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
Registrant's telephone number, including area code: 617-663-4497
Date of fiscal year end: | April 30 | |
Date of reporting period: | October 31, 2020 |
ITEM 1. REPORTS TO STOCKHOLDERS.
John Hancock
Multifactor ETFs
Semiannual report 10/31/2020
Beginning on January 1, 2021, as permitted by regulations adopted by the Securities and Exchange Commission, paper copies of the fund's shareholder reports like this one will no longer be sent by mail, unless you specifically request paper copies of the reports from the fund or from your financial intermediary. Instead, the reports will be made available on a website, and you will be notified by mail each time a report is posted and provided with a website link to access the report.
If you already elected to receive shareholder reports electronically, you will not be affected by this change, and you do not need to take any action. You may elect to receive shareholder reports and other communications electronically by calling John Hancock Investment Management or by contacting your financial intermediary.
You may elect to receive all reports in paper, free of charge, at any time. You can inform John Hancock Investment Management or your financial intermediary that you wish to continue receiving paper copies of your shareholder reports by following the instructions listed above. Your election to receive reports in paper will apply to all funds held with John Hancock Investment Management or your financial intermediary.
A message to shareholders
Dear shareholder,
Despite heightened fears over the coronavirus (COVID-19), which sent markets tumbling prior to the beginning of the reporting period, global financial markets delivered positive returns for the 6 months ended October 31, 2020. The governments of many nations worked to shore up their economies, and equity markets began to rise from their first-quarter sell-off; this comeback gathered momentum for the remainder of the period.
Of course, it would be a mistake to consider this market turnaround a trustworthy signal of assured or swift economic recovery. Economic growth has slowed as the ongoing spread of COVID-19 continues to create uncertainty among businesses and investors. Lockdowns and curfews in certain parts of the world have been reinstated and consumer spending remains far below prepandemic levels.
From an investment perspective, we continue to think that maintaining a focus on long-term objectives while pursuing a risk-aware strategy is a prudent way forward. Above all, we believe the counsel of a trusted financial professional continues to matter now more than ever. Periods of heightened uncertainty are precisely the time to review your financial goals and follow a plan that helps you make the most of what continues to be a challenging situation.
On behalf of everyone at John Hancock Investment Management, I'd like to take this opportunity to welcome new shareholders and thank existing shareholders for the continued trust you've placed in us.
Sincerely,
Andrew G. Arnott
President and CEO,
John Hancock Investment Management
Head of Wealth and Asset Management,
United States and Europe
This commentary reflects the CEO's views as of this report's period end and are subject to change at any time. Diversification does not guarantee investment returns and does not eliminate risk of loss. All investments entail risks, including the possible loss of principal. For more up-to-date information, you can visit our website at jhinvestments.com.
John Hancock
Multifactor ETFs
Table of contents
2 | Multifactor exchange-traded funds (ETFs) at a glance | |
4 | John Hancock Multifactor Consumer Discretionary ETF | |
5 | John Hancock Multifactor Consumer Staples ETF | |
6 | John Hancock Multifactor Developed International ETF | |
7 | John Hancock Multifactor Emerging Markets ETF | |
8 | John Hancock Multifactor Energy ETF | |
9 | John Hancock Multifactor Financials ETF | |
10 | John Hancock Multifactor Healthcare ETF | |
11 | John Hancock Multifactor Industrials ETF | |
12 | John Hancock Multifactor Large Cap ETF | |
13 | John Hancock Multifactor Materials ETF | |
14 | John Hancock Multifactor Media and Communications ETF | |
15 | John Hancock Multifactor Mid Cap ETF | |
16 | John Hancock Multifactor Small Cap ETF | |
17 | John Hancock Multifactor Technology ETF | |
18 | John Hancock Multifactor Utilities ETF | |
19 | Premium/discount analysis | |
22 | Your expenses | |
24 | Funds' investments | |
75 | Financial statements | |
88 | Financial highlights | |
96 | Notes to financial statements | |
110 | Continuation of investment advisory and subadvisory agreements | |
118 | More information |
Multifactor exchange-traded funds (ETFs) at a glance
Many traditional indexes and index funds are weighted by market capitalization, a bias that can expose investors to certain risks and potentially reduce returns. Strategic beta strategies such as John Hancock Multifactor ETFs offer a different approach. Each ETF seeks to improve on cap-weighted strategies by tracking an index that combines active management insight with the discipline of a rules-based approach.
STRATEGIC BETA1: STRIKING A BALANCE BETWEEN ACTIVE AND PASSIVE INVESTING
PHILOSOPHY BACKING INDEX DESIGN
According to Dimensional Fund Advisors, subadvisor for all John Hancock Multifactor ETFs, there are four key factors that drive higher expected returns, and these factors guide Dimensional's index construction and semiannual reconstitution.
Market
Equity premium—stocks over bonds
Company size
Small-cap premium—small company stocks over large company stocks
Relative price2
Value premium—value stocks over growth stocks
Profitability3
Profitability premium—stocks of highly profitable companies over stocks of less profitable companies
To be considered a true factor, a premium must be sensible, persistent across time periods, pervasive across markets, robust in data, and cost effective.
WHY MULTIFACTOR?
Individual factors can be volatile: there's no telling which will be the best performing from year to year. Adopting a multifactor approach is one way investors can pursue more consistent—and more attractive—risk-adjusted returns.
1 | Strategic beta (also known as smart beta) defines a set of investment strategies that seek to improve on traditional market-capitalization weighted indexes in order to lower risk and achieve better diversification. |
2 | Relative price as measured by the price-to-book ratio; value stocks are those with lower price-to-book ratios. |
3 | Profitability is a measure of current profitability, based on information from individual companies' income statements. |
A note about risks
The funds may be subject to various risks as described in the funds' prospectus. A widespread health crisis such as a global pandemic could cause substantial market volatility, exchange trading suspensions and closures, impact the ability to complete redemptions, and affect fund performance. For example, the novel coronavirus disease (COVID-19) has resulted in significant disruptions to global business activity. The impact of a health crisis and other epidemics and pandemics that may arise in the future, could affect the global economy in ways that cannot necessarily be foreseen at the present time. A health crisis may exacerbate other pre-existing political, social, and economic risks. Any such impact could adversely affect the funds' performance, resulting in losses to your investment. For more information, please refer to the "Principal risks" section of the prospectus.
A note about the performance shown on the following pages
Net asset value (NAV) performance is based on the NAV calculated each business day. It is calculated in accordance with the standard formula for valuing investment company shares as of the close of regular trading hours on the NYSE (see Note 2 to financial statements). Market price is determined using the bid/ask midpoint at 4 P.M. Eastern time, when the NAV is typically calculated. Your returns may differ if you traded shares at other times during the day.
The past performance shown here reflects reinvested distributions and the beneficial effect of any expense reductions, and does not guarantee future results. Returns for periods shorter than one year are cumulative. Shares will fluctuate in value and, when redeemed, may be worth more or less than their original cost. Current performance may be lower or higher than the performance cited. For the most recent month-end performance, visit jhinvestments.com/etf.
Multifactor Consumer Discretionary ETF
AVERAGE ANNUAL TOTAL RETURNS (%)
Average annual total returns (%) | Cumulative total returns (%) | ||||||
1-year | 5-year | Since fund inception1 | 6-month | 5-year | Since fund inception1 | ||
Net asset value | 13.37 | 9.11 | 10.01 | 28.09 | 54.63 | 62.54 | |
Market price | 13.37 | 9.11 | 10.01 | 28.09 | 54.61 | 62.56 | |
John Hancock Dimensional Consumer Discretionary Index2 | 13.82 | 9.58 | 10.49 | 28.41 | 58.01 | 66.20 | |
Russell 1000 Consumer Discretionary Index3 | 26.90 | 14.92 | 16.09 | 26.25 | 100.48 | 113.82 |
INDUSTRY COMPOSITION (%)
Specialty retail | 26.7 |
Hotels, restaurants and leisure | 17.6 |
Internet and direct marketing retail | 12.6 |
Textiles, apparel and luxury goods | 8.8 |
Automobiles | 7.6 |
Multiline retail | 7.0 |
Leisure products | 3.2 |
Household durables | 2.9 |
Commercial services and supplies | 2.2 |
Diversified consumer services | 1.9 |
Other | 9.5 |
TOTAL | 100.0 |
As a percentage of net assets. |
GROWTH OF $10,000
This chart shows what happened to a hypothetical $10,000 investment in John Hancock Multifactor Consumer Discretionary ETF for the period indicated, assuming all distributions were reinvested. For comparison, we've shown the same investment in two separate indexes.
TOP TEN HOLDINGS4 (%)
Amazon.com, Inc. | 5.4 |
The Home Depot, Inc. | 4.8 |
Tesla, Inc. | 3.6 |
NIKE, Inc., Class B | 3.5 |
Target Corp. | 3.1 |
Best Buy Company, Inc. | 3.0 |
The TJX Companies, Inc. | 2.9 |
McDonald's Corp. | 2.7 |
Lowe's Companies, Inc. | 2.6 |
Booking Holdings, Inc. | 2.3 |
TOTAL | 33.9 |
The value of a $10,000 investment calculated at market value from inception through period end would be $16,256.
The chart and table above do not reflect the deduction of taxes that a shareholder would pay on fund distributions or the redemption or sale of fund shares.
It is not possible to invest directly in an index. Unlike an index, the fund's total returns are reduced by operating expenses and management fees.
1 | From 9-28-15. |
2 | The John Hancock Dimensional Consumer Discretionary Index is designed to comprise securities in the consumer discretionary sector within the U.S. universe whose market capitalizations are larger than that of the 1001st largest U.S. company at the time of reconstitution. Stocks that compose the index include those that may be considered medium or smaller capitalization company stocks. The index is reconstituted and rebalanced on a semiannual basis. The consumer discretionary sector is composed of companies in areas such as restaurants, media, consumer retail, leisure equipment and products, hotels, apparel, automobiles, and consumer durable goods. The U.S. universe is defined as a free float-adjusted market-capitalization-weighted portfolio of U.S. operating companies listed on the New York Stock Exchange (NYSE), NYSE MKT LLC, NASDAQ Global Market, or such other securities exchanges deemed appropriate in accordance with the rules-based methodology that is maintained by Dimensional Fund Advisors LP. |
3 | 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 9/18/20 and 100% of the current methodology thereafter. |
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 is expressed as a percentage of net assets and excludes cash and cash equivalents. |
The expense ratios of the fund, both net (including any fee waivers and/or expense limitations) and gross (excluding any fee waivers and/or expense limitations), are set forth according to the most recent publicly available prospectus for the fund and may differ from those disclosed in the Financial highlights table in this report. Net expenses reflect contractual expense limitations in effect until August 31, 2021 and are subject to change. Had the contractual fee waivers and expense limitations not been in place, gross expenses would apply. The expense ratios are as follows:
Gross (%) | 0.74 |
Net (%) | 0.40 |
Please refer to the most recent prospectus and annual or semiannual report for more information on expenses and any expense limitation arrangements for the fund.
Multifactor Consumer Staples ETF
AVERAGE ANNUAL TOTAL RETURNS (%)
Average annual total returns (%) | Cumulative total returns (%) | ||||
1-year | Since fund inception1 | 6-month | Since fund inception1 | ||
Net asset value | 6.20 | 6.12 | 8.64 | 31.41 | |
Market price | 6.23 | 6.13 | 8.72 | 31.48 | |
John Hancock Dimensional Consumer Staples Index2 | 6.60 | 6.58 | 8.87 | 34.03 | |
Russell 1000 Consumer Staples Index3 | 2.46 | 4.48 | 7.53 | 22.33 |
INDUSTRY COMPOSITION (%)
Food products | 31.0 |
Food and staples retailing | 21.8 |
Beverages | 18.8 |
Household products | 17.4 |
Tobacco | 6.5 |
Chemicals | 3.0 |
Household durables | 0.9 |
Personal products | 0.5 |
Short-term investments and other | 0.1 |
TOTAL | 100.0 |
As a percentage of net assets. |
GROWTH OF $10,000
This chart shows what happened to a hypothetical $10,000 investment in John Hancock Multifactor Consumer Staples ETF for the period indicated, assuming all distributions were reinvested. For comparison, we've shown the same investment in two separate indexes.
TOP TEN HOLDINGS4 (%)
Walmart, Inc. | 6.3 |
The Procter & Gamble Company | 6.3 |
The Coca-Cola Company | 6.1 |
PepsiCo, Inc. | 6.0 |
Costco Wholesale Corp. | 5.6 |
The Kroger Company | 4.6 |
Philip Morris International, Inc. | 3.4 |
The Clorox Company | 3.1 |
Altria Group, Inc. | 3.1 |
Archer-Daniels-Midland Company | 3.1 |
TOTAL | 47.6 |
The value of a $10,000 investment calculated at market value from inception through period end would be $13,148.
The chart and table above do not reflect the deduction of taxes that a shareholder would pay on fund distributions or the redemption or sale of fund shares.
It is not possible to invest directly in an index. Unlike an index, the fund's total returns are reduced by operating expenses and management fees.
1 | From 3-28-16. |
2 | The John Hancock Dimensional Consumer Staples Index is designed to comprise securities in the consumer staples sector within the U.S. universe whose market capitalizations are larger than that of the 1001st largest U.S. company at the time of reconstitution. Stocks that compose the index include those that may be considered medium or smaller capitalization company stocks. The index is reconstituted and rebalanced on a semiannual basis. The consumer staples sector is composed of companies involved in areas such as the production, manufacture, distribution or sale of food, beverages, tobacco, household goods, or personal products. The U.S. universe is defined as a free float-adjusted market capitalization-weighted portfolio of U.S. operating companies listed on the New York Stock Exchange (NYSE), NYSE MKT LLC, NASDAQ Global Market, or such other securities exchanges deemed appropriate in accordance with the rules-based methodology that is maintained by Dimensional Fund Advisors LP. |
3 | 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 9/18/20 and 100% of the current methodology thereafter. |
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 is expressed as a percentage of net assets and excludes cash and cash equivalents. |
The expense ratios of the fund, both net (including any fee waivers and/or expense limitations) and gross (excluding any fee waivers and/or expense limitations), are set forth according to the most recent publicly available prospectus for the fund and may differ from those disclosed in the Financial highlights table in this report. Net expenses reflect contractual expense limitations in effect until August 31, 2021 and are subject to change. Had the contractual fee waivers and expense limitations not been in place, gross expenses would apply. The expense ratios are as follows:
Gross (%) | 0.85 |
Net (%) | 0.40 |
Please refer to the most recent prospectus and annual or semiannual report for more information on expenses and any expense limitation arrangements for the fund.
Multifactor Developed International ETF
AVERAGE ANNUAL TOTAL RETURNS (%)
Average annual total returns (%) | Cumulative total returns (%) | ||||
1 year | Since fund inception1 | 6-month | Since fund inception1 | ||
Net asset value | -7.59 | 3.42 | 8.60 | 13.93 | |
Market price | -6.94 | 3.52 | 10.27 | 14.36 | |
John Hancock Dimensional Developed International Index2 | -7.00 | 4.16 | 9.01 | 17.12 | |
MSCI EAFE Index3 | -6.86 | 4.03 | 8.57 | 16.57 |
SECTOR COMPOSITION (%)
Industrials | 16.4 |
Financials | 14.5 |
Consumer discretionary | 12.5 |
Health care | 12.0 |
Materials | 10.1 |
Consumer staples | 9.7 |
Information technology | 7.0 |
Communication services | 6.5 |
Utilities | 5.2 |
Real estate | 3.0 |
Other | 3.1 |
TOTAL | 100.0 |
As a percentage of net assets. |
GROWTH OF $10,000
This chart shows what happened to a hypothetical $10,000 investment in John Hancock Multifactor Developed International ETF for the period indicated, assuming all distributions were reinvested. For comparison, we've shown the same investment in two separate indexes.
TOP TEN HOLDINGS4 (%)
Nestle SA | 1.8 |
Toyota Motor Corp. | 1.5 |
Roche Holding AG | 1.1 |
Novartis AG | 0.9 |
Orange SA | 0.8 |
Lonza Group AG | 0.7 |
AstraZeneca PLC | 0.7 |
LVMH Moet Hennessy Louis Vuitton SE | 0.7 |
Cie Generale des Etablissements Michelin SCA | 0.6 |
Wolters Kluwer NV | 0.6 |
TOTAL | 9.4 |
The value of a $10,000 investment calculated at market value from inception through period end would be $11,436.
The chart and table above do not reflect the deduction of taxes that a shareholder would pay on fund distributions or the redemption or sale of fund shares.
It is not possible to invest directly in an index. Unlike an index, the fund's total returns are reduced by operating expenses and management fees.
1 | From 12-15-16. |
2 | The John Hancock Dimensional Developed International Index is designed to comprise a subset of securities of companies associated with developed markets outside of the United States and Canada. The index is reconstituted and rebalanced on a semiannual basis. |
3 | The MSCI Europe, Australasia, and Far East (EAFE) Index comprises securities of publicly traded large- and mid-cap stocks of companies in those regions. |
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 is expressed as a percentage of net assets and excludes cash and cash equivalents. |
The expense ratios of the fund, both net (including any fee waivers and/or expense limitations) and gross (excluding any fee waivers and/or expense limitations), are set forth according to the most recent publicly available prospectus for the fund and may differ from those disclosed in the Financial highlights table in this report. Net expenses reflect contractual expense limitations in effect until August 31, 2021 and are subject to change. Had the contractual fee waivers and expense limitations not been in place, gross expenses would apply. The expense ratios are as follows:
Gross (%) | 0.43 |
Net (%) | 0.39 |
Please refer to the most recent prospectus and annual or semiannual report for more information on expenses and any expense limitation arrangements for the fund.
Multifactor Emerging Markets ETF
AVERAGE ANNUAL TOTAL RETURNS (%)
Average annual total returns (%) | Cumulative total returns (%) | ||||
1-year | Since fund inception1 | 6-month | Since fund inception1 | ||
Net asset value | -0.02 | 1.21 | 15.56 | 2.54 | |
Market price | 0.15 | 1.04 | 18.14 | 2.20 | |
John Hancock Dimensional Emerging Markets Index2 | 1.01 | 1.76 | 16.39 | 3.73 | |
MSCI Emerging Markets Index3 | 8.25 | 5.02 | 20.96 | 10.80 |
SECTOR COMPOSITION (%)
Financials | 22.1 |
Information technology | 17.3 |
Consumer discretionary | 15.8 |
Communication services | 12.1 |
Materials | 8.1 |
Consumer staples | 6.4 |
Energy | 5.8 |
Industrials | 4.0 |
Health care | 3.5 |
Real estate | 2.9 |
Other | 2.0 |
TOTAL | 100.0 |
As a percentage of net assets. |
GROWTH OF $10,000
This chart shows what happened to a hypothetical $10,000 investment in John Hancock Multifactor Emerging Markets ETF for the period indicated, assuming all distributions were reinvested. For comparison, we've shown the same investment in two separate indexes.
TOP TEN HOLDINGS4 (%)
Tencent Holdings, Ltd. | 4.6 |
Alibaba Group Holding, Ltd., ADR | 4.4 |
Samsung Electronics Company, Ltd. | 4.2 |
Taiwan Semiconductor Manufacturing Company, Ltd. | 4.1 |
China Construction Bank Corp., H Shares | 2.2 |
Ping An Insurance Group Company of China, Ltd., H Shares | 1.9 |
JD.com, Inc., ADR | 1.5 |
Reliance Industries, Ltd. | 1.4 |
NetEase, Inc., ADR | 1.3 |
China Mobile, Ltd. | 1.1 |
TOTAL | 26.7 |
The value of a $10,000 investment calculated at market value from inception through period end would be $10,220.
The chart and table above do not reflect the deduction of taxes that a shareholder would pay on fund distributions or the redemption or sale of fund shares.
It is not possible to invest directly in an index. Unlike an index, the fund's total returns are reduced by operating expenses and management fees.
1 | From 9-27-18. |
2 | The John Hancock Dimensional Emerging Markets Index is designed to comprise a subset of securities of companies associated with emerging markets, which may include frontier markets (Emerging markets in an earlier stage of development). The index is reconstituted and rebalanced on a semiannual basis. |
3 | The MSCI Emerging Markets Index is an unmanaged index designed to measure the performance of developing markets. |
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 is expressed as a percentage of net assets and excludes cash and cash equivalents. |
The expense ratios of the fund, both net (including any fee waivers and/or expense limitations) and gross (excluding any fee waivers and/or expense limitations), are set forth according to the most recent publicly available prospectus for the fund and may differ from those disclosed in the Financial highlights table in this report. Net expenses reflect contractual expense limitations in effect until August 31, 2021 and are subject to change. Had the contractual fee waivers and expense limitations not been in place, gross expenses would apply. The expense ratios are as follows:
Gross (%) | 0.55 |
Net (%) | 0.49 |
Please refer to the most recent prospectus and annual or semiannual report for more information on expenses and any expense limitation arrangements for the fund.
Multifactor Energy ETF
AVERAGE ANNUAL TOTAL RETURNS (%)
Average annual total returns (%) | Cumulative total returns (%) | ||||
1-year | Since fund inception1 | 6-month | Since fund inception1 | ||
Net asset value | -48.14 | -14.17 | -20.16 | -50.46 | |
Market price | -48.38 | -14.25 | -20.50 | -50.68 | |
John Hancock Dimensional Energy Index2 | -48.10 | -13.84 | -20.07 | -49.57 | |
Russell 1000 Energy Index3 | -42.39 | -11.15 | -16.66 | -41.93 |
INDUSTRY COMPOSITION (%)
Oil, gas and consumable fuels | 84.0 |
Energy equipment and services | 12.6 |
Specialty retail | 2.0 |
Short-term investments and other | 1.4 |
TOTAL | 100.0 |
As a percentage of net assets. |
GROWTH OF $10,000
This chart shows what happened to a hypothetical $10,000 investment in John Hancock Multifactor Energy ETF for the period indicated, assuming all distributions were reinvested. For comparison, we've shown the same investment in two separate indexes.
TOP TEN HOLDINGS4 (%)
Chevron Corp. | 7.6 |
The Williams Companies, Inc. | 6.8 |
Kinder Morgan, Inc. | 6.3 |
Marathon Petroleum Corp. | 6.1 |
Exxon Mobil Corp. | 6.0 |
Schlumberger NV | 5.8 |
ConocoPhillips | 5.5 |
Valero Energy Corp. | 4.9 |
EOG Resources, Inc. | 4.9 |
Halliburton Company | 3.8 |
TOTAL | 57.7 |
The value of a $10,000 investment calculated at market value from inception through period end would be $4,932.
The chart and table above do not reflect the deduction of taxes that a shareholder would pay on fund distributions or the redemption or sale of fund shares.
It is not possible to invest directly in an index. Unlike an index, the fund's total returns are reduced by operating expenses and management fees.
1 | From 3-28-16. |
2 | The John Hancock Dimensional Energy Index is designed to comprise securities in the energy sector within the U.S. universe whose market capitalizations are larger than that of the 1001st largest U.S. company at the time of reconstitution. Stocks that compose the index include those that may be considered medium or smaller capitalization company stocks. The index is reconstituted and rebalanced on a semiannual basis. The energy sector is composed of companies involved in areas such as the production, distribution, or sale of alternative fuels, coal, electricity, natural gas, nuclear power, oil, and other forms of energy. The U.S. universe is defined as a free float-adjusted market capitalization-weighted portfolio of U.S. operating companies listed on the New York Stock Exchange (NYSE), NYSE MKT LLC, NASDAQ Global Market, or such other securities exchanges deemed appropriate in accordance with the rules-based methodology that is maintained by Dimensional Fund Advisors LP. |
3 | 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 9/18/20 and 100% of the current methodology thereafter. |
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 is expressed as a percentage of net assets and excludes cash and cash equivalents. |
The expense ratios of the fund, both net (including any fee waivers and/or expense limitations) and gross (excluding any fee waivers and/or expense limitations), are set forth according to the most recent publicly available prospectus for the fund and may differ from those disclosed in the Financial highlights table in this report. Net expenses reflect contractual expense limitations in effect until August 31, 2021 and are subject to change. Had the contractual fee waivers and expense limitations not been in place, gross expenses would apply. The expense ratios are as follows:
Gross (%) | 1.08 |
Net (%) | 0.40 |
Please refer to the most recent prospectus and annual or semiannual report for more information on expenses and any expense limitation arrangements for the fund.
Multifactor Financials ETF
AVERAGE ANNUAL TOTAL RETURNS (%)
Average annual total returns (%) | Cumulative total returns (%) | ||||||
1-year | 5-year | Since fund inception1 | 6-month | 5-year | Since fund inception1 | ||
Net asset value | -11.39 | 6.79 | 7.67 | 9.03 | 38.91 | 45.70 | |
Market price | -11.49 | 6.77 | 7.65 | 8.93 | 38.75 | 45.57 | |
John Hancock Dimensional Financials Index2 | -11.07 | 7.27 | 8.15 | 9.27 | 42.01 | 49.02 | |
Russell 1000 Financial Services Index3 | -5.78 | 9.03 | 10.02 | 11.85 | 54.05 | 62.67 |
INDUSTRY COMPOSITION (%)
Capital markets | 24.6 |
Insurance | 24.3 |
Banks | 22.7 |
IT services | 15.4 |
Consumer finance | 5.9 |
Diversified financial services | 4.9 |
Professional services | 1.6 |
Thrifts and mortgage finance | 0.4 |
Software | 0.1 |
Short-term investments and other | 0.1 |
TOTAL | 100.0 |
As a percentage of net assets. |
GROWTH OF $10,000
This chart shows what happened to a hypothetical $10,000 investment in John Hancock Multifactor Financials ETF for the period indicated, assuming all distributions were reinvested. For comparison, we've shown the same investment in two separate indexes.
TOP TEN HOLDINGS4 (%)
JPMorgan Chase & Co. | 4.0 |
Berkshire Hathaway, Inc., Class B | 3.9 |
Visa, Inc., Class A | 3.6 |
Mastercard, Inc., Class A | 3.4 |
Bank of America Corp. | 3.2 |
PayPal Holdings, Inc. | 3.0 |
Morgan Stanley | 1.9 |
The Charles Schwab Corp. | 1.8 |
The Travelers Companies, Inc. | 1.7 |
Citigroup, Inc. | 1.6 |
TOTAL | 28.1 |
The value of a $10,000 investment calculated at market value from inception through period end would be $14,557.
The chart and table above do not reflect the deduction of taxes that a shareholder would pay on fund distributions or the redemption or sale of fund shares.
It is not possible to invest directly in an index. Unlike an index, the fund's total returns are reduced by operating expenses and management fees.
1 | From 9-28-15. |
2 | The John Hancock Dimensional Financials Index is designed to comprise securities in the financials sector within the U.S. universe whose market capitalizations are larger than that of the 1001st largest U.S. company at the time of reconstitution. Stocks that compose the index include those that may be considered medium or smaller capitalization company stocks. The index is reconstituted and rebalanced on a semiannual basis. The financials sector is composed of companies in areas such as banking, savings and loans, insurance, consumer finance, investment brokerage, asset management, or other diverse financial services. The U.S. universe is defined as a free float-adjusted market capitalization-weighted portfolio of U.S. operating companies listed on the New York Stock Exchange (NYSE), NYSE MKT LLC, NASDAQ Global Market, or such other securities exchanges deemed appropriate in accordance with the rules-based methodology that is maintained by Dimensional Fund Advisors LP. |
3 | Effective 9/21/20, the underlying components of the Russell 1000 Financial Services Index reflect a new company classification methodology. Consequently, the custom blended benchmark's performance consists of 100% of the prior methodology through 9/18/20 and 100% of the current methodology thereafter. |
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 is expressed as a percentage of net assets and excludes cash and cash equivalents. |
The expense ratios of the fund, both net (including any fee waivers and/or expense limitations) and gross (excluding any fee waivers and/or expense limitations), are set forth according to the most recent publicly available prospectus for the fund and may differ from those disclosed in the Financial highlights table in this report. Net expenses reflect contractual expense limitations in effect until August 31, 2021 and are subject to change. Had the contractual fee waivers and expense limitations not been in place, gross expenses would apply. The expense ratios are as follows:
Gross (%) | 0.74 |
Net (%) | 0.40 |
Please refer to the most recent prospectus and annual or semiannual report for more information on expenses and any expense limitation arrangements for the fund.
Multifactor Healthcare ETF
AVERAGE ANNUAL TOTAL RETURNS (%)
Average annual total returns (%) | Cumulative total returns (%) | ||||||
1-year | 5-year | Since fund inception1 | 6-month | 5-year | Since fund inception1 | ||
Net asset value | 15.47 | 9.88 | 10.57 | 7.03 | 60.14 | 66.82 | |
Market price | 15.55 | 9.88 | 10.58 | 7.11 | 60.20 | 66.89 | |
John Hancock Dimensional Healthcare Index2 | 15.98 | 10.37 | 11.07 | 7.28 | 63.78 | 70.68 | |
Russell 1000 Healthcare Index3 | 15.92 | 10.61 | 11.67 | 6.82 | 65.58 | 75.42 |
INDUSTRY COMPOSITION (%)
Health care equipment and supplies | 26.2 |
Health care providers and services | 22.3 |
Pharmaceuticals | 21.1 |
Biotechnology | 15.8 |
Life sciences tools and services | 11.6 |
Health care technology | 2.3 |
Diversified consumer services | 0.4 |
Short-term investments and other | 0.3 |
TOTAL | 100.0 |
As a percentage of net assets. |
GROWTH OF $10,000
This chart shows what happened to a hypothetical $10,000 investment in John Hancock Multifactor Healthcare ETF for the period indicated, assuming all distributions were reinvested. For comparison, we've shown the same investment in two separate indexes.
TOP TEN HOLDINGS4 (%)
UnitedHealth Group, Inc. | 5.8 |
Johnson & Johnson | 5.5 |
Pfizer, Inc. | 3.8 |
Merck & Company, Inc. | 3.4 |
Abbott Laboratories | 2.7 |
Thermo Fisher Scientific, Inc. | 2.7 |
Bristol-Myers Squibb Company | 2.2 |
Medtronic PLC | 2.1 |
AbbVie, Inc. | 2.1 |
Amgen, Inc. | 2.0 |
TOTAL | 32.3 |
The value of a $10,000 investment calculated at market value from inception through period end would be $16,689.
The chart and table above do not reflect the deduction of taxes that a shareholder would pay on fund distributions or the redemption or sale of fund shares.
It is not possible to invest directly in an index. Unlike an index, the fund's total returns are reduced by operating expenses and management fees.
1 | From 9-28-15. |
2 | The John Hancock Dimensional Healthcare Index is designed to comprise securities in the healthcare sector within the U.S. universe whose market capitalizations are larger than that of the 1001st largest U.S. company at the time of reconstitution. Stocks that compose the index include those that may be considered medium or smaller capitalization company stocks. The index is reconstituted and rebalanced on a semiannual basis. The healthcare sector is composed of companies in areas such as the manufacture of healthcare equipment and supplies, biotechnology, home or long-term healthcare facilities, hospitals, pharmaceuticals, or the provision of basic healthcare services. The U.S. universe is defined as a free float-adjusted market capitalization-weighted portfolio of U.S. operating companies listed on the New York Stock Exchange (NYSE), NYSE MKT LLC, NASDAQ Global Market, or such other securities exchanges deemed appropriate in accordance with the rules-based methodology that is maintained by Dimensional Fund Advisors LP. |
3 | Effective 9/21/20, the underlying components of the Russell 1000 Healthcare Index reflect a new company classification methodology. Consequently, the custom blended benchmark's performance consists of 100% of the prior methodology through 9/18/20 and 100% of the current methodology thereafter. |
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 is expressed as a percentage of net assets and excludes cash and cash equivalents. |
The expense ratios of the fund, both net (including any fee waivers and/or expense limitations) and gross (excluding any fee waivers and/or expense limitations), are set forth according to the most recent publicly available prospectus for the fund and may differ from those disclosed in the Financial highlights table in this report. Net expenses reflect contractual expense limitations in effect until August 31, 2021 and are subject to change. Had the contractual fee waivers and expense limitations not been in place, gross expenses would apply. The expense ratios are as follows:
Gross (%) | 0.69 |
Net (%) | 0.40 |
Please refer to the most recent prospectus and annual or semiannual report for more information on expenses and any expense limitation arrangements for the fund.
Multifactor Industrials ETF
AVERAGE ANNUAL TOTAL RETURNS (%)
Average annual total returns (%) | Cumulative total returns (%) | ||||
1-year | Since fund inception1 | 6-month | Since fund inception1 | ||
Net asset value | 1.49 | 11.13 | 21.23 | 62.42 | |
Market price | 1.55 | 11.14 | 21.32 | 62.52 | |
John Hancock Dimensional Industrials Index2 | 1.86 | 11.63 | 21.51 | 65.84 | |
Russell 1000 Producer Durables Index3 | 0.73 | 9.95 | 20.72 | 54.63 |
INDUSTRY COMPOSITION (%)
Machinery | 22.1 |
Aerospace and defense | 10.5 |
Road and rail | 8.9 |
IT services | 8.3 |
Electrical equipment | 6.8 |
Building products | 6.1 |
Industrial conglomerates | 6.0 |
Air freight and logistics | 5.5 |
Household durables | 4.8 |
Commercial services and supplies | 4.1 |
Other | 16.9 |
TOTAL | 100.0 |
As a percentage of net assets. |
GROWTH OF $10,000
This chart shows what happened to a hypothetical $10,000 investment in John Hancock Multifactor Industrials ETF for the period indicated, assuming all distributions were reinvested. For comparison, we've shown the same investment in two separate indexes.
TOP TEN HOLDINGS4 (%)
Accenture PLC, Class A | 2.5 |
Union Pacific Corp. | 2.2 |
Honeywell International, Inc. | 2.1 |
Caterpillar, Inc. | 2.0 |
United Parcel Service, Inc., Class B | 2.0 |
Cummins, Inc. | 1.9 |
3M Company | 1.9 |
PACCAR, Inc. | 1.8 |
CSX Corp. | 1.6 |
Parker-Hannifin Corp. | 1.6 |
TOTAL | 19.6 |
The value of a $10,000 investment calculated at market value from inception through period end would be $16,252.
The chart and table above do not reflect the deduction of taxes that a shareholder would pay on fund distributions or the redemption or sale of fund shares.
It is not possible to invest directly in an index. Unlike an index, the fund's total returns are reduced by operating expenses and management fees.
1 | From 3-28-16. |
2 | The John Hancock Dimensional Industrials Index is designed to comprise securities in the industrials sector within the U.S. universe whose market capitalizations are larger than that of the 1001st largest U.S. company at the time of reconstitution. Stocks that compose the index include those that may be considered medium or smaller capitalization company stocks. The index is reconstituted and rebalanced on a semiannual basis. The industrials sector is composed of companies involved in areas such as aerospace and defense, construction and engineering, machinery, building products and equipment, road/rail/air/marine transportation and infrastructure, industrial trading and distribution, and related services. The U.S. universe is defined as a free float-adjusted market-capitalization-weighted portfolio of U.S. operating companies listed on the New York Stock Exchange (NYSE), NYSE MKT LLC, NASDAQ Global Market, or such other securities exchanges deemed appropriate in accordance with the rules-based methodology that is maintained by Dimensional Fund Advisors LP. |
3 | Effective 9/21/20, the underlying components of the Russell 1000 Producer Durables Index reflect a new company classification methodology. Consequently, the custom blended benchmark's performance consists of 100% of the prior methodology through 9/18/20 and 100% of the current methodology thereafter. |
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 is expressed as a percentage of net assets and excludes cash and cash equivalents. |
The expense ratios of the fund, both net (including any fee waivers and/or expense limitations) and gross (excluding any fee waivers and/or expense limitations), are set forth according to the most recent publicly available prospectus for the fund and may differ from those disclosed in the Financial highlights table in this report. Net expenses reflect contractual expense limitations in effect until August 31, 2021 and are subject to change. Had the contractual fee waivers and expense limitations not been in place, gross expenses would apply. The expense ratios are as follows:
Gross (%) | 0.88 |
Net (%) | 0.40 |
Please refer to the most recent prospectus and annual or semiannual report for more information on expenses and any expense limitation arrangements for the fund.
Multifactor Large Cap ETF
AVERAGE ANNUAL TOTAL RETURNS (%)
Average annual total returns (%) | Cumulative total returns (%) | ||||||
1-year | 5-year | Since fund inception1 | 6-month | 5-year | Since fund inception1 | ||
Net asset value | 6.83 | 10.64 | 11.86 | 14.49 | 65.77 | 76.95 | |
Market price | 6.90 | 10.66 | 11.88 | 14.76 | 65.93 | 77.12 | |
John Hancock Dimensional Large Cap Index2 | 7.16 | 10.98 | 12.21 | 14.68 | 68.37 | 79.80 | |
Russell 1000 Index3 | 10.87 | 11.79 | 13.12 | 14.96 | 74.56 | 87.33 |
SECTOR COMPOSITION (%)
Information technology | 23.8 |
Health care | 14.2 |
Consumer discretionary | 11.6 |
Financials | 11.2 |
Industrials | 11.1 |
Communication services | 8.6 |
Consumer staples | 6.4 |
Utilities | 4.4 |
Materials | 3.9 |
Real estate | 3.0 |
Other | 1.8 |
TOTAL | 100.0 |
As a percentage of net assets. |
GROWTH OF $10,000
This chart shows what happened to a hypothetical $10,000 investment in John Hancock Multifactor Large Cap ETF for the period indicated, assuming all distributions were reinvested. For comparison, we've shown the same investment in two separate indexes.
TOP TEN HOLDINGS4 (%)
Apple, Inc. | 3.5 |
Microsoft Corp. | 3.5 |
Amazon.com, Inc. | 2.7 |
Alphabet, Inc., Class A | 1.7 |
Facebook, Inc., Class A | 1.3 |
Johnson & Johnson | 0.9 |
Berkshire Hathaway, Inc., Class B | 0.9 |
UnitedHealth Group, Inc. | 0.8 |
The Procter & Gamble Company | 0.8 |
JPMorgan Chase & Co. | 0.8 |
TOTAL | 16.9 |
The value of a $10,000 investment calculated at market value from inception through period end would be $17,712.
The chart and table above do not reflect the deduction of taxes that a shareholder would pay on fund distributions or the redemption or sale of fund shares.
It is not possible to invest directly in an index. Unlike an index, the fund's total returns are reduced by operating expenses and management fees.
1 | From 9-28-15. |
2 | The John Hancock Dimensional Large Cap Index is designed to comprise a subset of securities in the U.S. universe issued by companies whose market capitalizations are larger than that of the 801st largest U.S. company at the time of reconstitution. The index is reconstituted and rebalanced on a semiannual basis. The U.S. universe is defined as a free float-adjusted market capitalization-weighted portfolio of U.S. operating companies listed on the New York Stock Exchange (NYSE), NYSE MKT LLC, NASDAQ Global Market, or such other securities exchanges deemed appropriate in accordance with the rules-based methodology that is maintained by Dimensional Fund Advisors LP. |
3 | The Russell 1000 Index comprises 1000 publicly-traded large-cap companies in the United States. |
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 is expressed as a percentage of net assets and excludes cash and cash equivalents. |
The expense ratios of the fund, both net (including any fee waivers and/or expense limitations) and gross (excluding any fee waivers and/or expense limitations), are set forth according to the most recent publicly available prospectus for the fund and may differ from those disclosed in the Financial highlights table in this report. Net expenses reflect contractual expense limitations in effect until August 31, 2021 and are subject to change. Had the contractual fee waivers and expense limitations not been in place, gross expenses would apply. The expense ratios are as follows:
Gross (%) | 0.32 |
Net (%) | 0.29 |
Please refer to the most recent prospectus and annual or semiannual report for more information on expenses and any expense limitation arrangements for the fund.
Multifactor Materials ETF
AVERAGE ANNUAL TOTAL RETURNS (%)
Average annual total returns (%) | Cumulative total returns (%) | ||||
1-year | Since fund inception1 | 6-month | Since fund inception1 | ||
Net asset value | 6.40 | 9.01 | 24.38 | 48.66 | |
Market price | 6.42 | 9.02 | 24.43 | 48.72 | |
John Hancock Dimensional Materials Index2 | 6.74 | 9.47 | 24.62 | 51.58 | |
Russell 1000 Materials & Processing Index3 | 9.84 | 10.17 | 24.67 | 56.10 |
INDUSTRY COMPOSITION (%)
Chemicals | 51.7 |
Containers and packaging | 25.0 |
Metals and mining | 14.5 |
Construction materials | 6.1 |
Building products | 1.2 |
Multi-utilities | 1.0 |
Software | 0.5 |
TOTAL | 100.0 |
As a percentage of net assets. |
GROWTH OF $10,000
This chart shows what happened to a hypothetical $10,000 investment in John Hancock Multifactor Materials ETF for the period indicated, assuming all distributions were reinvested. For comparison, we've shown the same investment in two separate indexes.
TOP TEN HOLDINGS4 (%)
PPG Industries, Inc. | 5.2 |
Linde PLC | 5.2 |
Air Products & Chemicals, Inc. | 4.4 |
The Sherwin-Williams Company | 4.4 |
Newmont Corp. | 4.3 |
International Paper Company | 4.2 |
Ball Corp. | 4.0 |
Dow, Inc. | 3.6 |
Vulcan Materials Company | 3.6 |
Freeport-McMoRan, Inc. | 3.6 |
TOTAL | 42.5 |
The value of a $10,000 investment calculated at market value from inception through period end would be $14,872.
The chart and table above do not reflect the deduction of taxes that a shareholder would pay on fund distributions or the redemption or sale of fund shares.
It is not possible to invest directly in an index. Unlike an index, the fund's total returns are reduced by operating expenses and management fees.
1 | From 3-28-16. |
2 | The John Hancock Dimensional Materials Index is designed to comprise securities in the materials sector within the U.S. universe whose market capitalizations are larger than that of the 1001st largest U.S. company at the time of reconstitution. Stocks that compose the index include those that may be considered medium or smaller capitalization company stocks. The index is reconstituted and rebalanced on a semiannual basis. The materials sector is composed of companies involved in areas such as chemicals, metals, paper products, containers and packaging, and construction materials. The U.S. universe is defined as a free float-adjusted market capitalization-weighted portfolio of U.S. operating companies listed on the New York Stock Exchange (NYSE), NYSE MKT LLC, NASDAQ Global Market, or such other securities exchanges deemed appropriate in accordance with the rules-based methodology that is maintained by Dimensional Fund Advisors LP. |
3 | Effective 9/21/20, the underlying components of the Russell 1000 Materials and Processing Index reflect a new company classification methodology. Consequently, the custom blended benchmark's performance consists of 100% of the prior methodology through 9/18/20 and 100% of the current methodology thereafter. |
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 is expressed as a percentage of net assets and excludes cash and cash equivalents. |
The expense ratios of the fund, both net (including any fee waivers and/or expense limitations) and gross (excluding any fee waivers and/or expense limitations), are set forth according to the most recent publicly available prospectus for the fund and may differ from those disclosed in the Financial highlights table in this report. Net expenses reflect contractual expense limitations in effect until August 31, 2021 and are subject to change. Had the contractual fee waivers and expense limitations not been in place, gross expenses would apply. The expense ratios are as follows:
Gross (%) | 1.04 |
Net (%) | 0.40 |
Please refer to the most recent prospectus and annual or semiannual report for more information on expenses and any expense limitation arrangements for the fund.
Multifactor Media and Communications ETF
AVERAGE ANNUAL TOTAL RETURNS (%)
Average annual total returns (%) | Cumulative total returns (%) | ||||
1-year | Since fund inception1 | 6-month | Since fund inception1 | ||
Net asset value | 10.20 | 11.12 | 17.51 | 18.89 | |
Market price | 10.29 | 11.18 | 17.55 | 19.00 | |
John Hancock Dimensional Media & Comm Index2 | 10.56 | 11.46 | 17.69 | 19.49 | |
Russell 1000 Telecommunication Index3 | -11.02 | -2.09 | -6.42 | -3.40 |
INDUSTRY COMPOSITION (%)
Media | 33.6 |
Entertainment | 25.8 |
Interactive media and services | 21.3 |
Diversified telecommunication services | 14.1 |
Wireless telecommunication services | 4.5 |
Software | 0.6 |
Short-term investments and other | 0.1 |
TOTAL | 100.0 |
As a percentage of net assets. |
GROWTH OF $10,000
This chart shows what happened to a hypothetical $10,000 investment in John Hancock Multifactor Media and Communications ETF for the period indicated, assuming all distributions were reinvested. For comparison, we've shown the same investment in two separate indexes.
TOP TEN HOLDINGS4 (%)
Charter Communications, Inc., Class A | 6.2 |
Verizon Communications, Inc. | 6.1 |
Comcast Corp., Class A | 5.9 |
The Walt Disney Company | 5.8 |
Netflix, Inc. | 5.7 |
Facebook, Inc., Class A | 5.7 |
T-Mobile US, Inc. | 4.5 |
Activision Blizzard, Inc. | 4.2 |
AT&T, Inc. | 4.1 |
Liberty Broadband Corp., Series C | 3.3 |
TOTAL | 51.5 |
The value of a $10,000 investment calculated at market value from inception through period end would be $11,900.
The chart and table above do not reflect the deduction of taxes that a shareholder would pay on fund distributions or the redemption or sale of fund shares.
It is not possible to invest directly in an index. Unlike an index, the fund's total returns are reduced by operating expenses and management fees.
1 | From 3-12-19. |
2 | The John Hancock Dimensional Media and Communications Index is designed to comprise securities in the media and communications sector within the U.S. Universe whose market capitalizations are larger than that of the 1001st largest U.S. company at the time of reconstitution. |
3 | Effective 9/21/20, the underlying components of the Russell 1000 Telecommunication Index reflect a new company classification methodology. Consequently, the custom blended benchmark's performance consists of 100% of the prior methodology through 9/18/20 and 100% of the current methodology thereafter. |
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 is expressed as a percentage of net assets and excludes cash and cash equivalents. |
The expense ratios of the fund, both net (including any fee waivers and/or expense limitations) and gross (excluding any fee waivers and/or expense limitations), are set forth according to the most recent publicly available prospectus for the fund and may differ from those disclosed in the Financial highlights table in this report. Net expenses reflect contractual expense limitations in effect until August 31, 2021 and are subject to change. Had the contractual fee waivers and expense limitations not been in place, gross expenses would apply. The expense ratios are as follows:
Gross (%) | 1.13 |
Net (%) | 0.40 |
Please refer to the most recent prospectus and annual or semiannual report for more information on expenses and any expense limitation arrangements for the fund.
Multifactor Mid Cap ETF
AVERAGE ANNUAL TOTAL RETURNS (%)
Average annual total returns (%) | Cumulative total returns (%) | ||||||
1-year | 5-year | Since fund inception1 | 6-month | 5-year | Since fund inception1 | ||
Net asset value | 3.35 | 8.93 | 9.74 | 18.02 | 53.34 | 60.52 | |
Market price | 3.41 | 8.94 | 9.75 | 18.11 | 53.43 | 60.64 | |
John Hancock Dimensional Mid Cap Index2 | 3.75 | 9.37 | 10.19 | 18.28 | 56.51 | 63.90 | |
Russell Midcap Index3 | 4.12 | 8.95 | 9.81 | 17.83 | 53.53 | 61.08 |
SECTOR COMPOSITION (%)
Information technology | 19.8 |
Health care | 15.3 |
Industrials | 14.7 |
Consumer discretionary | 12.3 |
Financials | 12.1 |
Materials | 6.4 |
Utilities | 5.3 |
Real estate | 5.1 |
Communication services | 3.8 |
Consumer staples | 3.6 |
Other | 1.6 |
TOTAL | 100.0 |
As a percentage of net assets. |
GROWTH OF $10,000
This chart shows what happened to a hypothetical $10,000 investment in John Hancock Multifactor Mid Cap ETF for the period indicated, assuming all distributions were reinvested. For comparison, we've shown the same investment in two separate indexes.
TOP TEN HOLDINGS4 (%)
Cadence Design Systems, Inc. | 0.5 |
Align Technology, Inc. | 0.5 |
Best Buy Company, Inc. | 0.5 |
Parker-Hannifin Corp. | 0.5 |
Skyworks Solutions, Inc. | 0.4 |
Rockwell Automation, Inc. | 0.4 |
ANSYS, Inc. | 0.4 |
ResMed, Inc. | 0.4 |
Ball Corp. | 0.4 |
Marvell Technology Group, Ltd. | 0.4 |
TOTAL | 4.4 |
The value of a $10,000 investment calculated at market value from inception through period end would be $16,064.
The chart and table above do not reflect the deduction of taxes that a shareholder would pay on fund distributions or the redemption or sale of fund shares.
It is not possible to invest directly in an index. Unlike an index, the fund's total returns are reduced by operating expenses and management fees.
1 | From 9-28-15. |
2 | The John Hancock Dimensional Mid Cap Index is designed to comprise a subset of securities in the U.S. universe issued by companies whose market capitalizations are between the 200th and 951st largest U.S. companies at the time of reconstitution. The index is reconstituted and rebalanced on a semiannual basis. The U.S. universe is defined as a free float-adjusted market capitalization-weighted portfolio of U.S. operating companies listed on the New York Stock Exchange (NYSE), NYSE MKT LLC, NASDAQ Global Market, or such other securities exchanges deemed appropriate in accordance with the rules-based methodology that is maintained by Dimensional Fund Advisors LP. |
3 | The Russell Midcap Index comprises approximately 800 publicly-traded mid-cap companies in the United States. |
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 is expressed as a percentage of net assets and excludes cash and cash equivalents. |
The expense ratios of the fund, both net (including any fee waivers and/or expense limitations) and gross (excluding any fee waivers and/or expense limitations), are set forth according to the most recent publicly available prospectus for the fund and may differ from those disclosed in the Financial highlights table in this report. Net expenses reflect contractual expense limitations in effect until August 31, 2021 and are subject to change. Had the contractual fee waivers and expense limitations not been in place, gross expenses would apply. The expense ratios are as follows:
Gross (%) | 0.43 |
Net (%) | 0.42 |
Please refer to the most recent prospectus and annual or semiannual report for more information on expenses and any expense limitation arrangements for the fund.
Multifactor Small Cap ETF
AVERAGE ANNUAL TOTAL RETURNS (%)
Average annual total returns (%) | Cumulative total returns (%) | ||||
1-year | Since fund inception1 | 6-month | Since fund inception1 | ||
Net asset value | -5.15 | 0.89 | 15.35 | 2.67 | |
Market price | -5.12 | 0.92 | 15.52 | 2.76 | |
John Hancock Dimensional Small Cap Index2 | -4.89 | 1.29 | 15.56 | 3.90 | |
Russell 2000 Index3 | -0.14 | 2.74 | 18.13 | 8.39 |
SECTOR COMPOSITION (%)
Industrials | 17.1 |
Financials | 17.0 |
Information technology | 14.6 |
Consumer discretionary | 14.3 |
Health care | 12.7 |
Real estate | 9.0 |
Utilities | 4.6 |
Materials | 3.9 |
Consumer staples | 3.1 |
Communication services | 1.9 |
Other | 1.8 |
TOTAL | 100.0 |
As a percentage of net assets. |
GROWTH OF $10,000
This chart shows what happened to a hypothetical $10,000 investment in John Hancock Multifactor Small Cap ETF for the period indicated, assuming all distributions were reinvested. For comparison, we've shown the same investment in two separate indexes.
TOP TEN HOLDINGS4 (%)
Tapestry, Inc. | 0.7 |
Blueprint Medicines Corp. | 0.6 |
Eaton Vance Corp. | 0.6 |
Arrowhead Pharmaceuticals, Inc. | 0.6 |
Hanesbrands, Inc. | 0.6 |
Invesco, Ltd. | 0.6 |
CoreLogic, Inc. | 0.6 |
Arena Pharmaceuticals, Inc. | 0.6 |
Darling Ingredients, Inc. | 0.6 |
United Therapeutics Corp. | 0.6 |
TOTAL | 6.1 |
The value of a $10,000 investment calculated at market value from inception through period end would be $10,276.
The chart and table above do not reflect the deduction of taxes that a shareholder would pay on fund distributions or the redemption or sale of fund shares.
It is not possible to invest directly in an index. Unlike an index, the fund's total returns are reduced by operating expenses and management fees.
1 | From 11-8-17. |
2 | The John Hancock Dimensional Small Cap Index is designed to comprise a subset of securities in the U.S. universe issued by companies whose market capitalizations are smaller than the 750th largest U.S. company but excluding the smallest 4% of U.S. companies at the time of reconstitution. The index is reconstituted and rebalanced on a semiannual basis. The U.S. universe is defined as a free float-adjusted market capitalization-weighted portfolio of U.S. operating companies listed on the New York Stock Exchange (NYSE), NYSE American, LLC, NASDAQ Global Market, or such other securities exchanges deemed appropriate in accordance with the rules-based methodology that is maintained by Dimensional Fund Advisors LP. |
3 | The Russell 2000 Index comprises 2000 publicly-traded small-cap companies in the United States. |
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 is expressed as a percentage of net assets and excludes cash and cash equivalents. |
The expense ratios of the fund, both net (including any fee waivers and/or expense limitations) and gross (excluding any fee waivers and/or expense limitations), are set forth according to the most recent publicly available prospectus for the fund and may differ from those disclosed in the Financial highlights table in this report. Net expenses reflect contractual expense limitations in effect until August 31, 2021 and are subject to change. Had the contractual fee waivers and expense limitations not been in place, gross expenses would apply. The expense ratios are as follows:
Gross (%) | 0.45 |
Net (%) | 0.42 |
Please refer to the most recent prospectus and annual or semiannual report for more information on expenses and any expense limitation arrangements for the fund.
Multifactor Technology ETF
AVERAGE ANNUAL TOTAL RETURNS (%)
Average annual total returns (%) | Cumulative total returns (%) | ||||||
1-year | 5-year | Since fund inception1 | 6-month | 5-year | Since fund inception1 | ||
Net asset value | 27.59 | 20.13 | 21.78 | 22.01 | 150.22 | 172.77 | |
Market price | 27.63 | 20.13 | 21.79 | 22.24 | 150.15 | 172.91 | |
John Hancock Dimensional Technology Index2 | 28.07 | 20.54 | 22.20 | 22.29 | 154.52 | 177.59 | |
Russell 1000 Technology Index3 | 38.60 | 23.29 | 25.09 | 24.47 | 184.81 | 212.77 |
INDUSTRY COMPOSITION (%)
Software | 36.4 |
Semiconductors and semiconductor equipment | 32.7 |
Technology hardware, storage and peripherals | 8.9 |
Electronic equipment, instruments and components | 8.2 |
IT services | 7.9 |
Communications equipment | 4.9 |
Electrical equipment | 0.5 |
Interactive media and services | 0.5 |
TOTAL | 100.0 |
As a percentage of net assets. |
GROWTH OF $10,000
This chart shows what happened to a hypothetical $10,000 investment in John Hancock Multifactor Technology ETF for the period indicated, assuming all distributions were reinvested. For comparison, we've shown the same investment in two separate indexes.
TOP TEN HOLDINGS4 (%)
Microsoft Corp. | 5.7 |
Apple, Inc. | 5.3 |
NVIDIA Corp. | 3.3 |
Intel Corp. | 3.3 |
salesforce.com, Inc. | 2.9 |
Adobe, Inc. | 2.7 |
Texas Instruments, Inc. | 2.5 |
Broadcom, Inc. | 2.3 |
Cisco Systems, Inc. | 2.3 |
Oracle Corp. | 2.3 |
TOTAL | 32.6 |
The value of a $10,000 investment calculated at market value from inception through period end would be $27,291.
The chart and table above do not reflect the deduction of taxes that a shareholder would pay on fund distributions or the redemption or sale of fund shares.
It is not possible to invest directly in an index. Unlike an index, the fund's total returns are reduced by operating expenses and management fees.
1 | From 9-28-15. |
2 | The John Hancock Dimensional Technology Index is designed to comprise securities in the technology sector within the U.S. universe whose market capitalizations are larger than that of the 1001st largest U.S. company at the time of reconstitution. Stocks that compose the index include those that may be considered medium or smaller capitalization company stocks. The index is reconstituted and rebalanced on a semiannual basis. The technology sector is composed of companies in areas such as the creation, development or provision of software, hardware, internet services, database management, information technology consulting and services, data processing, or semi-conductors. The U.S. universe is defined as a free float-adjusted market-capitalization-weighted portfolio of U.S. operating companies listed on the New York Stock Exchange (NYSE), NYSE MKT LLC, NASDAQ Global Market, or such other securities exchanges deemed appropriate in accordance with the rules-based methodology that is maintained by Dimensional Fund Advisors LP. |
3 | 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 9/18/20 and 100% of the current methodology thereafter. |
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 is expressed as a percentage of net assets and excludes cash and cash equivalents. |
The expense ratios of the fund, both net (including any fee waivers and/or expense limitations) and gross (excluding any fee waivers and/or expense limitations), are set forth according to the most recent publicly available prospectus for the fund and may differ from those disclosed in the Financial highlights table in this report. Net expenses reflect contractual expense limitations in effect until August 31, 2021 and are subject to change. Had the contractual fee waivers and expense limitations not been in place, gross expenses would apply. The expense ratios are as follows:
Gross (%) | 0.67 |
Net (%) | 0.40 |
Please refer to the most recent prospectus and annual or semiannual report for more information on expenses and any expense limitation arrangements for the fund.
Multifactor Utilities ETF
AVERAGE ANNUAL TOTAL RETURNS (%)
Average annual total returns (%) | Cumulative total returns (%) | ||||
1-year | Since fund inception1 | 6-month | Since fund inception1 | ||
Net asset value | -6.90 | 7.24 | 7.21 | 37.88 | |
Market price | -6.91 | 7.24 | 7.17 | 37.89 | |
John Hancock Dimensional Utilities Index2 | -6.60 | 7.73 | 7.39 | 40.84 | |
Russell 1000 Utilities Index3 | -0.79 | 7.25 | 10.08 | 37.95 |
INDUSTRY COMPOSITION (%)
Electric utilities | 55.6 |
Multi-utilities | 31.7 |
Independent power and renewable electricity producers | 4.5 |
Water utilities | 4.4 |
Gas utilities | 3.7 |
Short-term investments and other | 0.1 |
TOTAL | 100.0 |
As a percentage of net assets. |
GROWTH OF $10,000
This chart shows what happened to a hypothetical $10,000 investment in John Hancock Multifactor Utilities ETF for the period indicated, assuming all distributions were reinvested. For comparison, we've shown the same investment in two separate indexes.
TOP TEN HOLDINGS4 (%)
Duke Energy Corp. | 6.4 |
The Southern Company | 5.1 |
Public Service Enterprise Group, Inc. | 4.7 |
PPL Corp. | 4.7 |
Entergy Corp. | 4.4 |
Consolidated Edison, Inc. | 4.3 |
Exelon Corp. | 4.3 |
NextEra Energy, Inc. | 4.3 |
WEC Energy Group, Inc. | 4.0 |
DTE Energy Company | 3.9 |
TOTAL | 46.1 |
The value of a $10,000 investment calculated at market value from inception through period end would be $13,789.
The chart and table above do not reflect the deduction of taxes that a shareholder would pay on fund distributions or the redemption or sale of fund shares.
It is not possible to invest directly in an index. Unlike an index, the fund's total returns are reduced by operating expenses and management fees.
1 | From 3-28-16. |
2 | The John Hancock Dimensional Utilities Index is designed to comprise securities in the utilities sector within the U.S. universe whose market capitalizations are larger than that of the 1001st largest U.S. company at the time of reconstitution. Stocks that compose the index include those that may be considered medium or smaller capitalization company stocks. The index is reconstituted and rebalanced on a semiannual basis. The utilities sector is composed of companies involved in areas such as the provision of gas, electric, and water power, energy trading, or the provision of related infrastructure or services. The U.S. universe is defined as a free float-adjusted market capitalization-weighted portfolio of U.S. operating companies listed on the New York Stock Exchange (NYSE), NYSE MKT LLC, NASDAQ Global Market, or such other securities exchanges deemed appropriate in accordance with the rules-based methodology that is maintained by Dimensional Fund Advisors LP. |
3 | 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 9/18/20 and 100% of the current methodology thereafter. |
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 is expressed as a percentage of net assets and excludes cash and cash equivalents. |
The expense ratios of the fund, both net (including any fee waivers and/or expense limitations) and gross (excluding any fee waivers and/or expense limitations), are set forth according to the most recent publicly available prospectus for the fund and may differ from those disclosed in the Financial highlights table in this report. Net expenses reflect contractual expense limitations in effect until August 31, 2021 and are subject to change. Had the contractual fee waivers and expense limitations not been in place, gross expenses would apply. The expense ratios are as follows:
Gross (%) | 0.79 |
Net (%) | 0.40 |
Please refer to the most recent prospectus and annual or semiannual report for more information on expenses and any expense limitation arrangements for the fund.
Premium/discount analysis (unaudited)
ETF shares are bought and sold through exchange trading at market price—not net asset value (NAV)—and are not individually redeemed from the fund. Due to various factors, shares may trade at a premium or discount to their NAV in the secondary market, and as a result you may pay more than NAV when you buy shares and receive less than NAV when you sell shares. Additionally, due to various factors, a fund's holdings and returns may deviate from those of its index. These variations may be greater when markets are volatile or subject to unusual conditions.
A premium exists when the closing market price is trading above NAV, while a discount indicates that the closing market price is trading below NAV. The differences are expressed as basis points, with one basis point equaling 1/100 of 1%.
The chart below presents information about the differences between each fund's daily closing market price and the fund's NAV. The closing market price is determined using the bid/ask midpoint as reported on the NYSE Arca, Inc., at 4 P.M. Eastern time, when the NAV is typically calculated.
Data presented represents past performance and cannot be used to predict future results.
PERIOD ENDED OCTOBER 31, 2020
Closing Price Below NAV | Closing Price Above or Equal to NAV | ||||||||||
Basis Point Differential | Number of Days | % of Total Days | Number of Days | % of Total Days | |||||||
Multifactor Consumer Discretionary ETF | |||||||||||
0 - < 25 | 56 | 43.75% | 72 | 56.25% | |||||||
25 - < 50 | 0 | 0.00% | 0 | 0.00% | |||||||
50 - < 75 | 0 | 0.00% | 0 | 0.00% | |||||||
75 - < 100 | 0 | 0.00% | 0 | 0.00% | |||||||
100 or Above | 0 | 0.00% | 0 | 0.00% | |||||||
Total | 56 | 43.75% | 72 | 56.25% | |||||||
Multifactor Consumer Staples ETF | |||||||||||
0 - < 25 | 48 | 37.50% | 80 | 62.50% | |||||||
25 - < 50 | 0 | 0.00% | 0 | 0.00% | |||||||
50 - < 75 | 0 | 0.00% | 0 | 0.00% | |||||||
75 - < 100 | 0 | 0.00% | 0 | 0.00% | |||||||
100 or Above | 0 | 0.00% | 0 | 0.00% | |||||||
Total | 48 | 37.50% | 80 | 62.50% | |||||||
Multifactor Developed International ETF | |||||||||||
0 - < 25 | 26 | 20.31% | 24 | 18.75% | |||||||
25 - < 50 | 18 | 14.06% | 10 | 7.81% | |||||||
50 - < 75 | 18 | 14.06% | 6 | 4.69% | |||||||
75 - < 100 | 7 | 5.47% | 2 | 1.56% | |||||||
100 or Above | 15 | 11.72% | 2 | 1.56% | |||||||
Total | 84 | 65.62% | 44 | 34.37% | |||||||
Multifactor Emerging Markets ETF | |||||||||||
0 - < 25 | 23 | 17.97% | 17 | 13.28% | |||||||
25 - < 50 | 19 | 14.84% | 10 | 7.81% | |||||||
50 - < 75 | 20 | 15.63% | 5 | 3.91% | |||||||
75 - < 100 | 12 | 9.38% | 1 | 0.78% | |||||||
100 or Above | 19 | 14.84% | 2 | 1.56% | |||||||
Total | 93 | 72.66% | 35 | 27.34% | |||||||
Multifactor Energy ETF | |||||||||||
0 - < 25 | 51 | 39.84% | 67 | 52.34% | |||||||
25 - < 50 | 3 | 2.34% | 7 | 5.47% | |||||||
50 - < 75 | 0 | 0.00% | 0 | 0.00% | |||||||
75 - < 100 | 0 | 0.00% | 0 | 0.00% | |||||||
100 or Above | 0 | 0.00% | 0 | 0.00% | |||||||
Total | 54 | 42.18% | 74 | 57.81% |
PERIOD ENDED OCTOBER 31, 2020
Closing Price Below NAV | Closing Price Above or Equal to NAV | ||||||||||
Basis Point Differential | Number of Days | % of Total Days | Number of Days | % of Total Days | |||||||
Multifactor Financials ETF | |||||||||||
0 - < 25 | 95 | 74.22% | 30 | 23.44% | |||||||
25 - < 50 | 3 | 2.34% | 0 | 0.00% | |||||||
50 - < 75 | 0 | 0.00% | 0 | 0.00% | |||||||
75 - < 100 | 0 | 0.00% | 0 | 0.00% | |||||||
100 or Above | 0 | 0.00% | 0 | 0.00% | |||||||
Total | 98 | 76.56% | 30 | 23.44% | |||||||
Multifactor Healthcare ETF | |||||||||||
0 - < 25 | 81 | 63.28% | 47 | 36.72% | |||||||
25 - < 50 | 0 | 0.00% | 0 | 0.00% | |||||||
50 - < 75 | 0 | 0.00% | 0 | 0.00% | |||||||
75 - < 100 | 0 | 0.00% | 0 | 0.00% | |||||||
100 or Above | 0 | 0.00% | 0 | 0.00% | |||||||
Total | 81 | 63.28% | 47 | 36.72% | |||||||
Multifactor Industrials ETF | |||||||||||
0 - < 25 | 80 | 62.50% | 47 | 36.72% | |||||||
25 - < 50 | 0 | 0.00% | 0 | 0.00% | |||||||
50 - < 75 | 0 | 0.00% | 1 | 0.78% | |||||||
75 - < 100 | 0 | 0.00% | 0 | 0.00% | |||||||
100 or Above | 0 | 0.00% | 0 | 0.00% | |||||||
Total | 80 | 62.50% | 48 | 37.50% | |||||||
Multifactor Large Cap ETF | |||||||||||
0 - < 25 | 78 | 60.94% | 50 | 39.06% | |||||||
25 - < 50 | 0 | 0.00% | 0 | 0.00% | |||||||
50 - < 75 | 0 | 0.00% | 0 | 0.00% | |||||||
75 - < 100 | 0 | 0.00% | 0 | 0.00% | |||||||
100 or Above | 0 | 0.00% | 0 | 0.00% | |||||||
Total | 78 | 60.94% | 50 | 39.06% | |||||||
Multifactor Materials ETF | |||||||||||
0 - < 25 | 31 | 24.22% | 97 | 75.78% | |||||||
25 - < 50 | 0 | 0.00% | 0 | 0.00% | |||||||
50 - < 75 | 0 | 0.00% | 0 | 0.00% | |||||||
75 - < 100 | 0 | 0.00% | 0 | 0.00% | |||||||
100 or Above | 0 | 0.00% | 0 | 0.00% | |||||||
Total | 31 | 24.22% | 97 | 75.78% | |||||||
Multifactor Media and Communications ETF | |||||||||||
0 - < 25 | 31 | 24.22% | 97 | 75.78% | |||||||
25 - < 50 | 0 | 0.00% | 0 | 0.00% | |||||||
50 - < 75 | 0 | 0.00% | 0 | 0.00% | |||||||
75 - < 100 | 0 | 0.00% | 0 | 0.00% | |||||||
100 or Above | 0 | 0.00% | 0 | 0.00% | |||||||
Total | 31 | 24.22% | 97 | 75.78% | |||||||
Multifactor Mid Cap ETF | |||||||||||
0 - < 25 | 32 | 25.00% | 96 | 75.00% | |||||||
25 - < 50 | 0 | 0.00% | 0 | 0.00% | |||||||
50 - < 75 | 0 | 0.00% | 0 | 0.00% | |||||||
75 - < 100 | 0 | 0.00% | 0 | 0.00% | |||||||
100 or Above | 0 | 0.00% | 0 | 0.00% | |||||||
Total | 32 | 25.00% | 96 | 75.00% |
PERIOD ENDED OCTOBER 31, 2020
Closing Price Below NAV | Closing Price Above or Equal to NAV | ||||||||||
Basis Point Differential | Number of Days | % of Total Days | Number of Days | % of Total Days | |||||||
Multifactor Small Cap ETF | |||||||||||
0 - < 25 | 59 | 46.09% | 69 | 53.91% | |||||||
25 - < 50 | 0 | 0.00% | 0 | 0.00% | |||||||
50 - < 75 | 0 | 0.00% | 0 | 0.00% | |||||||
75 - < 100 | 0 | 0.00% | 0 | 0.00% | |||||||
100 or Above | 0 | 0.00% | 0 | 0.00% | |||||||
Total | 59 | 46.09% | 69 | 53.91% | |||||||
Multifactor Technology ETF | |||||||||||
0 - < 25 | 67 | 52.34% | 60 | 46.88% | |||||||
25 - < 50 | 0 | 0.00% | 1 | 0.78% | |||||||
50 - < 75 | 0 | 0.00% | 0 | 0.00% | |||||||
75 - < 100 | 0 | 0.00% | 0 | 0.00% | |||||||
100 or Above | 0 | 0.00% | 0 | 0.00% | |||||||
Total | 67 | 52.34% | 61 | 47.66% | |||||||
Multifactor Utilities ETF | |||||||||||
0 - < 25 | 75 | 58.59% | 52 | 40.63% | |||||||
25 - < 50 | 0 | 0.00% | 1 | 0.78% | |||||||
50 - < 75 | 0 | 0.00% | 0 | 0.00% | |||||||
75 - < 100 | 0 | 0.00% | 0 | 0.00% | |||||||
100 or Above | 0 | 0.00% | 0 | 0.00% | |||||||
Total | 75 | 58.59% | 53 | 41.41% |
Your expenses |
Account value on 5-1-2020 | Ending value on 10-31-2020 | Expenses paid during 10-31-20201 | Annualized expense ratio | |
Multifactor Consumer Discretionary ETF | ||||
Actual expenses/actual returns | $1,000.00 | $1,280.90 | $2.30 | 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 | $1,086.40 | $2.10 | 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 | $1,086.00 | $2.05 | 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 | $1,155.60 | $2.66 | 0.49% |
Hypothetical example for comparison purposes | 1,000.00 | 1,022.70 | 2.49 | 0.49% |
22 | JOHN HANCOCK MULTIFACTOR ETFS | SEMIANNUAL |
Account value on 5-1-2020 | Ending value on 10-31-2020 | Expenses paid during 10-31-20201 | Annualized expense ratio | |
Multifactor Energy ETF | ||||
Actual expenses/actual returns | $1,000.00 | $ 798.40 | $1.81 | 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 | $1,090.30 | $2.11 | 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 | $1,070.30 | $2.09 | 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 | $1,212.30 | $2.23 | 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 | $1,144.90 | $1.57 | 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 | $1,243.80 | $2.26 | 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 | $1,175.10 | $2.19 | 0.40% |
Hypothetical example for comparison purposes | 1,000.00 | 1,023.10 | 2.03 | 0.40% |
Multifactor Mid Cap ETF | ||||
Actual expenses/actual returns | $1,000.00 | $1,180.20 | $2.31 | 0.42% |
Hypothetical example for comparison purposes | 1,000.00 | 1,023.10 | 2.14 | 0.42% |
Multifactor Small Cap ETF | ||||
Actual expenses/actual returns | $1,000.00 | $1,153.50 | $2.27 | 0.42% |
Hypothetical example for comparison purposes | 1,000.00 | 1,023.00 | 2.14 | 0.42% |
Multifactor Technology ETF | ||||
Actual expenses/actual returns | $1,000.00 | $1,220.10 | $2.24 | 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 | $1,072.10 | $2.09 | 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). |
SEMIANNUAL | JOHN HANCOCK MULTIFACTOR ETFS | 23 |
Funds' investments |
Shares or Principal Amount | Value | |
COMMON STOCKS – 99.9% | $33,236,453 | |
(Cost $29,835,622) | ||
Communication services – 2.8% | 953,878 | |
Entertainment – 1.4% | ||
Madison Square Garden Sports Corp. (A) | 395 | 55,948 |
Roku, Inc. (A) | 2,031 | 411,074 |
Interactive media and services – 1.4% | ||
Match Group, Inc. (A) | 4,169 | 486,856 |
Consumer discretionary – 89.9% | 29,887,806 | |
Auto components – 0.2% | ||
Fox Factory Holding Corp. (A) | 902 | 75,840 |
Automobiles – 7.6% | ||
Ford Motor Company | 70,297 | 543,396 |
General Motors Company | 16,211 | 559,766 |
Harley-Davidson, Inc. | 3,633 | 119,453 |
Tesla, Inc. (A) | 3,074 | 1,192,835 |
Thor Industries, Inc. | 1,140 | 96,421 |
Distributors – 1.4% | ||
Genuine Parts Company | 3,186 | 288,110 |
LKQ Corp. (A) | 6,048 | 193,476 |
Diversified consumer services – 1.9% | ||
Bright Horizons Family Solutions, Inc. (A) | 1,283 | 202,778 |
Chegg, Inc. (A) | 2,306 | 169,353 |
frontdoor, Inc. (A) | 1,351 | 53,527 |
Grand Canyon Education, Inc. (A) | 1,012 | 79,310 |
Terminix Global Holdings, Inc. (A) | 2,799 | 131,805 |
Hotels, restaurants and leisure – 17.6% | ||
Caesars Entertainment, Inc. (A) | 3,255 | 145,889 |
Carnival Corp. (B) | 3,174 | 43,516 |
Chipotle Mexican Grill, Inc. (A) | 343 | 412,108 |
Choice Hotels International, Inc. | 663 | 57,913 |
Churchill Downs, Inc. | 762 | 113,652 |
Darden Restaurants, Inc. | 2,919 | 268,314 |
Domino's Pizza, Inc. | 669 | 253,096 |
Dunkin' Brands Group, Inc. | 1,386 | 138,198 |
Hilton Worldwide Holdings, Inc. | 4,599 | 403,838 |
Hyatt Hotels Corp., Class A | 897 | 49,461 |
Las Vegas Sands Corp. | 4,890 | 235,013 |
Marriott International, Inc., Class A | 2,331 | 216,503 |
Marriott Vacations Worldwide Corp. | 788 | 76,121 |
McDonald's Corp. | 4,154 | 884,802 |
MGM Resorts International | 9,530 | 196,032 |
Norwegian Cruise Line Holdings, Ltd. (A)(B) | 5,036 | 83,749 |
Penn National Gaming, Inc. (A) | 2,874 | 155,139 |
Planet Fitness, Inc., Class A (A) | 1,562 | 92,580 |
Royal Caribbean Cruises, Ltd. | 3,808 | 214,846 |
Starbucks Corp. | 6,524 | 567,327 |
Texas Roadhouse, Inc. | 1,404 | 98,322 |
The Wendy's Company | 4,600 | 100,510 |
Vail Resorts, Inc. | 1,026 | 238,073 |
Shares or Principal Amount | Value | |
Consumer discretionary (continued) | ||
Hotels, restaurants and leisure (continued) | ||
Wingstop, Inc. | 498 | $57,932 |
Wyndham Hotels & Resorts, Inc. | 2,114 | 98,322 |
Wynn Resorts, Ltd. | 2,261 | 163,764 |
Yum! Brands, Inc. | 5,055 | 471,783 |
Household durables – 2.9% | ||
Garmin, Ltd. | 3,008 | 312,892 |
Helen of Troy, Ltd. (A) | 545 | 103,332 |
Mohawk Industries, Inc. (A) | 1,131 | 116,708 |
Tempur Sealy International, Inc. (A) | 1,647 | 146,583 |
Whirlpool Corp. | 1,610 | 297,786 |
Internet and direct marketing retail – 12.6% | ||
Amazon.com, Inc. (A) | 596 | 1,809,545 |
Booking Holdings, Inc. (A) | 475 | 770,688 |
Chewy, Inc., Class A (A)(B) | 691 | 42,566 |
eBay, Inc. | 12,080 | 575,370 |
Etsy, Inc. (A) | 1,799 | 218,740 |
Expedia Group, Inc. | 2,712 | 255,335 |
GrubHub, Inc. (A) | 2,022 | 149,547 |
Qurate Retail, Inc., Series A | 9,992 | 67,646 |
Stamps.com, Inc. (A) | 371 | 82,822 |
Wayfair, Inc., Class A (A)(B) | 809 | 200,656 |
Leisure products – 3.2% | ||
Brunswick Corp. | 2,016 | 128,439 |
Hasbro, Inc. | 2,549 | 210,853 |
Mattel, Inc. (A) | 4,863 | 66,964 |
Peloton Interactive, Inc., Class A (A) | 3,840 | 423,206 |
Polaris, Inc. | 1,574 | 143,014 |
YETI Holdings, Inc. (A) | 1,678 | 83,027 |
Multiline retail – 7.0% | ||
Dollar General Corp. | 3,216 | 671,211 |
Dollar Tree, Inc. (A) | 5,889 | 531,894 |
Ollie's Bargain Outlet Holdings, Inc. (A) | 1,257 | 109,472 |
Target Corp. | 6,678 | 1,016,525 |
Specialty retail – 26.7% | ||
Advance Auto Parts, Inc. | 1,559 | 229,610 |
AutoNation, Inc. (A) | 1,978 | 112,212 |
AutoZone, Inc. (A) | 393 | 443,689 |
Best Buy Company, Inc. | 8,939 | 997,145 |
Burlington Stores, Inc. (A) | 1,465 | 283,595 |
CarMax, Inc. (A) | 4,208 | 363,740 |
Carvana Company (A) | 560 | 103,796 |
Dick's Sporting Goods, Inc. | 1,347 | 76,308 |
Five Below, Inc. (A) | 1,416 | 188,809 |
Floor & Decor Holdings, Inc., Class A (A) | 2,375 | 173,375 |
L Brands, Inc. | 3,824 | 122,406 |
Lithia Motors, Inc., Class A | 565 | 129,707 |
Lowe's Companies, Inc. | 5,439 | 859,906 |
O'Reilly Automotive, Inc. (A) | 857 | 374,166 |
Penske Automotive Group, Inc. | 510 | 26,092 |
24 | JOHN HANCOCK MULTIFACTOR ETFS | SEMIANNUAL REPORT | SEE NOTES TO FINANCIAL STATEMENTS |
Shares or Principal Amount | Value | |
Consumer discretionary (continued) | ||
Specialty retail (continued) | ||
RH (A) | 339 | $113,643 |
Ross Stores, Inc. | 5,968 | 508,295 |
The Gap, Inc. | 6,068 | 118,023 |
The Home Depot, Inc. | 6,010 | 1,602,927 |
The TJX Companies, Inc. | 19,285 | 979,678 |
Tractor Supply Company | 4,218 | 561,880 |
Ulta Beauty, Inc. (A) | 1,388 | 286,997 |
Williams-Sonoma, Inc. | 2,384 | 217,445 |
Textiles, apparel and luxury goods – 8.8% | ||
Columbia Sportswear Company | 735 | 54,824 |
Deckers Outdoor Corp. (A) | 777 | 196,868 |
Hanesbrands, Inc. | 14,294 | 229,705 |
Levi Strauss & Company, Class A (B) | 866 | 13,665 |
Lululemon Athletica, Inc. (A) | 1,379 | 440,301 |
NIKE, Inc., Class B | 9,731 | 1,168,498 |
PVH Corp. | 1,172 | 68,316 |
Ralph Lauren Corp. | 1,170 | 78,215 |
Skechers U.S.A., Inc., Class A (A) | 2,759 | 87,488 |
Tapestry, Inc. | 4,220 | 93,811 |
Under Armour, Inc., Class A (A) | 3,977 | 55,042 |
Under Armour, Inc., Class C (A) | 4,129 | 50,498 |
VF Corp. | 5,944 | 399,437 |
Consumer staples – 1.6% | 524,987 | |
Personal products – 1.6% | ||
The Estee Lauder Companies, Inc., Class A | 2,390 | 524,987 |
Industrials – 5.6% | 1,869,782 | |
Building products – 1.8% | ||
Allegion PLC | 3,174 | 312,639 |
Fortune Brands Home & Security, Inc. | 3,554 | 287,412 |
Commercial services and supplies – 2.2% | ||
Copart, Inc. (A) | 4,832 | 533,260 |
Rollins, Inc. | 3,398 | 196,574 |
Road and rail – 1.3% | ||
Lyft, Inc., Class A (A) | 776 | 17,716 |
Uber Technologies, Inc. (A) | 12,053 | 402,691 |
Trading companies and distributors – 0.3% | ||
SiteOne Landscape Supply, Inc. (A) | 1,000 | 119,490 |
SHORT-TERM INVESTMENTS – 1.2% | $390,081 | |
(Cost $390,087) | ||
Short-term funds – 1.2% | 390,081 | |
John Hancock Collateral Trust, 0.2508% (C)(D) | 34,306 | 343,354 |
Shares or Principal Amount | Value | |
State Street Institutional U.S. Government Money Market Fund, Premier Class, 0.0257% (C) | 46,727 | $46,727 |
Total investments (Multifactor Consumer Discretionary ETF) (Cost $30,225,709) 101.1% | $33,626,534 | |
Other assets and liabilities, net (1.1%) | (379,471) | |
Total net assets 100.0% | $33,247,063 |
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 10-31-20. |
(C) | The rate shown is the annualized seven-day yield as of 10-31-20. |
(D) | Investment is an affiliate of the fund, the advisor and/or subadvisor. This security represents the investment of cash collateral received for securities lending. |
Shares or Principal Amount | Value | |
COMMON STOCKS – 99.9% | $22,669,404 | |
(Cost $22,392,662) | ||
Consumer discretionary – 0.9% | 201,324 | |
Household durables – 0.9% | ||
Newell Brands, Inc. | 11,400 | 201,324 |
Consumer staples – 96.0% | 21,793,012 | |
Beverages – 18.8% | ||
Brown-Forman Corp., Class A | 625 | 39,219 |
Brown-Forman Corp., Class B | 3,687 | 257,021 |
Constellation Brands, Inc., Class A | 2,133 | 352,436 |
Keurig Dr. Pepper, Inc. (A) | 5,921 | 159,275 |
Molson Coors Beverage Company, Class B | 5,233 | 184,516 |
Monster Beverage Corp. (B) | 4,175 | 319,680 |
PepsiCo, Inc. | 10,231 | 1,363,690 |
The Boston Beer Company, Inc., Class A (B) | 182 | 189,131 |
The Coca-Cola Company | 28,944 | 1,391,049 |
Food and staples retailing – 21.8% | ||
BJ's Wholesale Club Holdings, Inc. (B) | 3,723 | 142,554 |
Casey's General Stores, Inc. | 1,165 | 196,384 |
Costco Wholesale Corp. | 3,566 | 1,275,273 |
Performance Food Group Company (B) | 3,409 | 114,576 |
Sysco Corp. | 6,737 | 372,623 |
The Kroger Company | 32,289 | 1,040,029 |
US Foods Holding Corp. (B) | 6,135 | 128,222 |
Walgreens Boots Alliance, Inc. | 7,331 | 249,547 |
Walmart, Inc. | 10,325 | 1,432,591 |
Food products – 31.0% | ||
Archer-Daniels-Midland Company | 15,056 | 696,189 |
Beyond Meat, Inc. (A)(B) | 666 | 94,858 |
Bunge, Ltd. | 3,958 | 224,537 |
Campbell Soup Company | 7,244 | 338,077 |
SEE NOTES TO FINANCIAL STATEMENTS | SEMIANNUAL REPORT | JOHN HANCOCK MULTIFACTOR ETFS | 25 |
Shares or Principal Amount | Value | |
Consumer staples (continued) | ||
Food products (continued) | ||
Conagra Brands, Inc. | 13,107 | $459,925 |
Darling Ingredients, Inc. (B) | 4,220 | 181,460 |
Flowers Foods, Inc. | 4,863 | 114,670 |
Freshpet, Inc. (B) | 716 | 81,982 |
General Mills, Inc. | 8,981 | 530,957 |
Hormel Foods Corp. | 7,392 | 359,916 |
Ingredion, Inc. | 1,995 | 141,426 |
Kellogg Company | 8,345 | 524,817 |
Lamb Weston Holdings, Inc. | 3,712 | 235,526 |
Lancaster Colony Corp. | 595 | 98,853 |
McCormick & Company, Inc. | 2,982 | 538,281 |
Mondelez International, Inc., Class A | 12,769 | 678,289 |
Pilgrim's Pride Corp. (B) | 1,872 | 31,337 |
Post Holdings, Inc. (B) | 1,911 | 164,155 |
The Hershey Company | 3,934 | 540,768 |
The J.M. Smucker Company | 3,059 | 343,220 |
The Kraft Heinz Company | 8,600 | 263,074 |
Tyson Foods, Inc., Class A | 6,992 | 400,152 |
Household products – 17.4% | ||
Church & Dwight Company, Inc. | 6,309 | 557,653 |
Colgate-Palmolive Company | 7,778 | 613,606 |
Kimberly-Clark Corp. | 4,507 | 597,583 |
Reynolds Consumer Products, Inc. | 2,045 | 57,751 |
The Clorox Company | 3,418 | 708,381 |
The Procter & Gamble Company | 10,362 | 1,420,631 |
Personal products – 0.5% | ||
Herbalife Nutrition, Ltd. (B) | 2,456 | 110,864 |
Tobacco – 6.5% | ||
Altria Group, Inc. | 19,500 | 703,560 |
Philip Morris International, Inc. | 10,880 | 772,698 |
Materials – 3.0% | 675,068 | |
Chemicals – 3.0% | ||
Corteva, Inc. | 20,469 | 675,068 |
SHORT-TERM INVESTMENTS – 0.8% | $186,136 | |
(Cost $186,140) | ||
Short-term funds – 0.8% | 186,136 | |
John Hancock Collateral Trust, 0.2508% (C)(D) | 14,861 | 148,738 |
State Street Institutional U.S. Government Money Market Fund, Premier Class, 0.0257% (C) | 37,398 | 37,398 |
Total investments (Multifactor Consumer Staples ETF) (Cost $22,578,802) 100.7% | $22,855,540 | |
Other assets and liabilities, net (0.7%) | (159,863) | |
Total net assets 100.0% | $22,695,677 |
The percentage shown for each investment category is the total value of the category as a percentage of the net assets of the fund. |
Security Abbreviations and Legend | |
(A) | All or a portion of this security is on loan as of 10-31-20. |
(B) | Non-income producing security. |
(C) | The rate shown is the annualized seven-day yield as of 10-31-20. |
(D) | Investment is an affiliate of the fund, the advisor and/or subadvisor. This security represents the investment of cash collateral received for securities lending. |
Shares or Principal Amount | Value | |
COMMON STOCKS - 98.6% | $417,964,571 | |
(Cost $425,640,441) | ||
Australia - 6.4% | 27,301,459 | |
Afterpay, Ltd. (A) | 2,929 | 198,881 |
AGL Energy, Ltd. | 67,283 | 589,674 |
Ampol, Ltd. | 3,901 | 71,062 |
APA Group | 77,858 | 573,549 |
Aristocrat Leisure, Ltd. | 16,912 | 340,023 |
ASX, Ltd. | 2,304 | 128,840 |
Aurizon Holdings, Ltd. | 240,687 | 637,215 |
Australia & New Zealand Banking Group, Ltd. | 72,383 | 956,131 |
BHP Group PLC | 76,970 | 1,483,080 |
BHP Group, Ltd. | 91,168 | 2,162,688 |
Brambles, Ltd. | 45,324 | 305,238 |
CIMIC Group, Ltd. (A)(B) | 6,790 | 102,518 |
Coca-Cola Amatil, Ltd. | 17,050 | 148,829 |
Cochlear, Ltd. | 3,643 | 542,820 |
Coles Group, Ltd. | 32,271 | 402,256 |
Commonwealth Bank of Australia | 41,407 | 2,006,969 |
Computershare, Ltd. | 34,239 | 292,139 |
Crown Resorts, Ltd. | 25,339 | 147,337 |
CSL, Ltd. | 11,314 | 2,284,738 |
Dexus | 28,337 | 171,336 |
Evolution Mining, Ltd. | 88,398 | 343,909 |
Fortescue Metals Group, Ltd. | 49,814 | 607,635 |
Goodman Group | 25,870 | 334,277 |
Insurance Australia Group, Ltd. | 47,423 | 158,854 |
Lendlease Corp., Ltd. | 41,143 | 345,556 |
Macquarie Group, Ltd. | 10,735 | 955,525 |
Magellan Financial Group, Ltd. | 7,652 | 296,086 |
Medibank Private, Ltd. | 222,606 | 417,388 |
Mirvac Group | 97,876 | 145,028 |
National Australia Bank, Ltd. | 63,992 | 835,854 |
Newcrest Mining, Ltd. | 15,191 | 311,929 |
Northern Star Resources, Ltd. | 39,717 | 414,185 |
Oil Search, Ltd. | 115,571 | 208,581 |
Orica, Ltd. | 15,842 | 169,768 |
Origin Energy, Ltd. | 120,218 | 337,692 |
Qantas Airways, Ltd. (A) | 82,418 | 242,509 |
QBE Insurance Group, Ltd. | 43,764 | 253,550 |
Ramsay Health Care, Ltd. | 11,466 | 502,042 |
REA Group, Ltd. (B) | 3,751 | 311,540 |
Reece, Ltd. | 6,309 | 60,698 |
26 | JOHN HANCOCK MULTIFACTOR ETFS | SEMIANNUAL REPORT | SEE NOTES TO FINANCIAL STATEMENTS |
Shares or Principal Amount | Value | |
Australia (continued) | ||
Santos, Ltd. | 203,514 | $676,001 |
Scentre Group | 54,905 | 80,970 |
Sonic Healthcare, Ltd. | 5,470 | 133,754 |
South32, Ltd. | 231,064 | 329,397 |
Stockland | 84,401 | 228,192 |
Suncorp Group, Ltd. | 63,140 | 364,032 |
Sydney Airport | 24,627 | 94,254 |
Tabcorp Holdings, Ltd. | 144,434 | 333,701 |
Telstra Corp., Ltd. | 170,169 | 320,263 |
The GPT Group | 51,810 | 146,626 |
TPG Telecom, Ltd. (A) | 6,173 | 31,125 |
Transurban Group | 25,495 | 240,986 |
Treasury Wine Estates, Ltd. | 23,038 | 148,356 |
Vicinity Centres (B) | 88,850 | 75,498 |
Wesfarmers, Ltd. | 23,460 | 757,181 |
Westpac Banking Corp. | 89,853 | 1,130,108 |
WiseTech Global, Ltd. | 2,313 | 46,926 |
Woodside Petroleum, Ltd. | 28,664 | 352,665 |
Woolworths Group, Ltd. | 37,820 | 1,013,495 |
Austria - 0.1% | 459,871 | |
Erste Group Bank AG | 7,925 | 162,289 |
OMV AG | 4,121 | 94,567 |
Raiffeisen Bank International AG (A) | 6,222 | 89,437 |
Telekom Austria AG | 2,806 | 18,892 |
Verbund AG (B) | 1,039 | 59,764 |
voestalpine AG | 1,257 | 34,922 |
Belgium - 0.9% | 3,846,988 | |
Ackermans & van Haaren NV | 2,332 | 286,855 |
Ageas SA/NV | 17,997 | 724,299 |
Anheuser-Busch InBev SA/NV | 17,555 | 911,204 |
Elia Group SA/NV | 2,860 | 276,845 |
Etablissements Franz Colruyt NV | 3,907 | 231,285 |
Galapagos NV (A) | 1,121 | 131,053 |
KBC Group NV | 7,646 | 377,010 |
Proximus SADP | 11,545 | 224,518 |
Solvay SA | 2,727 | 221,405 |
Telenet Group Holding NV | 1,288 | 49,511 |
UCB SA | 1,367 | 134,872 |
Umicore SA | 5,689 | 218,950 |
Warehouses De Pauw CVA | 1,769 | 59,181 |
Chile - 0.1% | 296,033 | |
Antofagasta PLC | 22,239 | 296,033 |
Czech Republic - 0.1% | 223,296 | |
Avast PLC (C) | 36,403 | 223,296 |
Denmark - 2.5% | 10,806,046 | |
A.P. Moller - Maersk A/S, Series A | 96 | 141,639 |
A.P. Moller - Maersk A/S, Series B | 99 | 158,147 |
Carlsberg A/S, Class B | 5,060 | 640,471 |
Shares or Principal Amount | Value | |
Denmark (continued) | ||
Chr. Hansen Holding A/S | 6,547 | $659,468 |
Coloplast A/S, B Shares | 2,629 | 383,689 |
Danske Bank A/S (A) | 39,040 | 518,949 |
DSV Panalpina A/S | 6,559 | 1,062,132 |
Genmab A/S (A) | 4,414 | 1,470,309 |
GN Store Nord A/S | 5,030 | 361,779 |
Novo Nordisk A/S, B Shares | 38,904 | 2,498,969 |
Novozymes A/S, B Shares (B) | 14,386 | 864,540 |
Orsted A/S (C) | 5,287 | 839,193 |
Tryg A/S | 7,031 | 195,041 |
Vestas Wind Systems A/S | 5,927 | 1,011,720 |
Finland - 1.6% | 6,692,744 | |
Elisa OYJ | 9,662 | 475,402 |
Fortum OYJ | 12,515 | 235,436 |
Kesko OYJ, A Shares | 7,645 | 187,901 |
Kesko OYJ, B Shares | 16,861 | 433,270 |
Kone OYJ, Class B | 10,473 | 833,712 |
Metso Outotec OYJ | 30,053 | 211,619 |
Neste OYJ | 11,038 | 574,478 |
Nokia OYJ (A) | 104,561 | 353,214 |
Nordea Bank ABP | 74,007 | 556,897 |
Orion OYJ, Class A | 633 | 27,282 |
Orion OYJ, Class B | 5,755 | 246,361 |
Sampo OYJ, A Shares | 6,192 | 233,693 |
Stora Enso OYJ, R Shares | 52,826 | 770,718 |
UPM-Kymmene OYJ | 54,947 | 1,552,761 |
France - 9.8% | 41,372,372 | |
Air Liquide SA | 11,985 | 1,752,071 |
Airbus SE (A) | 11,878 | 866,000 |
Amundi SA (A)(C) | 2,265 | 148,541 |
AXA SA | 52,290 | 840,558 |
BioMerieux | 1,733 | 257,988 |
BNP Paribas SA (A) | 25,298 | 879,778 |
Bouygues SA | 40,161 | 1,316,900 |
Capgemini SE | 18,295 | 2,112,765 |
Cie de Saint-Gobain (A) | 35,696 | 1,392,946 |
Cie Generale des Etablissements Michelin SCA | 25,007 | 2,698,547 |
Credit Agricole SA (A) | 85,343 | 674,211 |
Danone SA | 13,382 | 738,872 |
Dassault Systemes SE | 1,625 | 277,402 |
Electricite de France SA | 56,706 | 658,426 |
Engie SA (A) | 116,125 | 1,404,760 |
EssilorLuxottica SA (A) | 5,497 | 680,017 |
Hermes International | 625 | 581,697 |
Kering SA | 1,386 | 837,109 |
Legrand SA | 20,200 | 1,493,682 |
L'Oreal SA | 2,787 | 901,535 |
LVMH Moet Hennessy Louis Vuitton SE | 5,924 | 2,776,099 |
Orange SA | 293,134 | 3,288,231 |
Pernod Ricard SA | 8,793 | 1,417,565 |
SEE NOTES TO FINANCIAL STATEMENTS | SEMIANNUAL REPORT | JOHN HANCOCK MULTIFACTOR ETFS | 27 |
Shares or Principal Amount | Value | |
France (continued) | ||
Peugeot SA (A) | 84,566 | $1,519,958 |
Safran SA (A) | 9,953 | 1,049,466 |
Sanofi | 21,503 | 1,937,945 |
Sartorius Stedim Biotech | 1,331 | 504,815 |
Schneider Electric SE | 6,338 | 769,289 |
Societe Generale SA (A) | 38,863 | 526,938 |
Teleperformance | 2,297 | 689,517 |
Thales SA | 7,699 | 501,142 |
TOTAL SE | 63,564 | 1,911,777 |
Veolia Environnement SA | 15,909 | 296,320 |
Vinci SA | 21,616 | 1,707,666 |
Vivendi SA | 61,644 | 1,780,070 |
Worldline SA (A)(C) | 2,452 | 181,769 |
Germany - 8.2% | 34,678,502 | |
adidas AG (A) | 3,509 | 1,042,302 |
Allianz SE | 10,383 | 1,827,015 |
BASF SE | 24,816 | 1,360,648 |
Bayer AG | 47,534 | 2,234,731 |
Bayerische Motoren Werke AG | 19,412 | 1,326,876 |
Beiersdorf AG | 4,562 | 477,733 |
Continental AG | 3,475 | 369,488 |
Daimler AG | 23,973 | 1,239,867 |
Delivery Hero SE (A)(C) | 3,116 | 358,539 |
Deutsche Bank AG (A) | 128,933 | 1,186,632 |
Deutsche Boerse AG | 9,882 | 1,454,420 |
Deutsche Post AG | 22,586 | 1,000,805 |
Deutsche Telekom AG | 105,353 | 1,603,955 |
Deutsche Wohnen SE | 32,561 | 1,643,449 |
E.ON SE | 97,723 | 1,019,029 |
Evonik Industries AG | 20,389 | 490,915 |
Fresenius Medical Care AG & Company KGaA | 25,604 | 1,955,911 |
Fresenius SE & Company KGaA | 49,487 | 1,835,414 |
Hannover Rueck SE | 3,714 | 539,484 |
HeidelbergCement AG | 12,888 | 737,418 |
Henkel AG & Company KGaA | 1,576 | 142,550 |
Infineon Technologies AG | 57,041 | 1,588,016 |
Knorr-Bremse AG | 2,881 | 333,680 |
Merck KGaA | 1,479 | 219,056 |
Muenchener Rueckversicherungs-Gesellschaft AG | 4,125 | 964,845 |
RWE AG | 39,627 | 1,467,410 |
SAP SE | 17,192 | 1,832,187 |
Siemens AG | 9,550 | 1,120,218 |
Siemens Energy AG (A) | 4,775 | 104,569 |
Siemens Healthineers AG (C) | 2,781 | 119,390 |
Symrise AG | 8,132 | 1,002,670 |
Volkswagen AG | 2,523 | 392,639 |
Vonovia SE | 22,003 | 1,405,047 |
Zalando SE (A)(C) | 3,015 | 281,594 |
Shares or Principal Amount | Value | |
Hong Kong - 3.2% | $13,684,719 | |
AIA Group, Ltd. | 277,724 | 2,616,135 |
BOC Hong Kong Holdings, Ltd. | 106,295 | 294,698 |
Budweiser Brewing Company APAC, Ltd. (C) | 10,200 | 29,989 |
CK Asset Holdings, Ltd. | 143,396 | 663,832 |
CK Hutchison Holdings, Ltd. | 79,773 | 480,396 |
CK Infrastructure Holdings, Ltd. | 45,429 | 213,822 |
CLP Holdings, Ltd. | 187,071 | 1,719,977 |
Galaxy Entertainment Group, Ltd. | 31,641 | 208,496 |
Hang Lung Properties, Ltd. | 76,000 | 184,442 |
Hang Seng Bank, Ltd. | 21,689 | 333,382 |
Henderson Land Development Company, Ltd. | 95,398 | 337,682 |
HKT Trust & HKT, Ltd. | 374,337 | 483,679 |
Hong Kong & China Gas Company, Ltd. | 121,158 | 174,046 |
Hong Kong Exchanges & Clearing, Ltd. | 32,725 | 1,562,222 |
Link REIT | 45,854 | 349,159 |
MTR Corp., Ltd. | 44,413 | 219,635 |
New World Development Company, Ltd. | 145,265 | 691,216 |
Power Assets Holdings, Ltd. | 101,573 | 521,955 |
Sun Hung Kai Properties, Ltd. | 44,662 | 571,028 |
Swire Properties, Ltd. | 84,401 | 225,836 |
Techtronic Industries Company, Ltd. | 113,077 | 1,507,723 |
Wharf Real Estate Investment Company, Ltd. | 76,993 | 295,369 |
Ireland - 1.2% | 5,062,790 | |
CRH PLC | 34,294 | 1,209,206 |
DCC PLC | 4,629 | 300,701 |
Experian PLC | 26,005 | 947,201 |
Flutter Entertainment PLC (A) | 2,751 | 479,233 |
ICON PLC (A) | 2,597 | 468,239 |
James Hardie Industries PLC | 29,459 | 715,377 |
Kerry Group PLC, Class A | 1,738 | 207,917 |
Kingspan Group PLC (A) | 8,429 | 734,916 |
Isle of Man - 0.1% | 292,948 | |
GVC Holdings PLC (A) | 23,449 | 292,948 |
Israel - 0.4% | 1,629,696 | |
Azrieli Group, Ltd. | 672 | 31,740 |
Bank Hapoalim BM (A) | 32,019 | 187,888 |
Bank Leumi Le-Israel BM | 51,210 | 242,776 |
Check Point Software Technologies, Ltd. (A)(B) | 3,368 | 382,470 |
Elbit Systems, Ltd. | 649 | 73,557 |
ICL Group, Ltd. | 15,484 | 56,453 |
Mizrahi Tefahot Bank, Ltd. | 4,081 | 79,809 |
Nice, Ltd. (A) | 1,156 | 264,822 |
Teva Pharmaceutical Industries, Ltd. (A) | 23,229 | 201,360 |
Wix.com, Ltd. (A) | 440 | 108,821 |
Italy - 2.0% | 8,347,451 | |
Amplifon SpA (A) | 5,541 | 201,443 |
Assicurazioni Generali SpA | 23,802 | 319,123 |
Atlantia SpA (A)(B) | 10,487 | 160,699 |
Davide Campari-Milano NV | 23,272 | 243,000 |
28 | JOHN HANCOCK MULTIFACTOR ETFS | SEMIANNUAL REPORT | SEE NOTES TO FINANCIAL STATEMENTS |
Shares or Principal Amount | Value | |
Italy (continued) | ||
DiaSorin SpA | 1,908 | $418,947 |
Enel SpA | 154,946 | 1,233,460 |
Eni SpA | 74,063 | 518,582 |
Ferrari NV | 3,338 | 595,488 |
FinecoBank Banca Fineco SpA (A) | 38,743 | 530,275 |
Hera SpA | 91,240 | 286,958 |
Infrastrutture Wireless Italiane SpA (C) | 15,651 | 169,184 |
Intesa Sanpaolo SpA (A) | 321,316 | 531,335 |
Mediobanca Banca di Credito Finanziario SpA | 57,741 | 409,476 |
Moncler SpA (A) | 12,860 | 514,712 |
Nexi SpA (A)(C) | 7,748 | 119,043 |
Poste Italiane SpA (C) | 7,189 | 58,619 |
Prysmian SpA | 11,926 | 324,239 |
Recordati Industria Chimica e Farmaceutica SpA | 7,276 | 377,073 |
Snam SpA | 54,132 | 264,203 |
Telecom Italia SpA (B) | 1,022,695 | 347,141 |
Terna Rete Elettrica Nazionale SpA | 42,087 | 284,541 |
UniCredit SpA (A) | 45,192 | 336,961 |
UnipolSai Assicurazioni SpA (B) | 44,323 | 102,949 |
Japan - 26.7% | 113,172,736 | |
ABC-Mart, Inc. | 1,400 | 71,112 |
Acom Company, Ltd. | 18,000 | 80,409 |
Advantest Corp. | 12,100 | 697,943 |
Aeon Company, Ltd. | 18,900 | 481,540 |
AGC, Inc. | 13,100 | 406,634 |
Aisin Seiki Company, Ltd. | 11,800 | 354,993 |
Ajinomoto Company, Inc. | 26,400 | 529,692 |
Alfresa Holdings Corp. | 6,100 | 111,509 |
ANA Holdings, Inc. (A) | 8,500 | 184,571 |
Asahi Group Holdings, Ltd. | 8,700 | 268,224 |
Asahi Intecc Company, Ltd. (B) | 11,900 | 368,247 |
Asahi Kasei Corp. | 56,700 | 488,355 |
Astellas Pharma, Inc. | 37,500 | 514,755 |
Bandai Namco Holdings, Inc. | 5,601 | 416,619 |
Bridgestone Corp. | 34,100 | 1,105,787 |
Brother Industries, Ltd. | 16,200 | 248,873 |
Canon, Inc. (B) | 22,000 | 378,908 |
Capcom Company, Ltd. | 3,100 | 170,509 |
Central Japan Railway Company | 5,144 | 619,258 |
Chubu Electric Power Company, Inc. | 33,600 | 376,530 |
Chugai Pharmaceutical Company, Ltd. | 12,100 | 465,411 |
Concordia Financial Group, Ltd. | 84,300 | 276,592 |
Cosmos Pharmaceutical Corp. | 800 | 135,757 |
CyberAgent, Inc. | 6,200 | 388,464 |
Dai Nippon Printing Company, Ltd. | 24,424 | 453,015 |
Daifuku Company, Ltd. | 7,700 | 790,329 |
Dai-ichi Life Holdings, Inc. | 31,800 | 470,430 |
Daiichi Sankyo Company, Ltd. | 20,700 | 544,132 |
Daikin Industries, Ltd. | 6,447 | 1,201,335 |
Shares or Principal Amount | Value | |
Japan (continued) | ||
Daito Trust Construction Company, Ltd. | 3,686 | $334,610 |
Daiwa House Industry Company, Ltd. | 27,600 | 722,210 |
Daiwa House REIT Investment Corp. | 43 | 99,500 |
Daiwa Securities Group, Inc. | 96,900 | 390,232 |
Denso Corp. | 9,800 | 453,534 |
Dentsu Group, Inc. | 3,800 | 108,722 |
Disco Corp. | 1,698 | 455,280 |
East Japan Railway Company | 10,000 | 522,001 |
Eisai Company, Ltd. | 4,472 | 346,030 |
ENEOS Holdings, Inc. | 92,700 | 310,892 |
FANUC Corp. | 2,170 | 457,705 |
Fast Retailing Company, Ltd. | 1,519 | 1,056,500 |
Fuji Electric Company, Ltd. | 5,993 | 180,581 |
FUJIFILM Holdings Corp. | 10,900 | 554,488 |
Fujitsu, Ltd. | 3,500 | 409,293 |
GLP J-REIT | 53 | 81,624 |
GMO Payment Gateway, Inc. | 2,500 | 305,386 |
Hakuhodo DY Holdings, Inc. | 12,600 | 159,941 |
Hamamatsu Photonics KK | 4,200 | 210,522 |
Hankyu Hanshin Holdings, Inc. | 23,000 | 699,637 |
Hikari Tsushin, Inc. | 641 | 149,673 |
Hino Motors, Ltd. | 27,800 | 211,678 |
Hirose Electric Company, Ltd. | 1,105 | 153,690 |
Hisamitsu Pharmaceutical Company, Inc. | 1,800 | 85,661 |
Hitachi Construction Machinery Company, Ltd. | 10,300 | 252,229 |
Hitachi Metals, Ltd. | 19,900 | 262,884 |
Hitachi, Ltd. | 26,800 | 897,777 |
Honda Motor Company, Ltd. | 46,654 | 1,086,689 |
Hoshizaki Corp. | 2,600 | 207,174 |
Hoya Corp. | 10,600 | 1,196,480 |
Hulic Company, Ltd. | 38,800 | 358,531 |
Idemitsu Kosan Company, Ltd. (B) | 20,659 | 415,986 |
Iida Group Holdings Company, Ltd. | 9,600 | 172,918 |
Inpex Corp. | 41,200 | 193,901 |
Isuzu Motors, Ltd. | 34,100 | 274,979 |
ITOCHU Corp. | 41,400 | 990,052 |
Itochu Techno-Solutions Corp. | 5,600 | 190,434 |
Japan Airlines Company, Ltd. (A) | 8,600 | 149,476 |
Japan Exchange Group, Inc. | 15,100 | 367,245 |
Japan Post Bank Company, Ltd. (B) | 7,300 | 58,029 |
Japan Post Holdings Company, Ltd. | 29,100 | 199,001 |
Japan Post Insurance Company, Ltd. | 8,000 | 126,267 |
Japan Real Estate Investment Corp. | 40 | 195,906 |
Japan Retail Fund Investment Corp. | 58 | 83,388 |
Japan Tobacco, Inc. | 42,400 | 799,005 |
JFE Holdings, Inc. (A) | 15,700 | 109,332 |
JSR Corp. | 7,400 | 166,065 |
Kajima Corp. | 58,200 | 619,078 |
Kansai Paint Company, Ltd. | 6,900 | 177,483 |
Kao Corp. | 13,900 | 986,589 |
KDDI Corp. | 67,700 | 1,808,420 |
SEE NOTES TO FINANCIAL STATEMENTS | SEMIANNUAL REPORT | JOHN HANCOCK MULTIFACTOR ETFS | 29 |
Shares or Principal Amount | Value | |
Japan (continued) | ||
Keikyu Corp. | 10,900 | $151,812 |
Keio Corp. | 4,970 | 287,627 |
Keisei Electric Railway Company, Ltd. | 8,200 | 228,649 |
Keyence Corp. | 2,070 | 935,599 |
Kikkoman Corp. | 7,400 | 366,673 |
Kintetsu Group Holdings Company, Ltd. | 8,100 | 322,326 |
Kirin Holdings Company, Ltd. | 23,400 | 420,591 |
Kobayashi Pharmaceutical Company, Ltd. | 1,400 | 136,197 |
Kobe Bussan Company, Ltd. (B) | 4,400 | 123,953 |
Koito Manufacturing Company, Ltd. | 7,700 | 369,753 |
Komatsu, Ltd. | 27,500 | 615,817 |
Konami Holdings Corp. | 6,300 | 245,275 |
Kose Corp. | 1,100 | 139,736 |
Kubota Corp. | 22,700 | 393,135 |
Kyocera Corp. | 9,600 | 526,283 |
Kyowa Kirin Company, Ltd. | 2,600 | 64,416 |
Lasertec Corp. | 3,100 | 268,070 |
Lawson, Inc. | 5,100 | 234,413 |
Lion Corp. (B) | 13,700 | 280,055 |
LIXIL Group Corp. | 34,700 | 748,835 |
M3, Inc. | 11,000 | 739,401 |
Makita Corp. | 2,900 | 127,607 |
Marubeni Corp. | 83,500 | 433,874 |
Mazda Motor Corp. (B) | 58,100 | 303,449 |
Medipal Holdings Corp. | 4,900 | 87,276 |
MEIJI Holdings Company, Ltd. | 4,000 | 289,267 |
Mercari, Inc. (A) | 1,500 | 63,134 |
MINEBEA MITSUMI, Inc. | 43,300 | 776,202 |
MISUMI Group, Inc. | 13,100 | 387,211 |
Mitsubishi Chemical Holdings Corp. | 40,500 | 227,101 |
Mitsubishi Corp. | 37,500 | 834,190 |
Mitsubishi Electric Corp. | 38,400 | 492,214 |
Mitsubishi Estate Company, Ltd. | 14,300 | 212,571 |
Mitsubishi Heavy Industries, Ltd. | 14,000 | 299,244 |
Mitsubishi UFJ Financial Group, Inc. | 317,870 | 1,247,276 |
Mitsubishi UFJ Lease & Finance Company, Ltd. | 65,500 | 275,684 |
Mitsui & Company, Ltd. | 46,100 | 718,797 |
Mitsui Chemicals, Inc. | 17,800 | 453,939 |
Mitsui Fudosan Company, Ltd. | 19,200 | 325,908 |
Mizuho Financial Group, Inc. | 55,500 | 680,345 |
MonotaRO Company, Ltd. | 8,000 | 443,849 |
MS&AD Insurance Group Holdings, Inc. | 13,300 | 361,889 |
Murata Manufacturing Company, Ltd. | 11,500 | 799,412 |
Nagoya Railroad Company, Ltd. | 8,100 | 215,091 |
NEC Corp. | 18,803 | 944,287 |
Nexon Company, Ltd. | 4,600 | 128,443 |
NGK Insulators, Ltd. | 18,400 | 261,022 |
NH Foods, Ltd. | 4,192 | 171,225 |
Nidec Corp. | 8,200 | 823,608 |
Nihon M&A Center, Inc. | 5,600 | 327,301 |
Nintendo Company, Ltd. | 2,017 | 1,099,375 |
Shares or Principal Amount | Value | |
Japan (continued) | ||
Nippon Building Fund, Inc. | 20 | $101,014 |
Nippon Express Company, Ltd. | 11,700 | 654,725 |
Nippon Paint Holdings Company, Ltd. | 1,900 | 170,662 |
Nippon Prologis REIT, Inc. | 48 | 157,949 |
Nippon Sanso Holdings Corp. | 14,300 | 208,878 |
Nippon Shinyaku Company, Ltd. | 1,600 | 113,870 |
Nippon Steel Corp. (A) | 24,200 | 232,995 |
Nippon Telegraph & Telephone Corp. | 84,166 | 1,768,017 |
Nissan Chemical Corp. | 8,700 | 459,384 |
Nissan Motor Company, Ltd. (A) | 69,900 | 244,724 |
Nisshin Seifun Group, Inc. | 10,800 | 162,300 |
Nissin Foods Holdings Company, Ltd. | 2,516 | 217,569 |
Nitori Holdings Company, Ltd. | 2,401 | 494,945 |
Nitto Denko Corp. | 8,394 | 586,954 |
Nomura Holdings, Inc. | 83,900 | 372,791 |
Nomura Real Estate Master Fund, Inc. | 125 | 148,986 |
Nomura Research Institute, Ltd. | 10,100 | 299,020 |
NSK, Ltd. | 45,500 | 360,814 |
NTT Data Corp. | 19,300 | 216,927 |
NTT DOCOMO, Inc. | 45,900 | 1,706,651 |
Obayashi Corp. | 66,300 | 551,760 |
Obic Company, Ltd. | 800 | 141,955 |
Odakyu Electric Railway Company, Ltd. | 15,400 | 370,195 |
Oji Holdings Corp. | 89,000 | 373,742 |
Olympus Corp. | 35,400 | 673,528 |
Omron Corp. | 2,200 | 157,834 |
Ono Pharmaceutical Company, Ltd. | 4,565 | 129,780 |
Oracle Corp. Japan | 1,000 | 100,057 |
Oriental Land Company, Ltd. | 2,500 | 348,790 |
ORIX Corp. | 36,000 | 418,577 |
Orix JREIT, Inc. | 46 | 64,463 |
Osaka Gas Company, Ltd. | 40,400 | 765,954 |
Otsuka Corp. | 7,400 | 341,190 |
Otsuka Holdings Company, Ltd. | 8,500 | 313,445 |
Pan Pacific International Holdings Corp. | 11,300 | 240,182 |
Panasonic Corp. | 101,304 | 930,962 |
PeptiDream, Inc. (A) | 5,400 | 249,235 |
Pigeon Corp. | 5,600 | 257,394 |
Pola Orbis Holdings, Inc. (B) | 3,800 | 74,808 |
Rakuten, Inc. | 15,400 | 149,522 |
Recruit Holdings Company, Ltd. | 23,900 | 907,624 |
Renesas Electronics Corp. (A) | 66,700 | 549,347 |
Resona Holdings, Inc. | 133,100 | 436,070 |
Ricoh Company, Ltd. | 53,800 | 350,981 |
Rohm Company, Ltd. | 5,600 | 428,544 |
Ryohin Keikaku Company, Ltd. | 15,700 | 327,697 |
Santen Pharmaceutical Company, Ltd. | 12,800 | 227,373 |
SBI Holdings, Inc. | 14,600 | 334,205 |
SCSK Corp. | 2,600 | 129,080 |
Secom Company, Ltd. (B) | 2,561 | 215,458 |
Seiko Epson Corp. | 34,100 | 392,734 |
30 | JOHN HANCOCK MULTIFACTOR ETFS | SEMIANNUAL REPORT | SEE NOTES TO FINANCIAL STATEMENTS |
Shares or Principal Amount | Value | |
Japan (continued) | ||
Sekisui Chemical Company, Ltd. | 61,400 | $951,483 |
Sekisui House, Ltd. | 17,500 | 289,016 |
Seven & i Holdings Company, Ltd. | 36,000 | 1,094,739 |
SG Holdings Company, Ltd. | 12,600 | 303,128 |
Sharp Corp. | 10,000 | 114,789 |
Shimadzu Corp. | 13,700 | 389,350 |
Shimano, Inc. | 886 | 201,414 |
Shimizu Corp. | 58,400 | 404,454 |
Shin-Etsu Chemical Company, Ltd. | 7,398 | 982,956 |
Shionogi & Company, Ltd. | 3,571 | 168,200 |
Shiseido Company, Ltd. | 7,977 | 492,172 |
SMC Corp. | 745 | 394,093 |
Softbank Corp. | 31,700 | 367,670 |
SoftBank Group Corp. | 35,336 | 2,296,130 |
Sohgo Security Services Company, Ltd. | 2,100 | 97,527 |
Sompo Holdings, Inc. | 10,100 | 375,924 |
Sony Corp. | 24,800 | 2,057,731 |
Square Enix Holdings Company, Ltd. | 3,300 | 193,189 |
Stanley Electric Company, Ltd. | 10,400 | 294,471 |
Subaru Corp. | 17,700 | 322,626 |
Sumitomo Chemical Company, Ltd. | 156,400 | 508,667 |
Sumitomo Corp. | 33,500 | 366,757 |
Sumitomo Dainippon Pharma Company, Ltd. | 8,000 | 93,514 |
Sumitomo Electric Industries, Ltd. | 48,200 | 528,153 |
Sumitomo Metal Mining Company, Ltd. | 15,000 | 462,455 |
Sumitomo Mitsui Financial Group, Inc. | 36,600 | 1,008,653 |
Sumitomo Mitsui Trust Holdings, Inc. | 7,275 | 193,705 |
Sumitomo Realty & Development Company, Ltd. | 5,400 | 143,962 |
Sundrug Company, Ltd. | 4,800 | 177,922 |
Suntory Beverage & Food, Ltd. | 5,000 | 172,183 |
Suzuki Motor Corp. | 10,700 | 456,188 |
Sysmex Corp. | 4,448 | 416,973 |
T&D Holdings, Inc. | 40,400 | 400,754 |
Taisei Corp. | 23,861 | 740,663 |
Taisho Pharmaceutical Holdings Company, Ltd. | 3,029 | 181,670 |
Takeda Pharmaceutical Company, Ltd. | 30,347 | 940,252 |
TDK Corp. | 5,000 | 583,987 |
Terumo Corp. | 14,200 | 521,192 |
The Chiba Bank, Ltd. | 63,000 | 323,618 |
The Chugoku Electric Power Company, Inc. | 30,500 | 383,657 |
The Kansai Electric Power Company, Inc. | 36,400 | 331,096 |
The Shizuoka Bank, Ltd. | 45,300 | 303,329 |
Tobu Railway Company, Ltd. | 20,100 | 568,161 |
Toho Company, Ltd. | 3,600 | 142,223 |
Tohoku Electric Power Company, Inc. | 78,400 | 691,456 |
Tokio Marine Holdings, Inc. | 18,700 | 833,397 |
Tokyo Century Corp. | 5,400 | 262,923 |
Tokyo Electric Power Company Holdings, Inc. (A) | 220,400 | 567,128 |
Tokyo Electron, Ltd. | 3,157 | 842,551 |
Shares or Principal Amount | Value | |
Japan (continued) | ||
Tokyo Gas Company, Ltd. | 17,500 | $395,985 |
Tokyu Corp. | 22,700 | 268,170 |
Toppan Printing Company, Ltd. | 25,100 | 317,652 |
Toray Industries, Inc. | 82,300 | 370,326 |
Toshiba Corp. | 10,300 | 259,027 |
Tosoh Corp. | 27,000 | 436,484 |
TOTO, Ltd. | 7,000 | 317,725 |
Toyo Suisan Kaisha, Ltd. | 1,600 | 79,587 |
Toyota Industries Corp. | 4,600 | 295,695 |
Toyota Motor Corp. | 94,628 | 6,157,971 |
Toyota Tsusho Corp. | 11,200 | 310,587 |
Trend Micro, Inc. | 9,300 | 520,423 |
Tsuruha Holdings, Inc. | 2,400 | 335,642 |
Unicharm Corp. | 11,200 | 518,538 |
USS Company, Ltd. | 16,300 | 297,809 |
Welcia Holdings Company, Ltd. | 5,200 | 203,941 |
West Japan Railway Company | 7,381 | 314,896 |
Yakult Honsha Company, Ltd. | 2,700 | 130,687 |
Yamada Holdings Company, Ltd. | 42,000 | 204,094 |
Yamaha Corp. | 5,766 | 271,367 |
Yamaha Motor Company, Ltd. | 28,900 | 409,974 |
Yamato Holdings Company, Ltd. | 14,400 | 379,353 |
Yaskawa Electric Corp. | 11,000 | 424,574 |
Z Holdings Corp. | 46,100 | 319,754 |
ZOZO, Inc. | 9,800 | 248,515 |
Jordan - 0.0% | 165,063 | |
Hikma Pharmaceuticals PLC | 5,086 | 165,063 |
Luxembourg - 0.1% | 450,464 | |
Eurofins Scientific SE (A) | 506 | 403,041 |
Tenaris SA | 9,998 | 47,423 |
Macau - 0.0% | 217,064 | |
Sands China, Ltd. | 62,000 | 217,064 |
Mexico - 0.0% | 129,253 | |
Fresnillo PLC | 8,599 | 129,253 |
Netherlands - 4.1% | 17,301,815 | |
Adyen NV (A)(C) | 446 | 752,009 |
Akzo Nobel NV | 16,258 | 1,566,183 |
Argenx SE (A)(B) | 511 | 127,619 |
ASML Holding NV | 6,909 | 2,510,959 |
Heineken Holding NV | 9,666 | 747,064 |
Heineken NV | 5,590 | 496,177 |
ING Groep NV (A) | 91,777 | 626,365 |
Just Eat Takeaway.com NV (A)(B)(C) | 2,157 | 240,002 |
Koninklijke Ahold Delhaize NV | 59,213 | 1,627,102 |
Koninklijke DSM NV | 12,204 | 1,953,965 |
Koninklijke Philips NV (A) | 26,814 | 1,245,467 |
Prosus NV (A) | 6,247 | 624,205 |
Royal Dutch Shell PLC, B Shares | 179,386 | 2,154,780 |
SEE NOTES TO FINANCIAL STATEMENTS | SEMIANNUAL REPORT | JOHN HANCOCK MULTIFACTOR ETFS | 31 |
Shares or Principal Amount | Value | |
Netherlands (continued) | ||
Wolters Kluwer NV | 32,448 | $2,629,918 |
New Zealand - 0.3% | 1,226,393 | |
a2 Milk Company, Ltd. (A) | 22,796 | 220,564 |
Auckland International Airport, Ltd. (A) | 18,108 | 83,773 |
Fisher & Paykel Healthcare Corp., Ltd. | 10,522 | 243,390 |
Meridian Energy, Ltd. | 34,252 | 119,977 |
Ryman Healthcare, Ltd. | 4,915 | 45,477 |
Spark New Zealand, Ltd. | 73,449 | 217,956 |
Xero, Ltd. (A) | 3,817 | 295,256 |
Norway - 0.5% | 2,289,225 | |
Adevinta ASA (A) | 2,084 | 32,158 |
Aker BP ASA (B) | 3,401 | 52,765 |
DNB ASA | 25,327 | 341,002 |
Equinor ASA | 52,794 | 669,670 |
Gjensidige Forsikring ASA | 2,436 | 46,203 |
Mowi ASA | 7,427 | 117,051 |
Norsk Hydro ASA (A) | 63,119 | 176,504 |
Orkla ASA | 9,972 | 93,973 |
Salmar ASA (A) | 2,481 | 125,233 |
Schibsted ASA, A Shares (A) | 934 | 38,029 |
Schibsted ASA, B Shares (A) | 1,132 | 40,572 |
Telenor ASA | 18,235 | 280,807 |
TOMRA Systems ASA (B) | 1,320 | 53,124 |
Yara International ASA | 6,386 | 222,134 |
Portugal - 0.1% | 517,364 | |
EDP - Energias de Portugal SA | 62,535 | 308,275 |
Galp Energia SGPS SA | 11,729 | 95,009 |
Jeronimo Martins SGPS SA | 7,180 | 114,080 |
Singapore - 1.2% | 4,955,497 | |
Ascendas Real Estate Investment Trust | 59,092 | 124,632 |
CapitaLand Mall Trust | 110,700 | 140,250 |
CapitaLand, Ltd. | 74,400 | 140,028 |
City Developments, Ltd. | 41,600 | 193,148 |
DBS Group Holdings, Ltd. | 62,058 | 924,848 |
Genting Singapore, Ltd. | 133,400 | 63,012 |
Jardine Cycle & Carriage, Ltd. | 2,800 | 36,417 |
Keppel Corp., Ltd. | 44,200 | 142,100 |
Mapletree Logistics Trust | 36,100 | 51,553 |
Oversea-Chinese Banking Corp., Ltd. | 99,688 | 614,700 |
Sea, Ltd., ADR (A) | 2,448 | 386,050 |
Singapore Airlines, Ltd. | 171,500 | 425,767 |
Singapore Exchange, Ltd. | 52,200 | 331,052 |
Singapore Technologies Engineering, Ltd. | 73,800 | 188,621 |
Singapore Telecommunications, Ltd. | 228,900 | 340,291 |
United Overseas Bank, Ltd. | 53,424 | 742,967 |
Wilmar International, Ltd. | 37,200 | 110,061 |
Spain - 2.1% | 8,906,124 | |
Aena SME SA (A)(C) | 1,975 | 265,947 |
Shares or Principal Amount | Value | |
Spain (continued) | ||
Amadeus IT Group SA | 12,185 | $581,799 |
Banco Bilbao Vizcaya Argentaria SA | 136,578 | 391,687 |
Banco Santander SA (A) | 415,181 | 827,383 |
CaixaBank SA | 197,237 | 358,872 |
Cellnex Telecom SA (A)(C) | 4,253 | 273,070 |
EDP Renovaveis SA | 4,451 | 84,615 |
Endesa SA | 9,486 | 254,255 |
Ferrovial SA | 19,721 | 426,705 |
Grifols SA (B) | 18,601 | 502,466 |
Iberdrola SA | 209,332 | 2,468,883 |
Industria de Diseno Textil SA (B) | 33,303 | 822,023 |
Naturgy Energy Group SA | 32,474 | 603,346 |
Repsol SA | 84,563 | 526,007 |
Siemens Gamesa Renewable Energy SA | 2,862 | 81,111 |
Telefonica SA | 133,990 | 437,955 |
Sweden - 3.5% | 14,905,712 | |
Alfa Laval AB (A) | 11,969 | 242,711 |
Assa Abloy AB, B Shares | 11,035 | 236,788 |
Atlas Copco AB, A Shares | 16,567 | 731,273 |
Atlas Copco AB, B Shares | 9,521 | 365,067 |
Boliden AB | 38,745 | 1,058,603 |
Castellum AB | 12,478 | 259,901 |
Electrolux AB, B Shares (B) | 32,898 | 742,512 |
Epiroc AB, A Shares | 17,300 | 258,495 |
Epiroc AB, B Shares | 10,912 | 156,426 |
EQT AB | 1,130 | 21,524 |
Essity AB, A Shares | 426 | 12,874 |
Essity AB, B Shares (B) | 11,790 | 341,601 |
Evolution Gaming Group AB (C) | 1,613 | 119,781 |
Fabege AB | 12,874 | 162,640 |
Fastighets AB Balder, B Shares (A) | 5,535 | 260,795 |
Getinge AB, B Shares | 7,479 | 146,494 |
Hennes & Mauritz AB, B Shares (B) | 21,929 | 356,239 |
Hexagon AB, B Shares (A) | 4,918 | 359,354 |
Holmen AB, B Shares | 3,132 | 118,719 |
Husqvarna AB, B Shares | 28,099 | 290,424 |
ICA Gruppen AB (B) | 3,920 | 185,537 |
Indutrade AB (A) | 3,377 | 171,256 |
Lifco AB, B Shares | 1,801 | 131,719 |
Lundin Energy AB | 2,944 | 56,177 |
Nibe Industrier AB, B Shares (A) | 5,312 | 128,068 |
Sandvik AB (A) | 29,351 | 522,644 |
Securitas AB, B Shares (A) | 21,924 | 310,221 |
Sinch AB (A)(C) | 782 | 74,500 |
Skandinaviska Enskilda Banken AB, A Shares (A) | 33,093 | 283,671 |
Skandinaviska Enskilda Banken AB, C Shares (A) | 323 | 2,968 |
Skanska AB, B Shares | 40,325 | 757,921 |
SKF AB, B Shares | 56,036 | 1,147,016 |
Svenska Cellulosa AB SCA, B Shares (A) | 55,549 | 753,559 |
32 | JOHN HANCOCK MULTIFACTOR ETFS | SEMIANNUAL REPORT | SEE NOTES TO FINANCIAL STATEMENTS |
Shares or Principal Amount | Value | |
Sweden (continued) | ||
Svenska Handelsbanken AB, A Shares (A) | 41,245 | $334,180 |
Svenska Handelsbanken AB, B Shares (A)(B) | 1,579 | 15,238 |
Sweco AB, B Shares (B) | 2,635 | 132,739 |
Swedbank AB, A Shares (A) | 26,427 | 414,167 |
Swedish Match AB | 2,372 | 178,703 |
Swedish Orphan Biovitrum AB (A) | 17,643 | 304,649 |
Tele2 AB, B Shares | 17,403 | 206,365 |
Telefonaktiebolaget LM Ericsson, B Shares | 36,332 | 405,233 |
Telia Company AB (B) | 81,601 | 312,794 |
Trelleborg AB, B Shares (A) | 14,122 | 234,649 |
Volvo AB, A Shares (A) | 11,983 | 232,898 |
Volvo AB, B Shares (A) | 70,254 | 1,366,619 |
Switzerland - 10.0% | 42,278,707 | |
ABB, Ltd. | 53,717 | 1,304,024 |
Alcon, Inc. (A) | 31,493 | 1,790,175 |
Cie Financiere Richemont SA, A Shares | 27,319 | 1,713,864 |
Coca-Cola HBC AG (A) | 18,076 | 410,183 |
Credit Suisse Group AG | 177,956 | 1,674,423 |
Givaudan SA | 360 | 1,467,416 |
Glencore PLC (A) | 329,055 | 663,305 |
Kuehne + Nagel International AG | 2,160 | 431,505 |
LafargeHolcim, Ltd. (A) | 35,214 | 1,511,833 |
Lonza Group AG | 5,141 | 3,114,160 |
Nestle SA | 67,977 | 7,646,526 |
Novartis AG | 49,750 | 3,880,451 |
Partners Group Holding AG | 1,264 | 1,139,951 |
Roche Holding AG | 14,335 | 4,609,941 |
Roche Holding AG, Bearer Shares | 1,155 | 371,999 |
Schindler Holding AG | 1,047 | 268,904 |
Schindler Holding AG, Participation Certificates | 1,687 | 431,620 |
Sika AG | 9,016 | 2,220,186 |
STMicroelectronics NV | 62,183 | 1,894,145 |
Swiss Re AG | 23,112 | 1,657,720 |
Swisscom AG | 3,734 | 1,899,694 |
UBS Group AG | 76,382 | 887,116 |
Zurich Insurance Group AG | 3,888 | 1,289,566 |
United Arab Emirates - 0.0% | 1,416 | |
NMC Health PLC (A) | 5,181 | 1,416 |
United Kingdom - 13.4% | 56,720,191 | |
3i Group PLC | 106,000 | 1,317,128 |
Admiral Group PLC | 17,153 | 609,918 |
Anglo American PLC | 34,128 | 799,238 |
Ashtead Group PLC | 36,284 | 1,313,626 |
ASOS PLC (A) | 4,145 | 236,246 |
Associated British Foods PLC | 10,641 | 233,556 |
AstraZeneca PLC | 28,730 | 2,884,906 |
Auto Trader Group PLC (C) | 50,810 | 380,388 |
AVEVA Group PLC | 1,833 | 101,676 |
Aviva PLC | 287,585 | 957,507 |
Shares or Principal Amount | Value | |
United Kingdom (continued) | ||
B&M European Value Retail SA | 33,622 | $210,758 |
BAE Systems PLC | 98,556 | 505,909 |
Barclays PLC (A) | 451,003 | 621,401 |
Barratt Developments PLC (A) | 75,242 | 469,414 |
Berkeley Group Holdings PLC | 6,287 | 329,797 |
BP PLC | 537,408 | 1,366,112 |
British American Tobacco PLC | 44,396 | 1,405,251 |
BT Group PLC | 164,873 | 216,165 |
Bunzl PLC | 23,442 | 727,452 |
Burberry Group PLC | 32,623 | 571,982 |
Clarivate PLC (A) | 5,971 | 165,695 |
CNH Industrial NV (A) | 63,202 | 490,315 |
Coca-Cola European Partners PLC | 23,408 | 835,727 |
Compass Group PLC | 46,427 | 633,318 |
Croda International PLC | 8,675 | 676,820 |
Diageo PLC | 55,974 | 1,808,636 |
Ferguson PLC | 6,880 | 686,937 |
Fiat Chrysler Automobiles NV (A) | 32,245 | 395,964 |
GlaxoSmithKline PLC | 106,475 | 1,778,450 |
Halma PLC | 17,843 | 546,321 |
Hargreaves Lansdown PLC | 21,672 | 378,996 |
HSBC Holdings PLC (A) | 477,275 | 2,002,852 |
Imperial Brands PLC | 48,831 | 772,815 |
Informa PLC (A) | 75,036 | 405,550 |
InterContinental Hotels Group PLC (A) | 6,418 | 324,968 |
Intertek Group PLC | 11,127 | 801,656 |
JD Sports Fashion PLC | 26,679 | 255,684 |
Johnson Matthey PLC | 10,860 | 301,762 |
Kingfisher PLC (A) | 81,519 | 302,615 |
Land Securities Group PLC | 24,905 | 164,006 |
Legal & General Group PLC | 420,071 | 1,003,745 |
Lloyds Banking Group PLC (A) | 1,632,065 | 591,401 |
London Stock Exchange Group PLC | 4,294 | 459,606 |
M&G PLC | 111,667 | 211,741 |
Melrose Industries PLC (A) | 252,907 | 391,266 |
Mondi PLC | 58,179 | 1,100,549 |
National Grid PLC | 100,794 | 1,197,702 |
Natwest Group PLC (A) | 104,176 | 167,297 |
Next PLC | 12,213 | 922,219 |
Ocado Group PLC (A) | 6,462 | 190,168 |
Persimmon PLC | 22,661 | 684,464 |
Phoenix Group Holdings PLC | 28,210 | 241,614 |
Prudential PLC | 45,829 | 558,674 |
Reckitt Benckiser Group PLC | 12,206 | 1,073,201 |
RELX PLC | 56,233 | 1,110,634 |
Rentokil Initial PLC (A) | 126,287 | 858,901 |
Rightmove PLC (A) | 49,278 | 393,768 |
Rio Tinto PLC | 43,288 | 2,438,674 |
Rio Tinto, Ltd. | 17,955 | 1,165,441 |
Rolls-Royce Holdings PLC (A)(B) | 78,914 | 72,772 |
RSA Insurance Group PLC | 71,829 | 393,418 |
SEE NOTES TO FINANCIAL STATEMENTS | SEMIANNUAL REPORT | JOHN HANCOCK MULTIFACTOR ETFS | 33 |
Shares or Principal Amount | Value | |
United Kingdom (continued) | ||
Schroders PLC | 6,891 | $232,909 |
Schroders PLC, Non-Voting Shares | 3,262 | 77,438 |
Segro PLC | 29,714 | 346,550 |
Severn Trent PLC | 14,324 | 450,059 |
Smith & Nephew PLC | 10,495 | 181,364 |
Smiths Group PLC | 23,422 | 402,634 |
Spirax-Sarco Engineering PLC | 4,611 | 672,516 |
SSE PLC | 31,705 | 514,482 |
St. James's Place PLC | 26,021 | 302,537 |
Standard Chartered PLC (A) | 107,903 | 490,826 |
Standard Life Aberdeen PLC | 273,380 | 793,564 |
Taylor Wimpey PLC (A) | 232,236 | 317,698 |
Tesco PLC | 418,804 | 1,112,811 |
The Sage Group PLC | 52,750 | 433,516 |
Unilever NV (B) | 31,889 | 1,803,433 |
Unilever PLC | 27,860 | 1,586,452 |
United Utilities Group PLC | 44,417 | 495,861 |
Vodafone Group PLC | 776,871 | 1,034,629 |
Whitbread PLC | 14,844 | 412,080 |
Wm Morrison Supermarkets PLC | 90,679 | 190,997 |
WPP PLC | 81,913 | 653,063 |
United States - 0.0% | 32,632 | |
Carnival PLC | 2,974 | 32,632 |
PREFERRED SECURITIES - 0.8% | $3,389,535 | |
(Cost $3,244,794) | ||
Germany - 0.8% | 3,389,535 | |
Bayerische Motoren Werke AG | 5,411 | 279,853 |
Henkel AG & Company KGaA | 2,913 | 283,401 |
Porsche Automobil Holding SE | 10,027 | 537,278 |
Sartorius AG | 2,450 | 1,037,100 |
Volkswagen AG | 8,591 | 1,251,903 |
RIGHTS - 0.0% | $132,647 | |
(Cost $518,843) | ||
Rolls-Royce Holdings PLC (Expiration Date: 11-11-20; Strike Price: GBP 0.32) (A) | 263,047 | 132,647 |
SHORT-TERM INVESTMENTS - 1.3% | $5,584,229 | |
(Cost $5,584,472) | ||
Short-term funds - 1.3% | 5,584,229 | |
John Hancock Collateral Trust, 0.2508% (D)(E) | 511,174 | 5,116,137 |
State Street Institutional U.S. Government Money Market Fund, Premier Class, 0.0257% (D) | 468,092 | 468,092 |
Total investments (Multifactor Developed International ETF) (Cost $434,988,550) - 100.7% | $427,070,982 | |
Other assets and liabilities, net - (0.7%) | (2,924,405) | |
Total net assets - 100.0% | $424,146,577 |
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 | |
GBP | Pound Sterling |
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 10-31-20. |
(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 10-31-20. |
(E) | Investment is an affiliate of the fund, the advisor and/or subadvisor. This security represents the investment of cash collateral received for securities lending. |
Shares or Principal Amount | Value | |
COMMON STOCKS - 98.6% | $651,982,615 | |
(Cost $639,021,295) | ||
Brazil - 3.8% | 24,927,280 | |
Ambev SA | 326,200 | 689,059 |
Atacadao SA | 36,700 | 117,432 |
B2W Cia Digital (A) | 15,197 | 198,304 |
B3 SA - Brasil Bolsa Balcao | 157,100 | 1,390,904 |
Banco Bradesco SA | 153,630 | 484,124 |
Banco BTG Pactual SA | 13,500 | 169,745 |
Banco do Brasil SA | 112,900 | 583,493 |
BB Seguridade Participacoes SA | 113,100 | 464,483 |
CCR SA | 194,500 | 376,452 |
Centrais Eletricas Brasileiras SA | 54,920 | 295,840 |
Cia Brasileira de Distribuicao | 33,200 | 356,701 |
Cia de Saneamento Basico do Estado de Sao Paulo | 93,700 | 690,643 |
Cosan SA | 13,200 | 148,780 |
CPFL Energia SA | 28,500 | 137,755 |
Energisa SA | 23,900 | 173,965 |
Engie Brasil Energia SA | 47,125 | 326,017 |
Equatorial Energia SA | 159,000 | 549,579 |
Hapvida Participacoes e Investimentos SA (B) | 22,500 | 251,184 |
Hypera SA | 36,600 | 177,097 |
JBS SA | 189,900 | 640,575 |
Klabin SA | 86,200 | 354,906 |
Localiza Rent a Car SA | 70,785 | 744,924 |
Lojas Americanas SA | 40,986 | 143,373 |
Lojas Renner SA | 120,960 | 785,632 |
Magazine Luiza SA | 211,972 | 905,458 |
Natura & Company Holding SA | 83,900 | 670,793 |
Neoenergia SA | 49,400 | 148,988 |
Notre Dame Intermedica Participacoes SA | 31,500 | 359,196 |
Pagseguro Digital, Ltd., Class A (A)(C) | 19,111 | 699,654 |
Petrobras Distribuidora SA | 52,700 | 175,301 |
Petroleo Brasileiro SA | 469,200 | 1,546,098 |
Porto Seguro SA | 12,400 | 101,978 |
Raia Drogasil SA | 200,000 | 834,547 |
Rumo SA (A) | 171,390 | 545,143 |
34 | JOHN HANCOCK MULTIFACTOR ETFS | SEMIANNUAL REPORT | SEE NOTES TO FINANCIAL STATEMENTS |
Shares or Principal Amount | Value | |
Brazil (continued) | ||
StoneCo, Ltd., Class A (A) | 10,681 | $561,178 |
Sul America SA | 12,400 | 86,000 |
Suzano SA (A) | 75,165 | 652,447 |
TIM SA | 242,200 | 497,758 |
Ultrapar Participacoes SA | 92,400 | 262,489 |
Vale SA | 549,900 | 5,774,618 |
Via Varejo S/A (A) | 40,600 | 120,828 |
WEG SA | 55,800 | 733,839 |
Chile - 0.5% | 3,214,332 | |
Banco de Chile | 3,237,470 | 249,702 |
Banco de Credito e Inversiones SA | 5,353 | 167,368 |
Banco Santander Chile | 7,053,838 | 246,693 |
Cencosud SA | 193,099 | 268,183 |
Cencosud Shopping SA | 51,152 | 67,539 |
Colbun SA | 1,477,998 | 222,837 |
Empresas CMPC SA | 201,068 | 417,732 |
Empresas COPEC SA | 47,300 | 360,542 |
Enel Americas SA | 6,304,642 | 835,699 |
Enel Chile SA | 3,274,550 | 219,522 |
Falabella SA | 57,875 | 158,515 |
China - 33.3% | 220,600,524 | |
Agricultural Bank of China, Ltd., H Shares | 6,227,000 | 2,103,811 |
Aier Eye Hospital Group Company, Ltd., A Shares | 20,400 | 189,562 |
Airtac International Group | 7,000 | 187,949 |
Alibaba Group Holding, Ltd., ADR (A) | 94,857 | 28,901,978 |
Anhui Conch Cement Company, Ltd., H Shares | 334,000 | 2,082,426 |
ANTA Sports Products, Ltd. | 192,000 | 2,111,917 |
Baidu, Inc., ADR (A) | 33,623 | 4,473,540 |
Bank of China, Ltd., H Shares | 10,335,000 | 3,265,150 |
Bank of Communications Company, Ltd., H Shares | 3,598,000 | 1,767,717 |
Bank of Ningbo Company, Ltd., A Shares | 62,941 | 319,205 |
Bank of Shanghai Company, Ltd., A Shares | 76,900 | 90,097 |
BeiGene, Ltd., ADR (A) | 3,148 | 933,445 |
BOE Technology Group Company, Ltd., A Shares | 182,900 | 129,118 |
BYD Company, Ltd., H Shares (C) | 152,000 | 3,020,458 |
CGN Power Company, Ltd., H Shares (B) | 2,410,000 | 515,884 |
Changchun High & New Technology Industry Group, Inc., A Shares | 2,500 | 139,742 |
China CITIC Bank Corp., Ltd., H Shares | 2,154,000 | 874,949 |
China Communications Construction Company, Ltd., H Shares | 990,000 | 517,031 |
China Construction Bank Corp., H Shares | 21,036,000 | 14,512,544 |
China Everbright Bank Company, Ltd., H Shares | 555,000 | 191,803 |
China Evergrande Group (C) | 937,000 | 1,860,745 |
China Feihe, Ltd. (B) | 267,000 | 605,281 |
China Life Insurance Company, Ltd., H Shares | 1,002,000 | 2,175,887 |
Shares or Principal Amount | Value | |
China (continued) | ||
China Merchants Bank Company, Ltd., H Shares | 850,500 | $4,419,834 |
China Merchants Securities Company, Ltd., H Shares (B) | 154,740 | 191,558 |
China Merchants Shekou Industrial Zone Holdings Company, Ltd., A Shares | 32,600 | 68,409 |
China Minsheng Banking Corp., Ltd., H Shares | 1,448,000 | 791,701 |
China Pacific Insurance Group Company, Ltd., H Shares | 595,800 | 1,855,429 |
China Petroleum & Chemical Corp., H Shares | 4,260,000 | 1,653,494 |
China Railway Construction Corp., Ltd., H Shares | 507,000 | 342,583 |
China Railway Group, Ltd., H Shares | 913,000 | 419,129 |
China Shenhua Energy Company, Ltd., H Shares | 826,000 | 1,427,287 |
China State Construction Engineering Corp., Ltd., A Shares | 425,000 | 324,132 |
China Telecom Corp., Ltd., H Shares | 4,034,000 | 1,269,265 |
China Tourism Group Duty Free Corp., Ltd., A Shares | 9,400 | 279,747 |
China United Network Communications, Ltd., A Shares | 265,600 | 189,086 |
China Vanke Company, Ltd., H Shares | 460,200 | 1,424,244 |
China Yangtze Power Company, Ltd., A Shares | 138,975 | 393,267 |
Chongqing Zhifei Biological Products Company, Ltd., A Shares | 8,800 | 210,379 |
CITIC Securities Company, Ltd., H Shares | 381,000 | 821,463 |
CNOOC, Ltd. | 3,927,000 | 3,565,005 |
Contemporary Amperex Technology Company, Ltd., A Shares | 14,600 | 538,593 |
Country Garden Holdings Company, Ltd. | 2,009,222 | 2,471,741 |
Country Garden Services Holdings Company, Ltd. | 142,000 | 890,836 |
CRRC Corp., Ltd., H Shares | 682,000 | 263,835 |
CSC Financial Company, Ltd., H Shares (B) | 130,000 | 156,908 |
CSPC Pharmaceutical Group, Ltd. | 1,535,840 | 1,618,060 |
East Money Information Company, Ltd., A Shares | 24,400 | 85,143 |
GF Securities Company, Ltd., H Shares | 236,000 | 304,021 |
GoerTek, Inc., A Shares | 17,100 | 115,766 |
Great Wall Motor Company, Ltd., H Shares | 614,000 | 992,870 |
Gree Electric Appliances, Inc. of Zhuhai, A Shares | 60,100 | 524,110 |
GSX Techedu, Inc., ADR (A)(C) | 2,371 | 157,482 |
Guotai Junan Securities Company, Ltd., H Shares (B) | 165,400 | 214,992 |
Haier Smart Home Company, Ltd., A Shares | 68,200 | 253,045 |
Haitong Securities Company, Ltd., H Shares (A) | 505,200 | 426,057 |
Hangzhou Hikvision Digital Technology Company, Ltd., A Shares | 49,100 | 329,033 |
Henan Shuanghui Investment & Development Company, Ltd., A Shares | 10,200 | 76,117 |
Hengli Petrochemical Company, Ltd., A Shares | 47,900 | 137,976 |
Huatai Securities Company, Ltd., H Shares (B) | 261,200 | 421,700 |
SEE NOTES TO FINANCIAL STATEMENTS | SEMIANNUAL REPORT | JOHN HANCOCK MULTIFACTOR ETFS | 35 |
Shares or Principal Amount | Value | |
China (continued) | ||
Industrial & Commercial Bank of China, Ltd., H Shares | 9,781,000 | $5,499,160 |
Industrial Bank Company, Ltd., A Shares | 208,200 | 553,112 |
Inner Mongolia Yili Industrial Group Company, Ltd., A Shares | 33,900 | 201,016 |
iQIYI, Inc., ADR (A)(C) | 17,482 | 431,805 |
JD.com, Inc., ADR (A) | 118,176 | 9,633,708 |
Jiangsu Hengrui Medicine Company, Ltd., A Shares | 28,593 | 379,123 |
Jiangsu Yanghe Brewery Joint-Stock Company, Ltd., A Shares | 6,890 | 172,821 |
Kweichow Moutai Company, Ltd., A Shares | 4,300 | 1,071,772 |
Lens Technology Company, Ltd., A Shares | 39,000 | 193,423 |
Longfor Group Holdings, Ltd. (B) | 406,500 | 2,219,937 |
LONGi Green Energy Technology Company, Ltd., A Shares | 19,800 | 224,561 |
Luxshare Precision Industry Company, Ltd., A Shares | 39,200 | 320,962 |
Luzhou Laojiao Company, Ltd., A Shares | 9,600 | 247,157 |
Mango Excellent Media Company, Ltd., A Shares | 8,315 | 91,835 |
Meituan, Class B (A) | 158,500 | 5,890,469 |
Muyuan Foods Company, Ltd., A Shares | 20,700 | 218,981 |
NetEase, Inc., ADR | 97,950 | 8,501,081 |
New China Life Insurance Company, Ltd., H Shares | 174,500 | 694,188 |
New Hope Liuhe Company, Ltd., A Shares | 29,600 | 118,750 |
New Oriental Education & Technology Group, Inc., ADR (A) | 16,222 | 2,601,684 |
NIO, Inc., ADR (A) | 66,520 | 2,034,182 |
PICC Property & Casualty Company, Ltd., H Shares | 1,200,000 | 810,847 |
Pinduoduo, Inc., ADR (A) | 31,655 | 2,848,317 |
Ping An Bank Company, Ltd., A Shares | 187,900 | 497,780 |
Ping An Insurance Group Company of China, Ltd., H Shares | 1,220,500 | 12,520,007 |
Poly Developments and Holdings Group Company, Ltd., A Shares | 114,500 | 262,488 |
Postal Savings Bank of China Company, Ltd., H Shares (B) | 1,322,000 | 647,801 |
Rongsheng Petro Chemical Company, Ltd., A Shares | 21,700 | 61,730 |
Sanan Optoelectronics Company, Ltd., A Shares | 24,100 | 79,959 |
Sany Heavy Industry Company, Ltd., A Shares | 67,900 | 262,978 |
Semiconductor Manufacturing International Corp. (A) | 429,000 | 1,258,535 |
SF Holding Company, Ltd., A Shares | 13,200 | 163,123 |
Shandong Gold Mining Company, Ltd., H Shares (B) | 90,970 | 213,734 |
Shanghai Fosun Pharmaceutical Group Company, Ltd., H Shares | 76,000 | 312,140 |
Shanghai International Airport Company, Ltd., A Shares | 17,800 | 175,604 |
Shares or Principal Amount | Value | |
China (continued) | ||
Shanxi Xinghuacun Fen Wine Factory Company, Ltd., A Shares | 4,961 | $166,685 |
Shenwan Hongyuan Group Company, Ltd., H Shares (B) | 187,200 | 47,314 |
Shenzhen Kangtai Biological Products Company, Ltd., A Shares | 2,100 | 56,830 |
Shenzhen Mindray Bio-Medical Electronics Company, Ltd., A Shares | 5,500 | 317,513 |
Shenzhou International Group Holdings, Ltd. | 159,300 | 2,750,572 |
Silergy Corp. | 5,000 | 307,655 |
Sunac China Holdings, Ltd. | 618,000 | 2,279,193 |
Sunny Optical Technology Group Company, Ltd. | 101,000 | 1,669,691 |
TAL Education Group, ADR (A) | 35,639 | 2,368,568 |
Tencent Holdings, Ltd. | 396,800 | 30,240,275 |
Tencent Music Entertainment Group, ADR (A) | 34,355 | 511,202 |
The People's Insurance Company Group of China, Ltd., H Shares | 1,206,000 | 357,686 |
Trip.com Group, Ltd., ADR (A) | 57,460 | 1,652,550 |
Wanhua Chemical Group Company, Ltd., A Shares | 24,100 | 282,321 |
Weichai Power Company, Ltd., H Shares | 596,000 | 1,125,159 |
Will Semiconductor, Ltd., A Shares | 3,300 | 97,529 |
Wingtech Technology Company, Ltd., A Shares | 3,800 | 57,055 |
Wuliangye Yibin Company, Ltd., A Shares | 22,500 | 820,554 |
WuXi AppTec Company, Ltd., H Shares (B) | 26,800 | 426,804 |
WuXi Biologics Cayman, Inc. (A)(B) | 44,000 | 1,228,960 |
Xiaomi Corp., Class B (A)(B) | 865,800 | 2,456,218 |
Yonyou Network Technology Company, Ltd., A Shares | 10,300 | 66,333 |
Yum China Holdings, Inc. | 91,606 | 4,876,187 |
Yunnan Baiyao Group Company, Ltd., A Shares | 5,700 | 87,590 |
Zhangzhou Pientzehuang Pharmaceutical Company, Ltd., A Shares | 3,500 | 119,780 |
Zijin Mining Group Company, Ltd., H Shares | 1,514,000 | 1,095,255 |
ZTE Corp., H Shares | 179,400 | 395,127 |
ZTO Express Cayman, Inc., ADR | 94,224 | 2,730,612 |
Hong Kong - 3.9% | 26,085,477 | |
Alibaba Health Information Technology, Ltd. (A) | 392,000 | 1,023,617 |
China Mengniu Dairy Company, Ltd. (A) | 666,000 | 3,130,389 |
China Mobile, Ltd. | 1,151,500 | 7,001,196 |
China Overseas Land & Investment, Ltd. | 1,084,000 | 2,711,800 |
China Resources Beer Holdings Company, Ltd. | 330,000 | 2,044,720 |
China Resources Land, Ltd. | 772,000 | 3,140,822 |
China Unicom Hong Kong, Ltd. | 1,832,000 | 1,124,499 |
Geely Automobile Holdings, Ltd. | 1,388,000 | 2,849,437 |
Shimao Group Holdings, Ltd. | 191,000 | 673,624 |
Sino Biopharmaceutical, Ltd. | 2,365,500 | 2,385,373 |
India - 12.2% | 80,534,927 | |
Adani Enterprises, Ltd. | 20,169 | 91,364 |
Adani Green Energy, Ltd. (A) | 14,397 | 166,374 |
36 | JOHN HANCOCK MULTIFACTOR ETFS | SEMIANNUAL REPORT | SEE NOTES TO FINANCIAL STATEMENTS |
Shares or Principal Amount | Value | |
India (continued) | ||
Adani Ports and Special Economic Zone, Ltd. | 164,812 | $796,177 |
Alkem Laboratories, Ltd. | 2,489 | 88,147 |
Ambuja Cements, Ltd. | 143,572 | 503,614 |
Asian Paints, Ltd. | 51,769 | 1,543,831 |
Aurobindo Pharma, Ltd. | 72,952 | 761,439 |
Avenue Supermarts, Ltd. (A)(B) | 12,907 | 388,390 |
Axis Bank, Ltd. (A) | 276,266 | 1,830,403 |
Bajaj Auto, Ltd. | 11,508 | 447,586 |
Bajaj Finance, Ltd. | 19,589 | 872,296 |
Bajaj Finserv, Ltd. | 6,330 | 474,061 |
Bajaj Holdings & Investment, Ltd. | 4,718 | 146,873 |
Berger Paints India, Ltd. | 39,214 | 330,137 |
Bharat Petroleum Corp., Ltd. | 249,379 | 1,190,572 |
Bharti Airtel, Ltd. | 311,411 | 1,818,481 |
Bharti Infratel, Ltd. | 120,002 | 300,460 |
Biocon, Ltd. (A) | 22,578 | 123,237 |
Bosch, Ltd. | 825 | 129,582 |
Britannia Industries, Ltd. | 10,971 | 514,933 |
Cadila Healthcare, Ltd. | 10,142 | 57,205 |
Cipla, Ltd. | 39,966 | 407,709 |
Coal India, Ltd. | 143,623 | 222,196 |
Colgate-Palmolive India, Ltd. | 13,767 | 282,371 |
Dabur India, Ltd. | 109,639 | 757,039 |
Divi's Laboratories, Ltd. | 12,238 | 519,195 |
DLF, Ltd. | 87,614 | 187,860 |
Dr. Reddy's Laboratories, Ltd. | 13,314 | 877,809 |
Eicher Motors, Ltd. | 19,951 | 561,317 |
GAIL India, Ltd. | 268,745 | 307,702 |
Godrej Consumer Products, Ltd. | 74,126 | 664,966 |
Grasim Industries, Ltd. | 47,880 | 503,691 |
Havells India, Ltd. | 41,279 | 406,175 |
HCL Technologies, Ltd. | 151,067 | 1,722,010 |
HDFC Bank, Ltd. (A) | 380,230 | 6,066,646 |
HDFC Life Insurance Company, Ltd. (A)(B) | 50,952 | 406,200 |
Hero MotoCorp, Ltd. | 21,269 | 805,012 |
Hindalco Industries, Ltd. | 166,530 | 384,486 |
Hindustan Petroleum Corp., Ltd. | 186,055 | 472,371 |
Hindustan Unilever, Ltd. | 103,356 | 2,893,954 |
Housing Development Finance Corp., Ltd. | 192,895 | 5,000,186 |
ICICI Bank, Ltd. (A) | 491,637 | 2,610,521 |
ICICI Lombard General Insurance Company, Ltd. (A)(B) | 7,177 | 120,089 |
ICICI Prudential Life Insurance Company, Ltd. (A)(B) | 25,264 | 137,711 |
Indian Oil Corp., Ltd. | 530,004 | 566,782 |
Indraprastha Gas, Ltd. | 10,417 | 56,648 |
Info Edge India, Ltd. | 3,943 | 188,404 |
Infosys, Ltd. | 403,370 | 5,771,798 |
InterGlobe Aviation, Ltd. (A)(B) | 7,673 | 135,015 |
ITC, Ltd. | 424,827 | 948,168 |
JSW Steel, Ltd. | 311,515 | 1,295,536 |
Shares or Principal Amount | Value | |
India (continued) | ||
Kansai Nerolac Paints, Ltd. | 14,917 | $103,754 |
Kotak Mahindra Bank, Ltd. (A) | 70,662 | 1,473,168 |
Larsen & Toubro Infotech, Ltd. (B) | 4,835 | 189,857 |
Larsen & Toubro, Ltd. | 59,831 | 751,485 |
Lupin, Ltd. | 25,530 | 312,806 |
Mahindra & Mahindra, Ltd. | 117,641 | 944,128 |
Marico, Ltd. | 86,880 | 417,357 |
Maruti Suzuki India, Ltd. | 8,967 | 839,497 |
Motherson Sumi Systems, Ltd. | 199,918 | 285,414 |
Muthoot Finance, Ltd. | 15,361 | 254,540 |
Nestle India, Ltd. | 4,380 | 1,013,622 |
NMDC, Ltd. | 143,569 | 159,247 |
NTPC, Ltd. | 383,252 | 456,908 |
Oil & Natural Gas Corp., Ltd. | 535,371 | 468,131 |
Petronet LNG, Ltd. | 154,076 | 480,477 |
Pidilite Industries, Ltd. | 20,920 | 443,609 |
Piramal Enterprises, Ltd. | 17,573 | 298,770 |
Power Finance Corp., Ltd. | 135,842 | 160,208 |
Power Grid Corp. of India, Ltd. | 501,825 | 1,164,373 |
Procter & Gamble Hygiene & Health Care, Ltd. | 1,483 | 203,136 |
Reliance Industries, Ltd. | 320,698 | 8,933,413 |
SBI Life Insurance Company, Ltd. (A)(B) | 18,985 | 197,516 |
Shree Cement, Ltd. | 1,461 | 425,925 |
Siemens, Ltd. | 9,524 | 162,926 |
State Bank of India (A) | 257,266 | 659,243 |
Sun Pharmaceutical Industries, Ltd. | 133,602 | 840,291 |
Tata Consultancy Services, Ltd. | 104,335 | 3,749,978 |
Tata Consumer Products, Ltd. | 18,787 | 125,234 |
Tata Motors, Ltd. (A) | 298,844 | 537,139 |
Tata Steel, Ltd. | 68,341 | 376,898 |
Tech Mahindra, Ltd. | 127,040 | 1,390,613 |
Titan Company, Ltd. | 55,689 | 877,370 |
Torrent Pharmaceuticals, Ltd. | 6,799 | 235,051 |
UltraTech Cement, Ltd. | 14,829 | 910,691 |
United Breweries, Ltd. | 11,425 | 142,760 |
United Spirits, Ltd. (A) | 50,122 | 341,181 |
UPL, Ltd. | 131,324 | 802,750 |
Vedanta, Ltd. | 307,788 | 398,506 |
Vodafone Idea, Ltd. (A) | 559,530 | 66,442 |
Wipro, Ltd. | 235,967 | 1,085,784 |
Indonesia - 1.8% | 11,924,639 | |
Astra International Tbk PT | 3,506,000 | 1,300,516 |
Bank Central Asia Tbk PT | 1,024,600 | 2,028,183 |
Bank Mandiri Persero Tbk PT | 2,685,100 | 1,060,270 |
Bank Negara Indonesia Persero Tbk PT | 1,437,600 | 465,930 |
Bank Rakyat Indonesia Persero Tbk PT | 8,877,500 | 2,039,549 |
Barito Pacific Tbk PT (A) | 2,815,500 | 173,262 |
Charoen Pokphand Indonesia Tbk PT | 1,380,600 | 552,240 |
Gudang Garam Tbk PT (A) | 105,800 | 296,421 |
Indocement Tunggal Prakarsa Tbk PT | 264,300 | 220,928 |
SEE NOTES TO FINANCIAL STATEMENTS | SEMIANNUAL REPORT | JOHN HANCOCK MULTIFACTOR ETFS | 37 |
Shares or Principal Amount | Value | |
Indonesia (continued) | ||
Indofood CBP Sukses Makmur Tbk PT | 377,000 | $248,756 |
Indofood Sukses Makmur Tbk PT | 946,600 | 453,074 |
Kalbe Farma Tbk PT | 3,589,000 | 374,238 |
Mayora Indah Tbk PT | 1,911,900 | 305,904 |
Semen Indonesia Persero Tbk PT | 631,900 | 413,705 |
Telekomunikasi Indonesia Persero Tbk PT | 7,727,100 | 1,384,274 |
United Tractors Tbk PT | 420,500 | 607,389 |
Malaysia - 2.2% | 14,652,899 | |
Axiata Group BHD | 471,595 | 332,557 |
CIMB Group Holdings BHD | 701,606 | 498,132 |
Dialog Group BHD | 474,000 | 422,094 |
DiGi.Com BHD | 362,400 | 328,820 |
Fraser & Neave Holdings BHD | 12,300 | 93,545 |
Genting BHD | 432,100 | 307,826 |
Genting Malaysia BHD | 480,300 | 231,191 |
HAP Seng Consolidated BHD | 74,600 | 131,605 |
Hartalega Holdings BHD | 260,800 | 1,129,819 |
Hong Leong Bank BHD | 84,200 | 299,918 |
Hong Leong Financial Group BHD | 49,800 | 168,996 |
IHH Healthcare BHD | 247,900 | 296,525 |
IOI Corp. BHD | 238,900 | 247,237 |
KLCCP Stapled Group | 34,800 | 63,653 |
Kossan Rubber Industries BHD | 132,400 | 238,989 |
Kuala Lumpur Kepong BHD | 49,975 | 255,227 |
Malayan Banking BHD | 706,670 | 1,190,539 |
Maxis BHD | 237,300 | 274,137 |
MISC BHD | 190,600 | 302,299 |
Nestle Malaysia BHD | 6,700 | 224,785 |
Petronas Chemicals Group BHD | 301,600 | 424,635 |
Petronas Dagangan BHD | 56,700 | 235,261 |
Petronas Gas BHD | 73,800 | 279,570 |
PPB Group BHD | 100,400 | 454,277 |
Press Metal Aluminium Holdings BHD | 333,900 | 441,182 |
Public Bank BHD | 429,800 | 1,559,900 |
RHB Bank BHD | 336,800 | 342,879 |
Sime Darby BHD | 518,400 | 300,684 |
Sime Darby Plantation BHD | 237,100 | 276,189 |
Supermax Corp. BHD (A) | 64,400 | 146,779 |
Telekom Malaysia BHD | 253,500 | 255,635 |
Tenaga Nasional BHD | 655,200 | 1,504,358 |
Top Glove Corp. BHD | 585,400 | 1,207,432 |
Westports Holdings BHD | 198,400 | 186,224 |
Mexico - 2.1% | 13,669,921 | |
America Movil SAB de CV, Series L | 3,251,988 | 1,970,068 |
Arca Continental SAB de CV | 68,964 | 299,808 |
Cemex SAB de CV | 2,701,388 | 1,112,168 |
Coca-Cola Femsa SAB de CV | 80,512 | 305,475 |
El Puerto de Liverpool SAB de CV, Series C1 (A)(C) | 27,756 | 74,577 |
Fibra Uno Administracion SA de CV | 305,240 | 231,396 |
Shares or Principal Amount | Value | |
Mexico (continued) | ||
Fomento Economico Mexicano SAB de CV | 181,948 | $975,777 |
Gruma SAB de CV, Class B | 19,515 | 207,637 |
Grupo Aeroportuario del Pacifico SAB de CV, Series B | 65,228 | 541,382 |
Grupo Aeroportuario del Sureste SAB de CV, Series B (A) | 23,259 | 268,997 |
Grupo Bimbo SAB de CV, Series A | 313,400 | 603,896 |
Grupo Carso SAB de CV, Series A1 | 66,204 | 122,560 |
Grupo Elektra SAB de CV | 4,531 | 256,875 |
Grupo Financiero Banorte SAB de CV, Series O (A) | 314,204 | 1,396,954 |
Grupo Financiero Inbursa SAB de CV, Series O (A) | 461,640 | 341,064 |
Grupo Mexico SAB de CV, Series B | 574,808 | 1,633,857 |
Grupo Televisa SAB (A) | 422,152 | 535,688 |
Industrias Penoles SAB de CV | 16,873 | 268,667 |
Infraestructura Energetica Nova SAB de CV | 88,836 | 296,099 |
Kimberly-Clark de Mexico SAB de CV, Class A | 192,400 | 286,464 |
Orbia Advance Corp. SAB de CV | 128,200 | 227,088 |
Wal-Mart de Mexico SAB de CV | 709,840 | 1,713,424 |
Philippines - 1.2% | 7,950,750 | |
Aboitiz Equity Ventures, Inc. | 327,510 | 301,458 |
Aboitiz Power Corp. | 530,500 | 296,488 |
Ayala Corp. | 37,910 | 597,631 |
Ayala Land, Inc. | 876,300 | 597,477 |
Bank of the Philippine Islands | 311,370 | 473,167 |
BDO Unibank, Inc. | 321,920 | 591,295 |
Globe Telecom, Inc. | 6,335 | 265,704 |
International Container Terminal Services, Inc. | 172,330 | 409,462 |
JG Summit Holdings, Inc. | 445,303 | 591,131 |
Jollibee Foods Corp. | 52,130 | 183,101 |
Manila Electric Company | 52,440 | 325,041 |
Metropolitan Bank & Trust Company | 378,352 | 318,551 |
PLDT, Inc. | 19,245 | 528,045 |
San Miguel Corp. | 90,949 | 191,669 |
SM Investments Corp. | 45,465 | 892,392 |
SM Prime Holdings, Inc. | 1,305,800 | 909,204 |
Universal Robina Corp. | 168,340 | 478,934 |
Poland - 0.7% | 4,369,965 | |
Bank Polska Kasa Opieki SA (A) | 19,999 | 213,275 |
CD Projekt SA (A) | 6,372 | 539,185 |
Cyfrowy Polsat SA | 54,857 | 341,567 |
Dino Polska SA (A)(B) | 5,351 | 293,490 |
ING Bank Slaski SA (A) | 4,245 | 109,881 |
KGHM Polska Miedz SA (A) | 26,558 | 791,641 |
LPP SA (A) | 199 | 263,077 |
PGE Polska Grupa Energetyczna SA (A) | 127,734 | 145,339 |
Polski Koncern Naftowy ORLEN SA | 58,321 | 560,595 |
Polskie Gornictwo Naftowe i Gazownictwo SA | 281,878 | 296,549 |
Powszechna Kasa Oszczednosci Bank Polski SA (A) | 99,070 | 473,767 |
38 | JOHN HANCOCK MULTIFACTOR ETFS | SEMIANNUAL REPORT | SEE NOTES TO FINANCIAL STATEMENTS |
Shares or Principal Amount | Value | |
Poland (continued) | ||
Powszechny Zaklad Ubezpieczen SA (A) | 46,359 | $252,631 |
Santander Bank Polska SA (A) | 2,867 | 88,968 |
Russia - 2.1% | 13,651,541 | |
Gazprom PJSC, ADR | 732,711 | 2,806,283 |
Lukoil PJSC, ADR | 5,692 | 290,804 |
Lukoil PJSC, ADR (London Stock Exchange) | 68,686 | 3,507,107 |
MMC Norilsk Nickel PJSC, ADR | 625 | 14,844 |
MMC Norilsk Nickel PJSC, ADR (London Stock Exchange) | 109,326 | 2,606,332 |
Novatek PJSC, GDR | 8,404 | 1,012,682 |
Polyus PJSC, GDR | 5,688 | 559,466 |
Sberbank of Russia PJSC, ADR | 5,560 | 56,212 |
Sberbank of Russia PJSC, ADR (London Stock Exchange) | 277,011 | 2,797,811 |
Saudi Arabia - 1.3% | 8,536,030 | |
Al Rajhi Bank | 74,727 | 1,311,105 |
Alinma Bank (A) | 90,282 | 367,840 |
Almarai Company JSC | 22,644 | 311,557 |
Bank AlBilad | 17,849 | 110,703 |
Banque Saudi Fransi | 42,843 | 339,289 |
Bupa Arabia for Cooperative Insurance Company (A) | 2,310 | 70,588 |
Etihad Etisalat Company (A) | 61,120 | 456,326 |
Jarir Marketing Company | 5,003 | 231,053 |
National Commercial Bank | 91,371 | 951,401 |
Riyad Bank | 84,643 | 406,254 |
Samba Financial Group | 60,616 | 446,098 |
Saudi Arabian Fertilizer Company | 18,332 | 368,566 |
Saudi Arabian Mining Company (A) | 39,399 | 391,857 |
Saudi Basic Industries Corp. | 54,630 | 1,311,015 |
Saudi Telecom Company | 36,339 | 966,056 |
The Savola Group | 23,622 | 288,480 |
Yanbu National Petrochemical Company | 13,556 | 207,842 |
South Africa - 3.9% | 26,201,662 | |
Absa Group, Ltd. | 144,189 | 771,404 |
Anglo American Platinum, Ltd. | 7,891 | 517,403 |
AngloGold Ashanti, Ltd. | 61,822 | 1,403,296 |
Bid Corp., Ltd. | 57,865 | 793,079 |
Capitec Bank Holdings, Ltd. (A) | 11,562 | 811,181 |
Clicks Group, Ltd. | 36,083 | 523,965 |
Discovery, Ltd. | 127,633 | 840,479 |
Exxaro Resources, Ltd. | 36,976 | 248,111 |
FirstRand, Ltd. | 795,016 | 1,839,686 |
Gold Fields, Ltd. | 133,562 | 1,419,154 |
Harmony Gold Mining Company, Ltd. (A) | 54,180 | 265,919 |
Impala Platinum Holdings, Ltd. | 128,389 | 1,128,093 |
Kumba Iron Ore, Ltd. | 11,565 | 341,859 |
MTN Group, Ltd. (C) | 435,900 | 1,550,314 |
Naspers, Ltd., N Shares | 31,649 | 6,157,558 |
Nedbank Group, Ltd. | 109,499 | 646,801 |
Shares or Principal Amount | Value | |
South Africa (continued) | ||
Northam Platinum, Ltd. (A) | 41,879 | $399,002 |
Old Mutual, Ltd. (C) | 742,234 | 426,111 |
Sanlam, Ltd. | 467,906 | 1,361,207 |
Sasol, Ltd. (A) | 86,719 | 448,465 |
Shoprite Holdings, Ltd. | 77,164 | 612,183 |
Sibanye Stillwater, Ltd. | 278,672 | 804,867 |
Standard Bank Group, Ltd. | 304,053 | 1,984,824 |
Vodacom Group, Ltd. | 120,238 | 906,701 |
South Korea - 13.4% | 88,499,862 | |
Alteogen, Inc. (A) | 1,090 | 152,064 |
Amorepacific Corp. | 2,863 | 398,655 |
AMOREPACIFIC Group | 3,782 | 145,154 |
Celltrion Healthcare Company, Ltd. (A) | 6,182 | 461,457 |
Celltrion, Inc. (A) | 9,680 | 2,055,944 |
CJ CheilJedang Corp. | 1,804 | 573,935 |
CJ Logistics Corp. (A) | 798 | 112,172 |
Coway Company, Ltd. (A) | 10,936 | 668,863 |
DB Insurance Company, Ltd. | 12,663 | 493,820 |
E-MART, Inc. | 3,856 | 482,552 |
GS Holdings Corp. | 10,167 | 295,683 |
Hana Financial Group, Inc. | 53,992 | 1,446,512 |
Hanjin Kal Corp. | 1,582 | 104,147 |
Hankook Tire & Technology Company, Ltd. | 17,662 | 492,643 |
Hanmi Pharm Company, Ltd. | 652 | 150,833 |
Hanon Systems | 27,852 | 274,912 |
Hanwha Solutions Corp. | 15,578 | 599,946 |
HLB, Inc. (A) | 1,765 | 143,104 |
Hyundai Engineering & Construction Company, Ltd. | 13,286 | 358,875 |
Hyundai Glovis Company, Ltd. | 5,546 | 818,679 |
Hyundai Heavy Industries Holdings Company, Ltd. | 1,604 | 303,215 |
Hyundai Mobis Company, Ltd. | 8,151 | 1,619,856 |
Hyundai Motor Company | 18,405 | 2,668,214 |
Hyundai Steel Company | 14,873 | 378,805 |
Industrial Bank of Korea | 58,201 | 419,055 |
Kakao Corp. | 4,278 | 1,244,153 |
Kangwon Land, Inc. | 12,035 | 223,794 |
KB Financial Group, Inc. | 61,670 | 2,179,402 |
Kia Motors Corp. | 38,166 | 1,698,584 |
Korea Electric Power Corp. (A) | 43,815 | 770,344 |
Korea Investment Holdings Company, Ltd. | 6,232 | 376,765 |
Korea Shipbuilding & Offshore Engineering Company, Ltd. (A) | 6,935 | 479,161 |
Korea Zinc Company, Ltd. | 1,797 | 605,757 |
KT&G Corp. | 12,907 | 921,360 |
LG Chem, Ltd. | 3,535 | 1,903,486 |
LG Corp. | 24,530 | 1,465,704 |
LG Display Company, Ltd. (A) | 46,347 | 573,874 |
LG Electronics, Inc. | 33,342 | 2,468,254 |
LG Household & Health Care, Ltd. | 1,231 | 1,627,302 |
SEE NOTES TO FINANCIAL STATEMENTS | SEMIANNUAL REPORT | JOHN HANCOCK MULTIFACTOR ETFS | 39 |
Shares or Principal Amount | Value | |
South Korea (continued) | ||
LG Uplus Corp. | 70,984 | $691,260 |
Lotte Chemical Corp. | 3,546 | 728,138 |
Lotte Corp. | 7,698 | 192,670 |
Mirae Asset Daewoo Company, Ltd. | 63,655 | 469,545 |
NAVER Corp. | 9,846 | 2,516,383 |
NCSoft Corp. | 2,149 | 1,469,661 |
Netmarble Corp. (A)(B) | 3,797 | 391,512 |
Orion Corp. | 3,182 | 304,263 |
POSCO | 11,948 | 2,190,168 |
POSCO Chemical Company, Ltd. | 1,467 | 95,283 |
S-1 Corp. | 2,841 | 204,306 |
Samsung Biologics Company, Ltd. (A)(B) | 947 | 569,185 |
Samsung C&T Corp. | 8,678 | 845,086 |
Samsung Card Company, Ltd. | 5,202 | 134,783 |
Samsung Electro-Mechanics Company, Ltd. | 7,981 | 938,983 |
Samsung Electronics Company, Ltd. | 559,939 | 27,930,332 |
Samsung Fire & Marine Insurance Company, Ltd. | 7,134 | 1,125,395 |
Samsung Heavy Industries Company, Ltd. (A) | 83,687 | 372,450 |
Samsung Life Insurance Company, Ltd. | 15,611 | 869,494 |
Samsung SDI Company, Ltd. | 4,460 | 1,737,305 |
Samsung SDS Company, Ltd. | 3,717 | 551,965 |
Seegene, Inc. | 2,240 | 518,199 |
Shin Poong Pharmaceutical Company, Ltd. (A) | 1,191 | 131,727 |
Shinhan Financial Group Company, Ltd. | 72,294 | 1,933,659 |
SK Holdings Company, Ltd. | 5,255 | 845,190 |
SK Hynix, Inc. | 78,627 | 5,536,527 |
SK Innovation Company, Ltd. | 9,240 | 1,021,962 |
SK Telecom Company, Ltd. | 4,899 | 923,932 |
S-Oil Corp. | 5,588 | 267,408 |
Woori Financial Group, Inc. | 82,203 | 644,033 |
Yuhan Corp. | 3,662 | 192,023 |
Taiwan - 14.0% | 92,604,547 | |
Accton Technology Corp. | 43,000 | 311,937 |
Advantech Company, Ltd. | 51,989 | 525,279 |
ASE Technology Holding Company, Ltd. | 793,000 | 1,752,149 |
Asia Cement Corp. | 514,000 | 739,458 |
ASMedia Technology, Inc. | 2,000 | 100,337 |
Asustek Computer, Inc. | 125,000 | 1,059,748 |
AU Optronics Corp. (A) | 1,595,000 | 644,056 |
Catcher Technology Company, Ltd. | 132,000 | 832,975 |
Cathay Financial Holding Company, Ltd. | 1,177,359 | 1,580,596 |
Chailease Holding Company, Ltd. | 321,768 | 1,558,022 |
Chang Hwa Commercial Bank, Ltd. | 1,374,993 | 819,607 |
Cheng Shin Rubber Industry Company, Ltd. | 463,000 | 584,345 |
China Development Financial Holding Corp. | 2,931,000 | 858,698 |
China Life Insurance Company, Ltd. | 752,432 | 503,752 |
China Steel Corp. | 2,096,000 | 1,487,538 |
Chunghwa Telecom Company, Ltd. | 392,000 | 1,466,394 |
Compal Electronics, Inc. | 845,000 | 549,478 |
Shares or Principal Amount | Value | |
Taiwan (continued) | ||
CTBC Financial Holding Company, Ltd. | 2,774,000 | $1,750,510 |
Delta Electronics, Inc. | 181,000 | 1,202,300 |
E.Sun Financial Holding Company, Ltd. | 1,807,328 | 1,535,409 |
Eclat Textile Company, Ltd. | 26,000 | 344,049 |
Far Eastern New Century Corp. | 804,000 | 723,793 |
Far EasTone Telecommunications Company, Ltd. | 370,000 | 776,129 |
Feng TAY Enterprise Company, Ltd. | 93,680 | 566,596 |
First Financial Holding Company, Ltd. | 2,012,668 | 1,410,806 |
Formosa Chemicals & Fibre Corp. | 525,000 | 1,262,783 |
Formosa Petrochemical Corp. | 158,000 | 434,171 |
Formosa Plastics Corp. | 503,000 | 1,390,994 |
Fubon Financial Holding Company, Ltd. | 1,162,000 | 1,653,413 |
Globalwafers Company, Ltd. | 34,000 | 493,296 |
Hiwin Technologies Corp. | 12,792 | 111,357 |
Hon Hai Precision Industry Company, Ltd. | 1,427,800 | 3,868,565 |
Hotai Motor Company, Ltd. | 39,000 | 820,809 |
Hua Nan Financial Holdings Company, Ltd. | 2,066,360 | 1,242,554 |
Innolux Corp. (A) | 1,643,000 | 569,236 |
Inventec Corp. | 516,000 | 407,698 |
Largan Precision Company, Ltd. | 14,000 | 1,480,588 |
Lite-On Technology Corp. | 453,000 | 737,223 |
MediaTek, Inc. | 156,000 | 3,697,729 |
Mega Financial Holding Company, Ltd. | 1,545,000 | 1,488,096 |
Nan Ya Plastics Corp. | 807,000 | 1,656,123 |
Nanya Technology Corp. | 194,000 | 392,022 |
Novatek Microelectronics Corp. | 92,000 | 858,776 |
Oneness Biotech Company, Ltd. (A) | 16,000 | 163,896 |
Pegatron Corp. | 426,000 | 915,937 |
Pou Chen Corp. | 545,000 | 480,151 |
President Chain Store Corp. | 107,000 | 965,127 |
Quanta Computer, Inc. | 440,000 | 1,107,557 |
Realtek Semiconductor Corp. | 56,000 | 695,999 |
Shin Kong Financial Holding Company, Ltd. | 2,484,535 | 691,415 |
SinoPac Financial Holdings Company, Ltd. | 2,244,000 | 839,436 |
Taishin Financial Holding Company, Ltd. | 2,526,562 | 1,112,965 |
Taiwan Cement Corp. | 914,164 | 1,295,973 |
Taiwan Cooperative Financial Holding Company, Ltd. | 1,820,803 | 1,222,208 |
Taiwan High Speed Rail Corp. | 372,000 | 393,413 |
Taiwan Mobile Company, Ltd. | 233,000 | 795,850 |
Taiwan Semiconductor Manufacturing Company, Ltd. | 1,811,000 | 27,351,618 |
Uni-President Enterprises Corp. | 899,000 | 1,926,642 |
United Microelectronics Corp. | 2,225,000 | 2,388,082 |
Vanguard International Semiconductor Corp. | 145,000 | 472,460 |
Walsin Technology Corp. | 40,000 | 228,643 |
Win Semiconductors Corp. | 53,000 | 576,258 |
Wiwynn Corp. | 9,000 | 228,748 |
Yageo Corp. | 45,000 | 559,285 |
Yuanta Financial Holding Company, Ltd. | 2,443,360 | 1,516,235 |
40 | JOHN HANCOCK MULTIFACTOR ETFS | SEMIANNUAL REPORT | SEE NOTES TO FINANCIAL STATEMENTS |
Shares or Principal Amount | Value | |
Taiwan (continued) | ||
Zhen Ding Technology Holding, Ltd. | 101,000 | $427,255 |
Thailand - 1.9% | 12,313,293 | |
Advanced Info Service PCL, NVDR | 152,700 | 845,135 |
Airports of Thailand PCL, NVDR | 328,000 | 544,606 |
B Grimm Power PCL, NVDR | 90,400 | 113,843 |
Bangkok Bank PCL, NVDR | 69,400 | 215,431 |
Bangkok Dusit Medical Services PCL, NVDR | 432,300 | 242,729 |
Bangkok Expressway & Metro PCL, NVDR | 894,200 | 235,259 |
Bank of Ayudhya PCL, NVDR | 93,600 | 56,759 |
Berli Jucker PCL, NVDR | 200,800 | 185,225 |
BTS Group Holdings PCL, NVDR | 992,500 | 283,412 |
Bumrungrad Hospital PCL, NVDR | 63,300 | 184,818 |
Central Pattana PCL, NVDR | 172,600 | 213,206 |
Central Retail Corp. PCL, NVDR (A) | 232,800 | 199,804 |
Charoen Pokphand Foods PCL, NVDR | 867,000 | 702,390 |
CP ALL PCL, NVDR | 628,300 | 1,083,537 |
Delta Electronics Thailand PCL, NVDR | 21,800 | 125,201 |
Electricity Generating PCL, NVDR | 42,300 | 225,292 |
Energy Absolute PCL, NVDR | 289,600 | 353,086 |
Global Power Synergy PCL, NVDR | 106,386 | 176,642 |
Gulf Energy Development PCL, NVDR | 385,540 | 352,543 |
Home Product Center PCL, NVDR | 565,100 | 253,835 |
Indorama Ventures PCL, NVDR | 390,100 | 276,609 |
Intouch Holdings PCL, NVDR | 119,700 | 205,469 |
Kasikornbank PCL, NVDR | 87,100 | 213,087 |
Krung Thai Bank PCL, NVDR | 574,400 | 159,415 |
Krungthai Card PCL, NVDR | 60,300 | 76,421 |
Land & Houses PCL, NVDR | 598,300 | 122,856 |
Minor International PCL, NVDR (A) | 352,929 | 189,104 |
Muangthai Capital PCL, NVDR | 82,600 | 145,098 |
Osotspa PCL, NVDR | 109,800 | 112,733 |
PTT Exploration & Production PCL, NVDR | 359,100 | 907,327 |
PTT Global Chemical PCL, NVDR | 243,100 | 311,992 |
PTT PCL, NVDR | 1,227,100 | 1,220,505 |
Ratch Group PCL, NVDR | 62,800 | 93,694 |
Thai Beverage PCL | 794,900 | 337,636 |
Thai Oil PCL, NVDR | 185,300 | 203,626 |
The Siam Cement PCL, NVDR | 40,900 | 443,545 |
The Siam Commercial Bank PCL, NVDR | 123,900 | 258,394 |
TMB Bank PCL, NVDR | 2,978,389 | 77,404 |
Total Access Communication PCL, NVDR | 144,400 | 142,466 |
True Corp. PCL, NVDR | 2,557,100 | 223,159 |
Turkey - 0.3% | 2,244,966 | |
Akbank T.A.S. (A) | 419,796 | 238,868 |
Aselsan Elektronik Sanayi Ve Ticaret AS | 39,965 | 79,854 |
BIM Birlesik Magazalar AS | 65,453 | 521,563 |
Enka Insaat ve Sanayi AS | 188,481 | 162,108 |
Eregli Demir ve Celik Fabrikalari TAS | 194,560 | 221,181 |
Ford Otomotiv Sanayi AS | 10,573 | 136,214 |
KOC Holding AS | 104,160 | 175,940 |
Shares or Principal Amount | Value | |
Turkey (continued) | ||
Tupras Turkiye Petrol Rafinerileri AS (A) | 9,762 | $87,046 |
Turkcell Iletisim Hizmetleri AS | 146,993 | 256,006 |
Turkiye Garanti Bankasi AS (A) | 299,611 | 235,886 |
Turkiye Is Bankasi AS, Class C (A) | 213,758 | 130,300 |
PREFERRED SECURITIES - 1.2% | $7,929,006 | |
(Cost $15,457,846) | ||
Brazil - 1.1% | 7,531,842 | |
Banco Bradesco SA | 467,626 | 1,634,988 |
Braskem SA, A Shares (A) | 26,000 | 102,990 |
Centrais Eletricas Brasileiras SA, B Shares | 34,260 | 184,134 |
Cia Paranaense de Energia, B Shares | 7,800 | 83,546 |
Gerdau SA | 151,600 | 573,430 |
Itau Unibanco Holding SA | 413,750 | 1,684,851 |
Lojas Americanas SA | 116,972 | 471,256 |
Petroleo Brasileiro SA | 708,100 | 2,325,948 |
Telefonica Brasil SA | 63,800 | 470,699 |
Chile - 0.1% | 397,164 | |
Sociedad Quimica y Minera de Chile SA, B Shares | 10,882 | 397,164 |
INVESTMENT COMPANIES - 0.0% | $113,946 | |
(Cost $113,278) | ||
South Korea - 0.0% | 113,946 | |
Macquarie Korea Infrastructure Fund | 11,754 | 113,946 |
WARRANTS - 0.0% | $3,274 | |
(Cost $0) | ||
Minor International PCL (Expiration Date: 7-31-23; Strike Price: THB 21.60) (A) | 16,456 | 3,274 |
SHORT-TERM INVESTMENTS - 0.5% | $3,589,842 | |
(Cost $3,590,234) | ||
Short-term funds - 0.5% | 3,589,842 | |
John Hancock Collateral Trust, 0.2508% (D)(E) | 358,674 | 3,589,826 |
State Street Institutional U.S. Government Money Market Fund, Premier Class, 0.0257% (D) | 16 | 16 |
Total investments (Multifactor Emerging Markets ETF) (Cost $658,182,653) - 100.3% | $663,618,683 | |
Other assets and liabilities, net - (0.3%) | (1,926,177) | |
Total net assets - 100.0% | $661,692,506 |
The percentage shown for each investment category is the total value of the category as a percentage of the net assets of the fund. | |
Currency Abbreviations | |
THB | Thai Bhat |
Security Abbreviations and Legend | |
ADR | American Depositary Receipt |
GDR | Global Depositary Receipt |
NVDR | Non-Voting Depositary Receipt |
(A) | Non-income producing security. |
SEE NOTES TO FINANCIAL STATEMENTS | SEMIANNUAL REPORT | JOHN HANCOCK MULTIFACTOR ETFS | 41 |
(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 10-31-20. |
(D) | The rate shown is the annualized seven-day yield as of 10-31-20. |
(E) | Investment is an affiliate of the fund, the advisor and/or subadvisor. This security represents the investment of cash collateral received for securities lending. |
Shares or Principal Amount | Value | |
COMMON STOCKS – 98.6% | $9,275,995 | |
(Cost $18,444,226) | ||
Consumer discretionary – 2.0% | 185,759 | |
Specialty retail – 2.0% | ||
Murphy USA, Inc. (A) | 1,519 | 185,759 |
Energy – 96.6% | 9,090,236 | |
Energy equipment and services – 12.6% | ||
Baker Hughes Company | 12,614 | 186,309 |
Halliburton Company | 29,461 | 355,300 |
National Oilwell Varco, Inc. | 11,933 | 100,237 |
Schlumberger NV | 36,281 | 542,038 |
Oil, gas and consumable fuels – 84.0% | ||
Apache Corp. | 9,073 | 75,306 |
Cabot Oil & Gas Corp. | 11,694 | 208,036 |
Cheniere Energy, Inc. (A) | 6,629 | 317,330 |
Chevron Corp. | 10,281 | 714,530 |
Concho Resources, Inc. | 6,840 | 283,928 |
ConocoPhillips | 18,145 | 519,310 |
Continental Resources, Inc. | 3,236 | 38,929 |
Devon Energy Corp. | 14,017 | 125,172 |
Diamondback Energy, Inc. | 5,771 | 149,815 |
EOG Resources, Inc. | 13,425 | 459,672 |
EQT Corp. | 13,971 | 211,521 |
Equitrans Midstream Corp. | 19,865 | 144,220 |
Shares or Principal Amount | Value | |
Energy (continued) | ||
Oil, gas and consumable fuels (continued) | ||
Exxon Mobil Corp. | 17,212 | $561,455 |
Hess Corp. | 7,326 | 272,674 |
HollyFrontier Corp. | 4,675 | 86,534 |
Kinder Morgan, Inc. | 49,906 | 593,881 |
Marathon Oil Corp. | 37,907 | 150,112 |
Marathon Petroleum Corp. | 19,450 | 573,775 |
New Fortress Energy, Inc. (B) | 956 | 34,540 |
Occidental Petroleum Corp. | 16,166 | 147,596 |
ONEOK, Inc. | 11,550 | 334,950 |
Parsley Energy, Inc., Class A | 14,265 | 142,793 |
Phillips 66 | 5,270 | 245,898 |
Pioneer Natural Resources Company | 4,216 | 335,425 |
Targa Resources Corp. | 4,937 | 79,239 |
The Williams Companies, Inc. | 33,223 | 637,549 |
Valero Energy Corp. | 11,970 | 462,162 |
SHORT-TERM INVESTMENTS – 0.3% | $27,832 | |
(Cost $27,832) | ||
Short-term funds – 0.3% | 27,832 | |
State Street Institutional U.S. Government Money Market Fund, Premier Class, 0.0257% (C) | 27,832 | 27,832 |
Total investments (Multifactor Energy ETF) (Cost $18,472,058) 98.9% | $9,303,827 | |
Other assets and liabilities, net 1.1% | 104,187 | |
Total net assets 100.0% | $9,408,014 |
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 10-31-20. |
(C) | The rate shown is the annualized seven-day yield as of 10-31-20. |
Open contracts | Number of contracts | Position | Expiration date | Notional basis^ | Notional value^ | Unrealized appreciation (depreciation) |
S&P 500 Index Micro E-Mini Futures | 6 | Long | Dec 2020 | $97,143 | $97,965 | $822 |
$822 |
42 | JOHN HANCOCK MULTIFACTOR ETFS | SEMIANNUAL REPORT | SEE NOTES TO FINANCIAL STATEMENTS |
Shares or Principal Amount | Value | |
COMMON STOCKS – 99.9% | $23,609,426 | |
(Cost $27,272,350) | ||
Financials – 82.8% | 19,578,055 | |
Banks – 22.7% | ||
Bank of America Corp. | 31,736 | 752,143 |
BOK Financial Corp. | 258 | 15,155 |
Citigroup, Inc. | 9,387 | 388,810 |
Citizens Financial Group, Inc. | 5,865 | 159,821 |
Comerica, Inc. | 1,923 | 87,516 |
Commerce Bancshares, Inc. | 1,373 | 85,469 |
Cullen/Frost Bankers, Inc. | 706 | 49,611 |
East West Bancorp, Inc. | 1,856 | 67,707 |
Fifth Third Bancorp | 9,992 | 232,014 |
First Citizens BancShares, Inc., Class A | 65 | 30,076 |
First Financial Bankshares, Inc. | 1,508 | 44,953 |
First Horizon National Corp. | 3,877 | 40,360 |
First Republic Bank | 1,905 | 240,297 |
Huntington Bancshares, Inc. | 13,028 | 136,012 |
JPMorgan Chase & Co. | 9,651 | 946,183 |
KeyCorp | 13,415 | 174,127 |
M&T Bank Corp. | 1,481 | 153,402 |
People's United Financial, Inc. | 4,023 | 42,925 |
Prosperity Bancshares, Inc. | 946 | 52,134 |
Regions Financial Corp. | 12,383 | 164,694 |
Signature Bank | 684 | 55,226 |
SVB Financial Group (A) | 637 | 185,176 |
TCF Financial Corp. | 488 | 13,278 |
The PNC Financial Services Group, Inc. | 2,394 | 267,841 |
Truist Financial Corp. | 6,837 | 287,974 |
U.S. Bancorp | 5,976 | 232,765 |
Wells Fargo & Company | 14,549 | 312,076 |
Western Alliance Bancorp | 1,372 | 56,526 |
Zions Bancorp NA | 2,528 | 81,579 |
Capital markets – 24.6% | ||
Ameriprise Financial, Inc. | 1,614 | 259,580 |
Apollo Global Management, Inc. | 930 | 34,280 |
Ares Management Corp., Class A | 774 | 32,740 |
BlackRock, Inc. | 524 | 313,986 |
Cboe Global Markets, Inc. | 1,228 | 99,824 |
CME Group, Inc. | 1,585 | 238,891 |
Eaton Vance Corp. | 1,621 | 96,920 |
FactSet Research Systems, Inc. | 474 | 145,281 |
Franklin Resources, Inc. | 3,880 | 72,750 |
Hamilton Lane, Inc., Class A | 260 | 18,122 |
Houlihan Lokey, Inc. | 447 | 28,027 |
Interactive Brokers Group, Inc., Class A | 798 | 37,961 |
Intercontinental Exchange, Inc. | 2,771 | 261,582 |
Invesco, Ltd. | 5,511 | 72,249 |
Janus Henderson Group PLC (B) | 1,828 | 44,420 |
KKR & Company, Inc. | 4,337 | 148,109 |
LPL Financial Holdings, Inc. | 1,082 | 86,484 |
Shares or Principal Amount | Value | |
Financials (continued) | ||
Capital markets (continued) | ||
MarketAxess Holdings, Inc. | 398 | $214,462 |
Moody's Corp. | 950 | 249,755 |
Morgan Stanley | 9,173 | 441,680 |
Morningstar, Inc. | 279 | 53,116 |
MSCI, Inc. | 738 | 258,182 |
Nasdaq, Inc. | 1,347 | 162,974 |
Northern Trust Corp. | 2,624 | 205,380 |
Raymond James Financial, Inc. | 1,611 | 123,145 |
S&P Global, Inc. | 933 | 301,107 |
SEI Investments Company | 1,848 | 90,829 |
State Street Corp. | 4,109 | 242,020 |
T. Rowe Price Group, Inc. | 2,694 | 341,222 |
The Bank of New York Mellon Corp. | 5,918 | 203,342 |
The Blackstone Group, Inc., Class A | 3,379 | 170,369 |
The Charles Schwab Corp. | 10,072 | 414,060 |
The Goldman Sachs Group, Inc. | 1,659 | 313,617 |
Tradeweb Markets, Inc., Class A | 507 | 27,621 |
Virtu Financial, Inc., Class A | 639 | 13,662 |
Consumer finance – 5.9% | ||
Ally Financial, Inc. | 6,662 | 177,742 |
American Express Company | 2,541 | 231,841 |
Capital One Financial Corp. | 4,544 | 332,076 |
Credit Acceptance Corp. (A)(B) | 148 | 44,122 |
Discover Financial Services | 4,085 | 265,566 |
LendingTree, Inc. (A)(B) | 85 | 27,505 |
OneMain Holdings, Inc. | 1,329 | 46,369 |
Santander Consumer USA Holdings, Inc. | 1,786 | 36,327 |
Synchrony Financial | 9,028 | 225,881 |
Diversified financial services – 4.9% | ||
Berkshire Hathaway, Inc., Class B (A) | 4,559 | 920,462 |
Equitable Holdings, Inc. | 4,345 | 93,374 |
Jefferies Financial Group, Inc. | 3,083 | 60,149 |
Voya Financial, Inc. | 1,913 | 91,690 |
Insurance – 24.3% | ||
Aflac, Inc. | 4,235 | 143,778 |
Alleghany Corp. | 173 | 94,619 |
American Financial Group, Inc. | 966 | 72,392 |
American International Group, Inc. | 5,699 | 179,462 |
Aon PLC, Class A | 1,458 | 268,287 |
Arch Capital Group, Ltd. (A) | 3,902 | 117,879 |
Arthur J. Gallagher & Company | 2,154 | 223,391 |
Assurant, Inc. | 725 | 90,168 |
Athene Holding, Ltd., Class A (A) | 2,226 | 71,410 |
Axis Capital Holdings, Ltd. | 1,183 | 50,502 |
Brown & Brown, Inc. | 2,955 | 128,572 |
Chubb, Ltd. | 1,748 | 227,083 |
Cincinnati Financial Corp. | 2,108 | 149,120 |
CNA Financial Corp. | 389 | 11,588 |
Enstar Group, Ltd. (A) | 148 | 25,437 |
SEE NOTES TO FINANCIAL STATEMENTS | SEMIANNUAL REPORT | JOHN HANCOCK MULTIFACTOR ETFS | 43 |
Shares or Principal Amount | Value | |
Financials (continued) | ||
Insurance (continued) | ||
Erie Indemnity Company, Class A | 341 | $79,409 |
Everest Re Group, Ltd. | 487 | 95,978 |
Fidelity National Financial, Inc. | 3,388 | 106,011 |
First American Financial Corp. | 1,633 | 72,815 |
Globe Life, Inc. | 1,343 | 108,904 |
Kemper Corp. | 813 | 50,130 |
Kinsale Capital Group, Inc. | 165 | 30,933 |
Lincoln National Corp. | 2,631 | 92,348 |
Loews Corp. | 3,263 | 113,161 |
Markel Corp. (A) | 134 | 124,995 |
Marsh & McLennan Companies, Inc. | 3,117 | 322,485 |
MetLife, Inc. | 4,745 | 179,598 |
National General Holdings Corp. | 669 | 22,726 |
Old Republic International Corp. | 3,673 | 59,796 |
Primerica, Inc. | 539 | 59,419 |
Principal Financial Group, Inc. | 3,558 | 139,545 |
Prudential Financial, Inc. | 3,812 | 244,044 |
Reinsurance Group of America, Inc. | 850 | 85,867 |
RenaissanceRe Holdings, Ltd. | 513 | 82,962 |
RLI Corp. | 345 | 29,912 |
The Allstate Corp. | 4,079 | 362,011 |
The Hanover Insurance Group, Inc. | 492 | 47,065 |
The Hartford Financial Services Group, Inc. | 5,818 | 224,109 |
The Progressive Corp. | 3,609 | 331,667 |
The Travelers Companies, Inc. | 3,401 | 410,535 |
Unum Group | 2,897 | 51,161 |
W.R. Berkley Corp. | 1,725 | 103,707 |
Willis Towers Watson PLC | 1,424 | 259,852 |
Thrifts and mortgage finance – 0.4% | ||
Essent Group, Ltd. | 1,229 | 48,976 |
New York Community Bancorp, Inc. | 5,333 | 44,317 |
Rocket Cos, Inc., Class A (A)(B) | 317 | 5,779 |
TFS Financial Corp. | 474 | 7,447 |
Industrials – 1.6% | 370,488 | |
Professional services – 1.6% | ||
Dun & Bradstreet Holdings, Inc. (A) | 567 | 14,651 |
Equifax, Inc. | 1,301 | 177,717 |
TransUnion | 2,236 | 178,120 |
Information technology – 15.5% | 3,660,883 | |
IT services – 15.4% | ||
Euronet Worldwide, Inc. (A) | 534 | 47,441 |
Fidelity National Information Services, Inc. | 1,839 | 229,121 |
Fiserv, Inc. (A) | 1,751 | 167,168 |
FleetCor Technologies, Inc. (A) | 1,019 | 225,107 |
Global Payments, Inc. | 1,381 | 217,839 |
Jack Henry & Associates, Inc. | 844 | 125,123 |
Mastercard, Inc., Class A | 2,766 | 798,378 |
PayPal Holdings, Inc. (A) | 3,761 | 700,035 |
Shares or Principal Amount | Value | |
Information technology (continued) | ||
IT services (continued) | ||
Square, Inc., Class A (A) | 806 | $124,833 |
The Western Union Company | 4,446 | 86,430 |
Visa, Inc., Class A | 4,684 | 851,130 |
WEX, Inc. (A) | 492 | 62,263 |
Software – 0.1% | ||
Envestnet, Inc. (A) | 339 | 26,015 |
SHORT-TERM INVESTMENTS – 0.3% | $83,650 | |
(Cost $83,656) | ||
Short-term funds – 0.3% | 83,650 | |
John Hancock Collateral Trust, 0.2508% (C)(D) | 5,116 | 51,207 |
State Street Institutional U.S. Government Money Market Fund, Premier Class, 0.0257% (C) | 32,443 | 32,443 |
Total investments (Multifactor Financials ETF) (Cost $27,356,006) 100.2% | $23,693,076 | |
Other assets and liabilities, net (0.2%) | (54,400) | |
Total net assets 100.0% | $23,638,676 |
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 10-31-20. |
(C) | The rate shown is the annualized seven-day yield as of 10-31-20. |
(D) | Investment is an affiliate of the fund, the advisor and/or subadvisor. This security represents the investment of cash collateral received for securities lending. |
Shares or Principal Amount | Value | |
COMMON STOCKS – 99.7% | $43,212,089 | |
(Cost $38,396,728) | ||
Consumer discretionary – 0.4% | 181,396 | |
Diversified consumer services – 0.4% | ||
Service Corp. International | 3,917 | 181,396 |
Health care – 99.3% | 43,030,693 | |
Biotechnology – 15.8% | ||
AbbVie, Inc. | 10,575 | 899,933 |
ACADIA Pharmaceuticals, Inc. (A) | 1,122 | 52,117 |
Acceleron Pharma, Inc. (A) | 456 | 47,688 |
Alexion Pharmaceuticals, Inc. (A) | 3,564 | 410,359 |
Allakos, Inc. (A)(B) | 182 | 17,314 |
Allogene Therapeutics, Inc. (A) | 520 | 17,638 |
Alnylam Pharmaceuticals, Inc. (A) | 1,537 | 189,005 |
Amgen, Inc. | 3,897 | 845,415 |
Amicus Therapeutics, Inc. (A) | 352 | 6,276 |
Arena Pharmaceuticals, Inc. (A) | 548 | 46,975 |
Arrowhead Pharmaceuticals, Inc. (A) | 721 | 41,313 |
44 | JOHN HANCOCK MULTIFACTOR ETFS | SEMIANNUAL REPORT | SEE NOTES TO FINANCIAL STATEMENTS |
Shares or Principal Amount | Value | |
Health care (continued) | ||
Biotechnology (continued) | ||
Biogen, Inc. (A) | 2,487 | $626,898 |
BioMarin Pharmaceutical, Inc. (A) | 2,846 | 211,828 |
Bluebird Bio, Inc. (A) | 736 | 38,059 |
Blueprint Medicines Corp. (A) | 339 | 34,673 |
Bridgebio Pharma, Inc. (A)(B) | 824 | 31,625 |
CRISPR Therapeutics AG (A)(B) | 385 | 35,351 |
Emergent BioSolutions, Inc. (A) | 662 | 59,560 |
Exact Sciences Corp. (A) | 1,414 | 175,096 |
Exelixis, Inc. (A) | 7,199 | 147,436 |
FibroGen, Inc. (A) | 993 | 38,111 |
Gilead Sciences, Inc. | 12,227 | 711,000 |
Global Blood Therapeutics, Inc. (A)(B) | 563 | 29,771 |
Halozyme Therapeutics, Inc. (A) | 714 | 19,992 |
Incyte Corp. (A) | 2,678 | 232,022 |
Invitae Corp. (A)(B) | 801 | 31,407 |
Ionis Pharmaceuticals, Inc. (A) | 1,612 | 75,683 |
Iovance Biotherapeutics, Inc. (A) | 1,277 | 45,563 |
Mirati Therapeutics, Inc. (A) | 394 | 85,553 |
Moderna, Inc. (A) | 3,093 | 208,685 |
Natera, Inc. (A) | 386 | 25,962 |
Neurocrine Biosciences, Inc. (A) | 1,206 | 118,996 |
Novavax, Inc. (A)(B) | 324 | 26,150 |
Regeneron Pharmaceuticals, Inc. (A) | 676 | 367,447 |
Sarepta Therapeutics, Inc. (A) | 872 | 118,514 |
Seagen, Inc. (A) | 1,352 | 225,514 |
Ultragenyx Pharmaceutical, Inc. (A)(B) | 477 | 47,939 |
United Therapeutics Corp. (A) | 1,202 | 161,344 |
Vertex Pharmaceuticals, Inc. (A) | 1,664 | 346,711 |
Vir Biotechnology, Inc. (A)(B) | 380 | 11,947 |
Health care equipment and supplies – 26.2% | ||
Abbott Laboratories | 11,117 | 1,168,508 |
ABIOMED, Inc. (A) | 627 | 157,929 |
Align Technology, Inc. (A) | 1,067 | 454,627 |
Baxter International, Inc. | 5,372 | 416,706 |
Becton, Dickinson and Company | 1,888 | 436,373 |
Boston Scientific Corp. (A) | 13,202 | 452,433 |
Danaher Corp. | 3,637 | 834,837 |
Dentsply Sirona, Inc. | 4,928 | 232,552 |
DexCom, Inc. (A) | 706 | 225,623 |
Edwards Lifesciences Corp. (A) | 4,886 | 350,277 |
Envista Holdings Corp. (A) | 2,248 | 59,392 |
Globus Medical, Inc., Class A (A) | 1,878 | 97,881 |
Haemonetics Corp. (A) | 856 | 86,533 |
Hill-Rom Holdings, Inc. | 1,763 | 160,556 |
Hologic, Inc. (A) | 5,983 | 411,750 |
ICU Medical, Inc. (A) | 186 | 33,069 |
IDEXX Laboratories, Inc. (A) | 917 | 389,560 |
Insulet Corp. (A) | 898 | 199,581 |
Integra LifeSciences Holdings Corp. (A) | 1,306 | 57,595 |
Shares or Principal Amount | Value | |
Health care (continued) | ||
Health care equipment and supplies (continued) | ||
Intuitive Surgical, Inc. (A) | 627 | $418,259 |
iRhythm Technologies, Inc. (A) | 150 | 31,718 |
Masimo Corp. (A) | 880 | 196,962 |
Medtronic PLC | 8,958 | 900,906 |
Neogen Corp. (A) | 491 | 34,242 |
Nevro Corp. (A) | 292 | 43,569 |
Novocure, Ltd. (A) | 871 | 106,349 |
Penumbra, Inc. (A) | 353 | 92,144 |
Quidel Corp. (A) | 423 | 113,487 |
ResMed, Inc. | 2,703 | 518,814 |
STERIS PLC | 1,745 | 309,197 |
Stryker Corp. | 2,156 | 435,534 |
Tandem Diabetes Care, Inc. (A) | 591 | 64,419 |
Teleflex, Inc. | 816 | 259,676 |
The Cooper Companies, Inc. | 1,046 | 333,726 |
Varian Medical Systems, Inc. (A) | 1,875 | 324,000 |
West Pharmaceutical Services, Inc. | 1,246 | 338,999 |
Wright Medical Group NV (A)(B) | 1,770 | 54,144 |
Zimmer Biomet Holdings, Inc. | 4,268 | 563,803 |
Health care providers and services – 22.3% | ||
Amedisys, Inc. (A) | 559 | 144,781 |
AmerisourceBergen Corp. | 3,555 | 341,529 |
Anthem, Inc. | 2,258 | 615,982 |
Cardinal Health, Inc. | 6,537 | 299,329 |
Centene Corp. (A) | 6,141 | 362,933 |
Chemed Corp. | 324 | 154,976 |
Cigna Corp. | 3,718 | 620,794 |
CVS Health Corp. | 10,005 | 561,180 |
DaVita, Inc. (A) | 2,762 | 238,223 |
Encompass Health Corp. | 2,680 | 164,311 |
Guardant Health, Inc. (A) | 710 | 75,729 |
HCA Healthcare, Inc. | 2,293 | 284,194 |
HealthEquity, Inc. (A) | 1,084 | 55,815 |
Henry Schein, Inc. (A) | 3,574 | 227,235 |
Humana, Inc. | 1,724 | 688,359 |
Laboratory Corp. of America Holdings (A) | 2,106 | 420,716 |
LHC Group, Inc. (A) | 462 | 100,046 |
McKesson Corp. | 4,696 | 692,613 |
Molina Healthcare, Inc. (A) | 1,816 | 338,630 |
Premier, Inc., Class A | 2,186 | 71,548 |
Quest Diagnostics, Inc. | 3,603 | 440,070 |
UnitedHealth Group, Inc. | 8,181 | 2,496,350 |
Universal Health Services, Inc., Class B | 2,408 | 263,796 |
Health care technology – 2.3% | ||
Cerner Corp. | 6,952 | 487,266 |
Change Healthcare, Inc. (A) | 2,732 | 38,658 |
Schrodinger, Inc. (A) | 77 | 3,756 |
Teladoc Health, Inc. (A)(B) | 1,060 | 208,248 |
Veeva Systems, Inc., Class A (A) | 1,014 | 273,831 |
SEE NOTES TO FINANCIAL STATEMENTS | SEMIANNUAL REPORT | JOHN HANCOCK MULTIFACTOR ETFS | 45 |
Shares or Principal Amount | Value | |
Health care (continued) | ||
Life sciences tools and services – 11.6% | ||
10X Genomics, Inc., Class A (A) | 353 | $48,326 |
Adaptive Biotechnologies Corp. (A) | 565 | 26,035 |
Agilent Technologies, Inc. | 5,145 | 525,253 |
Avantor, Inc. (A) | 6,413 | 149,231 |
Bio-Rad Laboratories, Inc., Class A (A) | 468 | 274,445 |
Bio-Techne Corp. | 688 | 173,658 |
Bruker Corp. | 2,443 | 103,925 |
Charles River Laboratories International, Inc. (A) | 1,221 | 278,022 |
Illumina, Inc. (A) | 1,123 | 328,702 |
IQVIA Holdings, Inc. (A) | 3,769 | 580,388 |
Medpace Holdings, Inc. (A) | 245 | 27,180 |
Mettler-Toledo International, Inc. (A) | 441 | 440,078 |
NeoGenomics, Inc. (A) | 666 | 26,127 |
PerkinElmer, Inc. | 2,083 | 269,853 |
PPD, Inc. (A) | 777 | 25,548 |
PRA Health Sciences, Inc. (A) | 1,313 | 127,939 |
Repligen Corp. (A) | 668 | 111,269 |
Syneos Health, Inc. (A) | 1,640 | 87,051 |
Thermo Fisher Scientific, Inc. | 2,450 | 1,159,144 |
Waters Corp. (A) | 1,123 | 250,227 |
Pharmaceuticals – 21.1% | ||
Bristol-Myers Squibb Company | 16,288 | 952,034 |
Catalent, Inc. (A) | 3,395 | 297,979 |
Elanco Animal Health, Inc. (A) | 6,924 | 214,713 |
Eli Lilly & Company | 5,478 | 714,660 |
Horizon Therapeutics PLC (A) | 3,911 | 293,051 |
Jazz Pharmaceuticals PLC (A) | 1,557 | 224,364 |
Shares or Principal Amount | Value | |
Health care (continued) | ||
Pharmaceuticals (continued) | ||
Johnson & Johnson | 17,271 | $2,368,025 |
Merck & Company, Inc. | 19,759 | 1,486,074 |
Mylan NV (A) | 11,941 | 173,622 |
MyoKardia, Inc. (A) | 352 | 78,683 |
Perrigo Company PLC | 2,646 | 116,080 |
Pfizer, Inc. | 46,428 | 1,647,265 |
Royalty Pharma PLC, Class A | 778 | 28,553 |
Zoetis, Inc. | 3,303 | 523,691 |
SHORT-TERM INVESTMENTS – 0.7% | $326,356 | |
(Cost $326,362) | ||
Short-term funds – 0.7% | 326,356 | |
John Hancock Collateral Trust, 0.2508% (C)(D) | 18,086 | 181,020 |
State Street Institutional U.S. Government Money Market Fund, Premier Class, 0.0257% (C) | 145,336 | 145,336 |
Total investments (Multifactor Healthcare ETF) (Cost $38,723,090) 100.4% | $43,538,445 | |
Other assets and liabilities, net (0.4%) | (189,958) | |
Total net assets 100.0% | $43,348,487 |
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 10-31-20. |
(C) | The rate shown is the annualized seven-day yield as of 10-31-20. |
(D) | Investment is an affiliate of the fund, the advisor and/or subadvisor. This security represents the investment of cash collateral received for securities lending. |
Open contracts | Number of contracts | Position | Expiration date | Notional basis^ | Notional value^ | Unrealized appreciation (depreciation) |
S&P 500 Index Micro E-Mini Futures | 8 | Long | Dec 2020 | $137,867 | $130,620 | $(7,247) |
$(7,247) |
Shares or Principal Amount | Value | |
COMMON STOCKS – 100.0% | $35,600,614 | |
(Cost $34,197,972) | ||
Consumer discretionary – 8.4% | 2,976,364 | |
Auto components – 2.5% | ||
Aptiv PLC | 4,685 | 452,056 |
Autoliv, Inc. | 1,269 | 96,190 |
BorgWarner, Inc. | 3,382 | 118,302 |
Shares or Principal Amount | Value | |
Auto components (continued) | ||
Gentex Corp. | 4,778 | $132,207 |
Lear Corp. | 817 | 98,702 |
Distributors – 0.7% | ||
Pool Corp. | 695 | 243,132 |
46 | JOHN HANCOCK MULTIFACTOR ETFS | SEMIANNUAL REPORT | SEE NOTES TO FINANCIAL STATEMENTS |
Shares or Principal Amount | Value | |
Consumer discretionary (continued) | ||
Hotels, restaurants and leisure – 0.4% | ||
Aramark | 5,122 | $142,084 |
Household durables – 4.8% | ||
D.R. Horton, Inc. | 7,183 | 479,896 |
Leggett & Platt, Inc. | 3,778 | 157,656 |
Lennar Corp., A Shares | 4,870 | 342,020 |
Lennar Corp., B Shares | 266 | 15,133 |
NVR, Inc. (A) | 76 | 300,435 |
PulteGroup, Inc. | 5,655 | 230,498 |
Toll Brothers, Inc. | 2,239 | 94,665 |
TopBuild Corp. (A) | 479 | 73,388 |
Industrials – 81.0% | 28,863,387 | |
Aerospace and defense – 10.5% | ||
Axon Enterprise, Inc. (A) | 769 | 76,054 |
BWX Technologies, Inc. | 1,712 | 94,177 |
Curtiss-Wright Corp. | 883 | 74,490 |
General Dynamics Corp. | 2,371 | 311,383 |
HEICO Corp. | 602 | 63,240 |
HEICO Corp., Class A | 1,043 | 97,521 |
Huntington Ingalls Industries, Inc. | 898 | 132,437 |
L3Harris Technologies, Inc. | 1,496 | 241,021 |
Lockheed Martin Corp. | 1,508 | 527,996 |
Mercury Systems, Inc. (A) | 868 | 59,788 |
Northrop Grumman Corp. | 1,581 | 458,205 |
Raytheon Technologies Corp. | 9,696 | 526,687 |
Teledyne Technologies, Inc. (A) | 674 | 208,367 |
Textron, Inc. | 4,722 | 169,048 |
The Boeing Company | 2,582 | 372,815 |
TransDigm Group, Inc. | 644 | 307,452 |
Virgin Galactic Holdings, Inc. (A)(B) | 1,025 | 17,856 |
Air freight and logistics – 5.5% | ||
C.H. Robinson Worldwide, Inc. | 2,599 | 229,830 |
Expeditors International of Washington, Inc. | 3,191 | 281,989 |
FedEx Corp. | 2,146 | 556,823 |
United Parcel Service, Inc., Class B | 4,442 | 697,883 |
XPO Logistics, Inc. (A) | 2,154 | 193,860 |
Airlines – 1.2% | ||
Alaska Air Group, Inc. | 829 | 31,411 |
American Airlines Group, Inc. (B) | 2,652 | 29,915 |
Delta Air Lines, Inc. | 4,026 | 123,357 |
Southwest Airlines Company | 3,598 | 142,229 |
United Airlines Holdings, Inc. (A) | 3,087 | 104,526 |
Building products – 6.1% | ||
A.O. Smith Corp. | 2,474 | 127,881 |
Carrier Global Corp. | 11,558 | 385,922 |
Johnson Controls International PLC | 13,025 | 549,785 |
Lennox International, Inc. | 552 | 149,956 |
Masco Corp. | 3,861 | 206,950 |
Simpson Manufacturing Company, Inc. | 600 | 53,232 |
Shares or Principal Amount | Value | |
Industrials (continued) | ||
Building products (continued) | ||
Trane Technologies PLC | 4,251 | $564,320 |
Trex Company, Inc. (A) | 1,787 | 124,268 |
Commercial services and supplies – 4.1% | ||
ADT, Inc. | 4,386 | 28,904 |
Cintas Corp. | 713 | 224,274 |
IAA, Inc. (A) | 1,817 | 102,824 |
MSA Safety, Inc. | 563 | 74,271 |
Republic Services, Inc. | 4,392 | 387,243 |
Stericycle, Inc. (A) | 1,606 | 100,054 |
Tetra Tech, Inc. | 851 | 85,874 |
Waste Management, Inc. | 4,336 | 467,898 |
Construction and engineering – 2.0% | ||
AECOM (A) | 3,177 | 142,457 |
EMCOR Group, Inc. | 1,385 | 94,443 |
Jacobs Engineering Group, Inc. | 2,537 | 241,015 |
Quanta Services, Inc. | 2,883 | 179,986 |
WillScot Mobile Mini Holdings Corp. (A) | 2,676 | 49,720 |
Electrical equipment – 6.8% | ||
Acuity Brands, Inc. | 884 | 78,800 |
AMETEK, Inc. | 4,719 | 463,406 |
Eaton Corp. PLC | 4,248 | 440,900 |
Emerson Electric Company | 6,301 | 408,242 |
Generac Holdings, Inc. (A) | 1,050 | 220,658 |
Hubbell, Inc. | 1,194 | 173,739 |
Regal Beloit Corp. | 548 | 54,060 |
Rockwell Automation, Inc. | 2,221 | 526,644 |
Sunrun, Inc. (A) | 779 | 40,524 |
Industrial conglomerates – 6.0% | ||
3M Company | 4,137 | 661,755 |
Carlisle Companies, Inc. | 1,154 | 142,946 |
General Electric Company | 43,528 | 322,978 |
Honeywell International, Inc. | 4,478 | 738,646 |
Roper Technologies, Inc. | 751 | 278,876 |
Machinery – 22.1% | ||
AGCO Corp. | 1,330 | 102,450 |
Allison Transmission Holdings, Inc. | 2,807 | 101,473 |
Caterpillar, Inc. | 4,511 | 708,453 |
Colfax Corp. (A) | 1,622 | 44,102 |
Cummins, Inc. | 3,040 | 668,466 |
Deere & Company | 2,408 | 543,991 |
Donaldson Company, Inc. | 2,650 | 125,875 |
Dover Corp. | 2,788 | 308,659 |
Flowserve Corp. | 2,231 | 64,967 |
Fortive Corp. | 5,222 | 321,675 |
Graco, Inc. | 3,374 | 208,851 |
IDEX Corp. | 1,422 | 242,295 |
Illinois Tool Works, Inc. | 2,741 | 536,907 |
Ingersoll Rand, Inc. (A) | 5,954 | 208,033 |
ITT, Inc. | 2,136 | 129,249 |
SEE NOTES TO FINANCIAL STATEMENTS | SEMIANNUAL REPORT | JOHN HANCOCK MULTIFACTOR ETFS | 47 |
Shares or Principal Amount | Value | |
Industrials (continued) | ||
Machinery (continued) | ||
Lincoln Electric Holdings, Inc. | 1,371 | $139,595 |
Nordson Corp. | 968 | 187,240 |
Oshkosh Corp. | 1,758 | 118,419 |
Otis Worldwide Corp. | 5,261 | 322,394 |
PACCAR, Inc. | 7,493 | 639,752 |
Parker-Hannifin Corp. | 2,803 | 584,033 |
Pentair PLC | 3,404 | 169,383 |
Proto Labs, Inc. (A) | 232 | 27,395 |
Snap-on, Inc. | 1,216 | 191,556 |
Stanley Black & Decker, Inc. | 1,941 | 322,594 |
The Middleby Corp. (A) | 1,259 | 125,321 |
The Timken Company | 1,099 | 65,610 |
The Toro Company | 1,959 | 160,834 |
Wabtec Corp. | 2,843 | 168,590 |
Woodward, Inc. | 1,102 | 87,664 |
Xylem, Inc. | 2,940 | 256,192 |
Professional services – 3.7% | ||
CoreLogic, Inc. | 1,411 | 108,548 |
Exponent, Inc. | 565 | 39,318 |
FTI Consulting, Inc. (A) | 722 | 71,088 |
IHS Markit, Ltd. | 5,285 | 427,398 |
ManpowerGroup, Inc. | 1,256 | 85,245 |
Robert Half International, Inc. | 2,524 | 127,942 |
TriNet Group, Inc. (A) | 1,184 | 81,601 |
Verisk Analytics, Inc. | 2,230 | 396,873 |
Road and rail – 8.9% | ||
AMERCO | 225 | 78,111 |
CSX Corp. | 7,404 | 584,472 |
J.B. Hunt Transport Services, Inc. | 2,115 | 257,480 |
Kansas City Southern | 1,785 | 314,410 |
Knight-Swift Transportation Holdings, Inc. | 2,306 | 87,605 |
Landstar System, Inc. | 904 | 112,729 |
Norfolk Southern Corp. | 2,606 | 544,967 |
Old Dominion Freight Line, Inc. | 1,927 | 366,843 |
Schneider National, Inc., Class B | 965 | 21,288 |
Union Pacific Corp. | 4,504 | 798,064 |
Trading companies and distributors – 4.1% | ||
Air Lease Corp. | 2,284 | 62,216 |
Fastenal Company | 8,692 | 375,755 |
HD Supply Holdings, Inc. (A) | 3,980 | 158,643 |
MSC Industrial Direct Company, Inc., Class A | 933 | 64,993 |
United Rentals, Inc. (A) | 2,215 | 394,912 |
W.W. Grainger, Inc. | 811 | 283,866 |
Watsco, Inc. | 505 | 113,191 |
Information technology – 10.6% | 3,760,863 | |
Electronic equipment, instruments and components – 1.7% | ||
Arrow Electronics, Inc. (A) | 1,650 | 128,519 |
CDW Corp. | 2,525 | 309,565 |
Shares or Principal Amount | Value | |
Information technology (continued) | ||
Electronic equipment, instruments andcomponents (continued) | ||
SYNNEX Corp. | 883 | $116,238 |
Vontier Corp. (A) | 2,090 | 60,067 |
IT services – 8.3% | ||
Accenture PLC, Class A | 4,028 | 873,713 |
Automatic Data Processing, Inc. | 2,404 | 379,736 |
Black Knight, Inc. (A) | 2,078 | 182,760 |
Booz Allen Hamilton Holding Corp. | 2,434 | 191,069 |
Broadridge Financial Solutions, Inc. | 2,040 | 280,704 |
CACI International, Inc., Class A (A) | 510 | 106,350 |
Genpact, Ltd. | 3,128 | 107,509 |
KBR, Inc. | 1,814 | 40,434 |
Leidos Holdings, Inc. | 2,686 | 222,938 |
MAXIMUS, Inc. | 1,144 | 77,312 |
Paychex, Inc. | 5,059 | 416,103 |
Science Applications International Corp. | 990 | 75,606 |
Semiconductors and semiconductor equipment – 0.4% | ||
Enphase Energy, Inc. (A) | 1,437 | 140,955 |
Software – 0.2% | ||
Globant SA (A) | 284 | 51,285 |
SHORT-TERM INVESTMENTS – 0.2% | $80,838 | |
(Cost $80,840) | ||
Short-term funds – 0.2% | 80,838 | |
John Hancock Collateral Trust, 0.2508% (C)(D) | 4,371 | 43,749 |
State Street Institutional U.S. Government Money Market Fund, Premier Class, 0.0257% (C) | 37,089 | 37,089 |
Total investments (Multifactor Industrials ETF) (Cost $34,278,812) 100.2% | $35,681,452 | |
Other assets and liabilities, net (0.2%) | (66,826) | |
Total net assets 100.0% | $35,614,626 |
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 10-31-20. |
(C) | The rate shown is the annualized seven-day yield as of 10-31-20. |
(D) | Investment is an affiliate of the fund, the advisor and/or subadvisor. This security represents the investment of cash collateral received for securities lending. |
48 | JOHN HANCOCK MULTIFACTOR ETFS | SEMIANNUAL REPORT | SEE NOTES TO FINANCIAL STATEMENTS |
Shares or Principal Amount | Value | |
COMMON STOCKS – 99.9% | $894,096,747 | |
(Cost $797,596,974) | ||
Communication services – 8.6% | 76,629,930 | |
Diversified telecommunication services – 1.4% | ||
AT&T, Inc. | 175,450 | 4,740,659 |
CenturyLink, Inc. | 84,686 | 729,993 |
GCI Liberty, Inc., Class A (A) | 3,995 | 324,514 |
Verizon Communications, Inc. | 110,956 | 6,323,382 |
Entertainment – 1.5% | ||
Activision Blizzard, Inc. | 23,574 | 1,785,259 |
Electronic Arts, Inc. (A) | 9,685 | 1,160,554 |
Liberty Media Corp.-Liberty Formula One, Series A (A) | 771 | 25,674 |
Liberty Media Corp.-Liberty Formula One, Series C (A) | 10,492 | 379,076 |
Live Nation Entertainment, Inc. (A) | 6,804 | 332,035 |
Netflix, Inc. (A) | 7,088 | 3,372,045 |
Roku, Inc. (A) | 3,014 | 610,034 |
Spotify Technology SA (A) | 1,386 | 332,488 |
Take-Two Interactive Software, Inc. (A) | 5,243 | 812,246 |
The Walt Disney Company | 37,023 | 4,489,039 |
Warner Music Group Corp., Class A | 1,078 | 28,599 |
Zynga, Inc., Class A (A) | 22,492 | 202,203 |
Interactive media and services – 3.7% | ||
Alphabet, Inc., Class A (A) | 9,153 | 14,792,255 |
Alphabet, Inc., Class C (A) | 1,562 | 2,532,018 |
ANGI Homeservices, Inc., Class A (A) | 1,292 | 13,695 |
Facebook, Inc., Class A (A) | 42,684 | 11,230,587 |
IAC/InterActiveCorp (A) | 4,593 | 554,467 |
Match Group, Inc. (A) | 10,615 | 1,239,620 |
Pinterest, Inc., Class A (A) | 8,106 | 477,849 |
Snap, Inc., Class A (A) | 15,961 | 628,704 |
Twitter, Inc. (A) | 27,223 | 1,125,943 |
Zillow Group, Inc., Class A (A) | 1,241 | 110,859 |
Zillow Group, Inc., Class C (A) | 6,375 | 564,953 |
Media – 1.8% | ||
Altice USA, Inc., Class A (A) | 14,629 | 394,252 |
Cable One, Inc. | 201 | 348,104 |
Charter Communications, Inc., Class A (A) | 4,990 | 3,013,062 |
Comcast Corp., Class A | 139,755 | 5,903,251 |
Discovery, Inc., Series A (A)(B) | 16,844 | 340,923 |
Discovery, Inc., Series C (A) | 12,755 | 233,672 |
DISH Network Corp., Class A (A) | 14,357 | 365,960 |
Fox Corp., Class A | 16,856 | 447,021 |
Fox Corp., Class B | 6,263 | 163,715 |
Liberty Broadband Corp., Series A (A) | 743 | 104,429 |
Liberty Broadband Corp., Series C (A) | 7,880 | 1,116,675 |
Liberty Media Corp.-Liberty SiriusXM, Series A (A) | 7,703 | 266,293 |
Liberty Media Corp.-Liberty SiriusXM, Series C (A) | 5,004 | 173,138 |
Shares or Principal Amount | Value | |
Communication services (continued) | ||
Media (continued) | ||
News Corp., Class A | 21,931 | $287,954 |
News Corp., Class B | 6,695 | 87,169 |
Omnicom Group, Inc. | 18,848 | 889,626 |
Sirius XM Holdings, Inc. (B) | 56,893 | 325,997 |
The Interpublic Group of Companies, Inc. | 33,972 | 614,553 |
The New York Times Company, Class A | 2,664 | 105,654 |
ViacomCBS, Inc., Class A | 84 | 2,508 |
ViacomCBS, Inc., Class B | 35,935 | 1,026,663 |
Wireless telecommunication services – 0.2% | ||
T-Mobile US, Inc. (A) | 13,695 | 1,500,561 |
Consumer discretionary – 11.6% | 104,099,900 | |
Auto components – 0.4% | ||
Aptiv PLC | 18,545 | 1,789,407 |
Autoliv, Inc. | 5,919 | 448,660 |
BorgWarner, Inc. | 13,745 | 480,800 |
Gentex Corp. | 15,250 | 421,968 |
Lear Corp. | 5,139 | 620,843 |
Automobiles – 0.7% | ||
Ford Motor Company | 116,139 | 897,754 |
General Motors Company | 39,732 | 1,371,946 |
Tesla, Inc. (A) | 9,808 | 3,805,896 |
Distributors – 0.2% | ||
Genuine Parts Company | 10,119 | 915,061 |
LKQ Corp. (A) | 16,263 | 520,253 |
Pool Corp. | 1,990 | 696,162 |
Diversified consumer services – 0.2% | ||
Bright Horizons Family Solutions, Inc. (A) | 2,204 | 348,342 |
Chegg, Inc. (A) | 2,132 | 156,574 |
Service Corp. International | 12,426 | 575,448 |
Terminix Global Holdings, Inc. (A) | 7,483 | 352,374 |
Hotels, restaurants and leisure – 1.7% | ||
Aramark | 16,199 | 449,360 |
Caesars Entertainment, Inc. (A) | 2,987 | 133,877 |
Carnival Corp. (B) | 14,194 | 194,600 |
Chipotle Mexican Grill, Inc. (A) | 1,263 | 1,517,469 |
Churchill Downs, Inc. | 600 | 89,490 |
Darden Restaurants, Inc. | 7,865 | 722,951 |
Domino's Pizza, Inc. | 1,893 | 716,160 |
Dunkin' Brands Group, Inc. | 2,830 | 282,179 |
Hilton Worldwide Holdings, Inc. | 12,383 | 1,087,351 |
Hyatt Hotels Corp., Class A | 2,110 | 116,345 |
Las Vegas Sands Corp. | 14,335 | 688,940 |
Marriott International, Inc., Class A | 7,966 | 739,882 |
McDonald's Corp. | 15,141 | 3,225,033 |
MGM Resorts International | 28,764 | 591,675 |
Penn National Gaming, Inc. (A) | 2,813 | 151,846 |
Royal Caribbean Cruises, Ltd. | 8,899 | 502,082 |
Starbucks Corp. | 25,982 | 2,259,395 |
SEE NOTES TO FINANCIAL STATEMENTS | SEMIANNUAL REPORT | JOHN HANCOCK MULTIFACTOR ETFS | 49 |
Shares or Principal Amount | Value | |
Consumer discretionary (continued) | ||
Hotels, restaurants and leisure (continued) | ||
Vail Resorts, Inc. | 2,287 | $530,675 |
Wynn Resorts, Ltd. | 5,154 | 373,304 |
Yum! Brands, Inc. | 11,179 | 1,043,336 |
Household durables – 0.8% | ||
D.R. Horton, Inc. | 21,912 | 1,463,941 |
Garmin, Ltd. | 7,799 | 811,252 |
Lennar Corp., A Shares | 14,446 | 1,014,543 |
Lennar Corp., B Shares | 802 | 45,626 |
Mohawk Industries, Inc. (A) | 4,063 | 419,261 |
Newell Brands, Inc. | 22,491 | 397,191 |
NVR, Inc. (A) | 297 | 1,174,068 |
PulteGroup, Inc. | 17,231 | 702,336 |
Whirlpool Corp. | 5,327 | 985,282 |
Internet and direct marketing retail – 3.3% | ||
Amazon.com, Inc. (A) | 7,974 | 24,210,260 |
Booking Holdings, Inc. (A) | 1,130 | 1,833,425 |
Chewy, Inc., Class A (A)(B) | 1,038 | 63,941 |
eBay, Inc. | 45,649 | 2,174,262 |
Etsy, Inc. (A) | 3,270 | 397,599 |
Expedia Group, Inc. | 6,985 | 657,638 |
GrubHub, Inc. (A) | 1,813 | 134,089 |
Wayfair, Inc., Class A (A)(B) | 1,588 | 393,872 |
Leisure products – 0.2% | ||
Hasbro, Inc. | 8,996 | 744,149 |
Peloton Interactive, Inc., Class A (A) | 4,114 | 453,404 |
Polaris, Inc. | 3,850 | 349,811 |
Multiline retail – 0.8% | ||
Dollar General Corp. | 10,440 | 2,178,932 |
Dollar Tree, Inc. (A) | 15,247 | 1,377,109 |
Ollie's Bargain Outlet Holdings, Inc. (A) | 1,103 | 96,060 |
Target Corp. | 22,239 | 3,385,221 |
Specialty retail – 2.6% | ||
Advance Auto Parts, Inc. | 4,197 | 618,134 |
AutoZone, Inc. (A) | 1,154 | 1,302,843 |
Best Buy Company, Inc. | 21,909 | 2,443,949 |
Burlington Stores, Inc. (A) | 3,566 | 690,306 |
CarMax, Inc. (A) | 11,984 | 1,035,897 |
Carvana Company (A) | 1,045 | 193,691 |
Five Below, Inc. (A) | 1,591 | 212,144 |
Floor & Decor Holdings, Inc., Class A (A) | 2,196 | 160,308 |
L Brands, Inc. | 5,742 | 183,801 |
Lithia Motors, Inc., Class A | 524 | 120,295 |
Lowe's Companies, Inc. | 20,117 | 3,180,498 |
O'Reilly Automotive, Inc. (A) | 3,138 | 1,370,051 |
RH (A) | 336 | 112,637 |
Ross Stores, Inc. | 20,593 | 1,753,906 |
The Gap, Inc. | 18,734 | 364,376 |
The Home Depot, Inc. | 19,253 | 5,134,968 |
The TJX Companies, Inc. | 44,447 | 2,257,908 |
Shares or Principal Amount | Value | |
Consumer discretionary (continued) | ||
Specialty retail (continued) | ||
Tractor Supply Company | 9,952 | $1,325,706 |
Ulta Beauty, Inc. (A) | 3,595 | 743,338 |
Williams-Sonoma, Inc. | 1,842 | 168,009 |
Textiles, apparel and luxury goods – 0.7% | ||
Columbia Sportswear Company | 1,148 | 85,629 |
Deckers Outdoor Corp. (A) | 665 | 168,491 |
Lululemon Athletica, Inc. (A) | 5,141 | 1,641,470 |
NIKE, Inc., Class B | 29,800 | 3,578,384 |
VF Corp. | 14,471 | 972,451 |
Consumer staples – 6.4% | 57,597,831 | |
Beverages – 1.3% | ||
Brown-Forman Corp., Class A | 3,261 | 204,628 |
Brown-Forman Corp., Class B | 9,920 | 691,523 |
Constellation Brands, Inc., Class A | 5,854 | 967,256 |
Keurig Dr. Pepper, Inc. | 11,966 | 321,885 |
Molson Coors Beverage Company, Class B | 11,034 | 389,059 |
Monster Beverage Corp. (A) | 12,691 | 971,750 |
PepsiCo, Inc. | 30,797 | 4,104,932 |
The Boston Beer Company, Inc., Class A (A) | 129 | 134,054 |
The Coca-Cola Company | 78,947 | 3,794,193 |
Food and staples retailing – 1.5% | ||
BJ's Wholesale Club Holdings, Inc. (A) | 2,661 | 101,890 |
Casey's General Stores, Inc. | 1,606 | 270,723 |
Costco Wholesale Corp. | 10,068 | 3,600,518 |
Sysco Corp. | 20,002 | 1,106,311 |
The Kroger Company | 66,407 | 2,138,969 |
US Foods Holding Corp. (A) | 12,521 | 261,689 |
Walgreens Boots Alliance, Inc. | 19,371 | 659,389 |
Walmart, Inc. | 36,552 | 5,071,590 |
Food products – 1.6% | ||
Archer-Daniels-Midland Company | 29,456 | 1,362,045 |
Beyond Meat, Inc. (A) | 847 | 120,638 |
Bunge, Ltd. | 9,652 | 547,558 |
Campbell Soup Company | 14,116 | 658,794 |
Conagra Brands, Inc. | 29,056 | 1,019,575 |
General Mills, Inc. | 26,866 | 1,588,318 |
Hormel Foods Corp. | 15,126 | 736,485 |
Ingredion, Inc. | 5,116 | 362,673 |
Kellogg Company | 16,014 | 1,007,120 |
Lamb Weston Holdings, Inc. | 8,484 | 538,310 |
McCormick & Company, Inc. | 7,984 | 1,441,192 |
Mondelez International, Inc., Class A | 36,353 | 1,931,071 |
Post Holdings, Inc. (A) | 4,412 | 378,991 |
The Hershey Company | 7,118 | 978,440 |
The J.M. Smucker Company | 6,441 | 722,680 |
The Kraft Heinz Company | 12,537 | 383,507 |
Tyson Foods, Inc., Class A | 13,803 | 789,946 |
50 | JOHN HANCOCK MULTIFACTOR ETFS | SEMIANNUAL REPORT | SEE NOTES TO FINANCIAL STATEMENTS |
Shares or Principal Amount | Value | |
Consumer staples (continued) | ||
Household products – 1.4% | ||
Church & Dwight Company, Inc. | 12,865 | $1,137,137 |
Colgate-Palmolive Company | 19,399 | 1,530,387 |
Kimberly-Clark Corp. | 9,373 | 1,242,766 |
Reynolds Consumer Products, Inc. | 1,799 | 50,804 |
The Clorox Company | 8,545 | 1,770,951 |
The Procter & Gamble Company | 51,794 | 7,100,957 |
Personal products – 0.2% | ||
Herbalife Nutrition, Ltd. (A) | 6,267 | 282,892 |
The Estee Lauder Companies, Inc., Class A | 7,905 | 1,736,412 |
Tobacco – 0.4% | ||
Altria Group, Inc. | 42,036 | 1,516,659 |
Philip Morris International, Inc. | 26,347 | 1,871,164 |
Energy – 1.7% | 15,128,542 | |
Energy equipment and services – 0.1% | ||
Baker Hughes Company | 9,632 | 142,265 |
Halliburton Company | 28,917 | 348,739 |
Schlumberger NV | 22,298 | 333,132 |
Oil, gas and consumable fuels – 1.6% | ||
Apache Corp. | 19,002 | 157,717 |
Cabot Oil & Gas Corp. | 20,543 | 365,460 |
Cheniere Energy, Inc. (A) | 8,712 | 417,043 |
Chevron Corp. | 47,589 | 3,307,436 |
Concho Resources, Inc. | 7,915 | 328,552 |
ConocoPhillips | 23,094 | 660,950 |
Continental Resources, Inc. | 5,026 | 60,463 |
Diamondback Energy, Inc. | 7,194 | 186,756 |
EOG Resources, Inc. | 11,883 | 406,874 |
Exxon Mobil Corp. | 84,683 | 2,762,359 |
Hess Corp. | 15,296 | 569,317 |
Kinder Morgan, Inc. | 55,860 | 664,734 |
Marathon Petroleum Corp. | 29,960 | 883,820 |
Occidental Petroleum Corp. | 24,146 | 220,453 |
ONEOK, Inc. | 20,702 | 600,358 |
Phillips 66 | 12,032 | 561,413 |
Pioneer Natural Resources Company | 5,496 | 437,262 |
The Williams Companies, Inc. | 44,779 | 859,309 |
Valero Energy Corp. | 22,122 | 854,130 |
Financials – 11.2% | 100,198,936 | |
Banks – 3.3% | ||
Bank of America Corp. | 168,798 | 4,000,513 |
Citigroup, Inc. | 56,104 | 2,323,828 |
Citizens Financial Group, Inc. | 28,627 | 780,086 |
Comerica, Inc. | 10,654 | 484,864 |
Commerce Bancshares, Inc. | 5,696 | 354,576 |
East West Bancorp, Inc. | 8,419 | 307,125 |
Fifth Third Bancorp | 57,480 | 1,334,686 |
First Republic Bank | 8,570 | 1,081,020 |
Huntington Bancshares, Inc. | 64,482 | 673,192 |
Shares or Principal Amount | Value | |
Financials (continued) | ||
Banks (continued) | ||
JPMorgan Chase & Co. | 70,459 | $6,907,800 |
KeyCorp | 64,148 | 832,641 |
M&T Bank Corp. | 8,346 | 864,479 |
Prosperity Bancshares, Inc. | 1,174 | 64,699 |
Regions Financial Corp. | 82,057 | 1,091,358 |
Signature Bank | 2,852 | 230,270 |
SVB Financial Group (A) | 3,061 | 889,833 |
The PNC Financial Services Group, Inc. | 12,963 | 1,450,300 |
Truist Financial Corp. | 46,732 | 1,968,352 |
U.S. Bancorp | 39,274 | 1,529,722 |
Wells Fargo & Company | 108,373 | 2,324,601 |
Zions Bancorp NA | 12,115 | 390,951 |
Capital markets – 3.2% | ||
Ameriprise Financial, Inc. | 11,496 | 1,848,902 |
Apollo Global Management, Inc. | 2,223 | 81,940 |
Ares Management Corp., Class A | 2,413 | 102,070 |
BlackRock, Inc. | 2,446 | 1,465,668 |
Cboe Global Markets, Inc. | 5,396 | 438,641 |
CME Group, Inc. | 6,866 | 1,034,844 |
FactSet Research Systems, Inc. | 2,235 | 685,028 |
Franklin Resources, Inc. | 19,194 | 359,888 |
Intercontinental Exchange, Inc. | 15,686 | 1,480,758 |
KKR & Company, Inc. | 13,856 | 473,182 |
LPL Financial Holdings, Inc. | 4,215 | 336,905 |
MarketAxess Holdings, Inc. | 1,887 | 1,016,810 |
Moody's Corp. | 5,714 | 1,502,211 |
Morgan Stanley | 48,545 | 2,337,442 |
Morningstar, Inc. | 911 | 173,436 |
MSCI, Inc. | 5,403 | 1,890,186 |
Nasdaq, Inc. | 6,874 | 831,685 |
Northern Trust Corp. | 13,569 | 1,062,046 |
Raymond James Financial, Inc. | 8,033 | 614,043 |
S&P Global, Inc. | 6,894 | 2,224,901 |
SEI Investments Company | 9,884 | 485,799 |
State Street Corp. | 16,852 | 992,583 |
T. Rowe Price Group, Inc. | 14,029 | 1,776,913 |
The Bank of New York Mellon Corp. | 33,306 | 1,144,394 |
The Blackstone Group, Inc., Class A | 10,233 | 515,948 |
The Charles Schwab Corp. | 48,876 | 2,009,292 |
The Goldman Sachs Group, Inc. | 8,724 | 1,649,185 |
Tradeweb Markets, Inc., Class A | 1,495 | 81,448 |
Consumer finance – 0.8% | ||
Ally Financial, Inc. | 36,890 | 984,225 |
American Express Company | 18,391 | 1,677,995 |
Capital One Financial Corp. | 21,250 | 1,552,950 |
Credit Acceptance Corp. (A)(B) | 524 | 156,215 |
Discover Financial Services | 21,672 | 1,408,897 |
Santander Consumer USA Holdings, Inc. | 8,912 | 181,270 |
Synchrony Financial | 40,122 | 1,003,852 |
SEE NOTES TO FINANCIAL STATEMENTS | SEMIANNUAL REPORT | JOHN HANCOCK MULTIFACTOR ETFS | 51 |
Shares or Principal Amount | Value | |
Financials (continued) | ||
Diversified financial services – 1.0% | ||
Berkshire Hathaway, Inc., Class B (A) | 37,744 | $7,620,514 |
Equitable Holdings, Inc. | 16,021 | 344,291 |
Voya Financial, Inc. | 9,295 | 445,509 |
Insurance – 2.9% | ||
Aflac, Inc. | 29,859 | 1,013,713 |
Alleghany Corp. | 840 | 459,421 |
American Financial Group, Inc. | 4,903 | 367,431 |
American International Group, Inc. | 26,173 | 824,188 |
Aon PLC, Class A | 9,823 | 1,807,530 |
Arch Capital Group, Ltd. (A) | 19,008 | 574,232 |
Arthur J. Gallagher & Company | 10,721 | 1,111,875 |
Assurant, Inc. | 2,443 | 303,836 |
Athene Holding, Ltd., Class A (A) | 7,427 | 238,258 |
Brown & Brown, Inc. | 13,464 | 585,819 |
Chubb, Ltd. | 8,501 | 1,104,365 |
Cincinnati Financial Corp. | 9,437 | 667,573 |
CNA Financial Corp. | 2,012 | 59,937 |
Erie Indemnity Company, Class A | 1,342 | 312,512 |
Everest Re Group, Ltd. | 2,708 | 533,693 |
Fidelity National Financial, Inc. | 16,650 | 520,979 |
First American Financial Corp. | 6,487 | 289,255 |
Globe Life, Inc. | 7,366 | 597,309 |
Lincoln National Corp. | 15,597 | 547,455 |
Loews Corp. | 18,046 | 625,835 |
Markel Corp. (A) | 692 | 645,498 |
Marsh & McLennan Companies, Inc. | 15,371 | 1,590,284 |
MetLife, Inc. | 23,240 | 879,634 |
Principal Financial Group, Inc. | 20,793 | 815,501 |
Prudential Financial, Inc. | 14,712 | 941,862 |
Reinsurance Group of America, Inc. | 4,525 | 457,116 |
RenaissanceRe Holdings, Ltd. | 1,530 | 247,432 |
The Allstate Corp. | 17,048 | 1,513,010 |
The Hartford Financial Services Group, Inc. | 30,128 | 1,160,531 |
The Progressive Corp. | 21,982 | 2,020,146 |
The Travelers Companies, Inc. | 13,764 | 1,661,452 |
W.R. Berkley Corp. | 9,904 | 595,428 |
Willis Towers Watson PLC | 6,779 | 1,237,032 |
Thrifts and mortgage finance – 0.0% | ||
Rocket Cos, Inc., Class A (A)(B) | 660 | 12,032 |
Health care – 14.2% | 126,948,421 | |
Biotechnology – 2.0% | ||
AbbVie, Inc. | 34,862 | 2,966,756 |
ACADIA Pharmaceuticals, Inc. (A) | 2,449 | 113,756 |
Acceleron Pharma, Inc. (A) | 688 | 71,951 |
Alexion Pharmaceuticals, Inc. (A) | 8,580 | 987,901 |
Alnylam Pharmaceuticals, Inc. (A) | 3,456 | 424,984 |
Amgen, Inc. | 14,858 | 3,223,295 |
Biogen, Inc. (A) | 6,500 | 1,638,455 |
BioMarin Pharmaceutical, Inc. (A) | 7,468 | 555,843 |
Shares or Principal Amount | Value | |
Health care (continued) | ||
Biotechnology (continued) | ||
CRISPR Therapeutics AG (A)(B) | 644 | $59,132 |
Emergent BioSolutions, Inc. (A) | 944 | 84,932 |
Exact Sciences Corp. (A) | 3,398 | 420,774 |
Exelixis, Inc. (A) | 15,102 | 309,289 |
Gilead Sciences, Inc. | 34,816 | 2,024,550 |
Incyte Corp. (A) | 6,450 | 558,828 |
Ionis Pharmaceuticals, Inc. (A) | 3,395 | 159,395 |
Mirati Therapeutics, Inc. (A) | 596 | 129,415 |
Moderna, Inc. (A) | 5,468 | 368,926 |
Neurocrine Biosciences, Inc. (A) | 2,804 | 276,671 |
Novavax, Inc. (A)(B) | 651 | 52,542 |
Regeneron Pharmaceuticals, Inc. (A) | 1,992 | 1,082,772 |
Sarepta Therapeutics, Inc. (A) | 1,873 | 254,559 |
Seagen, Inc. (A) | 3,633 | 605,984 |
Vertex Pharmaceuticals, Inc. (A) | 5,569 | 1,160,357 |
Health care equipment and supplies – 3.8% | ||
Abbott Laboratories | 39,959 | 4,200,090 |
ABIOMED, Inc. (A) | 1,572 | 395,955 |
Align Technology, Inc. (A) | 3,175 | 1,352,804 |
Baxter International, Inc. | 16,312 | 1,265,322 |
Becton, Dickinson and Company | 6,733 | 1,556,198 |
Boston Scientific Corp. (A) | 35,787 | 1,226,420 |
Danaher Corp. | 13,937 | 3,199,099 |
Dentsply Sirona, Inc. | 12,818 | 604,881 |
DexCom, Inc. (A) | 1,930 | 616,789 |
Edwards Lifesciences Corp. (A) | 17,952 | 1,286,979 |
Globus Medical, Inc., Class A (A) | 1,540 | 80,265 |
Hill-Rom Holdings, Inc. | 3,677 | 334,864 |
Hologic, Inc. (A) | 19,192 | 1,320,793 |
IDEXX Laboratories, Inc. (A) | 3,606 | 1,531,901 |
Insulet Corp. (A) | 1,761 | 391,382 |
Intuitive Surgical, Inc. (A) | 2,276 | 1,518,274 |
iRhythm Technologies, Inc. (A) | 346 | 73,162 |
Masimo Corp. (A) | 1,729 | 386,985 |
Medtronic PLC | 27,090 | 2,724,441 |
Novocure, Ltd. (A) | 1,818 | 221,978 |
Penumbra, Inc. (A) | 543 | 141,739 |
Quidel Corp. (A) | 698 | 187,266 |
ResMed, Inc. | 8,229 | 1,579,474 |
STERIS PLC | 4,807 | 851,752 |
Stryker Corp. | 8,779 | 1,773,446 |
Tandem Diabetes Care, Inc. (A) | 620 | 67,580 |
Teleflex, Inc. | 2,312 | 735,748 |
The Cooper Companies, Inc. | 2,805 | 894,935 |
Varian Medical Systems, Inc. (A) | 6,029 | 1,041,811 |
West Pharmaceutical Services, Inc. | 3,466 | 942,995 |
Zimmer Biomet Holdings, Inc. | 11,455 | 1,513,206 |
Health care providers and services – 3.3% | ||
Amedisys, Inc. (A) | 839 | 217,301 |
52 | JOHN HANCOCK MULTIFACTOR ETFS | SEMIANNUAL REPORT | SEE NOTES TO FINANCIAL STATEMENTS |
Shares or Principal Amount | Value | |
Health care (continued) | ||
Health care providers and services (continued) | ||
AmerisourceBergen Corp. | 10,393 | $998,456 |
Anthem, Inc. | 8,550 | 2,332,440 |
Cardinal Health, Inc. | 18,900 | 865,431 |
Centene Corp. (A) | 24,326 | 1,437,667 |
Chemed Corp. | 595 | 284,600 |
Cigna Corp. | 12,996 | 2,169,942 |
CVS Health Corp. | 36,247 | 2,033,094 |
DaVita, Inc. (A) | 10,237 | 882,941 |
Encompass Health Corp. | 5,286 | 324,085 |
Guardant Health, Inc. (A) | 1,442 | 153,804 |
HCA Healthcare, Inc. | 7,297 | 904,390 |
Henry Schein, Inc. (A) | 11,679 | 742,551 |
Humana, Inc. | 5,460 | 2,180,069 |
Laboratory Corp. of America Holdings (A) | 8,333 | 1,664,683 |
LHC Group, Inc. (A) | 535 | 115,854 |
McKesson Corp. | 12,382 | 1,826,221 |
Molina Healthcare, Inc. (A) | 3,804 | 709,332 |
Quest Diagnostics, Inc. | 13,937 | 1,702,265 |
UnitedHealth Group, Inc. | 24,302 | 7,415,512 |
Universal Health Services, Inc., Class B | 7,954 | 871,361 |
Health care technology – 0.3% | ||
Cerner Corp. | 19,347 | 1,356,031 |
Teladoc Health, Inc. (A)(B) | 1,370 | 269,150 |
Veeva Systems, Inc., Class A (A) | 3,833 | 1,035,102 |
Life sciences tools and services – 1.7% | ||
10X Genomics, Inc., Class A (A) | 719 | 98,431 |
Adaptive Biotechnologies Corp. (A) | 1,258 | 57,969 |
Agilent Technologies, Inc. | 19,190 | 1,959,107 |
Avantor, Inc. (A) | 12,738 | 296,413 |
Bio-Rad Laboratories, Inc., Class A (A) | 1,111 | 651,513 |
Bio-Techne Corp. | 1,369 | 345,549 |
Bruker Corp. | 3,917 | 166,629 |
Charles River Laboratories International, Inc. (A) | 2,503 | 569,933 |
Illumina, Inc. (A) | 4,102 | 1,200,655 |
IQVIA Holdings, Inc. (A) | 10,033 | 1,544,982 |
Mettler-Toledo International, Inc. (A) | 1,642 | 1,638,568 |
PerkinElmer, Inc. | 6,252 | 809,947 |
PPD, Inc. (A) | 1,322 | 43,467 |
PRA Health Sciences, Inc. (A) | 3,198 | 311,613 |
Repligen Corp. (A) | 636 | 105,939 |
Syneos Health, Inc. (A) | 2,486 | 131,957 |
Thermo Fisher Scientific, Inc. | 8,939 | 4,229,220 |
Waters Corp. (A) | 4,124 | 918,910 |
Pharmaceuticals – 3.1% | ||
Bristol-Myers Squibb Company | 46,718 | 2,730,667 |
Catalent, Inc. (A) | 8,206 | 720,241 |
Elanco Animal Health, Inc. (A) | 18,294 | 567,297 |
Eli Lilly & Company | 18,052 | 2,355,064 |
Shares or Principal Amount | Value | |
Health care (continued) | ||
Pharmaceuticals (continued) | ||
Horizon Therapeutics PLC (A) | 5,524 | $413,913 |
Jazz Pharmaceuticals PLC (A) | 3,418 | 492,534 |
Johnson & Johnson | 58,966 | 8,084,828 |
Merck & Company, Inc. | 59,378 | 4,465,819 |
Mylan NV (A) | 29,892 | 434,630 |
MyoKardia, Inc. (A) | 832 | 185,977 |
Perrigo Company PLC | 7,307 | 320,558 |
Pfizer, Inc. | 136,435 | 4,840,714 |
Royalty Pharma PLC, Class A | 1,546 | 56,738 |
Zoetis, Inc. | 13,603 | 2,156,756 |
Industrials – 11.1% | 99,191,274 | |
Aerospace and defense – 1.4% | ||
BWX Technologies, Inc. | 1,652 | 90,877 |
General Dynamics Corp. | 7,008 | 920,361 |
HEICO Corp. | 1,668 | 175,223 |
HEICO Corp., Class A | 3,058 | 285,923 |
Howmet Aerospace, Inc. | 24,552 | 423,522 |
Huntington Ingalls Industries, Inc. | 2,849 | 420,171 |
L3Harris Technologies, Inc. | 6,407 | 1,032,232 |
Lockheed Martin Corp. | 5,661 | 1,982,086 |
Northrop Grumman Corp. | 4,648 | 1,347,083 |
Raytheon Technologies Corp. | 43,559 | 2,366,125 |
Teledyne Technologies, Inc. (A) | 1,673 | 517,208 |
Textron, Inc. | 17,173 | 614,793 |
The Boeing Company | 10,240 | 1,478,554 |
TransDigm Group, Inc. | 1,944 | 928,085 |
Air freight and logistics – 0.7% | ||
C.H. Robinson Worldwide, Inc. | 9,454 | 836,017 |
Expeditors International of Washington, Inc. | 11,237 | 993,014 |
FedEx Corp. | 7,701 | 1,998,178 |
United Parcel Service, Inc., Class B | 13,973 | 2,195,298 |
XPO Logistics, Inc. (A) | 6,096 | 548,640 |
Airlines – 0.2% | ||
American Airlines Group, Inc. (B) | 8,501 | 95,891 |
Delta Air Lines, Inc. | 13,705 | 419,921 |
Southwest Airlines Company | 12,648 | 499,975 |
United Airlines Holdings, Inc. (A) | 9,985 | 338,092 |
Building products – 0.9% | ||
A.O. Smith Corp. | 7,280 | 376,303 |
Allegion PLC | 7,392 | 728,112 |
Carrier Global Corp. | 28,662 | 957,024 |
Fortune Brands Home & Security, Inc. | 8,896 | 719,420 |
Johnson Controls International PLC | 36,599 | 1,544,844 |
Lennox International, Inc. | 2,023 | 549,568 |
Masco Corp. | 15,426 | 826,834 |
Owens Corning | 7,695 | 503,792 |
Trane Technologies PLC | 14,312 | 1,899,918 |
Trex Company, Inc. (A) | 2,963 | 206,047 |
SEE NOTES TO FINANCIAL STATEMENTS | SEMIANNUAL REPORT | JOHN HANCOCK MULTIFACTOR ETFS | 53 |
Shares or Principal Amount | Value | |
Industrials (continued) | ||
Commercial services and supplies – 0.8% | ||
ADT, Inc. | 3,604 | $23,750 |
Cintas Corp. | 2,899 | 911,880 |
Copart, Inc. (A) | 12,589 | 1,389,322 |
IAA, Inc. (A) | 6,448 | 364,892 |
Republic Services, Inc. | 19,158 | 1,689,161 |
Rollins, Inc. | 8,227 | 475,932 |
Stericycle, Inc. (A) | 1,788 | 111,392 |
Waste Management, Inc. | 17,544 | 1,893,173 |
Construction and engineering – 0.1% | ||
AECOM (A) | 5,668 | 254,153 |
Jacobs Engineering Group, Inc. | 7,566 | 718,770 |
Quanta Services, Inc. | 4,882 | 304,783 |
Electrical equipment – 0.9% | ||
AMETEK, Inc. | 14,010 | 1,375,782 |
Eaton Corp. PLC | 15,790 | 1,638,844 |
Emerson Electric Company | 21,092 | 1,366,551 |
Generac Holdings, Inc. (A) | 1,473 | 309,551 |
Hubbell, Inc. | 3,358 | 488,623 |
Rockwell Automation, Inc. | 8,212 | 1,947,229 |
Sensata Technologies Holding PLC (A) | 10,195 | 445,623 |
Sunrun, Inc. (A) | 1,313 | 68,302 |
Industrial conglomerates – 0.9% | ||
3M Company | 13,321 | 2,130,827 |
Carlisle Companies, Inc. | 4,105 | 508,486 |
General Electric Company | 160,987 | 1,194,524 |
Honeywell International, Inc. | 16,453 | 2,713,922 |
Roper Technologies, Inc. | 3,541 | 1,314,915 |
Machinery – 2.7% | ||
Caterpillar, Inc. | 15,510 | 2,435,846 |
Cummins, Inc. | 9,317 | 2,048,715 |
Deere & Company | 9,785 | 2,210,529 |
Donaldson Company, Inc. | 8,253 | 392,018 |
Dover Corp. | 11,670 | 1,291,986 |
Fortive Corp. | 15,275 | 940,940 |
Graco, Inc. | 8,441 | 522,498 |
IDEX Corp. | 4,406 | 750,738 |
Illinois Tool Works, Inc. | 10,705 | 2,096,895 |
Ingersoll Rand, Inc. (A) | 15,486 | 541,081 |
Lincoln Electric Holdings, Inc. | 3,534 | 359,832 |
Nordson Corp. | 2,746 | 531,159 |
Otis Worldwide Corp. | 14,134 | 866,132 |
PACCAR, Inc. | 25,982 | 2,218,343 |
Parker-Hannifin Corp. | 9,259 | 1,929,205 |
Pentair PLC | 9,932 | 494,216 |
Snap-on, Inc. | 3,655 | 575,772 |
Stanley Black & Decker, Inc. | 9,958 | 1,655,020 |
The Toro Company | 5,541 | 454,916 |
Wabtec Corp. | 7,923 | 469,834 |
Woodward, Inc. | 1,696 | 134,917 |
Shares or Principal Amount | Value | |
Industrials (continued) | ||
Machinery (continued) | ||
Xylem, Inc. | 9,453 | $823,734 |
Professional services – 0.7% | ||
CoStar Group, Inc. (A) | 1,439 | 1,185,175 |
Dun & Bradstreet Holdings, Inc. (A) | 1,216 | 31,421 |
Equifax, Inc. | 7,133 | 974,368 |
IHS Markit, Ltd. | 14,950 | 1,209,007 |
Nielsen Holdings PLC | 14,157 | 191,261 |
Robert Half International, Inc. | 7,923 | 401,617 |
TransUnion | 10,130 | 806,956 |
Verisk Analytics, Inc. | 8,849 | 1,574,857 |
Road and rail – 1.3% | ||
AMERCO | 599 | 207,949 |
CSX Corp. | 24,941 | 1,968,843 |
J.B. Hunt Transport Services, Inc. | 7,590 | 924,007 |
Kansas City Southern | 6,862 | 1,208,673 |
Knight-Swift Transportation Holdings, Inc. | 4,717 | 179,199 |
Lyft, Inc., Class A (A) | 451 | 10,296 |
Norfolk Southern Corp. | 11,661 | 2,438,548 |
Old Dominion Freight Line, Inc. | 5,777 | 1,099,767 |
Uber Technologies, Inc. (A) | 17,409 | 581,635 |
Union Pacific Corp. | 18,660 | 3,306,365 |
Trading companies and distributors – 0.5% | ||
Fastenal Company | 34,133 | 1,475,570 |
HD Supply Holdings, Inc. (A) | 11,542 | 460,064 |
United Rentals, Inc. (A) | 6,691 | 1,192,938 |
W.W. Grainger, Inc. | 3,426 | 1,199,169 |
Watsco, Inc. | 1,605 | 359,745 |
Information technology – 23.8% | 212,859,236 | |
Communications equipment – 0.8% | ||
Arista Networks, Inc. (A) | 2,418 | 505,120 |
Ciena Corp. (A) | 6,293 | 247,881 |
Cisco Systems, Inc. | 105,364 | 3,782,568 |
F5 Networks, Inc. (A) | 4,050 | 538,407 |
Juniper Networks, Inc. | 24,691 | 486,907 |
Lumentum Holdings, Inc. (A) | 2,159 | 178,528 |
Motorola Solutions, Inc. | 8,833 | 1,396,144 |
Ubiquiti, Inc. (B) | 462 | 85,752 |
Electronic equipment, instruments and components – 1.3% | ||
Amphenol Corp., Class A | 15,308 | 1,727,355 |
Arrow Electronics, Inc. (A) | 6,983 | 543,906 |
CDW Corp. | 8,389 | 1,028,491 |
Cognex Corp. | 6,664 | 439,158 |
Corning, Inc. | 54,362 | 1,737,953 |
Dolby Laboratories, Inc., Class A | 3,338 | 250,617 |
Flex, Ltd. (A) | 48,101 | 680,615 |
IPG Photonics Corp. (A) | 1,818 | 338,075 |
Keysight Technologies, Inc. (A) | 11,228 | 1,177,480 |
SYNNEX Corp. | 1,350 | 177,714 |
54 | JOHN HANCOCK MULTIFACTOR ETFS | SEMIANNUAL REPORT | SEE NOTES TO FINANCIAL STATEMENTS |
Shares or Principal Amount | Value | |
Information technology (continued) | ||
Electronic equipment, instruments andcomponents (continued) | ||
TE Connectivity, Ltd. | 18,050 | $1,748,684 |
Trimble, Inc. (A) | 14,142 | 680,654 |
Vontier Corp. (A) | 6,111 | 175,630 |
Zebra Technologies Corp., Class A (A) | 2,908 | 824,825 |
IT services – 5.0% | ||
Accenture PLC, Class A | 15,488 | 3,359,502 |
Akamai Technologies, Inc. (A) | 10,820 | 1,029,198 |
Amdocs, Ltd. | 11,243 | 633,880 |
Automatic Data Processing, Inc. | 10,422 | 1,646,259 |
Black Knight, Inc. (A) | 6,582 | 578,887 |
Booz Allen Hamilton Holding Corp. | 7,375 | 578,938 |
Broadridge Financial Solutions, Inc. | 6,806 | 936,506 |
CACI International, Inc., Class A (A) | 1,007 | 209,990 |
Cognizant Technology Solutions Corp., Class A | 19,849 | 1,417,616 |
DXC Technology Company | 14,499 | 267,072 |
EPAM Systems, Inc. (A) | 2,244 | 693,284 |
Euronet Worldwide, Inc. (A) | 1,868 | 165,953 |
Fastly, Inc., Class A (A) | 1,372 | 87,136 |
Fidelity National Information Services, Inc. | 13,766 | 1,715,106 |
Fiserv, Inc. (A) | 10,964 | 1,046,733 |
FleetCor Technologies, Inc. (A) | 4,978 | 1,099,690 |
Gartner, Inc. (A) | 5,367 | 644,577 |
Genpact, Ltd. | 8,688 | 298,607 |
Global Payments, Inc. | 9,905 | 1,562,415 |
GoDaddy, Inc., Class A (A) | 5,634 | 398,549 |
IBM Corp. | 25,015 | 2,793,175 |
Jack Henry & Associates, Inc. | 4,594 | 681,061 |
Leidos Holdings, Inc. | 8,512 | 706,496 |
Mastercard, Inc., Class A | 19,344 | 5,583,452 |
MongoDB, Inc. (A) | 989 | 225,957 |
Okta, Inc. (A) | 2,818 | 591,301 |
Paychex, Inc. | 18,641 | 1,533,222 |
PayPal Holdings, Inc. (A) | 21,270 | 3,958,985 |
Square, Inc., Class A (A) | 5,021 | 777,652 |
The Western Union Company | 27,232 | 529,390 |
Twilio, Inc., Class A (A) | 4,051 | 1,130,107 |
VeriSign, Inc. (A) | 5,376 | 1,025,203 |
Visa, Inc., Class A | 36,223 | 6,582,081 |
WEX, Inc. (A) | 1,815 | 229,688 |
Semiconductors and semiconductor equipment – 5.0% | ||
Advanced Micro Devices, Inc. (A) | 22,253 | 1,675,428 |
Analog Devices, Inc. | 15,654 | 1,855,469 |
Applied Materials, Inc. | 35,825 | 2,121,915 |
Broadcom, Inc. | 8,904 | 3,113,106 |
Cree, Inc. (A) | 2,163 | 137,567 |
Enphase Energy, Inc. (A) | 2,675 | 262,391 |
Entegris, Inc. | 5,619 | 420,133 |
First Solar, Inc. (A) | 2,704 | 235,370 |
Shares or Principal Amount | Value | |
Information technology (continued) | ||
Semiconductors and semiconductor equipment (continued) | ||
Inphi Corp. (A) | 768 | $107,336 |
Intel Corp. | 114,551 | 5,072,318 |
KLA Corp. | 10,367 | 2,044,165 |
Lam Research Corp. | 8,654 | 2,960,360 |
Marvell Technology Group, Ltd. | 35,650 | 1,337,232 |
Maxim Integrated Products, Inc. | 18,438 | 1,284,207 |
Microchip Technology, Inc. | 13,625 | 1,431,715 |
Micron Technology, Inc. (A) | 47,606 | 2,396,486 |
MKS Instruments, Inc. | 1,609 | 174,400 |
Monolithic Power Systems, Inc. | 1,636 | 522,866 |
NVIDIA Corp. | 9,642 | 4,834,113 |
ON Semiconductor Corp. (A) | 24,689 | 619,447 |
Qorvo, Inc. (A) | 6,732 | 857,388 |
QUALCOMM, Inc. | 29,402 | 3,627,031 |
Skyworks Solutions, Inc. | 11,716 | 1,655,354 |
SolarEdge Technologies, Inc. (A) | 1,321 | 340,408 |
Teradyne, Inc. | 10,768 | 945,969 |
Texas Instruments, Inc. | 23,712 | 3,428,518 |
Universal Display Corp. | 1,417 | 281,005 |
Xilinx, Inc. | 11,241 | 1,334,194 |
Software – 7.6% | ||
Adobe, Inc. (A) | 8,081 | 3,613,015 |
Alteryx, Inc., Class A (A) | 1,297 | 162,579 |
Anaplan, Inc. (A) | 2,754 | 152,434 |
ANSYS, Inc. (A) | 4,511 | 1,373,013 |
Appfolio, Inc., Class A (A) | 124 | 17,716 |
Aspen Technology, Inc. (A) | 3,299 | 362,263 |
Atlassian Corp. PLC, Class A (A) | 2,496 | 478,284 |
Autodesk, Inc. (A) | 5,174 | 1,218,684 |
Avalara, Inc. (A) | 1,953 | 291,095 |
Bill.com Holdings, Inc. (A) | 747 | 74,700 |
Cadence Design Systems, Inc. (A) | 15,790 | 1,726,952 |
CDK Global, Inc. | 7,254 | 312,647 |
Ceridian HCM Holding, Inc. (A) | 4,052 | 349,363 |
Citrix Systems, Inc. | 8,160 | 924,283 |
Cloudflare, Inc., Class A (A) | 2,826 | 146,867 |
Coupa Software, Inc. (A) | 1,520 | 406,904 |
Crowdstrike Holdings, Inc., Class A (A) | 2,353 | 291,396 |
Datadog, Inc., Class A (A) | 2,190 | 198,743 |
DocuSign, Inc. (A) | 2,567 | 519,176 |
Dropbox, Inc., Class A (A) | 7,805 | 142,519 |
Dynatrace, Inc. (A) | 2,287 | 80,754 |
Elastic NV (A) | 1,331 | 134,977 |
Fair Isaac Corp. (A) | 1,297 | 507,711 |
Five9, Inc. (A) | 812 | 123,197 |
Fortinet, Inc. (A) | 5,687 | 627,674 |
Globant SA (A) | 348 | 62,852 |
Guidewire Software, Inc. (A) | 3,899 | 374,733 |
HubSpot, Inc. (A) | 1,274 | 369,549 |
SEE NOTES TO FINANCIAL STATEMENTS | SEMIANNUAL REPORT | JOHN HANCOCK MULTIFACTOR ETFS | 55 |
Shares or Principal Amount | Value | |
Information technology (continued) | ||
Software (continued) | ||
Intuit, Inc. | 6,291 | $1,979,652 |
Manhattan Associates, Inc. (A) | 1,081 | 92,426 |
Microsoft Corp. | 154,917 | 31,366,045 |
NortonLifeLock, Inc. | 36,903 | 759,095 |
Nuance Communications, Inc. (A) | 8,140 | 259,747 |
Nutanix, Inc., Class A (A) | 1,862 | 45,321 |
Oracle Corp. | 67,799 | 3,804,202 |
Palo Alto Networks, Inc. (A) | 2,804 | 620,217 |
Paycom Software, Inc. (A) | 2,123 | 772,963 |
Paylocity Holding Corp. (A) | 1,013 | 187,932 |
Pegasystems, Inc. | 1,014 | 117,502 |
Proofpoint, Inc. (A) | 1,567 | 150,025 |
PTC, Inc. (A) | 4,163 | 349,192 |
RealPage, Inc. (A) | 3,593 | 200,094 |
RingCentral, Inc., Class A (A) | 1,842 | 475,862 |
salesforce.com, Inc. (A) | 14,507 | 3,369,541 |
ServiceNow, Inc. (A) | 3,054 | 1,519,579 |
Slack Technologies, Inc., Class A (A)(B) | 8,469 | 216,637 |
Smartsheet, Inc., Class A (A) | 3,230 | 161,016 |
SolarWinds Corp. (A)(B) | 1,586 | 32,402 |
Splunk, Inc. (A) | 4,771 | 944,849 |
SS&C Technologies Holdings, Inc. | 12,771 | 756,299 |
Synopsys, Inc. (A) | 5,769 | 1,233,758 |
The Trade Desk, Inc., Class A (A) | 1,138 | 644,620 |
Tyler Technologies, Inc. (A) | 1,773 | 681,506 |
VMware, Inc., Class A (A) | 2,223 | 286,167 |
Workday, Inc., Class A (A) | 3,583 | 752,860 |
Zendesk, Inc. (A) | 3,037 | 336,925 |
Zoom Video Communications, Inc., Class A (A) | 1,349 | 621,768 |
Zscaler, Inc. (A) | 1,340 | 181,905 |
Technology hardware, storage and peripherals – 4.1% | ||
Apple, Inc. | 291,286 | 31,709,394 |
Dell Technologies, Inc., Class C (A) | 5,194 | 312,990 |
Hewlett Packard Enterprise Company | 70,558 | 609,621 |
HP, Inc. | 54,174 | 972,965 |
NetApp, Inc. | 18,061 | 792,697 |
Seagate Technology PLC | 23,629 | 1,129,939 |
Western Digital Corp. | 21,771 | 821,420 |
Materials – 3.9% | 34,923,049 | |
Chemicals – 2.2% | ||
Air Products & Chemicals, Inc. | 6,940 | 1,917,106 |
Albemarle Corp. | 6,522 | 607,916 |
Axalta Coating Systems, Ltd. (A) | 12,856 | 322,814 |
Celanese Corp. | 9,551 | 1,084,134 |
CF Industries Holdings, Inc. | 17,370 | 479,586 |
Corteva, Inc. | 32,966 | 1,087,219 |
Dow, Inc. | 21,703 | 987,269 |
DuPont de Nemours, Inc. | 15,586 | 886,532 |
Eastman Chemical Company | 11,459 | 926,346 |
Shares or Principal Amount | Value | |
Materials (continued) | ||
Chemicals (continued) | ||
Ecolab, Inc. | 7,904 | $1,451,095 |
FMC Corp. | 8,047 | 826,749 |
International Flavors & Fragrances, Inc. (B) | 5,477 | 562,269 |
Linde PLC | 9,470 | 2,086,620 |
LyondellBasell Industries NV, Class A | 10,982 | 751,718 |
PPG Industries, Inc. | 13,900 | 1,803,108 |
RPM International, Inc. | 8,334 | 705,640 |
The Mosaic Company | 20,092 | 371,702 |
The Scotts Miracle-Gro Company | 1,396 | 209,470 |
The Sherwin-Williams Company | 2,995 | 2,060,500 |
Westlake Chemical Corp. | 2,332 | 157,690 |
Construction materials – 0.2% | ||
Martin Marietta Materials, Inc. | 3,528 | 939,683 |
Vulcan Materials Company | 7,348 | 1,064,284 |
Containers and packaging – 0.9% | ||
Amcor PLC | 61,548 | 641,946 |
AptarGroup, Inc. | 3,462 | 394,980 |
Avery Dennison Corp. | 5,021 | 694,856 |
Ball Corp. | 21,034 | 1,872,026 |
Berry Global Group, Inc. (A) | 8,047 | 375,232 |
Crown Holdings, Inc. (A) | 8,828 | 757,442 |
International Paper Company | 32,896 | 1,439,200 |
Packaging Corp. of America | 7,045 | 806,582 |
Sealed Air Corp. | 2,339 | 92,601 |
Sonoco Products Company | 2,929 | 143,199 |
Westrock Company | 15,887 | 596,557 |
Metals and mining – 0.6% | ||
Freeport-McMoRan, Inc. | 87,337 | 1,514,424 |
Newmont Corp. | 28,657 | 1,800,806 |
Nucor Corp. | 21,588 | 1,031,043 |
Reliance Steel & Aluminum Company | 4,836 | 527,076 |
Royal Gold, Inc. | 2,343 | 278,372 |
Southern Copper Corp. | 3,758 | 196,694 |
Steel Dynamics, Inc. | 14,948 | 470,563 |
Real estate – 3.0% | 27,105,425 | |
Equity real estate investment trusts – 2.8% | ||
Alexandria Real Estate Equities, Inc. | 4,778 | 723,963 |
American Homes 4 Rent, Class A | 10,080 | 284,962 |
American Tower Corp. | 8,258 | 1,896,450 |
Americold Realty Trust | 5,344 | 193,613 |
Apartment Investment & Management Company, Class A | 6,225 | 198,578 |
AvalonBay Communities, Inc. | 5,758 | 801,111 |
Boston Properties, Inc. | 6,537 | 473,344 |
Camden Property Trust | 3,962 | 365,455 |
CoreSite Realty Corp. | 857 | 102,292 |
Crown Castle International Corp. | 8,786 | 1,372,373 |
CubeSmart | 5,790 | 196,455 |
CyrusOne, Inc. | 3,425 | 243,346 |
56 | JOHN HANCOCK MULTIFACTOR ETFS | SEMIANNUAL REPORT | SEE NOTES TO FINANCIAL STATEMENTS |
Shares or Principal Amount | Value | |
Real estate (continued) | ||
Equity real estate investment trusts (continued) | ||
Digital Realty Trust, Inc. | 8,076 | $1,165,367 |
Duke Realty Corp. | 15,196 | 577,296 |
Equinix, Inc. | 1,850 | 1,352,794 |
Equity LifeStyle Properties, Inc. | 6,972 | 412,673 |
Equity Residential | 12,692 | 596,270 |
Essex Property Trust, Inc. | 2,738 | 560,167 |
Extra Space Storage, Inc. | 5,170 | 599,462 |
Federal Realty Investment Trust | 3,152 | 216,795 |
Gaming and Leisure Properties, Inc. | 8,296 | 301,560 |
Healthcare Trust of America, Inc., Class A | 7,248 | 176,126 |
Healthpeak Properties, Inc. | 20,076 | 541,450 |
Host Hotels & Resorts, Inc. | 30,449 | 319,106 |
Invitation Homes, Inc. | 17,021 | 463,992 |
Iron Mountain, Inc. | 11,725 | 305,554 |
Kilroy Realty Corp. | 4,211 | 198,254 |
Lamar Advertising Company, Class A | 3,489 | 216,178 |
Medical Properties Trust, Inc. | 14,938 | 266,195 |
MGM Growth Properties LLC, Class A | 4,116 | 108,868 |
Mid-America Apartment Communities, Inc. | 4,567 | 532,649 |
National Retail Properties, Inc. | 6,625 | 212,066 |
Omega Healthcare Investors, Inc. | 8,353 | 240,650 |
Prologis, Inc. | 15,464 | 1,534,029 |
Public Storage | 3,212 | 735,773 |
Realty Income Corp. | 12,567 | 727,127 |
Regency Centers Corp. | 6,111 | 217,490 |
Rexford Industrial Realty, Inc. | 1,748 | 81,212 |
SBA Communications Corp. | 3,495 | 1,014,843 |
Simon Property Group, Inc. | 6,279 | 394,384 |
STORE Capital Corp. | 5,946 | 152,812 |
Sun Communities, Inc. | 3,521 | 484,595 |
UDR, Inc. | 11,591 | 362,103 |
Ventas, Inc. | 14,448 | 570,263 |
VEREIT, Inc. | 38,697 | 239,921 |
VICI Properties, Inc. | 16,257 | 373,098 |
Vornado Realty Trust | 7,519 | 231,059 |
Welltower, Inc. | 12,936 | 695,569 |
Weyerhaeuser Company | 40,956 | 1,117,689 |
WP Carey, Inc. | 6,004 | 375,910 |
Real estate management and development – 0.2% | ||
CBRE Group, Inc., Class A (A) | 24,190 | 1,219,176 |
Jones Lang LaSalle, Inc. | 3,216 | 362,958 |
Utilities – 4.4% | 39,414,203 | |
Electric utilities – 2.5% | ||
Alliant Energy Corp. | 14,829 | 819,747 |
American Electric Power Company, Inc. | 21,789 | 1,959,485 |
Avangrid, Inc. | 2,750 | 135,685 |
Duke Energy Corp. | 21,092 | 1,942,784 |
Edison International | 25,184 | 1,411,311 |
Entergy Corp. | 15,995 | 1,619,014 |
Shares or Principal Amount | Value | |
Utilities (continued) | ||
Electric utilities (continued) | ||
Evergy, Inc. | 16,014 | $883,973 |
Eversource Energy | 19,252 | 1,680,122 |
Exelon Corp. | 43,297 | 1,727,117 |
FirstEnergy Corp. | 29,601 | 879,742 |
NextEra Energy, Inc. | 36,193 | 2,649,690 |
NRG Energy, Inc. | 12,289 | 388,578 |
OGE Energy Corp. | 13,286 | 408,810 |
Pinnacle West Capital Corp. | 8,513 | 694,405 |
PPL Corp. | 57,330 | 1,576,575 |
The Southern Company | 31,785 | 1,826,048 |
Xcel Energy, Inc. | 23,879 | 1,672,246 |
Gas utilities – 0.1% | ||
Atmos Energy Corp. | 6,055 | 555,062 |
UGI Corp. | 11,871 | 383,908 |
Independent power and renewable electricity producers –0.1% | ||
Brookfield Renewable Corp., Class A | 1,277 | 85,265 |
The AES Corp. | 48,969 | 954,896 |
Vistra Corp. | 19,306 | 335,345 |
Multi-utilities – 1.5% | ||
Ameren Corp. | 18,821 | 1,526,760 |
CenterPoint Energy, Inc. | 34,916 | 737,775 |
CMS Energy Corp. | 17,622 | 1,116,001 |
Consolidated Edison, Inc. | 22,956 | 1,801,816 |
Dominion Energy, Inc. | 15,974 | 1,283,351 |
DTE Energy Company | 13,052 | 1,610,878 |
NiSource, Inc. | 27,241 | 625,726 |
Public Service Enterprise Group, Inc. | 31,930 | 1,856,730 |
Sempra Energy | 7,173 | 899,207 |
WEC Energy Group, Inc. | 16,364 | 1,645,400 |
Water utilities – 0.2% | ||
American Water Works Company, Inc. | 9,192 | 1,383,488 |
Essential Utilities, Inc. | 8,186 | 337,263 |
SHORT-TERM INVESTMENTS – 0.3% | $2,570,320 | |
(Cost $2,570,446) | ||
Short-term funds – 0.3% | 2,570,320 | |
John Hancock Collateral Trust, 0.2508% (C)(D) | 203,549 | 2,037,238 |
State Street Institutional U.S. Government Money Market Fund, Premier Class, 0.0257% (C) | 533,082 | 533,082 |
Total investments (Multifactor Large Cap ETF) (Cost $800,167,420) 100.2% | $896,667,067 | |
Other assets and liabilities, net (0.2%) | (1,577,792) | |
Total net assets 100.0% | $895,089,275 |
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 10-31-20. |
SEE NOTES TO FINANCIAL STATEMENTS | SEMIANNUAL REPORT | JOHN HANCOCK MULTIFACTOR ETFS | 57 |
(C) | The rate shown is the annualized seven-day yield as of 10-31-20. |
(D) | Investment is an affiliate of the fund, the advisor and/or subadvisor. This security represents the investment of cash collateral received for securities lending. |
Shares or Principal Amount | Value | |
COMMON STOCKS – 100.0% | $22,186,628 | |
(Cost $20,244,108) | ||
Industrials – 1.2% | 260,178 | |
Building products – 1.2% | ||
Owens Corning | 3,974 | 260,178 |
Information technology – 0.5% | 98,600 | |
Software – 0.5% | ||
Bill.com Holdings, Inc. (A) | 986 | 98,600 |
Materials – 97.3% | 21,606,098 | |
Chemicals – 51.7% | ||
Air Products & Chemicals, Inc. | 3,538 | 977,337 |
Albemarle Corp. | 4,231 | 394,372 |
Ashland Global Holdings, Inc. | 2,307 | 160,959 |
Axalta Coating Systems, Ltd. (A) | 8,566 | 215,092 |
Celanese Corp. | 4,518 | 512,838 |
CF Industries Holdings, Inc. | 8,360 | 230,820 |
Dow, Inc. | 17,776 | 808,630 |
DuPont de Nemours, Inc. | 12,054 | 685,632 |
Eastman Chemical Company | 6,451 | 521,499 |
Ecolab, Inc. | 4,131 | 758,410 |
FMC Corp. | 4,418 | 453,905 |
Huntsman Corp. | 7,767 | 188,660 |
International Flavors & Fragrances, Inc. (B) | 3,660 | 375,736 |
Linde PLC | 5,191 | 1,143,785 |
LyondellBasell Industries NV, Class A | 11,207 | 767,119 |
NewMarket Corp. | 336 | 120,184 |
PPG Industries, Inc. | 8,822 | 1,144,390 |
RPM International, Inc. | 4,397 | 372,294 |
The Mosaic Company | 12,891 | 238,484 |
The Scotts Miracle-Gro Company | 1,325 | 198,816 |
The Sherwin-Williams Company | 1,416 | 974,180 |
Valvoline, Inc. | 5,822 | 114,519 |
Westlake Chemical Corp. | 1,784 | 120,634 |
Construction materials – 6.1% | ||
Martin Marietta Materials, Inc. | 2,024 | 539,092 |
Vulcan Materials Company | 5,542 | 802,703 |
Containers and packaging – 25.0% | ||
Amcor PLC | 58,200 | 607,026 |
AptarGroup, Inc. | 2,335 | 266,400 |
Ardagh Group SA | 489 | 8,059 |
Avery Dennison Corp. | 2,987 | 413,371 |
Ball Corp. | 10,059 | 895,251 |
Berry Global Group, Inc. (A) | 6,638 | 309,530 |
Crown Holdings, Inc. (A) | 5,682 | 487,516 |
Shares or Principal Amount | Value | |
Materials (continued) | ||
Containers and packaging (continued) | ||
Graphic Packaging Holding Company | 15,035 | $199,815 |
International Paper Company | 21,299 | 931,831 |
Packaging Corp. of America | 4,209 | 481,888 |
Sealed Air Corp. | 4,502 | 178,234 |
Silgan Holdings, Inc. | 3,042 | 104,797 |
Sonoco Products Company | 4,481 | 219,076 |
Westrock Company | 12,135 | 455,669 |
Metals and mining – 14.5% | ||
Freeport-McMoRan, Inc. | 45,517 | 789,265 |
Newmont Corp. | 15,217 | 956,236 |
Nucor Corp. | 10,776 | 514,662 |
Reliance Steel & Aluminum Company | 2,797 | 304,845 |
Royal Gold, Inc. | 1,954 | 232,155 |
Southern Copper Corp. | 2,008 | 105,099 |
Steel Dynamics, Inc. | 10,333 | 325,283 |
Utilities – 1.0% | 221,752 | |
Multi-utilities – 1.0% | ||
MDU Resources Group, Inc. | 9,333 | 221,752 |
SHORT-TERM INVESTMENTS – 1.7% | $382,010 | |
(Cost $382,013) | ||
Short-term funds – 1.7% | 382,010 | |
John Hancock Collateral Trust, 0.2508% (C)(D) | 34,557 | 345,867 |
State Street Institutional U.S. Government Money Market Fund, Premier Class, 0.0257% (C) | 36,143 | 36,143 |
Total investments (Multifactor Materials ETF) (Cost $20,626,121) 101.7% | $22,568,638 | |
Other assets and liabilities, net (1.7%) | (369,768) | |
Total net assets 100.0% | $22,198,870 |
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 10-31-20. |
(C) | The rate shown is the annualized seven-day yield as of 10-31-20. |
(D) | Investment is an affiliate of the fund, the advisor and/or subadvisor. This security represents the investment of cash collateral received for securities lending. |
Shares or Principal Amount | Value | |
COMMON STOCKS – 99.9% | $25,245,536 | |
(Cost $23,470,377) | ||
Communication services – 99.3% | 25,103,484 | |
Diversified telecommunication services – 14.1% | ||
AT&T, Inc. | 38,126 | 1,030,165 |
CenturyLink, Inc. | 78,265 | 674,644 |
58 | JOHN HANCOCK MULTIFACTOR ETFS | SEMIANNUAL REPORT | SEE NOTES TO FINANCIAL STATEMENTS |
Shares or Principal Amount | Value | |
Communication services (continued) | ||
Diversified telecommunication services (continued) | ||
GCI Liberty, Inc., Class A (A) | 4,027 | $327,113 |
Verizon Communications, Inc. | 26,897 | 1,532,860 |
Entertainment – 25.8% | ||
Activision Blizzard, Inc. | 14,126 | 1,069,762 |
Electronic Arts, Inc. (A) | 5,599 | 670,928 |
Liberty Media Corp.-Liberty Formula One, Series A (A) | 1,314 | 43,756 |
Liberty Media Corp.-Liberty Formula One, Series C (A) | 7,953 | 287,342 |
Live Nation Entertainment, Inc. (A) | 3,528 | 172,166 |
Netflix, Inc. (A) | 3,010 | 1,431,977 |
Spotify Technology SA (A) | 1,446 | 346,881 |
Take-Two Interactive Software, Inc. (A) | 4,337 | 671,888 |
The Walt Disney Company | 12,076 | 1,464,215 |
Warner Music Group Corp., Class A | 3,850 | 102,141 |
Zynga, Inc., Class A (A) | 28,789 | 258,813 |
Interactive media and services – 21.3% | ||
Alphabet, Inc., Class A (A) | 495 | 799,974 |
Alphabet, Inc., Class C (A) | 481 | 779,706 |
ANGI Homeservices, Inc., Class A (A) | 2,504 | 26,542 |
Facebook, Inc., Class A (A) | 5,437 | 1,430,529 |
Pinterest, Inc., Class A (A) | 11,455 | 675,272 |
Snap, Inc., Class A (A) | 12,447 | 490,287 |
Twitter, Inc. (A) | 13,720 | 567,459 |
Zillow Group, Inc., Class A (A) | 1,741 | 155,524 |
Zillow Group, Inc., Class C (A) | 5,132 | 454,798 |
Media – 33.6% | ||
Altice USA, Inc., Class A (A) | 12,530 | 337,684 |
Cable One, Inc. | 228 | 394,864 |
Charter Communications, Inc., Class A (A) | 2,589 | 1,563,291 |
Comcast Corp., Class A | 35,576 | 1,502,730 |
Discovery, Inc., Series A (A) | 5,004 | 101,281 |
Discovery, Inc., Series C (A) | 9,428 | 172,721 |
DISH Network Corp., Class A (A) | 9,842 | 250,873 |
Fox Corp., Class A | 13,570 | 359,876 |
Fox Corp., Class B | 6,566 | 171,635 |
Liberty Broadband Corp., Series A (A) | 1,161 | 163,179 |
Liberty Broadband Corp., Series C (A) | 5,916 | 838,356 |
Liberty Media Corp.-Liberty SiriusXM, Series A (A) | 2,910 | 100,599 |
Liberty Media Corp.-Liberty SiriusXM, Series C (A) | 5,866 | 202,964 |
News Corp., Class A | 15,619 | 205,077 |
News Corp., Class B | 5,339 | 69,514 |
Nexstar Media Group, Inc., Class A | 3,307 | 272,497 |
Omnicom Group, Inc. | 8,957 | 422,770 |
Sirius XM Holdings, Inc. (B) | 32,416 | 185,744 |
The Interpublic Group of Companies, Inc. | 25,267 | 457,080 |
The New York Times Company, Class A | 4,038 | 160,147 |
Shares or Principal Amount | Value | |
Communication services (continued) | ||
Media (continued) | ||
ViacomCBS, Inc., Class A | 285 | $8,510 |
ViacomCBS, Inc., Class B | 19,705 | 562,972 |
Wireless telecommunication services – 4.5% | ||
T-Mobile US, Inc. (A) | 10,353 | 1,134,378 |
Information technology – 0.6% | 142,052 | |
Software – 0.6% | ||
Dynatrace, Inc. (A) | 4,023 | 142,052 |
SHORT-TERM INVESTMENTS – 0.1% | $17,271 | |
(Cost $17,271) | ||
Short-term funds – 0.1% | 17,271 | |
State Street Institutional U.S. Government Money Market Fund, Premier Class, 0.0257% (C) | 17,271 | 17,271 |
Total investments (Multifactor Media and Communications ETF) (Cost $23,487,648) 100.0% | $25,262,807 | |
Other assets and liabilities, net 0.0% | 6,261 | |
Total net assets 100.0% | $25,269,068 |
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 10-31-20. |
(C) | The rate shown is the annualized seven-day yield as of 10-31-20. |
Shares or Principal Amount | Value | |
COMMON STOCKS – 99.7% | $1,557,256,666 | |
(Cost $1,454,553,805) | ||
Communication services – 3.8% | 60,082,126 | |
Diversified telecommunication services – 0.3% | ||
CenturyLink, Inc. | 342,259 | 2,950,273 |
GCI Liberty, Inc., Class A (A) | 30,961 | 2,514,962 |
Entertainment – 0.8% | ||
Liberty Media Corp.-Liberty Formula One, Series A (A) | 5,996 | 199,667 |
Liberty Media Corp.-Liberty Formula One, Series C (A) | 63,619 | 2,298,554 |
Live Nation Entertainment, Inc. (A) | 22,471 | 1,096,585 |
Madison Square Garden Sports Corp. (A) | 6,775 | 959,611 |
Roku, Inc. (A) | 10,289 | 2,082,494 |
Take-Two Interactive Software, Inc. (A) | 22,645 | 3,508,163 |
Warner Music Group Corp., Class A | 7,960 | 211,179 |
Zynga, Inc., Class A (A) | 206,587 | 1,857,217 |
Interactive media and services – 0.8% | ||
ANGI Homeservices, Inc., Class A (A) | 10,742 | 113,865 |
SEE NOTES TO FINANCIAL STATEMENTS | SEMIANNUAL REPORT | JOHN HANCOCK MULTIFACTOR ETFS | 59 |
Shares or Principal Amount | Value | |
Communication services (continued) | ||
Interactive media and services (continued) | ||
IAC/InterActiveCorp (A) | 18,849 | $2,275,451 |
Match Group, Inc. (A) | 44,839 | 5,236,298 |
Pinterest, Inc., Class A (A) | 42,461 | 2,503,076 |
Zillow Group, Inc., Class A (A) | 8,783 | 784,585 |
Zillow Group, Inc., Class C (A) | 26,715 | 2,367,483 |
Media – 1.9% | ||
Altice USA, Inc., Class A (A) | 64,455 | 1,737,062 |
Cable One, Inc. | 1,794 | 3,106,957 |
Discovery, Inc., Series A (A)(B) | 36,722 | 743,253 |
Discovery, Inc., Series C (A) | 82,251 | 1,506,838 |
DISH Network Corp., Class A (A) | 58,957 | 1,502,814 |
Fox Corp., Class A | 71,428 | 1,894,271 |
Fox Corp., Class B | 28,734 | 751,107 |
Liberty Broadband Corp., Series A (A) | 4,824 | 678,013 |
Liberty Broadband Corp., Series C (A) | 21,466 | 3,041,947 |
Liberty Media Corp.-Liberty SiriusXM, Series A (A) | 23,922 | 826,984 |
Liberty Media Corp.-Liberty SiriusXM, Series C (A) | 35,084 | 1,213,906 |
News Corp., Class A | 145,786 | 1,914,170 |
News Corp., Class B | 43,680 | 568,714 |
Nexstar Media Group, Inc., Class A | 18,619 | 1,534,206 |
Omnicom Group, Inc. | 48,224 | 2,276,173 |
The Interpublic Group of Companies, Inc. | 152,187 | 2,753,063 |
The New York Times Company, Class A | 39,689 | 1,574,066 |
ViacomCBS, Inc., Class A | 438 | 13,079 |
ViacomCBS, Inc., Class B | 52,014 | 1,486,040 |
Consumer discretionary – 12.3% | 192,274,989 | |
Auto components – 1.0% | ||
Aptiv PLC | 36,637 | 3,535,104 |
Autoliv, Inc. | 36,313 | 2,752,525 |
BorgWarner, Inc. | 84,989 | 2,972,915 |
Fox Factory Holding Corp. (A) | 7,981 | 671,042 |
Gentex Corp. | 97,831 | 2,706,984 |
Lear Corp. | 26,334 | 3,181,411 |
Automobiles – 0.2% | ||
Harley-Davidson, Inc. | 69,556 | 2,287,001 |
Thor Industries, Inc. | 19,098 | 1,615,309 |
Distributors – 0.7% | ||
Genuine Parts Company | 37,124 | 3,357,123 |
LKQ Corp. (A) | 115,883 | 3,707,097 |
Pool Corp. | 11,007 | 3,850,579 |
Diversified consumer services – 0.7% | ||
Bright Horizons Family Solutions, Inc. (A) | 16,614 | 2,625,843 |
Chegg, Inc. (A) | 23,129 | 1,698,594 |
Grand Canyon Education, Inc. (A) | 16,112 | 1,262,697 |
Service Corp. International | 85,334 | 3,951,818 |
Terminix Global Holdings, Inc. (A) | 45,115 | 2,124,465 |
Shares or Principal Amount | Value | |
Consumer discretionary (continued) | ||
Hotels, restaurants and leisure – 2.0% | ||
Aramark | 93,085 | $2,582,178 |
Caesars Entertainment, Inc. (A) | 34,651 | 1,553,058 |
Choice Hotels International, Inc. | 8,496 | 742,126 |
Churchill Downs, Inc. | 8,101 | 1,208,264 |
Darden Restaurants, Inc. | 32,510 | 2,988,319 |
Domino's Pizza, Inc. | 8,623 | 3,262,253 |
Dunkin' Brands Group, Inc. | 29,021 | 2,893,684 |
Hyatt Hotels Corp., Class A | 13,371 | 737,277 |
Marriott Vacations Worldwide Corp. | 9,240 | 892,584 |
MGM Resorts International | 98,255 | 2,021,105 |
Norwegian Cruise Line Holdings, Ltd. (A)(B) | 49,718 | 826,810 |
Penn National Gaming, Inc. (A) | 22,355 | 1,206,723 |
Planet Fitness, Inc., Class A (A) | 19,218 | 1,139,051 |
Texas Roadhouse, Inc. | 15,623 | 1,094,079 |
The Wendy's Company | 61,133 | 1,335,756 |
Vail Resorts, Inc. | 14,599 | 3,387,552 |
Wingstop, Inc. | 5,058 | 588,397 |
Wyndham Hotels & Resorts, Inc. | 29,863 | 1,388,928 |
Wynn Resorts, Ltd. | 20,330 | 1,472,502 |
Household durables – 2.4% | ||
D.R. Horton, Inc. | 81,149 | 5,421,565 |
Garmin, Ltd. | 30,464 | 3,168,865 |
Helen of Troy, Ltd. (A) | 7,053 | 1,337,249 |
Leggett & Platt, Inc. | 51,227 | 2,137,703 |
Lennar Corp., A Shares | 57,895 | 4,065,966 |
Lennar Corp., B Shares | 3,522 | 200,367 |
Mohawk Industries, Inc. (A) | 16,617 | 1,714,708 |
Newell Brands, Inc. | 129,972 | 2,295,306 |
NVR, Inc. (A) | 1,040 | 4,111,214 |
PulteGroup, Inc. | 80,406 | 3,277,349 |
Tempur Sealy International, Inc. (A) | 13,957 | 1,242,173 |
Toll Brothers, Inc. | 49,024 | 2,072,735 |
TopBuild Corp. (A) | 7,785 | 1,192,740 |
Whirlpool Corp. | 30,057 | 5,559,343 |
Internet and direct marketing retail – 0.7% | ||
Chewy, Inc., Class A (A)(B) | 4,226 | 260,322 |
Etsy, Inc. (A) | 25,370 | 3,084,738 |
Expedia Group, Inc. | 25,667 | 2,416,548 |
GrubHub, Inc. (A) | 23,193 | 1,715,354 |
Qurate Retail, Inc., Series A | 131,937 | 893,213 |
Stamps.com, Inc. (A) | 4,045 | 903,006 |
Wayfair, Inc., Class A (A)(B) | 6,087 | 1,509,759 |
Leisure products – 0.6% | ||
Brunswick Corp. | 34,281 | 2,184,043 |
Hasbro, Inc. | 27,109 | 2,242,456 |
Peloton Interactive, Inc., Class A (A) | 17,359 | 1,913,135 |
Polaris, Inc. | 21,689 | 1,970,663 |
YETI Holdings, Inc. (A) | 16,612 | 821,962 |
60 | JOHN HANCOCK MULTIFACTOR ETFS | SEMIANNUAL REPORT | SEE NOTES TO FINANCIAL STATEMENTS |
Shares or Principal Amount | Value | |
Consumer discretionary (continued) | ||
Multiline retail – 0.4% | ||
Dollar Tree, Inc. (A) | 49,541 | $4,474,543 |
Ollie's Bargain Outlet Holdings, Inc. (A) | 11,783 | 1,026,181 |
Specialty retail – 2.8% | ||
Advance Auto Parts, Inc. | 23,998 | 3,534,425 |
AutoNation, Inc. (A) | 28,157 | 1,597,347 |
AutoZone, Inc. (A) | 1,705 | 1,924,911 |
Best Buy Company, Inc. | 66,449 | 7,412,386 |
Burlington Stores, Inc. (A) | 18,494 | 3,580,069 |
CarMax, Inc. (A) | 47,726 | 4,125,435 |
Dick's Sporting Goods, Inc. | 18,595 | 1,053,407 |
Five Below, Inc. (A) | 16,477 | 2,197,043 |
Floor & Decor Holdings, Inc., Class A (A) | 23,734 | 1,732,582 |
L Brands, Inc. | 52,031 | 1,665,512 |
Lithia Motors, Inc., Class A | 6,712 | 1,540,874 |
RH (A) | 3,363 | 1,127,378 |
The Gap, Inc. | 86,328 | 1,679,080 |
Tractor Supply Company | 33,348 | 4,442,287 |
Ulta Beauty, Inc. (A) | 13,327 | 2,755,624 |
Williams-Sonoma, Inc. | 34,087 | 3,109,075 |
Textiles, apparel and luxury goods – 0.8% | ||
Columbia Sportswear Company | 11,324 | 844,657 |
Deckers Outdoor Corp. (A) | 10,147 | 2,570,945 |
Hanesbrands, Inc. | 148,637 | 2,388,597 |
Levi Strauss & Company, Class A (B) | 15,146 | 239,004 |
PVH Corp. | 19,007 | 1,107,918 |
Ralph Lauren Corp. | 15,579 | 1,041,456 |
Skechers U.S.A., Inc., Class A (A) | 48,329 | 1,532,513 |
Tapestry, Inc. | 50,026 | 1,112,078 |
Under Armour, Inc., Class A (A) | 42,834 | 592,823 |
Under Armour, Inc., Class C (A) | 43,598 | 533,204 |
Consumer staples – 3.6% | 55,894,060 | |
Beverages – 0.2% | ||
Molson Coors Beverage Company, Class B | 34,050 | 1,200,603 |
The Boston Beer Company, Inc., Class A (A) | 2,277 | 2,366,213 |
Food and staples retailing – 0.6% | ||
BJ's Wholesale Club Holdings, Inc. (A) | 29,575 | 1,132,427 |
Casey's General Stores, Inc. | 13,278 | 2,238,272 |
Performance Food Group Company (A) | 41,331 | 1,389,135 |
The Kroger Company | 107,410 | 3,459,676 |
US Foods Holding Corp. (A) | 81,204 | 1,697,164 |
Food products – 2.0% | ||
Beyond Meat, Inc. (A) | 6,796 | 967,954 |
Bunge, Ltd. | 54,213 | 3,075,503 |
Campbell Soup Company | 41,609 | 1,941,892 |
Conagra Brands, Inc. | 103,123 | 3,618,586 |
Darling Ingredients, Inc. (A) | 57,884 | 2,489,012 |
Flowers Foods, Inc. | 53,830 | 1,269,311 |
Freshpet, Inc. (A) | 5,162 | 591,049 |
Shares or Principal Amount | Value | |
Consumer staples (continued) | ||
Food products (continued) | ||
Hormel Foods Corp. | 34,419 | $1,675,861 |
Ingredion, Inc. | 27,411 | 1,943,166 |
Lamb Weston Holdings, Inc. | 41,549 | 2,636,284 |
Lancaster Colony Corp. | 6,133 | 1,018,937 |
McCormick & Company, Inc. | 23,053 | 4,161,297 |
Pilgrim's Pride Corp. (A) | 23,230 | 388,870 |
Post Holdings, Inc. (A) | 26,088 | 2,240,959 |
The J.M. Smucker Company | 24,949 | 2,799,278 |
Household products – 0.7% | ||
Church & Dwight Company, Inc. | 48,086 | 4,250,322 |
Reynolds Consumer Products, Inc. | 13,054 | 368,645 |
The Clorox Company | 25,958 | 5,379,796 |
Personal products – 0.1% | ||
Herbalife Nutrition, Ltd. (A) | 35,309 | 1,593,848 |
Energy – 1.3% | 20,215,087 | |
Energy equipment and services – 0.1% | ||
Halliburton Company | 108,459 | 1,308,016 |
National Oilwell Varco, Inc. | 61,048 | 512,803 |
Oil, gas and consumable fuels – 1.2% | ||
Apache Corp. | 73,052 | 606,332 |
Cabot Oil & Gas Corp. | 101,332 | 1,802,696 |
Cheniere Energy, Inc. (A) | 40,589 | 1,942,995 |
Chevron Corp. | 11,538 | 801,891 |
Concho Resources, Inc. | 65,431 | 2,716,041 |
Continental Resources, Inc. | 12,714 | 152,949 |
Devon Energy Corp. | 68,776 | 614,170 |
Diamondback Energy, Inc. | 35,750 | 928,070 |
Equitrans Midstream Corp. | 97,496 | 707,821 |
Hess Corp. | 42,959 | 1,598,934 |
HollyFrontier Corp. | 61,275 | 1,134,200 |
Marathon Oil Corp. | 194,094 | 768,612 |
New Fortress Energy, Inc. (B) | 3,913 | 141,377 |
ONEOK, Inc. | 54,949 | 1,593,521 |
Parsley Energy, Inc., Class A | 57,104 | 571,611 |
Pioneer Natural Resources Company | 18,722 | 1,489,522 |
Targa Resources Corp. | 51,310 | 823,526 |
Financials – 12.1% | 188,235,479 | |
Banks – 3.1% | ||
BOK Financial Corp. | 9,616 | 564,844 |
Citizens Financial Group, Inc. | 144,052 | 3,925,417 |
Comerica, Inc. | 43,798 | 1,993,247 |
Commerce Bancshares, Inc. | 38,041 | 2,368,052 |
Cullen/Frost Bankers, Inc. | 19,229 | 1,351,222 |
East West Bancorp, Inc. | 56,314 | 2,054,335 |
Fifth Third Bancorp | 200,495 | 4,655,494 |
First Financial Bankshares, Inc. | 34,022 | 1,014,196 |
First Horizon National Corp. | 105,341 | 1,096,600 |
First Republic Bank | 35,625 | 4,493,738 |
SEE NOTES TO FINANCIAL STATEMENTS | SEMIANNUAL REPORT | JOHN HANCOCK MULTIFACTOR ETFS | 61 |
Shares or Principal Amount | Value | |
Financials (continued) | ||
Banks (continued) | ||
Huntington Bancshares, Inc. | 284,535 | $2,970,545 |
KeyCorp | 251,560 | 3,265,249 |
M&T Bank Corp. | 25,238 | 2,614,152 |
People's United Financial, Inc. | 129,957 | 1,386,641 |
Prosperity Bancshares, Inc. | 24,347 | 1,341,763 |
Regions Financial Corp. | 271,219 | 3,607,213 |
Signature Bank | 19,801 | 1,598,733 |
SVB Financial Group (A) | 12,950 | 3,764,565 |
TCF Financial Corp. | 46,653 | 1,269,428 |
Zions Bancorp NA | 67,655 | 2,183,227 |
Capital markets – 3.4% | ||
Ameriprise Financial, Inc. | 30,353 | 4,881,673 |
Apollo Global Management, Inc. | 14,723 | 542,690 |
Ares Management Corp., Class A | 21,243 | 898,579 |
Cboe Global Markets, Inc. | 31,663 | 2,573,885 |
Eaton Vance Corp. | 51,436 | 3,075,358 |
FactSet Research Systems, Inc. | 10,661 | 3,267,597 |
Franklin Resources, Inc. | 80,196 | 1,503,675 |
Interactive Brokers Group, Inc., Class A | 13,257 | 630,635 |
Invesco, Ltd. | 116,528 | 1,527,682 |
LPL Financial Holdings, Inc. | 24,643 | 1,969,715 |
MarketAxess Holdings, Inc. | 10,178 | 5,484,415 |
Morgan Stanley | 70,932 | 3,415,376 |
Morningstar, Inc. | 6,197 | 1,179,785 |
MSCI, Inc. | 16,141 | 5,646,767 |
Nasdaq, Inc. | 30,051 | 3,635,870 |
Northern Trust Corp. | 42,695 | 3,341,738 |
Raymond James Financial, Inc. | 40,638 | 3,106,369 |
SEI Investments Company | 47,190 | 2,319,389 |
T. Rowe Price Group, Inc. | 15,241 | 1,930,425 |
The Charles Schwab Corp. | 44,070 | 1,811,718 |
Tradeweb Markets, Inc., Class A | 8,319 | 453,219 |
Virtu Financial, Inc., Class A | 15,290 | 326,900 |
Consumer finance – 0.7% | ||
Ally Financial, Inc. | 179,158 | 4,779,935 |
Credit Acceptance Corp. (A)(B) | 3,658 | 1,090,523 |
OneMain Holdings, Inc. | 34,838 | 1,215,498 |
Santander Consumer USA Holdings, Inc. | 52,674 | 1,071,389 |
Synchrony Financial | 129,236 | 3,233,485 |
Diversified financial services – 0.5% | ||
Equitable Holdings, Inc. | 107,550 | 2,311,250 |
Jefferies Financial Group, Inc. | 90,719 | 1,769,928 |
Voya Financial, Inc. | 58,390 | 2,798,633 |
Insurance – 4.2% | ||
Alleghany Corp. | 3,750 | 2,050,988 |
American Financial Group, Inc. | 31,268 | 2,343,224 |
Arch Capital Group, Ltd. (A) | 80,309 | 2,426,135 |
Arthur J. Gallagher & Company | 43,927 | 4,555,669 |
Assurant, Inc. | 21,858 | 2,718,479 |
Shares or Principal Amount | Value | |
Financials (continued) | ||
Insurance (continued) | ||
Athene Holding, Ltd., Class A (A) | 62,213 | $1,995,793 |
Axis Capital Holdings, Ltd. | 33,506 | 1,430,371 |
Brown & Brown, Inc. | 52,357 | 2,278,053 |
Cincinnati Financial Corp. | 35,628 | 2,520,325 |
CNA Financial Corp. | 6,917 | 206,057 |
Enstar Group, Ltd. (A) | 1,400 | 240,618 |
Erie Indemnity Company, Class A | 7,133 | 1,661,062 |
Everest Re Group, Ltd. | 10,754 | 2,119,398 |
Fidelity National Financial, Inc. | 71,446 | 2,235,545 |
First American Financial Corp. | 46,001 | 2,051,185 |
Globe Life, Inc. | 35,948 | 2,915,023 |
Kemper Corp. | 23,712 | 1,462,082 |
Kinsale Capital Group, Inc. | 3,569 | 669,080 |
Lincoln National Corp. | 53,761 | 1,887,011 |
Loews Corp. | 56,903 | 1,973,396 |
Markel Corp. (A) | 2,878 | 2,684,598 |
Old Republic International Corp. | 104,915 | 1,708,016 |
Primerica, Inc. | 14,794 | 1,630,891 |
Principal Financial Group, Inc. | 71,252 | 2,794,503 |
Reinsurance Group of America, Inc. | 27,868 | 2,815,225 |
RenaissanceRe Holdings, Ltd. | 15,393 | 2,489,356 |
RLI Corp. | 7,413 | 642,707 |
The Hanover Insurance Group, Inc. | 12,824 | 1,226,744 |
The Hartford Financial Services Group, Inc. | 100,627 | 3,876,152 |
W.R. Berkley Corp. | 33,188 | 1,995,263 |
Willis Towers Watson PLC | 24,214 | 4,418,571 |
Thrifts and mortgage finance – 0.2% | ||
Essent Group, Ltd. | 32,067 | 1,277,870 |
New York Community Bancorp, Inc. | 168,021 | 1,396,255 |
TFS Financial Corp. | 14,454 | 227,072 |
Health care – 15.3% | 238,227,334 | |
Biotechnology – 2.5% | ||
ACADIA Pharmaceuticals, Inc. (A) | 21,058 | 978,144 |
Acceleron Pharma, Inc. (A) | 8,021 | 838,836 |
Allakos, Inc. (A)(B) | 4,126 | 392,506 |
Allogene Therapeutics, Inc. (A) | 11,819 | 400,900 |
Alnylam Pharmaceuticals, Inc. (A) | 21,487 | 2,642,256 |
Arrowhead Pharmaceuticals, Inc. (A) | 17,129 | 981,492 |
BioMarin Pharmaceutical, Inc. (A) | 33,882 | 2,521,837 |
Bluebird Bio, Inc. (A) | 11,073 | 572,585 |
Blueprint Medicines Corp. (A) | 9,191 | 940,055 |
CRISPR Therapeutics AG (A)(B) | 10,586 | 972,007 |
Emergent BioSolutions, Inc. (A) | 13,823 | 1,243,655 |
Exact Sciences Corp. (A) | 23,312 | 2,886,725 |
Exelixis, Inc. (A) | 132,276 | 2,709,012 |
FibroGen, Inc. (A) | 11,093 | 425,749 |
Incyte Corp. (A) | 24,548 | 2,126,839 |
Invitae Corp. (A)(B) | 18,571 | 728,169 |
Ionis Pharmaceuticals, Inc. (A) | 39,445 | 1,851,943 |
62 | JOHN HANCOCK MULTIFACTOR ETFS | SEMIANNUAL REPORT | SEE NOTES TO FINANCIAL STATEMENTS |
Shares or Principal Amount | Value | |
Health care (continued) | ||
Biotechnology (continued) | ||
Iovance Biotherapeutics, Inc. (A) | 25,384 | $905,701 |
Mirati Therapeutics, Inc. (A) | 5,689 | 1,235,309 |
Moderna, Inc. (A) | 41,017 | 2,767,417 |
Natera, Inc. (A) | 8,987 | 604,466 |
Neurocrine Biosciences, Inc. (A) | 24,013 | 2,369,363 |
Novavax, Inc. (A)(B) | 7,484 | 604,034 |
Sarepta Therapeutics, Inc. (A) | 10,996 | 1,494,466 |
Seagen, Inc. (A) | 15,538 | 2,591,738 |
Ultragenyx Pharmaceutical, Inc. (A) | 9,659 | 970,730 |
United Therapeutics Corp. (A) | 15,545 | 2,086,605 |
Vir Biotechnology, Inc. (A)(B) | 9,088 | 285,727 |
Health care equipment and supplies – 4.5% | ||
ABIOMED, Inc. (A) | 8,928 | 2,248,785 |
Align Technology, Inc. (A) | 17,722 | 7,550,990 |
Dentsply Sirona, Inc. | 74,365 | 3,509,284 |
Globus Medical, Inc., Class A (A) | 28,874 | 1,504,913 |
Haemonetics Corp. (A) | 15,045 | 1,520,899 |
Hill-Rom Holdings, Inc. | 34,912 | 3,179,436 |
Hologic, Inc. (A) | 83,658 | 5,757,344 |
ICU Medical, Inc. (A) | 7,005 | 1,245,419 |
Insulet Corp. (A) | 10,825 | 2,405,856 |
Integra LifeSciences Holdings Corp. (A) | 22,824 | 1,006,538 |
iRhythm Technologies, Inc. (A) | 3,395 | 717,873 |
Masimo Corp. (A) | 13,456 | 3,011,722 |
Nevro Corp. (A) | 4,808 | 717,402 |
Novocure, Ltd. (A) | 16,125 | 1,968,863 |
Penumbra, Inc. (A) | 6,794 | 1,773,438 |
Quidel Corp. (A) | 8,064 | 2,163,491 |
ResMed, Inc. | 33,666 | 6,461,852 |
STERIS PLC | 25,384 | 4,497,791 |
Tandem Diabetes Care, Inc. (A) | 9,382 | 1,022,638 |
Teleflex, Inc. | 11,681 | 3,717,245 |
The Cooper Companies, Inc. | 13,100 | 4,179,555 |
Varian Medical Systems, Inc. (A) | 27,386 | 4,732,301 |
West Pharmaceutical Services, Inc. | 17,873 | 4,862,707 |
Health care providers and services – 3.1% | ||
Amedisys, Inc. (A) | 10,029 | 2,597,511 |
AmerisourceBergen Corp. | 43,051 | 4,135,910 |
Cardinal Health, Inc. | 82,297 | 3,768,380 |
Chemed Corp. | 5,754 | 2,752,253 |
DaVita, Inc. (A) | 39,838 | 3,436,028 |
Encompass Health Corp. | 47,020 | 2,882,796 |
Guardant Health, Inc. (A) | 13,035 | 1,390,313 |
HealthEquity, Inc. (A) | 22,073 | 1,136,539 |
Henry Schein, Inc. (A) | 60,745 | 3,862,167 |
Laboratory Corp. of America Holdings (A) | 29,907 | 5,974,521 |
LHC Group, Inc. (A) | 8,162 | 1,767,481 |
Molina Healthcare, Inc. (A) | 28,870 | 5,383,389 |
Quest Diagnostics, Inc. | 46,163 | 5,638,349 |
Shares or Principal Amount | Value | |
Health care (continued) | ||
Health care providers and services (continued) | ||
Universal Health Services, Inc., Class B | 33,860 | $3,709,363 |
Health care technology – 0.6% | ||
Cerner Corp. | 83,530 | 5,854,618 |
Change Healthcare, Inc. (A) | 59,239 | 838,232 |
Schrodinger, Inc. (A) | 1,704 | 83,121 |
Teladoc Health, Inc. (A)(B) | 15,188 | 2,983,834 |
Life sciences tools and services – 3.1% | ||
10X Genomics, Inc., Class A (A) | 4,787 | 655,340 |
Adaptive Biotechnologies Corp. (A) | 11,670 | 537,754 |
Agilent Technologies, Inc. | 51,495 | 5,257,125 |
Avantor, Inc. (A) | 82,905 | 1,929,199 |
Bio-Rad Laboratories, Inc., Class A (A) | 6,634 | 3,890,310 |
Bio-Techne Corp. | 12,505 | 3,156,387 |
Bruker Corp. | 42,980 | 1,828,369 |
Charles River Laboratories International, Inc. (A) | 20,909 | 4,760,979 |
IQVIA Holdings, Inc. (A) | 23,526 | 3,622,769 |
Medpace Holdings, Inc. (A) | 7,429 | 824,173 |
Mettler-Toledo International, Inc. (A) | 6,088 | 6,075,276 |
NeoGenomics, Inc. (A) | 21,293 | 835,324 |
PerkinElmer, Inc. | 37,050 | 4,799,828 |
PPD, Inc. (A) | 8,446 | 277,704 |
PRA Health Sciences, Inc. (A) | 27,080 | 2,638,675 |
Repligen Corp. (A) | 13,559 | 2,258,523 |
Syneos Health, Inc. (A) | 34,867 | 1,850,740 |
Waters Corp. (A) | 13,604 | 3,031,243 |
Pharmaceuticals – 1.5% | ||
Catalent, Inc. (A) | 55,487 | 4,870,094 |
Elanco Animal Health, Inc. (A) | 90,103 | 2,794,094 |
Horizon Therapeutics PLC (A) | 65,788 | 4,929,495 |
Jazz Pharmaceuticals PLC (A) | 26,412 | 3,805,969 |
Mylan NV (A) | 183,296 | 2,665,124 |
MyoKardia, Inc. (A) | 8,117 | 1,814,393 |
Perrigo Company PLC | 46,479 | 2,039,034 |
Industrials – 14.7% | 230,212,414 | |
Aerospace and defense – 1.1% | ||
Axon Enterprise, Inc. (A) | 10,866 | 1,074,647 |
BWX Technologies, Inc. | 29,940 | 1,646,999 |
Curtiss-Wright Corp. | 14,127 | 1,191,754 |
HEICO Corp. | 7,925 | 832,521 |
HEICO Corp., Class A | 12,931 | 1,209,049 |
Howmet Aerospace, Inc. | 107,422 | 1,853,030 |
Huntington Ingalls Industries, Inc. | 14,953 | 2,205,268 |
Mercury Systems, Inc. (A) | 14,234 | 980,438 |
Teledyne Technologies, Inc. (A) | 8,098 | 2,503,497 |
Textron, Inc. | 79,071 | 2,830,742 |
Virgin Galactic Holdings, Inc. (A)(B) | 16,759 | 291,942 |
SEE NOTES TO FINANCIAL STATEMENTS | SEMIANNUAL REPORT | JOHN HANCOCK MULTIFACTOR ETFS | 63 |
Shares or Principal Amount | Value | |
Industrials (continued) | ||
Air freight and logistics – 0.7% | ||
C.H. Robinson Worldwide, Inc. | 40,458 | $3,577,701 |
Expeditors International of Washington, Inc. | 47,416 | 4,190,152 |
XPO Logistics, Inc. (A) | 39,941 | 3,594,690 |
Airlines – 0.2% | ||
Alaska Air Group, Inc. | 14,626 | 554,179 |
American Airlines Group, Inc. (B) | 30,426 | 343,205 |
United Airlines Holdings, Inc. (A) | 60,665 | 2,054,117 |
Building products – 1.3% | ||
A.O. Smith Corp. | 44,786 | 2,314,988 |
Allegion PLC | 32,326 | 3,184,111 |
Fortune Brands Home & Security, Inc. | 52,535 | 4,248,505 |
Lennox International, Inc. | 9,092 | 2,469,933 |
Masco Corp. | 51,739 | 2,773,210 |
Owens Corning | 44,711 | 2,927,229 |
Simpson Manufacturing Company, Inc. | 10,216 | 906,364 |
Trex Company, Inc. (A) | 31,804 | 2,211,650 |
Commercial services and supplies – 1.2% | ||
ADT, Inc. | 49,818 | 328,301 |
Copart, Inc. (A) | 50,447 | 5,567,331 |
IAA, Inc. (A) | 35,154 | 1,989,365 |
MSA Safety, Inc. | 8,870 | 1,170,130 |
Republic Services, Inc. | 60,079 | 5,297,165 |
Rollins, Inc. | 36,115 | 2,089,253 |
Stericycle, Inc. (A) | 24,765 | 1,542,860 |
Tetra Tech, Inc. | 13,936 | 1,406,282 |
Construction and engineering – 0.7% | ||
AECOM (A) | 49,036 | 2,198,774 |
EMCOR Group, Inc. | 20,147 | 1,373,824 |
Jacobs Engineering Group, Inc. | 33,845 | 3,215,275 |
Quanta Services, Inc. | 63,461 | 3,961,870 |
Electrical equipment – 1.6% | ||
Acuity Brands, Inc. | 14,371 | 1,281,031 |
AMETEK, Inc. | 56,020 | 5,501,164 |
Generac Holdings, Inc. (A) | 14,425 | 3,031,414 |
Hubbell, Inc. | 24,815 | 3,610,831 |
Plug Power, Inc. (A)(B) | 58,047 | 812,658 |
Rockwell Automation, Inc. | 28,633 | 6,789,457 |
Sensata Technologies Holding PLC (A) | 77,479 | 3,386,607 |
Sunrun, Inc. (A) | 12,633 | 657,169 |
Industrial conglomerates – 0.2% | ||
Carlisle Companies, Inc. | 22,717 | 2,813,955 |
Machinery – 3.9% | ||
AGCO Corp. | 28,883 | 2,224,857 |
Allison Transmission Holdings, Inc. | 53,579 | 1,936,881 |
Donaldson Company, Inc. | 51,266 | 2,435,135 |
Dover Corp. | 43,100 | 4,771,601 |
Flowserve Corp. | 44,545 | 1,297,150 |
Graco, Inc. | 52,904 | 3,274,758 |
Shares or Principal Amount | Value | |
Industrials (continued) | ||
Machinery (continued) | ||
IDEX Corp. | 17,061 | $2,907,024 |
Ingersoll Rand, Inc. (A) | 66,958 | 2,339,513 |
ITT, Inc. | 31,839 | 1,926,578 |
Lincoln Electric Holdings, Inc. | 21,675 | 2,206,949 |
Nordson Corp. | 17,789 | 3,440,926 |
Oshkosh Corp. | 29,370 | 1,978,363 |
Parker-Hannifin Corp. | 33,975 | 7,079,016 |
Pentair PLC | 55,096 | 2,741,577 |
Snap-on, Inc. | 21,403 | 3,371,615 |
Stanley Black & Decker, Inc. | 35,409 | 5,884,976 |
The Middleby Corp. (A) | 20,540 | 2,044,552 |
The Toro Company | 33,082 | 2,716,032 |
Wabtec Corp. | 32,891 | 1,950,436 |
Woodward, Inc. | 18,706 | 1,488,062 |
Xylem, Inc. | 38,046 | 3,315,328 |
Professional services – 1.3% | ||
CoreLogic, Inc. | 20,675 | 1,590,528 |
Dun & Bradstreet Holdings, Inc. (A) | 14,946 | 386,205 |
Equifax, Inc. | 19,956 | 2,725,990 |
Exponent, Inc. | 8,571 | 596,456 |
FTI Consulting, Inc. (A) | 10,017 | 986,274 |
ManpowerGroup, Inc. | 27,019 | 1,833,780 |
Nielsen Holdings PLC | 136,886 | 1,849,330 |
Robert Half International, Inc. | 47,016 | 2,383,241 |
TransUnion | 35,609 | 2,836,613 |
TriNet Group, Inc. (A) | 13,669 | 942,067 |
Verisk Analytics, Inc. | 28,013 | 4,985,474 |
Road and rail – 1.1% | ||
AMERCO | 3,374 | 1,171,318 |
J.B. Hunt Transport Services, Inc. | 23,665 | 2,880,977 |
Kansas City Southern | 24,834 | 4,374,261 |
Knight-Swift Transportation Holdings, Inc. | 37,939 | 1,441,303 |
Landstar System, Inc. | 13,174 | 1,642,798 |
Lyft, Inc., Class A (A) | 2,916 | 66,572 |
Old Dominion Freight Line, Inc. | 23,966 | 4,562,407 |
Schneider National, Inc., Class B | 14,076 | 310,517 |
Trading companies and distributors – 1.4% | ||
Fastenal Company | 117,602 | 5,083,934 |
HD Supply Holdings, Inc. (A) | 69,622 | 2,775,133 |
SiteOne Landscape Supply, Inc. (A) | 12,182 | 1,455,627 |
United Rentals, Inc. (A) | 30,599 | 5,455,496 |
W.W. Grainger, Inc. | 12,732 | 4,456,455 |
Watsco, Inc. | 9,341 | 2,093,692 |
Information technology – 19.8% | 308,732,552 | |
Communications equipment – 1.2% | ||
Arista Networks, Inc. (A) | 13,690 | 2,859,841 |
Ciena Corp. (A) | 63,828 | 2,514,185 |
F5 Networks, Inc. (A) | 26,172 | 3,479,306 |
64 | JOHN HANCOCK MULTIFACTOR ETFS | SEMIANNUAL REPORT | SEE NOTES TO FINANCIAL STATEMENTS |
Shares or Principal Amount | Value | |
Information technology (continued) | ||
Communications equipment (continued) | ||
Juniper Networks, Inc. | 127,754 | $2,519,309 |
Lumentum Holdings, Inc. (A) | 25,946 | 2,145,475 |
Motorola Solutions, Inc. | 30,690 | 4,850,861 |
Ubiquiti, Inc. (B) | 1,485 | 275,631 |
Electronic equipment, instruments and components – 2.9% | ||
Arrow Electronics, Inc. (A) | 38,526 | 3,000,790 |
CDW Corp. | 39,912 | 4,893,211 |
Cognex Corp. | 44,249 | 2,916,009 |
Corning, Inc. | 109,744 | 3,508,516 |
Dolby Laboratories, Inc., Class A | 26,004 | 1,952,380 |
Flex, Ltd. (A) | 245,232 | 3,470,033 |
FLIR Systems, Inc. | 52,490 | 1,820,878 |
II-VI, Inc. (A) | 26,347 | 1,197,998 |
IPG Photonics Corp. (A) | 12,363 | 2,299,023 |
Jabil, Inc. | 83,609 | 2,770,802 |
Keysight Technologies, Inc. (A) | 48,149 | 5,049,386 |
Littelfuse, Inc. | 8,405 | 1,663,686 |
National Instruments Corp. | 51,662 | 1,615,987 |
SYNNEX Corp. | 16,160 | 2,127,302 |
Trimble, Inc. (A) | 72,929 | 3,510,073 |
Zebra Technologies Corp., Class A (A) | 14,157 | 4,015,491 |
IT services – 3.8% | ||
Akamai Technologies, Inc. (A) | 54,106 | 5,146,563 |
Amdocs, Ltd. | 59,839 | 3,373,723 |
Black Knight, Inc. (A) | 32,969 | 2,899,624 |
Booz Allen Hamilton Holding Corp. | 38,301 | 3,006,629 |
Broadridge Financial Solutions, Inc. | 31,387 | 4,318,851 |
CACI International, Inc., Class A (A) | 8,044 | 1,677,415 |
EPAM Systems, Inc. (A) | 15,117 | 4,670,397 |
Euronet Worldwide, Inc. (A) | 16,841 | 1,496,154 |
Fastly, Inc., Class A (A)(B) | 14,186 | 900,953 |
FleetCor Technologies, Inc. (A) | 17,125 | 3,783,084 |
Gartner, Inc. (A) | 21,128 | 2,537,473 |
Genpact, Ltd. | 64,596 | 2,220,165 |
GoDaddy, Inc., Class A (A) | 34,566 | 2,445,199 |
Jack Henry & Associates, Inc. | 18,782 | 2,784,432 |
Leidos Holdings, Inc. | 37,812 | 3,138,396 |
MAXIMUS, Inc. | 25,836 | 1,745,997 |
MongoDB, Inc. (A) | 6,804 | 1,554,510 |
Okta, Inc. (A) | 11,435 | 2,399,406 |
Science Applications International Corp. | 20,636 | 1,575,971 |
Switch, Inc., Class A | 14,881 | 209,227 |
The Western Union Company | 122,384 | 2,379,145 |
VeriSign, Inc. (A) | 18,837 | 3,592,216 |
WEX, Inc. (A) | 14,280 | 1,807,134 |
Semiconductors and semiconductor equipment – 4.7% | ||
CMC Materials, Inc. | 10,803 | 1,536,079 |
Cree, Inc. (A) | 38,263 | 2,433,527 |
Enphase Energy, Inc. (A) | 26,567 | 2,605,957 |
Shares or Principal Amount | Value | |
Information technology (continued) | ||
Semiconductors and semiconductor equipment (continued) | ||
Entegris, Inc. | 56,328 | $4,211,645 |
First Solar, Inc. (A) | 30,423 | 2,648,170 |
Inphi Corp. (A) | 9,007 | 1,258,818 |
KLA Corp. | 26,360 | 5,197,665 |
Marvell Technology Group, Ltd. | 166,343 | 6,239,526 |
Maxim Integrated Products, Inc. | 74,189 | 5,167,264 |
Microchip Technology, Inc. | 46,290 | 4,864,153 |
MKS Instruments, Inc. | 23,367 | 2,532,749 |
Monolithic Power Systems, Inc. | 10,921 | 3,490,352 |
ON Semiconductor Corp. (A) | 200,673 | 5,034,886 |
Qorvo, Inc. (A) | 42,034 | 5,353,450 |
Silicon Laboratories, Inc. (A) | 12,223 | 1,252,369 |
Skyworks Solutions, Inc. | 48,276 | 6,820,916 |
SolarEdge Technologies, Inc. (A) | 13,926 | 3,588,591 |
Teradyne, Inc. | 62,259 | 5,469,453 |
Universal Display Corp. | 13,853 | 2,747,188 |
Software – 6.3% | ||
Alteryx, Inc., Class A (A)(B) | 11,420 | 1,431,497 |
Anaplan, Inc. (A) | 19,257 | 1,065,875 |
ANSYS, Inc. (A) | 22,120 | 6,732,664 |
Appfolio, Inc., Class A (A) | 3,445 | 492,187 |
Appian Corp. (A)(B) | 5,280 | 334,224 |
Aspen Technology, Inc. (A) | 24,187 | 2,655,974 |
Avalara, Inc. (A) | 10,198 | 1,520,012 |
Bill.com Holdings, Inc. (A) | 6,973 | 697,300 |
Blackline, Inc. (A) | 8,731 | 852,844 |
Cadence Design Systems, Inc. (A) | 69,211 | 7,569,607 |
CDK Global, Inc. | 41,513 | 1,789,210 |
Ceridian HCM Holding, Inc. (A) | 21,478 | 1,851,833 |
Citrix Systems, Inc. | 27,003 | 3,058,630 |
Cloudflare, Inc., Class A (A) | 12,626 | 656,173 |
Coupa Software, Inc. (A) | 9,568 | 2,561,354 |
Crowdstrike Holdings, Inc., Class A (A) | 6,713 | 831,338 |
Dropbox, Inc., Class A (A) | 80,534 | 1,470,551 |
Dynatrace, Inc. (A) | 17,326 | 611,781 |
Elastic NV (A) | 9,918 | 1,005,784 |
Envestnet, Inc. (A) | 10,350 | 794,259 |
Everbridge, Inc. (A)(B) | 5,063 | 530,045 |
Fair Isaac Corp. (A) | 7,974 | 3,121,422 |
Five9, Inc. (A) | 11,530 | 1,749,332 |
Fortinet, Inc. (A) | 30,614 | 3,378,867 |
Globant SA (A) | 4,658 | 841,281 |
Guidewire Software, Inc. (A) | 26,887 | 2,584,110 |
HubSpot, Inc. (A) | 7,715 | 2,237,890 |
Manhattan Associates, Inc. (A) | 18,417 | 1,574,654 |
Medallia, Inc. (A)(B) | 10,781 | 306,719 |
NortonLifeLock, Inc. | 122,000 | 2,509,540 |
Nuance Communications, Inc. (A) | 100,389 | 3,203,413 |
Nutanix, Inc., Class A (A) | 27,693 | 674,048 |
SEE NOTES TO FINANCIAL STATEMENTS | SEMIANNUAL REPORT | JOHN HANCOCK MULTIFACTOR ETFS | 65 |
Shares or Principal Amount | Value | |
Information technology (continued) | ||
Software (continued) | ||
Palo Alto Networks, Inc. (A) | 11,952 | $2,643,663 |
Paycom Software, Inc. (A) | 11,205 | 4,079,628 |
Paylocity Holding Corp. (A) | 10,881 | 2,018,643 |
Pegasystems, Inc. | 8,337 | 966,092 |
Proofpoint, Inc. (A) | 13,176 | 1,261,470 |
PTC, Inc. (A) | 33,482 | 2,808,470 |
Q2 Holdings, Inc. (A) | 9,974 | 910,028 |
Qualys, Inc. (A) | 9,010 | 791,529 |
RealPage, Inc. (A) | 31,419 | 1,749,724 |
RingCentral, Inc., Class A (A) | 9,515 | 2,458,105 |
Slack Technologies, Inc., Class A (A)(B) | 42,117 | 1,077,353 |
Smartsheet, Inc., Class A (A) | 21,342 | 1,063,899 |
SolarWinds Corp. (A)(B) | 22,841 | 466,642 |
SS&C Technologies Holdings, Inc. | 66,048 | 3,911,363 |
The Trade Desk, Inc., Class A (A) | 6,322 | 3,581,097 |
Tyler Technologies, Inc. (A) | 10,351 | 3,978,717 |
Zendesk, Inc. (A) | 18,647 | 2,068,698 |
Zscaler, Inc. (A) | 9,926 | 1,347,455 |
Technology hardware, storage and peripherals – 0.9% | ||
Hewlett Packard Enterprise Company | 270,350 | 2,335,824 |
NetApp, Inc. | 67,724 | 2,972,406 |
Pure Storage, Inc., Class A (A) | 34,968 | 562,985 |
Seagate Technology PLC | 78,922 | 3,774,050 |
Western Digital Corp. | 85,271 | 3,217,275 |
Xerox Holdings Corp. | 81,785 | 1,421,423 |
Materials – 6.4% | 100,655,097 | |
Chemicals – 2.5% | ||
Albemarle Corp. | 32,347 | 3,015,064 |
Ashland Global Holdings, Inc. | 23,419 | 1,633,944 |
Axalta Coating Systems, Ltd. (A) | 79,153 | 1,987,532 |
Celanese Corp. | 32,235 | 3,658,995 |
CF Industries Holdings, Inc. | 69,106 | 1,908,017 |
Corteva, Inc. | 99,360 | 3,276,893 |
Eastman Chemical Company | 49,934 | 4,036,665 |
FMC Corp. | 28,474 | 2,925,419 |
Huntsman Corp. | 87,576 | 2,127,221 |
International Flavors & Fragrances, Inc. (B) | 18,064 | 1,854,450 |
LyondellBasell Industries NV, Class A | 46,931 | 3,212,427 |
NewMarket Corp. | 3,188 | 1,140,316 |
RPM International, Inc. | 47,108 | 3,988,634 |
The Mosaic Company | 96,871 | 1,792,114 |
The Scotts Miracle-Gro Company | 11,635 | 1,745,832 |
Westlake Chemical Corp. | 12,634 | 854,311 |
Construction materials – 0.5% | ||
Martin Marietta Materials, Inc. | 14,027 | 3,736,091 |
Vulcan Materials Company | 29,711 | 4,303,341 |
Containers and packaging – 2.5% | ||
Amcor PLC | 290,736 | 3,032,376 |
Shares or Principal Amount | Value | |
Materials (continued) | ||
Containers and packaging (continued) | ||
AptarGroup, Inc. | 24,713 | $2,819,506 |
Avery Dennison Corp. | 26,353 | 3,646,992 |
Ball Corp. | 71,764 | 6,386,996 |
Berry Global Group, Inc. (A) | 52,052 | 2,427,185 |
Crown Holdings, Inc. (A) | 43,530 | 3,734,874 |
Graphic Packaging Holding Company | 13,547 | 180,040 |
International Paper Company | 101,896 | 4,457,950 |
Packaging Corp. of America | 37,667 | 4,312,495 |
Sealed Air Corp. | 55,922 | 2,213,952 |
Silgan Holdings, Inc. | 20,264 | 698,095 |
Sonoco Products Company | 50,894 | 2,488,208 |
Westrock Company | 93,598 | 3,514,605 |
Metals and mining – 0.9% | ||
Freeport-McMoRan, Inc. | 126,164 | 2,187,684 |
Nucor Corp. | 74,925 | 3,578,418 |
Reliance Steel & Aluminum Company | 28,339 | 3,088,668 |
Royal Gold, Inc. | 16,370 | 1,944,920 |
Steel Dynamics, Inc. | 87,194 | 2,744,867 |
Real estate – 5.1% | 79,345,569 | |
Equity real estate investment trusts – 4.7% | ||
Alexandria Real Estate Equities, Inc. | 17,136 | 2,596,447 |
American Campus Communities, Inc. | 31,728 | 1,188,531 |
American Homes 4 Rent, Class A | 60,970 | 1,723,622 |
Americold Realty Trust | 43,865 | 1,589,229 |
Apartment Investment & Management Company, Class A | 36,425 | 1,161,958 |
Boston Properties, Inc. | 4,562 | 330,334 |
Camden Property Trust | 21,506 | 1,983,713 |
CoreSite Realty Corp. | 9,284 | 1,108,138 |
Cousins Properties, Inc. | 31,620 | 805,678 |
CubeSmart | 44,551 | 1,511,615 |
CyrusOne, Inc. | 26,369 | 1,873,517 |
Douglas Emmett, Inc. | 38,419 | 906,688 |
Duke Realty Corp. | 74,258 | 2,821,061 |
EastGroup Properties, Inc. | 8,233 | 1,095,648 |
Equity LifeStyle Properties, Inc. | 34,311 | 2,030,868 |
Essex Property Trust, Inc. | 9,249 | 1,892,253 |
Extra Space Storage, Inc. | 23,618 | 2,738,507 |
Federal Realty Investment Trust | 16,877 | 1,160,800 |
First Industrial Realty Trust, Inc. | 27,049 | 1,076,821 |
Gaming and Leisure Properties, Inc. | 48,822 | 1,774,680 |
Healthcare Realty Trust, Inc. | 23,634 | 657,025 |
Healthcare Trust of America, Inc., Class A | 49,619 | 1,205,742 |
Healthpeak Properties, Inc. | 72,109 | 1,944,780 |
Highwoods Properties, Inc. | 23,732 | 706,502 |
Host Hotels & Resorts, Inc. | 102,844 | 1,077,805 |
Invitation Homes, Inc. | 73,234 | 1,996,359 |
Iron Mountain, Inc. | 65,574 | 1,708,858 |
Kilroy Realty Corp. | 25,571 | 1,203,883 |
66 | JOHN HANCOCK MULTIFACTOR ETFS | SEMIANNUAL REPORT | SEE NOTES TO FINANCIAL STATEMENTS |
Shares or Principal Amount | Value | |
Real estate (continued) | ||
Equity real estate investment trusts (continued) | ||
Kimco Realty Corp. | 95,511 | $979,943 |
Lamar Advertising Company, Class A | 23,959 | 1,484,500 |
Life Storage, Inc. | 10,312 | 1,177,115 |
Medical Properties Trust, Inc. | 111,537 | 1,987,589 |
MGM Growth Properties LLC, Class A | 28,598 | 756,417 |
Mid-America Apartment Communities, Inc. | 17,201 | 2,006,153 |
National Retail Properties, Inc. | 38,542 | 1,233,729 |
Omega Healthcare Investors, Inc. | 51,459 | 1,482,534 |
QTS Realty Trust, Inc., Class A | 9,667 | 594,617 |
Realty Income Corp. | 44,103 | 2,551,800 |
Regency Centers Corp. | 31,447 | 1,119,199 |
Rexford Industrial Realty, Inc. | 25,984 | 1,207,217 |
STAG Industrial, Inc. | 29,403 | 915,021 |
STORE Capital Corp. | 49,153 | 1,263,232 |
Sun Communities, Inc. | 16,680 | 2,295,668 |
UDR, Inc. | 53,844 | 1,682,087 |
VEREIT, Inc. | 236,000 | 1,463,200 |
VICI Properties, Inc. | 71,373 | 1,638,010 |
Vornado Realty Trust | 23,034 | 707,835 |
Weyerhaeuser Company | 122,846 | 3,352,467 |
WP Carey, Inc. | 24,005 | 1,502,953 |
Real estate management and development – 0.4% | ||
CBRE Group, Inc., Class A (A) | 72,958 | 3,677,083 |
Jones Lang LaSalle, Inc. | 17,305 | 1,953,042 |
Redfin Corp. (A) | 10,608 | 443,096 |
Utilities – 5.3% | 83,381,959 | |
Electric utilities – 2.3% | ||
Alliant Energy Corp. | 54,540 | 3,014,971 |
Avangrid, Inc. | 10,521 | 519,106 |
Edison International | 55,831 | 3,128,769 |
Entergy Corp. | 47,830 | 4,841,353 |
Evergy, Inc. | 74,383 | 4,105,942 |
Eversource Energy | 59,722 | 5,211,939 |
FirstEnergy Corp. | 119,691 | 3,557,217 |
IDACORP, Inc. | 13,706 | 1,202,427 |
NRG Energy, Inc. | 69,540 | 2,198,855 |
OGE Energy Corp. | 77,404 | 2,381,721 |
Pinnacle West Capital Corp. | 38,937 | 3,176,091 |
PPL Corp. | 126,027 | 3,465,743 |
Gas utilities – 0.4% | ||
Atmos Energy Corp. | 26,934 | 2,469,040 |
Shares or Principal Amount | Value | |
Utilities (continued) | ||
Gas utilities (continued) | ||
National Fuel Gas Company | 20,412 | $815,664 |
ONE Gas, Inc. | 14,417 | 995,350 |
UGI Corp. | 47,820 | 1,546,499 |
Independent power and renewable electricity producers –0.4% | ||
Brookfield Renewable Corp., Class A | 12,103 | 808,117 |
Clearway Energy, Inc., Class A | 4,930 | 129,215 |
Clearway Energy, Inc., Class C | 12,615 | 355,238 |
The AES Corp. | 186,349 | 3,633,806 |
Vistra Corp. | 98,714 | 1,714,662 |
Multi-utilities – 1.7% | ||
Ameren Corp. | 62,331 | 5,056,291 |
CenterPoint Energy, Inc. | 136,709 | 2,888,661 |
CMS Energy Corp. | 69,658 | 4,411,441 |
DTE Energy Company | 39,195 | 4,837,447 |
MDU Resources Group, Inc. | 81,668 | 1,940,432 |
NiSource, Inc. | 99,009 | 2,274,237 |
WEC Energy Group, Inc. | 50,675 | 5,095,371 |
Water utilities – 0.5% | ||
American Water Works Company, Inc. | 37,062 | 5,578,202 |
Essential Utilities, Inc. | 49,227 | 2,028,152 |
SHORT-TERM INVESTMENTS – 1.0% | $15,246,231 | |
(Cost $15,247,051) | ||
Short-term funds – 1.0% | 15,246,231 | |
John Hancock Collateral Trust, 0.2508% (C)(D) | 1,172,752 | 11,737,607 |
State Street Institutional U.S. Government Money Market Fund, Premier Class, 0.0257% (C) | 3,508,624 | 3,508,624 |
Total investments (Multifactor Mid Cap ETF) (Cost $1,469,800,856) 100.7% | $1,572,502,897 | |
Other assets and liabilities, net (0.7%) | (11,491,687) | |
Total net assets 100.0% | $1,561,011,210 |
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 10-31-20. |
(C) | The rate shown is the annualized seven-day yield as of 10-31-20. |
(D) | Investment is an affiliate of the fund, the advisor and/or subadvisor. This security represents the investment of cash collateral received for securities lending. |
Open contracts | Number of contracts | Position | Expiration date | Notional basis^ | Notional value^ | Unrealized appreciation (depreciation) |
S&P 500 Index E-Mini Futures | 14 | Long | Dec 2020 | $2,404,140 | $2,285,675 | $(118,465) |
$(118,465) |
SEE NOTES TO FINANCIAL STATEMENTS | SEMIANNUAL REPORT | JOHN HANCOCK MULTIFACTOR ETFS | 67 |
Shares or Principal Amount | Value | |
COMMON STOCKS – 99.9% | $478,646,727 | |
(Cost $469,518,448) | ||
Communication services – 1.9% | 9,129,507 | |
Diversified telecommunication services – 0.9% | ||
Bandwidth, Inc., Class A (A) | 10,626 | 1,703,932 |
Cogent Communications Holdings, Inc. | 18,479 | 1,031,128 |
Iridium Communications, Inc. (A) | 51,606 | 1,362,914 |
Entertainment – 0.5% | ||
Madison Square Garden Sports Corp. (A) | 9,550 | 1,352,662 |
World Wrestling Entertainment, Inc., Class A | 25,182 | 915,618 |
Interactive media and services – 0.2% | ||
TripAdvisor, Inc. | 50,505 | 965,151 |
Media – 0.3% | ||
Nexstar Media Group, Inc., Class A | 19,562 | 1,611,909 |
Wireless telecommunication services – 0.0% | ||
United States Cellular Corp. (A) | 6,394 | 186,193 |
Consumer discretionary – 14.3% | 68,276,576 | |
Auto components – 0.4% | ||
Fox Factory Holding Corp. (A) | 19,916 | 1,674,537 |
Automobiles – 0.8% | ||
Harley-Davidson, Inc. | 66,358 | 2,181,851 |
Thor Industries, Inc. | 21,944 | 1,856,024 |
Diversified consumer services – 0.6% | ||
frontdoor, Inc. (A) | 37,308 | 1,478,143 |
Grand Canyon Education, Inc. (A) | 20,579 | 1,612,776 |
Hotels, restaurants and leisure – 3.0% | ||
Boyd Gaming Corp. | 35,647 | 1,130,723 |
Choice Hotels International, Inc. | 13,118 | 1,145,857 |
Cracker Barrel Old Country Store, Inc. | 10,307 | 1,173,143 |
Marriott Vacations Worldwide Corp. | 15,969 | 1,542,605 |
Papa John's International, Inc. | 17,280 | 1,323,648 |
Planet Fitness, Inc., Class A (A) | 730 | 43,267 |
Texas Roadhouse, Inc. | 28,187 | 1,973,936 |
The Wendy's Company | 89,781 | 1,961,715 |
Wingstop, Inc. | 14,807 | 1,722,498 |
Wyndham Hotels & Resorts, Inc. | 48,124 | 2,238,247 |
Household durables – 2.3% | ||
Helen of Troy, Ltd. (A) | 10,327 | 1,957,999 |
KB Home | 39,909 | 1,287,065 |
Leggett & Platt, Inc. | 57,621 | 2,404,524 |
Taylor Morrison Home Corp. (A) | 54,659 | 1,180,634 |
Tempur Sealy International, Inc. (A) | 22,253 | 1,980,517 |
Toll Brothers, Inc. | 392 | 16,574 |
TopBuild Corp. (A) | 14,685 | 2,249,889 |
Internet and direct marketing retail – 0.8% | ||
Qurate Retail, Inc., Series A | 215,416 | 1,458,366 |
Shares or Principal Amount | Value | |
Internet and direct marketing retail (continued) | ||
Stamps.com, Inc. (A) | 9,480 | $2,116,315 |
Leisure products – 1.3% | ||
Brunswick Corp. | 35,300 | 2,248,963 |
Mattel, Inc. (A) | 149,181 | 2,054,222 |
YETI Holdings, Inc. (A) | 38,066 | 1,883,506 |
Specialty retail – 2.3% | ||
Aaron's Holdings Company, Inc. | 29,296 | 1,531,009 |
AutoNation, Inc. (A) | 34,399 | 1,951,455 |
Dick's Sporting Goods, Inc. | 27,249 | 1,543,656 |
Foot Locker, Inc. | 51,811 | 1,910,790 |
Murphy USA, Inc. (A) | 13,544 | 1,656,296 |
National Vision Holdings, Inc. (A) | 34,174 | 1,378,237 |
Penske Automotive Group, Inc. | 19,322 | 988,514 |
Textiles, apparel and luxury goods – 2.8% | ||
Carter's, Inc. | 18,734 | 1,525,884 |
Hanesbrands, Inc. | 173,995 | 2,796,100 |
Levi Strauss & Company, Class A (B) | 30,973 | 488,754 |
PVH Corp. | 33,369 | 1,945,079 |
Ralph Lauren Corp. | 21,814 | 1,458,266 |
Skechers U.S.A., Inc., Class A (A) | 62,851 | 1,993,005 |
Tapestry, Inc. | 144,489 | 3,211,987 |
Consumer staples – 3.1% | 15,070,175 | |
Beverages – 0.1% | ||
National Beverage Corp. (A)(B) | 6,163 | 482,501 |
Food and staples retailing – 0.8% | ||
Grocery Outlet Holding Corp. (A) | 41,127 | 1,810,411 |
Performance Food Group Company (A) | 59,533 | 2,000,904 |
Food products – 2.0% | ||
Darling Ingredients, Inc. (A) | 63,487 | 2,729,941 |
Flowers Foods, Inc. | 71,019 | 1,674,628 |
Freshpet, Inc. (A) | 18,938 | 2,168,401 |
Lancaster Colony Corp. | 9,150 | 1,520,181 |
Seaboard Corp. | 127 | 437,515 |
The Hain Celestial Group, Inc. (A) | 36,908 | 1,134,921 |
Household products – 0.2% | ||
Energizer Holdings, Inc. | 28,228 | 1,110,772 |
Energy – 1.7% | 7,954,077 | |
Oil, gas and consumable fuels – 1.7% | ||
Antero Midstream Corp. | 178,557 | 1,023,132 |
EQT Corp. | 138,279 | 2,093,544 |
Equitrans Midstream Corp. | 225,036 | 1,633,761 |
New Fortress Energy, Inc. (B) | 15,466 | 558,787 |
Parsley Energy, Inc., Class A | 161,291 | 1,614,523 |
WPX Energy, Inc. (A) | 223,499 | 1,030,330 |
68 | JOHN HANCOCK MULTIFACTOR ETFS | SEMIANNUAL REPORT | SEE NOTES TO FINANCIAL STATEMENTS |
Shares or Principal Amount | Value | |
Financials – 17.0% | $81,369,037 | |
Banks – 5.8% | ||
Bank OZK | 52,161 | 1,292,550 |
BOK Financial Corp. | 14,720 | 864,653 |
Community Bank System, Inc. | 23,441 | 1,359,344 |
Cullen/Frost Bankers, Inc. | 29,015 | 2,038,884 |
First Citizens BancShares, Inc., Class A | 2,147 | 993,417 |
First Financial Bankshares, Inc. | 60,121 | 1,792,207 |
First Horizon National Corp. | 225,510 | 2,347,559 |
Glacier Bancorp, Inc. | 42,199 | 1,510,724 |
People's United Financial, Inc. | 215,034 | 2,294,413 |
Pinnacle Financial Partners, Inc. | 32,489 | 1,487,671 |
Popular, Inc. | 36,855 | 1,555,281 |
South State Corp. | 32,559 | 1,999,123 |
Synovus Financial Corp. | 61,047 | 1,587,222 |
TCF Financial Corp. | 78,239 | 2,128,883 |
United Bankshares, Inc. | 58,914 | 1,545,314 |
Valley National Bancorp | 171,515 | 1,310,375 |
Western Alliance Bancorp | 39,798 | 1,639,678 |
Capital markets – 3.9% | ||
Affiliated Managers Group, Inc. | 21,182 | 1,596,487 |
Artisan Partners Asset Management, Inc., Class A | 31,257 | 1,252,155 |
Cohen & Steers, Inc. | 10,629 | 598,519 |
Eaton Vance Corp. | 49,005 | 2,930,009 |
Hamilton Lane, Inc., Class A | 12,844 | 895,227 |
Houlihan Lokey, Inc. | 23,215 | 1,455,581 |
Interactive Brokers Group, Inc., Class A | 33,610 | 1,598,828 |
Invesco, Ltd. | 213,271 | 2,795,983 |
Janus Henderson Group PLC | 68,790 | 1,671,597 |
Lazard, Ltd., Class A | 49,473 | 1,665,756 |
Stifel Financial Corp. | 28,434 | 1,662,252 |
Virtu Financial, Inc., Class A | 28,500 | 609,330 |
Consumer finance – 0.8% | ||
LendingTree, Inc. (A)(B) | 3,561 | 1,152,304 |
OneMain Holdings, Inc. | 32,108 | 1,120,248 |
SLM Corp. | 171,198 | 1,573,310 |
Diversified financial services – 0.7% | ||
Cannae Holdings, Inc. (A) | 40,668 | 1,503,903 |
Jefferies Financial Group, Inc. | 99,746 | 1,946,044 |
Insurance – 3.9% | ||
Axis Capital Holdings, Ltd. | 34,718 | 1,482,111 |
Enstar Group, Ltd. (A) | 5,360 | 921,223 |
Kemper Corp. | 24,522 | 1,512,027 |
Kinsale Capital Group, Inc. | 9,973 | 1,869,638 |
National General Holdings Corp. | 34,928 | 1,186,504 |
Old Republic International Corp. | 150,929 | 2,457,124 |
Palomar Holdings, Inc. (A) | 11,486 | 1,024,207 |
Primerica, Inc. | 18,867 | 2,079,898 |
RLI Corp. | 18,762 | 1,626,665 |
Selective Insurance Group, Inc. | 25,968 | 1,351,894 |
Shares or Principal Amount | Value | |
Financials (continued) | ||
Insurance (continued) | ||
The Hanover Insurance Group, Inc. | 18,546 | $1,774,110 |
Unum Group | 81,937 | 1,447,007 |
Mortgage real estate investment trusts – 0.4% | ||
Hannon Armstrong Sustainable Infrastructure Capital, Inc. | 39,543 | 1,654,875 |
Thrifts and mortgage finance – 1.5% | ||
Essent Group, Ltd. | 48,167 | 1,919,455 |
MGIC Investment Corp. | 146,544 | 1,474,233 |
New York Community Bancorp, Inc. | 229,151 | 1,904,245 |
Radian Group, Inc. | 82,522 | 1,481,270 |
TFS Financial Corp. | 27,226 | 427,720 |
Health care – 12.7% | 60,634,349 | |
Biotechnology – 7.0% | ||
Allakos, Inc. (A)(B) | 14,211 | 1,351,892 |
Allogene Therapeutics, Inc. (A) | 34,652 | 1,175,396 |
Arena Pharmaceuticals, Inc. (A) | 31,936 | 2,737,554 |
Arrowhead Pharmaceuticals, Inc. (A) | 48,937 | 2,804,090 |
Biohaven Pharmaceutical Holding Company, Ltd. (A) | 28,472 | 2,205,441 |
Bluebird Bio, Inc. (A) | 34,525 | 1,785,288 |
Blueprint Medicines Corp. (A) | 29,042 | 2,970,416 |
Denali Therapeutics, Inc. (A) | 40,935 | 1,751,199 |
FibroGen, Inc. (A) | 37,444 | 1,437,101 |
Global Blood Therapeutics, Inc. (A) | 27,588 | 1,458,853 |
Halozyme Therapeutics, Inc. (A) | 74,858 | 2,096,024 |
Invitae Corp. (A)(B) | 67,425 | 2,643,734 |
Iovance Biotherapeutics, Inc. (A) | 64,420 | 2,298,506 |
PTC Therapeutics, Inc. (A) | 30,106 | 1,571,232 |
Ultragenyx Pharmaceutical, Inc. (A) | 25,627 | 2,575,514 |
United Therapeutics Corp. (A) | 20,178 | 2,708,493 |
Health care equipment and supplies – 2.8% | ||
Envista Holdings Corp. (A) | 69,814 | 1,844,486 |
Haemonetics Corp. (A) | 26,066 | 2,635,012 |
ICU Medical, Inc. (A) | 9,369 | 1,665,715 |
Integra LifeSciences Holdings Corp. (A) | 33,183 | 1,463,370 |
Neogen Corp. (A) | 24,096 | 1,680,455 |
Nevro Corp. (A) | 14,685 | 2,191,149 |
Wright Medical Group NV (A)(B) | 57,963 | 1,773,088 |
Health care providers and services – 1.3% | ||
HealthEquity, Inc. (A) | 32,336 | 1,664,981 |
Premier, Inc., Class A | 57,537 | 1,883,186 |
Tenet Healthcare Corp. (A) | 44,196 | 1,084,570 |
The Ensign Group, Inc. | 27,248 | 1,603,272 |
Health care technology – 0.6% | ||
Change Healthcare, Inc. (A) | 119,415 | 1,689,722 |
Inovalon Holdings, Inc., Class A (A) | 31,181 | 592,127 |
Schrodinger, Inc. (A) | 8,392 | 409,362 |
SEE NOTES TO FINANCIAL STATEMENTS | SEMIANNUAL REPORT | JOHN HANCOCK MULTIFACTOR ETFS | 69 |
Shares or Principal Amount | Value | |
Health care (continued) | ||
Life sciences tools and services – 0.7% | ||
Medpace Holdings, Inc. (A) | 12,737 | $1,413,043 |
NeoGenomics, Inc. (A) | 50,643 | 1,986,725 |
Pharmaceuticals – 0.3% | ||
Nektar Therapeutics (A) | 93,646 | 1,483,353 |
Industrials – 17.1% | 82,146,100 | |
Aerospace and defense – 1.8% | ||
Aerojet Rocketdyne Holdings, Inc. (A) | 32,008 | 1,037,699 |
Axon Enterprise, Inc. (A) | 23,255 | 2,299,920 |
Curtiss-Wright Corp. | 22,209 | 1,873,551 |
Mercury Systems, Inc. (A) | 24,862 | 1,712,495 |
Parsons Corp. (A) | 9,587 | 302,182 |
Virgin Galactic Holdings, Inc. (A)(B) | 70,010 | 1,219,574 |
Airlines – 0.1% | ||
Alaska Air Group, Inc. | 454 | 17,202 |
JetBlue Airways Corp. (A) | 43,963 | 526,237 |
Building products – 1.7% | ||
AAON, Inc. | 18,160 | 1,060,726 |
Advanced Drainage Systems, Inc. | 20,332 | 1,289,659 |
Armstrong World Industries, Inc. | 21,726 | 1,301,387 |
Builders FirstSource, Inc. (A) | 52,151 | 1,580,175 |
Simpson Manufacturing Company, Inc. | 19,625 | 1,741,130 |
UFP Industries, Inc. | 26,950 | 1,345,075 |
Commercial services and supplies – 1.4% | ||
Clean Harbors, Inc. (A) | 24,087 | 1,275,888 |
MSA Safety, Inc. | 16,364 | 2,158,739 |
Tetra Tech, Inc. | 23,635 | 2,385,008 |
UniFirst Corp. | 6,585 | 1,078,689 |
Construction and engineering – 1.0% | ||
EMCOR Group, Inc. | 27,722 | 1,890,363 |
MasTec, Inc. (A) | 25,703 | 1,275,897 |
WillScot Mobile Mini Holdings Corp. (A) | 85,901 | 1,596,041 |
Electrical equipment – 1.7% | ||
Acuity Brands, Inc. | 17,590 | 1,567,973 |
EnerSys | 19,017 | 1,361,617 |
nVent Electric PLC | 76,844 | 1,387,034 |
Regal Beloit Corp. | 18,502 | 1,825,222 |
Sunrun, Inc. (A) | 17,058 | 887,357 |
Vicor Corp. (A) | 11,531 | 899,418 |
Machinery – 4.7% | ||
AGCO Corp. | 23,672 | 1,823,454 |
Allison Transmission Holdings, Inc. | 55,706 | 2,013,772 |
Colfax Corp. (A) | 46,085 | 1,253,051 |
Crane Company | 22,434 | 1,138,526 |
Flowserve Corp. | 70,063 | 2,040,235 |
Gates Industrial Corp. PLC (A) | 20,716 | 229,948 |
ITT, Inc. | 40,914 | 2,475,706 |
John Bean Technologies Corp. | 13,937 | 1,170,290 |
Navistar International Corp. (A) | 19,873 | 856,725 |
Shares or Principal Amount | Value | |
Industrials (continued) | ||
Machinery (continued) | ||
Oshkosh Corp. | 27,489 | $1,851,659 |
Proto Labs, Inc. (A) | 12,588 | 1,486,391 |
RBC Bearings, Inc. (A) | 10,975 | 1,306,574 |
Rexnord Corp. | 51,266 | 1,644,613 |
The Middleby Corp. (A) | 2,632 | 261,989 |
The Timken Company | 29,239 | 1,745,568 |
Watts Water Technologies, Inc., Class A | 11,960 | 1,324,809 |
Professional services – 2.2% | ||
ASGN, Inc. (A) | 22,414 | 1,494,566 |
CoreLogic, Inc. | 35,644 | 2,742,093 |
Exponent, Inc. | 23,324 | 1,623,117 |
FTI Consulting, Inc. (A) | 15,833 | 1,558,917 |
ManpowerGroup, Inc. | 27,984 | 1,899,274 |
TriNet Group, Inc. (A) | 18,402 | 1,268,266 |
Road and rail – 1.3% | ||
Landstar System, Inc. | 18,055 | 2,251,459 |
Saia, Inc. (A) | 13,751 | 2,030,473 |
Schneider National, Inc., Class B | 26,489 | 584,347 |
Werner Enterprises, Inc. | 31,464 | 1,196,261 |
Trading companies and distributors – 1.2% | ||
Air Lease Corp. | 46,779 | 1,274,260 |
MSC Industrial Direct Company, Inc., Class A | 16,951 | 1,180,807 |
SiteOne Landscape Supply, Inc. (A) | 18,591 | 2,221,439 |
Univar Solutions, Inc. (A) | 78,436 | 1,301,253 |
Information technology – 14.6% | 69,852,327 | |
Communications equipment – 0.4% | ||
EchoStar Corp., Class A (A) | 22,049 | 510,655 |
Viavi Solutions, Inc. (A) | 107,674 | 1,329,774 |
Electronic equipment, instruments and components – 2.7% | ||
FLIR Systems, Inc. | 69,730 | 2,418,934 |
II-VI, Inc. (A)(B) | 58,656 | 2,667,088 |
Jabil, Inc. | 55,843 | 1,850,637 |
Littelfuse, Inc. | 10,711 | 2,120,135 |
National Instruments Corp. | 64,522 | 2,018,248 |
Novanta, Inc. (A) | 15,648 | 1,701,251 |
IT services – 2.0% | ||
KBR, Inc. | 62,630 | 1,396,023 |
LiveRamp Holdings, Inc. (A) | 34,552 | 2,283,542 |
ManTech International Corp., Class A | 11,872 | 770,255 |
MAXIMUS, Inc. | 28,139 | 1,901,634 |
Perspecta, Inc. | 61,139 | 1,096,222 |
Science Applications International Corp. | 25,895 | 1,977,601 |
Switch, Inc., Class A | 31,688 | 445,533 |
Semiconductors and semiconductor equipment – 3.1% | ||
Amkor Technology, Inc. (A) | 38,574 | 457,102 |
Brooks Automation, Inc. | 33,883 | 1,582,336 |
Cirrus Logic, Inc. (A) | 26,802 | 1,845,854 |
CMC Materials, Inc. | 12,542 | 1,783,347 |
70 | JOHN HANCOCK MULTIFACTOR ETFS | SEMIANNUAL REPORT | SEE NOTES TO FINANCIAL STATEMENTS |
Shares or Principal Amount | Value | |
Information technology (continued) | ||
Semiconductors and semiconductor equipment (continued) | ||
Lattice Semiconductor Corp. (A) | 69,956 | $2,441,464 |
Power Integrations, Inc. | 26,417 | 1,590,568 |
Semtech Corp. (A) | 28,886 | 1,585,553 |
Silicon Laboratories, Inc. (A) | 19,438 | 1,991,617 |
Synaptics, Inc. (A) | 18,160 | 1,392,327 |
Software – 5.7% | ||
2U, Inc. (A)(B) | 38,641 | 1,423,921 |
ACI Worldwide, Inc. (A) | 51,073 | 1,489,799 |
Alarm.com Holdings, Inc. (A) | 23,208 | 1,353,723 |
Altair Engineering, Inc., Class A (A) | 18,947 | 815,289 |
Appian Corp. (A)(B) | 19,886 | 1,258,784 |
Blackbaud, Inc. | 22,308 | 1,100,677 |
Blackline, Inc. (A) | 26,378 | 2,576,603 |
Cloudera, Inc. (A)(B) | 119,548 | 1,162,007 |
Envestnet, Inc. (A) | 23,615 | 1,812,215 |
Everbridge, Inc. (A)(B) | 2,138 | 223,827 |
FireEye, Inc. (A) | 102,216 | 1,414,669 |
j2 Global, Inc. (A) | 20,517 | 1,392,694 |
LivePerson, Inc. (A) | 35,864 | 1,917,289 |
Mimecast, Ltd. (A) | 26,608 | 1,016,692 |
Q2 Holdings, Inc. (A)(B) | 19,677 | 1,795,329 |
Qualys, Inc. (A) | 15,382 | 1,351,309 |
Sailpoint Technologies Holdings, Inc. (A) | 46,749 | 1,940,551 |
Varonis Systems, Inc. (A) | 16,772 | 1,938,340 |
Verint Systems, Inc. (A) | 26,671 | 1,294,077 |
Technology hardware, storage and peripherals – 0.7% | ||
Pure Storage, Inc., Class A (A) | 108,019 | 1,739,106 |
Xerox Holdings Corp. | 96,532 | 1,677,726 |
Materials – 3.9% | 18,936,134 | |
Chemicals – 2.4% | ||
Ashland Global Holdings, Inc. | 26,627 | 1,857,766 |
Balchem Corp. | 14,143 | 1,413,593 |
Huntsman Corp. | 87,419 | 2,123,408 |
NewMarket Corp. | 3,808 | 1,362,084 |
Quaker Chemical Corp. (B) | 6,913 | 1,318,931 |
The Chemours Company | 87,105 | 1,754,295 |
Valvoline, Inc. | 82,875 | 1,630,151 |
Construction materials – 0.3% | ||
Eagle Materials, Inc. | 18,022 | 1,536,376 |
Containers and packaging – 0.6% | ||
Ardagh Group SA | 8,928 | 147,133 |
Graphic Packaging Holding Company | 120,324 | 1,599,106 |
Silgan Holdings, Inc. | 36,483 | 1,256,839 |
Metals and mining – 0.3% | ||
Hecla Mining Company | 285,357 | 1,306,935 |
Paper and forest products – 0.3% | ||
Louisiana-Pacific Corp. | 57,016 | 1,629,517 |
Shares or Principal Amount | Value | |
Real estate – 9.0% | $43,167,199 | |
Equity real estate investment trusts – 8.3% | ||
Agree Realty Corp. | 24,202 | 1,502,218 |
American Campus Communities, Inc. | 68,547 | 2,567,771 |
Brixmor Property Group, Inc. | 145,353 | 1,593,069 |
Cousins Properties, Inc. | 69,616 | 1,773,816 |
Douglas Emmett, Inc. | 87,279 | 2,059,784 |
EastGroup Properties, Inc. | 13,883 | 1,847,550 |
Equity Commonwealth | 52,104 | 1,376,588 |
First Industrial Realty Trust, Inc. | 47,482 | 1,890,258 |
Healthcare Realty Trust, Inc. | 59,058 | 1,641,812 |
Highwoods Properties, Inc. | 46,194 | 1,375,195 |
Hudson Pacific Properties, Inc. | 69,766 | 1,343,693 |
JBG SMITH Properties | 54,377 | 1,269,703 |
Kimco Realty Corp. | 19,900 | 204,174 |
Lexington Realty Trust | 122,996 | 1,221,350 |
Life Storage, Inc. | 20,267 | 2,313,478 |
National Storage Affiliates Trust | 24,377 | 826,137 |
Physicians Realty Trust | 89,690 | 1,512,173 |
PotlatchDeltic Corp. | 29,577 | 1,228,924 |
PS Business Parks, Inc. | 8,765 | 999,473 |
QTS Realty Trust, Inc., Class A | 27,973 | 1,720,619 |
Rayonier, Inc. | 60,418 | 1,533,409 |
Sabra Health Care REIT, Inc. | 85,713 | 1,127,983 |
SL Green Realty Corp. | 37,193 | 1,592,232 |
Spirit Realty Capital, Inc. | 44,351 | 1,332,748 |
STAG Industrial, Inc. | 66,243 | 2,061,482 |
Terreno Realty Corp. | 30,045 | 1,690,933 |
Real estate management and development – 0.7% | ||
eXp World Holdings, Inc. (A) | 16,279 | 690,067 |
Redfin Corp. (A) | 46,454 | 1,940,384 |
The Howard Hughes Corp. (A) | 14,957 | 930,176 |
Utilities – 4.6% | 22,111,246 | |
Electric utilities – 1.5% | ||
Hawaiian Electric Industries, Inc. | 48,480 | 1,601,779 |
IDACORP, Inc. | 25,934 | 2,275,190 |
PNM Resources, Inc. | 35,018 | 1,750,900 |
Portland General Electric Company | 39,180 | 1,539,774 |
Gas utilities – 1.5% | ||
National Fuel Gas Company | 40,605 | 1,622,576 |
New Jersey Resources Corp. | 42,418 | 1,237,757 |
ONE Gas, Inc. | 23,314 | 1,609,599 |
Southwest Gas Holdings, Inc. | 22,780 | 1,497,102 |
Spire, Inc. | 22,584 | 1,265,607 |
Independent power and renewable electricity producers –0.8% | ||
Atlantica Sustainable Infrastructure PLC | 31,616 | 932,356 |
Clearway Energy, Inc., Class A | 16,423 | 430,447 |
Clearway Energy, Inc., Class C | 37,103 | 1,044,820 |
Ormat Technologies, Inc. (B) | 18,511 | 1,311,875 |
SEE NOTES TO FINANCIAL STATEMENTS | SEMIANNUAL REPORT | JOHN HANCOCK MULTIFACTOR ETFS | 71 |
Shares or Principal Amount | Value | |
Utilities (continued) | ||
Multi-utilities – 0.8% | ||
Black Hills Corp. | 28,023 | $1,587,784 |
MDU Resources Group, Inc. | 101,165 | 2,403,680 |
SHORT-TERM INVESTMENTS – 2.5% | $11,698,624 | |
(Cost $11,699,412) | ||
Short-term funds – 2.5% | 11,698,624 | |
John Hancock Collateral Trust, 0.2508% (C)(D) | 1,132,805 | 11,337,793 |
State Street Institutional U.S. Government Money Market Fund, Premier Class, 0.0257% (C) | 360,831 | 360,831 |
Total investments (Multifactor Small Cap ETF) (Cost $481,217,860) 102.4% | $490,345,351 | |
Other assets and liabilities, net (2.4%) | (11,367,049) | |
Total net assets 100.0% | $478,978,302 |
The percentage shown for each investment category is the total value of the category as a percentage of the net assets of the fund. | |
Security Abbreviations and Legend | |
(A) | Non-income producing security. |
(B) | All or a portion of this security is on loan as of 10-31-20. |
(C) | The rate shown is the annualized seven-day yield as of 10-31-20. |
(D) | Investment is an affiliate of the fund, the advisor and/or subadvisor. This security represents the investment of cash collateral received for securities lending. |
Shares or Principal Amount | Value | |
COMMON STOCKS – 100.0% | $41,320,610 | |
(Cost $33,338,265) | ||
Communication services – 0.5% | 200,637 | |
Interactive media and services – 0.5% | ||
IAC/InterActiveCorp (A) | 1,662 | 200,637 |
Industrials – 0.5% | 209,000 | |
Electrical equipment – 0.5% | ||
Plug Power, Inc. (A)(B) | 4,613 | 64,582 |
Sensata Technologies Holding PLC (A) | 3,304 | 144,418 |
Information technology – 99.0% | 40,910,973 | |
Communications equipment – 4.9% | ||
Arista Networks, Inc. (A) | 954 | 199,291 |
Ciena Corp. (A) | 3,046 | 119,982 |
Cisco Systems, Inc. | 26,768 | 960,971 |
F5 Networks, Inc. (A) | 1,126 | 149,690 |
Juniper Networks, Inc. | 6,033 | 118,971 |
Lumentum Holdings, Inc. (A) | 1,296 | 107,166 |
Motorola Solutions, Inc. | 2,327 | 367,806 |
Ubiquiti, Inc. (B) | 139 | 25,800 |
Electronic equipment, instruments and components – 8.2% | ||
Amphenol Corp., Class A | 3,563 | 402,049 |
Shares or Principal Amount | Value | |
Information technology (continued) | ||
Electronic equipment, instruments andcomponents (continued) | ||
Cognex Corp. | 2,588 | $170,549 |
Corning, Inc. | 13,607 | 435,016 |
Dolby Laboratories, Inc., Class A | 1,107 | 83,114 |
Flex, Ltd. (A) | 10,483 | 148,334 |
FLIR Systems, Inc. | 2,891 | 100,289 |
II-VI, Inc. (A)(B) | 1,500 | 68,205 |
IPG Photonics Corp. (A) | 543 | 100,976 |
Jabil, Inc. | 4,743 | 157,183 |
Keysight Technologies, Inc. (A) | 3,899 | 408,888 |
Littelfuse, Inc. | 544 | 107,679 |
National Instruments Corp. | 2,460 | 76,949 |
TE Connectivity, Ltd. | 5,864 | 568,104 |
Trimble, Inc. (A) | 5,045 | 242,816 |
Zebra Technologies Corp., Class A (A) | 1,074 | 304,629 |
IT services – 7.9% | ||
Akamai Technologies, Inc. (A) | 3,389 | 322,362 |
Amdocs, Ltd. | 2,368 | 133,508 |
Cognizant Technology Solutions Corp., Class A | 5,458 | 389,810 |
DXC Technology Company | 4,288 | 78,985 |
EPAM Systems, Inc. (A) | 848 | 261,990 |
Fastly, Inc., Class A (A) | 946 | 60,080 |
GoDaddy, Inc., Class A (A) | 2,252 | 159,306 |
IBM Corp. | 7,671 | 856,544 |
MongoDB, Inc. (A)(B) | 455 | 103,954 |
Okta, Inc. (A) | 1,159 | 243,193 |
Switch, Inc., Class A | 768 | 10,798 |
Twilio, Inc., Class A (A) | 1,226 | 342,017 |
VeriSign, Inc. (A) | 1,508 | 287,576 |
Semiconductors and semiconductor equipment – 32.7% | ||
Advanced Micro Devices, Inc. (A) | 5,090 | 383,226 |
Analog Devices, Inc. | 3,266 | 387,119 |
Applied Materials, Inc. | 9,606 | 568,963 |
Broadcom, Inc. | 2,757 | 963,930 |
Cirrus Logic, Inc. (A) | 984 | 67,768 |
CMC Materials, Inc. | 509 | 72,375 |
Cree, Inc. (A) | 1,991 | 126,628 |
Entegris, Inc. | 2,681 | 200,458 |
First Solar, Inc. (A) | 1,334 | 116,118 |
Inphi Corp. (A) | 599 | 83,716 |
Intel Corp. | 30,731 | 1,360,769 |
KLA Corp. | 3,912 | 771,368 |
Lam Research Corp. | 1,931 | 660,556 |
Lattice Semiconductor Corp. (A) | 1,788 | 62,401 |
Marvell Technology Group, Ltd. | 11,782 | 441,943 |
Maxim Integrated Products, Inc. | 5,823 | 405,572 |
Microchip Technology, Inc. | 5,070 | 532,756 |
Micron Technology, Inc. (A) | 10,403 | 523,687 |
MKS Instruments, Inc. | 966 | 104,705 |
72 | JOHN HANCOCK MULTIFACTOR ETFS | SEMIANNUAL REPORT | SEE NOTES TO FINANCIAL STATEMENTS |
Shares or Principal Amount | Value | |
Information technology (continued) | ||
Semiconductors and semiconductor equipment (continued) | ||
Monolithic Power Systems, Inc. | 666 | $212,854 |
NVIDIA Corp. | 2,744 | 1,375,732 |
ON Semiconductor Corp. (A) | 8,522 | 213,817 |
Qorvo, Inc. (A) | 2,177 | 277,263 |
QUALCOMM, Inc. | 6,695 | 825,895 |
Silicon Laboratories, Inc. (A) | 745 | 76,333 |
Skyworks Solutions, Inc. | 3,562 | 503,275 |
SolarEdge Technologies, Inc. (A) | 755 | 194,556 |
Teradyne, Inc. | 3,646 | 320,301 |
Texas Instruments, Inc. | 7,052 | 1,019,649 |
Universal Display Corp. | 676 | 134,058 |
Xilinx, Inc. | 4,519 | 536,360 |
Software – 36.4% | ||
Adobe, Inc. (A) | 2,539 | 1,135,187 |
Alteryx, Inc., Class A (A) | 664 | 83,232 |
Anaplan, Inc. (A) | 1,376 | 76,162 |
ANSYS, Inc. (A) | 1,339 | 407,551 |
Appfolio, Inc., Class A (A) | 148 | 21,145 |
Appian Corp. (A)(B) | 494 | 31,270 |
Aspen Technology, Inc. (A) | 1,424 | 156,369 |
Atlassian Corp. PLC, Class A (A) | 779 | 149,272 |
Autodesk, Inc. (A) | 1,080 | 254,383 |
Avalara, Inc. (A) | 1,039 | 154,863 |
Blackline, Inc. (A) | 661 | 64,566 |
Cadence Design Systems, Inc. (A) | 5,197 | 568,396 |
CDK Global, Inc. | 1,687 | 72,710 |
Ceridian HCM Holding, Inc. (A) | 1,996 | 172,095 |
Citrix Systems, Inc. | 1,991 | 225,521 |
Cloudera, Inc. (A)(B) | 2,992 | 29,082 |
Cloudflare, Inc., Class A (A) | 1,909 | 99,211 |
Coupa Software, Inc. (A) | 651 | 174,273 |
Crowdstrike Holdings, Inc., Class A (A) | 1,339 | 165,822 |
Datadog, Inc., Class A (A) | 1,543 | 140,027 |
DocuSign, Inc. (A) | 1,059 | 214,183 |
Dropbox, Inc., Class A (A) | 4,444 | 81,147 |
Elastic NV (A) | 692 | 70,176 |
Everbridge, Inc. (A)(B) | 402 | 42,085 |
Fair Isaac Corp. (A) | 500 | 195,725 |
Five9, Inc. (A) | 624 | 94,673 |
Fortinet, Inc. (A) | 2,100 | 231,777 |
Guidewire Software, Inc. (A) | 1,457 | 140,032 |
HubSpot, Inc. (A) | 585 | 169,691 |
Intuit, Inc. | 1,386 | 436,146 |
LivePerson, Inc. (A) | 607 | 32,450 |
Manhattan Associates, Inc. (A) | 1,105 | 94,478 |
Medallia, Inc. (A)(B) | 1,006 | 28,621 |
Microsoft Corp. | 11,570 | 2,342,576 |
NortonLifeLock, Inc. | 9,492 | 195,250 |
Nuance Communications, Inc. (A) | 5,168 | 164,911 |
Shares or Principal Amount | Value | |
Information technology (continued) | ||
Software (continued) | ||
Nutanix, Inc., Class A (A) | 1,747 | $42,522 |
Oracle Corp. | 16,718 | 938,047 |
Palo Alto Networks, Inc. (A) | 1,093 | 241,761 |
Paycom Software, Inc. (A) | 807 | 293,821 |
Paylocity Holding Corp. (A) | 561 | 104,077 |
Pegasystems, Inc. | 566 | 65,588 |
Proofpoint, Inc. (A) | 866 | 82,911 |
PTC, Inc. (A) | 1,641 | 137,647 |
Q2 Holdings, Inc. (A) | 763 | 69,616 |
Qualys, Inc. (A) | 536 | 47,088 |
RealPage, Inc. (A) | 1,545 | 86,041 |
RingCentral, Inc., Class A (A) | 754 | 194,788 |
salesforce.com, Inc. (A) | 5,073 | 1,178,306 |
ServiceNow, Inc. (A) | 719 | 357,753 |
Slack Technologies, Inc., Class A (A)(B) | 4,843 | 123,884 |
Smartsheet, Inc., Class A (A) | 1,743 | 86,889 |
SolarWinds Corp. (A)(B) | 1,026 | 20,961 |
Splunk, Inc. (A) | 1,287 | 254,877 |
SS&C Technologies Holdings, Inc. | 4,686 | 277,505 |
Synopsys, Inc. (A) | 1,389 | 297,052 |
The Trade Desk, Inc., Class A (A) | 472 | 267,364 |
Tyler Technologies, Inc. (A) | 623 | 239,469 |
Varonis Systems, Inc. (A) | 253 | 29,239 |
VMware, Inc., Class A (A) | 639 | 82,258 |
Workday, Inc., Class A (A) | 1,148 | 241,218 |
Zendesk, Inc. (A) | 1,313 | 145,664 |
Zoom Video Communications, Inc., Class A (A) | 700 | 322,637 |
Zscaler, Inc. (A) | 684 | 92,853 |
Technology hardware, storage and peripherals – 8.9% | ||
Apple, Inc. | 20,221 | 2,201,258 |
Dell Technologies, Inc., Class C (A) | 1,610 | 97,019 |
Hewlett Packard Enterprise Company | 24,154 | 208,691 |
HP, Inc. | 18,354 | 329,638 |
NetApp, Inc. | 4,352 | 191,009 |
Pure Storage, Inc., Class A (A) | 3,408 | 54,869 |
Seagate Technology PLC | 6,343 | 303,322 |
Western Digital Corp. | 5,732 | 216,268 |
Xerox Holdings Corp. | 4,216 | 73,274 |
SHORT-TERM INVESTMENTS – 0.9% | $367,045 | |
(Cost $367,064) | ||
Short-term funds – 0.9% | 367,045 | |
John Hancock Collateral Trust, 0.2508% (C)(D) | 31,894 | 319,214 |
State Street Institutional U.S. Government Money Market Fund, Premier Class, 0.0257% (C) | 47,831 | 47,831 |
Total investments (Multifactor Technology ETF) (Cost $33,705,329) 100.9% | $41,687,655 | |
Other assets and liabilities, net (0.9%) | (358,933) | |
Total net assets 100.0% | $41,328,722 |
SEE NOTES TO FINANCIAL STATEMENTS | SEMIANNUAL REPORT | JOHN HANCOCK MULTIFACTOR ETFS | 73 |
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 10-31-20. |
(C) | The rate shown is the annualized seven-day yield as of 10-31-20. |
(D) | Investment is an affiliate of the fund, the advisor and/or subadvisor. This security represents the investment of cash collateral received for securities lending. |
Shares or Principal Amount | Value | |
COMMON STOCKS – 99.9% | $24,049,348 | |
(Cost $25,731,226) | ||
Utilities – 99.9% | 24,049,348 | |
Electric utilities – 55.6% | ||
Alliant Energy Corp. | 9,016 | 498,404 |
American Electric Power Company, Inc. | 9,970 | 896,602 |
Avangrid, Inc. | 2,308 | 113,877 |
Duke Energy Corp. | 16,808 | 1,548,185 |
Edison International | 16,206 | 908,184 |
Entergy Corp. | 10,402 | 1,052,890 |
Evergy, Inc. | 10,709 | 591,137 |
Eversource Energy | 10,389 | 906,648 |
Exelon Corp. | 25,883 | 1,032,473 |
FirstEnergy Corp. | 19,068 | 566,701 |
Hawaiian Electric Industries, Inc. | 5,501 | 181,753 |
IDACORP, Inc. | 1,510 | 132,472 |
NextEra Energy, Inc. | 14,048 | 1,028,454 |
NRG Energy, Inc. | 7,578 | 239,616 |
OGE Energy Corp. | 6,339 | 195,051 |
Pinnacle West Capital Corp. | 5,101 | 416,089 |
PPL Corp. | 40,981 | 1,126,978 |
The Southern Company | 21,399 | 1,229,373 |
Xcel Energy, Inc. | 10,212 | 715,146 |
Gas utilities – 3.7% | ||
Atmos Energy Corp. | 3,752 | 343,946 |
National Fuel Gas Company | 4,148 | 165,754 |
ONE Gas, Inc. | 2,111 | 145,743 |
UGI Corp. | 7,424 | 240,092 |
Independent power and renewable electricity producers –4.5% | ||
Brookfield Renewable Corp., Class A | 1,801 | 120,253 |
Clearway Energy, Inc., Class A | 730 | 19,133 |
Clearway Energy, Inc., Class C | 1,738 | 48,942 |
The AES Corp. | 22,629 | 441,266 |
Vistra Corp. | 25,904 | 449,952 |
Multi-utilities – 31.7% | ||
Ameren Corp. | 11,116 | 901,730 |
CenterPoint Energy, Inc. | 28,529 | 602,818 |
CMS Energy Corp. | 11,117 | 704,040 |
Consolidated Edison, Inc. | 13,337 | 1,046,821 |
Dominion Energy, Inc. | 6,337 | 509,115 |
Shares or Principal Amount | Value | |
Utilities (continued) | ||
Multi-utilities (continued) | ||
DTE Energy Company | 7,650 | $944,163 |
NiSource, Inc. | 12,044 | 276,651 |
Public Service Enterprise Group, Inc. | 19,525 | 1,135,379 |
Sempra Energy | 4,355 | 545,943 |
WEC Energy Group, Inc. | 9,571 | 962,364 |
Water utilities – 4.4% | ||
American Water Works Company, Inc. | 5,381 | 809,894 |
Essential Utilities, Inc. | 6,197 | 255,316 |
SHORT-TERM INVESTMENTS – 0.1% | $32,517 | |
(Cost $32,517) | ||
Short-term funds – 0.1% | 32,517 | |
State Street Institutional U.S. Government Money Market Fund, Premier Class, 0.0257% (A) | 32,517 | 32,517 |
Total investments (Multifactor Utilities ETF) (Cost $25,763,743) 100.0% | $24,081,865 | |
Other assets and liabilities, net (0.0%) | (11,770) | |
Total net assets 100.0% | $24,070,095 |
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 10-31-20. |
74 | JOHN HANCOCK MULTIFACTOR ETFS | SEMIANNUAL REPORT | SEE NOTES TO FINANCIAL STATEMENTS |
Financial statements |
Multifactor Consumer Discretionary ETF | Multifactor Consumer Staples ETF | Multifactor Developed International ETF | Multifactor Emerging Markets ETF | |
Assets | ||||
Unaffiliated investments, at value | $33,283,180 | $22,706,802 | $421,954,845 | $660,028,857 |
Affiliated investments, at value | 343,354 | 148,738 | 5,116,137 | 3,589,826 |
Total investments, at value | 33,626,534 | 22,855,540 | 427,070,982 | 663,618,683 |
Foreign currency, at value | — | — | 696,843 | 2,163,760 |
Dividends and interest receivable | 8,412 | 26,706 | 1,711,979 | 802,484 |
Receivable for securities lending income | 64 | 29 | 2,087 | 6,253 |
Receivable from affiliates | — | 4,582 | — | — |
Other assets | 4,628 | 4,301 | 9,785 | 11,995 |
Total assets | 33,639,638 | 22,891,158 | 429,491,676 | 666,603,175 |
Liabilities | ||||
Due to custodian | — | — | — | 256,066 |
Foreign capital gains tax payable | — | — | — | 601,969 |
Payable for investments purchased | — | — | 13 | 16 |
Payable upon return of securities loaned | 344,499 | 148,761 | 5,108,913 | 3,590,685 |
Payable to affiliates | ||||
Investment management fees | 291 | — | 115,090 | 211,608 |
Accounting and legal services fees | 1,991 | 1,252 | 20,731 | 31,936 |
Trustees' fees | 211 | 193 | 982 | 1,251 |
Other liabilities and accrued expenses | 45,583 | 45,275 | 99,370 | 217,138 |
Total liabilities | 392,575 | 195,481 | 5,345,099 | 4,910,669 |
Net assets | $33,247,063 | $22,695,677 | $424,146,577 | $661,692,506 |
Net assets consist of | ||||
Paid-in capital | $30,954,572 | $22,966,745 | $435,230,602 | $664,010,218 |
Total distributable earnings (loss) | 2,292,491 | (271,068) | (11,084,025) | (2,317,712) |
Net assets | $33,247,063 | $22,695,677 | $424,146,577 | $661,692,506 |
Unaffiliated investments, at cost | $29,882,349 | $22,430,060 | $429,872,170 | $654,592,435 |
Affiliated investments, at cost | $343,360 | $148,742 | $5,116,380 | $3,590,218 |
Foreign currency, at cost | — | — | $701,846 | $2,164,335 |
Securities loaned, at value | $345,635 | $139,519 | $7,680,865 | $6,382,442 |
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 | $33,247,063 | $22,695,677 | $424,146,577 | $661,692,506 |
Shares outstanding | 870,000 | 760,000 | 16,200,000 | 26,700,000 |
Net asset value per share | $38.22 | $29.86 | $26.18 | $24.78 |
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 | $9,303,827 | $23,641,869 | $43,357,425 | $35,637,703 |
Affiliated investments, at value | — | 51,207 | 181,020 | 43,749 |
Total investments, at value | 9,303,827 | 23,693,076 | 43,538,445 | 35,681,452 |
Collateral held at broker for futures contracts | 7,200 | — | 9,600 | — |
Dividends and interest receivable | 32,406 | 38,829 | 29,593 | 22,913 |
Receivable for fund shares sold | — | — | — | 765,906 |
Receivable for investments sold | 102,993 | 1,349,687 | — | — |
Receivable for securities lending income | 9 | 22 | 93 | 47 |
Receivable from affiliates | 11,728 | 4,011 | — | — |
Other assets | 4,220 | 4,672 | 4,794 | 4,396 |
Total assets | 9,462,383 | 25,090,297 | 43,582,525 | 36,474,714 |
Liabilities | ||||
Payable for futures variation margin | 6,373 | — | 1,888 | — |
Payable for investments purchased | — | — | — | 766,536 |
Payable for fund shares repurchased | — | 1,350,781 | — | — |
Payable upon return of securities loaned | — | 51,366 | 180,712 | 43,754 |
Payable to affiliates | ||||
Investment management fees | — | — | 1,582 | 1,128 |
Accounting and legal services fees | 1,230 | 1,798 | 2,227 | 1,467 |
Trustees' fees | 169 | 218 | 228 | 193 |
Other liabilities and accrued expenses | 46,597 | 47,458 | 47,401 | 47,010 |
Total liabilities | 54,369 | 1,451,621 | 234,038 | 860,088 |
Net assets | $9,408,014 | $23,638,676 | $43,348,487 | $35,614,626 |
Net assets consist of | ||||
Paid-in capital | $26,149,355 | $29,174,733 | $40,136,361 | $35,940,064 |
Total distributable earnings (loss) | (16,741,341) | (5,536,057) | 3,212,126 | (325,438) |
Net assets | $9,408,014 | $23,638,676 | $43,348,487 | $35,614,626 |
Unaffiliated investments, at cost | $18,472,058 | $27,304,793 | $38,542,064 | $34,235,061 |
Affiliated investments, at cost | — | $51,213 | $181,026 | $43,751 |
Securities loaned, at value | $31,072 | $115,308 | $346,385 | $42,040 |
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 | $9,408,014 | $23,638,676 | $43,348,487 | $35,614,626 |
Shares outstanding | 860,000 | 700,000 | 1,110,000 | 930,000 |
Net asset value per share | $10.94 | $33.77 | $39.05 | $38.30 |
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 | $894,629,829 | $22,222,771 | $25,262,807 | $1,560,765,290 |
Affiliated investments, at value | 2,037,238 | 345,867 | — | 11,737,607 |
Total investments, at value | 896,667,067 | 22,568,638 | 25,262,807 | 1,572,502,897 |
Collateral held at broker for futures contracts | — | — | — | 168,000 |
Dividends and interest receivable | 792,112 | 13,675 | 36,703 | 803,373 |
Receivable for fund shares sold | — | — | — | 3,798,080 |
Receivable for securities lending income | 914 | 212 | 4 | 4,690 |
Receivable from affiliates | — | 4,670 | 3,023 | — |
Other assets | 17,440 | 4,314 | 3,334 | 24,258 |
Total assets | 897,477,533 | 22,591,509 | 25,305,871 | 1,577,301,298 |
Liabilities | ||||
Payable for futures variation margin | — | — | — | 25,898 |
Payable for investments purchased | — | — | — | 3,793,884 |
Payable upon return of securities loaned | 2,040,100 | 345,870 | — | 11,740,472 |
Payable to affiliates | ||||
Investment management fees | 188,696 | — | — | 496,783 |
Accounting and legal services fees | 39,638 | 1,178 | 1,119 | 68,111 |
Trustees' fees | 1,691 | 174 | 87 | 2,308 |
Other liabilities and accrued expenses | 118,133 | 45,417 | 35,597 | 162,632 |
Total liabilities | 2,388,258 | 392,639 | 36,803 | 16,290,088 |
Net assets | $895,089,275 | $22,198,870 | $25,269,068 | $1,561,011,210 |
Net assets consist of | ||||
Paid-in capital | $791,701,558 | $22,196,199 | $22,601,037 | $1,494,123,045 |
Total distributable earnings (loss) | 103,387,717 | 2,671 | 2,668,031 | 66,888,165 |
Net assets | $895,089,275 | $22,198,870 | $25,269,068 | $1,561,011,210 |
Unaffiliated investments, at cost | $798,130,056 | $20,280,251 | $23,487,648 | $1,458,062,429 |
Affiliated investments, at cost | $2,037,364 | $345,870 | — | $11,738,427 |
Securities loaned, at value | $2,574,625 | $338,162 | $167,167 | $14,491,691 |
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 | $895,089,275 | $22,198,870 | $25,269,068 | $1,561,011,210 |
Shares outstanding | 21,825,000 | 640,000 | 860,000 | 41,100,000 |
Net asset value per share | $41.01 | $34.69 | $29.38 | $37.98 |
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 | $479,007,558 | $41,368,441 | $24,081,865 |
Affiliated investments, at value | 11,337,793 | 319,214 | — |
Total investments, at value | 490,345,351 | 41,687,655 | 24,081,865 |
Dividends and interest receivable | 197,068 | 7,632 | 26,025 |
Receivable for securities lending income | 4,881 | 118 | — |
Receivable from affiliates | — | — | 6,298 |
Other assets | 8,468 | 4,875 | 4,313 |
Total assets | 490,555,768 | 41,700,280 | 24,118,501 |
Liabilities | |||
Payable upon return of securities loaned | 11,334,784 | 319,569 | — |
Payable to affiliates | |||
Investment management fees | 150,968 | 971 | — |
Accounting and legal services fees | 22,164 | 2,279 | 1,583 |
Trustees' fees | 894 | 232 | 201 |
Other liabilities and accrued expenses | 68,656 | 48,507 | 46,622 |
Total liabilities | 11,577,466 | 371,558 | 48,406 |
Net assets | $478,978,302 | $41,328,722 | $24,070,095 |
Net assets consist of | |||
Paid-in capital | $522,778,017 | $32,853,819 | $27,521,353 |
Total distributable earnings (loss) | (43,799,715) | 8,474,903 | (3,451,258) |
Net assets | $478,978,302 | $41,328,722 | $24,070,095 |
Unaffiliated investments, at cost | $469,879,279 | $33,386,096 | $25,763,743 |
Affiliated investments, at cost | $11,338,581 | $319,233 | — |
Securities loaned, at value | $13,431,425 | $324,903 | — |
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 | $478,978,302 | $41,328,722 | $24,070,095 |
Shares outstanding | 19,175,000 | 640,000 | 780,000 |
Net asset value per share | $24.98 | $64.58 | $30.86 |
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 | $151,997 | $271,936 | $6,736,388 | $12,988,765 |
Securities lending | 2,780 | 80 | 37,666 | 35,898 |
Interest | 19 | — | 337 | 760 |
Less foreign taxes withheld | — | — | (454,284) | (1,738,405) |
Total investment income | 154,796 | 272,016 | 6,320,107 | 11,287,018 |
Expenses | ||||
Investment management fees | 70,210 | 41,398 | 791,648 | 1,507,882 |
Accounting and legal services fees | 3,079 | 1,695 | 45,158 | 70,327 |
Transfer agent fees | 4,848 | 4,848 | 4,848 | 5,601 |
Trustees' fees | 502 | 386 | 4,869 | 6,667 |
Custodian fees | 31,549 | 31,599 | 74,338 | 228,560 |
Printing and postage | 10,157 | 9,822 | 16,390 | 17,112 |
Professional fees | 8,992 | 8,804 | 20,369 | 26,124 |
Stock exchange listing fees | 4,921 | 4,877 | 4,927 | 6,478 |
Other | 7,966 | 7,425 | 18,238 | 13,177 |
Total expenses | 142,224 | 110,854 | 980,785 | 1,881,928 |
Less expense reductions | (68,319) | (67,286) | (97,433) | (202,695) |
Net expenses | 73,905 | 43,568 | 883,352 | 1,679,233 |
Net investment income | 80,891 | 228,448 | 5,436,755 | 9,607,785 |
Realized and unrealized gain (loss) | ||||
Net realized gain (loss) on | ||||
Unaffiliated investments | (937,405) | (146,377) | (9,180,391) | (15,143,257) |
Affiliated investments | 349 | (6) | 5,173 | 3,793 |
Futures contracts | (1,392) | (465) | 134,917 | 246,252 |
Redemptions in kind | 4,023,232 | 471,281 | 16,656,847 | 12,451,738 |
3,084,784 | 324,433 | 7,616,546 | (2,441,474) | |
Change in net unrealized appreciation (depreciation) of | ||||
Unaffiliated investments | 5,964,179 | 1,090,165 | 25,233,743 | 91,818,127 1 |
Affiliated investments | (183) | (4) | (3,415) | (3,068) |
5,963,996 | 1,090,161 | 25,230,328 | 91,815,059 | |
Net realized and unrealized gain | 9,048,780 | 1,414,594 | 32,846,874 | 89,373,585 |
Increase in net assets from operations | $9,129,671 | $1,643,042 | $38,283,629 | $98,981,370 |
1 | Net of $601,969 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 | $375,875 | $333,830 | $574,344 | $227,679 |
Securities lending | 324 | 197 | 517 | 1,018 |
Interest | 9 | 11 | 19 | 11 |
Less foreign taxes withheld | — | (121) | — | — |
Total investment income | 376,208 | 333,917 | 574,880 | 228,708 |
Expenses | ||||
Investment management fees | 27,931 | 53,301 | 86,309 | 56,984 |
Accounting and legal services fees | 1,324 | 2,306 | 4,164 | 2,105 |
Transfer agent fees | 4,848 | 4,848 | 4,848 | 4,848 |
Trustees' fees | 289 | 433 | 570 | 403 |
Custodian fees | 32,012 | 31,552 | 31,595 | 33,057 |
Printing and postage | 10,148 | 11,167 | 11,518 | 9,781 |
Professional fees | 9,033 | 8,910 | 9,191 | 8,761 |
Stock exchange listing fees | 4,877 | 4,921 | 4,921 | 4,877 |
Other | 6,882 | 7,089 | 7,184 | 7,458 |
Total expenses | 97,344 | 124,527 | 160,300 | 128,274 |
Less expense reductions | (67,944) | (68,422) | (69,449) | (68,291) |
Net expenses | 29,400 | 56,105 | 90,851 | 59,983 |
Net investment income | 346,808 | 277,812 | 484,029 | 168,725 |
Realized and unrealized gain (loss) | ||||
Net realized gain (loss) on | ||||
Unaffiliated investments | (3,329,063) | (880,818) | (371,839) | (1,098,236) |
Affiliated investments | 18 | 5 | 23 | 15 |
Futures contracts | 7,455 | (1,131) | (264) | (372) |
Redemptions in kind | 71,631 | 712,088 | 1,672,920 | 1,243,562 |
(3,249,959) | (169,856) | 1,300,840 | 144,969 | |
Change in net unrealized appreciation (depreciation) of | ||||
Unaffiliated investments | (86,313) | 2,153,415 | 1,288,132 | 4,500,501 |
Affiliated investments | (14) | (14) | (68) | (22) |
Futures | 822 | — | (7,247) | — |
(85,505) | 2,153,401 | 1,280,817 | 4,500,479 | |
Net realized and unrealized gain (loss) | (3,335,464) | 1,983,545 | 2,581,657 | 4,645,448 |
Increase (decrease) in net assets from operations | $(2,988,656) | $2,261,357 | $3,065,686 | $4,814,173 |
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 | $8,544,786 | $231,120 | $180,486 | $11,285,187 |
Securities lending | 16,307 | 227 | 5,305 | 62,905 |
Interest | 249 | 10 | 13 | 441 |
Less foreign taxes withheld | — | (21) | — | (2,966) |
Total investment income | 8,561,342 | 231,336 | 185,804 | 11,345,567 |
Expenses | ||||
Investment management fees | 1,129,810 | 38,947 | 50,099 | 2,787,683 |
Accounting and legal services fees | 83,598 | 1,521 | 2,662 | 144,434 |
Transfer agent fees | 4,848 | 4,848 | 3,976 | 4,848 |
Trustees' fees | 8,737 | 330 | 329 | 14,620 |
Custodian fees | 76,469 | 31,789 | 21,049 | 123,858 |
Printing and postage | 28,720 | 9,412 | 9,156 | 46,508 |
Professional fees | 26,657 | 9,049 | 8,808 | 39,476 |
Stock exchange listing fees | 4,921 | 4,877 | 4,895 | 6,573 |
Other | 16,860 | 6,924 | 5,677 | 20,776 |
Total expenses | 1,380,620 | 107,697 | 106,651 | 3,188,776 |
Less expense reductions | (120,448) | (66,700) | (53,916) | (53,026) |
Net expenses | 1,260,172 | 40,997 | 52,735 | 3,135,750 |
Net investment income | 7,301,170 | 190,339 | 133,069 | 8,209,817 |
Realized and unrealized gain (loss) | ||||
Net realized gain (loss) on | ||||
Unaffiliated investments | (14,439,236) | (152,742) | (256,662) | (25,701,685) |
Affiliated investments | 1,308 | (3) | 81 | 4,741 |
Futures contracts | 98,153 | (816) | 477 | 299 |
Redemptions in kind | 34,242,817 | — | 1,986,297 | 34,222,310 |
19,903,042 | (153,561) | 1,730,193 | 8,525,665 | |
Change in net unrealized appreciation (depreciation) of | ||||
Unaffiliated investments | 84,215,771 | 4,193,760 | 2,492,725 | 221,705,820 |
Affiliated investments | (1,100) | (3) | (29) | (4,456) |
Futures | (54,691) | — | (400) | (118,465) |
84,159,980 | 4,193,757 | 2,492,296 | 221,582,899 | |
Net realized and unrealized gain | 104,063,022 | 4,040,196 | 4,222,489 | 230,108,564 |
Increase in net assets from operations | $111,364,192 | $4,230,535 | $4,355,558 | $238,318,381 |
SEE NOTES TO FINANCIAL STATEMENTS | SEMIANNUAL | JOHN HANCOCK MULTIFACTOR ETFS | 81 |
Multifactor Small Cap ETF | Multifactor Technology ETF | Multifactor Utilities ETF | |
Investment income | |||
Dividends | $4,077,251 | $253,139 | $436,434 |
Securities lending | 31,442 | 479 | — |
Interest | 176 | 19 | 11 |
Less foreign taxes withheld | (3,511) | — | — |
Total investment income | 4,105,358 | 253,637 | 436,445 |
Expenses | |||
Investment management fees | 944,112 | 78,794 | 45,963 |
Accounting and legal services fees | 48,348 | 3,534 | 2,068 |
Transfer agent fees | 4,874 | 4,848 | 4,848 |
Trustees' fees | 5,020 | 534 | 441 |
Custodian fees | 46,696 | 32,082 | 31,954 |
Printing and postage | 15,557 | 11,666 | 10,428 |
Professional fees | 18,507 | 9,053 | 8,888 |
Stock exchange listing fees | 4,507 | 4,921 | 4,877 |
Other | 11,207 | 7,193 | 7,476 |
Total expenses | 1,098,828 | 152,625 | 116,943 |
Less expense reductions | (82,092) | (69,685) | (68,561) |
Net expenses | 1,016,736 | 82,940 | 48,382 |
Net investment income | 3,088,622 | 170,697 | 388,063 |
Realized and unrealized gain (loss) | |||
Net realized gain (loss) on | |||
Unaffiliated investments | (16,736,717) | (127,972) | (590,917) |
Affiliated investments | 6,387 | 47 | — |
Futures contracts | 18,669 | (453) | 6,645 |
Redemptions in kind | 19,548,703 | 2,902,885 | (163,330) |
2,837,042 | 2,774,507 | (747,602) | |
Change in net unrealized appreciation (depreciation) of | |||
Unaffiliated investments | 62,879,237 | 4,973,581 | 2,039,008 |
Affiliated investments | (6,275) | (61) | — |
62,872,962 | 4,973,520 | 2,039,008 | |
Net realized and unrealized gain | 65,710,004 | 7,748,027 | 1,291,406 |
Increase in net assets from operations | $68,798,626 | $7,918,724 | $1,679,469 |
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 10-31-20 (unaudited) | Year ended 4-30-20 | Six months ended 10-31-20 (unaudited) | Year ended 4-30-20 | Six months ended 10-31-20 (unaudited) | Year ended 4-30-20 | |
Increase (decrease) in net assets | ||||||
From operations | ||||||
Net investment income | $80,891 | $477,791 | $228,448 | $654,031 | $5,436,755 | $12,787,165 |
Net realized gain (loss) | 3,084,784 | 1,125,142 | 324,433 | 1,756,687 | 7,616,546 | (2,807,462) |
Change in net unrealized appreciation (depreciation) | 5,963,996 | (6,052,769) | 1,090,161 | (1,987,459) | 25,230,328 | (66,311,456) |
Increase (decrease) in net assets resulting from operations | 9,129,671 | (4,449,836) | 1,643,042 | 423,259 | 38,283,629 | (56,331,753) |
Distributions to shareholders | ||||||
From earnings | (156,745) | (485,939) | (264,202) | (655,650) | (4,013,184) | (16,526,310) |
From fund share transactions | ||||||
Shares issued | 5,814,834 | 11,360,925 | 4,199,338 | 10,343,541 | 25,229,226 | 81,190,244 |
Shares repurchased | (12,712,013) | (17,415,480) | (2,093,685) | (19,762,263) | (68,390,388) | (87,062,063) |
Total from fund share transactions | (6,897,179) | (6,054,555) | 2,105,653 | (9,418,722) | (43,161,162) | (5,871,819) |
Total increase (decrease) | 2,075,747 | (10,990,330) | 3,484,493 | (9,651,113) | (8,890,717) | (78,729,882) |
Net assets | ||||||
Beginning of period | 31,171,316 | 42,161,646 | 19,211,184 | 28,862,297 | 433,037,294 | 511,767,176 |
End of period | $33,247,063 | $31,171,316 | $22,695,677 | $19,211,184 | $424,146,577 | $433,037,294 |
Share activity | ||||||
Shares outstanding | ||||||
Beginning of period | 1,040,000 | 1,250,000 | 690,000 | 1,030,000 | 17,800,000 | 17,800,000 |
Shares issued | 160,000 | 360,000 | 140,000 | 360,000 | 900,000 | 3,200,000 |
Shares repurchased | (330,000) | (570,000) | (70,000) | (700,000) | (2,500,000) | (3,200,000) |
End of period | 870,000 | 1,040,000 | 760,000 | 690,000 | 16,200,000 | 17,800,000 |
SEE NOTES TO FINANCIAL STATEMENTS | SEMIANNUAL | JOHN HANCOCK MULTIFACTOR ETFS | 83 |
Multifactor Emerging Markets ETF | Multifactor Energy ETF | Multifactor Financials ETF | ||||
Six months ended 10-31-20 (unaudited) | Year ended 4-30-20 | Six months ended 10-31-20 (unaudited) | Year ended 4-30-20 | Six months ended 10-31-20 (unaudited) | Year ended 4-30-20 | |
Increase (decrease) in net assets | ||||||
From operations | ||||||
Net investment income | $9,607,785 | $20,819,965 | $346,808 | $1,224,730 | $277,812 | $769,139 |
Net realized gain (loss) | (2,441,474) | (1,990,914) | (3,249,959) | (4,706,274) | (169,856) | 2,265,250 |
Change in net unrealized appreciation (depreciation) | 91,815,059 | (128,329,801) | (85,505) | (6,660,723) | 2,153,401 | (8,624,156) |
Increase (decrease) in net assets resulting from operations | 98,981,370 | (109,500,750) | (2,988,656) | (10,142,267) | 2,261,357 | (5,589,767) |
Distributions to shareholders | ||||||
From earnings | (5,233,566) | (19,729,767) | (238,612) | (1,221,422) | (289,637) | (867,642) |
From fund share transactions | ||||||
Shares issued | 20,179,109 | 72,646,860 | 1,718,099 | 6,544,437 | 1,713,239 | 29,464,818 |
Shares repurchased | (137,347,337) | (75,885,634) | (4,099,069) | (6,406,805) | (10,404,179) | (40,276,738) |
Total from fund share transactions | (117,168,228) | (3,238,774) | (2,380,970) | 137,632 | (8,690,940) | (10,811,920) |
Total decrease | (23,420,424) | (132,469,291) | (5,608,238) | (11,226,057) | (6,719,220) | (17,269,329) |
Net assets | ||||||
Beginning of period | 685,112,930 | 817,582,221 | 15,016,252 | 26,242,309 | 30,357,896 | 47,627,225 |
End of period | $661,692,506 | $685,112,930 | $9,408,014 | $15,016,252 | $23,638,676 | $30,357,896 |
Share activity | ||||||
Shares outstanding | ||||||
Beginning of period | 31,700,000 | 31,600,000 | 1,080,000 | 980,000 | 970,000 | 1,250,000 |
Shares issued | 800,000 | 3,100,000 | 120,000 | 420,000 | 50,000 | 810,000 |
Shares repurchased | (5,800,000) | (3,000,000) | (340,000) | (320,000) | (320,000) | (1,090,000) |
End of period | 26,700,000 | 31,700,000 | 860,000 | 1,080,000 | 700,000 | 970,000 |
84 | JOHN HANCOCK MULTIFACTOR ETFS | SEMIANNUAL | SEE NOTES TO FINANCIAL STATEMENTS |
Multifactor Healthcare ETF | Multifactor Industrials ETF | Multifactor Large Cap ETF | ||||
Six months ended 10-31-20 (unaudited) | Year ended 4-30-20 | Six months ended 10-31-20 (unaudited) | Year ended 4-30-20 | Six months ended 10-31-20 (unaudited) | Year ended 4-30-20 | |
Increase (decrease) in net assets | ||||||
From operations | ||||||
Net investment income | $484,029 | $816,144 | $168,725 | $381,738 | $7,301,170 | $17,091,642 |
Net realized gain | 1,300,840 | 2,667,740 | 144,969 | 1,373,350 | 19,903,042 | 51,821,676 |
Change in net unrealized appreciation (depreciation) | 1,280,817 | 2,858,891 | 4,500,479 | (5,760,064) | 84,159,980 | (93,070,290) |
Increase (decrease) in net assets resulting from operations | 3,065,686 | 6,342,775 | 4,814,173 | (4,004,976) | 111,364,192 | (24,156,972) |
Distributions to shareholders | ||||||
From earnings | (517,305) | (1,306,455) | (148,594) | (372,367) | (7,815,001) | (16,652,227) |
From fund share transactions | ||||||
Shares issued | 3,070,455 | 10,898,269 | 13,802,954 | 10,999,231 | 119,222,424 | 131,654,328 |
Shares repurchased | (5,477,265) | (26,389,183) | (5,101,747) | (16,550,559) | (116,896,462) | (223,416,055) |
Total from fund share transactions | (2,406,810) | (15,490,914) | 8,701,207 | (5,551,328) | 2,325,962 | (91,761,727) |
Total increase (decrease) | 141,571 | (10,454,594) | 13,366,786 | (9,928,671) | 105,875,153 | (132,570,926) |
Net assets | ||||||
Beginning of period | 43,206,916 | 53,661,510 | 22,247,840 | 32,176,511 | 789,214,122 | 921,785,048 |
End of period | $43,348,487 | $43,206,916 | $35,614,626 | $22,247,840 | $895,089,275 | $789,214,122 |
Share activity | ||||||
Shares outstanding | ||||||
Beginning of period | 1,170,000 | 1,610,000 | 700,000 | 860,000 | 21,825,000 | 24,275,000 |
Shares issued | 80,000 | 310,000 | 360,000 | 310,000 | 2,875,000 | 3,675,000 |
Shares repurchased | (140,000) | (750,000) | (130,000) | (470,000) | (2,875,000) | (6,125,000) |
End of period | 1,110,000 | 1,170,000 | 930,000 | 700,000 | 21,825,000 | 21,825,000 |
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 10-31-20 (unaudited) | Year ended 4-30-20 | Six months ended 10-31-20 (unaudited) | Year ended 4-30-20 | Six months ended 10-31-20 (unaudited) | Year ended 4-30-20 | |
Increase (decrease) in net assets | ||||||
From operations | ||||||
Net investment income | $190,339 | $366,907 | $133,069 | $231,920 | $8,209,817 | $17,645,935 |
Net realized gain (loss) | (153,561) | (29,725) | 1,730,193 | (473,910) | 8,525,665 | 10,965,560 |
Change in net unrealized appreciation (depreciation) | 4,193,757 | (2,701,140) | 2,492,296 | (773,021) | 221,582,899 | (203,734,025) |
Increase (decrease) in net assets resulting from operations | 4,230,535 | (2,363,958) | 4,355,558 | (1,015,011) | 238,318,381 | (175,122,530) |
Distributions to shareholders | ||||||
From earnings | (163,919) | (400,889) | (112,894) | (159,184) | (9,050,254) | (14,393,874) |
From fund share transactions | ||||||
Shares issued | 966,816 | 7,172,493 | 5,515,981 | 6,196,500 | 108,829,862 | 719,955,147 |
Shares repurchased | — | (9,996,413) | (6,842,080) | (6,266,422) | (108,296,178) | (229,422,956) |
Total from fund share transactions | 966,816 | (2,823,920) | (1,326,099) | (69,922) | 533,684 | 490,532,191 |
Total increase (decrease) | 5,033,432 | (5,588,767) | 2,916,565 | (1,244,117) | 229,801,811 | 301,015,787 |
Net assets | ||||||
Beginning of period | 17,165,438 | 22,754,205 | 22,352,503 | 23,596,620 | 1,331,209,399 | 1,030,193,612 |
End of period | $22,198,870 | $17,165,438 | $25,269,068 | $22,352,503 | $1,561,011,210 | $1,331,209,399 |
Share activity | ||||||
Shares outstanding | ||||||
Beginning of period | 610,000 | 700,000 | 890,000 | 890,000 | 41,100,000 | 28,150,000 |
Shares issued | 30,000 | 220,000 | 200,000 | 250,000 | 3,000,000 | 19,975,000 |
Shares repurchased | — | (310,000) | (230,000) | (250,000) | (3,000,000) | (7,025,000) |
End of period | 640,000 | 610,000 | 860,000 | 890,000 | 41,100,000 | 41,100,000 |
86 | JOHN HANCOCK MULTIFACTOR ETFS | SEMIANNUAL | SEE NOTES TO FINANCIAL STATEMENTS |
Multifactor Small Cap ETF | Multifactor Technology ETF | Multifactor Utilities ETF | ||||
Six months ended 10-31-20 (unaudited) | Year ended 4-30-20 | Six months ended 10-31-20 (unaudited) | Year ended 4-30-20 | Six months ended 10-31-20 (unaudited) | Year ended 4-30-20 | |
Increase (decrease) in net assets | ||||||
From operations | ||||||
Net investment income | $3,088,622 | $6,131,096 | $170,697 | $692,391 | $388,063 | $917,477 |
Net realized gain (loss) | 2,837,042 | (23,933,938) | 2,774,507 | 6,359,690 | (747,602) | 3,406,928 |
Change in net unrealized appreciation (depreciation) | 62,872,962 | (66,707,207) | 4,973,520 | (4,028,292) | 2,039,008 | (5,737,233) |
Increase (decrease) in net assets resulting from operations | 68,798,626 | (84,510,049) | 7,918,724 | 3,023,789 | 1,679,469 | (1,412,828) |
Distributions to shareholders | ||||||
From earnings | (2,503,841) | (5,745,267) | (306,190) | (628,863) | (378,405) | (922,136) |
From fund share transactions | ||||||
Shares issued | 36,274,592 | 237,133,023 | 4,421,213 | 13,101,142 | — | 34,715,208 |
Shares repurchased | (86,836,853) | (122,564,999) | (6,971,712) | (41,017,240) | (2,684,669) | (36,393,455) |
Total from fund share transactions | (50,562,261) | 114,568,024 | (2,550,499) | (27,916,098) | (2,684,669) | (1,678,247) |
Total increase (decrease) | 15,732,524 | 24,312,708 | 5,062,035 | (25,521,172) | (1,383,605) | (4,013,211) |
Net assets | ||||||
Beginning of period | 463,245,778 | 438,933,070 | 36,266,687 | 61,787,859 | 25,453,700 | 29,466,911 |
End of period | $478,978,302 | $463,245,778 | $41,328,722 | $36,266,687 | $24,070,095 | $25,453,700 |
Share activity | ||||||
Shares outstanding | ||||||
Beginning of period | 21,275,000 | 16,325,000 | 680,000 | 1,220,000 | 870,000 | 930,000 |
Shares issued | 1,500,000 | 9,875,000 | 70,000 | 260,000 | — | 1,060,000 |
Shares repurchased | (3,600,000) | (4,925,000) | (110,000) | (800,000) | (90,000) | (1,120,000) |
End of period | 19,175,000 | 21,275,000 | 640,000 | 680,000 | 780,000 | 870,000 |
SEE NOTES TO FINANCIAL STATEMENTS | SEMIANNUAL | JOHN HANCOCK MULTIFACTOR ETFS | 87 |
Financial Highlights |
Period ended | 10-31-20 1 | 4-30-20 | 4-30-19 | 4-30-18 | 4-30-17 | 4-30-16 2 |
Per share operating performance | ||||||
Net asset value, beginning of period | $29.97 | $33.73 | $30.65 | $28.04 | $25.56 | $24.21 |
Net investment income3 | 0.08 | 0.41 | 0.37 | 0.32 | 0.51 | 0.18 |
Net realized and unrealized gain (loss) on investments | 8.32 | (3.76) | 3.11 | 2.58 | 2.45 | 1.24 |
Total from investment operations | 8.40 | (3.35) | 3.48 | 2.90 | 2.96 | 1.42 |
Less distributions | ||||||
From net investment income | (0.15) | (0.41) | (0.40) | (0.29) | (0.48) | (0.07) |
Net asset value, end of period | $38.22 | $29.97 | $33.73 | $30.65 | $28.04 | $25.56 |
Total return (%)4 | 28.09 5 | (10.08) | 11.57 | 10.37 | 11.78 | 5.87 5 |
Ratios and supplemental data | ||||||
Net assets, end of period (in millions) | $33 | $31 | $42 | $47 | $31 | $15 |
Ratios (as a percentage of average net assets): | ||||||
Expenses before reductions | 0.77 6 | 0.73 | 0.73 | 0.85 | 1.07 | 1.27 6 |
Expenses including reductions | 0.40 6 | 0.40 | 0.47 | 0.50 | 0.50 | 0.50 6 |
Net investment income | 0.44 6 | 1.23 | 1.17 | 1.08 | 1.93 | 1.22 6 |
Portfolio turnover (%)7 | 10 | 20 | 42 | 9 | 16 | 5 |
1 | Six months ended 10-31-20. Unaudited. |
2 | Period from 9-28-15 (commencement of operations) to 4-30-16. |
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 | 10-31-20 1 | 4-30-20 | 4-30-19 | 4-30-18 | 4-30-17 | 4-30-16 2 |
Per share operating performance | ||||||
Net asset value, beginning of period | $27.84 | $28.02 | $25.35 | $26.48 | $25.14 | $25.12 |
Net investment income3 | 0.31 | 0.65 | 0.75 | 0.55 | 0.48 | 0.03 |
Net realized and unrealized gain (loss) on investments | 2.07 | (0.17) | 2.66 | (1.24) | 1.21 | (0.01) |
Total from investment operations | 2.38 | 0.48 | 3.41 | (0.69) | 1.69 | 0.02 |
Less distributions | ||||||
From net investment income | (0.36) | (0.66) | (0.74) | (0.44) | (0.35) | — |
Net asset value, end of period | $29.86 | $27.84 | $28.02 | $25.35 | $26.48 | $25.14 |
Total return (%)4 | 8.64 5 | 1.62 | 13.89 | (2.67) | 6.75 | 0.08 5 |
Ratios and supplemental data | ||||||
Net assets, end of period (in millions) | $23 | $19 | $29 | $22 | $17 | $5 |
Ratios (as a percentage of average net assets): | ||||||
Expenses before reductions | 1.02 6 | 0.83 | 0.91 | 1.07 | 1.18 | 5.96 6 |
Expenses including reductions | 0.40 6 | 0.40 | 0.47 | 0.50 | 0.50 | 0.50 6 |
Net investment income | 2.10 6 | 2.27 | 2.87 | 2.05 | 1.86 | 1.49 6 |
Portfolio turnover (%)7 | 5 | 12 | 14 | 14 | 11 | 0 |
1 | Six months ended 10-31-20. Unaudited. |
2 | Period from 3-28-16 (commencement of operations) to 4-30-16. |
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. |
88 | JOHN HANCOCK MULTIFACTOR ETFS | SEMIANNUAL | SEE NOTES TO FINANCIAL STATEMENTS |
Period ended | 10-31-20 1 | 4-30-20 | 4-30-19 | 4-30-18 | 4-30-17 2 |
Per share operating performance | |||||
Net asset value, beginning of period | $24.33 | $28.75 | $30.68 | $27.17 | $24.54 |
Net investment income3 | 0.32 | 0.73 | 0.91 | 0.77 | 0.31 |
Net realized and unrealized gain (loss) on investments | 1.77 | (4.21) | (2.31) | 3.43 | 2.32 |
Total from investment operations | 2.09 | (3.48) | (1.40) | 4.20 | 2.63 |
Less distributions | |||||
From net investment income | (0.24) | (0.94) | (0.53) | (0.69) | — |
Net asset value, end of period | $26.18 | $24.33 | $28.75 | $30.68 | $27.17 |
Total return (%)4 | 8.60 5 | (12.57) | (4.54) | 15.64 | 10.73 5 |
Ratios and supplemental data | |||||
Net assets, end of period (in millions) | $424 | $433 | $512 | $68 | $33 |
Ratios (as a percentage of average net assets): | |||||
Expenses before reductions | 0.43 6 | 0.52 | 0.55 | 0.80 | 0.99 6 |
Expenses including reductions | 0.39 6 | 0.45 | 0.45 | 0.45 | 0.45 6 |
Net investment income | 2.40 6 | 2.46 | 3.28 | 2.60 | 3.02 6 |
Portfolio turnover (%)7 | 4 | 10 | 17 | 15 | 8 |
1 | Six months ended 10-31-20. 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 | 10-31-20 1 | 4-30-20 | 4-30-19 2 |
Per share operating performance | |||
Net asset value, beginning of period | $21.61 | $25.87 | $25.00 |
Net investment income3 | 0.34 | 0.66 | 0.14 |
Net realized and unrealized gain (loss) on investments | 3.01 | (4.29) | 0.78 |
Total from investment operations | 3.35 | (3.63) | 0.92 |
Less distributions | |||
From net investment income | (0.18) | (0.63) | (0.05) |
Net asset value, end of period | $24.78 | $21.61 | $25.87 |
Total return (%)4 | 15.56 5 | (14.44) | 3.71 5 |
Ratios and supplemental data | |||
Net assets, end of period (in millions) | $662 | $685 | $818 |
Ratios (as a percentage of average net assets): | |||
Expenses before reductions | 0.55 6 | 0.67 | 0.71 6 |
Expenses including reductions | 0.49 6 | 0.55 | 0.55 6 |
Net investment income | 2.81 6 | 2.69 | 0.97 6 |
Portfolio turnover (%)7 | 12 | 22 | 3 |
1 | Six months ended 10-31-20. 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 | 10-31-20 1 | 4-30-20 | 4-30-19 | 4-30-18 | 4-30-17 | 4-30-16 2 |
Per share operating performance | ||||||
Net asset value, beginning of period | $13.90 | $26.78 | $31.39 | $27.42 | $27.23 | $24.84 |
Net investment income3 | 0.32 4 | 1.35 5 | 0.51 | 0.66 6 | 0.42 | — 7 |
Net realized and unrealized gain (loss) on investments | (3.07) | (12.80) | (4.59) | 3.85 | 0.06 | 2.39 |
Total from investment operations | (2.75) | (11.45) | (4.08) | 4.51 | 0.48 | 2.39 |
Less distributions | ||||||
From net investment income | (0.21) | (1.43) | (0.53) | (0.54) | (0.29) | — |
Net asset value, end of period | $10.94 | $13.90 | $26.78 | $31.39 | $27.42 | $27.23 |
Total return (%)8 | (20.16) 9 | (44.93) | (12.84) | 16.69 | 1.73 | 9.63 9 |
Ratios and supplemental data | ||||||
Net assets, end of period (in millions) | $9 | $15 | $26 | $37 | $16 | $5 |
Ratios (as a percentage of average net assets): | ||||||
Expenses before reductions | 1.32 10 | 1.05 | 0.86 | 1.07 | 1.15 | 5.86 10 |
Expenses including reductions | 0.40 10 | 0.40 | 0.48 | 0.50 | 0.50 | 0.50 10 |
Net investment income | 4.72 4,10 | 6.38 5 | 1.72 | 2.35 6 | 1.46 | 0.20 10 |
Portfolio turnover (%)11 | 18 | 22 | 25 | 16 | 30 | 2 |
1 | Six months ended 10-31-20. Unaudited. |
2 | Period from 3-28-16 (commencement of operations) to 4-30-16. |
3 | Based on average daily shares outstanding. |
4 | Net investment income is affected by the timing and frequency of the declaration of dividends by the securities in which the fund invests. |
5 | 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. |
6 | 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. |
7 | Less than $0.005 per share. |
8 | Total returns would have been lower had certain expenses not been reduced during the applicable periods. |
9 | Not annualized. |
10 | Annualized. |
11 | Portfolio turnover rate excludes securities received or delivered from in-kind transactions. |
Period ended | 10-31-20 1 | 4-30-20 | 4-30-19 | 4-30-18 | 4-30-17 | 4-30-16 2 |
Per share operating performance | ||||||
Net asset value, beginning of period | $31.30 | $38.10 | $36.86 | $31.48 | $25.35 | $24.37 |
Net investment income3 | 0.34 | 0.70 | 0.57 | 0.45 | 0.38 | 0.21 |
Net realized and unrealized gain (loss) on investments | 2.48 | (6.64) | 1.21 | 5.30 | 6.10 | 0.85 |
Total from investment operations | 2.82 | (5.94) | 1.78 | 5.75 | 6.48 | 1.06 |
Less distributions | ||||||
From net investment income | (0.35) | (0.86) | (0.54) | (0.37) | (0.35) | (0.08) |
Net asset value, end of period | $33.77 | $31.30 | $38.10 | $36.86 | $31.48 | $25.35 |
Total return (%)4 | 9.03 5 | (16.06) | 5.15 | 18.33 | 25.78 | 4.33 5 |
Ratios and supplemental data | ||||||
Net assets, end of period (in millions) | $24 | $30 | $48 | $69 | $43 | $19 |
Ratios (as a percentage of average net assets): | ||||||
Expenses before reductions | 0.89 6 | 0.72 | 0.66 | 0.75 | 0.99 | 1.19 6 |
Expenses including reductions | 0.40 6 | 0.40 | 0.47 | 0.50 | 0.50 | 0.50 6 |
Net investment income | 1.98 6 | 1.86 | 1.57 | 1.26 | 1.32 | 1.41 6 |
Portfolio turnover (%)7 | 6 | 10 | 9 | 8 | 7 | 11 |
1 | Six months ended 10-31-20. Unaudited. |
2 | Period from 9-28-15 (commencement of operations) to 4-30-16. |
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. |
90 | JOHN HANCOCK MULTIFACTOR ETFS | SEMIANNUAL | SEE NOTES TO FINANCIAL STATEMENTS |
Period ended | 10-31-20 1 | 4-30-20 | 4-30-19 | 4-30-18 | 4-30-17 | 4-30-16 2 |
Per share operating performance | ||||||
Net asset value, beginning of period | $36.93 | $33.33 | $31.14 | $28.59 | $25.77 | $23.93 |
Net investment income3 | 0.42 | 0.60 | 0.73 | 0.24 | 0.30 | 0.11 |
Net realized and unrealized gain (loss) on investments | 2.15 | 3.91 | 1.71 | 2.62 | 2.72 | 1.78 |
Total from investment operations | 2.57 | 4.51 | 2.44 | 2.86 | 3.02 | 1.89 |
Less distributions | ||||||
From net investment income | (0.45) | (0.91) | (0.25) | (0.31) | (0.20) | (0.05) |
Net asset value, end of period | $39.05 | $36.93 | $33.33 | $31.14 | $28.59 | $25.77 |
Total return (%)4 | 7.03 5 | 13.70 | 7.89 | 10.04 | 11.78 | 7.89 5 |
Ratios and supplemental data | ||||||
Net assets, end of period (in millions) | $43 | $43 | $54 | $41 | $33 | $17 |
Ratios (as a percentage of average net assets): | ||||||
Expenses before reductions | 0.71 6 | 0.68 | 0.66 | 0.86 | 1.06 | 1.23 6 |
Expenses including reductions | 0.40 6 | 0.40 | 0.46 | 0.50 | 0.50 | 0.50 6 |
Net investment income | 2.13 6 | 1.72 | 2.18 | 0.79 | 1.12 | 0.74 6 |
Portfolio turnover (%)7 | 4 | 10 | 21 | 11 | 14 | 6 |
1 | Six months ended 10-31-20. Unaudited. |
2 | Period from 9-28-15 (commencement of operations) to 4-30-16. |
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 | 10-31-20 1 | 4-30-20 | 4-30-19 | 4-30-18 | 4-30-17 | 4-30-16 2 |
Per share operating performance | ||||||
Net asset value, beginning of period | $31.78 | $37.41 | $33.75 | $30.40 | $25.37 | $25.01 |
Net investment income3 | 0.21 | 0.52 | 0.59 | 0.33 | 0.35 | 0.01 |
Net realized and unrealized gain (loss) on investments | 6.52 | (5.64) | 3.69 | 3.33 | 4.94 | 0.35 |
Total from investment operations | 6.73 | (5.12) | 4.28 | 3.66 | 5.29 | 0.36 |
Less distributions | ||||||
From net investment income | (0.21) | (0.51) | (0.62) | (0.31) | (0.26) | — |
Net asset value, end of period | $38.30 | $31.78 | $37.41 | $33.75 | $30.40 | $25.37 |
Total return (%)4 | 21.23 5 | (13.92) | 13.16 | 12.04 | 20.95 | 1.45 5 |
Ratios and supplemental data | ||||||
Net assets, end of period (in millions) | $36 | $22 | $32 | $32 | $21 | $5 |
Ratios (as a percentage of average net assets): | ||||||
Expenses before reductions | 0.86 6 | 0.86 | 0.90 | 0.98 | 1.12 | 5.95 6 |
Expenses including reductions | 0.40 6 | 0.40 | 0.47 | 0.50 | 0.50 | 0.50 6 |
Net investment income | 1.13 6 | 1.42 | 1.70 | 0.98 | 1.24 | 0.50 6 |
Portfolio turnover (%)7 | 9 | 21 | 49 | 3 | 8 | 0 8 |
1 | Six months ended 10-31-20. Unaudited. |
2 | Period from 3-28-16 (commencement of operations) to 4-30-16. |
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. |
8 | Less than 1%. |
SEE NOTES TO FINANCIAL STATEMENTS | SEMIANNUAL | JOHN HANCOCK MULTIFACTOR ETFS | 91 |
Period ended | 10-31-20 1 | 4-30-20 | 4-30-19 | 4-30-18 | 4-30-17 | 4-30-16 2 |
Per share operating performance | ||||||
Net asset value, beginning of period | $36.16 | $37.97 | $34.52 | $31.09 | $26.69 | $24.35 |
Net investment income3 | 0.34 | 0.73 | 0.70 | 0.51 | 0.49 | 0.27 |
Net realized and unrealized gain (loss) on investments | 4.87 | (1.83) | 3.25 | 3.42 | 4.31 | 2.17 |
Total from investment operations | 5.21 | (1.10) | 3.95 | 3.93 | 4.80 | 2.44 |
Less distributions | ||||||
From net investment income | (0.36) | (0.71) | (0.50) | (0.50) | (0.40) | (0.10) |
Net asset value, end of period | $41.01 | $36.16 | $37.97 | $34.52 | $31.09 | $26.69 |
Total return (%)4 | 14.49 5 | (3.04) | 11.74 | 12.69 | 18.13 | 10.01 5 |
Ratios and supplemental data | ||||||
Net assets, end of period (in millions) | $895 | $789 | $922 | $401 | $342 | $27 |
Ratios (as a percentage of average net assets): | ||||||
Expenses before reductions | 0.32 6 | 0.34 | 0.35 | 0.40 | 0.45 | 0.93 6 |
Expenses including reductions | 0.29 6 | 0.33 | 0.34 | 0.35 | 0.35 | 0.35 6 |
Net investment income | 1.68 6 | 1.92 | 1.96 | 1.53 | 1.67 | 1.80 6 |
Portfolio turnover (%)7 | 4 | 6 | 6 | 5 | 12 | 6 |
1 | Six months ended 10-31-20. Unaudited. |
2 | Period from 9-28-15 (commencement of operations) to 4-30-16. |
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 | 10-31-20 1 | 4-30-20 | 4-30-19 | 4-30-18 | 4-30-17 | 4-30-16 2 |
Per share operating performance | ||||||
Net asset value, beginning of period | $28.14 | $32.51 | $34.00 | $30.85 | $26.76 | $25.10 |
Net investment income3 | 0.30 | 0.58 | 0.55 | 0.44 | 0.44 | 0.04 |
Net realized and unrealized gain (loss) on investments | 6.52 | (4.31) | (1.54) | 3.13 | 3.97 | 1.62 |
Total from investment operations | 6.82 | (3.73) | (0.99) | 3.57 | 4.41 | 1.66 |
Less distributions | ||||||
From net investment income | (0.27) | (0.64) | (0.50) | (0.42) | (0.32) | — |
Net asset value, end of period | $34.69 | $28.14 | $32.51 | $34.00 | $30.85 | $26.76 |
Total return (%)4 | 24.38 5 | (11.77) | (2.76) | 11.62 | 16.58 | 6.63 5 |
Ratios and supplemental data | ||||||
Net assets, end of period (in millions) | $22 | $17 | $23 | $23 | $20 | $5 |
Ratios (as a percentage of average net assets): | ||||||
Expenses before reductions | 1.05 6 | 1.01 | 1.01 | 1.05 | 1.15 | 5.85 6 |
Expenses including reductions | 0.40 6 | 0.40 | 0.47 | 0.50 | 0.50 | 0.50 6 |
Net investment income | 1.86 6 | 1.82 | 1.68 | 1.32 | 1.51 | 1.57 6 |
Portfolio turnover (%)7 | 8 | 20 | 46 | 10 | 17 | 0 |
1 | Six months ended 10-31-20. Unaudited. |
2 | Period from 3-28-16 (commencement of operations) to 4-30-16. |
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. |
92 | JOHN HANCOCK MULTIFACTOR ETFS | SEMIANNUAL | SEE NOTES TO FINANCIAL STATEMENTS |
Period ended | 10-31-20 1 | 4-30-20 | 4-30-19 2 |
Per share operating performance | |||
Net asset value, beginning of period | $25.12 | $26.51 | $25.00 |
Net investment income3 | 0.15 | 0.29 | 0.04 |
Net realized and unrealized gain (loss) on investments | 4.23 | (1.48) | 1.47 |
Total from investment operations | 4.38 | (1.19) | 1.51 |
Less distributions | |||
From net investment income | (0.12) | (0.20) | — |
Net asset value, end of period | $29.38 | $25.12 | $26.51 |
Total return (%)4 | 17.51 5 | (4.60) | 6.05 5 |
Ratios and supplemental data | |||
Net assets, end of period (in millions) | $25 | $22 | $24 |
Ratios (as a percentage of average net assets): | |||
Expenses before reductions | 0.81 6 | 1.02 | 2.98 6 |
Expenses including reductions | 0.40 6 | 0.40 | 0.40 6 |
Net investment income | 1.01 6 | 1.07 | 1.29 6 |
Portfolio turnover (%)7 | 7 | 19 | 0 |
1 | Six months ended 10-31-20. 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 | 10-31-20 1 | 4-30-20 | 4-30-19 | 4-30-18 | 4-30-17 | 4-30-16 2 |
Per share operating performance | ||||||
Net asset value, beginning of period | $32.39 | $36.60 | $34.04 | $30.65 | $26.07 | $24.29 |
Net investment income3 | 0.20 | 0.48 | 0.53 | 0.34 | 0.33 | 0.21 |
Net realized and unrealized gain (loss) on investments | 5.61 | (4.29) | 2.44 | 3.36 | 4.58 | 1.65 |
Total from investment operations | 5.81 | (3.81) | 2.97 | 3.70 | 4.91 | 1.86 |
Less distributions | ||||||
From net investment income | (0.22) | (0.40) | (0.41) | (0.31) | (0.33) | (0.08) |
Net asset value, end of period | $37.98 | $32.39 | $36.60 | $34.04 | $30.65 | $26.07 |
Total return (%)4 | 18.02 5 | (10.56) | 8.98 | 12.11 | 18.96 | 7.70 5 |
Ratios and supplemental data | ||||||
Net assets, end of period (in millions) | $1,561 | $1,331 | $1,030 | $332 | $170 | $20 |
Ratios (as a percentage of average net assets): | ||||||
Expenses before reductions | 0.42 6 | 0.43 | 0.45 | 0.52 | 0.61 | 1.11 6 |
Expenses including reductions | 0.42 6 | 0.42 | 0.44 | 0.45 | 0.45 | 0.45 6 |
Net investment income | 1.09 6 | 1.33 | 1.53 | 1.03 | 1.16 | 1.44 6 |
Portfolio turnover (%)7 | 10 | 11 | 13 | 11 | 14 | 12 |
1 | Six months ended 10-31-20. Unaudited. |
2 | Period from 9-28-15 (commencement of operations) to 4-30-16. |
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 | 93 |
Period ended | 10-31-20 1 | 4-30-20 | 4-30-19 | 4-30-18 2 |
Per share operating performance | ||||
Net asset value, beginning of period | $21.77 | $26.89 | $25.69 | $25.00 |
Net investment income3 | 0.16 | 0.33 | 0.29 | 0.13 |
Net realized and unrealized gain (loss) on investments | 3.18 | (5.13) | 1.16 | 0.56 |
Total from investment operations | 3.34 | (4.80) | 1.45 | 0.69 |
Less distributions | ||||
From net investment income | (0.13) | (0.32) | (0.25) | — |
Net asset value, end of period | $24.98 | $21.77 | $26.89 | $25.69 |
Total return (%)4 | 15.35 5 | (18.07) | 5.71 | 2.77 5 |
Ratios and supplemental data | ||||
Net assets, end of period (in millions) | $479 | $463 | $439 | $39 |
Ratios (as a percentage of average net assets): | ||||
Expenses before reductions | 0.46 6 | 0.55 | 0.60 | 0.90 6,7 |
Expenses including reductions | 0.42 6 | 0.49 | 0.50 | 0.51 6,7 |
Net investment income | 1.28 6 | 1.30 | 1.13 | 1.05 6 |
Portfolio turnover (%)8 | 36 | 36 | 33 | 17 |
1 | Six months ended 10-31-20. 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 | 10-31-20 1 | 4-30-20 | 4-30-19 | 4-30-18 | 4-30-17 | 4-30-16 2 |
Per share operating performance | ||||||
Net asset value, beginning of period | $53.33 | $50.65 | $42.87 | $35.10 | $25.86 | $24.42 |
Net investment income3 | 0.26 | 0.69 | 0.43 | 0.28 | 0.34 | 0.27 |
Net realized and unrealized gain (loss) on investments | 11.45 | 2.66 | 7.72 | 7.77 | 9.30 | 1.26 |
Total from investment operations | 11.71 | 3.35 | 8.15 | 8.05 | 9.64 | 1.53 |
Less distributions | ||||||
From net investment income | (0.46) | (0.67) | (0.37) | (0.28) | (0.40) | (0.09) |
Net asset value, end of period | $64.58 | $53.33 | $50.65 | $42.87 | $35.10 | $25.86 |
Total return (%)4 | 22.01 5 | 6.65 | 19.25 | 23.02 | 37.66 | 6.26 5 |
Ratios and supplemental data | ||||||
Net assets, end of period (in millions) | $41 | $36 | $62 | $63 | $42 | $18 |
Ratios (as a percentage of average net assets): | ||||||
Expenses before reductions | 0.74 6 | 0.66 | 0.64 | 0.74 | 1.00 | 1.18 6 |
Expenses including reductions | 0.40 6 | 0.40 | 0.47 | 0.50 | 0.50 | 0.50 6 |
Net investment income | 0.82 6 | 1.35 | 0.96 | 0.70 | 1.11 | 1.75 6 |
Portfolio turnover (%)7 | 6 | 21 | 27 | 7 | 18 | 11 |
1 | Six months ended 10-31-20. Unaudited. |
2 | Period from 9-28-15 (commencement of operations) to 4-30-16. |
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. |
94 | JOHN HANCOCK MULTIFACTOR ETFS | SEMIANNUAL | SEE NOTES TO FINANCIAL STATEMENTS |
Period ended | 10-31-20 1 | 4-30-20 | 4-30-19 | 4-30-18 | 4-30-17 | 4-30-16 2 |
Per share operating performance | ||||||
Net asset value, beginning of period | $29.26 | $31.68 | $27.45 | $27.02 | $24.86 | $24.92 |
Net investment income3 | 0.48 | 0.87 | 0.84 | 0.77 | 0.71 | 0.02 |
Net realized and unrealized gain (loss) on investments | 1.58 | (2.40) | 4.05 | 0.34 | 1.94 | (0.08) |
Total from investment operations | 2.06 | (1.53) | 4.89 | 1.11 | 2.65 | (0.06) |
Less distributions | ||||||
From net investment income | (0.46) | (0.89) | (0.66) | (0.68) | (0.49) | — |
Net asset value, end of period | $30.86 | $29.26 | $31.68 | $27.45 | $27.02 | $24.86 |
Total return (%)4 | 7.21 5 | (5.16) | 18.21 | 4.14 | 10.79 | (0.27) 5 |
Ratios and supplemental data | ||||||
Net assets, end of period (in millions) | $24 | $25 | $29 | $18 | $18 | $5 |
Ratios (as a percentage of average net assets): | ||||||
Expenses before reductions | 0.97 6 | 0.77 | 0.87 | 1.16 | 1.18 | 6.05 6 |
Expenses including reductions | 0.40 6 | 0.40 | 0.46 | 0.50 | 0.50 | 0.50 6 |
Net investment income | 3.21 6 | 2.66 | 2.86 | 2.78 | 2.77 | 0.95 6 |
Portfolio turnover (%)7 | 9 | 11 | 19 | 12 | 16 | 0 |
1 | Six months ended 10-31-20. Unaudited. |
2 | Period from 3-28-16 (commencement of operations) to 4-30-16. |
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 | 95 |
Notes to financial statements (unaudited) |
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 10-31-20 | Level 1 quoted price | Level 2 significant observable inputs | Level 3 significant unobservable inputs | |
Multifactor Consumer Discretionary ETF | ||||
Investments in securities: | ||||
Assets | ||||
Common stocks | $33,236,453 | $33,236,453 | — | — |
Short-term investments | 390,081 | 390,081 | — | — |
Total investments in securities | $33,626,534 | $33,626,534 | — | — |
Multifactor Consumer Staples ETF | ||||
Investments in securities: | ||||
Assets | ||||
Common stocks | $22,669,404 | $22,669,404 | — | — |
Short-term investments | 186,136 | 186,136 | — | — |
Total investments in securities | $22,855,540 | $22,855,540 | — | — |
Multifactor Developed International ETF | ||||
Investments in securities: | ||||
Assets | ||||
Common stocks | ||||
Australia | $27,301,459 | $27,301,459 | — | — |
Austria | 459,871 | 459,871 | — | — |
Belgium | 3,846,988 | 3,846,988 | — | — |
Chile | 296,033 | 296,033 | — | — |
Czech Republic | 223,296 | 223,296 | — | — |
Denmark | 10,806,046 | 10,806,046 | — | — |
Finland | 6,692,744 | 6,692,744 | — | — |
France | 41,372,372 | 41,372,372 | — | — |
Germany | 34,678,502 | 34,678,502 | — | — |
Hong Kong | 13,684,719 | 13,684,719 | — | — |
Ireland | 5,062,790 | 5,062,790 | — | — |
Isle of Man | 292,948 | 292,948 | — | — |
Israel | 1,629,696 | 1,629,696 | — | — |
Italy | 8,347,451 | 8,347,451 | — | — |
Japan | 113,172,736 | 113,172,736 | — | — |
Jordan | 165,063 | 165,063 | — | — |
Luxembourg | 450,464 | 450,464 | — | — |
Macau | 217,064 | 217,064 | — | — |
Mexico | 129,253 | 129,253 | — | — |
Netherlands | 17,301,815 | 17,301,815 | — | — |
New Zealand | 1,226,393 | 1,226,393 | — | — |
Norway | 2,289,225 | 2,289,225 | — | — |
Portugal | 517,364 | 517,364 | — | — |
Singapore | 4,955,497 | 4,955,497 | — | — |
Spain | 8,906,124 | 8,906,124 | — | — |
Sweden | 14,905,712 | 14,905,712 | — | — |
Switzerland | 42,278,707 | 42,278,707 | — | — |
United Arab Emirates | 1,416 | — | $1,416 | — |
United Kingdom | 56,720,191 | 56,720,191 | — | — |
United States | 32,632 | 32,632 | — | — |
SEMIANNUAL REPORT | JOHN HANCOCK MULTIFACTOR ETFS | 97 |
Total value at 10-31-20 | Level 1 quoted price | Level 2 significant observable inputs | Level 3 significant unobservable inputs | |
Multifactor Developed International ETF (continued) | ||||
Preferred securities | $3,389,535 | $3,389,535 | — | — |
Rights | 132,647 | 132,647 | — | — |
Short-term investments | 5,584,229 | 5,584,229 | — | — |
Total investments in securities | $427,070,982 | $427,069,566 | $1,416 | — |
Multifactor Emerging Markets ETF | ||||
Investments in securities: | ||||
Assets | ||||
Common stocks | $651,982,615 | $651,982,615 | — | — |
Preferred securities | 7,929,006 | 7,929,006 | — | — |
Investment companies | 113,946 | 113,946 | — | — |
Warrants | 3,274 | 3,274 | — | — |
Short-term investments | 3,589,842 | 3,589,842 | — | — |
Total investments in securities | $663,618,683 | $663,618,683 | — | — |
Multifactor Energy ETF | ||||
Investments in securities: | ||||
Assets | ||||
Common stocks | $9,275,995 | $9,275,995 | — | — |
Short-term investments | 27,832 | 27,832 | — | — |
Total investments in securities | $9,303,827 | $9,303,827 | — | — |
Derivatives: | ||||
Assets | ||||
Futures | $822 | $822 | — | — |
Multifactor Financials ETF | ||||
Investments in securities: | ||||
Assets | ||||
Common stocks | $23,609,426 | $23,609,426 | — | — |
Short-term investments | 83,650 | 83,650 | — | — |
Total investments in securities | $23,693,076 | $23,693,076 | — | — |
Multifactor Healthcare ETF | ||||
Investments in securities: | ||||
Assets | ||||
Common stocks | $43,212,089 | $43,212,089 | — | — |
Short-term investments | 326,356 | 326,356 | — | — |
Total investments in securities | $43,538,445 | $43,538,445 | — | — |
Derivatives: | ||||
Liabilities | ||||
Futures | $(7,247) | $(7,247) | — | — |
Multifactor Industrials ETF | ||||
Investments in securities: | ||||
Assets | ||||
Common stocks | $35,600,614 | $35,600,614 | — | — |
Short-term investments | 80,838 | 80,838 | — | — |
Total investments in securities | $35,681,452 | $35,681,452 | — | — |
Multifactor Large Cap ETF | ||||
Investments in securities: | ||||
Assets | ||||
Common stocks | $894,096,747 | $894,096,747 | — | — |
98 | JOHN HANCOCK MULTIFACTOR ETFS | SEMIANNUAL REPORT |
Total value at 10-31-20 | Level 1 quoted price | Level 2 significant observable inputs | Level 3 significant unobservable inputs | |
Multifactor Large Cap ETF (continued) | ||||
Short-term investments | $2,570,320 | $2,570,320 | — | — |
Total investments in securities | $896,667,067 | $896,667,067 | — | — |
Multifactor Materials ETF | ||||
Investments in securities: | ||||
Assets | ||||
Common stocks | $22,186,628 | $22,186,628 | — | — |
Short-term investments | 382,010 | 382,010 | — | — |
Total investments in securities | $22,568,638 | $22,568,638 | — | — |
Multifactor Media and Communications ETF | ||||
Investments in securities: | ||||
Assets | ||||
Common stocks | $25,245,536 | $25,245,536 | — | — |
Short-term investments | 17,271 | 17,271 | — | — |
Total investments in securities | $25,262,807 | $25,262,807 | — | — |
Multifactor Mid Cap ETF | ||||
Investments in securities: | ||||
Assets | ||||
Common stocks | $1,557,256,666 | $1,557,256,666 | — | — |
Short-term investments | 15,246,231 | 15,246,231 | — | — |
Total investments in securities | $1,572,502,897 | $1,572,502,897 | — | — |
Derivatives: | ||||
Liabilities | ||||
Futures | $(118,465) | $(118,465) | — | — |
Multifactor Small Cap ETF | ||||
Investments in securities: | ||||
Assets | ||||
Common stocks | $478,646,727 | $478,646,727 | — | — |
Short-term investments | 11,698,624 | 11,698,624 | — | — |
Total investments in securities | $490,345,351 | $490,345,351 | — | — |
Multifactor Technology ETF | ||||
Investments in securities: | ||||
Assets | ||||
Common stocks | $41,320,610 | $41,320,610 | — | — |
Short-term investments | 367,045 | 367,045 | — | — |
Total investments in securities | $41,687,655 | $41,687,655 | — | — |
Multifactor Utilities ETF | ||||
Investments in securities: | ||||
Assets | ||||
Common stocks | $24,049,348 | $24,049,348 | — | — |
Short-term investments | 32,517 | 32,517 | — | — |
Total investments in securities | $24,081,865 | $24,081,865 | — | — |
SEMIANNUAL REPORT | JOHN HANCOCK MULTIFACTOR ETFS | 99 |
Fund | Market value of securities on loan | Cash collateral received |
Multifactor Consumer Discretionary ETF | $345,635 | $344,499 |
Multifactor Consumer Staples ETF | 139,519 | 148,761 |
Multifactor Developed International ETF | 7,680,865 | 5,108,913 |
Multifactor Emerging Markets ETF | 6,382,442 | 3,590,685 |
Multifactor Energy ETF | 31,072 | — |
Multifactor Financials ETF | 115,308 | 51,366 |
Multifactor Healthcare ETF | 346,385 | 180,712 |
Multifactor Industrials ETF | 42,040 | 43,754 |
Multifactor Large Cap ETF | 2,574,625 | 2,040,100 |
Multifactor Materials ETF | 338,162 | 345,870 |
Multifactor Media and Communications ETF | 167,167 | — |
Multifactor Mid Cap ETF | 14,491,691 | 11,740,472 |
Multifactor Small Cap ETF | 13,431,425 | 11,334,784 |
Multifactor Technology ETF | 324,903 | 319,569 |
Fund | Non-cash collateral |
Multifactor Consumer Discretionary ETF | $12,994 |
Multifactor Developed International ETF | 3,058,860 |
Multifactor Emerging Markets ETF | 3,044,189 |
Multifactor Energy ETF | 33,819 |
Multifactor Financials ETF | 72,598 |
Multifactor Healthcare ETF | 200,101 |
Multifactor Large Cap ETF | 658,371 |
Multifactor Media and Communications ETF | 180,485 |
Multifactor Mid Cap ETF | 3,762,131 |
Multifactor Small Cap ETF | 2,882,388 |
Multifactor Technology ETF | 24,737 |
100 | JOHN HANCOCK MULTIFACTOR ETFS | SEMIANNUAL REPORT |
Fund | Commitment fee |
Multifactor Consumer Discretionary ETF | $2,462 |
Multifactor Consumer Staples ETF | 2,436 |
Multifactor Developed International ETF | 3,285 |
Multifactor Emerging Markets ETF | 3,777 |
Multifactor Energy ETF | 2,427 |
Multifactor Financials ETF | 2,457 |
Multifactor Healthcare ETF | 2,483 |
Multifactor Industrials ETF | 2,441 |
Multifactor Large Cap ETF | 4,020 |
Multifactor Materials ETF | 2,431 |
Multifactor Media and Communications ETF | 2,442 |
Multifactor Mid Cap ETF | 5,066 |
Multifactor Small Cap ETF | 3,324 |
Multifactor Technology ETF | 2,475 |
Multifactor Utilities ETF | 2,448 |
No Expiration Date | ||
Fund | Short Term | Long Term |
Multifactor Consumer Discretionary ETF | $2,009,939 | $2,185,094 |
Multifactor Consumer Staples ETF | 873,464 | 141,869 |
Multifactor Developed International ETF | 8,248,408 | 5,837,151 |
Multifactor Emerging Markets ETF | 8,583,969 | 1,812,018 |
Multifactor Energy ETF | 3,499,014 | 1,012,194 |
SEMIANNUAL REPORT | JOHN HANCOCK MULTIFACTOR ETFS | 101 |
No Expiration Date | ||
Fund | Short Term | Long Term |
Multifactor Financials ETF | $1,354,761 | $504,749 |
Multifactor Healthcare ETF | 1,633,762 | 1,649,061 |
Multifactor Industrials ETF | 1,027,142 | 905,998 |
Multifactor Large Cap ETF | 10,081,955 | 7,357,177 |
Multifactor Materials ETF | 1,016,878 | 879,524 |
Multifactor Media and Communications ETF | 936,580 | — |
Multifactor Mid Cap ETF | 35,946,007 | 12,892,570 |
Multifactor Small Cap ETF | 47,317,665 | 10,356,537 |
Multifactor Technology ETF | 1,732,501 | 638,057 |
Multifactor Utilities ETF | 1,193,729 | 32,049 |
Fund | Aggregate cost | Unrealized appreciation | Unrealized (depreciation) | Net unrealized appreciation/ (depreciation) |
Multifactor Consumer Discretionary ETF | $30,256,580 | $5,590,190 | $(2,220,236) | $3,369,954 |
Multifactor Consumer Staples ETF | 22,581,042 | 1,827,907 | (1,553,409) | 274,498 |
Multifactor Developed International ETF | 435,578,370 | 50,938,211 | (59,445,599) | (8,507,388) |
Multifactor Emerging Markets ETF | 659,458,683 | 108,483,388 | (104,323,388) | 4,160,000 |
Multifactor Energy ETF | 18,527,802 | 76,673 | (9,299,826) | (9,223,153) |
Multifactor Financials ETF | 27,365,580 | 921,871 | (4,594,375) | (3,672,504) |
Multifactor Healthcare ETF | 38,749,634 | 6,395,679 | (1,614,115) | 4,781,564 |
Multifactor Industrials ETF | 34,323,570 | 2,967,502 | (1,609,620) | 1,357,882 |
Multifactor Large Cap ETF | 800,581,196 | 170,206,243 | (74,120,372) | 96,085,871 |
Multifactor Materials ETF | 20,630,063 | 2,998,425 | (1,059,850) | 1,938,575 |
Multifactor Media and Communications ETF | 23,489,562 | 3,450,768 | (1,677,523) | 1,773,245 |
Multifactor Mid Cap ETF | 1,470,368,124 | 236,583,228 | (134,566,920) | 102,016,308 |
Multifactor Small Cap ETF | 481,278,154 | 43,939,785 | (34,872,588) | 9,067,197 |
Multifactor Technology ETF | 33,708,596 | 9,606,537 | (1,627,478) | 7,979,059 |
Multifactor Utilities ETF | 25,767,802 | 857,525 | (2,543,462) | (1,685,937) |
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, 2020, there were no open futures contracts. | Up to $35,000, 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, 2020, there were no open futures contracts. | Up to $83,000, 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, 2020, there were no open futures contracts. | Up to $22.1 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, 2020, there were no open futures contracts. | Up to $22.4 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. | Up to $98,000, as measured at each quarter end. |
Multifactor Financials ETF | The fund used futures contracts to gain exposure to certain securities markets. As of October 31, 2020, there were no open futures contracts and manage against changes in certain securities markets. | Up to $50,000, 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. | Up to $131,000, as measured at each quarter end. |
Multifactor Industrials ETF | The fund used futures contracts to gain exposure to certain securities markets. As of October 31, 2020, there were no open futures contracts and manage against changes in certain securities markets. As of October 31, 2020, there were no open futures contracts. | Up to $34,000, 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, 2020, there were no open futures contracts. | Up to $290,000, as measured at each quarter end. |
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, 2020, there were no open futures contracts. | Up to $83,000, as measured during the period. |
Multifactor Media and Communications 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, 2020, there were no open futures contracts. | Up to $15,000, as measured at each quarter end. |
Multifactor Mid Cap ETF | The fund used futures contracts to gain exposure to certain securities markets and manage against changes in certain securities markets. | Up to $2.3 million, as measured at each quarter end. |
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, 2020, there were no open futures contracts. | Up to $1.1 million, 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, 2020, there were no open futures contracts. | Up to $17,000, as measured during the period. |
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, 2020, there were no open futures contracts. | Up to $268,000, as measured during the period. |
SEMIANNUAL REPORT | JOHN HANCOCK MULTIFACTOR ETFS | 103 |
Fund | Risk | Statements of assets and liabilities location | Financial instruments location | Assets derivatives fair value | Liabilities derivatives fair value |
Multifactor Energy ETF | Equity | Receivable/payable for futures variation margin | Futures 1 | $822 | — |
$822 | — | ||||
Multifactor Healthcare ETF | Equity | Receivable/payable for futures variation margin | Futures 1 | — | $(7,247) |
— | $ (7,247) | ||||
Multifactor Mid Cap ETF | Equity | Receivable/payable for futures variation margin | Futures 1 | — | $(118,465) |
— | $(118,465) |
1 | Reflects cumulative appreciation/depreciation on futures as disclosed in Funds' investments. Only the period end variation margin is separately disclosed on the Statements of assets and liabilities. |
Statements of operations location - Net realized gain (loss) on: | ||
Fund | Risk | Futures contracts |
Multifactor Consumer Discretionary ETF | Equity | $(1,392) |
Total | $ (1,392) | |
Multifactor Consumer Staples ETF | Equity | $(465) |
Total | $ (465) | |
Multifactor Developed International ETF | Equity | $134,917 |
Total | $134,917 | |
Multifactor Emerging Markets ETF | Equity | $246,252 |
Total | $246,252 | |
Multifactor Energy ETF | Equity | $7,455 |
Total | $ 7,455 | |
Multifactor Financials ETF | Equity | $(1,131) |
Total | $ (1,131) | |
Multifactor Healthcare ETF | Equity | $(264) |
Total | $ (264) | |
Multifactor Industrials ETF | Equity | $(372) |
Total | $ (372) | |
Multifactor Large Cap ETF | Equity | $98,153 |
Total | $ 98,153 | |
Multifactor Materials ETF | Equity | $(816) |
Total | $ (816) | |
Multifactor Media and Communications ETF | Equity | $477 |
Total | $ 477 | |
Multifactor Mid Cap ETF | Equity | $299 |
Total | $ 299 | |
Multifactor Small Cap ETF | Equity | $18,669 |
Total | $ 18,669 | |
Multifactor Technology ETF | Equity | $(453) |
Total | $ (453) | |
Multifactor Utilities ETF | Equity | $6,645 |
Total | $ 6,645 |
104 | JOHN HANCOCK MULTIFACTOR ETFS | SEMIANNUAL REPORT |
Statements of operations location - Change in net unrealized appreciation (depreciation) of: | ||
Fund | Risk | Futures contracts |
Multifactor Energy ETF | Equity | $822 |
Total | $ 822 | |
Multifactor Healthcare ETF | Equity | $(7,247) |
Total | $ (7,247) | |
Multifactor Large Cap ETF | Equity | $(54,691) |
Total | $ (54,691) | |
Multifactor Media and Communications ETF | Equity | $(400) |
Total | $ (400) | |
Multifactor Mid Cap ETF | Equity | $(118,465) |
Total | $(118,465) |
Fund | Average daily net assets |
Multifactor Consumer Discretionary ETF | 0.380% |
Multifactor Consumer Staples ETF | 0.380% |
Multifactor Developed International ETF | 0.350% |
Multifactor Emerging Markets ETF | 0.440% |
Multifactor Energy ETF | 0.380% |
Multifactor Financials ETF | 0.380% |
Multifactor Healthcare ETF | 0.380% |
Multifactor Industrials ETF | 0.380% |
Fund | Average daily net assets |
Multifactor Large Cap ETF | 0.260% |
Multifactor Materials ETF | 0.380% |
Multifactor Media and Communications ETF | 0.380% |
Multifactor Mid Cap ETF | 0.370% |
Multifactor Small Cap ETF | 0.390% |
Multifactor Technology ETF | 0.380% |
Multifactor Utilities ETF | 0.380% |
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% |
Fund | Expense limitation as a percentage of average net assets |
Multifactor Energy ETF | 0.40% |
Multifactor Financials ETF | 0.40% |
Multifactor Healthcare ETF | 0.40% |
Multifactor Industrials ETF | 0.40% |
SEMIANNUAL REPORT | JOHN HANCOCK MULTIFACTOR ETFS | 105 |
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% |
Fund | Expense limitation as a percentage of average net assets |
Multifactor Small Cap ETF | 0.42% |
Multifactor Technology ETF | 0.40% |
Multifactor Utilities ETF | 0.40% |
Fund | Expense reimbursement |
Multifactor Consumer Discretionary ETF | $68,319 |
Multifactor Consumer Staples ETF | 67,286 |
Multifactor Developed International ETF | 97,433 |
Multifactor Emerging Markets ETF | 202,695 |
Multifactor Energy ETF | 67,944 |
Multifactor Financials ETF | 68,422 |
Multifactor Healthcare ETF | 69,449 |
Multifactor Industrials ETF | 68,291 |
Fund | Expense reimbursement |
Multifactor Large Cap ETF | $120,448 |
Multifactor Materials ETF | 66,700 |
Multifactor Media and Communications ETF | 53,916 |
Multifactor Mid Cap ETF | 53,026 |
Multifactor Small Cap ETF | 82,092 |
Multifactor Technology ETF | 69,685 |
Multifactor Utilities ETF | 68,561 |
Fund | Net Annual Effective Rate |
Multifactor Consumer Discretionary ETF | 0.01% |
Multifactor Consumer Staples ETF | 0.00% |
Multifactor Developed International ETF | 0.31% |
Multifactor Emerging Markets ETF | 0.38% |
Multifactor Energy ETF | 0.00% |
Multifactor Financials ETF | 0.00% |
Multifactor Healthcare ETF | 0.07% |
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 | 0.36% |
Multifactor Technology ETF | 0.04% |
Multifactor Utilities ETF | 0.00% |
106 | JOHN HANCOCK MULTIFACTOR ETFS | SEMIANNUAL REPORT |
Fund | % by Fund |
Multifactor Consumer Discretionary ETF | 79% |
Multifactor Consumer Staples ETF | 69% |
Multifactor Energy ETF | 62% |
Multifactor Industrials ETF | 54% |
Multifactor Materials ETF | 85% |
Multifactor Media and Communications ETF | 87% |
Multifactor Utilities ETF | 65% |
Purchases | Sales and maturities | |||
Fund | In-kind transactions | Other | In-kind transactions | Other |
Multifactor Consumer Discretionary ETF | $5,825,383 | $3,611,664 | $12,503,411 | $3,902,915 |
Multifactor Consumer Staples ETF | 4,191,318 | 1,141,678 | 2,011,607 | 1,264,724 |
Multifactor Developed International ETF | — | 44,855,827 | 66,691,312 | 19,748,992 |
Multifactor Emerging Markets ETF | — | 80,110,964 | 76,854,751 | 116,326,101 |
Multifactor Energy ETF | 1,717,723 | 2,493,982 | 4,096,606 | 2,505,434 |
Multifactor Financials ETF | 1,709,954 | 1,729,982 | 10,034,045 | 2,117,614 |
Multifactor Healthcare ETF | 3,041,798 | 1,827,686 | 5,356,983 | 2,374,386 |
Multifactor Industrials ETF | 13,812,735 | 2,667,564 | 4,997,581 | 2,757,635 |
Multifactor Large Cap ETF | 97,374,331 | 30,410,437 | 95,023,005 | 31,992,594 |
Multifactor Materials ETF | 967,108 | 1,585,512 | — | 1,561,148 |
Multifactor Media and Communications ETF | 5,487,403 | 1,830,557 | 6,653,742 | 1,968,461 |
Multifactor Mid Cap ETF | 104,405,357 | 146,815,108 | 103,663,064 | 151,080,162 |
Multifactor Small Cap ETF | 35,593,436 | 172,726,211 | 86,405,581 | 172,028,025 |
Multifactor Technology ETF | 4,421,572 | 2,387,110 | 6,741,506 | 2,753,453 |
Multifactor Utilities ETF | — | 2,080,273 | 2,684,350 | 2,064,764 |
Fund | Affiliated fund | Affiliated Concentration |
Multifactor Developed International ETF | John Hancock Variable Insurance Trust Managed Volatility Growth Portfolio | 47.42% |
John Hancock Variable Insurance Trust Managed Volatility Balanced Portfolio | 23.14% | |
Other affiliated funds | 6.21% | |
Total | 76.77% | |
Multifactor Emerging Markets ETF | John Hancock Funds II Multimanager Lifestyle Growth Portfolio | 27.03% |
John Hancock Variable Insurance Trust Managed Volatility Growth Portfolio | 20.82% | |
John Hancock Funds II Multimanager Lifestyle Balanced Portfolio | 16.56% |
SEMIANNUAL REPORT | JOHN HANCOCK MULTIFACTOR ETFS | 107 |
John Hancock Variable Insurance Trust Managed Volatility Balanced Portfolio | 10.91% | |
John Hancock Funds II Multimanager Lifestyle Aggressive Portfolio | 10.23% | |
Other affiliated funds | 7.43% | |
Total | 92.98% | |
Multifactor Large Cap ETF | John Hancock Variable Insurance Trust Managed Volatility Growth Portfolio | 23.69% |
John Hancock Variable Insurance Trust Managed Volatility Balanced Portfolio | 15.13% | |
Other affiliated funds | 6.68% | |
Total | 45.50% | |
Multifactor Mid Cap ETF | John Hancock Variable Insurance Trust Managed Volatility Growth Portfolio | 9.51% |
John Hancock Variable Insurance Trust Managed Volatility Balanced Portfolio | 5.83% | |
Other affiliated funds | 13.06% | |
Total | 28.40% | |
Multifactor Small Cap ETF | John Hancock Variable Insurance Trust Managed Volatility Growth Portfolio | 28.92% |
John Hancock Variable Insurance Trust Managed Volatility Balanced Portfolio | 14.79% | |
John Hancock Funds II Multimanager Lifestyle Growth Portfolio | 13.40% | |
John Hancock Funds II Multimanager Lifestyle Balanced Portfolio | 9.91% | |
John Hancock Funds II Multimanager Lifestyle Aggressive Portfolio | 5.31% | |
Other affiliated funds | 6.10% | |
Total | 78.43% |
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* | 34,306 | $645,028 | $5,075,484 | $(5,377,324) | $349 | $(183) | $2,780 | — | $343,354 |
Multifactor Consumer Staples ETF | |||||||||
John Hancock Collateral Trust* | 14,861 | — | $1,100,837 | $(952,089) | $(6) | $(4) | $80 | — | $148,738 |
Multifactor Developed International ETF | |||||||||
John Hancock Collateral Trust* | 511,174 | $10,542,966 | $38,762,112 | $(44,190,699) | $5,173 | $(3,415) | $37,666 | — | $5,116,137 |
Multifactor Emerging Markets ETF | |||||||||
John Hancock Collateral Trust* | 358,674 | $6,738,757 | $20,020,524 | $(23,170,180) | $3,793 | $(3,068) | $35,898 | — | $3,589,826 |
Multifactor Energy ETF | |||||||||
John Hancock Collateral Trust* | — | $59,622 | $350,376 | $(410,002) | $18 | $(14) | $324 | — | — |
Multifactor Financials ETF | |||||||||
John Hancock Collateral Trust* | 5,116 | $35,481 | $362,886 | $(347,151) | $5 | $(14) | $197 | — | $51,207 |
Multifactor Healthcare ETF | |||||||||
John Hancock Collateral Trust* | 18,086 | $183,786 | $2,188,210 | $(2,190,931) | $23 | $(68) | $517 | — | $181,020 |
108 | JOHN HANCOCK MULTIFACTOR ETFS | SEMIANNUAL REPORT |
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 Industrials ETF | |||||||||
John Hancock Collateral Trust* | 4,371 | $95,357 | $854,728 | $(906,329) | $15 | $(22) | $1,018 | — | $43,749 |
Multifactor Large Cap ETF | |||||||||
John Hancock Collateral Trust* | 203,549 | $1,882,757 | $16,906,068 | $(16,751,795) | $1,308 | $(1,100) | $16,307 | — | $2,037,238 |
Multifactor Materials ETF | |||||||||
John Hancock Collateral Trust* | 34,557 | — | $662,858 | $(316,985) | $(3) | $(3) | $227 | — | $345,867 |
Multifactor Media and Communications ETF | |||||||||
John Hancock Collateral Trust* | — | $150,711 | $4,318,637 | $(4,469,400) | $81 | $(29) | $5,305 | — | — |
Multifactor Mid Cap ETF | |||||||||
John Hancock Collateral Trust* | 1,172,752 | $9,727,116 | $72,685,422 | $(70,675,216) | $4,741 | $(4,456) | $62,905 | — | $11,737,607 |
Multifactor Small Cap ETF | |||||||||
John Hancock Collateral Trust* | 1,132,805 | $12,670,705 | $72,642,745 | $(73,975,769) | $6,387 | $(6,275) | $31,442 | — | $11,337,793 |
Multifactor Technology ETF | |||||||||
John Hancock Collateral Trust* | 31,894 | $149,493 | $3,253,025 | $(3,083,290) | $47 | $(61) | $479 | — | $319,214 |
* | Refer to the Securities lending note within Note 2 for details regarding this investment. |
SEMIANNUAL REPORT | JOHN HANCOCK MULTIFACTOR ETFS | 109 |
CONTINUATION OF INVESTMENT ADVISORY AND SUBADVISORY AGREEMENTS
Evaluation of Advisory and Subadvisory Agreements by the Board of Trustees
This section describes the evaluation by the Board of Trustees (the Board) of John Hancock Exchange-Traded Fund Trust (the Trust) of the Advisory Agreement (the Advisory Agreement) with John Hancock Investment Management LLC (the Advisor) and the Subadvisory Agreement (the Subadvisory Agreement) with Dimensional Fund Advisors LP (the Subadvisor) with respect to each of the portfolios of the Trust (the Funds). The Advisory Agreement and Subadvisory Agreement are collectively referred to as the Agreements. Prior to the June 23-25, 2020 telephonic1 meeting at which the Agreements were approved, the Board also discussed and considered information regarding the proposed continuation of the Agreements at a telephonic meeting held on May 26-27, 2020.
Approval of Advisory and Subadvisory Agreements
At a telephonic meeting held on June 23-25, 2020, the Board, including the Trustees who are not parties to any Agreement or considered to be interested persons of the Trust under the Investment Company Act of 1940, as amended (the 1940 Act) (the Independent Trustees), reapproved for an annual period the continuation of the Advisory Agreement between the Trust and the Advisor and the Subadvisory Agreement between the Advisor and the Subadvisor with respect to each of the Funds identified in Appendix A.
In considering the Advisory Agreement and the Subadvisory Agreement with respect to each Fund, the Board received in advance of the meetings a variety of materials relating to each Fund, the Advisor and the Subadvisor, including comparative performance, fee and expense information for peer groups of similar funds prepared by an independent third-party provider of fund data; performance information for the Funds' benchmark indices; and, with respect to the Subadvisor, comparative performance information for comparably managed accounts, as applicable; and other information provided by the Advisor and the Subadvisor regarding the nature, extent and quality of services provided by the Advisor and the Subadvisor under their respective Agreements, as well as information regarding the Advisor's revenues and costs of providing services to the Funds and any compensation paid to affiliates of the Advisor. At the meetings at which the renewal of the Advisory Agreement and Subadvisory Agreement are considered, particular focus is given to information concerning Fund performance, comparability of fees and total expenses, and profitability. However, the Board noted that the evaluation process with respect to the Advisor and the Subadvisor is an ongoing one. In this regard, the Board also took into account discussions with management and information provided to the Board (including its various committees) at prior meetings with respect to the services provided by the Advisor and the Subadvisor to the Funds, including quarterly performance reports prepared by management containing reviews of investment results and prior presentations from the Subadvisor with respect to the Funds they manage. The information received and considered by the Board in connection with the May and June meetings and throughout the year was both written and oral. The Board also considered the nature, quality, and extent of the non-advisory services, if any, to be provided to the Funds by the Advisor and/or its affiliates, including administrative services. The Board considered the Advisory Agreement and the Subadvisory Agreement separately in the course of its review. In doing so, the Board noted the respective roles of the Advisor and Subadvisor in providing services to the Funds. In addition, although the Board approved the renewal of the Agreements for all the Funds at the June meeting, the Board considered each Fund separately.
Throughout the process, the Board asked questions of and requested additional information from management. The Board is assisted by counsel for the Trust and the Independent Trustees are also separately assisted by independent legal counsel throughout the process. The Independent Trustees also received a memorandum from their independent legal counsel discussing the legal standards for their consideration of the proposed continuation of the Agreements and discussed the proposed continuation of the Agreements in private sessions with their independent legal counsel at which no representatives of management were present.
Approval of Advisory Agreement
In approving the Advisory Agreement with respect to each Fund, the Board, including the Independent Trustees, considered a variety of factors, including those discussed below. The Board also considered other factors (including conditions and trends prevailing generally in the economy, the securities markets and the industry) and did not treat any single factor as determinative, and each Trustee may have attributed different weights to different factors. The Board's conclusions may be based in part on its consideration of the advisory and subadvisory arrangements in prior years and on the Board's ongoing regular review of Fund performance and operations throughout the year.
Nature, extent and quality of services. Among the information received by the Board from the Advisor relating to the nature, extent, and quality of services provided to the Funds, the Board reviewed information provided by the Advisor relating to its operations and personnel, descriptions of its organizational and management structure, and information regarding the Advisor's compliance and regulatory history, including its Form ADV. The Board also noted that on a regular basis it receives and reviews information from the Trust's Chief Compliance Officer (CCO) regarding the Funds' compliance policies and procedures established pursuant to Rule 38a-1 under the 1940 Act. The Board observed that the scope of services provided by the Advisor, and of the undertakings required of the Advisor in connection with those services, including maintaining and monitoring its own and the fund's compliance programs, risk management programs, liquidity management programs and cybersecurity programs, had expanded over time as a result of regulatory, market and other developments. The Board considered that the Advisor is responsible for the management of the day-to-day operations of the Funds, including, but not limited to, general supervision of and coordination of the services provided by the
____________________
1 On March 25, 2020, as a result of health and safety measures put in place to combat the global COVID-19 pandemic, the Securities and Exchange Commission issued an exemptive order (the "Order") pursuant to Sections 6(c) and 38(a) of the Investment Company Act of 1940, as amended (the "1940 Act"), that temporarily exempts registered investment management companies from the in-person voting requirements under the 1940 Act, subject to certain requirements, including that votes taken pursuant to the Order are ratified at the next in-person meeting. The Board determined that reliance on the Order was necessary or appropriate due to the circumstances related to current or potential effects of COVID-19 and therefore, the Board's May and June meetings were held telephonically in reliance on the Order.
Subadvisor, and is also responsible for monitoring and reviewing the activities of the Subadvisor and other third-party service providers, including the Funds' distributor. The Board also considered the significant risks assumed by the Advisor in connection with the services provided to the Funds including entrepreneurial risk in sponsoring new Funds and ongoing risks including investment, operational, enterprise, litigation, regulatory and compliance risks with respect to all Funds.
In considering the nature, extent, and quality of the services provided by the Advisor, the Trustees also took into account their knowledge of the Advisor's management and the quality of the performance of the Advisor's duties, through Board meetings, discussions and reports during the preceding year and through each Trustee's experience as a Trustee of the Trust and of the other trusts in the John Hancock group of funds complex (the John Hancock Fund Complex).
In the course of their deliberations regarding the Advisory Agreement, the Board considered, among other things:
The Board concluded that the Advisor may reasonably be expected to continue to provide a high quality of services under the Advisory Agreement with respect to the Funds.
Investment performance. In considering each Fund's performance, the Board noted that it reviews at its regularly scheduled meetings information about the Funds' performance results. In connection with the consideration of the Advisory Agreement, the Board:
(a) | reviewed information prepared by management regarding the Funds' performance; | |
(b) | considered the comparative performance of each Fund's respective benchmark index; | |
(c) | considered the performance of comparable funds, if any, as included in the report prepared by an independent third-party provider of fund data; and | |
(d) | took into account the Advisor's analysis of each Fund's performance and its plans and recommendations regarding the Trust's subadvisory arrangements generally and with respect to particular Funds. |
The Board noted that while it found the data provided by the independent third-party generally useful it recognized its limitations, including in particular that the data may vary depending on the end date selected and the results of the performance comparisons may vary depending on the selection of the peer group. The Board reviewed Fund performance against each Fund's respective benchmark and concluded that the performance of certain Funds has generally been in line with or generally outperformed the historical performance of comparable funds based on the median percentile and/or each Fund's respective benchmark with certain exceptions noted in Appendix A. In such cases, the Board concluded that such performance is being monitored and reasonably addressed, where appropriate.
Fees and expenses. The Board reviewed comparative information prepared by an independent third-party provider of fund data, including, among other data, each Fund's contractual and net management fees (and subadvisory fees, to the extent available) and total expenses as compared to similarly situated investment companies deemed to be comparable to the Fund in light of the nature, extent and quality of the management and advisory and subadvisory services provided by the Advisor and the Subadvisor. The Board considered each Fund's ranking within a smaller group of peer funds chosen by the independent third-party provider, as well as the Fund's ranking within broader groups of funds. In comparing each Fund's contractual and net management fees to that of comparable funds, the Board noted that such fees include both advisory and administrative costs.
The Board took into account management's discussion of the Funds' expenses, including actions taken over the past year to reduce management fees for certain of the Funds. The Board also took into account management's discussion with respect to the overall management fee and the fees of the Subadvisor, including the amount of the advisory fee retained by the Advisor after payment of the subadvisory fee, in each case in light of the services rendered for those amounts and the risks undertaken by the Advisor. The Board also noted that the Advisor pays the subadvisory fees of the Funds, and that such fees are negotiated at arm's length with respect to the Subadvisor. The Board also took into account that management had agreed to implement an overall fee waiver across the complex, including each of the Funds, which is discussed further below. The Board also noted management's discussion of the Funds' expenses, as well as any actions taken over the past several years to reduce the Funds' operating expenses. The Board also noted that, in addition, the Advisor is currently waiving fees and/or reimbursing expenses with respect to each Fund. The Board also took into account that management has approved the implementation of breakpoints in each Fund's subadvisory fee schedule. The Board reviewed information provided by the Advisor concerning the investment advisory fees charged by the Advisor or one of its advisory affiliates to other clients (including other funds in the John Hancock Fund Complex) having similar investment mandates, if any. The Board considered any differences between the Advisor's and Subadvisor's services to a Fund and the services they provide to other comparable clients or funds. The Board concluded that the advisory fee paid with respect to each of the Funds is reasonable in light of the nature, extent and quality of the services provided to the Funds under the Advisory Agreement.
Profitability/Fall out benefits. In considering the costs of the services to be provided and the profits to be realized by the Advisor and its affiliates from the Advisor's relationship with the Trust, the Board:
(a) | reviewed financial information of the Advisor; | |
(b) | reviewed and considered information presented by the Advisor regarding the net profitability to the Advisor and its affiliates, of each Fund; | |
(c) | received and reviewed profitability information with respect to the John Hancock Fund Complex as a whole and with respect to each Fund; | |
(d) | received information with respect to the Advisor's allocation methodologies used in preparing the profitability data and considered that the Advisor hired an independent third-party consultant to provide an analysis of the Advisor's allocation methodologies; | |
(e) | considered that the John Hancock insurance companies that are affiliates of the Advisor, as shareholders of the Trust directly or through their separate accounts, receive certain tax credits or deductions relating to foreign taxes paid and dividends received by certain Funds of the Trust and noted that these tax benefits, which are not available to participants in qualified retirement plans under applicable income tax law, are reflected in the profitability analysis reviewed by the Board; | |
(f) | considered that the Advisor also provides administrative services to the Funds on a cost basis pursuant to an administrative services agreement; | |
(g) | noted that the Advisor also derives reputational and other indirect benefits from providing advisory services to the Funds; | |
(h) | noted that the subadvisory fees for the Funds are paid by the Advisor and are negotiated at arm's length; | |
(i) | noted that the Advisor also pays the Subadvisor a license fee in connection with each Fund's use of its Underlying Index; | |
(j) | considered the Advisor's ongoing costs and expenditures necessary to improve services, meet new regulatory and compliance requirements, and adapt to other challenges impacting the fund industry; and | |
(k) | considered that the Advisor should be entitled to earn a reasonable level of profits in exchange for the level of services it provides to each Fund and the risks that it assumes as Advisor, including entrepreneurial, operational, reputational, litigation and regulatory risk. |
Based upon its review, the Board concluded that the level of profitability, if any, of the Advisor and its affiliates from their relationship with each Fund was reasonable and not excessive.
Economies of scale. In considering the extent to which a Fund may realize any economies of scale and whether fee levels reflect these economies of scale for the benefit of Fund shareholders, the Board:
(a) | considered that the Advisor has contractually agreed to waive a portion of its management fee for certain funds of the John Hancock Fund Complex, including the Funds (the participating portfolios) or otherwise reimburse the expenses of the participating portfolios (the reimbursement). This waiver is based upon aggregate net assets of all the participating portfolios. The amount of the reimbursement is calculated daily and allocated among all the participating portfolios in proportion to the daily net assets of each Fund; | |
(b) | the Board also took into account management's discussion of each Fund's advisory fee structure; and | |
(c) | considered the effect of the Funds' growth in size on their performance and fees. The Board also noted that if the Funds' assets increase over time, the Funds may realize other economies of scale. |
Approval of Subadvisory Agreement
In making its determination with respect to approval of the Subadvisory Agreement, the Board reviewed:
(1) | information relating to the Subadvisor's business, including current subadvisory services to the Trust (and other funds in the John Hancock Fund Complex); | |
(2) | the historical and current performance of each Fund and comparative performance information relating to the Fund's benchmark and comparable funds; | |
(3) | the subadvisory fee for each Fund, including the approved breakpoints for each of the Funds and to the extent available, comparable fee information prepared by an independent third-party provider of fund data; and | |
(4) | information relating to the nature and scope of any material relationships and their significance to the Trust's Advisor and Subadvisor. |
Nature, extent and quality of services. With respect to the services provided by the Subadvisor with respect to each Fund, the Board received information provided to the Board by the Subadvisor, including the Subadvisor's Form ADV, as well as took into account information presented throughout the past year. The Board considered the Subadvisor's current level of staffing and its overall resources, as well as received information relating to the Subadvisor's compensation program. The Board reviewed the Subadvisor's history and investment experience, as well as information regarding the qualifications, background, and responsibilities of the Subadvisor's investment and compliance personnel who provide services to the Funds. The Board also considered, among other things, the Subadvisor's compliance program and any disciplinary history. The Board also considered the Subadvisor's risk assessment and monitoring process. The Board reviewed the Subadvisor's regulatory history, including whether it was involved in any regulatory actions or investigations as well as material litigation, and any settlements and amelioratory actions undertaken, as appropriate. The Board noted that the Advisor conducts regular, periodic reviews of the Subadvisor and its operations, including regarding investment processes and organizational and staffing matters. The Board also noted that the Trust's CCO and his staff conduct regular, periodic compliance reviews with the Subadvisor and present reports to the Independent Trustees regarding the same, which includes evaluating the regulatory compliance systems of the Subadvisor and procedures reasonably designed to assure compliance with the federal securities laws. The Board also took into account the financial condition of the Subadvisor.
The Board considered the Subadvisor's investment process and philosophy. The Board took into account that the Subadvisor's responsibilities include the development and maintenance of an investment program for each Fund that is consistent with the Fund's investment objective, the selection of investment securities and the placement of orders for the purchase and sale of such securities, as well as the implementation of compliance controls related to performance of these services. The Board also received information with respect to the Subadvisor's brokerage policies and practices, including with respect to best execution and soft dollars.
Subadvisor compensation. In considering the cost of services to be provided by the Subadvisor and the profitability to the Subadvisor of its relationship with each Fund, the Board noted that the fees under the Subadvisory Agreement are paid by the Advisor and not the Funds.
The Board also relied on the ability of the Advisor to negotiate the Subadvisory Agreement with the Subadvisor, which is not affiliated with the Advisor, and the fees thereunder at arm's length. As a result, the costs of the services to be provided and the profits to be realized by the Subadvisor from its relationship with the Trust were not a material factor in the Board's consideration of the Subadvisory Agreement.
The Board also received information regarding the nature and scope (including their significance to the Advisor and its affiliates and to the Subadvisor) of any material relationships with respect to the Subadvisor, which include arrangements in which the Subadvisor or its affiliates provide advisory, distribution, or management services in connection with financial products sponsored by the Advisor or its affiliates, and may include other registered investment companies, a 529 education savings plan, managed separate accounts and exempt group annuity contracts sold to qualified plans. The Board also received information and took into account any other potential conflicts of interest the Advisor might have in connection with the Subadvisory Agreement.
In addition, the Board considered other potential indirect benefits that the Subadvisor and its affiliates may receive from the Subadvisor's relationship with the Funds, such as the opportunity to provide advisory services to additional funds in the John Hancock Fund Complex and reputational benefits.
Subadvisory fees. The Board considered that the Fund pays an advisory fee to the Advisor and that, in turn, the Advisor pays subadvisory fees to the Subadvisor. As noted above, the Board also considered each Fund's subadvisory fees as compared to similarly situated investment companies deemed to be comparable to the Funds as included in the report prepared by the independent third-party provider of fund data, to the extent available. The Board noted that the limited size of the Lipper peer groups were not sufficient for comparative purposes. The Board also took into account the subadvisory fees paid by the Advisor to the Subadvisor with respect to the Funds to fees charged by each Fund's Subadvisor to manage other subadvised portfolios and portfolios not subject to regulation under the 1940 Act, as applicable.
Subadvisor performance. As noted above, the Board considered each Fund's performance as compared to the Fund's respective peer group median and the benchmark index and noted that the Board reviews information about the Fund's performance results at its regularly scheduled meetings. The Board noted the Advisor's expertise and resources in monitoring the performance, investment style, and risk-adjusted performance of the Subadvisor. The Board was mindful of the Advisor's focus on the Subadvisor's performance. The Board also noted the Subadvisor's long-term performance record for similar accounts, as applicable.
The Board's decision to approve the Subadvisory Agreement with respect to each Fund was based on a number of determinations, including the following:
(1) | the Subadvisor has extensive experience and demonstrated skills as a manager; | |
(2) | although not without variation, the performance of certain Funds have generally been in line with or generally outperformed the historical performance of comparable funds, based on the median percentile, and/or each Fund's respective benchmark, with certain exceptions noted in Appendix A; | |
(3) | the subadvisory fees are reasonable in relation to the level and quality of services being provided under the Subadvisory Agreement; and | |
(4) | that the subadvisory fees are paid by the Advisor and not the Funds and the Board has approved the implementation of breakpoints to each of the Fund's subadvisory fee schedule. |
Additional information relating to each Fund's fees and expenses and performance that the Board considered in approving the Advisory Agreement and Subadvisory Agreement for a particular Fund is set forth in Appendix A.
* * *
Based on the Board's evaluation of all factors that the Board deemed to be material, including those factors described above, and assisted by the advice of independent legal counsel, the Board, including the Independent Trustees, concluded that renewal of the Advisory Agreement and the Subadvisory Agreement with respect to each Fund would be in the best interest of each of the respective Funds and its shareholders. Accordingly, the Board, and the Independent Trustees voting separately, approved the Advisory Agreement and Subadvisory Agreement with respect to each Fund for an additional one-year period.
APPENDIX A
Portfolio (subadvisors) | Performance of fund, as of 12.31.2019 | Fees and expenses | Comments | ||||||||
Multifactor Consumer Discretionary ETF (Dimensional Fund Advisors LP) | Benchmark Index - The fund underperformed for the one- and three-year periods and for the period since September 30, 2015. Morningstar Category - The fund outperformed the peer group median for the one- and three-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 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 peer group median for the one- and three-year periods and for the period since September 30, 2015. | ||||||||
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 one-year period and underperformed the peer group median for the three-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 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 one-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. | ||||||||
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 underperformed 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 lower 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. 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-year periods and for the period since March 31, 2016. Morningstar Category - The fund outperformed 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 fund's performance, including the favorable performance relative to the peer group median for the one- and three-year periods and for the period since March 31, 2016. |
Portfolio (subadvisors) | Performance of fund, as of 12.31.2019 | Fees and expenses | Comments | ||||||||
Multifactor Financials ETF (Dimensional Fund Advisors LP) | Benchmark Index - The fund outperformed for the one-year period and underperformed for the three-year period and for the period since September 30, 2015. Morningstar Category - The fund outperformed the peer group median for the one- and three-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 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 for the one-year period and to the peer group median for the one- and three-year periods and for the period since September 30, 2015. | ||||||||
Multifactor Healthcare ETF (Dimensional Fund Advisors LP) | Benchmark Index - The fund underperformed for the one- and three-year periods and for the period since September 30, 2015. Morningstar Category - The fund underperformed the peer group median for the one- and three-year periods and outperformed the 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 peer group median 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- and three-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 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 fund's performance, including the favorable 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. | ||||||||
Multifactor Large Cap ETF (Dimensional Fund Advisors LP) | Benchmark Index - The fund underperformed for the one- and three-year periods and for the period since September 30, 2015. Morningstar Category - The fund outperformed the peer group median for the one-year period and underperformed the median for the three-year period 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 fund's performance, including the favorable performance relative to the peer group median for the one-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 September 30, 2015 and relative to the peer group median for the three-year period and 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. |
Portfolio (subadvisors) | Performance of fund, as of 12.31.2019 | 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 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 fund's performance, including the favorable performance relative to the peer group median for the one- and three-year periods and for the period since March 31, 2016. | ||||||||
Multifactor Media and Communications ETF (Dimensional Fund Advisors LP) | Benchmark Index - The fund outperformed for the period since March 31, 2019. Morningstar Category - The fund outperformed the peer group median 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 period since March 31, 2019. The Board also noted the relatively short performance history of the fund. | ||||||||
Multifactor Mid Cap ETF (Dimensional Fund Advisors LP) | Benchmark Index - The fund underperformed for the one-year period and outperformed for the three-year period and for the period since September 30, 2015. Morningstar Category - The fund outperformed the peer group median for the one- and three-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 equal to 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 benchmark index for the three-year period and for the period since September 30, 2015 and to the peer group median for the one- and three-year periods and for the period since September 30, 2015. The Board took into account management's discussion of the fund's expenses. | ||||||||
Multifactor Small Cap ETF (Dimensional Fund Advisors LP) | Benchmark Index - The fund underperformed for the one-year period and for the period since November 30, 2017. Morningstar Category - The fund outperformed the peer group median for the one-year period and underperformed the peer group median for the period since November 30, 2017. | 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. 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- and three-year periods and for the period since September 30, 2015. Morningstar Category - The fund outperformed the peer group median for the one-year period and underperformed the peer group median for the three-year period 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-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 the period since September 30, 2015 and relative to the peer group median for the three-year period 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. |
Portfolio (subadvisors) | Performance of fund, as of 12.31.2019 | Fees and expenses | Comments | ||||||||
Multifactor Utilities ETF (Dimensional Fund Advisors LP) | Benchmark Index - The fund underperformed for the one-year period and outperformed for the three-year period 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 fund's performance, including favorable performance relative to the benchmark index for the one- and three-year periods and 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- year period and relative to the peer group median for the one- and three-year periods and 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. |
Trustees Hassell H. McClellan, Chairperson Officers Andrew G. Arnott Charles A. Rizzo Salvatore Schiavone Christopher (Kit) Sechler Trevor Swanberg2 | Investment advisor John Hancock Investment Management LLC Subadvisor Dimensional Fund Advisors LP Portfolio Managers Joseph F. Hohn Principal distributor Foreside Fund Services, LLC Custodian State Street Bank and Trust Company Transfer agent State Street Bank and Trust Company Legal counsel Dechert LLP |
* Member of the Audit Committee
† Non-Independent Trustee
1 Appointed as Independent Trustee effective as of September 15, 2020
2 Effective July 31, 2020
The funds' proxy voting policies and procedures, as well as the funds' proxy voting record for the most recent twelve-month period ended June 30, are available free of charge on the Securities and Exchange Commission (SEC) website at sec.gov or on our website.
All of the funds' holdings as of the end of the third month of every fiscal quarter are filed with the SEC on Form N-PORT within 60 days of the end of the fiscal quarter. The funds' Form N-PORT filings are available on our website and the SEC's website, sec.gov.
We make this information on your funds', as well as monthly portfolio holdings, and other funds' details available on our website at jhinvestments.com/etf or by calling 800-225-6020.
You can also contact us: | |||
800-225-6020 jhinvestments.com/etf | Regular mail: John Hancock |
John Hancock family of funds
DOMESTIC EQUITY FUNDS Blue Chip Growth Classic Value Disciplined Value Disciplined Value Mid Cap Equity Income Financial Industries Fundamental All Cap Core Fundamental Large Cap Core New Opportunities Regional Bank Small Cap Core Small Cap Growth Small Cap Value U.S. Global Leaders Growth U.S. Growth GLOBAL AND INTERNATIONAL EQUITY FUNDS Disciplined Value International Emerging Markets Emerging Markets Equity Fundamental Global Franchise Global Equity Global Shareholder Yield Global Thematic Opportunities International Dynamic Growth International Growth International Small Company | INCOME FUNDS Bond California Tax-Free Income Emerging Markets Debt Floating Rate Income Government Income High Yield High Yield Municipal Bond Income Investment Grade Bond Money Market Short Duration Bond Short Duration Credit Opportunities Strategic Income Opportunities Tax-Free Bond ALTERNATIVE AND SPECIALTY FUNDS Absolute Return Currency Alternative Asset Allocation Alternative Risk Premia Diversified Macro Infrastructure Multi-Asset Absolute Return Seaport Long/Short |
ASSET ALLOCATION Balanced Multi-Asset High Income Multi-Index Lifetime Portfolios Multi-Index Preservation Portfolios Multimanager Lifestyle Portfolios Multimanager Lifetime Portfolios Retirement Income 2040 EXCHANGE-TRADED FUNDS John Hancock Multifactor Consumer Discretionary ETF John Hancock Multifactor Consumer Staples ETF John Hancock Multifactor Developed International ETF John Hancock Multifactor Emerging Markets ETF John Hancock Multifactor Energy ETF John Hancock Multifactor Financials ETF John Hancock Multifactor Healthcare ETF John Hancock Multifactor Industrials ETF John Hancock Multifactor Large Cap ETF John Hancock Multifactor Materials ETF John Hancock Multifactor Media and John Hancock Multifactor Mid Cap ETF John Hancock Multifactor Small Cap ETF John Hancock Multifactor Technology ETF John Hancock Multifactor Utilities ETF | ENVIRONMENTAL, SOCIAL, AND ESG All Cap Core ESG Core Bond ESG International Equity ESG Large Cap Core CLOSED-END FUNDS Financial Opportunities Hedged Equity & Income Income Securities Trust Investors Trust Preferred Income Preferred Income II Preferred Income III Premium Dividend Tax-Advantaged Dividend Income Tax-Advantaged Global Shareholder Yield |
John Hancock Multifactor ETF shares are bought and sold at market price (not NAV), and are not individually redeemed from the fund. Brokerage commissions will reduce returns.
John Hancock ETFs are distributed by Foreside Fund Services, LLC, and are subadvised by Dimensional Fund Advisors LP. Foreside is not affiliated with John Hancock Investment Management Distributors LLC or Dimensional Fund Advisors LP.
Dimensional Fund Advisors LP receives compensation from John Hancock in connection with licensing rights to the John Hancock Dimensional indexes. Dimensional Fund Advisors LP does not sponsor, endorse, or sell, and makes no representation as to the advisability of investing in, John Hancock Multifactor ETFs.
John Hancock Investment Management
A trusted brand
John Hancock Investment Management is a premier asset manager 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.
A better way to invest
We serve investors globally through a unique multimanager approach: 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.
Results for investors
Our unique approach to asset management enables us to provide a diverse set of investments backed
by some of the world's best managers, along with strong risk-adjusted returns across asset classes.
John Hancock Investment Management LLC n 200 Berkeley Street n Boston, MA 02116 n 800-225-6020 n jhinvestments.com/etf
This report is for the information of the shareholders of John Hancock Multifactor ETFs. It is not authorized for distribution to prospective investors unless preceded or accompanied by a prospectus.
JHAN-20180615-0136 | ETFSA 10/20 12/2020 |
ITEM 2. CODE OF ETHICS.
Not applicable at this time.
ITEM 3. AUDIT COMMITTEE FINANCIAL EXPERT.
Not applicable at this time.
ITEM 4. PRINCIPAL ACCOUNTANT FEES AND SERVICES.
Not applicable at this time.
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.
(a)(1) Separate certifications for the registrant's principal executive officer and principal financial officer, as required by Section 302 of the Sarbanes-Oxley Act of 2002 and Rule 30a-2(a) under the Investment Company Act of 1940, are attached.
(c)(1) Submission of Matters to a Vote of Security Holders is attached. See attached “John Hancock Funds – Nominating and Governance Committee Charter.”
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 4, 2020 |
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 4, 2020 |
By: | /s/ Charles A. Rizzo |
Charles A. Rizzo | |
Chief Financial Officer | |
Date: | December 4, 2020 |