | 1.16 |
Portfolio turnover (%)6 | 6 | 20 | 11 | 13 | 11 | 14 |
1 | Six months ended 10-31-21. Unaudited. |
2 | Based on average daily shares outstanding. |
3 | Total returns would have been lower had certain expenses not been reduced during the applicable periods. |
4 | Not annualized. |
5 | Annualized. |
6 | Portfolio turnover rate excludes securities received or delivered from in-kind transactions. |
SEE NOTES TO FINANCIAL STATEMENTS | SEMIANNUAL | JOHN HANCOCK MULTIFACTOR ETFS | 93 |
Period ended | 10-31-211 | 4-30-21 | 4-30-20 | 4-30-19 | 4-30-182 |
Per share operating performance | |||||
Net asset value, beginning of period | $35.30 | $21.77 | $26.89 | $25.69 | $25.00 |
Net investment income3 | 0.18 | 0.36 | 0.33 | 0.29 | 0.13 |
Net realized and unrealized gain (loss) on investments | 0.91 | 13.51 | (5.13) | 1.16 | 0.56 |
Total from investment operations | 1.09 | 13.87 | (4.80) | 1.45 | 0.69 |
Less distributions | |||||
From net investment income | (0.17) | (0.34) | (0.32) | (0.25) | — |
Net asset value, end of period | $36.22 | $35.30 | $21.77 | $26.89 | $25.69 |
Total return (%)4 | 3.095 | 64.17 | (18.07) | 5.71 | 2.775 |
Ratios and supplemental data | |||||
Net assets, end of period (in millions) | $444 | $426 | $463 | $439 | $39 |
Ratios (as a percentage of average net assets): | |||||
Expenses before reductions | 0.466 | 0.45 | 0.55 | 0.60 | 0.906,7 |
Expenses including reductions | 0.426 | 0.42 | 0.49 | 0.50 | 0.516,7 |
Net investment income | 1.016 | 1.31 | 1.30 | 1.13 | 1.056 |
Portfolio turnover (%)8 | 20 | 56 | 36 | 33 | 17 |
1 | Six months ended 10-31-21. Unaudited. |
2 | Period from 11-8-17 (commencement of operations) to 4-30-18. |
3 | Based on average daily shares outstanding. |
4 | Total returns would have been lower had certain expenses not been reduced during the applicable periods. |
5 | Not annualized. |
6 | Annualized. |
7 | Certain expenses are presented unannualized due to the short reporting period. |
8 | Portfolio turnover rate excludes securities received or delivered from in-kind transactions. |
Period ended | 10-31-211 | 4-30-21 | 4-30-20 | 4-30-19 | 4-30-18 | 4-30-17 |
Per share operating performance | ||||||
Net asset value, beginning of period | $84.81 | $53.33 | $50.65 | $42.87 | $35.10 | $25.86 |
Net investment income2 | 0.19 | 0.54 | 0.69 | 0.43 | 0.28 | 0.34 |
Net realized and unrealized gain (loss) on investments | 13.19 | 31.66 | 2.66 | 7.72 | 7.77 | 9.30 |
Total from investment operations | 13.38 | 32.20 | 3.35 | 8.15 | 8.05 | 9.64 |
Less distributions | ||||||
From net investment income | (0.22) | (0.72) | (0.67) | (0.37) | (0.28) | (0.40) |
Net asset value, end of period | $97.97 | $84.81 | $53.33 | $50.65 | $42.87 | $35.10 |
Total return (%)3 | 15.814 | 60.79 | 6.65 | 19.25 | 23.02 | 37.66 |
Ratios and supplemental data | ||||||
Net assets, end of period (in millions) | $73 | $57 | $36 | $62 | $63 | $42 |
Ratios (as a percentage of average net assets): | ||||||
Expenses before reductions | 0.605 | 0.67 | 0.66 | 0.64 | 0.74 | 1.00 |
Expenses including reductions | 0.405 | 0.40 | 0.40 | 0.47 | 0.50 | 0.50 |
Net investment income | 0.425 | 0.76 | 1.35 | 0.96 | 0.70 | 1.11 |
Portfolio turnover (%)6 | 6 | 12 | 21 | 27 | 7 | 18 |
1 | Six months ended 10-31-21. Unaudited. |
2 | Based on average daily shares outstanding. |
3 | Total returns would have been lower had certain expenses not been reduced during the applicable periods. |
4 | Not annualized. |
5 | Annualized. |
6 | Portfolio turnover rate excludes securities received or delivered from in-kind transactions. |
94 | JOHN HANCOCK MULTIFACTOR ETFS | SEMIANNUAL | SEE NOTES TO FINANCIAL STATEMENTS |
Period ended | 10-31-211 | 4-30-21 | 4-30-20 | 4-30-19 | 4-30-18 | 4-30-17 |
Per share operating performance | ||||||
Net asset value, beginning of period | $33.37 | $29.26 | $31.68 | $27.45 | $27.02 | $24.86 |
Net investment income2 | 0.48 | 0.88 | 0.87 | 0.84 | 0.77 | 0.71 |
Net realized and unrealized gain (loss) on investments | (0.17) | 4.23 | (2.40) | 4.05 | 0.34 | 1.94 |
Total from investment operations | 0.31 | 5.11 | (1.53) | 4.89 | 1.11 | 2.65 |
Less distributions | ||||||
From net investment income | (0.41) | (1.00) | (0.89) | (0.66) | (0.68) | (0.49) |
Net asset value, end of period | $33.27 | $33.37 | $29.26 | $31.68 | $27.45 | $27.02 |
Total return (%)3 | 1.004 | 18.01 | (5.16) | 18.21 | 4.14 | 10.79 |
Ratios and supplemental data | ||||||
Net assets, end of period (in millions) | $17 | $17 | $25 | $29 | $18 | $18 |
Ratios (as a percentage of average net assets): | ||||||
Expenses before reductions | 1.115 | 0.94 | 0.77 | 0.87 | 1.16 | 1.18 |
Expenses including reductions | 0.405 | 0.40 | 0.40 | 0.46 | 0.50 | 0.50 |
Net investment income | 2.895 | 2.89 | 2.66 | 2.86 | 2.78 | 2.77 |
Portfolio turnover (%)6 | 6 | 17 | 11 | 19 | 12 | 16 |
1 | Six months ended 10-31-21. Unaudited. |
2 | Based on average daily shares outstanding. |
3 | Total returns would have been lower had certain expenses not been reduced during the applicable periods. |
4 | Not annualized. |
5 | Annualized. |
6 | Portfolio turnover rate excludes securities received or delivered from in-kind transactions. |
SEE NOTES TO FINANCIAL STATEMENTS | SEMIANNUAL | JOHN HANCOCK MULTIFACTOR ETFS | 95 |
Fund | Index |
Multifactor Consumer Discretionary ETF | John Hancock Dimensional Consumer Discretionary Index |
Multifactor Consumer Staples ETF | John Hancock Dimensional Consumer Staples Index |
Multifactor Developed International ETF | John Hancock Dimensional Developed International Index |
Multifactor Emerging Markets ETF | John Hancock Dimensional Emerging Markets Index |
Multifactor Energy ETF | John Hancock Dimensional Energy Index |
Multifactor Financials ETF | John Hancock Dimensional Financials Index |
Multifactor Healthcare ETF | John Hancock Dimensional Healthcare Index |
Multifactor Industrials ETF | John Hancock Dimensional Industrials Index |
Multifactor Large Cap ETF | John Hancock Dimensional Large Cap Index |
Multifactor Materials ETF | John Hancock Dimensional Materials Index |
Multifactor Media and Communications ETF | John Hancock Dimensional Media and Communications Index |
Multifactor Mid Cap ETF | John Hancock Dimensional Mid Cap Index |
Multifactor Small Cap ETF | John Hancock Dimensional Small Cap Index |
Multifactor Technology ETF | John Hancock Dimensional Technology Index |
Multifactor Utilities ETF | John Hancock Dimensional Utilities Index |
96 | JOHN HANCOCK MULTIFACTOR ETFS | SEMIANNUAL REPORT |
Total value at 10-31-21 | Level 1 quoted price | Level 2 significant observable inputs | Level 3 significant unobservable inputs | |
Multifactor Consumer Discretionary ETF | ||||
Investments in securities: | ||||
Assets | ||||
Common stocks | $26,910,277 | $26,910,277 | — | — |
Short-term investments | 181,656 | 181,656 | — | — |
Total investments in securities | $27,091,933 | $27,091,933 | — | — |
Multifactor Consumer Staples ETF | ||||
Investments in securities: | ||||
Assets | ||||
Common stocks | $21,867,530 | $21,867,530 | — | — |
Short-term investments | 200,756 | 200,756 | — | — |
Total investments in securities | $22,068,286 | $22,068,286 | — | — |
Multifactor Developed International ETF | ||||
Investments in securities: | ||||
Assets | ||||
Common stocks | ||||
Australia | $36,166,653 | $34,791,976 | $1,374,677 | — |
Austria | 861,236 | 861,236 | — | — |
Belgium | 4,830,567 | 4,830,567 | — | — |
Chile | 559,705 | 559,705 | — | — |
Czech Republic | 357,478 | 357,478 | — | — |
Denmark | 13,639,731 | 13,639,731 | — | — |
Finland | 7,125,025 | 7,125,025 | — | — |
France | 53,869,303 | 53,869,303 | — | — |
Germany | 42,705,942 | 42,705,942 | — | — |
Hong Kong | 14,769,302 | 14,769,302 | — | — |
Ireland | 5,787,634 | 5,787,634 | — | — |
Israel | 2,416,813 | 2,416,813 | — | — |
Italy | 11,265,356 | 11,265,356 | — | — |
Japan | 124,003,515 | 124,003,515 | — | — |
Jordan | 198,755 | 198,755 | — | — |
Luxembourg | 2,116,413 | 2,116,413 | — | — |
Macau | 132,566 | 132,566 | — | — |
Mexico | 115,909 | 115,909 | — | — |
Netherlands | 30,538,281 | 30,538,281 | — | — |
New Zealand | 974,978 | 974,978 | — | — |
Norway | 3,156,101 | 3,156,101 | — | — |
Portugal | 872,155 | 872,155 | — | — |
Singapore | 9,434,617 | 9,434,617 | — | — |
Spain | 12,196,526 | 12,196,526 | — | — |
Sweden | 18,706,346 | 18,706,346 | — | — |
Switzerland | 52,834,652 | 52,834,652 | — | — |
United Arab Emirates | 986 | — | 986 | — |
United Kingdom | 69,115,389 | 69,115,389 | — | — |
United States | 57,548 | 57,548 | — | — |
SEMIANNUAL REPORT | JOHN HANCOCK MULTIFACTOR ETFS | 97 |
Total value at 10-31-21 | Level 1 quoted price | Level 2 significant observable inputs | Level 3 significant unobservable inputs | |
Multifactor Developed International ETF (continued) | ||||
Preferred securities | $3,629,003 | $3,629,003 | — | — |
Short-term investments | 6,759,770 | 6,759,770 | — | — |
Total investments in securities | $529,198,255 | $527,822,592 | $1,375,663 | — |
Multifactor Emerging Markets ETF | ||||
Investments in securities: | ||||
Assets | ||||
Common stocks | ||||
Brazil | $25,872,615 | $25,872,615 | — | — |
Chile | 2,456,904 | 2,456,904 | — | — |
China | 184,947,905 | 184,947,905 | — | — |
Hong Kong | 14,355,991 | 14,355,991 | — | — |
India | 121,237,937 | 121,237,937 | — | — |
Indonesia | 14,339,895 | 14,339,895 | — | — |
Malaysia | 13,201,741 | 13,201,741 | — | — |
Mexico | 16,946,730 | 16,946,730 | — | — |
Philippines | 7,448,805 | 7,448,805 | — | — |
Poland | 7,248,873 | 7,248,873 | — | — |
Romania | 136,576 | 136,576 | — | — |
Russia | 23,540,129 | 23,540,129 | — | — |
Saudi Arabia | 20,527,720 | 20,527,720 | — | — |
South Africa | 30,008,878 | 30,008,878 | — | — |
South Korea | 92,187,558 | 90,938,186 | $1,249,372 | — |
Taiwan | 111,266,168 | 111,266,168 | — | — |
Thailand | 13,812,921 | 13,812,921 | — | — |
Turkey | 2,139,314 | 2,139,314 | — | — |
United States | 256,756 | 256,756 | — | — |
Preferred securities | 9,056,143 | 9,056,143 | — | — |
Rights | 39,880 | 39,880 | — | — |
Warrants | 9,701 | 1,882 | 7,819 | — |
Short-term investments | 6,720 | 6,720 | — | — |
Total investments in securities | $711,045,860 | $709,788,669 | $1,257,191 | — |
Multifactor Energy ETF | ||||
Investments in securities: | ||||
Assets | ||||
Common stocks | $21,826,322 | $21,826,322 | — | — |
Short-term investments | 72,764 | 72,764 | — | — |
Total investments in securities | $21,899,086 | $21,899,086 | — | — |
Multifactor Financials ETF | ||||
Investments in securities: | ||||
Assets | ||||
Common stocks | $41,093,717 | $41,093,717 | — | — |
Short-term investments | 74,947 | 74,947 | — | — |
Total investments in securities | $41,168,664 | $41,168,664 | — | — |
Multifactor Healthcare ETF | ||||
Investments in securities: | ||||
Assets | ||||
Common stocks | $52,099,033 | $52,099,033 | — | — |
Short-term investments | 74,352 | 74,352 | — | — |
Total investments in securities | $52,173,385 | $52,173,385 | — | — |
98 | JOHN HANCOCK MULTIFACTOR ETFS | SEMIANNUAL REPORT |
Total value at 10-31-21 | Level 1 quoted price | Level 2 significant observable inputs | Level 3 significant unobservable inputs | |
Multifactor Industrials ETF | ||||
Investments in securities: | ||||
Assets | ||||
Common stocks | $16,812,023 | $16,812,023 | — | — |
Short-term investments | 71,383 | 71,383 | — | — |
Total investments in securities | $16,883,406 | $16,883,406 | — | — |
Multifactor Large Cap ETF | ||||
Investments in securities: | ||||
Assets | ||||
Common stocks | $781,809,017 | $781,809,017 | — | — |
Short-term investments | 1,081,714 | 1,081,714 | — | — |
Total investments in securities | $782,890,731 | $782,890,731 | — | — |
Multifactor Materials ETF | ||||
Investments in securities: | ||||
Assets | ||||
Common stocks | $19,363,076 | $19,363,076 | — | — |
Short-term investments | 63,880 | 63,880 | — | — |
Total investments in securities | $19,426,956 | $19,426,956 | — | — |
Multifactor Media and Communications ETF | ||||
Investments in securities: | ||||
Assets | ||||
Common stocks | $19,794,965 | $19,794,965 | — | — |
Short-term investments | 30,964 | 30,964 | — | — |
Total investments in securities | $19,825,929 | $19,825,929 | — | — |
Multifactor Mid Cap ETF | ||||
Investments in securities: | ||||
Assets | ||||
Common stocks | $2,482,663,564 | $2,482,663,564 | — | — |
Short-term investments | 7,987,330 | 7,987,330 | — | — |
Total investments in securities | $2,490,650,894 | $2,490,650,894 | — | — |
Multifactor Small Cap ETF | ||||
Investments in securities: | ||||
Assets | ||||
Common stocks | $443,448,315 | $443,448,315 | — | — |
Short-term investments | 665,369 | 665,369 | — | — |
Total investments in securities | $444,113,684 | $444,113,684 | — | — |
Multifactor Technology ETF | ||||
Investments in securities: | ||||
Assets | ||||
Common stocks | $72,460,402 | $72,460,402 | — | — |
Short-term investments | 255,254 | 255,254 | — | — |
Total investments in securities | $72,715,656 | $72,715,656 | — | — |
Multifactor Utilities ETF | ||||
Investments in securities: | ||||
Assets | ||||
Common stocks | $17,287,858 | $17,287,858 | — | — |
SEMIANNUAL REPORT | JOHN HANCOCK MULTIFACTOR ETFS | 99 |
Total value at 10-31-21 | Level 1 quoted price | Level 2 significant observable inputs | Level 3 significant unobservable inputs | |
Multifactor Utilities ETF (continued) | ||||
Short-term investments | $59,522 | $59,522 | — | — |
Total investments in securities | $17,347,380 | $17,347,380 | — | — |
Fund | Market value of securities on loan | Cash collateral received | Non-cash collateral |
Multifactor Consumer Discretionary ETF | $251,235 | $106,607 | $153,739 |
Multifactor Consumer Staples ETF | 145,534 | 146,533 | — |
Multifactor Developed International ETF | 9,579,577 | 3,900,187 | 6,283,939 |
Multifactor Emerging Markets ETF | 4,065,336 | — | 4,437,236 |
Multifactor Energy ETF | 28,830 | — | 30,184 |
Multifactor Financials ETF | 32,112 | 7,979 | 21,780 |
Multifactor Healthcare ETF | 44,621 | 6,695 | 40,526 |
Multifactor Large Cap ETF | 896,353 | 732,504 | 189,995 |
Multifactor Materials ETF | 95,235 | — | 99,118 |
Multifactor Media and Communications ETF | 11,064 | — | 11,854 |
Multifactor Mid Cap ETF | 8,693,771 | 5,974,109 | 2,979,477 |
Multifactor Small Cap ETF | 1,266,879 | 272,410 | 1,050,826 |
Multifactor Technology ETF | 146,492 | 142,705 | 6,218 |
100 | JOHN HANCOCK MULTIFACTOR ETFS | SEMIANNUAL REPORT |
Fund | Commitment fee |
Multifactor Consumer Discretionary ETF | $2,349 |
Multifactor Consumer Staples ETF | 2,307 |
Multifactor Developed International ETF | 3,179 |
Multifactor Emerging Markets ETF | 3,636 |
Multifactor Energy ETF | 2,299 |
Multifactor Financials ETF | 2,328 |
Multifactor Healthcare ETF | 2,356 |
Multifactor Industrials ETF | 2,353 |
Multifactor Large Cap ETF | 3,753 |
Multifactor Materials ETF | 2,315 |
Multifactor Media and Communications ETF | 2,319 |
Multifactor Mid Cap ETF | 5,912 |
Multifactor Small Cap ETF | 3,134 |
Multifactor Technology ETF | 2,361 |
Multifactor Utilities ETF | 2,302 |
No Expiration Date | ||
Fund | Short Term | Long Term |
Multifactor Consumer Discretionary ETF | $2,109,941 | $3,053,191 |
Multifactor Consumer Staples ETF | 950,177 | 298,552 |
SEMIANNUAL REPORT | JOHN HANCOCK MULTIFACTOR ETFS | 101 |
No Expiration Date | ||
Fund | Short Term | Long Term |
Multifactor Developed International ETF | $8,422,763 | $15,307,607 |
Multifactor Emerging Markets ETF | 11,265,446 | 10,606,393 |
Multifactor Energy ETF | 3,758,771 | 4,729,145 |
Multifactor Financials ETF | 1,935,386 | 846,270 |
Multifactor Healthcare ETF | 1,882,988 | 2,174,328 |
Multifactor Industrials ETF | 1,316,979 | 1,740,836 |
Multifactor Large Cap ETF | 12,297,454 | 21,075,305 |
Multifactor Materials ETF | 1,036,832 | 997,782 |
Multifactor Media and Communications ETF | 940,175 | 262,550 |
Multifactor Mid Cap ETF | 45,557,354 | 15,505,463 |
Multifactor Small Cap ETF | 34,880,742 | 26,025,952 |
Multifactor Technology ETF | 1,762,179 | 772,726 |
Multifactor Utilities ETF | 1,469,128 | 467,160 |
Fund | Aggregate cost | Unrealized appreciation | Unrealized (depreciation) | Net unrealized appreciation/ (depreciation) |
Multifactor Consumer Discretionary ETF | $22,489,042 | $5,384,497 | $(781,606) | $4,602,891 |
Multifactor Consumer Staples ETF | 19,653,650 | 3,017,643 | (603,007) | 2,414,636 |
Multifactor Developed International ETF | 450,171,209 | 99,053,110 | (20,026,064) | 79,027,046 |
Multifactor Emerging Markets ETF | 596,178,119 | 166,354,684 | (51,486,943) | 114,867,741 |
Multifactor Energy ETF | 20,859,121 | 2,012,120 | (972,155) | 1,039,965 |
Multifactor Financials ETF | 31,878,120 | 9,683,914 | (393,370) | 9,290,544 |
Multifactor Healthcare ETF | 42,074,572 | 10,877,015 | (778,202) | 10,098,813 |
Multifactor Industrials ETF | 15,813,121 | 1,611,733 | (541,448) | 1,070,285 |
Multifactor Large Cap ETF | 581,148,554 | 220,487,108 | (18,744,931) | 201,742,177 |
Multifactor Materials ETF | 16,300,774 | 3,292,034 | (165,852) | 3,126,182 |
Multifactor Media and Communications ETF | 17,740,912 | 3,035,340 | (950,323) | 2,085,017 |
Multifactor Mid Cap ETF | 1,855,206,119 | 664,731,064 | (29,286,289) | 635,444,775 |
Multifactor Small Cap ETF | 360,885,908 | 93,577,683 | (10,349,907) | 83,227,776 |
Multifactor Technology ETF | 47,744,200 | 25,381,938 | (410,482) | 24,971,456 |
Multifactor Utilities ETF | 17,359,226 | 841,183 | (853,029) | (11,846) |
102 | JOHN HANCOCK MULTIFACTOR ETFS | SEMIANNUAL REPORT |
Fund | Reason | USD Notional range |
Multifactor Consumer Discretionary ETF | The fund used futures contracts to gain exposure to certain securities markets and manage against changes in certain securities markets. As of October 31, 2021, there were no open futures contracts. | Up to $22,000, as measured during the period |
Multifactor Consumer Staples ETF | The fund used futures contracts to gain exposure to certain securities markets and manage against changes in certain securities markets. As of October 31, 2021, there were no open futures contracts. | Up to $23,000, as measured during the period |
Multifactor Developed International ETF | The fund used futures contracts to gain exposure to certain securities markets and manage against changes in certain securities markets. As of October 31, 2021, there were no open futures contracts. | Up to $27.4 million, as measured during the period |
Multifactor Emerging Markets ETF | The fund used futures contracts to gain exposure to certain securities markets and manage against changes in certain securities markets. As of October 31, 2021, there were no open futures contracts. | Up to $8.3 million, as measured during the period |
Multifactor Energy ETF | The fund used futures contracts to gain exposure to certain securities markets and manage against changes in certain securities markets. As of October 31, 2021, there were no open futures contracts. | Up to $49,000, as measured during the period |
Multifactor Financials ETF | The fund used futures contracts to gain exposure to certain securities markets and manage against changes in certain securities markets. As of October 31, 2021, there were no open futures contracts. | Up to $27,000, as measured during the period |
Multifactor Healthcare ETF | The fund used futures contracts to gain exposure to certain securities markets and manage against changes in certain securities markets. As of October 31, 2021, there were no open futures contracts. | Up to $109,000, as measured during the period |
Multifactor Industrials ETF | The fund used futures contracts to gain exposure to certain securities markets and manage against changes in certain securities markets. As of October 31, 2021, there were no open futures contracts. | Up to $126,000, as measured during the period |
Multifactor Large Cap ETF | The fund used futures contracts to gain exposure to certain securities markets and manage against changes in certain securities markets. As of October 31, 2021, there were no open futures contracts. | Up to $679,000, as measured during the period |
Multifactor Materials ETF | The fund used futures contracts to gain exposure to certain securities markets and manage against changes in certain securities markets. As of October 31, 2021, there were no open futures contracts. | Up to $23,000, as measured during the period |
Multifactor Mid Cap ETF | The fund used futures contracts to gain exposure to certain securities markets and manage against changes in certain securities markets. As of October 31, 2021, there were no open futures contracts. | Up to $6.4 million, as measured during the period |
Multifactor Small Cap ETF | The fund used futures contracts to gain exposure to certain securities markets and manage against changes in certain securities markets. As of October 31, 2021, there were no open futures contracts. | Up to $821,000, as measured during the period |
Multifactor Technology ETF | The fund used futures contracts to gain exposure to certain securities markets and manage against changes in certain securities markets. As of October 31, 2021, there were no open futures contracts. | Up to $333,000, as measured during the period |
SEMIANNUAL REPORT | JOHN HANCOCK MULTIFACTOR ETFS | 103 |
Fund | Reason | USD Notional range |
Multifactor Utilities ETF | The fund used futures contracts to gain exposure to certain securities markets and manage against changes in certain securities markets. As of October 31, 2021, there were no open futures contracts. | Up to $23,000, as measured during the period |
Statements of operations location - Net realized gain (loss) on: | ||
Fund | Risk | Futures contracts |
Multifactor Consumer Discretionary ETF | Equity | $(24) |
Multifactor Consumer Staples ETF | Equity | $(284) |
Multifactor Developed International ETF | Equity | $(83,972) |
Multifactor Emerging Markets ETF | Equity | $(101,128) |
Multifactor Energy ETF | Equity | $(337) |
Multifactor Financials ETF | Equity | $(259) |
Multifactor Healthcare ETF | Equity | $755 |
Multifactor Industrials ETF | Equity | $1,028 |
Multifactor Large Cap ETF | Equity | $(6,247) |
Multifactor Materials ETF | Equity | $(284) |
Multifactor Mid Cap ETF | Equity | $7,903 |
Multifactor Small Cap ETF | Equity | $(5,485) |
Multifactor Technology ETF | Equity | $(690) |
Multifactor Utilities ETF | Equity | $(284) |
Fund | Average daily net assets |
Multifactor Consumer Discretionary ETF | 0.38% |
Multifactor Consumer Staples ETF | 0.38% |
Multifactor Developed International ETF | 0.35% |
Multifactor Emerging Markets ETF | 0.44% |
Multifactor Energy ETF | 0.38% |
Multifactor Financials ETF | 0.38% |
Multifactor Healthcare ETF | 0.38% |
Multifactor Industrials ETF | 0.38% |
Fund | Average daily net assets |
Multifactor Large Cap ETF | 0.26% |
Multifactor Materials ETF | 0.38% |
Multifactor Media and Communications ETF | 0.38% |
Multifactor Mid Cap ETF | 0.37% |
Multifactor Small Cap ETF | 0.39% |
Multifactor Technology ETF | 0.38% |
Multifactor Utilities ETF | 0.38% |
104 | JOHN HANCOCK MULTIFACTOR ETFS | SEMIANNUAL REPORT |
Fund | Expense limitation as a percentage of average net assets |
Multifactor Consumer Discretionary ETF | 0.40% |
Multifactor Consumer Staples ETF | 0.40% |
Multifactor Developed International ETF | 0.39% |
Multifactor Emerging Markets ETF | 0.49% |
Multifactor Energy ETF | 0.40% |
Multifactor Financials ETF | 0.40% |
Multifactor Healthcare ETF | 0.40% |
Multifactor Industrials ETF | 0.40% |
Fund | Expense limitation as a percentage of average net assets |
Multifactor Large Cap ETF | 0.29% |
Multifactor Materials ETF | 0.40% |
Multifactor Media and Communications ETF | 0.40% |
Multifactor Mid Cap ETF | 0.42% |
Multifactor Small Cap ETF | 0.42% |
Multifactor Technology ETF | 0.40% |
Multifactor Utilities ETF | 0.40% |
Fund | Expense reimbursement |
Multifactor Consumer Discretionary ETF | $63,117 |
Multifactor Consumer Staples ETF | 61,935 |
Multifactor Developed International ETF | 82,829 |
Multifactor Emerging Markets ETF | 201,469 |
Multifactor Energy ETF | 61,742 |
Multifactor Financials ETF | 62,530 |
Multifactor Healthcare ETF | 63,210 |
Multifactor Industrials ETF | 62,881 |
Fund | Expense reimbursement |
Multifactor Large Cap ETF | $114,316 |
Multifactor Materials ETF | 61,374 |
Multifactor Media and Communications ETF | 59,151 |
Multifactor Mid Cap ETF | 105,897 |
Multifactor Small Cap ETF | 81,362 |
Multifactor Technology ETF | 63,631 |
Multifactor Utilities ETF | 61,811 |
Fund | Net Annual Effective Rate |
Multifactor Consumer Discretionary ETF | 0.02% |
Multifactor Consumer Staples ETF | 0.00% |
Multifactor Developed International ETF | 0.32% |
Multifactor Emerging Markets ETF | 0.38% |
Multifactor Energy ETF | 0.00% |
Multifactor Financials ETF | 0.06% |
Multifactor Healthcare ETF | 0.14% |
Multifactor Industrials ETF | 0.00% |
Fund | Net Annual Effective Rate |
Multifactor Large Cap ETF | 0.23% |
Multifactor Materials ETF | 0.00% |
Multifactor Media and Communications ETF | 0.00% |
Multifactor Mid Cap ETF | 0.36% |
Multifactor Small Cap ETF | 0.35% |
Multifactor Technology ETF | 0.18% |
Multifactor Utilities ETF | 0.00% |
SEMIANNUAL REPORT | JOHN HANCOCK MULTIFACTOR ETFS | 105 |
Fund | % by Fund |
Multifactor Consumer Discretionary ETF | 23% |
Multifactor Consumer Staples ETF | 62% |
Multifactor Energy ETF | 43% |
Multifactor Materials ETF | 68% |
Multifactor Media and Communications ETF | 74% |
Multifactor Utilities ETF | 70% |
Purchases | Sales and maturities | |||
Fund | In-kind transactions | Non in-kind transactions | In-kind transactions | Non in-kind transactions |
Multifactor Consumer Discretionary ETF | $2,123,482 | $1,502,272 | $26,810,008 | $1,447,805 |
Multifactor Consumer Staples ETF | 1,043,354 | 1,402,158 | 1,023,419 | 1,412,132 |
Multifactor Developed International ETF | 52,149,265 | 52,261,447 | 47,513,316 | 22,875,266 |
Multifactor Emerging Markets ETF | 2,734,143 | 62,084,333 | 14,485,457 | 41,681,688 |
Multifactor Energy ETF | 7,353,559 | 1,345,355 | 10,073,772 | 1,250,299 |
Multifactor Financials ETF | 3,582,855 | 1,479,733 | 2,553,514 | 1,466,474 |
Multifactor Healthcare ETF | 7,865,583 | 20,365,529 | 11,521,401 | 20,257,830 |
Multifactor Industrials ETF | 5,766,074 | 897,306 | 41,319,709 | 902,391 |
Multifactor Large Cap ETF | 59,322,847 | 18,161,147 | 42,151,518 | 17,733,561 |
Multifactor Materials ETF | 5,284,249 | 1,793,804 | 13,107,360 | 1,833,027 |
Multifactor Media and Communications ETF | 1,943,198 | 2,255,650 | 12,538,971 | 2,419,541 |
Multifactor Mid Cap ETF | 265,436,384 | 141,608,870 | 86,902,763 | 135,918,155 |
Multifactor Small Cap ETF | 54,355,035 | 86,151,240 | 47,006,064 | 87,283,185 |
Multifactor Technology ETF | 10,630,690 | 4,003,493 | 4,660,373 | 4,062,298 |
Multifactor Utilities ETF | 1,014,046 | 1,129,903 | 999,200 | 1,079,321 |
106 | JOHN HANCOCK MULTIFACTOR ETFS | SEMIANNUAL REPORT |
Fund | Affiliated fund | Affiliated Concentration |
Multifactor Developed International ETF | John Hancock Variable Insurance Trust Managed Volatility Growth Portfolio | 43.21% |
John Hancock Variable Insurance Trust Managed Volatility Balanced Portfolio | 19.56% | |
Other affiliated funds | 2.97% | |
Total | 65.74% | |
Multifactor Emerging Markets ETF | John Hancock Funds II Multimanager Lifestyle Growth Portfolio | 28.25% |
John Hancock Variable Insurance Trust Managed Volatility Growth Portfolio | 20.52% | |
John Hancock Funds II Multimanager Lifestyle Balanced Portfolio | 17.03% | |
John Hancock Funds II Multimanager Lifestyle Aggressive Portfolio | 10.55% | |
John Hancock Variable Insurance Trust Managed Volatility Balanced Portfolio | 10.11% | |
Other affiliated funds | 5.80% | |
Total | 92.26% | |
Multifactor Mid Cap ETF | John Hancock Variable Insurance Trust Managed Volatility Growth Portfolio | 6.83% |
Other affiliated funds | 4.86% | |
Total | 11.69% | |
Multifactor Small Cap ETF | John Hancock Variable Insurance Trust Managed Volatility Growth Portfolio | 35.71% |
John Hancock Variable Insurance Trust Managed Volatility Balanced Portfolio | 16.95% | |
Other affiliated funds | 4.30% | |
Total | 56.96% |
Dividends and distributions | |||||||||
Affiliate | Ending share amount | Beginning value | Cost of purchases | Proceeds from shares sold | Realized gain (loss) | Change in unrealized appreciation (depreciation) | Income distributions received | Capital gain distributions received | Ending value |
Multifactor Consumer Discretionary ETF | |||||||||
John Hancock Collateral Trust* | 10,654 | $67,404 | $930,631 | $(891,461) | $29 | $(1) | $911 | — | $106,602 |
Multifactor Consumer Staples ETF | |||||||||
John Hancock Collateral Trust* | 14,644 | $133,358 | $456,847 | $(443,671) | $(11) | $1 | $223 | — | $146,524 |
Multifactor Developed International ETF | |||||||||
John Hancock Collateral Trust* | 390,317 | $9,839,807 | $27,701,215 | $(33,635,560) | $(146) | $37 | $132,891 | — | $3,905,353 |
Multifactor Emerging Markets ETF | |||||||||
John Hancock Collateral Trust* | — | $1,165,140 | $3,430,540 | $(4,595,699) | $(10) | $29 | $45,343 | — | — |
SEMIANNUAL REPORT | JOHN HANCOCK MULTIFACTOR ETFS | 107 |
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 Energy ETF | |||||||||
John Hancock Collateral Trust* | — | — | $165,009 | $(165,007) | $(2) | — | $18 | — | — |
Multifactor Financials ETF | |||||||||
John Hancock Collateral Trust* | 797 | $17,009 | $206,623 | $(215,655) | $2 | — | $227 | — | $7,979 |
Multifactor Healthcare ETF | |||||||||
John Hancock Collateral Trust* | 669 | — | $124,177 | $(117,482) | $(2) | — | $259 | — | $6,693 |
Multifactor Industrials ETF | |||||||||
John Hancock Collateral Trust* | — | $2,898 | $110,557 | $(113,454) | $(1) | — | $128 | — | — |
Multifactor Large Cap ETF | |||||||||
John Hancock Collateral Trust* | 72,878 | $375,359 | $2,466,830 | $(2,113,010) | $35 | $(23) | $4,363 | — | $729,191 |
Multifactor Materials ETF | |||||||||
John Hancock Collateral Trust* | — | — | $31,219 | $(31,219) | — | — | $166 | — | — |
Multifactor Media and Communications ETF | |||||||||
John Hancock Collateral Trust* | — | — | $323,534 | $(323,529) | $(5) | — | $1,523 | — | — |
Multifactor Mid Cap ETF | |||||||||
John Hancock Collateral Trust* | 596,573 | $3,521,824 | $31,420,592 | $(28,973,762) | $502 | $(81) | $28,855 | — | $5,969,075 |
Multifactor Small Cap ETF | |||||||||
John Hancock Collateral Trust* | 27,217 | $920,269 | $7,275,845 | $(7,923,700) | $(89) | $(1) | $2,525 | — | $272,324 |
Multifactor Technology ETF | |||||||||
John Hancock Collateral Trust* | 14,260 | $60,831 | $602,676 | $(520,823) | $6 | $(8) | $1,258 | — | $142,682 |
* | Refer to the Securities lending note within Note 2 for details regarding this investment. |
108 | JOHN HANCOCK MULTIFACTOR ETFS | SEMIANNUAL REPORT |
SEMIANNUAL REPORT | JOHN HANCOCK MULTIFACTOR ETFS | 109 |
110 | JOHN HANCOCK MULTIFACTOR ETFS | SEMIANNUAL REPORT |
SEMIANNUAL REPORT | JOHN HANCOCK MULTIFACTOR ETFS | 111 |
112 | JOHN HANCOCK MULTIFACTOR ETFS | SEMIANNUAL REPORT |
Portfolio (subadvisor) | Performance of fund, as of 12.31.2020 | Fees and expenses | Comments |
Multifactor Consumer Discretionary ETF(Dimensional Fund Advisors LP) | Benchmark Index – The fund underperformed for the one-, three- and five-year periods and for the period since September 30, 2015.Morningstar Category – The fund outperformed the peer group median for the three- and five-year periods and for the period since September 30, 2015 and underperformed for the one-year period. | Subadvisor fee comparative data not provided due to limited size of Lipper peer group for this purpose.Net management fees for this fund are lower than the peer group median.Net total expenses for this fund are lower than the peer group median. | The Board took into account management’s discussion of the fund’s performance, including the favorable performance relative to the peer group median for the three- and five-year periods and for the period since September 30, 2015.The Board took into account management’s discussion of the factors that contributed to the fund’s performance relative to the benchmark index for the one-, three- and five-year periods and for the period since September 30, 2015 and relative to the peer group median for the one-year period, including the impact of past and current market conditions on the fund’s strategy and management’s outlook for the fund. |
Multifactor Consumer Staples ETF(Dimensional Fund Advisors LP) | Benchmark Index – The fund outperformed for the one- and three-year periods and for the period since March 31, 2016.Morningstar Category – The fund outperformed the peer group median for the three-year period, performed in-line with the peer group median for the one-year period and underperformed for the period since March 31, 2016. | Subadvisor fee comparative data not provided due to limited size of Lipper peer group for this purpose.Net management fees for this fund are lower than the peer group median.Net total expenses for this fund are lower than the peer group median. | The Board took into account management’s discussion of the fund’s performance, including the favorable performance relative to the benchmark index for the one- and three-year periods and for the period since March 31, 2016 and to the peer group median for the three-year period. |
Multifactor Developed International ETF(Dimensional Fund Advisors LP) | Benchmark Index – The fund underperformed for the one- and three-year periods and for the period since December 31, 2016.Morningstar Category – The fund underperformed the peer group median for the one- and three-year periods and for the period since December 31, 2016. | Subadvisor fee comparative data not provided due to limited size of Lipper peer group for this purpose.Net management fees for this fund are higher than the peer group median.Net total expenses for this fund are higher than the peer group median. | The Board took into account management’s discussion of the factors that contributed to the Fund’s performance relative to the benchmark index and peer group median for the one- and three-year periods and the period since December 31, 2016, including the impact of past and current market conditions on the fund’s strategy and management’s plans for the fund.The Board took into account management’s discussion of the fund’s expenses. |
SEMIANNUAL REPORT | JOHN HANCOCK MULTIFACTOR ETFS | 113 |
Portfolio (subadvisor) | Performance of fund, as of 12.31.2020 | Fees and expenses | Comments |
Multifactor Emerging Markets ETF(Dimensional Fund Advisors LP) | Benchmark Index - The fund underperformed, for the one-year period and for the period since September 30, 2018.Morningstar Category - The fund outperformed the peer group median for the one-year period and for the period since September 30, 2018. | Subadvisor fee comparative data not provided due to limited size of Lipper peer group for this purpose.Net management fees for this fund are higher than the peer group median.Net total expenses for this fund are higher than the peer group median. | The Board took into account management’s discussion of the fund’s performance, including the favorable performance relative to the peer group median for the one-year period and for the period since September 30, 2018.The Board took into account management’s discussion of the fund’s expenses. |
Multifactor Energy ETF(Dimensional Fund Advisors LP) | Benchmark Index – The fund underperformed for the one-and three periods and for the period since March 31, 2016.Morningstar Category – The fund outperformed the peer group median for the period since March 31, 2016 and underperformed for the one- and three- year periods. | Subadvisor fee comparative data not provided due to limited size of Lipper peer group for this purpose.Net management fees for this fund are lower than the peer group median.Net total expenses for this fund are lower than the peer group median. | The Board took into account management’s discussion of the fund’s performance, including the favorable performance relative to the peer group median for the period since March 31, 2016.The Board took into account management’s discussion of the factors that contributed to the fund’s performance relative to the benchmark index for the one- and three-year periods and for the period since March 31, 2016 and relative to the peer group median for the one- and three-year periods, including the impact of past and current market conditions on the fund’s strategy and management’s outlook for the fund. |
Multifactor Financials ETF(Dimensional Fund Advisors LP) | Benchmark Index – The fund underperformed for the one-, three- and five year periods and for the period since September 30, 2015.Morningstar Category – The fund outperformed the peer group median for the one-, three- and five year periods and for the period since September 30, 2015. | Subadvisor fee comparative data not provided due to limited size of Lipper peer group for this purpose.Net management fees for this fund are lower than the peer group median.Net total expenses for this fund are lower than the peer group median. | The Board took into account management’s discussion of the fund’s performance, including the favorable performance relative to the peer group median for the one-, three- and five-year periods and for the period since September 30, 2015. |
114 | JOHN HANCOCK MULTIFACTOR ETFS | SEMIANNUAL REPORT |
Portfolio (subadvisor) | Performance of fund, as of 12.31.2020 | Fees and expenses | Comments |
Multifactor Healthcare ETF(Dimensional Fund Advisors LP) | Benchmark Index – The fund outperformed for the one-year period and underperformed for the three- and five-year periods and for the period since September 30, 2015.Morningstar Category – The fund outperformed the peer group median for the five-year period, underperformed the peer group median for the one- and three-year periods and performed in-line with the peer group median for the period since September 30, 2015. | Subadvisor fee comparative data not provided due to limited size of Lipper peer group for this purpose.Net management fees for this fund are lower than the peer group median.Net total expenses for this fund are lower than the peer group median. | The Board took into account management’s discussion of the fund’s performance, including the favorable performance relative to the benchmark index for the one-year period and the peer group median for the five-year period.The Board took into account management’s discussion of the factors that contributed to the fund’s performance relative to the benchmark index for the three- and five-year periods and for the period since September 30, 2015 and relative to the peer group median for the one- and three-year periods, including the impact of past and current market conditions on the fund’s strategy and management’s outlook for the fund. |
Multifactor Industrials ETF(Dimensional Fund Advisors LP) | Benchmark Index – The fund outperformed for the one- and three-year periods and for the period since March 31, 2016.Morningstar Category – The fund outperformed the peer group median for the three-year period and for the period since March 31, 2016 and performed in-line with the peer group median the one-year period. | Subadvisor fee comparative data not provided due to limited size of Lipper peer group for this purpose.Net management fees for this fund are lower than the peer group median.Net total expenses for this fund are lower than the peer group median. | The Board took into account management’s discussion of the fund’s performance, including the favorable performance relative to the benchmark index for the one- and three-year periods and for the period since March 31, 2016 and peer group median for the three-year period and for the period since March 31, 2016. |
Multifactor Large Cap ETF(Dimensional Fund Advisors LP) | Benchmark Index – The fund underperformed for the one-, three- and five-year periods and for the period since September 30, 2015.Morningstar Category – The fund underperformed the peer group median for the one-, three- and five-year periods and for the period since September 30, 2015. | Subadvisor fee comparative data not provided due to limited size of Lipper peer group for this purpose.Net management fees for this fund are higher than the peer group median.Net total expenses for this fund are higher than the peer group median. | The Board took into account management’s discussion of the factors that contributed to the Fund’s performance relative to the benchmark index and peer group median for the one-, three- and five-year periods and for the period since September 30, 2015, including the impact of past and current market conditions on the Fund’s strategy and management’s plans for the Fund.The Board took into account management’s discussion of the fund’s expenses. |
SEMIANNUAL REPORT | JOHN HANCOCK MULTIFACTOR ETFS | 115 |
Portfolio (subadvisor) | Performance of fund, as of 12.31.2020 | Fees and expenses | Comments |
Multifactor Materials ETF(Dimensional Fund Advisors LP) | Benchmark Index – The fund underperformed for the one- and three-year periods and for the period since March 31, 2016.Morningstar Category – The fund outperformed the peer group median for the three-year period and underperformed for the one-year period and for the period since March 31, 2016. | Subadvisor fee comparative data not provided due to limited size of Lipper peer group for this purpose.Net management fees for this fund are lower than the peer group median.Net total expenses for this fund are lower than the peer group median. | The Board took into account management’s discussion of the fund’s performance, including the favorable performance relative to the peer group median for the three-year period.The Board took into account management’s discussion of the factors that contributed to the fund’s performance relative to the benchmark index for the one- and three-year periods and for the period since March 31, 2016 and relative to the peer group median for the one-year period and for the period since March 31, 2016, including the impact of past and current market conditions on the fund’s strategy and management’s outlook for the fund. |
Multifactor Media and Communications ETF(Dimensional Fund Advisors LP) | Benchmark Index - The fund outperformed for the one-year period and for the period since March 31, 2019.Morningstar Category - The fund outperformed the peer group median for the one-year period and for the period since March 31, 2019. | Subadvisor fee comparative data not provided due to limited size of Lipper peer group for this purpose.Net management fees for this fund are lower than the peer group median.Net total expenses for this fund are equal to the peer group median. | The Board took into account management’s discussion of the fund’s performance, including the favorable performance relative to the benchmark index and peer group median for the one-year period and for the period since March 31, 2019. |
Multifactor Mid Cap ETF(Dimensional Fund Advisors LP) | Benchmark Index – The fund underperformed for the one-, three- and five-year periods and for the period since September 30, 2015.Morningstar Category – The fund outperformed the peer group median for the one-, three- and five-year periods and for the period since September 30, 2015. | Subadvisor fee comparative data not provided due to limited size of Lipper peer group for this purpose.Net management fees for this fund are higher than the peer group median.Net total expenses for this fund are equal to the peer group median. | The Board took into account management’s discussion of the fund’s performance, including the favorable performance relative the peer group median for the one-, three- and five-year periods and for the period since September 30, 2015.The Board took into account management’s discussion of the factors that contributed to the fund’s performance relative to the benchmark index for the one-, three- and five-year periods and for the period since September 30, 2015, including the impact of past and current market conditions on the fund’s strategy and management’s outlook for the fund.The Board took into account management’s discussion of the fund’s expenses. |
116 | JOHN HANCOCK MULTIFACTOR ETFS | SEMIANNUAL REPORT |
Portfolio (subadvisor) | Performance of fund, as of 12.31.2020 | Fees and expenses | Comments |
Multifactor Small Cap ETF(Dimensional Fund Advisors LP) | Benchmark Index – The fund underperformed for the one- and three-year periods and for the period since November 30, 2017.Morningstar Category – The fund outperformed the peer group median for the one-year period and for the period since November 30, 2017 and underperformed for the three-year period. | Subadvisor fee comparative data not provided due to limited size of Lipper peer group for this purpose.Net management fees for this fund are higher than the peer group median.Net total expenses for this fund are higher than the peer group median. | The Board took into account management’s discussion of the fund’s performance, including the favorable performance relative to the peer group median for the one-year period and for the period since November 30, 2017.The Board took into account management’s discussion of the factors that contributed to the fund’s performance relative to the benchmark index for the one- and three-year periods and for the period since November 30, 2017 and relative to the peer group median for the three-year period, including the impact of past and current market conditions on the fund’s strategy and management’s outlook for the fund.The Board took into account management’s discussion of the fund’s expenses. |
Multifactor Technology ETF(Dimensional Fund Advisors LP) | Benchmark Index – The fund underperformed for the one-, three- and five-year periods and for the period since September 30, 2015.Morningstar Category – The fund underperformed the peer group median for the one-, three- and five-year periods and for the period since September 30, 2015. | Subadvisor fee comparative data not provided due to limited size of Lipper peer group for this purpose.Net management fees for this fund are lower than the peer group median.Net total expenses for this fund are lower than the peer group median. | The Board took into account management’s discussion of the factors that contributed to the Fund’s performance relative to the benchmark index and peer group median for the one-, three- and five-year periods and the period since September 30, 2015, including the impact of past and current market conditions on the Fund’s strategy and management’s outlook for the Fund. |
Multifactor Utilities ETF(Dimensional Fund Advisors LP) | Benchmark Index – The fund underperformed for the one- and three-year periods and for the period since March 31, 2016.Morningstar Category – The fund underperformed the peer group median for the one- and three-year periods and for the period since March 31, 2016. | Subadvisor fee comparative data not provided due to limited size of Lipper peer group for this purpose.Net management fees for this fund are lower than the peer group median.Net total expenses for this fund are lower than the peer group median. | The Board took into account management’s discussion of the factors that contributed to the fund’s performance relative to the benchmark index and peer group median for the one-and three-year periods and for the period since March 31, 2016, including the impact of past and current market conditions on the fund’s strategy and management’s outlook for the fund. |
SEMIANNUAL REPORT | JOHN HANCOCK MULTIFACTOR ETFS | 117 |
Steven R. Pruchansky, Vice Chairperson
Andrew G. Arnott†
Charles L. Bardelis*
James R. Boyle
Peter S. Burgess*
William H. Cunningham
Grace K. Fey
Marianne Harrison†
Deborah C. Jackson
Frances G. Rathke*
Gregory A. Russo
President
Chief Financial Officer
Treasurer
Secretary and Chief Legal Officer
Chief Compliance Officer
Joel P. Schneider
Andres Torres
You can also contact us: | |
800-225-6020 | Regular mail: |
jhinvestments.com/etf | John Hancock Investment Management 200 Berkeley Street Boston, MA 02116 |
118 | JOHN HANCOCK MULTIFACTOR ETFS | SEMIANNUAL REPORT |
GOVERNANCE FUNDS
with a heritage of financial stewardship dating back to 1862. Helping
our shareholders pursue their financial goals is at the core of everything
we do. It’s why we support the role of professional financial advice
and operate with the highest standards of conduct and integrity.
We search the world to find proven portfolio teams with specialized
expertise for every strategy we offer, then we apply robust investment
oversight to ensure they continue to meet our uncompromising
standards and serve the best interests of our shareholders.
a diverse set of investments backed by some of the world’s best
managers, along with strong risk-adjusted returns across asset classes.
JHAN-20180615-0136 | ETFSA 10/2021 |
President and CEO,
John Hancock Investment Management
Head of Wealth and Asset Management,
United States and Europe
COUNTRY COMPOSITION AS OF 10/31/2021 (% of net assets) | |
United States | 89.2 |
United Kingdom | 4.3 |
Canada | 2.8 |
Norway | 1.6 |
France | 1.3 |
Other countries | 0.8 |
TOTAL | 100.0 |
2 | JOHN HANCOCK FIXED INCOME ETFS | SEMIANNUAL REPORT |
SEMIANNUAL REPORT | JOHN HANCOCK FIXED INCOME ETFS | 3 |
4 | JOHN HANCOCK FIXED INCOME ETFS | SEMIANNUAL REPORT |
Cumulative total returns (%) | ||
6-month | Since fund inception1 | |
At Net asset value | 2.52 | 3.64 |
At Market price | 2.42 | 3.98 |
Bloomberg U.S. Corporate Bond Index | 2.66 | 3.95 |
1 | From 3-30-21. |
Gross (%) | 0.59 |
Net (%) | 0.29 |
SEMIANNUAL REPORT | JOHN HANCOCK FIXED INCOME ETFS | 5 |
Account value on 5-1-2021 | Ending value on 10-31-2021 | Expenses paid during 10-31-20211 | Annualized expense ratio | |
Corporate Bond ETF | ||||
Actual expenses/actual returns | $1,000.00 | $1,025.20 | $1.48 | 0.29% |
Hypothetical example for comparison purposes | 1,000.00 | 1,023.70 | 1.48 | 0.29% |
Mortgage-Backed Securities ETF | ||||
Actual expenses/actual returns2 | $1,000.00 | $995.10 | $0.80 | 0.39% |
Hypothetical example for comparison purposes | 1,000.00 | 1,009.50 | 0.81 | 0.39% |
6 | JOHN HANCOCK FIXED INCOME ETFS | SEMIANNUAL |
1 | Expenses are equal to the annualized expense ratio, multiplied by the average account value over the period, multiplied by 184/365 (to reflect the one-half year period). |
2 | The inception date for the fund is 08-18-21. Actual Expenses are equal to the fund’s annualized expense ratio, multiplied by the average account value over the period, multiplied by 75/ 365 (to reflect the period). |
SEMIANNUAL | JOHN HANCOCK FIXED INCOME ETFS | 7 |
Rate (%) | Maturity date | Par value^ | Value | ||
Corporate bonds 98.3% | $20,046,665 | ||||
(Cost $19,633,736) | |||||
Communication services 11.4% | 2,317,128 | ||||
Diversified telecommunication services 4.2% | |||||
AT&T, Inc. | 3.100 | 02-01-43 | 210,000 | 202,797 | |
AT&T, Inc. | 3.500 | 06-01-41 | 120,000 | 123,791 | |
Level 3 Financing, Inc. (A) | 3.400 | 03-01-27 | 200,000 | 208,498 | |
Verizon Communications, Inc. | 2.650 | 11-20-40 | 330,000 | 311,800 | |
Entertainment 1.0% | |||||
The Walt Disney Company | 1.750 | 01-13-26 | 200,000 | 202,902 | |
Media 4.2% | |||||
Charter Communications Operating LLC | 3.500 | 06-01-41 | 420,000 | 412,322 | |
Comcast Corp. | 3.750 | 04-01-40 | 400,000 | 448,149 | |
Wireless telecommunication services 2.0% | |||||
T-Mobile USA, Inc. | 2.550 | 02-15-31 | 410,000 | 406,869 | |
Consumer discretionary 9.7% | 1,983,669 | ||||
Automobiles 2.4% | |||||
General Motors Financial Company, Inc. | 2.700 | 08-20-27 | 290,000 | 296,049 | |
Hyundai Capital America (A) | 2.375 | 10-15-27 | 200,000 | 200,771 | |
Hotels, restaurants and leisure 4.1% | |||||
Booking Holdings, Inc. | 4.625 | 04-13-30 | 200,000 | 235,840 | |
Expedia Group, Inc. | 3.250 | 02-15-30 | 300,000 | 308,430 | |
Marriott International, Inc. | 4.625 | 06-15-30 | 260,000 | 296,076 | |
Internet and direct marketing retail 2.1% | |||||
Amazon.com, Inc. | 2.500 | 06-03-50 | 440,000 | 421,347 | |
Multiline retail 1.1% | |||||
Dollar Tree, Inc. | 4.200 | 05-15-28 | 200,000 | 225,156 | |
Consumer staples 1.2% | 247,092 | ||||
Beverages 1.2% | |||||
Anheuser-Busch InBev Worldwide, Inc. | 4.600 | 04-15-48 | 200,000 | 247,092 | |
Energy 10.4% | 2,117,592 | ||||
Oil, gas and consumable fuels 10.4% | |||||
Aker BP ASA (A) | 3.750 | 01-15-30 | 300,000 | 320,498 | |
Cenovus Energy, Inc. | 5.400 | 06-15-47 | 200,000 | 250,114 | |
Enbridge, Inc. (5.750% to 4-15-30, then 5 Year CMT + 5.314%) | 5.750 | 07-15-80 | 280,000 | 314,720 | |
Energy Transfer LP | 5.250 | 04-15-29 | 200,000 | 232,303 | |
Kinder Morgan, Inc. | 3.600 | 02-15-51 | 200,000 | 203,212 | |
MPLX LP | 4.000 | 03-15-28 | 270,000 | 296,971 | |
Sabine Pass Liquefaction LLC | 4.200 | 03-15-28 | 270,000 | 299,377 | |
The Williams Companies, Inc. | 2.600 | 03-15-31 | 200,000 | 200,397 | |
Financials 28.1% | 5,741,381 | ||||
Banks 18.4% | |||||
Bank of America Corp. (2.592% to 4-29-30, then SOFR + 2.150%) | 2.592 | 04-29-31 | 490,000 | 495,651 | |
Barclays PLC | 4.375 | 01-12-26 | 400,000 | 440,547 | |
Citigroup, Inc. (2.976% to 11-5-29, then SOFR + 1.422%) | 2.976 | 11-05-30 | 400,000 | 417,293 | |
Citizens Financial Group, Inc. | 3.250 | 04-30-30 | 400,000 | 426,353 | |
Credit Agricole SA (A) | 3.250 | 01-14-30 | 250,000 | 260,090 | |
JPMorgan Chase & Co. (2.739% to 10-15-29, then SOFR + 1.510%) | 2.739 | 10-15-30 | 400,000 | 409,948 | |
Lloyds Banking Group PLC | 4.450 | 05-08-25 | 400,000 | 440,133 | |
Santander Holdings USA, Inc. | 4.400 | 07-13-27 | 400,000 | 445,012 | |
Wells Fargo & Company (2.879% to 10-30-29, then SOFR + 1.432%) | 2.879 | 10-30-30 | 400,000 | 414,460 |
8 | JOHN HANCOCK FIXED INCOME ETFS | SEMIANNUAL REPORT | SEE NOTES TO FINANCIAL STATEMENTS |
Rate (%) | Maturity date | Par value^ | Value | ||
Financials (continued) | |||||
Capital markets 5.4% | |||||
Ares Capital Corp. | 3.875 | 01-15-26 | 200,000 | $212,144 | |
Morgan Stanley (3.772% to 1-24-28, then 3 month LIBOR + 1.140%) | 3.772 | 01-24-29 | 450,000 | 494,254 | |
The Goldman Sachs Group, Inc. (1.431% to 3-9-26, then SOFR + 0.798%) | 1.431 | 03-09-27 | 400,000 | 393,848 | |
Diversified financial services 1.1% | |||||
Jefferies Group LLC | 4.150 | 01-23-30 | 200,000 | 223,471 | |
Insurance 3.2% | |||||
Brighthouse Financial, Inc. | 3.700 | 06-22-27 | 200,000 | 216,818 | |
Prudential Financial, Inc. (3.700% to 7-1-30, then 5 Year CMT + 3.035%) | 3.700 | 10-01-50 | 200,000 | 206,260 | |
Teachers Insurance & Annuity Association of America (A) | 4.270 | 05-15-47 | 200,000 | 245,099 | |
Health care 6.9% | 1,397,549 | ||||
Biotechnology 1.1% | |||||
AbbVie, Inc. | 3.200 | 11-21-29 | 200,000 | 213,726 | |
Health care providers and services 3.8% | |||||
AmerisourceBergen Corp. | 3.450 | 12-15-27 | 200,000 | 215,963 | |
CVS Health Corp. | 4.300 | 03-25-28 | 121,000 | 136,991 | |
HCA, Inc. | 4.125 | 06-15-29 | 200,000 | 221,516 | |
Universal Health Services, Inc. (A) | 2.650 | 10-15-30 | 200,000 | 198,482 | |
Pharmaceuticals 2.0% | |||||
Royalty Pharma PLC | 1.750 | 09-02-27 | 200,000 | 196,179 | |
Viatris, Inc. | 4.000 | 06-22-50 | 200,000 | 214,692 | |
Industrials 5.7% | 1,167,634 | ||||
Aerospace and defense 1.1% | |||||
The Boeing Company | 3.750 | 02-01-50 | 210,000 | 220,956 | |
Airlines 1.1% | |||||
Delta Air Lines, Inc. (A) | 4.750 | 10-20-28 | 200,000 | 222,086 | |
Industrial conglomerates 1.7% | |||||
General Electric Company | 4.250 | 05-01-40 | 300,000 | 358,871 | |
Trading companies and distributors 1.8% | |||||
AerCap Ireland Capital DAC | 3.650 | 07-21-27 | 150,000 | 158,990 | |
Air Lease Corp. | 2.875 | 01-15-26 | 200,000 | 206,731 | |
Information technology 12.0% | 2,443,824 | ||||
Communications equipment 0.6% | |||||
Motorola Solutions, Inc. | 2.300 | 11-15-30 | 125,000 | 122,031 | |
IT services 1.0% | |||||
Visa, Inc. | 2.700 | 04-15-40 | 200,000 | 205,031 | |
Semiconductors and semiconductor equipment 3.7% | |||||
Broadcom, Inc. (A) | 2.450 | 02-15-31 | 210,000 | 203,157 | |
Micron Technology, Inc. | 4.185 | 02-15-27 | 200,000 | 220,472 | |
NVIDIA Corp. | 2.850 | 04-01-30 | 300,000 | 318,713 | |
Software 3.6% | |||||
Microsoft Corp. | 2.525 | 06-01-50 | 430,000 | 422,940 | |
Oracle Corp. | 2.300 | 03-25-28 | 310,000 | 314,665 | |
Technology hardware, storage and peripherals 3.1% | |||||
Apple, Inc. | 1.200 | 02-08-28 | 400,000 | 387,549 | |
Dell International LLC | 8.350 | 07-15-46 | 150,000 | 249,266 | |
Materials 2.1% | 424,211 | ||||
Construction materials 1.1% | |||||
Vulcan Materials Company | 3.500 | 06-01-30 | 200,000 | 218,175 | |
Metals and mining 1.0% | |||||
Newmont Corp. | 2.800 | 10-01-29 | 200,000 | 206,036 |
SEE NOTES TO FINANCIAL STATEMENTS | SEMIANNUAL REPORT | JOHN HANCOCK FIXED INCOME ETFS | 9 |
Rate (%) | Maturity date | Par value^ | Value | ||
Real estate 5.6% | $1,144,540 | ||||
Equity real estate investment trusts 5.6% | |||||
American Tower Corp. | 3.800 | 08-15-29 | 200,000 | 219,726 | |
CyrusOne LP | 2.150 | 11-01-30 | 210,000 | 198,151 | |
Equinix, Inc. | 1.550 | 03-15-28 | 200,000 | 193,861 | |
GLP Capital LP | 5.375 | 04-15-26 | 200,000 | 225,538 | |
Host Hotels & Resorts LP | 3.375 | 12-15-29 | 300,000 | 307,264 | |
Utilities 5.2% | 1,062,045 | ||||
Electric utilities 4.0% | |||||
NextEra Energy Capital Holdings, Inc. | 2.750 | 11-01-29 | 250,000 | 259,397 | |
NRG Energy, Inc. (A) | 4.450 | 06-15-29 | 270,000 | 295,953 | |
Vistra Operations Company LLC (A) | 4.300 | 07-15-29 | 250,000 | 267,560 | |
Multi-utilities 1.2% | |||||
CenterPoint Energy Resources Corp. | 1.750 | 10-01-30 | 250,000 | 239,135 | |
Yield (%) | Shares | Value | |||
Short-term investments 0.8% | $174,300 | ||||
(Cost $174,300) | |||||
Short-term funds 0.8% | 174,300 | ||||
State Street Institutional U.S. Government Money Market Fund, Premier Class | 0.0250(B) | 174,300 | 174,300 |
Total investments (Cost $19,808,036) 99.1% | $20,220,965 | ||||
Other assets and liabilities, net 0.9% | 176,939 | ||||
Total net assets 100.0% | $20,397,904 |
The percentage shown for each investment category is the total value of the category as a percentage of the net assets of the fund. | |
^All par values are denominated in U.S. dollars unless otherwise indicated. | |
Security Abbreviations and Legend | |
CMT | Constant Maturity Treasury |
LIBOR | London Interbank Offered Rate |
SOFR | Secured Overnight Financing Rate |
(A) | 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. Rule 144A securities amounted to $2,422,194 or 11.9% of the fund’s net assets as of 10-31-21. |
(B) | The rate shown is the annualized seven-day yield as of 10-31-21. |
Rate (%) | Maturity date | Par value^ | Value | ||
U.S. Government and Agency obligations 48.8% | $9,667,060 | ||||
(Cost $9,731,680) | |||||
U.S. Government Agency 48.8% | 9,667,060 | ||||
Federal Home Loan Mortgage Corp. | |||||
30 Yr Pass Thru | 3.000 | 06-01-51 | 290,384 | 305,919 | |
30 Yr Pass Thru | 3.500 | 09-01-47 | 495,398 | 525,281 | |
30 Yr Pass Thru | 4.000 | 04-01-47 | 168,795 | 182,524 | |
Federal National Mortgage Association | |||||
30 Yr Pass Thru | 2.000 | 07-01-51 | 322,654 | 324,320 | |
30 Yr Pass Thru | 2.000 | 08-01-51 | 595,233 | 598,400 | |
30 Yr Pass Thru | 2.000 | 09-01-51 | 617,968 | 619,961 | |
30 Yr Pass Thru | 2.500 | 04-01-51 | 290,103 | 299,016 | |
30 Yr Pass Thru | 2.500 | 07-01-51 | 340,196 | 352,349 | |
30 Yr Pass Thru | 2.500 | 08-01-51 | 589,125 | 607,685 | |
30 Yr Pass Thru | 2.500 | 08-01-51 | 639,227 | 660,965 | |
30 Yr Pass Thru | 2.500 | 08-01-51 | 346,160 | 358,201 | |
30 Yr Pass Thru | 2.500 | 08-01-51 | 495,729 | 511,393 | |
30 Yr Pass Thru | 3.000 | 11-01-46 | 449,287 | 477,325 | |
30 Yr Pass Thru | 3.000 | 11-01-46 | 270,836 | 287,737 | |
30 Yr Pass Thru | 3.000 | 04-01-47 | 270,122 | 286,979 | |
30 Yr Pass Thru | 3.000 | 05-01-50 | 285,973 | 302,032 |
10 | JOHN HANCOCK FIXED INCOME ETFS | SEMIANNUAL REPORT | SEE NOTES TO FINANCIAL STATEMENTS |
Rate (%) | Maturity date | Par value^ | Value | ||
U.S. Government Agency (continued) | |||||
30 Yr Pass Thru | 3.000 | 07-01-51 | 289,328 | $304,987 | |
30 Yr Pass Thru | 3.000 | 08-01-51 | 567,788 | 601,358 | |
30 Yr Pass Thru | 3.500 | 12-01-46 | 215,717 | 232,167 | |
30 Yr Pass Thru | 3.500 | 02-01-47 | 266,006 | 284,379 | |
30 Yr Pass Thru | 3.500 | 05-01-47 | 254,457 | 272,033 | |
30 Yr Pass Thru | 3.500 | 02-01-48 | 344,408 | 367,766 | |
30 Yr Pass Thru | 4.000 | 04-01-47 | 168,602 | 182,316 | |
30 Yr Pass Thru | 4.000 | 07-01-47 | 169,186 | 181,954 | |
30 Yr Pass Thru | 4.000 | 06-01-49 | 164,057 | 176,965 | |
30 Yr Pass Thru | 4.000 | 06-01-49 | 167,147 | 180,659 | |
30 Yr Pass Thru | 4.000 | 06-01-49 | 167,990 | 182,389 | |
Collateralized mortgage obligations 36.7% | $7,276,470 | ||||
(Cost $7,340,648) | |||||
Commercial and residential 20.5% | 4,068,900 | ||||
Angel Oak Mortgage Trust LLC | |||||
Series 2020-3, Class A2 (A)(B) | 2.410 | 04-25-65 | 138,504 | 139,627 | |
BANK | |||||
Series 2018-BN11, Class A2 | 3.784 | 03-15-61 | 400,000 | 437,802 | |
Bellemeade Re, Ltd. | |||||
Series 2021-3A, Class M2 (SOFR + 3.150%) (A)(C) | 3.199 | 09-25-31 | 200,000 | 198,501 | |
BRAVO Residential Funding Trust | |||||
Series 2021-NQM1, Class M1 (A)(B) | 2.316 | 02-25-49 | 100,000 | 99,758 | |
Bunker Hill Loan Depositary Trust | |||||
Series 2019-3, Class M1 (A) | 3.269 | 11-25-59 | 100,000 | 101,022 | |
BX Commercial Mortgage Trust | |||||
Series 2021-VOLT, Class F (1 month LIBOR + 2.400%) (A)(C) | 2.490 | 09-15-36 | 200,000 | 199,760 | |
COLT Mortgage Loan Trust | |||||
Series 2021-4, Class B1 (A)(B) | 3.764 | 10-25-66 | 200,000 | 198,987 | |
Series 2021-HX1, Class B1 (A)(B) | 3.110 | 10-25-66 | 100,000 | 99,467 | |
Commercial Mortgage Trust (Cantor Fitzgerald/Deutsche Bank AG) | |||||
Series 2014-CR21, Class A3 | 3.528 | 12-10-47 | 365,457 | 382,984 | |
Eagle Re, Ltd. | |||||
Series 2021-2, Class M1B (SOFR + 2.050%) (A)(C) | 2.099 | 04-25-34 | 200,000 | 200,000 | |
FREMF Mortgage Trust | |||||
Series 2016-K56, Class B (A)(B) | 3.941 | 06-25-49 | 200,000 | 217,034 | |
Series 2018-K730, Class B (A)(B) | 3.796 | 02-25-50 | 200,000 | 212,062 | |
Imperial Fund Mortgage Trust | |||||
Series 2021-NQM2, Class M1 (A)(B) | 2.489 | 09-25-56 | 200,000 | 198,472 | |
MFA Trust | |||||
Series 2020-NQM3, Class M1 (A)(B) | 2.654 | 01-26-65 | 100,000 | 100,157 | |
Oaktown Re VII, Ltd. | |||||
Series 2021-2, Class M1B (SOFR + 2.900%) (A)(C) | 2.950 | 04-25-34 | 200,000 | 200,000 | |
PKHL Commercial Mortgage Trust | |||||
Series 2021-MF, Class F (1 month LIBOR + 3.350%) (A)(C) | 3.441 | 07-15-38 | 200,000 | 200,432 | |
Ready Capital Mortgage Trust | |||||
Series 2019-5, Class E (A)(B) | 5.502 | 02-25-52 | 250,000 | 256,871 | |
Triangle Re, Ltd. | |||||
Series 2021-3, Class M1B (SOFR + 2.900%) (A)(C) | 2.949 | 02-25-34 | 200,000 | 199,001 | |
Verus Securitization Trust | |||||
Series 2020-INV1, Class A2 (A)(B) | 3.035 | 03-25-60 | 170,000 | 173,860 | |
Series 2021-3, Class A3 (A)(B) | 1.437 | 06-25-66 | 133,210 | 132,565 | |
Visio Trust | |||||
Series 2019-2, Class A1 (A)(B) | 2.722 | 11-25-54 | 118,681 | 120,538 | |
U.S. Government Agency 16.2% | 3,207,570 | ||||
Federal Home Loan Mortgage Corp. | |||||
Series 2019-HQA2, Class B1 (1 month LIBOR + 4.100%) (A)(C) | 4.189 | 04-25-49 | 200,000 | 205,923 | |
Series 2021-DNA3, Class B1 (SOFR + 3.500%) (A)(C) | 3.549 | 10-25-33 | 200,000 | 207,982 | |
Series 2021-HQA1, Class M2 (SOFR + 2.250%) (A)(C) | 2.299 | 08-25-33 | 500,000 | 505,640 | |
Series 2021-HQA2, Class M2 (SOFR + 2.050%) (A)(C) | 2.099 | 12-25-33 | 300,000 | 302,257 | |
Series 5150, Class IS IO | 1.500 | 08-25-51 | 1,741,000 | 247,670 | |
Series K109, Class X1 IO | 1.582 | 04-25-30 | 1,996,293 | 228,634 |
SEE NOTES TO FINANCIAL STATEMENTS | SEMIANNUAL REPORT | JOHN HANCOCK FIXED INCOME ETFS | 11 |
Rate (%) | Maturity date | Par value^ | Value | ||
U.S. Government Agency (continued) | |||||
Series K116, Class X1 IO | 1.427 | 07-25-30 | 2,745,749 | $288,483 | |
Federal National Mortgage Association | |||||
Series 2019-R01, Class 2B1 (1 month LIBOR + 4.350%) (A)(C) | 4.439 | 07-25-31 | 200,000 | 205,196 | |
Series 2021-R01, Class 1B1 (SOFR + 3.100%) (A)(C) | 3.150 | 10-25-41 | 200,000 | 200,891 | |
Government National Mortgage Association | |||||
Series 2014-103, Class DA (B) | 3.250 | 09-16-54 | 152,421 | 156,452 | |
Series 2014-50, Class C | 3.400 | 02-16-47 | 300,000 | 308,462 | |
Series 2017-159, Class IO | 0.475 | 06-16-59 | 4,606,596 | 211,971 | |
Series 2018-23, Class IO | 0.592 | 11-16-59 | 2,494,468 | 138,009 | |
Asset backed securities 13.9% | $2,753,352 | ||||
(Cost $2,785,108) | |||||
Asset backed securities 13.9% | 2,753,352 | ||||
AMMC CLO, Ltd. | |||||
Series 2020-23A, Class C (3 month LIBOR + 2.650%) (A)(C) | 2.772 | 10-17-31 | 200,000 | 200,000 | |
AMSR Trust | |||||
Series 2020-SFR1, Class C (A) | 2.419 | 04-17-37 | 150,000 | 150,763 | |
Series 2020-SFR4, Class D (A) | 2.006 | 11-17-37 | 314,000 | 308,075 | |
Atrium XII | |||||
Series 12A, Class DR (3 month LIBOR + 2.800%) (A)(C) | 2.928 | 04-22-27 | 250,000 | 249,268 | |
Barings CLO, Ltd. | |||||
Series 2013-IA, Class DR (3 month LIBOR + 2.550%) (A)(C) | 2.682 | 01-20-28 | 250,000 | 248,555 | |
CLI Funding VIII LLC | |||||
Series 2021-1A, Class A (A) | 1.640 | 02-18-46 | 163,371 | 160,076 | |
Elara HGV Timeshare Issuer LLC | |||||
Series 2021-A, Class D (A) | 3.320 | 08-27-35 | 200,000 | 198,894 | |
LCM XV LP | |||||
Series 15A, Class DR (3 month LIBOR + 3.700%) (A)(C) | 3.832 | 07-20-30 | 250,000 | 247,552 | |
Progress Residential Trust | |||||
Series 2020-SFR1, Class C (A) | 2.183 | 04-17-37 | 300,000 | 300,687 | |
Series 2021-SFR4, Class E1 (A) | 2.409 | 05-17-38 | 150,000 | 149,075 | |
Store Master Funding I-VII & XIV | |||||
Series 2019-1, Class A2 (A) | 3.650 | 11-20-49 | 192,110 | 205,161 | |
Taco Bell Funding LLC | |||||
Series 2021-1A, Class A2I (A) | 1.946 | 08-25-51 | 200,000 | 198,107 | |
TIF Funding II LLC | |||||
Series 2021-1A, Class A (A) | 1.650 | 02-20-46 | 141,281 | 137,139 | |
Yield (%) | Shares | Value | |||
Short-term investments 1.3% | $263,297 | ||||
(Cost $263,297) | |||||
Short-term funds 1.3% | 263,297 | ||||
State Street Institutional U.S. Government Money Market Fund, Premier Class | 0.0250(D) | 263,297 | 263,297 |
Total investments (Cost $20,120,733) 100.7% | $19,960,179 | ||||
Other assets and liabilities, net (0.7%) | (134,893) | ||||
Total net assets 100.0% | $19,825,286 |
The percentage shown for each investment category is the total value of the category as a percentage of the net assets of the fund. | |
^All par values are denominated in U.S. dollars unless otherwise indicated. | |
Security Abbreviations and Legend | |
IO | Interest-Only Security - (Interest Tranche of Stripped Mortgage Pool). Rate shown is the annualized yield at the end of the period. |
LIBOR | London Interbank Offered Rate |
SOFR | Secured Overnight Financing Rate |
(A) | 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. Rule 144A securities amounted to $7,629,355 or 38.5% of the fund’s net assets as of 10-31-21. |
(B) | Variable or floating rate security, the interest rate of which adjusts periodically based on a weighted average of interest rates and prepayments on the underlying pool of assets. The interest rate shown is the current rate as of period end. |
(C) | Variable rate obligation. The coupon rate shown represents the rate at period end. |
(D) | The rate shown is the annualized seven-day yield as of 10-31-21. |
12 | JOHN HANCOCK FIXED INCOME ETFS | SEMIANNUAL REPORT | SEE NOTES TO FINANCIAL STATEMENTS |
Corporate Bond ETF | Mortgage-Backed Securities ETF | |
Assets | ||
Unaffiliated investments, at value | $20,220,965 | $19,960,179 |
Dividends and interest receivable | 174,924 | 47,989 |
Receivable from affiliates | 6,615 | 1,868 |
Other assets | 21,648 | 25,436 |
Total assets | 20,424,152 | 20,035,472 |
Liabilities | ||
Payable for investments purchased | — | 200,000 |
Payable to affiliates | ||
Accounting and legal services fees | 1,193 | 699 |
Transfer agent fees | 2,152 | — |
Other liabilities and accrued expenses | 22,903 | 9,487 |
Total liabilities | 26,248 | 210,186 |
Net assets | $20,397,904 | $19,825,286 |
Net assets consist of | ||
Paid-in capital | $19,999,684 | $20,020,000 |
Total distributable earnings (loss) | 398,220 | (194,714) |
Net assets | $20,397,904 | $19,825,286 |
Unaffiliated investments, at cost | $19,808,036 | $20,120,733 |
Net asset value per share | ||
Based on net asset values and shares outstanding-the fund has an unlimited number of shares authorized with no par value. | ||
Net assets | $20,397,904 | $19,825,286 |
Shares outstanding | 800,000 | 800,000 |
Net asset value per share | $25.50 | $24.78 |
SEE NOTES TO FINANCIAL STATEMENTS | SEMIANNUAL | JOHN HANCOCK FIXED INCOME ETFS | 13 |
Corporate Bond ETF | Mortgage-Backed Securities ETF1 | |
Investment income | ||
Interest | $265,366 | $101,316 |
Total investment income | 265,366 | 101,316 |
Expenses | ||
Investment management fees | 24,865 | 13,588 |
Accounting and legal services fees | 1,651 | 699 |
Transfer agent fees | 2,152 | — |
Trustees’ fees | 84 | — |
Custodian fees | 4,530 | 1,905 |
Printing and postage | 6,846 | 2,586 |
Professional fees | 37,763 | 12,744 |
Stock exchange listing fees | 3,532 | — |
Other | 3,290 | 2,004 |
Total expenses | 84,713 | 33,526 |
Less expense reductions | (54,620) | (17,940) |
Net expenses | 30,093 | 15,586 |
Net investment income | 235,273 | 85,730 |
Realized and unrealized gain (loss) | ||
Net realized gain (loss) on | ||
Unaffiliated investments | 41,718 | (43,322) |
Change in net unrealized appreciation (depreciation) of | ||
Unaffiliated investments | 232,369 | (160,554) |
Net realized and unrealized gain (loss) | 274,087 | (203,876) |
Increase (decrease) in net assets from operations | $509,360 | $(118,146) |
1 | Period from 8-18-21 (commencement of operations) to 10-31-21. |
14 | JOHN HANCOCK FIXED INCOME ETFS | SEMIANNUAL | SEE NOTES TO FINANCIAL STATEMENTS |
Corporate Bond ETF | Mortgage-Backed Securities ETF | ||
Six months ended 10-31-21 (unaudited) | Period ended 4-30-21 | Period ended 10-31-211 (unaudited) | |
Increase (decrease) in net assets | |||
From operations | |||
Net investment income | $235,273 | $39,016 | $85,730 |
Net realized gain (loss) | 41,718 | — | (43,322) |
Change in net unrealized appreciation (depreciation) | 232,369 | 180,560 | (160,554) |
Increase (decrease) in net assets resulting from operations | 509,360 | 219,576 | (118,146) |
Distributions to shareholders | |||
From earnings | (297,744) | (33,288) | (76,568) |
From fund share transactions | |||
Shares issued | — | 20,000,000 | 20,020,000 |
Total increase | 211,616 | 20,186,288 | 19,825,286 |
Net assets | |||
Beginning of period | 20,186,288 | — | — |
End of period | $20,397,904 | $20,186,288 | $19,825,286 |
Share activity | |||
Shares outstanding | |||
Beginning of period | 800,000 | — | — |
Shares issued | — | 800,000 | 800,000 |
End of period | 800,000 | 800,000 | 800,000 |
1 | Period from 8-18-21 (commencement of operations) to 10-31-21. |
SEE NOTES TO FINANCIAL STATEMENTS | SEMIANNUAL | JOHN HANCOCK FIXED INCOME ETFS | 15 |
Period ended | 10-31-211 | 4-30-212 |
Per share operating performance | ||
Net asset value, beginning of period | $25.23 | $25.00 |
Net investment income3 | 0.29 | 0.05 |
Net realized and unrealized gain (loss) on investments | 0.35 | 0.22 |
Total from investment operations | 0.64 | 0.27 |
Less distributions | ||
From net investment income | (0.37) | (0.04) |
Net asset value, end of period | $25.50 | $25.23 |
Total return (%)4 | 2.525 | 1.105 |
Ratios and supplemental data | ||
Net assets, end of period (in millions) | $20 | $20 |
Ratios (as a percentage of average net assets): | ||
Expenses before reductions | 0.826 | 0.727 |
Expenses including reductions | 0.296 | 0.297 |
Net investment income | 2.276 | 2.276 |
Portfolio turnover (%) | 19 | 08 |
1 | Six months ended 10-31-21. Unaudited. |
2 | Period from 3-30-21 (commencement of operations) to 4-30-21. |
3 | Based on average daily shares outstanding. |
4 | Total returns would have been lower had certain expenses not been reduced during the period. |
5 | Not annualized. |
6 | Annualized. |
7 | Annualized. Certain expenses are presented unannualized. |
8 | Portfolio turnover for the period is 0% due to no sales activity. |
Period ended | 10-31-211 |
Per share operating performance | |
Net asset value, beginning of period | $25.00 |
Net investment income2 | 0.11 |
Net realized and unrealized gain (loss) on investments | (0.23) |
Total from investment operations | (0.12) |
Less distributions | |
From net investment income | (0.10) |
Net asset value, end of period | $24.78 |
Total return (%)3 | (0.49)4 |
Ratios and supplemental data | |
Net assets, end of period (in millions) | $20 |
Ratios (as a percentage of average net assets): | |
Expenses before reductions | 0.845 |
Expenses including reductions | 0.395 |
Net investment income | 2.085 |
Portfolio turnover (%) | 21 |
1 | Period from 8-18-21 (commencement of operations) to 10-31-21. Unaudited. |
2 | Based on average daily shares outstanding. |
3 | Total returns would have been lower had certain expenses not been reduced during the period. |
4 | Not annualized. |
5 | Annualized. |
16 | JOHN HANCOCK FIXED INCOME ETFS | SEMIANNUAL | SEE NOTES TO FINANCIAL STATEMENTS |
Total value at 10-31-21 | Level 1 quoted price | Level 2 significant observable inputs | Level 3 significant unobservable inputs | |
Corporate Bond ETF | ||||
Investments in securities: | ||||
Assets | ||||
Corporate bonds | $20,046,665 | — | $20,046,665 | — |
Short-term investments | 174,300 | $174,300 | — | — |
Total investments in securities | $20,220,965 | $174,300 | $20,046,665 | — |
Mortgage-Backed Securities ETF | ||||
Investments in securities: | ||||
Assets | ||||
U.S. Government and Agency obligations | $9,667,060 | — | $9,667,060 | — |
Collateralized mortgage obligations | 7,276,470 | — | 7,276,470 | — |
Asset backed securities | 2,753,352 | — | 2,753,352 | — |
Short-term investments | 263,297 | $263,297 | — | — |
Total investments in securities | $19,960,179 | $263,297 | $19,696,882 | — |
SEMIANNUAL REPORT | JOHN HANCOCK FIXED INCOME ETFS | 17 |
Fund | Commitment fee |
Corporate Bond ETF | $882 |
Mortgage-Backed Securities ETF | 1 |
Fund | Aggregate cost | Unrealized appreciation | Unrealized (depreciation) | Net unrealized appreciation/ (depreciation) |
Corporate Bond ETF | $19,873,511 | $397,514 | $(50,060) | $347,454 |
Mortgage-Backed Securities ETF | 20,124,204 | 3,245 | (167,270) | (164,025) |
18 | JOHN HANCOCK FIXED INCOME ETFS | SEMIANNUAL REPORT |
Fund | Expense reimbursement |
Corporate Bond ETF | $54,620 |
Fund | Expense reimbursement |
Mortgage-Backed Securities ETF | $17,940 |
Fund | Net Annual Effective Rate |
Corporate Bond ETF | 0.00% |
Fund | Net Annual Effective Rate |
Mortgage-Backed Securities ETF | 0.00% |
SEMIANNUAL REPORT | JOHN HANCOCK FIXED INCOME ETFS | 19 |
Fund | Purchases | Sales |
Corporate Bond ETF | $3,835,960 | $3,911,845 |
Mortgage-Backed Securities ETF | 24,043,117 | 4,105,760 |
20 | JOHN HANCOCK FIXED INCOME ETFS | SEMIANNUAL REPORT |
SEMIANNUAL REPORT | JOHN HANCOCK FIXED INCOME ETFS | 21 |
22 | JOHN HANCOCK FIXED INCOME ETFS | SEMIANNUAL REPORT |
SEMIANNUAL REPORT | JOHN HANCOCK FIXED INCOME ETFS | 23 |
24 | JOHN HANCOCK FIXED INCOME ETFS | SEMIANNUAL REPORT |
Steven R. Pruchansky, Vice Chairperson
Andrew G. Arnott†
Charles L. Bardelis*
James R. Boyle
Peter S. Burgess*
William H. Cunningham
Grace K. Fey
Marianne Harrison†
Deborah C. Jackson
Frances G. Rathke*
Gregory A. Russo
President
Chief Financial Officer
Treasurer
Secretary and Chief Legal Officer
Chief Compliance Officer
You can also contact us: | |
800-225-6020 | Regular mail: |
jhinvestments.com/etf | John Hancock Investment Management 200 Berkeley Street Boston, MA 02116 |
SEMIANNUAL REPORT | JOHN HANCOCK FIXED INCOME ETFS | 25 |
GOVERNANCE FUNDS
with a heritage of financial stewardship dating back to 1862. Helping
our shareholders pursue their financial goals is at the core of everything
we do. It’s why we support the role of professional financial advice
and operate with the highest standards of conduct and integrity.
We search the world to find proven portfolio teams with specialized
expertise for every strategy we offer, then we apply robust investment
oversight to ensure they continue to meet our uncompromising
standards and serve the best interests of our shareholders.
a diverse set of investments backed by some of the world’s best
managers, along with strong risk-adjusted returns across asset classes.
JHAN-20180615-0136 | ETF2SA 10/2021 |
ITEM 2. CODE OF ETHICS.
(a)Not Applicable
(b)Not Applicable
(c)Not Applicable
(d)Not Applicable
(e)Not Applicable
(f)Not Applicable
ITEM 3. AUDIT COMMITTEE FINANCIAL EXPERT.
Not Applicable
ITEM 4. PRINCIPAL ACCOUNTANT FEES AND SERVICES.
(a)Not Applicable
(b)Not Applicable
(c)Not Applicable
(d)Not Applicable
(e)Not Applicable
(f)Not Applicable
(g)Not Applicable
(h)Not Applicable
ITEM 5. AUDIT COMMITTEE OF LISTED REGISTRANTS.
Not applicable at this time.
ITEM 6. SCHEDULE OF INVESTMENTS.
(a)Not applicable.
(b)Not applicable.
ITEM 7. DISCLOSURE OF PROXY VOTING POLICIES AND PROCEDURES FOR CLOSED- END MANAGEMENT INVESTMENT COMPANIES.
Not applicable.
ITEM 8. PORTFOLIO MANAGERS OF CLOSED-END MANAGEMENT INVESTMENT COMPANIES.
Not applicable.
ITEM 9. PURCHASES OF EQUITY SECURITIES BY CLOSED-END MANAGEMENT INVESTMENT COMPANY AND AFFILIATED PURCHASERS.
Not applicable.
ITEM 10. SUBMISSION OF MATTERS TO A VOTE OF SECURITY HOLDERS.
The registrant has adopted procedures by which shareholders may recommend nominees to the registrant's Board of Trustees. A copy of the procedures is filed as an exhibit to this Form N-CSR. See attached "John Hancock Funds – Nominating and Governance Committee Charter."
ITEM 11. CONTROLS AND PROCEDURES.
(a)Based upon their evaluation of the registrant's disclosure controls and procedures as
conducted within 90 days of the filing date of this Form N-CSR, the registrant's principal executive
officer and principal financial officer have concluded that those disclosure controls and procedures provide reasonable assurance that the material information required to be disclosed by the registrant on this report is recorded, processed, summarized and reported within the time periods specified in the Securities and Exchange Commission's rules and forms.
(b)There were no changes in the registrant's internal control over financial reporting that occurred during the period covered by this report that have materially affected, or are reasonably likely to materially affect, the registrant's internal control over financial reporting.
ITEM 12. DISCLOSURE OF SECURITIES LENDING ACTIVITIES FOR CLOSED-END MANAGEMENT INVESTMENT COMPANIES.
Not applicable.
ITEM 13. EXHIBITS.
SIGNATURES
Pursuant to the requirements of the Securities Exchange Act of 1934 and the Investment Company Act of 1940, the registrant has duly caused this report to be signed on its behalf by the undersigned, thereunto duly authorized.
John Hancock Exchange-Traded Fund Trust
By: | /s/ Andrew Arnott |
| ------------------------------ |
| Andrew Arnott |
| President |
Date: | December 6, 2021 |
Pursuant to the requirements of the Securities Exchange Act of 1934 and the Investment Company Act of 1940, this report has been signed below by the following persons on behalf of the registrant and in the capacities and on the dates indicated.
By: | /s/ Andrew Arnott |
| ------------------------------ |
| Andrew Arnott |
| President |
Date: | December 6, 2021 |
By: | /s/ Charles A. Rizzo |
| ----------------------- |
| Charles A. Rizzo |
| Chief Financial Officer |
Date: | December 6, 2021 |