UNITED STATES
SECURITIES AND EXCHANGE COMMISSION
Washington, D.C. 20549
FORM N-CSR
CERTIFIED SHAREHOLDER REPORT OF REGISTERED
MANAGEMENT INVESTMENT COMPANIES
Investment Company Act file number 811- 22733
John Hancock Exchange-Traded Fund Trust (Exact name of registrant as specified in charter)
200 Berkeley Street, Boston, Massachusetts 02116 (Address of principal executive offices) (Zip code)
Salvatore Schiavone
Treasurer
200 Berkeley Street
Boston, Massachusetts 02116
(Name and address of agent for service)
Registrant's telephone number, including area code: 617-663-4497
Date of fiscal year end: | April 30 |
Date of reporting period: | April 30, 2021 |
ITEM 1 – REPORTS TO STOCKHOLDERS
The Registrant prepared 2 annual reports to shareholders for the period ended April 30, 2021. The first report applies to 15 John Hancock Multifactor ETF funds, and the second report applies to John Hancock Corporate Bond ETF of the Registrant.
President and CEO,
John Hancock Investment Management
Head of Wealth and Asset Management,
United States and Europe
ANNUAL REPORT | JOHN HANCOCK MULTIFACTOR ETFS | 1 |
2 | JOHN HANCOCK MULTIFACTOR ETFS | ANNUAL REPORT |
ANNUAL REPORT | JOHN HANCOCK MULTIFACTOR ETFS | 3 |
4 | JOHN HANCOCK MULTIFACTOR ETFS | ANNUAL REPORT |
ANNUAL REPORT | JOHN HANCOCK MULTIFACTOR ETFS | 5 |
6 | JOHN HANCOCK MULTIFACTOR ETFS | ANNUAL REPORT |
ANNUAL REPORT | JOHN HANCOCK MULTIFACTOR ETFS | 7 |
8 | JOHN HANCOCK MULTIFACTOR ETFS | ANNUAL REPORT |
Average annual total returns (%) | Cumulative total returns (%) | ||||
1-Year | 5-Year | Since fund inception1 | 5-year | Since fund inception1 | |
Net asset value | 75.70 | 16.81 | 15.43 | 117.45 | 122.95 |
Market price | 75.83 | 16.81 | 15.43 | 117.47 | 123.02 |
John Hancock Dimensional Consumer Discretionary Index2 | 76.54 | 17.31 | 15.93 | 122.17 | 128.48 |
Russell 1000 Consumer Discretionary Index3 | 62.26 | 21.05 | 19.83 | 159.87 | 174.81 |
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 | The Russell 1000 Consumer Discretionary Index comprises securities of the Russell 1000 Index classified in the consumer discretionary sector. Effective 9-21-20, the underlying components of the Russell 1000 Consumer Discretionary Index reflect a new company classification methodology. Consequently, the custom blended benchmark’s performance consists of 100% of the prior methodology through 9-20-20 and 100% of the current methodology thereafter. |
INDUSTRY COMPOSITION (% of net assets) | |
Specialty retail | 26.8 |
Hotels, restaurants and leisure | 21.5 |
Internet and direct marketing retail | 10.5 |
Automobiles | 9.2 |
Textiles, apparel and luxury goods | 8.6 |
Multiline retail | 6.7 |
Leisure products | 3.1 |
Household durables | 2.9 |
Commercial services and supplies | 1.8 |
Building products | 1.8 |
Other | 7.1 |
TOTAL | 100.0 |
TOP TEN HOLDINGS4 (% of net assets) | |
Amazon.com, Inc. | 5.8 |
Tesla, Inc. | 5.2 |
The Home Depot, Inc. | 5.1 |
Target Corp. | 3.0 |
Lowe's Companies, Inc. | 2.6 |
eBay, Inc. | 2.5 |
NIKE, Inc., Class B | 2.4 |
Best Buy Company, Inc. | 2.3 |
McDonald's Corp. | 2.2 |
General Motors Company | 2.1 |
TOTAL | 33.2 |
4 | Listed holdings are a portion of the fund’s total and may change at any time. They are not recommendations to buy or sell any security. Data excludes cash and cash equivalents. |
Gross (%) | 0.74 |
Net (%) | 0.40 |
ANNUAL REPORT | JOHN HANCOCK MULTIFACTOR ETFS | 9 |
Average annual total returns (%) | Cumulative total returns (%) | ||||
1-Year | 5-Year | Since fund inception1 | 5-year | Since fund inception1 | |
Net asset value | 27.69 | 8.96 | 8.91 | 53.57 | 54.45 |
Market price | 27.72 | 8.95 | 8.91 | 53.54 | 54.46 |
John Hancock Dimensional Consumer Staples Index2 | 28.24 | 9.43 | 9.38 | 56.92 | 57.88 |
Russell 1000 Consumer Staples Index3 | 24.12 | 7.07 | 7.01 | 40.68 | 41.20 |
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 | The Russell 1000 Consumer Staples Index comprises securities of the Russell 1000 Index classified in the consumer staples sector. Effective 9-21-20, the underlying components of the Russell 1000 Consumer Staples Index reflect a new company classification methodology. Consequently, the custom blended benchmark’s performance consists of 100% of the prior methodology through 9-20-20 and 100% of the current methodology thereafter. |
INDUSTRY COMPOSITION (% of net assets) | |
Food products | 30.6 |
Food and staples retailing | 22.8 |
Beverages | 20.0 |
Household products | 15.1 |
Tobacco | 6.5 |
Chemicals | 3.5 |
Household durables | 1.0 |
Personal products | 0.4 |
Short-term investments and other | 0.1 |
TOTAL | 100.0 |
TOP TEN HOLDINGS4 (% of net assets) | |
The Coca-Cola Company | 6.0 |
Costco Wholesale Corp. | 6.0 |
Walmart, Inc. | 5.8 |
The Procter & Gamble Company | 5.8 |
PepsiCo, Inc. | 5.6 |
The Kroger Company | 4.1 |
Mondelez International, Inc., Class A | 3.8 |
Philip Morris International, Inc. | 3.7 |
Corteva, Inc. | 3.5 |
Archer-Daniels-Midland Company | 3.4 |
TOTAL | 47.7 |
4 | Listed holdings are a portion of the fund’s total and may change at any time. They are not recommendations to buy or sell any security. Data excludes cash and cash equivalents. |
Gross (%) | 0.85 |
Net (%) | 0.40 |
10 | JOHN HANCOCK MULTIFACTOR ETFS | ANNUAL REPORT |
Average annual total returns (%) | Cumulative total returns (%) | ||
1-Year | Since fund inception1 | Since fund inception1 | |
Net asset value | 40.26 | 9.23 | 47.14 |
Market price | 41.36 | 9.14 | 46.60 |
John Hancock Dimensional Developed International Index2 | 41.44 | 10.04 | 51.96 |
MSCI EAFE Index3 | 39.88 | 9.74 | 50.19 |
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 EAFE Index is a free float-adjusted market capitalization weighted index that is designed to measure the equity market performance of developed markets, excluding the U.S. and Canada. |
SECTOR COMPOSITION (% of net assets) | |
Industrials | 16.4 |
Financials | 16.1 |
Consumer discretionary | 13.0 |
Health care | 10.5 |
Materials | 10.2 |
Consumer staples | 8.7 |
Information technology | 7.3 |
Communication services | 5.9 |
Utilities | 4.9 |
Real estate | 2.9 |
Energy | 2.8 |
Short-term investments and other | 1.3 |
TOTAL | 100.0 |
TOP TEN HOLDINGS4 (% of net assets) | |
Nestle SA | 1.5 |
Toyota Motor Corp. | 1.4 |
ASML Holding NV | 1.0 |
Roche Holding AG | 0.9 |
LVMH Moet Hennessy Louis Vuitton SE | 0.8 |
Novartis AG | 0.8 |
AIA Group, Ltd. | 0.7 |
Cie Generale des Etablissements Michelin SCA | 0.7 |
Orange SA | 0.6 |
Unilever PLC | 0.6 |
TOTAL | 9.0 |
4 | Listed holdings are a portion of the fund’s total and may change at any time. They are not recommendations to buy or sell any security. Data excludes cash and cash equivalents. |
Gross (%) | 0.43 |
Net (%) | 0.39 |
ANNUAL REPORT | JOHN HANCOCK MULTIFACTOR ETFS | 11 |
Average annual total returns (%) | Cumulative total returns (%) | ||
1-Year | Since fund inception1 | Since fund inception1 | |
Net asset value | 46.99 | 10.80 | 30.43 |
Market price | 50.36 | 10.68 | 30.08 |
John Hancock Dimensional Emerging Markets Index2 | 49.28 | 11.64 | 33.04 |
MSCI Emerging Markets Index3 | 48.71 | 12.67 | 36.23 |
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 publicly traded large- and mid-cap stocks in developing markets. |
SECTOR COMPOSITION (% of total investments) | |
Financials | 21.1 |
Information technology | 18.8 |
Consumer discretionary | 14.0 |
Materials | 10.6 |
Communication services | 10.1 |
Consumer staples | 6.6 |
Energy | 5.4 |
Industrials | 4.7 |
Health care | 4.1 |
Utilities | 2.4 |
Real estate | 2.0 |
Short-term investments | 0.2 |
TOTAL | 100.0 |
TOP TEN HOLDINGS4 (% of total investments) | |
Samsung Electronics Company, Ltd. | 4.0 |
Taiwan Semiconductor Manufacturing Company, Ltd. | 3.9 |
Tencent Holdings, Ltd. | 3.6 |
Alibaba Group Holding, Ltd., ADR | 2.7 |
Vale SA | 1.3 |
Ping An Insurance Group Company of China, Ltd., H Shares | 1.3 |
NetEase, Inc., ADR | 1.2 |
MediaTek, Inc. | 1.1 |
Baidu, Inc., ADR | 1.0 |
Reliance Industries, Ltd. | 1.0 |
TOTAL | 21.1 |
4 | Listed holdings are a portion of the fund’s total and may change at any time. They are not recommendations to buy or sell any security. Data excludes cash and cash equivalents. |
Gross (%) | 0.55 |
Net (%) | 0.49 |
12 | JOHN HANCOCK MULTIFACTOR ETFS | ANNUAL REPORT |
Average annual total returns (%) | Cumulative total returns (%) | ||||
1-Year | 5-Year | Since fund inception1 | 5-year | Since fund inception1 | |
Net asset value | 41.67 | -4.20 | -2.50 | -19.29 | -12.09 |
Market price | 41.73 | -4.20 | -2.50 | -19.31 | -12.08 |
John Hancock Dimensional Energy Index2 | 42.18 | -3.82 | -2.11 | -17.69 | -10.30 |
Russell 1000 Energy Index3 | 39.37 | -2.33 | -0.57 | -11.12 | -2.88 |
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 | The Russell 1000 Energy Index comprises securities of the Russell 1000 Index s classified in the energy sector. Effective 9-21-20, the underlying components of the Russell 1000 Energy Index reflect a new company classification methodology. Consequently, the custom blended benchmark’s performance consists of 100% of the prior methodology through 9-20-20 and 100% of the current methodology thereafter |
INDUSTRY COMPOSITION (% of net assets) | |
Oil, gas and consumable fuels | 86.9 |
Energy equipment and services | 13.0 |
Short-term investments and other | 0.1 |
TOTAL | 100.0 |
TOP TEN HOLDINGS4 (% of net assets) | |
EOG Resources, Inc. | 6.6 |
Exxon Mobil Corp. | 6.1 |
Chevron Corp. | 6.0 |
ConocoPhillips | 5.7 |
Schlumberger NV | 5.6 |
Marathon Petroleum Corp. | 5.6 |
Valero Energy Corp. | 5.6 |
The Williams Companies, Inc. | 4.6 |
Pioneer Natural Resources Company | 4.5 |
Kinder Morgan, Inc. | 4.5 |
TOTAL | 54.8 |
4 | Listed holdings are a portion of the fund’s total and may change at any time. They are not recommendations to buy or sell any security. Data excludes cash and cash equivalents. |
Gross (%) | 1.08 |
Net (%) | 0.40 |
ANNUAL REPORT | JOHN HANCOCK MULTIFACTOR ETFS | 13 |
Average annual total returns (%) | Cumulative total returns (%) | ||||
1-Year | 5-Year | Since fund inception1 | 5-year | Since fund inception1 | |
Net asset value | 64.14 | 16.61 | 15.09 | 115.64 | 119.34 |
Market price | 64.17 | 16.61 | 15.09 | 115.64 | 119.40 |
John Hancock Dimensional Financials Index2 | 64.91 | 17.13 | 15.61 | 120.45 | 124.90 |
Russell 1000 Financials Index3 | 65.94 | 18.36 | 17.07 | 132.25 | 141.35 |
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 | The Russell 1000 Financials Index comprises securities of the Russell 1000 Index classified in the financial services sector. Effective 9-21-20, the underlying components of the Russell 1000 Financials Index reflect a new company classification methodology. Consequently, the custom blended benchmark’s performance consists of 100% of the prior methodology through 9-20-20 and 100% of the current methodology thereafter. Prior to 9-21-20, index name was the Russell 1000 Financial Services Index. |
INDUSTRY COMPOSITION (% of net assets) | |
Banks | 26.2 |
Insurance | 23.0 |
Capital markets | 22.9 |
IT services | 14.6 |
Consumer finance | 6.4 |
Diversified financial services | 5.0 |
Professional services | 1.6 |
Thrifts and mortgage finance | 0.2 |
Short-term investments and other | 0.1 |
TOTAL | 100.0 |
TOP TEN HOLDINGS4 (% of net assets) | |
Berkshire Hathaway, Inc., Class B | 3.9 |
JPMorgan Chase & Co. | 3.7 |
Bank of America Corp. | 3.7 |
Visa, Inc., Class A | 3.6 |
Mastercard, Inc., Class A | 3.3 |
PayPal Holdings, Inc. | 2.8 |
Citigroup, Inc. | 1.9 |
Wells Fargo & Company | 1.9 |
Morgan Stanley | 1.7 |
The Goldman Sachs Group, Inc. | 1.6 |
TOTAL | 28.1 |
4 | Listed holdings are a portion of the fund’s total and may change at any time. They are not recommendations to buy or sell any security. Data excludes cash and cash equivalents. |
Gross (%) | 0.74 |
Net (%) | 0.40 |
14 | JOHN HANCOCK MULTIFACTOR ETFS | ANNUAL REPORT |
Average annual total returns (%) | Cumulative total returns (%) | ||||
1-Year | 5-Year | Since fund inception1 | 5-year | Since fund inception1 | |
Net asset value | 29.08 | 14.26 | 13.32 | 94.78 | 101.17 |
Market price | 29.14 | 14.26 | 13.33 | 94.79 | 101.22 |
John Hancock Dimensional Healthcare Index2 | 29.65 | 14.78 | 13.83 | 99.22 | 106.26 |
Russell 1000 Healthcare Index3 | 25.68 | 14.69 | 13.84 | 98.46 | 106.38 |
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 | The Russell 1000 Health Care Index comprises securities of the Russell 1000 Index classified in the health care sector. 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 9-20-20 and 100% of the current methodology thereafter. |
INDUSTRY COMPOSITION (% of net assets) | |
Health care equipment and supplies | 24.5 |
Health care providers and services | 23.6 |
Pharmaceuticals | 20.2 |
Biotechnology | 15.5 |
Life sciences tools and services | 12.9 |
Health care technology | 2.8 |
Diversified consumer services | 0.5 |
TOTAL | 100.0 |
TOP TEN HOLDINGS4 (% of net assets) | |
UnitedHealth Group, Inc. | 6.2 |
Johnson & Johnson | 5.7 |
Pfizer, Inc. | 3.0 |
Merck & Company, Inc. | 2.9 |
Abbott Laboratories | 2.3 |
AbbVie, Inc. | 2.3 |
Thermo Fisher Scientific, Inc. | 2.3 |
Medtronic PLC | 2.1 |
Anthem, Inc. | 2.1 |
Bristol-Myers Squibb Company | 2.0 |
TOTAL | 30.9 |
4 | Listed holdings are a portion of the fund’s total and may change at any time. They are not recommendations to buy or sell any security. Data excludes cash and cash equivalents. |
Gross (%) | 0.69 |
Net (%) | 0.40 |
ANNUAL REPORT | JOHN HANCOCK MULTIFACTOR ETFS | 15 |
Average annual total returns (%) | Cumulative total returns (%) | ||||
1-Year | 5-Year | Since fund inception1 | 5-year | Since fund inception1 | |
Net asset value | 63.78 | 16.67 | 16.68 | 116.19 | 119.42 |
Market price | 63.81 | 16.68 | 16.69 | 116.24 | 119.44 |
John Hancock Dimensional Industrials Index2 | 64.52 | 17.20 | 17.21 | 121.12 | 124.53 |
Russell 1000 Industrials Index3 | 60.29 | 15.11 | 15.17 | 102.11 | 105.31 |
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 | The Russell 1000 Industrials Index comprises securities of the Russell 1000 Index classified in the industrials sector. Effective 9-21-20, the underlying components of the Russell 1000 Industrials Index reflect a new company classification methodology. Consequently, the custom blended benchmark’s performance consists of 100% of the prior methodology through 9-20-20 and 100% of the current methodology thereafter. Prior to 9-21-20, index name was the Russell 1000 Producer Durables Index. |
INDUSTRY COMPOSITION (% of net assets) | |
Machinery | 21.9 |
Aerospace and defense | 10.8 |
Road and rail | 9.1 |
Electrical equipment | 6.7 |
IT services | 6.6 |
Building products | 6.3 |
Industrial conglomerates | 6.1 |
Household durables | 5.5 |
Air freight and logistics | 5.4 |
Professional services | 5.2 |
Other | 16.4 |
TOTAL | 100.0 |
TOP TEN HOLDINGS4 (% of net assets) | |
Accenture PLC, Class A | 2.5 |
Union Pacific Corp. | 2.1 |
Caterpillar, Inc. | 2.0 |
Honeywell International, Inc. | 1.9 |
United Parcel Service, Inc., Class B | 1.9 |
3M Company | 1.7 |
Raytheon Technologies Corp. | 1.7 |
Parker-Hannifin Corp. | 1.6 |
Cummins, Inc. | 1.6 |
Carrier Global Corp. | 1.6 |
TOTAL | 18.6 |
4 | Listed holdings are a portion of the fund’s total and may change at any time. They are not recommendations to buy or sell any security. Data excludes cash and cash equivalents. |
Gross (%) | 0.88 |
Net (%) | 0.40 |
16 | JOHN HANCOCK MULTIFACTOR ETFS | ANNUAL REPORT |
Average annual total returns (%) | Cumulative total returns (%) | ||||
1-Year | 5-Year | Since fund inception1 | 5-year | Since fund inception1 | |
Net asset value | 50.22 | 16.72 | 16.27 | 116.65 | 132.18 |
Market price | 50.45 | 16.72 | 16.27 | 116.67 | 132.20 |
John Hancock Dimensional Large Cap Index2 | 50.72 | 17.09 | 16.63 | 120.11 | 136.32 |
Russell 1000 Index3 | 49.48 | 17.76 | 17.27 | 126.47 | 143.59 |
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 is an unmanaged index that measures performance of publicly-traded large-cap companies in the United States. |
SECTOR COMPOSITION (% of net assets) | |
Information technology | 23.2 |
Financials | 13.2 |
Health care | 13.0 |
Consumer discretionary | 11.8 |
Industrials | 11.5 |
Communication services | 8.6 |
Consumer staples | 5.4 |
Materials | 4.0 |
Utilities | 3.6 |
Real estate | 3.1 |
Energy | 2.5 |
Short-term investments and other | 0.1 |
TOTAL | 100.0 |
TOP TEN HOLDINGS4 (% of net assets) | |
Microsoft Corp. | 3.5 |
Apple, Inc. | 3.3 |
Amazon.com, Inc. | 2.6 |
Alphabet, Inc., Class A | 1.8 |
Facebook, Inc., Class A | 1.3 |
JPMorgan Chase & Co. | 0.9 |
Berkshire Hathaway, Inc., Class B | 0.8 |
UnitedHealth Group, Inc. | 0.8 |
Johnson & Johnson | 0.8 |
Visa, Inc., Class A | 0.7 |
TOTAL | 16.5 |
4 | Listed holdings are a portion of the fund’s total and may change at any time. They are not recommendations to buy or sell any security. Data excludes cash and cash equivalents. |
Gross (%) | 0.32 |
Net (%) | 0.29 |
ANNUAL REPORT | JOHN HANCOCK MULTIFACTOR ETFS | 17 |
Average annual total returns (%) | Cumulative total returns (%) | ||||
1-Year | 5-Year | Since fund inception1 | 5-year | Since fund inception1 | |
Net asset value | 69.61 | 13.62 | 14.88 | 89.37 | 102.72 |
Market price | 69.62 | 13.62 | 14.89 | 89.33 | 102.74 |
John Hancock Dimensional Materials Index2 | 69.76 | 14.03 | 15.30 | 92.77 | 106.47 |
Russell 1000 Basic Materials Index3 | 63.11 | 14.08 | 15.05 | 93.23 | 104.22 |
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 | The Russell 1000 Basic Materials Index comprises securities of the Russell 1000 Index classified in the materials sector. Effective 9-21-20, the underlying components of the Russell 1000 Basic Materials Index reflect a new company classification methodology. Consequently, the custom blended benchmark’s performance consists of 100% of the prior methodology through 9-20-20 and 100% of the current methodology thereafter. Prior to 9-21-20, index name was the Russell 1000 Materials & Processing Index. |
INDUSTRY COMPOSITION (% of net assets) | |
Chemicals | 54.6 |
Containers and packaging | 23.1 |
Metals and mining | 13.7 |
Construction materials | 5.8 |
Building products | 1.7 |
Multi-utilities | 1.1 |
TOTAL | 100.0 |
TOP TEN HOLDINGS4 (% of net assets) | |
Linde PLC | 6.2 |
PPG Industries, Inc. | 5.3 |
DuPont de Nemours, Inc. | 5.2 |
The Sherwin-Williams Company | 4.0 |
LyondellBasell Industries NV, Class A | 3.9 |
International Paper Company | 3.7 |
Dow, Inc. | 3.7 |
Ball Corp. | 3.7 |
Air Products & Chemicals, Inc. | 3.4 |
Newmont Corp. | 3.2 |
TOTAL | 42.3 |
4 | Listed holdings are a portion of the fund’s total and may change at any time. They are not recommendations to buy or sell any security. Data excludes cash and cash equivalents. |
Gross (%) | 1.04 |
Net (%) | 0.40 |
18 | JOHN HANCOCK MULTIFACTOR ETFS | ANNUAL REPORT |
Average annual total returns (%) | Cumulative total returns (%) | ||
1-Year | Since fund inception1 | Since fund inception1 | |
Net asset value | 55.00 | 23.44 | 56.83 |
Market price | 55.19 | 23.54 | 57.10 |
John Hancock Dimensional Media and Communications Index2 | 55.58 | 23.86 | 57.96 |
Russell 1000 Telecommunication Index3 | 15.78 | 8.70 | 19.52 |
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 | The Russell 1000 Telecommunication Index comprises securities of the Russell 1000 Index classified in the telecommunication sector. 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 9-20-20 and 100% of the current methodology thereafter. |
INDUSTRY COMPOSITION (% of net assets) | |
Media | 33.8 |
Entertainment | 25.4 |
Interactive media and services | 23.7 |
Diversified telecommunication services | 11.0 |
Wireless telecommunication services | 3.3 |
Professional services | 2.1 |
Software | 0.6 |
Short-term investments and other | 0.1 |
TOTAL | 100.0 |
TOP TEN HOLDINGS4 (% of net assets) | |
Facebook, Inc., Class A | 7.3 |
Comcast Corp., Class A | 6.2 |
The Walt Disney Company | 5.7 |
Netflix, Inc. | 5.5 |
Verizon Communications, Inc. | 4.7 |
Charter Communications, Inc., Class A | 4.2 |
Electronic Arts, Inc. | 4.1 |
Activision Blizzard, Inc. | 3.9 |
AT&T, Inc. | 3.6 |
Alphabet, Inc., Class A | 3.5 |
TOTAL | 48.7 |
4 | Listed holdings are a portion of the fund’s total and may change at any time. They are not recommendations to buy or sell any security. Data excludes cash and cash equivalents. |
Gross (%) | 1.13 |
Net (%) | 0.40 |
ANNUAL REPORT | JOHN HANCOCK MULTIFACTOR ETFS | 19 |
Average annual total returns (%) | Cumulative total returns (%) | ||||
1-Year | 5-Year | Since fund inception1 | 5-year | Since fund inception1 | |
Net asset value | 61.03 | 15.92 | 15.06 | 109.33 | 119.02 |
Market price | 61.03 | 15.92 | 15.06 | 109.27 | 119.02 |
John Hancock Dimensional Mid Cap Index2 | 61.78 | 16.39 | 15.54 | 113.62 | 124.19 |
Russell Midcap Index3 | 59.57 | 15.58 | 14.98 | 106.23 | 118.13 |
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. |
SECTOR COMPOSITION (% of net assets) | |
Information technology | 18.8 |
Industrials | 15.6 |
Consumer discretionary | 13.9 |
Financials | 13.5 |
Health care | 13.4 |
Materials | 6.2 |
Real estate | 5.2 |
Utilities | 4.4 |
Consumer staples | 3.3 |
Communication services | 3.3 |
Energy | 2.4 |
TOTAL | 100.0 |
TOP TEN HOLDINGS4 (% of net assets) | |
Parker-Hannifin Corp. | 0.5 |
Marvell Technology, Inc. | 0.4 |
Skyworks Solutions, Inc. | 0.4 |
Ally Financial, Inc. | 0.4 |
United Rentals, Inc. | 0.4 |
ANSYS, Inc. | 0.4 |
Fifth Third Bancorp | 0.4 |
Mettler-Toledo International, Inc. | 0.4 |
D.R. Horton, Inc. | 0.4 |
Laboratory Corp. of America Holdings | 0.4 |
TOTAL | 4.1 |
4 | Listed holdings are a portion of the fund’s total and may change at any time. They are not recommendations to buy or sell any security. Data excludes cash and cash equivalents. |
Gross (%) | 0.43 |
Net (%) | 0.42 |
20 | JOHN HANCOCK MULTIFACTOR ETFS | ANNUAL REPORT |
Average annual total returns (%) | Cumulative total returns (%) | ||
1-Year | Since fund inception1 | Since fund inception1 | |
Net asset value | 64.17 | 11.53 | 46.13 |
Market price | 64.21 | 11.51 | 46.07 |
John Hancock Dimensional Small Cap Index2 | 64.86 | 11.99 | 48.22 |
Russell 2000 Index3 | 74.91 | 14.57 | 60.48 |
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 approximately 2,000 publicly-traded small-cap companies in the United States. |
SECTOR COMPOSITION (% of net assets) | |
Industrials | 17.7 |
Financials | 16.3 |
Consumer discretionary | 15.8 |
Information technology | 14.4 |
Health care | 11.4 |
Real estate | 8.6 |
Materials | 5.5 |
Utilities | 3.8 |
Consumer staples | 3.1 |
Communication services | 1.8 |
Energy | 1.6 |
TOTAL | 100.0 |
TOP TEN HOLDINGS4 (% of net assets) | |
United Therapeutics Corp. | 0.6 |
Freshpet, Inc. | 0.6 |
Brooks Automation, Inc. | 0.5 |
Lattice Semiconductor Corp. | 0.5 |
Brunswick Corp. | 0.5 |
SiteOne Landscape Supply, Inc. | 0.5 |
ITT, Inc. | 0.5 |
Halozyme Therapeutics, Inc. | 0.5 |
FLIR Systems, Inc. | 0.5 |
PVH Corp. | 0.5 |
TOTAL | 5.2 |
4 | Listed holdings are a portion of the fund’s total and may change at any time. They are not recommendations to buy or sell any security. Data excludes cash and cash equivalents. |
Gross (%) | 0.45 |
Net (%) | 0.42 |
ANNUAL REPORT | JOHN HANCOCK MULTIFACTOR ETFS | 21 |
Average annual total returns (%) | Cumulative total returns (%) | ||||
1-Year | 5-Year | Since fund inception1 | 5-year | Since fund inception1 | |
Net asset value | 60.79 | 28.20 | 25.72 | 246.29 | 259.46 |
Market price | 60.95 | 28.18 | 25.72 | 246.05 | 259.32 |
John Hancock Dimensional Technology Index2 | 61.52 | 28.65 | 26.17 | 252.40 | 266.62 |
Russell 1000 Technology Index3 | 59.60 | 31.05 | 28.21 | 286.54 | 301.05 |
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 | The Russell 1000 Technology Index comprises securities of the Russell 1000 Index classified in the technology sector. Effective 9-21-20, the underlying components of the Russell 1000 Technology Index reflect a new company classification methodology. Consequently, the custom blended benchmark’s performance consists of 100% of the prior methodology through 9-20-20 and 100% of the current methodology thereafter. |
INDUSTRY COMPOSITION (% of net assets) | |
Software | 34.6 |
Semiconductors and semiconductor equipment | 30.7 |
Technology hardware, storage and peripherals | 10.8 |
IT services | 9.0 |
Electronic equipment, instruments and components | 8.9 |
Communications equipment | 5.1 |
Electrical equipment | 0.6 |
Interactive media and services | 0.1 |
Internet and direct marketing retail | 0.1 |
Short-term investments and other | 0.1 |
TOTAL | 100.0 |
TOP TEN HOLDINGS4 (% of net assets) | |
Microsoft Corp. | 6.1 |
Apple, Inc. | 5.9 |
Intel Corp. | 3.3 |
NVIDIA Corp. | 3.0 |
Cisco Systems, Inc. | 2.5 |
Broadcom, Inc. | 2.4 |
Adobe, Inc. | 2.4 |
Texas Instruments, Inc. | 2.3 |
salesforce.com, Inc. | 2.2 |
IBM Corp. | 2.0 |
TOTAL | 32.1 |
4 | Listed holdings are a portion of the fund’s total and may change at any time. They are not recommendations to buy or sell any security. Data excludes cash and cash equivalents. |
Gross (%) | 0.67 |
Net (%) | 0.40 |
22 | JOHN HANCOCK MULTIFACTOR ETFS | ANNUAL REPORT |
Average annual total returns (%) | Cumulative total returns (%) | ||||
1-Year | 5-Year | Since fund inception1 | 5-year | Since fund inception1 | |
Net asset value | 18.01 | 8.83 | 8.54 | 52.64 | 51.76 |
Market price | 17.97 | 8.83 | 8.54 | 52.64 | 51.78 |
John Hancock Dimensional Utilities Index2 | 18.46 | 9.33 | 9.03 | 56.18 | 55.36 |
Russell 1000 Utilities Index3 | 20.92 | 8.82 | 8.50 | 52.61 | 51.54 |
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 | The Russell 1000 Utilities Index comprises securities of the Russell 1000 Index classified in the utilities sector. Effective 9-21-20, the underlying components of the Russell 1000 Utilities Index reflect a new company classification methodology. Consequently, the custom blended benchmark’s performance consists of 100% of the prior methodology through 9-20-20 and 100% of the current methodology thereafter. |
INDUSTRY COMPOSITION (% of net assets) | |
Electric utilities | 57.4 |
Multi-utilities | 31.0 |
Independent power and renewable electricity producers | 4.6 |
Water utilities | 3.8 |
Gas utilities | 3.1 |
Short-term investments and other | 0.1 |
TOTAL | 100.0 |
TOP TEN HOLDINGS4 (% of net assets) | |
American Electric Power Company, Inc. | 6.1 |
Exelon Corp. | 6.0 |
Duke Energy Corp. | 5.9 |
Xcel Energy, Inc. | 5.5 |
The Southern Company | 4.9 |
Public Service Enterprise Group, Inc. | 4.5 |
PPL Corp. | 4.1 |
Sempra Energy | 4.0 |
Entergy Corp. | 4.0 |
Consolidated Edison, Inc. | 3.8 |
TOTAL | 48.8 |
4 | Listed holdings are a portion of the fund’s total and may change at any time. They are not recommendations to buy or sell any security. Data excludes cash and cash equivalents. |
Gross (%) | 0.79 |
Net (%) | 0.40 |
ANNUAL REPORT | JOHN HANCOCK MULTIFACTOR ETFS | 23 |
YEAR ENDED APRIL 30, 2021 | ||||
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 | 72 | 28.57% | 175 | 69.44% |
25 - < 50 | 0 | 0.00% | 4 | 1.59% |
50 - < 75 | 0 | 0.00% | 0 | 0.00% |
75 - < 100 | 0 | 0.00% | 1 | 0.40% |
100 or Above | 0 | 0.00% | 0 | 0.00% |
Total | 72 | 28.57% | 180 | 71.43% |
Multifactor Consumer Staples ETF | ||||
0 - < 25 | 54 | 21.43% | 198 | 78.57% |
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 | 54 | 21.43% | 198 | 78.57% |
Multifactor Developed International ETF | ||||
0 - < 25 | 63 | 25.00% | 54 | 21.43% |
25 - < 50 | 37 | 14.68% | 25 | 9.92% |
50 - < 75 | 26 | 10.32% | 8 | 3.17% |
75 - < 100 | 11 | 4.37% | 3 | 1.19% |
100 or Above | 22 | 8.73% | 3 | 1.19% |
Total | 159 | 63.10% | 93 | 36.90% |
Multifactor Emerging Markets ETF | ||||
0 - < 25 | 46 | 18.25% | 42 | 16.67% |
25 - < 50 | 40 | 15.87% | 23 | 9.13% |
50 - < 75 | 31 | 12.30% | 17 | 6.75% |
75 - < 100 | 19 | 7.54% | 4 | 1.59% |
100 or Above | 24 | 9.52% | 6 | 2.38% |
Total | 160 | 63.48% | 92 | 36.52% |
Multifactor Energy ETF | ||||
0 - < 25 | 112 | 44.44% | 126 | 50.00% |
25 - < 50 | 6 | 2.38% | 7 | 2.78% |
50 - < 75 | 0 | 0.00% | 0 | 0.00% |
75 - < 100 | 1 | 0.40% | 0 | 0.00% |
100 or Above | 0 | 0.00% | 0 | 0.00% |
Total | 119 | 47.22% | 133 | 52.78% |
24 | JOHN HANCOCK MULTIFACTOR ETFS | ANNUAL REPORT |
YEAR ENDED APRIL 30, 2021 | ||||
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 | 165 | 65.48% | 82 | 32.54% |
25 - < 50 | 4 | 1.59% | 1 | 0.40% |
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 | 169 | 67.07% | 83 | 32.94% |
Multifactor Healthcare ETF | ||||
0 - < 25 | 130 | 51.59% | 120 | 47.62% |
25 - < 50 | 0 | 0.00% | 1 | 0.40% |
50 - < 75 | 0 | 0.00% | 1 | 0.40% |
75 - < 100 | 0 | 0.00% | 0 | 0.00% |
100 or Above | 0 | 0.00% | 0 | 0.00% |
Total | 130 | 51.59% | 122 | 48.42% |
Multifactor Industrials ETF | ||||
0 - < 25 | 106 | 42.06% | 145 | 57.54% |
25 - < 50 | 0 | 0.00% | 0 | 0.00% |
50 - < 75 | 0 | 0.00% | 1 | 0.40% |
75 - < 100 | 0 | 0.00% | 0 | 0.00% |
100 or Above | 0 | 0.00% | 0 | 0.00% |
Total | 106 | 42.06% | 146 | 57.94% |
Multifactor Large Cap ETF | ||||
0 - < 25 | 121 | 48.02% | 131 | 51.98% |
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 | 121 | 48.02% | 131 | 51.98% |
Multifactor Materials ETF | ||||
0 - < 25 | 44 | 17.46% | 206 | 81.75% |
25 - < 50 | 1 | 0.40% | 1 | 0.40% |
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 | 45 | 17.86% | 207 | 82.15% |
Multifactor Media and Communications ETF | ||||
0 - < 25 | 47 | 18.65% | 204 | 80.95% |
25 - < 50 | 0 | 0.00% | 0 | 0.00% |
50 - < 75 | 1 | 0.40% | 0 | 0.00% |
75 - < 100 | 0 | 0.00% | 0 | 0.00% |
100 or Above | 0 | 0.00% | 0 | 0.00% |
Total | 48 | 19.05% | 204 | 80.95% |
Multifactor Mid Cap ETF | ||||
0 - < 25 | 58 | 23.02% | 194 | 76.98% |
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 | 58 | 23.02% | 194 | 76.98% |
ANNUAL REPORT | JOHN HANCOCK MULTIFACTOR ETFS | 25 |
YEAR ENDED APRIL 30, 2021 | ||||
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 | 133 | 52.78% | 119 | 47.22% |
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 | 133 | 52.78% | 119 | 47.22% |
Multifactor Technology ETF | ||||
0 - < 25 | 113 | 44.84% | 138 | 54.76% |
25 - < 50 | 0 | 0.00% | 1 | 0.40% |
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 | 113 | 44.84% | 139 | 55.16% |
Multifactor Utilities ETF | ||||
0 - < 25 | 120 | 47.62% | 131 | 51.98% |
25 - < 50 | 0 | 0.00% | 1 | 0.40% |
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 | 120 | 47.62% | 132 | 52.38% |
26 | JOHN HANCOCK MULTIFACTOR ETFS | ANNUAL REPORT |
Account value on 11-1-2020 | Ending value on 4-30-2021 | Expenses paid during 4-30-20211 | Annualized expense ratio | |
Multifactor Consumer Discretionary ETF | ||||
Actual expenses/actual returns | $1,000.00 | $1,371.70 | $2.35 | 0.40% |
Hypothetical example for comparison purposes | 1,000.00 | 1,022.80 | 2.01 | 0.40% |
Multifactor Consumer Staples ETF | ||||
Actual expenses/actual returns | $1,000.00 | $1,175.30 | $2.16 | 0.40% |
Hypothetical example for comparison purposes | 1,000.00 | 1,022.80 | 2.01 | 0.40% |
Multifactor Developed International ETF | ||||
Actual expenses/actual returns | $1,000.00 | $1,291.50 | $2.22 | 0.39% |
Hypothetical example for comparison purposes | 1,000.00 | 1,022.90 | 1.96 | 0.39% |
Multifactor Emerging Markets ETF | ||||
Actual expenses/actual returns | $1,000.00 | $1,272.00 | $2.76 | 0.49% |
Hypothetical example for comparison purposes | 1,000.00 | 1,022.40 | 2.46 | 0.49% |
ANNUAL | JOHN HANCOCK MULTIFACTOR ETFS | 27 |
Account value on 11-1-2020 | Ending value on 4-30-2021 | Expenses paid during 4-30-20211 | Annualized expense ratio | |
Multifactor Energy ETF | ||||
Actual expenses/actual returns | $1,000.00 | $1,774.40 | $2.75 | 0.40% |
Hypothetical example for comparison purposes | 1,000.00 | 1,022.80 | 2.01 | 0.40% |
Multifactor Financials ETF | ||||
Actual expenses/actual returns | $1,000.00 | $1,505.40 | $2.48 | 0.40% |
Hypothetical example for comparison purposes | 1,000.00 | 1,022.80 | 2.01 | 0.40% |
Multifactor Healthcare ETF | ||||
Actual expenses/actual returns | $1,000.00 | $1,205.90 | $2.19 | 0.40% |
Hypothetical example for comparison purposes | 1,000.00 | 1,022.80 | 2.01 | 0.40% |
Multifactor Industrials ETF | ||||
Actual expenses/actual returns | $1,000.00 | $1,351.00 | $2.33 | 0.40% |
Hypothetical example for comparison purposes | 1,000.00 | 1,022.80 | 2.01 | 0.40% |
Multifactor Large Cap ETF | ||||
Actual expenses/actual returns | $1,000.00 | $1,312.10 | $1.66 | 0.29% |
Hypothetical example for comparison purposes | 1,000.00 | 1,023.40 | 1.45 | 0.29% |
Multifactor Materials ETF | ||||
Actual expenses/actual returns | $1,000.00 | $1,363.70 | $2.34 | 0.40% |
Hypothetical example for comparison purposes | 1,000.00 | 1,022.80 | 2.01 | 0.40% |
Multifactor Media and Communications ETF | ||||
Actual expenses/actual returns | $1,000.00 | $1,319.10 | $2.30 | 0.40% |
Hypothetical example for comparison purposes | 1,000.00 | 1,022.80 | 2.01 | 0.40% |
Multifactor Mid Cap ETF | ||||
Actual expenses/actual returns | $1,000.00 | $1,364.50 | $2.40 | 0.41% |
Hypothetical example for comparison purposes | 1,000.00 | 1,022.80 | 2.06 | 0.41% |
Multifactor Small Cap ETF | ||||
Actual expenses/actual returns | $1,000.00 | $1,423.20 | $2.52 | 0.42% |
Hypothetical example for comparison purposes | 1,000.00 | 1,022.70 | 2.11 | 0.42% |
Multifactor Technology ETF | ||||
Actual expenses/actual returns | $1,000.00 | $1,317.80 | $2.30 | 0.40% |
Hypothetical example for comparison purposes | 1,000.00 | 1,022.80 | 2.01 | 0.40% |
Multifactor Utilities ETF | ||||
Actual expenses/actual returns | $1,000.00 | $1,100.70 | $2.08 | 0.40% |
Hypothetical example for comparison purposes | 1,000.00 | 1,022.80 | 2.01 | 0.40% |
1 | Expenses are equal to the annualized expense ratio, multiplied by the average account value over the period, multiplied by 181/365 (to reflect the one-half year period). |
28 | JOHN HANCOCK MULTIFACTOR ETFS | ANNUAL |
Shares or Principal Amount | Value | |
COMMON STOCKS – 100.0% | $49,683,666 | |
(Cost $37,498,602) | ||
Communication services – 0.6% | 280,206 | |
Entertainment – 0.6% | ||
Roku, Inc. (A) | 817 | 280,206 |
Consumer discretionary – 92.7% | 46,060,063 | |
Auto components – 0.3% | ||
Fox Factory Holding Corp. (A) | 1,108 | 169,779 |
Automobiles – 9.2% | ||
Ford Motor Company (A) | 48,203 | 556,263 |
General Motors Company (A) | 17,672 | 1,011,192 |
Harley-Davidson, Inc. | 4,130 | 199,768 |
Tesla, Inc. (A) | 3,652 | 2,590,875 |
Thor Industries, Inc. | 1,409 | 199,500 |
Distributors – 1.6% | ||
Genuine Parts Company | 3,837 | 479,510 |
LKQ Corp. (A) | 7,009 | 327,390 |
Diversified consumer services – 1.5% | ||
Bright Horizons Family Solutions, Inc. (A) | 1,587 | 229,845 |
Chegg, Inc. (A) | 2,506 | 226,367 |
Grand Canyon Education, Inc. (A) | 1,109 | 120,094 |
Terminix Global Holdings, Inc. (A) | 3,049 | 155,164 |
Hotels, restaurants and leisure – 21.5% | ||
Airbnb, Inc., Class A (A)(B) | 189 | 32,642 |
Booking Holdings, Inc. (A) | 288 | 710,231 |
Boyd Gaming Corp. (A) | 1,482 | 98,034 |
Caesars Entertainment, Inc. (A) | 4,328 | 423,452 |
Carnival Corp. (A) | 15,551 | 434,806 |
Chipotle Mexican Grill, Inc. (A) | 284 | 423,737 |
Choice Hotels International, Inc. (A) | 729 | 82,960 |
Churchill Downs, Inc. | 816 | 172,584 |
Darden Restaurants, Inc. | 3,479 | 510,439 |
Domino's Pizza, Inc. | 734 | 309,998 |
DraftKings, Inc., Class A (A)(B) | 6,654 | 377,016 |
Expedia Group, Inc. (A) | 2,955 | 520,760 |
Hilton Worldwide Holdings, Inc. (A) | 5,017 | 645,688 |
Hyatt Hotels Corp., Class A (A) | 973 | 80,107 |
Las Vegas Sands Corp. (A) | 4,429 | 271,321 |
Marriott International, Inc., Class A (A) | 2,885 | 428,480 |
Marriott Vacations Worldwide Corp. (A) | 906 | 160,933 |
McDonald's Corp. | 4,534 | 1,070,387 |
MGM Resorts International | 10,268 | 418,113 |
Norwegian Cruise Line Holdings, Ltd. (A) | 6,778 | 210,457 |
Penn National Gaming, Inc. (A) | 3,356 | 299,087 |
Planet Fitness, Inc., Class A (A) | 1,704 | 143,119 |
Royal Caribbean Cruises, Ltd. (A) | 4,451 | 387,014 |
Starbucks Corp. | 7,114 | 814,482 |
Texas Roadhouse, Inc. (A) | 1,742 | 186,429 |
Vail Resorts, Inc. (A) | 1,113 | 361,903 |
Wyndham Hotels & Resorts, Inc. | 2,300 | 168,153 |
Shares or Principal Amount | Value | |
Consumer discretionary (continued) | ||
Hotels, restaurants and leisure (continued) | ||
Wynn Resorts, Ltd. (A) | 2,185 | $280,554 |
Yum! Brands, Inc. | 5,517 | 659,392 |
Household durables – 2.9% | ||
Garmin, Ltd. | 3,944 | 541,275 |
Helen of Troy, Ltd. (A) | 649 | 137,075 |
Tempur Sealy International, Inc. | 7,216 | 275,218 |
Whirlpool Corp. | 1,954 | 462,023 |
Internet and direct marketing retail – 10.5% | ||
Amazon.com, Inc. (A) | 836 | 2,898,761 |
Chewy, Inc., Class A (A)(B) | 683 | 54,449 |
DoorDash, Inc., Class A (A) | 164 | 23,480 |
eBay, Inc. | 21,897 | 1,221,634 |
Etsy, Inc. (A) | 2,171 | 431,573 |
GrubHub, Inc. (A) | 2,211 | 150,436 |
Qurate Retail, Inc., Series A | 10,925 | 130,008 |
Stitch Fix, Inc., Class A (A) | 712 | 30,844 |
Wayfair, Inc., Class A (A) | 921 | 272,220 |
Leisure products – 3.1% | ||
Brunswick Corp. | 2,400 | 257,112 |
Hasbro, Inc. | 2,775 | 275,974 |
Mattel, Inc. (A) | 8,676 | 186,187 |
Peloton Interactive, Inc., Class A (A) | 4,191 | 412,185 |
Polaris, Inc. | 1,715 | 240,151 |
YETI Holdings, Inc. (A) | 2,117 | 180,834 |
Multiline retail – 6.7% | ||
Dollar General Corp. | 3,512 | 754,202 |
Dollar Tree, Inc. (A) | 6,427 | 738,462 |
Kohl's Corp. | 2,888 | 169,410 |
Nordstrom, Inc. (A) | 1,336 | 49,004 |
Ollie's Bargain Outlet Holdings, Inc. (A) | 1,518 | 140,066 |
Target Corp. | 7,059 | 1,463,048 |
Specialty retail – 26.8% | ||
Advance Auto Parts, Inc. | 1,769 | 354,083 |
AutoNation, Inc. (A) | 2,174 | 222,792 |
AutoZone, Inc. (A) | 436 | 638,356 |
Best Buy Company, Inc. | 9,758 | 1,134,563 |
Burlington Stores, Inc. (A) | 1,008 | 328,941 |
CarMax, Inc. (A) | 4,583 | 610,639 |
Carvana Company (A) | 615 | 175,435 |
Dick's Sporting Goods, Inc. | 1,807 | 149,222 |
Five Below, Inc. (A) | 1,544 | 310,761 |
Floor & Decor Holdings, Inc., Class A (A) | 2,595 | 287,837 |
GameStop Corp., Class A (A) | 621 | 107,799 |
L Brands, Inc. (A) | 4,197 | 276,582 |
Lithia Motors, Inc., Class A | 685 | 263,300 |
Lowe's Companies, Inc. | 6,521 | 1,279,746 |
O'Reilly Automotive, Inc. (A) | 1,455 | 804,440 |
Penske Automotive Group, Inc. | 807 | 70,766 |
RH (A) | 376 | 258,696 |
SEE NOTES TO FINANCIAL STATEMENTS | ANNUAL REPORT | JOHN HANCOCK MULTIFACTOR ETFS | 29 |
Shares or Principal Amount | Value | |
Consumer discretionary (continued) | ||
Specialty retail (continued) | ||
Ross Stores, Inc. | 4,626 | $605,728 |
The Gap, Inc. | 6,666 | 220,645 |
The Home Depot, Inc. | 7,860 | 2,544,046 |
The TJX Companies, Inc. | 9,571 | 679,541 |
Tractor Supply Company | 4,712 | 888,683 |
Ulta Beauty, Inc. (A) | 1,514 | 498,636 |
Vroom, Inc. (A) | 2,502 | 115,768 |
Williams-Sonoma, Inc. | 3,007 | 513,445 |
Textiles, apparel and luxury goods – 8.6% | ||
Capri Holdings, Ltd. (A) | 3,286 | 180,993 |
Columbia Sportswear Company | 866 | 94,403 |
Deckers Outdoor Corp. (A) | 849 | 287,132 |
Hanesbrands, Inc. | 15,582 | 328,157 |
Levi Strauss & Company, Class A | 1,465 | 42,280 |
Lululemon Athletica, Inc. (A) | 1,418 | 475,413 |
NIKE, Inc., Class B | 9,215 | 1,222,093 |
PVH Corp. (A) | 1,532 | 173,392 |
Ralph Lauren Corp. (A) | 1,268 | 169,012 |
Skechers U.S.A., Inc., Class A (A) | 3,031 | 146,973 |
Tapestry, Inc. (A) | 5,959 | 285,138 |
Under Armour, Inc., Class A (A) | 4,341 | 105,530 |
Under Armour, Inc., Class C (A) | 4,495 | 89,495 |
VF Corp. | 7,711 | 675,946 |
Consumer staples – 1.0% | 523,105 | |
Personal products – 1.0% | ||
The Estee Lauder Companies, Inc., Class A | 1,667 | 523,105 |
Industrials – 5.7% | 2,820,292 | |
Building products – 1.8% | ||
Allegion PLC | 3,460 | 464,955 |
Fortune Brands Home & Security, Inc. | 3,886 | 407,952 |
Commercial services and supplies – 1.8% | ||
Copart, Inc. (A) | 5,718 | 711,948 |
Rollins, Inc. | 5,580 | 208,022 |
Machinery – 0.1% | ||
Nikola Corp. (A)(B) | 3,322 | 38,436 |
Road and rail – 1.6% | ||
Lyft, Inc., Class A (A) | 4,806 | 267,502 |
Uber Technologies, Inc. (A) | 9,318 | 510,347 |
Trading companies and distributors – 0.4% | ||
SiteOne Landscape Supply, Inc. (A) | 1,177 | 211,130 |
SHORT-TERM INVESTMENTS – 0.3% | $128,929 | |
(Cost $128,931) | ||
Short-term funds – 0.3% | 128,929 | |
John Hancock Collateral Trust, 0.0360% (C)(D) | 6,737 | 67,404 |
Shares or Principal Amount | Value | |
State Street Institutional U.S. Government Money Market Fund, Premier Class, 0.0259% (C) | 61,525 | $61,525 |
Total investments (Multifactor Consumer Discretionary ETF) (Cost $37,627,533) 100.3% | $49,812,595 | |
Other assets and liabilities, net (0.3%) | (124,440) | |
Total net assets 100.0% | $49,688,155 |
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 4-30-21. |
(C) | The rate shown is the annualized seven-day yield as of 4-30-21. |
(D) | Investment is an affiliate of the fund, the advisor and/or subadvisor. This security represents the investment of cash collateral received for securities lending. |
Shares or Principal Amount | Value | |
COMMON STOCKS – 99.9% | $21,836,742 | |
(Cost $19,169,587) | ||
Consumer discretionary – 1.0% | 228,486 | |
Household durables – 1.0% | ||
Newell Brands, Inc. | 8,475 | 228,486 |
Consumer staples – 95.4% | 20,854,914 | |
Beverages – 20.0% | ||
Brown-Forman Corp., Class A | 585 | 41,740 |
Brown-Forman Corp., Class B | 5,322 | 405,962 |
Constellation Brands, Inc., Class A | 1,681 | 403,978 |
Keurig Dr. Pepper, Inc. | 6,814 | 244,282 |
Molson Coors Beverage Company, Class B (A) | 4,188 | 230,131 |
Monster Beverage Corp. (A) | 3,218 | 312,307 |
PepsiCo, Inc. | 8,495 | 1,224,639 |
The Boston Beer Company, Inc., Class A (A) | 152 | 184,906 |
The Coca-Cola Company | 24,294 | 1,311,390 |
Food and staples retailing – 22.8% | ||
Albertsons Companies, Inc., Class A (B) | 3,702 | 68,746 |
BJ's Wholesale Club Holdings, Inc. (A) | 3,084 | 137,762 |
Casey's General Stores, Inc. | 890 | 197,749 |
Costco Wholesale Corp. | 3,504 | 1,303,803 |
Performance Food Group Company (A) | 2,722 | 159,781 |
Sysco Corp. | 4,636 | 392,808 |
The Kroger Company | 24,246 | 885,949 |
U.S. Foods Holding Corp. (A) | 4,517 | 187,275 |
Walgreens Boots Alliance, Inc. | 7,137 | 378,975 |
Walmart, Inc. | 9,119 | 1,275,839 |
Food products – 30.6% | ||
Archer-Daniels-Midland Company | 11,589 | 731,614 |
Beyond Meat, Inc. (A)(B) | 552 | 72,687 |
Bunge, Ltd. | 3,283 | 277,151 |
30 | JOHN HANCOCK MULTIFACTOR ETFS | ANNUAL REPORT | SEE NOTES TO FINANCIAL STATEMENTS |
Shares or Principal Amount | Value | |
Consumer staples (continued) | ||
Food products (continued) | ||
Campbell Soup Company | 6,006 | $286,787 |
Conagra Brands, Inc. | 10,192 | 378,021 |
Darling Ingredients, Inc. (A) | 3,500 | 243,075 |
Freshpet, Inc. (A) | 594 | 109,783 |
General Mills, Inc. | 7,453 | 453,590 |
Hormel Foods Corp. | 5,480 | 253,176 |
Ingredion, Inc. | 1,655 | 154,594 |
Kellogg Company | 6,937 | 433,008 |
Lamb Weston Holdings, Inc. | 3,079 | 247,860 |
McCormick & Company, Inc. | 4,950 | 447,282 |
Mondelez International, Inc., Class A | 13,820 | 840,394 |
Pilgrim's Pride Corp. (A) | 1,421 | 34,047 |
Post Holdings, Inc. (A) | 1,585 | 180,341 |
The Hershey Company | 3,091 | 507,851 |
The J.M. Smucker Company | 2,294 | 300,491 |
The Kraft Heinz Company | 6,892 | 284,571 |
Tyson Foods, Inc., Class A | 5,873 | 454,864 |
Household products – 15.1% | ||
Church & Dwight Company, Inc. | 5,276 | 452,364 |
Colgate-Palmolive Company | 8,373 | 675,701 |
Kimberly-Clark Corp. | 2,803 | 373,696 |
Reynolds Consumer Products, Inc. | 1,694 | 49,668 |
The Clorox Company | 2,648 | 483,260 |
The Procter & Gamble Company | 9,555 | 1,274,828 |
Personal products – 0.4% | ||
Herbalife Nutrition, Ltd. (A) | 1,978 | 90,533 |
Tobacco – 6.5% | ||
Altria Group, Inc. | 12,971 | 619,365 |
Philip Morris International, Inc. | 8,382 | 796,290 |
Materials – 3.5% | 753,342 | |
Chemicals – 3.5% | ||
Corteva, Inc. | 15,450 | 753,342 |
SHORT-TERM INVESTMENTS – 0.8% | $177,394 | |
(Cost $177,402) | ||
Short-term funds – 0.8% | 177,394 | |
John Hancock Collateral Trust, 0.0360% (C)(D) | 13,330 | 133,358 |
State Street Institutional U.S. Government Money Market Fund, Premier Class, 0.0259% (C) | 44,036 | 44,036 |
Total investments (Multifactor Consumer Staples ETF) (Cost $19,346,989) 100.7% | $22,014,136 | |
Other assets and liabilities, net (0.7%) | (162,072) | |
Total net assets 100.0% | $21,852,064 |
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 4-30-21. |
(C) | The rate shown is the annualized seven-day yield as of 4-30-21. |
(D) | Investment is an affiliate of the fund, the advisor and/or subadvisor. This security represents the investment of cash collateral received for securities lending. |
Shares or Principal Amount | Value | |
COMMON STOCKS - 98.0% | $474,952,385 | |
(Cost $393,489,611) | ||
Australia - 7.1% | 34,243,724 | |
Afterpay, Ltd. (A) | 2,358 | 214,292 |
AGL Energy, Ltd. | 53,921 | 371,946 |
Ampol, Ltd. | 3,517 | 69,521 |
APA Group | 69,632 | 539,486 |
Aristocrat Leisure, Ltd. | 14,577 | 418,534 |
ASX, Ltd. | 2,066 | 116,467 |
Aurizon Holdings, Ltd. | 224,836 | 651,280 |
Australia & New Zealand Banking Group, Ltd. | 59,250 | 1,315,363 |
BHP Group PLC | 52,016 | 1,573,250 |
BHP Group, Ltd. | 64,278 | 2,368,379 |
BlueScope Steel, Ltd. | 13,249 | 221,263 |
Brambles, Ltd. | 61,599 | 494,854 |
CIMIC Group, Ltd. (A)(B) | 3,031 | 45,421 |
Cochlear, Ltd. | 3,757 | 645,716 |
Coles Group, Ltd. | 28,880 | 364,072 |
Commonwealth Bank of Australia | 34,901 | 2,400,454 |
Computershare, Ltd. | 31,824 | 347,104 |
Crown Resorts, Ltd. (A) | 22,643 | 213,735 |
CSL, Ltd. | 10,664 | 2,233,656 |
Dexus | 25,428 | 199,758 |
Domino's Pizza Enterprises, Ltd. | 1,687 | 138,978 |
Evolution Mining, Ltd. | 86,650 | 309,899 |
Fortescue Metals Group, Ltd. | 48,592 | 847,913 |
Goodman Group | 22,067 | 322,333 |
Insurance Australia Group, Ltd. | 44,869 | 169,829 |
Lendlease Corp., Ltd. | 38,273 | 375,758 |
Macquarie Group, Ltd. | 9,205 | 1,141,149 |
Magellan Financial Group, Ltd. | 7,617 | 285,362 |
Medibank Private, Ltd. | 205,952 | 489,990 |
Mirvac Group | 87,296 | 181,392 |
National Australia Bank, Ltd. | 53,924 | 1,110,485 |
Newcrest Mining, Ltd. | 14,480 | 296,628 |
Northern Star Resources, Ltd. | 55,041 | 446,848 |
Oil Search, Ltd. | 103,166 | 302,824 |
Origin Energy, Ltd. | 111,554 | 358,467 |
Qantas Airways, Ltd. (A) | 73,795 | 282,165 |
QBE Insurance Group, Ltd. | 58,811 | 447,926 |
Ramsay Health Care, Ltd. | 10,821 | 562,707 |
REA Group, Ltd. | 1,498 | 183,232 |
Reece, Ltd. | 6,956 | 108,914 |
Rio Tinto, Ltd. | 17,411 | 1,629,362 |
Santos, Ltd. | 185,324 | 999,212 |
Scentre Group | 81,564 | 171,371 |
SEE NOTES TO FINANCIAL STATEMENTS | ANNUAL REPORT | JOHN HANCOCK MULTIFACTOR ETFS | 31 |
Shares or Principal Amount | Value | |
Australia (continued) | ||
SEEK, Ltd. (A) | 9,495 | $227,147 |
Sonic Healthcare, Ltd. | 33,165 | 919,185 |
South32, Ltd. | 232,658 | 517,584 |
Stockland | 69,558 | 251,457 |
Suncorp Group, Ltd. | 64,804 | 526,108 |
Sydney Airport (A) | 47,551 | 227,364 |
Tabcorp Holdings, Ltd. | 125,164 | 480,514 |
Telstra Corp., Ltd. | 164,006 | 429,467 |
The GPT Group | 46,278 | 165,153 |
TPG Telecom, Ltd. | 8,296 | 35,309 |
Transurban Group | 24,266 | 265,606 |
Treasury Wine Estates, Ltd. | 32,443 | 251,608 |
Vicinity Centres | 79,918 | 97,846 |
Wesfarmers, Ltd. | 21,029 | 878,955 |
Westpac Banking Corp. | 77,589 | 1,497,142 |
WiseTech Global, Ltd. | 2,760 | 67,008 |
Woodside Petroleum, Ltd. | 24,086 | 425,316 |
Woolworths Group, Ltd. | 33,391 | 1,013,660 |
Austria - 0.1% | 705,731 | |
Erste Group Bank AG | 7,101 | 253,026 |
OMV AG | 3,405 | 168,097 |
Raiffeisen Bank International AG | 5,553 | 121,595 |
Telekom Austria AG | 2,500 | 20,465 |
Verbund AG | 748 | 61,500 |
voestalpine AG | 1,865 | 81,048 |
Belgium - 1.0% | 4,857,511 | |
Ackermans & van Haaren NV | 1,999 | 320,051 |
Ageas SA/NV | 15,067 | 913,412 |
Anheuser-Busch InBev SA/NV | 20,413 | 1,445,639 |
Elia Group SA/NV (B) | 2,700 | 292,523 |
Etablissements Franz Colruyt NV | 3,745 | 222,391 |
Galapagos NV (A) | 1,011 | 78,813 |
KBC Group NV (A) | 7,059 | 549,116 |
Proximus SADP | 10,306 | 219,965 |
Solvay SA (B) | 1,787 | 227,596 |
Telenet Group Holding NV (B) | 1,142 | 48,968 |
UCB SA | 1,380 | 128,015 |
Umicore SA | 5,377 | 327,266 |
Warehouses De Pauw CVA | 2,373 | 83,756 |
Chile - 0.1% | 240,905 | |
Antofagasta PLC | 9,327 | 240,905 |
Czech Republic - 0.0% | 217,587 | |
Avast PLC (C) | 32,898 | 217,587 |
Denmark - 2.6% | 12,613,173 | |
A.P. Moller - Maersk A/S, Series A | 80 | 188,421 |
A.P. Moller - Maersk A/S, Series B | 89 | 221,432 |
Ambu A/S, Class B | 3,065 | 171,963 |
Carlsberg A/S, Class B | 5,108 | 897,547 |
Shares or Principal Amount | Value | |
Denmark (continued) | ||
Chr. Hansen Holding A/S (A) | 6,115 | $562,834 |
Coloplast A/S, B Shares | 2,539 | 420,656 |
Danske Bank A/S | 35,655 | 681,339 |
DSV Panalpina A/S | 6,012 | 1,342,510 |
Genmab A/S (A) | 5,034 | 1,849,762 |
GN Store Nord A/S | 6,951 | 628,303 |
Novo Nordisk A/S, B Shares | 36,138 | 2,650,251 |
Novozymes A/S, B Shares | 14,726 | 1,049,567 |
Orsted A/S (C) | 5,149 | 751,973 |
Vestas Wind Systems A/S | 28,630 | 1,196,615 |
Finland - 1.4% | 6,574,549 | |
Elisa OYJ | 8,649 | 491,326 |
Fortum OYJ | 14,157 | 372,372 |
Kesko OYJ, A Shares | 6,844 | 196,084 |
Kesko OYJ, B Shares | 15,630 | 476,782 |
Kone OYJ, Class B | 9,575 | 753,134 |
Metso Outotec OYJ | 38,643 | 434,668 |
Neste OYJ | 10,680 | 647,972 |
Nokia OYJ (A) | 97,796 | 464,138 |
Nordea Bank ABP | 63,752 | 661,078 |
Orion OYJ, Class A | 561 | 24,852 |
Orion OYJ, Class B | 5,513 | 244,424 |
Sampo OYJ, A Shares | 6,748 | 320,949 |
Stora Enso OYJ, R Shares | 48,069 | 921,797 |
UPM-Kymmene OYJ | 9,182 | 359,785 |
Wartsila OYJ ABP | 15,878 | 205,188 |
France - 10.0% | 48,618,408 | |
Air Liquide SA | 10,602 | 1,788,307 |
Airbus SE (A) | 10,797 | 1,298,963 |
Alstom SA (A) | 9,636 | 527,096 |
AXA SA (B) | 44,845 | 1,269,983 |
BNP Paribas SA (A) | 21,917 | 1,408,625 |
Bouygues SA (B) | 35,467 | 1,521,656 |
Capgemini SE | 12,161 | 2,231,046 |
Cie de Saint-Gobain | 31,126 | 1,967,147 |
Cie Generale des Etablissements Michelin SCA | 22,149 | 3,208,887 |
Credit Agricole SA (A) | 73,950 | 1,145,878 |
Danone SA (B) | 12,189 | 860,285 |
Dassault Systemes SE | 1,899 | 441,087 |
Electricite de France SA (A) | 58,893 | 859,252 |
Engie SA | 113,006 | 1,682,773 |
EssilorLuxottica SA | 5,123 | 853,522 |
Faurecia SE | 2,341 | 126,532 |
Hermes International | 587 | 737,722 |
Kering SA | 1,233 | 989,276 |
Legrand SA | 18,088 | 1,763,721 |
L'Oreal SA | 2,722 | 1,119,499 |
LVMH Moet Hennessy Louis Vuitton SE | 5,315 | 4,006,550 |
Orange SA | 256,602 | 3,197,088 |
Pernod Ricard SA | 4,224 | 867,984 |
32 | JOHN HANCOCK MULTIFACTOR ETFS | ANNUAL REPORT | SEE NOTES TO FINANCIAL STATEMENTS |
Shares or Principal Amount | Value | |
France (continued) | ||
Safran SA | 8,584 | $1,283,204 |
Sanofi (B) | 19,239 | 2,021,165 |
Sartorius Stedim Biotech | 1,395 | 641,493 |
Schneider Electric SE | 5,684 | 910,176 |
Societe Generale SA (A) | 40,659 | 1,158,535 |
Teleperformance | 2,719 | 1,051,002 |
Thales SA | 7,018 | 716,244 |
TOTAL SE | 52,469 | 2,325,947 |
Veolia Environnement SA | 14,216 | 453,329 |
Vinci SA (B) | 13,840 | 1,522,778 |
Vivendi SE | 53,243 | 1,858,723 |
Worldline SA (A)(C) | 8,171 | 802,933 |
Germany - 8.4% | 40,930,813 | |
adidas AG (A) | 3,365 | 1,040,444 |
Allianz SE | 8,781 | 2,287,470 |
BASF SE | 20,832 | 1,682,202 |
Bayer AG | 41,799 | 2,708,094 |
Bayerische Motoren Werke AG | 16,477 | 1,654,240 |
Beiersdorf AG | 3,817 | 431,461 |
Continental AG | 8,406 | 1,139,820 |
Covestro AG (C) | 5,326 | 348,910 |
CureVac NV (A) | 189 | 22,102 |
Daimler AG | 27,299 | 2,433,470 |
Delivery Hero SE (A)(C) | 3,378 | 536,973 |
Deutsche Bank AG (A) | 112,997 | 1,578,715 |
Deutsche Boerse AG | 10,247 | 1,767,654 |
Deutsche Post AG | 20,586 | 1,213,174 |
Deutsche Telekom AG | 94,957 | 1,828,947 |
Deutsche Wohnen SE | 29,923 | 1,620,958 |
E.ON SE | 88,761 | 1,071,283 |
Evonik Industries AG | 16,676 | 584,571 |
Fresenius Medical Care AG & Company KGaA | 23,052 | 1,835,939 |
Fresenius SE & Company KGaA | 43,984 | 2,164,511 |
Hannover Rueck SE | 3,401 | 629,676 |
Hapag-Lloyd AG (C) | 725 | 132,048 |
HeidelbergCement AG | 10,915 | 1,001,491 |
Henkel AG & Company KGaA | 1,581 | 157,395 |
Infineon Technologies AG | 14,188 | 573,274 |
Knorr-Bremse AG | 3,376 | 414,531 |
Merck KGaA | 1,833 | 322,489 |
Muenchener Rueckversicherungs-Gesellschaft AG | 3,500 | 1,013,930 |
Puma SE | 2,829 | 298,735 |
RWE AG | 36,360 | 1,380,511 |
SAP SE | 15,530 | 2,182,829 |
Siemens AG | 8,406 | 1,404,739 |
Siemens Energy AG (A) | 15,356 | 513,898 |
Siemens Healthineers AG (C) | 3,249 | 185,701 |
Symrise AG | 7,335 | 948,328 |
Volkswagen AG | 1,450 | 461,164 |
Shares or Principal Amount | Value | |
Germany (continued) | ||
Vonovia SE | 14,811 | $974,203 |
Zalando SE (A)(C) | 3,695 | 384,933 |
Hong Kong - 3.0% | 14,353,845 | |
AIA Group, Ltd. | 265,924 | 3,386,171 |
BOC Hong Kong Holdings, Ltd. | 89,795 | 316,780 |
Budweiser Brewing Company APAC, Ltd. (C) | 9,400 | 29,712 |
Chow Tai Fook Jewellery Group, Ltd. | 55,600 | 89,769 |
CK Asset Holdings, Ltd. | 127,396 | 799,623 |
CK Hutchison Holdings, Ltd. | 69,273 | 568,144 |
CK Infrastructure Holdings, Ltd. | 39,929 | 244,709 |
CLP Holdings, Ltd. | 171,571 | 1,693,211 |
Galaxy Entertainment Group, Ltd. (A) | 21,641 | 190,585 |
Hang Lung Properties, Ltd. | 92,000 | 251,119 |
Hang Seng Bank, Ltd. | 18,389 | 361,063 |
Henderson Land Development Company, Ltd. | 86,398 | 384,332 |
Hong Kong & China Gas Company, Ltd. | 104,158 | 167,096 |
Hong Kong Exchanges & Clearing, Ltd. | 27,725 | 1,677,739 |
Hongkong Land Holdings, Ltd. | 33,100 | 163,845 |
Link REIT | 45,010 | 425,653 |
MTR Corp., Ltd. | 38,913 | 216,939 |
New World Development Company, Ltd. | 128,265 | 678,743 |
Power Assets Holdings, Ltd. | 89,073 | 547,614 |
Sun Hung Kai Properties, Ltd. | 40,662 | 614,104 |
Swire Properties, Ltd. | 72,401 | 216,266 |
Techtronic Industries Company, Ltd. | 44,577 | 812,698 |
Wharf Real Estate Investment Company, Ltd. | 89,993 | 517,930 |
Ireland - 1.0% | 4,791,377 | |
CRH PLC | 30,011 | 1,417,271 |
DCC PLC | 4,810 | 418,495 |
Experian PLC | 22,586 | 873,099 |
Flutter Entertainment PLC (A) | 2,303 | 470,884 |
James Hardie Industries PLC, CHESS Depositary Interest | 11,196 | 371,014 |
Kerry Group PLC, Class A | 1,435 | 186,219 |
Kingspan Group PLC | 7,615 | 678,903 |
Smurfit Kappa Group PLC | 7,329 | 375,492 |
Isle of Man - 0.1% | 636,149 | |
Entain PLC (A) | 27,163 | 636,149 |
Israel - 0.4% | 1,937,846 | |
Azrieli Group, Ltd. | 604 | 42,553 |
Bank Hapoalim BM (A) | 26,788 | 213,917 |
Bank Leumi Le-Israel BM (A) | 34,238 | 241,530 |
Check Point Software Technologies, Ltd. (A) | 2,903 | 339,099 |
Elbit Systems, Ltd. | 583 | 80,331 |
Fiverr International, Ltd. (A) | 63 | 13,108 |
ICL Group, Ltd. | 17,657 | 113,509 |
Mizrahi Tefahot Bank, Ltd. (A) | 4,792 | 135,190 |
Nice, Ltd. (A) | 1,102 | 266,653 |
Teva Pharmaceutical Industries, Ltd. (A) | 35,167 | 367,029 |
SEE NOTES TO FINANCIAL STATEMENTS | ANNUAL REPORT | JOHN HANCOCK MULTIFACTOR ETFS | 33 |
Shares or Principal Amount | Value | |
Israel (continued) | ||
Wix.com, Ltd. (A) | 393 | $124,927 |
Italy - 2.0% | 9,581,944 | |
Amplifon SpA (A) | 5,705 | 241,262 |
Assicurazioni Generali SpA | 22,020 | 442,280 |
Atlantia SpA (A) | 10,476 | 204,614 |
Davide Campari-Milano NV | 22,051 | 260,459 |
DiaSorin SpA | 1,420 | 241,452 |
Enel SpA | 138,737 | 1,380,685 |
Eni SpA | 60,652 | 725,018 |
Ferrari NV | 3,128 | 670,821 |
FinecoBank Banca Fineco SpA (A) | 31,439 | 541,958 |
Hera SpA | 77,337 | 311,414 |
Infrastrutture Wireless Italiane SpA (C) | 14,217 | 166,010 |
Intesa Sanpaolo SpA (A) | 286,906 | 801,621 |
Mediobanca Banca di Credito Finanziario SpA (A) | 50,183 | 567,977 |
Moncler SpA (A) | 5,448 | 334,605 |
Nexi SpA (A)(C) | 10,508 | 201,633 |
Poste Italiane SpA (C) | 16,618 | 218,052 |
PRADA SpA | 13,900 | 86,530 |
Prysmian SpA | 9,937 | 311,614 |
Recordati Industria Chimica e Farmaceutica SpA | 6,258 | 345,330 |
Snam SpA | 15,633 | 88,073 |
Telecom Italia SpA | 871,413 | 478,662 |
Terna Rete Elettrica Nazionale SpA | 61,265 | 452,092 |
UniCredit SpA | 38,937 | 401,321 |
UnipolSai Assicurazioni SpA | 34,841 | 108,461 |
Japan - 24.8% | 120,367,163 | |
ABC-Mart, Inc. | 1,400 | 74,928 |
Acom Company, Ltd. | 16,300 | 69,939 |
Advantest Corp. | 5,100 | 484,315 |
Aeon Company, Ltd. | 17,800 | 485,691 |
AGC, Inc. | 10,700 | 487,498 |
Aisin Corp. | 10,100 | 389,012 |
Ajinomoto Company, Inc. | 45,000 | 900,165 |
Alfresa Holdings Corp. | 5,200 | 93,101 |
ANA Holdings, Inc. (A) | 8,000 | 183,340 |
Asahi Group Holdings, Ltd. | 7,400 | 309,053 |
Asahi Intecc Company, Ltd. | 8,300 | 223,399 |
Asahi Kasei Corp. | 53,700 | 565,716 |
Astellas Pharma, Inc. | 32,600 | 489,276 |
Azbil Corp. | 1,800 | 72,787 |
Bandai Namco Holdings, Inc. | 5,001 | 367,211 |
Bridgestone Corp. | 29,400 | 1,177,291 |
Brother Industries, Ltd. | 13,500 | 285,426 |
Canon, Inc. | 20,200 | 481,045 |
Capcom Company, Ltd. | 7,800 | 253,328 |
Central Japan Railway Company | 4,544 | 664,524 |
Chubu Electric Power Company, Inc. | 30,200 | 364,842 |
Shares or Principal Amount | Value | |
Japan (continued) | ||
Chugai Pharmaceutical Company, Ltd. | 11,400 | $427,715 |
Concordia Financial Group, Ltd. | 72,200 | 270,820 |
Cosmos Pharmaceutical Corp. | 700 | 100,480 |
CyberAgent, Inc. | 22,400 | 460,685 |
Dai Nippon Printing Company, Ltd. | 19,324 | 383,810 |
Daifuku Company, Ltd. | 4,600 | 455,350 |
Dai-ichi Life Holdings, Inc. | 27,400 | 492,701 |
Daiichi Sankyo Company, Ltd. | 18,600 | 474,253 |
Daikin Industries, Ltd. | 5,547 | 1,112,902 |
Daito Trust Construction Company, Ltd. | 3,686 | 391,851 |
Daiwa House Industry Company, Ltd. | 24,600 | 728,064 |
Daiwa House REIT Investment Corp. | 43 | 115,304 |
Daiwa Securities Group, Inc. | 84,500 | 450,002 |
Denso Corp. | 8,400 | 542,478 |
Dentsu Group, Inc. | 7,500 | 230,548 |
Disco Corp. | 1,698 | 549,922 |
East Japan Railway Company | 8,800 | 602,124 |
Eisai Company, Ltd. | 3,972 | 259,058 |
ENEOS Holdings, Inc. | 77,700 | 334,955 |
FANUC Corp. | 1,970 | 453,728 |
Fast Retailing Company, Ltd. | 1,519 | 1,246,690 |
Fuji Electric Company, Ltd. | 10,893 | 495,793 |
FUJIFILM Holdings Corp. | 9,800 | 635,402 |
Fujitsu, Ltd. | 3,300 | 525,470 |
GLP J-REIT | 65 | 108,943 |
GMO Payment Gateway, Inc. | 2,500 | 319,061 |
Hakuhodo DY Holdings, Inc. (B) | 11,300 | 190,323 |
Hamamatsu Photonics KK | 3,700 | 214,610 |
Hankyu Hanshin Holdings, Inc. | 20,600 | 648,314 |
Hikari Tsushin, Inc. | 541 | 108,789 |
Hino Motors, Ltd. | 23,700 | 198,394 |
Hirose Electric Company, Ltd. | 1,005 | 160,075 |
Hisamitsu Pharmaceutical Company, Inc. | 1,500 | 87,279 |
Hitachi Construction Machinery Company, Ltd. | 8,700 | 267,037 |
Hitachi Metals, Ltd. (A) | 17,200 | 333,599 |
Hitachi, Ltd. | 30,200 | 1,486,722 |
Honda Motor Company, Ltd. | 39,654 | 1,172,515 |
Hoshizaki Corp. | 2,100 | 186,359 |
Hoya Corp. | 9,600 | 1,092,137 |
Hulic Company, Ltd. | 39,400 | 448,411 |
Idemitsu Kosan Company, Ltd. | 17,959 | 429,978 |
Iida Group Holdings Company, Ltd. | 8,600 | 209,522 |
Inpex Corp. | 45,400 | 309,852 |
Isuzu Motors, Ltd. | 32,200 | 325,815 |
ITOCHU Corp. | 35,900 | 1,119,319 |
Itochu Techno-Solutions Corp. | 5,100 | 176,835 |
Japan Airlines Company, Ltd. (A) | 13,600 | 288,785 |
Japan Exchange Group, Inc. | 21,000 | 492,123 |
Japan Post Bank Company, Ltd. | 8,000 | 73,117 |
Japan Post Holdings Company, Ltd. (A) | 24,500 | 205,674 |
Japan Post Insurance Company, Ltd. | 9,100 | 175,331 |
34 | JOHN HANCOCK MULTIFACTOR ETFS | ANNUAL REPORT | SEE NOTES TO FINANCIAL STATEMENTS |
Shares or Principal Amount | Value | |
Japan (continued) | ||
Japan Real Estate Investment Corp. | 37 | $229,505 |
Japan Retail Fund Investment Corp. | 101 | 99,517 |
Japan Tobacco, Inc. | 38,000 | 710,599 |
JFE Holdings, Inc. | 19,200 | 252,592 |
JSR Corp. | 8,500 | 261,676 |
Kajima Corp. | 37,800 | 522,190 |
Kakaku.com, Inc. | 3,900 | 105,970 |
Kansai Paint Company, Ltd. | 6,000 | 151,118 |
Kao Corp. | 12,200 | 782,081 |
KDDI Corp. | 61,300 | 1,854,058 |
Keikyu Corp. | 10,100 | 129,178 |
Keio Corp. | 4,670 | 303,344 |
Keisei Electric Railway Company, Ltd. | 7,900 | 246,457 |
Keyence Corp. | 1,770 | 850,468 |
Kikkoman Corp. (B) | 7,700 | 472,687 |
Kintetsu Group Holdings Company, Ltd. (A) | 7,200 | 257,884 |
Kirin Holdings Company, Ltd. | 20,900 | 392,072 |
Kobayashi Pharmaceutical Company, Ltd. | 1,200 | 107,040 |
Kobe Bussan Company, Ltd. (B) | 4,200 | 112,277 |
Koei Tecmo Holdings Company, Ltd. | 650 | 29,049 |
Koito Manufacturing Company, Ltd. | 6,300 | 392,507 |
Komatsu, Ltd. | 23,400 | 686,126 |
Konami Holdings Corp. | 5,400 | 322,108 |
Kose Corp. | 900 | 135,529 |
Kubota Corp. | 20,900 | 491,405 |
Kyocera Corp. | 7,900 | 479,688 |
Kyowa Kirin Company, Ltd. | 2,600 | 78,972 |
Lasertec Corp. | 3,800 | 672,357 |
Lawson, Inc. | 4,300 | 192,763 |
Lion Corp. (B) | 11,900 | 223,183 |
Lixil Corp. | 34,400 | 931,873 |
M3, Inc. | 10,600 | 734,790 |
Makita Corp. | 7,800 | 350,734 |
Marubeni Corp. | 85,000 | 706,564 |
Mazda Motor Corp. (A) | 47,600 | 368,415 |
Medipal Holdings Corp. | 4,100 | 75,320 |
MEIJI Holdings Company, Ltd. | 3,500 | 216,779 |
Mercari, Inc. (A) | 1,900 | 93,866 |
MINEBEA MITSUMI, Inc. | 33,600 | 842,574 |
MISUMI Group, Inc. | 11,400 | 321,230 |
Mitsubishi Chemical Holdings Corp. | 55,700 | 414,546 |
Mitsubishi Corp. | 33,500 | 925,575 |
Mitsubishi Electric Corp. | 32,900 | 506,270 |
Mitsubishi Estate Company, Ltd. | 13,500 | 221,758 |
Mitsubishi HC Capital, Inc. | 55,500 | 317,854 |
Mitsubishi Heavy Industries, Ltd. | 24,300 | 721,853 |
Mitsubishi UFJ Financial Group, Inc. | 284,770 | 1,505,851 |
Mitsui & Company, Ltd. | 41,000 | 864,036 |
Mitsui Chemicals, Inc. | 18,400 | 579,077 |
Mitsui Fudosan Company, Ltd. | 16,800 | 364,265 |
Miura Company, Ltd. | 1,300 | 68,149 |
Shares or Principal Amount | Value | |
Japan (continued) | ||
Mizuho Financial Group, Inc. | 50,400 | $707,781 |
MonotaRO Company, Ltd. | 6,400 | 163,359 |
MS&AD Insurance Group Holdings, Inc. | 11,600 | 328,457 |
Murata Manufacturing Company, Ltd. | 10,300 | 820,099 |
Nagoya Railroad Company, Ltd. (A) | 7,300 | 167,365 |
NEC Corp. | 14,903 | 867,143 |
Nexon Company, Ltd. | 4,600 | 152,555 |
NGK Insulators, Ltd. | 15,400 | 280,512 |
NH Foods, Ltd. | 3,392 | 151,283 |
Nidec Corp. | 8,100 | 937,793 |
Nihon M&A Center, Inc. | 13,800 | 361,586 |
Nintendo Company, Ltd. | 2,017 | 1,156,816 |
Nippon Building Fund, Inc. | 17 | 111,669 |
Nippon Express Company, Ltd. | 10,800 | 825,031 |
Nippon Paint Holdings Company, Ltd. (B) | 9,500 | 135,758 |
Nippon Prologis REIT, Inc. | 49 | 157,349 |
Nippon Sanso Holdings Corp. (B) | 17,500 | 328,850 |
Nippon Shinyaku Company, Ltd. | 1,300 | 87,535 |
Nippon Steel Corp. | 33,700 | 587,950 |
Nippon Telegraph & Telephone Corp. | 75,066 | 1,892,016 |
Nissan Chemical Corp. | 7,800 | 401,043 |
Nissan Motor Company, Ltd. (A) | 55,200 | 276,593 |
Nisshin Seifun Group, Inc. | 9,100 | 146,692 |
Nissin Foods Holdings Company, Ltd. | 2,316 | 164,210 |
Nitori Holdings Company, Ltd. | 2,101 | 376,933 |
Nitto Denko Corp. | 13,494 | 1,118,482 |
Nomura Holdings, Inc. | 72,900 | 391,428 |
Nomura Real Estate Master Fund, Inc. | 111 | 175,480 |
Nomura Research Institute, Ltd. | 9,200 | 283,226 |
NSK, Ltd. | 38,800 | 357,100 |
NTT Data Corp. | 19,800 | 307,583 |
Obayashi Corp. | 55,700 | 508,055 |
Obic Company, Ltd. | 700 | 135,319 |
Odakyu Electric Railway Company, Ltd. | 14,300 | 386,593 |
Oji Holdings Corp. | 75,200 | 474,020 |
Olympus Corp. | 30,200 | 620,964 |
Omron Corp. | 2,000 | 151,686 |
Ono Pharmaceutical Company, Ltd. | 4,565 | 114,892 |
Oracle Corp. Japan | 1,400 | 131,284 |
Oriental Land Company, Ltd. | 2,100 | 297,310 |
ORIX Corp. | 31,700 | 509,700 |
Orix JREIT, Inc. | 36 | 63,499 |
Osaka Gas Company, Ltd. | 35,300 | 680,778 |
Otsuka Corp. | 6,700 | 337,743 |
Otsuka Holdings Company, Ltd. | 7,200 | 276,723 |
Pan Pacific International Holdings Corp. | 9,200 | 198,216 |
Panasonic Corp. | 88,704 | 1,046,059 |
PeptiDream, Inc. (A) | 5,200 | 222,881 |
Pigeon Corp. | 5,000 | 169,480 |
Pola Orbis Holdings, Inc. | 3,200 | 82,939 |
Rakuten Group, Inc. | 8,900 | 113,097 |
SEE NOTES TO FINANCIAL STATEMENTS | ANNUAL REPORT | JOHN HANCOCK MULTIFACTOR ETFS | 35 |
Shares or Principal Amount | Value | |
Japan (continued) | ||
Recruit Holdings Company, Ltd. | 23,900 | $1,079,933 |
Renesas Electronics Corp. (A) | 20,100 | 234,459 |
Resona Holdings, Inc. | 123,500 | 507,310 |
Ricoh Company, Ltd. | 37,500 | 398,655 |
Rohm Company, Ltd. | 4,900 | 485,495 |
Ryohin Keikaku Company, Ltd. | 13,700 | 288,276 |
Santen Pharmaceutical Company, Ltd. | 12,400 | 158,822 |
SBI Holdings, Inc. | 13,600 | 384,465 |
SCSK Corp. | 2,600 | 150,807 |
Secom Company, Ltd. | 2,261 | 187,739 |
Seiko Epson Corp. | 31,900 | 542,246 |
Sekisui Chemical Company, Ltd. | 33,500 | 582,929 |
Sekisui House, Ltd. | 23,700 | 478,965 |
Seven & i Holdings Company, Ltd. | 31,000 | 1,332,684 |
SG Holdings Company, Ltd. | 11,200 | 254,525 |
Sharp Corp. | 10,300 | 174,046 |
Shimadzu Corp. | 13,800 | 482,915 |
Shimano, Inc. | 786 | 180,024 |
Shimizu Corp. | 49,300 | 403,673 |
Shin-Etsu Chemical Company, Ltd. | 4,298 | 725,476 |
Shionogi & Company, Ltd. | 3,171 | 166,724 |
Shiseido Company, Ltd. | 4,077 | 295,709 |
SMC Corp. | 745 | 432,462 |
SoftBank Corp. | 39,000 | 502,909 |
SoftBank Group Corp. | 26,036 | 2,354,566 |
Sohgo Security Services Company, Ltd. | 1,700 | 74,498 |
Sompo Holdings, Inc. | 8,800 | 326,865 |
Sony Group Corp. | 22,200 | 2,213,805 |
Square Enix Holdings Company, Ltd. | 4,100 | 228,059 |
Stanley Electric Company, Ltd. | 8,900 | 254,856 |
Subaru Corp. | 15,200 | 281,945 |
SUMCO Corp. | 16,800 | 435,274 |
Sumitomo Chemical Company, Ltd. | 163,900 | 835,207 |
Sumitomo Corp. | 30,100 | 409,760 |
Sumitomo Dainippon Pharma Company, Ltd. | 7,900 | 136,961 |
Sumitomo Electric Industries, Ltd. | 41,000 | 609,908 |
Sumitomo Metal Mining Company, Ltd. | 15,500 | 657,834 |
Sumitomo Mitsui Financial Group, Inc. | 32,100 | 1,116,547 |
Sumitomo Mitsui Trust Holdings, Inc. | 11,275 | 383,724 |
Sumitomo Realty & Development Company, Ltd. | 5,200 | 173,119 |
Sundrug Company, Ltd. | 4,300 | 146,540 |
Suntory Beverage & Food, Ltd. | 4,200 | 141,787 |
Suzuki Motor Corp. | 9,400 | 356,633 |
Sysmex Corp. | 3,948 | 394,601 |
T&D Holdings, Inc. | 36,900 | 452,030 |
Taisei Corp. | 22,261 | 820,748 |
Taisho Pharmaceutical Holdings Company, Ltd. | 2,729 | 160,786 |
Taiyo Yuden Company, Ltd. | 3,600 | 165,336 |
Takeda Pharmaceutical Company, Ltd. | 26,247 | 872,859 |
TDK Corp. | 5,100 | 692,878 |
Shares or Principal Amount | Value | |
Japan (continued) | ||
Terumo Corp. | 12,500 | $472,531 |
The Chiba Bank, Ltd. | 54,200 | 338,177 |
The Chugoku Electric Power Company, Inc. | 27,100 | 302,475 |
The Kansai Electric Power Company, Inc. | 31,600 | 312,805 |
The Shizuoka Bank, Ltd. (B) | 38,300 | 293,281 |
Tobu Railway Company, Ltd. | 17,200 | 442,176 |
Toho Company, Ltd. | 4,600 | 183,066 |
Toho Gas Company, Ltd. | 2,600 | 144,385 |
Tohoku Electric Power Company, Inc. | 68,400 | 602,618 |
Tokio Marine Holdings, Inc. | 16,500 | 789,488 |
Tokyo Century Corp. | 4,700 | 290,243 |
Tokyo Electric Power Company Holdings, Inc. (A) | 192,800 | 569,731 |
Tokyo Electron, Ltd. | 3,057 | 1,351,395 |
Tokyo Gas Company, Ltd. | 15,800 | 319,888 |
Tokyu Corp. | 21,000 | 269,933 |
Toppan Printing Company, Ltd. | 21,700 | 369,856 |
Toray Industries, Inc. | 135,900 | 844,456 |
Toshiba Corp. | 8,100 | 334,582 |
Tosoh Corp. | 22,300 | 395,384 |
TOTO, Ltd. | 6,100 | 316,427 |
Toyo Suisan Kaisha, Ltd. | 1,600 | 65,212 |
Toyota Industries Corp. | 4,000 | 320,205 |
Toyota Motor Corp. | 88,028 | 6,545,021 |
Toyota Tsusho Corp. | 5,700 | 240,922 |
Trend Micro, Inc. | 8,500 | 404,373 |
Tsuruha Holdings, Inc. | 2,000 | 230,914 |
Unicharm Corp. | 9,500 | 368,858 |
USS Company, Ltd. | 15,500 | 280,916 |
Welcia Holdings Company, Ltd. | 4,700 | 146,626 |
West Japan Railway Company | 6,481 | 357,654 |
Yakult Honsha Company, Ltd. | 2,300 | 111,944 |
Yamada Holdings Company, Ltd. | 34,600 | 172,201 |
Yamaha Corp. | 4,766 | 259,436 |
Yamaha Motor Company, Ltd. | 24,800 | 619,178 |
Yamato Holdings Company, Ltd. | 27,300 | 770,509 |
Yaskawa Electric Corp. | 10,100 | 465,706 |
Z Holdings Corp. | 45,000 | 207,904 |
ZOZO, Inc. | 9,500 | 320,708 |
Jordan - 0.0% | 219,184 | |
Hikma Pharmaceuticals PLC | 6,488 | 219,184 |
Luxembourg - 0.3% | 1,206,453 | |
ArcelorMittal SA | 19,568 | 571,232 |
Eurofins Scientific SE | 4,676 | 463,545 |
Tenaris SA | 15,920 | 171,676 |
Macau - 0.1% | 245,150 | |
Sands China, Ltd. (A) | 51,600 | 245,150 |
Mexico - 0.0% | 104,407 | |
Fresnillo PLC | 9,156 | 104,407 |
36 | JOHN HANCOCK MULTIFACTOR ETFS | ANNUAL REPORT | SEE NOTES TO FINANCIAL STATEMENTS |
Shares or Principal Amount | Value | |
Netherlands - 5.0% | $24,324,904 | |
Adyen NV (A)(C) | 395 | 970,735 |
Akzo Nobel NV (B) | 14,551 | 1,750,248 |
Argenx SE (A) | 508 | 147,012 |
ASML Holding NV | 7,303 | 4,757,878 |
Heineken Holding NV (B) | 8,315 | 826,792 |
Heineken NV (B) | 4,633 | 537,866 |
ING Groep NV | 75,949 | 971,873 |
JDE Peet's NV (A) | 1,979 | 76,997 |
Just Eat Takeaway.com NV (A)(B)(C) | 2,005 | 207,571 |
Koninklijke Ahold Delhaize NV | 92,435 | 2,491,407 |
Koninklijke DSM NV | 10,931 | 1,963,283 |
Koninklijke Philips NV (A) | 23,453 | 1,323,550 |
NN Group NV | 7,720 | 386,324 |
Prosus NV (A) | 6,650 | 722,315 |
Royal Dutch Shell PLC, B Shares | 150,213 | 2,701,628 |
Stellantis NV | 21,427 | 356,574 |
Stellantis NV (Euronext Paris Exchange) | 87,101 | 1,447,799 |
Wolters Kluwer NV | 29,637 | 2,685,052 |
New Zealand - 0.3% | 1,198,309 | |
a2 Milk Company, Ltd. (A) | 18,283 | 100,353 |
Auckland International Airport, Ltd. (A) | 18,900 | 102,926 |
Fisher & Paykel Healthcare Corp., Ltd. | 9,420 | 242,981 |
Meridian Energy, Ltd. | 30,590 | 116,985 |
Ryman Healthcare, Ltd. | 4,441 | 45,215 |
Spark New Zealand, Ltd. | 67,896 | 214,348 |
Xero, Ltd. (A) | 3,434 | 375,501 |
Norway - 0.6% | 2,817,948 | |
Adevinta ASA (A) | 1,840 | 33,774 |
Aker BP ASA | 2,457 | 70,621 |
DNB ASA | 21,359 | 460,308 |
Equinor ASA | 42,358 | 864,168 |
Gjensidige Forsikring ASA | 2,823 | 64,372 |
Mowi ASA | 6,652 | 164,615 |
Norsk Hydro ASA | 33,499 | 214,343 |
Orkla ASA | 7,368 | 75,345 |
Salmar ASA | 1,307 | 90,896 |
Schibsted ASA, A Shares (A) | 843 | 42,555 |
Schibsted ASA, B Shares (A) | 1,022 | 44,899 |
Telenor ASA | 15,518 | 277,274 |
TOMRA Systems ASA | 1,835 | 92,057 |
Yara International ASA (B) | 6,168 | 322,721 |
Portugal - 0.1% | 580,066 | |
EDP - Energias de Portugal SA | 63,712 | 354,491 |
Galp Energia SGPS SA | 9,326 | 107,888 |
Jeronimo Martins SGPS SA | 6,436 | 117,687 |
Singapore - 1.5% | 7,232,206 | |
Ascendas Real Estate Investment Trust | 65,992 | 154,266 |
CapitaLand Integrated Commercial Trust | 83,400 | 134,779 |
CapitaLand, Ltd. | 104,300 | 291,639 |
Shares or Principal Amount | Value | |
Singapore (continued) | ||
City Developments, Ltd. | 35,600 | $211,127 |
DBS Group Holdings, Ltd. | 63,824 | 1,434,889 |
Genting Singapore, Ltd. | 227,000 | 147,591 |
Great Eastern Holdings, Ltd. | 2,100 | 36,242 |
Jardine Cycle & Carriage, Ltd. | 6,800 | 118,479 |
Keppel Corp., Ltd. | 40,000 | 162,959 |
Mapletree Logistics Trust | 32,700 | 48,912 |
Oversea-Chinese Banking Corp., Ltd. | 101,988 | 935,248 |
Sea, Ltd., ADR (A) | 2,336 | 589,933 |
Singapore Airlines, Ltd. (A) | 150,100 | 570,885 |
Singapore Exchange, Ltd. | 54,200 | 425,729 |
Singapore Technologies Engineering, Ltd. | 71,200 | 206,578 |
Singapore Telecommunications, Ltd. | 205,100 | 385,410 |
United Overseas Bank, Ltd. | 52,924 | 1,057,764 |
Wilmar International, Ltd. | 81,500 | 319,776 |
Spain - 2.3% | 11,335,859 | |
Aena SME SA (A)(C) | 2,881 | 501,841 |
Amadeus IT Group SA (A) | 5,243 | 357,863 |
Banco Bilbao Vizcaya Argentaria SA (A) | 122,272 | 687,456 |
Banco Santander SA (A) | 366,106 | 1,416,909 |
CaixaBank SA | 187,822 | 603,009 |
Cellnex Telecom SA (A)(C) | 5,783 | 327,472 |
EDP Renovaveis SA | 1,781 | 42,493 |
Endesa SA | 8,509 | 223,915 |
Ferrovial SA | 17,855 | 508,114 |
Grifols SA | 15,253 | 414,053 |
Iberdrola SA | 213,067 | 2,881,665 |
Industria de Diseno Textil SA | 28,708 | 1,023,628 |
Naturgy Energy Group SA (B) | 29,045 | 745,790 |
Repsol SA | 76,031 | 909,586 |
Siemens Gamesa Renewable Energy SA | 4,864 | 176,244 |
Telefonica SA | 111,196 | 515,821 |
Sweden - 3.3% | 16,063,437 | |
Alfa Laval AB | 7,530 | 255,044 |
Assa Abloy AB, B Shares | 11,814 | 337,134 |
Atlas Copco AB, A Shares | 15,135 | 918,222 |
Atlas Copco AB, B Shares | 8,817 | 458,277 |
Boliden AB (B) | 24,809 | 967,627 |
Castellum AB | 12,377 | 301,676 |
Electrolux AB, B Shares | 29,369 | 825,246 |
Epiroc AB, A Shares (B) | 16,166 | 350,822 |
Epiroc AB, B Shares | 9,681 | 190,168 |
EQT AB | 2,140 | 72,457 |
Essity AB, A Shares | 392 | 12,981 |
Essity AB, B Shares | 10,083 | 329,472 |
Evolution Gaming Group AB (C) | 2,226 | 440,159 |
Fabege AB | 11,622 | 173,524 |
Fastighets AB Balder, B Shares (A) | 5,247 | 302,630 |
Getinge AB, B Shares | 8,785 | 297,656 |
Hennes & Mauritz AB, B Shares (A) | 19,056 | 470,555 |
SEE NOTES TO FINANCIAL STATEMENTS | ANNUAL REPORT | JOHN HANCOCK MULTIFACTOR ETFS | 37 |
Shares or Principal Amount | Value | |
Sweden (continued) | ||
Hexagon AB, B Shares | 3,070 | $293,140 |
Holmen AB, B Shares (B) | 3,995 | 188,511 |
Husqvarna AB, B Shares | 25,135 | 350,313 |
ICA Gruppen AB | 7,056 | 325,440 |
Indutrade AB | 11,733 | 306,932 |
Lifco AB, B Shares | 2,104 | 226,679 |
Lundin Energy AB | 3,050 | 97,822 |
Nibe Industrier AB, B Shares | 4,762 | 174,469 |
Sagax AB, B Shares (B) | 1,768 | 46,836 |
Sandvik AB (B) | 11,053 | 273,588 |
Securitas AB, B Shares | 18,395 | 314,243 |
Sinch AB (A)(C) | 681 | 107,718 |
Skandinaviska Enskilda Banken AB, A Shares | 28,406 | 364,996 |
Skandinaviska Enskilda Banken AB, C Shares | 281 | 3,589 |
Skanska AB, B Shares | 42,371 | 1,150,505 |
SKF AB, B Shares | 11,106 | 287,115 |
Svenska Cellulosa AB SCA, B Shares | 15,508 | 272,352 |
Svenska Handelsbanken AB, A Shares | 35,325 | 410,160 |
Svenska Handelsbanken AB, B Shares (B) | 1,401 | 17,149 |
Sweco AB, B Shares | 7,060 | 126,075 |
Swedbank AB, A Shares | 22,047 | 387,815 |
Swedish Match AB | 2,566 | 210,724 |
Swedish Orphan Biovitrum AB (A) | 15,816 | 269,437 |
Tele2 AB, B Shares | 15,529 | 200,821 |
Telefonaktiebolaget LM Ericsson, B Shares | 43,496 | 596,390 |
Telia Company AB (B) | 52,964 | 219,479 |
Trelleborg AB, B Shares | 13,442 | 350,685 |
Volvo AB, A Shares | 11,238 | 283,085 |
Volvo AB, B Shares | 61,470 | 1,503,719 |
Switzerland - 9.2% | 44,464,122 | |
ABB, Ltd. | 46,081 | 1,498,056 |
Alcon, Inc. (A) | 29,067 | 2,183,092 |
Cie Financiere Richemont SA, A Shares | 12,169 | 1,249,389 |
Coca-Cola HBC AG | 15,716 | 544,425 |
Credit Suisse Group AG | 166,681 | 1,744,572 |
Geberit AG | 1,033 | 680,021 |
Givaudan SA | 328 | 1,375,223 |
Glencore PLC (A) | 304,713 | 1,245,421 |
Kuehne + Nagel International AG | 2,403 | 719,280 |
LafargeHolcim, Ltd. (A) | 31,016 | 1,914,589 |
Lonza Group AG (A) | 3,006 | 1,914,242 |
Nestle SA | 59,939 | 7,155,479 |
Novartis AG | 46,218 | 3,950,612 |
Partners Group Holding AG | 1,243 | 1,771,723 |
Roche Holding AG | 13,112 | 4,278,418 |
Roche Holding AG, Bearer Shares | 1,080 | 375,611 |
Schindler Holding AG | 945 | 263,176 |
Schindler Holding AG, Participation Certificates | 1,465 | 417,309 |
SGS SA | 159 | 470,698 |
Sika AG | 8,006 | 2,391,135 |
Shares or Principal Amount | Value | |
Switzerland (continued) | ||
STMicroelectronics NV | 57,501 | $2,156,885 |
Swiss Re AG | 20,395 | 1,898,062 |
Swisscom AG | 3,343 | 1,815,457 |
UBS Group AG | 69,169 | 1,056,059 |
Zurich Insurance Group AG | 3,396 | 1,395,188 |
United Arab Emirates - 0.0% | 1,869 | |
NMC Health PLC (A) | 5,181 | 1,869 |
United Kingdom - 13.3% | 64,425,682 | |
3i Group PLC | 85,123 | 1,510,928 |
Admiral Group PLC | 15,853 | 686,793 |
Anglo American PLC | 28,846 | 1,226,120 |
Ashtead Group PLC | 11,686 | 752,525 |
ASOS PLC (A) | 5,039 | 364,186 |
Associated British Foods PLC (A) | 9,528 | 304,471 |
AstraZeneca PLC | 26,058 | 2,783,466 |
Auto Trader Group PLC (A)(C) | 50,533 | 398,943 |
AVEVA Group PLC | 4,784 | 230,504 |
Aviva PLC | 240,349 | 1,332,100 |
B&M European Value Retail SA | 41,337 | 323,825 |
BAE Systems PLC | 83,954 | 588,400 |
Barclays PLC | 380,995 | 925,775 |
Barratt Developments PLC | 63,486 | 678,585 |
BP PLC | 427,478 | 1,793,351 |
British American Tobacco PLC | 37,894 | 1,407,142 |
BT Group PLC (A) | 132,395 | 302,366 |
Bunzl PLC | 21,289 | 685,900 |
Burberry Group PLC (A) | 28,654 | 817,659 |
CNH Industrial NV | 25,898 | 385,647 |
Coca-Cola European Partners PLC | 12,466 | 704,108 |
Compass Group PLC (A) | 24,353 | 530,215 |
Croda International PLC | 8,164 | 764,567 |
Diageo PLC | 48,438 | 2,180,279 |
Dr. Martens PLC (A) | 17,687 | 118,427 |
DS Smith PLC | 40,038 | 233,269 |
Ferguson PLC | 5,911 | 747,370 |
GlaxoSmithKline PLC | 91,838 | 1,703,360 |
Halma PLC | 19,423 | 695,968 |
Hargreaves Lansdown PLC | 20,099 | 478,504 |
HSBC Holdings PLC (A) | 419,621 | 2,630,707 |
Imperial Brands PLC | 42,088 | 878,465 |
Informa PLC (A) | 77,525 | 603,450 |
InterContinental Hotels Group PLC (A) | 5,954 | 424,711 |
Intermediate Capital Group PLC | 3,549 | 107,415 |
Intertek Group PLC | 9,978 | 847,968 |
J Sainsbury PLC | 139,756 | 459,948 |
JD Sports Fashion PLC (A) | 27,509 | 349,797 |
Johnson Matthey PLC | 10,216 | 459,699 |
Kingfisher PLC (A) | 98,436 | 486,963 |
Land Securities Group PLC | 22,273 | 222,281 |
Legal & General Group PLC | 144,763 | 545,976 |
38 | JOHN HANCOCK MULTIFACTOR ETFS | ANNUAL REPORT | SEE NOTES TO FINANCIAL STATEMENTS |
Shares or Principal Amount | Value | |
United Kingdom (continued) | ||
Lloyds Banking Group PLC | 1,434,187 | $902,205 |
London Stock Exchange Group PLC | 4,558 | 466,998 |
M&G PLC | 94,431 | 284,108 |
Melrose Industries PLC | 241,398 | 544,457 |
Mondi PLC | 56,889 | 1,547,746 |
National Grid PLC | 88,446 | 1,115,102 |
Natwest Group PLC | 86,710 | 236,027 |
Next PLC (A) | 11,149 | 1,204,344 |
Ocado Group PLC (A) | 5,791 | 168,136 |
Pearson PLC | 21,199 | 243,614 |
Persimmon PLC | 18,299 | 793,520 |
Phoenix Group Holdings PLC | 28,288 | 278,628 |
Prudential PLC | 41,699 | 885,934 |
Reckitt Benckiser Group PLC | 11,048 | 986,778 |
RELX PLC | 50,355 | 1,310,370 |
Rentokil Initial PLC | 110,615 | 766,373 |
Rightmove PLC | 47,034 | 399,843 |
Rio Tinto PLC | 25,219 | 2,121,556 |
Rolls-Royce Holdings PLC (A) | 268,474 | 388,889 |
RSA Insurance Group PLC | 65,870 | 622,351 |
Schroders PLC | 7,075 | 353,429 |
Schroders PLC, Non-Voting Shares | 2,481 | 90,514 |
Segro PLC | 27,710 | 385,769 |
Severn Trent PLC | 13,287 | 455,682 |
Smith & Nephew PLC | 9,395 | 204,288 |
Smiths Group PLC | 21,716 | 488,737 |
Spirax-Sarco Engineering PLC | 4,199 | 686,892 |
SSE PLC | 45,584 | 926,504 |
St. James's Place PLC | 21,176 | 399,182 |
Standard Chartered PLC | 131,253 | 944,251 |
Standard Life Aberdeen PLC | 262,924 | 1,010,188 |
Taylor Wimpey PLC | 196,890 | 489,597 |
Tesco PLC | 314,375 | 961,943 |
The Berkeley Group Holdings PLC | 5,978 | 382,970 |
The Sage Group PLC | 44,920 | 396,798 |
The Weir Group PLC (A) | 3,688 | 97,886 |
THG PLC (A) | 12,581 | 107,998 |
Unilever PLC | 51,468 | 3,015,369 |
United Utilities Group PLC | 60,709 | 813,817 |
Vodafone Group PLC | 909,513 | 1,722,677 |
Whitbread PLC (A) | 12,947 | 581,512 |
WPP PLC | 71,853 | 970,567 |
United States - 0.0% | 62,064 | |
Carnival PLC (A) | 2,666 | 62,064 |
PREFERRED SECURITIES - 0.7% | $3,262,217 | |
(Cost $2,164,578) | ||
Germany - 0.7% | 3,262,217 | |
Bayerische Motoren Werke AG | 4,589 | 376,753 |
Henkel AG & Company KGaA | 2,740 | 315,196 |
Porsche Automobil Holding SE | 8,105 | 854,500 |
Shares or Principal Amount | Value | |
Germany (continued) | ||
Sartorius AG | 958 | $541,100 |
Volkswagen AG | 4,503 | 1,174,668 |
SHORT-TERM INVESTMENTS - 2.6% | $12,815,677 | |
(Cost $12,815,891) | ||
Short-term funds - 2.6% | 12,815,677 | |
John Hancock Collateral Trust, 0.0360% (D)(E) | 983,528 | 9,839,807 |
State Street Institutional U.S. Government Money Market Fund, Premier Class, 0.0259% (D) | 2,975,870 | 2,975,870 |
Total investments (Multifactor Developed International ETF) (Cost $408,470,080) - 101.3% | $491,030,279 | |
Other assets and liabilities, net - (1.3%) | (6,259,975) | |
Total net assets - 100.0% | $484,770,304 |
The percentage shown for each investment category is the total value of the category as a percentage of the net assets of the fund. | |
Security Abbreviations and Legend | |
ADR | American Depositary Receipt |
(A) | Non-income producing security. |
(B) | All or a portion of this security is on loan as of 4-30-21. |
(C) | These securities are exempt from registration under Rule 144A of the Securities Act of 1933. Such securities may be resold, normally to qualified institutional buyers, in transactions exempt from registration. |
(D) | The rate shown is the annualized seven-day yield as of 4-30-21. |
(E) | Investment is an affiliate of the fund, the advisor and/or subadvisor. This security represents the investment of cash collateral received for securities lending. |
Shares or Principal Amount | Value | |
COMMON STOCKS - 98.9% | $727,676,247 | |
(Cost $570,729,910) | ||
Brazil - 4.5% | 33,141,325 | |
Ambev SA | 273,800 | 753,988 |
Atacadao SA | 35,900 | 143,726 |
B2W Cia Digital (A) | 15,997 | 198,501 |
B3 SA - Brasil Bolsa Balcao | 137,100 | 1,301,442 |
Banco Bradesco SA | 139,623 | 531,958 |
Banco BTG Pactual SA | 16,800 | 333,662 |
Banco do Brasil SA | 93,300 | 509,730 |
Banco Inter SA | 12,600 | 176,020 |
BB Seguridade Participacoes SA | 101,000 | 415,710 |
CCR SA | 166,000 | 368,396 |
Centrais Eletricas Brasileiras SA | 48,720 | 330,383 |
Cia Brasileira de Distribuicao | 107,200 | 804,803 |
Cia de Saneamento Basico do Estado de Sao Paulo | 82,500 | 650,541 |
Cia Siderurgica Nacional SA | 57,100 | 517,718 |
Cosan SA | 11,200 | 185,922 |
CPFL Energia SA | 25,400 | 137,411 |
Energisa SA | 22,700 | 184,353 |
SEE NOTES TO FINANCIAL STATEMENTS | ANNUAL REPORT | JOHN HANCOCK MULTIFACTOR ETFS | 39 |
Shares or Principal Amount | Value | |
Brazil (continued) | ||
Engie Brasil Energia SA | 43,025 | $322,534 |
Equatorial Energia SA | 136,400 | 630,805 |
Hapvida Participacoes e Investimentos SA (B) | 97,194 | 258,694 |
Hypera SA | 34,100 | 217,853 |
JBS SA | 190,300 | 1,056,511 |
Klabin SA (A) | 84,800 | 435,469 |
Localiza Rent a Car SA | 68,785 | 815,239 |
Lojas Americanas SA | 40,445 | 147,981 |
Lojas Renner SA | 101,660 | 757,028 |
Magazine Luiza SA | 176,672 | 652,272 |
Natura & Company Holding SA (A) | 63,200 | 567,784 |
Neoenergia SA | 38,600 | 113,838 |
Notre Dame Intermedica Participacoes SA | 53,900 | 807,420 |
Pagseguro Digital, Ltd., Class A (A) | 20,538 | 939,408 |
Petrobras Distribuidora SA | 46,500 | 192,934 |
Petroleo Brasileiro SA | 543,900 | 2,315,855 |
Raia Drogasil SA | 174,300 | 844,955 |
Rede D'Or Sao Luiz SA (B) | 26,100 | 345,899 |
Rumo SA (A) | 137,790 | 507,958 |
StoneCo, Ltd., Class A (A) | 10,937 | 706,968 |
Suzano SA (A) | 80,665 | 1,021,016 |
Telefonica Brasil SA | 56,800 | 452,285 |
TIM SA | 208,700 | 468,928 |
Ultrapar Participacoes SA | 84,100 | 327,239 |
Vale SA | 480,400 | 9,653,603 |
WEG SA | 125,200 | 807,935 |
XP, Inc., Class A (A) | 5,774 | 228,650 |
Chile - 0.5% | 3,696,228 | |
Banco de Chile | 3,312,147 | 352,911 |
Banco de Credito e Inversiones SA | 5,832 | 269,506 |
Banco Santander Chile | 5,936,423 | 324,161 |
Cencosud SA | 170,774 | 352,803 |
Cencosud Shopping SA | 45,592 | 74,049 |
Colbun SA | 1,307,061 | 223,268 |
Empresas CMPC SA | 177,192 | 489,984 |
Empresas COPEC SA | 40,109 | 429,835 |
Enel Americas SA | 5,432,261 | 769,491 |
Enel Chile SA | 2,895,799 | 196,644 |
Falabella SA | 47,520 | 213,576 |
China - 29.1% | 214,288,517 | |
Agricultural Bank of China, Ltd., H Shares | 5,077,000 | 1,974,100 |
Aier Eye Hospital Group Company, Ltd., A Shares | 32,200 | 370,587 |
Airtac International Group | 16,000 | 675,903 |
Alibaba Group Holding, Ltd., ADR (A) | 84,963 | 19,622,205 |
Anhui Conch Cement Company, Ltd., H Shares | 298,500 | 1,785,193 |
Anhui Gujing Distillery Company, Ltd., A Shares | 2,000 | 70,256 |
ANTA Sports Products, Ltd. | 154,000 | 2,765,986 |
Avary Holding Shenzhen Company, Ltd., A Shares | 13,600 | 65,504 |
Shares or Principal Amount | Value | |
China (continued) | ||
Baidu, Inc., ADR (A) | 35,461 | $7,458,512 |
Bank of China, Ltd., H Shares | 8,001,000 | 3,183,155 |
Bank of Communications Company, Ltd., H Shares | 3,077,000 | 1,968,969 |
Bank of Hangzhou Company, Ltd., A Shares | 32,400 | 82,809 |
Bank of Ningbo Company, Ltd., A Shares | 75,441 | 492,293 |
Bank of Shanghai Company, Ltd., A Shares | 69,900 | 88,354 |
Baoshan Iron & Steel Company, Ltd., A Shares | 170,900 | 227,902 |
BeiGene, Ltd., ADR (A) | 2,918 | 1,002,450 |
Beijing Oriental Yuhong Waterproof Technology Company, Ltd., A Shares | 13,900 | 124,062 |
BOE Technology Group Company, Ltd., A Shares | 388,100 | 439,585 |
BYD Company, Ltd., H Shares | 87,500 | 1,805,912 |
CanSino Biologics, Inc., H Shares (A)(B)(C) | 3,000 | 150,254 |
Changchun High & New Technology Industry Group, Inc., A Shares | 2,800 | 215,295 |
China CITIC Bank Corp., Ltd., H Shares | 1,856,000 | 972,585 |
China Construction Bank Corp., H Shares | 8,621,000 | 6,826,339 |
China Everbright Bank Company, Ltd., H Shares | 452,000 | 189,137 |
China Feihe, Ltd. (B) | 350,000 | 998,152 |
China International Capital Corp., Ltd., H Shares (B)(C) | 254,800 | 640,375 |
China Life Insurance Company, Ltd., H Shares | 894,000 | 1,820,954 |
China Merchants Bank Company, Ltd., H Shares | 629,000 | 5,073,724 |
China Merchants Securities Company, Ltd., H Shares (B) | 137,940 | 193,230 |
China Merchants Shekou Industrial Zone Holdings Company, Ltd., A Shares | 30,200 | 54,226 |
China Minsheng Banking Corp., Ltd., H Shares | 1,053,000 | 540,949 |
China Molybdenum Company, Ltd., H Shares | 399,000 | 270,731 |
China Pacific Insurance Group Company, Ltd., H Shares | 587,000 | 2,123,731 |
China Petroleum & Chemical Corp., H Shares | 3,066,000 | 1,527,700 |
China Shenhua Energy Company, Ltd., H Shares | 726,500 | 1,515,325 |
China Tourism Group Duty Free Corp., Ltd., A Shares | 8,600 | 414,605 |
China Vanke Company, Ltd., H Shares | 432,700 | 1,515,343 |
Chongqing Zhifei Biological Products Company, Ltd., A Shares | 11,000 | 383,211 |
CITIC Securities Company, Ltd., H Shares | 342,000 | 825,184 |
Contemporary Amperex Technology Company, Ltd., A Shares | 9,800 | 587,818 |
COSCO SHIPPING Holdings Company, Ltd., H Shares (A) | 515,500 | 922,568 |
Country Garden Holdings Company, Ltd. | 1,859,222 | 2,214,257 |
Country Garden Services Holdings Company, Ltd. | 193,000 | 2,025,210 |
CSC Financial Company, Ltd., H Shares (B) | 163,500 | 190,933 |
CSPC Pharmaceutical Group, Ltd. | 1,325,840 | 1,642,182 |
East Money Information Company, Ltd., A Shares | 32,300 | 160,914 |
ENN Energy Holdings, Ltd. | 158,900 | 2,708,738 |
Eve Energy Company, Ltd., A Shares | 11,500 | 157,569 |
40 | JOHN HANCOCK MULTIFACTOR ETFS | ANNUAL REPORT | SEE NOTES TO FINANCIAL STATEMENTS |
Shares or Principal Amount | Value | |
China (continued) | ||
Focus Media Information Technology Company, Ltd., A Shares | 88,800 | $147,920 |
Futu Holdings, Ltd., ADR (A) | 2,344 | 348,740 |
Fuyao Glass Industry Group Company, Ltd. , H Shares (B) | 88,800 | 516,209 |
Ganfeng Lithium Company, Ltd., H Shares (B) | 8,600 | 115,820 |
GDS Holdings, Ltd., ADR (A) | 7,183 | 595,974 |
GF Securities Company, Ltd., H Shares | 210,800 | 305,608 |
GoerTek, Inc., A Shares | 37,300 | 217,293 |
Great Wall Motor Company, Ltd., H Shares | 673,000 | 1,665,419 |
GSX Techedu, Inc., ADR (A)(C) | 7,453 | 238,123 |
Guangdong Haid Group Company, Ltd., A Shares | 10,300 | 132,739 |
Guotai Junan Securities Company, Ltd., H Shares (B) | 146,800 | 209,043 |
Haier Smart Home Company, Ltd., H Shares (A) | 195,600 | 846,181 |
Haitong Securities Company, Ltd., H Shares | 430,400 | 385,134 |
Hangzhou Tigermed Consulting Company, Ltd., A Shares | 2,400 | 58,043 |
Hansoh Pharmaceutical Group Company, Ltd. (A)(B) | 114,000 | 492,439 |
Henan Shuanghui Investment & Development Company, Ltd., A Shares | 15,800 | 89,456 |
Hengli Petrochemical Company, Ltd., A Shares | 64,500 | 295,515 |
HengTen Networks Group, Ltd. (A)(C) | 176,000 | 208,476 |
Huatai Securities Company, Ltd., H Shares (B) | 232,600 | 332,420 |
Huazhu Group, Ltd., ADR (A) | 9,339 | 550,627 |
Iflytek Company, Ltd., A Shares | 13,300 | 104,752 |
Industrial & Commercial Bank of China, Ltd., H Shares | 8,028,000 | 5,230,136 |
Industrial Bank Company, Ltd., A Shares | 153,100 | 514,316 |
Inner Mongolia Yili Industrial Group Company, Ltd., A Shares | 43,900 | 277,788 |
Innovent Biologics, Inc. (A)(B) | 51,500 | 559,635 |
iQIYI, Inc., ADR (A) | 34,251 | 503,832 |
JD.com, Inc., ADR (A) | 50,161 | 3,880,455 |
Jiangsu Hengli Hydraulic Company, Ltd., A Shares | 5,100 | 67,774 |
Jiangsu Hengrui Medicine Company, Ltd., A Shares | 26,993 | 350,786 |
Jiangsu Yanghe Brewery Joint-Stock Company, Ltd., A Shares | 9,290 | 276,339 |
KE Holdings, Inc., ADR (A) | 11,019 | 573,539 |
Kweichow Moutai Company, Ltd., A Shares | 5,800 | 1,798,551 |
Lenovo Group, Ltd. | 1,112,000 | 1,529,083 |
Lens Technology Company, Ltd., A Shares | 59,200 | 239,032 |
Li Auto, Inc., ADR (A) | 17,791 | 351,194 |
Li Ning Company, Ltd. | 133,500 | 1,089,747 |
Longfor Group Holdings, Ltd. (B) | 340,500 | 2,124,056 |
LONGi Green Energy Technology Company, Ltd., A Shares | 27,300 | 419,319 |
Luxshare Precision Industry Company, Ltd., A Shares | 47,300 | 270,140 |
Luzhou Laojiao Company, Ltd., A Shares | 11,100 | 438,374 |
Shares or Principal Amount | Value | |
China (continued) | ||
Mango Excellent Media Company, Ltd., A Shares | 11,215 | $117,930 |
Meituan, Class B (A)(B) | 165,900 | 6,365,283 |
Midea Group Company, Ltd., A Shares | 52,800 | 654,095 |
Muyuan Foods Company, Ltd., A Shares | 26,400 | 461,424 |
NARI Technology Company, Ltd., A Shares | 43,200 | 213,480 |
NetEase, Inc., ADR | 81,555 | 9,139,053 |
New China Life Insurance Company, Ltd., H Shares | 169,400 | 653,229 |
New Hope Liuhe Company, Ltd., A Shares | 38,700 | 99,389 |
New Oriental Education & Technology Group, Inc., ADR (A) | 138,168 | 2,108,444 |
NIO, Inc., ADR (A) | 103,204 | 4,111,647 |
Pharmaron Beijing Company, Ltd., H Shares (B) | 13,500 | 280,017 |
PICC Property & Casualty Company, Ltd., H Shares | 1,016,000 | 998,098 |
Pinduoduo, Inc., ADR (A) | 22,008 | 2,947,531 |
Ping An Bank Company, Ltd., A Shares | 170,800 | 614,685 |
Ping An Healthcare and Technology Company, Ltd. (A)(B)(C) | 34,300 | 401,875 |
Ping An Insurance Group Company of China, Ltd., H Shares | 858,500 | 9,389,852 |
Poly Developments and Holdings Group Company, Ltd., A Shares | 150,000 | 324,500 |
Pop Mart International Group, Ltd. (A)(B)(C) | 32,000 | 264,921 |
Postal Savings Bank of China Company, Ltd., H Shares (B) | 1,002,000 | 652,790 |
RLX Technology, Inc., ADR (A)(C) | 3,172 | 34,543 |
Rongsheng Petrochemical Company, Ltd., A Shares | 41,300 | 180,797 |
Sanan Optoelectronics Company, Ltd., A Shares | 31,600 | 122,562 |
Sangfor Technologies, Inc., A Shares | 1,500 | 63,391 |
Sany Heavy Industry Company, Ltd., A Shares | 72,000 | 343,562 |
Seazen Holdings Company, Ltd., A Shares | 21,600 | 150,331 |
SF Holding Company, Ltd., A Shares | 22,700 | 225,720 |
Shaanxi Coal Industry Company, Ltd., A Shares | 69,700 | 121,166 |
Shandong Gold Mining Company, Ltd., H Shares (B) | 67,970 | 124,793 |
Shanghai Fosun Pharmaceutical Group Company, Ltd., H Shares (C) | 72,500 | 460,660 |
Shanghai International Airport Company, Ltd., A Shares | 17,300 | 131,364 |
Shanxi Xinghuacun Fen Wine Factory Company, Ltd., A Shares | 4,961 | 314,494 |
Shenwan Hongyuan Group Company, Ltd., H Shares (B) | 172,000 | 46,948 |
Shenzhen Inovance Technology Company, Ltd., A Shares | 9,700 | 134,075 |
Shenzhen Kangtai Biological Products Company, Ltd., A Shares | 3,000 | 83,767 |
Shenzhen Mindray Bio-Medical Electronics Company, Ltd., A Shares | 5,400 | 389,135 |
Shenzhou International Group Holdings, Ltd. | 127,400 | 2,801,640 |
Silergy Corp. | 6,000 | 628,289 |
SEE NOTES TO FINANCIAL STATEMENTS | ANNUAL REPORT | JOHN HANCOCK MULTIFACTOR ETFS | 41 |
Shares or Principal Amount | Value | |
China (continued) | ||
Smoore International Holdings, Ltd. (A)(B) | 169,000 | $1,197,841 |
Sunac China Holdings, Ltd. | 575,000 | 2,239,486 |
Sungrow Power Supply Company, Ltd., A Shares | 9,500 | 131,971 |
Sunny Optical Technology Group Company, Ltd. | 92,300 | 2,250,799 |
TAL Education Group, ADR (A) | 32,047 | 1,825,077 |
TCL Technology Group Corp., A Shares (A) | 75,700 | 105,277 |
Tencent Holdings, Ltd. | 332,000 | 26,630,610 |
Tencent Music Entertainment Group, ADR (A) | 29,858 | 520,126 |
The People's Insurance Company Group of China, Ltd., H Shares | 1,035,000 | 354,468 |
Tongwei Company, Ltd., A Shares | 33,900 | 184,547 |
Trip.com Group, Ltd., ADR (A) | 54,783 | 2,140,920 |
Vipshop Holdings, Ltd., ADR (A) | 38,702 | 1,190,861 |
Wanhua Chemical Group Company, Ltd., A Shares | 31,800 | 504,849 |
Weichai Power Company, Ltd., H Shares | 543,000 | 1,259,823 |
Will Semiconductor Company, Ltd., A Shares | 5,900 | 275,795 |
Wingtech Technology Company, Ltd., A Shares | 2,700 | 35,588 |
Wuliangye Yibin Company, Ltd., A Shares | 21,500 | 946,844 |
WuXi AppTec Company, Ltd., H Shares (B) | 25,400 | 600,756 |
WuXi Biologics Cayman, Inc. (A)(B) | 218,000 | 3,073,447 |
Xinyi Solar Holdings, Ltd. | 600,000 | 1,004,268 |
XPeng, Inc., ADR (A)(C) | 10,992 | 328,771 |
Yihai International Holding, Ltd. (A) | 44,000 | 428,848 |
Yonyou Network Technology Company, Ltd., A Shares | 13,800 | 70,797 |
Yum China Holdings, Inc. | 90,699 | 5,706,781 |
Yunnan Baiyao Group Company, Ltd., A Shares | 7,000 | 116,333 |
Yunnan Energy New Material Company, Ltd., A Shares | 2,800 | 58,215 |
Zhangzhou Pientzehuang Pharmaceutical Company, Ltd., A Shares | 4,400 | 230,698 |
Zhejiang Huayou Cobalt Company, Ltd., A Shares (A) | 4,700 | 59,386 |
Zhejiang NHU Company, Ltd., A Shares | 23,700 | 143,229 |
Zijin Mining Group Company, Ltd., H Shares | 1,168,000 | 1,645,187 |
Zoomlion Heavy Industry Science and Technology Company, Ltd., H Shares | 163,200 | 226,093 |
ZTO Express Cayman, Inc., ADR | 100,446 | 3,230,343 |
Hong Kong - 2.3% | 17,081,867 | |
Alibaba Health Information Technology, Ltd. (A) | 376,000 | 1,147,338 |
China Gas Holdings, Ltd. | 436,800 | 1,577,504 |
China Mengniu Dairy Company, Ltd. (A) | 622,000 | 3,331,492 |
China Resources Beer Holdings Company, Ltd. | 250,000 | 2,019,802 |
China Resources Land, Ltd. | 698,000 | 3,275,730 |
Geely Automobile Holdings, Ltd. | 1,295,000 | 3,359,695 |
Sino Biopharmaceutical, Ltd. | 2,199,500 | 2,370,306 |
India - 13.4% | 98,792,159 | |
ABB India, Ltd. | 2,776 | 52,093 |
ACC, Ltd. | 13,970 | 354,378 |
Adani Enterprises, Ltd. (A) | 19,500 | 301,691 |
Shares or Principal Amount | Value | |
India (continued) | ||
Adani Green Energy, Ltd. (A) | 22,707 | $313,893 |
Adani Ports & Special Economic Zone, Ltd. (A) | 66,977 | 656,817 |
Adani Total Gas, Ltd. (A) | 19,573 | 303,851 |
Adani Transmission, Ltd. (A) | 24,907 | 351,971 |
Alkem Laboratories, Ltd. | 2,553 | 94,989 |
Ambuja Cements, Ltd. | 121,450 | 505,328 |
Apollo Hospitals Enterprise, Ltd. | 10,465 | 452,663 |
Ashok Leyland, Ltd. (A) | 148,378 | 225,254 |
Asian Paints, Ltd. | 43,479 | 1,484,470 |
AU Small Finance Bank, Ltd. (A)(B) | 13,157 | 178,156 |
Aurobindo Pharma, Ltd. | 63,242 | 835,813 |
Avenue Supermarts, Ltd. (A)(B) | 9,170 | 351,585 |
Axis Bank, Ltd. (A) | 241,709 | 2,322,214 |
Bajaj Auto, Ltd. | 6,942 | 358,663 |
Bajaj Finance, Ltd. (A) | 16,586 | 1,220,117 |
Bajaj Finserv, Ltd. | 5,377 | 800,026 |
Bajaj Holdings & Investment, Ltd. | 4,487 | 207,169 |
Bandhan Bank, Ltd. (A)(B) | 127,645 | 565,224 |
Bank of Baroda (A) | 91,933 | 82,473 |
Berger Paints India, Ltd. | 31,989 | 304,052 |
Bharat Electronics, Ltd. | 204,088 | 363,142 |
Bharat Petroleum Corp., Ltd. | 214,855 | 1,224,345 |
Bharti Airtel, Ltd. | 286,919 | 2,074,253 |
Biocon, Ltd. (A) | 28,103 | 143,944 |
Bosch, Ltd. | 732 | 133,607 |
Britannia Industries, Ltd. | 12,894 | 599,646 |
Cadila Healthcare, Ltd. (A) | 46,882 | 361,334 |
Cholamandalam Investment and Finance Company, Ltd. | 38,558 | 296,970 |
Cipla, Ltd. (A) | 95,640 | 1,174,962 |
Coal India, Ltd. | 126,729 | 227,547 |
Colgate-Palmolive India, Ltd. | 14,774 | 294,862 |
Container Corp. of India, Ltd. | 25,539 | 203,216 |
Dabur India, Ltd. | 92,563 | 674,174 |
Divi's Laboratories, Ltd. (A) | 14,289 | 781,673 |
DLF, Ltd. | 77,670 | 258,157 |
Dr. Reddy's Laboratories, Ltd. | 11,554 | 806,273 |
Eicher Motors, Ltd. (A) | 13,650 | 445,946 |
GAIL India, Ltd. | 233,578 | 432,800 |
Godrej Consumer Products, Ltd. (A) | 65,595 | 612,137 |
Godrej Properties, Ltd. (A) | 4,435 | 81,674 |
Grasim Industries, Ltd. | 42,284 | 799,813 |
Gujarat Gas, Ltd. | 17,281 | 124,045 |
Havells India, Ltd. | 36,427 | 484,398 |
HCL Technologies, Ltd. | 148,773 | 1,807,831 |
HDFC Asset Management Company, Ltd. (B) | 4,887 | 183,060 |
HDFC Bank, Ltd. (A) | 336,777 | 6,423,872 |
HDFC Life Insurance Company, Ltd. (A)(B) | 50,360 | 450,689 |
Hero MotoCorp, Ltd. | 24,884 | 946,682 |
Hindalco Industries, Ltd. | 175,019 | 859,235 |
Hindustan Aeronautics, Ltd. | 14,897 | 192,164 |
42 | JOHN HANCOCK MULTIFACTOR ETFS | ANNUAL REPORT | SEE NOTES TO FINANCIAL STATEMENTS |
Shares or Principal Amount | Value | |
India (continued) | ||
Hindustan Petroleum Corp., Ltd. | 164,809 | $522,311 |
Hindustan Unilever, Ltd. | 88,122 | 2,795,730 |
Honeywell Automation India, Ltd. | 193 | 112,976 |
Housing Development Finance Corp., Ltd. | 167,225 | 5,493,270 |
ICICI Bank, Ltd. (A) | 424,971 | 3,440,617 |
ICICI Lombard General Insurance Company, Ltd. (B) | 21,620 | 413,705 |
ICICI Prudential Life Insurance Company, Ltd. (A)(B) | 24,736 | 174,268 |
IDFC First Bank, Ltd. (A) | 200,749 | 148,517 |
Indian Oil Corp., Ltd. | 447,704 | 548,807 |
Indraprastha Gas, Ltd. | 9,056 | 62,230 |
Indus Towers, Ltd. | 194,914 | 667,059 |
Info Edge India, Ltd. (A) | 4,653 | 308,742 |
Infosys, Ltd. | 324,104 | 5,900,795 |
InterGlobe Aviation, Ltd. (A)(B) | 6,125 | 135,854 |
ITC, Ltd. | 411,353 | 1,124,005 |
Jindal Steel & Power, Ltd. (A) | 41,961 | 249,197 |
JSW Steel, Ltd. | 266,945 | 2,572,056 |
Jubilant Foodworks, Ltd. (A) | 6,037 | 235,865 |
Kansai Nerolac Paints, Ltd. | 13,184 | 98,347 |
Kotak Mahindra Bank, Ltd. (A) | 57,615 | 1,356,322 |
Larsen & Toubro Infotech, Ltd. (B) | 4,750 | 249,259 |
Larsen & Toubro, Ltd. | 54,707 | 989,708 |
Lupin, Ltd. | 27,145 | 392,118 |
Mahindra & Mahindra, Ltd. | 111,336 | 1,131,885 |
Marico, Ltd. | 74,158 | 410,573 |
Maruti Suzuki India, Ltd. | 9,740 | 846,597 |
Motherson Sumi Systems, Ltd. (A) | 175,532 | 509,255 |
MRF, Ltd. | 186 | 202,290 |
Muthoot Finance, Ltd. | 21,800 | 338,747 |
Nestle India, Ltd. | 3,708 | 816,974 |
NMDC, Ltd. | 126,349 | 264,476 |
NTPC, Ltd. | 902,197 | 1,247,224 |
Oil & Natural Gas Corp., Ltd. | 462,488 | 675,571 |
Petronet LNG, Ltd. | 159,179 | 515,106 |
PI Industries, Ltd. | 4,043 | 136,727 |
Pidilite Industries, Ltd. (A) | 17,763 | 434,971 |
Piramal Enterprises, Ltd. | 14,737 | 333,247 |
Power Finance Corp., Ltd. | 218,160 | 318,673 |
Power Grid Corp. of India, Ltd. | 526,555 | 1,566,390 |
Procter & Gamble Hygiene & Health Care, Ltd. | 1,309 | 239,790 |
Punjab National Bank (A) | 193,726 | 91,014 |
Reliance Industries, Ltd. | 269,978 | 7,274,617 |
SBI Life Insurance Company, Ltd. (B) | 24,479 | 307,010 |
Shree Cement, Ltd. (A) | 1,241 | 467,433 |
Shriram Transport Finance Company, Ltd. | 18,165 | 329,102 |
Siemens, Ltd. | 8,414 | 213,183 |
State Bank of India (A) | 220,284 | 1,047,704 |
Sun Pharmaceutical Industries, Ltd. | 125,829 | 1,110,543 |
Tata Consultancy Services, Ltd. | 88,437 | 3,629,532 |
Shares or Principal Amount | Value | |
India (continued) | ||
Tata Consumer Products, Ltd. | 61,473 | $555,205 |
Tata Motors, Ltd. (A) | 263,839 | 1,043,994 |
Tata Steel, Ltd. | 81,873 | 1,133,605 |
Tech Mahindra, Ltd. | 125,886 | 1,629,563 |
Titan Company, Ltd. | 48,134 | 968,139 |
Torrent Pharmaceuticals, Ltd. | 5,585 | 188,724 |
UltraTech Cement, Ltd. | 11,948 | 1,008,634 |
United Breweries, Ltd. | 6,716 | 110,162 |
United Spirits, Ltd. (A) | 27,854 | 194,787 |
UPL, Ltd. | 113,629 | 929,619 |
Vedanta, Ltd. | 352,370 | 1,217,579 |
Vodafone Idea, Ltd. (A) | 649,238 | 73,187 |
Voltas, Ltd. | 11,460 | 148,177 |
Wipro, Ltd. | 203,801 | 1,355,051 |
Indonesia - 1.6% | 11,908,745 | |
Aneka Tambang Tbk | 525,000 | 90,498 |
Astra International Tbk PT | 2,444,700 | 930,831 |
Bank Central Asia Tbk PT | 901,600 | 1,998,874 |
Bank Mandiri Persero Tbk PT | 2,181,000 | 932,342 |
Bank Negara Indonesia Persero Tbk PT | 1,271,700 | 501,813 |
Bank Rakyat Indonesia Persero Tbk PT | 6,441,300 | 1,805,972 |
Bank Syariah Indonesia Tbk PT (A) | 845,000 | 133,375 |
Barito Pacific Tbk PT (A) | 2,549,700 | 176,511 |
Charoen Pokphand Indonesia Tbk PT | 1,189,600 | 580,594 |
Elang Mahkota Teknologi Tbk PT (A) | 1,160,200 | 179,913 |
Gudang Garam Tbk PT (A) | 94,600 | 236,418 |
Indah Kiat Pulp & Paper Tbk PT | 264,200 | 166,440 |
Indocement Tunggal Prakarsa Tbk PT | 217,300 | 193,306 |
Indofood CBP Sukses Makmur Tbk PT | 334,800 | 201,645 |
Indofood Sukses Makmur Tbk PT | 800,200 | 361,461 |
Kalbe Farma Tbk PT | 3,033,200 | 302,375 |
Mayora Indah Tbk PT | 655,400 | 111,615 |
Merdeka Copper Gold Tbk PT (A) | 1,141,600 | 207,061 |
Sarana Menara Nusantara Tbk PT | 2,560,500 | 202,075 |
Semen Indonesia Persero Tbk PT | 488,500 | 352,552 |
Telkom Indonesia Persero Tbk PT | 7,231,700 | 1,602,038 |
United Tractors Tbk PT | 386,200 | 566,133 |
Vale Indonesia Tbk PT (A) | 234,700 | 74,903 |
Malaysia - 1.8% | 13,648,584 | |
Axiata Group BHD | 350,795 | 331,407 |
CIMB Group Holdings BHD | 626,116 | 632,780 |
Dialog Group BHD | 419,400 | 311,243 |
DiGi.Com BHD | 337,000 | 344,700 |
Fraser & Neave Holdings BHD | 11,100 | 81,291 |
Genting BHD | 360,100 | 437,774 |
Genting Malaysia BHD | 422,600 | 297,112 |
HAP Seng Consolidated BHD | 66,500 | 130,357 |
Hartalega Holdings BHD | 221,100 | 554,855 |
Hong Leong Bank BHD | 71,600 | 311,472 |
Hong Leong Financial Group BHD | 43,600 | 176,469 |
SEE NOTES TO FINANCIAL STATEMENTS | ANNUAL REPORT | JOHN HANCOCK MULTIFACTOR ETFS | 43 |
Shares or Principal Amount | Value | |
Malaysia (continued) | ||
IHH Healthcare BHD | 206,200 | $270,812 |
IOI Corp. BHD | 211,000 | 210,670 |
KLCCP Stapled Group | 32,000 | 54,213 |
Kuala Lumpur Kepong BHD | 43,775 | 235,097 |
Malayan Banking BHD | 606,927 | 1,219,366 |
Maxis BHD | 224,300 | 251,875 |
MISC BHD | 160,600 | 265,811 |
Nestle Malaysia BHD | 5,700 | 188,822 |
Petronas Chemicals Group BHD | 186,800 | 373,928 |
Petronas Dagangan BHD | 50,800 | 250,007 |
Petronas Gas BHD | 65,700 | 252,446 |
PPB Group BHD | 92,600 | 418,196 |
Press Metal Aluminium Holdings BHD | 412,000 | 522,996 |
Public Bank BHD | 1,953,500 | 1,979,061 |
RHB Bank BHD | 297,700 | 378,629 |
Sime Darby BHD | 459,500 | 253,508 |
Sime Darby Plantation BHD | 219,100 | 242,826 |
Supermax Corp. BHD | 66,364 | 97,689 |
Telekom Malaysia BHD | 210,400 | 293,278 |
Tenaga Nasional BHD | 573,200 | 1,393,680 |
Top Glove Corp. BHD | 518,400 | 715,008 |
Westports Holdings BHD | 163,100 | 171,206 |
Mexico - 2.3% | 16,667,087 | |
America Movil SAB de CV, Series L | 2,787,588 | 1,960,687 |
Arca Continental SAB de CV | 57,664 | 311,522 |
Cemex SAB de CV (A) | 2,290,488 | 1,816,541 |
Coca-Cola Femsa SAB de CV | 64,612 | 304,316 |
El Puerto de Liverpool SAB de CV, Series C1 (C) | 21,456 | 90,782 |
Fibra Uno Administracion SA de CV | 257,240 | 318,769 |
Fomento Economico Mexicano SAB de CV | 148,648 | 1,158,488 |
Gruma SAB de CV, Class B | 23,595 | 258,037 |
Grupo Aeroportuario del Pacifico SAB de CV, Series B (A) | 50,928 | 526,408 |
Grupo Aeroportuario del Sureste SAB de CV, Series B (A) | 22,399 | 380,865 |
Grupo Bimbo SAB de CV, Series A | 293,700 | 588,725 |
Grupo Carso SAB de CV, Series A1 (A) | 54,804 | 156,742 |
Grupo Elektra SAB de CV | 4,081 | 307,083 |
Grupo Financiero Banorte SAB de CV, Series O | 282,204 | 1,608,917 |
Grupo Financiero Inbursa SAB de CV, Series O (A) | 409,240 | 383,387 |
Grupo Mexico SAB de CV, Series B | 486,708 | 2,216,597 |
Grupo Televisa SAB (A) | 373,752 | 935,005 |
Industrias Penoles SAB de CV (A) | 15,643 | 201,778 |
Infraestructura Energetica Nova SAB de CV (A) | 79,836 | 344,283 |
Kimberly-Clark de Mexico SAB de CV, Class A | 162,500 | 282,801 |
Orbia Advance Corp. SAB de CV | 195,400 | 548,780 |
Wal-Mart de Mexico SAB de CV | 597,240 | 1,966,574 |
Philippines - 0.9% | 6,916,190 | |
Aboitiz Equity Ventures, Inc. | 275,810 | 203,349 |
Shares or Principal Amount | Value | |
Philippines (continued) | ||
Aboitiz Power Corp. | 441,000 | $210,654 |
Ayala Corp. | 29,860 | 459,528 |
Ayala Land, Inc. | 778,200 | 520,416 |
Bank of the Philippine Islands | 382,540 | 657,826 |
BDO Unibank, Inc. | 271,890 | 582,178 |
Globe Telecom, Inc. | 5,620 | 213,945 |
International Container Terminal Services, Inc. | 144,040 | 388,594 |
JG Summit Holdings, Inc. | 365,153 | 400,038 |
Jollibee Foods Corp. | 42,190 | 154,215 |
Manila Electric Company | 46,360 | 262,659 |
Metropolitan Bank & Trust Company | 351,352 | 321,069 |
PLDT, Inc. | 18,555 | 491,717 |
San Miguel Corp. | 80,499 | 192,261 |
SM Investments Corp. | 31,765 | 633,981 |
SM Prime Holdings, Inc. | 1,135,800 | 812,634 |
Universal Robina Corp. | 144,600 | 411,126 |
Poland - 0.9% | 6,321,349 | |
Allegro.eu SA (A)(B) | 21,899 | 336,023 |
Bank Polska Kasa Opieki SA (A) | 20,290 | 428,607 |
CD Projekt SA (A) | 5,895 | 270,896 |
Cyfrowy Polsat SA | 50,542 | 393,766 |
Dino Polska SA (A)(B) | 5,891 | 382,778 |
ING Bank Slaski SA (A) | 4,080 | 186,715 |
KGHM Polska Miedz SA (A) | 17,528 | 900,212 |
LPP SA (A) | 186 | 481,070 |
PGE Polska Grupa Energetyczna SA (A) | 113,033 | 301,298 |
Polski Koncern Naftowy ORLEN SA | 49,093 | 864,461 |
Polskie Gornictwo Naftowe i Gazownictwo SA | 239,598 | 416,082 |
Powszechna Kasa Oszczednosci Bank Polski SA (A) | 87,539 | 814,848 |
Powszechny Zaklad Ubezpieczen SA (A) | 41,017 | 353,657 |
Santander Bank Polska SA (A) | 3,224 | 190,936 |
Russia - 2.5% | 18,540,395 | |
Gazprom PJSC, ADR | 594,232 | 3,603,268 |
Lukoil PJSC, ADR | 58,602 | 4,493,601 |
MMC Norilsk Nickel PJSC, ADR | 419 | 14,313 |
MMC Norilsk Nickel PJSC, ADR (London Stock Exchange) | 102,585 | 3,480,709 |
Novatek PJSC, GDR | 6,028 | 1,085,341 |
Polyus PJSC, GDR | 6,854 | 634,926 |
Polyus PJSC, GDR (London Stock Exchange) | 90 | 8,339 |
Rosneft Oil Company PJSC, GDR | 2,149 | 14,858 |
Rosneft Oil Company PJSC, GDR (London Stock Exchange) | 148,605 | 1,027,455 |
Sberbank of Russia PJSC, ADR | 265,412 | 4,177,585 |
Saudi Arabia - 2.1% | 15,353,668 | |
Al Rajhi Bank | 97,206 | 2,563,578 |
Alinma Bank | 77,928 | 412,280 |
Almarai Company JSC | 20,322 | 291,545 |
Bank AlBilad (A) | 23,986 | 239,534 |
44 | JOHN HANCOCK MULTIFACTOR ETFS | ANNUAL REPORT | SEE NOTES TO FINANCIAL STATEMENTS |
Shares or Principal Amount | Value | |
Saudi Arabia (continued) | ||
Banque Saudi Fransi | 38,514 | $400,535 |
Bupa Arabia for Cooperative Insurance Company (A) | 2,079 | 64,087 |
Dr Sulaiman Al Habib Medical Services Group Company | 8,021 | 323,398 |
Etihad Etisalat Company (A) | 54,889 | 453,005 |
Jarir Marketing Company | 6,406 | 339,936 |
National Petrochemical Company | 6,273 | 81,212 |
Riyad Bank | 73,293 | 520,855 |
SABIC Agri-Nutrients Company | 26,252 | 735,036 |
Saudi Arabian Mining Company (A) | 35,311 | 539,538 |
Saudi Basic Industries Corp. | 70,239 | 2,322,508 |
Saudi Electricity Company | 95,030 | 658,857 |
Saudi Kayan Petrochemical Company (A) | 72,992 | 354,245 |
Saudi Telecom Company | 47,380 | 1,604,560 |
The Saudi National Bank | 189,107 | 2,864,264 |
The Savola Group | 21,186 | 225,696 |
Yanbu National Petrochemical Company | 18,417 | 358,999 |
South Africa - 4.4% | 32,095,664 | |
Absa Group, Ltd. (A) | 121,649 | 1,026,774 |
African Rainbow Minerals, Ltd. | 12,617 | 235,781 |
Anglo American Platinum, Ltd. | 6,184 | 846,054 |
AngloGold Ashanti, Ltd. | 66,341 | 1,372,777 |
Aspen Pharmacare Holdings, Ltd. (A) | 37,271 | 414,907 |
Bid Corp., Ltd. (A) | 64,434 | 1,269,893 |
Capitec Bank Holdings, Ltd. (A)(C) | 11,258 | 1,153,465 |
Clicks Group, Ltd. | 31,117 | 519,493 |
Discovery, Ltd. (A) | 111,336 | 1,013,018 |
Exxaro Resources, Ltd. (C) | 32,654 | 343,252 |
FirstRand, Ltd. | 720,595 | 2,535,183 |
Gold Fields, Ltd. | 171,701 | 1,623,807 |
Impala Platinum Holdings, Ltd. | 106,437 | 1,992,131 |
Kumba Iron Ore, Ltd. | 6,541 | 296,821 |
MTN Group, Ltd. (A) | 375,246 | 2,369,811 |
Naspers, Ltd., N Shares | 24,810 | 5,661,297 |
Nedbank Group, Ltd. (A) | 67,534 | 688,304 |
Northam Platinum, Ltd. (A) | 38,184 | 657,978 |
Old Mutual, Ltd. (C) | 637,885 | 558,172 |
Sanlam, Ltd. | 411,141 | 1,587,601 |
Sasol, Ltd. (A) | 65,762 | 1,106,044 |
Shoprite Holdings, Ltd. (C) | 68,297 | 680,687 |
Sibanye Stillwater, Ltd. | 236,797 | 1,105,352 |
Standard Bank Group, Ltd. (C) | 260,126 | 2,115,972 |
Vodacom Group, Ltd. | 106,281 | 921,090 |
South Korea - 14.1% | 103,493,338 | |
Alteogen, Inc. (A) | 1,618 | 117,384 |
Amorepacific Corp. | 2,454 | 596,761 |
AMOREPACIFIC Group | 3,348 | 221,224 |
Celltrion Healthcare Company, Ltd. (A) | 6,034 | 608,635 |
Celltrion Pharm, Inc. (A) | 813 | 97,208 |
Shares or Principal Amount | Value | |
South Korea (continued) | ||
Celltrion, Inc. (A) | 8,682 | $2,076,156 |
CJ CheilJedang Corp. | 1,599 | 568,530 |
CJ Logistics Corp. (A) | 717 | 110,546 |
Coway Company, Ltd. | 9,695 | 583,086 |
E-MART, Inc. | 3,313 | 500,368 |
GS Holdings Corp. | 8,480 | 328,192 |
Hana Financial Group, Inc. | 46,651 | 1,914,522 |
Hanjin Kal Corp. (A) | 1,408 | 70,251 |
Hankook Tire & Technology Company, Ltd. | 14,736 | 637,211 |
Hanmi Pharm Company, Ltd. | 645 | 195,990 |
Hanon Systems | 22,247 | 324,000 |
Hanwha Solutions Corp. (A) | 16,372 | 677,782 |
HLB, Inc. (A) | 3,111 | 92,573 |
HMM Company, Ltd. (A) | 22,576 | 795,594 |
Hyundai Engineering & Construction Company, Ltd. | 11,782 | 533,836 |
Hyundai Glovis Company, Ltd. | 3,994 | 689,395 |
Hyundai Heavy Industries Holdings Company, Ltd. | 7,340 | 464,544 |
Hyundai Mobis Company, Ltd. | 7,189 | 1,744,981 |
Hyundai Motor Company | 15,288 | 2,913,702 |
Hyundai Steel Company | 12,278 | 612,603 |
Industrial Bank of Korea | 49,778 | 433,630 |
Kakao Corp. | 19,608 | 2,000,726 |
Kangwon Land, Inc. (A) | 9,870 | 224,490 |
KB Financial Group, Inc. | 51,135 | 2,514,572 |
Kia Corp. | 31,496 | 2,180,242 |
Korea Electric Power Corp. | 38,687 | 822,536 |
Korea Investment Holdings Company, Ltd. | 5,664 | 570,295 |
Korea Shipbuilding & Offshore Engineering Company, Ltd. (A) | 6,427 | 886,901 |
Korea Zinc Company, Ltd. | 1,592 | 638,317 |
Korean Air Lines Company, Ltd. (A) | 8,605 | 208,095 |
KT&G Corp. | 11,203 | 829,889 |
Kumho Petrochemical Company, Ltd. | 873 | 204,054 |
LG Chem, Ltd. | 2,882 | 2,414,729 |
LG Corp. | 22,558 | 2,565,368 |
LG Display Company, Ltd. (A) | 40,836 | 892,089 |
LG Electronics, Inc. | 29,037 | 4,111,411 |
LG Household & Health Care, Ltd. | 1,143 | 1,581,406 |
LG Innotek Company, Ltd. | 1,360 | 245,750 |
LG Uplus Corp. | 64,099 | 760,648 |
Lotte Chemical Corp. | 2,931 | 801,028 |
Lotte Corp. | 6,842 | 225,124 |
Mirae Asset Securities Company, Ltd. | 56,248 | 505,668 |
NAVER Corp. | 8,696 | 2,810,457 |
NCSoft Corp. | 1,975 | 1,473,682 |
Netmarble Corp. (B) | 2,656 | 309,212 |
Orion Corp. | 2,937 | 308,922 |
POSCO | 9,497 | 3,107,752 |
POSCO Chemical Company, Ltd. | 2,009 | 269,107 |
SEE NOTES TO FINANCIAL STATEMENTS | ANNUAL REPORT | JOHN HANCOCK MULTIFACTOR ETFS | 45 |
Shares or Principal Amount | Value | |
South Korea (continued) | ||
S-1 Corp. | 2,512 | $184,050 |
Samsung Biologics Company, Ltd. (A)(B) | 873 | 630,999 |
Samsung C&T Corp. | 10,534 | 1,287,926 |
Samsung Card Company, Ltd. | 4,122 | 130,810 |
Samsung Electro-Mechanics Company, Ltd. | 6,871 | 1,105,685 |
Samsung Electronics Company, Ltd. | 398,156 | 29,172,216 |
Samsung Fire & Marine Insurance Company, Ltd. | 5,689 | 1,012,651 |
Samsung Heavy Industries Company, Ltd. (A) | 76,428 | 515,314 |
Samsung Life Insurance Company, Ltd. | 12,916 | 948,656 |
Samsung SDI Company, Ltd. | 3,729 | 2,192,445 |
Samsung SDS Company, Ltd. | 3,475 | 571,695 |
Seegene, Inc. | 3,990 | 335,743 |
Shin Poong Pharmaceutical Company, Ltd. | 1,045 | 65,574 |
Shinhan Financial Group Company, Ltd. | 62,485 | 2,246,955 |
SK Biopharmaceuticals Company, Ltd. (A) | 1,114 | 109,162 |
SK Holdings Company, Ltd. | 4,647 | 1,153,029 |
SK Hynix, Inc. | 50,381 | 5,797,427 |
SK Innovation Company, Ltd. (A) | 8,473 | 2,060,454 |
SK Telecom Company, Ltd. | 4,823 | 1,315,935 |
S-Oil Corp. (A) | 4,937 | 386,580 |
Woori Financial Group, Inc. | 72,567 | 698,042 |
Yuhan Corp. | 3,474 | 200,816 |
Taiwan - 16.3% | 119,646,929 | |
Accton Technology Corp. | 60,000 | 683,063 |
Advantech Company, Ltd. | 50,989 | 649,844 |
ASE Technology Holding Company, Ltd. | 621,000 | 2,623,349 |
Asia Cement Corp. | 434,000 | 776,082 |
ASMedia Technology, Inc. | 3,000 | 126,732 |
Asustek Computer, Inc. | 106,000 | 1,426,843 |
AU Optronics Corp. | 1,448,000 | 1,718,441 |
Catcher Technology Company, Ltd. | 121,000 | 855,529 |
Cathay Financial Holding Company, Ltd. | 1,064,359 | 1,992,839 |
Chailease Holding Company, Ltd. | 243,768 | 1,762,830 |
Chang Hwa Commercial Bank, Ltd. | 1,063,993 | 681,827 |
Cheng Shin Rubber Industry Company, Ltd. | 391,000 | 757,280 |
China Development Financial Holding Corp. | 2,557,000 | 1,194,603 |
China Life Insurance Company, Ltd. | 620,432 | 588,603 |
China Steel Corp. | 1,860,000 | 2,616,905 |
Chunghwa Telecom Company, Ltd. | 345,000 | 1,408,012 |
Compal Electronics, Inc. | 714,000 | 639,029 |
CTBC Financial Holding Company, Ltd. | 2,421,000 | 1,976,114 |
Delta Electronics, Inc. | 226,000 | 2,447,464 |
E.Sun Financial Holding Company, Ltd. | 1,626,328 | 1,569,095 |
Eclat Textile Company, Ltd. | 24,000 | 460,531 |
Evergreen Marine Corp. Taiwan, Ltd. (A) | 284,000 | 803,208 |
Far Eastern New Century Corp. | 695,000 | 827,292 |
Far EasTone Telecommunications Company, Ltd. | 292,000 | 680,528 |
Feng TAY Enterprise Company, Ltd. | 110,680 | 822,185 |
First Financial Holding Company, Ltd. | 1,776,668 | 1,456,546 |
Shares or Principal Amount | Value | |
Taiwan (continued) | ||
Formosa Chemicals & Fibre Corp. | 480,000 | $1,562,023 |
Formosa Petrochemical Corp. | 197,000 | 729,943 |
Formosa Plastics Corp. | 502,000 | 1,904,987 |
Fubon Financial Holding Company, Ltd. | 1,010,000 | 2,321,340 |
Globalwafers Company, Ltd. | 46,000 | 1,422,833 |
Hiwin Technologies Corp. | 26,177 | 398,283 |
Hon Hai Precision Industry Company, Ltd. | 1,171,800 | 4,866,244 |
Hotai Motor Company, Ltd. | 42,000 | 908,173 |
Hua Nan Financial Holdings Company, Ltd. | 1,783,360 | 1,213,040 |
Innolux Corp. (A) | 1,511,000 | 1,628,221 |
Inventec Corp. | 449,000 | 436,414 |
Largan Precision Company, Ltd. | 12,000 | 1,336,054 |
Lite-On Technology Corp. | 411,000 | 940,211 |
MediaTek, Inc. | 185,000 | 8,013,057 |
Mega Financial Holding Company, Ltd. | 1,344,000 | 1,570,959 |
Micro-Star International Company, Ltd. | 70,000 | 462,356 |
momo.com, Inc. | 3,000 | 110,622 |
Nan Ya Plastics Corp. | 713,000 | 2,251,337 |
Nan Ya Printed Circuit Board Corp. | 22,000 | 250,850 |
Nanya Technology Corp. | 188,000 | 616,504 |
Novatek Microelectronics Corp. | 80,000 | 1,787,134 |
Oneness Biotech Company, Ltd. (A) | 14,000 | 118,283 |
Pegatron Corp. | 385,000 | 1,014,427 |
Pou Chen Corp. | 461,000 | 587,534 |
President Chain Store Corp. | 91,000 | 882,863 |
Quanta Computer, Inc. | 390,000 | 1,373,859 |
Realtek Semiconductor Corp. | 56,000 | 1,066,552 |
Shin Kong Financial Holding Company, Ltd. | 2,204,535 | 797,115 |
SinoPac Financial Holdings Company, Ltd. | 1,989,000 | 947,041 |
Taishin Financial Holding Company, Ltd. | 2,135,562 | 1,077,987 |
Taiwan Cement Corp. | 802,164 | 1,496,178 |
Taiwan Cooperative Financial Holding Company, Ltd. | 1,603,803 | 1,228,704 |
Taiwan High Speed Rail Corp. | 321,000 | 361,417 |
Taiwan Mobile Company, Ltd. | 207,000 | 741,059 |
Taiwan Semiconductor Manufacturing Company, Ltd. | 1,348,000 | 28,954,999 |
Unimicron Technology Corp. | 134,000 | 551,677 |
Uni-President Enterprises Corp. | 790,000 | 2,123,975 |
United Microelectronics Corp. | 2,060,000 | 4,181,506 |
Vanguard International Semiconductor Corp. | 147,000 | 628,880 |
Walsin Technology Corp. | 42,000 | 364,622 |
Win Semiconductors Corp. | 47,000 | 616,672 |
Winbond Electronics Corp. | 308,000 | 393,642 |
Wiwynn Corp. | 17,000 | 556,260 |
Yageo Corp. | 48,000 | 933,090 |
Yuanta Financial Holding Company, Ltd. | 2,162,360 | 2,012,722 |
Zhen Ding Technology Holding, Ltd. | 95,000 | 360,506 |
Thailand - 1.9% | 13,931,790 | |
Advanced Info Service PCL, NVDR | 130,300 | 715,578 |
Airports of Thailand PCL, NVDR | 279,000 | 555,536 |
46 | JOHN HANCOCK MULTIFACTOR ETFS | ANNUAL REPORT | SEE NOTES TO FINANCIAL STATEMENTS |
Shares or Principal Amount | Value | |
Thailand (continued) | ||
B Grimm Power PCL, NVDR | 71,700 | $98,440 |
Bangkok Bank PCL, NVDR | 60,100 | 234,513 |
Bangkok Dusit Medical Services PCL, NVDR | 361,700 | 252,072 |
Bangkok Expressway & Metro PCL, NVDR | 738,000 | 189,611 |
Bank of Ayudhya PCL, NVDR | 99,900 | 120,313 |
Berli Jucker PCL, NVDR | 178,500 | 203,509 |
BTS Group Holdings PCL, NVDR | 880,500 | 253,086 |
Bumrungrad Hospital PCL, NVDR | 39,100 | 168,267 |
Carabao Group PCL, NVDR | 30,800 | 111,281 |
Central Pattana PCL, NVDR | 152,100 | 255,230 |
Central Retail Corp. PCL, NVDR | 193,500 | 217,503 |
Charoen Pokphand Foods PCL, NVDR | 736,500 | 685,941 |
CP ALL PCL, NVDR | 496,100 | 995,785 |
Delta Electronics Thailand PCL, NVDR | 36,500 | 414,966 |
Electricity Generating PCL, NVDR | 36,100 | 204,629 |
Energy Absolute PCL, NVDR | 221,400 | 433,734 |
Global Power Synergy PCL, NVDR | 100,086 | 233,842 |
Gulf Energy Development PCL, NVDR | 329,440 | 365,016 |
Home Product Center PCL, NVDR | 469,300 | 212,513 |
Indorama Ventures PCL, NVDR | 240,300 | 370,434 |
Intouch Holdings PCL, NVDR | 107,300 | 219,683 |
Kasikornbank PCL, NVDR | 68,800 | 291,661 |
Krung Thai Bank PCL, NVDR | 541,800 | 196,623 |
Krungthai Card PCL, NVDR | 90,000 | 220,393 |
Land & Houses PCL, NVDR | 477,100 | 132,538 |
Minor International PCL, NVDR (A) | 313,829 | 302,364 |
Muangthai Capital PCL, NVDR | 80,100 | 164,637 |
Osotspa PCL, NVDR | 97,400 | 111,828 |
PTT Exploration & Production PCL, NVDR | 304,100 | 1,162,197 |
PTT Global Chemical PCL, NVDR | 195,000 | 424,287 |
PTT PCL, NVDR | 1,037,900 | 1,333,312 |
Thai Beverage PCL | 1,147,500 | 616,704 |
Thai Oil PCL, NVDR | 141,700 | 269,634 |
The Siam Cement PCL, NVDR | 36,000 | 534,147 |
The Siam Commercial Bank PCL, NVDR | 96,200 | 324,400 |
TMB Bank PCL, NVDR | 2,643,889 | 99,345 |
True Corp. PCL, NVDR | 2,256,400 | 236,238 |
Turkey - 0.3% | 2,152,412 | |
Akbank T.A.S. | 354,900 | 208,865 |
Aselsan Elektronik Sanayi Ve Ticaret AS | 41,658 | 75,358 |
BIM Birlesik Magazalar AS | 55,260 | 433,177 |
Enka Insaat ve Sanayi AS | 152,457 | 144,330 |
Eregli Demir ve Celik Fabrikalari TAS | 117,610 | 270,055 |
Ford Otomotiv Sanayi AS | 9,339 | 197,998 |
KOC Holding AS | 86,471 | 190,941 |
Turkcell Iletisim Hizmetleri AS | 122,888 | 219,930 |
Turkiye Garanti Bankasi AS | 264,932 | 230,362 |
Turkiye Is Bankasi AS, Class C | 172,763 | 101,466 |
Turkiye Petrol Rafinerileri AS (A) | 7,553 | 79,930 |
Shares or Principal Amount | Value | |
PREFERRED SECURITIES - 1.2% | $8,993,390 | |
(Cost $12,540,097) | ||
Brazil - 1.1% | 8,368,694 | |
Banco Bradesco SA | 427,158 | $1,877,834 |
Banco Inter SA (B) | 16,700 | 239,730 |
Braskem SA, A Shares (A) | 25,400 | 245,795 |
Centrais Eletricas Brasileiras SA, B Shares | 31,860 | 217,167 |
Gerdau SA | 128,500 | 786,834 |
Itau Unibanco Holding SA | 345,250 | 1,751,944 |
Lojas Americanas SA | 85,318 | 328,046 |
Petroleo Brasileiro SA | 671,000 | 2,921,344 |
Chile - 0.1% | 624,696 | |
Sociedad Quimica y Minera de Chile SA, B Shares | 11,914 | 624,696 |
INVESTMENT COMPANIES - 0.0% | $120,451 | |
(Cost $107,233) | ||
South Korea - 0.0% | 120,451 | |
Macquarie Korea Infrastructure Fund | 11,119 | 120,451 |
WARRANTS - 0.0% | $5,285 | |
(Cost $0) | ||
Minor International PCL (Expiration Date: 7-31-23; Strike Price: THB 21.60) (A) | 16,456 | 5,285 |
SHORT-TERM INVESTMENTS - 0.2% | $1,394,047 | |
(Cost $1,394,076) | ||
Short-term funds - 0.2% | 1,394,047 | |
John Hancock Collateral Trust, 0.0360% (D)(E) | 116,460 | 1,165,140 |
State Street Institutional U.S. Government Money Market Fund, Premier Class, 0.0259% (D) | 228,907 | 228,907 |
Total investments (Multifactor Emerging Markets ETF) (Cost $584,771,316) - 100.3% | $738,189,420 | |
Other assets and liabilities, net - (0.3%) | (2,215,904) | |
Total net assets - 100.0% | $735,973,516 |
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. |
(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 4-30-21. |
(D) | The rate shown is the annualized seven-day yield as of 4-30-21. |
(E) | Investment is an affiliate of the fund, the advisor and/or subadvisor. This security represents the investment of cash collateral received for securities lending. |
SEE NOTES TO FINANCIAL STATEMENTS | ANNUAL REPORT | JOHN HANCOCK MULTIFACTOR ETFS | 47 |
Shares or Principal Amount | Value | |
COMMON STOCKS – 99.9% | $20,536,525 | |
(Cost $21,349,933) | ||
Energy – 99.9% | 20,536,525 | |
Energy equipment and services – 13.0% | ||
Baker Hughes Company | 30,664 | 615,733 |
Halliburton Company | 34,011 | 665,255 |
NOV, Inc. (A) | 16,337 | 244,238 |
Schlumberger NV | 42,568 | 1,151,464 |
Oil, gas and consumable fuels – 86.9% | ||
APA Corp. | 12,430 | 248,600 |
Cabot Oil & Gas Corp. | 16,006 | 266,820 |
Cheniere Energy, Inc. (A) | 7,575 | 587,214 |
Chevron Corp. | 11,890 | 1,225,502 |
Cimarex Energy Company | 2,159 | 142,926 |
ConocoPhillips | 22,844 | 1,168,242 |
Continental Resources, Inc. | 4,427 | 120,591 |
Devon Energy Corp. | 21,322 | 498,508 |
Diamondback Energy, Inc. | 7,036 | 575,052 |
EOG Resources, Inc. | 18,418 | 1,356,304 |
EQT Corp. (A) | 12,348 | 235,847 |
Exxon Mobil Corp. | 21,865 | 1,251,553 |
Hess Corp. | 10,026 | 747,037 |
HollyFrontier Corp. | 6,406 | 224,210 |
Kinder Morgan, Inc. | 53,884 | 918,722 |
Marathon Oil Corp. | 51,927 | 584,698 |
Marathon Petroleum Corp. | 20,607 | 1,146,780 |
New Fortress Energy, Inc. | 1,621 | 68,925 |
Occidental Petroleum Corp. | 29,758 | 754,663 |
ONEOK, Inc. | 16,612 | 869,472 |
Ovintiv, Inc. | 14,112 | 337,700 |
Phillips 66 | 9,535 | 771,477 |
Pioneer Natural Resources Company | 6,003 | 923,441 |
Targa Resources Corp. | 8,887 | 308,290 |
Texas Pacific Land Corp. | 282 | 434,322 |
The Williams Companies, Inc. | 39,015 | 950,405 |
Valero Energy Corp. | 15,448 | 1,142,534 |
SHORT-TERM INVESTMENTS – 0.2% | $49,215 | |
(Cost $49,215) | ||
Short-term funds – 0.2% | 49,215 | |
State Street Institutional U.S. Government Money Market Fund, Premier Class, 0.0259% (B) | 49,215 | 49,215 |
Total investments (Multifactor Energy ETF) (Cost $21,399,148) 100.1% | $20,585,740 | |
Other assets and liabilities, net (0.1%) | (25,696) | |
Total net assets 100.0% | $20,560,044 |
The percentage shown for each investment category is the total value of the category as a percentage of the net assets of the fund. | |
Security Abbreviations and Legend | |
(A) | Non-income producing security. |
(B) | The rate shown is the annualized seven-day yield as of 4-30-21. |
Shares or Principal Amount | Value | |
COMMON STOCKS – 99.9% | $37,242,859 | |
(Cost $29,782,651) | ||
Financials – 83.7% | 31,191,577 | |
Banks – 26.2% | ||
Bank of America Corp. | 33,606 | 1,362,051 |
Bank OZK | 907 | 37,178 |
BOK Financial Corp. | 342 | 30,075 |
Citigroup, Inc. | 9,943 | 708,339 |
Citizens Financial Group, Inc. | 6,214 | 287,584 |
Comerica, Inc. | 2,042 | 153,477 |
Commerce Bancshares, Inc. | 1,531 | 119,127 |
Cullen/Frost Bankers, Inc. | 747 | 89,685 |
East West Bancorp, Inc. | 1,964 | 149,559 |
Fifth Third Bancorp | 10,586 | 429,156 |
First Citizens BancShares, Inc., Class A | 71 | 61,590 |
First Financial Bankshares, Inc. | 1,600 | 78,528 |
First Horizon Corp. | 6,939 | 126,914 |
First Republic Bank | 2,015 | 369,229 |
Huntington Bancshares, Inc. | 13,800 | 211,416 |
JPMorgan Chase & Co. | 9,029 | 1,388,750 |
KeyCorp | 14,212 | 309,253 |
M&T Bank Corp. | 1,568 | 247,258 |
People's United Financial, Inc. | 5,183 | 93,968 |
Pinnacle Financial Partners, Inc. | 550 | 48,202 |
Popular, Inc. | 696 | 51,476 |
Prosperity Bancshares, Inc. | 1,133 | 83,117 |
Regions Financial Corp. | 13,118 | 285,972 |
Signature Bank | 726 | 182,596 |
South State Corp. | 521 | 43,931 |
SVB Financial Group (A) | 674 | 385,413 |
Synovus Financial Corp. | 1,050 | 49,203 |
TCF Financial Corp. | 1,314 | 59,813 |
The PNC Financial Services Group, Inc. | 2,534 | 473,731 |
Truist Financial Corp. | 6,705 | 397,674 |
U.S. Bancorp | 8,022 | 476,106 |
Wells Fargo & Company | 15,412 | 694,311 |
Western Alliance Bancorp | 1,355 | 142,370 |
Zions Bancorp NA | 2,596 | 144,857 |
Capital markets – 22.9% | ||
Affiliated Managers Group, Inc. | 310 | 49,963 |
Ameriprise Financial, Inc. | 1,709 | 441,606 |
Apollo Global Management, Inc. | 1,347 | 74,583 |
Ares Management Corp., Class A | 882 | 46,323 |
BlackRock, Inc. | 564 | 462,085 |
Cboe Global Markets, Inc. | 1,304 | 136,098 |
CME Group, Inc. | 1,677 | 338,737 |
FactSet Research Systems, Inc. | 502 | 168,782 |
Franklin Resources, Inc. | 4,107 | 123,210 |
Interactive Brokers Group, Inc., Class A | 845 | 60,434 |
Intercontinental Exchange, Inc. | 3,059 | 360,075 |
Invesco, Ltd. | 5,840 | 157,680 |
48 | JOHN HANCOCK MULTIFACTOR ETFS | ANNUAL REPORT | SEE NOTES TO FINANCIAL STATEMENTS |
Shares or Principal Amount | Value | |
Financials (continued) | ||
Capital markets (continued) | ||
Janus Henderson Group PLC | 1,935 | $66,545 |
KKR & Company, Inc. | 3,625 | 205,103 |
LPL Financial Holdings, Inc. | 1,142 | 178,951 |
MarketAxess Holdings, Inc. | 424 | 207,107 |
Moody's Corp. | 1,010 | 329,977 |
Morgan Stanley | 7,452 | 615,163 |
Morningstar, Inc. | 295 | 78,178 |
MSCI, Inc. | 786 | 381,815 |
Nasdaq, Inc. | 1,425 | 230,195 |
Northern Trust Corp. | 2,783 | 316,705 |
Raymond James Financial, Inc. | 1,706 | 223,111 |
S&P Global, Inc. | 982 | 383,363 |
SEI Investments Company | 1,954 | 120,054 |
State Street Corp. | 4,952 | 415,720 |
Stifel Financial Corp. | 882 | 61,026 |
T. Rowe Price Group, Inc. | 2,858 | 512,154 |
The Bank of New York Mellon Corp. | 6,272 | 312,847 |
The Blackstone Group, Inc. | 3,561 | 315,113 |
The Charles Schwab Corp. | 6,759 | 475,834 |
The Goldman Sachs Group, Inc. | 1,734 | 604,212 |
Tradeweb Markets, Inc., Class A | 608 | 49,418 |
Virtu Financial, Inc., Class A | 677 | 20,060 |
Consumer finance – 6.4% | ||
Ally Financial, Inc. | 7,055 | 362,980 |
American Express Company | 2,689 | 412,358 |
Capital One Financial Corp. | 3,390 | 505,381 |
Credit Acceptance Corp. (A)(B) | 156 | 61,587 |
Discover Financial Services | 4,064 | 463,296 |
OneMain Holdings, Inc. | 1,408 | 80,073 |
Santander Consumer USA Holdings, Inc. | 1,644 | 55,797 |
SLM Corp. | 3,076 | 60,474 |
Synchrony Financial | 8,838 | 386,574 |
Diversified financial services – 5.0% | ||
Berkshire Hathaway, Inc., Class B (A) | 5,255 | 1,444,860 |
Equitable Holdings, Inc. | 4,840 | 165,673 |
Jefferies Financial Group, Inc. | 3,135 | 101,919 |
Voya Financial, Inc. | 1,958 | 132,792 |
Insurance – 23.0% | ||
Aflac, Inc. | 7,080 | 380,408 |
Alleghany Corp. (A) | 179 | 121,536 |
American Financial Group, Inc. | 1,025 | 125,932 |
American International Group, Inc. | 8,407 | 407,319 |
Aon PLC, Class A | 1,407 | 353,776 |
Arch Capital Group, Ltd. (A) | 4,135 | 164,201 |
Arthur J. Gallagher & Company | 2,316 | 335,704 |
Assurant, Inc. | 765 | 119,034 |
Athene Holding, Ltd., Class A (A) | 2,359 | 140,762 |
Brown & Brown, Inc. | 3,128 | 166,347 |
Chubb, Ltd. | 1,934 | 331,855 |
Shares or Principal Amount | Value | |
Financials (continued) | ||
Insurance (continued) | ||
Cincinnati Financial Corp. | 1,920 | $216,346 |
CNA Financial Corp. | 439 | 20,602 |
Erie Indemnity Company, Class A | 362 | 77,475 |
Everest Re Group, Ltd. | 516 | 142,906 |
Fidelity National Financial, Inc. | 4,182 | 190,783 |
First American Financial Corp. | 1,712 | 110,424 |
Globe Life, Inc. | 1,421 | 145,638 |
Kemper Corp. | 864 | 67,444 |
Lemonade, Inc. (A)(B) | 200 | 18,080 |
Lincoln National Corp. | 2,644 | 169,560 |
Loews Corp. | 3,296 | 183,752 |
Markel Corp. (A) | 143 | 168,228 |
Marsh & McLennan Companies, Inc. | 3,289 | 446,317 |
MetLife, Inc. | 5,028 | 319,932 |
Old Republic International Corp. | 3,895 | 95,895 |
Primerica, Inc. | 573 | 91,548 |
Principal Financial Group, Inc. | 3,770 | 240,790 |
Prudential Financial, Inc. | 4,335 | 435,061 |
Reinsurance Group of America, Inc. | 899 | 117,346 |
RenaissanceRe Holdings, Ltd. | 541 | 91,326 |
The Allstate Corp. | 4,308 | 546,254 |
The Hartford Financial Services Group, Inc. | 6,376 | 420,561 |
The Progressive Corp. | 3,809 | 383,719 |
The Travelers Companies, Inc. | 3,896 | 602,555 |
Unum Group | 3,074 | 86,871 |
W.R. Berkley Corp. | 1,830 | 145,888 |
Willis Towers Watson PLC | 1,501 | 388,549 |
Thrifts and mortgage finance – 0.2% | ||
New York Community Bancorp, Inc. | 5,946 | 71,114 |
Rocket Companies, Inc., Class A | 511 | 11,472 |
TFS Financial Corp. | 530 | 10,367 |
Industrials – 1.6% | 614,503 | |
Professional services – 1.6% | ||
Dun & Bradstreet Holdings, Inc. (A) | 1,542 | 36,638 |
Equifax, Inc. | 1,440 | 330,091 |
TransUnion | 2,369 | 247,774 |
Information technology – 14.6% | 5,436,779 | |
IT services – 14.6% | ||
Affirm Holdings, Inc. (A) | 101 | 7,121 |
Euronet Worldwide, Inc. (A) | 569 | 81,612 |
Fidelity National Information Services, Inc. | 1,945 | 297,391 |
Fiserv, Inc. (A) | 1,846 | 221,742 |
FleetCor Technologies, Inc. (A) | 1,103 | 317,355 |
Global Payments, Inc. | 1,459 | 313,145 |
Jack Henry & Associates, Inc. | 894 | 145,570 |
Mastercard, Inc., Class A | 3,171 | 1,211,512 |
PayPal Holdings, Inc. (A) | 3,985 | 1,045,226 |
Shift4 Payments, Inc., Class A (A) | 150 | 14,834 |
SEE NOTES TO FINANCIAL STATEMENTS | ANNUAL REPORT | JOHN HANCOCK MULTIFACTOR ETFS | 49 |
Shares or Principal Amount | Value | |
Information technology (continued) | ||
IT services (continued) | ||
Square, Inc., Class A (A) | 849 | $207,852 |
The Western Union Company | 4,714 | 121,433 |
Visa, Inc., Class A | 5,759 | 1,345,072 |
WEX, Inc. (A) | 521 | 106,914 |
SHORT-TERM INVESTMENTS – 0.2% | $77,248 | |
(Cost $77,248) | ||
Short-term funds – 0.2% | 77,248 | |
John Hancock Collateral Trust, 0.0360% (C)(D) | 1,700 | 17,009 |
State Street Institutional U.S. Government Money Market Fund, Premier Class, 0.0259% (C) | 60,239 | 60,239 |
Total investments (Multifactor Financials ETF) (Cost $29,859,899) 100.1% | $37,320,107 | |
Other assets and liabilities, net (0.1%) | (42,194) | |
Total net assets 100.0% | $37,277,913 |
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 4-30-21. |
(C) | The rate shown is the annualized seven-day yield as of 4-30-21. |
(D) | Investment is an affiliate of the fund, the advisor and/or subadvisor. This security represents the investment of cash collateral received for securities lending. |
Shares or Principal Amount | Value | |
COMMON STOCKS – 100.0% | $51,944,903 | |
(Cost $41,383,333) | ||
Consumer discretionary – 0.5% | 240,694 | |
Diversified consumer services – 0.5% | ||
Service Corp. International | 4,504 | 240,694 |
Health care – 99.5% | 51,704,209 | |
Biotechnology – 15.5% | ||
AbbVie, Inc. | 10,625 | 1,184,688 |
ACADIA Pharmaceuticals, Inc. (A) | 1,322 | 27,180 |
Acceleron Pharma, Inc. (A) | 590 | 73,732 |
Alexion Pharmaceuticals, Inc. (A) | 3,683 | 621,248 |
Allakos, Inc. (A) | 313 | 34,155 |
Alnylam Pharmaceuticals, Inc. (A) | 1,469 | 206,600 |
Amgen, Inc. | 3,915 | 938,191 |
Arrowhead Pharmaceuticals, Inc. (A) | 911 | 66,284 |
Beam Therapeutics, Inc. (A) | 270 | 22,140 |
Biogen, Inc. (A) | 2,163 | 578,235 |
BioMarin Pharmaceutical, Inc. (A) | 3,117 | 242,877 |
Blueprint Medicines Corp. (A) | 919 | 88,518 |
Bridgebio Pharma, Inc. (A) | 948 | 53,012 |
Shares or Principal Amount | Value | |
Health care (continued) | ||
Biotechnology (continued) | ||
CRISPR Therapeutics AG (A) | 701 | $92,020 |
Denali Therapeutics, Inc. (A) | 830 | 50,165 |
Emergent BioSolutions, Inc. (A) | 667 | 40,674 |
Exact Sciences Corp. (A) | 1,854 | 244,394 |
Exelixis, Inc. (A) | 7,045 | 173,448 |
Fate Therapeutics, Inc. (A) | 598 | 52,259 |
Gilead Sciences, Inc. | 8,688 | 551,427 |
Halozyme Therapeutics, Inc. (A) | 1,387 | 69,281 |
Incyte Corp. (A) | 2,690 | 229,672 |
Invitae Corp. (A)(B) | 1,621 | 56,573 |
Ionis Pharmaceuticals, Inc. (A) | 1,790 | 76,648 |
Iovance Biotherapeutics, Inc. (A) | 1,477 | 46,437 |
Kodiak Sciences, Inc. (A) | 227 | 27,431 |
Mirati Therapeutics, Inc. (A) | 429 | 71,308 |
Moderna, Inc. (A) | 1,923 | 343,871 |
Natera, Inc. (A) | 694 | 76,354 |
Neurocrine Biosciences, Inc. (A) | 1,213 | 114,616 |
Novavax, Inc. (A) | 556 | 131,733 |
Regeneron Pharmaceuticals, Inc. (A) | 679 | 326,803 |
Sarepta Therapeutics, Inc. (A) | 879 | 62,268 |
Seagen, Inc. (A) | 1,753 | 252,011 |
TG Therapeutics, Inc. (A) | 916 | 40,954 |
Turning Point Therapeutics, Inc. (A) | 327 | 24,927 |
Twist Bioscience Corp. (A) | 374 | 50,187 |
Ultragenyx Pharmaceutical, Inc. (A) | 669 | 74,687 |
United Therapeutics Corp. (A) | 1,208 | 243,484 |
Vertex Pharmaceuticals, Inc. (A) | 1,672 | 364,830 |
Vir Biotechnology, Inc. (A) | 662 | 31,604 |
Health care equipment and supplies – 24.5% | ||
Abbott Laboratories | 10,080 | 1,210,406 |
ABIOMED, Inc. (A) | 630 | 202,060 |
Align Technology, Inc. (A) | 513 | 305,507 |
Baxter International, Inc. | 5,397 | 462,469 |
Becton, Dickinson and Company | 2,822 | 702,142 |
Boston Scientific Corp. (A) | 13,087 | 570,593 |
Danaher Corp. | 3,533 | 897,170 |
Dentsply Sirona, Inc. | 4,763 | 321,550 |
DexCom, Inc. (A) | 1,034 | 399,227 |
Edwards Lifesciences Corp. (A) | 4,909 | 468,908 |
Envista Holdings Corp. (A) | 2,688 | 116,337 |
Globus Medical, Inc., Class A (A) | 1,799 | 129,114 |
Haemonetics Corp. (A) | 860 | 57,844 |
Hill-Rom Holdings, Inc. | 1,772 | 195,310 |
Hologic, Inc. (A) | 6,243 | 409,229 |
IDEXX Laboratories, Inc. (A) | 842 | 462,250 |
Insulet Corp. (A) | 832 | 245,623 |
Integra LifeSciences Holdings Corp. (A) | 1,313 | 97,267 |
Intuitive Surgical, Inc. (A) | 579 | 500,835 |
Masimo Corp. (A) | 885 | 205,913 |
50 | JOHN HANCOCK MULTIFACTOR ETFS | ANNUAL REPORT | SEE NOTES TO FINANCIAL STATEMENTS |
Shares or Principal Amount | Value | |
Health care (continued) | ||
Health care equipment and supplies (continued) | ||
Medtronic PLC | 8,349 | $1,093,051 |
Nevro Corp. (A) | 320 | 55,299 |
Novocure, Ltd. (A) | 871 | 177,771 |
Penumbra, Inc. (A) | 354 | 108,320 |
Quidel Corp. (A) | 785 | 82,260 |
ResMed, Inc. | 2,718 | 510,902 |
STERIS PLC | 1,754 | 370,129 |
Stryker Corp. | 1,770 | 464,855 |
Tandem Diabetes Care, Inc. (A) | 596 | 54,772 |
Teleflex, Inc. | 819 | 346,011 |
The Cooper Companies, Inc. | 1,034 | 424,860 |
West Pharmaceutical Services, Inc. | 1,252 | 411,307 |
Zimmer Biomet Holdings, Inc. | 3,969 | 703,148 |
Health care providers and services – 23.6% | ||
1Life Healthcare, Inc. (A) | 814 | 35,417 |
Amedisys, Inc. (A) | 562 | 151,656 |
AmerisourceBergen Corp. | 2,509 | 303,087 |
Anthem, Inc. | 2,864 | 1,086,573 |
Cardinal Health, Inc. | 6,568 | 396,313 |
Centene Corp. (A) | 6,169 | 380,874 |
Chemed Corp. | 332 | 158,235 |
Cigna Corp. | 3,739 | 931,048 |
CVS Health Corp. | 10,636 | 812,590 |
DaVita, Inc. (A) | 1,976 | 230,263 |
Encompass Health Corp. | 2,692 | 228,443 |
Guardant Health, Inc. (A) | 931 | 148,010 |
HCA Healthcare, Inc. | 2,341 | 470,681 |
HealthEquity, Inc. (A) | 1,104 | 83,871 |
Henry Schein, Inc. (A) | 3,590 | 260,275 |
Humana, Inc. | 1,731 | 770,710 |
Laboratory Corp. of America Holdings (A) | 2,342 | 622,668 |
LHC Group, Inc. (A) | 471 | 98,095 |
McKesson Corp. | 2,475 | 464,211 |
Molina Healthcare, Inc. (A) | 1,651 | 421,170 |
Oak Street Health, Inc. (A)(B) | 206 | 12,696 |
Quest Diagnostics, Inc. | 3,619 | 477,274 |
R1 RCM, Inc. (A) | 3,481 | 94,962 |
Tenet Healthcare Corp. (A) | 1,119 | 66,312 |
UnitedHealth Group, Inc. | 8,060 | 3,214,328 |
Universal Health Services, Inc., Class B | 2,243 | 332,884 |
Health care technology – 2.8% | ||
American Well Corp. (A) | 479 | 7,372 |
Cerner Corp. | 7,540 | 565,877 |
Change Healthcare, Inc. (A) | 3,748 | 86,017 |
Inspire Medical Systems, Inc. (A) | 202 | 47,838 |
Omnicell, Inc. (A) | 454 | 65,839 |
Schrodinger, Inc. (A) | 427 | 32,554 |
Teladoc Health, Inc. (A)(B) | 2,063 | 355,558 |
Veeva Systems, Inc., Class A (A) | 973 | 274,824 |
Shares or Principal Amount | Value | |
Health care (continued) | ||
Life sciences tools and services – 12.9% | ||
10X Genomics, Inc., Class A (A) | 646 | $127,779 |
Adaptive Biotechnologies Corp. (A) | 1,223 | 50,877 |
Agilent Technologies, Inc. | 5,168 | 690,652 |
Avantor, Inc. (A) | 9,646 | 309,058 |
Bio-Rad Laboratories, Inc., Class A (A) | 458 | 288,600 |
Bio-Techne Corp. | 680 | 290,693 |
Bruker Corp. | 2,454 | 168,148 |
Charles River Laboratories International, Inc. (A) | 979 | 325,469 |
Illumina, Inc. (A) | 1,129 | 443,516 |
IQVIA Holdings, Inc. (A) | 3,787 | 888,771 |
Medpace Holdings, Inc. (A) | 421 | 71,435 |
Mettler-Toledo International, Inc. (A) | 443 | 581,801 |
NeoGenomics, Inc. (A) | 1,177 | 57,661 |
Pacific Biosciences of California, Inc. (A) | 1,412 | 42,148 |
PerkinElmer, Inc. | 2,365 | 306,575 |
PPD, Inc. (A) | 1,409 | 65,096 |
PRA Health Sciences, Inc. (A) | 1,321 | 220,462 |
Repligen Corp. (A) | 671 | 142,057 |
Sotera Health Company (A) | 564 | 14,529 |
Syneos Health, Inc. (A) | 1,647 | 139,748 |
Thermo Fisher Scientific, Inc. | 2,509 | 1,179,807 |
Waters Corp. (A) | 1,028 | 308,266 |
Pharmaceuticals – 20.2% | ||
Atea Pharmaceuticals, Inc. (A) | 98 | 2,422 |
Bristol-Myers Squibb Company | 16,364 | 1,021,441 |
Catalent, Inc. (A) | 3,410 | 383,523 |
Elanco Animal Health, Inc. (A) | 8,022 | 254,378 |
Eli Lilly & Company | 5,226 | 955,156 |
Horizon Therapeutics PLC (A) | 3,929 | 371,762 |
Jazz Pharmaceuticals PLC (A) | 1,446 | 237,722 |
Johnson & Johnson | 18,179 | 2,958,271 |
Merck & Company, Inc. | 19,864 | 1,479,868 |
Perrigo Company PLC | 2,658 | 110,653 |
Pfizer, Inc. | 40,885 | 1,580,205 |
Royalty Pharma PLC, Class A | 4,498 | 197,912 |
Viatris, Inc. (A) | 17,784 | 236,527 |
Zoetis, Inc. | 4,007 | 693,331 |
SHORT-TERM INVESTMENTS – 0.1% | $57,576 | |
(Cost $57,576) | ||
Short-term funds – 0.1% | 57,576 | |
State Street Institutional U.S. Government Money Market Fund, Premier Class, 0.0259% (C) | 57,576 | 57,576 |
Total investments (Multifactor Healthcare ETF) (Cost $41,440,909) 100.1% | $52,002,479 | |
Other assets and liabilities, net (0.1%) | (35,022) | |
Total net assets 100.0% | $51,967,457 |
The percentage shown for each investment category is the total value of the category as a percentage of the net assets of the fund. |
SEE NOTES TO FINANCIAL STATEMENTS | ANNUAL REPORT | JOHN HANCOCK MULTIFACTOR ETFS | 51 |
Security Abbreviations and Legend | |
(A) | Non-income producing security. |
(B) | All or a portion of this security is on loan as of 4-30-21. |
(C) | The rate shown is the annualized seven-day yield as of 4-30-21. |
Shares or Principal Amount | Value | |
COMMON STOCKS – 100.0% | $50,935,253 | |
(Cost $40,073,770) | ||
Consumer discretionary – 8.8% | 4,474,620 | |
Auto components – 2.3% | ||
Aptiv PLC (A) | 2,312 | 332,674 |
Autoliv, Inc. (A) | 1,679 | 169,008 |
BorgWarner, Inc. | 5,025 | 244,115 |
Gentex Corp. | 5,082 | 178,785 |
Lear Corp. | 1,260 | 231,638 |
Distributors – 0.6% | ||
Pool Corp. | 754 | 318,580 |
Hotels, restaurants and leisure – 0.4% | ||
Aramark | 5,454 | 211,997 |
Household durables – 5.5% | ||
D.R. Horton, Inc. | 7,805 | 767,153 |
Leggett & Platt, Inc. | 4,030 | 200,170 |
Lennar Corp., A Shares | 5,421 | 561,616 |
Lennar Corp., B Shares | 285 | 22,962 |
Mohawk Industries, Inc. (A) | 826 | 169,743 |
NVR, Inc. (A) | 84 | 421,520 |
PulteGroup, Inc. | 6,026 | 356,257 |
Toll Brothers, Inc. | 2,383 | 149,414 |
TopBuild Corp. (A) | 625 | 138,988 |
Industrials – 82.5% | 42,056,116 | |
Aerospace and defense – 10.8% | ||
Axon Enterprise, Inc. (A) | 809 | 122,652 |
BWX Technologies, Inc. | 1,816 | 121,527 |
General Dynamics Corp. | 2,534 | 482,043 |
HEICO Corp. | 652 | 91,802 |
HEICO Corp., Class A | 1,120 | 141,434 |
Howmet Aerospace, Inc. (A) | 5,540 | 177,058 |
Huntington Ingalls Industries, Inc. | 962 | 204,252 |
L3Harris Technologies, Inc. | 1,592 | 333,094 |
Lockheed Martin Corp. | 1,602 | 609,657 |
Northrop Grumman Corp. | 1,683 | 596,523 |
Raytheon Technologies Corp. | 10,323 | 859,287 |
Teledyne Technologies, Inc. (A) | 713 | 319,246 |
Textron, Inc. | 5,033 | 323,320 |
The Boeing Company (A) | 2,803 | 656,771 |
TransDigm Group, Inc. (A) | 758 | 465,215 |
Virgin Galactic Holdings, Inc. (A)(B) | 1,330 | 29,460 |
Air freight and logistics – 5.4% | ||
C.H. Robinson Worldwide, Inc. | 2,783 | 270,174 |
Shares or Principal Amount | Value | |
Industrials (continued) | ||
Air freight and logistics (continued) | ||
Expeditors International of Washington, Inc. | 3,499 | $384,400 |
FedEx Corp. | 2,787 | 809,094 |
United Parcel Service, Inc., Class B | 4,730 | 964,258 |
XPO Logistics, Inc. (A) | 2,291 | 318,724 |
Airlines – 1.2% | ||
Alaska Air Group, Inc. (A) | 885 | 61,189 |
American Airlines Group, Inc. (A) | 2,833 | 61,533 |
Delta Air Lines, Inc. (A) | 2,569 | 120,537 |
JetBlue Airways Corp. (A) | 1,098 | 22,355 |
Southwest Airlines Company (A) | 3,309 | 207,739 |
United Airlines Holdings, Inc. (A) | 2,261 | 122,998 |
Building products – 6.3% | ||
A.O. Smith Corp. | 2,631 | 178,250 |
Advanced Drainage Systems, Inc. | 680 | 75,929 |
Builders FirstSource, Inc. (A) | 2,932 | 142,700 |
Carrier Global Corp. | 19,027 | 829,197 |
Johnson Controls International PLC | 7,750 | 483,135 |
Lennox International, Inc. | 589 | 197,515 |
Masco Corp. | 4,725 | 301,833 |
Trane Technologies PLC | 4,527 | 786,928 |
Trex Company, Inc. (A) | 1,960 | 211,660 |
Commercial services and supplies – 4.2% | ||
ADT, Inc. | 4,767 | 43,856 |
Cintas Corp. | 1,275 | 440,054 |
IAA, Inc. (A) | 2,425 | 152,314 |
MSA Safety, Inc. | 599 | 96,295 |
Republic Services, Inc. | 4,664 | 495,783 |
Stericycle, Inc. (A) | 1,752 | 133,643 |
Tetra Tech, Inc. | 955 | 121,887 |
Waste Management, Inc. | 4,625 | 638,111 |
Construction and engineering – 1.8% | ||
AECOM (A) | 3,381 | 224,600 |
EMCOR Group, Inc. | 1,477 | 176,945 |
MasTec, Inc. (A) | 1,016 | 106,030 |
Quanta Services, Inc. | 3,154 | 304,803 |
WillScot Mobile Mini Holdings Corp. (A) | 3,610 | 105,665 |
Electrical equipment – 6.7% | ||
AMETEK, Inc. | 5,030 | 678,698 |
Eaton Corp. PLC | 4,443 | 635,038 |
Emerson Electric Company | 6,715 | 607,640 |
Generac Holdings, Inc. (A) | 1,069 | 346,303 |
Hubbell, Inc. | 1,275 | 244,813 |
Regal Beloit Corp. | 721 | 104,134 |
Rockwell Automation, Inc. | 2,364 | 624,711 |
Shoals Technologies Group, Inc., Class A (A) | 977 | 31,332 |
Sunrun, Inc. (A) | 3,183 | 155,967 |
Industrial conglomerates – 6.1% | ||
3M Company | 4,415 | 870,373 |
Carlisle Companies, Inc. | 1,222 | 234,196 |
52 | JOHN HANCOCK MULTIFACTOR ETFS | ANNUAL REPORT | SEE NOTES TO FINANCIAL STATEMENTS |
Shares or Principal Amount | Value | |
Industrials (continued) | ||
Industrial conglomerates (continued) | ||
General Electric Company | 52,518 | $689,036 |
Honeywell International, Inc. | 4,393 | 979,815 |
Roper Technologies, Inc. | 796 | 355,366 |
Machinery – 21.9% | ||
AGCO Corp. | 1,411 | 205,893 |
Caterpillar, Inc. | 4,360 | 994,560 |
Colfax Corp. (A) | 1,744 | 78,811 |
Cummins, Inc. | 3,335 | 840,553 |
Deere & Company | 2,063 | 765,064 |
Donaldson Company, Inc. | 2,831 | 178,013 |
Dover Corp. | 2,994 | 446,675 |
Fortive Corp. | 5,573 | 394,680 |
Graco, Inc. | 3,589 | 275,635 |
IDEX Corp. | 1,510 | 338,542 |
Illinois Tool Works, Inc. | 2,907 | 669,947 |
Ingersoll Rand, Inc. (A) | 6,949 | 343,350 |
ITT, Inc. | 2,275 | 214,555 |
Lincoln Electric Holdings, Inc. | 1,465 | 187,593 |
Nordson Corp. | 1,024 | 216,484 |
Oshkosh Corp. | 1,874 | 233,182 |
Otis Worldwide Corp. | 6,266 | 487,933 |
PACCAR, Inc. | 7,988 | 717,961 |
Parker-Hannifin Corp. | 2,680 | 841,011 |
Pentair PLC | 3,632 | 234,300 |
Rexnord Corp. | 2,070 | 103,355 |
Snap-on, Inc. | 1,294 | 307,454 |
Stanley Black & Decker, Inc. | 3,304 | 683,168 |
The Middleby Corp. (A) | 1,349 | 244,601 |
The Timken Company | 1,468 | 123,121 |
The Toro Company | 2,086 | 239,056 |
Wabtec Corp. | 3,323 | 272,719 |
Woodward, Inc. | 1,176 | 147,012 |
Xylem, Inc. | 3,204 | 354,523 |
Professional services – 5.2% | ||
CACI International, Inc., Class A (A) | 536 | 136,605 |
CoreLogic, Inc. | 1,511 | 120,427 |
Exponent, Inc. | 604 | 58,183 |
IHS Markit, Ltd. | 6,121 | 658,497 |
Jacobs Engineering Group, Inc. | 2,697 | 360,346 |
Leidos Holdings, Inc. | 2,863 | 289,965 |
ManpowerGroup, Inc. | 1,347 | 162,839 |
Robert Half International, Inc. | 2,686 | 235,320 |
Science Applications International Corp. | 1,064 | 95,143 |
TriNet Group, Inc. (A) | 1,266 | 99,647 |
Verisk Analytics, Inc. | 2,375 | 446,975 |
Road and rail – 9.1% | ||
AMERCO | 232 | 138,418 |
CSX Corp. | 7,952 | 801,164 |
J.B. Hunt Transport Services, Inc. | 2,257 | 385,292 |
Shares or Principal Amount | Value | |
Industrials (continued) | ||
Road and rail (continued) | ||
Kansas City Southern | 1,898 | $554,615 |
Knight-Swift Transportation Holdings, Inc. | 2,794 | 131,653 |
Landstar System, Inc. | 968 | 166,767 |
Norfolk Southern Corp. | 2,771 | 773,774 |
Old Dominion Freight Line, Inc. | 2,057 | 530,315 |
Saia, Inc. (A) | 355 | 83,248 |
Union Pacific Corp. | 4,839 | 1,074,694 |
Trading companies and distributors – 3.8% | ||
Air Lease Corp. | 2,440 | 113,972 |
Fastenal Company | 9,688 | 506,489 |
United Rentals, Inc. (A) | 2,357 | 754,122 |
W.W. Grainger, Inc. | 895 | 388,018 |
Watsco, Inc. | 577 | 168,980 |
Information technology – 8.7% | 4,404,517 | |
Electronic equipment, instruments and components – 1.6% | ||
Arrow Electronics, Inc. (A) | 1,762 | 200,991 |
CDW Corp. | 2,689 | 479,529 |
Vontier Corp. (A) | 3,560 | 111,570 |
IT services – 6.6% | ||
Accenture PLC, Class A | 4,386 | 1,271,809 |
Automatic Data Processing, Inc. | 3,504 | 655,213 |
Black Knight, Inc. (A) | 2,201 | 159,396 |
Broadridge Financial Solutions, Inc. | 2,204 | 349,621 |
Genpact, Ltd. | 3,710 | 176,336 |
Globant SA (A) | 303 | 69,442 |
MAXIMUS, Inc. | 1,213 | 111,159 |
Paychex, Inc. | 6,003 | 585,232 |
Semiconductors and semiconductor equipment – 0.5% | ||
Enphase Energy, Inc. (A) | 1,682 | 234,219 |
SHORT-TERM INVESTMENTS – 0.1% | $71,802 | |
(Cost $71,802) | ||
Short-term funds – 0.1% | 71,802 | |
John Hancock Collateral Trust, 0.0360% (C)(D) | 290 | 2,898 |
State Street Institutional U.S. Government Money Market Fund, Premier Class, 0.0259% (C) | 68,904 | 68,904 |
Total investments (Multifactor Industrials ETF) (Cost $40,145,572) 100.1% | $51,007,055 | |
Other assets and liabilities, net (0.1%) | (47,660) | |
Total net assets 100.0% | $50,959,395 |
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 4-30-21. |
(C) | The rate shown is the annualized seven-day yield as of 4-30-21. |
(D) | Investment is an affiliate of the fund, the advisor and/or subadvisor. This security represents the investment of cash collateral received for securities lending. |
SEE NOTES TO FINANCIAL STATEMENTS | ANNUAL REPORT | JOHN HANCOCK MULTIFACTOR ETFS | 53 |
Shares or Principal Amount | Value | |
COMMON STOCKS – 99.9% | $705,307,555 | |
(Cost $546,435,939) | ||
Communication services – 8.6% | 60,589,453 | |
Diversified telecommunication services – 1.1% | ||
AT&T, Inc. | 106,256 | 3,337,501 |
Lumen Technologies, Inc. | 56,940 | 730,540 |
Verizon Communications, Inc. | 67,104 | 3,877,940 |
Entertainment – 1.5% | ||
Activision Blizzard, Inc. | 14,277 | 1,301,920 |
Electronic Arts, Inc. | 6,808 | 967,281 |
Liberty Media Corp.-Liberty Formula One, Series A (A) | 804 | 33,302 |
Liberty Media Corp.-Liberty Formula One, Series C (A) | 6,568 | 308,302 |
Live Nation Entertainment, Inc. (A) | 4,188 | 342,913 |
Netflix, Inc. (A) | 4,488 | 2,304,453 |
Roku, Inc. (A) | 1,555 | 533,318 |
Spotify Technology SA (A) | 953 | 240,270 |
Take-Two Interactive Software, Inc. (A) | 3,117 | 546,659 |
The Walt Disney Company (A) | 21,488 | 3,997,198 |
Warner Music Group Corp., Class A | 1,380 | 52,385 |
Zynga, Inc., Class A (A) | 18,123 | 196,091 |
Interactive media and services – 3.9% | ||
Alphabet, Inc., Class A (A) | 5,209 | 12,259,382 |
Alphabet, Inc., Class C (A) | 944 | 2,275,153 |
Angi, Inc. (A) | 965 | 15,450 |
Facebook, Inc., Class A (A) | 28,920 | 9,401,314 |
InterActiveCorp (A) | 2,811 | 712,504 |
Match Group, Inc. (A) | 4,944 | 769,435 |
Pinterest, Inc., Class A (A) | 4,930 | 327,204 |
Snap, Inc., Class A (A) | 9,698 | 599,530 |
Twitter, Inc. (A) | 10,905 | 602,174 |
Zillow Group, Inc., Class A (A) | 761 | 101,479 |
Zillow Group, Inc., Class C (A) | 1,980 | 257,638 |
ZoomInfo Technologies, Inc., Class A (A) | 657 | 34,072 |
Media – 1.9% | ||
Altice USA, Inc., Class A (A) | 9,087 | 329,949 |
Cable One, Inc. | 127 | 227,330 |
Charter Communications, Inc., Class A (A) | 2,957 | 1,991,392 |
Comcast Corp., Class A | 84,638 | 4,752,424 |
Discovery, Inc., Series A (A) | 10,337 | 389,291 |
Discovery, Inc., Series C (A) | 9,871 | 318,932 |
DISH Network Corp., Class A (A) | 9,006 | 403,379 |
Fox Corp., Class A | 11,732 | 439,011 |
Fox Corp., Class B | 4,363 | 158,726 |
Liberty Broadband Corp., Series A (A) | 518 | 81,673 |
Liberty Broadband Corp., Series C (A) | 6,164 | 1,003,006 |
Liberty Media Corp.-Liberty SiriusXM, Series A (A) | 4,412 | 199,378 |
Liberty Media Corp.-Liberty SiriusXM, Series C (A) | 3,370 | 152,425 |
Shares or Principal Amount | Value | |
Communication services (continued) | ||
Media (continued) | ||
News Corp., Class A | 13,072 | $342,421 |
News Corp., Class B | 3,773 | 91,722 |
Omnicom Group, Inc. | 11,433 | 940,479 |
Sirius XM Holdings, Inc. (B) | 35,318 | 215,440 |
The Interpublic Group of Companies, Inc. | 20,692 | 656,971 |
The New York Times Company, Class A | 2,093 | 95,043 |
ViacomCBS, Inc., Class A | 239 | 10,803 |
ViacomCBS, Inc., Class B | 13,859 | 568,496 |
Wireless telecommunication services – 0.2% | ||
T-Mobile US, Inc. (A) | 8,293 | 1,095,754 |
Consumer discretionary – 11.8% | 83,563,335 | |
Auto components – 0.3% | ||
Aptiv PLC (A) | 5,536 | 796,575 |
Autoliv, Inc. (A) | 3,630 | 365,396 |
BorgWarner, Inc. | 8,824 | 428,670 |
Gentex Corp. | 9,207 | 323,902 |
Lear Corp. | 3,097 | 569,352 |
Automobiles – 0.9% | ||
Ford Motor Company (A) | 70,486 | 813,408 |
General Motors Company (A) | 24,701 | 1,413,391 |
Tesla, Inc. (A) | 5,961 | 4,228,972 |
Distributors – 0.2% | ||
Genuine Parts Company | 6,188 | 773,314 |
LKQ Corp. (A) | 10,050 | 469,436 |
Pool Corp. | 1,247 | 526,882 |
Diversified consumer services – 0.1% | ||
Bright Horizons Family Solutions, Inc. (A) | 1,647 | 238,535 |
Chegg, Inc. (A) | 1,843 | 166,478 |
Service Corp. International | 8,175 | 436,872 |
Hotels, restaurants and leisure – 2.1% | ||
Airbnb, Inc., Class A (A)(B) | 88 | 15,198 |
Aramark | 9,932 | 386,057 |
Booking Holdings, Inc. (A) | 549 | 1,353,878 |
Caesars Entertainment, Inc. (A) | 3,351 | 327,862 |
Carnival Corp. (A) | 14,462 | 404,358 |
Chipotle Mexican Grill, Inc. (A) | 559 | 834,045 |
Churchill Downs, Inc. | 533 | 112,730 |
Darden Restaurants, Inc. | 4,922 | 722,156 |
Domino's Pizza, Inc. | 1,147 | 484,424 |
DraftKings, Inc., Class A (A)(B) | 3,989 | 226,017 |
Expedia Group, Inc. (A) | 4,230 | 745,453 |
Hilton Worldwide Holdings, Inc. (A) | 7,500 | 965,250 |
Hyatt Hotels Corp., Class A (A) | 1,245 | 102,501 |
Las Vegas Sands Corp. (A) | 8,226 | 503,925 |
Marriott International, Inc., Class A (A) | 4,824 | 716,460 |
McDonald's Corp. | 9,171 | 2,165,090 |
MGM Resorts International | 17,463 | 711,093 |
Norwegian Cruise Line Holdings, Ltd. (A) | 3,211 | 99,702 |
54 | JOHN HANCOCK MULTIFACTOR ETFS | ANNUAL REPORT | SEE NOTES TO FINANCIAL STATEMENTS |
Shares or Principal Amount | Value | |
Consumer discretionary (continued) | ||
Hotels, restaurants and leisure (continued) | ||
Penn National Gaming, Inc. (A) | 2,689 | $239,644 |
Royal Caribbean Cruises, Ltd. (A) | 5,802 | 504,484 |
Starbucks Corp. | 15,373 | 1,760,055 |
Vail Resorts, Inc. (A) | 1,452 | 472,132 |
Wynn Resorts, Ltd. (A) | 3,192 | 409,853 |
Yum! Brands, Inc. | 7,067 | 844,648 |
Household durables – 0.9% | ||
D.R. Horton, Inc. | 13,416 | 1,318,659 |
Garmin, Ltd. | 5,210 | 715,020 |
Lennar Corp., A Shares | 8,874 | 919,346 |
Lennar Corp., B Shares | 448 | 36,095 |
Mohawk Industries, Inc. (A) | 2,508 | 515,394 |
Newell Brands, Inc. | 13,989 | 377,143 |
NVR, Inc. (A) | 179 | 898,240 |
PulteGroup, Inc. | 10,389 | 614,198 |
Whirlpool Corp. | 3,227 | 763,024 |
Internet and direct marketing retail – 2.9% | ||
Amazon.com, Inc. (A) | 5,239 | 18,165,813 |
Chewy, Inc., Class A (A)(B) | 719 | 57,319 |
DoorDash, Inc., Class A (A) | 107 | 15,319 |
eBay, Inc. | 30,264 | 1,688,429 |
Etsy, Inc. (A) | 2,335 | 464,175 |
Stitch Fix, Inc., Class A (A) | 350 | 15,162 |
Wayfair, Inc., Class A (A) | 1,065 | 314,782 |
Leisure products – 0.2% | ||
Hasbro, Inc. | 5,380 | 535,041 |
Peloton Interactive, Inc., Class A (A) | 3,426 | 336,947 |
Polaris, Inc. | 2,295 | 321,369 |
Multiline retail – 0.8% | ||
Dollar General Corp. | 6,323 | 1,357,864 |
Dollar Tree, Inc. (A) | 9,289 | 1,067,306 |
Kohl's Corp. | 1,602 | 93,973 |
Target Corp. | 13,470 | 2,791,792 |
Specialty retail – 2.7% | ||
Advance Auto Parts, Inc. | 2,562 | 512,810 |
AutoZone, Inc. (A) | 711 | 1,040,989 |
Best Buy Company, Inc. | 13,447 | 1,563,483 |
Burlington Stores, Inc. (A) | 1,838 | 599,795 |
CarMax, Inc. (A) | 7,257 | 966,923 |
Carvana Company (A) | 666 | 189,983 |
Five Below, Inc. (A) | 1,256 | 252,795 |
Floor & Decor Holdings, Inc., Class A (A) | 2,198 | 243,802 |
L Brands, Inc. (A) | 4,058 | 267,422 |
Lithia Motors, Inc., Class A | 541 | 207,950 |
Lowe's Companies, Inc. | 12,183 | 2,390,914 |
O'Reilly Automotive, Inc. (A) | 2,056 | 1,136,721 |
RH (A) | 317 | 218,102 |
Ross Stores, Inc. | 9,403 | 1,231,229 |
The Gap, Inc. | 11,178 | 369,992 |
Shares or Principal Amount | Value | |
Consumer discretionary (continued) | ||
Specialty retail (continued) | ||
The Home Depot, Inc. | 11,784 | $3,814,127 |
The TJX Companies, Inc. | 19,707 | 1,399,197 |
Tractor Supply Company | 6,356 | 1,198,742 |
Ulta Beauty, Inc. (A) | 2,193 | 722,265 |
Williams-Sonoma, Inc. | 2,304 | 393,408 |
Textiles, apparel and luxury goods – 0.7% | ||
Columbia Sportswear Company | 813 | 88,625 |
Deckers Outdoor Corp. (A) | 627 | 212,051 |
Levi Strauss & Company, Class A | 598 | 17,258 |
Lululemon Athletica, Inc. (A) | 2,820 | 945,461 |
NIKE, Inc., Class B | 17,803 | 2,361,034 |
Ralph Lauren Corp. (A) | 444 | 59,181 |
Tapestry, Inc. (A) | 2,881 | 137,856 |
Under Armour, Inc., Class A (A) | 1,838 | 44,682 |
Under Armour, Inc., Class C (A) | 1,866 | 37,152 |
VF Corp. | 10,253 | 898,778 |
Consumer staples – 5.4% | 38,360,801 | |
Beverages – 1.2% | ||
Brown-Forman Corp., Class A | 1,953 | 139,347 |
Brown-Forman Corp., Class B | 6,008 | 458,290 |
Constellation Brands, Inc., Class A | 3,565 | 856,741 |
Keurig Dr. Pepper, Inc. | 8,932 | 320,212 |
Molson Coors Beverage Company, Class B (A) | 6,732 | 369,923 |
Monster Beverage Corp. (A) | 7,477 | 725,643 |
PepsiCo, Inc. | 18,652 | 2,688,872 |
The Boston Beer Company, Inc., Class A (A) | 128 | 155,711 |
The Coca-Cola Company | 47,813 | 2,580,946 |
Food and staples retailing – 1.3% | ||
Albertsons Companies, Inc., Class A (B) | 1,903 | 35,339 |
Casey's General Stores, Inc. | 1,024 | 227,523 |
Costco Wholesale Corp. | 6,077 | 2,261,191 |
Sysco Corp. | 10,970 | 929,488 |
The Kroger Company | 40,325 | 1,473,476 |
U.S. Foods Holding Corp. (A) | 7,486 | 310,370 |
Walgreens Boots Alliance, Inc. | 11,826 | 627,961 |
Walmart, Inc. | 22,065 | 3,087,114 |
Food products – 1.4% | ||
Archer-Daniels-Midland Company | 18,334 | 1,157,425 |
Beyond Meat, Inc. (A)(B) | 569 | 74,926 |
Bunge, Ltd. | 5,846 | 493,519 |
Campbell Soup Company | 8,569 | 409,170 |
Conagra Brands, Inc. | 17,597 | 652,673 |
Darling Ingredients, Inc. (A) | 1,826 | 126,816 |
General Mills, Inc. | 16,270 | 990,192 |
Hormel Foods Corp. | 9,182 | 424,208 |
Kellogg Company | 9,754 | 608,845 |
Lamb Weston Holdings, Inc. | 5,214 | 419,727 |
McCormick & Company, Inc. | 9,671 | 873,872 |
SEE NOTES TO FINANCIAL STATEMENTS | ANNUAL REPORT | JOHN HANCOCK MULTIFACTOR ETFS | 55 |
Shares or Principal Amount | Value | |
Consumer staples (continued) | ||
Food products (continued) | ||
Mondelez International, Inc., Class A | 22,015 | $1,338,732 |
The Hershey Company | 4,336 | 712,405 |
The J.M. Smucker Company | 3,855 | 504,966 |
The Kraft Heinz Company | 8,883 | 366,779 |
Tyson Foods, Inc., Class A | 8,374 | 648,566 |
Household products – 1.0% | ||
Church & Dwight Company, Inc. | 8,141 | 698,009 |
Colgate-Palmolive Company | 11,749 | 948,144 |
Kimberly-Clark Corp. | 5,664 | 755,124 |
The Clorox Company | 5,175 | 944,438 |
The Procter & Gamble Company | 31,368 | 4,185,119 |
Personal products – 0.1% | ||
The Estee Lauder Companies, Inc., Class A | 3,338 | 1,047,464 |
Tobacco – 0.4% | ||
Altria Group, Inc. | 25,458 | 1,215,620 |
Philip Morris International, Inc. | 15,957 | 1,515,915 |
Energy – 2.5% | 17,577,488 | |
Energy equipment and services – 0.2% | ||
Baker Hughes Company | 12,113 | 243,229 |
Halliburton Company | 20,753 | 405,929 |
Schlumberger NV | 24,103 | 651,986 |
Oil, gas and consumable fuels – 2.3% | ||
APA Corp. | 10,954 | 219,080 |
Cabot Oil & Gas Corp. | 12,144 | 202,440 |
Cheniere Energy, Inc. (A) | 5,654 | 438,298 |
Chevron Corp. | 26,591 | 2,740,734 |
ConocoPhillips | 23,086 | 1,180,618 |
Continental Resources, Inc. | 3,064 | 83,463 |
Devon Energy Corp. | 5,830 | 136,305 |
Diamondback Energy, Inc. | 4,668 | 381,516 |
EOG Resources, Inc. | 11,441 | 842,515 |
Exxon Mobil Corp. | 54,583 | 3,124,331 |
Hess Corp. | 9,212 | 686,386 |
Kinder Morgan, Inc. | 33,973 | 579,240 |
Marathon Oil Corp. | 13,160 | 148,182 |
Marathon Petroleum Corp. | 18,145 | 1,009,769 |
New Fortress Energy, Inc. | 368 | 15,647 |
Occidental Petroleum Corp. | 19,735 | 500,480 |
ONEOK, Inc. | 13,117 | 686,544 |
Phillips 66 | 8,057 | 651,892 |
Pioneer Natural Resources Company | 4,259 | 655,162 |
Texas Pacific Land Corp. | 82 | 126,292 |
The Williams Companies, Inc. | 32,576 | 793,551 |
Valero Energy Corp. | 14,520 | 1,073,899 |
Financials – 13.2% | 93,305,636 | |
Banks – 4.3% | ||
Bank of America Corp. | 102,224 | 4,143,139 |
Shares or Principal Amount | Value | |
Financials (continued) | ||
Banks (continued) | ||
Citigroup, Inc. | 33,978 | $2,420,593 |
Citizens Financial Group, Inc. | 17,446 | 807,401 |
Comerica, Inc. | 6,453 | 485,007 |
Commerce Bancshares, Inc. | 3,664 | 285,096 |
East West Bancorp, Inc. | 4,984 | 379,532 |
Fifth Third Bancorp | 34,811 | 1,411,238 |
First Horizon Corp. | 7,968 | 145,735 |
First Republic Bank | 5,308 | 972,638 |
Huntington Bancshares, Inc. | 39,051 | 598,261 |
JPMorgan Chase & Co. | 41,429 | 6,372,194 |
KeyCorp | 38,871 | 845,833 |
M&T Bank Corp. | 5,076 | 800,434 |
People's United Financial, Inc. | 5,197 | 94,222 |
Regions Financial Corp. | 49,695 | 1,083,351 |
Signature Bank | 1,796 | 451,712 |
SVB Financial Group (A) | 1,884 | 1,077,328 |
The PNC Financial Services Group, Inc. | 7,850 | 1,467,558 |
Truist Financial Corp. | 27,053 | 1,604,513 |
U.S. Bancorp | 24,865 | 1,475,738 |
Wells Fargo & Company | 62,602 | 2,820,220 |
Western Alliance Bancorp | 894 | 93,933 |
Zions Bancorp NA | 7,277 | 406,057 |
Capital markets – 3.7% | ||
Ameriprise Financial, Inc. | 6,963 | 1,799,239 |
Apollo Global Management, Inc. | 2,370 | 131,227 |
Ares Management Corp., Class A | 1,839 | 96,584 |
BlackRock, Inc. | 1,565 | 1,282,205 |
Cboe Global Markets, Inc. | 3,290 | 343,377 |
CME Group, Inc. | 4,158 | 839,874 |
FactSet Research Systems, Inc. | 1,339 | 450,199 |
Franklin Resources, Inc. | 11,498 | 344,940 |
Intercontinental Exchange, Inc. | 9,500 | 1,118,245 |
Invesco, Ltd. | 5,146 | 138,942 |
KKR & Company, Inc. | 8,624 | 487,946 |
LPL Financial Holdings, Inc. | 2,750 | 430,925 |
MarketAxess Holdings, Inc. | 1,173 | 572,964 |
Moody's Corp. | 3,468 | 1,133,030 |
Morgan Stanley | 29,049 | 2,397,995 |
Morningstar, Inc. | 653 | 173,052 |
MSCI, Inc. | 3,137 | 1,523,860 |
Nasdaq, Inc. | 4,155 | 671,199 |
Northern Trust Corp. | 8,337 | 948,751 |
Raymond James Financial, Inc. | 4,866 | 636,375 |
S&P Global, Inc. | 4,050 | 1,581,080 |
SEI Investments Company | 6,007 | 369,070 |
State Street Corp. | 12,124 | 1,017,810 |
T. Rowe Price Group, Inc. | 8,496 | 1,522,483 |
The Bank of New York Mellon Corp. | 26,075 | 1,300,621 |
The Blackstone Group, Inc. | 7,277 | 643,942 |
56 | JOHN HANCOCK MULTIFACTOR ETFS | ANNUAL REPORT | SEE NOTES TO FINANCIAL STATEMENTS |
Shares or Principal Amount | Value | |
Financials (continued) | ||
Capital markets (continued) | ||
The Charles Schwab Corp. | 27,492 | $1,935,437 |
The Goldman Sachs Group, Inc. | 5,289 | 1,842,952 |
Tradeweb Markets, Inc., Class A | 1,215 | 98,755 |
Consumer finance – 1.0% | ||
Ally Financial, Inc. | 22,342 | 1,149,496 |
American Express Company | 10,836 | 1,661,701 |
Capital One Financial Corp. | 12,870 | 1,918,660 |
Discover Financial Services | 13,125 | 1,496,250 |
Santander Consumer USA Holdings, Inc. | 4,841 | 164,304 |
Synchrony Financial | 24,299 | 1,062,838 |
Diversified financial services – 0.9% | ||
Berkshire Hathaway, Inc., Class B (A) | 21,748 | 5,979,613 |
Equitable Holdings, Inc. | 11,266 | 385,635 |
Voya Financial, Inc. | 5,698 | 386,438 |
Insurance – 3.3% | ||
Aflac, Inc. | 20,688 | 1,111,566 |
Alleghany Corp. (A) | 513 | 348,312 |
American Financial Group, Inc. | 3,070 | 377,180 |
American International Group, Inc. | 20,039 | 970,890 |
Aon PLC, Class A | 5,581 | 1,403,287 |
Arch Capital Group, Ltd. (A) | 12,749 | 506,263 |
Arthur J. Gallagher & Company | 6,557 | 950,437 |
Assurant, Inc. | 1,567 | 243,825 |
Athene Holding, Ltd., Class A (A) | 4,910 | 292,980 |
Brown & Brown, Inc. | 8,243 | 438,363 |
Chubb, Ltd. | 5,347 | 917,492 |
Cincinnati Financial Corp. | 5,702 | 642,501 |
CNA Financial Corp. | 1,358 | 63,731 |
Erie Indemnity Company, Class A | 834 | 178,493 |
Everest Re Group, Ltd. | 1,641 | 454,475 |
Fidelity National Financial, Inc. | 10,927 | 498,490 |
Globe Life, Inc. | 4,424 | 453,416 |
Lemonade, Inc. (A)(B) | 275 | 24,860 |
Lincoln National Corp. | 9,103 | 583,775 |
Loews Corp. | 10,890 | 607,118 |
Markel Corp. (A) | 415 | 488,214 |
Marsh & McLennan Companies, Inc. | 9,308 | 1,263,096 |
MetLife, Inc. | 14,127 | 898,901 |
Principal Financial Group, Inc. | 12,592 | 804,251 |
Prudential Financial, Inc. | 10,431 | 1,046,855 |
Reinsurance Group of America, Inc. | 2,741 | 357,783 |
RenaissanceRe Holdings, Ltd. | 965 | 162,902 |
The Allstate Corp. | 10,361 | 1,313,775 |
The Hartford Financial Services Group, Inc. | 18,551 | 1,223,624 |
The Progressive Corp. | 13,313 | 1,341,152 |
The Travelers Companies, Inc. | 9,583 | 1,482,107 |
W.R. Berkley Corp. | 6,000 | 478,320 |
Willis Towers Watson PLC | 4,159 | 1,076,599 |
Shares or Principal Amount | Value | |
Financials (continued) | ||
Thrifts and mortgage finance – 0.0% | ||
Rocket Companies, Inc., Class A | 929 | $20,856 |
Health care – 13.0% | 91,939,589 | |
Biotechnology – 1.8% | ||
AbbVie, Inc. | 21,113 | 2,354,100 |
ACADIA Pharmaceuticals, Inc. (A) | 1,198 | 24,631 |
Acceleron Pharma, Inc. (A) | 595 | 74,357 |
Alexion Pharmaceuticals, Inc. (A) | 5,730 | 966,536 |
Alnylam Pharmaceuticals, Inc. (A) | 2,142 | 301,251 |
Amgen, Inc. | 8,998 | 2,156,281 |
Arrowhead Pharmaceuticals, Inc. (A) | 524 | 38,126 |
Biogen, Inc. (A) | 3,918 | 1,047,399 |
BioMarin Pharmaceutical, Inc. (A) | 4,456 | 347,212 |
Bridgebio Pharma, Inc. (A) | 535 | 29,917 |
CRISPR Therapeutics AG (A) | 733 | 96,221 |
Denali Therapeutics, Inc. (A) | 573 | 34,632 |
Exact Sciences Corp. (A) | 2,681 | 353,409 |
Fate Therapeutics, Inc. (A) | 420 | 36,704 |
Gilead Sciences, Inc. | 21,085 | 1,338,265 |
Incyte Corp. (A) | 3,920 | 334,690 |
Invitae Corp. (A)(B) | 1,021 | 35,633 |
Ionis Pharmaceuticals, Inc. (A) | 2,087 | 89,365 |
Mirati Therapeutics, Inc. (A) | 465 | 77,292 |
Moderna, Inc. (A) | 3,236 | 578,662 |
Natera, Inc. (A) | 436 | 47,969 |
Neurocrine Biosciences, Inc. (A) | 1,824 | 172,350 |
Novavax, Inc. (A) | 708 | 167,746 |
Regeneron Pharmaceuticals, Inc. (A) | 1,207 | 580,929 |
Sarepta Therapeutics, Inc. (A) | 1,135 | 80,403 |
Seagen, Inc. (A) | 2,583 | 371,332 |
Ultragenyx Pharmaceutical, Inc. (A) | 408 | 45,549 |
Vertex Pharmaceuticals, Inc. (A) | 3,374 | 736,207 |
Vir Biotechnology, Inc. (A) | 648 | 30,936 |
Health care equipment and supplies – 3.3% | ||
Abbott Laboratories | 23,777 | 2,855,142 |
ABIOMED, Inc. (A) | 1,021 | 327,465 |
Align Technology, Inc. (A) | 1,017 | 605,654 |
Baxter International, Inc. | 9,878 | 846,446 |
Becton, Dickinson and Company | 4,054 | 1,008,676 |
Boston Scientific Corp. (A) | 21,673 | 944,943 |
Danaher Corp. | 8,441 | 2,143,508 |
Dentsply Sirona, Inc. | 7,679 | 518,409 |
DexCom, Inc. (A) | 1,472 | 568,339 |
Edwards Lifesciences Corp. (A) | 10,871 | 1,038,398 |
Hill-Rom Holdings, Inc. | 2,234 | 246,231 |
Hologic, Inc. (A) | 11,740 | 769,557 |
IDEXX Laboratories, Inc. (A) | 2,134 | 1,171,545 |
Insulet Corp. (A) | 1,104 | 325,923 |
Intuitive Surgical, Inc. (A) | 1,320 | 1,141,800 |
Masimo Corp. (A) | 1,142 | 265,709 |
SEE NOTES TO FINANCIAL STATEMENTS | ANNUAL REPORT | JOHN HANCOCK MULTIFACTOR ETFS | 57 |
Shares or Principal Amount | Value | |
Health care (continued) | ||
Health care equipment and supplies (continued) | ||
Medtronic PLC | 16,406 | $2,147,874 |
Novocure, Ltd. (A) | 1,271 | 259,411 |
Penumbra, Inc. (A) | 423 | 129,434 |
Quidel Corp. (A) | 404 | 42,335 |
ResMed, Inc. | 5,064 | 951,880 |
STERIS PLC | 2,948 | 622,087 |
Stryker Corp. | 4,474 | 1,175,007 |
Teleflex, Inc. | 1,407 | 594,429 |
The Cooper Companies, Inc. | 1,684 | 691,939 |
West Pharmaceutical Services, Inc. | 2,158 | 708,946 |
Zimmer Biomet Holdings, Inc. | 6,948 | 1,230,908 |
Health care providers and services – 3.3% | ||
Amedisys, Inc. (A) | 659 | 177,831 |
AmerisourceBergen Corp. | 5,791 | 699,553 |
Anthem, Inc. | 5,391 | 2,045,291 |
Cardinal Health, Inc. | 11,359 | 685,402 |
Centene Corp. (A) | 14,732 | 909,554 |
Chemed Corp. | 358 | 170,626 |
Cigna Corp. | 7,870 | 1,959,709 |
CVS Health Corp. | 21,957 | 1,677,515 |
DaVita, Inc. (A) | 4,280 | 498,748 |
Encompass Health Corp. | 3,324 | 282,075 |
Guardant Health, Inc. (A) | 1,184 | 188,232 |
HCA Healthcare, Inc. | 4,435 | 891,701 |
Henry Schein, Inc. (A) | 7,129 | 516,853 |
Humana, Inc. | 3,307 | 1,472,409 |
Laboratory Corp. of America Holdings (A) | 5,075 | 1,349,290 |
McKesson Corp. | 6,248 | 1,171,875 |
Molina Healthcare, Inc. (A) | 2,437 | 621,679 |
Oak Street Health, Inc. (A)(B) | 257 | 15,839 |
Quest Diagnostics, Inc. | 8,441 | 1,113,199 |
UnitedHealth Group, Inc. | 14,841 | 5,918,591 |
Universal Health Services, Inc., Class B | 4,817 | 714,891 |
Health care technology – 0.2% | ||
Cerner Corp. | 11,717 | 879,361 |
Teladoc Health, Inc. (A)(B) | 1,948 | 335,738 |
Veeva Systems, Inc., Class A (A) | 2,277 | 643,139 |
Life sciences tools and services – 1.7% | ||
10X Genomics, Inc., Class A (A) | 808 | 159,822 |
Adaptive Biotechnologies Corp. (A) | 1,197 | 49,795 |
Agilent Technologies, Inc. | 11,622 | 1,553,164 |
Avantor, Inc. (A) | 11,430 | 366,217 |
Bio-Rad Laboratories, Inc., Class A (A) | 683 | 430,379 |
Bio-Techne Corp. | 895 | 382,604 |
Bruker Corp. | 2,641 | 180,961 |
Charles River Laboratories International, Inc. (A) | 1,522 | 505,989 |
Illumina, Inc. (A) | 2,504 | 983,671 |
IQVIA Holdings, Inc. (A) | 6,347 | 1,489,577 |
Mettler-Toledo International, Inc. (A) | 1,002 | 1,315,947 |
Shares or Principal Amount | Value | |
Health care (continued) | ||
Life sciences tools and services (continued) | ||
PerkinElmer, Inc. | 4,102 | $531,742 |
PPD, Inc. (A) | 1,461 | 67,498 |
PRA Health Sciences, Inc. (A) | 2,147 | 358,313 |
Repligen Corp. (A) | 615 | 130,202 |
Syneos Health, Inc. (A) | 1,818 | 154,257 |
Thermo Fisher Scientific, Inc. | 5,414 | 2,545,825 |
Waters Corp. (A) | 2,433 | 729,584 |
Pharmaceuticals – 2.7% | ||
Bristol-Myers Squibb Company | 28,201 | 1,760,306 |
Catalent, Inc. (A) | 5,130 | 576,971 |
Elanco Animal Health, Inc. (A) | 12,562 | 398,341 |
Eli Lilly & Company | 10,932 | 1,998,042 |
Horizon Therapeutics PLC (A) | 4,487 | 424,560 |
Jazz Pharmaceuticals PLC (A) | 2,110 | 346,884 |
Johnson & Johnson | 35,840 | 5,832,243 |
Merck & Company, Inc. | 35,961 | 2,679,095 |
Pfizer, Inc. | 82,628 | 3,193,572 |
Royalty Pharma PLC, Class A | 3,970 | 174,680 |
Viatris, Inc. (A) | 28,188 | 374,900 |
Zoetis, Inc. | 8,237 | 1,425,248 |
Industrials – 11.5% | 81,490,471 | |
Aerospace and defense – 1.5% | ||
Axon Enterprise, Inc. (A) | 351 | 53,215 |
General Dynamics Corp. | 4,478 | 851,850 |
HEICO Corp. | 1,014 | 142,771 |
HEICO Corp., Class A | 1,839 | 232,229 |
Howmet Aerospace, Inc. (A) | 14,829 | 473,935 |
Huntington Ingalls Industries, Inc. | 1,692 | 359,245 |
L3Harris Technologies, Inc. | 3,881 | 812,022 |
Lockheed Martin Corp. | 3,434 | 1,306,843 |
Northrop Grumman Corp. | 2,797 | 991,369 |
Raytheon Technologies Corp. | 25,528 | 2,124,951 |
Teledyne Technologies, Inc. (A) | 1,018 | 455,810 |
Textron, Inc. | 10,361 | 665,591 |
The Boeing Company (A) | 6,201 | 1,452,956 |
TransDigm Group, Inc. (A) | 1,238 | 759,810 |
Virgin Galactic Holdings, Inc. (A)(B) | 659 | 14,597 |
Air freight and logistics – 0.7% | ||
C.H. Robinson Worldwide, Inc. | 5,702 | 553,550 |
Expeditors International of Washington, Inc. | 6,805 | 747,597 |
FedEx Corp. | 4,821 | 1,399,585 |
United Parcel Service, Inc., Class B | 8,462 | 1,725,063 |
XPO Logistics, Inc. (A) | 3,689 | 513,214 |
Airlines – 0.1% | ||
Alaska Air Group, Inc. (A) | 278 | 19,221 |
American Airlines Group, Inc. (A) | 5,231 | 113,617 |
Delta Air Lines, Inc. (A) | 4,467 | 209,592 |
Southwest Airlines Company (A) | 6,631 | 416,294 |
58 | JOHN HANCOCK MULTIFACTOR ETFS | ANNUAL REPORT | SEE NOTES TO FINANCIAL STATEMENTS |
Shares or Principal Amount | Value | |
Industrials (continued) | ||
Airlines (continued) | ||
United Airlines Holdings, Inc. (A) | 3,928 | $213,683 |
Building products – 1.0% | ||
A.O. Smith Corp. | 4,434 | 300,404 |
Advanced Drainage Systems, Inc. | 468 | 52,257 |
Allegion PLC | 4,622 | 621,104 |
Builders FirstSource, Inc. (A) | 2,090 | 101,720 |
Carrier Global Corp. | 25,231 | 1,099,567 |
Fortune Brands Home & Security, Inc. | 5,446 | 571,721 |
Johnson Controls International PLC | 18,134 | 1,130,474 |
Lennox International, Inc. | 1,235 | 414,145 |
Masco Corp. | 9,279 | 592,743 |
Owens Corning | 4,752 | 460,041 |
Trane Technologies PLC | 8,669 | 1,506,932 |
Trex Company, Inc. (A) | 2,294 | 247,729 |
Commercial services and supplies – 0.7% | ||
Cintas Corp. | 1,969 | 679,581 |
Copart, Inc. (A) | 7,895 | 983,006 |
IAA, Inc. (A) | 4,173 | 262,106 |
Republic Services, Inc. | 11,277 | 1,198,745 |
Rollins, Inc. | 7,334 | 273,412 |
Tetra Tech, Inc. | 504 | 64,326 |
Waste Management, Inc. | 10,625 | 1,465,931 |
Construction and engineering – 0.1% | ||
AECOM (A) | 3,888 | 258,280 |
Quanta Services, Inc. | 3,682 | 355,828 |
Electrical equipment – 0.9% | ||
AMETEK, Inc. | 8,485 | 1,144,881 |
Eaton Corp. PLC | 9,563 | 1,366,840 |
Emerson Electric Company | 12,774 | 1,155,919 |
Generac Holdings, Inc. (A) | 1,119 | 362,500 |
Hubbell, Inc. | 2,050 | 393,621 |
Plug Power, Inc. (A) | 2,888 | 82,337 |
Rockwell Automation, Inc. | 4,975 | 1,314,694 |
Sensata Technologies Holding PLC (A) | 6,271 | 362,088 |
Sunrun, Inc. (A) | 2,524 | 123,676 |
Industrial conglomerates – 0.9% | ||
3M Company | 8,349 | 1,645,922 |
Carlisle Companies, Inc. | 2,470 | 473,376 |
General Electric Company | 97,543 | 1,279,764 |
Honeywell International, Inc. | 9,964 | 2,222,371 |
Roper Technologies, Inc. | 2,145 | 957,614 |
Machinery – 2.7% | ||
AGCO Corp. | 670 | 97,766 |
Caterpillar, Inc. | 9,392 | 2,142,409 |
Cummins, Inc. | 5,642 | 1,422,010 |
Deere & Company | 5,051 | 1,873,163 |
Donaldson Company, Inc. | 5,042 | 317,041 |
Dover Corp. | 7,069 | 1,054,624 |
Fortive Corp. | 9,389 | 664,929 |
Shares or Principal Amount | Value | |
Industrials (continued) | ||
Machinery (continued) | ||
Graco, Inc. | 5,190 | $398,592 |
IDEX Corp. | 2,682 | 601,304 |
Illinois Tool Works, Inc. | 6,484 | 1,494,303 |
Ingersoll Rand, Inc. (A) | 10,364 | 512,085 |
Lincoln Electric Holdings, Inc. | 2,107 | 269,801 |
Nordson Corp. | 1,616 | 341,639 |
Otis Worldwide Corp. | 9,554 | 743,970 |
PACCAR, Inc. | 15,734 | 1,414,172 |
Parker-Hannifin Corp. | 5,636 | 1,768,633 |
Pentair PLC | 6,054 | 390,544 |
Snap-on, Inc. | 2,234 | 530,798 |
Stanley Black & Decker, Inc. | 6,182 | 1,278,252 |
The Middleby Corp. (A) | 595 | 107,885 |
The Toro Company | 3,333 | 381,962 |
Wabtec Corp. | 5,188 | 425,779 |
Woodward, Inc. | 1,042 | 130,260 |
Xylem, Inc. | 5,711 | 631,922 |
Professional services – 1.0% | ||
Booz Allen Hamilton Holding Corp. | 4,546 | 377,091 |
CoStar Group, Inc. (A) | 939 | 802,310 |
Dun & Bradstreet Holdings, Inc. (A) | 2,391 | 56,810 |
Equifax, Inc. | 4,323 | 990,961 |
IHS Markit, Ltd. | 9,729 | 1,046,646 |
Jacobs Engineering Group, Inc. | 4,603 | 615,007 |
Leidos Holdings, Inc. | 5,095 | 516,022 |
Nielsen Holdings PLC | 11,705 | 300,233 |
Robert Half International, Inc. | 4,786 | 419,301 |
TransUnion | 6,382 | 667,493 |
Verisk Analytics, Inc. | 5,359 | 1,008,564 |
Road and rail – 1.4% | ||
AMERCO | 352 | 210,014 |
CSX Corp. | 15,120 | 1,523,340 |
J.B. Hunt Transport Services, Inc. | 4,643 | 792,607 |
Kansas City Southern | 4,155 | 1,214,133 |
Knight-Swift Transportation Holdings, Inc. | 3,083 | 145,271 |
Lyft, Inc., Class A (A) | 2,879 | 160,245 |
Norfolk Southern Corp. | 6,775 | 1,891,851 |
Old Dominion Freight Line, Inc. | 3,488 | 899,241 |
Uber Technologies, Inc. (A) | 11,598 | 635,222 |
Union Pacific Corp. | 11,302 | 2,510,061 |
Trading companies and distributors – 0.5% | ||
Fastenal Company | 20,672 | 1,080,732 |
United Rentals, Inc. (A) | 4,076 | 1,304,116 |
W.W. Grainger, Inc. | 2,075 | 899,596 |
Watsco, Inc. | 1,009 | 295,496 |
Information technology – 23.2% | 163,433,938 | |
Communications equipment – 0.8% | ||
Arista Networks, Inc. (A) | 1,638 | 516,248 |
SEE NOTES TO FINANCIAL STATEMENTS | ANNUAL REPORT | JOHN HANCOCK MULTIFACTOR ETFS | 59 |
Shares or Principal Amount | Value | |
Information technology (continued) | ||
Communications equipment (continued) | ||
Ciena Corp. (A) | 4,004 | $202,082 |
Cisco Systems, Inc. | 63,806 | 3,248,363 |
F5 Networks, Inc. (A) | 2,490 | 465,032 |
Juniper Networks, Inc. | 14,795 | 375,645 |
Motorola Solutions, Inc. | 5,350 | 1,007,405 |
Ubiquiti, Inc. | 236 | 67,338 |
Electronic equipment, instruments and components – 1.3% | ||
Amphenol Corp., Class A | 20,450 | 1,377,103 |
Arrow Electronics, Inc. (A) | 4,228 | 482,288 |
CDW Corp. | 5,119 | 912,871 |
Cognex Corp. | 4,348 | 374,450 |
Corning, Inc. | 32,923 | 1,455,526 |
Dolby Laboratories, Inc., Class A | 2,030 | 205,984 |
Flex, Ltd. (A) | 29,187 | 507,854 |
II-VI, Inc. (A) | 1,275 | 85,604 |
IPG Photonics Corp. (A) | 1,161 | 252,065 |
Keysight Technologies, Inc. (A) | 6,965 | 1,005,398 |
TE Connectivity, Ltd. | 8,333 | 1,120,539 |
Trimble, Inc. (A) | 8,470 | 694,540 |
Zebra Technologies Corp., Class A (A) | 1,792 | 874,030 |
IT services – 4.9% | ||
Accenture PLC, Class A | 9,379 | 2,719,629 |
Affirm Holdings, Inc. (A) | 185 | 13,043 |
Akamai Technologies, Inc. (A) | 6,554 | 712,420 |
Amdocs, Ltd. | 6,596 | 506,177 |
Automatic Data Processing, Inc. | 6,418 | 1,200,102 |
Black Knight, Inc. (A) | 4,138 | 299,674 |
Broadridge Financial Solutions, Inc. | 4,180 | 663,073 |
Cognizant Technology Solutions Corp., Class A | 15,136 | 1,216,934 |
EPAM Systems, Inc. (A) | 1,438 | 658,245 |
Euronet Worldwide, Inc. (A) | 1,214 | 174,124 |
Fastly, Inc., Class A (A) | 1,274 | 81,370 |
Fidelity National Information Services, Inc. | 8,099 | 1,238,337 |
Fiserv, Inc. (A) | 6,849 | 822,702 |
FleetCor Technologies, Inc. (A) | 3,086 | 887,904 |
Gartner, Inc. (A) | 3,408 | 667,559 |
Genpact, Ltd. | 5,779 | 274,676 |
Global Payments, Inc. | 5,756 | 1,235,410 |
Globant SA (A) | 294 | 67,379 |
GoDaddy, Inc., Class A (A) | 3,699 | 321,147 |
IBM Corp. | 15,102 | 2,142,672 |
Jack Henry & Associates, Inc. | 2,761 | 449,574 |
Mastercard, Inc., Class A | 11,584 | 4,425,783 |
MongoDB, Inc. (A) | 707 | 210,304 |
Okta, Inc. (A) | 1,864 | 502,721 |
Paychex, Inc. | 11,319 | 1,103,489 |
PayPal Holdings, Inc. (A) | 12,883 | 3,379,082 |
Snowflake, Inc., Class A (A) | 130 | 30,107 |
Square, Inc., Class A (A) | 3,059 | 748,904 |
Shares or Principal Amount | Value | |
Information technology (continued) | ||
IT services (continued) | ||
The Western Union Company | 16,493 | $424,860 |
Twilio, Inc., Class A (A) | 2,457 | 903,685 |
VeriSign, Inc. (A) | 3,256 | 712,315 |
Visa, Inc., Class A | 21,960 | 5,128,978 |
WEX, Inc. (A) | 1,231 | 252,614 |
Semiconductors and semiconductor equipment – 4.9% | ||
Advanced Micro Devices, Inc. (A) | 13,480 | 1,100,238 |
Analog Devices, Inc. | 9,286 | 1,422,244 |
Applied Materials, Inc. | 16,348 | 2,169,543 |
Broadcom, Inc. | 5,524 | 2,520,049 |
Cree, Inc. (A) | 2,114 | 210,174 |
Enphase Energy, Inc. (A) | 2,004 | 279,057 |
Entegris, Inc. | 3,903 | 439,400 |
First Solar, Inc. (A) | 2,271 | 173,800 |
Intel Corp. | 67,096 | 3,860,033 |
KLA Corp. | 4,812 | 1,517,464 |
Lam Research Corp. | 2,987 | 1,853,284 |
Marvell Technology, Inc. | 23,537 | 1,064,108 |
Maxim Integrated Products, Inc. | 11,186 | 1,051,484 |
Microchip Technology, Inc. | 7,982 | 1,199,615 |
Micron Technology, Inc. (A) | 18,773 | 1,615,792 |
MKS Instruments, Inc. | 1,323 | 236,963 |
Monolithic Power Systems, Inc. | 1,007 | 363,910 |
NVIDIA Corp. | 5,839 | 3,505,619 |
ON Semiconductor Corp. (A) | 14,954 | 583,206 |
Qorvo, Inc. (A) | 4,201 | 790,502 |
QUALCOMM, Inc. | 17,806 | 2,471,473 |
Skyworks Solutions, Inc. | 7,096 | 1,286,718 |
SolarEdge Technologies, Inc. (A) | 959 | 252,735 |
Teradyne, Inc. | 6,594 | 824,778 |
Texas Instruments, Inc. | 14,361 | 2,592,304 |
Universal Display Corp. | 988 | 221,006 |
Xilinx, Inc. | 7,368 | 942,809 |
Software – 7.2% | ||
Adobe, Inc. (A) | 4,917 | 2,499,508 |
Anaplan, Inc. (A) | 1,822 | 108,682 |
ANSYS, Inc. (A) | 2,779 | 1,016,169 |
Appian Corp. (A)(B) | 199 | 24,115 |
Aspen Technology, Inc. (A) | 2,135 | 279,343 |
Atlassian Corp. PLC, Class A (A) | 1,515 | 359,903 |
Autodesk, Inc. (A) | 3,346 | 976,731 |
Avalara, Inc. (A) | 1,532 | 217,100 |
Bill.com Holdings, Inc. (A) | 872 | 134,837 |
Cadence Design Systems, Inc. (A) | 6,472 | 852,815 |
Ceridian HCM Holding, Inc. (A) | 3,008 | 284,196 |
Citrix Systems, Inc. | 4,943 | 612,191 |
Cloudflare, Inc., Class A (A) | 2,541 | 215,324 |
Coupa Software, Inc. (A) | 1,023 | 275,228 |
Crowdstrike Holdings, Inc., Class A (A) | 1,461 | 304,633 |
60 | JOHN HANCOCK MULTIFACTOR ETFS | ANNUAL REPORT | SEE NOTES TO FINANCIAL STATEMENTS |
Shares or Principal Amount | Value | |
Information technology (continued) | ||
Software (continued) | ||
Datadog, Inc., Class A (A) | 1,867 | $160,133 |
DocuSign, Inc. (A) | 1,586 | 353,583 |
Dropbox, Inc., Class A (A) | 6,769 | 173,963 |
Dynatrace, Inc. (A) | 2,086 | 108,555 |
Elastic NV (A) | 1,058 | 127,616 |
Fair Isaac Corp. (A) | 809 | 421,821 |
Five9, Inc. (A) | 664 | 124,812 |
Fortinet, Inc. (A) | 3,660 | 747,482 |
Guidewire Software, Inc. (A) | 2,486 | 262,298 |
HubSpot, Inc. (A) | 774 | 407,472 |
Intuit, Inc. | 3,810 | 1,570,330 |
Manhattan Associates, Inc. (A) | 1,040 | 142,730 |
Microsoft Corp. | 96,945 | 24,447,567 |
NortonLifeLock, Inc. | 21,794 | 470,968 |
Nuance Communications, Inc. (A) | 5,840 | 310,513 |
Oracle Corp. | 34,187 | 2,591,033 |
Palo Alto Networks, Inc. (A) | 1,865 | 659,072 |
Paycom Software, Inc. (A) | 1,268 | 487,432 |
Paylocity Holding Corp. (A) | 695 | 134,302 |
Pegasystems, Inc. | 810 | 102,821 |
Proofpoint, Inc. (A) | 920 | 158,341 |
PTC, Inc. (A) | 2,712 | 355,109 |
Qualtrics International, Inc., Class A (A) | 558 | 20,841 |
RingCentral, Inc., Class A (A) | 1,244 | 396,774 |
salesforce.com, Inc. (A) | 9,176 | 2,113,416 |
ServiceNow, Inc. (A) | 1,820 | 921,593 |
Slack Technologies, Inc., Class A (A) | 6,898 | 292,475 |
Smartsheet, Inc., Class A (A) | 2,331 | 138,228 |
Splunk, Inc. (A) | 3,280 | 414,658 |
SS&C Technologies Holdings, Inc. | 8,195 | 608,233 |
Synopsys, Inc. (A) | 4,049 | 1,000,346 |
The Trade Desk, Inc., Class A (A) | 711 | 518,539 |
Tyler Technologies, Inc. (A) | 1,159 | 492,413 |
Unity Software, Inc. (A)(B) | 238 | 24,176 |
VMware, Inc., Class A (A) | 1,343 | 215,995 |
Workday, Inc., Class A (A) | 2,216 | 547,352 |
Zendesk, Inc. (A) | 1,938 | 283,239 |
Zoom Video Communications, Inc., Class A (A) | 996 | 318,292 |
Zscaler, Inc. (A) | 1,037 | 194,583 |
Technology hardware, storage and peripherals – 4.1% | ||
Apple, Inc. | 177,030 | 23,272,364 |
Dell Technologies, Inc., Class C (A) | 3,400 | 334,322 |
Hewlett Packard Enterprise Company | 43,015 | 689,100 |
HP, Inc. | 32,995 | 1,125,459 |
NetApp, Inc. | 10,970 | 819,349 |
Seagate Technology PLC | 14,310 | 1,328,540 |
Western Digital Corp. (A) | 13,185 | 931,257 |
Shares or Principal Amount | Value | |
Materials – 4.0% | $27,871,365 | |
Chemicals – 2.3% | ||
Air Products & Chemicals, Inc. | 4,203 | 1,212,481 |
Albemarle Corp. | 4,007 | 673,857 |
Celanese Corp. | 5,470 | 856,876 |
CF Industries Holdings, Inc. | 10,520 | 511,588 |
Corteva, Inc. | 21,701 | 1,058,141 |
Dow, Inc. | 14,606 | 912,875 |
DuPont de Nemours, Inc. | 10,638 | 820,296 |
Eastman Chemical Company | 6,951 | 802,076 |
Ecolab, Inc. | 4,787 | 1,072,862 |
FMC Corp. | 4,874 | 576,302 |
International Flavors & Fragrances, Inc. | 5,188 | 737,578 |
Linde PLC | 5,814 | 1,661,874 |
LyondellBasell Industries NV, Class A | 7,976 | 827,430 |
PPG Industries, Inc. | 8,650 | 1,481,226 |
RPM International, Inc. | 5,063 | 480,175 |
The Mosaic Company | 12,132 | 426,804 |
The Scotts Miracle-Gro Company | 987 | 228,155 |
The Sherwin-Williams Company | 5,414 | 1,482,732 |
Westlake Chemical Corp. | 1,515 | 142,243 |
Construction materials – 0.2% | ||
Martin Marietta Materials, Inc. | 2,177 | 768,742 |
Vulcan Materials Company | 4,466 | 796,020 |
Containers and packaging – 0.9% | ||
Amcor PLC | 46,062 | 541,229 |
AptarGroup, Inc. | 2,262 | 341,132 |
Avery Dennison Corp. | 3,059 | 655,146 |
Ball Corp. | 12,739 | 1,192,880 |
Berry Global Group, Inc. (A) | 5,090 | 323,826 |
Crown Holdings, Inc. | 5,248 | 576,230 |
International Paper Company | 19,790 | 1,147,820 |
Packaging Corp. of America | 4,267 | 630,023 |
Westrock Company | 9,727 | 542,280 |
Metals and mining – 0.6% | ||
Freeport-McMoRan, Inc. | 29,267 | 1,103,659 |
Newmont Corp. | 17,355 | 1,083,126 |
Nucor Corp. | 13,074 | 1,075,467 |
Reliance Steel & Aluminum Company | 2,973 | 476,602 |
Southern Copper Corp. | 2,145 | 148,884 |
Steel Dynamics, Inc. | 9,272 | 502,728 |
Real estate – 3.1% | 21,648,097 | |
Equity real estate investment trusts – 2.8% | ||
Alexandria Real Estate Equities, Inc. | 2,862 | 518,308 |
American Homes 4 Rent, Class A | 6,624 | 245,353 |
American Tower Corp. | 5,002 | 1,274,360 |
Americold Realty Trust | 3,382 | 136,599 |
AvalonBay Communities, Inc. | 3,469 | 666,048 |
Boston Properties, Inc. | 3,920 | 428,652 |
Camden Property Trust | 2,364 | 284,815 |
SEE NOTES TO FINANCIAL STATEMENTS | ANNUAL REPORT | JOHN HANCOCK MULTIFACTOR ETFS | 61 |
Shares or Principal Amount | Value | |
Real estate (continued) | ||
Equity real estate investment trusts (continued) | ||
Crown Castle International Corp. | 5,321 | $1,005,988 |
CubeSmart | 3,501 | 148,232 |
CyrusOne, Inc. | 2,117 | 154,181 |
Digital Realty Trust, Inc. | 4,892 | 754,885 |
Duke Realty Corp. | 9,226 | 429,194 |
Equinix, Inc. | 1,121 | 807,972 |
Equity LifeStyle Properties, Inc. | 4,113 | 285,442 |
Equity Residential | 7,787 | 578,029 |
Essex Property Trust, Inc. | 1,658 | 481,682 |
Extra Space Storage, Inc. | 3,208 | 476,998 |
Federal Realty Investment Trust | 1,844 | 208,077 |
Gaming and Leisure Properties, Inc. | 5,113 | 237,703 |
Healthpeak Properties, Inc. | 12,087 | 415,068 |
Host Hotels & Resorts, Inc. (A) | 19,004 | 345,113 |
Invitation Homes, Inc. | 11,421 | 400,420 |
Iron Mountain, Inc. | 7,066 | 283,488 |
Kilroy Realty Corp. | 2,576 | 176,559 |
Kimco Realty Corp. | 3,089 | 64,869 |
Lamar Advertising Company, Class A | 2,181 | 216,006 |
Medical Properties Trust, Inc. | 10,590 | 233,510 |
MGM Growth Properties LLC, Class A | 2,920 | 105,178 |
Mid-America Apartment Communities, Inc. | 2,781 | 437,535 |
National Retail Properties, Inc. | 3,986 | 185,030 |
Omega Healthcare Investors, Inc. | 5,475 | 208,050 |
Prologis, Inc. | 9,364 | 1,091,187 |
Public Storage | 1,966 | 552,761 |
Realty Income Corp. | 7,613 | 526,439 |
Regency Centers Corp. | 3,822 | 243,309 |
SBA Communications Corp. | 2,117 | 634,507 |
Simon Property Group, Inc. | 5,093 | 620,022 |
STORE Capital Corp. | 4,234 | 151,535 |
Sun Communities, Inc. | 2,313 | 385,878 |
UDR, Inc. | 7,011 | 325,661 |
Ventas, Inc. | 8,889 | 492,984 |
VEREIT, Inc. | 5,184 | 248,003 |
VICI Properties, Inc. | 10,878 | 344,833 |
Vornado Realty Trust | 4,479 | 204,914 |
Welltower, Inc. | 8,572 | 643,157 |
Weyerhaeuser Company | 24,803 | 961,612 |
WP Carey, Inc. | 3,705 | 277,467 |
Real estate management and development – 0.3% | ||
CBRE Group, Inc., Class A (A) | 15,279 | 1,301,771 |
eXp World Holdings, Inc. (A)(B) | 571 | 19,620 |
Jones Lang LaSalle, Inc. (A) | 2,085 | 391,792 |
Redfin Corp. (A) | 527 | 37,301 |
Utilities – 3.6% | 25,527,382 | |
Electric utilities – 2.0% | ||
Alliant Energy Corp. | 8,971 | 503,901 |
American Electric Power Company, Inc. | 13,196 | 1,170,617 |
Shares or Principal Amount | Value | |
Utilities (continued) | ||
Electric utilities (continued) | ||
Avangrid, Inc. | 1,769 | $90,042 |
Duke Energy Corp. | 12,718 | 1,280,575 |
Edison International | 15,252 | 906,731 |
Entergy Corp. | 9,630 | 1,052,463 |
Evergy, Inc. | 9,699 | 620,445 |
Eversource Energy | 11,659 | 1,005,239 |
Exelon Corp. | 26,217 | 1,178,192 |
FirstEnergy Corp. | 17,927 | 679,792 |
NextEra Energy, Inc. | 21,936 | 1,700,259 |
NRG Energy, Inc. | 7,711 | 276,208 |
Pinnacle West Capital Corp. | 5,243 | 443,820 |
PPL Corp. | 34,848 | 1,015,122 |
The Southern Company | 19,148 | 1,267,023 |
Xcel Energy, Inc. | 14,463 | 1,031,212 |
Gas utilities – 0.1% | ||
Atmos Energy Corp. | 3,766 | 390,120 |
UGI Corp. | 8,343 | 364,673 |
Independent power and renewable electricity producers –0.1% | ||
Brookfield Renewable Corp., Class A | 1,679 | 69,645 |
The AES Corp. | 29,733 | 827,172 |
Vistra Corp. | 11,173 | 188,489 |
Multi-utilities – 1.2% | ||
Ameren Corp. | 11,340 | 962,086 |
CenterPoint Energy, Inc. | 21,146 | 517,866 |
CMS Energy Corp. | 10,731 | 690,969 |
Consolidated Edison, Inc. | 13,903 | 1,076,231 |
Dominion Energy, Inc. | 9,675 | 773,033 |
DTE Energy Company | 7,880 | 1,103,358 |
NiSource, Inc. | 16,998 | 442,288 |
Public Service Enterprise Group, Inc. | 19,335 | 1,221,199 |
Sempra Energy | 4,344 | 597,604 |
WEC Energy Group, Inc. | 9,927 | 964,607 |
Water utilities – 0.2% | ||
American Water Works Company, Inc. | 5,561 | 867,460 |
Essential Utilities, Inc. | 5,282 | 248,941 |
SHORT-TERM INVESTMENTS – 0.1% | $689,040 | |
(Cost $689,044) | ||
Short-term funds – 0.1% | 689,040 | |
John Hancock Collateral Trust, 0.0360% (C)(D) | 37,519 | 375,359 |
State Street Institutional U.S. Government Money Market Fund, Premier Class, 0.0259% (C) | 313,681 | 313,681 |
Total investments (Multifactor Large Cap ETF) (Cost $547,124,983) 100.0% | $705,996,595 | |
Other assets and liabilities, net (0.0%) | (235,114) | |
Total net assets 100.0% | $705,761,481 |
The percentage shown for each investment category is the total value of the category as a percentage of the net assets of the fund. |
62 | JOHN HANCOCK MULTIFACTOR ETFS | ANNUAL REPORT | SEE NOTES TO FINANCIAL STATEMENTS |
Security Abbreviations and Legend | |
(A) | Non-income producing security. |
(B) | All or a portion of this security is on loan as of 4-30-21. |
(C) | The rate shown is the annualized seven-day yield as of 4-30-21. |
(D) | Investment is an affiliate of the fund, the advisor and/or subadvisor. This security represents the investment of cash collateral received for securities lending. |
Shares or Principal Amount | Value | |
COMMON STOCKS – 100.0% | $27,186,877 | |
(Cost $19,860,018) | ||
Industrials – 1.7% | 455,506 | |
Building products – 1.7% | ||
Owens Corning | 3,609 | 349,387 |
The AZEK Company, Inc. (A) | 2,198 | 106,119 |
Materials – 97.2% | 26,447,530 | |
Chemicals – 54.6% | ||
Air Products & Chemicals, Inc. | 3,210 | 926,021 |
Albemarle Corp. | 3,083 | 518,468 |
Ashland Global Holdings, Inc. | 2,089 | 180,093 |
Axalta Coating Systems, Ltd. (A) | 9,649 | 307,707 |
Celanese Corp. | 3,599 | 563,783 |
CF Industries Holdings, Inc. | 8,649 | 420,601 |
Dow, Inc. | 16,125 | 1,007,813 |
DuPont de Nemours, Inc. | 18,335 | 1,413,812 |
Eastman Chemical Company | 5,477 | 631,991 |
Ecolab, Inc. | 3,750 | 840,450 |
FMC Corp. | 4,012 | 474,379 |
Huntsman Corp. | 7,758 | 222,422 |
International Flavors & Fragrances, Inc. | 5,435 | 772,694 |
Linde PLC | 5,885 | 1,682,168 |
LyondellBasell Industries NV, Class A | 10,174 | 1,055,452 |
PPG Industries, Inc. | 8,376 | 1,434,306 |
RPM International, Inc. | 5,081 | 481,882 |
The Mosaic Company | 11,698 | 411,536 |
The Scotts Miracle-Gro Company | 1,268 | 293,111 |
The Sherwin-Williams Company | 3,951 | 1,082,060 |
Westlake Chemical Corp. | 1,370 | 128,629 |
Construction materials – 5.8% | ||
Martin Marietta Materials, Inc. | 2,216 | 782,514 |
Vulcan Materials Company | 4,506 | 803,149 |
Containers and packaging – 23.1% | ||
Amcor PLC | 63,768 | 749,274 |
AptarGroup, Inc. | 2,254 | 339,926 |
Ardagh Group SA | 478 | 12,839 |
Avery Dennison Corp. | 2,712 | 580,829 |
Ball Corp. | 10,676 | 999,701 |
Berry Global Group, Inc. (A) | 6,997 | 445,149 |
Crown Holdings, Inc. | 4,777 | 524,515 |
International Paper Company | 17,519 | 1,016,102 |
Packaging Corp. of America | 3,822 | 564,318 |
Shares or Principal Amount | Value | |
Materials (continued) | ||
Containers and packaging (continued) | ||
Sealed Air Corp. | 5,037 | $248,828 |
Sonoco Products Company | 4,620 | 302,425 |
Westrock Company | 8,975 | 500,356 |
Metals and mining – 13.7% | ||
Cleveland-Cliffs, Inc. (A)(B) | 7,992 | 142,737 |
Freeport-McMoRan, Inc. | 19,519 | 736,061 |
Newmont Corp. | 13,818 | 862,381 |
Nucor Corp. | 9,785 | 804,914 |
Reliance Steel & Aluminum Company | 2,219 | 355,728 |
Royal Gold, Inc. | 1,775 | 198,552 |
Southern Copper Corp. | 1,716 | 119,108 |
Steel Dynamics, Inc. | 9,383 | 508,746 |
Utilities – 1.1% | 283,841 | |
Multi-utilities – 1.1% | ||
MDU Resources Group, Inc. | 8,483 | 283,841 |
SHORT-TERM INVESTMENTS – 0.2% | $56,333 | |
(Cost $56,333) | ||
Short-term funds – 0.2% | 56,333 | |
State Street Institutional U.S. Government Money Market Fund, Premier Class, 0.0259% (C) | 56,333 | 56,333 |
Total investments (Multifactor Materials ETF) (Cost $19,916,351) 100.2% | $27,243,210 | |
Other assets and liabilities, net (0.2%) | (42,828) | |
Total net assets 100.0% | $27,200,382 |
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 4-30-21. |
(C) | The rate shown is the annualized seven-day yield as of 4-30-21. |
Shares or Principal Amount | Value | |
COMMON STOCKS – 99.9% | $31,247,669 | |
(Cost $25,188,945) | ||
Communication services – 97.2% | 30,374,892 | |
Diversified telecommunication services – 11.0% | ||
AT&T, Inc. | 35,603 | 1,118,290 |
Lumen Technologies, Inc. | 66,588 | 854,324 |
Verizon Communications, Inc. | 25,129 | 1,452,205 |
Entertainment – 25.4% | ||
Activision Blizzard, Inc. | 13,424 | 1,224,135 |
Electronic Arts, Inc. | 8,987 | 1,276,873 |
Liberty Media Corp.-Liberty Formula One, Series A (A) | 1,215 | 50,325 |
SEE NOTES TO FINANCIAL STATEMENTS | ANNUAL REPORT | JOHN HANCOCK MULTIFACTOR ETFS | 63 |
Shares or Principal Amount | Value | |
Communication services (continued) | ||
Entertainment (continued) | ||
Liberty Media Corp.-Liberty Formula One, Series C (A) | 6,822 | $320,225 |
Live Nation Entertainment, Inc. (A) | 3,740 | 306,231 |
Netflix, Inc. (A) | 3,372 | 1,731,421 |
Spotify Technology SA (A) | 1,283 | 323,470 |
Take-Two Interactive Software, Inc. (A) | 2,636 | 462,302 |
The Walt Disney Company (A) | 9,614 | 1,788,396 |
Warner Music Group Corp., Class A | 3,655 | 138,744 |
Zynga, Inc., Class A (A) | 30,066 | 325,314 |
Interactive media and services – 23.7% | ||
Alphabet, Inc., Class A (A) | 459 | 1,080,257 |
Alphabet, Inc., Class C (A) | 437 | 1,053,222 |
Angi, Inc. (A) | 2,475 | 39,625 |
Facebook, Inc., Class A (A) | 7,054 | 2,293,111 |
InterActiveCorp (A) | 3,110 | 788,292 |
Match Group, Inc. (A) | 3,894 | 606,023 |
Pinterest, Inc., Class A (A) | 5,195 | 344,792 |
Snap, Inc., Class A (A) | 7,106 | 439,293 |
TripAdvisor, Inc. (A) | 1,879 | 88,557 |
Twitter, Inc. (A) | 7,455 | 411,665 |
Zillow Group, Inc., Class A (A) | 481 | 64,141 |
Zillow Group, Inc., Class C (A) | 1,490 | 193,879 |
Media – 33.8% | ||
Altice USA, Inc., Class A (A) | 7,074 | 256,857 |
Cable One, Inc. | 194 | 347,260 |
Charter Communications, Inc., Class A (A) | 1,964 | 1,322,656 |
Comcast Corp., Class A | 34,472 | 1,935,603 |
Discovery, Inc., Series A (A)(B) | 9,183 | 345,832 |
Discovery, Inc., Series C (A) | 17,014 | 549,722 |
DISH Network Corp., Class A (A) | 9,814 | 439,569 |
Fox Corp., Class A | 12,868 | 481,521 |
Fox Corp., Class B | 6,162 | 224,174 |
Liberty Broadband Corp., Series A (A) | 912 | 143,795 |
Liberty Broadband Corp., Series C (A) | 5,315 | 864,857 |
Liberty Media Corp.-Liberty SiriusXM, Series A (A) | 2,721 | 122,962 |
Liberty Media Corp.-Liberty SiriusXM, Series C (A) | 5,485 | 248,087 |
News Corp., Class A | 13,388 | 350,699 |
News Corp., Class B | 4,620 | 112,312 |
Nexstar Media Group, Inc., Class A | 2,710 | 399,481 |
Omnicom Group, Inc. | 11,748 | 966,390 |
Sirius XM Holdings, Inc. (B) | 30,314 | 184,915 |
The Interpublic Group of Companies, Inc. | 21,461 | 681,387 |
The New York Times Company, Class A | 3,721 | 168,971 |
ViacomCBS, Inc., Class A | 299 | 13,515 |
ViacomCBS, Inc., Class B | 9,626 | 394,859 |
Wireless telecommunication services – 3.3% | ||
T-Mobile US, Inc. (A) | 7,904 | 1,044,356 |
Shares or Principal Amount | Value | |
Industrials – 2.1% | $676,118 | |
Professional services – 2.1% | ||
Nielsen Holdings PLC | 22,583 | 579,254 |
Upwork, Inc. (A) | 2,103 | 96,864 |
Information technology – 0.6% | 196,659 | |
Software – 0.6% | ||
Dynatrace, Inc. (A) | 3,779 | 196,659 |
SHORT-TERM INVESTMENTS – 0.1% | $21,616 | |
(Cost $21,616) | ||
Short-term funds – 0.1% | 21,616 | |
State Street Institutional U.S. Government Money Market Fund, Premier Class, 0.0259% (C) | 21,616 | 21,616 |
Total investments (Multifactor Media and Communications ETF) (Cost $25,210,561) 100.0% | $31,269,285 | |
Other assets and liabilities, net (0.0%) | (10,318) | |
Total net assets 100.0% | $31,258,967 |
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 4-30-21. |
(C) | The rate shown is the annualized seven-day yield as of 4-30-21. |
Shares or Principal Amount | Value | |
COMMON STOCKS – 100.0% | $2,162,057,110 | |
(Cost $1,616,550,663) | ||
Communication services – 3.3% | 72,244,651 | |
Diversified telecommunication services – 0.3% | ||
Lumen Technologies, Inc. | 549,650 | 7,051,998 |
Entertainment – 0.6% | ||
Liberty Media Corp.-Liberty Formula One, Series A (A) | 7,283 | 301,662 |
Liberty Media Corp.-Liberty Formula One, Series C (A) | 74,629 | 3,503,085 |
Live Nation Entertainment, Inc. (A) | 23,050 | 1,887,334 |
Take-Two Interactive Software, Inc. (A) | 23,311 | 4,088,283 |
Warner Music Group Corp., Class A | 14,904 | 565,756 |
Zynga, Inc., Class A (A) | 234,156 | 2,533,568 |
Interactive media and services – 0.3% | ||
Angi, Inc. (A) | 16,056 | 257,057 |
InterActiveCorp (A) | 18,461 | 4,679,310 |
TripAdvisor, Inc. (A) | 10,752 | 506,742 |
ZoomInfo Technologies, Inc., Class A (A) | 9,527 | 494,070 |
Media – 2.1% | ||
Altice USA, Inc., Class A (A) | 54,918 | 1,994,073 |
64 | JOHN HANCOCK MULTIFACTOR ETFS | ANNUAL REPORT | SEE NOTES TO FINANCIAL STATEMENTS |
Shares or Principal Amount | Value | |
Communication services (continued) | ||
Media (continued) | ||
Cable One, Inc. | 1,840 | $3,293,600 |
Discovery, Inc., Series A (A) | 38,014 | 1,431,607 |
Discovery, Inc., Series C (A) | 84,702 | 2,736,722 |
DISH Network Corp., Class A (A) | 65,263 | 2,923,130 |
Fox Corp., Class A | 77,571 | 2,902,707 |
Fox Corp., Class B | 35,320 | 1,284,942 |
Liberty Broadband Corp., Series A (A) | 4,999 | 788,192 |
Liberty Broadband Corp., Series C (A) | 40,464 | 6,584,302 |
Liberty Media Corp.-Liberty SiriusXM, Series A (A) | 24,543 | 1,109,098 |
Liberty Media Corp.-Liberty SiriusXM, Series C (A) | 36,222 | 1,638,321 |
News Corp., Class A | 150,033 | 3,930,114 |
News Corp., Class B | 44,797 | 1,089,015 |
Nexstar Media Group, Inc., Class A | 21,123 | 3,113,741 |
Omnicom Group, Inc. | 49,611 | 4,081,001 |
Sirius XM Holdings, Inc. (B) | 105,401 | 642,946 |
The Interpublic Group of Companies, Inc. | 156,736 | 4,976,368 |
The New York Times Company, Class A | 40,870 | 1,855,907 |
Consumer discretionary – 13.9% | 300,486,665 | |
Auto components – 0.8% | ||
Autoliv, Inc. (A) | 37,366 | 3,761,262 |
BorgWarner, Inc. | 91,053 | 4,423,355 |
Fox Factory Holding Corp. (A) | 8,294 | 1,270,890 |
Gentex Corp. | 100,310 | 3,528,906 |
Lear Corp. | 27,077 | 4,977,836 |
Automobiles – 0.3% | ||
Harley-Davidson, Inc. | 71,614 | 3,463,969 |
Thor Industries, Inc. | 22,721 | 3,217,066 |
Distributors – 0.7% | ||
Genuine Parts Company | 38,198 | 4,773,604 |
LKQ Corp. (A) | 119,407 | 5,577,501 |
Pool Corp. | 12,242 | 5,172,490 |
Diversified consumer services – 0.6% | ||
Bright Horizons Family Solutions, Inc. (A) | 16,981 | 2,459,358 |
Chegg, Inc. (A) | 27,617 | 2,494,644 |
Service Corp. International | 87,607 | 4,681,718 |
Terminix Global Holdings, Inc. (A) | 49,716 | 2,530,047 |
Hotels, restaurants and leisure – 2.5% | ||
Aramark | 95,825 | 3,724,718 |
Boyd Gaming Corp. (A) | 16,887 | 1,117,075 |
Caesars Entertainment, Inc. (A) | 35,407 | 3,464,221 |
Choice Hotels International, Inc. (A) | 9,031 | 1,027,728 |
Churchill Downs, Inc. | 8,308 | 1,757,142 |
Darden Restaurants, Inc. | 33,443 | 4,906,757 |
Domino's Pizza, Inc. | 8,869 | 3,745,733 |
DraftKings, Inc., Class A (A)(B) | 30,200 | 1,711,132 |
Expedia Group, Inc. (A) | 22,333 | 3,935,745 |
Hyatt Hotels Corp., Class A (A) | 13,839 | 1,139,365 |
Shares or Principal Amount | Value | |
Consumer discretionary (continued) | ||
Hotels, restaurants and leisure (continued) | ||
Marriott Vacations Worldwide Corp. (A) | 13,751 | $2,442,590 |
MGM Resorts International | 101,101 | 4,116,833 |
Norwegian Cruise Line Holdings, Ltd. (A) | 85,920 | 2,667,816 |
Penn National Gaming, Inc. (A) | 25,898 | 2,308,030 |
Planet Fitness, Inc., Class A (A) | 20,699 | 1,738,509 |
Royal Caribbean Cruises, Ltd. (A) | 26,797 | 2,329,999 |
Texas Roadhouse, Inc. (A) | 21,100 | 2,258,122 |
Vail Resorts, Inc. (A) | 14,986 | 4,872,848 |
Wyndham Hotels & Resorts, Inc. | 30,609 | 2,237,824 |
Wynn Resorts, Ltd. (A) | 20,828 | 2,674,315 |
Household durables – 2.7% | ||
D.R. Horton, Inc. | 83,364 | 8,193,848 |
Garmin, Ltd. | 34,798 | 4,775,678 |
Helen of Troy, Ltd. (A) | 7,260 | 1,533,385 |
Leggett & Platt, Inc. | 52,512 | 2,608,271 |
Lennar Corp., A Shares | 62,069 | 6,430,348 |
Lennar Corp., B Shares | 3,933 | 316,882 |
Mohawk Industries, Inc. (A) | 18,195 | 3,739,073 |
Newell Brands, Inc. | 133,737 | 3,605,550 |
NVR, Inc. (A) | 1,080 | 5,419,548 |
PulteGroup, Inc. | 106,510 | 6,296,871 |
Tempur Sealy International, Inc. | 60,240 | 2,297,554 |
Toll Brothers, Inc. | 50,267 | 3,151,741 |
TopBuild Corp. (A) | 10,481 | 2,330,765 |
Whirlpool Corp. | 34,502 | 8,157,998 |
Internet and direct marketing retail – 0.4% | ||
Etsy, Inc. (A) | 26,068 | 5,182,058 |
GrubHub, Inc. (A) | 29,486 | 2,006,227 |
Stitch Fix, Inc., Class A (A) | 7,427 | 321,738 |
Wayfair, Inc., Class A (A) | 6,252 | 1,847,904 |
Leisure products – 0.8% | ||
Brunswick Corp. | 38,446 | 4,118,720 |
Hasbro, Inc. | 44,478 | 4,423,337 |
Mattel, Inc. (A) | 78,165 | 1,677,421 |
Peloton Interactive, Inc., Class A (A) | 17,753 | 1,746,008 |
Polaris, Inc. | 22,964 | 3,215,649 |
YETI Holdings, Inc. (A) | 23,384 | 1,997,461 |
Multiline retail – 0.5% | ||
Dollar Tree, Inc. (A) | 61,981 | 7,121,617 |
Kohl's Corp. | 42,051 | 2,466,712 |
Ollie's Bargain Outlet Holdings, Inc. (A) | 12,010 | 1,108,163 |
Specialty retail – 3.4% | ||
Advance Auto Parts, Inc. | 29,379 | 5,880,501 |
AutoNation, Inc. (A) | 34,338 | 3,518,958 |
AutoZone, Inc. (A) | 2,927 | 4,285,479 |
Best Buy Company, Inc. | 68,274 | 7,938,218 |
Burlington Stores, Inc. (A) | 10,690 | 3,488,468 |
CarMax, Inc. (A) | 49,042 | 6,534,356 |
Dick's Sporting Goods, Inc. | 29,976 | 2,475,418 |
SEE NOTES TO FINANCIAL STATEMENTS | ANNUAL REPORT | JOHN HANCOCK MULTIFACTOR ETFS | 65 |
Shares or Principal Amount | Value | |
Consumer discretionary (continued) | ||
Specialty retail (continued) | ||
Five Below, Inc. (A) | 16,952 | $3,411,929 |
Floor & Decor Holdings, Inc., Class A (A) | 31,903 | 3,538,681 |
GameStop Corp., Class A (A) | 6,299 | 1,093,443 |
L Brands, Inc. (A) | 51,110 | 3,368,149 |
Lithia Motors, Inc., Class A | 10,358 | 3,981,408 |
RH (A) | 4,791 | 3,296,304 |
The Gap, Inc. | 88,990 | 2,945,569 |
Tractor Supply Company | 34,257 | 6,460,870 |
Ulta Beauty, Inc. (A) | 13,704 | 4,513,412 |
Williams-Sonoma, Inc. | 35,044 | 5,983,763 |
Textiles, apparel and luxury goods – 1.2% | ||
Capri Holdings, Ltd. (A) | 46,547 | 2,563,809 |
Columbia Sportswear Company | 12,598 | 1,373,308 |
Deckers Outdoor Corp. (A) | 10,998 | 3,719,524 |
Hanesbrands, Inc. | 151,932 | 3,199,688 |
Levi Strauss & Company, Class A | 19,786 | 571,024 |
PVH Corp. (A) | 24,988 | 2,828,142 |
Ralph Lauren Corp. (A) | 15,992 | 2,131,574 |
Skechers U.S.A., Inc., Class A (A) | 51,228 | 2,484,046 |
Tapestry, Inc. (A) | 82,085 | 3,927,767 |
Under Armour, Inc., Class A (A) | 53,162 | 1,292,368 |
Under Armour, Inc., Class C (A) | 54,285 | 1,080,814 |
Consumer staples – 3.3% | 71,785,001 | |
Beverages – 0.2% | ||
Molson Coors Beverage Company, Class B (A) | 34,919 | 1,918,799 |
The Boston Beer Company, Inc., Class A (A) | 2,362 | 2,873,349 |
Food and staples retailing – 0.7% | ||
Albertsons Companies, Inc., Class A (B) | 33,661 | 625,085 |
BJ's Wholesale Club Holdings, Inc. (A) | 30,517 | 1,363,194 |
Casey's General Stores, Inc. | 14,406 | 3,200,869 |
Performance Food Group Company (A) | 42,577 | 2,499,270 |
The Kroger Company | 110,544 | 4,039,278 |
U.S. Foods Holding Corp. (A) | 83,273 | 3,452,499 |
Food products – 1.9% | ||
Beyond Meat, Inc. (A)(B) | 7,937 | 1,045,144 |
Bunge, Ltd. | 55,608 | 4,694,427 |
Campbell Soup Company | 42,508 | 2,029,757 |
Conagra Brands, Inc. | 106,131 | 3,936,399 |
Darling Ingredients, Inc. (A) | 59,776 | 4,151,443 |
Freshpet, Inc. (A) | 6,897 | 1,274,704 |
Hormel Foods Corp. | 35,289 | 1,630,352 |
Ingredion, Inc. | 28,114 | 2,626,129 |
Lamb Weston Holdings, Inc. | 45,726 | 3,680,943 |
McCormick & Company, Inc. | 47,430 | 4,285,775 |
Pilgrim's Pride Corp. (A) | 20,256 | 485,334 |
Post Holdings, Inc. (A) | 26,750 | 3,043,615 |
The J.M. Smucker Company | 25,624 | 3,356,488 |
Tyson Foods, Inc., Class A | 47,223 | 3,657,421 |
Shares or Principal Amount | Value | |
Consumer staples (continued) | ||
Household products – 0.4% | ||
Church & Dwight Company, Inc. | 50,448 | $4,325,412 |
Reynolds Consumer Products, Inc. | 13,910 | 407,841 |
The Clorox Company | 26,700 | 4,872,750 |
Personal products – 0.1% | ||
Coty, Inc., Class A (A) | 65,033 | 650,980 |
Herbalife Nutrition, Ltd. (A) | 36,219 | 1,657,744 |
Energy – 2.4% | 50,805,058 | |
Energy equipment and services – 0.3% | ||
Baker Hughes Company | 104,702 | 2,102,416 |
Halliburton Company | 140,907 | 2,756,141 |
NOV, Inc. (A) | 106,462 | 1,591,607 |
Oil, gas and consumable fuels – 2.1% | ||
APA Corp. | 88,974 | 1,779,480 |
Cabot Oil & Gas Corp. | 103,560 | 1,726,345 |
Cheniere Energy, Inc. (A) | 41,489 | 3,216,227 |
Cimarex Energy Company | 15,058 | 996,840 |
Continental Resources, Inc. | 23,528 | 640,903 |
Devon Energy Corp. | 78,864 | 1,843,840 |
Diamondback Energy, Inc. | 48,956 | 4,001,174 |
Hess Corp. | 51,584 | 3,843,524 |
HollyFrontier Corp. | 62,808 | 2,198,280 |
Marathon Oil Corp. | 273,450 | 3,079,047 |
New Fortress Energy, Inc. | 10,349 | 440,039 |
Occidental Petroleum Corp. | 192,690 | 4,886,618 |
ONEOK, Inc. | 83,523 | 4,371,594 |
Ovintiv, Inc. | 96,219 | 2,302,521 |
Pioneer Natural Resources Company | 26,620 | 4,094,955 |
Targa Resources Corp. | 69,849 | 2,423,062 |
Texas Pacific Land Corp. | 1,630 | 2,510,445 |
Financials – 13.5% | 290,827,256 | |
Banks – 4.2% | ||
BOK Financial Corp. | 9,864 | 867,440 |
Citizens Financial Group, Inc. | 123,646 | 5,722,337 |
Comerica, Inc. | 44,915 | 3,375,811 |
Commerce Bancshares, Inc. | 40,937 | 3,185,308 |
Cullen/Frost Bankers, Inc. | 19,725 | 2,368,184 |
East West Bancorp, Inc. | 57,920 | 4,410,608 |
Fifth Third Bancorp | 203,715 | 8,258,606 |
First Citizens BancShares, Inc., Class A | 1,415 | 1,227,456 |
First Financial Bankshares, Inc. | 39,268 | 1,927,273 |
First Horizon Corp. | 185,980 | 3,401,574 |
First Republic Bank | 36,619 | 6,710,066 |
Huntington Bancshares, Inc. | 281,370 | 4,310,588 |
KeyCorp | 258,632 | 5,627,832 |
M&T Bank Corp. | 26,290 | 4,145,670 |
People's United Financial, Inc. | 154,790 | 2,806,343 |
Pinnacle Financial Partners, Inc. | 12,915 | 1,131,871 |
Prosperity Bancshares, Inc. | 31,706 | 2,325,952 |
66 | JOHN HANCOCK MULTIFACTOR ETFS | ANNUAL REPORT | SEE NOTES TO FINANCIAL STATEMENTS |
Shares or Principal Amount | Value | |
Financials (continued) | ||
Banks (continued) | ||
Regions Financial Corp. | 278,792 | $6,077,666 |
Signature Bank | 20,448 | 5,142,876 |
SVB Financial Group (A) | 13,308 | 7,609,914 |
Synovus Financial Corp. | 34,453 | 1,614,468 |
TCF Financial Corp. | 56,398 | 2,567,237 |
Western Alliance Bancorp | 19,575 | 2,056,745 |
Zions Bancorp NA | 69,631 | 3,885,410 |
Capital markets – 3.4% | ||
Affiliated Managers Group, Inc. | 9,952 | 1,603,964 |
Ameriprise Financial, Inc. | 31,200 | 8,062,080 |
Apollo Global Management, Inc. | 23,423 | 1,296,932 |
Ares Management Corp., Class A | 24,756 | 1,300,185 |
Cboe Global Markets, Inc. | 32,515 | 3,393,591 |
FactSet Research Systems, Inc. | 10,950 | 3,681,609 |
Franklin Resources, Inc. | 87,334 | 2,620,020 |
Interactive Brokers Group, Inc., Class A | 17,706 | 1,266,333 |
Invesco, Ltd. | 129,339 | 3,492,153 |
LPL Financial Holdings, Inc. | 25,558 | 4,004,939 |
MarketAxess Holdings, Inc. | 10,457 | 5,107,826 |
Morningstar, Inc. | 7,158 | 1,896,942 |
MSCI, Inc. | 16,586 | 8,056,981 |
Nasdaq, Inc. | 30,891 | 4,990,132 |
Northern Trust Corp. | 46,884 | 5,335,399 |
Raymond James Financial, Inc. | 34,618 | 4,527,342 |
SEI Investments Company | 48,260 | 2,965,094 |
State Street Corp. | 56,698 | 4,759,797 |
Stifel Financial Corp. | 28,313 | 1,958,976 |
T. Rowe Price Group, Inc. | 15,614 | 2,798,029 |
Tradeweb Markets, Inc., Class A | 10,468 | 850,839 |
Consumer finance – 0.9% | ||
Ally Financial, Inc. | 163,691 | 8,421,902 |
Credit Acceptance Corp. (A)(B) | 3,742 | 1,477,304 |
OneMain Holdings, Inc. | 35,708 | 2,030,714 |
Santander Consumer USA Holdings, Inc. | 40,787 | 1,384,311 |
Synchrony Financial | 132,593 | 5,799,618 |
Diversified financial services – 0.6% | ||
Equitable Holdings, Inc. | 132,122 | 4,522,536 |
Jefferies Financial Group, Inc. | 88,939 | 2,891,407 |
Voya Financial, Inc. | 60,098 | 4,075,846 |
Insurance – 4.3% | ||
Alleghany Corp. (A) | 4,220 | 2,865,253 |
American Financial Group, Inc. | 27,285 | 3,352,235 |
Arch Capital Group, Ltd. (A) | 82,338 | 3,269,642 |
Arthur J. Gallagher & Company | 45,154 | 6,545,072 |
Assurant, Inc. | 22,494 | 3,500,066 |
Athene Holding, Ltd., Class A (A) | 64,046 | 3,821,625 |
Brown & Brown, Inc. | 72,627 | 3,862,304 |
Cincinnati Financial Corp. | 35,457 | 3,995,295 |
CNA Financial Corp. | 8,302 | 389,613 |
Shares or Principal Amount | Value | |
Financials (continued) | ||
Insurance (continued) | ||
Erie Indemnity Company, Class A | 7,910 | $1,692,898 |
Everest Re Group, Ltd. | 12,219 | 3,384,052 |
Fidelity National Financial, Inc. | 100,461 | 4,583,031 |
First American Financial Corp. | 48,288 | 3,114,576 |
Globe Life, Inc. | 37,909 | 3,885,293 |
Lemonade, Inc. (A)(B) | 5,418 | 489,787 |
Lincoln National Corp. | 57,615 | 3,694,850 |
Loews Corp. | 69,113 | 3,853,050 |
Markel Corp. (A) | 2,960 | 3,482,203 |
Old Republic International Corp. | 107,565 | 2,648,250 |
Primerica, Inc. | 15,167 | 2,423,232 |
Principal Financial Group, Inc. | 73,279 | 4,680,330 |
Reinsurance Group of America, Inc. | 28,688 | 3,744,645 |
RenaissanceRe Holdings, Ltd. | 15,767 | 2,661,627 |
The Hartford Financial Services Group, Inc. | 110,273 | 7,273,607 |
W.R. Berkley Corp. | 43,616 | 3,477,068 |
Willis Towers Watson PLC | 24,900 | 6,445,614 |
Thrifts and mortgage finance – 0.1% | ||
New York Community Bancorp, Inc. | 172,278 | 2,060,445 |
TFS Financial Corp. | 15,417 | 301,557 |
Health care – 13.4% | 290,299,895 | |
Biotechnology – 2.2% | ||
ACADIA Pharmaceuticals, Inc. (A) | 24,466 | 503,021 |
Acceleron Pharma, Inc. (A) | 13,679 | 1,709,465 |
Allakos, Inc. (A) | 6,698 | 730,886 |
Alnylam Pharmaceuticals, Inc. (A) | 21,978 | 3,090,986 |
Arrowhead Pharmaceuticals, Inc. (A) | 17,580 | 1,279,121 |
BioMarin Pharmaceutical, Inc. (A) | 34,668 | 2,701,331 |
Blueprint Medicines Corp. (A) | 9,378 | 903,289 |
Bridgebio Pharma, Inc. (A) | 12,547 | 701,628 |
CRISPR Therapeutics AG (A) | 14,766 | 1,938,333 |
Denali Therapeutics, Inc. (A) | 13,560 | 819,566 |
Exact Sciences Corp. (A) | 28,411 | 3,745,138 |
Exelixis, Inc. (A) | 135,370 | 3,332,809 |
Fate Therapeutics, Inc. (A) | 9,774 | 854,150 |
Halozyme Therapeutics, Inc. (A) | 26,775 | 1,337,411 |
Incyte Corp. (A) | 25,255 | 2,156,272 |
Invitae Corp. (A)(B) | 29,405 | 1,026,235 |
Ionis Pharmaceuticals, Inc. (A) | 40,589 | 1,738,021 |
Iovance Biotherapeutics, Inc. (A) | 26,275 | 826,086 |
Kodiak Sciences, Inc. (A) | 3,709 | 448,196 |
Mirati Therapeutics, Inc. (A) | 7,362 | 1,223,712 |
Natera, Inc. (A) | 12,746 | 1,402,315 |
Neurocrine Biosciences, Inc. (A) | 28,574 | 2,699,957 |
Novavax, Inc. (A) | 7,631 | 1,808,013 |
Sarepta Therapeutics, Inc. (A) | 11,285 | 799,429 |
Seagen, Inc. (A) | 15,911 | 2,287,365 |
TG Therapeutics, Inc. (A) | 14,992 | 670,292 |
Twist Bioscience Corp. (A) | 6,129 | 822,451 |
SEE NOTES TO FINANCIAL STATEMENTS | ANNUAL REPORT | JOHN HANCOCK MULTIFACTOR ETFS | 67 |
Shares or Principal Amount | Value | |
Health care (continued) | ||
Biotechnology (continued) | ||
Ultragenyx Pharmaceutical, Inc. (A) | 13,744 | $1,534,380 |
United Therapeutics Corp. (A) | 18,688 | 3,766,753 |
Vir Biotechnology, Inc. (A) | 12,249 | 584,767 |
Health care equipment and supplies – 3.2% | ||
ABIOMED, Inc. (A) | 9,184 | 2,945,584 |
Dentsply Sirona, Inc. | 82,344 | 5,559,043 |
Envista Holdings Corp. (A) | 42,977 | 1,860,045 |
Globus Medical, Inc., Class A (A) | 30,396 | 2,181,521 |
Haemonetics Corp. (A) | 18,853 | 1,268,053 |
Hill-Rom Holdings, Inc. | 35,827 | 3,948,852 |
Hologic, Inc. (A) | 85,975 | 5,635,661 |
Insulet Corp. (A) | 11,114 | 3,281,075 |
Integra LifeSciences Holdings Corp. (A) | 23,404 | 1,733,768 |
Masimo Corp. (A) | 16,504 | 3,839,986 |
Nevro Corp. (A) | 4,989 | 862,149 |
Novocure, Ltd. (A) | 16,476 | 3,362,752 |
Penumbra, Inc. (A) | 8,286 | 2,535,433 |
Quidel Corp. (A) | 15,422 | 1,616,071 |
ResMed, Inc. | 34,607 | 6,505,078 |
STERIS PLC | 26,082 | 5,503,824 |
Tandem Diabetes Care, Inc. (A) | 12,080 | 1,110,152 |
Teleflex, Inc. | 12,005 | 5,071,872 |
The Cooper Companies, Inc. | 13,469 | 5,534,277 |
West Pharmaceutical Services, Inc. | 18,375 | 6,036,555 |
Health care providers and services – 3.0% | ||
1Life Healthcare, Inc. (A) | 16,067 | 699,075 |
Amedisys, Inc. (A) | 10,916 | 2,945,683 |
AmerisourceBergen Corp. | 33,576 | 4,055,981 |
Cardinal Health, Inc. | 84,613 | 5,105,548 |
Chemed Corp. | 5,896 | 2,810,093 |
DaVita, Inc. (A) | 41,045 | 4,782,974 |
Encompass Health Corp. | 50,095 | 4,251,062 |
Guardant Health, Inc. (A) | 13,304 | 2,115,070 |
HealthEquity, Inc. (A) | 29,540 | 2,244,154 |
Henry Schein, Inc. (A) | 63,526 | 4,605,635 |
Laboratory Corp. of America Holdings (A) | 30,710 | 8,164,868 |
LHC Group, Inc. (A) | 8,408 | 1,751,134 |
Molina Healthcare, Inc. (A) | 29,718 | 7,581,062 |
Oak Street Health, Inc. (A)(B) | 3,428 | 211,268 |
Quest Diagnostics, Inc. | 47,438 | 6,256,123 |
R1 RCM, Inc. (A) | 56,758 | 1,548,358 |
Universal Health Services, Inc., Class B | 37,686 | 5,592,979 |
Health care technology – 0.6% | ||
Cerner Corp. | 85,743 | 6,435,012 |
Change Healthcare, Inc. (A) | 90,700 | 2,081,565 |
Inspire Medical Systems, Inc. (A) | 3,307 | 783,164 |
Schrodinger, Inc. (A) | 8,643 | 658,942 |
Teladoc Health, Inc. (A)(B) | 15,561 | 2,681,938 |
Shares or Principal Amount | Value | |
Health care (continued) | ||
Life sciences tools and services – 3.2% | ||
10X Genomics, Inc., Class A (A) | 7,667 | $1,516,533 |
Adaptive Biotechnologies Corp. (A) | 21,629 | 899,766 |
Agilent Technologies, Inc. | 52,890 | 7,068,220 |
Avantor, Inc. (A) | 106,410 | 3,409,376 |
Bio-Rad Laboratories, Inc., Class A (A) | 6,824 | 4,300,007 |
Bio-Techne Corp. | 11,095 | 4,743,002 |
Bruker Corp. | 44,260 | 3,032,695 |
Charles River Laboratories International, Inc. (A) | 17,834 | 5,928,913 |
IQVIA Holdings, Inc. (A) | 24,172 | 5,672,927 |
Medpace Holdings, Inc. (A) | 10,327 | 1,752,285 |
Mettler-Toledo International, Inc. (A) | 6,253 | 8,212,190 |
NeoGenomics, Inc. (A) | 30,304 | 1,484,593 |
Pacific Biosciences of California, Inc. (A) | 23,104 | 689,654 |
PerkinElmer, Inc. | 38,109 | 4,940,070 |
PPD, Inc. (A) | 22,860 | 1,056,132 |
PRA Health Sciences, Inc. (A) | 28,870 | 4,818,114 |
Repligen Corp. (A) | 14,014 | 2,966,904 |
Sotera Health Company (A) | 9,440 | 243,174 |
Syneos Health, Inc. (A) | 35,869 | 3,043,485 |
Waters Corp. (A) | 13,985 | 4,193,682 |
Pharmaceuticals – 1.2% | ||
Atea Pharmaceuticals, Inc. (A) | 1,651 | 40,796 |
Catalent, Inc. (A) | 57,026 | 6,413,714 |
Elanco Animal Health, Inc. (A) | 104,693 | 3,319,815 |
Horizon Therapeutics PLC (A) | 67,603 | 6,396,596 |
Jazz Pharmaceuticals PLC (A) | 27,165 | 4,465,926 |
Perrigo Company PLC | 47,806 | 1,990,164 |
Viatris, Inc. (A) | 188,447 | 2,506,345 |
Industrials – 15.6% | 337,721,175 | |
Aerospace and defense – 1.1% | ||
Axon Enterprise, Inc. (A) | 11,252 | 1,705,916 |
BWX Technologies, Inc. | 30,686 | 2,053,507 |
HEICO Corp. | 8,131 | 1,144,845 |
HEICO Corp., Class A | 13,262 | 1,674,725 |
Howmet Aerospace, Inc. (A) | 116,719 | 3,730,339 |
Huntington Ingalls Industries, Inc. | 15,326 | 3,254,016 |
Teledyne Technologies, Inc. (A) | 10,226 | 4,578,692 |
Textron, Inc. | 81,308 | 5,223,226 |
Virgin Galactic Holdings, Inc. (A)(B) | 22,071 | 488,873 |
Air freight and logistics – 0.7% | ||
C.H. Robinson Worldwide, Inc. | 44,685 | 4,338,020 |
Expeditors International of Washington, Inc. | 48,753 | 5,356,005 |
XPO Logistics, Inc. (A) | 40,964 | 5,698,912 |
Airlines – 0.2% | ||
Alaska Air Group, Inc. (A) | 14,998 | 1,036,962 |
American Airlines Group, Inc. (A) | 37,682 | 818,453 |
JetBlue Airways Corp. (A) | 17,801 | 362,428 |
United Airlines Holdings, Inc. (A) | 22,747 | 1,237,437 |
68 | JOHN HANCOCK MULTIFACTOR ETFS | ANNUAL REPORT | SEE NOTES TO FINANCIAL STATEMENTS |
Shares or Principal Amount | Value | |
Industrials (continued) | ||
Building products – 1.6% | ||
A.O. Smith Corp. | 46,986 | $3,183,302 |
Advanced Drainage Systems, Inc. | 10,654 | 1,189,626 |
Allegion PLC | 33,191 | 4,460,207 |
Builders FirstSource, Inc. (A) | 45,743 | 2,226,312 |
Fortune Brands Home & Security, Inc. | 60,719 | 6,374,281 |
Lennox International, Inc. | 9,339 | 3,131,740 |
Masco Corp. | 74,064 | 4,731,208 |
Owens Corning | 45,987 | 4,452,001 |
The AZEK Company, Inc. (A) | 11,800 | 569,704 |
Trex Company, Inc. (A) | 33,027 | 3,566,586 |
Commercial services and supplies – 1.1% | ||
ADT, Inc. | 72,003 | 662,428 |
Copart, Inc. (A) | 51,852 | 6,456,093 |
IAA, Inc. (A) | 41,301 | 2,594,116 |
MSA Safety, Inc. | 10,374 | 1,667,724 |
Republic Services, Inc. | 61,752 | 6,564,238 |
Rollins, Inc. | 55,539 | 2,070,494 |
Stericycle, Inc. (A) | 28,320 | 2,160,250 |
Tetra Tech, Inc. | 14,395 | 1,837,234 |
Construction and engineering – 0.7% | ||
AECOM (A) | 50,407 | 3,348,537 |
EMCOR Group, Inc. | 20,760 | 2,487,048 |
MasTec, Inc. (A) | 16,017 | 1,671,534 |
Quanta Services, Inc. | 65,229 | 6,303,731 |
WillScot Mobile Mini Holdings Corp. (A) | 40,302 | 1,179,640 |
Electrical equipment – 1.5% | ||
AMETEK, Inc. | 57,540 | 7,763,872 |
Generac Holdings, Inc. (A) | 14,843 | 4,808,390 |
Hubbell, Inc. | 25,515 | 4,899,135 |
Plug Power, Inc. (A) | 58,996 | 1,681,976 |
Rockwell Automation, Inc. | 29,405 | 7,770,565 |
Sensata Technologies Holding PLC (A) | 80,651 | 4,656,789 |
Sunrun, Inc. (A) | 43,178 | 2,115,722 |
Industrial conglomerates – 0.2% | ||
Carlisle Companies, Inc. | 23,375 | 4,479,819 |
Machinery – 4.2% | ||
AGCO Corp. | 29,725 | 4,337,472 |
Donaldson Company, Inc. | 52,551 | 3,304,407 |
Dover Corp. | 44,279 | 6,605,984 |
Fortive Corp. | 39,202 | 2,776,286 |
Graco, Inc. | 54,423 | 4,179,686 |
IDEX Corp. | 17,543 | 3,933,141 |
Ingersoll Rand, Inc. (A) | 71,532 | 3,534,396 |
ITT, Inc. | 32,787 | 3,092,142 |
Lincoln Electric Holdings, Inc. | 22,214 | 2,844,503 |
Nikola Corp. (A)(B) | 32,286 | 373,549 |
Nordson Corp. | 18,244 | 3,856,964 |
Oshkosh Corp. | 30,236 | 3,762,265 |
Parker-Hannifin Corp. | 32,345 | 10,150,184 |
Shares or Principal Amount | Value | |
Industrials (continued) | ||
Machinery (continued) | ||
Pentair PLC | 57,883 | $3,734,032 |
Snap-on, Inc. | 22,005 | 5,228,388 |
Stanley Black & Decker, Inc. | 36,391 | 7,524,567 |
The Middleby Corp. (A) | 21,768 | 3,946,974 |
The Timken Company | 21,401 | 1,794,902 |
The Toro Company | 36,026 | 4,128,580 |
Wabtec Corp. | 50,292 | 4,127,464 |
Woodward, Inc. | 20,099 | 2,512,576 |
Xylem, Inc. | 39,134 | 4,330,177 |
Professional services – 1.9% | ||
Booz Allen Hamilton Holding Corp. | 39,435 | 3,271,133 |
CACI International, Inc., Class A (A) | 8,287 | 2,112,025 |
CoreLogic, Inc. | 26,747 | 2,131,736 |
Dun & Bradstreet Holdings, Inc. (A) | 40,412 | 960,189 |
Equifax, Inc. | 22,666 | 5,195,727 |
Jacobs Engineering Group, Inc. | 34,824 | 4,652,835 |
Leidos Holdings, Inc. | 38,915 | 3,941,311 |
Nielsen Holdings PLC | 154,900 | 3,973,185 |
Robert Half International, Inc. | 48,540 | 4,252,589 |
TransUnion | 36,746 | 3,843,264 |
TriNet Group, Inc. (A) | 14,132 | 1,112,330 |
Upwork, Inc. (A) | 12,057 | 555,345 |
Verisk Analytics, Inc. | 30,620 | 5,762,684 |
Road and rail – 1.2% | ||
AMERCO | 3,888 | 2,319,697 |
J.B. Hunt Transport Services, Inc. | 24,334 | 4,154,057 |
Kansas City Southern | 25,506 | 7,453,108 |
Knight-Swift Transportation Holdings, Inc. | 46,134 | 2,173,834 |
Landstar System, Inc. | 13,506 | 2,326,814 |
Lyft, Inc., Class A (A) | 23,510 | 1,308,567 |
Old Dominion Freight Line, Inc. | 24,645 | 6,353,727 |
Trading companies and distributors – 1.2% | ||
Fastenal Company | 129,888 | 6,790,545 |
SiteOne Landscape Supply, Inc. (A) | 13,053 | 2,341,447 |
United Rentals, Inc. (A) | 26,263 | 8,402,847 |
W.W. Grainger, Inc. | 13,099 | 5,678,940 |
Watsco, Inc. | 9,588 | 2,807,942 |
Information technology – 18.8% | 406,140,756 | |
Communications equipment – 1.2% | ||
Arista Networks, Inc. (A) | 14,965 | 4,716,519 |
Ciena Corp. (A) | 75,140 | 3,792,316 |
F5 Networks, Inc. (A) | 26,850 | 5,014,506 |
Juniper Networks, Inc. | 130,984 | 3,325,684 |
Lumentum Holdings, Inc. (A) | 31,796 | 2,704,250 |
Motorola Solutions, Inc. | 31,556 | 5,941,995 |
Ubiquiti, Inc. | 1,479 | 422,003 |
Electronic equipment, instruments and components – 3.2% | ||
Arrow Electronics, Inc. (A) | 39,639 | 4,521,621 |
SEE NOTES TO FINANCIAL STATEMENTS | ANNUAL REPORT | JOHN HANCOCK MULTIFACTOR ETFS | 69 |
Shares or Principal Amount | Value | |
Information technology (continued) | ||
Electronic equipment, instruments andcomponents (continued) | ||
CDW Corp. | 39,826 | $7,102,171 |
Cognex Corp. | 45,543 | 3,922,163 |
Coherent, Inc. (A) | 5,734 | 1,490,783 |
Corning, Inc. | 112,843 | 4,988,789 |
Dolby Laboratories, Inc., Class A | 28,355 | 2,877,182 |
Flex, Ltd. (A) | 276,783 | 4,816,024 |
FLIR Systems, Inc. | 57,336 | 3,438,440 |
II-VI, Inc. (A) | 45,361 | 3,045,538 |
IPG Photonics Corp. (A) | 12,693 | 2,755,777 |
Jabil, Inc. | 85,998 | 4,508,015 |
Keysight Technologies, Inc. (A) | 50,628 | 7,308,152 |
Littelfuse, Inc. | 10,215 | 2,709,427 |
National Instruments Corp. | 55,032 | 2,278,875 |
Trimble, Inc. (A) | 74,945 | 6,145,490 |
Zebra Technologies Corp., Class A (A) | 14,559 | 7,101,007 |
IT services – 3.4% | ||
Affirm Holdings, Inc. (A) | 1,892 | 133,386 |
Akamai Technologies, Inc. (A) | 55,614 | 6,045,242 |
Amdocs, Ltd. | 61,556 | 4,723,807 |
Black Knight, Inc. (A) | 36,900 | 2,672,298 |
Broadridge Financial Solutions, Inc. | 32,268 | 5,118,673 |
Concentrix Corp. (A) | 23,695 | 3,681,729 |
DXC Technology Company (A) | 79,346 | 2,611,277 |
EPAM Systems, Inc. (A) | 15,523 | 7,105,653 |
Euronet Worldwide, Inc. (A) | 16,341 | 2,343,790 |
Fastly, Inc., Class A (A) | 21,504 | 1,373,460 |
FleetCor Technologies, Inc. (A) | 17,592 | 5,061,570 |
Gartner, Inc. (A) | 21,803 | 4,270,772 |
Genpact, Ltd. | 72,672 | 3,454,100 |
Globant SA (A) | 4,744 | 1,087,230 |
GoDaddy, Inc., Class A (A) | 40,378 | 3,505,618 |
Jack Henry & Associates, Inc. | 19,328 | 3,147,178 |
MongoDB, Inc. (A) | 6,970 | 2,073,296 |
Okta, Inc. (A) | 11,725 | 3,162,233 |
Shift4 Payments, Inc., Class A (A) | 4,684 | 463,201 |
The Western Union Company | 130,063 | 3,350,423 |
VeriSign, Inc. (A) | 19,370 | 4,237,575 |
WEX, Inc. (A) | 14,707 | 3,018,023 |
Semiconductors and semiconductor equipment – 4.0% | ||
Amkor Technology, Inc. | 27,220 | 550,388 |
Brooks Automation, Inc. | 20,400 | 2,067,132 |
Cree, Inc. (A) | 39,235 | 3,900,744 |
Enphase Energy, Inc. (A) | 27,228 | 3,791,499 |
Entegris, Inc. | 52,481 | 5,908,311 |
First Solar, Inc. (A) | 38,934 | 2,979,619 |
Lattice Semiconductor Corp. (A) | 28,396 | 1,428,603 |
Marvell Technology, Inc. | 203,167 | 9,185,183 |
Maxim Integrated Products, Inc. | 76,210 | 7,163,740 |
Shares or Principal Amount | Value | |
Information technology (continued) | ||
Semiconductors and semiconductor equipment (continued) | ||
MKS Instruments, Inc. | 24,522 | $4,392,135 |
Monolithic Power Systems, Inc. | 11,210 | 4,051,070 |
ON Semiconductor Corp. (A) | 156,852 | 6,117,228 |
Qorvo, Inc. (A) | 43,188 | 8,126,686 |
Silicon Laboratories, Inc. (A) | 14,178 | 1,998,389 |
Skyworks Solutions, Inc. | 49,583 | 8,990,885 |
SolarEdge Technologies, Inc. (A) | 14,285 | 3,764,669 |
SunPower Corp. (A) | 14,639 | 376,076 |
Teradyne, Inc. | 63,947 | 7,998,491 |
Universal Display Corp. | 15,449 | 3,455,787 |
Software – 5.9% | ||
Alteryx, Inc., Class A (A) | 11,649 | 952,306 |
Anaplan, Inc. (A) | 22,116 | 1,319,219 |
ANSYS, Inc. (A) | 22,718 | 8,307,064 |
Appfolio, Inc., Class A (A) | 3,583 | 518,209 |
Appian Corp. (A)(B) | 6,576 | 796,880 |
Aspen Technology, Inc. (A) | 25,792 | 3,374,625 |
Avalara, Inc. (A) | 20,397 | 2,890,459 |
Bill.com Holdings, Inc. (A) | 15,670 | 2,423,052 |
Blackline, Inc. (A) | 11,832 | 1,373,222 |
CDK Global, Inc. | 42,549 | 2,280,201 |
Ceridian HCM Holding, Inc. (A) | 38,709 | 3,657,226 |
Citrix Systems, Inc. | 27,779 | 3,440,429 |
Cloudflare, Inc., Class A (A) | 25,768 | 2,183,580 |
Coupa Software, Inc. (A) | 9,816 | 2,640,897 |
Digital Turbine, Inc. (A) | 18,181 | 1,371,393 |
Dropbox, Inc., Class A (A) | 109,920 | 2,824,944 |
Duck Creek Technologies, Inc. (A) | 5,735 | 238,461 |
Dynatrace, Inc. (A) | 23,020 | 1,197,961 |
Elastic NV (A) | 12,681 | 1,529,582 |
Everbridge, Inc. (A) | 5,143 | 682,528 |
Fair Isaac Corp. (A) | 8,897 | 4,638,985 |
Five9, Inc. (A) | 13,393 | 2,517,482 |
Fortinet, Inc. (A) | 31,475 | 6,428,139 |
Guidewire Software, Inc. (A) | 28,638 | 3,021,595 |
HubSpot, Inc. (A) | 7,921 | 4,170,010 |
Manhattan Associates, Inc. (A) | 19,929 | 2,735,056 |
McAfee Corp., Class A | 3,334 | 80,950 |
Medallia, Inc. (A) | 18,633 | 549,487 |
MicroStrategy, Inc., Class A (A) | 1,603 | 1,053,427 |
NCino, Inc. (A) | 8,955 | 585,567 |
NortonLifeLock, Inc. | 125,071 | 2,702,784 |
Nuance Communications, Inc. (A) | 103,199 | 5,487,091 |
Nutanix, Inc., Class A (A) | 32,341 | 874,501 |
Palo Alto Networks, Inc. (A) | 12,284 | 4,341,043 |
Paycom Software, Inc. (A) | 11,532 | 4,433,016 |
Paylocity Holding Corp. (A) | 12,402 | 2,396,562 |
Pegasystems, Inc. | 8,600 | 1,091,684 |
Proofpoint, Inc. (A) | 13,444 | 2,313,847 |
70 | JOHN HANCOCK MULTIFACTOR ETFS | ANNUAL REPORT | SEE NOTES TO FINANCIAL STATEMENTS |
Shares or Principal Amount | Value | |
Information technology (continued) | ||
Software (continued) | ||
PTC, Inc. (A) | 33,448 | $4,379,681 |
Q2 Holdings, Inc. (A) | 12,311 | 1,280,590 |
Qualtrics International, Inc., Class A (A) | 8,553 | 319,455 |
RingCentral, Inc., Class A (A) | 9,763 | 3,113,909 |
Slack Technologies, Inc., Class A (A) | 56,179 | 2,381,990 |
Smartsheet, Inc., Class A (A) | 24,171 | 1,433,340 |
Splunk, Inc. (A) | 16,060 | 2,030,305 |
SS&C Technologies Holdings, Inc. | 68,918 | 5,115,094 |
The Trade Desk, Inc., Class A (A) | 6,487 | 4,731,034 |
Tyler Technologies, Inc. (A) | 10,634 | 4,517,961 |
Varonis Systems, Inc. (A) | 12,429 | 658,116 |
Zendesk, Inc. (A) | 18,834 | 2,752,589 |
Zscaler, Inc. (A) | 10,174 | 1,909,049 |
Technology hardware, storage and peripherals – 1.1% | ||
Hewlett Packard Enterprise Company | 295,863 | 4,739,725 |
NetApp, Inc. | 71,502 | 5,340,484 |
Pure Storage, Inc., Class A (A) | 61,904 | 1,251,699 |
Seagate Technology PLC | 72,792 | 6,758,009 |
Western Digital Corp. (A) | 87,645 | 6,190,366 |
Materials – 6.2% | 134,902,506 | |
Chemicals – 2.4% | ||
Albemarle Corp. | 24,817 | 4,173,475 |
Axalta Coating Systems, Ltd. (A) | 81,416 | 2,596,356 |
Celanese Corp. | 31,152 | 4,879,961 |
CF Industries Holdings, Inc. | 86,443 | 4,203,723 |
Corteva, Inc. | 101,921 | 4,969,668 |
Eastman Chemical Company | 42,137 | 4,862,188 |
FMC Corp. | 39,770 | 4,702,405 |
Huntsman Corp. | 89,777 | 2,573,907 |
International Flavors & Fragrances, Inc. | 18,520 | 2,632,988 |
LyondellBasell Industries NV, Class A | 48,381 | 5,019,045 |
RPM International, Inc. | 48,467 | 4,596,610 |
The Mosaic Company | 107,716 | 3,789,449 |
The Scotts Miracle-Gro Company | 12,481 | 2,885,108 |
Westlake Chemical Corp. | 13,085 | 1,228,551 |
Construction materials – 0.5% | ||
Martin Marietta Materials, Inc. | 14,367 | 5,073,275 |
Vulcan Materials Company | 30,542 | 5,443,806 |
Containers and packaging – 2.4% | ||
Amcor PLC | 355,258 | 4,174,282 |
AptarGroup, Inc. | 25,434 | 3,835,702 |
Ardagh Group SA | 3,325 | 89,310 |
Avery Dennison Corp. | 24,111 | 5,163,853 |
Ball Corp. | 73,746 | 6,905,575 |
Berry Global Group, Inc. (A) | 64,461 | 4,101,009 |
Crown Holdings, Inc. | 44,784 | 4,917,283 |
International Paper Company | 104,561 | 6,064,538 |
Packaging Corp. of America | 38,725 | 5,717,746 |
Shares or Principal Amount | Value | |
Materials (continued) | ||
Containers and packaging (continued) | ||
Sealed Air Corp. | 57,331 | $2,832,151 |
Sonoco Products Company | 52,178 | 3,415,572 |
Westrock Company | 96,047 | 5,354,620 |
Metals and mining – 0.9% | ||
Cleveland-Cliffs, Inc. (A)(B) | 50,997 | 910,806 |
Nucor Corp. | 77,023 | 6,335,912 |
Reliance Steel & Aluminum Company | 29,140 | 4,671,433 |
Royal Gold, Inc. | 16,784 | 1,877,458 |
Steel Dynamics, Inc. | 90,460 | 4,904,741 |
Real estate – 5.2% | 112,827,988 | |
Equity real estate investment trusts – 4.7% | ||
Alexandria Real Estate Equities, Inc. | 17,644 | 3,195,328 |
American Campus Communities, Inc. | 32,516 | 1,470,048 |
American Homes 4 Rent, Class A | 63,859 | 2,365,337 |
Americold Realty Trust | 45,201 | 1,825,668 |
Apartment Income REIT Corp. | 33,751 | 1,523,858 |
Boston Properties, Inc. | 4,655 | 509,024 |
Brixmor Property Group, Inc. | 48,864 | 1,091,622 |
Camden Property Trust | 22,705 | 2,735,498 |
CoreSite Realty Corp. | 9,601 | 1,166,425 |
CubeSmart | 46,758 | 1,979,734 |
CyrusOne, Inc. | 27,138 | 1,976,461 |
Douglas Emmett, Inc. | 39,372 | 1,320,537 |
Duke Realty Corp. | 76,454 | 3,556,640 |
EastGroup Properties, Inc. | 8,501 | 1,348,769 |
Equity LifeStyle Properties, Inc. | 35,180 | 2,441,492 |
Essex Property Trust, Inc. | 9,496 | 2,758,778 |
Extra Space Storage, Inc. | 24,301 | 3,613,316 |
Federal Realty Investment Trust | 17,986 | 2,029,540 |
First Industrial Realty Trust, Inc. | 27,948 | 1,390,972 |
Gaming and Leisure Properties, Inc. | 51,485 | 2,393,538 |
Healthcare Trust of America, Inc., Class A | 50,983 | 1,497,371 |
Healthpeak Properties, Inc. | 74,213 | 2,548,474 |
Host Hotels & Resorts, Inc. (A) | 147,626 | 2,680,888 |
Invitation Homes, Inc. | 79,161 | 2,775,385 |
Iron Mountain, Inc. | 67,713 | 2,716,646 |
Kilroy Realty Corp. | 26,376 | 1,807,811 |
Kimco Realty Corp. | 99,321 | 2,085,741 |
Lamar Advertising Company, Class A | 24,579 | 2,434,304 |
Life Storage, Inc. | 17,260 | 1,657,996 |
Medical Properties Trust, Inc. | 129,400 | 2,853,270 |
MGM Growth Properties LLC, Class A | 31,045 | 1,118,241 |
Mid-America Apartment Communities, Inc. | 17,718 | 2,787,573 |
National Retail Properties, Inc. | 41,046 | 1,905,355 |
Omega Healthcare Investors, Inc. | 54,307 | 2,063,666 |
Realty Income Corp. | 50,861 | 3,517,038 |
Regency Centers Corp. | 37,650 | 2,396,799 |
Rexford Industrial Realty, Inc. | 26,818 | 1,489,740 |
STORE Capital Corp. | 55,038 | 1,969,810 |
SEE NOTES TO FINANCIAL STATEMENTS | ANNUAL REPORT | JOHN HANCOCK MULTIFACTOR ETFS | 71 |
Shares or Principal Amount | Value | |
Real estate (continued) | ||
Equity real estate investment trusts (continued) | ||
Sun Communities, Inc. | 17,095 | $2,851,959 |
UDR, Inc. | 55,211 | 2,564,551 |
Ventas, Inc. | 36,964 | 2,050,023 |
VEREIT, Inc. | 52,479 | 2,510,595 |
VICI Properties, Inc. | 75,593 | 2,396,298 |
Vornado Realty Trust | 23,695 | 1,084,046 |
Weyerhaeuser Company | 126,345 | 4,898,396 |
WP Carey, Inc. | 24,625 | 1,844,166 |
Real estate management and development – 0.5% | ||
CBRE Group, Inc., Class A (A) | 75,890 | 6,465,828 |
eXp World Holdings, Inc. (A)(B) | 13,702 | 470,801 |
Jones Lang LaSalle, Inc. (A) | 18,766 | 3,526,319 |
Redfin Corp. (A) | 16,478 | 1,166,313 |
Utilities – 4.4% | 94,016,159 | |
Electric utilities – 1.9% | ||
Alliant Energy Corp. | 55,907 | 3,140,296 |
Avangrid, Inc. | 11,163 | 568,197 |
Edison International | 57,105 | 3,394,892 |
Entergy Corp. | 49,172 | 5,374,008 |
Evergy, Inc. | 76,485 | 4,892,745 |
Eversource Energy | 61,390 | 5,293,046 |
FirstEnergy Corp. | 123,123 | 4,668,824 |
NRG Energy, Inc. | 76,382 | 2,736,003 |
OGE Energy Corp. | 79,351 | 2,663,020 |
Pinnacle West Capital Corp. | 39,838 | 3,372,287 |
PPL Corp. | 129,451 | 3,770,908 |
Gas utilities – 0.3% | ||
Atmos Energy Corp. | 27,597 | 2,858,773 |
UGI Corp. | 72,998 | 3,190,743 |
Independent power and renewable electricity producers –0.4% | ||
Brookfield Renewable Corp., Class A | 28,286 | 1,173,303 |
Clearway Energy, Inc., Class A | 5,251 | 139,572 |
Clearway Energy, Inc., Class C | 13,954 | 400,340 |
The AES Corp. | 191,600 | 5,330,312 |
Vistra Corp. | 101,199 | 1,707,227 |
Multi-utilities – 1.4% | ||
Ameren Corp. | 64,082 | 5,436,717 |
CenterPoint Energy, Inc. | 195,508 | 4,787,991 |
CMS Energy Corp. | 71,644 | 4,613,157 |
DTE Energy Company | 40,298 | 5,642,526 |
MDU Resources Group, Inc. | 84,081 | 2,813,350 |
NiSource, Inc. | 101,895 | 2,651,308 |
WEC Energy Group, Inc. | 52,113 | 5,063,820 |
Water utilities – 0.4% | ||
American Water Works Company, Inc. | 38,109 | 5,944,623 |
Essential Utilities, Inc. | 50,672 | 2,388,171 |
Shares or Principal Amount | Value | |
SHORT-TERM INVESTMENTS – 0.2% | $5,087,637 | |
(Cost $5,087,693) | ||
Short-term funds – 0.2% | 5,087,637 | |
John Hancock Collateral Trust, 0.0360% (C)(D) | 352,020 | $3,521,824 |
State Street Institutional U.S. Government Money Market Fund, Premier Class, 0.0259% (C) | 1,565,813 | 1,565,813 |
Total investments (Multifactor Mid Cap ETF) (Cost $1,621,638,356) 100.2% | $2,167,144,747 | |
Other assets and liabilities, net (0.2%) | (3,691,745) | |
Total net assets 100.0% | $2,163,453,002 |
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 4-30-21. |
(C) | The rate shown is the annualized seven-day yield as of 4-30-21. |
(D) | Investment is an affiliate of the fund, the advisor and/or subadvisor. This security represents the investment of cash collateral received for securities lending. |
Shares or Principal Amount | Value | |
COMMON STOCKS – 100.0% | $426,108,578 | |
(Cost $336,561,702) | ||
Communication services – 1.8% | 7,470,169 | |
Diversified telecommunication services – 0.6% | ||
Bandwidth, Inc., Class A (A) | 8,535 | 1,128,327 |
Iridium Communications, Inc. (A) | 32,975 | 1,252,720 |
Entertainment – 0.4% | ||
Madison Square Garden Sports Corp. (A) | 5,687 | 1,051,185 |
World Wrestling Entertainment, Inc., Class A | 13,436 | 740,458 |
Interactive media and services – 0.3% | ||
TripAdvisor, Inc. (A) | 25,437 | 1,198,846 |
Media – 0.5% | ||
Nexstar Media Group, Inc., Class A | 10,919 | 1,609,570 |
TEGNA, Inc. | 24,380 | 489,063 |
Consumer discretionary – 15.8% | 67,489,376 | |
Auto components – 1.0% | ||
Adient PLC (A) | 10,106 | 468,312 |
Dana, Inc. | 16,270 | 411,631 |
Fox Factory Holding Corp. (A) | 12,310 | 1,886,261 |
LCI Industries | 2,957 | 433,201 |
The Goodyear Tire & Rubber Company (A) | 24,797 | 426,756 |
Visteon Corp. (A) | 3,340 | 406,845 |
Automobiles – 0.9% | ||
Harley-Davidson, Inc. | 42,456 | 2,053,597 |
Thor Industries, Inc. | 12,814 | 1,814,334 |
72 | JOHN HANCOCK MULTIFACTOR ETFS | ANNUAL REPORT | SEE NOTES TO FINANCIAL STATEMENTS |
Shares or Principal Amount | Value | |
Consumer discretionary (continued) | ||
Diversified consumer services – 0.9% | ||
frontdoor, Inc. (A) | 22,905 | $1,226,105 |
Grand Canyon Education, Inc. (A) | 13,392 | 1,450,220 |
H&R Block, Inc. | 21,028 | 468,083 |
Terminix Global Holdings, Inc. (A) | 14,668 | 746,455 |
Hotels, restaurants and leisure – 3.5% | ||
Boyd Gaming Corp. (A) | 21,784 | 1,441,012 |
Choice Hotels International, Inc. (A) | 8,281 | 942,378 |
Cracker Barrel Old Country Store, Inc. | 6,153 | 1,030,443 |
International Game Technology PLC (A) | 12,367 | 212,960 |
Marriott Vacations Worldwide Corp. (A) | 9,519 | 1,690,860 |
Planet Fitness, Inc., Class A (A) | 485 | 40,735 |
Red Rock Resorts, Inc., Class A (A) | 7,344 | 269,011 |
Scientific Games Corp. (A) | 9,507 | 556,350 |
SeaWorld Entertainment, Inc. (A) | 5,820 | 318,703 |
Shake Shack, Inc., Class A (A) | 4,484 | 487,635 |
Six Flags Entertainment Corp. (A) | 8,684 | 407,974 |
Texas Roadhouse, Inc. (A) | 17,155 | 1,835,928 |
The Wendy's Company | 58,662 | 1,324,001 |
Travel + Leisure Company | 9,738 | 628,393 |
Wingstop, Inc. | 10,509 | 1,664,731 |
Wyndham Hotels & Resorts, Inc. | 25,708 | 1,879,512 |
Household durables – 2.6% | ||
Helen of Troy, Ltd. (A) | 6,232 | 1,316,261 |
iRobot Corp. (A) | 3,286 | 357,517 |
KB Home | 23,826 | 1,149,128 |
Leggett & Platt, Inc. | 33,113 | 1,644,723 |
MDC Holdings, Inc. | 6,455 | 378,650 |
Sonos, Inc. (A) | 14,142 | 566,104 |
Taylor Morrison Home Corp. (A) | 34,977 | 1,091,632 |
Tempur Sealy International, Inc. | 48,416 | 1,846,586 |
Toll Brothers, Inc. | 13,216 | 828,643 |
TopBuild Corp. (A) | 8,888 | 1,976,513 |
Internet and direct marketing retail – 0.9% | ||
GrubHub, Inc. (A) | 11,454 | 779,330 |
Magnite, Inc. (A) | 15,675 | 627,784 |
Qurate Retail, Inc., Series A | 119,587 | 1,423,085 |
Stamps.com, Inc. (A) | 5,842 | 1,199,772 |
Leisure products – 1.4% | ||
Brunswick Corp. | 19,858 | 2,127,388 |
Mattel, Inc. (A) | 91,283 | 1,958,933 |
YETI Holdings, Inc. (A) | 24,091 | 2,057,853 |
Multiline retail – 0.4% | ||
Macy's, Inc. (A) | 36,252 | 601,058 |
Nordstrom, Inc. (A) | 13,215 | 484,726 |
Ollie's Bargain Outlet Holdings, Inc. (A) | 6,433 | 593,573 |
Specialty retail – 2.4% | ||
American Eagle Outfitters, Inc. | 15,697 | 542,645 |
AutoNation, Inc. (A) | 17,869 | 1,831,215 |
Dick's Sporting Goods, Inc. | 17,067 | 1,409,393 |
Shares or Principal Amount | Value | |
Consumer discretionary (continued) | ||
Specialty retail (continued) | ||
Foot Locker, Inc. | 27,887 | $1,644,775 |
Leslie's, Inc. (A) | 5,761 | 163,728 |
Murphy USA, Inc. | 8,124 | 1,132,486 |
National Vision Holdings, Inc. (A) | 22,419 | 1,130,142 |
Penske Automotive Group, Inc. | 8,969 | 786,492 |
Rent-A-Center, Inc. | 7,437 | 427,999 |
Sleep Number Corp. (A) | 2,955 | 330,635 |
Vroom, Inc. (A) | 15,953 | 738,145 |
Textiles, apparel and luxury goods – 1.8% | ||
Carter's, Inc. | 11,558 | 1,257,395 |
Crocs, Inc. (A) | 7,449 | 745,794 |
Hanesbrands, Inc. | 88,450 | 1,862,757 |
PVH Corp. (A) | 18,224 | 2,062,592 |
Skechers U.S.A., Inc., Class A (A) | 39,008 | 1,891,498 |
Consumer staples – 3.1% | 13,069,294 | |
Beverages – 0.1% | ||
Celsius Holdings, Inc. (A) | 3,624 | 207,655 |
National Beverage Corp. | 6,512 | 316,418 |
Food and staples retailing – 0.9% | ||
BJ's Wholesale Club Holdings, Inc. (A) | 16,500 | 737,055 |
Grocery Outlet Holding Corp. (A) | 25,888 | 1,045,616 |
Performance Food Group Company (A) | 34,351 | 2,016,404 |
Food products – 1.8% | ||
Flowers Foods, Inc. | 42,305 | 1,013,628 |
Freshpet, Inc. (A) | 12,897 | 2,383,624 |
Ingredion, Inc. | 7,589 | 708,888 |
Lancaster Colony Corp. | 5,568 | 1,028,465 |
Pilgrim's Pride Corp. (A) | 4,904 | 117,500 |
Post Holdings, Inc. (A) | 6,517 | 741,504 |
Sanderson Farms, Inc. | 2,218 | 364,928 |
Seaboard Corp. | 75 | 268,349 |
The Hain Celestial Group, Inc. (A) | 22,527 | 923,832 |
Household products – 0.1% | ||
WD-40 Company | 1,516 | 377,090 |
Personal products – 0.2% | ||
Coty, Inc., Class A (A) | 32,571 | 326,036 |
Herbalife Nutrition, Ltd. (A) | 10,756 | 492,302 |
Energy – 1.6% | 6,927,043 | |
Energy equipment and services – 0.3% | ||
ChampionX Corp. (A) | 20,950 | 440,160 |
NOV, Inc. (A) | 39,206 | 586,130 |
TechnipFMC PLC (A) | 43,345 | 320,753 |
Oil, gas and consumable fuels – 1.3% | ||
Antero Midstream Corp. | 93,844 | 810,812 |
Cimarex Energy Company | 10,042 | 664,780 |
EQT Corp. (A) | 80,745 | 1,542,230 |
Equitrans Midstream Corp. | 124,834 | 1,018,645 |
SEE NOTES TO FINANCIAL STATEMENTS | ANNUAL REPORT | JOHN HANCOCK MULTIFACTOR ETFS | 73 |
Shares or Principal Amount | Value | |
Energy (continued) | ||
Oil, gas and consumable fuels (continued) | ||
HollyFrontier Corp. | 16,303 | $570,605 |
Ovintiv, Inc. | 24,970 | 597,532 |
PDC Energy, Inc. (A) | 10,282 | 375,396 |
Financials – 16.3% | 69,230,321 | |
Banks – 6.3% | ||
Bank of Hawaii Corp. | 4,344 | 394,826 |
Bank OZK | 31,192 | 1,278,560 |
BankUnited, Inc. | 9,772 | 455,473 |
BOK Financial Corp. | 8,223 | 723,131 |
CIT Group, Inc. | 10,720 | 571,269 |
Community Bank System, Inc. | 13,979 | 1,085,190 |
Cullen/Frost Bankers, Inc. | 15,160 | 1,820,110 |
First Citizens BancShares, Inc., Class A | 1,278 | 1,108,614 |
First Financial Bankshares, Inc. | 36,222 | 1,777,776 |
First Hawaiian, Inc. | 14,357 | 394,243 |
FNB Corp. | 34,693 | 447,193 |
Glacier Bancorp, Inc. | 24,076 | 1,419,280 |
Home BancShares, Inc. | 16,145 | 449,315 |
Pacific Premier Bancorp, Inc. | 10,324 | 454,566 |
PacWest Bancorp | 12,419 | 539,109 |
Pinnacle Financial Partners, Inc. | 19,388 | 1,699,164 |
Popular, Inc. | 22,371 | 1,654,559 |
Prosperity Bancshares, Inc. | 1,595 | 117,009 |
South State Corp. | 18,744 | 1,580,494 |
Sterling Bancorp | 21,176 | 532,153 |
Synovus Financial Corp. | 35,685 | 1,672,199 |
TCF Financial Corp. | 38,342 | 1,745,328 |
Texas Capital Bancshares, Inc. (A) | 5,239 | 359,553 |
UMB Financial Corp. | 4,764 | 462,251 |
Umpqua Holdings Corp. | 23,849 | 444,545 |
United Bankshares, Inc. | 34,371 | 1,349,749 |
Valley National Bancorp | 101,984 | 1,404,320 |
Webster Financial Corp. | 9,673 | 511,798 |
Wintrust Financial Corp. | 6,025 | 464,528 |
Capital markets – 3.0% | ||
Affiliated Managers Group, Inc. | 11,581 | 1,866,510 |
Artisan Partners Asset Management, Inc., Class A | 19,386 | 987,135 |
Cohen & Steers, Inc. | 6,563 | 446,415 |
Evercore, Inc., Class A | 4,055 | 568,227 |
Hamilton Lane, Inc., Class A | 8,624 | 780,041 |
Houlihan Lokey, Inc. | 14,274 | 945,938 |
Interactive Brokers Group, Inc., Class A | 20,392 | 1,458,436 |
Janus Henderson Group PLC | 42,345 | 1,456,245 |
Lazard, Ltd., Class A | 30,068 | 1,352,759 |
Moelis & Company, Class A | 6,473 | 351,354 |
Stifel Financial Corp. | 26,041 | 1,801,777 |
Virtu Financial, Inc., Class A | 22,789 | 675,238 |
Shares or Principal Amount | Value | |
Financials (continued) | ||
Consumer finance – 1.2% | ||
Credit Acceptance Corp. (A)(B) | 1,006 | $397,159 |
LendingTree, Inc. (A)(B) | 2,616 | 540,178 |
OneMain Holdings, Inc. | 17,978 | 1,022,409 |
PROG Holdings, Inc. (A) | 20,092 | 1,023,486 |
SLM Corp. | 100,011 | 1,966,216 |
Diversified financial services – 0.6% | ||
Cannae Holdings, Inc. (A) | 25,059 | 994,842 |
Jefferies Financial Group, Inc. | 50,278 | 1,634,538 |
Insurance – 3.5% | ||
Axis Capital Holdings, Ltd. | 22,091 | 1,232,678 |
Brighthouse Financial, Inc. (A) | 9,554 | 447,032 |
Enstar Group, Ltd. (A) | 2,941 | 738,720 |
First American Financial Corp. | 12,939 | 834,566 |
Kemper Corp. | 14,799 | 1,155,210 |
Kinsale Capital Group, Inc. | 6,804 | 1,183,964 |
Old Republic International Corp. | 76,188 | 1,875,749 |
Primerica, Inc. | 10,813 | 1,727,593 |
RLI Corp. | 11,276 | 1,256,823 |
Selective Insurance Group, Inc. | 15,589 | 1,186,946 |
The Hanover Insurance Group, Inc. | 9,896 | 1,368,716 |
Unum Group | 47,499 | 1,342,322 |
White Mountains Insurance Group, Ltd. | 355 | 413,728 |
Mortgage real estate investment trusts – 0.3% | ||
Hannon Armstrong Sustainable Infrastructure Capital, Inc. | 24,674 | 1,292,918 |
Thrifts and mortgage finance – 1.4% | ||
Essent Group, Ltd. | 29,388 | 1,545,221 |
MGIC Investment Corp. | 90,743 | 1,382,923 |
New York Community Bancorp, Inc. | 128,362 | 1,535,210 |
Radian Group, Inc. | 49,692 | 1,224,411 |
TFS Financial Corp. | 15,357 | 300,383 |
Health care – 11.4% | 48,666,029 | |
Biotechnology – 4.1% | ||
Allakos, Inc. (A) | 8,785 | 958,619 |
Allogene Therapeutics, Inc. (A) | 21,053 | 650,959 |
Arena Pharmaceuticals, Inc. (A) | 19,473 | 1,336,432 |
Beam Therapeutics, Inc. (A) | 5,038 | 413,116 |
Biohaven Pharmaceutical Holding Company, Ltd. (A) | 16,031 | 1,203,928 |
Blueprint Medicines Corp. (A) | 16,694 | 1,607,966 |
Emergent BioSolutions, Inc. (A) | 5,882 | 358,684 |
Exelixis, Inc. (A) | 34,458 | 848,356 |
Halozyme Therapeutics, Inc. (A) | 41,379 | 2,066,881 |
Iovance Biotherapeutics, Inc. (A) | 44,457 | 1,397,728 |
Kodiak Sciences, Inc. (A) | 3,675 | 444,087 |
PTC Therapeutics, Inc. (A) | 18,016 | 742,439 |
Relay Therapeutics, Inc. (A) | 6,007 | 190,482 |
Sage Therapeutics, Inc. (A) | 6,552 | 516,036 |
TG Therapeutics, Inc. (A) | 14,385 | 643,153 |
74 | JOHN HANCOCK MULTIFACTOR ETFS | ANNUAL REPORT | SEE NOTES TO FINANCIAL STATEMENTS |
Shares or Principal Amount | Value | |
Health care (continued) | ||
Biotechnology (continued) | ||
Turning Point Therapeutics, Inc. (A) | 4,344 | $331,143 |
Twist Bioscience Corp. (A) | 5,529 | 741,937 |
United Therapeutics Corp. (A) | 11,944 | 2,407,433 |
Veracyte, Inc. (A) | 9,620 | 478,595 |
Health care equipment and supplies – 2.9% | ||
CONMED Corp. | 3,404 | 479,794 |
Envista Holdings Corp. (A) | 43,589 | 1,886,532 |
Globus Medical, Inc., Class A (A) | 9,141 | 656,050 |
Haemonetics Corp. (A) | 14,662 | 986,166 |
ICU Medical, Inc. (A) | 6,029 | 1,255,660 |
Inari Medical, Inc. (A) | 3,047 | 348,242 |
Integra LifeSciences Holdings Corp. (A) | 21,583 | 1,598,869 |
LivaNova PLC (A) | 5,266 | 446,925 |
Neogen Corp. (A) | 15,588 | 1,496,604 |
Nevro Corp. (A) | 10,107 | 1,746,591 |
STAAR Surgical Company (A) | 6,617 | 906,595 |
Tandem Diabetes Care, Inc. (A) | 7,955 | 731,065 |
Health care providers and services – 2.1% | ||
1Life Healthcare, Inc. (A) | 11,884 | 517,073 |
Acadia Healthcare Company, Inc. (A) | 10,189 | 620,714 |
AMN Healthcare Services, Inc. (A) | 5,429 | 430,520 |
Covetrus, Inc. (A) | 12,699 | 363,826 |
HealthEquity, Inc. (A) | 21,072 | 1,600,840 |
LHC Group, Inc. (A) | 3,675 | 765,392 |
Option Care Health, Inc. (A) | 7,945 | 151,591 |
Premier, Inc., Class A | 36,261 | 1,281,826 |
Select Medical Holdings Corp. (A) | 11,388 | 429,555 |
Tenet Healthcare Corp. (A) | 26,250 | 1,555,575 |
The Ensign Group, Inc. | 16,114 | 1,383,387 |
Health care technology – 1.0% | ||
American Well Corp. (A) | 8,356 | 128,599 |
Change Healthcare, Inc. (A) | 67,588 | 1,551,145 |
Inovalon Holdings, Inc., Class A (A) | 19,004 | 574,111 |
Inspire Medical Systems, Inc. (A) | 3,366 | 797,136 |
Omnicell, Inc. (A) | 5,016 | 727,420 |
Schrodinger, Inc. (A) | 7,816 | 595,892 |
Life sciences tools and services – 1.0% | ||
Berkeley Lights, Inc. (A) | 4,773 | 234,402 |
Medpace Holdings, Inc. (A) | 8,223 | 1,395,279 |
NeoGenomics, Inc. (A) | 37,589 | 1,841,485 |
Pacific Biosciences of California, Inc. (A) | 22,829 | 681,446 |
Pharmaceuticals – 0.3% | ||
Atea Pharmaceuticals, Inc. (A) | 1,875 | 46,331 |
Nektar Therapeutics (A) | 56,880 | 1,115,417 |
Industrials – 17.7% | 75,482,064 | |
Aerospace and defense – 1.3% | ||
Aerojet Rocketdyne Holdings, Inc. | 20,265 | 946,781 |
BWX Technologies, Inc. | 11,946 | 799,426 |
Shares or Principal Amount | Value | |
Industrials (continued) | ||
Aerospace and defense (continued) | ||
Curtiss-Wright Corp. | 11,487 | $1,469,187 |
Hexcel Corp. (A) | 9,236 | 521,003 |
Mercury Systems, Inc. (A) | 16,364 | 1,231,227 |
Parsons Corp. (A) | 5,907 | 261,857 |
Spirit AeroSystems Holdings, Inc., Class A | 11,007 | 502,910 |
Airlines – 0.3% | ||
Allegiant Travel Company (A) | 481 | 113,386 |
Copa Holdings SA, Class A (A) | 3,714 | 321,261 |
JetBlue Airways Corp. (A) | 24,928 | 507,534 |
Spirit Airlines, Inc. (A) | 2,878 | 103,090 |
Building products – 1.4% | ||
AAON, Inc. | 12,139 | 794,012 |
Armstrong World Industries, Inc. | 13,615 | 1,411,195 |
Resideo Technologies, Inc. (A) | 13,488 | 404,775 |
Simpson Manufacturing Company, Inc. | 12,005 | 1,352,964 |
The AZEK Company, Inc. (A) | 11,480 | 554,254 |
UFP Industries, Inc. | 16,605 | 1,395,484 |
Commercial services and supplies – 1.2% | ||
ADT, Inc. | 16,482 | 151,634 |
Clean Harbors, Inc. (A) | 14,863 | 1,322,212 |
MSA Safety, Inc. | 10,294 | 1,654,863 |
Stericycle, Inc. (A) | 10,353 | 789,727 |
The Brink's Company | 5,407 | 432,127 |
UniFirst Corp. | 4,054 | 908,866 |
Construction and engineering – 1.4% | ||
API Group Corp. (A)(C) | 13,835 | 294,132 |
EMCOR Group, Inc. | 14,510 | 1,738,298 |
MasTec, Inc. (A) | 15,063 | 1,571,975 |
Valmont Industries, Inc. | 2,433 | 600,586 |
WillScot Mobile Mini Holdings Corp. (A) | 53,408 | 1,563,252 |
Electrical equipment – 2.0% | ||
Acuity Brands, Inc. | 10,589 | 1,964,471 |
Array Technologies, Inc. (A) | 10,475 | 294,976 |
Bloom Energy Corp. (A) | 16,867 | 438,036 |
EnerSys | 12,121 | 1,110,041 |
FuelCell Energy, Inc. (A) | 46,822 | 454,642 |
nVent Electric PLC | 45,881 | 1,397,076 |
Regal Beloit Corp. | 11,349 | 1,639,136 |
Shoals Technologies Group, Inc., Class A (A) | 10,327 | 331,187 |
Vicor Corp. (A) | 7,313 | 674,478 |
Machinery – 4.5% | ||
Allison Transmission Holdings, Inc. | 32,010 | 1,327,455 |
Altra Industrial Motion Corp. | 6,974 | 411,536 |
Chart Industries, Inc. (A) | 4,051 | 650,712 |
Colfax Corp. (A) | 25,886 | 1,169,788 |
Crane Company | 13,217 | 1,243,191 |
Flowserve Corp. | 35,833 | 1,420,420 |
Franklin Electric Company, Inc. | 4,320 | 351,086 |
Gates Industrial Corp. PLC (A) | 12,397 | 213,848 |
SEE NOTES TO FINANCIAL STATEMENTS | ANNUAL REPORT | JOHN HANCOCK MULTIFACTOR ETFS | 75 |
Shares or Principal Amount | Value | |
Industrials (continued) | ||
Machinery (continued) | ||
Hillenbrand, Inc. | 7,240 | $355,412 |
ITT, Inc. | 22,100 | 2,084,251 |
John Bean Technologies Corp. | 8,966 | 1,303,477 |
Oshkosh Corp. | 16,127 | 2,006,683 |
Proto Labs, Inc. (A) | 8,776 | 983,439 |
RBC Bearings, Inc. (A) | 7,061 | 1,408,175 |
Rexnord Corp. | 30,440 | 1,519,869 |
The Timken Company | 17,836 | 1,495,905 |
Trinity Industries, Inc. | 10,291 | 284,443 |
Watts Water Technologies, Inc., Class A | 7,377 | 918,805 |
Marine – 0.0% | ||
Kirby Corp. (A) | 1,629 | 103,767 |
Professional services – 3.0% | ||
ASGN, Inc. (A) | 13,998 | 1,472,310 |
CoreLogic, Inc. | 21,546 | 1,717,216 |
Exponent, Inc. | 14,944 | 1,439,556 |
FTI Consulting, Inc. (A) | 9,415 | 1,307,273 |
KBR, Inc. | 39,445 | 1,560,444 |
ManpowerGroup, Inc. | 15,312 | 1,851,068 |
ManTech International Corp., Class A | 7,344 | 626,810 |
Science Applications International Corp. | 15,919 | 1,423,477 |
TriNet Group, Inc. (A) | 11,669 | 918,467 |
Upwork, Inc. (A) | 13,594 | 626,140 |
Road and rail – 1.1% | ||
Avis Budget Group, Inc. (A) | 5,351 | 479,503 |
Landstar System, Inc. | 10,476 | 1,804,805 |
Ryder System, Inc. | 5,664 | 452,214 |
Saia, Inc. (A) | 7,391 | 1,733,190 |
Schneider National, Inc., Class B | 16,921 | 409,996 |
Trading companies and distributors – 1.5% | ||
Air Lease Corp. | 28,175 | 1,316,054 |
MSC Industrial Direct Company, Inc., Class A | 10,757 | 969,851 |
SiteOne Landscape Supply, Inc. (A) | 11,690 | 2,096,952 |
Triton International, Ltd. | 7,830 | 392,831 |
Univar Solutions, Inc. (A) | 47,910 | 1,118,699 |
WESCO International, Inc. (A) | 5,352 | 490,885 |
Information technology – 14.4% | 61,515,173 | |
Communications equipment – 0.5% | ||
Lumentum Holdings, Inc. (A) | 9,300 | 790,965 |
ViaSat, Inc. (A) | 7,770 | 402,408 |
Viavi Solutions, Inc. (A) | 70,717 | 1,156,930 |
Electronic equipment, instruments and components – 2.8% | ||
Avnet, Inc. | 11,509 | 505,475 |
Coherent, Inc. (A) | 2,924 | 760,211 |
FLIR Systems, Inc. | 34,440 | 2,065,367 |
Itron, Inc. (A) | 4,772 | 429,194 |
Jabil, Inc. | 34,967 | 1,832,970 |
Littelfuse, Inc. | 6,739 | 1,787,452 |
Shares or Principal Amount | Value | |
Information technology (continued) | ||
Electronic equipment, instruments andcomponents (continued) | ||
National Instruments Corp. | 36,229 | $1,500,243 |
Novanta, Inc. (A) | 10,277 | 1,353,584 |
SYNNEX Corp. | 4,743 | 574,852 |
Vishay Intertechnology, Inc. | 15,528 | 381,523 |
Vontier Corp. (A) | 19,627 | 615,110 |
IT services – 1.5% | ||
Alliance Data Systems Corp. | 5,216 | 614,706 |
Concentrix Corp. (A) | 6,174 | 959,316 |
DXC Technology Company (A) | 27,552 | 906,736 |
LiveRamp Holdings, Inc. (A) | 24,353 | 1,192,810 |
MAXIMUS, Inc. | 17,032 | 1,560,812 |
Rackspace Technology, Inc. (A) | 4,063 | 101,047 |
Shift4 Payments, Inc., Class A (A) | 4,341 | 429,281 |
Switch, Inc., Class A | 25,010 | 464,436 |
TTEC Holdings, Inc. | 2,297 | 233,674 |
Semiconductors and semiconductor equipment – 3.8% | ||
Advanced Energy Industries, Inc. | 4,618 | 509,412 |
Allegro MicroSystems, Inc. (A) | 3,231 | 79,741 |
Ambarella, Inc. (A) | 3,857 | 376,019 |
Amkor Technology, Inc. | 24,043 | 486,149 |
Brooks Automation, Inc. | 21,772 | 2,206,157 |
Cirrus Logic, Inc. (A) | 17,796 | 1,324,200 |
CMC Materials, Inc. | 8,182 | 1,500,824 |
Diodes, Inc. (A) | 5,008 | 384,664 |
FormFactor, Inc. (A) | 9,764 | 382,261 |
Lattice Semiconductor Corp. (A) | 42,627 | 2,144,564 |
MACOM Technology Solutions Holdings, Inc. (A) | 5,678 | 321,432 |
Power Integrations, Inc. | 17,706 | 1,466,234 |
Semtech Corp. (A) | 19,624 | 1,329,330 |
Silicon Laboratories, Inc. (A) | 12,539 | 1,767,372 |
SunPower Corp. (A) | 10,595 | 272,186 |
Synaptics, Inc. (A) | 10,440 | 1,460,243 |
Software – 5.0% | ||
ACI Worldwide, Inc. (A) | 32,173 | 1,215,496 |
Alarm.com Holdings, Inc. (A) | 14,372 | 1,290,031 |
Altair Engineering, Inc., Class A (A) | 12,618 | 820,170 |
Appfolio, Inc., Class A (A) | 2,162 | 312,690 |
Blackbaud, Inc. (A) | 13,970 | 993,546 |
Blackline, Inc. (A) | 15,594 | 1,809,840 |
CDK Global, Inc. | 13,925 | 746,241 |
Cerence, Inc. (A) | 5,254 | 506,538 |
Cloudera, Inc. (A) | 77,614 | 984,922 |
Datto Holding Corp. (A) | 2,717 | 69,419 |
Duck Creek Technologies, Inc. (A) | 2,936 | 122,079 |
Envestnet, Inc. (A) | 13,364 | 986,664 |
Everbridge, Inc. (A) | 5,321 | 706,150 |
FireEye, Inc. (A) | 65,606 | 1,303,919 |
j2 Global, Inc. (A) | 12,558 | 1,519,518 |
76 | JOHN HANCOCK MULTIFACTOR ETFS | ANNUAL REPORT | SEE NOTES TO FINANCIAL STATEMENTS |
Shares or Principal Amount | Value | |
Information technology (continued) | ||
Software (continued) | ||
Jamf Holding Corp. (A) | 5,260 | $192,095 |
Medallia, Inc. (A) | 12,648 | 372,990 |
NCino, Inc. (A) | 6,383 | 417,384 |
New Relic, Inc. (A) | 6,920 | 444,956 |
Nutanix, Inc., Class A (A) | 25,227 | 682,138 |
Q2 Holdings, Inc. (A) | 13,777 | 1,433,084 |
Qualys, Inc. (A) | 9,722 | 985,422 |
SPS Commerce, Inc. (A) | 3,978 | 407,506 |
Teradata Corp. (A) | 11,933 | 590,326 |
Varonis Systems, Inc. (A) | 31,622 | 1,674,385 |
Verint Systems, Inc. (A) | 17,236 | 837,153 |
Vertex, Inc., Class A (A) | 2,745 | 56,080 |
Technology hardware, storage and peripherals – 0.8% | ||
NCR Corp. (A) | 14,921 | 682,636 |
Pure Storage, Inc., Class A (A) | 76,939 | 1,555,702 |
Xerox Holdings Corp. | 48,310 | 1,166,203 |
Materials – 5.5% | 23,601,891 | |
Chemicals – 2.8% | ||
Ashland Global Holdings, Inc. | 16,234 | 1,399,533 |
Avient Corp. | 9,626 | 488,712 |
Axalta Coating Systems, Ltd. (A) | 23,623 | 753,337 |
Balchem Corp. | 8,622 | 1,096,632 |
Element Solutions, Inc. | 24,172 | 528,883 |
Huntsman Corp. | 54,908 | 1,574,212 |
NewMarket Corp. | 2,343 | 812,060 |
Olin Corp. | 16,791 | 722,517 |
Quaker Chemical Corp. | 4,602 | 1,115,295 |
The Chemours Company | 44,493 | 1,343,689 |
Valvoline, Inc. | 51,126 | 1,605,356 |
W.R. Grace & Company | 7,454 | 512,313 |
Construction materials – 0.4% | ||
Eagle Materials, Inc. (A) | 11,276 | 1,557,667 |
Containers and packaging – 0.9% | ||
Ardagh Group SA | 5,535 | 148,670 |
Graphic Packaging Holding Company | 72,045 | 1,336,435 |
Sealed Air Corp. | 17,281 | 853,681 |
Silgan Holdings, Inc. | 21,346 | 900,161 |
Sonoco Products Company | 12,473 | 816,483 |
Metals and mining – 0.9% | ||
Alcoa Corp. (A) | 18,608 | 681,797 |
Cleveland-Cliffs, Inc. (A)(B) | 45,491 | 812,469 |
Hecla Mining Company | 186,319 | 1,101,145 |
Royal Gold, Inc. | 7,663 | 857,183 |
United States Steel Corp. | 25,077 | 577,022 |
Paper and forest products – 0.5% | ||
Louisiana-Pacific Corp. | 30,459 | 2,006,639 |
Shares or Principal Amount | Value | |
Real estate – 8.6% | $36,459,450 | |
Equity real estate investment trusts – 8.3% | ||
Agree Realty Corp. | 15,272 | 1,074,538 |
American Campus Communities, Inc. | 38,098 | 1,722,411 |
Apartment Income REIT Corp. | 17,053 | 769,943 |
Brixmor Property Group, Inc. | 81,334 | 1,817,002 |
CoreSite Realty Corp. | 5,492 | 667,223 |
Cousins Properties, Inc. | 41,756 | 1,531,193 |
Douglas Emmett, Inc. | 47,453 | 1,591,574 |
EastGroup Properties, Inc. | 8,750 | 1,388,275 |
Equity Commonwealth | 32,261 | 929,117 |
First Industrial Realty Trust, Inc. | 29,744 | 1,480,359 |
Healthcare Realty Trust, Inc. | 36,853 | 1,185,192 |
Healthcare Trust of America, Inc., Class A | 26,447 | 776,748 |
Highwoods Properties, Inc. | 27,432 | 1,228,679 |
Hudson Pacific Properties, Inc. | 42,802 | 1,203,164 |
JBG SMITH Properties | 33,611 | 1,096,055 |
Life Storage, Inc. | 19,520 | 1,875,091 |
National Storage Affiliates Trust | 15,534 | 705,865 |
Park Hotels & Resorts, Inc. (A) | 28,141 | 627,826 |
Physicians Realty Trust | 55,818 | 1,045,471 |
PotlatchDeltic Corp. | 18,148 | 1,077,265 |
PS Business Parks, Inc. | 5,448 | 884,592 |
QTS Realty Trust, Inc., Class A | 18,546 | 1,233,124 |
Rayonier, Inc. | 37,691 | 1,367,429 |
Rexford Industrial Realty, Inc. | 15,586 | 865,802 |
Ryman Hospitality Properties, Inc. (A) | 5,582 | 439,024 |
Sabra Health Care REIT, Inc. | 51,282 | 931,794 |
Safehold, Inc. | 2,072 | 146,511 |
SL Green Realty Corp. | 19,547 | 1,446,673 |
Spirit Realty Capital, Inc. | 28,907 | 1,374,239 |
STAG Industrial, Inc. | 40,961 | 1,495,486 |
Terreno Realty Corp. | 18,978 | 1,224,461 |
Real estate management and development – 0.3% | ||
Cushman & Wakefield PLC (A) | 12,536 | 213,112 |
The Howard Hughes Corp. (A) | 9,674 | 1,044,212 |
Utilities – 3.8% | 16,197,768 | |
Electric utilities – 1.2% | ||
Hawaiian Electric Industries, Inc. | 28,619 | 1,232,334 |
IDACORP, Inc. | 14,693 | 1,505,739 |
PNM Resources, Inc. | 22,354 | 1,103,393 |
Portland General Electric Company | 24,029 | 1,222,115 |
Gas utilities – 1.2% | ||
National Fuel Gas Company | 23,701 | 1,176,992 |
New Jersey Resources Corp. | 26,139 | 1,096,531 |
ONE Gas, Inc. | 13,358 | 1,074,918 |
Southwest Gas Holdings, Inc. | 12,923 | 900,992 |
Spire, Inc. | 13,340 | 1,005,036 |
Independent power and renewable electricity producers –0.7% | ||
Atlantica Sustainable Infrastructure PLC | 18,986 | 731,910 |
SEE NOTES TO FINANCIAL STATEMENTS | ANNUAL REPORT | JOHN HANCOCK MULTIFACTOR ETFS | 77 |
Shares or Principal Amount | Value | |
Utilities (continued) | ||
Independent power and renewable electricityproducers (continued) | ||
Clearway Energy, Inc., Class A | 10,610 | $282,014 |
Clearway Energy, Inc., Class C | 23,658 | 678,748 |
Ormat Technologies, Inc. | 12,470 | 902,828 |
Sunnova Energy International, Inc. (A) | 11,263 | 397,809 |
Multi-utilities – 0.7% | ||
Black Hills Corp. | 16,705 | 1,152,311 |
MDU Resources Group, Inc. | 51,826 | 1,734,098 |
SHORT-TERM INVESTMENTS – 0.3% | $1,285,391 | |
(Cost $1,285,395) | ||
Short-term funds – 0.3% | 1,285,391 | |
John Hancock Collateral Trust, 0.0360% (D)(E) | 91,985 | 920,269 |
State Street Institutional U.S. Government Money Market Fund, Premier Class, 0.0259% (D) | 365,122 | 365,122 |
Total investments (Multifactor Small Cap ETF) (Cost $337,847,097) 100.3% | $427,393,969 | |
Other assets and liabilities, net (0.3%) | (1,095,654) | |
Total net assets 100.0% | $426,298,315 |
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 4-30-21. |
(C) | These securities are exempt from registration under Rule 144A of the Securities Act of 1933. Such securities may be resold, normally to qualified institutional buyers, in transactions exempt from registration. |
(D) | The rate shown is the annualized seven-day yield as of 4-30-21. |
(E) | Investment is an affiliate of the fund, the advisor and/or subadvisor. This security represents the investment of cash collateral received for securities lending. |
Shares or Principal Amount | Value | |
COMMON STOCKS – 99.9% | $56,794,488 | |
(Cost $39,163,514) | ||
Communication services – 0.1% | 49,786 | |
Interactive media and services – 0.1% | ||
ZoomInfo Technologies, Inc., Class A (A) | 960 | 49,786 |
Consumer discretionary – 0.1% | 46,899 | |
Internet and direct marketing retail – 0.1% | ||
Magnite, Inc. (A) | 1,171 | 46,899 |
Industrials – 0.6% | 369,854 | |
Electrical equipment – 0.6% | ||
FuelCell Energy, Inc. (A) | 2,893 | 28,091 |
Plug Power, Inc. (A) | 4,974 | 141,809 |
Sensata Technologies Holding PLC (A) | 3,463 | 199,954 |
Shares or Principal Amount | Value | |
Information technology – 99.1% | $56,327,949 | |
Communications equipment – 5.1% | ||
Arista Networks, Inc. (A) | 1,008 | 317,691 |
Ciena Corp. (A) | 3,195 | 161,252 |
Cisco Systems, Inc. | 28,036 | 1,427,313 |
F5 Networks, Inc. (A) | 1,179 | 220,190 |
Juniper Networks, Inc. | 6,331 | 160,744 |
Lumentum Holdings, Inc. (A) | 1,352 | 114,988 |
Motorola Solutions, Inc. | 2,436 | 458,699 |
Ubiquiti, Inc. | 137 | 39,090 |
Electronic equipment, instruments and components – 8.9% | ||
Amphenol Corp., Class A | 11,633 | 783,366 |
Cognex Corp. | 2,739 | 235,883 |
Coherent, Inc. (A) | 331 | 86,057 |
Corning, Inc. | 14,244 | 629,727 |
Dolby Laboratories, Inc., Class A | 1,157 | 117,401 |
Flex, Ltd. (A) | 10,987 | 191,174 |
FLIR Systems, Inc. | 3,032 | 181,829 |
II-VI, Inc. (A) | 2,094 | 140,591 |
IPG Photonics Corp. (A) | 615 | 133,523 |
Jabil, Inc. | 4,966 | 260,318 |
Keysight Technologies, Inc. (A) | 4,086 | 589,814 |
Littelfuse, Inc. | 568 | 150,656 |
National Instruments Corp. | 2,566 | 106,258 |
TE Connectivity, Ltd. | 3,420 | 459,887 |
Trimble, Inc. (A) | 5,276 | 432,632 |
Zebra Technologies Corp., Class A (A) | 1,125 | 548,708 |
IT services – 9.0% | ||
Akamai Technologies, Inc. (A) | 3,545 | 385,342 |
Amdocs, Ltd. | 2,482 | 190,469 |
Cognizant Technology Solutions Corp., Class A | 10,104 | 812,362 |
Concentrix Corp. (A) | 854 | 132,695 |
DXC Technology Company (A) | 4,570 | 150,399 |
EPAM Systems, Inc. (A) | 887 | 406,024 |
Fastly, Inc., Class A (A) | 1,264 | 80,732 |
Gartner, Inc. (A) | 1,472 | 288,335 |
GoDaddy, Inc., Class A (A) | 2,382 | 206,805 |
IBM Corp. | 8,034 | 1,139,864 |
MongoDB, Inc. (A) | 540 | 160,628 |
Okta, Inc. (A) | 1,213 | 327,146 |
Snowflake, Inc., Class A (A) | 197 | 45,623 |
Twilio, Inc., Class A (A) | 1,283 | 471,887 |
VeriSign, Inc. (A) | 1,578 | 345,219 |
Semiconductors and semiconductor equipment – 30.7% | ||
Advanced Micro Devices, Inc. (A) | 6,439 | 525,551 |
Amkor Technology, Inc. | 1,100 | 22,242 |
Analog Devices, Inc. | 3,419 | 523,654 |
Applied Materials, Inc. | 6,355 | 843,372 |
Broadcom, Inc. | 3,012 | 1,374,074 |
Brooks Automation, Inc. | 995 | 100,823 |
CMC Materials, Inc. | 531 | 97,401 |
78 | JOHN HANCOCK MULTIFACTOR ETFS | ANNUAL REPORT | SEE NOTES TO FINANCIAL STATEMENTS |
Shares or Principal Amount | Value | |
Information technology (continued) | ||
Semiconductors and semiconductor equipment (continued) | ||
Cree, Inc. (A) | 2,085 | $207,291 |
Entegris, Inc. | 2,805 | 315,787 |
First Solar, Inc. (A) | 1,617 | 123,749 |
Intel Corp. | 32,190 | 1,851,891 |
KLA Corp. | 1,910 | 602,319 |
Lam Research Corp. | 1,171 | 726,547 |
Lattice Semiconductor Corp. (A) | 1,897 | 95,438 |
Marvell Technology, Inc. | 13,814 | 624,531 |
Maxim Integrated Products, Inc. | 6,095 | 572,930 |
Microchip Technology, Inc. | 3,233 | 485,888 |
Micron Technology, Inc. (A) | 8,453 | 727,550 |
MKS Instruments, Inc. | 1,014 | 181,618 |
Monolithic Power Systems, Inc. | 698 | 252,243 |
NVIDIA Corp. | 2,881 | 1,729,695 |
ON Semiconductor Corp. (A) | 8,915 | 347,685 |
Power Integrations, Inc. | 807 | 66,828 |
Qorvo, Inc. (A) | 2,412 | 453,866 |
QUALCOMM, Inc. | 7,253 | 1,006,716 |
Silicon Laboratories, Inc. (A) | 778 | 109,659 |
Skyworks Solutions, Inc. | 3,729 | 676,180 |
SolarEdge Technologies, Inc. (A) | 791 | 208,460 |
SunPower Corp. (A) | 888 | 22,813 |
Teradyne, Inc. | 3,816 | 477,305 |
Texas Instruments, Inc. | 7,248 | 1,308,336 |
Universal Display Corp. | 709 | 158,596 |
Xilinx, Inc. | 4,742 | 606,786 |
Software – 34.6% | ||
Adobe, Inc. (A) | 2,690 | 1,367,435 |
Alteryx, Inc., Class A (A) | 697 | 56,980 |
Anaplan, Inc. (A) | 1,443 | 86,075 |
ANSYS, Inc. (A) | 1,521 | 556,169 |
Appfolio, Inc., Class A (A) | 207 | 29,938 |
Appian Corp. (A)(B) | 522 | 63,256 |
Aspen Technology, Inc. (A) | 1,495 | 195,606 |
Atlassian Corp. PLC, Class A (A) | 818 | 194,324 |
Autodesk, Inc. (A) | 1,780 | 519,600 |
Avalara, Inc. (A) | 1,269 | 179,830 |
Bill.com Holdings, Inc. (A) | 796 | 123,085 |
Blackline, Inc. (A) | 707 | 82,054 |
Cadence Design Systems, Inc. (A) | 2,719 | 358,283 |
CDK Global, Inc. | 1,759 | 94,265 |
Ceridian HCM Holding, Inc. (A) | 2,347 | 221,745 |
Citrix Systems, Inc. | 2,084 | 258,103 |
Cloudera, Inc. (A) | 3,163 | 40,138 |
Cloudflare, Inc., Class A (A) | 2,426 | 205,579 |
Coupa Software, Inc. (A) | 715 | 192,364 |
Crowdstrike Holdings, Inc., Class A (A) | 1,167 | 243,331 |
Datadog, Inc., Class A (A) | 1,732 | 148,554 |
Digital Turbine, Inc. (A) | 870 | 65,624 |
Shares or Principal Amount | Value | |
Information technology (continued) | ||
Software (continued) | ||
DocuSign, Inc. (A) | 1,109 | $247,240 |
Dropbox, Inc., Class A (A) | 4,658 | 119,711 |
Duck Creek Technologies, Inc. (A) | 347 | 14,428 |
Elastic NV (A) | 759 | 91,551 |
Everbridge, Inc. (A) | 432 | 57,331 |
Fair Isaac Corp. (A) | 523 | 272,697 |
Five9, Inc. (A) | 654 | 122,932 |
Fortinet, Inc. (A) | 2,228 | 455,024 |
Guidewire Software, Inc. (A) | 1,534 | 161,852 |
HubSpot, Inc. (A) | 548 | 288,495 |
Intuit, Inc. | 1,661 | 684,598 |
Manhattan Associates, Inc. (A) | 1,153 | 158,238 |
McAfee Corp., Class A | 241 | 5,851 |
Medallia, Inc. (A) | 1,344 | 39,635 |
Microsoft Corp. | 13,687 | 3,451,588 |
MicroStrategy, Inc., Class A (A) | 93 | 61,116 |
NCino, Inc. (A) | 542 | 35,441 |
NortonLifeLock, Inc. | 9,943 | 214,868 |
Nuance Communications, Inc. (A) | 5,408 | 287,543 |
Nutanix, Inc., Class A (A) | 1,877 | 50,754 |
Oracle Corp. | 13,931 | 1,055,830 |
Palo Alto Networks, Inc. (A) | 1,145 | 404,632 |
Paycom Software, Inc. (A) | 757 | 290,998 |
Paylocity Holding Corp. (A) | 588 | 113,625 |
Pegasystems, Inc. | 591 | 75,022 |
Proofpoint, Inc. (A) | 904 | 155,587 |
PTC, Inc. (A) | 1,718 | 224,955 |
Q2 Holdings, Inc. (A) | 834 | 86,753 |
Qualtrics International, Inc., Class A (A) | 895 | 33,428 |
RingCentral, Inc., Class A (A) | 797 | 254,203 |
salesforce.com, Inc. (A) | 5,350 | 1,232,212 |
ServiceNow, Inc. (A) | 753 | 381,297 |
Slack Technologies, Inc., Class A (A) | 5,630 | 238,712 |
Smartsheet, Inc., Class A (A) | 1,825 | 108,223 |
SolarWinds Corp. (A) | 1,077 | 18,158 |
Splunk, Inc. (A) | 1,350 | 170,667 |
SS&C Technologies Holdings, Inc. | 4,902 | 363,826 |
Synopsys, Inc. (A) | 2,434 | 601,344 |
The Trade Desk, Inc., Class A (A) | 494 | 360,279 |
Tyler Technologies, Inc. (A) | 709 | 301,226 |
Unity Software, Inc. (A)(B) | 345 | 35,045 |
Varonis Systems, Inc. (A) | 951 | 50,355 |
VMware, Inc., Class A (A) | 667 | 107,274 |
Workday, Inc., Class A (A) | 1,241 | 306,527 |
Zendesk, Inc. (A) | 1,381 | 201,833 |
Zoom Video Communications, Inc., Class A (A) | 772 | 246,708 |
Zscaler, Inc. (A) | 746 | 139,979 |
Technology hardware, storage and peripherals – 10.8% | ||
Apple, Inc. | 25,724 | 3,381,677 |
SEE NOTES TO FINANCIAL STATEMENTS | ANNUAL REPORT | JOHN HANCOCK MULTIFACTOR ETFS | 79 |
Shares or Principal Amount | Value | |
Information technology (continued) | ||
Technology hardware, storage and peripherals (continued) | ||
Dell Technologies, Inc., Class C (A) | 1,915 | $188,302 |
Hewlett Packard Enterprise Company | 25,270 | 404,825 |
HP, Inc. | 19,239 | 656,242 |
NetApp, Inc. | 4,552 | 339,989 |
Pure Storage, Inc., Class A (A) | 4,390 | 88,766 |
Seagate Technology PLC | 6,030 | 559,825 |
Western Digital Corp. (A) | 5,997 | 423,568 |
Xerox Holdings Corp. | 4,295 | 103,681 |
SHORT-TERM INVESTMENTS – 0.3% | $155,842 | |
(Cost $155,843) | ||
Short-term funds – 0.3% | 155,842 | |
John Hancock Collateral Trust, 0.0360% (C)(D) | 6,080 | 60,831 |
State Street Institutional U.S. Government Money Market Fund, Premier Class, 0.0259% (C) | 95,011 | 95,011 |
Total investments (Multifactor Technology ETF) (Cost $39,319,357) 100.2% | $56,950,330 | |
Other assets and liabilities, net (0.2%) | (125,095) | |
Total net assets 100.0% | $56,825,235 |
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 4-30-21. |
(C) | The rate shown is the annualized seven-day yield as of 4-30-21. |
(D) | Investment is an affiliate of the fund, the advisor and/or subadvisor. This security represents the investment of cash collateral received for securities lending. |
Shares or Principal Amount | Value | |
COMMON STOCKS – 99.9% | $17,333,781 | |
(Cost $17,193,364) | ||
Utilities – 99.9% | 17,333,781 | |
Electric utilities – 57.4% | ||
Alliant Energy Corp. | 5,573 | 313,035 |
American Electric Power Company, Inc. | 11,995 | 1,064,076 |
Avangrid, Inc. | 1,422 | 72,380 |
Duke Energy Corp. | 10,231 | 1,030,159 |
Edison International | 7,599 | 451,761 |
Entergy Corp. | 6,348 | 693,773 |
Evergy, Inc. | 6,389 | 408,704 |
Eversource Energy | 6,355 | 547,928 |
Exelon Corp. | 23,261 | 1,045,349 |
FirstEnergy Corp. | 12,658 | 479,991 |
NextEra Energy, Inc. | 8,564 | 663,796 |
NRG Energy, Inc. | 5,031 | 180,210 |
OGE Energy Corp. | 4,807 | 161,323 |
Shares or Principal Amount | Value | |
Utilities (continued) | ||
Electric utilities (continued) | ||
Pinnacle West Capital Corp. | 3,942 | $333,690 |
PPL Corp. | 24,321 | 708,471 |
The Southern Company | 12,942 | 856,372 |
Xcel Energy, Inc. | 13,253 | 944,939 |
Gas utilities – 3.1% | ||
Atmos Energy Corp. | 2,490 | 257,939 |
UGI Corp. | 6,499 | 284,071 |
Independent power and renewable electricity producers –4.6% | ||
Brookfield Renewable Corp., Class A | 1,936 | 80,305 |
Clearway Energy, Inc., Class A | 512 | 13,609 |
Clearway Energy, Inc., Class C | 1,233 | 35,375 |
The AES Corp. | 13,266 | 369,063 |
Vistra Corp. | 17,224 | 290,569 |
Multi-utilities – 31.0% | ||
Ameren Corp. | 6,855 | 581,578 |
CenterPoint Energy, Inc. | 17,541 | 429,579 |
CMS Energy Corp. | 6,937 | 446,673 |
Consolidated Edison, Inc. | 8,592 | 665,107 |
Dominion Energy, Inc. | 4,211 | 336,459 |
DTE Energy Company | 4,716 | 660,334 |
NiSource, Inc. | 8,009 | 208,394 |
Public Service Enterprise Group, Inc. | 12,414 | 784,068 |
Sempra Energy | 5,079 | 698,718 |
WEC Energy Group, Inc. | 5,862 | 569,611 |
Water utilities – 3.8% | ||
American Water Works Company, Inc. | 3,212 | 501,040 |
Essential Utilities, Inc. | 3,508 | 165,332 |
SHORT-TERM INVESTMENTS – 0.4% | $61,327 | |
(Cost $61,327) | ||
Short-term funds – 0.4% | 61,327 | |
State Street Institutional U.S. Government Money Market Fund, Premier Class, 0.0259% (A) | 61,327 | 61,327 |
Total investments (Multifactor Utilities ETF) (Cost $17,254,691) 100.3% | $17,395,108 | |
Other assets and liabilities, net (0.3%) | (45,164) | |
Total net assets 100.0% | $17,349,944 |
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 4-30-21. |
80 | JOHN HANCOCK MULTIFACTOR ETFS | ANNUAL REPORT | SEE NOTES TO FINANCIAL STATEMENTS |
Multifactor Consumer Discretionary ETF | Multifactor Consumer Staples ETF | Multifactor Developed International ETF | Multifactor Emerging Markets ETF | |
Assets | ||||
Unaffiliated investments, at value | $49,745,191 | $21,880,778 | $481,190,472 | $737,024,280 |
Affiliated investments, at value | 67,404 | 133,358 | 9,839,807 | 1,165,140 |
Total investments, at value | 49,812,595 | 22,014,136 | 491,030,279 | 738,189,420 |
Foreign currency, at value | — | — | 1,197,140 | 5,091,412 |
Dividends and interest receivable | 10,572 | 28,606 | 2,642,136 | 737,013 |
Receivable for investments sold | — | — | — | 559,331 |
Receivable for securities lending income | 90 | 105 | 8,673 | 6,358 |
Other assets | 8,389 | 7,914 | 18,571 | 24,953 |
Total assets | 49,831,646 | 22,050,761 | 494,896,799 | 744,608,487 |
Liabilities | ||||
Foreign capital gains tax payable | — | — | — | 2,955,560 |
Payable for investments purchased | — | — | 61 | 3,863,259 |
Payable upon return of securities loaned | 67,416 | 133,367 | 9,834,532 | 1,167,139 |
Payable to affiliates | ||||
Investment management fees | 9,143 | 149 | 127,238 | 257,360 |
Accounting and legal services fees | 1,545 | 719 | 15,789 | 22,792 |
Trustees' fees | 38 | 19 | 400 | 596 |
Other liabilities and accrued expenses | 65,349 | 64,443 | 148,475 | 368,265 |
Total liabilities | 143,491 | 198,697 | 10,126,495 | 8,634,971 |
Net assets | $49,688,155 | $21,852,064 | $484,770,304 | $735,973,516 |
Net assets consist of | ||||
Paid-in capital | $42,648,349 | $20,304,133 | $421,510,013 | $605,617,807 |
Total distributable earnings (loss) | 7,039,806 | 1,547,931 | 63,260,291 | 130,355,709 |
Net assets | $49,688,155 | $21,852,064 | $484,770,304 | $735,973,516 |
Unaffiliated investments, at cost | $37,560,127 | $19,213,623 | $398,630,059 | $583,606,147 |
Affiliated investments, at cost | $67,406 | $133,366 | $9,840,021 | $1,165,169 |
Foreign currency, at cost | — | — | $1,193,578 | $4,948,990 |
Securities loaned, at value | $418,689 | $127,170 | $12,496,037 | $5,898,202 |
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 | $49,688,155 | $21,852,064 | $484,770,304 | $735,973,516 |
Shares outstanding | 950,000 | 630,000 | 14,500,000 | 23,600,000 |
Net asset value per share | $52.30 | $34.69 | $33.43 | $31.19 |
SEE NOTES TO FINANCIAL STATEMENTS | ANNUAL | JOHN HANCOCK MULTIFACTOR ETFS | 81 |
Multifactor Energy ETF | Multifactor Financials ETF | Multifactor Healthcare ETF | Multifactor Industrials ETF | |
Assets | ||||
Unaffiliated investments, at value | $20,585,740 | $37,303,098 | $52,002,479 | $51,004,157 |
Affiliated investments, at value | — | 17,009 | — | 2,898 |
Total investments, at value | 20,585,740 | 37,320,107 | 52,002,479 | 51,007,055 |
Cash | — | 8,010 | — | — |
Dividends and interest receivable | 31,262 | 30,381 | 32,995 | 22,639 |
Receivable for securities lending income | 53 | 23 | 30 | 8 |
Receivable from affiliates | 186 | — | — | — |
Other assets | 7,703 | 8,189 | 8,527 | 8,290 |
Total assets | 20,624,944 | 37,366,710 | 52,044,031 | 51,037,992 |
Liabilities | ||||
Payable upon return of securities loaned | — | 17,010 | — | 2,898 |
Payable to affiliates | ||||
Investment management fees | — | 5,582 | 9,003 | 9,329 |
Accounting and legal services fees | 814 | 1,226 | 1,558 | 1,435 |
Trustees' fees | 18 | 29 | 40 | 37 |
Other liabilities and accrued expenses | 64,068 | 64,950 | 65,973 | 64,898 |
Total liabilities | 64,900 | 88,797 | 76,574 | 78,597 |
Net assets | $20,560,044 | $37,277,913 | $51,967,457 | $50,959,395 |
Net assets consist of | ||||
Paid-in capital | $29,905,575 | $32,456,285 | $45,375,332 | $43,077,475 |
Total distributable earnings (loss) | (9,345,531) | 4,821,628 | 6,592,125 | 7,881,920 |
Net assets | $20,560,044 | $37,277,913 | $51,967,457 | $50,959,395 |
Unaffiliated investments, at cost | $21,399,148 | $29,842,890 | $41,440,909 | $40,142,674 |
Affiliated investments, at cost | — | $17,009 | — | $2,898 |
Securities loaned, at value | — | $71,543 | $358,156 | $26,514 |
Net asset value per share | ||||
Based on net asset values and shares outstanding-the fund has an unlimited number of shares authorized with no par value. | ||||
Net assets | $20,560,044 | $37,277,913 | $51,967,457 | $50,959,395 |
Shares outstanding | 1,080,000 | 740,000 | 1,120,000 | 990,000 |
Net asset value per share | $19.04 | $50.38 | $46.40 | $51.47 |
82 | JOHN HANCOCK MULTIFACTOR ETFS | ANNUAL | 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 | $705,621,236 | $27,243,210 | $31,269,285 | $2,163,622,923 |
Affiliated investments, at value | 375,359 | — | — | 3,521,824 |
Total investments, at value | 705,996,595 | 27,243,210 | 31,269,285 | 2,167,144,747 |
Dividends and interest receivable | 463,002 | 13,547 | 40,581 | 815,314 |
Receivable for fund shares sold | — | — | — | 3,865,610 |
Receivable for securities lending income | 259 | 5 | 51 | 2,650 |
Other assets | 30,960 | 10,280 | 7,216 | 52,826 |
Total assets | 706,490,816 | 27,267,042 | 31,317,133 | 2,171,881,147 |
Liabilities | ||||
Payable for investments purchased | — | — | — | 3,870,509 |
Payable upon return of securities loaned | 378,684 | — | — | 3,527,279 |
Payable to affiliates | ||||
Investment management fees | 165,850 | 2,051 | 2,104 | 627,437 |
Accounting and legal services fees | 13,576 | 855 | 1,097 | 65,265 |
Trustees' fees | 535 | 22 | 27 | 1,652 |
Other liabilities and accrued expenses | 170,690 | 63,732 | 54,938 | 336,003 |
Total liabilities | 729,335 | 66,660 | 58,166 | 8,428,145 |
Net assets | $705,761,481 | $27,200,382 | $31,258,967 | $2,163,453,002 |
Net assets consist of | ||||
Paid-in capital | $578,026,577 | $21,830,751 | $26,310,238 | $1,678,608,129 |
Total distributable earnings (loss) | 127,734,904 | 5,369,631 | 4,948,729 | 484,844,873 |
Net assets | $705,761,481 | $27,200,382 | $31,258,967 | $2,163,453,002 |
Unaffiliated investments, at cost | $546,749,620 | $19,916,351 | $25,210,561 | $1,618,116,476 |
Affiliated investments, at cost | $375,363 | — | — | $3,521,880 |
Securities loaned, at value | $984,774 | $128,449 | $476,550 | $11,253,638 |
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 | $705,761,481 | $27,200,382 | $31,258,967 | $2,163,453,002 |
Shares outstanding | 13,225,000 | 580,000 | 810,000 | 41,975,000 |
Net asset value per share | $53.37 | $46.90 | $38.59 | $51.54 |
SEE NOTES TO FINANCIAL STATEMENTS | ANNUAL | JOHN HANCOCK MULTIFACTOR ETFS | 83 |
Multifactor Small Cap ETF | Multifactor Technology ETF | Multifactor Utilities ETF | |
Assets | |||
Unaffiliated investments, at value | $426,473,700 | $56,889,499 | $17,395,108 |
Affiliated investments, at value | 920,269 | 60,831 | — |
Total investments, at value | 427,393,969 | 56,950,330 | 17,395,108 |
Dividends and interest receivable | 67,354 | 7,620 | 10,910 |
Receivable for investments sold | 1,764,150 | — | — |
Receivable for securities lending income | 244 | 68 | — |
Receivable from affiliates | — | — | 623 |
Other assets | 18,454 | 8,677 | 7,843 |
Total assets | 429,244,171 | 56,966,695 | 17,414,484 |
Liabilities | |||
Payable for fund shares repurchased | 1,765,210 | — | — |
Payable upon return of securities loaned | 919,847 | 60,853 | — |
Payable to affiliates | |||
Investment management fees | 139,435 | 12,477 | — |
Accounting and legal services fees | 11,351 | 1,787 | 523 |
Trustees' fees | 351 | 45 | 15 |
Other liabilities and accrued expenses | 109,662 | 66,298 | 64,002 |
Total liabilities | 2,945,856 | 141,460 | 64,540 |
Net assets | $426,298,315 | $56,825,235 | $17,349,944 |
Net assets consist of | |||
Paid-in capital | $396,269,670 | $41,625,887 | $19,052,479 |
Total distributable earnings (loss) | 30,028,645 | 15,199,348 | (1,702,535) |
Net assets | $426,298,315 | $56,825,235 | $17,349,944 |
Unaffiliated investments, at cost | $336,926,824 | $39,258,525 | $17,254,691 |
Affiliated investments, at cost | $920,273 | $60,832 | — |
Securities loaned, at value | $1,475,203 | $88,323 | — |
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 | $426,298,315 | $56,825,235 | $17,349,944 |
Shares outstanding | 12,075,000 | 670,000 | 520,000 |
Net asset value per share | $35.30 | $84.81 | $33.37 |
84 | JOHN HANCOCK MULTIFACTOR ETFS | ANNUAL | SEE NOTES TO FINANCIAL STATEMENTS |
Multifactor Consumer Discretionary ETF | Multifactor Consumer Staples ETF | Multifactor Developed International ETF | Multifactor Emerging Markets ETF | |
Investment income | ||||
Dividends from unaffiliated investments | $322,767 | $603,751 | $12,821,826 | $19,459,332 |
Securities lending | 3,004 | 294 | 67,319 | 64,416 |
Interest | 31 | 16 | 551 | 1,579 |
Non-cash dividends | — | — | 1,236,768 | — |
Less foreign taxes withheld | — | — | (1,031,472) | (2,721,985) |
Total investment income | 325,802 | 604,061 | 13,094,992 | 16,803,342 |
Expenses | ||||
Investment management fees | 152,444 | 86,466 | 1,625,911 | 3,105,928 |
Accounting and legal services fees | 5,893 | 3,090 | 77,705 | 118,421 |
Transfer agent fees | 10,000 | 10,000 | 10,000 | 10,000 |
Trustees' fees | 827 | 541 | 8,154 | 12,069 |
Custodian fees | 63,111 | 63,206 | 148,899 | 482,802 |
Printing and postage | 10,342 | 10,931 | 20,503 | 21,153 |
Professional fees | 17,946 | 16,883 | 61,082 | 67,822 |
Stock exchange listing fees | 9,887 | 9,809 | 9,840 | 12,953 |
Other | 14,810 | 12,325 | 27,162 | 24,065 |
Total expenses | 285,260 | 213,251 | 1,989,256 | 3,855,213 |
Less expense reductions | (124,295) | (122,235) | (175,992) | (395,103) |
Net expenses | 160,965 | 91,016 | 1,813,264 | 3,460,110 |
Net investment income | 164,837 | 513,045 | 11,281,728 | 13,343,232 |
Realized and unrealized gain (loss) | ||||
Net realized gain (loss) on | ||||
Unaffiliated investments and foreign currency transactions | (965,109) | (248,623) | (9,930,956) | (12,260,895)1 |
Affiliated investments | 309 | (19) | 3,194 | 2,291 |
Futures contracts | 496 | 434 | 224,994 | 382,564 |
Redemptions in kind | 7,995,183 | 1,660,612 | 40,266,568 | 33,994,672 |
7,030,879 | 1,412,404 | 30,563,800 | 22,118,632 | |
Change in net unrealized appreciation (depreciation) of | ||||
Unaffiliated investments and translation of assets and liabilities in foreign currencies | 14,748,412 | 3,480,578 | 115,725,042 | 237,610,7802 |
Affiliated investments | (179) | (8) | (3,386) | (2,705) |
14,748,233 | 3,480,570 | 115,721,656 | 237,608,075 | |
Net realized and unrealized gain | 21,779,112 | 4,892,974 | 146,285,456 | 259,726,707 |
Increase in net assets from operations | $21,943,949 | $5,406,019 | $157,567,184 | $273,069,939 |
1 | Net of foreign taxes of $450,557. |
2 | Net of $2,955,560 increase in deferred India withholding taxes. |
SEE NOTES TO FINANCIAL STATEMENTS | ANNUAL | JOHN HANCOCK MULTIFACTOR ETFS | 85 |
Multifactor Energy ETF | Multifactor Financials ETF | Multifactor Healthcare ETF | Multifactor Industrials ETF | |
Investment income | ||||
Dividends from unaffiliated investments | $511,456 | $650,936 | $865,832 | $521,632 |
Securities lending | 445 | 612 | 755 | 1,304 |
Interest | 18 | 21 | 31 | 21 |
Non-cash dividends | — | — | 175,542 | — |
Less foreign taxes withheld | — | (121) | — | — |
Total investment income | 511,919 | 651,448 | 1,042,160 | 522,957 |
Expenses | ||||
Investment management fees | 58,812 | 111,757 | 178,254 | 140,746 |
Accounting and legal services fees | 1,954 | 3,983 | 7,257 | 5,426 |
Transfer agent fees | 10,000 | 10,000 | 10,000 | 10,000 |
Trustees' fees | 435 | 653 | 963 | 701 |
Custodian fees | 63,433 | 63,092 | 62,816 | 63,045 |
Printing and postage | 10,116 | 10,695 | 12,125 | 10,491 |
Professional fees | 16,496 | 17,356 | 19,798 | 17,634 |
Stock exchange listing fees | 9,809 | 9,887 | 9,887 | 9,809 |
Other | 11,645 | 12,070 | 12,384 | 12,543 |
Total expenses | 182,700 | 239,493 | 313,484 | 270,395 |
Less expense reductions | (120,793) | (121,855) | (125,848) | (122,242) |
Net expenses | 61,907 | 117,638 | 187,636 | 148,153 |
Net investment income | 450,012 | 533,810 | 854,524 | 374,804 |
Realized and unrealized gain (loss) | ||||
Net realized gain (loss) on | ||||
Unaffiliated investments and foreign currency transactions | (4,142,017) | (962,270) | (764,316) | (1,118,217) |
Affiliated investments | 17 | (14) | (7) | 2 |
Futures contracts | 9,488 | 2,220 | (2,748) | 895 |
Redemptions in kind | 190,670 | 1,474,915 | 4,741,398 | 4,396,112 |
(3,941,842) | 514,851 | 3,974,327 | 3,278,792 | |
Change in net unrealized appreciation (depreciation) of | ||||
Unaffiliated investments and translation of assets and liabilities in foreign currencies | 8,268,510 | 13,276,547 | 7,034,341 | 13,959,342 |
Affiliated investments | (14) | (8) | (62) | (20) |
8,268,496 | 13,276,539 | 7,034,279 | 13,959,322 | |
Net realized and unrealized gain | 4,326,654 | 13,791,390 | 11,008,606 | 17,238,114 |
Increase in net assets from operations | $4,776,666 | $14,325,200 | $11,863,130 | $17,612,918 |
86 | JOHN HANCOCK MULTIFACTOR ETFS | ANNUAL | SEE NOTES TO FINANCIAL STATEMENTS |
Multifactor Large Cap ETF | Multifactor Materials ETF | Multifactor Media and Communications ETF | Multifactor Mid Cap ETF | |
Investment income | ||||
Dividends from unaffiliated investments | $15,482,653 | $487,418 | $367,914 | $21,640,561 |
Securities lending | 24,356 | 4,280 | 5,522 | 100,794 |
Interest | 344 | 18 | 21 | 732 |
Non-cash dividends | — | — | — | 1,670,230 |
Less foreign taxes withheld | (124) | (44) | — | (4,566) |
Total investment income | 15,507,229 | 491,672 | 373,457 | 23,407,751 |
Expenses | ||||
Investment management fees | 2,255,274 | 88,388 | 108,455 | 6,367,547 |
Accounting and legal services fees | 133,553 | 3,193 | 4,961 | 284,701 |
Transfer agent fees | 10,000 | 10,000 | 10,000 | 10,000 |
Trustees' fees | 15,219 | 544 | 662 | 27,932 |
Custodian fees | 150,665 | 63,103 | 46,769 | 276,892 |
Printing and postage | 43,562 | 9,541 | 9,728 | 125,141 |
Professional fees | 68,117 | 16,872 | 17,222 | 122,162 |
Stock exchange listing fees | 9,887 | 9,809 | 10,018 | 13,316 |
Other | 33,696 | 11,828 | 10,701 | 47,785 |
Total expenses | 2,719,973 | 213,278 | 218,516 | 7,275,476 |
Less expense reductions | (204,474) | (120,239) | (104,353) | (133,820) |
Net expenses | 2,515,499 | 93,039 | 114,163 | 7,141,656 |
Net investment income | 12,991,730 | 398,633 | 259,294 | 16,266,095 |
Realized and unrealized gain (loss) | ||||
Net realized gain (loss) on | ||||
Unaffiliated investments and foreign currency transactions | (15,972,273) | (161,158) | (270,875) | (13,963,189) |
Affiliated investments | 723 | (88) | 61 | 1,388 |
Futures contracts | 137,631 | 1,864 | 477 | 115,428 |
Redemptions in kind | 211,222,249 | 2,320,985 | 5,830,493 | 149,756,450 |
195,388,330 | 2,161,603 | 5,560,156 | 135,910,077 | |
Change in net unrealized appreciation (depreciation) of | ||||
Unaffiliated investments and translation of assets and liabilities in foreign currencies | 146,587,614 | 9,578,099 | 6,776,290 | 664,509,406 |
Affiliated investments | (978) | — | (29) | (3,692) |
Futures | (54,691) | — | (400) | — |
146,531,945 | 9,578,099 | 6,775,861 | 664,505,714 | |
Net realized and unrealized gain | 341,920,275 | 11,739,702 | 12,336,017 | 800,415,791 |
Increase in net assets from operations | $354,912,005 | $12,138,335 | $12,595,311 | $816,681,886 |
SEE NOTES TO FINANCIAL STATEMENTS | ANNUAL | JOHN HANCOCK MULTIFACTOR ETFS | 87 |
Multifactor Small Cap ETF | Multifactor Technology ETF | Multifactor Utilities ETF | |
Investment income | |||
Dividends from unaffiliated investments | $8,418,350 | $540,336 | $736,227 |
Securities lending | 57,371 | 839 | — |
Interest | 281 | 31 | 17 |
Less foreign taxes withheld | (6,287) | — | (214) |
Total investment income | 8,469,715 | 541,206 | 736,030 |
Expenses | |||
Investment management fees | 1,910,993 | 176,730 | 84,973 |
Accounting and legal services fees | 79,188 | 6,843 | 2,813 |
Transfer agent fees | 10,000 | 10,000 | 10,000 |
Trustees' fees | 8,606 | 921 | 582 |
Custodian fees | 92,394 | 63,042 | 63,153 |
Printing and postage | 27,888 | 12,115 | 10,191 |
Professional fees | 45,417 | 18,350 | 16,893 |
Stock exchange listing fees | 9,406 | 9,887 | 9,809 |
Other | 22,916 | 12,414 | 12,352 |
Total expenses | 2,206,808 | 310,302 | 210,766 |
Less expense reductions | (148,768) | (124,271) | (121,321) |
Net expenses | 2,058,040 | 186,031 | 89,445 |
Net investment income | 6,411,675 | 355,175 | 646,585 |
Realized and unrealized gain (loss) | |||
Net realized gain (loss) on | |||
Unaffiliated investments and foreign currency transactions | (3,178,212) | (172,117) | (708,968) |
Affiliated investments | 3,017 | (64) | — |
Futures contracts | 97,134 | 1,885 | 8,606 |
Redemptions in kind | 107,251,110 | 6,410,898 | (394,602) |
104,173,049 | 6,240,602 | (1,094,964) | |
Change in net unrealized appreciation (depreciation) of | |||
Unaffiliated investments and translation of assets and liabilities in foreign currencies | 143,297,834 | 14,622,210 | 3,861,303 |
Affiliated investments | (5,491) | (43) | — |
143,292,343 | 14,622,167 | 3,861,303 | |
Net realized and unrealized gain | 247,465,392 | 20,862,769 | 2,766,339 |
Increase in net assets from operations | $253,877,067 | $21,217,944 | $3,412,924 |
88 | JOHN HANCOCK MULTIFACTOR ETFS | ANNUAL | SEE NOTES TO FINANCIAL STATEMENTS |
Multifactor Consumer Discretionary ETF | Multifactor Consumer Staples ETF | Multifactor Developed International ETF | ||||
Year ended 4-30-21 | Year ended 4-30-20 | Year ended 4-30-21 | Year ended 4-30-20 | Year ended 4-30-21 | Year ended 4-30-20 | |
Increase (decrease) in net assets | ||||||
From operations | ||||||
Net investment income | $164,837 | $477,791 | $513,045 | $654,031 | $11,281,728 | $12,787,165 |
Net realized gain (loss) | 7,030,879 | 1,125,142 | 1,412,404 | 1,756,687 | 30,563,800 | (2,807,462) |
Change in net unrealized appreciation (depreciation) | 14,748,233 | (6,052,769) | 3,480,570 | (1,987,459) | 115,721,656 | (66,311,456) |
Increase (decrease) in net assets resulting from operations | 21,943,949 | (4,449,836) | 5,406,019 | 423,259 | 157,567,184 | (56,331,753) |
Distributions to shareholders | ||||||
From earnings | (247,807) | (485,939) | (558,496) | (655,650) | (9,397,948) | (16,526,310) |
From fund share transactions | ||||||
Shares issued | 20,031,773 | 11,360,925 | 5,503,576 | 10,343,541 | 54,554,414 | 81,190,244 |
Shares repurchased | (23,211,076) | (17,415,480) | (7,710,219) | (19,762,263) | (150,990,640) | (87,062,063) |
Total from fund share transactions | (3,179,303) | (6,054,555) | (2,206,643) | (9,418,722) | (96,436,226) | (5,871,819) |
Total increase (decrease) | 18,516,839 | (10,990,330) | 2,640,880 | (9,651,113) | 51,733,010 | (78,729,882) |
Net assets | ||||||
Beginning of year | 31,171,316 | 42,161,646 | 19,211,184 | 28,862,297 | 433,037,294 | 511,767,176 |
End of year | $49,688,155 | $31,171,316 | $21,852,064 | $19,211,184 | $484,770,304 | $433,037,294 |
Share activity | ||||||
Shares outstanding | ||||||
Beginning of year | 1,040,000 | 1,250,000 | 690,000 | 1,030,000 | 17,800,000 | 17,800,000 |
Shares issued | 450,000 | 360,000 | 180,000 | 360,000 | 1,800,000 | 3,200,000 |
Shares repurchased | (540,000) | (570,000) | (240,000) | (700,000) | (5,100,000) | (3,200,000) |
End of year | 950,000 | 1,040,000 | 630,000 | 690,000 | 14,500,000 | 17,800,000 |
SEE NOTES TO FINANCIAL STATEMENTS | ANNUAL | JOHN HANCOCK MULTIFACTOR ETFS | 89 |
Multifactor Emerging Markets ETF | Multifactor Energy ETF | Multifactor Financials ETF | ||||
Year ended 4-30-21 | Year ended 4-30-20 | Year ended 4-30-21 | Year ended 4-30-20 | Year ended 4-30-21 | Year ended 4-30-20 | |
Increase (decrease) in net assets | ||||||
From operations | ||||||
Net investment income | $13,343,232 | $20,819,965 | $450,012 | $1,224,730 | $533,810 | $769,139 |
Net realized gain (loss) | 22,118,632 | (1,990,914) | (3,941,842) | (4,706,274) | 514,851 | 2,265,250 |
Change in net unrealized appreciation (depreciation) | 237,608,075 | (128,329,801) | 8,268,496 | (6,660,723) | 13,276,539 | (8,624,156) |
Increase (decrease) in net assets resulting from operations | 273,069,939 | (109,500,750) | 4,776,666 | (10,142,267) | 14,325,200 | (5,589,767) |
Distributions to shareholders | ||||||
From earnings | (13,029,002) | (19,729,767) | (500,319) | (1,221,422) | (551,255) | (867,642) |
From fund share transactions | ||||||
Shares issued | 54,036,551 | 72,646,860 | 5,745,399 | 6,544,437 | 5,840,995 | 29,464,818 |
Shares repurchased | (263,216,902) | (75,885,634) | (4,477,954) | (6,406,805) | (12,694,923) | (40,276,738) |
Total from fund share transactions | (209,180,351) | (3,238,774) | 1,267,445 | 137,632 | (6,853,928) | (10,811,920) |
Total increase (decrease) | 50,860,586 | (132,469,291) | 5,543,792 | (11,226,057) | 6,920,017 | (17,269,329) |
Net assets | ||||||
Beginning of year | 685,112,930 | 817,582,221 | 15,016,252 | 26,242,309 | 30,357,896 | 47,627,225 |
End of year | $735,973,516 | $685,112,930 | $20,560,044 | $15,016,252 | $37,277,913 | $30,357,896 |
Share activity | ||||||
Shares outstanding | ||||||
Beginning of year | 31,700,000 | 31,600,000 | 1,080,000 | 980,000 | 970,000 | 1,250,000 |
Shares issued | 1,900,000 | 3,100,000 | 360,000 | 420,000 | 140,000 | 810,000 |
Shares repurchased | (10,000,000) | (3,000,000) | (360,000) | (320,000) | (370,000) | (1,090,000) |
End of year | 23,600,000 | 31,700,000 | 1,080,000 | 1,080,000 | 740,000 | 970,000 |
90 | JOHN HANCOCK MULTIFACTOR ETFS | ANNUAL | SEE NOTES TO FINANCIAL STATEMENTS |
Multifactor Healthcare ETF | Multifactor Industrials ETF | Multifactor Large Cap ETF | ||||
Year ended 4-30-21 | Year ended 4-30-20 | Year ended 4-30-21 | Year ended 4-30-20 | Year ended 4-30-21 | Year ended 4-30-20 | |
Increase (decrease) in net assets | ||||||
From operations | ||||||
Net investment income | $854,524 | $816,144 | $374,804 | $381,738 | $12,991,730 | $17,091,642 |
Net realized gain | 3,974,327 | 2,667,740 | 3,278,792 | 1,373,350 | 195,388,330 | 51,821,676 |
Change in net unrealized appreciation (depreciation) | 7,034,279 | 2,858,891 | 13,959,322 | (5,760,064) | 146,531,945 | (93,070,290) |
Increase (decrease) in net assets resulting from operations | 11,863,130 | 6,342,775 | 17,612,918 | (4,004,976) | 354,912,005 | (24,156,972) |
Distributions to shareholders | ||||||
From earnings | (1,198,927) | (1,306,455) | (366,029) | (372,367) | (15,992,156) | (16,652,227) |
From fund share transactions | ||||||
Shares issued | 12,813,470 | 10,898,269 | 25,764,261 | 10,999,231 | 208,314,848 | 131,654,328 |
Shares repurchased | (14,717,132) | (26,389,183) | (14,299,595) | (16,550,559) | (630,687,338) | (223,416,055) |
Total from fund share transactions | (1,903,662) | (15,490,914) | 11,464,666 | (5,551,328) | (422,372,490) | (91,761,727) |
Total increase (decrease) | 8,760,541 | (10,454,594) | 28,711,555 | (9,928,671) | (83,452,641) | (132,570,926) |
Net assets | ||||||
Beginning of year | 43,206,916 | 53,661,510 | 22,247,840 | 32,176,511 | 789,214,122 | 921,785,048 |
End of year | $51,967,457 | $43,206,916 | $50,959,395 | $22,247,840 | $705,761,481 | $789,214,122 |
Share activity | ||||||
Shares outstanding | ||||||
Beginning of year | 1,170,000 | 1,610,000 | 700,000 | 860,000 | 21,825,000 | 24,275,000 |
Shares issued | 300,000 | 310,000 | 610,000 | 310,000 | 4,675,000 | 3,675,000 |
Shares repurchased | (350,000) | (750,000) | (320,000) | (470,000) | (13,275,000) | (6,125,000) |
End of year | 1,120,000 | 1,170,000 | 990,000 | 700,000 | 13,225,000 | 21,825,000 |
SEE NOTES TO FINANCIAL STATEMENTS | ANNUAL | JOHN HANCOCK MULTIFACTOR ETFS | 91 |
Multifactor Materials ETF | Multifactor Media and Communications ETF | Multifactor Mid Cap ETF | ||||
Year ended 4-30-21 | Year ended 4-30-20 | Year ended 4-30-21 | Year ended 4-30-20 | Year ended 4-30-21 | Year ended 4-30-20 | |
Increase (decrease) in net assets | ||||||
From operations | ||||||
Net investment income | $398,633 | $366,907 | $259,294 | $231,920 | $16,266,095 | $17,645,935 |
Net realized gain (loss) | 2,161,603 | (29,725) | 5,560,156 | (473,910) | 135,910,077 | 10,965,560 |
Change in net unrealized appreciation (depreciation) | 9,578,099 | (2,701,140) | 6,775,861 | (773,021) | 664,505,714 | (203,734,025) |
Increase (decrease) in net assets resulting from operations | 12,138,335 | (2,363,958) | 12,595,311 | (1,015,011) | 816,681,886 | (175,122,530) |
Distributions to shareholders | ||||||
From earnings | (388,841) | (400,889) | (245,994) | (159,184) | (19,552,628) | (14,393,874) |
From fund share transactions | ||||||
Shares issued | 3,964,212 | 7,172,493 | 11,325,278 | 6,196,500 | 447,810,930 | 719,955,147 |
Shares repurchased | (5,678,762) | (9,996,413) | (14,768,131) | (6,266,422) | (412,696,585) | (229,422,956) |
Total from fund share transactions | (1,714,550) | (2,823,920) | (3,442,853) | (69,922) | 35,114,345 | 490,532,191 |
Total increase (decrease) | 10,034,944 | (5,588,767) | 8,906,464 | (1,244,117) | 832,243,603 | 301,015,787 |
Net assets | ||||||
Beginning of year | 17,165,438 | 22,754,205 | 22,352,503 | 23,596,620 | 1,331,209,399 | 1,030,193,612 |
End of year | $27,200,382 | $17,165,438 | $31,258,967 | $22,352,503 | $2,163,453,002 | $1,331,209,399 |
Share activity | ||||||
Shares outstanding | ||||||
Beginning of year | 610,000 | 700,000 | 890,000 | 890,000 | 41,100,000 | 28,150,000 |
Shares issued | 100,000 | 220,000 | 350,000 | 250,000 | 10,175,000 | 19,975,000 |
Shares repurchased | (130,000) | (310,000) | (430,000) | (250,000) | (9,300,000) | (7,025,000) |
End of year | 580,000 | 610,000 | 810,000 | 890,000 | 41,975,000 | 41,100,000 |
92 | JOHN HANCOCK MULTIFACTOR ETFS | ANNUAL | SEE NOTES TO FINANCIAL STATEMENTS |
Multifactor Small Cap ETF | Multifactor Technology ETF | Multifactor Utilities ETF | ||||
Year ended 4-30-21 | Year ended 4-30-20 | Year ended 4-30-21 | Year ended 4-30-20 | Year ended 4-30-21 | Year ended 4-30-20 | |
Increase (decrease) in net assets | ||||||
From operations | ||||||
Net investment income | $6,411,675 | $6,131,096 | $355,175 | $692,391 | $646,585 | $917,477 |
Net realized gain (loss) | 104,173,049 | (23,933,938) | 6,240,602 | 6,359,690 | (1,094,964) | 3,406,928 |
Change in net unrealized appreciation (depreciation) | 143,292,343 | (66,707,207) | 14,622,167 | (4,028,292) | 3,861,303 | (5,737,233) |
Increase (decrease) in net assets resulting from operations | 253,877,067 | (84,510,049) | 21,217,944 | 3,023,789 | 3,412,924 | (1,412,828) |
Distributions to shareholders | ||||||
From earnings | (6,392,741) | (5,745,267) | (476,955) | (628,863) | (763,275) | (922,136) |
From fund share transactions | ||||||
Shares issued | 86,845,386 | 237,133,023 | 14,150,067 | 13,101,142 | — | 34,715,208 |
Shares repurchased | (371,277,175) | (122,564,999) | (14,332,508) | (41,017,240) | (10,753,405) | (36,393,455) |
Total from fund share transactions | (284,431,789) | 114,568,024 | (182,441) | (27,916,098) | (10,753,405) | (1,678,247) |
Total increase (decrease) | (36,947,463) | 24,312,708 | 20,558,548 | (25,521,172) | (8,103,756) | (4,013,211) |
Net assets | ||||||
Beginning of year | 463,245,778 | 438,933,070 | 36,266,687 | 61,787,859 | 25,453,700 | 29,466,911 |
End of year | $426,298,315 | $463,245,778 | $56,825,235 | $36,266,687 | $17,349,944 | $25,453,700 |
Share activity | ||||||
Shares outstanding | ||||||
Beginning of year | 21,275,000 | 16,325,000 | 680,000 | 1,220,000 | 870,000 | 930,000 |
Shares issued | 2,950,000 | 9,875,000 | 190,000 | 260,000 | — | 1,060,000 |
Shares repurchased | (12,150,000) | (4,925,000) | (200,000) | (800,000) | (350,000) | (1,120,000) |
End of year | 12,075,000 | 21,275,000 | 670,000 | 680,000 | 520,000 | 870,000 |
SEE NOTES TO FINANCIAL STATEMENTS | ANNUAL | JOHN HANCOCK MULTIFACTOR ETFS | 93 |
Period ended | 4-30-21 | 4-30-20 | 4-30-19 | 4-30-18 | 4-30-17 |
Per share operating performance | |||||
Net asset value, beginning of period | $29.97 | $33.73 | $30.65 | $28.04 | $25.56 |
Net investment income1 | 0.17 | 0.41 | 0.37 | 0.32 | 0.51 |
Net realized and unrealized gain (loss) on investments | 22.41 | (3.76) | 3.11 | 2.58 | 2.45 |
Total from investment operations | 22.58 | (3.35) | 3.48 | 2.90 | 2.96 |
Less distributions | |||||
From net investment income | (0.25) | (0.41) | (0.40) | (0.29) | (0.48) |
Net asset value, end of period | $52.30 | $29.97 | $33.73 | $30.65 | $28.04 |
Total return (%)2 | 75.70 | (10.08) | 11.57 | 10.37 | 11.78 |
Ratios and supplemental data | |||||
Net assets, end of period (in millions) | $50 | $31 | $42 | $47 | $31 |
Ratios (as a percentage of average net assets): | |||||
Expenses before reductions | 0.71 | 0.73 | 0.73 | 0.85 | 1.07 |
Expenses including reductions | 0.40 | 0.40 | 0.47 | 0.50 | 0.50 |
Net investment income | 0.41 | 1.23 | 1.17 | 1.08 | 1.93 |
Portfolio turnover (%)3 | 17 | 20 | 42 | 9 | 16 |
1 | Based on average daily shares outstanding. |
2 | Total returns would have been lower had certain expenses not been reduced during the applicable periods. |
3 | Portfolio turnover rate excludes securities received or delivered from in-kind transactions. |
Period ended | 4-30-21 | 4-30-20 | 4-30-19 | 4-30-18 | 4-30-17 |
Per share operating performance | |||||
Net asset value, beginning of period | $27.84 | $28.02 | $25.35 | $26.48 | $25.14 |
Net investment income1 | 0.70 | 0.65 | 0.75 | 0.55 | 0.48 |
Net realized and unrealized gain (loss) on investments | 6.89 | (0.17) | 2.66 | (1.24) | 1.21 |
Total from investment operations | 7.59 | 0.48 | 3.41 | (0.69) | 1.69 |
Less distributions | |||||
From net investment income | (0.74) | (0.66) | (0.74) | (0.44) | (0.35) |
Net asset value, end of period | $34.69 | $27.84 | $28.02 | $25.35 | $26.48 |
Total return (%)2 | 27.69 | 1.62 | 13.89 | (2.67) | 6.75 |
Ratios and supplemental data | |||||
Net assets, end of period (in millions) | $22 | $19 | $29 | $22 | $17 |
Ratios (as a percentage of average net assets): | |||||
Expenses before reductions | 0.94 | 0.83 | 0.91 | 1.07 | 1.18 |
Expenses including reductions | 0.40 | 0.40 | 0.47 | 0.50 | 0.50 |
Net investment income | 2.25 | 2.27 | 2.87 | 2.05 | 1.86 |
Portfolio turnover (%)3 | 10 | 12 | 14 | 14 | 11 |
1 | Based on average daily shares outstanding. |
2 | Total returns would have been lower had certain expenses not been reduced during the applicable periods. |
3 | Portfolio turnover rate excludes securities received or delivered from in-kind transactions. |
94 | JOHN HANCOCK MULTIFACTOR ETFS | ANNUAL | SEE NOTES TO FINANCIAL STATEMENTS |
Period ended | 4-30-21 | 4-30-20 | 4-30-19 | 4-30-18 | 4-30-171 |
Per share operating performance | |||||
Net asset value, beginning of period | $24.33 | $28.75 | $30.68 | $27.17 | $24.54 |
Net investment income2 | 0.70 | 0.73 | 0.91 | 0.77 | 0.31 |
Net realized and unrealized gain (loss) on investments | 8.99 | (4.21) | (2.31) | 3.43 | 2.32 |
Total from investment operations | 9.69 | (3.48) | (1.40) | 4.20 | 2.63 |
Less distributions | |||||
From net investment income | (0.59) | (0.94) | (0.53) | (0.69) | — |
Net asset value, end of period | $33.43 | $24.33 | $28.75 | $30.68 | $27.17 |
Total return (%)3 | 40.26 | (12.57) | (4.54) | 15.64 | 10.734 |
Ratios and supplemental data | |||||
Net assets, end of period (in millions) | $485 | $433 | $512 | $68 | $33 |
Ratios (as a percentage of average net assets): | |||||
Expenses before reductions | 0.43 | 0.52 | 0.55 | 0.80 | 0.995 |
Expenses including reductions | 0.39 | 0.45 | 0.45 | 0.45 | 0.455 |
Net investment income | 2.43 | 2.46 | 3.28 | 2.60 | 3.025 |
Portfolio turnover (%)6 | 8 | 10 | 17 | 15 | 8 |
1 | Period from 12-15-16 (commencement of operations) to 4-30-17. |
2 | Based on average daily shares outstanding. |
3 | Total returns would have been lower had certain expenses not been reduced during the applicable periods. |
4 | Not annualized. |
5 | Annualized. |
6 | Portfolio turnover rate excludes securities received or delivered from in-kind transactions. |
Period ended | 4-30-21 | 4-30-20 | 4-30-191 |
Per share operating performance | |||
Net asset value, beginning of period | $21.61 | $25.87 | $25.00 |
Net investment income2 | 0.50 | 0.66 | 0.14 |
Net realized and unrealized gain (loss) on investments | 9.57 | (4.29) | 0.78 |
Total from investment operations | 10.07 | (3.63) | 0.92 |
Less distributions | |||
From net investment income | (0.49) | (0.63) | (0.05) |
Net asset value, end of period | $31.19 | $21.61 | $25.87 |
Total return (%)3 | 46.99 | (14.44) | 3.714 |
Ratios and supplemental data | |||
Net assets, end of period (in millions) | $736 | $685 | $818 |
Ratios (as a percentage of average net assets): | |||
Expenses before reductions | 0.55 | 0.67 | 0.715 |
Expenses including reductions | 0.49 | 0.55 | 0.555 |
Net investment income | 1.89 | 2.69 | 0.975 |
Portfolio turnover (%)6 | 25 | 22 | 3 |
1 | Period from 9-27-18 (commencement of operations) to 4-30-19. |
2 | Based on average daily shares outstanding. |
3 | Total returns would have been lower had certain expenses not been reduced during the applicable periods. |
4 | Not annualized. |
5 | Annualized. |
6 | Portfolio turnover rate excludes securities received or delivered from in-kind transactions. |
SEE NOTES TO FINANCIAL STATEMENTS | ANNUAL | JOHN HANCOCK MULTIFACTOR ETFS | 95 |
Period ended | 4-30-21 | 4-30-20 | 4-30-19 | 4-30-18 | 4-30-17 |
Per share operating performance | |||||
Net asset value, beginning of period | $13.90 | $26.78 | $31.39 | $27.42 | $27.23 |
Net investment income1 | 0.43 | 1.352 | 0.51 | 0.663 | 0.42 |
Net realized and unrealized gain (loss) on investments | 5.20 | (12.80) | (4.59) | 3.85 | 0.06 |
Total from investment operations | 5.63 | (11.45) | (4.08) | 4.51 | 0.48 |
Less distributions | |||||
From net investment income | (0.49) | (1.43) | (0.53) | (0.54) | (0.29) |
Net asset value, end of period | $19.04 | $13.90 | $26.78 | $31.39 | $27.42 |
Total return (%)4 | 41.67 | (44.93) | (12.84) | 16.69 | 1.73 |
Ratios and supplemental data | |||||
Net assets, end of period (in millions) | $21 | $15 | $26 | $37 | $16 |
Ratios (as a percentage of average net assets): | |||||
Expenses before reductions | 1.18 | 1.05 | 0.86 | 1.07 | 1.15 |
Expenses including reductions | 0.40 | 0.40 | 0.48 | 0.50 | 0.50 |
Net investment income | 2.91 | 6.382 | 1.72 | 2.353 | 1.46 |
Portfolio turnover (%)5 | 37 | 22 | 25 | 16 | 30 |
1 | Based on average daily shares outstanding. |
2 | 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. |
3 | Net investment income (loss) per share and ratio of net investment income (loss) to average net assets reflect a special dividend received by the fund, which amounted to $0.16 and 0.58%, respectively. |
4 | Total returns would have been lower had certain expenses not been reduced during the applicable periods. |
5 | Portfolio turnover rate excludes securities received or delivered from in-kind transactions. |
Period ended | 4-30-21 | 4-30-20 | 4-30-19 | 4-30-18 | 4-30-17 |
Per share operating performance | |||||
Net asset value, beginning of period | $31.30 | $38.10 | $36.86 | $31.48 | $25.35 |
Net investment income1 | 0.69 | 0.70 | 0.57 | 0.45 | 0.38 |
Net realized and unrealized gain (loss) on investments | 19.11 | (6.64) | 1.21 | 5.30 | 6.10 |
Total from investment operations | 19.80 | (5.94) | 1.78 | 5.75 | 6.48 |
Less distributions | |||||
From net investment income | (0.72) | (0.86) | (0.54) | (0.37) | (0.35) |
Net asset value, end of period | $50.38 | $31.30 | $38.10 | $36.86 | $31.48 |
Total return (%)2 | 64.14 | (16.06) | 5.15 | 18.33 | 25.78 |
Ratios and supplemental data | |||||
Net assets, end of period (in millions) | $37 | $30 | $48 | $69 | $43 |
Ratios (as a percentage of average net assets): | |||||
Expenses before reductions | 0.81 | 0.72 | 0.66 | 0.75 | 0.99 |
Expenses including reductions | 0.40 | 0.40 | 0.47 | 0.50 | 0.50 |
Net investment income | 1.82 | 1.86 | 1.57 | 1.26 | 1.32 |
Portfolio turnover (%)3 | 11 | 10 | 9 | 8 | 7 |
1 | Based on average daily shares outstanding. |
2 | Total returns would have been lower had certain expenses not been reduced during the applicable periods. |
3 | Portfolio turnover rate excludes securities received or delivered from in-kind transactions. |
96 | JOHN HANCOCK MULTIFACTOR ETFS | ANNUAL | SEE NOTES TO FINANCIAL STATEMENTS |
Period ended | 4-30-21 | 4-30-20 | 4-30-19 | 4-30-18 | 4-30-17 |
Per share operating performance | |||||
Net asset value, beginning of period | $36.93 | $33.33 | $31.14 | $28.59 | $25.77 |
Net investment income1 | 0.75 | 0.60 | 0.73 | 0.24 | 0.30 |
Net realized and unrealized gain (loss) on investments | 9.81 | 3.91 | 1.71 | 2.62 | 2.72 |
Total from investment operations | 10.56 | 4.51 | 2.44 | 2.86 | 3.02 |
Less distributions | |||||
From net investment income | (1.09) | (0.91) | (0.25) | (0.31) | (0.20) |
Net asset value, end of period | $46.40 | $36.93 | $33.33 | $31.14 | $28.59 |
Total return (%)2 | 29.08 | 13.70 | 7.89 | 10.04 | 11.78 |
Ratios and supplemental data | |||||
Net assets, end of period (in millions) | $52 | $43 | $54 | $41 | $33 |
Ratios (as a percentage of average net assets): | |||||
Expenses before reductions | 0.67 | 0.68 | 0.66 | 0.86 | 1.06 |
Expenses including reductions | 0.40 | 0.40 | 0.46 | 0.50 | 0.50 |
Net investment income | 1.82 | 1.72 | 2.18 | 0.79 | 1.12 |
Portfolio turnover (%)3 | 11 | 10 | 21 | 11 | 14 |
1 | Based on average daily shares outstanding. |
2 | Total returns would have been lower had certain expenses not been reduced during the applicable periods. |
3 | Portfolio turnover rate excludes securities received or delivered from in-kind transactions. |
Period ended | 4-30-21 | 4-30-20 | 4-30-19 | 4-30-18 | 4-30-17 |
Per share operating performance | |||||
Net asset value, beginning of period | $31.78 | $37.41 | $33.75 | $30.40 | $25.37 |
Net investment income1 | 0.42 | 0.52 | 0.59 | 0.33 | 0.35 |
Net realized and unrealized gain (loss) on investments | 19.70 | (5.64) | 3.69 | 3.33 | 4.94 |
Total from investment operations | 20.12 | (5.12) | 4.28 | 3.66 | 5.29 |
Less distributions | |||||
From net investment income | (0.43) | (0.51) | (0.62) | (0.31) | (0.26) |
Net asset value, end of period | $51.47 | $31.78 | $37.41 | $33.75 | $30.40 |
Total return (%)2 | 63.78 | (13.92) | 13.16 | 12.04 | 20.95 |
Ratios and supplemental data | |||||
Net assets, end of period (in millions) | $51 | $22 | $32 | $32 | $21 |
Ratios (as a percentage of average net assets): | |||||
Expenses before reductions | 0.73 | 0.86 | 0.90 | 0.98 | 1.12 |
Expenses including reductions | 0.40 | 0.40 | 0.47 | 0.50 | 0.50 |
Net investment income | 1.01 | 1.42 | 1.70 | 0.98 | 1.24 |
Portfolio turnover (%)3 | 13 | 21 | 49 | 3 | 8 |
1 | Based on average daily shares outstanding. |
2 | Total returns would have been lower had certain expenses not been reduced during the applicable periods. |
3 | Portfolio turnover rate excludes securities received or delivered from in-kind transactions. |
SEE NOTES TO FINANCIAL STATEMENTS | ANNUAL | JOHN HANCOCK MULTIFACTOR ETFS | 97 |
Period ended | 4-30-21 | 4-30-20 | 4-30-19 | 4-30-18 | 4-30-17 |
Per share operating performance | |||||
Net asset value, beginning of period | $36.16 | $37.97 | $34.52 | $31.09 | $26.69 |
Net investment income1 | 0.66 | 0.73 | 0.70 | 0.51 | 0.49 |
Net realized and unrealized gain (loss) on investments | 17.30 | (1.83) | 3.25 | 3.42 | 4.31 |
Total from investment operations | 17.96 | (1.10) | 3.95 | 3.93 | 4.80 |
Less distributions | |||||
From net investment income | (0.75) | (0.71) | (0.50) | (0.50) | (0.40) |
Net asset value, end of period | $53.37 | $36.16 | $37.97 | $34.52 | $31.09 |
Total return (%)2 | 50.22 | (3.04) | 11.74 | 12.69 | 18.13 |
Ratios and supplemental data | |||||
Net assets, end of period (in millions) | $706 | $789 | $922 | $401 | $342 |
Ratios (as a percentage of average net assets): | |||||
Expenses before reductions | 0.31 | 0.34 | 0.35 | 0.40 | 0.45 |
Expenses including reductions | 0.29 | 0.33 | 0.34 | 0.35 | 0.35 |
Net investment income | 1.50 | 1.92 | 1.96 | 1.53 | 1.67 |
Portfolio turnover (%)3 | 7 | 6 | 6 | 5 | 12 |
1 | Based on average daily shares outstanding. |
2 | Total returns would have been lower had certain expenses not been reduced during the applicable periods. |
3 | Portfolio turnover rate excludes securities received or delivered from in-kind transactions. |
Period ended | 4-30-21 | 4-30-20 | 4-30-19 | 4-30-18 | 4-30-17 |
Per share operating performance | |||||
Net asset value, beginning of period | $28.14 | $32.51 | $34.00 | $30.85 | $26.76 |
Net investment income1 | 0.63 | 0.58 | 0.55 | 0.44 | 0.44 |
Net realized and unrealized gain (loss) on investments | 18.74 | (4.31) | (1.54) | 3.13 | 3.97 |
Total from investment operations | 19.37 | (3.73) | (0.99) | 3.57 | 4.41 |
Less distributions | |||||
From net investment income | (0.61) | (0.64) | (0.50) | (0.42) | (0.32) |
Net asset value, end of period | $46.90 | $28.14 | $32.51 | $34.00 | $30.85 |
Total return (%)2 | 69.61 | (11.77) | (2.76) | 11.62 | 16.58 |
Ratios and supplemental data | |||||
Net assets, end of period (in millions) | $27 | $17 | $23 | $23 | $20 |
Ratios (as a percentage of average net assets): | |||||
Expenses before reductions | 0.92 | 1.01 | 1.01 | 1.05 | 1.15 |
Expenses including reductions | 0.40 | 0.40 | 0.47 | 0.50 | 0.50 |
Net investment income | 1.71 | 1.82 | 1.68 | 1.32 | 1.51 |
Portfolio turnover (%)3 | 16 | 20 | 46 | 10 | 17 |
1 | Based on average daily shares outstanding. |
2 | Total returns would have been lower had certain expenses not been reduced during the applicable periods. |
3 | Portfolio turnover rate excludes securities received or delivered from in-kind transactions. |
98 | JOHN HANCOCK MULTIFACTOR ETFS | ANNUAL | SEE NOTES TO FINANCIAL STATEMENTS |
Period ended | 4-30-21 | 4-30-20 | 4-30-191 |
Per share operating performance | |||
Net asset value, beginning of period | $25.12 | $26.51 | $25.00 |
Net investment income2 | 0.29 | 0.29 | 0.04 |
Net realized and unrealized gain (loss) on investments | 13.45 | (1.48) | 1.47 |
Total from investment operations | 13.74 | (1.19) | 1.51 |
Less distributions | |||
From net investment income | (0.27) | (0.20) | — |
Net asset value, end of period | $38.59 | $25.12 | $26.51 |
Total return (%)3 | 55.00 | (4.60) | 6.054 |
Ratios and supplemental data | |||
Net assets, end of period (in millions) | $31 | $22 | $24 |
Ratios (as a percentage of average net assets): | |||
Expenses before reductions | 0.77 | 1.02 | 2.985 |
Expenses including reductions | 0.40 | 0.40 | 0.405 |
Net investment income | 0.91 | 1.07 | 1.295 |
Portfolio turnover (%)6 | 20 | 19 | 0 |
1 | Period from 3-12-19 (commencement of operations) to 4-30-19. |
2 | Based on average daily shares outstanding. |
3 | Total returns would have been lower had certain expenses not been reduced during the applicable periods. |
4 | Not annualized. |
5 | Annualized. |
6 | Portfolio turnover rate excludes securities received or delivered from in-kind transactions. |
Period ended | 4-30-21 | 4-30-20 | 4-30-19 | 4-30-18 | 4-30-17 |
Per share operating performance | |||||
Net asset value, beginning of period | $32.39 | $36.60 | $34.04 | $30.65 | $26.07 |
Net investment income1 | 0.39 | 0.48 | 0.53 | 0.34 | 0.33 |
Net realized and unrealized gain (loss) on investments | 19.23 | (4.29) | 2.44 | 3.36 | 4.58 |
Total from investment operations | 19.62 | (3.81) | 2.97 | 3.70 | 4.91 |
Less distributions | |||||
From net investment income | (0.47) | (0.40) | (0.41) | (0.31) | (0.33) |
Net asset value, end of period | $51.54 | $32.39 | $36.60 | $34.04 | $30.65 |
Total return (%)2 | 61.03 | (10.56) | 8.98 | 12.11 | 18.96 |
Ratios and supplemental data | |||||
Net assets, end of period (in millions) | $2,163 | $1,331 | $1,030 | $332 | $170 |
Ratios (as a percentage of average net assets): | |||||
Expenses before reductions | 0.42 | 0.43 | 0.45 | 0.52 | 0.61 |
Expenses including reductions | 0.41 | 0.42 | 0.44 | 0.45 | 0.45 |
Net investment income | 0.96 | 1.33 | 1.53 | 1.03 | 1.16 |
Portfolio turnover (%)3 | 20 | 11 | 13 | 11 | 14 |
1 | Based on average daily shares outstanding. |
2 | Total returns would have been lower had certain expenses not been reduced during the applicable periods. |
3 | Portfolio turnover rate excludes securities received or delivered from in-kind transactions. |
SEE NOTES TO FINANCIAL STATEMENTS | ANNUAL | JOHN HANCOCK MULTIFACTOR ETFS | 99 |
Period ended | 4-30-21 | 4-30-20 | 4-30-19 | 4-30-181 |
Per share operating performance | ||||
Net asset value, beginning of period | $21.77 | $26.89 | $25.69 | $25.00 |
Net investment income2 | 0.36 | 0.33 | 0.29 | 0.13 |
Net realized and unrealized gain (loss) on investments | 13.51 | (5.13) | 1.16 | 0.56 |
Total from investment operations | 13.87 | (4.80) | 1.45 | 0.69 |
Less distributions | ||||
From net investment income | (0.34) | (0.32) | (0.25) | — |
Net asset value, end of period | $35.30 | $21.77 | $26.89 | $25.69 |
Total return (%)3 | 64.17 | (18.07) | 5.71 | 2.774 |
Ratios and supplemental data | ||||
Net assets, end of period (in millions) | $426 | $463 | $439 | $39 |
Ratios (as a percentage of average net assets): | ||||
Expenses before reductions | 0.45 | 0.55 | 0.60 | 0.905,6 |
Expenses including reductions | 0.42 | 0.49 | 0.50 | 0.515,6 |
Net investment income | 1.31 | 1.30 | 1.13 | 1.055 |
Portfolio turnover (%)7 | 56 | 36 | 33 | 17 |
1 | Period from 11-8-17 (commencement of operations) to 4-30-18. |
2 | Based on average daily shares outstanding. |
3 | Total returns would have been lower had certain expenses not been reduced during the applicable periods. |
4 | Not annualized. |
5 | Annualized. |
6 | Certain expenses are presented unannualized due to the short reporting period. |
7 | Portfolio turnover rate excludes securities received or delivered from in-kind transactions. |
Period ended | 4-30-21 | 4-30-20 | 4-30-19 | 4-30-18 | 4-30-17 |
Per share operating performance | |||||
Net asset value, beginning of period | $53.33 | $50.65 | $42.87 | $35.10 | $25.86 |
Net investment income1 | 0.54 | 0.69 | 0.43 | 0.28 | 0.34 |
Net realized and unrealized gain (loss) on investments | 31.66 | 2.66 | 7.72 | 7.77 | 9.30 |
Total from investment operations | 32.20 | 3.35 | 8.15 | 8.05 | 9.64 |
Less distributions | |||||
From net investment income | (0.72) | (0.67) | (0.37) | (0.28) | (0.40) |
Net asset value, end of period | $84.81 | $53.33 | $50.65 | $42.87 | $35.10 |
Total return (%)2 | 60.79 | 6.65 | 19.25 | 23.02 | 37.66 |
Ratios and supplemental data | |||||
Net assets, end of period (in millions) | $57 | $36 | $62 | $63 | $42 |
Ratios (as a percentage of average net assets): | |||||
Expenses before reductions | 0.67 | 0.66 | 0.64 | 0.74 | 1.00 |
Expenses including reductions | 0.40 | 0.40 | 0.47 | 0.50 | 0.50 |
Net investment income | 0.76 | 1.35 | 0.96 | 0.70 | 1.11 |
Portfolio turnover (%)3 | 12 | 21 | 27 | 7 | 18 |
1 | Based on average daily shares outstanding. |
2 | Total returns would have been lower had certain expenses not been reduced during the applicable periods. |
3 | Portfolio turnover rate excludes securities received or delivered from in-kind transactions. |
100 | JOHN HANCOCK MULTIFACTOR ETFS | ANNUAL | SEE NOTES TO FINANCIAL STATEMENTS |
Period ended | 4-30-21 | 4-30-20 | 4-30-19 | 4-30-18 | 4-30-17 |
Per share operating performance | |||||
Net asset value, beginning of period | $29.26 | $31.68 | $27.45 | $27.02 | $24.86 |
Net investment income1 | 0.88 | 0.87 | 0.84 | 0.77 | 0.71 |
Net realized and unrealized gain (loss) on investments | 4.23 | (2.40) | 4.05 | 0.34 | 1.94 |
Total from investment operations | 5.11 | (1.53) | 4.89 | 1.11 | 2.65 |
Less distributions | |||||
From net investment income | (1.00) | (0.89) | (0.66) | (0.68) | (0.49) |
Net asset value, end of period | $33.37 | $29.26 | $31.68 | $27.45 | $27.02 |
Total return (%)2 | 18.01 | (5.16) | 18.21 | 4.14 | 10.79 |
Ratios and supplemental data | |||||
Net assets, end of period (in millions) | $17 | $25 | $29 | $18 | $18 |
Ratios (as a percentage of average net assets): | |||||
Expenses before reductions | 0.94 | 0.77 | 0.87 | 1.16 | 1.18 |
Expenses including reductions | 0.40 | 0.40 | 0.46 | 0.50 | 0.50 |
Net investment income | 2.89 | 2.66 | 2.86 | 2.78 | 2.77 |
Portfolio turnover (%)3 | 17 | 11 | 19 | 12 | 16 |
1 | Based on average daily shares outstanding. |
2 | Total returns would have been lower had certain expenses not been reduced during the applicable periods. |
3 | Portfolio turnover rate excludes securities received or delivered from in-kind transactions. |
SEE NOTES TO FINANCIAL STATEMENTS | ANNUAL | JOHN HANCOCK MULTIFACTOR ETFS | 101 |
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 |
102 | JOHN HANCOCK MULTIFACTOR ETFS | ANNUAL REPORT |
Total value at 4-30-21 | Level 1 quoted price | Level 2 significant observable inputs | Level 3 significant unobservable inputs | |
Multifactor Consumer Discretionary ETF | ||||
Investments in securities: | ||||
Assets | ||||
Common stocks | $49,683,666 | $49,683,666 | — | — |
Short-term investments | 128,929 | 128,929 | — | — |
Total investments in securities | $49,812,595 | $49,812,595 | — | — |
Multifactor Consumer Staples ETF | ||||
Investments in securities: | ||||
Assets | ||||
Common stocks | $21,836,742 | $21,836,742 | — | — |
Short-term investments | 177,394 | 177,394 | — | — |
Total investments in securities | $22,014,136 | $22,014,136 | — | — |
Multifactor Developed International ETF | ||||
Investments in securities: | ||||
Assets | ||||
Common stocks | ||||
Australia | $34,243,724 | $34,243,724 | — | — |
Austria | 705,731 | 705,731 | — | — |
Belgium | 4,857,511 | 4,857,511 | — | — |
Chile | 240,905 | 240,905 | — | — |
Czech Republic | 217,587 | 217,587 | — | — |
Denmark | 12,613,173 | 12,613,173 | — | — |
Finland | 6,574,549 | 6,574,549 | — | — |
France | 48,618,408 | 48,618,408 | — | — |
Germany | 40,930,813 | 40,930,813 | — | — |
Hong Kong | 14,353,845 | 14,353,845 | — | — |
Ireland | 4,791,377 | 4,791,377 | — | — |
Isle of Man | 636,149 | 636,149 | — | — |
Israel | 1,937,846 | 1,937,846 | — | — |
Italy | 9,581,944 | 9,581,944 | — | — |
Japan | 120,367,163 | 120,367,163 | — | — |
Jordan | 219,184 | 219,184 | — | — |
Luxembourg | 1,206,453 | 1,206,453 | — | — |
Macau | 245,150 | 245,150 | — | — |
Mexico | 104,407 | 104,407 | — | — |
Netherlands | 24,324,904 | 24,324,904 | — | — |
New Zealand | 1,198,309 | 1,198,309 | — | — |
Norway | 2,817,948 | 2,817,948 | — | — |
Portugal | 580,066 | 580,066 | — | — |
Singapore | 7,232,206 | 7,232,206 | — | — |
Spain | 11,335,859 | 11,335,859 | — | — |
Sweden | 16,063,437 | 16,063,437 | — | — |
Switzerland | 44,464,122 | 44,464,122 | — | — |
United Arab Emirates | 1,869 | — | $1,869 | — |
United Kingdom | 64,425,682 | 64,425,682 | — | — |
United States | 62,064 | 62,064 | — | — |
ANNUAL REPORT | JOHN HANCOCK MULTIFACTOR ETFS | 103 |
Total value at 4-30-21 | Level 1 quoted price | Level 2 significant observable inputs | Level 3 significant unobservable inputs | |
Multifactor Developed International ETF (continued) | ||||
Preferred securities | $3,262,217 | $3,262,217 | — | — |
Short-term investments | 12,815,677 | 12,815,677 | — | — |
Total investments in securities | $491,030,279 | $491,028,410 | $1,869 | — |
Multifactor Emerging Markets ETF | ||||
Investments in securities: | ||||
Assets | ||||
Common stocks | $727,676,247 | $727,676,247 | — | — |
Preferred securities | 8,993,390 | 8,993,390 | — | — |
Investment companies | 120,451 | 120,451 | — | — |
Warrants | 5,285 | 5,285 | — | — |
Short-term investments | 1,394,047 | 1,394,047 | — | — |
Total investments in securities | $738,189,420 | $738,189,420 | — | — |
Multifactor Energy ETF | ||||
Investments in securities: | ||||
Assets | ||||
Common stocks | $20,536,525 | $20,536,525 | — | — |
Short-term investments | 49,215 | 49,215 | — | — |
Total investments in securities | $20,585,740 | $20,585,740 | — | — |
Multifactor Financials ETF | ||||
Investments in securities: | ||||
Assets | ||||
Common stocks | $37,242,859 | $37,242,859 | — | — |
Short-term investments | 77,248 | 77,248 | — | — |
Total investments in securities | $37,320,107 | $37,320,107 | — | — |
Multifactor Healthcare ETF | ||||
Investments in securities: | ||||
Assets | ||||
Common stocks | $51,944,903 | $51,944,903 | — | — |
Short-term investments | 57,576 | 57,576 | — | — |
Total investments in securities | $52,002,479 | $52,002,479 | — | — |
Multifactor Industrials ETF | ||||
Investments in securities: | ||||
Assets | ||||
Common stocks | $50,935,253 | $50,935,253 | — | — |
Short-term investments | 71,802 | 71,802 | — | — |
Total investments in securities | $51,007,055 | $51,007,055 | — | — |
Multifactor Large Cap ETF | ||||
Investments in securities: | ||||
Assets | ||||
Common stocks | $705,307,555 | $705,307,555 | — | — |
Short-term investments | 689,040 | 689,040 | — | — |
Total investments in securities | $705,996,595 | $705,996,595 | — | — |
Multifactor Materials ETF | ||||
Investments in securities: | ||||
Assets | ||||
Common stocks | $27,186,877 | $27,186,877 | — | — |
104 | JOHN HANCOCK MULTIFACTOR ETFS | ANNUAL REPORT |
Total value at 4-30-21 | Level 1 quoted price | Level 2 significant observable inputs | Level 3 significant unobservable inputs | |
Multifactor Materials ETF (continued) | ||||
Short-term investments | $56,333 | $56,333 | — | — |
Total investments in securities | $27,243,210 | $27,243,210 | — | — |
Multifactor Media and Communications ETF | ||||
Investments in securities: | ||||
Assets | ||||
Common stocks | $31,247,669 | $31,247,669 | — | — |
Short-term investments | 21,616 | 21,616 | — | — |
Total investments in securities | $31,269,285 | $31,269,285 | — | — |
Multifactor Mid Cap ETF | ||||
Investments in securities: | ||||
Assets | ||||
Common stocks | $2,162,057,110 | $2,162,057,110 | — | — |
Short-term investments | 5,087,637 | 5,087,637 | — | — |
Total investments in securities | $2,167,144,747 | $2,167,144,747 | — | — |
Multifactor Small Cap ETF | ||||
Investments in securities: | ||||
Assets | ||||
Common stocks | $426,108,578 | $426,108,578 | — | — |
Short-term investments | 1,285,391 | 1,285,391 | — | — |
Total investments in securities | $427,393,969 | $427,393,969 | — | — |
Multifactor Technology ETF | ||||
Investments in securities: | ||||
Assets | ||||
Common stocks | $56,794,488 | $56,794,488 | — | — |
Short-term investments | 155,842 | 155,842 | — | — |
Total investments in securities | $56,950,330 | $56,950,330 | — | — |
Multifactor Utilities ETF | ||||
Investments in securities: | ||||
Assets | ||||
Common stocks | $17,333,781 | $17,333,781 | — | — |
Short-term investments | 61,327 | 61,327 | — | — |
Total investments in securities | $17,395,108 | $17,395,108 | — | — |
ANNUAL REPORT | JOHN HANCOCK MULTIFACTOR ETFS | 105 |
Fund | Market value of securities on loan | Cash collateral received |
Multifactor Consumer Discretionary ETF | $418,689 | $67,416 |
Multifactor Consumer Staples ETF | 127,170 | 133,367 |
Multifactor Developed International ETF | 12,496,037 | 9,834,532 |
Multifactor Emerging Markets ETF | 5,898,202 | 1,167,139 |
Multifactor Financials ETF | 71,543 | 17,010 |
Multifactor Healthcare ETF | 358,156 | — |
Multifactor Industrials ETF | 26,514 | 2,898 |
Multifactor Large Cap ETF | 984,774 | 378,684 |
Multifactor Materials ETF | 128,449 | — |
Multifactor Media and Communications ETF | 476,550 | — |
Multifactor Mid Cap ETF | 11,253,638 | 3,527,279 |
Multifactor Small Cap ETF | 1,475,203 | 919,847 |
Multifactor Technology ETF | 88,323 | 60,853 |
Fund | Non-cash collateral |
Multifactor Consumer Discretionary ETF | $ 369,573 |
Multifactor Developed International ETF | 3,514,060 |
Multifactor Emerging Markets ETF | 5,225,249 |
Multifactor Financials ETF | 56,297 |
Multifactor Healthcare ETF | 365,062 |
Multifactor Industrials ETF | 24,790 |
Multifactor Large Cap ETF | 644,103 |
Multifactor Materials ETF | 128,437 |
Multifactor Media and Communications ETF | 499,146 |
Multifactor Mid Cap ETF | 8,113,002 |
Multifactor Small Cap ETF | 606,788 |
Multifactor Technology ETF | 32,874 |
106 | JOHN HANCOCK MULTIFACTOR ETFS | ANNUAL REPORT |
Fund | Commitment fee |
Multifactor Consumer Discretionary ETF | $5,838 |
Multifactor Consumer Staples ETF | 5,762 |
Multifactor Developed International ETF | 7,934 |
Multifactor Emerging Markets ETF | 9,085 |
Multifactor Energy ETF | 5,712 |
Multifactor Financials ETF | 5,781 |
Multifactor Healthcare ETF | 5,871 |
Multifactor Industrials ETF | 5,836 |
Multifactor Large Cap ETF | 10,130 |
Multifactor Materials ETF | 5,759 |
Multifactor Media and Communications ETF | 5,783 |
Multifactor Mid Cap ETF | 13,762 |
Multifactor Small Cap ETF | 8,140 |
Multifactor Technology ETF | 5,859 |
Multifactor Utilities ETF | 5,759 |
No Expiration Date | ||
Fund | Short Term | Long Term |
Multifactor Consumer Discretionary ETF | $2,109,941 | $3,053,191 |
Multifactor Consumer Staples ETF | 950,177 | 298,552 |
Multifactor Developed International ETF | 8,422,763 | 15,307,607 |
Multifactor Emerging Markets ETF | 11,265,446 | 10,606,393 |
Multifactor Energy ETF | 3,758,771 | 4,729,145 |
Multifactor Financials ETF | 1,935,386 | 846,270 |
Multifactor Healthcare ETF | 1,882,988 | 2,174,328 |
Multifactor Industrials ETF | 1,316,979 | 1,740,836 |
Multifactor Large Cap ETF | 12,297,454 | 21,075,305 |
Multifactor Materials ETF | 1,036,832 | 997,782 |
ANNUAL REPORT | JOHN HANCOCK MULTIFACTOR ETFS | 107 |
No Expiration Date | ||
Fund | Short Term | Long Term |
Multifactor Media and Communications ETF | $940,175 | $262,550 |
Multifactor Mid Cap ETF | 45,557,354 | 15,505,463 |
Multifactor Small Cap ETF | 34,880,742 | 26,025,952 |
Multifactor Technology ETF | 1,762,179 | 772,726 |
Multifactor Utilities ETF | 1,469,128 | 467,160 |
Fund | Aggregate cost | Unrealized appreciation | Unrealized (depreciation) | Net unrealized appreciation/ (depreciation) |
Multifactor Consumer Discretionary ETF | $37,635,326 | $12,717,501 | $(540,232) | $12,177,269 |
Multifactor Consumer Staples ETF | 19,353,113 | 2,952,695 | (291,672) | 2,661,023 |
Multifactor Developed International ETF | 409,942,863 | 98,896,680 | (17,809,264) | 81,087,416 |
Multifactor Emerging Markets ETF | 586,888,773 | 187,594,278 | (36,293,631) | 151,300,647 |
Multifactor Energy ETF | 21,565,615 | 1,106,432 | (2,086,307) | (979,875) |
Multifactor Financials ETF | 29,876,324 | 7,650,987 | (207,204) | 7,443,783 |
Multifactor Healthcare ETF | 41,457,377 | 11,230,735 | (685,633) | 10,545,102 |
Multifactor Industrials ETF | 40,161,182 | 11,094,937 | (249,064) | 10,845,873 |
Multifactor Large Cap ETF | 547,323,724 | 176,334,160 | (17,661,289) | 158,672,871 |
Multifactor Materials ETF | 19,936,395 | 7,306,815 | — | 7,306,815 |
Multifactor Media and Communications ETF | 25,212,528 | 6,532,715 | (475,958) | 6,056,757 |
Multifactor Mid Cap ETF | 1,624,102,878 | 564,584,117 | (21,542,248) | 543,041,869 |
Multifactor Small Cap ETF | 337,862,636 | 96,196,738 | (6,665,405) | 89,531,333 |
Multifactor Technology ETF | 39,321,685 | 17,854,883 | (226,238) | 17,628,645 |
Multifactor Utilities ETF | 17,266,599 | 1,023,747 | (895,238) | 128,509 |
Fund | Ordinary Income |
Multifactor Consumer Discretionary ETF | $247,807 |
Multifactor Consumer Staples ETF | 558,496 |
Multifactor Developed International ETF | 9,397,948 |
Multifactor Emerging Markets ETF | 13,029,002 |
Multifactor Energy ETF | 500,319 |
Multifactor Financials ETF | 551,255 |
Multifactor Healthcare ETF | 1,198,927 |
Multifactor Industrials ETF | 366,029 |
Multifactor Large Cap ETF | 15,992,156 |
Multifactor Materials ETF | 388,841 |
Multifactor Media and Communications ETF | 245,994 |
Multifactor Mid Cap ETF | 19,552,628 |
Multifactor Small Cap ETF | 6,392,741 |
Multifactor Technology ETF | 476,955 |
Multifactor Utilities ETF | 763,275 |
Fund | Ordinary Income |
Multifactor Consumer Discretionary ETF | $485,939 |
Multifactor Consumer Staples ETF | 655,650 |
108 | JOHN HANCOCK MULTIFACTOR ETFS | ANNUAL REPORT |
Fund | Ordinary Income |
Multifactor Developed International ETF | $16,526,310 |
Multifactor Emerging Markets ETF | 19,729,767 |
Multifactor Energy ETF | 1,221,422 |
Multifactor Financials ETF | 867,642 |
Multifactor Healthcare ETF | 1,306,455 |
Multifactor Industrials ETF | 372,367 |
Multifactor Large Cap ETF | 16,652,227 |
Multifactor Materials ETF | 400,889 |
Multifactor Media and Communications ETF | 159,184 |
Multifactor Mid Cap ETF | 14,393,874 |
Multifactor Small Cap ETF | 5,745,267 |
Multifactor Technology ETF | 628,863 |
Multifactor Utilities ETF | 922,136 |
Fund | Undistributed Ordinary Income |
Multifactor Consumer Discretionary ETF | $25,669 |
Multifactor Consumer Staples ETF | 135,637 |
Multifactor Developed International ETF | 5,848,986 |
Multifactor Emerging Markets ETF | 3,725,827 |
Multifactor Energy ETF | 122,260 |
Multifactor Financials ETF | 159,500 |
Multifactor Healthcare ETF | 104,339 |
Multifactor Industrials ETF | 93,862 |
Multifactor Large Cap ETF | 2,434,792 |
Multifactor Materials ETF | 97,430 |
Multifactor Media and Communications ETF | 94,697 |
Multifactor Mid Cap ETF | 2,865,821 |
Multifactor Small Cap ETF | 1,404,006 |
Multifactor Technology ETF | 105,608 |
Multifactor Utilities ETF | 105,244 |
ANNUAL REPORT | JOHN HANCOCK MULTIFACTOR ETFS | 109 |
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 April 30, 2021, there were no open futures contracts. | Up to $166,000, 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 April 30, 2021, there were no open futures contracts. | Up to $35,000, 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 April 30, 2021, there were no open futures contracts. | Up to $28.2 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 April 30, 2021, there were no open futures contracts. | Up to $27.6 million, as measured during the period |
Multifactor Energy ETF | The fund used futures contracts to gain exposure to certain securities markets and manage against changes in certain securities markets. As of April 30, 2021, there were no open futures contracts. | Up to $371,000 |
Multifactor Financials ETF | The fund used futures contracts to gain exposure to certain securities markets and manage against changes in certain securities markets. As of April 30, 2021, there were no open futures contracts. | Up to $76,000, as measured during the period |
Multifactor Healthcare ETF | The fund used futures contracts to gain exposure to certain securities markets and manage against changes in certain securities markets. As of April 30, 2021, there were no open futures contracts. | Up to $130,000 |
Multifactor Industrials ETF | The fund used futures contracts to gain exposure to certain securities markets and manage against changes in certain securities markets. As of April 30, 2021, there were no open futures contracts. | Up to $39,000, 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 April 30, 2021, there were no open futures contracts. | Up to $290,000 |
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 April 30, 2021, there were no open futures contracts. | Up to $57,000, 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 April 30, 2021, there were no open futures contracts. | Up to $15,000 |
Multifactor Mid Cap ETF | The fund used futures contracts to gain exposure to certain securities markets and manage against changes in certain securities markets. As of April 30, 2021, there were no open futures contracts. | Up to $2.3 million |
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 April 30, 2021, there were no open futures contracts. | Up to $1.9 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 April 30, 2021, there were no open futures contracts. | Up to $124,000, 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 April 30, 2021, there were no open futures contracts. | Up to $118,000, as measured during the period |
110 | JOHN HANCOCK MULTIFACTOR ETFS | ANNUAL REPORT |
Statements of operations location - Net realized gain (loss) on: | ||
Fund | Risk | Futures contracts |
Multifactor Consumer Discretionary ETF | Equity | $496 |
Multifactor Consumer Staples ETF | Equity | $434 |
Multifactor Developed International ETF | Equity | $224,994 |
Multifactor Emerging Markets ETF | Equity | $382,564 |
Multifactor Energy ETF | Equity | $9,488 |
Multifactor Financials ETF | Equity | $2,220 |
Multifactor Healthcare ETF | Equity | $(2,748) |
Multifactor Industrials ETF | Equity | $895 |
Multifactor Large Cap ETF | Equity | $137,631 |
Multifactor Materials ETF | Equity | $1,864 |
Multifactor Media and Communications ETF | Equity | $477 |
Multifactor Mid Cap ETF | Equity | $115,428 |
Multifactor Small Cap ETF | Equity | $97,134 |
Multifactor Technology ETF | Equity | $1,885 |
Multifactor Utilities ETF | Equity | $8,606 |
Statements of operations location - Change in net unrealized appreciation (depreciation) of: | ||
Fund | Risk | Futures contracts |
Multifactor Large Cap ETF | Equity | $(54,691) |
Total | $(54,691) | |
Multifactor Media and Communications ETF | Equity | $(400) |
Total | $(400) |
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% |
Fund | Average daily net assets |
Multifactor Healthcare ETF | 0.380% |
Multifactor Industrials ETF | 0.380% |
Multifactor Large Cap ETF | 0.260% |
Multifactor Materials ETF | 0.380% |
Multifactor Media and Communications ETF | 0.380% |
Multifactor Mid Cap ETF | 0.370% |
ANNUAL REPORT | JOHN HANCOCK MULTIFACTOR ETFS | 111 |
Fund | Average daily net assets |
Multifactor Small Cap ETF | 0.390% |
Multifactor Technology ETF | 0.380% |
Fund | Average daily net assets |
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% |
Multifactor Energy ETF | 0.40% |
Multifactor Financials ETF | 0.40% |
Multifactor Healthcare ETF | 0.40% |
Multifactor Industrials ETF | 0.40% |
Fund | Expense limitation as a percentage of average net assets |
Multifactor Large Cap ETF | 0.29% |
Multifactor Materials ETF | 0.40% |
Multifactor Media and Communications ETF | 0.40% |
Multifactor Mid Cap ETF | 0.42% |
Multifactor Small Cap ETF | 0.42% |
Multifactor Technology ETF | 0.40% |
Multifactor Utilities ETF | 0.40% |
Fund | Expense reimbursement |
Multifactor Consumer Discretionary ETF | $124,295 |
Multifactor Consumer Staples ETF | 122,235 |
Multifactor Developed International ETF | 175,992 |
Multifactor Emerging Markets ETF | 395,103 |
Multifactor Energy ETF | 120,793 |
Multifactor Financials ETF | 121,855 |
Multifactor Healthcare ETF | 125,848 |
Multifactor Industrials ETF | 122,242 |
Fund | Expense reimbursement |
Multifactor Large Cap ETF | $204,474 |
Multifactor Materials ETF | 120,239 |
Multifactor Media and Communications ETF | 104,353 |
Multifactor Mid Cap ETF | 133,820 |
Multifactor Small Cap ETF | 148,768 |
Multifactor Technology ETF | 124,271 |
Multifactor Utilities ETF | 121,321 |
Fund | Net Annual Effective Rate |
Multifactor Consumer Discretionary ETF | 0.07% |
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 | 0.11% |
Multifactor Industrials ETF | 0.05% |
Fund | Net Annual Effective Rate |
Multifactor Large Cap ETF | 0.24% |
Multifactor Materials ETF | 0.00% |
Multifactor Media and Communications ETF | 0.01% |
Multifactor Mid Cap ETF | 0.36% |
Multifactor Small Cap ETF | 0.36% |
Multifactor Technology ETF | 0.11% |
Multifactor Utilities ETF | 0.00% |
112 | JOHN HANCOCK MULTIFACTOR ETFS | ANNUAL REPORT |
Fund | % by Fund |
Multifactor Consumer Discretionary ETF | 62% |
Multifactor Consumer Staples ETF | 62% |
Multifactor Energy ETF | 49% |
Multifactor Industrials ETF | 36% |
Multifactor Materials ETF | 81% |
Multifactor Media and Communications ETF | 83% |
Multifactor Utilities ETF | 70% |
Purchases | Sales and maturities | |||
Fund | In-kind transactions | Other issuers | In-kind transactions | Other issuers |
Multifactor Consumer Discretionary ETF | $20,044,458 | $6,917,781 | $22,902,123 | $7,310,663 |
Multifactor Consumer Staples ETF | 5,493,552 | 2,194,035 | 7,592,752 | 2,348,331 |
Multifactor Developed International ETF | — | 87,121,870 | 148,423,657 | 35,677,685 |
Multifactor Emerging Markets ETF | 2,250,940 | 171,407,587 | 148,211,796 | 234,704,449 |
Multifactor Energy ETF | 5,745,876 | 5,689,421 | 4,476,765 | 5,586,132 |
Multifactor Financials ETF | 5,837,715 | 3,131,553 | 12,282,976 | 3,566,082 |
Multifactor Healthcare ETF | 12,775,295 | 5,273,277 | 14,538,770 | 5,767,976 |
Multifactor Industrials ETF | 25,787,013 | 4,892,381 | 14,159,768 | 5,045,843 |
Multifactor Large Cap ETF | 183,761,347 | 54,629,863 | 604,189,618 | 58,423,440 |
Multifactor Materials ETF | 3,963,752 | 3,588,777 | 5,591,958 | 3,663,407 |
Multifactor Media and Communications ETF | 11,312,808 | 5,670,283 | 14,465,312 | 5,930,315 |
Multifactor Mid Cap ETF | 431,140,041 | 334,387,554 | 356,721,893 | 375,531,188 |
Multifactor Small Cap ETF | 86,145,849 | 268,224,699 | 355,039,448 | 283,313,246 |
Multifactor Technology ETF | 14,154,955 | 5,663,674 | 14,077,753 | 6,065,231 |
ANNUAL REPORT | JOHN HANCOCK MULTIFACTOR ETFS | 113 |
Purchases | Sales and maturities | |||
Fund | In-kind transactions | Other issuers | In-kind transactions | Other issuers |
Multifactor Utilities ETF | — | $3,820,985 | $10,752,241 | $3,849,428 |
Fund | Affiliated fund | Affiliated Concentration |
Multifactor Developed International ETF | John Hancock Variable Insurance Trust Managed Volatility Growth Portfolio | 48.53% |
John Hancock Variable Insurance Trust Managed Volatility Balanced Portfolio | 21.95% | |
Other affiliated funds | 3.33% | |
Total | 73.81% | |
Multifactor Emerging Markets ETF | John Hancock Funds II Multimanager Lifestyle Growth Portfolio | 27.88% |
John Hancock Variable Insurance Trust Managed Volatility Growth Portfolio | 21.35% | |
John Hancock Funds II Multimanager Lifestyle Balanced Portfolio | 16.33% | |
John Hancock Funds II Multimanager Lifestyle Aggressive Portfolio | 10.95% | |
John Hancock Variable Insurance Trust Managed Volatility Balanced Portfolio | 10.30% | |
Other affiliated funds | 5.72% | |
Total | 92.53% | |
Multifactor Mid Cap ETF | John Hancock Variable Insurance Trust Managed Volatility Growth Portfolio | 8.01% |
Other affiliated funds | 5.70% | |
Total | 13.71% | |
Multifactor Small Cap ETF | John Hancock Variable Insurance Trust Managed Volatility Growth Portfolio | 37.84% |
John Hancock Variable Insurance Trust Managed Volatility Balanced Portfolio | 17.95% | |
Other affiliated funds | 4.62% | |
Total | 60.41% |
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* | 6,737 | $645,028 | $5,539,729 | $(6,117,483) | $309 | $(179) | $3,004 | — | $67,404 |
Multifactor Consumer Staples ETF | |||||||||
John Hancock Collateral Trust* | 13,330 | — | $1,518,938 | $(1,385,553) | $(19) | $(8) | $294 | — | $133,358 |
Multifactor Developed International ETF | |||||||||
John Hancock Collateral Trust* | 983,528 | $10,542,966 | $70,443,725 | $(71,146,692) | $3,194 | $(3,386) | $67,319 | — | $9,839,807 |
114 | JOHN HANCOCK MULTIFACTOR ETFS | ANNUAL 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 Emerging Markets ETF | |||||||||
John Hancock Collateral Trust* | 116,460 | $6,738,757 | $32,732,567 | $(38,305,770) | $2,291 | $(2,705) | $64,416 | — | $1,165,140 |
Multifactor Energy ETF | |||||||||
John Hancock Collateral Trust* | — | $59,622 | $537,627 | $(597,252) | $17 | $(14) | $445 | — | — |
Multifactor Financials ETF | |||||||||
John Hancock Collateral Trust* | 1,700 | $35,481 | $545,287 | $(563,737) | $(14) | $(8) | $612 | — | $17,009 |
Multifactor Healthcare ETF | |||||||||
John Hancock Collateral Trust* | — | $183,786 | $2,589,918 | $(2,773,635) | $(7) | $(62) | $755 | — | — |
Multifactor Industrials ETF | |||||||||
John Hancock Collateral Trust* | 290 | $95,357 | $1,049,918 | $(1,142,359) | $2 | $(20) | $1,304 | — | $2,898 |
Multifactor Large Cap ETF | |||||||||
John Hancock Collateral Trust* | 37,519 | $1,882,757 | $21,915,291 | $(23,422,434) | $723 | $(978) | $24,356 | — | $375,359 |
Multifactor Materials ETF | |||||||||
John Hancock Collateral Trust* | — | — | $951,562 | $(951,474) | $(88) | — | $4,280 | — | — |
Multifactor Media and Communications ETF | |||||||||
John Hancock Collateral Trust* | — | $150,711 | $4,842,042 | $(4,992,785) | $61 | $(29) | $5,522 | — | — |
Multifactor Mid Cap ETF | |||||||||
John Hancock Collateral Trust* | 352,020 | $9,727,116 | $96,840,197 | $(103,043,185) | $1,388 | $(3,692) | $100,794 | — | $3,521,824 |
Multifactor Small Cap ETF | |||||||||
John Hancock Collateral Trust* | 91,985 | $12,670,705 | $109,493,465 | $(121,241,427) | $3,017 | $(5,491) | $57,371 | — | $920,269 |
Multifactor Technology ETF | |||||||||
John Hancock Collateral Trust* | 6,080 | $149,493 | $4,373,433 | $(4,461,988) | $(64) | $(43) | $839 | — | $60,831 |
* | Refer to the Securities lending note within Note 2 for details regarding this investment. |
ANNUAL REPORT | JOHN HANCOCK MULTIFACTOR ETFS | 115 |
116 | JOHN HANCOCK MULTIFACTOR ETFS | ANNUAL REPORT |
REPORT OF INDEPENDENT REGISTERED PUBLIC ACCOUNTING FIRM | |||
To the Board of Trustees of John Hancock Exchange-Traded Fund Trust and Shareholders of Multifactor Consumer Discretionary ETF, Multifactor Consumer Staples ETF, Multifactor Developed International ETF, Multifactor Emerging Markets ETF, Multifactor Energy ETF, Multifactor Financials ETF, Multifactor Healthcare ETF, Multifactor Industrials ETF, Multifactor Large Cap ETF, Multifactor Materials ETF, Multifactor Media and Communications ETF, Multifactor Mid Cap ETF, Multifactor Small Cap ETF, Multifactor Technology ETF, and Multifactor Utilities ETF | |||
Opinions on the Financial Statements | |||
We have audited the accompanying statements of assets and liabilities, including the funds’ investments, of each of the funds listed in the table below (15 of the funds constituting John Hancock Exchange-Traded Fund Trust, hereafter collectively referred to as the “Funds”) as of April 30, 2021, the related statements of operations and of changes in net assets for each of the periods indicated in the table below, including the related notes, and the financial highlights for each of the periods indicated in the table below (collectively referred to as the “financial statements”). In our opinion, the financial statements present fairly, in all material respects, the financial position of each of the Funds as of April 30, 2021, the results of each of their operations, the changes in each of their net assets, and each of the financial highlights for each of the periods indicated in the table below, in conformity with accounting principles generally accepted in the United States of America. | |||
Individual fund comprising the John Hancock Exchange-Traded Fund Trust | Statement of operations | Statements of changes in net assets | Financial Highlights |
Multifactor Consumer Discretionary ETF Multifactor Financials ETF Multifactor Healthcare ETF Multifactor Large Cap ETF Multifactor Mid Cap ETF Multifactor Technology ETF Multifactor Consumer Staples ETF Multifactor Energy ETF Multifactor Industrials ETF Multifactor Materials ETF Multifactor Utilities ETF | For the year ended April 30, 2021 | For the years ended April 30, 2021 and 2020 | For the years ended April 30, 2021, 2020, 2019, 2018, and 2017 |
Multifactor Developed International ETF | For the year ended April 30, 2021 | For the years ended April 30, 2021 and 2020 | For the years ended April 30, 2021, 2020, 2019, 2018, and for the period December 15, 2016 (commencement of operations) through April 30, 2017 |
Multifactor Small Cap ETF | For the year ended April 30, 2021 | For the years ended April 30, 2021 and 2020 | For the years ended April 30, 2021, 2020, 2019, and for the period November 8, 2017 (commencement of operations) through April 30, 2018 |
Multifactor Emerging Markets ETF | For the year ended April 30, 2021 | For the years ended April 30, 2021 and 2020 | For the year ended April 30, 2021, 2020, and for the period September 27, 2018 (commencement of operations) through April 30, 2019 |
Multifactor Media and Communications ETF | For the year ended April 30, 2021 | For the years ended April 30, 2021 and 2020 | For the year ended April 30, 2021, 2020, and for the period March 12, 2019 (commencement of operations) through April 30, 2019 |
Basis for Opinions | |||
These financial statements are the responsibility of the Funds’ management. Our responsibility is to express an opinion on the Funds’ financial statements based on our audits. We are a public accounting firm registered with the Public Company Accounting Oversight Board (United States) (PCAOB) and are required to be independent with respect to the Funds in accordance with the U.S. federal securities laws and the applicable rules and regulations of the Securities and Exchange Commission and the PCAOB. | |||
We conducted our audits of these financial statements in accordance with the standards of the PCAOB. Those standards require that we plan and perform the audit to obtain reasonable assurance about whether the financial statements are free of material misstatement, whether due to error or fraud. |
ANNUAL REPORT | JOHN HANCOCK MULTIFACTOR ETFS | 117 |
Our audits included performing procedures to assess the risks of material misstatement of the financial statements, whether due to error or fraud, and performing procedures that respond to those risks. Such procedures included examining, on a test basis, evidence regarding the amounts and disclosures in the financial statements. Our audits also included evaluating the accounting principles used and significant estimates made by management, as well as evaluating the overall presentation of the financial statements. Our procedures included confirmation of securities owned as of April 30, 2021 by correspondence with the custodian, transfer agents and brokers; when replies were not received from brokers, we performed other auditing procedures. We believe that our audits provide a reasonable basis for our opinions. | |||
/s/ PricewaterhouseCoopers LLP Boston, Massachusetts June 7, 2021 | |||
We have served as the auditor of one or more investment companies in the John Hancock group of funds since 1988. |
118 | JOHN HANCOCK MULTIFACTOR ETFS | ANNUAL REPORT |
Fund | Foreign sourced income | Foreign tax credit |
Multifactor Developed International ETF | $14,058,594 | $1,019,967 |
Multifactor Emerging Markets ETF | 19,889,188 | 3,137,738 |
ANNUAL REPORT | JOHN HANCOCK MULTIFACTOR ETFS | 119 |
• | The Fund’s investment strategy remained appropriate for an open-end fund structure; |
• | The Fund was able to meet requests for redemption without significant dilution of remaining investors’ interests in the Fund; |
• | The Fund did not report any breaches of the 15% limit on illiquid investments that would require reporting to the Securities and Exchange Commission; |
• | The Fund continued to qualify as a Primarily Highly Liquid Fund under the Liquidity Rule and therefore is not required to establish a HLIM; and |
• | The Chief Compliance Officer’s office performed audit testing of the LRMP which resulted in an assessment that the LRMP’s control environment was deemed to be operating effectively and in compliance with the Board approved procedures. |
120 | JOHN HANCOCK MULTIFACTOR ETFS | ANNUAL REPORT |
Independent Trustees | ||
Name, year of birth Position(s) held with Trust Principal occupation(s) and other directorships during past 5 years | Trustee of the Trust since1 | Number of John Hancock funds overseen by Trustee |
Hassell H. McClellan, Born: 1945 | 2015 | 191 |
Trustee and Chairperson of the Board | ||
Director/Trustee, Virtus Funds (since 2008); Director, The Barnes Group (since 2010); Associate Professor, The Wallace E. Carroll School of Management, Boston College (retired 2013). Trustee (since 2005) and Chairperson of the Board (since 2017) of various trusts within the John Hancock Fund Complex. | ||
Charles L. Bardelis,2 Born: 1941 | 2015 | 191 |
Trustee | ||
Director, Island Commuter Corp. (marine transport). Trustee of various trusts within the John Hancock Fund Complex (since 1988). | ||
James R. Boyle, Born: 1959 | 2015 | 191 |
Trustee | ||
Chief Executive Officer, Foresters Financial (since 2018); Chairman and Chief Executive Officer, Zillion Group, Inc. (formerly HealthFleet, Inc.) (healthcare) (2014-2018); Executive Vice President and Chief Executive Officer, U.S. Life Insurance Division of Genworth Financial, Inc. (insurance) (January 2014–July 2014); Senior Executive Vice President, Manulife Financial, President and Chief Executive Officer, John Hancock (1999–2012); Chairman and Director, John Hancock Investment Management LLC, John Hancock Investment Management Distributors LLC, and John Hancock Variable Trust Advisers LLC (2005–2010). Trustee of various trusts within the John Hancock Fund Complex (2005–2014 and since 2015). | ||
Peter S. Burgess,2 Born: 1942 | 2015 | 191 |
Trustee | ||
Consultant (financial, accounting, and auditing matters) (since 1999); Certified Public Accountant; Partner, Arthur Andersen (independent public accounting firm) (prior to 1999); Director, Lincoln Educational Services Corporation (2004-2021); Director, Symetra Financial Corporation (2010–2016); Director, PMA Capital Corporation (2004–2010). Trustee of various trusts within the John Hancock Fund Complex (since 2005). | ||
William H. Cunningham, Born: 1944 | 2015 | 191 |
Trustee | ||
Professor, University of Texas, Austin, Texas (since 1971); former Chancellor, University of Texas System and former President of the University of Texas, Austin, Texas; Chairman (since 2009) and Director (since 2006), Lincoln National Corporation (insurance); Director, Southwest Airlines (since 2000); former Director, LIN Television (2009–2014). Trustee of various trusts within the John Hancock Fund Complex (since 1986). | ||
Grace K. Fey, Born: 1946 | 2015 | 191 |
Trustee | ||
Chief Executive Officer, Grace Fey Advisors (since 2007); Director and Executive Vice President, Frontier Capital Management Company (1988–2007); Director, Fiduciary Trust (since 2009). Trustee of various trusts within the John Hancock Fund Complex (since 2008). | ||
Deborah C. Jackson, Born: 1952 | 2015 | 191 |
Trustee | ||
President, Cambridge College, Cambridge, Massachusetts (since 2011); Board of Directors, Amwell Corporation (since 2020); Board of Directors, Massachusetts Women’s Forum (2018-2020); Board of Directors, National Association of Corporate Directors/New England (2015-2020); Board of Directors, Association of Independent Colleges and Universities of Massachusetts (2014-2017); Chief Executive Officer, American Red Cross of Massachusetts Bay (2002–2011); Board of Directors of Eastern Bank Corporation (since 2001); Board of Directors of Eastern Bank Charitable Foundation (since 2001); Board of Directors of American Student Assistance Corporation (1996–2009); Board of Directors of Boston Stock Exchange (2002–2008); Board of Directors of Harvard Pilgrim Healthcare (health benefits company) (2007–2011). Trustee of various trusts within the John Hancock Fund Complex (since 2008). | ||
Steven R. Pruchansky, Born: 1944 | 2015 | 191 |
Trustee and Vice Chairperson of the Board | ||
Managing Director, Pru Realty (since 2017); Chairman and Chief Executive Officer, Greenscapes of Southwest Florida, Inc. (2014-2020); Director and President, Greenscapes of Southwest Florida, Inc. (until 2000); Member, Board of Advisors, First American Bank (until 2010); Managing Director, Jon James, LLC (real estate) (since 2000); Partner, Right Funding, LLC (2014-2017); Director, First Signature Bank & Trust Company (until 1991); Director, Mast Realty Trust (until 1994); President, Maxwell Building Corp. (until 1991). Trustee (since 1992), Chairperson of the Board (2011–2012), and Vice Chairperson of the Board (since 2012) of various trusts within the John Hancock Fund Complex. |
ANNUAL REPORT | JOHN HANCOCK MULTIFACTOR ETFS | 121 |
Independent Trustees (continued) | ||
Name, year of birth Position(s) held with Trust Principal occupation(s) and other directorships during past 5 years | Trustee of the Trust since1 | Number of John Hancock funds overseen by Trustee |
Frances G. Rathke,2,* Born: 1960 | 2020 | 191 |
Trustee | ||
Director, Northern New England Energy Corporation (since 2017); Director, Audit Committee Chair and Compensation Committee Member, Green Mountain Power Corporation (since 2016); Director, Treasurer and Finance & Audit Committee Chair, Flynn Center for Performing Arts (since 2016); Director, Audit Committee Chair and Compensation Committee Member, Planet Fitness (since 2016); Director, Citizen Cider, Inc. (high-end hard cider and hard seltzer company) (since 2016); Chief Financial Officer and Treasurer, Keurig Green Mountain, Inc. (2003-retired 2015); Independent Financial Consultant, Frances Rathke Consulting (strategic and financial consulting services) (2001-2003); Chief Financial Officer and Secretary, Ben & Jerry’s Homemade, Inc. (1989-2000, including prior positions); Senior Manager, Coopers & Lybrand, LLC (independent public accounting firm) (1982-1989). Trustee of various trusts within the John Hancock Fund Complex (since 2020). | ||
Gregory A. Russo, Born: 1949 | 2015 | 191 |
Trustee | ||
Director and Audit Committee Chairman (2012-2020), and Member, Audit Committee and Finance Committee (2011-2020), NCH Healthcare System, Inc. (holding company for multi-entity healthcare system); Director and Member (2012-2018) and Finance Committee Chairman (2014-2018), The Moorings, Inc. (nonprofit continuing care community); Vice Chairman, Risk & Regulatory Matters, KPMG LLP (KPMG) (2002–2006); Vice Chairman, Industrial Markets, KPMG (1998–2002); Chairman and Treasurer, Westchester County, New York, Chamber of Commerce (1986–1992); Director, Treasurer, and Chairman of Audit and Finance Committees, Putnam Hospital Center (1989–1995); Director and Chairman of Fundraising Campaign, United Way of Westchester and Putnam Counties, New York (1990–1995). Trustee of various trusts within the John Hancock Fund Complex (since 2008). |
Non-Independent Trustees3 | ||
Name, year of birth Position(s) held with Trust Principal occupation(s) and other directorships during past 5 years | Trustee of the Trust since1 | Number of John Hancock funds overseen by Trustee |
Andrew G. Arnott, Born: 1971 | 2017 | 191 |
President and Non-Independent Trustee | ||
Head of Wealth and Asset Management, United States and Europe, for John Hancock and Manulife (since 2018); Director and Executive Vice President, John Hancock Investment Management LLC (since 2005, including prior positions); Director and Executive Vice President, John Hancock Variable Trust Advisers LLC (since 2006, including prior positions); President, John Hancock Investment Management Distributors LLC (since 2004, including prior positions); President of various trusts within the John Hancock Fund Complex (since 2007, including prior positions). Trustee of various trusts within the John Hancock Fund Complex (since 2017). | ||
Marianne Harrison, Born: 1963 | 2018 | 191 |
Non-Independent Trustee | ||
President and CEO, John Hancock (since 2017); President and CEO, Manulife Canadian Division (2013–2017); Member, Board of Directors, CAE Inc. (since 2019); Member, Board of Directors, MA Competitive Partnership Board (since 2018); Member, Board of Directors, American Council of Life Insurers (ACLI) (since 2018); Member, Board of Directors, Communitech, an industry-led innovation center that fosters technology companies in Canada (2017-2019); Member, Board of Directors, Manulife Assurance Canada (2015-2017); Board Member, St. Mary’s General Hospital Foundation (2014-2017); Member, Board of Directors, Manulife Bank of Canada (2013- 2017); Member, Standing Committee of the Canadian Life & Health Assurance Association (2013-2017); Member, Board of Directors, John Hancock USA, John Hancock Life & Health, John Hancock New York (2012–2013). Trustee of various trusts within the John Hancock Fund Complex (since 2018). |
Principal officers who are not Trustees | |
Name, year of birth Position(s) held with Trust Principal occupation(s) during past 5 years | Current Position(s) with the Trust since |
Charles A. Rizzo, Born: 1957 | 2015 |
Chief Financial Officer | |
Vice President, John Hancock Financial Services (since 2008); Senior Vice President, John Hancock Investment Management LLC and John Hancock Variable Trust Advisers LLC (since 2008); Chief Financial Officer of various trusts within the John Hancock Fund Complex (since 2007). | |
Salvatore Schiavone, Born: 1965 | 2015 |
Treasurer | |
Assistant Vice President, John Hancock Financial Services (since 2007); Vice President, John Hancock Investment Management LLC and John Hancock Variable Trust Advisers LLC (since 2007); Treasurer of various trusts within the John Hancock Fund Complex (since 2007, including prior positions). |
122 | JOHN HANCOCK MULTIFACTOR ETFS | ANNUAL REPORT |
Principal officers who are not Trustees (continued) | |
Name, year of birth Position(s) held with Trust Principal occupation(s) during past 5 years | Current Position(s) with the Trust since |
Christopher (Kit) Sechler, Born: 1973 | 2018 |
Secretary and Chief Legal Officer | |
Vice President and Deputy Chief Counsel, John Hancock Investment Management (since 2015); Assistant Vice President and Senior Counsel (2009–2015), John Hancock Investment Management; Assistant Secretary of John Hancock Investment Management LLC and John Hancock Variable Trust Advisers LLC (since 2009); Chief Legal Officer and Secretary of various trusts within the John Hancock Fund Complex (since 2009, including prior positions). | |
Trevor Swanberg, Born: 1979 | 2020 |
Chief Compliance Officer | |
Chief Compliance Officer, John Hancock Investment Management LLC and John Hancock Variable Trust Advisers LLC (since 2020); Deputy Chief Compliance Officer, John Hancock Investment Management LLC and John Hancock Variable Trust Advisers LLC (2019–2020); Assistant Chief Compliance Officer, John Hancock Investment Management LLC and John Hancock Variable Trust Advisers LLC (2016–2019); Vice President, State Street Global Advisors (2015–2016); Chief Compliance Officer of various trusts within the John Hancock Fund Complex (since 2016, including prior positions). |
1 | Each Trustee holds office until his or her successor is elected and qualified, or until the Trustee’s death, retirement, resignation, or removal. |
2 | Member of the Audit Committee. |
3 | The Trustee is a Non-Independent Trustee due to current or former positions with the Advisor and certain affiliates. |
* | Appointed as Independent Trustee effective as of September 15, 2020. |
ANNUAL REPORT | JOHN HANCOCK MULTIFACTOR ETFS | 123 |
Steven R. Pruchansky, Vice Chairperson
Andrew G. Arnott†
Charles L. Bardelis*
James R. Boyle
Peter S. Burgess*
William H. Cunningham
Grace K. Fey
Marianne Harrison†
Deborah C. Jackson
Frances G. Rathke*,1
Gregory A. Russo
President
Chief Financial Officer
Treasurer
Secretary and Chief Legal Officer
Chief Compliance Officer
Joel P. Schneider
Andres Torres
You can also contact us: | |
800-225-6020 | Regular mail: |
jhinvestments.com/etf | John Hancock Investment Management 200 Berkeley Street Boston, MA 02116 |
124 | JOHN HANCOCK MULTIFACTOR ETFS | ANNUAL REPORT |
GOVERNANCE FUNDS
with a heritage of financial stewardship dating back to 1862. Helping
our shareholders pursue their financial goals is at the core of everything
we do. It’s why we support the role of professional financial advice
and operate with the highest standards of conduct and integrity.
We search the world to find proven portfolio teams with specialized
expertise for every strategy we offer, then we apply robust investment
oversight to ensure they continue to meet our uncompromising
standards and serve the best interests of our shareholders.
a diverse set of investments backed by some of the world’s best
managers, along with strong risk-adjusted returns across asset classes.
JHAN-20180615-0136 | ETFA 4/2021 |
President and CEO,
John Hancock Investment Management
Head of Wealth and Asset Management,
United States and Europe
ANNUAL REPORT | JOHN HANCOCK CORPORATE BOND ETF | 1 |
2 | JOHN HANCOCK CORPORATE BOND ETF | ANNUAL REPORT |
ANNUAL REPORT | JOHN HANCOCK CORPORATE BOND ETF | 3 |
Account value on 11-1-2020 | Ending value on 4-30-2021 | Expenses paid during 4-30-20211 | Annualized expense ratio | |
Actual expenses/actual returns2 | $1,000.00 | $1,011.00 | $0.25 | 0.29% |
Hypothetical example for comparison purposes | 1,000.00 | 1,023.40 | 1.45 | 0.29% |
1 | Expenses are equal to the annualized expense ratio, multiplied by the average account value over the period, multiplied by 181/365 (to reflect the one-half year period). |
2 | The inception date for fund is 03-30-21. Actual Expenses are equal to the fund's annualized expense ratio, multiplied by the average account value over the period, multiplied by 31/ 365 (to reflect the period). |
4 | JOHN HANCOCK CORPORATE BOND ETF | ANNUAL REPORT |
Rate (%) | Maturity date | Par value^ | Value | ||
Corporate bonds 98.6% | $19,904,699 | ||||
(Cost $19,724,139) | |||||
Communication services 11.3% | 2,277,513 | ||||
Diversified telecommunication services 4.1% | |||||
AT&T, Inc. | 3.100 | 02-01-43 | 330,000 | 305,276 | |
Level 3 Financing, Inc. (A) | 3.400 | 03-01-27 | 200,000 | 212,250 | |
Verizon Communications, Inc. | 2.650 | 11-20-40 | 330,000 | 305,733 | |
Entertainment 1.0% | |||||
The Walt Disney Company | 1.750 | 01-13-26 | 200,000 | 205,609 | |
Media 4.2% | |||||
Charter Communications Operating LLC | 3.500 | 06-01-41 | 420,000 | 404,022 | |
Comcast Corp. | 3.750 | 04-01-40 | 400,000 | 441,294 | |
Wireless telecommunication services 2.0% | |||||
T-Mobile USA, Inc. (A) | 2.550 | 02-15-31 | 410,000 | 403,329 | |
Consumer discretionary 9.7% | 1,953,737 | ||||
Automobiles 2.5% | |||||
General Motors Financial Company, Inc. | 2.700 | 08-20-27 | 290,000 | 298,594 | |
Hyundai Capital America (A) | 2.375 | 10-15-27 | 200,000 | 201,776 | |
Hotels, restaurants and leisure 4.1% | |||||
Booking Holdings, Inc. | 4.625 | 04-13-30 | 200,000 | 234,407 | |
Expedia Group, Inc. | 3.250 | 02-15-30 | 300,000 | 304,540 | |
Marriott International, Inc. | 4.625 | 06-15-30 | 260,000 | 291,918 | |
Internet and direct marketing retail 2.0% | |||||
Amazon.com, Inc. | 2.500 | 06-03-50 | 440,000 | 395,466 | |
Multiline retail 1.1% | |||||
Dollar Tree, Inc. | 4.200 | 05-15-28 | 200,000 | 227,036 | |
Consumer staples 1.1% | 230,651 | ||||
Beverages 1.1% | |||||
Anheuser-Busch InBev Worldwide, Inc. | 4.600 | 04-15-48 | 200,000 | 230,651 | |
Energy 10.2% | 2,064,125 | ||||
Oil, gas and consumable fuels 10.2% | |||||
Aker BP ASA (A) | 3.750 | 01-15-30 | 300,000 | 312,277 | |
Cenovus Energy, Inc. | 5.400 | 06-15-47 | 200,000 | 227,458 | |
Enbridge, Inc. (5.750% to 4-15-30, then 5 Year CMT + 5.314%) | 5.750 | 07-15-80 | 280,000 | 308,787 | |
Energy Transfer LP | 5.250 | 04-15-29 | 200,000 | 229,389 | |
Kinder Morgan, Inc. | 3.600 | 02-15-51 | 200,000 | 191,736 | |
MPLX LP | 4.000 | 03-15-28 | 270,000 | 298,112 | |
Sabine Pass Liquefaction LLC | 4.200 | 03-15-28 | 270,000 | 299,044 | |
The Williams Companies, Inc. | 2.600 | 03-15-31 | 200,000 | 197,322 |
SEE NOTES TO FINANCIAL STATEMENTS | ANNUAL REPORT | JOHN HANCOCK CORPORATE BOND ETF | 5 |
Rate (%) | Maturity date | Par value^ | Value | ||
Financials 27.2% | $5,493,515 | ||||
Banks 17.4% | |||||
Bank of America Corp. (2.592% to 4-29-30, then SOFR + 2.150%) | 2.592 | 04-29-31 | 490,000 | 493,035 | |
Barclays PLC | 4.375 | 01-12-26 | 400,000 | 448,447 | |
Citigroup, Inc. (2.976% to 11-5-29, then SOFR + 1.422%) | 2.976 | 11-05-30 | 400,000 | 416,790 | |
Citizens Financial Group, Inc. | 3.250 | 04-30-30 | 400,000 | 426,985 | |
JPMorgan Chase & Co. (2.739% to 10-15-29, then SOFR + 1.510%) | 2.739 | 10-15-30 | 400,000 | 410,363 | |
Lloyds Banking Group PLC | 4.450 | 05-08-25 | 400,000 | 449,074 | |
Santander Holdings USA, Inc. | 4.400 | 07-13-27 | 400,000 | 445,441 | |
Wells Fargo & Company (2.879% to 10-30-29, then SOFR + 1.432%) | 2.879 | 10-30-30 | 400,000 | 415,131 | |
Capital markets 5.5% | |||||
Ares Capital Corp. | 3.875 | 01-15-26 | 200,000 | 213,435 | |
Morgan Stanley (3.772% to 1-24-28, then 3 month LIBOR + 1.140%) | 3.772 | 01-24-29 | 450,000 | 496,755 | |
The Goldman Sachs Group, Inc. (1.431% to 3-9-26, then SOFR + 0.798%) | 1.431 | 03-09-27 | 400,000 | 398,438 | |
Diversified financial services 1.1% | |||||
Jefferies Group LLC | 4.150 | 01-23-30 | 200,000 | 221,323 | |
Insurance 3.2% | |||||
Brighthouse Financial, Inc. | 3.700 | 06-22-27 | 200,000 | 216,359 | |
Prudential Financial, Inc. (5.875% to 9-15-22, then 3 month LIBOR + 4.175%) | 5.875 | 09-15-42 | 200,000 | 211,895 | |
Teachers Insurance & Annuity Association of America (A) | 4.270 | 05-15-47 | 200,000 | 230,044 | |
Health care 7.9% | 1,599,968 | ||||
Biotechnology 1.0% | |||||
AbbVie, Inc. | 3.200 | 11-21-29 | 200,000 | 213,793 | |
Health care providers and services 4.9% | |||||
AmerisourceBergen Corp. | 3.450 | 12-15-27 | 200,000 | 219,011 | |
CVS Health Corp. | 3.875 | 07-20-25 | 320,000 | 354,550 | |
HCA, Inc. | 4.125 | 06-15-29 | 200,000 | 222,294 | |
Universal Health Services, Inc. (A) | 2.650 | 10-15-30 | 200,000 | 194,496 | |
Pharmaceuticals 2.0% | |||||
Royalty Pharma PLC (A) | 1.750 | 09-02-27 | 200,000 | 197,043 | |
Viatris, Inc. (A) | 4.000 | 06-22-50 | 200,000 | 198,781 | |
Industrials 4.8% | 962,482 | ||||
Aerospace and defense 1.0% | |||||
The Boeing Company | 3.750 | 02-01-50 | 210,000 | 204,400 | |
Airlines 1.1% | |||||
Delta Air Lines, Inc. (A) | 4.500 | 10-20-25 | 200,000 | 214,530 |
6 | JOHN HANCOCK CORPORATE BOND ETF | ANNUAL REPORT | SEE NOTES TO FINANCIAL STATEMENTS |
Rate (%) | Maturity date | Par value^ | Value | ||
Industrials (continued) | |||||
Industrial conglomerates 1.7% | |||||
General Electric Company | 4.250 | 05-01-40 | 300,000 | $335,257 | |
Trading companies and distributors 1.0% | |||||
Air Lease Corp. | 2.875 | 01-15-26 | 200,000 | 208,295 | |
Information technology 12.4% | 2,503,513 | ||||
IT services 1.0% | |||||
Visa, Inc. | 2.700 | 04-15-40 | 200,000 | 198,547 | |
Semiconductors and semiconductor equipment 4.7% | |||||
Broadcom, Inc. (A) | 2.450 | 02-15-31 | 210,000 | 200,300 | |
Micron Technology, Inc. | 4.185 | 02-15-27 | 200,000 | 224,803 | |
NVIDIA Corp. | 2.850 | 04-01-30 | 300,000 | 318,194 | |
NXP BV (A) | 3.400 | 05-01-30 | 200,000 | 213,876 | |
Software 3.6% | |||||
Microsoft Corp. | 2.525 | 06-01-50 | 430,000 | 400,442 | |
Oracle Corp. | 2.500 | 04-01-25 | 300,000 | 315,457 | |
Technology hardware, storage and peripherals 3.1% | |||||
Apple, Inc. | 0.700 | 02-08-26 | 400,000 | 395,072 | |
Dell International LLC (A) | 5.300 | 10-01-29 | 200,000 | 236,822 | |
Materials 3.1% | 621,824 | ||||
Chemicals 1.0% | |||||
Nutrition & Biosciences, Inc. (A) | 1.832 | 10-15-27 | 200,000 | 197,587 | |
Construction materials 1.1% | |||||
Vulcan Materials Company | 3.500 | 06-01-30 | 200,000 | 217,665 | |
Metals and mining 1.0% | |||||
Newmont Corp. | 2.800 | 10-01-29 | 200,000 | 206,572 | |
Real estate 5.7% | 1,145,045 | ||||
Equity real estate investment trusts 5.7% | |||||
American Tower Corp. | 3.800 | 08-15-29 | 200,000 | 220,124 | |
CyrusOne LP | 2.150 | 11-01-30 | 210,000 | 196,529 | |
Equinix, Inc. | 1.000 | 09-15-25 | 200,000 | 197,258 | |
GLP Capital LP | 5.375 | 04-15-26 | 200,000 | 226,246 | |
Host Hotels & Resorts LP | 3.375 | 12-15-29 | 300,000 | 304,888 | |
Utilities 5.2% | 1,052,326 | ||||
Electric utilities 4.0% | |||||
NextEra Energy Capital Holdings, Inc. | 2.750 | 11-01-29 | 250,000 | 259,916 | |
NRG Energy, Inc. (A) | 4.450 | 06-15-29 | 270,000 | 295,705 | |
Vistra Operations Company LLC (A) | 4.300 | 07-15-29 | 250,000 | 262,986 | |
Multi-utilities 1.2% | |||||
CenterPoint Energy Resources Corp. | 1.750 | 10-01-30 | 250,000 | 233,719 | |
SEE NOTES TO FINANCIAL STATEMENTS | ANNUAL REPORT | JOHN HANCOCK CORPORATE BOND ETF | 7 |
Yield (%) | Shares | Value | |||
Short-term investments 0.6% | $127,584 | ||||
(Cost $127,584) | |||||
Short-term funds 0.6% | 127,584 | ||||
State Street Institutional U.S. Government Money Market Fund, Premier Class | 0.0259(B) | 127,584 | 127,584 |
Total investments (Cost $19,851,723) 99.2% | $20,032,283 | ||||
Other assets and liabilities, net 0.8% | 154,005 | ||||
Total net assets 100.0% | $20,186,288 |
The percentage shown for each investment category is the total value of the category as a percentage of the net assets of the fund. | |
^All par values are denominated in U.S. dollars unless otherwise indicated. | |
Security Abbreviations and Legend | |
CMT | Constant Maturity Treasury |
LIBOR | London Interbank Offered Rate |
SOFR | Secured Overnight Financing Rate |
(A) | These securities are exempt from registration under Rule 144A of the Securities Act of 1933. Such securities may be resold, normally to qualified institutional buyers, in transactions exempt from registration. Rule 144A securities amounted to $3,571,802 or 17.7% of the fund's net assets as of 4-30-21. |
(B) | The rate shown is the annualized seven-day yield as of 4-30-21. |
8 | JOHN HANCOCK CORPORATE BOND ETF | ANNUAL REPORT | SEE NOTES TO FINANCIAL STATEMENTS |
Assets | |
Unaffiliated investments, at value (Cost $19,851,723) | $20,032,283 |
Interest receivable | 157,831 |
Receivable from affiliates | 25,781 |
Other assets | 25,240 |
Total assets | 20,241,135 |
Liabilities | |
Payable to affiliates | |
Accounting and legal services fees | 348 |
Other liabilities and accrued expenses | 54,499 |
Total liabilities | 54,847 |
Net assets | $20,186,288 |
Net assets consist of | |
Paid-in capital | $19,999,684 |
Total distributable earnings (loss) | 186,604 |
Net assets | $20,186,288 |
Net asset value per share | |
Based on 800,000 shares of beneficial interest outstanding - unlimited number of shares authorized with no par value | $25.23 |
SEE NOTES TO FINANCIAL STATEMENTS | ANNUAL REPORT | JOHN HANCOCK Corporate Bond ETF | 9 |
Investment income | |
Interest | $43,828 |
Expenses | |
Investment management fees | 3,982 |
Accounting and legal services fees | 348 |
Custodian fees | 598 |
Printing and postage | 2,191 |
Professional fees | 26,714 |
Other | 742 |
Total expenses | 34,575 |
Less expense reductions | (29,763) |
Net expenses | 4,812 |
Net investment income | 39,016 |
Realized and unrealized gain (loss) | |
Net realized gain (loss) on | |
— | |
Change in net unrealized appreciation (depreciation) of | |
Unaffiliated investments | 180,560 |
180,560 | |
Net realized and unrealized gain | 180,560 |
Increase in net assets from operations | $219,576 |
1 Period from 3-30-21 (commencement of operations) to 4-30-21. |
10 | JOHN HANCOCK Corporate Bond ETF | ANNUAL REPORT | SEE NOTES TO FINANCIAL STATEMENTS |
Period ended 4-30-211 | |
Increase (decrease) in net assets | |
From operations | |
Net investment income | $39,016 |
Change in net unrealized appreciation (depreciation) | 180,560 |
Increase in net assets resulting from operations | 219,576 |
Distributions to shareholders | |
From earnings | (33,288) |
Total distributions | (33,288) |
Fund share transactions | |
Shares issued | 20,000,000 |
Total increase | 20,186,288 |
Net assets | |
Beginning of period | — |
End of period | $20,186,288 |
Share activity | |
Shares outstanding | |
Shares issued | 800,000 |
End of period | 800,000 |
1 | Period from 3-30-21 (commencement of operations) to 4-30-21. |
SEE NOTES TO FINANCIAL STATEMENTS | ANNUAL REPORT | JOHN HANCOCK Corporate Bond ETF | 11 |
Period ended | 4-30-211 |
Per share operating performance | |
Net asset value, beginning of period | $25.00 |
Net investment income2 | 0.05 |
Net realized and unrealized gain (loss) on investments | 0.22 |
Total from investment operations | 0.27 |
Less distributions | |
From net investment income | (0.04) |
Net asset value, end of period | $25.23 |
Total return (%)3 | 1.104 |
Ratios and supplemental data | |
Net assets, end of period (in millions) | $20 |
Ratios (as a percentage of average net assets): | |
Expenses before reductions | 0.725 |
Expenses including reductions | 0.295 |
Net investment income | 2.276 |
Portfolio turnover (%) | 07 |
1 | Period from 3-30-21 (commencement of operations) to 4-30-21. |
2 | Based on average daily shares outstanding. |
3 | Total returns would have been lower had certain expenses not been reduced during the period. |
4 | Not annualized. |
5 | Annualized. Certain expenses are presented unannualized. |
6 | Annualized. |
7 | Portfolio turnover for the period is 0% due to no sales activity. |
12 | JOHN HANCOCK Corporate Bond ETF | ANNUAL REPORT | SEE NOTES TO FINANCIAL STATEMENTS |
ANNUAL REPORT | JOHN HANCOCK Corporate Bond ETF | 13 |
Total value at 4-30-21 | Level 1 quoted price | Level 2 significant observable inputs | Level 3 significant unobservable inputs | |
Investments in securities: | ||||
Assets | ||||
Corporate bonds | $19,904,699 | — | $19,904,699 | — |
Short-term investments | 127,584 | $127,584 | — | — |
Total investments in securities | $20,032,283 | $127,584 | $19,904,699 | — |
April 30, 2021 | |
Ordinary income | $33,288 |
14 | JOHN HANCOCK Corporate Bond ETF | ANNUAL REPORT |
ANNUAL REPORT | JOHN HANCOCK Corporate Bond ETF | 15 |
16 | JOHN HANCOCK Corporate Bond ETF | ANNUAL REPORT |
ANNUAL REPORT | JOHN HANCOCK Corporate Bond ETF | 17 |
18 | JOHN HANCOCK CORPORATE BOND ETF | ANNUAL REPORT |
ANNUAL REPORT | JOHN HANCOCK CORPORATE BOND ETF | 19 |
(a) | an amendment to the advisory agreement between the Trust and John Hancock Investment Management LLC (the Advisor) (the Advisory Agreement); and |
(b) | a subadvisory agreement between the Advisor and Manulife Investment Management (US) LLC (the Subadvisor) with respect to the New Fund (the Subadvisory Agreement). |
20 | JOHN HANCOCK CORPORATE BOND ETF | ANNUAL REPORT |
(a) | the skills and competency with which the Advisor has in the past managed the Trust’s affairs and its subadvisory relationships, including those with the Subadvisor, the Advisor’s oversight and monitoring of the Subadvisor’s investment performance and compliance programs, such as the Subadvisor’s compliance with fund policies and objectives, review of brokerage matters, including with respect to trade allocation and best execution and the Advisor’s timeliness in responding to performance issues; |
(b) | the background, qualifications, and skills of the Advisor’s personnel; |
(c) | the Advisor’s compliance policies and procedures and its responsiveness to regulatory changes and fund industry developments; |
ANNUAL REPORT | JOHN HANCOCK CORPORATE BOND ETF | 21 |
(d) | the Advisor’s administrative capabilities, including its ability to supervise the other service providers for the New Fund, as well as the Advisor’s oversight of any securities lending activity, its monitoring of class action litigation and collection of class action settlements on behalf of the New Fund, and bringing loss recovery actions on behalf of the New Fund; |
(e) | the Advisor’s initiatives intended to improve various aspects of the Trust’s operations and investor experience with the New Fund; and |
(f) | the Advisor’s reputation and experience in serving as an investment advisor to the Trust and the benefit to shareholders of investing in funds that are part of a family of funds offering a variety of investments. |
(a) | noted that because the New Fund was not yet in existence, no actual revenue, cost or profitability data was available for the Board to review, although the Board received information from the Adviser on its projected profitability with respect to the New Fund; |
(b) | reviewed and considered information presented by the Advisor regarding the advisory fees and advisory spreads prior to distribution, operations and overhead for the New Fund; |
(c) | noted that the Advisor will derive reputational and other indirect benefits from providing advisory services to the New Fund; |
(d) | noted that the subadvisory fee for the New Fund will be paid by Advisor; |
(e) | noted that the new Fund’s Subadvisor is an affiliate of the Advisor; |
22 | JOHN HANCOCK CORPORATE BOND ETF | ANNUAL REPORT |
(f) | 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 |
(g) | considered that the Advisor should be entitled to earn a reasonable level of profits in exchange for the level of services it will provide to the New Fund and the risks that it assumes as Advisor, including entrepreneurial, operational, reputational, litigation and regulatory risk. |
(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 New Fund (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) | took into account management’s discussion of the New Fund’s advisory fee structure; and; |
(c) | the Board also noted that if the New Fund’s assets increase over time, the New Fund may realize other economies of scale. |
(a) | information relating to the Subadvisor’s business, including current subadvisory services to the Trust (and other funds in the John Hancock Fund Complex); and |
(b) | the proposed subadvisory fee for the New Fund, including any breakpoints. |
ANNUAL REPORT | JOHN HANCOCK CORPORATE BOND ETF | 23 |
(1) | the Subadvisor has extensive experience and demonstrated skills as a manager, and currently subadvises other Funds in the complex and the Board is generally satisfied with the Subadvisor’s management of these Funds, and may reasonably be expected to provide a high quality of investment management services to the New Fund; |
(2) | the proposed subadvisory fees are reasonable in relation to the level and quality of services to be provided under the Subadvisory Agreement; and |
(3) | that the subadvisory fees will be paid by the Advisor not the New Fund. |
24 | JOHN HANCOCK CORPORATE BOND ETF | ANNUAL REPORT |
Independent Trustees | ||
Name, year of birth Position(s) held with Trust Principal occupation(s) and other directorships during past 5 years | Trustee of the Trust since1 | Number of John Hancock funds overseen by Trustee |
Hassell H. McClellan, Born: 1945 | 2015 | 191 |
Trustee and Chairperson of the Board | ||
Director/Trustee, Virtus Funds (since 2008); Director, The Barnes Group (since 2010); Associate Professor, The Wallace E. Carroll School of Management, Boston College (retired 2013). Trustee (since 2005) and Chairperson of the Board (since 2017) of various trusts within the John Hancock Fund Complex. | ||
Charles L. Bardelis,2 Born: 1941 | 2015 | 191 |
Trustee | ||
Director, Island Commuter Corp. (marine transport). Trustee of various trusts within the John Hancock Fund Complex (since 1988). | ||
James R. Boyle, Born: 1959 | 2015 | 191 |
Trustee | ||
Chief Executive Officer, Foresters Financial (since 2018); Chairman and Chief Executive Officer, Zillion Group, Inc. (formerly HealthFleet, Inc.) (healthcare) (2014-2018); Executive Vice President and Chief Executive Officer, U.S. Life Insurance Division of Genworth Financial, Inc. (insurance) (January 2014–July 2014); Senior Executive Vice President, Manulife Financial, President and Chief Executive Officer, John Hancock (1999–2012); Chairman and Director, John Hancock Investment Management LLC, John Hancock Investment Management Distributors LLC, and John Hancock Variable Trust Advisers LLC (2005–2010). Trustee of various trusts within the John Hancock Fund Complex (2005–2014 and since 2015). | ||
Peter S. Burgess,2 Born: 1942 | 2015 | 191 |
Trustee | ||
Consultant (financial, accounting, and auditing matters) (since 1999); Certified Public Accountant; Partner, Arthur Andersen (independent public accounting firm) (prior to 1999); Director, Lincoln Educational Services Corporation (2004-2021); Director, Symetra Financial Corporation (2010–2016); Director, PMA Capital Corporation (2004–2010). Trustee of various trusts within the John Hancock Fund Complex (since 2005). | ||
William H. Cunningham, Born: 1944 | 2015 | 191 |
Trustee | ||
Professor, University of Texas, Austin, Texas (since 1971); former Chancellor, University of Texas System and former President of the University of Texas, Austin, Texas; Chairman (since 2009) and Director (since 2006), Lincoln National Corporation (insurance); Director, Southwest Airlines (since 2000); former Director, LIN Television (2009–2014). Trustee of various trusts within the John Hancock Fund Complex (since 1986). | ||
Grace K. Fey, Born: 1946 | 2015 | 191 |
Trustee | ||
Chief Executive Officer, Grace Fey Advisors (since 2007); Director and Executive Vice President, Frontier Capital Management Company (1988–2007); Director, Fiduciary Trust (since 2009). Trustee of various trusts within the John Hancock Fund Complex (since 2008). |
ANNUAL REPORT | JOHN HANCOCK CORPORATE BOND ETF | 25 |
Independent Trustees (continued) | ||
Name, year of birth Position(s) held with Trust Principal occupation(s) and other directorships during past 5 years | Trustee of the Trust since1 | Number of John Hancock funds overseen by Trustee |
Deborah C. Jackson, Born: 1952 | 2015 | 191 |
Trustee | ||
President, Cambridge College, Cambridge, Massachusetts (since 2011); Board of Directors, Amwell Corporation (since 2020); Board of Directors, Massachusetts Women’s Forum (2018-2020); Board of Directors, National Association of Corporate Directors/New England (2015-2020); Board of Directors, Association of Independent Colleges and Universities of Massachusetts (2014-2017); Chief Executive Officer, American Red Cross of Massachusetts Bay (2002–2011); Board of Directors of Eastern Bank Corporation (since 2001); Board of Directors of Eastern Bank Charitable Foundation (since 2001); Board of Directors of American Student Assistance Corporation (1996–2009); Board of Directors of Boston Stock Exchange (2002–2008); Board of Directors of Harvard Pilgrim Healthcare (health benefits company) (2007–2011). Trustee of various trusts within the John Hancock Fund Complex (since 2008). | ||
Steven R. Pruchansky, Born: 1944 | 2015 | 191 |
Trustee and Vice Chairperson of the Board | ||
Managing Director, Pru Realty (since 2017); Chairman and Chief Executive Officer, Greenscapes of Southwest Florida, Inc. (2014-2020); Director and President, Greenscapes of Southwest Florida, Inc. (until 2000); Member, Board of Advisors, First American Bank (until 2010); Managing Director, Jon James, LLC (real estate) (since 2000); Partner, Right Funding, LLC (2014-2017); Director, First Signature Bank & Trust Company (until 1991); Director, Mast Realty Trust (until 1994); President, Maxwell Building Corp. (until 1991). Trustee (since 1992), Chairperson of the Board (2011–2012), and Vice Chairperson of the Board (since 2012) of various trusts within the John Hancock Fund Complex. | ||
Frances G. Rathke,2,* Born: 1960 | 2020 | 191 |
Trustee | ||
Director, Northern New England Energy Corporation (since 2017); Director, Audit Committee Chair and Compensation Committee Member, Green Mountain Power Corporation (since 2016); Director, Treasurer and Finance & Audit Committee Chair, Flynn Center for Performing Arts (since 2016); Director, Audit Committee Chair and Compensation Committee Member, Planet Fitness (since 2016); Director, Citizen Cider, Inc. (high-end hard cider and hard seltzer company) (since 2016); Chief Financial Officer and Treasurer, Keurig Green Mountain, Inc. (2003-retired 2015); Independent Financial Consultant, Frances Rathke Consulting (strategic and financial consulting services) (2001-2003); Chief Financial Officer and Secretary, Ben & Jerry’s Homemade, Inc. (1989-2000, including prior positions); Senior Manager, Coopers & Lybrand, LLC (independent public accounting firm) (1982-1989). Trustee of various trusts within the John Hancock Fund Complex (since 2020). | ||
Gregory A. Russo, Born: 1949 | 2015 | 191 |
Trustee | ||
Director and Audit Committee Chairman (2012-2020), and Member, Audit Committee and Finance Committee (2011-2020), NCH Healthcare System, Inc. (holding company for multi-entity healthcare system); Director and Member (2012-2018) and Finance Committee Chairman (2014-2018), The Moorings, Inc. (nonprofit continuing care community); Vice Chairman, Risk & Regulatory Matters, KPMG LLP (KPMG) (2002–2006); Vice Chairman, Industrial Markets, KPMG (1998–2002); Chairman and Treasurer, Westchester County, New York, Chamber of Commerce (1986–1992); Director, Treasurer, and Chairman of Audit and Finance Committees, Putnam Hospital Center (1989–1995); Director and Chairman of Fundraising Campaign, United Way of Westchester and Putnam Counties, New York (1990–1995). Trustee of various trusts within the John Hancock Fund Complex (since 2008). |
26 | JOHN HANCOCK CORPORATE BOND ETF | ANNUAL REPORT |
Non-Independent Trustees3 | ||
Name, year of birth Position(s) held with Trust Principal occupation(s) and other directorships during past 5 years | Trustee of the Trust since1 | Number of John Hancock funds overseen by Trustee |
Andrew G. Arnott, Born: 1971 | 2017 | 191 |
President and Non-Independent Trustee | ||
Head of Wealth and Asset Management, United States and Europe, for John Hancock and Manulife (since 2018); Director and Executive Vice President, John Hancock Investment Management LLC (since 2005, including prior positions); Director and Executive Vice President, John Hancock Variable Trust Advisers LLC (since 2006, including prior positions); President, John Hancock Investment Management Distributors LLC (since 2004, including prior positions); President of various trusts within the John Hancock Fund Complex (since 2007, including prior positions). Trustee of various trusts within the John Hancock Fund Complex (since 2017). | ||
Marianne Harrison, Born: 1963 | 2018 | 191 |
Non-Independent Trustee | ||
President and CEO, John Hancock (since 2017); President and CEO, Manulife Canadian Division (2013–2017); Member, Board of Directors, CAE Inc. (since 2019); Member, Board of Directors, MA Competitive Partnership Board (since 2018); Member, Board of Directors, American Council of Life Insurers (ACLI) (since 2018); Member, Board of Directors, Communitech, an industry-led innovation center that fosters technology companies in Canada (2017-2019); Member, Board of Directors, Manulife Assurance Canada (2015-2017); Board Member, St. Mary’s General Hospital Foundation (2014-2017); Member, Board of Directors, Manulife Bank of Canada (2013- 2017); Member, Standing Committee of the Canadian Life & Health Assurance Association (2013-2017); Member, Board of Directors, John Hancock USA, John Hancock Life & Health, John Hancock New York (2012–2013). Trustee of various trusts within the John Hancock Fund Complex (since 2018). |
Principal officers who are not Trustees | |
Name, year of birth Position(s) held with Trust Principal occupation(s) during past 5 years | Current Position(s) with the Trust since |
Charles A. Rizzo, Born: 1957 | 2015 |
Chief Financial Officer | |
Vice President, John Hancock Financial Services (since 2008); Senior Vice President, John Hancock Investment Management LLC and John Hancock Variable Trust Advisers LLC (since 2008); Chief Financial Officer of various trusts within the John Hancock Fund Complex (since 2007). | |
Salvatore Schiavone, Born: 1965 | 2015 |
Treasurer | |
Assistant Vice President, John Hancock Financial Services (since 2007); Vice President, John Hancock Investment Management LLC and John Hancock Variable Trust Advisers LLC (since 2007); Treasurer of various trusts within the John Hancock Fund Complex (since 2007, including prior positions). | |
Christopher (Kit) Sechler, Born: 1973 | 2018 |
Secretary and Chief Legal Officer | |
Vice President and Deputy Chief Counsel, John Hancock Investment Management (since 2015); Assistant Vice President and Senior Counsel (2009–2015), John Hancock Investment Management; Assistant Secretary of John Hancock Investment Management LLC and John Hancock Variable Trust Advisers LLC (since 2009); Chief Legal Officer and Secretary of various trusts within the John Hancock Fund Complex (since 2009, including prior positions). |
ANNUAL REPORT | JOHN HANCOCK CORPORATE BOND ETF | 27 |
Principal officers who are not Trustees (continued) | |
Name, year of birth Position(s) held with Trust Principal occupation(s) during past 5 years | Current Position(s) with the Trust since |
Trevor Swanberg, Born: 1979 | 2020 |
Chief Compliance Officer | |
Chief Compliance Officer, John Hancock Investment Management LLC and John Hancock Variable Trust Advisers LLC (since 2020); Deputy Chief Compliance Officer, John Hancock Investment Management LLC and John Hancock Variable Trust Advisers LLC (2019–2020); Assistant Chief Compliance Officer, John Hancock Investment Management LLC and John Hancock Variable Trust Advisers LLC (2016–2019); Vice President, State Street Global Advisors (2015–2016); Chief Compliance Officer of various trusts within the John Hancock Fund Complex (since 2016, including prior positions). |
1 | Each Trustee holds office until his or her successor is elected and qualified, or until the Trustee’s death, retirement, resignation, or removal. |
2 | Member of the Audit Committee. |
3 | The Trustee is a Non-Independent Trustee due to current or former positions with the Advisor and certain affiliates. |
* | Appointed as Independent Trustee effective as of September 15, 2020. |
28 | JOHN HANCOCK CORPORATE BOND ETF | ANNUAL REPORT |
Steven R. Pruchansky, Vice Chairperson
Andrew G. Arnott†
Charles L. Bardelis*
James R. Boyle
Peter S. Burgess*
William H. Cunningham
Grace K. Fey
Marianne Harrison†
Deborah C. Jackson
Frances G. Rathke*,1
Gregory A. Russo
President
Chief Financial Officer
Treasurer
Secretary and Chief Legal Officer
Chief Compliance Officer
Howard C. Greene, CFA
You can also contact us: | |
800-225-6020 | Regular mail: |
jhinvestments.com/etf | John Hancock Investment Management 200 Berkeley Street Boston, MA 02116 |
ANNUAL REPORT | JOHN HANCOCK CORPORATE BOND ETF | 29 |
GOVERNANCE FUNDS
with a heritage of financial stewardship dating back to 1862. Helping
our shareholders pursue their financial goals is at the core of everything
we do. It’s why we support the role of professional financial advice
and operate with the highest standards of conduct and integrity.
We search the world to find proven portfolio teams with specialized
expertise for every strategy we offer, then we apply robust investment
oversight to ensure they continue to meet our uncompromising
standards and serve the best interests of our shareholders.
a diverse set of investments backed by some of the world’s best
managers, along with strong risk-adjusted returns across asset classes.
MF1639947 | 815A 4/21 |
ITEM 2. CODE OF ETHICS.
As of the end of the period, April 30, 2021, the registrant has adopted a code of ethics, as defined in Item 2 of Form N-CSR, that applies to its Chief Executive Officer, Chief Financial Officer and Treasurer (respectively, the principal executive officer, the principal financial officer and the principal accounting officer, the "Senior Financial Officers"). A copy of the code of ethics is filed as an exhibit to this Form N-CSR.
ITEM 3. AUDIT COMMITTEE FINANCIAL EXPERT.
Peter S. Burgess is the audit committee financial expert and is "independent", pursuant to general instructions on Form N-CSR Item 3.
ITEM 4. PRINCIPAL ACCOUNTANT FEES AND SERVICES.
(a) Audit Fees
The aggregate fees billed for professional services rendered by the principal accountant for the audits of the registrant's annual financial statements or services that are normally provided by the accountant in connection with statutory and regulatory filings or engagements amounted to the following for the fiscal years ended April 30, 2021 and April 30, 2020. These fees were billed to the registrant and were approved by the registrant's audit committee.
Fund |
| April 30, 2021 |
| April 30, 2020 |
John Hancock Multifactor Consumer Discretionary ETF | $ | 14,000 | $ | 14,000 |
John Hancock Multifactor Financials ETF |
| 14,000 |
| 14,000 |
John Hancock Multifactor Healthcare ETF |
| 15,425 |
| 14,000 |
John Hancock Multifactor Large Cap ETF |
| 15,000 |
| 14,000 |
John Hancock Multifactor Emerging Markets ETF |
| 14,000 |
| 14,000 |
John Hancock Multifactor Mid Cap ETF |
| 14,000 |
| 14,000 |
John Hancock Multifactor Technology ETF |
| 14,000 |
| 14,000 |
John Hancock Multifactor Materials ETF |
| 14,000 |
| 14,000 |
John Hancock Multifactor Energy ETF |
| 14,000 |
| 14,000 |
John Hancock Multifactor Consumer Staples ETF |
| 14,000 |
| 14,000 |
John Hancock Multifactor Media and Communications ETF |
| 14,000 |
| 14,000 |
John Hancock Multifactor Industrials ETF |
| 14,000 |
| 14,000 |
John Hancock Multifactor Utilities ETF |
| 14,000 |
| 14,000 |
John Hancock Multifactor Developed International ETF |
| 14,525 |
| 14,525 |
John Hancock Multifactor Small Cap ETF |
| 14,000 |
| 14,000 |
John Hancock Corporate Bond ETF |
| 23,372 |
| N/A |
Total | $ | 236,322 | $ | 210,525 |
(b) Audit-Related Services
Audit-related service fees for assurance and related services by the principal accountant are billed to the registrant or to the registrant's investment adviser (not including any sub-adviser whose role is primarily portfolio management and is subcontracted with or overseen by another investment adviser), and any entity controlling, controlled by, or under common control with the adviser ("control affiliates") that provides ongoing services to the registrant. The nature of the services provided was related to a software licensing fee. Amounts billed to the registrant were as follows:
Fund | April 30, 2021 | April 30, 2020 | ||
John Hancock Multifactor Consumer Discretionary ETF | $ | 5 | $ | 5 |
John Hancock Multifactor Financials ETF |
| 5 |
| 5 |
John Hancock Multifactor Healthcare ETF |
| 5 | N/A | 5 |
John Hancock Multifactor Large Cap ETF |
| 5 |
| 5 |
John Hancock Multifactor Emerging Markets ETF |
| 5 |
| 5 |
John Hancock Multifactor Mid Cap ETF |
| 5 |
| 5 |
John Hancock Multifactor Technology ETF |
| 5 |
| 5 |
John Hancock Multifactor Materials ETF |
| 5 |
| 5 |
John Hancock Multifactor Energy ETF |
| 5 |
| 5 |
John Hancock Multifactor Consumer Staples ETF |
| 5 |
| 5 |
John Hancock Multifactor Media and Communications ETF |
| 5 |
| 5 |
John Hancock Multifactor Industrials ETF |
| 5 |
| 5 |
John Hancock Multifactor Utilities ETF |
| 5 |
| 5 |
John Hancock Multifactor Developed International ETF |
| 5 |
| 5 |
John Hancock Multifactor Small Cap ETF |
| 5 |
| 5 |
John Hancock Corporate Bond ETF |
| - |
| N/A |
Total | $ | 75 | $ | 75 |
(c) Tax Fees
The aggregate fees billed for professional services rendered by the principal accountant for tax compliance, tax advice and tax planning ("tax fees") amounted to the following for the fiscal period ended April 30, 2021 and for the fiscal period ended April 30, 2020. The nature of the services comprising the tax fees was the review of the registrant's tax returns and tax distribution requirements. These fees were billed to the registrant and were approved by the registrant's audit committee.
Fund | April 30, 2021 | April 30, 2020 | ||
John Hancock Multifactor Consumer Discretionary ETF | $ | 1,000 | $ | 1,233 |
John Hancock Multifactor Financials ETF |
| 1,000 |
| 1,233 |
John Hancock Multifactor Healthcare ETF |
| 1,000 |
| 1,233 |
John Hancock Multifactor Large Cap ETF |
| 1,000 |
| 1,233 |
John Hancock Multifactor Emerging Markets ETF |
| 1,000 |
| 1,233 |
John Hancock Multifactor Mid Cap ETF |
| 1,000 |
| 1,233 |
John Hancock Multifactor Technology ETF |
| 1,000 |
| 1,233 |
John Hancock Multifactor Materials ETF |
| 1,000 |
| 1,233 |
John Hancock Multifactor Energy ETF |
| 1,000 |
| 1,233 |
John Hancock Multifactor Consumer Staples ETF |
| 1,000 |
| 1,233 |
John Hancock Multifactor Media and Communications ETF |
| 1,000 |
| 1,233 |
John Hancock Multifactor Industrials ETF |
| 1,000 |
| 1,233 |
John Hancock Multifactor Utilities ETF |
| 1,000 |
| 1,233 |
John Hancock Multifactor Developed International ETF |
| 1,000 |
| 1,233 |
John Hancock Multifactor Small Cap ETF |
| 1,000 |
| 1,233 |
John Hancock Corporate Bond ETF |
| 1,000 |
| N/A |
Total | $ | 16,000 | $ | 18,495 |
(d) All Other Fees
The nature of services comprising all other fees is advisory services provided to the funds. Other fees amounted to the following for the years ended April 30, 2021 and April 30, 2020 and were billed to the registrant or to the control affiliates:
Fund | April 30, 2021 | April 30, 2020 | ||
John Hancock Multifactor Consumer Discretionary ETF | $ | 89 | $ | 91 |
John Hancock Multifactor Financials ETF |
| 89 |
| 91 |
John Hancock Multifactor Healthcare ETF |
| 89 |
| 91 |
John Hancock Multifactor Large Cap ETF |
| 89 |
| 91 |
John Hancock Multifactor Emerging Markets ETF |
| 89 |
| 91 |
John Hancock Multifactor Mid Cap ETF |
| 89 |
| 91 |
John Hancock Multifactor Technology ETF |
| 89 |
| 91 |
John Hancock Multifactor Materials ETF |
| 89 |
| 91 |
John Hancock Multifactor Energy ETF |
| 89 |
| 91 |
John Hancock Multifactor Consumer Staples ETF |
| 89 |
| 91 |
John Hancock Multifactor Media and Communications ETF |
| 89 |
| 91 |
John Hancock Multifactor Industrials ETF |
| 89 |
| 91 |
John Hancock Multifactor Utilities ETF |
| 89 |
| 91 |
John Hancock Multifactor Developed International ETF |
| 89 |
| 91 |
John Hancock Multifactor Small Cap ETF |
| 89 |
| 91 |
John Hancock Corporate Bond ETF |
| 89 |
| N/A |
Total | $ | 1,424 | $ | 1,365 |
(e)(1) Audit Committee Pre-Approval Policies and Procedures:
The trust's Audit Committee must pre-approve all audit and non-audit services provided by the independent registered public accounting firm (the "Auditor") relating to the operations or financial reporting of the funds. Prior to the commencement of any audit or non-audit services to a fund, the Audit Committee reviews the services to determine whether they are appropriate and permissible under applicable law.
The trust's Audit Committee has adopted policies and procedures to, among other purposes, provide a framework for the Committee's consideration of audit-related and non-audit services by the Auditor. The policies and procedures require that any audit-related and non-audit service provided by the Auditor and any non-audit service provided by the Auditor to a fund service provider that relates directly to the operations and financial reporting of a fund are subject to approval by the Audit Committee before such service is provided. Audit-related services provided by the Auditor that are expected to exceed $25,000 per instance/per fund are subject to specific pre-approval by the Audit Committee. Tax services provided by the Auditor that are expected to exceed $30,000 per instance/per fund are subject to specific pre-approval by the Audit Committee.
All audit services, as well as the audit-related and non-audit services that are expected to exceed the amounts stated above, must be approved in advance of provision of the service by formal resolution of the Audit Committee. At the regularly scheduled Audit Committee meetings, the Committee reviews a report summarizing the services, including fees, provided by the Auditor.
(e)(2) Services approved pursuant to paragraph (c)(7)(i)(C) of Rule 2-01 of Regulation S-X:
Audit-Related Fees, Tax Fees and All Other Fees:
There were no amounts that were approved by the Audit Committee pursuant to the de minimis exception under Rule 2-01 of Regulation S-X.
(f) According to the registrant's principal accountant, for the fiscal period ended April 30, 2021, the percentage of hours spent on the audit of the registrant's financial statements for the most recent fiscal year that were attributed to work performed by persons who were not full-time, permanent employees of principal accountant was less than 50%.
(g) The aggregate non-audit fees billed by the registrant's accountant for non- audit services rendered to the registrant and rendered to the registrant's control affiliates for the fiscal period ended April 30, 2021 and April 30, 2020 amounted to the following:
Trust |
| April 30, 2021 |
| April 30, 2020 |
John Hancock Exchange-Traded Fund Trust | $ | 1,368,541 | $ | 1,147,977 |
(h) The audit committee of the registrant has considered the non-audit services provided by the registrant's principal accountant(s) to the control affiliates and has determined that the services that were not pre-approved are compatible with maintaining the principal accountant(s)' independence.
ITEM 5. AUDIT COMMITTEE OF LISTED REGISTRANTS.
The registrant has a separately-designated standing audit committee comprised of independent trustees. The members of the audit committee are as follows:
Peter S. Burgess - Chairman
Charles L. Bardelis
Frances G. Rathke
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, Governance and Administration 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 period covered by this report that have materially affected, or are reasonably likely to materially affect, the registrant's internal control over financial reporting.
ITEM 12. DISCLOSURE OF SECURITIES LENDING ACTIVITIES FOR CLOSED-END MANAGEMENT INVESTMENT COMPANIES.
Not applicable.
ITEM 13. EXHIBITS.
SIGNATURES
Pursuant to the requirements of the Securities Exchange Act of 1934 and the Investment Company Act of 1940, the registrant has duly caused this report to be signed on its behalf by the undersigned, thereunto duly authorized.
John Hancock Exchange-Traded Fund Trust
By: | /s/ Andrew Arnott |
| ------------------------------ |
| Andrew Arnott |
| President |
Date: | June 7, 2021 |
Pursuant to the requirements of the Securities Exchange Act of 1934 and the Investment Company Act of 1940, this report has been signed below by the following persons on behalf of the registrant and in the capacities and on the dates indicated.
By: | /s/ Andrew Arnott |
| ------------------------------- |
| Andrew Arnott |
| President |
Date: | June 7, 2021 |
By: | /s/ Charles A. Rizzo |
| --------------------------- |
| Charles A. Rizzo |
| Chief Financial Officer |
Date: | June 7, 2021 |