UNITED STATES
SECURITIES AND EXCHANGE COMMISSION
Washington, D.C. 20549
FORM N-CSR
CERTIFIED SHAREHOLDER REPORT OF REGISTERED
MANAGEMENT INVESTMENT COMPANIES
Investment Company Act file number 811- 22733
John Hancock Exchange-Traded Fund Trust (Exact name of registrant as specified in charter)
200 Berkeley Street, Boston, Massachusetts 02116 (Address of principal executive offices) (Zip code)
Salvatore Schiavone
Treasurer
200 Berkeley Street
Boston, Massachusetts 02116
(Name and address of agent for service)
Registrant's telephone number, including area code: 617-543-9634
Date of fiscal year end: | April 30 |
Date of reporting period: | April 30, 2022 |
ITEM 1. REPORTS TO STOCKHOLDERS.
The Registrant prepared the following two annual reports to shareholders, including eighteen funds, for the period ended April 30, 2022:
•Multifactor ETF
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
Multifactor Utilities ETF
•Fixed Income ETF
Corporate Bond ETF
Mortgage-Backed Securities ETF Preferred Income ETF
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 |
Average annual total returns (%) | Cumulative total returns (%) | ||||
1-Year | 5-Year | Since fund inception1 | 5-year | Since fund inception1 | |
Net asset value | -11.87 | 11.38 | 10.79 | 71.45 | 96.48 |
Market price | -11.91 | 11.32 | 10.79 | 70.98 | 96.47 |
John Hancock Dimensional Consumer Discretionary Index2 | -11.54 | 11.84 | 11.27 | 74.96 | 102.12 |
Russell 1000 Consumer Discretionary Index3 | -14.86 | 13.78 | 13.77 | 90.72 | 133.98 |
1 | From 9-28-15. |
2 | The John Hancock Dimensional Consumer Discretionary Index is a rules-based index of U.S. consumer discretionary stocks that have been selected based on sources of expected returns. Securities eligible for inclusion in the index are classified according to their market capitalization, as defined by free-float market cap; relative price, as defined by price/book; and profitability, as defined by operating income over book, and are weighted accordingly in favor of smaller, less expensive, more profitable companies. The index is reconstituted and rebalanced on a semiannual basis. Index performance assumes reinvestment of dividends and, unless otherwise indicated, does not reflect the management fees, operating expenses, transaction costs, and other expenses that apply to an ETF. |
3 | The Russell 1000 Consumer Discretionary Index comprises securities of the Russell 1000 Index classified in the consumer discretionary sector. Effective 9-21-20, the underlying components of the Russell 1000 Consumer Discretionary Index reflect a new company classification methodology. Consequently, the custom blended benchmark’s performance consists of 100% of the prior methodology through 9-18-20 and 100% of the current methodology thereafter. |
INDUSTRY COMPOSITION (% of net assets) | |
Specialty retail | 25.8 |
Hotels, restaurants and leisure | 21.7 |
Automobiles | 10.1 |
Textiles, apparel and luxury goods | 9.7 |
Multiline retail | 8.5 |
Internet and direct marketing retail | 7.6 |
Food and staples retailing | 4.0 |
Leisure products | 2.6 |
Household durables | 2.5 |
Distributors | 1.9 |
Other | 5.6 |
TOTAL | 100.0 |
TOP TEN HOLDINGS4 (% of net assets) | |
Tesla, Inc. | 6.4 |
The Home Depot, Inc. | 5.2 |
Amazon.com, Inc. | 5.2 |
Walmart, Inc. | 4.0 |
Target Corp. | 3.0 |
NIKE, Inc., Class B | 2.7 |
McDonald’s Corp. | 2.4 |
Lululemon Athletica, Inc. | 2.3 |
The TJX Companies, Inc. | 2.2 |
Dollar Tree, Inc. | 2.2 |
TOTAL | 35.6 |
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 (%) | 0.71 |
Net (%) | 0.40 |
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 | 13.01 | 10.21 | 9.57 | 62.57 | 74.54 |
Market price | 13.01 | 10.21 | 9.57 | 62.56 | 74.56 |
John Hancock Dimensional Consumer Staples Index2 | 13.51 | 10.68 | 10.05 | 66.07 | 79.22 |
Russell 1000 Consumer Staples Index3 | 15.77 | 8.54 | 8.40 | 50.66 | 63.48 |
1 | From 3-28-16. |
2 | The John Hancock Dimensional Consumer Staples Index is a rules-based index of U.S. consumer staples stocks that have been selected based on sources of expected returns. Securities eligible for inclusion in the index are classified according to their market capitalization, as defined by free-float market cap; relative price, as defined by price/book; and profitability, as defined by operating income over book, and are weighted accordingly in favor of smaller, less expensive, more profitable companies. The index is reconstituted and rebalanced on a semiannual basis. Index performance assumes reinvestment of dividends and, unless otherwise indicated, does not reflect the management fees, operating expenses, transaction costs, and other expenses that apply to an ETF. |
3 | The Russell 1000 Consumer Staples Index comprises securities of the Russell 1000 Index classified in the consumer staples sector. Effective 9-21-20, the underlying components of the Russell 1000 Consumer Staples Index reflect a new company classification methodology. Consequently, the custom blended benchmark’s performance consists of 100% of the prior methodology through 9-18-20 and 100% of the current methodology thereafter. |
INDUSTRY COMPOSITION (% of net assets) | |
Food products | 33.5 |
Beverages | 20.4 |
Food and staples retailing | 18.7 |
Household products | 15.5 |
Tobacco | 6.5 |
Chemicals | 4.5 |
Household durables | 0.8 |
Short-term investments and other | 0.1 |
TOTAL | 100.0 |
TOP TEN HOLDINGS4 (% of net assets) | |
PepsiCo, Inc. | 6.1 |
The Coca-Cola Company | 6.0 |
The Procter & Gamble Company | 6.0 |
Costco Wholesale Corp. | 5.9 |
The Kroger Company | 5.0 |
General Mills, Inc. | 4.7 |
Corteva, Inc. | 4.1 |
Philip Morris International, Inc. | 3.9 |
Tyson Foods, Inc., Class A | 3.2 |
The Hershey Company | 3.2 |
TOTAL | 48.1 |
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 (%) | 0.94 |
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 | -7.45 | 4.61 | 5.91 | 25.29 | 36.18 |
Market price | -8.12 | 4.22 | 5.70 | 22.94 | 34.69 |
John Hancock Dimensional Developed International Index2 | -6.94 | 5.32 | 6.66 | 29.61 | 41.42 |
MSCI EAFE Index3 | -8.15 | 4.77 | 6.17 | 26.25 | 37.95 |
1 | From 12-15-16. |
2 | The John Hancock Dimensional Developed International Index is a rules-based index of large-cap stocks in developed markets outside of North America that have been selected based on sources of expected returns. Securities eligible for inclusion in the index are classified according to their market capitalization, as defined by free-float market cap; relative price, as defined by price/book; and profitability, as defined by operating income over book, and are weighted accordingly in favor of smaller, less expensive, more profitable companies. The index is reconstituted and rebalanced on a semiannual basis. Index performance assumes reinvestment of dividends and, unless otherwise indicated, does not reflect the management fees, operating expenses, transaction costs, and other expenses that apply to an ETF. |
3 | The MSCI Europe, Australasia, and Far East (EAFE) Index tracks the performance of publicly traded large- and mid-cap stocks of companies in those regions. |
SECTOR COMPOSITION (% of net assets) | |
Industrials | 17.4 |
Financials | 16.3 |
Consumer discretionary | 11.7 |
Materials | 10.3 |
Health care | 10.2 |
Consumer staples | 9.0 |
Information technology | 6.2 |
Communication services | 5.8 |
Utilities | 5.4 |
Energy | 4.3 |
Real estate | 2.3 |
Short-term investments and other | 1.1 |
TOTAL | 100.0 |
TOP TEN HOLDINGS4 (% of net assets) | |
Nestle SA | 1.6 |
ASML Holding NV | 1.1 |
Roche Holding AG | 1.1 |
Shell PLC | 1.0 |
Novartis AG | 0.9 |
Toyota Motor Corp. | 0.9 |
LVMH Moet Hennessy Louis Vuitton SE | 0.8 |
Novo Nordisk A/S, B Shares | 0.8 |
Cie de Saint-Gobain | 0.8 |
TotalEnergies SE | 0.7 |
TOTAL | 9.7 |
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 (%) | 0.43 |
Net (%) | 0.39 |
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 | -13.33 | 3.47 | 13.04 |
Market price | -13.65 | 3.29 | 12.32 |
John Hancock Dimensional Emerging Markets Index2 | -12.55 | 4.30 | 16.34 |
MSCI Emerging Markets Index3 | -18.33 | 3.02 | 11.26 |
1 | From 9-27-18. |
2 | The John Hancock Dimensional Emerging Markets Index is a rules-based index of large-cap stocks in emerging markets, which may include frontier markets (emerging markets in an earlier stage of development) that have been selected based on sources of expected returns. Securities eligible for inclusion in the index are classified according to their market capitalization, as defined by free-float market cap; relative price, as defined by price/book; and profitability, as defined by operating income over book, and are weighted accordingly in favor of smaller, less expensive, more profitable companies. The index is reconstituted and rebalanced on a semiannual basis. Index performance assumes reinvestment of dividends and, unless otherwise indicated, does not reflect the management fees, operating expenses, transaction costs, and other expenses that apply to an ETF. |
3 | The MSCI Emerging Markets (EM) Index tracks the performance of publicly traded large- and mid-cap emerging-market stocks. |
SECTOR COMPOSITION (% of net assets) | |
Financials | 24.6 |
Information technology | 17.2 |
Materials | 11.7 |
Consumer discretionary | 10.8 |
Communication services | 9.0 |
Consumer staples | 6.9 |
Energy | 6.0 |
Industrials | 5.3 |
Health care | 3.4 |
Utilities | 3.3 |
Real estate | 1.7 |
Short-term investments and other | 0.1 |
TOTAL | 100.0 |
TOP TEN HOLDINGS4 (% of net assets) | |
Samsung Electronics Company, Ltd. | 3.7 |
Taiwan Semiconductor Manufacturing Company, Ltd. | 3.6 |
Tencent Holdings, Ltd. | 3.2 |
Reliance Industries, Ltd. | 1.6 |
Alibaba Group Holding, Ltd., ADR | 1.3 |
HDFC Bank, Ltd. | 1.1 |
China Construction Bank Corp., H Shares | 1.1 |
Infosys, Ltd. | 1.0 |
Vale SA | 0.9 |
Ping An Insurance Group Company of China, Ltd., H Shares | 0.9 |
TOTAL | 18.4 |
4 | Listed holdings are a portion of the fund’s total and may change at any time. They are not recommendations to buy or sell any security. Data excludes cash and cash equivalents. |
Gross (%) | 0.55 |
Net (%) | 0.49 |
ANNUAL REPORT | JOHN HANCOCK MULTIFACTOR ETFS | 11 |
Average annual total returns (%) | Cumulative total returns (%) | ||||
1-Year | 5-Year | Since fund inception1 | 5-year | Since fund inception1 | |
Net asset value | 64.77 | 5.51 | 6.27 | 30.73 | 44.84 |
Market price | 64.95 | 5.50 | 6.29 | 30.68 | 45.03 |
John Hancock Dimensional Energy Index2 | 65.55 | 5.92 | 6.70 | 33.31 | 48.50 |
Russell 1000 Energy Index3 | 57.31 | 6.72 | 7.20 | 38.43 | 52.77 |
1 | From 3-28-16. |
2 | The John Hancock Dimensional Energy Index is a rules-based index of U.S. energy stocks that have been selected based on sources of expected returns. Securities eligible for inclusion in the index are classified according to their market capitalization, as defined by free-float market cap; relative price, as defined by price/book; and profitability, as defined by operating income over book, and are weighted accordingly in favor of smaller, less expensive, more profitable companies. The index is reconstituted and rebalanced on a semiannual basis. Index performance assumes reinvestment of dividends and, unless otherwise indicated, does not reflect the management fees, operating expenses, transaction costs, and other expenses that apply to an ETF. |
3 | The Russell 1000 Energy Index comprises securities of the Russell 1000 Index classified in the energy sector. Effective 9-21-20, the underlying components of the Russell 1000 Energy Index reflect a new company classification methodology. Consequently, the custom blended benchmark’s performance consists of 100% of the prior methodology through 9-18-20 and 100% of the current methodology thereafter. |
INDUSTRY COMPOSITION (% of net assets) | |
Oil, gas and consumable fuels | 88.8 |
Energy equipment and services | 11.0 |
Short-term investments and other | 0.2 |
TOTAL | 100.0 |
TOP TEN HOLDINGS4 (% of net assets) | |
Valero Energy Corp. | 6.1 |
Chevron Corp. | 6.0 |
Exxon Mobil Corp. | 6.0 |
Occidental Petroleum Corp. | 5.8 |
ConocoPhillips | 5.5 |
The Williams Companies, Inc. | 4.5 |
EOG Resources, Inc. | 4.2 |
Devon Energy Corp. | 4.0 |
Marathon Oil Corp. | 3.8 |
Kinder Morgan, Inc. | 3.8 |
TOTAL | 49.7 |
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 (%) | 1.18 |
Net (%) | 0.40 |
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 | -5.92 | 10.03 | 11.62 | 61.29 | 106.36 |
Market price | -5.94 | 10.04 | 11.62 | 61.31 | 106.36 |
John Hancock Dimensional Financials Index2 | -5.55 | 10.50 | 12.11 | 64.78 | 112.42 |
Russell 1000 Financials Index3 | -3.31 | 13.03 | 13.72 | 84.45 | 133.35 |
1 | From 9-28-15. |
2 | The John Hancock Dimensional Financials Index is a rules-based index of U.S. financial stocks that have been selected based on sources of expected returns. Securities eligible for inclusion in the index are classified according to their market capitalization, as defined by free-float market cap; relative price, as defined by price/book; and profitability, as defined by operating income over book, and are weighted accordingly in favor of smaller, less expensive, more profitable companies. The index is reconstituted and rebalanced on a semiannual basis. Index performance assumes reinvestment of dividends and, unless otherwise indicated, does not reflect the management fees, operating expenses, transaction costs, and other expenses that apply to an ETF. |
3 | The Russell 1000 Financials Index comprises securities of the Russell 1000 Index classified in the financials sector. Effective 9-21-20, the underlying components of the Russell 1000 Financials Index reflect a new company classification methodology. Consequently, the custom blended benchmark’s performance consists of 100% of the prior methodology through 9-18-20 and 100% of the current methodology thereafter. |
INDUSTRY COMPOSITION (% of net assets) | |
Banks | 26.1 |
Insurance | 25.5 |
Capital markets | 21.5 |
IT services | 12.2 |
Consumer finance | 6.6 |
Diversified financial services | 6.2 |
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 | 4.4 |
Visa, Inc., Class A | 3.8 |
Mastercard, Inc., Class A | 3.5 |
JPMorgan Chase & Co. | 3.3 |
Bank of America Corp. | 2.9 |
Wells Fargo & Company | 2.5 |
The Travelers Companies, Inc. | 2.1 |
The Allstate Corp. | 1.8 |
The Goldman Sachs Group, Inc. | 1.8 |
Marsh & McLennan Companies, Inc. | 1.5 |
TOTAL | 27.6 |
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 (%) | 0.81 |
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 | 1.23 | 12.02 | 11.40 | 76.39 | 103.64 |
Market price | 1.21 | 11.98 | 11.40 | 76.07 | 103.65 |
John Hancock Dimensional Healthcare Index2 | 1.61 | 12.50 | 11.89 | 80.22 | 109.59 |
Russell 1000 Health Care Index3 | 5.34 | 13.53 | 12.51 | 88.59 | 117.40 |
1 | From 9-28-15. |
2 | The John Hancock Dimensional Healthcare Index is a rules-based index of U.S. healthcare stocks that have been selected based on sources of expected returns. Securities eligible for inclusion in the index are classified according to their market capitalization, as defined by free-float market cap; relative price, as defined by price/book; and profitability, as defined by operating income over book, and are weighted accordingly in favor of smaller, less expensive, more profitable companies. The index is reconstituted and rebalanced on a semiannual basis. Index performance assumes reinvestment of dividends and, unless otherwise indicated, does not reflect the management fees, operating expenses, transaction costs, and other expenses that apply to an ETF. |
3 | The Russell 1000 Health Care Index comprises securities of the Russell 1000 Index classified in the healthcare sector. Effective 9-21-20, the underlying components of the Russell 1000 Health Care Index reflect a new company classification methodology. Consequently, the custom blended benchmark’s performance consists of 100% of the prior methodology through 9-18-20 and 100% of the current methodology thereafter. |
INDUSTRY COMPOSITION (% of net assets) | |
Health care providers and services | 23.6 |
Pharmaceuticals | 23.2 |
Health care equipment and supplies | 19.5 |
Biotechnology | 16.4 |
Life sciences tools and services | 14.3 |
Health care technology | 2.4 |
Diversified consumer services | 0.6 |
TOTAL | 100.0 |
TOP TEN HOLDINGS4 (% of net assets) | |
Johnson & Johnson | 6.7 |
UnitedHealth Group, Inc. | 5.8 |
Pfizer, Inc. | 3.9 |
Merck & Company, Inc. | 3.2 |
AbbVie, Inc. | 3.1 |
Eli Lilly & Company | 3.0 |
Thermo Fisher Scientific, Inc. | 3.0 |
Bristol-Myers Squibb Company | 2.8 |
Abbott Laboratories | 2.6 |
Danaher Corp. | 2.1 |
TOTAL | 36.2 |
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 (%) | 0.67 |
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 | -6.34 | 10.86 | 12.55 | 67.41 | 105.51 |
Market price | -6.35 | 10.89 | 12.55 | 67.65 | 105.51 |
John Hancock Dimensional Industrials Index2 | -6.21 | 11.28 | 13.00 | 70.62 | 110.58 |
Russell 1000 Industrials Index3 | -11.29 | 8.31 | 10.34 | 49.04 | 82.13 |
1 | From 3-28-16. |
2 | The John Hancock Dimensional Industrials Index is a rules-based index of U.S. industrial stocks that have been selected based on sources of expected returns. Securities eligible for inclusion in the index are classified according to their market capitalization, as defined by free-float market cap; relative price, as defined by price/book; and profitability, as defined by operating income over book, and are weighted accordingly in favor of smaller, less expensive, more profitable companies. The index is reconstituted and rebalanced on a semiannual basis. Index performance assumes reinvestment of dividends and, unless otherwise indicated, does not reflect the management fees, operating expenses, transaction costs, and other expenses that apply to an ETF. |
3 | The Russell 1000 Industrials Index comprises securities of the Russell 1000 Index classified in the industrials sector. Effective 9-21-20, the underlying components of the Russell 1000 Industrials Index reflect a new company classification methodology. Consequently, the custom blended benchmark’s performance consists of 100% of the prior methodology through 9-18-20 and 100% of the current methodology thereafter. |
INDUSTRY COMPOSITION (% of net assets) | |
Machinery | 20.4 |
Aerospace and defense | 12.3 |
Road and rail | 8.9 |
IT services | 7.3 |
Electrical equipment | 6.9 |
Building products | 6.2 |
Commercial services and supplies | 5.7 |
Air freight and logistics | 4.8 |
Household durables | 4.8 |
Professional services | 4.7 |
Other | 18.0 |
TOTAL | 100.0 |
TOP TEN HOLDINGS4 (% of net assets) | |
Accenture PLC, Class A | 2.8 |
Union Pacific Corp. | 2.2 |
Raytheon Technologies Corp. | 2.1 |
Caterpillar, Inc. | 2.0 |
United Parcel Service, Inc., Class B | 1.8 |
Honeywell International, Inc. | 1.8 |
Deere & Company | 1.8 |
CSX Corp. | 1.8 |
Waste Management, Inc. | 1.6 |
Norfolk Southern Corp. | 1.6 |
TOTAL | 19.5 |
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 (%) | 0.73 |
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 | -1.06 | 12.66 | 13.45 | 81.45 | 129.72 |
Market price | -1.03 | 12.66 | 13.46 | 81.46 | 129.81 |
John Hancock Dimensional Large Cap Index2 | -0.77 | 13.01 | 13.81 | 84.29 | 134.51 |
Russell 1000 Index3 | -2.10 | 13.44 | 14.10 | 87.85 | 138.48 |
1 | From 9-28-15. |
2 | The John Hancock Dimensional Large Cap Index is a rules-based index of large-cap U.S. stocks that have been selected based on sources of expected returns. Securities eligible for inclusion in the index are classified according to their market capitalization, as defined by free-float market cap; relative price, as defined by price/book; and profitability, as defined by operating income over book, and are weighted accordingly in favor of smaller, less expensive, more profitable companies. The index is reconstituted and rebalanced on a semiannual basis. Index performance assumes reinvestment of dividends and, unless otherwise indicated, does not reflect the management fees, operating expenses, transaction costs, and other expenses that apply to an ETF. |
3 | The Russell 1000 Index tracks the performance of 1,000 publicly traded large-cap companies in the United States. |
SECTOR COMPOSITION (% of net assets) | |
Information technology | 23.0 |
Health care | 13.4 |
Financials | 12.9 |
Industrials | 10.7 |
Consumer discretionary | 10.7 |
Communication services | 6.5 |
Consumer staples | 6.3 |
Materials | 4.4 |
Energy | 4.3 |
Utilities | 4.2 |
Real estate | 3.5 |
Short-term investments and other | 0.1 |
TOTAL | 100.0 |
TOP TEN HOLDINGS4 (% of net assets) | |
Apple, Inc. | 4.0 |
Microsoft Corp. | 3.9 |
Amazon.com, Inc. | 2.0 |
Alphabet, Inc., Class A | 1.7 |
Berkshire Hathaway, Inc., Class B | 1.0 |
Johnson & Johnson | 1.0 |
Meta Platforms, Inc., Class A | 0.9 |
UnitedHealth Group, Inc. | 0.9 |
Tesla, Inc. | 0.8 |
The Procter & Gamble Company | 0.7 |
TOTAL | 16.9 |
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 (%) | 0.31 |
Net (%) | 0.29 |
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 | 5.19 | 11.31 | 13.23 | 70.87 | 113.26 |
Market price | 5.09 | 11.24 | 13.22 | 70.31 | 113.06 |
John Hancock Dimensional Materials Index2 | 5.72 | 11.71 | 13.67 | 73.96 | 118.29 |
Russell 1000 Basic Materials Index3 | 8.80 | 12.62 | 14.00 | 81.19 | 122.20 |
1 | From 3-28-16. |
2 | The John Hancock Dimensional Materials Index is a rules-based index of U.S. materials stocks that have been selected based on sources of expected returns. Securities eligible for inclusion in the index are classified according to their market capitalization, as defined by free-float market cap; relative price, as defined by price/book; and profitability, as defined by operating income over book, and are weighted accordingly in favor of smaller, less expensive, more profitable companies. The index is reconstituted and rebalanced on a semiannual basis. Index performance assumes reinvestment of dividends and, unless otherwise indicated, does not reflect the management fees, operating expenses, transaction costs, and other expenses that apply to an ETF. |
3 | The Russell 1000 Basic Materials Index comprises securities of the Russell 1000 Index classified in the 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 9-18-20 and 100% of the current methodology thereafter. |
INDUSTRY COMPOSITION (% of net assets) | |
Chemicals | 49.5 |
Metals and mining | 24.5 |
Containers and packaging | 18.8 |
Construction materials | 4.5 |
Building products | 1.6 |
Construction and engineering | 0.7 |
Machinery | 0.4 |
TOTAL | 100.0 |
TOP TEN HOLDINGS4 (% of net assets) | |
Nucor Corp. | 6.7 |
Linde PLC | 5.3 |
LyondellBasell Industries NV, Class A | 4.6 |
Dow, Inc. | 4.1 |
Newmont Corp. | 3.7 |
DuPont de Nemours, Inc. | 3.7 |
The Sherwin-Williams Company | 3.5 |
International Flavors & Fragrances, Inc. | 3.3 |
Freeport-McMoRan, Inc. | 3.3 |
PPG Industries, Inc. | 3.1 |
TOTAL | 41.3 |
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 (%) | 0.92 |
Net (%) | 0.40 |
ANNUAL REPORT | JOHN HANCOCK MULTIFACTOR ETFS | 17 |
Average annual total returns (%) | Cumulative total returns (%) | ||
1-Year | Since fund inception1 | Since fund inception1 | |
Net asset value | -27.19 | 4.32 | 14.18 |
Market price | -27.33 | 4.32 | 14.17 |
John Hancock Dimensional Media and Communications Index2 | -26.95 | 4.67 | 15.39 |
Russell 1000 Telecommunications Index3 | -17.60 | -0.48 | -1.51 |
1 | From 3-12-19. |
2 | The John Hancock Dimensional Media and Communications Index is a rules-based index of U.S. media and communication stocks that have been selected based on sources of expected returns. Securities eligible for inclusion in the index are classified according to their market capitalization, as defined by free-float market cap; relative price, as defined by price/book; and profitability, as defined by operating income over book, and are weighted accordingly in favor of smaller, less expensive, more profitable companies. The index is reconstituted and rebalanced on a semiannual basis. Index performance assumes reinvestment of dividends and, unless otherwise indicated, does not reflect the management fees, operating expenses, transaction costs, and other expenses that apply to an ETF. |
3 | The Russell 1000 Telecommunications Index comprises securities of the Russell 1000 Index classified in the telecommunications sector. Effective 9-21-20, the underlying components of the Russell 1000 Telecommunications Index reflect a new company classification methodology. Consequently, the custom blended benchmark’s performance consists of 100% of the prior methodology through 9-18-20 and 100% of the current methodology thereafter. |
INDUSTRY COMPOSITION (% of net assets) | |
Media | 30.1 |
Entertainment | 27.5 |
Interactive media and services | 18.1 |
Diversified telecommunication services | 17.8 |
Wireless telecommunication services | 4.1 |
Software | 2.0 |
Real estate management and development | 0.3 |
Short-term investments and other | 0.1 |
TOTAL | 100.0 |
TOP TEN HOLDINGS4 (% of net assets) | |
Verizon Communications, Inc. | 6.2 |
Comcast Corp., Class A | 6.1 |
AT&T, Inc. | 5.7 |
The Walt Disney Company | 5.4 |
Meta Platforms, Inc., Class A | 4.6 |
T-Mobile US, Inc. | 4.1 |
Activision Blizzard, Inc. | 3.7 |
Electronic Arts, Inc. | 3.6 |
Alphabet, Inc., Class A | 3.2 |
Omnicom Group, Inc. | 3.1 |
TOTAL | 45.7 |
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 (%) | 0.77 |
Net (%) | 0.40 |
18 | 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 | -4.72 | 10.89 | 11.81 | 67.67 | 108.69 |
Market price | -4.67 | 10.90 | 11.82 | 67.73 | 108.79 |
John Hancock Dimensional Mid Cap Index2 | -4.34 | 11.33 | 12.28 | 71.05 | 114.47 |
Russell Midcap Index3 | -6.10 | 10.66 | 11.50 | 65.94 | 104.83 |
1 | From 9-28-15. |
2 | The John Hancock Dimensional Mid Cap Index is a rules-based index of mid-cap U.S. stocks that have been selected based on sources of expected returns. Securities eligible for inclusion in the index are classified according to their market capitalization, as defined by free-float market cap; relative price, as defined by price/book; and profitability, as defined by operating income over book, and are weighted accordingly in favor of smaller, less expensive, more profitable companies. The index is reconstituted and rebalanced on a semiannual basis. Index performance assumes reinvestment of dividends and, unless otherwise indicated, does not reflect the management fees, operating expenses, transaction costs, and other expenses that apply to an ETF. |
3 | The Russell Midcap Index tracks the performance of approximately 800 publicly traded mid-cap companies in the United States. |
SECTOR COMPOSITION (% of net assets) | |
Information technology | 16.1 |
Industrials | 15.5 |
Financials | 13.7 |
Consumer discretionary | 12.4 |
Health care | 10.8 |
Materials | 7.9 |
Real estate | 6.4 |
Utilities | 5.2 |
Energy | 5.1 |
Consumer staples | 3.7 |
Communication services | 3.1 |
Short-term investments and other | 0.1 |
TOTAL | 100.0 |
TOP TEN HOLDINGS4 (% of net assets) | |
Nucor Corp. | 0.6 |
Occidental Petroleum Corp. | 0.5 |
Dollar Tree, Inc. | 0.5 |
Parker-Hannifin Corp. | 0.4 |
Republic Services, Inc. | 0.4 |
United Rentals, Inc. | 0.4 |
ON Semiconductor Corp. | 0.4 |
Steel Dynamics, Inc. | 0.4 |
Cerner Corp. | 0.4 |
Laboratory Corp. of America Holdings | 0.4 |
TOTAL | 4.4 |
4 | Listed holdings are a portion of the fund’s total and may change at any time. They are not recommendations to buy or sell any security. Data excludes cash and cash equivalents. |
Gross (%) | 0.42 |
Net (%) | 0.41 |
ANNUAL REPORT | JOHN HANCOCK MULTIFACTOR ETFS | 19 |
Average annual total returns (%) | Cumulative total returns (%) | ||
1-Year | Since fund inception1 | Since fund inception1 | |
Net asset value | -8.39 | 6.73 | 33.86 |
Market price | -8.36 | 6.73 | 33.86 |
John Hancock Dimensional Small Cap Index2 | -8.00 | 7.18 | 36.37 |
Russell 2000 Index3 | -16.87 | 6.65 | 33.41 |
1 | From 11-8-17. |
2 | The John Hancock Dimensional Small Cap Index is a rules-based index of small-cap U.S. stocks that have been selected based on sources of expected returns. Securities eligible for inclusion in the index are classified according to their market capitalization, as defined by free-float market cap; relative price, as defined by price/book; and profitability, as defined by operating income over book, and are weighted accordingly in favor of smaller, less expensive, more profitable companies. The index is reconstituted and rebalanced on a semiannual basis. Index performance assumes reinvestment of dividends and, unless otherwise indicated, does not reflect the management fees, operating expenses, transaction costs, and other expenses that apply to an ETF. |
3 | The Russell 2000 Index tracks the performance of approximately 2,000 publicly traded small-cap companies in the United States. |
SECTOR COMPOSITION (% of net assets) | |
Industrials | 18.1 |
Financials | 16.6 |
Information technology | 14.3 |
Consumer discretionary | 12.7 |
Health care | 9.9 |
Real estate | 9.4 |
Materials | 5.5 |
Energy | 4.1 |
Utilities | 4.0 |
Consumer staples | 2.9 |
Communication services | 2.4 |
Short-term investments and other | 0.1 |
TOTAL | 100.0 |
TOP TEN HOLDINGS4 (% of net assets) | |
American Campus Communities, Inc. | 0.6 |
Brixmor Property Group, Inc. | 0.5 |
Popular, Inc. | 0.5 |
Pure Storage, Inc., Class A | 0.5 |
Nielsen Holdings PLC | 0.5 |
Ashland Global Holdings, Inc. | 0.5 |
Nexstar Media Group, Inc., Class A | 0.4 |
Skechers USA, Inc., Class A | 0.4 |
Murphy USA, Inc. | 0.4 |
KBR, Inc. | 0.4 |
TOTAL | 4.7 |
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 (%) | 0.45 |
Net (%) | 0.42 |
20 | 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 | -6.23 | 18.72 | 20.25 | 135.89 | 237.08 |
Market price | -6.25 | 18.70 | 20.24 | 135.68 | 236.86 |
John Hancock Dimensional Technology Index2 | -5.67 | 19.19 | 20.72 | 140.53 | 245.83 |
Russell 1000 Technology Index3 | -2.19 | 22.40 | 23.05 | 174.71 | 292.26 |
1 | From 9-28-15. |
2 | The John Hancock Dimensional Technology Index is a rules-based index of U.S. technology stocks that have been selected based on sources of expected returns. Securities eligible for inclusion in the index are classified according to their market capitalization, as defined by free-float market cap; relative price, as defined by price/book; and profitability, as defined by operating income over book, and are weighted accordingly in favor of smaller, less expensive, more profitable companies. The index is reconstituted and rebalanced on a semiannual basis. Index performance assumes reinvestment of dividends and, unless otherwise indicated, does not reflect the management fees, operating expenses, transaction costs, and other expenses that apply to an ETF. |
3 | The Russell 1000 Technology Index comprises securities of the Russell 1000 Index classified in the technology sector. Effective 9-21-20, the underlying components of the Russell 1000 Technology Index reflect a new company classification methodology. Consequently, the custom blended benchmark’s performance consists of 100% of the prior methodology through 9-18-20 and 100% of the current methodology thereafter. |
INDUSTRY COMPOSITION (% of net assets) | |
Semiconductors and semiconductor equipment | 33.0 |
Software | 31.5 |
Technology hardware, storage and peripherals | 11.3 |
IT services | 8.2 |
Electronic equipment, instruments and components | 7.5 |
Communications equipment | 5.8 |
Industrial conglomerates | 0.8 |
Electrical equipment | 0.7 |
Professional services | 0.5 |
Interactive media and services | 0.4 |
Other | 0.3 |
TOTAL | 100.0 |
TOP TEN HOLDINGS4 (% of net assets) | |
Apple, Inc. | 6.5 |
Microsoft Corp. | 6.3 |
NVIDIA Corp. | 4.2 |
Broadcom, Inc. | 3.5 |
Cisco Systems, Inc. | 2.6 |
Texas Instruments, Inc. | 2.6 |
Intel Corp. | 2.5 |
Qualcomm, Inc. | 2.2 |
IBM Corp. | 2.2 |
Adobe, Inc. | 2.0 |
TOTAL | 34.6 |
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 (%) | 0.67 |
Net (%) | 0.40 |
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 | 12.15 | 9.09 | 9.12 | 54.51 | 70.20 |
Market price | 12.15 | 9.09 | 9.12 | 54.52 | 70.23 |
John Hancock Dimensional Utilities Index2 | 12.53 | 9.54 | 9.60 | 57.72 | 74.82 |
Russell 1000 Utilities Index3 | 9.99 | 9.35 | 8.75 | 56.38 | 66.69 |
1 | From 3-28-16. |
2 | The John Hancock Dimensional Utilities Index is a rules-based index of U.S. utility stocks that have been selected based on sources of expected returns. Securities eligible for inclusion in the index are classified according to their market capitalization, as defined by free-float market cap; relative price, as defined by price/book; and profitability, as defined by operating income over book, and are weighted accordingly in favor of smaller, less expensive, more profitable companies. The index is reconstituted and rebalanced on a semiannual basis. Index performance assumes reinvestment of dividends and, unless otherwise indicated, does not reflect the management fees, operating expenses, transaction costs, and other expenses that apply to an ETF. |
3 | The Russell 1000 Utilities Index comprises securities of the Russell 1000 Index classified in the utility sector. Effective 9-21-20, the underlying components of the Russell 1000 Utilities Index reflect a new company classification methodology. Consequently, the custom blended benchmark’s performance consists of 100% of the prior methodology through 9-18-20 and 100% of the current methodology thereafter. |
INDUSTRY COMPOSITION (% of net assets) | |
Electric utilities | 55.9 |
Multi-utilities | 32.7 |
Gas utilities | 4.1 |
Water utilities | 3.7 |
Independent power and renewable electricity producers | 3.5 |
Short-term investments and other | 0.1 |
TOTAL | 100.0 |
TOP TEN HOLDINGS4 (% of net assets) | |
Exelon Corp. | 6.2 |
Xcel Energy, Inc. | 5.7 |
Duke Energy Corp. | 5.3 |
Consolidated Edison, Inc. | 5.2 |
The Southern Company | 4.3 |
Entergy Corp. | 4.2 |
Edison International | 4.1 |
WEC Energy Group, Inc. | 3.8 |
Public Service Enterprise Group, Inc. | 3.7 |
Eversource Energy | 3.6 |
TOTAL | 46.1 |
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 (%) | 0.94 |
Net (%) | 0.40 |
22 | JOHN HANCOCK MULTIFACTOR ETFS | ANNUAL REPORT |
Account value on 11-1-2021 | Ending value on 4-30-2022 | Expenses paid during 4-30-20221 | Annualized expense ratio | |
Multifactor Consumer Discretionary ETF | ||||
Actual expenses/actual returns | $1,000.00 | $820.20 | $1.81 | 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 | $1,118.10 | $2.10 | 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 | $892.70 | $1.83 | 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 | $900.10 | $2.31 | 0.49% |
Hypothetical example for comparison purposes | 1,000.00 | 1,022.40 | 2.46 | 0.49% |
ANNUAL | JOHN HANCOCK MULTIFACTOR ETFS | 23 |
Account value on 11-1-2021 | Ending value on 4-30-2022 | Expenses paid during 4-30-20221 | Annualized expense ratio | |
Multifactor Energy ETF | ||||
Actual expenses/actual returns | $1,000.00 | $1,336.70 | $2.32 | 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 | $869.90 | $1.85 | 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 | $933.90 | $1.92 | 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 | $883.80 | $1.87 | 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 | $907.90 | $1.37 | 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 | $1,036.90 | $2.02 | 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 | $749.20 | $1.73 | 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 | $894.90 | $1.93 | 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 | $888.60 | $1.97 | 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 | $809.80 | $1.79 | 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 | $1,110.40 | $2.09 | 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). |
24 | JOHN HANCOCK MULTIFACTOR ETFS | ANNUAL |
Shares or Principal Amount | Value | |
COMMON STOCKS – 99.9% | $16,059,355 | |
(Cost $17,685,532) | ||
Consumer discretionary – 91.0% | 14,621,327 | |
Auto components – 0.2% | ||
Fox Factory Holding Corp. (A) | 415 | 33,980 |
Automobiles – 10.1% | ||
Ford Motor Company | 16,292 | 230,695 |
General Motors Company (A) | 6,542 | 248,007 |
Harley-Davidson, Inc. | 1,677 | 61,127 |
Rivian Automotive, Inc., Class A (A) | 370 | 11,189 |
Tesla, Inc. (A) | 1,180 | 1,027,494 |
Thor Industries, Inc. | 520 | 39,806 |
Distributors – 1.9% | ||
Genuine Parts Company | 1,424 | 185,191 |
LKQ Corp. | 2,291 | 113,702 |
Diversified consumer services – 0.4% | ||
Bright Horizons Family Solutions, Inc. (A) | 594 | 67,859 |
Hotels, restaurants and leisure – 21.7% | ||
Airbnb, Inc., Class A (A) | 586 | 89,781 |
Booking Holdings, Inc. (A) | 79 | 174,614 |
Boyd Gaming Corp. | 1,136 | 68,819 |
Caesars Entertainment, Inc. (A) | 1,617 | 107,175 |
Carnival Corp. (A) | 6,470 | 111,931 |
Chipotle Mexican Grill, Inc. (A) | 109 | 158,661 |
Choice Hotels International, Inc. | 290 | 40,733 |
Churchill Downs, Inc. | 325 | 65,956 |
Darden Restaurants, Inc. | 1,405 | 185,081 |
Domino’s Pizza, Inc. | 260 | 87,880 |
DraftKings, Inc., Class A (A) | 2,308 | 31,573 |
Expedia Group, Inc. (A) | 865 | 151,159 |
Hilton Grand Vacations, Inc. (A) | 636 | 29,784 |
Hilton Worldwide Holdings, Inc. (A) | 1,780 | 276,416 |
Hyatt Hotels Corp., Class A (A) | 388 | 36,844 |
Las Vegas Sands Corp. (A) | 1,633 | 57,857 |
Light & Wonder, Inc. (A) | 549 | 30,777 |
Marriott International, Inc., Class A (A) | 1,177 | 208,941 |
Marriott Vacations Worldwide Corp. | 335 | 50,026 |
McDonald’s Corp. | 1,574 | 392,178 |
MGM Resorts International | 3,220 | 132,149 |
Norwegian Cruise Line Holdings, Ltd. (A)(B) | 2,814 | 56,364 |
Penn National Gaming, Inc. (A) | 1,412 | 51,637 |
Planet Fitness, Inc., Class A (A) | 629 | 50,339 |
Red Rock Resorts, Inc., Class A | 450 | 19,782 |
Royal Caribbean Cruises, Ltd. (A) | 1,703 | 132,374 |
SeaWorld Entertainment, Inc. (A) | 348 | 23,469 |
Starbucks Corp. | 2,514 | 187,645 |
Texas Roadhouse, Inc. | 655 | 53,926 |
Vail Resorts, Inc. | 343 | 87,177 |
Wyndham Hotels & Resorts, Inc. | 877 | 77,141 |
Wynn Resorts, Ltd. (A) | 655 | 46,164 |
Shares or Principal Amount | Value | |
Consumer discretionary (continued) | ||
Hotels, restaurants and leisure (continued) | ||
Yum! Brands, Inc. | 1,891 | $221,266 |
Household durables – 2.5% | ||
Garmin, Ltd. | 1,347 | 147,820 |
Helen of Troy, Ltd. (A) | 243 | 52,126 |
Tempur Sealy International, Inc. | 2,173 | 58,910 |
Whirlpool Corp. | 776 | 140,860 |
Internet and direct marketing retail – 7.6% | ||
Amazon.com, Inc. (A) | 333 | 827,715 |
Chewy, Inc., Class A (A)(B) | 440 | 12,786 |
DoorDash, Inc., Class A (A) | 466 | 37,946 |
eBay, Inc. | 4,304 | 223,464 |
Etsy, Inc. (A) | 946 | 88,158 |
Wayfair, Inc., Class A (A)(B) | 344 | 26,467 |
Leisure products – 2.6% | ||
Brunswick Corp. | 949 | 71,754 |
Hasbro, Inc. | 1,176 | 103,559 |
Mattel, Inc. (A) | 4,072 | 98,990 |
Peloton Interactive, Inc., Class A (A) | 1,553 | 27,271 |
Polaris, Inc. | 791 | 75,098 |
YETI Holdings, Inc. (A) | 780 | 38,119 |
Multiline retail – 8.5% | ||
Dollar General Corp. | 1,433 | 340,380 |
Dollar Tree, Inc. (A) | 2,200 | 357,390 |
Kohl’s Corp. | 1,695 | 98,107 |
Macy’s, Inc. | 3,929 | 94,964 |
Target Corp. | 2,075 | 474,449 |
Specialty retail – 25.8% | ||
Advance Auto Parts, Inc. | 654 | 130,558 |
AutoNation, Inc. (A) | 803 | 93,076 |
AutoZone, Inc. (A) | 134 | 262,033 |
Bath & Body Works, Inc. | 1,557 | 82,350 |
Best Buy Company, Inc. | 3,191 | 286,967 |
Burlington Stores, Inc. (A) | 481 | 97,912 |
CarMax, Inc. (A) | 1,665 | 142,824 |
Carvana Company (A) | 232 | 13,447 |
Dick’s Sporting Goods, Inc. (B) | 792 | 76,365 |
Five Below, Inc. (A) | 605 | 95,046 |
Floor & Decor Holdings, Inc., Class A (A) | 954 | 76,053 |
GameStop Corp., Class A (A) | 485 | 60,659 |
Lithia Motors, Inc. | 276 | 78,144 |
Lowe’s Companies, Inc. | 1,429 | 282,556 |
O’Reilly Automotive, Inc. (A) | 227 | 137,687 |
Penske Automotive Group, Inc. | 307 | 32,180 |
RH (A) | 155 | 52,099 |
Ross Stores, Inc. | 2,611 | 260,499 |
The Gap, Inc. | 2,708 | 33,633 |
The Home Depot, Inc. | 2,770 | 832,108 |
The TJX Companies, Inc. | 5,847 | 358,304 |
Tractor Supply Company | 1,309 | 263,698 |
SEE NOTES TO FINANCIAL STATEMENTS | ANNUAL REPORT | JOHN HANCOCK MULTIFACTOR ETFS | 25 |
Shares or Principal Amount | Value | |
Consumer discretionary (continued) | ||
Specialty retail (continued) | ||
Ulta Beauty, Inc. (A) | 664 | $263,475 |
Williams-Sonoma, Inc. | 1,019 | 132,959 |
Textiles, apparel and luxury goods – 9.7% | ||
Capri Holdings, Ltd. (A) | 1,356 | 64,681 |
Columbia Sportswear Company | 342 | 28,099 |
Crocs, Inc. (A) | 409 | 27,170 |
Deckers Outdoor Corp. (A) | 306 | 81,320 |
Hanesbrands, Inc. | 5,392 | 71,498 |
Levi Strauss & Company, Class A | 1,137 | 20,591 |
Lululemon Athletica, Inc. (A) | 1,055 | 374,135 |
NIKE, Inc., Class B | 3,524 | 439,443 |
PVH Corp. | 573 | 41,703 |
Ralph Lauren Corp. | 465 | 48,518 |
Skechers USA, Inc., Class A (A) | 1,224 | 46,879 |
Tapestry, Inc. | 3,226 | 106,200 |
Under Armour, Inc., Class A (A) | 1,602 | 24,607 |
Under Armour, Inc., Class C (A) | 1,668 | 23,669 |
VF Corp. | 3,215 | 167,180 |
Consumer staples – 5.1% | 816,143 | |
Food and staples retailing – 4.0% | ||
Walmart, Inc. | 4,168 | 637,662 |
Personal products – 1.1% | ||
Coty, Inc., Class A (A) | 2,667 | 21,629 |
The Estee Lauder Companies, Inc., Class A | 594 | 156,852 |
Industrials – 3.8% | 621,885 | |
Building products – 1.3% | ||
Allegion PLC | 972 | 111,041 |
Fortune Brands Home & Security, Inc. | 1,436 | 102,315 |
Commercial services and supplies – 0.4% | ||
Rollins, Inc. | 2,060 | 69,092 |
Road and rail – 1.7% | ||
Avis Budget Group, Inc. (A) | 266 | 71,200 |
Lyft, Inc., Class A (A) | 1,872 | 61,027 |
Uber Technologies, Inc. (A) | 4,629 | 145,721 |
Trading companies and distributors – 0.4% | ||
SiteOne Landscape Supply, Inc. (A) | 436 | 61,489 |
SHORT-TERM INVESTMENTS – 0.5% | $81,608 | |
(Cost $81,609) | ||
Short-term funds – 0.5% | 81,608 | |
John Hancock Collateral Trust, 0.3773% (C)(D) | 1,301 | 13,009 |
State Street Institutional U.S. Government Money Market Fund, Premier Class, 0.2918% (C) | 68,599 | 68,599 |
Total investments (Multifactor Consumer Discretionary ETF) (Cost $17,767,141) 100.4% | $16,140,963 | |
Other assets and liabilities, net (0.4%) | (71,435) | |
Total net assets 100.0% | $16,069,528 |
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 4-30-22. |
(C) | The rate shown is the annualized seven-day yield as of 4-30-22. |
(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% | $37,623,263 | |
(Cost $33,166,938) | ||
Consumer discretionary – 0.8% | 285,440 | |
Household durables – 0.8% | ||
Newell Brands, Inc. | 12,330 | 285,440 |
Consumer staples – 94.6% | 35,647,517 | |
Beverages – 20.4% | ||
Brown-Forman Corp., Class A | 896 | 55,928 |
Brown-Forman Corp., Class B | 8,311 | 560,494 |
Constellation Brands, Inc., Class A | 4,823 | 1,186,892 |
Keurig Dr. Pepper, Inc. | 14,741 | 551,313 |
Molson Coors Beverage Company, Class B | 6,696 | 362,521 |
Monster Beverage Corp. (A) | 5,047 | 432,427 |
PepsiCo, Inc. | 13,289 | 2,281,854 |
The Coca-Cola Company | 34,942 | 2,257,603 |
Food and staples retailing – 18.7% | ||
Albertsons Companies, Inc., Class A | 4,902 | 153,335 |
BJ’s Wholesale Club Holdings, Inc. (A) | 4,841 | 311,518 |
Casey’s General Stores, Inc. | 1,301 | 261,891 |
Costco Wholesale Corp. | 4,202 | 2,234,287 |
Performance Food Group Company (A) | 4,290 | 211,283 |
Sysco Corp. | 9,414 | 804,709 |
The Kroger Company | 34,796 | 1,877,592 |
U.S. Foods Holding Corp. (A) | 7,137 | 268,494 |
Walgreens Boots Alliance, Inc. | 21,920 | 929,408 |
Food products – 33.5% | ||
Archer-Daniels-Midland Company | 10,442 | 935,186 |
Bunge, Ltd. | 6,174 | 698,403 |
Campbell Soup Company | 8,444 | 398,726 |
Conagra Brands, Inc. | 14,644 | 511,515 |
Darling Ingredients, Inc. (A) | 6,393 | 469,182 |
Flowers Foods, Inc. | 8,495 | 225,287 |
General Mills, Inc. | 25,167 | 1,780,062 |
Hormel Foods Corp. | 8,953 | 469,048 |
Ingredion, Inc. | 2,770 | 235,755 |
Kellogg Company | 13,606 | 932,011 |
Lamb Weston Holdings, Inc. | 4,697 | 310,472 |
McCormick & Company, Inc. | 8,169 | 821,556 |
Mondelez International, Inc., Class A | 16,947 | 1,092,743 |
Pilgrim’s Pride Corp. (A) | 2,039 | 57,806 |
26 | JOHN HANCOCK MULTIFACTOR ETFS | ANNUAL REPORT | SEE NOTES TO FINANCIAL STATEMENTS |
Shares or Principal Amount | Value | |
Consumer staples (continued) | ||
Food products (continued) | ||
Post Holdings, Inc. (A) | 2,426 | $180,470 |
The Hershey Company | 5,327 | 1,202,677 |
The J.M. Smucker Company | 3,722 | 509,653 |
The Kraft Heinz Company | 13,211 | 563,185 |
Tyson Foods, Inc., Class A | 13,042 | 1,214,993 |
Household products – 15.5% | ||
Church & Dwight Company, Inc. | 9,480 | 924,869 |
Colgate-Palmolive Company | 15,404 | 1,186,878 |
Kimberly-Clark Corp. | 6,309 | 875,878 |
Reynolds Consumer Products, Inc. | 2,648 | 78,354 |
The Clorox Company | 3,739 | 536,434 |
The Procter & Gamble Company | 13,990 | 2,246,095 |
Tobacco – 6.5% | ||
Altria Group, Inc. | 17,474 | 971,030 |
Philip Morris International, Inc. | 14,777 | 1,477,700 |
Materials – 4.5% | 1,690,306 | |
Chemicals – 4.5% | ||
Corteva, Inc. | 26,448 | 1,525,785 |
The Scotts Miracle-Gro Company | 1,583 | 164,521 |
SHORT-TERM INVESTMENTS – 0.2% | $68,033 | |
(Cost $68,033) | ||
Short-term funds – 0.2% | 68,033 | |
State Street Institutional U.S. Government Money Market Fund, Premier Class, 0.2918% (B) | 68,033 | 68,033 |
Total investments (Multifactor Consumer Staples ETF) (Cost $33,234,971) 100.1% | $37,691,296 | |
Other assets and liabilities, net (0.1%) | (23,501) | |
Total net assets 100.0% | $37,667,795 |
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 4-30-22. |
Shares or Principal Amount | Value | |
COMMON STOCKS - 98.2% | $474,103,536 | |
(Cost $458,091,146) | ||
Australia - 7.0% | 33,742,572 | |
Ampol, Ltd. | 3,157 | 75,943 |
APA Group | 71,873 | 586,870 |
Aristocrat Leisure, Ltd. | 16,385 | 391,937 |
ASX, Ltd. | 3,680 | 226,659 |
Aurizon Holdings, Ltd. | 222,528 | 637,302 |
Australia & New Zealand Banking Group, Ltd. | 61,522 | 1,193,573 |
Shares or Principal Amount | Value | |
Australia (continued) | ||
BHP Group, Ltd. | 96,514 | $3,292,895 |
BlueScope Steel, Ltd. | 50,257 | 733,589 |
Brambles, Ltd. | 77,558 | 581,480 |
CIMIC Group, Ltd. (A) | 2,133 | 33,348 |
Cochlear, Ltd. | 3,240 | 533,583 |
Coles Group, Ltd. | 30,053 | 399,379 |
Commonwealth Bank of Australia | 34,454 | 2,543,475 |
Computershare, Ltd. | 33,384 | 600,938 |
Crown Resorts, Ltd. (B) | 22,972 | 210,593 |
CSL, Ltd. | 9,886 | 1,920,066 |
Dexus | 26,259 | 208,443 |
Domino’s Pizza Enterprises, Ltd. | 2,556 | 136,795 |
EBOS Group, Ltd. | 583 | 16,044 |
Endeavour Group, Ltd. | 70,748 | 392,161 |
Evolution Mining, Ltd. | 90,669 | 260,957 |
Fortescue Metals Group, Ltd. | 64,772 | 995,634 |
Goodman Group | 23,092 | 393,520 |
Insurance Australia Group, Ltd. | 125,937 | 406,317 |
Lendlease Corp., Ltd. | 39,955 | 347,827 |
Macquarie Group, Ltd. | 5,598 | 823,412 |
Medibank Private, Ltd. | 210,976 | 479,776 |
Mineral Resources, Ltd. | 9,470 | 393,966 |
Mirvac Group | 96,918 | 166,677 |
National Australia Bank, Ltd. | 56,004 | 1,298,650 |
Newcrest Mining, Ltd. | 14,986 | 286,267 |
Northern Star Resources, Ltd. | 65,667 | 458,263 |
Origin Energy, Ltd. | 107,069 | 520,446 |
OZ Minerals, Ltd. | 19,404 | 344,736 |
Qantas Airways, Ltd. (B) | 34,540 | 137,457 |
QBE Insurance Group, Ltd. | 87,105 | 762,623 |
Ramsay Health Care, Ltd. | 11,049 | 636,874 |
REA Group, Ltd. | 1,439 | 132,348 |
Reece, Ltd. | 7,632 | 94,969 |
Rio Tinto, Ltd. | 16,622 | 1,332,796 |
Santos, Ltd. | 83,814 | 476,500 |
Scentre Group | 112,988 | 240,082 |
SEEK, Ltd. | 9,413 | 189,844 |
Sonic Healthcare, Ltd. | 38,981 | 1,017,489 |
South32, Ltd. | 112,439 | 381,146 |
Stockland | 71,115 | 210,238 |
Suncorp Group, Ltd. | 72,984 | 594,385 |
Tabcorp Holdings, Ltd. | 129,998 | 504,412 |
Telstra Corp., Ltd. | 109,948 | 315,664 |
The GPT Group | 47,102 | 170,378 |
TPG Telecom, Ltd. | 9,213 | 38,498 |
Transurban Group | 39,753 | 405,112 |
Treasury Wine Estates, Ltd. | 39,796 | 318,727 |
Vicinity Centres | 75,780 | 100,975 |
Wesfarmers, Ltd. | 21,523 | 755,742 |
Westpac Banking Corp. | 79,922 | 1,355,735 |
WiseTech Global, Ltd. | 3,894 | 125,274 |
SEE NOTES TO FINANCIAL STATEMENTS | ANNUAL REPORT | JOHN HANCOCK MULTIFACTOR ETFS | 27 |
Shares or Principal Amount | Value | |
Australia (continued) | ||
Woodside Petroleum, Ltd. | 29,806 | $659,808 |
Woolworths Group, Ltd. | 32,666 | 893,975 |
Austria - 0.2% | 1,010,619 | |
ANDRITZ AG | 2,356 | 101,307 |
BAWAG Group AG (B)(C) | 758 | 36,560 |
CA Immobilien Anlagen AG | 1,172 | 33,383 |
Erste Group Bank AG | 8,179 | 255,919 |
Mayr Melnhof Karton AG | 449 | 79,766 |
OMV AG | 4,218 | 218,484 |
Raiffeisen Bank International AG | 4,776 | 55,322 |
Telekom Austria AG (B) | 2,788 | 20,000 |
Verbund AG | 1,135 | 122,371 |
voestalpine AG | 3,310 | 87,507 |
Belgium - 1.0% | 4,597,253 | |
Ackermans & van Haaren NV | 2,207 | 396,738 |
Ageas SA/NV | 17,012 | 823,400 |
Anheuser-Busch InBev SA/NV (A) | 24,961 | 1,458,827 |
D’ieteren Group | 466 | 76,199 |
Elia Group SA/NV | 805 | 128,829 |
Etablissements Franz Colruyt NV | 3,801 | 140,065 |
KBC Group NV | 8,585 | 588,870 |
Proximus SADP | 11,458 | 200,654 |
Solvay SA | 2,998 | 286,418 |
UCB SA | 1,228 | 140,430 |
Umicore SA | 5,688 | 221,601 |
Warehouses De Pauw CVA | 3,485 | 135,222 |
Chile - 0.1% | 535,425 | |
Antofagasta PLC | 27,496 | 535,425 |
Denmark - 2.6% | 12,590,869 | |
A.P. Moller - Maersk A/S, Series A | 85 | 243,501 |
A.P. Moller - Maersk A/S, Series B | 99 | 290,346 |
Carlsberg A/S, Class B | 6,728 | 866,750 |
Coloplast A/S, B Shares | 5,172 | 703,409 |
Danske Bank A/S | 44,545 | 689,215 |
Demant A/S (B) | 3,066 | 136,053 |
DSV A/S | 5,398 | 895,673 |
Genmab A/S (B) | 4,563 | 1,621,022 |
Novo Nordisk A/S, B Shares | 33,150 | 3,818,834 |
Novozymes A/S, B Shares | 15,329 | 1,074,354 |
Orsted A/S (C) | 5,376 | 604,517 |
Pandora A/S | 7,335 | 654,307 |
Tryg A/S | 11,346 | 271,932 |
Vestas Wind Systems A/S | 27,807 | 720,956 |
Finland - 1.4% | 6,882,105 | |
Elisa OYJ | 9,268 | 545,181 |
Fortum OYJ | 13,511 | 226,630 |
Kesko OYJ, A Shares | 8,718 | 206,014 |
Kesko OYJ, B Shares | 18,996 | 481,557 |
Shares or Principal Amount | Value | |
Finland (continued) | ||
Kone OYJ, Class B | 10,863 | $528,188 |
Metso Outotec OYJ | 47,399 | 410,429 |
Neste OYJ | 11,574 | 503,052 |
Nokia OYJ (B) | 147,613 | 758,456 |
Nordea Bank ABP | 74,817 | 756,132 |
Orion OYJ, Class A | 1,012 | 41,210 |
Orion OYJ, Class B | 6,434 | 254,126 |
Sampo OYJ, A Shares | 7,023 | 343,848 |
Stora Enso OYJ, R Shares | 57,571 | 1,147,579 |
UPM-Kymmene OYJ | 12,714 | 443,154 |
Wartsila OYJ ABP | 29,128 | 236,549 |
France - 11.3% | 54,618,261 | |
Air Liquide SA | 12,056 | 2,102,874 |
Airbus SE | 13,836 | 1,540,493 |
AXA SA (A) | 53,004 | 1,423,636 |
BNP Paribas SA | 25,889 | 1,357,523 |
Capgemini SE | 13,400 | 2,772,135 |
Cie de Saint-Gobain | 62,107 | 3,690,730 |
Cie Generale des Etablissements Michelin SCA | 26,999 | 3,390,854 |
Credit Agricole SA | 103,420 | 1,132,052 |
Danone SA (A) | 37,377 | 2,272,796 |
Dassault Systemes SE | 7,704 | 345,696 |
Electricite de France SA | 68,903 | 631,233 |
Engie SA (A) | 163,521 | 1,953,119 |
EssilorLuxottica SA | 6,018 | 1,039,916 |
Hermes International | 670 | 838,638 |
Kering SA | 1,499 | 811,401 |
Legrand SA | 20,070 | 1,794,611 |
L’Oreal SA | 2,932 | 1,079,188 |
LVMH Moet Hennessy Louis Vuitton SE | 6,172 | 4,033,659 |
Orange SA | 286,318 | 3,418,616 |
Pernod Ricard SA | 8,520 | 1,776,513 |
Safran SA | 17,314 | 1,884,625 |
Sanofi (A) | 21,789 | 2,325,755 |
Sartorius Stedim Biotech | 1,170 | 386,210 |
Schneider Electric SE | 6,990 | 1,015,414 |
Societe Generale SA | 61,291 | 1,498,148 |
Teleperformance | 3,261 | 1,178,954 |
Thales SA | 7,126 | 917,144 |
TotalEnergies SE | 72,483 | 3,611,105 |
Veolia Environnement SA (A) | 65,497 | 1,927,781 |
Vinci SA (A) | 25,193 | 2,467,442 |
Germany - 8.1% | 38,973,353 | |
adidas AG | 4,091 | 836,057 |
Allianz SE | 10,199 | 2,326,190 |
BASF SE | 26,148 | 1,390,552 |
Bayer AG | 44,927 | 2,981,193 |
Bayerische Motoren Werke AG | 21,066 | 1,744,773 |
Beiersdorf AG | 4,381 | 442,855 |
Carl Zeiss Meditec AG, Bearer Shares | 1,375 | 174,647 |
28 | JOHN HANCOCK MULTIFACTOR ETFS | ANNUAL REPORT | SEE NOTES TO FINANCIAL STATEMENTS |
Shares or Principal Amount | Value | |
Germany (continued) | ||
Continental AG (B) | 14,836 | $1,033,295 |
Daimler Truck Holding AG (B) | 20,564 | 559,705 |
Delivery Hero SE (B)(C) | 4,427 | 158,042 |
Deutsche Bank AG (B) | 148,949 | 1,512,570 |
Deutsche Boerse AG | 12,282 | 2,153,437 |
Deutsche Post AG | 24,315 | 1,049,644 |
Deutsche Telekom AG | 129,867 | 2,407,147 |
Deutsche Wohnen SE | 4,832 | 139,111 |
E.ON SE | 142,222 | 1,489,869 |
Evonik Industries AG | 18,380 | 484,944 |
Fresenius Medical Care AG & Company KGaA | 20,088 | 1,259,643 |
Fresenius SE & Company KGaA | 41,341 | 1,474,109 |
Hannover Rueck SE | 4,320 | 678,595 |
Hapag-Lloyd AG (C) | 729 | 294,549 |
HeidelbergCement AG | 13,356 | 778,609 |
Henkel AG & Company KGaA | 1,967 | 125,750 |
Infineon Technologies AG | 16,477 | 477,147 |
Knorr-Bremse AG | 4,137 | 298,258 |
Mercedes-Benz Group AG | 43,872 | 3,105,574 |
Merck KGaA | 2,243 | 418,709 |
MTU Aero Engines AG | 804 | 164,250 |
Muenchener Rueckversicherungs-Gesellschaft AG | 4,302 | 1,031,577 |
Puma SE | 5,193 | 387,210 |
RWE AG | 45,219 | 1,888,593 |
SAP SE | 11,496 | 1,183,179 |
Siemens AG | 9,708 | 1,206,239 |
Siemens Energy AG | 23,211 | 451,285 |
Siemens Healthineers AG (C) | 3,160 | 170,883 |
Symrise AG | 7,997 | 957,114 |
Volkswagen AG | 1,806 | 398,576 |
Vonovia SE | 22,334 | 895,328 |
Zalando SE (B)(C) | 11,129 | 444,145 |
Hong Kong - 2.7% | 12,938,454 | |
AIA Group, Ltd. | 312,124 | 3,092,936 |
BOC Hong Kong Holdings, Ltd. | 98,295 | 358,921 |
Budweiser Brewing Company APAC, Ltd. (C) | 20,000 | 50,420 |
Chow Tai Fook Jewellery Group, Ltd. (B) | 117,000 | 198,028 |
CK Asset Holdings, Ltd. | 136,969 | 932,195 |
CK Hutchison Holdings, Ltd. | 73,773 | 519,015 |
CK Infrastructure Holdings, Ltd. | 42,929 | 289,161 |
CLP Holdings, Ltd. | 193,071 | 1,882,443 |
Galaxy Entertainment Group, Ltd. | 22,641 | 131,584 |
Hang Seng Bank, Ltd. | 19,589 | 348,281 |
Henderson Land Development Company, Ltd. | 93,398 | 379,132 |
Hong Kong & China Gas Company, Ltd. | 114,065 | 126,333 |
Hong Kong Exchanges & Clearing, Ltd. | 31,025 | 1,335,718 |
Link REIT | 50,786 | 440,793 |
MTR Corp., Ltd. | 40,913 | 218,223 |
Orient Overseas International, Ltd. | 8,500 | 238,983 |
Shares or Principal Amount | Value | |
Hong Kong (continued) | ||
Power Assets Holdings, Ltd. | 94,573 | $637,024 |
Sun Hung Kai Properties, Ltd. | 41,162 | 477,136 |
Swire Properties, Ltd. | 78,801 | 190,621 |
Techtronic Industries Company, Ltd. | 45,577 | 618,060 |
Wharf Real Estate Investment Company, Ltd. | 99,993 | 473,447 |
Ireland - 1.0% | 5,004,409 | |
CRH PLC | 37,503 | 1,510,546 |
DCC PLC | 5,940 | 453,277 |
Experian PLC | 24,230 | 849,348 |
Flutter Entertainment PLC (B) | 3,129 | 318,805 |
James Hardie Industries PLC, CHESS Depositary Interest | 11,310 | 333,876 |
Kerry Group PLC, Class A | 1,699 | 188,198 |
Kingspan Group PLC | 10,073 | 946,397 |
Smurfit Kappa Group PLC | 9,413 | 403,962 |
Israel - 0.4% | 2,157,376 | |
Azrieli Group, Ltd. | 399 | 34,508 |
Bank Hapoalim BM | 29,877 | 278,782 |
Bank Leumi Le-Israel BM | 58,032 | 613,048 |
CyberArk Software, Ltd. (B) | 224 | 35,199 |
Elbit Systems, Ltd. | 545 | 118,784 |
ICL Group, Ltd. | 19,324 | 213,275 |
Israel Discount Bank, Ltd., Class A | 23,668 | 140,951 |
Mizrahi Tefahot Bank, Ltd. | 6,479 | 241,396 |
Nice, Ltd. (B) | 654 | 134,517 |
Teva Pharmaceutical Industries, Ltd. (B) | 30,881 | 275,490 |
Wix.com, Ltd. (B) | 488 | 36,824 |
ZIM Integrated Shipping Services, Ltd. | 622 | 34,602 |
Italy - 2.3% | 11,070,106 | |
Amplifon SpA | 7,737 | 311,957 |
Assicurazioni Generali SpA (A) | 25,802 | 492,679 |
Atlantia SpA (B) | 21,067 | 507,388 |
Davide Campari-Milano NV | 24,728 | 281,346 |
DiaSorin SpA | 1,610 | 212,394 |
Enel SpA | 170,552 | 1,118,767 |
Eni SpA | 106,639 | 1,506,359 |
Ferrari NV | 3,241 | 694,076 |
FinecoBank Banca Fineco SpA | 30,234 | 425,006 |
Infrastrutture Wireless Italiane SpA (C) | 15,347 | 164,817 |
Intesa Sanpaolo SpA | 383,737 | 791,349 |
Mediobanca Banca di Credito Finanziario SpA | 64,172 | 650,716 |
Moncler SpA | 13,247 | 702,659 |
Nexi SpA (B)(C) | 7,870 | 78,226 |
Poste Italiane SpA (C) | 23,037 | 227,913 |
PRADA SpA | 30,200 | 188,602 |
Prysmian SpA | 11,022 | 363,016 |
Recordati Industria Chimica e Farmaceutica SpA | 6,936 | 336,515 |
Snam SpA | 55,046 | 303,362 |
Telecom Italia SpA (A) | 1,411,480 | 414,102 |
SEE NOTES TO FINANCIAL STATEMENTS | ANNUAL REPORT | JOHN HANCOCK MULTIFACTOR ETFS | 29 |
Shares or Principal Amount | Value | |
Italy (continued) | ||
Terna - Rete Elettrica Nazionale | 84,905 | $695,605 |
UniCredit SpA (A) | 50,950 | 478,641 |
UnipolSai Assicurazioni SpA (A) | 44,009 | 124,611 |
Japan - 21.5% | 103,905,157 | |
Acom Company, Ltd. | 17,900 | 46,284 |
Advantest Corp. | 5,100 | 353,882 |
Aeon Company, Ltd. | 17,600 | 335,332 |
AGC, Inc. | 25,100 | 947,353 |
Aisin Corp. | 19,500 | 568,926 |
Ajinomoto Company, Inc. | 13,600 | 355,326 |
ANA Holdings, Inc. (B) | 10,400 | 196,947 |
Asahi Group Holdings, Ltd. | 8,000 | 300,278 |
Asahi Intecc Company, Ltd. | 9,000 | 176,443 |
Asahi Kasei Corp. | 59,000 | 487,948 |
Astellas Pharma, Inc. | 20,300 | 309,921 |
Azbil Corp. | 1,800 | 55,225 |
Bandai Namco Holdings, Inc. | 4,501 | 307,768 |
BayCurrent Consulting, Inc. | 600 | 199,830 |
Bridgestone Corp. | 21,300 | 783,707 |
Brother Industries, Ltd. | 13,500 | 235,906 |
Canon, Inc. | 20,800 | 480,827 |
Capcom Company, Ltd. | 7,500 | 198,846 |
Central Japan Railway Company | 4,444 | 562,875 |
Chubu Electric Power Company, Inc. | 30,400 | 307,848 |
Chugai Pharmaceutical Company, Ltd. | 12,300 | 370,538 |
Concordia Financial Group, Ltd. | 78,500 | 285,983 |
Cosmos Pharmaceutical Corp. | 700 | 65,321 |
CyberAgent, Inc. | 24,600 | 263,165 |
Dai Nippon Printing Company, Ltd. | 19,724 | 413,936 |
Daifuku Company, Ltd. | 4,600 | 285,814 |
Dai-ichi Life Holdings, Inc. | 26,200 | 526,690 |
Daiichi Sankyo Company, Ltd. | 20,400 | 513,621 |
Daikin Industries, Ltd. | 5,647 | 873,681 |
Daito Trust Construction Company, Ltd. | 4,086 | 394,850 |
Daiwa House Industry Company, Ltd. | 27,400 | 664,697 |
Daiwa House REIT Investment Corp. | 44 | 106,977 |
Daiwa Securities Group, Inc. | 84,800 | 416,277 |
Denso Corp. | 9,800 | 601,872 |
Dentsu Group, Inc. | 12,200 | 443,046 |
Disco Corp. | 1,798 | 445,475 |
East Japan Railway Company | 8,700 | 457,898 |
Eisai Company, Ltd. | 2,872 | 125,556 |
ENEOS Holdings, Inc. | 316,500 | 1,114,444 |
FANUC Corp. | 1,970 | 306,615 |
Fast Retailing Company, Ltd. | 1,419 | 658,900 |
Fuji Electric Company, Ltd. | 11,393 | 505,633 |
FUJIFILM Holdings Corp. | 9,900 | 548,107 |
Fujitsu, Ltd. | 3,400 | 490,344 |
GLP J-REIT | 88 | 119,407 |
GMO Payment Gateway, Inc. | 2,500 | 213,994 |
Shares or Principal Amount | Value | |
Japan (continued) | ||
Hakuhodo DY Holdings, Inc. | 11,900 | $141,448 |
Hamamatsu Photonics KK | 3,700 | 167,351 |
Hankyu Hanshin Holdings, Inc. | 20,200 | 535,559 |
Hikari Tsushin, Inc. | 541 | 63,679 |
Hino Motors, Ltd. | 27,900 | 145,142 |
Hirose Electric Company, Ltd. | 1,005 | 129,077 |
Hitachi Construction Machinery Company, Ltd. | 8,700 | 198,429 |
Hitachi Metals, Ltd. (B) | 8,500 | 133,050 |
Hitachi, Ltd. | 34,600 | 1,621,575 |
Honda Motor Company, Ltd. | 44,854 | 1,183,666 |
Hoshizaki Corp. | 2,100 | 133,722 |
Hoya Corp. | 10,200 | 1,022,677 |
Hulic Company, Ltd. | 42,400 | 359,333 |
Ibiden Company, Ltd. | 4,900 | 186,832 |
Idemitsu Kosan Company, Ltd. | 22,659 | 595,507 |
Iida Group Holdings Company, Ltd. | 9,100 | 145,954 |
Inpex Corp. | 49,000 | 579,407 |
Isuzu Motors, Ltd. | 57,500 | 673,259 |
ITOCHU Corp. | 55,300 | 1,678,293 |
Itochu Techno-Solutions Corp. | 5,500 | 129,689 |
Japan Airlines Company, Ltd. (B) | 14,200 | 235,753 |
Japan Exchange Group, Inc. | 21,700 | 326,857 |
Japan Metropolitan Fund Investment Corp. | 126 | 100,462 |
Japan Post Bank Company, Ltd. | 8,000 | 60,636 |
Japan Post Holdings Company, Ltd. | 35,600 | 250,458 |
Japan Post Insurance Company, Ltd. | 10,600 | 172,221 |
Japan Real Estate Investment Corp. | 37 | 179,631 |
Japan Tobacco, Inc. | 46,100 | 791,165 |
JFE Holdings, Inc. | 44,400 | 546,604 |
JSR Corp. | 8,700 | 238,720 |
Kajima Corp. | 36,700 | 410,736 |
Kakaku.com, Inc. | 4,600 | 97,390 |
Kansai Paint Company, Ltd. | 7,300 | 101,477 |
Kao Corp. | 12,800 | 516,801 |
Kawasaki Kisen Kaisha, Ltd. | 1,700 | 89,881 |
KDDI Corp. | 39,900 | 1,335,030 |
Keio Corp. | 4,370 | 168,479 |
Keisei Electric Railway Company, Ltd. | 8,200 | 202,215 |
Keyence Corp. | 1,770 | 722,017 |
Kikkoman Corp. | 1,500 | 84,748 |
Kintetsu Group Holdings Company, Ltd. | 7,100 | 204,681 |
Kirin Holdings Company, Ltd. | 8,000 | 117,351 |
Kobayashi Pharmaceutical Company, Ltd. | 1,400 | 96,064 |
Kobe Bussan Company, Ltd. | 6,900 | 170,423 |
Koei Tecmo Holdings Company, Ltd. | 950 | 29,073 |
Koito Manufacturing Company, Ltd. | 5,600 | 206,823 |
Komatsu, Ltd. | 22,300 | 502,766 |
Konami Holdings Corp. | 5,600 | 347,515 |
Kose Corp. | 800 | 82,989 |
Kubota Corp. | 21,500 | 368,152 |
Kyocera Corp. | 8,200 | 434,367 |
30 | JOHN HANCOCK MULTIFACTOR ETFS | ANNUAL REPORT | SEE NOTES TO FINANCIAL STATEMENTS |
Shares or Principal Amount | Value | |
Japan (continued) | ||
Kyowa Kirin Company, Ltd. | 4,600 | $97,035 |
Lasertec Corp. | 2,100 | 287,137 |
Lawson, Inc. | 4,300 | 158,313 |
Lixil Corp. | 40,100 | 710,014 |
M3, Inc. | 9,900 | 321,085 |
Makita Corp. | 2,500 | 74,695 |
Marubeni Corp. | 41,900 | 460,040 |
Mazda Motor Corp. | 52,400 | 375,730 |
Medipal Holdings Corp. | 4,100 | 67,373 |
MEIJI Holdings Company, Ltd. | 5,900 | 294,636 |
Mercari, Inc. (A)(B) | 2,200 | 37,527 |
MINEBEA MITSUMI, Inc. | 35,000 | 680,766 |
MISUMI Group, Inc. | 15,900 | 402,532 |
Mitsubishi Chemical Holdings Corp. | 132,500 | 810,995 |
Mitsubishi Corp. | 32,400 | 1,096,088 |
Mitsubishi Electric Corp. | 33,800 | 356,888 |
Mitsubishi Estate Company, Ltd. | 17,300 | 251,502 |
Mitsubishi HC Capital, Inc. | 83,000 | 374,768 |
Mitsubishi Heavy Industries, Ltd. | 26,400 | 903,705 |
Mitsubishi UFJ Financial Group, Inc. | 287,070 | 1,671,325 |
Mitsui & Company, Ltd. | 38,100 | 926,328 |
Mitsui Chemicals, Inc. | 21,900 | 502,875 |
Mitsui Fudosan Company, Ltd. | 17,700 | 375,080 |
Mitsui O.S.K. Lines, Ltd. | 13,500 | 319,890 |
Mizuho Financial Group, Inc. | 51,500 | 627,453 |
MonotaRO Company, Ltd. | 6,300 | 109,846 |
MS&AD Insurance Group Holdings, Inc. | 11,800 | 353,472 |
Murata Manufacturing Company, Ltd. | 10,700 | 643,685 |
NEC Corp. | 15,003 | 584,788 |
Nexon Company, Ltd. | 3,800 | 87,169 |
NGK Insulators, Ltd. | 15,900 | 215,011 |
Nidec Corp. | 8,600 | 566,806 |
Nihon M&A Center Holdings, Inc. | 14,300 | 178,143 |
Nintendo Company, Ltd. | 2,017 | 932,683 |
Nippon Building Fund, Inc. | 32 | 166,471 |
Nippon Express Holdings, Inc. | 10,300 | 607,379 |
Nippon Paint Holdings Company, Ltd. | 10,500 | 84,204 |
Nippon Prologis REIT, Inc. | 49 | 136,342 |
Nippon Sanso Holdings Corp. | 15,400 | 277,785 |
Nippon Shinyaku Company, Ltd. | 1,500 | 101,999 |
Nippon Steel Corp. | 29,700 | 474,407 |
Nippon Telegraph & Telephone Corp. | 67,666 | 2,009,193 |
Nippon Yusen KK | 9,000 | 657,147 |
Nissan Chemical Corp. | 7,900 | 421,341 |
Nissan Motor Company, Ltd. (B) | 64,000 | 255,387 |
Nisshin Seifun Group, Inc. | 8,700 | 116,707 |
Nissin Foods Holdings Company, Ltd. | 2,316 | 161,777 |
Nitori Holdings Company, Ltd. | 2,201 | 226,793 |
Nitto Denko Corp. | 13,994 | 945,103 |
Nomura Holdings, Inc. | 73,500 | 283,652 |
Nomura Real Estate Master Fund, Inc. | 108 | 135,875 |
Shares or Principal Amount | Value | |
Japan (continued) | ||
Nomura Research Institute, Ltd. | 9,800 | $280,627 |
NTT Data Corp. | 16,200 | 300,468 |
Obayashi Corp. | 55,000 | 380,364 |
Obic Company, Ltd. | 700 | 104,168 |
Odakyu Electric Railway Company, Ltd. | 13,700 | 208,947 |
Oji Holdings Corp. | 76,500 | 363,723 |
Olympus Corp. | 31,000 | 552,478 |
Omron Corp. | 2,000 | 119,265 |
Ono Pharmaceutical Company, Ltd. | 7,365 | 189,469 |
Oracle Corp. Japan | 1,400 | 90,553 |
Oriental Land Company, Ltd. | 2,100 | 320,527 |
ORIX Corp. | 47,800 | 875,866 |
Osaka Gas Company, Ltd. | 34,100 | 617,201 |
Otsuka Corp. | 7,000 | 230,974 |
Otsuka Holdings Company, Ltd. | 7,200 | 242,464 |
Pan Pacific International Holdings Corp. | 9,400 | 145,905 |
Panasonic Holdings Corp. | 96,704 | 866,201 |
Rakuten Group, Inc. | 9,300 | 65,895 |
Recruit Holdings Company, Ltd. | 24,900 | 925,966 |
Renesas Electronics Corp. (B) | 20,000 | 217,351 |
Resona Holdings, Inc. | 143,200 | 624,372 |
Ricoh Company, Ltd. | 37,800 | 277,461 |
Rohm Company, Ltd. | 5,200 | 367,644 |
Ryohin Keikaku Company, Ltd. | 14,600 | 131,734 |
Santen Pharmaceutical Company, Ltd. | 12,900 | 105,841 |
SBI Holdings, Inc. | 22,100 | 496,892 |
SCSK Corp. | 8,200 | 131,392 |
Secom Company, Ltd. | 2,261 | 160,099 |
Seiko Epson Corp. | 39,000 | 547,252 |
Sekisui Chemical Company, Ltd. | 35,800 | 486,047 |
Sekisui House, Ltd. | 32,900 | 573,642 |
Seven & i Holdings Company, Ltd. | 20,400 | 900,333 |
SG Holdings Company, Ltd. | 19,800 | 350,428 |
Sharp Corp. | 11,500 | 97,638 |
Shimadzu Corp. | 17,100 | 565,557 |
Shimano, Inc. | 1,286 | 231,274 |
Shimizu Corp. | 49,400 | 260,421 |
Shin-Etsu Chemical Company, Ltd. | 5,798 | 804,855 |
Shionogi & Company, Ltd. | 2,871 | 161,123 |
Shiseido Company, Ltd. | 4,477 | 212,032 |
SMC Corp. | 645 | 313,887 |
SoftBank Corp. | 45,100 | 527,373 |
SoftBank Group Corp. | 27,836 | 1,132,046 |
Sompo Holdings, Inc. | 11,500 | 469,107 |
Sony Group Corp. | 22,900 | 1,983,158 |
Square Enix Holdings Company, Ltd. | 3,600 | 144,767 |
Stanley Electric Company, Ltd. | 9,900 | 171,470 |
Subaru Corp. | 27,900 | 421,859 |
SUMCO Corp. | 17,100 | 250,376 |
Sumitomo Chemical Company, Ltd. | 145,600 | 619,216 |
Sumitomo Corp. | 29,300 | 466,208 |
SEE NOTES TO FINANCIAL STATEMENTS | ANNUAL REPORT | JOHN HANCOCK MULTIFACTOR ETFS | 31 |
Shares or Principal Amount | Value | |
Japan (continued) | ||
Sumitomo Electric Industries, Ltd. | 47,000 | $507,329 |
Sumitomo Metal Mining Company, Ltd. | 6,100 | 267,004 |
Sumitomo Mitsui Financial Group, Inc. | 31,900 | 963,943 |
Sumitomo Mitsui Trust Holdings, Inc. | 17,075 | 531,254 |
Sumitomo Pharma Company, Ltd. | 9,500 | 84,837 |
Sumitomo Realty & Development Company, Ltd. | 5,700 | 151,079 |
Suntory Beverage & Food, Ltd. | 5,700 | 225,695 |
Suzuki Motor Corp. | 11,000 | 331,800 |
Sysmex Corp. | 3,748 | 249,076 |
T&D Holdings, Inc. | 40,000 | 515,591 |
Taisei Corp. | 16,161 | 439,700 |
Taisho Pharmaceutical Holdings Company, Ltd. | 2,729 | 107,424 |
Taiyo Yuden Company, Ltd. | 5,200 | 207,904 |
Takeda Pharmaceutical Company, Ltd. | 47,647 | 1,386,088 |
TDK Corp. | 15,800 | 495,732 |
Terumo Corp. | 7,900 | 237,439 |
The Chiba Bank, Ltd. | 59,500 | 343,976 |
The Kansai Electric Power Company, Inc. | 65,100 | 572,816 |
The Shizuoka Bank, Ltd. | 41,100 | 266,788 |
TIS, Inc. | 6,400 | 144,884 |
Tobu Railway Company, Ltd. | 17,400 | 392,561 |
Toho Company, Ltd. | 4,200 | 156,576 |
Tokio Marine Holdings, Inc. | 16,900 | 915,569 |
Tokyo Century Corp. | 5,500 | 170,018 |
Tokyo Electron, Ltd. | 3,057 | 1,309,064 |
Tokyo Gas Company, Ltd. | 20,400 | 392,223 |
Tokyu Corp. | 26,800 | 329,105 |
TOPPAN, Inc. | 22,300 | 370,404 |
Toray Industries, Inc. | 139,200 | 664,950 |
Toshiba Corp. | 8,800 | 367,187 |
Tosoh Corp. | 22,300 | 308,785 |
TOTO, Ltd. | 7,500 | 253,840 |
Toyo Suisan Kaisha, Ltd. | 1,600 | 49,460 |
Toyota Industries Corp. | 4,300 | 258,544 |
Toyota Motor Corp. | 238,840 | 4,121,078 |
Toyota Tsusho Corp. | 8,800 | 318,895 |
Trend Micro, Inc. | 8,400 | 470,701 |
Tsuruha Holdings, Inc. (A) | 1,600 | 82,124 |
Unicharm Corp. | 10,400 | 363,390 |
USS Company, Ltd. | 15,400 | 256,865 |
Welcia Holdings Company, Ltd. | 4,700 | 97,185 |
West Japan Railway Company | 10,081 | 376,909 |
Yakult Honsha Company, Ltd. | 3,300 | 171,164 |
Yamaha Corp. | 4,766 | 183,930 |
Yamaha Motor Company, Ltd. | 38,600 | 801,436 |
Yamato Holdings Company, Ltd. | 28,900 | 545,388 |
Yaskawa Electric Corp. | 9,900 | 340,036 |
Z Holdings Corp. | 40,400 | 160,465 |
ZOZO, Inc. | 9,700 | 206,638 |
Shares or Principal Amount | Value | |
Luxembourg - 0.5% | $2,494,514 | |
ArcelorMittal SA | 50,829 | 1,507,584 |
Eurofins Scientific SE | 6,423 | 601,162 |
Tenaris SA | 24,691 | 385,768 |
Macau - 0.0% | 124,103 | |
Sands China, Ltd. (B) | 55,200 | 124,103 |
Malaysia - 0.0% | 72,998 | |
Lynas Rare Earths, Ltd. (B) | 11,214 | 72,998 |
Mexico - 0.0% | 99,104 | |
Fresnillo PLC | 10,180 | 99,104 |
Netherlands - 4.2% | 20,274,812 | |
Adyen NV (B)(C) | 349 | 597,552 |
Akzo Nobel NV | 17,043 | 1,494,098 |
Argenx SE (B) | 497 | 143,609 |
ASM International NV | 1,459 | 446,206 |
ASML Holding NV | 9,070 | 5,243,483 |
Heineken Holding NV (A) | 9,734 | 767,086 |
Heineken NV (A) | 5,348 | 526,951 |
ING Groep NV (A) | 94,214 | 904,459 |
JDE Peet’s NV (A) | 2,951 | 87,168 |
Koninklijke Ahold Delhaize NV | 79,937 | 2,368,817 |
Koninklijke DSM NV | 4,959 | 840,179 |
Koninklijke Philips NV | 26,131 | 689,173 |
Prosus NV (B) | 8,004 | 393,398 |
Stellantis NV | 135,978 | 1,862,268 |
Universal Music Group NV | 21,554 | 506,725 |
Wolters Kluwer NV | 33,406 | 3,403,640 |
New Zealand - 0.2% | 748,302 | |
Auckland International Airport, Ltd. (B) | 20,810 | 105,825 |
Contact Energy, Ltd. | 6,256 | 33,215 |
Fisher & Paykel Healthcare Corp., Ltd. | 9,714 | 135,555 |
Fletcher Building, Ltd. | 14,910 | 59,903 |
Infratil, Ltd. | 5,296 | 28,874 |
Mainfreight, Ltd. | 1,192 | 62,899 |
Meridian Energy, Ltd. | 28,482 | 87,625 |
Spark New Zealand, Ltd. | 47,117 | 150,460 |
Xero, Ltd. (B) | 1,226 | 83,946 |
Norway - 0.7% | 3,349,502 | |
Adevinta ASA (B) | 2,057 | 16,272 |
Aker ASA, A Shares (A) | 240 | 19,952 |
Aker BP ASA (A) | 2,250 | 82,233 |
DNB Bank ASA (A) | 23,601 | 465,482 |
Equinor ASA | 39,149 | 1,349,082 |
Gjensidige Forsikring ASA | 3,096 | 66,994 |
Kongsberg Gruppen ASA | 2,316 | 100,927 |
Mowi ASA | 5,124 | 146,682 |
Norsk Hydro ASA | 32,532 | 279,139 |
Orkla ASA | 10,647 | 87,265 |
Salmar ASA | 643 | 53,350 |
32 | JOHN HANCOCK MULTIFACTOR ETFS | ANNUAL REPORT | SEE NOTES TO FINANCIAL STATEMENTS |
Shares or Principal Amount | Value | |
Norway (continued) | ||
Schibsted ASA, A Shares | 893 | $18,950 |
Schibsted ASA, B Shares | 1,453 | 28,307 |
Telenor ASA | 17,233 | 245,828 |
TOMRA Systems ASA | 2,361 | 94,475 |
Yara International ASA | 5,709 | 294,564 |
Portugal - 0.2% | 806,214 | |
EDP - Energias de Portugal SA | 73,892 | 346,264 |
Galp Energia SGPS SA | 24,204 | 296,961 |
Jeronimo Martins SGPS SA | 7,803 | 162,989 |
Singapore - 1.6% | 7,599,011 | |
Ascendas Real Estate Investment Trust | 62,992 | 130,464 |
CapitaLand Integrated Commercial Trust | 104,159 | 175,748 |
Capitaland Investment, Ltd. (B) | 26,400 | 80,869 |
DBS Group Holdings, Ltd. | 43,412 | 1,066,359 |
Genting Singapore, Ltd. | 477,100 | 279,854 |
Great Eastern Holdings, Ltd. | 7,000 | 103,411 |
Jardine Cycle & Carriage, Ltd. | 10,100 | 212,108 |
Keppel Corp., Ltd. | 112,700 | 560,684 |
Mapletree Logistics Trust | 35,800 | 46,406 |
Oversea-Chinese Banking Corp., Ltd. | 139,468 | 1,251,364 |
Sea, Ltd., ADR (B) | 3,770 | 312,005 |
Singapore Airlines, Ltd. (A)(B) | 159,200 | 634,079 |
Singapore Exchange, Ltd. | 61,500 | 436,009 |
Singapore Technologies Engineering, Ltd. | 79,200 | 235,151 |
Singapore Telecommunications, Ltd. | 212,700 | 426,663 |
United Overseas Bank, Ltd. | 63,824 | 1,386,112 |
Wilmar International, Ltd. | 81,400 | 261,725 |
Spain - 2.9% | 13,845,582 | |
Aena SME SA (B)(C) | 3,261 | 468,898 |
Amadeus IT Group SA (B) | 5,548 | 353,513 |
Banco Bilbao Vizcaya Argentaria SA | 183,224 | 977,865 |
Banco Santander SA (A) | 439,077 | 1,304,615 |
CaixaBank SA (A) | 280,149 | 912,638 |
Cellnex Telecom SA (B)(C) | 6,118 | 287,599 |
EDP Renovaveis SA | 2,598 | 62,051 |
Endesa SA | 15,518 | 327,905 |
Ferrovial SA | 24,745 | 641,916 |
Grifols SA (A) | 16,930 | 285,765 |
Iberdrola SA | 245,553 | 2,852,099 |
Industria de Diseno Textil SA (A) | 33,938 | 719,638 |
Naturgy Energy Group SA | 33,326 | 1,010,068 |
Repsol SA | 164,386 | 2,477,291 |
Siemens Gamesa Renewable Energy SA (B) | 6,249 | 101,028 |
Telefonica SA | 217,427 | 1,062,693 |
Sweden - 3.2% | 15,466,287 | |
Alfa Laval AB (A) | 3,805 | 107,584 |
Assa Abloy AB, B Shares (A) | 11,100 | 284,489 |
Atlas Copco AB, A Shares (A) | 18,077 | 834,137 |
Atlas Copco AB, B Shares (A) | 10,115 | 407,044 |
Shares or Principal Amount | Value | |
Sweden (continued) | ||
Beijer Ref AB | 7,244 | $119,089 |
Boliden AB (A) | 17,315 | 762,377 |
Castellum AB | 15,116 | 302,371 |
Electrolux AB, B Shares | 37,059 | 572,307 |
Epiroc AB, A Shares (A) | 17,267 | 355,448 |
Epiroc AB, B Shares | 10,718 | 189,389 |
EQT AB | 2,741 | 79,599 |
Essity AB, A Shares | 424 | 11,322 |
Essity AB, B Shares | 12,269 | 326,978 |
Evolution AB (C) | 2,007 | 210,345 |
Fabege AB | 12,881 | 158,031 |
Fastighets AB Balder, B Shares (B) | 2,611 | 131,065 |
Getinge AB, B Shares | 9,008 | 263,617 |
Hennes & Mauritz AB, B Shares (A) | 21,623 | 276,388 |
Hexagon AB, B Shares (A) | 23,272 | 305,355 |
Holmen AB, B Shares | 5,489 | 321,381 |
Husqvarna AB, A Shares | 57 | 556 |
Husqvarna AB, B Shares | 54,993 | 530,650 |
Indutrade AB | 16,691 | 400,174 |
Lifco AB, B Shares | 8,895 | 190,101 |
Lundin Energy AB | 3,498 | 146,444 |
Nibe Industrier AB, B Shares | 16,097 | 160,159 |
Sagax AB, B Shares | 5,516 | 142,725 |
Samhallsbyggnadsbolaget i Norden AB (A) | 53,663 | 170,140 |
Samhallsbyggnadsbolaget i Norden AB, Class D (A) | 5,087 | 13,401 |
Sandvik AB (A) | 31,702 | 609,383 |
Securitas AB, B Shares (A) | 21,679 | 258,886 |
Sinch AB (A)(B)(C) | 8,533 | 38,647 |
Skandinaviska Enskilda Banken AB, A Shares | 33,542 | 382,056 |
Skandinaviska Enskilda Banken AB, C Shares | 313 | 3,854 |
Skanska AB, B Shares | 34,927 | 676,011 |
SKF AB, B Shares | 38,794 | 643,110 |
Svenska Cellulosa AB SCA, B Shares | 16,388 | 321,540 |
Svenska Handelsbanken AB, A Shares | 39,321 | 401,427 |
Svenska Handelsbanken AB, B Shares (A) | 1,561 | 17,756 |
Sweco AB, B Shares | 7,803 | 111,308 |
Swedbank AB, A Shares | 26,008 | 416,809 |
Swedish Match AB (A) | 19,695 | 158,150 |
Swedish Orphan Biovitrum AB (B) | 13,402 | 283,960 |
Tele2 AB, B Shares (A) | 55,061 | 732,584 |
Telefonaktiebolaget LM Ericsson, B Shares | 51,088 | 413,937 |
Telia Company AB | 78,965 | 329,621 |
Trelleborg AB, B Shares (A) | 17,692 | 393,824 |
Vitrolife AB | 797 | 20,785 |
Volvo AB, A Shares | 14,008 | 232,576 |
Volvo AB, B Shares | 77,103 | 1,247,397 |
Switzerland - 10.3% | 49,486,963 | |
ABB, Ltd. | 63,410 | 1,933,690 |
Alcon, Inc. | 31,147 | 2,255,843 |
SEE NOTES TO FINANCIAL STATEMENTS | ANNUAL REPORT | JOHN HANCOCK MULTIFACTOR ETFS | 33 |
Shares or Principal Amount | Value | |
Switzerland (continued) | ||
Chocoladefabriken Lindt & Spruengli AG | 5 | $594,447 |
Cie Financiere Richemont SA, A Shares | 13,453 | 1,600,805 |
Coca-Cola HBC AG | 19,659 | 404,166 |
Geberit AG | 1,620 | 934,631 |
Givaudan SA | 457 | 1,833,838 |
Glencore PLC (B) | 392,359 | 2,449,735 |
Holcim, Ltd. (B) | 36,956 | 1,833,237 |
Kuehne + Nagel International AG | 3,008 | 852,522 |
Lonza Group AG | 1,483 | 883,704 |
Nestle SA | 60,288 | 7,825,975 |
Novartis AG | 49,077 | 4,374,029 |
Partners Group Holding AG | 1,537 | 1,658,690 |
Roche Holding AG | 13,812 | 5,156,822 |
Roche Holding AG, Bearer Shares | 933 | 377,564 |
Schindler Holding AG | 1,039 | 202,737 |
Schindler Holding AG, Participation Certificates | 2,211 | 431,426 |
Sika AG | 9,374 | 2,906,891 |
Sonova Holding AG | 1,708 | 625,026 |
STMicroelectronics NV | 58,531 | 2,206,540 |
Straumann Holding AG | 4,790 | 575,155 |
Swiss Re AG | 24,780 | 2,050,512 |
Swisscom AG | 3,465 | 2,059,045 |
UBS Group AG | 100,136 | 1,724,384 |
Zurich Insurance Group AG | 3,778 | 1,735,549 |
United Arab Emirates - 0.0% | 52 | |
NMC Health PLC (B) | 5,181 | 52 |
United Kingdom - 14.8% | 71,647,076 | |
3i Group PLC | 100,832 | 1,677,379 |
Admiral Group PLC | 20,623 | 653,519 |
Anglo American PLC | 45,496 | 2,048,332 |
Ashtead Group PLC | 21,000 | 1,101,815 |
Associated British Foods PLC | 10,766 | 217,146 |
AstraZeneca PLC | 15,595 | 2,092,660 |
Auto Trader Group PLC (C) | 60,317 | 480,722 |
AVEVA Group PLC | 6,133 | 167,475 |
Aviva PLC | 177,781 | 967,144 |
B&M European Value Retail SA | 53,555 | 329,602 |
BAE Systems PLC | 88,980 | 826,687 |
Barclays PLC | 466,570 | 868,124 |
Barratt Developments PLC | 77,580 | 481,652 |
BP PLC | 441,959 | 2,172,632 |
British American Tobacco PLC | 43,699 | 1,839,045 |
BT Group PLC | 658,599 | 1,466,457 |
Bunzl PLC | 24,580 | 957,592 |
Burberry Group PLC | 34,822 | 695,570 |
CNH Industrial NV | 27,771 | 402,248 |
Coca-Cola Europacific Partners PLC | 13,996 | 719,060 |
Compass Group PLC | 27,552 | 588,748 |
Croda International PLC | 7,601 | 744,740 |
Diageo PLC | 53,498 | 2,699,097 |
Shares or Principal Amount | Value | |
United Kingdom (continued) | ||
Entain PLC (B) | 34,509 | $657,906 |
Ferguson PLC | 6,077 | 773,649 |
GlaxoSmithKline PLC | 98,983 | 2,233,190 |
Halma PLC | 20,260 | 629,552 |
Hargreaves Lansdown PLC | 23,456 | 270,106 |
Howden Joinery Group PLC | 18,623 | 178,024 |
HSBC Holdings PLC | 483,057 | 3,040,276 |
Imperial Brands PLC | 58,492 | 1,223,456 |
Informa PLC (B) | 97,384 | 702,539 |
InterContinental Hotels Group PLC | 6,683 | 433,957 |
Intermediate Capital Group PLC | 12,016 | 233,457 |
Intertek Group PLC | 11,197 | 704,017 |
J Sainsbury PLC | 164,324 | 481,319 |
JD Sports Fashion PLC | 164,497 | 275,506 |
Kingfisher PLC | 139,496 | 443,623 |
Land Securities Group PLC | 25,340 | 239,435 |
Legal & General Group PLC | 292,157 | 924,711 |
Lloyds Banking Group PLC | 1,710,771 | 985,445 |
London Stock Exchange Group PLC | 4,283 | 425,668 |
M&G PLC | 146,654 | 394,394 |
Meggitt PLC (B) | 22,985 | 223,647 |
Melrose Industries PLC | 265,436 | 393,574 |
Mondi PLC | 51,564 | 977,553 |
National Grid PLC | 94,787 | 1,420,921 |
NatWest Group PLC | 106,282 | 290,893 |
Next PLC | 13,044 | 986,863 |
Ocado Group PLC (B) | 7,317 | 84,883 |
Persimmon PLC | 20,880 | 550,512 |
Phoenix Group Holdings PLC | 31,283 | 239,190 |
Prudential PLC | 29,263 | 371,071 |
Reckitt Benckiser Group PLC | 13,211 | 1,034,993 |
RELX PLC | 51,316 | 1,541,745 |
Rentokil Initial PLC | 122,737 | 847,530 |
Rightmove PLC | 50,635 | 393,131 |
Rio Tinto PLC | 34,804 | 2,493,319 |
Rolls-Royce Holdings PLC (B) | 321,027 | 335,700 |
Schroders PLC | 8,175 | 291,490 |
Schroders PLC, Non-Voting Shares | 3,353 | 99,559 |
Segro PLC | 31,107 | 524,311 |
Severn Trent PLC | 15,165 | 598,988 |
Shell PLC | 168,333 | 4,592,466 |
Smith & Nephew PLC | 18,395 | 300,927 |
Smiths Group PLC | 26,158 | 485,231 |
Spirax-Sarco Engineering PLC | 4,844 | 738,920 |
SSE PLC | 49,423 | 1,159,416 |
St. James’s Place PLC | 34,617 | 564,132 |
Standard Chartered PLC | 200,433 | 1,388,570 |
Taylor Wimpey PLC | 243,728 | 388,315 |
Tesco PLC | 354,232 | 1,209,689 |
The Sage Group PLC | 62,513 | 578,749 |
Unilever PLC | 60,641 | 2,831,454 |
34 | JOHN HANCOCK MULTIFACTOR ETFS | ANNUAL REPORT | SEE NOTES TO FINANCIAL STATEMENTS |
Shares or Principal Amount | Value | |
United Kingdom (continued) | ||
United Utilities Group PLC | 64,036 | $925,372 |
Vodafone Group PLC | 1,130,909 | 1,725,694 |
Whitbread PLC (B) | 15,544 | 549,752 |
WPP PLC | 84,075 | 1,060,840 |
United States - 0.0% | 63,057 | |
Carnival PLC (B) | 3,904 | 63,057 |
PREFERRED SECURITIES - 0.7% | $3,206,422 | |
(Cost $3,388,818) | ||
Germany - 0.7% | 3,206,422 | |
Bayerische Motoren Werke AG | 6,265 | 466,944 |
Henkel AG & Company KGaA | 3,281 | 212,385 |
Porsche Automobil Holding SE | 11,566 | 970,512 |
Sartorius AG | 914 | 346,253 |
Volkswagen AG | 7,703 | 1,210,328 |
SHORT-TERM INVESTMENTS - 2.4% | $11,698,442 | |
(Cost $11,699,008) | ||
Short-term funds - 2.4% | 11,698,442 | |
John Hancock Collateral Trust, 0.3773% (D)(E) | 1,087,154 | 10,869,912 |
State Street Institutional U.S. Government Money Market Fund, Premier Class, 0.2918% (D) | 828,530 | 828,530 |
Total investments (Multifactor Developed International ETF) (Cost $473,178,972) - 101.3% | $489,008,400 | |
Other assets and liabilities, net - (1.3%) | (6,340,406) | |
Total net assets - 100.0% | $482,667,994 |
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) | All or a portion of this security is on loan as of 4-30-22. |
(B) | Non-income producing security. |
(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 4-30-22. |
(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 - 98.2% | $648,999,744 | |
(Cost $606,299,177) | ||
Brazil - 4.3% | 28,386,524 | |
Ambev SA | 314,100 | 920,951 |
Americanas SA | 44,371 | 215,037 |
Atacadao SA | 37,400 | 155,349 |
B3 SA - Brasil Bolsa Balcao | 426,600 | 1,145,709 |
Banco Bradesco SA | 164,805 | 496,192 |
Shares or Principal Amount | Value | |
Brazil (continued) | ||
Banco BTG Pactual SA | 72,548 | $338,260 |
Banco do Brasil SA | 104,400 | 700,329 |
Banco Inter SA | 45,634 | 46,996 |
BB Seguridade Participacoes SA | 108,600 | 557,671 |
Caixa Seguridade Participacoes S/A | 26,600 | 42,111 |
CCR SA | 186,400 | 467,110 |
Centrais Eletricas Brasileiras SA | 52,720 | 430,941 |
Cia de Saneamento Basico do Estado de Sao Paulo | 61,500 | 553,006 |
Cia Energetica de Minas Gerais | 22,300 | 86,233 |
Cia Siderurgica Nacional SA | 83,600 | 355,691 |
Cosan SA | 63,000 | 267,154 |
CPFL Energia SA | 39,900 | 291,261 |
Energisa SA | 24,500 | 235,689 |
Engie Brasil Energia SA | 42,725 | 361,491 |
Equatorial Energia SA | 152,459 | 789,356 |
Hapvida Participacoes e Investimentos SA (A) | 255,663 | 452,761 |
Hypera SA | 46,600 | 352,121 |
JBS SA | 197,200 | 1,507,213 |
Klabin SA | 84,300 | 353,052 |
Localiza Rent a Car SA | 66,585 | 711,807 |
Lojas Renner SA | 106,984 | 513,079 |
Magazine Luiza SA | 165,428 | 163,016 |
Natura & Company Holding SA | 86,600 | 325,087 |
Neoenergia SA | 45,600 | 172,927 |
Pagseguro Digital, Ltd., Class A (B) | 16,124 | 237,184 |
Petro Rio SA (B) | 24,500 | 132,093 |
Petroleo Brasileiro SA | 565,900 | 3,821,271 |
Raia Drogasil SA | 174,000 | 735,394 |
Rede D’Or Sao Luiz SA (A) | 27,236 | 202,007 |
Rumo SA | 146,090 | 482,915 |
Sendas Distribuidora SA | 40,300 | 124,346 |
StoneCo, Ltd., Class A (B) | 14,526 | 136,835 |
Suzano SA | 80,365 | 805,078 |
Telefonica Brasil SA | 61,800 | 663,774 |
TIM SA | 157,300 | 428,174 |
TOTVS SA | 23,900 | 154,292 |
Vale SA | 366,700 | 6,167,449 |
Vibra Energia SA | 166,500 | 710,084 |
WEG SA | 95,100 | 578,028 |
Chile - 0.4% | 2,469,737 | |
Banco de Chile | 3,808,662 | 380,174 |
Banco de Credito e Inversiones SA | 7,116 | 220,141 |
Banco Santander Chile | 5,927,541 | 285,103 |
Cencosud SA | 266,630 | 426,646 |
Cia Sud Americana de Vapores SA | 827,839 | 93,551 |
Empresas CMPC SA | 176,441 | 262,888 |
Empresas COPEC SA | 39,076 | 287,212 |
Enel Americas SA | 2,420,244 | 253,359 |
Enel Chile SA | 3,767,221 | 99,320 |
SEE NOTES TO FINANCIAL STATEMENTS | ANNUAL REPORT | JOHN HANCOCK MULTIFACTOR ETFS | 35 |
Shares or Principal Amount | Value | |
Chile (continued) | ||
Falabella SA | 57,467 | $161,343 |
China - 23.5% | 155,536,539 | |
360 Security Technology, Inc., Class A | 23,600 | 29,343 |
Agricultural Bank of China, Ltd., H Shares | 3,925,000 | 1,480,726 |
Aier Eye Hospital Group Company, Ltd., A Shares | 45,231 | 246,652 |
Airtac International Group | 16,743 | 461,241 |
Alibaba Group Holding, Ltd., ADR (B) | 89,849 | 8,723,439 |
Aluminum Corp. of China, Ltd., H Shares (B) | 596,000 | 284,853 |
Anhui Conch Cement Company, Ltd., H Shares | 286,000 | 1,563,748 |
Anhui Gujing Distillery Company, Ltd., A Shares | 2,800 | 83,107 |
ANTA Sports Products, Ltd. | 165,600 | 1,938,576 |
Asymchem Laboratories Tianjin Company, Ltd., Class A | 800 | 32,434 |
Avary Holding Shenzhen Company, Ltd., A Shares | 19,200 | 85,900 |
Baidu, Inc., ADR (B) | 35,991 | 4,469,002 |
Bank of Beijing Company, Ltd., Class A | 98,600 | 68,408 |
Bank of China, Ltd., H Shares | 8,333,000 | 3,292,354 |
Bank of Communications Company, Ltd., H Shares | 3,737,000 | 2,605,276 |
Bank of Hangzhou Company, Ltd., A Shares | 33,900 | 78,639 |
Bank of Jiangsu Company, Ltd., Class A | 90,700 | 100,931 |
Bank of Nanjing Company, Ltd., Class A | 61,300 | 107,952 |
Bank of Ningbo Company, Ltd., A Shares | 74,315 | 409,652 |
Bank of Shanghai Company, Ltd., A Shares | 125,000 | 123,159 |
Baoshan Iron & Steel Company, Ltd., A Shares | 237,300 | 232,725 |
Beijing Kingsoft Office Software, Inc., Class A | 710 | 20,340 |
Bilibili, Inc., Class Z (B) | 20,000 | 518,981 |
BOE Technology Group Company, Ltd., A Shares | 489,100 | 282,159 |
BYD Company, Ltd., H Shares | 62,000 | 1,863,283 |
Changchun High & New Technology Industry Group, Inc., A Shares | 3,300 | 78,665 |
Chaozhou Three-Circle Group Company, Ltd., Class A | 4,200 | 18,268 |
China CITIC Bank Corp., Ltd., H Shares | 1,720,000 | 879,055 |
China Coal Energy Company, Ltd., H Shares | 203,000 | 173,087 |
China Construction Bank Corp., H Shares | 9,715,000 | 6,921,465 |
China Eastern Airlines Corp., Ltd., H Shares (B)(C) | 106,000 | 36,071 |
China Energy Engineering Corp., Ltd., H Shares (C) | 364,000 | 50,567 |
China Everbright Bank Company, Ltd., H Shares | 555,000 | 202,303 |
China Feihe, Ltd. (A) | 380,000 | 363,720 |
China Galaxy Securities Company, Ltd., H Shares | 196,000 | 107,416 |
China Hongqiao Group, Ltd. | 324,000 | 412,528 |
China International Capital Corp., Ltd., H Shares (A) | 258,800 | 525,111 |
China Jushi Company, Ltd., Class A | 26,800 | 63,999 |
China Life Insurance Company, Ltd., H Shares | 930,000 | 1,365,459 |
China Longyuan Power Group Corp., H Shares | 527,000 | 1,035,711 |
China Merchants Bank Company, Ltd., H Shares | 411,500 | 2,512,168 |
Shares or Principal Amount | Value | |
China (continued) | ||
China Merchants Securities Company, Ltd., H Shares (A) | 125,140 | $130,943 |
China Merchants Shekou Industrial Zone Holdings Company, Ltd., A Shares | 40,700 | 96,822 |
China Minsheng Banking Corp., Ltd., H Shares (C) | 1,012,500 | 385,842 |
China Molybdenum Company, Ltd., H Shares | 654,000 | 332,578 |
China National Building Material Company, Ltd., H Shares | 502,000 | 675,633 |
China Northern Rare Earth Group High-Tech Company, Ltd., Class A | 22,300 | 107,251 |
China Pacific Insurance Group Company, Ltd., H Shares | 500,600 | 1,120,363 |
China Petroleum & Chemical Corp., H Shares | 4,102,000 | 2,033,708 |
China Resources Microelectronics, Ltd., Class A | 2,249 | 16,621 |
China Resources Mixc Lifestyle Services, Ltd. (A) | 18,600 | 90,438 |
China Shenhua Energy Company, Ltd., H Shares | 405,000 | 1,305,927 |
China Southern Airlines Company, Ltd., H Shares (B) | 144,000 | 81,304 |
China Tourism Group Duty Free Corp., Ltd., A Shares | 13,000 | 359,173 |
China Tower Corp., Ltd., H Shares (A) | 4,896,000 | 574,080 |
China Vanke Company, Ltd., H Shares | 338,772 | 804,816 |
Chongqing Brewery Company, Ltd., Class A | 1,300 | 24,759 |
Chongqing Zhifei Biological Products Company, Ltd., A Shares | 12,400 | 177,896 |
CITIC Securities Company, Ltd., H Shares | 351,750 | 780,954 |
CITIC, Ltd. | 395,000 | 411,304 |
Contemporary Amperex Technology Company, Ltd., A Shares | 10,900 | 677,382 |
COSCO SHIPPING Holdings Company, Ltd., H Shares (B)(C) | 639,699 | 1,015,868 |
Country Garden Holdings Company, Ltd. | 1,883,284 | 1,312,945 |
Country Garden Services Holdings Company, Ltd. | 203,000 | 875,786 |
CSC Financial Company, Ltd., H Shares (A) | 138,000 | 128,042 |
CSPC Pharmaceutical Group, Ltd. | 1,699,840 | 1,754,836 |
East Money Information Company, Ltd., A Shares | 70,272 | 243,024 |
Ecovacs Robotics Company, Ltd., Class A | 2,900 | 47,592 |
ENN Energy Holdings, Ltd. | 163,300 | 2,204,071 |
Eve Energy Company, Ltd., A Shares | 14,700 | 147,000 |
Flat Glass Group Company, Ltd., H Shares (C) | 35,000 | 126,686 |
Focus Media Information Technology Company, Ltd., A Shares | 116,200 | 102,846 |
Foshan Haitian Flavouring & Food Company, Ltd., Class A | 7,370 | 91,210 |
Fuyao Glass Industry Group Company, Ltd. , H Shares (A) | 131,200 | 545,123 |
Ganfeng Lithium Company, Ltd., H Shares (A) | 18,000 | 219,777 |
GF Securities Company, Ltd., H Shares | 209,000 | 264,242 |
Gigadevice Semiconductor Beijing, Inc., Class A | 2,200 | 41,685 |
GoerTek, Inc., A Shares | 42,800 | 227,743 |
Gotion High-tech Company, Ltd., Class A (B) | 3,700 | 15,054 |
36 | JOHN HANCOCK MULTIFACTOR ETFS | ANNUAL REPORT | SEE NOTES TO FINANCIAL STATEMENTS |
Shares or Principal Amount | Value | |
China (continued) | ||
Great Wall Motor Company, Ltd., H Shares | 383,000 | $551,595 |
Guangdong Haid Group Company, Ltd., A Shares | 11,800 | 110,494 |
Guangzhou Automobile Group Company, Ltd., H Shares | 278,000 | 239,871 |
Guangzhou Tinci Materials Technology Company, Ltd., Class A (B) | 5,800 | 65,969 |
Guotai Junan Securities Company, Ltd., H Shares (A) | 154,000 | 200,200 |
Haier Smart Home Company, Ltd., H Shares | 376,000 | 1,360,973 |
Haitong Securities Company, Ltd., H Shares | 431,200 | 303,362 |
Hangzhou First Applied Material Company, Ltd., Class A | 3,400 | 47,869 |
Hangzhou Silan Microelectronics Company, Ltd., Class A | 2,500 | 15,940 |
Hangzhou Tigermed Consulting Company, Ltd., A Shares | 3,800 | 51,661 |
Hansoh Pharmaceutical Group Company, Ltd. (A) | 126,000 | 209,086 |
Henan Shuanghui Investment & Development Company, Ltd., A Shares | 16,500 | 74,522 |
Hengli Petrochemical Company, Ltd., A Shares | 87,900 | 279,567 |
Huadong Medicine Company, Ltd., Class A | 4,800 | 24,849 |
Huaneng Power International, Inc., H Shares | 198,000 | 100,689 |
Huatai Securities Company, Ltd., H Shares (A) | 231,800 | 322,020 |
Huaxia Bank Company, Ltd., Class A | 94,009 | 77,782 |
Huayu Automotive Systems Company, Ltd., Class A | 11,700 | 34,814 |
Huazhu Group, Ltd., ADR | 10,831 | 327,529 |
Huizhou Desay Sv Automotive Company, Ltd., Class A | 1,200 | 21,776 |
Hundsun Technologies, Inc., Class A | 2,900 | 16,765 |
Iflytek Company, Ltd., A Shares | 14,400 | 80,887 |
Imeik Technology Development Company, Ltd., Class A | 300 | 23,569 |
Industrial & Commercial Bank of China, Ltd., H Shares | 6,783,000 | 4,097,732 |
Industrial Bank Company, Ltd., A Shares | 160,900 | 500,263 |
Inner Mongolia BaoTou Steel Union Company, Ltd., Class A | 253,000 | 72,209 |
Inner Mongolia Yili Industrial Group Company, Ltd., A Shares | 46,900 | 273,910 |
JA Solar Technology Company, Ltd., Class A | 5,500 | 67,992 |
JD.com, Inc., ADR (B) | 73,100 | 4,507,346 |
Jiangsu Eastern Shenghong Company, Ltd., Class A | 8,200 | 15,250 |
Jiangsu Hengli Hydraulic Company, Ltd., A Shares | 6,100 | 42,534 |
Jiangsu Hengrui Medicine Company, Ltd., A Shares | 34,851 | 155,975 |
Jiangsu King’s Luck Brewery JSC, Ltd., Class A | 4,100 | 27,935 |
Jiangsu Yanghe Brewery Joint-Stock Company, Ltd., A Shares | 9,890 | 238,819 |
KE Holdings, Inc., ADR (B) | 13,257 | 187,984 |
Kweichow Moutai Company, Ltd., A Shares | 6,000 | 1,665,444 |
Shares or Principal Amount | Value | |
China (continued) | ||
LB Group Company, Ltd., Class A | 9,200 | $25,559 |
Lenovo Group, Ltd. | 1,518,000 | 1,485,855 |
Lens Technology Company, Ltd., A Shares | 62,500 | 96,402 |
Li Auto, Inc., ADR (B) | 20,911 | 469,034 |
Li Ning Company, Ltd. | 259,500 | 2,068,750 |
Longfor Group Holdings, Ltd. (A) | 312,000 | 1,550,824 |
LONGi Green Energy Technology Company, Ltd., A Shares | 41,640 | 429,612 |
Luxshare Precision Industry Company, Ltd., A Shares | 57,500 | 269,561 |
Luzhou Laojiao Company, Ltd., A Shares | 11,700 | 374,304 |
Mango Excellent Media Company, Ltd., A Shares | 11,715 | 63,670 |
Meituan, Class B (A)(B) | 183,200 | 4,016,033 |
Metallurgical Corp. of China, Ltd., H Shares | 375,000 | 97,022 |
Montage Technology Company, Ltd., Class A | 1,968 | 17,344 |
Muyuan Foods Company, Ltd., A Shares | 38,460 | 304,959 |
NARI Technology Company, Ltd., A Shares | 37,300 | 181,205 |
NAURA Technology Group Company, Ltd., Class A | 2,300 | 83,452 |
NetEase, Inc., ADR | 26,851 | 2,559,706 |
New China Life Insurance Company, Ltd., H Shares | 145,600 | 372,065 |
New Hope Liuhe Company, Ltd., A Shares (B) | 12,800 | 27,263 |
Ninestar Corp., Class A | 3,100 | 19,258 |
Ningbo Ronbay New Energy Technology Company, Ltd., Class A | 1,067 | 15,117 |
Ningxia Baofeng Energy Group Company, Ltd., Class A | 18,300 | 39,173 |
NIO, Inc., ADR (B) | 126,865 | 2,118,646 |
Nongfu Spring Company, Ltd., H Shares (A) | 78,800 | 421,812 |
Oppein Home Group, Inc., Class A | 2,400 | 42,440 |
Orient Securities Company, Ltd., H Shares (A) | 71,200 | 43,467 |
PetroChina Company, Ltd., H Shares | 1,504,000 | 728,408 |
Pharmaron Beijing Company, Ltd., H Shares (A) | 13,500 | 171,887 |
PICC Property & Casualty Company, Ltd., H Shares | 1,302,000 | 1,337,487 |
Pinduoduo, Inc., ADR (B) | 27,891 | 1,201,823 |
Ping An Bank Company, Ltd., A Shares | 216,200 | 502,837 |
Ping An Insurance Group Company of China, Ltd., H Shares | 922,000 | 6,040,007 |
Poly Developments and Holdings Group Company, Ltd., A Shares | 127,000 | 349,361 |
Postal Savings Bank of China Company, Ltd., H Shares (A) | 1,163,000 | 889,353 |
Rongsheng Petrochemical Company, Ltd., A Shares | 88,350 | 184,023 |
SAIC Motor Corp., Ltd., Class A | 25,200 | 61,020 |
Sangfor Technologies, Inc., A Shares | 1,500 | 20,301 |
Sany Heavy Industry Company, Ltd., A Shares | 77,900 | 195,134 |
Satellite Chemical Company, Ltd., Class A | 11,600 | 63,468 |
SDIC Power Holdings Company, Ltd., Class A | 23,200 | 34,094 |
Seazen Holdings Company, Ltd., A Shares | 21,800 | 91,741 |
SEE NOTES TO FINANCIAL STATEMENTS | ANNUAL REPORT | JOHN HANCOCK MULTIFACTOR ETFS | 37 |
Shares or Principal Amount | Value | |
China (continued) | ||
SF Holding Company, Ltd., A Shares (B) | 24,700 | $192,365 |
SG Micro Corp., Class A | 900 | 38,257 |
Shaanxi Coal Industry Company, Ltd., A Shares | 88,200 | 230,442 |
Shandong Gold Mining Company, Ltd., H Shares (A)(C) | 82,720 | 152,870 |
Shandong Hualu Hengsheng Chemical Company, Ltd., Class A | 13,100 | 60,061 |
Shanghai Baosight Software Company, Ltd., Class A | 6,000 | 43,349 |
Shanghai Fosun Pharmaceutical Group Company, Ltd., H Shares | 56,500 | 244,113 |
Shanghai International Airport Company, Ltd., A Shares (B) | 14,500 | 108,745 |
Shanghai Pudong Development Bank Company, Ltd., Class A | 198,000 | 241,375 |
Shanghai Putailai New Energy Technology Company, Ltd., Class A (B) | 3,200 | 57,685 |
Shanxi Xinghuacun Fen Wine Factory Company, Ltd., A Shares | 9,145 | 377,629 |
Shenwan Hongyuan Group Company, Ltd., H Shares (A) | 184,000 | 38,694 |
Shenzhen Inovance Technology Company, Ltd., A Shares | 19,150 | 167,748 |
Shenzhen Kangtai Biological Products Company, Ltd., A Shares | 3,000 | 29,481 |
Shenzhen Mindray Bio-Medical Electronics Company, Ltd., A Shares | 8,500 | 403,256 |
Shenzhen Transsion Holdings Company, Ltd., Class A | 2,141 | 27,498 |
Shenzhou International Group Holdings, Ltd. | 146,200 | 2,029,171 |
Silergy Corp. | 5,000 | 460,552 |
Smoore International Holdings, Ltd. (A)(C) | 225,000 | 483,486 |
Sungrow Power Supply Company, Ltd., A Shares | 9,600 | 92,109 |
Sunny Optical Technology Group Company, Ltd. | 111,500 | 1,655,557 |
TBEA Company, Ltd., Class A | 23,800 | 70,023 |
TCL Technology Group Corp., A Shares | 152,500 | 96,774 |
Tencent Holdings, Ltd. | 440,500 | 21,188,055 |
Tencent Music Entertainment Group, ADR (B) | 38,614 | 164,110 |
The People’s Insurance Company Group of China, Ltd., H Shares | 1,076,000 | 345,586 |
Tianjin Zhonghuan Semiconductor Company, Ltd., Class A | 12,400 | 73,455 |
Tingyi Cayman Islands Holding Corp. | 218,000 | 399,539 |
Tongwei Company, Ltd., A Shares | 38,100 | 237,727 |
Trip.com Group, Ltd., ADR (B) | 60,745 | 1,436,619 |
Tsingtao Brewery Company, Ltd., H Shares | 28,000 | 229,998 |
Unigroup Guoxin Microelectronics Company, Ltd., Class A | 3,300 | 91,681 |
Walvax Biotechnology Company, Ltd., Class A | 5,200 | 42,195 |
Wanhua Chemical Group Company, Ltd., A Shares | 36,300 | 429,020 |
Want Want China Holdings, Ltd. | 359,000 | 324,402 |
Weichai Power Company, Ltd., H Shares | 393,000 | 555,980 |
Wens Foodstuffs Group Company, Ltd., Class A | 20,100 | 56,940 |
Shares or Principal Amount | Value | |
China (continued) | ||
Will Semiconductor Company, Ltd., A Shares | 6,200 | $141,658 |
Wingtech Technology Company, Ltd., A Shares | 7,800 | 77,893 |
Wuliangye Yibin Company, Ltd., A Shares | 22,900 | 563,652 |
WuXi AppTec Company, Ltd., H Shares (A) | 40,780 | 566,522 |
WuXi Biologics Cayman, Inc. (A)(B) | 243,500 | 1,862,060 |
Wuxi Lead Intelligent Equipment Company, Ltd., Class A | 5,700 | 38,309 |
Xinyi Solar Holdings, Ltd. | 924,006 | 1,394,344 |
XPeng, Inc., ADR (B) | 22,203 | 546,416 |
Yankuang Energy Group Company, Ltd., H Shares | 194,000 | 553,851 |
Yealink Network Technology Corp., Ltd., Class A | 2,500 | 29,444 |
Yonyou Network Technology Company, Ltd., A Shares | 14,100 | 40,971 |
Yum China Holdings, Inc. | 64,640 | 2,701,952 |
Yunnan Baiyao Group Company, Ltd., A Shares | 8,600 | 99,591 |
Yunnan Energy New Material Company, Ltd., A Shares (B) | 6,700 | 206,432 |
Zhangzhou Pientzehuang Pharmaceutical Company, Ltd., A Shares | 5,400 | 250,981 |
Zhejiang Chint Electrics Company, Ltd., Class A | 18,700 | 92,804 |
Zhejiang Huayou Cobalt Company, Ltd., A Shares | 9,200 | 114,962 |
Zhejiang Jingsheng Mechanical & Electrical Company, Ltd., Class A | 7,000 | 53,719 |
Zhejiang NHU Company, Ltd., A Shares | 31,140 | 126,555 |
Zhejiang Sanhua Intelligent Controls Company, Ltd., Class A | 13,700 | 34,858 |
Zhongsheng Group Holdings, Ltd. | 84,000 | 559,918 |
Zijin Mining Group Company, Ltd., H Shares | 1,012,000 | 1,509,071 |
ZTO Express Cayman, Inc., ADR | 81,264 | 2,235,573 |
Hong Kong - 1.6% | 10,701,258 | |
Alibaba Health Information Technology, Ltd. (B) | 434,000 | 251,678 |
China Gas Holdings, Ltd. | 476,600 | 584,349 |
China Mengniu Dairy Company, Ltd. (B) | 304,000 | 1,650,542 |
China Resources Beer Holdings Company, Ltd. | 244,000 | 1,446,060 |
China Resources Gas Group, Ltd. | 162,000 | 616,315 |
China Resources Land, Ltd. | 680,000 | 3,059,335 |
China Resources Power Holdings Company, Ltd. | 106,000 | 202,107 |
Geely Automobile Holdings, Ltd. | 1,021,000 | 1,618,786 |
Sino Biopharmaceutical, Ltd. | 1,938,500 | 1,025,315 |
The Wharf Holdings, Ltd. | 84,000 | 246,771 |
India - 19.4% | 127,874,562 | |
Aarti Industries, Ltd. | 12,587 | 145,872 |
ABB India, Ltd. | 3,731 | 102,838 |
ACC, Ltd. | 18,528 | 565,917 |
Adani Enterprises, Ltd. | 20,804 | 636,020 |
Adani Green Energy, Ltd. (B) | 23,090 | 869,320 |
Adani Ports & Special Economic Zone, Ltd. | 80,083 | 897,604 |
Adani Total Gas, Ltd. | 27,230 | 882,257 |
Adani Transmission, Ltd. (B) | 17,963 | 653,029 |
38 | JOHN HANCOCK MULTIFACTOR ETFS | ANNUAL REPORT | SEE NOTES TO FINANCIAL STATEMENTS |
Shares or Principal Amount | Value | |
India (continued) | ||
Alkem Laboratories, Ltd. | 3,978 | $169,648 |
Ambuja Cements, Ltd. | 131,129 | 638,127 |
Apollo Hospitals Enterprise, Ltd. | 11,499 | 667,895 |
Ashok Leyland, Ltd. | 171,829 | 285,248 |
Asian Paints, Ltd. | 50,202 | 2,127,342 |
Astral, Ltd. | 8,372 | 236,016 |
AU Small Finance Bank, Ltd. (A)(B) | 17,095 | 310,614 |
Aurobindo Pharma, Ltd. | 65,150 | 535,399 |
Avenue Supermarts, Ltd. (A)(B) | 10,136 | 521,336 |
Axis Bank, Ltd. (B) | 258,275 | 2,466,439 |
Bajaj Auto, Ltd. | 12,634 | 617,284 |
Bajaj Finance, Ltd. | 18,432 | 1,607,093 |
Bajaj Finserv, Ltd. | 2,852 | 555,905 |
Bajaj Holdings & Investment, Ltd. | 4,749 | 323,299 |
Balkrishna Industries, Ltd. | 7,524 | 210,205 |
Bandhan Bank, Ltd. (A) | 142,934 | 623,586 |
Bank of Baroda (B) | 131,965 | 194,644 |
Berger Paints India, Ltd. | 36,274 | 340,852 |
Bharat Electronics, Ltd. | 215,309 | 669,509 |
Bharat Petroleum Corp., Ltd. | 224,482 | 1,065,256 |
Bharti Airtel, Ltd. (B) | 297,774 | 2,880,647 |
Biocon, Ltd. (B) | 34,446 | 166,907 |
Bosch, Ltd. | 892 | 169,339 |
Britannia Industries, Ltd. | 14,120 | 607,340 |
Canara Bank (B) | 20,969 | 62,845 |
Cholamandalam Investment and Finance Company, Ltd. | 62,543 | 609,496 |
Cipla, Ltd. | 109,903 | 1,408,967 |
Coal India, Ltd. | 354,392 | 847,704 |
Colgate-Palmolive India, Ltd. | 15,330 | 332,711 |
Container Corp. of India, Ltd. | 31,299 | 266,283 |
Dabur India, Ltd. | 98,851 | 720,603 |
Dalmia Bharat, Ltd. | 5,814 | 115,565 |
Divi’s Laboratories, Ltd. | 16,160 | 948,777 |
DLF, Ltd. | 82,581 | 399,712 |
Dr. Reddy’s Laboratories, Ltd. | 12,307 | 666,221 |
Eicher Motors, Ltd. | 15,027 | 517,377 |
GAIL India, Ltd. | 224,990 | 468,567 |
Godrej Consumer Products, Ltd. (B) | 69,253 | 709,449 |
Godrej Properties, Ltd. (B) | 9,181 | 188,562 |
Grasim Industries, Ltd. | 51,050 | 1,125,648 |
Gujarat Gas, Ltd. | 22,494 | 141,834 |
Havells India, Ltd. | 36,628 | 626,690 |
HCL Technologies, Ltd. | 133,235 | 1,892,489 |
HDFC Asset Management Company, Ltd. (A) | 5,672 | 151,145 |
HDFC Bank, Ltd. | 391,388 | 7,075,883 |
HDFC Life Insurance Company, Ltd. (A) | 53,527 | 407,251 |
Hero MotoCorp, Ltd. | 27,795 | 908,653 |
Hindalco Industries, Ltd. | 288,384 | 1,823,656 |
Hindustan Aeronautics, Ltd. | 18,732 | 390,605 |
Hindustan Petroleum Corp., Ltd. | 157,594 | 558,797 |
Shares or Principal Amount | Value | |
India (continued) | ||
Hindustan Unilever, Ltd. | 97,010 | $2,849,036 |
Honeywell Automation India, Ltd. | 230 | 120,352 |
Housing Development Finance Corp., Ltd. | 181,683 | 5,292,972 |
ICICI Bank, Ltd. | 475,138 | 4,618,521 |
ICICI Lombard General Insurance Company, Ltd. (A) | 23,089 | 388,051 |
ICICI Prudential Life Insurance Company, Ltd. (A) | 29,574 | 203,111 |
Indian Oil Corp., Ltd. | 544,154 | 899,419 |
Indian Railway Catering & Tourism Corp, Ltd. | 17,781 | 173,757 |
Indus Towers, Ltd. (B) | 206,269 | 565,980 |
Info Edge India, Ltd. | 4,932 | 300,785 |
Infosys, Ltd. | 333,361 | 6,837,951 |
InterGlobe Aviation, Ltd. (A)(B) | 7,872 | 191,954 |
ITC, Ltd. | 415,625 | 1,410,926 |
Jindal Steel & Power, Ltd. | 72,946 | 516,064 |
JSW Energy, Ltd. | 38,569 | 160,951 |
JSW Steel, Ltd. | 275,629 | 2,618,642 |
Jubilant Foodworks, Ltd. | 44,985 | 320,605 |
Kotak Mahindra Bank, Ltd. | 86,242 | 2,019,186 |
L&T Technology Services, Ltd. (A) | 2,273 | 121,325 |
Larsen & Toubro Infotech, Ltd. (A) | 5,293 | 334,302 |
Larsen & Toubro, Ltd. | 81,666 | 1,815,097 |
Lupin, Ltd. | 30,237 | 294,746 |
Mahindra & Mahindra, Ltd. | 132,620 | 1,603,046 |
Marico, Ltd. | 78,734 | 536,669 |
Maruti Suzuki India, Ltd. | 10,731 | 1,078,259 |
Max Healthcare Institute, Ltd. (B) | 17,108 | 91,994 |
Mindtree, Ltd. | 4,899 | 227,895 |
Motherson Sumi Systems, Ltd. | 200,510 | 360,534 |
Mphasis, Ltd. | 7,220 | 267,766 |
Muthoot Finance, Ltd. | 23,936 | 395,257 |
Nestle India, Ltd. | 4,275 | 1,023,481 |
NMDC, Ltd. | 166,016 | 348,570 |
NTPC, Ltd. | 934,046 | 1,912,874 |
Oil & Natural Gas Corp., Ltd. | 462,941 | 971,091 |
Oracle Financial Services Software, Ltd. | 1,366 | 64,045 |
Page Industries, Ltd. | 364 | 217,474 |
Petronet LNG, Ltd. | 167,430 | 446,049 |
PI Industries, Ltd. | 5,543 | 205,927 |
Pidilite Industries, Ltd. | 19,813 | 628,532 |
Piramal Enterprises, Ltd. | 15,667 | 444,294 |
Power Grid Corp. of India, Ltd. | 744,623 | 2,237,498 |
Procter & Gamble Hygiene & Health Care, Ltd. | 1,498 | 275,472 |
Punjab National Bank (B) | 247,148 | 113,321 |
Reliance Industries, Ltd. | 284,001 | 10,401,512 |
SBI Cards & Payment Services, Ltd. | 7,167 | 77,626 |
SBI Life Insurance Company, Ltd. (A) | 27,395 | 395,842 |
Shree Cement, Ltd. | 1,291 | 436,240 |
Shriram Transport Finance Company, Ltd. | 23,085 | 362,496 |
Siemens, Ltd. | 8,950 | 266,946 |
SEE NOTES TO FINANCIAL STATEMENTS | ANNUAL REPORT | JOHN HANCOCK MULTIFACTOR ETFS | 39 |
Shares or Principal Amount | Value | |
India (continued) | ||
Sona Blw Precision Forgings, Ltd. (A) | 6,679 | $55,525 |
SRF, Ltd. | 13,769 | 453,908 |
State Bank of India | 226,707 | 1,470,700 |
Steel Authority of India, Ltd. | 234,775 | 297,145 |
Sun Pharmaceutical Industries, Ltd. | 136,428 | 1,659,784 |
Tata Communications, Ltd. | 10,493 | 150,307 |
Tata Consultancy Services, Ltd. | 91,046 | 4,225,806 |
Tata Consumer Products, Ltd. | 65,049 | 701,483 |
Tata Elxsi, Ltd. | 1,996 | 202,100 |
Tata Motors, Ltd. (B) | 399,312 | 2,282,492 |
Tata Power Company, Ltd. | 153,051 | 485,226 |
Tata Steel, Ltd. | 146,670 | 2,436,745 |
Tech Mahindra, Ltd. | 111,678 | 1,832,970 |
Titan Company, Ltd. | 42,390 | 1,367,676 |
Torrent Pharmaceuticals, Ltd. | 6,377 | 235,668 |
Trent, Ltd. | 6,154 | 98,755 |
UltraTech Cement, Ltd. | 10,727 | 928,268 |
United Breweries, Ltd. | 7,119 | 148,033 |
United Spirits, Ltd. (B) | 34,850 | 393,440 |
UPL, Ltd. | 114,142 | 1,236,349 |
Varun Beverages, Ltd. | 12,963 | 183,882 |
Vedanta, Ltd. | 372,101 | 1,992,846 |
Voltas, Ltd. | 8,357 | 137,732 |
Wipro, Ltd. | 165,935 | 1,102,724 |
Zydus Lifesciences, Ltd. | 52,697 | 242,278 |
Indonesia - 2.4% | 15,684,927 | |
Adaro Energy Indonesia Tbk PT | 1,211,300 | 279,074 |
Aneka Tambang Tbk (B) | 714,500 | 128,144 |
Astra International Tbk PT | 2,538,600 | 1,326,474 |
Bank Central Asia Tbk PT | 4,693,800 | 2,630,691 |
Bank Jago Tbk PT (B) | 175,100 | 140,713 |
Bank Mandiri Persero Tbk PT | 2,263,400 | 1,397,353 |
Bank Negara Indonesia Persero Tbk PT | 1,318,200 | 838,821 |
Bank Rakyat Indonesia Persero Tbk PT | 7,471,750 | 2,509,997 |
Barito Pacific Tbk PT | 3,014,300 | 176,737 |
Charoen Pokphand Indonesia Tbk PT | 1,264,900 | 449,351 |
Elang Mahkota Teknologi Tbk PT (B) | 1,839,500 | 379,396 |
Gudang Garam Tbk PT | 87,900 | 186,144 |
Indah Kiat Pulp & Paper Tbk PT | 318,100 | 166,214 |
Indocement Tunggal Prakarsa Tbk PT | 258,900 | 187,072 |
Indofood CBP Sukses Makmur Tbk PT | 423,500 | 222,749 |
Indofood Sukses Makmur Tbk PT | 871,400 | 378,687 |
Kalbe Farma Tbk PT | 3,022,900 | 341,971 |
Mayora Indah Tbk PT | 721,900 | 87,144 |
Merdeka Copper Gold Tbk PT (B) | 1,013,389 | 370,488 |
Sarana Menara Nusantara Tbk PT | 2,874,100 | 200,237 |
Semen Indonesia Persero Tbk PT | 563,400 | 248,725 |
Telkom Indonesia Persero Tbk PT | 6,376,000 | 2,031,946 |
Tower Bersama Infrastructure Tbk PT (B) | 798,300 | 165,750 |
United Tractors Tbk PT | 344,500 | 719,441 |
Shares or Principal Amount | Value | |
Indonesia (continued) | ||
Vale Indonesia Tbk PT | 241,500 | $121,608 |
Malaysia - 2.0% | 13,194,658 | |
Axiata Group BHD | 345,295 | 278,393 |
CIMB Group Holdings BHD | 720,672 | 860,800 |
Dialog Group BHD | 434,400 | 249,454 |
DiGi.Com BHD | 358,700 | 314,743 |
Genting BHD | 383,500 | 407,857 |
Genting Malaysia BHD | 450,500 | 315,614 |
HAP Seng Consolidated BHD | 70,600 | 121,140 |
Hartalega Holdings BHD | 231,800 | 234,276 |
Hong Leong Bank BHD | 72,900 | 351,313 |
Hong Leong Financial Group BHD | 42,200 | 188,051 |
IHH Healthcare BHD | 206,200 | 313,077 |
IOI Corp. BHD | 303,800 | 325,886 |
Kuala Lumpur Kepong BHD | 53,875 | 364,570 |
Malayan Banking BHD | 614,786 | 1,280,834 |
Maxis BHD | 218,700 | 190,895 |
MISC BHD | 171,100 | 306,946 |
Nestle Malaysia BHD | 6,200 | 189,696 |
Petronas Chemicals Group BHD | 175,900 | 412,932 |
Petronas Dagangan BHD | 55,000 | 274,653 |
Petronas Gas BHD | 74,000 | 288,623 |
PPB Group BHD | 92,300 | 364,239 |
Press Metal Aluminium Holdings BHD | 375,400 | 516,515 |
Public Bank BHD | 2,041,300 | 2,199,081 |
RHB Bank BHD | 309,403 | 444,187 |
Sime Darby BHD | 489,300 | 262,998 |
Sime Darby Plantation BHD | 208,538 | 251,002 |
Telekom Malaysia BHD | 207,500 | 237,837 |
Tenaga Nasional BHD | 600,100 | 1,246,102 |
Top Glove Corp. BHD | 635,400 | 245,199 |
Westports Holdings BHD | 174,300 | 157,745 |
Mexico - 2.6% | 17,390,532 | |
America Movil SAB de CV, Series L | 2,606,088 | 2,541,154 |
Arca Continental SAB de CV | 67,464 | 428,648 |
Cemex SAB de CV (B) | 2,537,888 | 1,120,434 |
El Puerto de Liverpool SAB de CV, Series C1 | 23,956 | 121,350 |
Fibra Uno Administracion SA de CV | 288,240 | 314,955 |
Fomento Economico Mexicano SAB de CV | 164,448 | 1,229,865 |
Gruma SAB de CV, Class B | 12,155 | 144,751 |
Grupo Aeroportuario del Pacifico SAB de CV, Series B (B) | 39,428 | 607,363 |
Grupo Aeroportuario del Sureste SAB de CV, Series B | 21,319 | 464,853 |
Grupo Bimbo SAB de CV, Series A | 287,100 | 883,872 |
Grupo Carso SAB de CV, Series A1 | 59,004 | 192,290 |
Grupo Elektra SAB de CV (B) | 4,301 | 254,583 |
Grupo Financiero Banorte SAB de CV, Series O | 323,204 | 2,130,041 |
Grupo Financiero Inbursa SAB de CV, Series O (B) | 373,140 | 633,891 |
Grupo Mexico SAB de CV, Series B | 472,108 | 2,211,275 |
40 | JOHN HANCOCK MULTIFACTOR ETFS | ANNUAL REPORT | SEE NOTES TO FINANCIAL STATEMENTS |
Shares or Principal Amount | Value | |
Mexico (continued) | ||
Grupo Televisa SAB | 485,852 | $902,023 |
Industrias Penoles SAB de CV | 14,543 | 159,999 |
Kimberly-Clark de Mexico SAB de CV, Class A | 181,400 | 252,432 |
Orbia Advance Corp. SAB de CV | 217,000 | 521,646 |
Wal-Mart de Mexico SAB de CV | 641,940 | 2,275,107 |
Philippines - 1.1% | 7,062,930 | |
Aboitiz Equity Ventures, Inc. | 375,270 | 363,733 |
Aboitiz Power Corp. | 462,000 | 284,519 |
AC Energy Corp. | 498,000 | 68,874 |
Ayala Corp. | 30,640 | 432,851 |
Ayala Land, Inc. | 754,300 | 463,084 |
Bank of the Philippine Islands | 413,440 | 751,565 |
BDO Unibank, Inc. | 267,150 | 665,252 |
Emperador, Inc. | 145,700 | 54,423 |
Globe Telecom, Inc. | 5,575 | 242,415 |
International Container Terminal Services, Inc. | 96,880 | 400,102 |
JG Summit Holdings, Inc. | 368,903 | 393,600 |
Jollibee Foods Corp. | 49,880 | 205,425 |
Manila Electric Company | 48,470 | 327,188 |
Metropolitan Bank & Trust Company | 358,952 | 351,354 |
Monde Nissin Corp. (A)(B) | 395,600 | 98,360 |
PLDT, Inc. | 16,090 | 575,116 |
SM Investments Corp. | 31,405 | 512,237 |
SM Prime Holdings, Inc. | 829,600 | 556,192 |
Universal Robina Corp. | 161,270 | 316,640 |
Poland - 0.8% | 5,523,202 | |
Allegro.eu SA (A)(B) | 29,430 | 152,767 |
Bank Polska Kasa Opieki SA | 27,440 | 605,985 |
CD Projekt SA | 6,281 | 171,236 |
Cyfrowy Polsat SA | 37,473 | 204,524 |
Dino Polska SA (A)(B) | 6,649 | 431,670 |
ING Bank Slaski SA | 2,649 | 117,598 |
KGHM Polska Miedz SA | 17,803 | 581,518 |
LPP SA | 179 | 379,371 |
mBank SA (B) | 1,399 | 94,326 |
PGE Polska Grupa Energetyczna SA (B) | 117,127 | 260,828 |
Polski Koncern Naftowy ORLEN SA | 56,596 | 960,612 |
Polskie Gornictwo Naftowe i Gazownictwo SA | 219,574 | 308,263 |
Powszechna Kasa Oszczednosci Bank Polski SA (B) | 105,745 | 781,840 |
Powszechny Zaklad Ubezpieczen SA | 43,078 | 298,020 |
Santander Bank Polska SA | 2,864 | 174,644 |
Romania - 0.0% | 249,878 | |
NEPI Rockcastle PLC | 41,121 | 249,878 |
Russia - 0.3% | 1,660,008 | |
Gazprom PJSC, ADR (D) | 551,670 | 409,891 |
Lukoil PJSC, ADR (D) | 57,062 | 407,594 |
MMC Norilsk Nickel PJSC, ADR (D) | 94,236 | 340,475 |
Novatek PJSC, GDR (D) | 5,960 | 104,008 |
Shares or Principal Amount | Value | |
Russia (continued) | ||
Novolipetsk Steel PJSC, GDR (D) | 6,243 | $17,162 |
Novolipetsk Steel PJSC, GDR (London Stock Exchange) (D) | 174 | 478 |
Polyus PJSC, GDR (D) | 6,556 | 75,728 |
Polyus PJSC, GDR (London Stock Exchange) (D) | 318 | 3,673 |
Rosneft Oil Company PJSC, GDR (D) | 223,704 | 158,606 |
Sberbank of Russia PJSC, ADR (D) | 263,203 | 142,393 |
Saudi Arabia - 3.9% | 25,720,868 | |
Al Rajhi Bank | 103,768 | 4,885,739 |
Alinma Bank | 97,684 | 1,079,504 |
Almarai Company JSC | 26,094 | 361,760 |
Bank AlBilad (B) | 33,933 | 468,628 |
Bank Al-Jazira | 36,725 | 309,893 |
Banque Saudi Fransi | 64,477 | 931,709 |
Bupa Arabia for Cooperative Insurance Company | 2,683 | 118,885 |
Dr Sulaiman Al Habib Medical Services Group Company | 10,097 | 538,392 |
Etihad Etisalat Company | 79,415 | 915,724 |
Jarir Marketing Company | 7,535 | 385,710 |
Mouwasat Medical Services Company | 4,007 | 257,462 |
Riyad Bank | 136,978 | 1,490,003 |
SABIC Agri-Nutrients Company | 24,826 | 1,076,226 |
Sahara International Petrochemical Company | 54,147 | 827,190 |
Saudi Arabian Mining Company (B) | 32,542 | 1,197,290 |
Saudi Basic Industries Corp. | 68,244 | 2,383,482 |
Saudi Electricity Company | 93,960 | 677,620 |
Saudi Industrial Investment Group | 13,681 | 120,367 |
Saudi Kayan Petrochemical Company (B) | 127,795 | 643,268 |
Saudi Research & Media Group (B) | 1,961 | 138,234 |
Saudi Telecom Company | 50,448 | 1,560,192 |
The Saudi British Bank | 35,178 | 420,639 |
The Saudi National Bank | 194,316 | 4,092,717 |
The Savola Group | 22,354 | 212,765 |
Yanbu National Petrochemical Company | 38,519 | 627,469 |
South Africa - 4.7% | 30,748,792 | |
Absa Group, Ltd. (C) | 142,277 | 1,545,808 |
African Rainbow Minerals, Ltd. | 18,320 | 303,348 |
Anglo American Platinum, Ltd. | 6,362 | 705,810 |
AngloGold Ashanti, Ltd. | 63,688 | 1,325,322 |
Aspen Pharmacare Holdings, Ltd. | 46,982 | 505,369 |
Bid Corp., Ltd. | 35,915 | 750,488 |
Capitec Bank Holdings, Ltd. (C) | 11,329 | 1,592,424 |
Clicks Group, Ltd. | 30,990 | 609,014 |
Discovery, Ltd. (B) | 78,974 | 760,268 |
Exxaro Resources, Ltd. (C) | 30,906 | 442,596 |
FirstRand, Ltd. | 619,554 | 2,682,890 |
Gold Fields, Ltd. | 150,258 | 2,067,725 |
Impala Platinum Holdings, Ltd. | 117,641 | 1,533,786 |
Investec, Ltd. | 29,914 | 182,004 |
SEE NOTES TO FINANCIAL STATEMENTS | ANNUAL REPORT | JOHN HANCOCK MULTIFACTOR ETFS | 41 |
Shares or Principal Amount | Value | |
South Africa (continued) | ||
Kumba Iron Ore, Ltd. | 6,043 | $204,028 |
Mr. Price Group, Ltd. | 15,052 | 204,687 |
MTN Group, Ltd. | 197,949 | 2,111,247 |
Naspers, Ltd., N Shares | 25,532 | 2,595,373 |
Nedbank Group, Ltd. | 79,284 | 1,111,292 |
Northam Platinum Holdings, Ltd. (B) | 41,473 | 495,486 |
Old Mutual, Ltd. | 658,261 | 528,100 |
Pepkor Holdings, Ltd. (A) | 99,095 | 134,205 |
Sanlam, Ltd. | 352,274 | 1,466,226 |
Sasol, Ltd. (B) | 65,426 | 1,624,786 |
Shoprite Holdings, Ltd. | 69,820 | 1,010,997 |
Sibanye Stillwater, Ltd. | 338,319 | 1,193,381 |
Standard Bank Group, Ltd. (C) | 159,622 | 1,695,503 |
The Bidvest Group, Ltd. | 24,356 | 335,783 |
Vodacom Group, Ltd. | 86,562 | 831,783 |
Woolworths Holdings, Ltd. | 52,986 | 199,063 |
South Korea - 12.6% | 83,527,679 | |
Amorepacific Corp. | 2,604 | 375,258 |
AMOREPACIFIC Group | 4,019 | 159,992 |
Celltrion Healthcare Company, Ltd. | 6,602 | 337,459 |
Celltrion Pharm, Inc. (B) | 1,090 | 80,188 |
Celltrion, Inc. | 9,696 | 1,358,675 |
CJ CheilJedang Corp. | 1,604 | 508,274 |
CJ Logistics Corp. (B) | 672 | 65,809 |
Coway Company, Ltd. | 10,307 | 581,820 |
DB Insurance Company, Ltd. | 5,479 | 293,580 |
Doosan Enerbility (B) | 13,498 | 221,384 |
Ecopro BM Company, Ltd. | 557 | 211,270 |
E-MART, Inc. | 3,204 | 336,726 |
F&F Company, Ltd. | 725 | 81,389 |
GS Holdings Corp. | 7,807 | 271,629 |
Hana Financial Group, Inc. | 50,394 | 1,885,763 |
Hanjin Kal Corp. (B) | 1,495 | 68,441 |
Hankook Tire & Technology Company, Ltd. | 14,962 | 415,148 |
Hanmi Pharm Company, Ltd. | 623 | 154,758 |
Hanmi Science Company, Ltd. | 1,068 | 43,536 |
Hanon Systems | 23,646 | 214,621 |
Hanwha Solutions Corp. (B) | 16,988 | 432,815 |
HD Hyundai Company, Ltd. | 7,334 | 340,424 |
HLB, Inc. (B) | 4,356 | 107,860 |
HMM Company, Ltd. | 32,269 | 729,649 |
HYBE Company, Ltd. (B) | 932 | 186,623 |
Hyundai Engineering & Construction Company, Ltd. | 11,888 | 421,664 |
Hyundai Glovis Company, Ltd. | 4,053 | 674,424 |
Hyundai Mobis Company, Ltd. | 7,448 | 1,230,462 |
Hyundai Motor Company | 15,936 | 2,359,949 |
Hyundai Steel Company | 12,274 | 425,095 |
Iljin Materials Company, Ltd. | 682 | 47,783 |
Industrial Bank of Korea | 52,425 | 469,571 |
Shares or Principal Amount | Value | |
South Korea (continued) | ||
Kakao Corp. | 19,107 | $1,367,611 |
Kakao Games Corp. (B) | 2,117 | 101,973 |
Kangwon Land, Inc. (B) | 9,579 | 204,393 |
KB Financial Group, Inc. | 49,056 | 2,284,854 |
Kia Corp. | 32,399 | 2,161,653 |
Korea Electric Power Corp. (B) | 39,589 | 728,110 |
Korea Investment Holdings Company, Ltd. | 7,633 | 429,052 |
Korea Shipbuilding & Offshore Engineering Company, Ltd. (B) | 6,559 | 479,392 |
Korea Zinc Company, Ltd. | 1,644 | 753,936 |
Korean Air Lines Company, Ltd. (B) | 18,935 | 454,530 |
KT&G Corp. | 13,686 | 900,051 |
Kumho Petrochemical Company, Ltd. | 2,395 | 294,608 |
L&F Company, Ltd. (B) | 760 | 132,697 |
LG Chem, Ltd. | 3,737 | 1,544,190 |
LG Corp. | 21,154 | 1,234,545 |
LG Display Company, Ltd. | 45,106 | 601,533 |
LG Electronics, Inc. | 20,439 | 1,895,815 |
LG Household & Health Care, Ltd. | 1,217 | 880,775 |
LG Innotek Company, Ltd. | 1,557 | 432,638 |
LG Uplus Corp. | 64,653 | 720,654 |
Lotte Chemical Corp. | 3,158 | 494,066 |
Lotte Corp. | 7,269 | 198,219 |
Macquarie Korea Infrastructure Fund | 20,293 | 229,427 |
Meritz Financial Group, Inc. | 4,445 | 133,952 |
Meritz Fire & Marine Insurance Company, Ltd. | 3,557 | 125,599 |
Mirae Asset Securities Company, Ltd. | 53,234 | 341,189 |
NAVER Corp. | 8,330 | 1,900,115 |
NCSoft Corp. | 1,706 | 572,515 |
Netmarble Corp. (A) | 2,780 | 211,599 |
Orion Corp. | 2,693 | 203,690 |
Pearl Abyss Corp. (B) | 1,846 | 100,237 |
POSCO Chemical Company, Ltd. | 2,171 | 235,076 |
POSCO Holdings, Inc. | 8,681 | 1,997,459 |
S-1 Corp. | 1,829 | 100,333 |
Samsung Biologics Company, Ltd. (A)(B) | 1,033 | 689,215 |
Samsung C&T Corp. | 10,971 | 1,008,878 |
Samsung Card Company, Ltd. | 4,386 | 116,809 |
Samsung Electro-Mechanics Company, Ltd. | 7,316 | 966,924 |
Samsung Electronics Company, Ltd. | 452,327 | 24,272,962 |
Samsung Engineering Company, Ltd. (B) | 4,955 | 102,572 |
Samsung Fire & Marine Insurance Company, Ltd. | 5,934 | 992,150 |
Samsung Heavy Industries Company, Ltd. (B) | 103,036 | 497,132 |
Samsung Life Insurance Company, Ltd. | 13,229 | 685,675 |
Samsung SDI Company, Ltd. | 3,880 | 1,887,484 |
Samsung SDS Company, Ltd. | 3,685 | 435,687 |
SD Biosensor, Inc. | 1,753 | 63,644 |
Seegene, Inc. | 4,280 | 138,180 |
Shinhan Financial Group Company, Ltd. | 67,014 | 2,248,917 |
SK Biopharmaceuticals Company, Ltd. (B) | 1,151 | 84,126 |
42 | JOHN HANCOCK MULTIFACTOR ETFS | ANNUAL REPORT | SEE NOTES TO FINANCIAL STATEMENTS |
Shares or Principal Amount | Value | |
South Korea (continued) | ||
SK Bioscience Company, Ltd. (B) | 1,287 | $138,844 |
SK Hynix, Inc. | 52,203 | 4,675,826 |
SK IE Technology Company, Ltd. (A)(B) | 1,670 | 168,861 |
SK Innovation Company, Ltd. (B) | 6,599 | 1,077,066 |
SK Telecom Company, Ltd. | 18,833 | 854,682 |
SK, Inc. | 4,807 | 1,025,697 |
SKC Company, Ltd. | 1,012 | 122,068 |
S-Oil Corp. | 7,764 | 639,788 |
Woori Financial Group, Inc. | 78,822 | 925,656 |
Yuhan Corp. | 3,501 | 170,311 |
Taiwan - 15.9% | 105,348,568 | |
Accton Technology Corp. | 60,000 | 474,292 |
Advanced Energy Solution Holding Company, Ltd. | 1,000 | 31,212 |
Advantech Company, Ltd. | 42,989 | 538,903 |
ASE Technology Holding Company, Ltd. | 497,000 | 1,611,956 |
Asia Cement Corp. | 429,000 | 700,070 |
ASMedia Technology, Inc. | 3,000 | 145,036 |
Asustek Computer, Inc. | 109,000 | 1,320,181 |
AU Optronics Corp. | 1,484,000 | 863,449 |
Catcher Technology Company, Ltd. | 125,000 | 614,917 |
Cathay Financial Holding Company, Ltd. | 1,052,359 | 2,231,427 |
Chailease Holding Company, Ltd. | 251,806 | 2,020,394 |
Chang Hwa Commercial Bank, Ltd. | 1,050,712 | 659,469 |
Cheng Shin Rubber Industry Company, Ltd. | 384,000 | 435,779 |
China Airlines, Ltd. | 297,000 | 280,621 |
China Development Financial Holding Corp. | 3,188,159 | 1,941,526 |
China Steel Corp. | 1,466,000 | 1,795,478 |
Chunghwa Telecom Company, Ltd. | 365,000 | 1,622,195 |
Compal Electronics, Inc. | 712,000 | 537,463 |
CTBC Financial Holding Company, Ltd. | 2,342,000 | 2,324,083 |
Delta Electronics, Inc. | 134,000 | 1,136,537 |
E Ink Holdings, Inc. | 29,000 | 171,193 |
E.Sun Financial Holding Company, Ltd. | 1,781,510 | 2,045,906 |
Eclat Textile Company, Ltd. | 26,000 | 430,018 |
eMemory Technology, Inc. | 5,000 | 217,978 |
Eva Airways Corp. | 149,000 | 180,212 |
Evergreen Marine Corp. Taiwan, Ltd. | 340,000 | 1,672,576 |
Far Eastern New Century Corp. | 691,000 | 704,468 |
Far EasTone Telecommunications Company, Ltd. | 330,000 | 927,007 |
Feng TAY Enterprise Company, Ltd. | 102,680 | 667,104 |
First Financial Holding Company, Ltd. | 1,843,354 | 1,738,571 |
Formosa Chemicals & Fibre Corp. | 483,000 | 1,309,281 |
Formosa Petrochemical Corp. | 202,000 | 627,748 |
Formosa Plastics Corp. | 514,000 | 1,839,731 |
Formosa Sumco Technology Corp. | 3,000 | 19,847 |
Fubon Financial Holding Company, Ltd. | 958,883 | 2,420,346 |
Giant Manufacturing Company, Ltd. | 16,000 | 134,892 |
Globalwafers Company, Ltd. | 39,000 | 688,029 |
Hiwin Technologies Corp. | 28,962 | 216,659 |
Shares or Principal Amount | Value | |
Taiwan (continued) | ||
Hon Hai Precision Industry Company, Ltd. | 1,169,800 | $4,048,094 |
Hotai Motor Company, Ltd. | 38,000 | 747,740 |
Hua Nan Financial Holdings Company, Ltd. | 1,761,067 | 1,418,987 |
Innolux Corp. | 1,600,000 | 740,954 |
Inventec Corp. | 479,000 | 412,770 |
Kinsus Interconnect Technology Corp. | 14,000 | 81,457 |
Largan Precision Company, Ltd. | 12,000 | 688,029 |
Lite-On Technology Corp. | 399,000 | 879,883 |
MediaTek, Inc. | 128,000 | 3,604,349 |
Mega Financial Holding Company, Ltd. | 1,351,000 | 1,906,723 |
Micro-Star International Company, Ltd. | 118,000 | 484,402 |
momo.com, Inc. | 6,600 | 177,117 |
Nan Ya Plastics Corp. | 674,000 | 1,982,521 |
Nan Ya Printed Circuit Board Corp. | 23,000 | 315,245 |
Nanya Technology Corp. | 188,000 | 418,409 |
Nien Made Enterprise Company, Ltd. | 8,000 | 85,088 |
Novatek Microelectronics Corp. | 78,000 | 1,054,537 |
Oneness Biotech Company, Ltd. (B) | 14,000 | 92,382 |
Pegatron Corp. | 394,000 | 939,702 |
Phison Electronics Corp. | 10,000 | 131,465 |
Pou Chen Corp. | 473,000 | 496,662 |
President Chain Store Corp. | 93,000 | 862,937 |
Quanta Computer, Inc. | 410,000 | 1,165,646 |
Realtek Semiconductor Corp. | 56,000 | 774,202 |
Ruentex Development Company, Ltd. | 78,000 | 207,203 |
Shin Kong Financial Holding Company, Ltd. | 2,511,140 | 837,458 |
Sino-American Silicon Products, Inc. | 90,000 | 454,954 |
SinoPac Financial Holdings Company, Ltd. | 2,062,000 | 1,276,704 |
Synnex Technology International Corp. | 78,000 | 205,086 |
TA Chen Stainless Pipe | 198,000 | 298,254 |
Taishin Financial Holding Company, Ltd. | 2,078,390 | 1,367,942 |
Taiwan Cement Corp. | 829,164 | 1,291,195 |
Taiwan Cooperative Financial Holding Company, Ltd. | 1,679,159 | 1,623,587 |
Taiwan High Speed Rail Corp. | 347,000 | 329,630 |
Taiwan Mobile Company, Ltd. | 214,000 | 787,739 |
Taiwan Semiconductor Manufacturing Company, Ltd. | 1,298,000 | 23,691,676 |
The Shanghai Commercial & Savings Bank, Ltd. | 383,000 | 636,698 |
Unimicron Technology Corp. | 139,000 | 1,004,461 |
Uni-President Enterprises Corp. | 819,000 | 1,900,548 |
United Microelectronics Corp. | 1,117,000 | 1,811,423 |
Vanguard International Semiconductor Corp. | 143,000 | 511,832 |
Voltronic Power Technology Corp. | 4,000 | 177,096 |
Walsin Technology Corp. (B) | 42,000 | 174,552 |
Wan Hai Lines, Ltd. | 116,000 | 574,579 |
Win Semiconductors Corp. | 45,000 | 298,468 |
Winbond Electronics Corp. | 310,000 | 286,594 |
Wiwynn Corp. | 17,000 | 588,285 |
Yageo Corp. | 67,000 | 919,459 |
Yang Ming Marine Transport Corp. (B) | 222,000 | 948,992 |
SEE NOTES TO FINANCIAL STATEMENTS | ANNUAL REPORT | JOHN HANCOCK MULTIFACTOR ETFS | 43 |
Shares or Principal Amount | Value | |
Taiwan (continued) | ||
Yuanta Financial Holding Company, Ltd. | 2,234,360 | $1,982,274 |
Zhen Ding Technology Holding, Ltd. | 99,000 | 356,024 |
Thailand - 2.2% | 14,607,335 | |
Advanced Info Service PCL, NVDR | 128,800 | 808,526 |
Airports of Thailand PCL, NVDR (B) | 298,000 | 580,774 |
Asset World Corp. PCL, NVDR | 454,400 | 64,213 |
B Grimm Power PCL, NVDR | 90,200 | 85,591 |
Bangkok Bank PCL, NVDR | 70,500 | 268,620 |
Bangkok Dusit Medical Services PCL, NVDR | 283,200 | 212,917 |
Bangkok Expressway & Metro PCL, NVDR | 787,500 | 189,690 |
Bank of Ayudhya PCL, NVDR | 127,400 | 127,400 |
Berli Jucker PCL, NVDR | 190,000 | 190,000 |
BTS Group Holdings PCL, NVDR | 937,500 | 246,350 |
Bumrungrad Hospital PCL, NVDR | 36,300 | 170,107 |
Carabao Group PCL, NVDR | 38,900 | 124,366 |
Central Pattana PCL, NVDR | 137,000 | 242,000 |
Central Retail Corp. PCL, NVDR | 370,000 | 426,715 |
Charoen Pokphand Foods PCL, NVDR | 812,000 | 571,364 |
CP ALL PCL, NVDR | 538,800 | 1,022,540 |
Delta Electronics Thailand PCL, NVDR | 35,100 | 372,009 |
Electricity Generating PCL, NVDR | 39,100 | 190,077 |
Energy Absolute PCL, NVDR | 235,800 | 609,293 |
Global Power Synergy PCL, NVDR | 90,786 | 176,271 |
Gulf Energy Development PCL, NVDR | 348,240 | 495,670 |
Home Product Center PCL, NVDR | 488,500 | 213,942 |
Indorama Ventures PCL, NVDR | 305,900 | 404,145 |
Intouch Holdings PCL, NVDR | 71,100 | 145,314 |
Kasikornbank PCL, NVDR | 89,400 | 399,364 |
Krung Thai Bank PCL, NVDR | 574,800 | 255,094 |
Krungthai Card PCL, NVDR | 106,300 | 179,236 |
Land & Houses PCL, NVDR | 510,600 | 142,372 |
Minor International PCL, NVDR (B) | 271,129 | 277,066 |
Muangthai Capital PCL, NVDR | 85,600 | 115,591 |
Osotspa PCL, NVDR | 103,100 | 105,358 |
PTT Exploration & Production PCL, NVDR | 283,200 | 1,248,561 |
PTT Global Chemical PCL, NVDR | 218,900 | 319,562 |
PTT Oil & Retail Business PCL, NVDR | 118,400 | 86,423 |
PTT PCL, NVDR | 1,253,200 | 1,372,117 |
SCB X PCL, NVDR | 100,200 | 336,438 |
SCG Packaging PCL, NVDR | 75,100 | 121,147 |
Thai Beverage PCL | 1,025,500 | 508,703 |
Thai Oil PCL, NVDR | 164,300 | 271,035 |
The Siam Cement PCL, NVDR | 38,600 | 416,993 |
TMBThanachart Bank PCL, NVDR | 2,749,589 | 104,364 |
True Corp. PCL, NVDR | 2,913,500 | 410,017 |
Turkey - 0.3% | 2,260,654 | |
Akbank T.A.S. | 369,230 | 221,697 |
Aselsan Elektronik Sanayi Ve Ticaret AS | 41,070 | 67,731 |
BIM Birlesik Magazalar AS | 57,714 | 324,583 |
Enka Insaat ve Sanayi AS | 162,689 | 173,793 |
Shares or Principal Amount | Value | |
Turkey (continued) | ||
Eregli Demir ve Celik Fabrikalari TAS | 134,101 | $302,937 |
Ford Otomotiv Sanayi AS | 10,269 | 206,610 |
KOC Holding AS | 91,998 | 248,945 |
Turkcell Iletisim Hizmetleri AS | 131,193 | 191,102 |
Turkiye Garanti Bankasi AS | 240,162 | 242,167 |
Turkiye Is Bankasi AS, Class C | 184,386 | 130,694 |
Turkiye Petrol Rafinerileri AS (B) | 9,540 | 150,395 |
United Kingdom - 0.0% | 67,581 | |
Pepco Group NV (A)(B) | 7,178 | 67,581 |
United States - 0.2% | 983,512 | |
BeiGene, Ltd., ADR (B) | 4,017 | 642,720 |
Parade Technologies, Ltd. | 7,000 | 340,792 |
PREFERRED SECURITIES - 1.7% | $11,169,468 | |
(Cost $13,583,148) | ||
Brazil - 1.6% | 10,479,368 | |
Banco Bradesco SA | 516,447 | 1,875,069 |
Banco Inter SA (A) | 65,366 | 69,033 |
Braskem SA, A Shares | 26,900 | 218,472 |
Centrais Eletricas Brasileiras SA, B Shares | 30,160 | 244,522 |
Cia Energetica de Minas Gerais | 125,200 | 370,882 |
Cia Paranaense de Energia, B Shares | 88,500 | 132,959 |
Gerdau SA | 191,200 | 1,079,897 |
Itau Unibanco Holding SA | 407,450 | 1,963,942 |
Petroleo Brasileiro SA | 707,100 | 4,323,531 |
Raizen SA | 67,100 | 93,492 |
Usinas Siderurgicas de Minas Gerais SA, A Shares | 47,100 | 107,569 |
Chile - 0.1% | 690,100 | |
Sociedad Quimica y Minera de Chile SA, B Shares | 9,300 | 690,100 |
WARRANTS - 0.0% | $281 | |
(Cost $0) | ||
TMBThanachart Bank PCL (Expiration Date: 4-21-23; Strike Price: THB 0.95) (B) | 27,496 | 281 |
SHORT-TERM INVESTMENTS - 0.6% | $3,804,687 | |
(Cost $3,804,813) | ||
Short-term funds - 0.6% | 3,804,687 | |
John Hancock Collateral Trust, 0.3773% (E)(F) | 276,780 | 2,767,388 |
State Street Institutional U.S. Government Money Market Fund, Premier Class, 0.2918% (E) | 1,037,299 | 1,037,299 |
Total investments (Multifactor Emerging Markets ETF) (Cost $623,687,138) - 100.5% | $663,974,180 | |
Other assets and liabilities, net - (0.5%) | (3,121,589) | |
Total net assets - 100.0% | $660,852,591 |
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 |
44 | JOHN HANCOCK MULTIFACTOR ETFS | ANNUAL REPORT | SEE NOTES TO FINANCIAL STATEMENTS |
Security Abbreviations and Legend | |
ADR | American Depositary Receipt |
GDR | Global Depositary Receipt |
NVDR | Non-Voting Depositary Receipt |
(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. |
(B) | Non-income producing security. |
(C) | All or a portion of this security is on loan as of 4-30-22. |
(D) | Security is valued using significant unobservable inputs and is classified as Level 3 in the fair value hierarchy. Refer to Note 2 to the financial statements. |
(E) | The rate shown is the annualized seven-day yield as of 4-30-22. |
(F) | Investment is an affiliate of the fund, the advisor and/or subadvisor. This security represents the investment of cash collateral received for securities lending. |
Shares or Principal Amount | Value | |
COMMON STOCKS – 99.8% | $30,518,875 | |
(Cost $24,622,889) | ||
Energy – 99.8% | 30,518,875 | |
Energy equipment and services – 11.0% | ||
Baker Hughes Company | 33,970 | 1,053,749 |
Halliburton Company | 29,929 | 1,066,071 |
NOV, Inc. | 13,688 | 248,163 |
Schlumberger NV | 25,348 | 988,825 |
Oil, gas and consumable fuels – 88.8% | ||
Antero Resources Corp. (A) | 9,616 | 338,483 |
APA Corp. | 8,378 | 342,912 |
Cheniere Energy, Inc. | 7,037 | 955,695 |
Chesapeake Energy Corp. (B) | 3,150 | 258,363 |
Chevron Corp. | 11,670 | 1,828,339 |
ConocoPhillips | 17,719 | 1,692,519 |
Continental Resources, Inc. | 3,439 | 191,105 |
Coterra Energy, Inc. | 29,112 | 838,134 |
Devon Energy Corp. | 21,149 | 1,230,237 |
Diamondback Energy, Inc. | 5,612 | 708,403 |
EOG Resources, Inc. | 10,967 | 1,280,507 |
EQT Corp. (A) | 13,422 | 533,525 |
Exxon Mobil Corp. | 21,434 | 1,827,249 |
Hess Corp. | 11,087 | 1,142,737 |
HF Sinclair Corp. (A) | 6,840 | 260,057 |
Kinder Morgan, Inc. | 64,344 | 1,167,844 |
Marathon Oil Corp. | 47,026 | 1,171,888 |
Marathon Petroleum Corp. | 11,386 | 993,542 |
Matador Resources Company (A) | 3,840 | 187,469 |
Murphy Oil Corp. | 5,128 | 195,274 |
New Fortress Energy, Inc. | 1,739 | 67,438 |
Occidental Petroleum Corp. | 32,030 | 1,764,533 |
ONEOK, Inc. | 17,143 | 1,085,666 |
Ovintiv, Inc. | 11,368 | 581,928 |
PDC Energy, Inc. | 3,541 | 246,949 |
Phillips 66 | 13,290 | 1,153,040 |
Pioneer Natural Resources Company | 3,128 | 727,166 |
Shares or Principal Amount | Value | |
Energy (continued) | ||
Oil, gas and consumable fuels (continued) | ||
Range Resources Corp. (A) | 10,045 | $300,747 |
Southwestern Energy Company (A) | 21,454 | 160,905 |
Targa Resources Corp. | 9,250 | 679,043 |
The Williams Companies, Inc. | 40,299 | 1,381,853 |
Valero Energy Corp. | 16,761 | 1,868,517 |
SHORT-TERM INVESTMENTS – 0.3% | $84,093 | |
(Cost $84,093) | ||
Short-term funds – 0.3% | 84,093 | |
State Street Institutional U.S. Government Money Market Fund, Premier Class, 0.2918% (C) | 84,093 | 84,093 |
Total investments (Multifactor Energy ETF) (Cost $24,706,982) 100.1% | $30,602,968 | |
Other assets and liabilities, net (0.1%) | (32,270) | |
Total net assets 100.0% | $30,570,698 |
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 4-30-22. |
(C) | The rate shown is the annualized seven-day yield as of 4-30-22. |
Shares or Principal Amount | Value | |
COMMON STOCKS – 99.9% | $25,612,148 | |
(Cost $24,377,674) | ||
Financials – 86.1% | 22,083,790 | |
Banks – 26.1% | ||
Bank of America Corp. | 20,721 | 739,325 |
Bank OZK | 955 | 36,691 |
BOK Financial Corp. | 274 | 22,723 |
Cadence Bank | 934 | 23,387 |
Citigroup, Inc. | 7,896 | 380,666 |
Citizens Financial Group, Inc. | 4,616 | 181,870 |
Comerica, Inc. | 1,516 | 124,160 |
Commerce Bancshares, Inc. | 1,194 | 81,634 |
Cullen/Frost Bankers, Inc. | 555 | 73,421 |
East West Bancorp, Inc. | 1,459 | 104,027 |
Fifth Third Bancorp | 6,726 | 252,427 |
First Citizens BancShares, Inc., Class A | 78 | 49,872 |
First Financial Bankshares, Inc. | 1,188 | 47,496 |
First Horizon Corp. | 5,457 | 122,128 |
First Republic Bank | 1,417 | 211,445 |
Glacier Bancorp, Inc. | 547 | 25,031 |
Huntington Bancshares, Inc. | 13,196 | 173,527 |
JPMorgan Chase & Co. | 7,056 | 842,204 |
KeyCorp | 11,159 | 215,480 |
SEE NOTES TO FINANCIAL STATEMENTS | ANNUAL REPORT | JOHN HANCOCK MULTIFACTOR ETFS | 45 |
Shares or Principal Amount | Value | |
Financials (continued) | ||
Banks (continued) | ||
M&T Bank Corp. | 1,730 | $288,287 |
Old National Bancorp | 1,188 | 18,010 |
PacWest Bancorp | 775 | 25,490 |
Pinnacle Financial Partners, Inc. | 593 | 45,987 |
Popular, Inc. | 901 | 70,269 |
Prosperity Bancshares, Inc. | 845 | 55,246 |
Regions Financial Corp. | 10,943 | 226,739 |
Signature Bank | 539 | 130,573 |
SouthState Corp. | 361 | 27,956 |
SVB Financial Group (A) | 513 | 250,159 |
Synovus Financial Corp. | 1,400 | 58,156 |
The PNC Financial Services Group, Inc. | 1,837 | 305,126 |
Truist Financial Corp. | 6,680 | 322,978 |
U.S. Bancorp | 4,719 | 229,155 |
Valley National Bancorp | 2,638 | 31,603 |
Webster Financial Corp. | 758 | 37,892 |
Wells Fargo & Company | 14,680 | 640,488 |
Western Alliance Bancorp | 1,007 | 76,643 |
Wintrust Financial Corp. | 320 | 27,942 |
Zions Bancorp NA | 1,928 | 108,951 |
Capital markets – 21.5% | ||
Affiliated Managers Group, Inc. | 324 | 40,685 |
Ameriprise Financial, Inc. | 1,106 | 293,632 |
Ares Management Corp., Class A | 1,037 | 68,670 |
BlackRock, Inc. | 408 | 254,869 |
Cboe Global Markets, Inc. | 969 | 109,478 |
CME Group, Inc. | 804 | 176,349 |
FactSet Research Systems, Inc. | 372 | 150,098 |
Franklin Resources, Inc. | 3,055 | 75,122 |
Houlihan Lokey, Inc. | 410 | 34,149 |
Interactive Brokers Group, Inc., Class A | 680 | 40,501 |
Intercontinental Exchange, Inc. | 2,163 | 250,497 |
Invesco, Ltd. | 4,338 | 79,732 |
Janus Henderson Group PLC | 1,656 | 50,475 |
Jefferies Financial Group, Inc. | 2,329 | 71,640 |
KKR & Company, Inc. | 2,693 | 137,262 |
LPL Financial Holdings, Inc. | 849 | 159,502 |
MarketAxess Holdings, Inc. | 315 | 83,037 |
Moody’s Corp. | 750 | 237,360 |
Morgan Stanley | 4,711 | 379,659 |
Morningstar, Inc. | 227 | 57,483 |
MSCI, Inc. | 451 | 189,984 |
Nasdaq, Inc. | 1,059 | 166,655 |
Northern Trust Corp. | 2,067 | 213,004 |
Raymond James Financial, Inc. | 1,901 | 185,271 |
Robinhood Markets, Inc., Class A (A)(B) | 2,604 | 25,532 |
S&P Global, Inc. | 917 | 345,251 |
SEI Investments Company | 1,452 | 80,905 |
State Street Corp. | 3,284 | 219,929 |
Shares or Principal Amount | Value | |
Financials (continued) | ||
Capital markets (continued) | ||
Stifel Financial Corp. | 907 | $56,098 |
T. Rowe Price Group, Inc. | 1,177 | 144,818 |
The Bank of New York Mellon Corp. | 4,332 | 182,204 |
The Blackstone Group, Inc. | 1,977 | 200,804 |
The Charles Schwab Corp. | 3,861 | 256,100 |
The Goldman Sachs Group, Inc. | 1,482 | 452,736 |
Tradeweb Markets, Inc., Class A | 595 | 42,358 |
Virtu Financial, Inc., Class A | 663 | 19,147 |
Consumer finance – 6.6% | ||
Ally Financial, Inc. | 5,162 | 206,274 |
American Express Company | 2,034 | 355,360 |
Capital One Financial Corp. | 2,878 | 358,656 |
Credit Acceptance Corp. (A)(B) | 113 | 57,913 |
Discover Financial Services | 3,204 | 360,322 |
OneMain Holdings, Inc. | 1,261 | 57,918 |
SLM Corp. | 3,209 | 53,687 |
Synchrony Financial | 6,303 | 232,013 |
Upstart Holdings, Inc. (A)(B) | 272 | 20,405 |
Diversified financial services – 6.2% | ||
Apollo Global Management, Inc. | 3,868 | 192,472 |
Berkshire Hathaway, Inc., Class B (A) | 3,527 | 1,138,626 |
Equitable Holdings, Inc. | 5,507 | 158,767 |
Voya Financial, Inc. | 1,522 | 96,099 |
Insurance – 25.5% | ||
Aflac, Inc. | 6,134 | 351,356 |
Alleghany Corp. (A) | 133 | 111,255 |
American Financial Group, Inc. | 816 | 113,000 |
American International Group, Inc. | 4,963 | 290,385 |
Aon PLC, Class A | 989 | 284,822 |
Arch Capital Group, Ltd. (A) | 3,785 | 172,861 |
Arthur J. Gallagher & Company | 1,622 | 273,291 |
Assurant, Inc. | 569 | 103,490 |
Brown & Brown, Inc. | 2,324 | 144,042 |
Chubb, Ltd. | 1,272 | 262,604 |
Cincinnati Financial Corp. | 1,270 | 155,778 |
CNA Financial Corp. | 310 | 14,706 |
Erie Indemnity Company, Class A | 269 | 43,115 |
Everest Re Group, Ltd. | 398 | 109,335 |
Fidelity National Financial, Inc. | 3,546 | 141,202 |
First American Financial Corp. | 1,393 | 81,226 |
Globe Life, Inc. | 1,055 | 103,474 |
Lincoln National Corp. | 1,789 | 107,608 |
Loews Corp. | 2,448 | 153,832 |
Markel Corp. (A) | 115 | 155,627 |
Marsh & McLennan Companies, Inc. | 2,444 | 395,195 |
MetLife, Inc. | 3,183 | 209,059 |
Old Republic International Corp. | 3,818 | 84,034 |
Primerica, Inc. | 426 | 55,193 |
Principal Financial Group, Inc. | 2,801 | 190,860 |
46 | JOHN HANCOCK MULTIFACTOR ETFS | ANNUAL REPORT | SEE NOTES TO FINANCIAL STATEMENTS |
Shares or Principal Amount | Value | |
Financials (continued) | ||
Insurance (continued) | ||
Prudential Financial, Inc. | 1,894 | $205,518 |
Reinsurance Group of America, Inc. | 668 | 71,690 |
RenaissanceRe Holdings, Ltd. | 402 | 57,695 |
Ryan Specialty Group Holdings, Inc., Class A (A) | 348 | 12,873 |
The Allstate Corp. | 3,619 | 457,948 |
The Hartford Financial Services Group, Inc. | 4,758 | 332,727 |
The Progressive Corp. | 2,830 | 303,829 |
The Travelers Companies, Inc. | 3,151 | 539,010 |
Unum Group | 2,283 | 69,677 |
W.R. Berkley Corp. | 2,038 | 135,507 |
Willis Towers Watson PLC | 1,115 | 239,569 |
Thrifts and mortgage finance – 0.2% | ||
New York Community Bancorp, Inc. | 4,553 | 42,070 |
Rocket Companies, Inc., Class A | 413 | 3,655 |
Industrials – 1.6% | 400,151 | |
Professional services – 1.6% | ||
Dun & Bradstreet Holdings, Inc. (A) | 1,151 | 18,174 |
Equifax, Inc. | 1,120 | 227,942 |
TransUnion | 1,760 | 154,035 |
Information technology – 12.2% | 3,128,207 | |
IT services – 12.2% | ||
Affirm Holdings, Inc. (A)(B) | 456 | 13,087 |
Block, Inc. (A) | 717 | 71,370 |
Euronet Worldwide, Inc. (A) | 422 | 51,336 |
Fidelity National Information Services, Inc. | 1,445 | 143,272 |
Fiserv, Inc. (A) | 1,372 | 134,346 |
FleetCor Technologies, Inc. (A) | 820 | 204,606 |
Global Payments, Inc. | 1,084 | 148,486 |
Jack Henry & Associates, Inc. | 664 | 125,881 |
Marqeta, Inc., Class A (A) | 879 | 8,175 |
Mastercard, Inc., Class A | 2,439 | 886,284 |
PayPal Holdings, Inc. (A) | 2,723 | 239,433 |
The Western Union Company | 3,502 | 58,694 |
Visa, Inc., Class A | 4,600 | 980,398 |
WEX, Inc. (A) | 378 | 62,839 |
SHORT-TERM INVESTMENTS – 0.6% | $146,212 | |
(Cost $146,219) | ||
Short-term funds – 0.6% | 146,212 | |
John Hancock Collateral Trust, 0.3773% (C)(D) | 8,003 | 80,018 |
State Street Institutional U.S. Government Money Market Fund, Premier Class, 0.2918% (C) | 66,194 | 66,194 |
Total investments (Multifactor Financials ETF) (Cost $24,523,893) 100.5% | $25,758,360 | |
Other assets and liabilities, net (0.5%) | (118,221) | |
Total net assets 100.0% | $25,640,139 |
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 4-30-22. |
(C) | The rate shown is the annualized seven-day yield as of 4-30-22. |
(D) | Investment is an affiliate of the fund, the advisor and/or subadvisor. This security represents the investment of cash collateral received for securities lending. |
Shares or Principal Amount | Value | |
COMMON STOCKS – 100.0% | $41,005,414 | |
(Cost $36,809,580) | ||
Consumer discretionary – 0.6% | 249,646 | |
Diversified consumer services – 0.6% | ||
Service Corp. International | 3,805 | 249,646 |
Health care – 99.4% | 40,755,768 | |
Biotechnology – 16.4% | ||
AbbVie, Inc. | 8,771 | 1,288,284 |
Alnylam Pharmaceuticals, Inc. (A) | 1,168 | 155,846 |
Amgen, Inc. | 2,980 | 694,906 |
Beam Therapeutics, Inc. (A) | 484 | 18,165 |
Biogen, Inc. (A) | 1,484 | 307,841 |
Biohaven Pharmaceutical Holding Company, Ltd. (A) | 483 | 43,069 |
BioMarin Pharmaceutical, Inc. (A) | 2,737 | 222,655 |
Exact Sciences Corp. (A) | 1,469 | 80,868 |
Exelixis, Inc. (A) | 5,601 | 125,126 |
Gilead Sciences, Inc. | 14,421 | 855,742 |
Halozyme Therapeutics, Inc. (A) | 1,905 | 76,010 |
Horizon Therapeutics PLC (A) | 3,132 | 308,690 |
Incyte Corp. (A) | 2,129 | 159,590 |
Intellia Therapeutics, Inc. (A) | 624 | 30,595 |
Mirati Therapeutics, Inc. (A) | 337 | 20,823 |
Moderna, Inc. (A) | 3,185 | 428,096 |
Natera, Inc. (A) | 655 | 23,004 |
Neurocrine Biosciences, Inc. (A) | 957 | 86,159 |
Novavax, Inc. (A) | 575 | 25,915 |
Regeneron Pharmaceuticals, Inc. (A) | 1,181 | 778,409 |
Sarepta Therapeutics, Inc. (A) | 692 | 50,045 |
Seagen, Inc. (A) | 1,393 | 182,497 |
United Therapeutics Corp. (A) | 863 | 153,234 |
Vertex Pharmaceuticals, Inc. (A) | 2,245 | 613,379 |
Health care equipment and supplies – 19.5% | ||
Abbott Laboratories | 9,411 | 1,068,149 |
ABIOMED, Inc. (A) | 500 | 143,290 |
Align Technology, Inc. (A) | 419 | 121,472 |
Baxter International, Inc. | 4,294 | 305,132 |
Becton, Dickinson and Company | 2,288 | 565,571 |
Boston Scientific Corp. (A) | 10,348 | 435,754 |
Dentsply Sirona, Inc. | 3,777 | 151,042 |
Dexcom, Inc. (A) | 764 | 312,155 |
Edwards Lifesciences Corp. (A) | 3,862 | 408,522 |
SEE NOTES TO FINANCIAL STATEMENTS | ANNUAL REPORT | JOHN HANCOCK MULTIFACTOR ETFS | 47 |
Shares or Principal Amount | Value | |
Health care (continued) | ||
Health care equipment and supplies (continued) | ||
Embecta Corp. (A) | 457 | $13,907 |
Envista Holdings Corp. (A) | 2,381 | 94,335 |
Globus Medical, Inc., Class A (A) | 1,175 | 77,809 |
Hologic, Inc. (A) | 5,927 | 426,685 |
ICU Medical, Inc. (A) | 256 | 54,781 |
IDEXX Laboratories, Inc. (A) | 669 | 287,991 |
Insulet Corp. (A) | 660 | 157,733 |
Integra LifeSciences Holdings Corp. (A) | 1,063 | 65,013 |
Intuitive Surgical, Inc. (A) | 1,291 | 308,936 |
Masimo Corp. (A) | 698 | 78,853 |
Medtronic PLC | 6,726 | 701,925 |
Novocure, Ltd. (A) | 684 | 52,381 |
Penumbra, Inc. (A) | 324 | 55,909 |
ResMed, Inc. | 2,316 | 463,131 |
Shockwave Medical, Inc. (A) | 269 | 40,654 |
STERIS PLC | 1,461 | 327,337 |
Stryker Corp. | 1,409 | 339,935 |
Tandem Diabetes Care, Inc. (A) | 519 | 50,073 |
Teleflex, Inc. | 721 | 205,932 |
The Cooper Companies, Inc. | 823 | 297,136 |
Zimmer Biomet Holdings, Inc. | 3,161 | 381,691 |
Health care providers and services – 23.6% | ||
Acadia Healthcare Company, Inc. (A) | 1,098 | 74,532 |
agilon health, Inc. (A) | 1,567 | 27,846 |
Amedisys, Inc. (A) | 445 | 56,804 |
AmerisourceBergen Corp. | 2,272 | 343,731 |
Anthem, Inc. | 1,546 | 775,984 |
Cardinal Health, Inc. | 4,915 | 285,316 |
Centene Corp. (A) | 4,803 | 386,882 |
Chemed Corp. | 264 | 129,727 |
Cigna Corp. | 2,780 | 686,048 |
CVS Health Corp. | 8,290 | 796,918 |
DaVita, Inc. (A) | 1,248 | 135,246 |
Encompass Health Corp. | 2,131 | 146,677 |
Guardant Health, Inc. (A) | 886 | 54,666 |
HCA Healthcare, Inc. | 1,538 | 329,978 |
Henry Schein, Inc. (A) | 2,868 | 232,595 |
Humana, Inc. | 1,227 | 545,475 |
Laboratory Corp. of America Holdings (A) | 2,233 | 536,545 |
McKesson Corp. | 1,908 | 590,736 |
Molina Healthcare, Inc. (A) | 1,068 | 334,765 |
Quest Diagnostics, Inc. | 3,174 | 424,808 |
R1 RCM, Inc. (A) | 2,640 | 59,453 |
Tenet Healthcare Corp. (A) | 1,833 | 132,911 |
UnitedHealth Group, Inc. | 4,672 | 2,375,946 |
Universal Health Services, Inc., Class B | 1,652 | 202,420 |
Health care technology – 2.4% | ||
Cerner Corp. | 6,002 | 562,027 |
Change Healthcare, Inc. (A) | 3,577 | 84,274 |
Shares or Principal Amount | Value | |
Health care (continued) | ||
Health care technology (continued) | ||
Doximity, Inc., Class A (A) | 597 | $23,802 |
Inspire Medical Systems, Inc. (A) | 218 | 44,856 |
Omnicell, Inc. (A) | 559 | 61,026 |
Teladoc Health, Inc. (A) | 1,631 | 55,063 |
Veeva Systems, Inc., Class A (A) | 771 | 140,283 |
Life sciences tools and services – 14.3% | ||
10X Genomics, Inc., Class A (A) | 633 | 30,232 |
Agilent Technologies, Inc. | 3,977 | 474,337 |
Avantor, Inc. (A) | 8,747 | 278,854 |
Bio-Rad Laboratories, Inc., Class A (A) | 364 | 186,390 |
Bio-Techne Corp. | 542 | 205,792 |
Bruker Corp. | 1,936 | 111,301 |
Charles River Laboratories International, Inc. (A) | 798 | 192,725 |
Danaher Corp. | 3,416 | 857,860 |
Illumina, Inc. (A) | 869 | 257,789 |
IQVIA Holdings, Inc. (A) | 1,653 | 360,337 |
Maravai LifeSciences Holdings, Inc., Class A (A) | 1,539 | 47,293 |
Medpace Holdings, Inc. (A) | 391 | 52,226 |
Mettler-Toledo International, Inc. (A) | 353 | 450,968 |
PerkinElmer, Inc. | 2,279 | 334,124 |
Repligen Corp. (A) | 529 | 83,180 |
Sotera Health Company (A) | 1,513 | 30,835 |
Syneos Health, Inc. (A) | 1,548 | 113,143 |
Thermo Fisher Scientific, Inc. | 2,212 | 1,223,059 |
Waters Corp. (A) | 901 | 273,021 |
West Pharmaceutical Services, Inc. | 1,025 | 322,937 |
Pharmaceuticals – 23.2% | ||
Bristol-Myers Squibb Company | 15,361 | 1,156,222 |
Catalent, Inc. (A) | 2,688 | 243,425 |
Elanco Animal Health, Inc. (A) | 6,634 | 167,907 |
Eli Lilly & Company | 4,229 | 1,235,418 |
Jazz Pharmaceuticals PLC (A) | 1,151 | 184,413 |
Johnson & Johnson | 15,272 | 2,755,985 |
Merck & Company, Inc. | 14,878 | 1,319,530 |
Organon & Company | 2,925 | 94,565 |
Pfizer, Inc. | 32,605 | 1,599,927 |
Royalty Pharma PLC, Class A | 4,315 | 183,733 |
Viatris, Inc. | 14,097 | 145,622 |
Zoetis, Inc. | 2,387 | 423,096 |
SHORT-TERM INVESTMENTS – 0.1% | $58,371 | |
(Cost $58,371) | ||
Short-term funds – 0.1% | 58,371 | |
State Street Institutional U.S. Government Money Market Fund, Premier Class, 0.2918% (B) | 58,371 | 58,371 |
Total investments (Multifactor Healthcare ETF) (Cost $36,867,951) 100.1% | $41,063,785 | |
Other assets and liabilities, net (0.1%) | (39,695) | |
Total net assets 100.0% | $41,024,090 |
48 | JOHN HANCOCK MULTIFACTOR ETFS | ANNUAL REPORT | SEE NOTES TO FINANCIAL STATEMENTS |
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 4-30-22. |
Shares or Principal Amount | Value | |
COMMON STOCKS – 100.0% | $15,751,642 | |
(Cost $16,750,980) | ||
Consumer discretionary – 8.4% | 1,317,406 | |
Auto components – 2.4% | ||
Aptiv PLC (A) | 1,527 | 162,473 |
Autoliv, Inc. | 647 | 47,671 |
BorgWarner, Inc. | 1,812 | 66,736 |
Gentex Corp. | 1,735 | 50,922 |
Lear Corp. | 456 | 58,341 |
Distributors – 0.7% | ||
Pool Corp. | 257 | 104,142 |
Diversified consumer services – 0.1% | ||
ADT, Inc. | 1,577 | 10,802 |
Hotels, restaurants and leisure – 0.4% | ||
Aramark | 1,851 | 67,099 |
Household durables – 4.8% | ||
D.R. Horton, Inc. | 2,850 | 198,332 |
Leggett & Platt, Inc. | 1,345 | 47,922 |
Lennar Corp., A Shares | 2,020 | 154,510 |
Lennar Corp., B Shares | 93 | 6,064 |
Mohawk Industries, Inc. (A) | 373 | 52,615 |
NVR, Inc. (A) | 28 | 122,534 |
PulteGroup, Inc. | 2,132 | 89,032 |
Toll Brothers, Inc. | 796 | 36,911 |
TopBuild Corp. (A) | 228 | 41,300 |
Health care – 0.1% | 18,488 | |
Health care equipment and supplies – 0.1% | ||
Enovis Corp. (A) | 285 | 18,488 |
Industrials – 81.6% | 12,855,610 | |
Aerospace and defense – 12.3% | ||
Axon Enterprise, Inc. (A) | 287 | 32,201 |
BWX Technologies, Inc. | 608 | 31,567 |
Curtiss-Wright Corp. | 141 | 20,150 |
General Dynamics Corp. | 856 | 202,470 |
HEICO Corp. | 221 | 31,212 |
HEICO Corp., Class A | 382 | 44,556 |
Howmet Aerospace, Inc. | 2,150 | 73,358 |
Huntington Ingalls Industries, Inc. | 347 | 73,821 |
L3Harris Technologies, Inc. | 623 | 144,698 |
Lockheed Martin Corp. | 556 | 240,259 |
Northrop Grumman Corp. | 539 | 236,837 |
Raytheon Technologies Corp. | 3,452 | 327,629 |
Shares or Principal Amount | Value | |
Industrials (continued) | ||
Aerospace and defense (continued) | ||
Spirit AeroSystems Holdings, Inc., Class A | 199 | $8,366 |
Textron, Inc. | 1,656 | 114,678 |
The Boeing Company (A) | 976 | 145,268 |
TransDigm Group, Inc. (A) | 268 | 159,409 |
Woodward, Inc. | 401 | 44,302 |
Air freight and logistics – 4.8% | ||
C.H. Robinson Worldwide, Inc. | 993 | 105,407 |
Expeditors International of Washington, Inc. | 1,256 | 124,432 |
FedEx Corp. | 945 | 187,809 |
GXO Logistics, Inc. (A) | 781 | 46,227 |
United Parcel Service, Inc., Class B | 1,606 | 289,048 |
Airlines – 1.0% | ||
Alaska Air Group, Inc. (A) | 291 | 15,827 |
American Airlines Group, Inc. (A) | 975 | 18,301 |
Delta Air Lines, Inc. (A) | 857 | 36,877 |
Southwest Airlines Company (A) | 1,129 | 52,747 |
United Airlines Holdings, Inc. (A) | 714 | 36,057 |
Building products – 6.2% | ||
A.O. Smith Corp. | 935 | 54,632 |
Advanced Drainage Systems, Inc. | 350 | 35,861 |
Builders FirstSource, Inc. (A) | 1,556 | 95,803 |
Carlisle Companies, Inc. | 413 | 107,116 |
Carrier Global Corp. | 4,915 | 188,097 |
Johnson Controls International PLC | 2,432 | 145,604 |
Lennox International, Inc. | 197 | 41,998 |
Masco Corp. | 1,527 | 80,458 |
Trane Technologies PLC | 1,219 | 170,526 |
Trex Company, Inc. (A) | 654 | 38,056 |
UFP Industries, Inc. | 260 | 20,116 |
Commercial services and supplies – 5.7% | ||
Cintas Corp. | 480 | 190,685 |
Clean Harbors, Inc. (A) | 218 | 22,875 |
Copart, Inc. (A) | 789 | 89,670 |
IAA, Inc. (A) | 812 | 29,760 |
MSA Safety, Inc. | 215 | 25,948 |
Republic Services, Inc. | 1,574 | 211,341 |
Stericycle, Inc. (A) | 584 | 29,311 |
Tetra Tech, Inc. | 322 | 44,848 |
Waste Management, Inc. | 1,585 | 260,637 |
Construction and engineering – 2.1% | ||
AECOM | 1,109 | 78,251 |
EMCOR Group, Inc. | 502 | 53,453 |
MasTec, Inc. (A) | 450 | 32,405 |
Quanta Services, Inc. | 983 | 114,008 |
WillScot Mobile Mini Holdings Corp. (A) | 1,434 | 50,333 |
Electrical equipment – 6.9% | ||
Acuity Brands, Inc. | 205 | 35,358 |
AMETEK, Inc. | 1,589 | 200,627 |
Eaton Corp. PLC | 1,362 | 197,517 |
SEE NOTES TO FINANCIAL STATEMENTS | ANNUAL REPORT | JOHN HANCOCK MULTIFACTOR ETFS | 49 |
Shares or Principal Amount | Value | |
Industrials (continued) | ||
Electrical equipment (continued) | ||
Emerson Electric Company | 2,264 | $204,168 |
Generac Holdings, Inc. (A) | 358 | 78,538 |
Hubbell, Inc. | 430 | 84,005 |
nVent Electric PLC | 870 | 29,389 |
Regal Rexnord Corp. | 427 | 54,331 |
Rockwell Automation, Inc. | 732 | 184,954 |
Sunrun, Inc. (A) | 1,068 | 21,339 |
Industrial conglomerates – 4.3% | ||
3M Company | 1,560 | 224,983 |
General Electric Company | 2,218 | 165,352 |
Honeywell International, Inc. | 1,488 | 287,943 |
Machinery – 20.4% | ||
AGCO Corp. | 498 | 63,445 |
Caterpillar, Inc. | 1,486 | 312,862 |
Chart Industries, Inc. (A) | 170 | 28,699 |
Crane Company | 270 | 25,982 |
Cummins, Inc. | 1,083 | 204,893 |
Deere & Company | 749 | 282,785 |
Donaldson Company, Inc. | 944 | 46,294 |
Dover Corp. | 1,022 | 136,233 |
Esab Corp. (A) | 285 | 13,395 |
Fortive Corp. | 2,220 | 127,650 |
Graco, Inc. | 1,123 | 69,648 |
IDEX Corp. | 510 | 96,808 |
Illinois Tool Works, Inc. | 983 | 193,759 |
Ingersoll Rand, Inc. | 2,582 | 113,505 |
ITT, Inc. | 774 | 54,350 |
Lincoln Electric Holdings, Inc. | 496 | 66,826 |
Nordson Corp. | 347 | 74,844 |
Oshkosh Corp. | 589 | 54,447 |
Otis Worldwide Corp. | 2,172 | 158,208 |
PACCAR, Inc. | 2,425 | 201,396 |
Parker-Hannifin Corp. | 904 | 244,821 |
Pentair PLC | 1,229 | 62,372 |
Snap-on, Inc. | 437 | 92,858 |
Stanley Black & Decker, Inc. | 1,120 | 134,568 |
The Middleby Corp. (A) | 456 | 70,174 |
The Timken Company | 492 | 28,359 |
The Toro Company | 731 | 58,575 |
Wabtec Corp. | 1,154 | 103,756 |
Xylem, Inc. | 1,069 | 86,055 |
Professional services – 4.7% | ||
ASGN, Inc. (A) | 253 | 28,703 |
CACI International, Inc., Class A (A) | 185 | 49,081 |
Clarivate PLC (A) | 2,281 | 35,766 |
Exponent, Inc. | 222 | 21,270 |
Jacobs Engineering Group, Inc. | 916 | 126,912 |
KBR, Inc. | 424 | 20,874 |
Leidos Holdings, Inc. | 976 | 101,026 |
Shares or Principal Amount | Value | |
Industrials (continued) | ||
Professional services (continued) | ||
ManpowerGroup, Inc. | 448 | $40,410 |
Robert Half International, Inc. | 897 | 88,184 |
TriNet Group, Inc. (A) | 418 | 37,077 |
Verisk Analytics, Inc. | 899 | 183,441 |
Road and rail – 8.9% | ||
AMERCO | 81 | 43,374 |
CSX Corp. | 8,071 | 277,158 |
J.B. Hunt Transport Services, Inc. | 670 | 114,470 |
Knight-Swift Transportation Holdings, Inc. | 1,090 | 52,200 |
Landstar System, Inc. | 329 | 50,962 |
Norfolk Southern Corp. | 962 | 248,081 |
Old Dominion Freight Line, Inc. | 694 | 194,403 |
Saia, Inc. (A) | 175 | 36,043 |
Union Pacific Corp. | 1,470 | 344,406 |
XPO Logistics, Inc. (A) | 853 | 45,883 |
Trading companies and distributors – 4.3% | ||
Fastenal Company | 3,433 | 189,879 |
United Rentals, Inc. (A) | 729 | 230,743 |
Univar Solutions, Inc. (A) | 698 | 20,326 |
W.W. Grainger, Inc. | 302 | 151,009 |
Watsco, Inc. | 200 | 53,356 |
WESCO International, Inc. (A) | 318 | 39,197 |
Information technology – 9.6% | 1,512,200 | |
Electronic equipment, instruments and components – 2.3% | ||
Arrow Electronics, Inc. (A) | 597 | 70,362 |
CDW Corp. | 908 | 148,167 |
TD SYNNEX Corp. | 255 | 25,523 |
Teledyne Technologies, Inc. (A) | 278 | 119,971 |
IT services – 7.3% | ||
Accenture PLC, Class A | 1,476 | 443,332 |
Automatic Data Processing, Inc. | 1,007 | 219,707 |
Broadridge Financial Solutions, Inc. | 782 | 112,710 |
Gartner, Inc. (A) | 433 | 125,808 |
Genpact, Ltd. | 1,295 | 52,150 |
Globant SA (A) | 125 | 26,999 |
Maximus, Inc. | 406 | 29,589 |
Paychex, Inc. | 1,088 | 137,882 |
Materials – 0.3% | 47,938 | |
Paper and forest products – 0.3% | ||
Louisiana-Pacific Corp. | 743 | 47,938 |
50 | JOHN HANCOCK MULTIFACTOR ETFS | ANNUAL REPORT | SEE NOTES TO FINANCIAL STATEMENTS |
Shares or Principal Amount | Value | |
SHORT-TERM INVESTMENTS – 0.4% | $64,780 | |
(Cost $64,780) | ||
Short-term funds – 0.4% | 64,780 | |
State Street Institutional U.S. Government Money Market Fund, Premier Class, 0.2918% (B) | 64,780 | $64,780 |
Total investments (Multifactor Industrials ETF) (Cost $16,815,760) 100.4% | $15,816,422 | |
Other assets and liabilities, net (0.4%) | (55,757) | |
Total net assets 100.0% | $15,760,665 |
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 4-30-22. |
Shares or Principal Amount | Value | |
COMMON STOCKS – 99.9% | $781,157,581 | |
(Cost $671,313,478) | ||
Communication services – 6.5% | 50,910,780 | |
Diversified telecommunication services – 0.8% | ||
AT&T, Inc. | 121,022 | 2,282,475 |
Lumen Technologies, Inc. | 65,214 | 656,053 |
Verizon Communications, Inc. | 78,438 | 3,631,679 |
Entertainment – 1.1% | ||
Activision Blizzard, Inc. | 16,213 | 1,225,703 |
Electronic Arts, Inc. | 8,219 | 970,253 |
Endeavor Group Holdings, Inc., Class A (A) | 555 | 12,626 |
Liberty Media Corp.-Liberty Formula One, Series A (A) | 891 | 51,161 |
Liberty Media Corp.-Liberty Formula One, Series C (A) | 7,606 | 474,082 |
Live Nation Entertainment, Inc. (A) | 4,715 | 494,509 |
Netflix, Inc. (A) | 5,104 | 971,597 |
Playtika Holding Corp. (A) | 1,045 | 18,371 |
Roku, Inc. (A) | 1,769 | 164,340 |
Spotify Technology SA (A) | 1,127 | 114,560 |
Take-Two Interactive Software, Inc. (A) | 3,614 | 431,909 |
The Walt Disney Company (A) | 24,468 | 2,731,363 |
Warner Bros Discovery, Inc. (A) | 52,123 | 946,032 |
Warner Music Group Corp., Class A | 2,578 | 76,747 |
Zynga, Inc., Class A (A) | 20,818 | 172,165 |
Interactive media and services – 3.2% | ||
Alphabet, Inc., Class A (A) | 5,801 | 13,238,984 |
Alphabet, Inc., Class C (A) | 1,154 | 2,653,427 |
Match Group, Inc. (A) | 6,165 | 487,960 |
Meta Platforms, Inc., Class A (A) | 35,000 | 7,016,450 |
Pinterest, Inc., Class A (A) | 7,053 | 144,728 |
Shares or Principal Amount | Value | |
Communication services (continued) | ||
Interactive media and services (continued) | ||
Snap, Inc., Class A (A) | 11,053 | $314,568 |
Twitter, Inc. (A) | 12,732 | 624,123 |
ZoomInfo Technologies, Inc. (A) | 3,342 | 158,411 |
Media – 1.2% | ||
Cable One, Inc. | 192 | 223,910 |
Charter Communications, Inc., Class A (A) | 2,187 | 937,108 |
Comcast Corp., Class A | 83,609 | 3,324,294 |
DISH Network Corp., Class A (A) | 10,402 | 296,561 |
Fox Corp., Class A | 13,247 | 474,772 |
Fox Corp., Class B | 5,059 | 168,161 |
Liberty Broadband Corp., Series A (A) | 516 | 55,553 |
Liberty Broadband Corp., Series C (A) | 6,992 | 781,845 |
Liberty Media Corp.-Liberty SiriusXM, Series A | 5,203 | 217,641 |
Liberty Media Corp.-Liberty SiriusXM, Series C (A) | 3,892 | 162,997 |
News Corp., Class A | 14,536 | 288,685 |
News Corp., Class B | 4,382 | 87,246 |
Omnicom Group, Inc. | 12,951 | 985,960 |
Paramount Global, Class A | 239 | 7,540 |
Paramount Global, Class B | 17,390 | 506,397 |
Sirius XM Holdings, Inc. (B) | 33,546 | 201,276 |
The Interpublic Group of Companies, Inc. | 23,679 | 772,409 |
The New York Times Company, Class A | 3,139 | 120,286 |
Wireless telecommunication services – 0.2% | ||
T-Mobile US, Inc. (A) | 10,020 | 1,233,863 |
Consumer discretionary – 10.7% | 83,476,288 | |
Auto components – 0.3% | ||
Aptiv PLC (A) | 7,955 | 846,412 |
Autoliv, Inc. | 4,069 | 299,804 |
BorgWarner, Inc. | 10,303 | 379,459 |
Gentex Corp. | 10,685 | 313,605 |
Lear Corp. | 3,509 | 448,941 |
Automobiles – 1.1% | ||
Ford Motor Company | 80,004 | 1,132,857 |
General Motors Company (A) | 28,492 | 1,080,132 |
Rivian Automotive, Inc., Class A (A) | 421 | 12,731 |
Tesla, Inc. (A) | 6,942 | 6,044,816 |
Distributors – 0.3% | ||
Genuine Parts Company | 6,972 | 906,709 |
LKQ Corp. | 11,441 | 567,817 |
Pool Corp. | 1,456 | 590,000 |
Diversified consumer services – 0.1% | ||
Bright Horizons Family Solutions, Inc. (A) | 1,903 | 217,399 |
Service Corp. International | 9,538 | 625,788 |
Hotels, restaurants and leisure – 2.0% | ||
Airbnb, Inc., Class A (A) | 797 | 122,108 |
Aramark | 11,058 | 400,853 |
Booking Holdings, Inc. (A) | 521 | 1,151,572 |
SEE NOTES TO FINANCIAL STATEMENTS | ANNUAL REPORT | JOHN HANCOCK MULTIFACTOR ETFS | 51 |
Shares or Principal Amount | Value | |
Consumer discretionary (continued) | ||
Hotels, restaurants and leisure (continued) | ||
Boyd Gaming Corp. | 1,147 | $69,485 |
Caesars Entertainment, Inc. (A) | 5,643 | 374,018 |
Carnival Corp. (A) | 20,539 | 355,325 |
Chipotle Mexican Grill, Inc. (A) | 635 | 924,312 |
Choice Hotels International, Inc. | 258 | 36,239 |
Churchill Downs, Inc. | 808 | 163,976 |
Darden Restaurants, Inc. | 5,933 | 781,554 |
Domino’s Pizza, Inc. | 1,321 | 446,498 |
DraftKings, Inc., Class A (A) | 5,963 | 81,574 |
Expedia Group, Inc. (A) | 4,818 | 841,946 |
Hilton Worldwide Holdings, Inc. (A) | 8,496 | 1,319,344 |
Hyatt Hotels Corp., Class A (A) | 1,589 | 150,891 |
Las Vegas Sands Corp. (A) | 9,149 | 324,149 |
Marriott International, Inc., Class A (A) | 6,687 | 1,187,076 |
McDonald’s Corp. | 10,450 | 2,603,722 |
MGM Resorts International | 19,985 | 820,184 |
Norwegian Cruise Line Holdings, Ltd. (A)(B) | 6,190 | 123,986 |
Penn National Gaming, Inc. (A) | 4,078 | 149,132 |
Royal Caribbean Cruises, Ltd. (A) | 7,254 | 563,853 |
Starbucks Corp. | 17,432 | 1,301,124 |
Vail Resorts, Inc. | 1,651 | 419,618 |
Wyndham Hotels & Resorts, Inc. | 875 | 76,965 |
Wynn Resorts, Ltd. (A) | 3,401 | 239,702 |
Yum! Brands, Inc. | 8,385 | 981,129 |
Household durables – 0.7% | ||
D.R. Horton, Inc. | 15,786 | 1,098,548 |
Garmin, Ltd. | 6,131 | 672,816 |
Lennar Corp., A Shares | 10,815 | 827,239 |
Lennar Corp., B Shares | 535 | 34,882 |
Mohawk Industries, Inc. (A) | 2,864 | 403,996 |
Newell Brands, Inc. | 16,356 | 378,641 |
NVR, Inc. (A) | 203 | 888,371 |
PulteGroup, Inc. | 11,852 | 494,940 |
Whirlpool Corp. | 3,749 | 680,518 |
Internet and direct marketing retail – 2.1% | ||
Amazon.com, Inc. (A) | 6,128 | 15,231,941 |
Chewy, Inc., Class A (A)(B) | 1,337 | 38,853 |
DoorDash, Inc., Class A (A) | 797 | 64,900 |
eBay, Inc. | 21,440 | 1,113,165 |
Etsy, Inc. (A) | 3,260 | 303,799 |
Wayfair, Inc., Class A (A)(B) | 1,239 | 95,329 |
Leisure products – 0.1% | ||
Hasbro, Inc. | 6,103 | 537,430 |
Mattel, Inc. (A) | 4,444 | 108,034 |
Peloton Interactive, Inc., Class A (A) | 4,006 | 70,345 |
Multiline retail – 0.9% | ||
Dollar General Corp. | 7,194 | 1,708,791 |
Dollar Tree, Inc. (A) | 10,573 | 1,717,584 |
Kohl’s Corp. | 3,361 | 194,535 |
Shares or Principal Amount | Value | |
Consumer discretionary (continued) | ||
Multiline retail (continued) | ||
Target Corp. | 14,591 | $3,336,232 |
Specialty retail – 2.4% | ||
Advance Auto Parts, Inc. | 2,932 | 585,315 |
AutoZone, Inc. (A) | 804 | 1,572,198 |
Bath & Body Works, Inc. | 5,698 | 301,367 |
Best Buy Company, Inc. | 15,329 | 1,378,537 |
Burlington Stores, Inc. (A) | 2,232 | 454,346 |
CarMax, Inc. (A) | 8,199 | 703,310 |
Carvana Company (A) | 753 | 43,644 |
Dick’s Sporting Goods, Inc. (B) | 1,598 | 154,079 |
Five Below, Inc. (A) | 1,659 | 260,629 |
Floor & Decor Holdings, Inc., Class A (A) | 3,076 | 245,219 |
Lithia Motors, Inc. | 829 | 234,715 |
Lowe’s Companies, Inc. | 10,135 | 2,003,994 |
O’Reilly Automotive, Inc. (A) | 1,505 | 912,858 |
RH (A) | 470 | 157,976 |
Ross Stores, Inc. | 11,614 | 1,158,729 |
The Home Depot, Inc. | 13,458 | 4,042,783 |
The TJX Companies, Inc. | 25,574 | 1,567,175 |
Tractor Supply Company | 7,192 | 1,448,828 |
Ulta Beauty, Inc. (A) | 2,870 | 1,138,816 |
Williams-Sonoma, Inc. | 3,240 | 422,755 |
Textiles, apparel and luxury goods – 0.7% | ||
Capri Holdings, Ltd. (A) | 2,692 | 128,408 |
Deckers Outdoor Corp. (A) | 888 | 235,986 |
Levi Strauss & Company, Class A | 1,947 | 35,260 |
Lululemon Athletica, Inc. (A) | 3,408 | 1,208,579 |
NIKE, Inc., Class B | 20,272 | 2,527,918 |
Ralph Lauren Corp. | 1,034 | 107,888 |
Tapestry, Inc. | 8,283 | 272,676 |
Under Armour, Inc., Class A (A) | 3,366 | 51,702 |
Under Armour, Inc., Class C (A) | 3,388 | 48,076 |
VF Corp. | 11,439 | 594,828 |
Consumer staples – 6.3% | 49,638,325 | |
Beverages – 1.4% | ||
Brown-Forman Corp., Class A | 2,301 | 143,628 |
Brown-Forman Corp., Class B | 7,477 | 504,249 |
Constellation Brands, Inc., Class A | 4,724 | 1,162,529 |
Keurig Dr. Pepper, Inc. | 11,658 | 436,009 |
Molson Coors Beverage Company, Class B | 7,863 | 425,703 |
Monster Beverage Corp. (A) | 8,537 | 731,450 |
PepsiCo, Inc. | 21,248 | 3,648,494 |
The Coca-Cola Company | 54,464 | 3,518,919 |
Food and staples retailing – 1.6% | ||
Albertsons Companies, Inc., Class A | 3,493 | 109,261 |
BJ’s Wholesale Club Holdings, Inc. (A) | 1,037 | 66,731 |
Costco Wholesale Corp. | 6,931 | 3,685,351 |
Performance Food Group Company (A) | 1,433 | 70,575 |
52 | JOHN HANCOCK MULTIFACTOR ETFS | ANNUAL REPORT | SEE NOTES TO FINANCIAL STATEMENTS |
Shares or Principal Amount | Value | |
Consumer staples (continued) | ||
Food and staples retailing (continued) | ||
Sysco Corp. | 13,453 | $1,149,962 |
The Kroger Company | 45,934 | 2,478,599 |
U.S. Foods Holding Corp. (A) | 8,268 | 311,042 |
Walgreens Boots Alliance, Inc. | 17,002 | 720,885 |
Walmart, Inc. | 25,127 | 3,844,180 |
Food products – 1.6% | ||
Archer-Daniels-Midland Company | 16,364 | 1,465,560 |
Bunge, Ltd. | 6,652 | 752,474 |
Campbell Soup Company | 9,618 | 454,162 |
Conagra Brands, Inc. | 20,018 | 699,229 |
Darling Ingredients, Inc. (A) | 3,869 | 283,946 |
General Mills, Inc. | 20,056 | 1,418,561 |
Hormel Foods Corp. | 10,361 | 542,813 |
Kellogg Company | 11,716 | 802,546 |
Lamb Weston Holdings, Inc. | 5,839 | 385,958 |
McCormick & Company, Inc. | 11,060 | 1,112,304 |
Mondelez International, Inc., Class A | 25,415 | 1,638,759 |
The Hershey Company | 5,192 | 1,172,198 |
The J.M. Smucker Company | 4,347 | 595,235 |
The Kraft Heinz Company | 13,701 | 584,074 |
Tyson Foods, Inc., Class A | 10,631 | 990,384 |
Household products – 1.2% | ||
Church & Dwight Company, Inc. | 9,424 | 919,405 |
Colgate-Palmolive Company | 14,126 | 1,088,408 |
Kimberly-Clark Corp. | 6,512 | 904,061 |
The Clorox Company | 5,839 | 837,721 |
The Procter & Gamble Company | 35,924 | 5,767,598 |
Personal products – 0.1% | ||
The Estee Lauder Companies, Inc., Class A | 3,292 | 869,286 |
Tobacco – 0.4% | ||
Altria Group, Inc. | 27,545 | 1,530,676 |
Philip Morris International, Inc. | 18,154 | 1,815,400 |
Energy – 4.3% | 33,229,024 | |
Energy equipment and services – 0.4% | ||
Baker Hughes Company | 19,529 | 605,790 |
Halliburton Company | 26,319 | 937,483 |
Schlumberger NV | 34,157 | 1,332,465 |
Oil, gas and consumable fuels – 3.9% | ||
APA Corp. | 1,457 | 59,635 |
Cheniere Energy, Inc. | 6,610 | 897,704 |
Chesapeake Energy Corp. | 790 | 64,796 |
Chevron Corp. | 30,907 | 4,842,200 |
ConocoPhillips | 26,592 | 2,540,068 |
Continental Resources, Inc. | 3,323 | 184,659 |
Coterra Energy, Inc. | 6,342 | 182,586 |
Devon Energy Corp. | 12,538 | 729,335 |
Diamondback Energy, Inc. | 5,799 | 732,008 |
EOG Resources, Inc. | 16,540 | 1,931,210 |
Shares or Principal Amount | Value | |
Energy (continued) | ||
Oil, gas and consumable fuels (continued) | ||
EQT Corp. (A) | 3,064 | $121,794 |
Exxon Mobil Corp. | 62,740 | 5,348,585 |
Hess Corp. | 10,793 | 1,112,435 |
Kinder Morgan, Inc. | 57,642 | 1,046,202 |
Marathon Oil Corp. | 27,531 | 686,073 |
Marathon Petroleum Corp. | 16,402 | 1,431,239 |
Occidental Petroleum Corp. | 27,239 | 1,500,597 |
ONEOK, Inc. | 15,876 | 1,005,427 |
Ovintiv, Inc. | 2,465 | 126,183 |
Phillips 66 | 11,228 | 974,141 |
Pioneer Natural Resources Company | 4,474 | 1,040,071 |
Targa Resources Corp. | 3,506 | 257,375 |
Texas Pacific Land Corp. | 130 | 177,658 |
The Williams Companies, Inc. | 39,828 | 1,365,702 |
Valero Energy Corp. | 17,901 | 1,995,603 |
Financials – 12.9% | 100,671,200 | |
Banks – 3.8% | ||
Bank of America Corp. | 104,329 | 3,722,459 |
Citigroup, Inc. | 38,705 | 1,865,968 |
Citizens Financial Group, Inc. | 19,976 | 787,054 |
Comerica, Inc. | 7,309 | 598,607 |
Commerce Bancshares, Inc. | 4,466 | 305,340 |
Cullen/Frost Bankers, Inc. | 338 | 44,714 |
East West Bancorp, Inc. | 5,851 | 417,176 |
Fifth Third Bancorp | 37,085 | 1,391,800 |
First Citizens BancShares, Inc., Class A | 128 | 81,841 |
First Horizon Corp. | 15,507 | 347,047 |
First Republic Bank | 6,158 | 918,897 |
Huntington Bancshares, Inc. | 48,572 | 638,722 |
JPMorgan Chase & Co. | 47,074 | 5,618,753 |
KeyCorp | 46,218 | 892,470 |
M&T Bank Corp. | 6,138 | 1,022,836 |
Regions Financial Corp. | 56,432 | 1,169,271 |
Signature Bank | 2,111 | 511,390 |
SVB Financial Group (A) | 2,174 | 1,060,129 |
The PNC Financial Services Group, Inc. | 8,939 | 1,484,768 |
Truist Financial Corp. | 30,811 | 1,489,712 |
U.S. Bancorp | 28,227 | 1,370,703 |
Webster Financial Corp. | 1,090 | 54,489 |
Wells Fargo & Company | 71,308 | 3,111,168 |
Western Alliance Bancorp | 2,335 | 177,717 |
Zions Bancorp NA | 8,264 | 466,999 |
Capital markets – 3.3% | ||
Ameriprise Financial, Inc. | 6,050 | 1,606,215 |
Ares Management Corp., Class A | 3,547 | 234,882 |
BlackRock, Inc. | 1,763 | 1,101,311 |
Cboe Global Markets, Inc. | 3,812 | 430,680 |
CME Group, Inc. | 4,584 | 1,005,455 |
FactSet Research Systems, Inc. | 1,572 | 634,286 |
SEE NOTES TO FINANCIAL STATEMENTS | ANNUAL REPORT | JOHN HANCOCK MULTIFACTOR ETFS | 53 |
Shares or Principal Amount | Value | |
Financials (continued) | ||
Capital markets (continued) | ||
Franklin Resources, Inc. | 13,412 | $329,801 |
Intercontinental Exchange, Inc. | 10,797 | 1,250,401 |
Invesco, Ltd. | 9,254 | 170,089 |
Jefferies Financial Group, Inc. | 3,193 | 98,217 |
KKR & Company, Inc. | 10,618 | 541,199 |
LPL Financial Holdings, Inc. | 3,297 | 619,407 |
MarketAxess Holdings, Inc. | 1,347 | 355,083 |
Moody’s Corp. | 3,934 | 1,245,032 |
Morgan Stanley | 28,213 | 2,273,686 |
Morningstar, Inc. | 854 | 216,258 |
MSCI, Inc. | 1,898 | 799,533 |
Nasdaq, Inc. | 4,773 | 751,127 |
Northern Trust Corp. | 9,451 | 973,926 |
Raymond James Financial, Inc. | 8,347 | 813,499 |
Robinhood Markets, Inc., Class A (A)(B) | 5,046 | 49,476 |
S&P Global, Inc. | 6,792 | 2,557,188 |
SEI Investments Company | 6,964 | 388,034 |
State Street Corp. | 13,589 | 910,055 |
Stifel Financial Corp. | 827 | 51,150 |
T. Rowe Price Group, Inc. | 6,855 | 843,439 |
The Bank of New York Mellon Corp. | 25,458 | 1,070,763 |
The Blackstone Group, Inc. | 8,084 | 821,092 |
The Charles Schwab Corp. | 23,629 | 1,567,312 |
The Goldman Sachs Group, Inc. | 6,225 | 1,901,675 |
Tradeweb Markets, Inc., Class A | 1,986 | 141,383 |
Consumer finance – 1.0% | ||
Ally Financial, Inc. | 25,292 | 1,010,668 |
American Express Company | 12,351 | 2,157,843 |
Capital One Financial Corp. | 14,653 | 1,826,057 |
Credit Acceptance Corp. (A)(B) | 161 | 82,513 |
Discover Financial Services | 15,088 | 1,696,796 |
Synchrony Financial | 27,495 | 1,012,091 |
Upstart Holdings, Inc. (A)(B) | 590 | 44,262 |
Diversified financial services – 1.2% | ||
Apollo Global Management, Inc. | 12,610 | 627,474 |
Berkshire Hathaway, Inc., Class B (A) | 23,483 | 7,581,017 |
Equitable Holdings, Inc. | 18,260 | 526,436 |
Voya Financial, Inc. | 6,420 | 405,359 |
Insurance – 3.6% | ||
Aflac, Inc. | 25,362 | 1,452,735 |
Alleghany Corp. (A) | 576 | 481,824 |
American Financial Group, Inc. | 3,471 | 480,664 |
American International Group, Inc. | 23,057 | 1,349,065 |
Aon PLC, Class A | 5,977 | 1,721,316 |
Arch Capital Group, Ltd. (A) | 15,399 | 703,272 |
Arthur J. Gallagher & Company | 7,542 | 1,270,752 |
Assurant, Inc. | 1,909 | 347,209 |
Brown & Brown, Inc. | 9,370 | 580,753 |
Chubb, Ltd. | 6,757 | 1,394,983 |
Shares or Principal Amount | Value | |
Financials (continued) | ||
Insurance (continued) | ||
Cincinnati Financial Corp. | 6,532 | $801,215 |
CNA Financial Corp. | 1,532 | 72,678 |
Erie Indemnity Company, Class A | 1,008 | 161,562 |
Everest Re Group, Ltd. | 1,846 | 507,115 |
Fidelity National Financial, Inc. | 13,929 | 554,653 |
Globe Life, Inc. | 5,120 | 502,170 |
Lincoln National Corp. | 9,175 | 551,876 |
Loews Corp. | 12,442 | 781,855 |
Markel Corp. (A) | 490 | 663,107 |
Marsh & McLennan Companies, Inc. | 10,595 | 1,713,212 |
MetLife, Inc. | 16,001 | 1,050,946 |
Old Republic International Corp. | 3,606 | 79,368 |
Principal Financial Group, Inc. | 14,452 | 984,759 |
Prudential Financial, Inc. | 10,996 | 1,193,176 |
Reinsurance Group of America, Inc. | 3,176 | 340,848 |
Ryan Specialty Group Holdings, Inc., Class A (A) | 385 | 14,241 |
The Allstate Corp. | 13,740 | 1,738,660 |
The Hartford Financial Services Group, Inc. | 21,085 | 1,474,474 |
The Progressive Corp. | 15,143 | 1,625,752 |
The Travelers Companies, Inc. | 12,288 | 2,101,985 |
W.R. Berkley Corp. | 10,194 | 677,799 |
Willis Towers Watson PLC | 4,725 | 1,015,214 |
Thrifts and mortgage finance – 0.0% | ||
Rocket Companies, Inc., Class A | 1,103 | 9,762 |
Health care – 13.4% | 104,761,924 | |
Biotechnology – 1.8% | ||
AbbVie, Inc. | 24,045 | 3,531,730 |
Alnylam Pharmaceuticals, Inc. (A) | 2,496 | 333,041 |
Amgen, Inc. | 10,249 | 2,389,964 |
Biogen, Inc. (A) | 4,477 | 928,709 |
Biohaven Pharmaceutical Holding Company, Ltd. (A) | 476 | 42,445 |
BioMarin Pharmaceutical, Inc. (A) | 5,884 | 478,663 |
Exact Sciences Corp. (A) | 3,001 | 165,205 |
Gilead Sciences, Inc. | 27,731 | 1,645,558 |
Horizon Therapeutics PLC (A) | 6,355 | 626,349 |
Incyte Corp. (A) | 4,529 | 339,494 |
Intellia Therapeutics, Inc. (A) | 334 | 16,376 |
Moderna, Inc. (A) | 4,867 | 654,173 |
Neurocrine Biosciences, Inc. (A) | 2,102 | 189,243 |
Regeneron Pharmaceuticals, Inc. (A) | 2,024 | 1,334,039 |
Seagen, Inc. (A) | 3,114 | 407,965 |
United Therapeutics Corp. (A) | 425 | 75,463 |
Vertex Pharmaceuticals, Inc. (A) | 4,381 | 1,196,977 |
Health care equipment and supplies – 2.6% | ||
Abbott Laboratories | 27,080 | 3,073,580 |
ABIOMED, Inc. (A) | 1,192 | 341,603 |
Align Technology, Inc. (A) | 1,169 | 338,905 |
Baxter International, Inc. | 11,151 | 792,390 |
54 | 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) | ||
Becton, Dickinson and Company | 5,024 | $1,241,883 |
Boston Scientific Corp. (A) | 24,542 | 1,033,464 |
Dentsply Sirona, Inc. | 8,666 | 346,553 |
Dexcom, Inc. (A) | 1,664 | 679,877 |
Edwards Lifesciences Corp. (A) | 12,367 | 1,308,181 |
Embecta Corp. (A) | 995 | 30,278 |
Envista Holdings Corp. (A) | 1,514 | 59,985 |
Globus Medical, Inc., Class A (A) | 458 | 30,329 |
Hologic, Inc. (A) | 14,134 | 1,017,507 |
IDEXX Laboratories, Inc. (A) | 2,401 | 1,033,582 |
Insulet Corp. (A) | 1,329 | 317,618 |
Intuitive Surgical, Inc. (A) | 4,497 | 1,076,132 |
Masimo Corp. (A) | 1,372 | 154,995 |
Medtronic PLC | 18,686 | 1,950,071 |
Novocure, Ltd. (A) | 1,378 | 105,527 |
Penumbra, Inc. (A) | 577 | 99,567 |
ResMed, Inc. | 5,868 | 1,173,424 |
STERIS PLC | 3,465 | 776,333 |
Stryker Corp. | 5,041 | 1,216,192 |
Teleflex, Inc. | 1,628 | 464,989 |
The Cooper Companies, Inc. | 1,904 | 687,420 |
Zimmer Biomet Holdings, Inc. | 7,972 | 962,619 |
Health care providers and services – 3.5% | ||
agilon health, Inc. (A) | 1,373 | 24,398 |
AmerisourceBergen Corp. | 6,626 | 1,002,448 |
Anthem, Inc. | 5,567 | 2,794,244 |
Cardinal Health, Inc. | 12,988 | 753,953 |
Centene Corp. (A) | 16,676 | 1,343,252 |
Cigna Corp. | 8,962 | 2,211,642 |
CVS Health Corp. | 25,016 | 2,404,788 |
DaVita, Inc. (A) | 3,439 | 372,684 |
HCA Healthcare, Inc. | 5,072 | 1,088,198 |
Henry Schein, Inc. (A) | 8,158 | 661,614 |
Humana, Inc. | 3,785 | 1,682,660 |
Laboratory Corp. of America Holdings (A) | 5,777 | 1,388,098 |
McKesson Corp. | 6,815 | 2,109,992 |
Molina Healthcare, Inc. (A) | 2,758 | 864,495 |
Quest Diagnostics, Inc. | 9,590 | 1,283,526 |
Tenet Healthcare Corp. (A) | 999 | 72,437 |
UnitedHealth Group, Inc. | 13,473 | 6,851,694 |
Universal Health Services, Inc., Class B | 4,552 | 557,757 |
Health care technology – 0.2% | ||
Cerner Corp. | 14,073 | 1,317,796 |
Doximity, Inc., Class A (A) | 536 | 21,370 |
Teladoc Health, Inc. (A) | 2,296 | 77,513 |
Veeva Systems, Inc., Class A (A) | 2,281 | 415,028 |
Life sciences tools and services – 2.0% | ||
10X Genomics, Inc., Class A (A) | 1,070 | 51,103 |
Agilent Technologies, Inc. | 8,643 | 1,030,851 |
Shares or Principal Amount | Value | |
Health care (continued) | ||
Life sciences tools and services (continued) | ||
Avantor, Inc. (A) | 16,912 | $539,155 |
Bio-Rad Laboratories, Inc., Class A (A) | 798 | 408,624 |
Bio-Techne Corp. | 1,099 | 417,279 |
Bruker Corp. | 3,513 | 201,962 |
Charles River Laboratories International, Inc. (A) | 1,768 | 426,990 |
Danaher Corp. | 9,613 | 2,414,113 |
Illumina, Inc. (A) | 2,820 | 836,553 |
IQVIA Holdings, Inc. (A) | 5,720 | 1,246,903 |
Maravai LifeSciences Holdings, Inc., Class A (A) | 1,436 | 44,128 |
Mettler-Toledo International, Inc. (A) | 1,131 | 1,444,886 |
PerkinElmer, Inc. | 5,165 | 757,241 |
Repligen Corp. (A) | 936 | 147,177 |
Syneos Health, Inc. (A) | 2,820 | 206,114 |
Thermo Fisher Scientific, Inc. | 6,170 | 3,411,516 |
Waters Corp. (A) | 2,765 | 837,850 |
West Pharmaceutical Services, Inc. | 2,506 | 789,540 |
Pharmaceuticals – 3.3% | ||
Bristol-Myers Squibb Company | 35,413 | 2,665,537 |
Catalent, Inc. (A) | 6,047 | 547,616 |
Elanco Animal Health, Inc. (A) | 15,176 | 384,105 |
Eli Lilly & Company | 12,446 | 3,635,850 |
Jazz Pharmaceuticals PLC (A) | 2,458 | 393,821 |
Johnson & Johnson | 41,240 | 7,442,170 |
Merck & Company, Inc. | 40,958 | 3,632,565 |
Organon & Company | 5,351 | 172,998 |
Pfizer, Inc. | 94,116 | 4,618,272 |
Royalty Pharma PLC, Class A | 5,946 | 253,181 |
Viatris, Inc. | 32,762 | 338,431 |
Zoetis, Inc. | 8,448 | 1,497,408 |
Industrials – 10.7% | 83,635,220 | |
Aerospace and defense – 1.6% | ||
Axon Enterprise, Inc. (A) | 903 | 101,317 |
General Dynamics Corp. | 5,112 | 1,209,141 |
HEICO Corp. | 1,188 | 167,781 |
HEICO Corp., Class A | 2,187 | 255,092 |
Howmet Aerospace, Inc. | 16,799 | 573,182 |
Huntington Ingalls Industries, Inc. | 1,953 | 415,481 |
L3Harris Technologies, Inc. | 4,424 | 1,027,518 |
Lockheed Martin Corp. | 3,919 | 1,693,478 |
Northrop Grumman Corp. | 3,234 | 1,421,020 |
Raytheon Technologies Corp. | 27,412 | 2,601,673 |
Textron, Inc. | 11,889 | 823,313 |
The Boeing Company (A) | 7,053 | 1,049,769 |
TransDigm Group, Inc. (A) | 1,469 | 873,776 |
Woodward, Inc. | 1,339 | 147,933 |
Air freight and logistics – 0.6% | ||
C.H. Robinson Worldwide, Inc. | 6,498 | 689,763 |
Expeditors International of Washington, Inc. | 7,818 | 774,529 |
FedEx Corp. | 5,447 | 1,082,537 |
SEE NOTES TO FINANCIAL STATEMENTS | ANNUAL REPORT | JOHN HANCOCK MULTIFACTOR ETFS | 55 |
Shares or Principal Amount | Value | |
Industrials (continued) | ||
Air freight and logistics (continued) | ||
GXO Logistics, Inc. (A) | 4,298 | $254,399 |
United Parcel Service, Inc., Class B | 9,638 | 1,734,647 |
Airlines – 0.1% | ||
American Airlines Group, Inc. (A) | 6,101 | 114,516 |
Delta Air Lines, Inc. (A) | 5,162 | 222,121 |
Southwest Airlines Company (A) | 7,384 | 344,980 |
United Airlines Holdings, Inc. (A) | 4,108 | 207,454 |
Building products – 0.9% | ||
A.O. Smith Corp. | 5,132 | 299,863 |
Advanced Drainage Systems, Inc. | 900 | 92,214 |
Allegion PLC | 5,299 | 605,358 |
Builders FirstSource, Inc. (A) | 5,455 | 335,864 |
Carlisle Companies, Inc. | 2,841 | 736,842 |
Carrier Global Corp. | 29,031 | 1,111,016 |
Fortune Brands Home & Security, Inc. | 6,134 | 437,048 |
Johnson Controls International PLC | 20,277 | 1,213,984 |
Lennox International, Inc. | 1,409 | 300,385 |
Masco Corp. | 10,567 | 556,775 |
Owens Corning | 5,701 | 518,392 |
Trane Technologies PLC | 6,739 | 942,719 |
Trex Company, Inc. (A) | 3,073 | 178,818 |
Commercial services and supplies – 0.8% | ||
Cintas Corp. | 2,510 | 997,123 |
Copart, Inc. (A) | 9,200 | 1,045,580 |
Republic Services, Inc. | 12,748 | 1,711,674 |
Rollins, Inc. | 8,547 | 286,666 |
Tetra Tech, Inc. | 383 | 53,344 |
Waste Management, Inc. | 12,103 | 1,990,217 |
Construction and engineering – 0.1% | ||
AECOM | 4,801 | 338,759 |
Quanta Services, Inc. | 4,761 | 552,181 |
WillScot Mobile Mini Holdings Corp. (A) | 1,789 | 62,794 |
Electrical equipment – 0.9% | ||
AMETEK, Inc. | 9,627 | 1,215,505 |
Eaton Corp. PLC | 10,120 | 1,467,602 |
Emerson Electric Company | 14,504 | 1,307,971 |
Generac Holdings, Inc. (A) | 1,571 | 344,646 |
Hubbell, Inc. | 2,319 | 453,040 |
Plug Power, Inc. (A)(B) | 7,930 | 166,689 |
Regal Rexnord Corp. | 467 | 59,421 |
Rockwell Automation, Inc. | 5,693 | 1,438,450 |
Sensata Technologies Holding PLC (A) | 7,057 | 320,458 |
Industrial conglomerates – 0.7% | ||
3M Company | 9,554 | 1,377,878 |
General Electric Company | 13,842 | 1,031,921 |
Honeywell International, Inc. | 11,346 | 2,195,564 |
Roper Technologies, Inc. | 2,461 | 1,156,473 |
Shares or Principal Amount | Value | |
Industrials (continued) | ||
Machinery – 2.4% | ||
AGCO Corp. | 1,274 | $162,308 |
Caterpillar, Inc. | 10,694 | 2,251,515 |
Cummins, Inc. | 6,516 | 1,232,762 |
Deere & Company | 5,746 | 2,169,402 |
Dover Corp. | 7,638 | 1,018,145 |
Fortive Corp. | 11,770 | 676,775 |
Graco, Inc. | 5,863 | 363,623 |
IDEX Corp. | 3,045 | 578,002 |
Illinois Tool Works, Inc. | 7,362 | 1,451,124 |
Ingersoll Rand, Inc. | 13,204 | 580,448 |
ITT, Inc. | 984 | 69,096 |
Lincoln Electric Holdings, Inc. | 2,455 | 330,762 |
Nordson Corp. | 1,875 | 404,419 |
Otis Worldwide Corp. | 11,478 | 836,058 |
PACCAR, Inc. | 17,917 | 1,488,007 |
Parker-Hannifin Corp. | 6,380 | 1,727,832 |
Pentair PLC | 6,808 | 345,506 |
Snap-on, Inc. | 2,582 | 548,649 |
Stanley Black & Decker, Inc. | 7,122 | 855,708 |
The Middleby Corp. (A) | 1,319 | 202,981 |
The Toro Company | 4,067 | 325,889 |
Wabtec Corp. | 6,384 | 573,985 |
Xylem, Inc. | 6,486 | 522,123 |
Professional services – 0.8% | ||
Booz Allen Hamilton Holding Corp. | 5,453 | 445,128 |
Clarivate PLC (A) | 7,366 | 115,499 |
CoStar Group, Inc. (A) | 10,780 | 685,824 |
Dun & Bradstreet Holdings, Inc. (A) | 2,826 | 44,623 |
Equifax, Inc. | 4,959 | 1,009,256 |
Jacobs Engineering Group, Inc. | 5,153 | 713,948 |
Leidos Holdings, Inc. | 5,965 | 617,437 |
Robert Half International, Inc. | 5,555 | 546,112 |
TransUnion | 7,426 | 649,924 |
Verisk Analytics, Inc. | 6,068 | 1,238,175 |
Road and rail – 1.3% | ||
AMERCO | 413 | 221,153 |
Avis Budget Group, Inc. (A) | 254 | 67,988 |
CSX Corp. | 51,644 | 1,773,455 |
J.B. Hunt Transport Services, Inc. | 5,197 | 887,907 |
Knight-Swift Transportation Holdings, Inc. | 4,523 | 216,606 |
Lyft, Inc., Class A (A) | 4,748 | 154,785 |
Norfolk Southern Corp. | 7,534 | 1,942,868 |
Old Dominion Freight Line, Inc. | 3,979 | 1,114,597 |
Uber Technologies, Inc. (A) | 16,183 | 509,441 |
Union Pacific Corp. | 11,610 | 2,720,107 |
XPO Logistics, Inc. (A) | 4,660 | 250,661 |
Trading companies and distributors – 0.5% | ||
Fastenal Company | 23,468 | 1,298,015 |
SiteOne Landscape Supply, Inc. (A) | 500 | 70,515 |
56 | JOHN HANCOCK MULTIFACTOR ETFS | ANNUAL REPORT | SEE NOTES TO FINANCIAL STATEMENTS |
Shares or Principal Amount | Value | |
Industrials (continued) | ||
Trading companies and distributors (continued) | ||
United Rentals, Inc. (A) | 4,610 | $1,459,157 |
W.W. Grainger, Inc. | 2,354 | 1,177,071 |
Watsco, Inc. | 1,129 | 301,195 |
Information technology – 23.0% | 179,933,359 | |
Communications equipment – 0.9% | ||
Arista Networks, Inc. (A) | 7,982 | 922,480 |
Ciena Corp. (A) | 5,041 | 278,112 |
Cisco Systems, Inc. | 72,672 | 3,559,475 |
F5, Inc. (A) | 2,757 | 461,549 |
Juniper Networks, Inc. | 16,766 | 528,464 |
Motorola Solutions, Inc. | 6,071 | 1,297,312 |
Ubiquiti, Inc. (B) | 287 | 81,006 |
Electronic equipment, instruments and components – 1.2% | ||
Amphenol Corp., Class A | 20,905 | 1,494,708 |
Arrow Electronics, Inc. (A) | 4,729 | 557,360 |
CDW Corp. | 5,767 | 941,059 |
Cognex Corp. | 5,292 | 357,898 |
Corning, Inc. | 37,402 | 1,316,176 |
Flex, Ltd. (A) | 32,158 | 530,285 |
Jabil, Inc. | 3,543 | 204,537 |
Keysight Technologies, Inc. (A) | 8,098 | 1,135,906 |
TE Connectivity, Ltd. | 9,468 | 1,181,417 |
Teledyne Technologies, Inc. (A) | 1,373 | 592,518 |
Trimble, Inc. (A) | 9,698 | 646,857 |
Zebra Technologies Corp., Class A (A) | 2,082 | 769,632 |
IT services – 4.2% | ||
Accenture PLC, Class A | 10,473 | 3,145,670 |
Affirm Holdings, Inc. (A)(B) | 854 | 24,510 |
Akamai Technologies, Inc. (A) | 7,463 | 837,946 |
Amdocs, Ltd. | 7,311 | 582,614 |
Automatic Data Processing, Inc. | 7,300 | 1,592,714 |
Block, Inc. (A) | 3,509 | 349,286 |
Broadridge Financial Solutions, Inc. | 4,677 | 674,096 |
Cloudflare, Inc., Class A (A) | 3,913 | 337,066 |
Cognizant Technology Solutions Corp., Class A | 15,311 | 1,238,660 |
Concentrix Corp. | 725 | 114,173 |
DXC Technology Company (A) | 3,742 | 107,395 |
EPAM Systems, Inc. (A) | 1,675 | 443,858 |
Fidelity National Information Services, Inc. | 9,283 | 920,409 |
Fiserv, Inc. (A) | 8,471 | 829,480 |
FleetCor Technologies, Inc. (A) | 3,550 | 885,796 |
Gartner, Inc. (A) | 3,862 | 1,122,104 |
Genpact, Ltd. | 7,122 | 286,803 |
Global Payments, Inc. | 6,447 | 883,110 |
Globant SA (A) | 448 | 96,764 |
GoDaddy, Inc., Class A (A) | 4,677 | 377,948 |
IBM Corp. | 17,717 | 2,342,365 |
Jack Henry & Associates, Inc. | 3,196 | 605,898 |
Mastercard, Inc., Class A | 13,193 | 4,794,072 |
Shares or Principal Amount | Value | |
Information technology (continued) | ||
IT services (continued) | ||
MongoDB, Inc. (A) | 1,023 | $363,093 |
Okta, Inc. (A) | 2,350 | 280,379 |
Paychex, Inc. | 8,381 | 1,062,124 |
PayPal Holdings, Inc. (A) | 14,543 | 1,278,766 |
Snowflake, Inc., Class A (A) | 1,536 | 263,332 |
The Western Union Company | 19,190 | 321,624 |
Twilio, Inc., Class A (A) | 2,817 | 314,997 |
VeriSign, Inc. (A) | 3,710 | 662,940 |
Visa, Inc., Class A | 24,944 | 5,316,315 |
WEX, Inc. (A) | 1,329 | 220,933 |
Semiconductors and semiconductor equipment – 4.8% | ||
Advanced Micro Devices, Inc. (A) | 23,522 | 2,011,601 |
Analog Devices, Inc. | 10,174 | 1,570,662 |
Applied Materials, Inc. | 18,619 | 2,054,607 |
Broadcom, Inc. | 6,576 | 3,645,669 |
Enphase Energy, Inc. (A) | 2,764 | 446,110 |
Entegris, Inc. | 4,900 | 545,811 |
First Solar, Inc. (A) | 3,017 | 220,332 |
Intel Corp. | 76,418 | 3,331,061 |
KLA Corp. | 5,476 | 1,748,268 |
Lam Research Corp. | 3,510 | 1,634,818 |
Lattice Semiconductor Corp. (A) | 1,813 | 87,097 |
Marvell Technology, Inc. | 23,441 | 1,361,453 |
Microchip Technology, Inc. | 21,163 | 1,379,828 |
Micron Technology, Inc. | 21,406 | 1,459,675 |
MKS Instruments, Inc. | 1,408 | 160,484 |
Monolithic Power Systems, Inc. | 1,228 | 481,671 |
NVIDIA Corp. | 26,606 | 4,934,615 |
NXP Semiconductors NV | 2,297 | 392,557 |
ON Semiconductor Corp. (A) | 18,056 | 940,898 |
Qorvo, Inc. (A) | 4,894 | 556,839 |
Qualcomm, Inc. | 20,275 | 2,832,215 |
Skyworks Solutions, Inc. | 8,129 | 921,016 |
SolarEdge Technologies, Inc. (A) | 1,210 | 302,996 |
Synaptics, Inc. (A) | 299 | 44,384 |
Teradyne, Inc. | 7,884 | 831,447 |
Texas Instruments, Inc. | 16,565 | 2,820,191 |
Universal Display Corp. | 1,162 | 148,422 |
Wolfspeed, Inc. (A) | 3,424 | 314,015 |
Software – 7.2% | ||
Adobe, Inc. (A) | 5,631 | 2,229,594 |
ANSYS, Inc. (A) | 3,225 | 889,100 |
AppLovin Corp., Class A (A) | 1,389 | 52,990 |
Asana, Inc., Class A (A) | 470 | 12,596 |
Aspen Technology, Inc. (A) | 2,468 | 391,277 |
Atlassian Corp. PLC, Class A (A) | 1,906 | 428,526 |
Autodesk, Inc. (A) | 3,737 | 707,339 |
Avalara, Inc. (A) | 1,999 | 152,064 |
Bentley Systems, Inc., Class B | 1,253 | 53,115 |
SEE NOTES TO FINANCIAL STATEMENTS | ANNUAL REPORT | JOHN HANCOCK MULTIFACTOR ETFS | 57 |
Shares or Principal Amount | Value | |
Information technology (continued) | ||
Software (continued) | ||
Bill.com Holdings, Inc. (A) | 1,891 | $322,813 |
Black Knight, Inc. (A) | 4,834 | 318,029 |
Cadence Design Systems, Inc. (A) | 7,470 | 1,126,850 |
Ceridian HCM Holding, Inc. (A) | 3,834 | 215,202 |
Citrix Systems, Inc. | 5,576 | 558,158 |
Confluent, Inc., Class A (A) | 918 | 28,678 |
Coupa Software, Inc. (A) | 1,197 | 103,301 |
Crowdstrike Holdings, Inc., Class A (A) | 1,862 | 370,091 |
Datadog, Inc., Class A (A) | 2,862 | 345,672 |
DocuSign, Inc. (A) | 1,903 | 154,143 |
Dolby Laboratories, Inc., Class A | 2,378 | 184,224 |
Dropbox, Inc., Class A (A) | 8,461 | 184,027 |
Dynatrace, Inc. (A) | 2,962 | 113,622 |
Elastic NV (A) | 1,227 | 93,424 |
Fair Isaac Corp. (A) | 950 | 354,835 |
Five9, Inc. (A) | 988 | 108,779 |
Fortinet, Inc. (A) | 3,520 | 1,017,315 |
Guidewire Software, Inc. (A) | 2,921 | 253,952 |
HubSpot, Inc. (A) | 978 | 371,083 |
Intuit, Inc. | 4,330 | 1,813,188 |
Manhattan Associates, Inc. (A) | 1,651 | 215,538 |
Microsoft Corp. | 110,335 | 30,620,169 |
NortonLifeLock, Inc. | 24,780 | 620,491 |
Oracle Corp. | 23,150 | 1,699,210 |
Palantir Technologies, Inc., Class A (A) | 5,684 | 59,114 |
Palo Alto Networks, Inc. (A) | 1,563 | 877,281 |
Paycom Software, Inc. (A) | 1,578 | 444,160 |
Paylocity Holding Corp. (A) | 941 | 178,442 |
Pegasystems, Inc. | 897 | 68,701 |
Procore Technologies, Inc. (A) | 642 | 35,612 |
PTC, Inc. (A) | 3,294 | 376,208 |
Qualtrics International, Inc., Class A (A) | 1,106 | 20,505 |
RingCentral, Inc., Class A (A) | 1,418 | 120,317 |
salesforce.com, Inc. (A) | 11,351 | 1,997,095 |
SentinelOne, Inc., Class A (A) | 1,836 | 61,084 |
ServiceNow, Inc. (A) | 2,083 | 995,882 |
Splunk, Inc. (A) | 3,790 | 462,456 |
SS&C Technologies Holdings, Inc. | 9,363 | 605,412 |
Synopsys, Inc. (A) | 4,363 | 1,251,265 |
The Trade Desk, Inc., Class A (A) | 9,323 | 549,311 |
Tyler Technologies, Inc. (A) | 1,434 | 566,014 |
UiPath, Inc., Class A (A) | 2,454 | 43,755 |
Unity Software, Inc. (A) | 2,082 | 138,266 |
VMware, Inc., Class A | 3,539 | 382,354 |
Workday, Inc., Class A (A) | 2,730 | 564,291 |
Zendesk, Inc. (A) | 2,417 | 294,971 |
Zoom Video Communications, Inc., Class A (A) | 1,170 | 116,497 |
Zscaler, Inc. (A) | 1,361 | 275,929 |
Shares or Principal Amount | Value | |
Information technology (continued) | ||
Technology hardware, storage and peripherals – 4.7% | ||
Apple, Inc. | 199,654 | $31,475,435 |
Dell Technologies, Inc., Class C | 7,177 | 337,391 |
Hewlett Packard Enterprise Company | 49,129 | 757,078 |
HP, Inc. | 37,475 | 1,372,709 |
NetApp, Inc. | 12,430 | 910,498 |
Seagate Technology Holdings PLC | 11,844 | 971,682 |
Western Digital Corp. (A) | 15,103 | 801,516 |
Materials – 4.4% | 34,661,048 | |
Chemicals – 2.4% | ||
Air Products & Chemicals, Inc. | 4,762 | 1,114,641 |
Albemarle Corp. | 4,460 | 860,022 |
Celanese Corp. | 6,242 | 917,199 |
CF Industries Holdings, Inc. | 9,955 | 963,943 |
Corteva, Inc. | 25,958 | 1,497,517 |
Dow, Inc. | 18,432 | 1,225,728 |
DuPont de Nemours, Inc. | 15,200 | 1,002,136 |
Eastman Chemical Company | 6,679 | 685,733 |
Ecolab, Inc. | 5,497 | 930,862 |
FMC Corp. | 5,537 | 733,874 |
Huntsman Corp. | 1,801 | 61,000 |
International Flavors & Fragrances, Inc. | 7,437 | 902,108 |
Linde PLC | 6,634 | 2,069,543 |
LyondellBasell Industries NV, Class A | 11,861 | 1,257,622 |
Olin Corp. | 1,817 | 104,296 |
PPG Industries, Inc. | 9,727 | 1,244,959 |
RPM International, Inc. | 5,778 | 478,996 |
The Mosaic Company | 15,046 | 939,171 |
The Scotts Miracle-Gro Company | 1,161 | 120,663 |
The Sherwin-Williams Company | 6,147 | 1,690,179 |
Westlake Corp. | 1,733 | 219,311 |
Construction materials – 0.2% | ||
Martin Marietta Materials, Inc. | 2,506 | 887,675 |
Vulcan Materials Company | 5,079 | 875,061 |
Containers and packaging – 0.8% | ||
Amcor PLC | 59,372 | 704,152 |
AptarGroup, Inc. | 2,502 | 287,305 |
Avery Dennison Corp. | 3,419 | 617,471 |
Ball Corp. | 14,460 | 1,173,574 |
Berry Global Group, Inc. (A) | 6,623 | 373,206 |
Crown Holdings, Inc. | 6,080 | 669,043 |
International Paper Company | 22,410 | 1,037,135 |
Packaging Corp. of America | 4,864 | 783,931 |
Sealed Air Corp. | 2,281 | 146,463 |
Westrock Company | 10,963 | 542,997 |
Metals and mining – 1.0% | ||
Alcoa Corp. | 3,750 | 254,250 |
Cleveland-Cliffs, Inc. (A) | 11,567 | 294,843 |
Freeport-McMoRan, Inc. | 33,318 | 1,351,045 |
58 | JOHN HANCOCK MULTIFACTOR ETFS | ANNUAL REPORT | SEE NOTES TO FINANCIAL STATEMENTS |
Shares or Principal Amount | Value | |
Materials (continued) | ||
Metals and mining (continued) | ||
MP Materials Corp. (A) | 373 | $14,189 |
Newmont Corp. | 19,744 | 1,438,350 |
Nucor Corp. | 15,249 | 2,360,240 |
Reliance Steel & Aluminum Company | 3,394 | 672,861 |
Royal Gold, Inc. | 445 | 58,064 |
Southern Copper Corp. | 2,493 | 155,239 |
Steel Dynamics, Inc. | 11,014 | 944,451 |
Real estate – 3.5% | 27,752,782 | |
Equity real estate investment trusts – 3.3% | ||
Alexandria Real Estate Equities, Inc. | 3,699 | 673,810 |
American Homes 4 Rent, Class A | 7,683 | 304,324 |
American Tower Corp. | 5,728 | 1,380,563 |
Americold Realty Trust | 3,904 | 102,988 |
Apartment Income REIT Corp. | 849 | 41,745 |
AvalonBay Communities, Inc. | 3,947 | 897,864 |
Boston Properties, Inc. | 4,529 | 532,610 |
Camden Property Trust | 2,782 | 436,468 |
Crown Castle International Corp. | 6,110 | 1,131,633 |
CubeSmart | 4,776 | 226,908 |
Digital Realty Trust, Inc. | 6,187 | 904,044 |
Duke Realty Corp. | 10,498 | 574,766 |
EastGroup Properties, Inc. | 217 | 40,688 |
Equinix, Inc. | 1,277 | 918,265 |
Equity LifeStyle Properties, Inc. | 4,809 | 371,640 |
Equity Residential | 9,452 | 770,338 |
Essex Property Trust, Inc. | 1,874 | 617,052 |
Extra Space Storage, Inc. | 3,645 | 692,550 |
Federal Realty Investment Trust | 2,192 | 256,596 |
Gaming and Leisure Properties, Inc. | 6,332 | 281,014 |
Healthpeak Properties, Inc. | 14,623 | 479,781 |
Host Hotels & Resorts, Inc. | 21,149 | 430,382 |
Invitation Homes, Inc. | 14,538 | 578,903 |
Iron Mountain, Inc. | 8,199 | 440,532 |
Kilroy Realty Corp. | 3,011 | 210,770 |
Kimco Realty Corp. | 9,007 | 228,147 |
Lamar Advertising Company, Class A | 2,392 | 264,101 |
Life Storage, Inc. | 903 | 119,638 |
Medical Properties Trust, Inc. | 13,943 | 256,412 |
Mid-America Apartment Communities, Inc. | 3,216 | 632,523 |
National Retail Properties, Inc. | 4,682 | 205,259 |
Prologis, Inc. | 10,311 | 1,652,750 |
Public Storage | 2,210 | 821,015 |
Realty Income Corp. | 14,071 | 975,965 |
Regency Centers Corp. | 4,652 | 320,197 |
Rexford Industrial Realty, Inc. | 1,675 | 130,717 |
SBA Communications Corp. | 2,703 | 938,238 |
Simon Property Group, Inc. | 6,663 | 786,234 |
STORE Capital Corp. | 5,941 | 168,903 |
Sun Communities, Inc. | 2,895 | 508,275 |
Shares or Principal Amount | Value | |
Real estate (continued) | ||
Equity real estate investment trusts (continued) | ||
UDR, Inc. | 8,457 | $449,997 |
Ventas, Inc. | 10,630 | 590,497 |
VICI Properties, Inc. | 19,978 | 595,541 |
Vornado Realty Trust | 5,175 | 200,324 |
Welltower, Inc. | 10,806 | 981,293 |
Weyerhaeuser Company | 28,070 | 1,157,045 |
WP Carey, Inc. | 4,528 | 365,727 |
Real estate management and development – 0.2% | ||
CBRE Group, Inc., Class A (A) | 17,439 | 1,448,135 |
Jones Lang LaSalle, Inc. (A) | 2,442 | 534,139 |
Zillow Group, Inc., Class A (A) | 848 | 32,775 |
Zillow Group, Inc., Class C (A) | 2,328 | 92,701 |
Utilities – 4.2% | 32,487,631 | |
Electric utilities – 2.3% | ||
Alliant Energy Corp. | 10,473 | 615,917 |
American Electric Power Company, Inc. | 15,004 | 1,487,046 |
Avangrid, Inc. | 2,032 | 90,119 |
Duke Energy Corp. | 15,766 | 1,736,783 |
Edison International | 18,877 | 1,298,549 |
Entergy Corp. | 11,536 | 1,371,054 |
Evergy, Inc. | 11,769 | 798,527 |
Eversource Energy | 14,078 | 1,230,417 |
Exelon Corp. | 38,857 | 1,817,730 |
FirstEnergy Corp. | 22,517 | 975,211 |
NextEra Energy, Inc. | 21,620 | 1,535,452 |
NRG Energy, Inc. | 9,948 | 357,133 |
PG&E Corp. (A) | 15,037 | 190,218 |
Pinnacle West Capital Corp. | 6,118 | 435,602 |
PPL Corp. | 39,467 | 1,117,311 |
The Southern Company | 22,535 | 1,653,844 |
Xcel Energy, Inc. | 18,966 | 1,389,449 |
Gas utilities – 0.1% | ||
Atmos Energy Corp. | 4,791 | 543,299 |
UGI Corp. | 11,136 | 381,965 |
Independent power and renewable electricity producers –0.2% | ||
Brookfield Renewable Corp., Class A | 2,887 | 103,643 |
The AES Corp. | 33,975 | 693,770 |
Vistra Corp. | 14,831 | 371,072 |
Multi-utilities – 1.4% | ||
Ameren Corp. | 12,870 | 1,195,623 |
CenterPoint Energy, Inc. | 28,981 | 887,108 |
CMS Energy Corp. | 12,461 | 855,946 |
Consolidated Edison, Inc. | 16,677 | 1,546,625 |
Dominion Energy, Inc. | 11,708 | 955,841 |
DTE Energy Company | 9,298 | 1,218,410 |
NiSource, Inc. | 20,524 | 597,659 |
Public Service Enterprise Group, Inc. | 22,013 | 1,533,426 |
SEE NOTES TO FINANCIAL STATEMENTS | ANNUAL REPORT | JOHN HANCOCK MULTIFACTOR ETFS | 59 |
Shares or Principal Amount | Value | |
Utilities (continued) | ||
Multi-utilities (continued) | ||
Sempra Energy | 6,572 | $1,060,458 |
WEC Energy Group, Inc. | 11,770 | 1,177,589 |
Water utilities – 0.2% | ||
American Water Works Company, Inc. | 6,321 | 973,940 |
Essential Utilities, Inc. | 6,499 | 290,895 |
SHORT-TERM INVESTMENTS – 0.1% | $949,947 | |
(Cost $949,973) | ||
Short-term funds – 0.1% | 949,947 | |
John Hancock Collateral Trust, 0.3773% (C)(D) | 46,845 | 468,378 |
State Street Institutional U.S. Government Money Market Fund, Premier Class, 0.2918% (C) | 481,569 | 481,569 |
Total investments (Multifactor Large Cap ETF) (Cost $672,263,451) 100.0% | $782,107,528 | |
Other assets and liabilities, net (0.0%) | (247,565) | |
Total net assets 100.0% | $781,859,963 |
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 4-30-22. |
(C) | The rate shown is the annualized seven-day yield as of 4-30-22. |
(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% | $18,452,841 | |
(Cost $15,309,329) | ||
Industrials – 2.7% | 494,073 | |
Building products – 1.6% | ||
Owens Corning | 3,121 | 283,793 |
Construction and engineering – 0.7% | ||
MDU Resources Group, Inc. | 5,196 | 133,849 |
Machinery – 0.4% | ||
RBC Bearings, Inc. (A) | 454 | 76,431 |
Materials – 97.3% | 17,958,768 | |
Chemicals – 49.5% | ||
Air Products & Chemicals, Inc. | 2,016 | 471,885 |
Albemarle Corp. | 1,566 | 301,972 |
Ashland Global Holdings, Inc. | 1,252 | 131,422 |
Axalta Coating Systems, Ltd. (A) | 5,464 | 138,622 |
Celanese Corp. | 2,347 | 344,868 |
CF Industries Holdings, Inc. | 3,437 | 332,805 |
Dow, Inc. | 11,234 | 747,061 |
DuPont de Nemours, Inc. | 10,264 | 676,706 |
Shares or Principal Amount | Value | |
Materials (continued) | ||
Chemicals (continued) | ||
Eastman Chemical Company | 2,442 | $250,720 |
Ecolab, Inc. | 1,973 | 334,108 |
Element Solutions, Inc. | 2,818 | 58,107 |
FMC Corp. | 2,494 | 330,555 |
Huntsman Corp. | 5,101 | 172,771 |
International Flavors & Fragrances, Inc. | 5,011 | 607,834 |
Linde PLC | 3,127 | 975,499 |
LyondellBasell Industries NV, Class A | 8,071 | 855,768 |
Olin Corp. | 4,402 | 252,675 |
PPG Industries, Inc. | 4,531 | 579,923 |
RPM International, Inc. | 2,305 | 191,085 |
The Mosaic Company | 8,597 | 536,625 |
The Sherwin-Williams Company | 2,368 | 651,105 |
Valvoline, Inc. | 2,655 | 80,261 |
Westlake Corp. | 937 | 118,577 |
Construction materials – 4.5% | ||
Eagle Materials, Inc. | 852 | 105,069 |
Martin Marietta Materials, Inc. | 1,013 | 358,825 |
Vulcan Materials Company | 2,118 | 364,910 |
Containers and packaging – 18.8% | ||
Amcor PLC | 33,875 | 401,758 |
AptarGroup, Inc. | 1,302 | 149,509 |
Ardagh Metal Packaging SA (A) | 737 | 5,255 |
Avery Dennison Corp. | 1,654 | 298,712 |
Ball Corp. | 5,883 | 477,464 |
Berry Global Group, Inc. (A) | 4,365 | 245,968 |
Crown Holdings, Inc. | 2,598 | 285,884 |
Graphic Packaging Holding Company | 9,329 | 203,372 |
International Paper Company | 9,425 | 436,189 |
Packaging Corp. of America | 2,095 | 337,651 |
Sealed Air Corp. | 3,141 | 201,684 |
Sonoco Products Company | 2,597 | 160,780 |
Westrock Company | 5,368 | 265,877 |
Metals and mining – 24.5% | ||
Alcoa Corp. | 4,254 | 288,421 |
Cleveland-Cliffs, Inc. (A) | 14,488 | 369,299 |
Freeport-McMoRan, Inc. | 14,956 | 606,466 |
MP Materials Corp. (A) | 740 | 28,150 |
Newmont Corp. | 9,339 | 680,346 |
Nucor Corp. | 8,051 | 1,246,131 |
Reliance Steel & Aluminum Company | 1,648 | 326,716 |
Royal Gold, Inc. | 1,168 | 152,401 |
Southern Copper Corp. | 1,109 | 69,057 |
Steel Dynamics, Inc. | 6,113 | 524,190 |
U.S. Steel Corp. | 7,469 | 227,730 |
60 | JOHN HANCOCK MULTIFACTOR ETFS | ANNUAL REPORT | SEE NOTES TO FINANCIAL STATEMENTS |
Shares or Principal Amount | Value | |
SHORT-TERM INVESTMENTS – 0.3% | $63,178 | |
(Cost $63,178) | ||
Short-term funds – 0.3% | 63,178 | |
State Street Institutional U.S. Government Money Market Fund, Premier Class, 0.2918% (B) | 63,178 | $63,178 |
Total investments (Multifactor Materials ETF) (Cost $15,372,507) 100.3% | $18,516,019 | |
Other assets and liabilities, net (0.3%) | (53,666) | |
Total net assets 100.0% | $18,462,353 |
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 4-30-22. |
Shares or Principal Amount | Value | |
COMMON STOCKS – 99.9% | $15,032,638 | |
(Cost $17,832,071) | ||
Communication services – 97.6% | 14,672,905 | |
Diversified telecommunication services – 17.8% | ||
AT&T, Inc. | 45,270 | 853,792 |
Frontier Communications Parent, Inc. (A) | 16,306 | 430,315 |
Iridium Communications, Inc. (A) | 2,942 | 105,059 |
Lumen Technologies, Inc. | 35,072 | 352,824 |
Verizon Communications, Inc. | 19,985 | 925,305 |
Entertainment – 27.5% | ||
Activision Blizzard, Inc. | 7,285 | 550,746 |
Electronic Arts, Inc. | 4,620 | 545,391 |
Endeavor Group Holdings, Inc., Class A (A) | 3,491 | 79,420 |
Liberty Media Corp.-Liberty Formula One, Series A (A) | 658 | 37,782 |
Liberty Media Corp.-Liberty Formula One, Series C (A) | 4,223 | 263,220 |
Live Nation Entertainment, Inc. (A) | 2,513 | 263,563 |
Netflix, Inc. (A) | 2,047 | 389,667 |
Playtika Holding Corp. (A) | 3,207 | 56,379 |
ROBLOX Corp., Class A (A) | 6,652 | 203,884 |
Spotify Technology SA (A) | 866 | 88,029 |
Take-Two Interactive Software, Inc. (A) | 1,871 | 223,603 |
The Walt Disney Company (A) | 7,224 | 806,415 |
Warner Bros Discovery, Inc. (A) | 21,401 | 388,428 |
Warner Music Group Corp., Class A | 2,468 | 73,472 |
Zynga, Inc., Class A (A) | 20,188 | 166,955 |
Interactive media and services – 18.1% | ||
Alphabet, Inc., Class A (A) | 208 | 474,696 |
Alphabet, Inc., Class C (A) | 190 | 436,873 |
CarGurus, Inc. (A) | 2,759 | 90,164 |
Shares or Principal Amount | Value | |
Communication services (continued) | ||
Interactive media and services (continued) | ||
Match Group, Inc. (A) | 4,450 | $352,218 |
Meta Platforms, Inc., Class A (A) | 3,415 | 684,605 |
Pinterest, Inc., Class A (A) | 7,495 | 153,797 |
Snap, Inc., Class A (A) | 4,779 | 136,010 |
Twitter, Inc. (A) | 8,116 | 397,846 |
Media – 30.1% | ||
Altice USA, Inc., Class A (A) | 4,346 | 40,331 |
Cable One, Inc. | 162 | 188,924 |
Charter Communications, Inc., Class A (A) | 798 | 341,935 |
Comcast Corp., Class A | 22,938 | 912,015 |
DISH Network Corp., Class A (A) | 6,593 | 187,966 |
Fox Corp., Class A | 6,676 | 239,268 |
Fox Corp., Class B | 3,219 | 107,000 |
Liberty Broadband Corp., Series A (A) | 491 | 52,861 |
Liberty Broadband Corp., Series C (A) | 2,813 | 314,550 |
Liberty Media Corp.-Liberty SiriusXM, Series A | 1,667 | 69,731 |
Liberty Media Corp.-Liberty SiriusXM, Series C (A) | 3,363 | 140,842 |
News Corp., Class A | 8,370 | 166,228 |
News Corp., Class B | 2,902 | 57,779 |
Nexstar Media Group, Inc., Class A | 1,386 | 219,570 |
Omnicom Group, Inc. | 6,199 | 471,930 |
Paramount Global, Class A | 303 | 9,560 |
Paramount Global, Class B | 14,267 | 415,455 |
Sirius XM Holdings, Inc. (B) | 14,753 | 88,518 |
The Interpublic Group of Companies, Inc. | 11,916 | 388,700 |
The New York Times Company, Class A | 2,993 | 114,692 |
Wireless telecommunication services – 4.1% | ||
T-Mobile US, Inc. (A) | 4,991 | 614,592 |
Information technology – 2.0% | 307,080 | |
Software – 2.0% | ||
Unity Software, Inc. (A) | 4,624 | 307,080 |
Real estate – 0.3% | 52,653 | |
Real estate management and development – 0.3% | ||
Zillow Group, Inc., Class A (A) | 331 | 12,793 |
Zillow Group, Inc., Class C (A) | 1,001 | 39,860 |
SHORT-TERM INVESTMENTS – 0.3% | $44,336 | |
(Cost $44,336) | ||
Short-term funds – 0.3% | 44,336 | |
State Street Institutional U.S. Government Money Market Fund, Premier Class, 0.2918% (C) | 44,336 | 44,336 |
Total investments (Multifactor Media and Communications ETF) (Cost $17,876,407) 100.2% | $15,076,974 | |
Other assets and liabilities, net (0.2%) | (37,087) | |
Total net assets 100.0% | $15,039,887 |
SEE NOTES TO FINANCIAL STATEMENTS | ANNUAL REPORT | JOHN HANCOCK MULTIFACTOR ETFS | 61 |
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 4-30-22. |
(C) | The rate shown is the annualized seven-day yield as of 4-30-22. |
Shares or Principal Amount | Value | |
COMMON STOCKS – 99.9% | $2,407,968,788 | |
(Cost $2,096,969,894) | ||
Communication services – 3.1% | 74,235,035 | |
Diversified telecommunication services – 0.3% | ||
Frontier Communications Parent, Inc. (A) | 64,018 | 1,689,435 |
Lumen Technologies, Inc. | 670,732 | 6,747,564 |
Entertainment – 0.8% | ||
Endeavor Group Holdings, Inc., Class A (A) | 12,055 | 274,251 |
Liberty Media Corp.-Liberty Formula One, Series A (A) | 8,831 | 507,076 |
Liberty Media Corp.-Liberty Formula One, Series C (A) | 89,595 | 5,584,456 |
Live Nation Entertainment, Inc. (A) | 27,673 | 2,902,344 |
Playtika Holding Corp. (A) | 24,937 | 438,392 |
Take-Two Interactive Software, Inc. (A) | 28,080 | 3,355,841 |
Warner Bros Discovery, Inc. (A) | 147,680 | 2,680,392 |
Warner Music Group Corp., Class A | 22,213 | 661,281 |
Zynga, Inc., Class A (A) | 321,315 | 2,657,275 |
Interactive media and services – 0.1% | ||
CarGurus, Inc. (A) | 12,750 | 416,670 |
ZoomInfo Technologies, Inc. (A) | 31,060 | 1,472,244 |
Media – 1.9% | ||
Altice USA, Inc., Class A (A) | 65,306 | 606,040 |
Cable One, Inc. | 2,399 | 2,797,714 |
DISH Network Corp., Class A (A) | 88,664 | 2,527,811 |
Fox Corp., Class A | 93,123 | 3,337,528 |
Fox Corp., Class B | 42,948 | 1,427,592 |
Liberty Broadband Corp., Series A (A) | 6,003 | 646,283 |
Liberty Broadband Corp., Series C (A) | 38,741 | 4,332,019 |
Liberty Media Corp.-Liberty SiriusXM, Series A | 29,463 | 1,232,437 |
Liberty Media Corp.-Liberty SiriusXM, Series C (A) | 43,487 | 1,821,236 |
News Corp., Class A | 196,135 | 3,895,241 |
News Corp., Class B | 53,788 | 1,070,919 |
Nexstar Media Group, Inc., Class A | 25,336 | 4,013,729 |
Omnicom Group, Inc. | 74,379 | 5,662,473 |
Paramount Global, Class A | 1,411 | 44,517 |
Paramount Global, Class B | 84,075 | 2,448,264 |
Sirius XM Holdings, Inc. (B) | 139,688 | 838,128 |
The Interpublic Group of Companies, Inc. | 187,659 | 6,121,437 |
The New York Times Company, Class A | 52,830 | 2,024,446 |
Shares or Principal Amount | Value | |
Consumer discretionary – 12.4% | $299,059,109 | |
Auto components – 0.7% | ||
Autoliv, Inc. | 47,316 | 3,486,243 |
BorgWarner, Inc. | 119,560 | 4,403,395 |
Gentex Corp. | 120,474 | 3,535,912 |
Lear Corp. | 32,478 | 4,155,235 |
QuantumScape Corp. (A)(B) | 18,260 | 272,804 |
Automobiles – 0.1% | ||
Harley-Davidson, Inc. | 85,651 | 3,121,979 |
Distributors – 0.8% | ||
Genuine Parts Company | 45,715 | 5,945,236 |
LKQ Corp. | 143,011 | 7,097,636 |
Pool Corp. | 13,625 | 5,521,123 |
Diversified consumer services – 0.4% | ||
ADT, Inc. | 93,475 | 640,304 |
Bright Horizons Family Solutions, Inc. (A) | 20,395 | 2,329,925 |
Service Corp. International | 104,889 | 6,881,767 |
Hotels, restaurants and leisure – 2.5% | ||
Aramark | 114,635 | 4,155,519 |
Boyd Gaming Corp. | 34,936 | 2,116,423 |
Caesars Entertainment, Inc. (A) | 42,528 | 2,818,756 |
Carnival Corp. (A) | 97,378 | 1,684,639 |
Choice Hotels International, Inc. | 13,013 | 1,827,806 |
Churchill Downs, Inc. | 12,297 | 2,495,553 |
Darden Restaurants, Inc. | 40,031 | 5,273,284 |
Domino’s Pizza, Inc. | 9,859 | 3,332,342 |
DraftKings, Inc., Class A (A) | 39,597 | 541,687 |
Expedia Group, Inc. (A) | 26,724 | 4,670,019 |
Hilton Grand Vacations, Inc. (A) | 13,776 | 645,130 |
Hyatt Hotels Corp., Class A (A) | 17,525 | 1,664,174 |
Light & Wonder, Inc. (A) | 18,768 | 1,052,134 |
Marriott Vacations Worldwide Corp. | 17,523 | 2,616,710 |
MGM Resorts International | 120,997 | 4,965,717 |
Norwegian Cruise Line Holdings, Ltd. (A) | 122,616 | 2,455,998 |
Penn National Gaming, Inc. (A) | 47,217 | 1,726,726 |
Planet Fitness, Inc., Class A (A) | 25,074 | 2,006,672 |
Royal Caribbean Cruises, Ltd. (A) | 42,551 | 3,307,489 |
Texas Roadhouse, Inc. | 26,714 | 2,199,364 |
Vail Resorts, Inc. | 17,939 | 4,559,376 |
Wyndham Hotels & Resorts, Inc. | 36,784 | 3,235,521 |
Wynn Resorts, Ltd. (A) | 25,044 | 1,765,101 |
Household durables – 2.1% | ||
D.R. Horton, Inc. | 99,924 | 6,953,711 |
Garmin, Ltd. | 41,757 | 4,582,413 |
Lennar Corp., A Shares | 74,332 | 5,685,655 |
Lennar Corp., B Shares | 4,517 | 294,508 |
Mohawk Industries, Inc. (A) | 24,026 | 3,389,108 |
Newell Brands, Inc. | 172,897 | 4,002,566 |
NVR, Inc. (A) | 1,288 | 5,636,558 |
PulteGroup, Inc. | 138,747 | 5,794,075 |
Tempur Sealy International, Inc. | 73,606 | 1,995,459 |
62 | JOHN HANCOCK MULTIFACTOR ETFS | ANNUAL REPORT | SEE NOTES TO FINANCIAL STATEMENTS |
Shares or Principal Amount | Value | |
Consumer discretionary (continued) | ||
Household durables (continued) | ||
Toll Brothers, Inc. | 60,363 | $2,799,032 |
TopBuild Corp. (A) | 13,434 | 2,433,435 |
Whirlpool Corp. | 41,368 | 7,509,119 |
Internet and direct marketing retail – 0.1% | ||
Etsy, Inc. (A) | 31,248 | 2,912,001 |
Global-e Online, Ltd. (A) | 8,008 | 180,500 |
Wayfair, Inc., Class A (A)(B) | 7,490 | 576,281 |
Leisure products – 0.7% | ||
Brunswick Corp. | 46,129 | 3,487,814 |
Hasbro, Inc. | 54,272 | 4,779,192 |
Mattel, Inc. (A) | 127,684 | 3,103,998 |
Peloton Interactive, Inc., Class A (A) | 21,615 | 379,559 |
Polaris, Inc. | 29,175 | 2,769,875 |
YETI Holdings, Inc. (A) | 29,760 | 1,454,371 |
Multiline retail – 0.8% | ||
Dollar Tree, Inc. (A) | 74,246 | 12,061,263 |
Kohl’s Corp. | 74,120 | 4,290,066 |
Macy’s, Inc. | 121,706 | 2,941,634 |
Specialty retail – 3.2% | ||
Advance Auto Parts, Inc. | 33,168 | 6,621,328 |
AutoNation, Inc. (A) | 41,245 | 4,780,708 |
AutoZone, Inc. (A) | 3,506 | 6,855,878 |
Bath & Body Works, Inc. | 65,861 | 3,483,388 |
Best Buy Company, Inc. | 81,825 | 7,358,522 |
Burlington Stores, Inc. (A) | 14,126 | 2,875,489 |
CarMax, Inc. (A) | 58,780 | 5,042,148 |
Dick’s Sporting Goods, Inc. (B) | 35,968 | 3,468,035 |
Five Below, Inc. (A) | 21,281 | 3,343,245 |
Floor & Decor Holdings, Inc., Class A (A) | 38,280 | 3,051,682 |
GameStop Corp., Class A (A) | 12,135 | 1,517,724 |
Lithia Motors, Inc. | 14,042 | 3,975,711 |
Penske Automotive Group, Inc. | 10,172 | 1,066,229 |
RH (A) | 6,196 | 2,082,600 |
The Gap, Inc. | 123,400 | 1,532,628 |
Tractor Supply Company | 37,846 | 7,624,077 |
Ulta Beauty, Inc. (A) | 16,405 | 6,509,504 |
Williams-Sonoma, Inc. | 41,974 | 5,476,768 |
Textiles, apparel and luxury goods – 1.0% | ||
Capri Holdings, Ltd. (A) | 69,276 | 3,304,465 |
Columbia Sportswear Company | 15,134 | 1,243,409 |
Deckers Outdoor Corp. (A) | 13,229 | 3,515,607 |
Hanesbrands, Inc. | 182,502 | 2,419,977 |
Levi Strauss & Company, Class A | 33,249 | 602,139 |
PVH Corp. | 31,752 | 2,310,911 |
Ralph Lauren Corp. | 19,547 | 2,039,534 |
Skechers USA, Inc., Class A (A) | 61,783 | 2,366,289 |
Tapestry, Inc. | 123,561 | 4,067,628 |
Under Armour, Inc., Class A (A) | 64,808 | 995,451 |
Under Armour, Inc., Class C (A) | 71,046 | 1,008,143 |
Shares or Principal Amount | Value | |
Consumer staples – 3.7% | $89,607,633 | |
Beverages – 0.1% | ||
Molson Coors Beverage Company, Class B | 62,541 | 3,385,970 |
Food and staples retailing – 0.9% | ||
Albertsons Companies, Inc., Class A | 40,776 | 1,275,473 |
BJ’s Wholesale Club Holdings, Inc. (A) | 47,380 | 3,048,903 |
Casey’s General Stores, Inc. | 17,585 | 3,539,861 |
Performance Food Group Company (A) | 51,495 | 2,536,129 |
The Kroger Company | 132,278 | 7,137,721 |
U.S. Foods Holding Corp. (A) | 99,991 | 3,761,661 |
Food products – 2.2% | ||
Bunge, Ltd. | 62,855 | 7,110,158 |
Campbell Soup Company | 68,556 | 3,237,214 |
Conagra Brands, Inc. | 126,992 | 4,435,831 |
Darling Ingredients, Inc. (A) | 71,560 | 5,251,788 |
Flowers Foods, Inc. | 29,572 | 784,249 |
Hormel Foods Corp. | 49,442 | 2,590,266 |
Ingredion, Inc. | 34,318 | 2,920,805 |
Kellogg Company | 25,505 | 1,747,093 |
Lamb Weston Holdings, Inc. | 55,388 | 3,661,147 |
McCormick & Company, Inc. | 56,786 | 5,710,968 |
Pilgrim’s Pride Corp. (A) | 24,246 | 687,374 |
Post Holdings, Inc. (A) | 32,199 | 2,395,284 |
The J.M. Smucker Company | 40,093 | 5,489,934 |
Tyson Foods, Inc., Class A | 74,905 | 6,978,150 |
Household products – 0.5% | ||
Church & Dwight Company, Inc. | 60,374 | 5,890,087 |
Reynolds Consumer Products, Inc. | 18,999 | 562,180 |
The Clorox Company | 31,964 | 4,585,875 |
Personal products – 0.0% | ||
Coty, Inc., Class A (A) | 108,941 | 883,512 |
Energy – 5.1% | 122,595,067 | |
Energy equipment and services – 0.5% | ||
Baker Hughes Company | 158,849 | 4,927,496 |
Halliburton Company | 182,454 | 6,499,011 |
NOV, Inc. | 57,231 | 1,037,598 |
Oil, gas and consumable fuels – 4.6% | ||
Antero Resources Corp. (A) | 45,679 | 1,607,901 |
APA Corp. | 106,596 | 4,362,974 |
Cheniere Energy, Inc. | 49,815 | 6,765,375 |
Chesapeake Energy Corp. | 13,488 | 1,106,286 |
Continental Resources, Inc. | 29,666 | 1,648,540 |
Coterra Energy, Inc. | 241,036 | 6,939,426 |
Devon Energy Corp. | 125,244 | 7,285,443 |
Diamondback Energy, Inc. | 61,484 | 7,761,125 |
EQT Corp. (A) | 95,013 | 3,776,767 |
Hess Corp. | 61,893 | 6,379,312 |
Marathon Oil Corp. | 333,968 | 8,322,483 |
Matador Resources Company (A) | 19,282 | 941,347 |
New Fortress Energy, Inc. | 12,671 | 491,381 |
SEE NOTES TO FINANCIAL STATEMENTS | ANNUAL REPORT | JOHN HANCOCK MULTIFACTOR ETFS | 63 |
Shares or Principal Amount | Value | |
Energy (continued) | ||
Oil, gas and consumable fuels (continued) | ||
Occidental Petroleum Corp. | 237,847 | $13,102,991 |
ONEOK, Inc. | 101,464 | 6,425,715 |
Ovintiv, Inc. | 123,411 | 6,317,409 |
PDC Energy, Inc. | 15,106 | 1,053,492 |
Phillips 66 | 44,636 | 3,872,619 |
Range Resources Corp. (A) | 46,058 | 1,378,977 |
Targa Resources Corp. | 84,494 | 6,202,705 |
Texas Pacific Land Corp. | 2,317 | 3,166,412 |
The Williams Companies, Inc. | 149,210 | 5,116,411 |
Valero Energy Corp. | 54,771 | 6,105,871 |
Financials – 13.7% | 329,526,718 | |
Banks – 4.5% | ||
Bank OZK | 18,761 | 720,798 |
BOK Financial Corp. | 11,842 | 982,057 |
Cadence Bank | 25,759 | 645,005 |
Citizens Financial Group, Inc. | 148,131 | 5,836,361 |
Comerica, Inc. | 54,618 | 4,473,214 |
Commerce Bancshares, Inc. | 51,646 | 3,531,037 |
Cullen/Frost Bankers, Inc. | 23,681 | 3,132,759 |
East West Bancorp, Inc. | 69,349 | 4,944,584 |
Fifth Third Bancorp | 226,329 | 8,494,127 |
First Citizens BancShares, Inc., Class A | 2,867 | 1,833,102 |
First Financial Bankshares, Inc. | 47,124 | 1,884,018 |
First Horizon Corp. | 257,496 | 5,762,760 |
First Republic Bank | 43,868 | 6,545,983 |
Glacier Bancorp, Inc. | 12,620 | 577,491 |
Huntington Bancshares, Inc. | 440,906 | 5,797,914 |
KeyCorp | 309,784 | 5,981,929 |
M&T Bank Corp. | 55,071 | 9,177,031 |
PacWest Bancorp | 22,947 | 754,727 |
Pinnacle Financial Partners, Inc. | 20,133 | 1,561,314 |
Popular, Inc. | 16,102 | 1,255,795 |
Prosperity Bancshares, Inc. | 38,037 | 2,486,859 |
Regions Financial Corp. | 334,009 | 6,920,666 |
Signature Bank | 16,366 | 3,964,664 |
SouthState Corp. | 8,629 | 668,230 |
SVB Financial Group (A) | 15,947 | 7,776,395 |
Synovus Financial Corp. | 55,439 | 2,302,936 |
Valley National Bancorp | 64,500 | 772,710 |
Webster Financial Corp. | 20,818 | 1,040,692 |
Western Alliance Bancorp | 36,494 | 2,777,558 |
Wintrust Financial Corp. | 10,269 | 896,689 |
Zions Bancorp NA | 83,315 | 4,708,131 |
Capital markets – 3.2% | ||
Affiliated Managers Group, Inc. | 13,070 | 1,641,200 |
Ameriprise Financial, Inc. | 34,331 | 9,114,537 |
Ares Management Corp., Class A | 31,251 | 2,069,441 |
Cboe Global Markets, Inc. | 42,336 | 4,783,121 |
FactSet Research Systems, Inc. | 13,114 | 5,291,368 |
Shares or Principal Amount | Value | |
Financials (continued) | ||
Capital markets (continued) | ||
Franklin Resources, Inc. | 95,717 | $2,353,681 |
Houlihan Lokey, Inc. | 7,250 | 603,853 |
Interactive Brokers Group, Inc., Class A | 25,179 | 1,499,661 |
Invesco, Ltd. | 180,631 | 3,319,998 |
Janus Henderson Group PLC | 30,493 | 929,427 |
Jefferies Financial Group, Inc. | 104,521 | 3,215,066 |
LPL Financial Holdings, Inc. | 30,575 | 5,744,125 |
MarketAxess Holdings, Inc. | 12,528 | 3,302,506 |
Morningstar, Inc. | 8,608 | 2,179,804 |
Nasdaq, Inc. | 37,014 | 5,824,893 |
Northern Trust Corp. | 56,105 | 5,781,620 |
Raymond James Financial, Inc. | 60,261 | 5,873,037 |
Robinhood Markets, Inc., Class A (A)(B) | 69,304 | 679,526 |
SEI Investments Company | 57,948 | 3,228,863 |
State Street Corp. | 67,935 | 4,549,607 |
Stifel Financial Corp. | 43,746 | 2,705,690 |
Tradeweb Markets, Inc., Class A | 15,137 | 1,077,603 |
Virtu Financial, Inc., Class A | 18,250 | 527,060 |
Consumer finance – 0.8% | ||
Ally Financial, Inc. | 169,399 | 6,769,184 |
Credit Acceptance Corp. (A)(B) | 4,499 | 2,305,738 |
OneMain Holdings, Inc. | 50,570 | 2,322,680 |
Synchrony Financial | 172,069 | 6,333,860 |
Upstart Holdings, Inc. (A)(B) | 8,691 | 651,999 |
Diversified financial services – 0.7% | ||
Apollo Global Management, Inc. | 129,027 | 6,420,384 |
Equitable Holdings, Inc. | 230,676 | 6,650,389 |
Voya Financial, Inc. | 72,642 | 4,586,616 |
Insurance – 4.4% | ||
Alleghany Corp. (A) | 5,157 | 4,313,831 |
American Financial Group, Inc. | 38,513 | 5,333,280 |
Arch Capital Group, Ltd. (A) | 98,901 | 4,516,809 |
Arthur J. Gallagher & Company | 54,089 | 9,113,456 |
Assurant, Inc. | 26,458 | 4,812,181 |
Brown & Brown, Inc. | 63,904 | 3,960,770 |
Cincinnati Financial Corp. | 41,995 | 5,151,107 |
CNA Financial Corp. | 10,237 | 485,643 |
Erie Indemnity Company, Class A | 9,478 | 1,519,134 |
Everest Re Group, Ltd. | 16,465 | 4,523,100 |
Fidelity National Financial, Inc. | 147,021 | 5,854,376 |
First American Financial Corp. | 58,054 | 3,385,129 |
Globe Life, Inc. | 45,377 | 4,450,576 |
Lincoln National Corp. | 68,985 | 4,149,448 |
Loews Corp. | 73,177 | 4,598,443 |
Markel Corp. (A) | 3,549 | 4,802,791 |
Old Republic International Corp. | 148,436 | 3,267,076 |
Principal Financial Group, Inc. | 87,740 | 5,978,604 |
Reinsurance Group of America, Inc. | 34,312 | 3,682,364 |
RenaissanceRe Holdings, Ltd. | 18,965 | 2,721,857 |
64 | JOHN HANCOCK MULTIFACTOR ETFS | ANNUAL REPORT | SEE NOTES TO FINANCIAL STATEMENTS |
Shares or Principal Amount | Value | |
Financials (continued) | ||
Insurance (continued) | ||
Ryan Specialty Group Holdings, Inc., Class A (A) | 9,427 | $348,705 |
The Hartford Financial Services Group, Inc. | 132,207 | 9,245,236 |
W.R. Berkley Corp. | 65,160 | 4,332,488 |
Willis Towers Watson PLC | 30,366 | 6,524,439 |
Thrifts and mortgage finance – 0.1% | ||
New York Community Bancorp, Inc. | 206,905 | 1,911,802 |
Health care – 10.8% | 260,390,738 | |
Biotechnology – 1.6% | ||
Alnylam Pharmaceuticals, Inc. (A) | 23,067 | 3,077,830 |
Beam Therapeutics, Inc. (A) | 5,420 | 203,413 |
Biohaven Pharmaceutical Holding Company, Ltd. (A) | 8,751 | 780,327 |
BioMarin Pharmaceutical, Inc. (A) | 60,165 | 4,894,423 |
Exact Sciences Corp. (A) | 34,099 | 1,877,150 |
Exelixis, Inc. (A) | 162,575 | 3,631,926 |
Horizon Therapeutics PLC (A) | 81,018 | 7,985,134 |
Incyte Corp. (A) | 37,451 | 2,807,327 |
Intellia Therapeutics, Inc. (A) | 11,495 | 563,600 |
Natera, Inc. (A) | 16,794 | 589,805 |
Neurocrine Biosciences, Inc. (A) | 34,278 | 3,086,048 |
Novavax, Inc. (A) | 9,357 | 421,720 |
Sarepta Therapeutics, Inc. (A) | 15,174 | 1,097,384 |
Seagen, Inc. (A) | 19,818 | 2,596,356 |
United Therapeutics Corp. (A) | 22,433 | 3,983,203 |
Health care equipment and supplies – 2.5% | ||
ABIOMED, Inc. (A) | 12,047 | 3,452,429 |
Dentsply Sirona, Inc. | 112,273 | 4,489,797 |
Enovis Corp. (A) | 12,406 | 804,777 |
Envista Holdings Corp. (A) | 67,577 | 2,677,401 |
Globus Medical, Inc., Class A (A) | 36,505 | 2,417,361 |
Hologic, Inc. (A) | 103,023 | 7,416,626 |
Insulet Corp. (A) | 13,337 | 3,187,410 |
Integra LifeSciences Holdings Corp. (A) | 31,655 | 1,936,020 |
Masimo Corp. (A) | 20,421 | 2,306,960 |
Novocure, Ltd. (A) | 19,780 | 1,514,752 |
Penumbra, Inc. (A) | 10,290 | 1,775,642 |
ResMed, Inc. | 41,461 | 8,290,956 |
Shockwave Medical, Inc. (A) | 4,845 | 732,225 |
STERIS PLC | 31,265 | 7,004,923 |
Tandem Diabetes Care, Inc. (A) | 15,220 | 1,468,426 |
Teleflex, Inc. | 14,379 | 4,106,930 |
The Cooper Companies, Inc. | 16,130 | 5,823,575 |
Health care providers and services – 2.7% | ||
agilon health, Inc. (A) | 21,677 | 385,200 |
Amedisys, Inc. (A) | 13,068 | 1,668,130 |
AmerisourceBergen Corp. | 40,170 | 6,077,319 |
Cardinal Health, Inc. | 96,725 | 5,614,886 |
Chemed Corp. | 7,076 | 3,477,076 |
DaVita, Inc. (A) | 34,327 | 3,720,017 |
Shares or Principal Amount | Value | |
Health care (continued) | ||
Health care providers and services (continued) | ||
Encompass Health Corp. | 59,947 | $4,126,152 |
Guardant Health, Inc. (A) | 19,991 | 1,233,445 |
Henry Schein, Inc. (A) | 76,201 | 6,179,901 |
Laboratory Corp. of America Holdings (A) | 38,785 | 9,319,260 |
Molina Healthcare, Inc. (A) | 21,665 | 6,790,894 |
Quest Diagnostics, Inc. | 56,855 | 7,609,473 |
R1 RCM, Inc. (A) | 19,691 | 443,441 |
Tenet Healthcare Corp. (A) | 31,122 | 2,256,656 |
Universal Health Services, Inc., Class B | 45,344 | 5,556,000 |
Health care technology – 0.6% | ||
Cerner Corp. | 101,629 | 9,516,540 |
Change Healthcare, Inc. (A) | 124,654 | 2,936,848 |
Doximity, Inc., Class A (A) | 9,777 | 389,809 |
Inspire Medical Systems, Inc. (A) | 4,615 | 949,582 |
Omnicell, Inc. (A) | 12,502 | 1,364,843 |
Teladoc Health, Inc. (A) | 18,836 | 635,903 |
Life sciences tools and services – 2.5% | ||
10X Genomics, Inc., Class A (A) | 9,967 | 476,024 |
Avantor, Inc. (A) | 141,970 | 4,526,004 |
Azenta, Inc. | 28,529 | 2,138,534 |
Bio-Rad Laboratories, Inc., Class A (A) | 8,102 | 4,148,710 |
Bio-Techne Corp. | 12,852 | 4,879,776 |
Bruker Corp. | 53,182 | 3,057,433 |
Charles River Laboratories International, Inc. (A) | 18,421 | 4,448,856 |
Maravai LifeSciences Holdings, Inc., Class A (A) | 26,277 | 807,492 |
Medpace Holdings, Inc. (A) | 13,211 | 1,764,593 |
Mettler-Toledo International, Inc. (A) | 7,069 | 9,030,860 |
PerkinElmer, Inc. | 45,620 | 6,688,348 |
Repligen Corp. (A) | 17,475 | 2,747,769 |
Sotera Health Company (A) | 34,870 | 710,651 |
Syneos Health, Inc. (A) | 51,082 | 3,733,583 |
Waters Corp. (A) | 16,743 | 5,073,464 |
West Pharmaceutical Services, Inc. | 21,233 | 6,689,669 |
Pharmaceuticals – 0.9% | ||
Catalent, Inc. (A) | 68,323 | 6,187,331 |
Elanco Animal Health, Inc. (A) | 156,366 | 3,957,623 |
Jazz Pharmaceuticals PLC (A) | 32,517 | 5,209,874 |
Organon & Company | 52,204 | 1,687,755 |
Royalty Pharma PLC, Class A | 27,192 | 1,157,835 |
Viatris, Inc. | 388,705 | 4,015,323 |
Industrials – 15.5% | 374,266,946 | |
Aerospace and defense – 0.9% | ||
Axon Enterprise, Inc. (A) | 13,903 | 1,559,917 |
HEICO Corp. | 9,760 | 1,378,405 |
HEICO Corp., Class A | 15,924 | 1,857,375 |
Howmet Aerospace, Inc. | 122,794 | 4,189,731 |
Huntington Ingalls Industries, Inc. | 18,798 | 3,999,087 |
Textron, Inc. | 75,622 | 5,236,824 |
SEE NOTES TO FINANCIAL STATEMENTS | ANNUAL REPORT | JOHN HANCOCK MULTIFACTOR ETFS | 65 |
Shares or Principal Amount | Value | |
Industrials (continued) | ||
Aerospace and defense (continued) | ||
Woodward, Inc. | 24,505 | $2,707,312 |
Air freight and logistics – 0.6% | ||
C.H. Robinson Worldwide, Inc. | 55,599 | 5,901,834 |
Expeditors International of Washington, Inc. | 58,382 | 5,783,905 |
GXO Logistics, Inc. (A) | 49,091 | 2,905,696 |
Airlines – 0.2% | ||
Alaska Air Group, Inc. (A) | 18,009 | 979,510 |
American Airlines Group, Inc. (A) | 47,497 | 891,519 |
Delta Air Lines, Inc. (A) | 23,150 | 996,145 |
Southwest Airlines Company (A) | 15,303 | 714,956 |
United Airlines Holdings, Inc. (A) | 27,663 | 1,396,982 |
Building products – 1.8% | ||
A.O. Smith Corp. | 56,914 | 3,325,485 |
Advanced Drainage Systems, Inc. | 18,285 | 1,873,481 |
Allegion PLC | 39,720 | 4,537,613 |
Builders FirstSource, Inc. (A) | 90,570 | 5,576,395 |
Carlisle Companies, Inc. | 27,973 | 7,255,077 |
Fortune Brands Home & Security, Inc. | 72,742 | 5,182,868 |
Lennox International, Inc. | 11,204 | 2,388,581 |
Masco Corp. | 88,639 | 4,670,389 |
Owens Corning | 59,712 | 5,429,612 |
Trex Company, Inc. (A) | 39,707 | 2,310,550 |
Commercial services and supplies – 1.0% | ||
Copart, Inc. (A) | 62,117 | 7,059,597 |
MSA Safety, Inc. | 12,442 | 1,501,625 |
Republic Services, Inc. | 73,980 | 9,933,295 |
Rollins, Inc. | 66,719 | 2,237,755 |
Stericycle, Inc. (A) | 34,856 | 1,749,423 |
Tetra Tech, Inc. | 17,275 | 2,406,062 |
Construction and engineering – 0.8% | ||
AECOM | 60,554 | 4,272,690 |
EMCOR Group, Inc. | 25,280 | 2,691,814 |
MasTec, Inc. (A) | 25,394 | 1,828,622 |
MDU Resources Group, Inc. | 100,994 | 2,601,605 |
Quanta Services, Inc. | 52,755 | 6,118,525 |
WillScot Mobile Mini Holdings Corp. (A) | 75,308 | 2,643,311 |
Electrical equipment – 1.6% | ||
Acuity Brands, Inc. | 10,900 | 1,880,032 |
AMETEK, Inc. | 68,991 | 8,710,804 |
Generac Holdings, Inc. (A) | 17,121 | 3,756,005 |
Hubbell, Inc. | 30,550 | 5,968,248 |
Plug Power, Inc. (A)(B) | 174,092 | 3,659,414 |
Regal Rexnord Corp. | 10,985 | 1,397,731 |
Rockwell Automation, Inc. | 33,701 | 8,515,232 |
Sensata Technologies Holding PLC (A) | 97,154 | 4,411,763 |
Sunrun, Inc. (A) | 51,794 | 1,034,844 |
Machinery – 3.8% | ||
AGCO Corp. | 35,570 | 4,531,618 |
Shares or Principal Amount | Value | |
Industrials (continued) | ||
Machinery (continued) | ||
Chart Industries, Inc. (A) | 5,395 | $910,784 |
Crane Company | 8,660 | 833,352 |
Cummins, Inc. | 14,948 | 2,828,012 |
Donaldson Company, Inc. | 63,136 | 3,096,189 |
Dover Corp. | 51,136 | 6,816,429 |
Esab Corp. (A) | 12,340 | 579,980 |
Fortive Corp. | 64,493 | 3,708,348 |
Graco, Inc. | 67,418 | 4,181,264 |
IDEX Corp. | 21,994 | 4,174,901 |
Ingersoll Rand, Inc. | 90,662 | 3,985,502 |
ITT, Inc. | 40,026 | 2,810,626 |
Lincoln Electric Holdings, Inc. | 26,682 | 3,594,866 |
Nordson Corp. | 21,906 | 4,724,905 |
Oshkosh Corp. | 36,163 | 3,342,908 |
Parker-Hannifin Corp. | 38,791 | 10,505,379 |
Pentair PLC | 69,617 | 3,533,063 |
Snap-on, Inc. | 26,351 | 5,599,324 |
Stanley Black & Decker, Inc. | 43,605 | 5,239,141 |
The Middleby Corp. (A) | 26,039 | 4,007,142 |
The Toro Company | 46,327 | 3,712,183 |
Wabtec Corp. | 60,354 | 5,426,428 |
Xylem, Inc. | 46,860 | 3,772,230 |
Professional services – 2.2% | ||
ASGN, Inc. (A) | 7,825 | 887,746 |
Booz Allen Hamilton Holding Corp. | 55,506 | 4,530,955 |
CACI International, Inc., Class A (A) | 10,248 | 2,718,794 |
Clarivate PLC (A) | 94,202 | 1,477,087 |
Dun & Bradstreet Holdings, Inc. (A) | 56,998 | 899,998 |
Equifax, Inc. | 27,659 | 5,629,160 |
Jacobs Engineering Group, Inc. | 39,855 | 5,521,910 |
KBR, Inc. | 15,687 | 772,271 |
Leidos Holdings, Inc. | 60,984 | 6,312,454 |
ManpowerGroup, Inc. | 17,073 | 1,539,985 |
Nielsen Holdings PLC | 185,962 | 4,985,641 |
Robert Half International, Inc. | 58,078 | 5,709,648 |
TransUnion | 44,124 | 3,861,732 |
TriNet Group, Inc. (A) | 17,467 | 1,549,323 |
Verisk Analytics, Inc. | 36,684 | 7,485,370 |
Road and rail – 1.2% | ||
AMERCO | 5,264 | 2,818,767 |
Avis Budget Group, Inc. (A) | 3,964 | 1,061,044 |
J.B. Hunt Transport Services, Inc. | 29,149 | 4,980,107 |
Knight-Swift Transportation Holdings, Inc. | 66,219 | 3,171,228 |
Landstar System, Inc. | 17,102 | 2,649,100 |
Lyft, Inc., Class A (A) | 34,980 | 1,140,348 |
Old Dominion Freight Line, Inc. | 29,516 | 8,268,022 |
Saia, Inc. (A) | 7,956 | 1,638,618 |
XPO Logistics, Inc. (A) | 51,691 | 2,780,459 |
66 | JOHN HANCOCK MULTIFACTOR ETFS | ANNUAL REPORT | SEE NOTES TO FINANCIAL STATEMENTS |
Shares or Principal Amount | Value | |
Industrials (continued) | ||
Trading companies and distributors – 1.4% | ||
Fastenal Company | 155,625 | $8,607,619 |
SiteOne Landscape Supply, Inc. (A) | 15,818 | 2,230,813 |
United Rentals, Inc. (A) | 31,206 | 9,877,323 |
W.W. Grainger, Inc. | 15,171 | 7,585,955 |
Watsco, Inc. | 11,791 | 3,145,603 |
WESCO International, Inc. (A) | 8,824 | 1,087,646 |
Information technology – 16.1% | 387,656,347 | |
Communications equipment – 1.5% | ||
Arista Networks, Inc. (A) | 71,837 | 8,302,202 |
Ciena Corp. (A) | 90,198 | 4,976,224 |
F5, Inc. (A) | 32,156 | 5,383,236 |
Juniper Networks, Inc. | 157,318 | 4,958,663 |
Lumentum Holdings, Inc. (A) | 38,207 | 3,102,790 |
Motorola Solutions, Inc. | 37,793 | 8,075,986 |
Ubiquiti, Inc. (B) | 1,662 | 469,100 |
Electronic equipment, instruments and components – 3.0% | ||
Arrow Electronics, Inc. (A) | 47,446 | 5,591,986 |
CDW Corp. | 45,220 | 7,379,000 |
Cognex Corp. | 67,682 | 4,577,334 |
Coherent, Inc. (A) | 8,152 | 2,183,921 |
Corning, Inc. | 135,142 | 4,755,647 |
Flex, Ltd. (A) | 334,598 | 5,517,521 |
II-VI, Inc. (A) | 56,169 | 3,438,104 |
IPG Photonics Corp. (A) | 15,231 | 1,439,025 |
Jabil, Inc. | 102,964 | 5,944,112 |
Keysight Technologies, Inc. (A) | 60,699 | 8,514,249 |
Littelfuse, Inc. | 12,881 | 2,952,969 |
TD SYNNEX Corp. | 13,156 | 1,316,784 |
Teledyne Technologies, Inc. (A) | 14,337 | 6,187,132 |
Trimble, Inc. (A) | 89,804 | 5,989,927 |
Zebra Technologies Corp., Class A (A) | 17,438 | 6,446,131 |
IT services – 3.3% | ||
Affirm Holdings, Inc. (A)(B) | 8,066 | 231,494 |
Akamai Technologies, Inc. (A) | 66,638 | 7,482,115 |
Amdocs, Ltd. | 73,687 | 5,872,117 |
Broadridge Financial Solutions, Inc. | 38,663 | 5,572,498 |
Cloudflare, Inc., Class A (A) | 30,924 | 2,663,793 |
Concentrix Corp. | 28,432 | 4,477,471 |
DigitalOcean Holdings, Inc. (A) | 9,059 | 357,196 |
DXC Technology Company (A) | 122,789 | 3,524,044 |
EPAM Systems, Inc. (A) | 16,194 | 4,291,248 |
Euronet Worldwide, Inc. (A) | 19,617 | 2,386,408 |
FleetCor Technologies, Inc. (A) | 21,097 | 5,264,123 |
Gartner, Inc. (A) | 26,090 | 7,580,450 |
Genpact, Ltd. | 87,905 | 3,539,934 |
Globant SA (A) | 6,891 | 1,488,387 |
GoDaddy, Inc., Class A (A) | 54,541 | 4,407,458 |
Jack Henry & Associates, Inc. | 26,692 | 5,060,269 |
Marqeta, Inc., Class A (A) | 21,958 | 204,209 |
Shares or Principal Amount | Value | |
Information technology (continued) | ||
IT services (continued) | ||
MongoDB, Inc. (A) | 8,374 | $2,972,184 |
Okta, Inc. (A) | 14,079 | 1,679,765 |
Switch, Inc., Class A | 18,362 | 548,289 |
The Western Union Company | 156,238 | 2,618,549 |
VeriSign, Inc. (A) | 23,204 | 4,146,323 |
WEX, Inc. (A) | 17,109 | 2,844,200 |
Semiconductors and semiconductor equipment – 3.0% | ||
Amkor Technology, Inc. | 51,492 | 968,565 |
Enphase Energy, Inc. (A) | 32,594 | 5,260,672 |
Entegris, Inc. | 50,353 | 5,608,821 |
First Solar, Inc. (A) | 46,743 | 3,413,641 |
Lattice Semiconductor Corp. (A) | 47,051 | 2,260,330 |
MKS Instruments, Inc. | 32,833 | 3,742,305 |
Monolithic Power Systems, Inc. | 13,454 | 5,277,197 |
ON Semiconductor Corp. (A) | 187,985 | 9,795,898 |
Power Integrations, Inc. | 13,879 | 1,110,320 |
Qorvo, Inc. (A) | 51,067 | 5,810,403 |
Silicon Laboratories, Inc. (A) | 17,622 | 2,377,384 |
Skyworks Solutions, Inc. | 59,450 | 6,735,685 |
SolarEdge Technologies, Inc. (A) | 16,711 | 4,184,602 |
Synaptics, Inc. (A) | 13,579 | 2,015,667 |
Teradyne, Inc. | 74,681 | 7,875,858 |
Universal Display Corp. | 18,545 | 2,368,753 |
Wolfspeed, Inc. (A) | 47,911 | 4,393,918 |
Software – 4.2% | ||
Anaplan, Inc. (A) | 26,389 | 1,715,021 |
ANSYS, Inc. (A) | 27,245 | 7,511,174 |
AppLovin Corp., Class A (A) | 13,671 | 521,549 |
Asana, Inc., Class A (A) | 9,720 | 260,496 |
Aspen Technology, Inc. (A) | 30,946 | 4,906,179 |
Avalara, Inc. (A) | 25,134 | 1,911,943 |
Bentley Systems, Inc., Class B | 21,058 | 892,649 |
Bill.com Holdings, Inc. (A) | 20,828 | 3,555,548 |
Black Knight, Inc. (A) | 44,265 | 2,912,194 |
Ceridian HCM Holding, Inc. (A) | 50,543 | 2,836,979 |
Citrix Systems, Inc. | 33,258 | 3,329,126 |
Confluent, Inc., Class A (A) | 9,732 | 304,028 |
Coupa Software, Inc. (A) | 11,769 | 1,015,665 |
Dolby Laboratories, Inc., Class A | 34,021 | 2,635,607 |
Dropbox, Inc., Class A (A) | 129,057 | 2,806,990 |
Dynatrace, Inc. (A) | 45,349 | 1,739,588 |
Elastic NV (A) | 15,204 | 1,157,633 |
Fair Isaac Corp. (A) | 10,650 | 3,977,882 |
Five9, Inc. (A) | 16,063 | 1,768,536 |
Guidewire Software, Inc. (A) | 34,420 | 2,992,475 |
HubSpot, Inc. (A) | 9,505 | 3,606,482 |
Manhattan Associates, Inc. (A) | 24,194 | 3,158,527 |
Monday.com, Ltd. (A) | 1,231 | 159,291 |
NortonLifeLock, Inc. | 153,324 | 3,839,233 |
SEE NOTES TO FINANCIAL STATEMENTS | ANNUAL REPORT | JOHN HANCOCK MULTIFACTOR ETFS | 67 |
Shares or Principal Amount | Value | |
Information technology (continued) | ||
Software (continued) | ||
Nutanix, Inc., Class A (A) | 42,913 | $1,074,112 |
Paycom Software, Inc. (A) | 13,799 | 3,884,005 |
Paylocity Holding Corp. (A) | 14,906 | 2,826,625 |
Pegasystems, Inc. | 10,414 | 797,608 |
Procore Technologies, Inc. (A) | 7,012 | 388,956 |
PTC, Inc. (A) | 42,385 | 4,840,791 |
Qualtrics International, Inc., Class A (A) | 10,885 | 201,808 |
Rapid7, Inc. (A) | 8,034 | 767,408 |
RingCentral, Inc., Class A (A) | 11,719 | 994,357 |
SentinelOne, Inc., Class A (A) | 21,868 | 727,548 |
Smartsheet, Inc., Class A (A) | 30,661 | 1,481,846 |
Splunk, Inc. (A) | 19,713 | 2,405,380 |
SS&C Technologies Holdings, Inc. | 83,041 | 5,369,431 |
Tenable Holdings, Inc. (A) | 9,119 | 503,642 |
The Trade Desk, Inc., Class A (A) | 77,848 | 4,586,804 |
Tyler Technologies, Inc. (A) | 12,738 | 5,027,816 |
UiPath, Inc., Class A (A) | 17,817 | 317,677 |
Workiva, Inc. (A) | 4,077 | 393,471 |
Zendesk, Inc. (A) | 24,847 | 3,032,328 |
Zscaler, Inc. (A) | 12,220 | 2,477,483 |
Technology hardware, storage and peripherals – 1.1% | ||
Hewlett Packard Enterprise Company | 402,623 | 6,204,420 |
NetApp, Inc. | 85,659 | 6,274,522 |
Pure Storage, Inc., Class A (A) | 76,916 | 2,253,639 |
Seagate Technology Holdings PLC | 70,971 | 5,822,461 |
Western Digital Corp. (A) | 105,009 | 5,572,828 |
Materials – 7.9% | 190,721,575 | |
Chemicals – 2.9% | ||
Albemarle Corp. | 27,259 | 5,256,353 |
Axalta Coating Systems, Ltd. (A) | 99,342 | 2,520,307 |
Celanese Corp. | 37,323 | 5,484,242 |
CF Industries Holdings, Inc. | 59,192 | 5,731,561 |
Corteva, Inc. | 122,074 | 7,042,449 |
Eastman Chemical Company | 40,018 | 4,108,648 |
Element Solutions, Inc. | 27,631 | 569,751 |
FMC Corp. | 40,892 | 5,419,826 |
Huntsman Corp. | 107,839 | 3,652,507 |
International Flavors & Fragrances, Inc. | 22,241 | 2,697,833 |
LyondellBasell Industries NV, Class A | 57,919 | 6,141,152 |
Olin Corp. | 58,399 | 3,352,103 |
RPM International, Inc. | 58,006 | 4,808,697 |
The Mosaic Company | 131,795 | 8,226,644 |
The Scotts Miracle-Gro Company | 14,921 | 1,550,740 |
Valvoline, Inc. | 26,138 | 790,152 |
Westlake Corp. | 17,321 | 2,191,973 |
Construction materials – 0.6% | ||
Eagle Materials, Inc. | 7,401 | 912,691 |
Martin Marietta Materials, Inc. | 16,922 | 5,994,111 |
Vulcan Materials Company | 36,579 | 6,302,196 |
Shares or Principal Amount | Value | |
Materials (continued) | ||
Containers and packaging – 2.5% | ||
Amcor PLC | 426,443 | $5,057,614 |
AptarGroup, Inc. | 30,426 | 3,493,818 |
Avery Dennison Corp. | 29,994 | 5,416,916 |
Ball Corp. | 88,384 | 7,173,245 |
Berry Global Group, Inc. (A) | 80,417 | 4,531,498 |
Crown Holdings, Inc. | 42,845 | 4,714,664 |
Graphic Packaging Holding Company | 121,527 | 2,649,289 |
International Paper Company | 125,272 | 5,797,588 |
Packaging Corp. of America | 46,377 | 7,474,581 |
Sealed Air Corp. | 68,872 | 4,422,271 |
Sonoco Products Company | 62,683 | 3,880,705 |
Westrock Company | 117,088 | 5,799,369 |
Metals and mining – 1.9% | ||
Alcoa Corp. | 60,280 | 4,086,984 |
Cleveland-Cliffs, Inc. (A) | 217,784 | 5,551,314 |
MP Materials Corp. (A) | 7,176 | 272,975 |
Nucor Corp. | 92,278 | 14,282,775 |
Reliance Steel & Aluminum Company | 34,907 | 6,920,313 |
Royal Gold, Inc. | 22,787 | 2,973,248 |
Steel Dynamics, Inc. | 111,968 | 9,601,256 |
U.S. Steel Corp. | 90,574 | 2,761,601 |
Paper and forest products – 0.0% | ||
Louisiana-Pacific Corp. | 17,136 | 1,105,615 |
Real estate – 6.4% | 153,367,066 | |
Equity real estate investment trusts – 5.8% | ||
Alexandria Real Estate Equities, Inc. | 23,470 | 4,275,295 |
American Campus Communities, Inc. | 39,334 | 2,543,730 |
American Homes 4 Rent, Class A | 79,565 | 3,151,570 |
Americold Realty Trust | 54,264 | 1,431,484 |
Apartment Income REIT Corp. | 43,290 | 2,128,569 |
Boston Properties, Inc. | 18,467 | 2,171,719 |
Brixmor Property Group, Inc. | 76,301 | 1,936,519 |
Camden Property Trust | 26,390 | 4,140,327 |
Cousins Properties, Inc. | 15,851 | 569,051 |
CubeSmart | 59,322 | 2,818,388 |
Douglas Emmett, Inc. | 47,315 | 1,393,900 |
Duke Realty Corp. | 91,444 | 5,006,559 |
EastGroup Properties, Inc. | 11,050 | 2,071,875 |
Equity LifeStyle Properties, Inc. | 46,398 | 3,585,637 |
Essex Property Trust, Inc. | 11,395 | 3,752,032 |
Extra Space Storage, Inc. | 29,092 | 5,527,480 |
Federal Realty Investment Trust | 21,949 | 2,569,350 |
First Industrial Realty Trust, Inc. | 35,782 | 2,075,356 |
Gaming and Leisure Properties, Inc. | 64,318 | 2,854,433 |
Healthcare Trust of America, Inc., Class A | 62,020 | 1,889,129 |
Healthpeak Properties, Inc. | 91,358 | 2,997,456 |
Host Hotels & Resorts, Inc. | 194,043 | 3,948,775 |
Invitation Homes, Inc. | 99,481 | 3,961,333 |
Iron Mountain, Inc. | 81,909 | 4,400,971 |
68 | JOHN HANCOCK MULTIFACTOR ETFS | ANNUAL REPORT | SEE NOTES TO FINANCIAL STATEMENTS |
Shares or Principal Amount | Value | |
Real estate (continued) | ||
Equity real estate investment trusts (continued) | ||
Kilroy Realty Corp. | 32,444 | $2,271,080 |
Kimco Realty Corp. | 154,918 | 3,924,073 |
Lamar Advertising Company, Class A | 29,507 | 3,257,868 |
Life Storage, Inc. | 22,305 | 2,955,189 |
Medical Properties Trust, Inc. | 164,278 | 3,021,072 |
Mid-America Apartment Communities, Inc. | 21,189 | 4,167,453 |
National Retail Properties, Inc. | 49,615 | 2,175,122 |
National Storage Affiliates Trust | 16,189 | 916,297 |
Omega Healthcare Investors, Inc. | 67,065 | 1,708,816 |
Rayonier, Inc. | 15,524 | 670,637 |
Realty Income Corp. | 108,978 | 7,558,714 |
Regency Centers Corp. | 47,459 | 3,266,603 |
Rexford Industrial Realty, Inc. | 39,515 | 3,083,751 |
Spirit Realty Capital, Inc. | 13,640 | 592,658 |
STAG Industrial, Inc. | 33,283 | 1,242,122 |
STORE Capital Corp. | 68,885 | 1,958,401 |
Sun Communities, Inc. | 20,534 | 3,605,154 |
UDR, Inc. | 66,298 | 3,527,717 |
Ventas, Inc. | 59,651 | 3,313,613 |
VICI Properties, Inc. | 162,682 | 4,849,546 |
Vornado Realty Trust | 44,133 | 1,708,388 |
Weyerhaeuser Company | 151,275 | 6,235,556 |
WP Carey, Inc. | 41,410 | 3,344,686 |
Real estate management and development – 0.6% | ||
CBRE Group, Inc., Class A (A) | 88,105 | 7,316,239 |
Jones Lang LaSalle, Inc. (A) | 25,124 | 5,495,373 |
Utilities – 5.2% | 126,542,554 | |
Electric utilities – 2.4% | ||
Alliant Energy Corp. | 74,648 | 4,390,049 |
Avangrid, Inc. | 14,300 | 634,205 |
Edison International | 92,408 | 6,356,746 |
Entergy Corp. | 65,189 | 7,747,713 |
Evergy, Inc. | 108,255 | 7,345,102 |
Eversource Energy | 76,177 | 6,657,870 |
FirstEnergy Corp. | 147,388 | 6,383,374 |
NRG Energy, Inc. | 107,183 | 3,847,870 |
OGE Energy Corp. | 95,319 | 3,686,939 |
PG&E Corp. (A) | 134,932 | 1,706,890 |
Pinnacle West Capital Corp. | 49,588 | 3,530,666 |
PPL Corp. | 166,418 | 4,711,294 |
Gas utilities – 0.4% | ||
Atmos Energy Corp. | 38,969 | 4,419,085 |
National Fuel Gas Company | 15,740 | 1,103,846 |
UGI Corp. | 117,439 | 4,028,158 |
Independent power and renewable electricity producers –0.4% | ||
Brookfield Renewable Corp., Class A | 41,635 | 1,494,697 |
Clearway Energy, Inc., Class A | 6,412 | 182,229 |
Clearway Energy, Inc., Class C | 18,555 | 566,484 |
Shares or Principal Amount | Value | |
Utilities (continued) | ||
Independent power and renewable electricityproducers (continued) | ||
The AES Corp. | 242,870 | $4,959,405 |
Vistra Corp. | 159,064 | 3,979,781 |
Multi-utilities – 1.6% | ||
Ameren Corp. | 76,765 | 7,131,469 |
CenterPoint Energy, Inc. | 261,826 | 8,014,494 |
CMS Energy Corp. | 85,776 | 5,891,953 |
DTE Energy Company | 53,327 | 6,987,970 |
NiSource, Inc. | 167,761 | 4,885,200 |
WEC Energy Group, Inc. | 64,752 | 6,478,438 |
Water utilities – 0.4% | ||
American Water Works Company, Inc. | 42,361 | 6,526,983 |
Essential Utilities, Inc. | 64,648 | 2,893,644 |
SHORT-TERM INVESTMENTS – 0.4% | $10,684,271 | |
(Cost $10,684,737) | ||
Short-term funds – 0.4% | 10,684,271 | |
John Hancock Collateral Trust, 0.3773% (C)(D) | 790,373 | 7,902,546 |
State Street Institutional U.S. Government Money Market Fund, Premier Class, 0.2918% (C) | 2,781,725 | 2,781,725 |
Total investments (Multifactor Mid Cap ETF) (Cost $2,107,654,631) 100.3% | $2,418,653,059 | |
Other assets and liabilities, net (0.3%) | (8,050,498) | |
Total net assets 100.0% | $2,410,602,561 |
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 4-30-22. |
(C) | The rate shown is the annualized seven-day yield as of 4-30-22. |
(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% | $376,248,689 | |
(Cost $352,055,707) | ||
Communication services – 2.4% | 9,214,024 | |
Diversified telecommunication services – 0.6% | ||
Frontier Communications Parent, Inc. (A) | 45,787 | 1,208,319 |
Iridium Communications, Inc. (A) | 32,056 | 1,144,720 |
Entertainment – 0.4% | ||
Madison Square Garden Sports Corp. (A) | 5,613 | 909,923 |
World Wrestling Entertainment, Inc., Class A | 13,186 | 769,931 |
Interactive media and services – 0.7% | ||
CarGurus, Inc. (A) | 19,889 | 649,973 |
SEE NOTES TO FINANCIAL STATEMENTS | ANNUAL REPORT | JOHN HANCOCK MULTIFACTOR ETFS | 69 |
Shares or Principal Amount | Value | |
Communication services (continued) | ||
Interactive media and services (continued) | ||
TripAdvisor, Inc. (A) | 29,690 | $762,142 |
Ziff Davis, Inc. (A) | 12,417 | 1,097,166 |
Media – 0.7% | ||
Nexstar Media Group, Inc., Class A | 10,523 | 1,667,054 |
TEGNA, Inc. | 45,569 | 1,004,796 |
Consumer discretionary – 12.7% | 47,771,129 | |
Auto components – 0.7% | ||
Adient PLC (A) | 24,232 | 827,280 |
Fox Factory Holding Corp. (A) | 12,700 | 1,039,876 |
The Goodyear Tire & Rubber Company (A) | 64,587 | 860,299 |
Automobiles – 0.7% | ||
Harley-Davidson, Inc. | 43,601 | 1,589,256 |
Thor Industries, Inc. | 12,352 | 945,546 |
Diversified consumer services – 0.7% | ||
ADT, Inc. | 36,170 | 247,765 |
H&R Block, Inc. | 32,452 | 846,024 |
Mister Car Wash, Inc. (A) | 12,826 | 184,694 |
Terminix Global Holdings, Inc. (A) | 25,460 | 1,168,359 |
Hotels, restaurants and leisure – 3.1% | ||
Hilton Grand Vacations, Inc. (A) | 19,446 | 910,656 |
International Game Technology PLC | 19,634 | 428,610 |
Light & Wonder, Inc. (A) | 19,758 | 1,107,633 |
Marriott Vacations Worldwide Corp. | 9,993 | 1,492,255 |
Papa John’s International, Inc. | 6,653 | 605,756 |
Planet Fitness, Inc., Class A (A) | 12,649 | 1,012,299 |
Red Rock Resorts, Inc., Class A | 11,868 | 521,717 |
SeaWorld Entertainment, Inc. (A) | 10,450 | 704,748 |
Six Flags Entertainment Corp. (A) | 15,407 | 589,626 |
Texas Roadhouse, Inc. | 19,049 | 1,568,304 |
The Wendy’s Company | 55,884 | 1,104,268 |
Travel + Leisure Company | 18,546 | 1,028,932 |
Wingstop, Inc. | 8,591 | 788,310 |
Household durables – 2.1% | ||
Cricut, Inc., Class A (A)(B) | 3,566 | 41,437 |
Helen of Troy, Ltd. (A) | 6,100 | 1,308,511 |
Leggett & Platt, Inc. | 32,140 | 1,145,148 |
Meritage Homes Corp. (A) | 6,007 | 495,878 |
Skyline Champion Corp. (A) | 8,919 | 455,226 |
Sonos, Inc. (A) | 27,534 | 628,326 |
Taylor Morrison Home Corp. (A) | 18,088 | 473,725 |
Tempur Sealy International, Inc. | 30,750 | 833,633 |
Toll Brothers, Inc. | 21,933 | 1,017,033 |
TopBuild Corp. (A) | 8,569 | 1,552,189 |
Internet and direct marketing retail – 0.2% | ||
Global-e Online, Ltd. (A) | 10,553 | 237,865 |
Revolve Group, Inc. (A) | 8,265 | 349,279 |
Leisure products – 0.8% | ||
Brunswick Corp. | 20,185 | 1,526,188 |
Shares or Principal Amount | Value | |
Consumer discretionary (continued) | ||
Leisure products (continued) | ||
Polaris, Inc. | 7,519 | $713,854 |
YETI Holdings, Inc. (A) | 14,158 | 691,901 |
Multiline retail – 0.4% | ||
Dillard’s, Inc., Class A | 861 | 261,580 |
Macy’s, Inc. | 54,423 | 1,315,404 |
Specialty retail – 2.1% | ||
American Eagle Outfitters, Inc. (B) | 36,626 | 553,419 |
Asbury Automotive Group, Inc. (A) | 4,457 | 818,795 |
AutoNation, Inc. (A) | 14,101 | 1,634,447 |
Leslie’s, Inc. (A) | 30,186 | 591,646 |
Murphy USA, Inc. | 7,032 | 1,642,675 |
Penske Automotive Group, Inc. | 8,935 | 936,567 |
Petco Health & Wellness Company, Inc. (A) | 14,802 | 285,087 |
Signet Jewelers, Ltd. | 10,245 | 719,199 |
Victoria’s Secret & Company (A) | 18,390 | 866,537 |
Textiles, apparel and luxury goods – 1.9% | ||
Carter’s, Inc. | 11,808 | 994,706 |
Columbia Sportswear Company | 6,975 | 573,066 |
Crocs, Inc. (A) | 11,767 | 781,682 |
Hanesbrands, Inc. | 83,590 | 1,108,403 |
PVH Corp. | 19,503 | 1,419,428 |
Skechers USA, Inc., Class A (A) | 43,346 | 1,660,152 |
Steven Madden, Ltd. | 13,783 | 565,930 |
Consumer staples – 2.9% | 10,929,467 | |
Beverages – 0.2% | ||
Coca-Cola Consolidated, Inc. | 987 | 435,761 |
National Beverage Corp. | 6,516 | 287,225 |
Food and staples retailing – 0.3% | ||
Casey’s General Stores, Inc. | 6,326 | 1,273,424 |
Food products – 1.9% | ||
Flowers Foods, Inc. | 41,998 | 1,113,787 |
Freshpet, Inc. (A) | 10,721 | 1,000,805 |
Ingredion, Inc. | 13,748 | 1,170,092 |
Lancaster Colony Corp. | 5,668 | 879,560 |
Pilgrim’s Pride Corp. (A) | 9,791 | 277,575 |
Post Holdings, Inc. (A) | 11,836 | 880,480 |
Sanderson Farms, Inc. | 4,226 | 800,278 |
Seaboard Corp. | 79 | 333,774 |
The Simply Good Foods Company (A) | 13,986 | 582,517 |
Household products – 0.2% | ||
Reynolds Consumer Products, Inc. | 10,261 | 303,623 |
Spectrum Brands Holdings, Inc. | 7,151 | 608,336 |
Personal products – 0.3% | ||
BellRing Brands, Inc. (A) | 7,482 | 160,339 |
Coty, Inc., Class A (A) | 36,938 | 299,567 |
Herbalife Nutrition, Ltd. (A) | 19,651 | 522,324 |
70 | JOHN HANCOCK MULTIFACTOR ETFS | ANNUAL REPORT | SEE NOTES TO FINANCIAL STATEMENTS |
Shares or Principal Amount | Value | |
Energy – 4.1% | $15,543,394 | |
Energy equipment and services – 0.9% | ||
Cactus, Inc., Class A | 9,242 | 461,453 |
ChampionX Corp. | 40,713 | 859,044 |
Helmerich & Payne, Inc. | 14,647 | 674,201 |
NOV, Inc. | 74,426 | 1,349,343 |
Oil, gas and consumable fuels – 3.2% | ||
Antero Midstream Corp. | 86,717 | 890,584 |
Antero Resources Corp. (A) | 27,973 | 984,650 |
Civitas Resources, Inc. | 7,439 | 436,074 |
Denbury, Inc. (A) | 7,828 | 500,835 |
DT Midstream, Inc. | 18,191 | 977,766 |
EnLink Midstream LLC (A) | 38,652 | 381,495 |
HF Sinclair Corp. (A) | 30,774 | 1,170,027 |
Magnolia Oil & Gas Corp., Class A | 27,811 | 646,328 |
Matador Resources Company (A) | 17,638 | 861,087 |
Murphy Oil Corp. | 23,608 | 898,993 |
PDC Energy, Inc. | 17,516 | 1,221,566 |
Range Resources Corp. (A) | 42,017 | 1,257,989 |
SM Energy Company | 18,130 | 644,159 |
Southwestern Energy Company (A) | 177,040 | 1,327,800 |
Financials – 16.6% | 62,696,396 | |
Banks – 7.7% | ||
Associated Banc-Corp | 25,397 | 506,670 |
Bank OZK | 33,888 | 1,301,977 |
BankUnited, Inc. | 18,409 | 691,074 |
BOK Financial Corp. | 8,440 | 699,929 |
Cadence Bank | 34,757 | 870,315 |
Cathay General Bancorp | 12,941 | 518,805 |
Community Bank System, Inc. | 14,015 | 902,566 |
Eastern Bankshares, Inc. | 33,803 | 647,665 |
First Financial Bankshares, Inc. | 37,240 | 1,488,855 |
First Hawaiian, Inc. | 27,095 | 639,713 |
First Interstate BancSystem, Inc., Class A | 15,256 | 496,125 |
FNB Corp. | 74,083 | 853,436 |
Glacier Bancorp, Inc. | 24,718 | 1,131,096 |
Hancock Whitney Corp. | 17,311 | 809,635 |
Home BancShares, Inc. | 31,888 | 689,419 |
Independent Bank Corp. | 8,124 | 626,848 |
Old National Bancorp | 51,610 | 782,408 |
Pacific Premier Bancorp, Inc. | 20,217 | 634,005 |
PacWest Bancorp | 26,706 | 878,360 |
Pinnacle Financial Partners, Inc. | 20,508 | 1,590,395 |
Popular, Inc. | 22,643 | 1,765,928 |
Prosperity Bancshares, Inc. | 18,517 | 1,210,641 |
ServisFirst Bancshares, Inc. | 9,322 | 748,743 |
SouthState Corp. | 19,476 | 1,508,221 |
Synovus Financial Corp. | 38,347 | 1,592,934 |
UMB Financial Corp. | 8,552 | 771,219 |
Umpqua Holdings Corp. | 45,889 | 759,004 |
United Bankshares, Inc. | 35,611 | 1,184,422 |
Shares or Principal Amount | Value | |
Financials (continued) | ||
Banks (continued) | ||
United Community Banks, Inc. | 18,913 | $570,038 |
Valley National Bancorp | 105,563 | 1,264,645 |
Wintrust Financial Corp. | 12,305 | 1,074,473 |
Capital markets – 2.5% | ||
Affiliated Managers Group, Inc. | 11,147 | 1,399,729 |
Cohen & Steers, Inc. | 6,658 | 517,260 |
Evercore, Inc., Class A | 7,304 | 772,398 |
Hamilton Lane, Inc., Class A | 8,386 | 575,112 |
Houlihan Lokey, Inc. | 14,397 | 1,199,126 |
Interactive Brokers Group, Inc., Class A | 22,663 | 1,349,808 |
Janus Henderson Group PLC | 46,020 | 1,402,690 |
Lazard, Ltd., Class A | 29,394 | 963,241 |
Moelis & Company, Class A | 12,694 | 561,836 |
Virtu Financial, Inc., Class A | 22,054 | 636,920 |
Consumer finance – 0.9% | ||
FirstCash Holdings, Inc. | 8,640 | 689,299 |
OneMain Holdings, Inc. | 25,192 | 1,157,069 |
SLM Corp. | 88,073 | 1,473,461 |
Insurance – 3.7% | ||
American Equity Investment Life Holding Company | 13,208 | 498,206 |
Assured Guaranty, Ltd. | 12,694 | 700,074 |
Axis Capital Holdings, Ltd. | 22,904 | 1,313,086 |
Brighthouse Financial, Inc. (A) | 17,393 | 893,304 |
Enstar Group, Ltd. (A) | 3,037 | 715,973 |
First American Financial Corp. | 12,858 | 749,750 |
Kinsale Capital Group, Inc. | 6,073 | 1,346,323 |
Primerica, Inc. | 10,918 | 1,414,536 |
RenaissanceRe Holdings, Ltd. | 7,795 | 1,118,738 |
RLI Corp. | 10,824 | 1,242,379 |
Selective Insurance Group, Inc. | 15,278 | 1,258,296 |
The Hanover Insurance Group, Inc. | 9,119 | 1,338,852 |
Unum Group | 47,453 | 1,448,266 |
Mortgage real estate investment trusts – 0.2% | ||
Hannon Armstrong Sustainable Infrastructure Capital, Inc. | 21,260 | 850,187 |
Thrifts and mortgage finance – 1.6% | ||
Essent Group, Ltd. | 30,028 | 1,217,035 |
MGIC Investment Corp. | 92,043 | 1,202,082 |
Mr. Cooper Group, Inc. (A) | 9,309 | 418,626 |
New York Community Bancorp, Inc. | 123,982 | 1,145,594 |
Radian Group, Inc. | 49,339 | 1,055,361 |
TFS Financial Corp. | 15,104 | 226,409 |
Walker & Dunlop, Inc. | 5,309 | 635,806 |
Health care – 9.9% | 37,115,249 | |
Biotechnology – 2.3% | ||
ACADIA Pharmaceuticals, Inc. (A) | 21,337 | 393,454 |
Alkermes PLC (A) | 34,134 | 984,766 |
SEE NOTES TO FINANCIAL STATEMENTS | ANNUAL REPORT | JOHN HANCOCK MULTIFACTOR ETFS | 71 |
Shares or Principal Amount | Value | |
Health care (continued) | ||
Biotechnology (continued) | ||
Beam Therapeutics, Inc. (A) | 12,145 | $455,802 |
Blueprint Medicines Corp. (A) | 16,040 | 935,934 |
Denali Therapeutics, Inc. (A) | 17,470 | 415,786 |
Exelixis, Inc. (A) | 59,605 | 1,331,576 |
Halozyme Therapeutics, Inc. (A) | 37,622 | 1,501,118 |
Natera, Inc. (A) | 17,505 | 614,776 |
Sarepta Therapeutics, Inc. (A) | 13,907 | 1,005,754 |
Ultragenyx Pharmaceutical, Inc. (A) | 13,589 | 960,606 |
Health care equipment and supplies – 2.7% | ||
CONMED Corp. | 6,131 | 815,178 |
Enovis Corp. (A) | 10,007 | 649,154 |
ICU Medical, Inc. (A) | 5,632 | 1,205,192 |
Inari Medical, Inc. (A) | 5,966 | 481,456 |
Integra LifeSciences Holdings Corp. (A) | 19,632 | 1,200,693 |
LivaNova PLC (A) | 11,093 | 850,389 |
Merit Medical Systems, Inc. (A) | 10,683 | 662,453 |
Neogen Corp. (A) | 30,044 | 793,162 |
Ortho Clinical Diagnostics Holdings PLC (A) | 22,814 | 401,755 |
Quidel Corp. (A) | 6,322 | 636,120 |
Shockwave Medical, Inc. (A) | 5,849 | 883,959 |
STAAR Surgical Company (A) | 9,921 | 566,390 |
Tandem Diabetes Care, Inc. (A) | 10,718 | 1,034,073 |
Health care providers and services – 2.7% | ||
Acadia Healthcare Company, Inc. (A) | 16,379 | 1,111,807 |
AMN Healthcare Services, Inc. (A) | 9,501 | 928,723 |
Chemed Corp. | 466 | 228,988 |
Encompass Health Corp. | 16,412 | 1,129,638 |
HealthEquity, Inc. (A) | 20,581 | 1,282,608 |
LHC Group, Inc. (A) | 5,906 | 979,510 |
LifeStance Health Group, Inc. (A)(B) | 12,299 | 83,264 |
Option Care Health, Inc. (A) | 26,796 | 800,664 |
Premier, Inc., Class A | 33,290 | 1,205,431 |
Progyny, Inc. (A) | 12,132 | 466,475 |
R1 RCM, Inc. (A) | 18,109 | 407,815 |
Surgery Partners, Inc. (A) | 7,260 | 371,422 |
The Ensign Group, Inc. | 14,956 | 1,201,415 |
Health care technology – 1.1% | ||
Certara, Inc. (A) | 25,112 | 460,805 |
Change Healthcare, Inc. (A) | 65,654 | 1,546,808 |
Definitive Healthcare Corp. (A) | 5,034 | 119,054 |
Inspire Medical Systems, Inc. (A) | 5,686 | 1,169,951 |
Omnicell, Inc. (A) | 8,443 | 921,722 |
Life sciences tools and services – 0.8% | ||
Azenta, Inc. | 20,245 | 1,517,565 |
Medpace Holdings, Inc. (A) | 7,714 | 1,030,359 |
Sotera Health Company (A) | 21,581 | 439,821 |
Stevanato Group SpA (A) | 5,104 | 81,664 |
Pharmaceuticals – 0.3% | ||
Perrigo Company PLC | 24,787 | 850,194 |
Shares or Principal Amount | Value | |
Industrials – 18.1% | $68,233,386 | |
Aerospace and defense – 1.2% | ||
BWX Technologies, Inc. | 18,933 | 983,001 |
Curtiss-Wright Corp. | 10,155 | 1,451,251 |
Hexcel Corp. | 18,323 | 996,038 |
Parsons Corp. (A) | 6,548 | 241,818 |
Spirit AeroSystems Holdings, Inc., Class A | 25,176 | 1,058,399 |
Airlines – 0.3% | ||
Alaska Air Group, Inc. (A) | 6,970 | 379,098 |
Copa Holdings SA, Class A (A) | 6,184 | 466,088 |
JetBlue Airways Corp. (A) | 27,619 | 304,085 |
Building products – 1.6% | ||
Armstrong World Industries, Inc. | 13,279 | 1,124,200 |
Hayward Holdings, Inc. (A) | 17,536 | 278,822 |
Resideo Technologies, Inc. (A) | 30,166 | 678,433 |
Simpson Manufacturing Company, Inc. | 11,776 | 1,220,818 |
The AZEK Company, Inc. (A) | 24,828 | 527,347 |
UFP Industries, Inc. | 16,714 | 1,293,162 |
Zurn Water Solutions Corp. | 28,541 | 891,050 |
Commercial services and supplies – 1.5% | ||
Casella Waste Systems, Inc., Class A (A) | 8,829 | 726,097 |
Clean Harbors, Inc. (A) | 13,107 | 1,375,318 |
Driven Brands Holdings, Inc. (A) | 11,049 | 308,157 |
IAA, Inc. (A) | 27,848 | 1,020,629 |
MSA Safety, Inc. | 9,785 | 1,180,952 |
Stericycle, Inc. (A) | 18,678 | 937,449 |
Construction and engineering – 1.5% | ||
API Group Corp. (A) | 37,363 | 693,457 |
EMCOR Group, Inc. | 13,910 | 1,481,137 |
MasTec, Inc. (A) | 15,267 | 1,099,377 |
MDU Resources Group, Inc. | 50,741 | 1,307,088 |
Valmont Industries, Inc. | 4,234 | 1,053,462 |
Electrical equipment – 1.2% | ||
Acuity Brands, Inc. | 9,358 | 1,614,068 |
Atkore, Inc. (A) | 8,710 | 837,031 |
Bloom Energy Corp., Class A (A) | 31,072 | 576,696 |
nVent Electric PLC | 45,501 | 1,537,024 |
Machinery – 3.8% | ||
Allison Transmission Holdings, Inc. | 29,169 | 1,092,087 |
Chart Industries, Inc. (A) | 7,441 | 1,256,190 |
Crane Company | 13,255 | 1,275,529 |
Donaldson Company, Inc. | 22,660 | 1,111,246 |
Esab Corp. (A) | 10,007 | 470,329 |
Evoqua Water Technologies Corp. (A) | 23,487 | 979,173 |
Flowserve Corp. | 35,365 | 1,156,789 |
Franklin Electric Company, Inc. | 8,066 | 564,136 |
Gates Industrial Corp. PLC (A) | 19,354 | 246,764 |
Hillenbrand, Inc. | 11,017 | 449,714 |
John Bean Technologies Corp. | 8,794 | 1,036,725 |
Oshkosh Corp. | 16,562 | 1,530,991 |
RBC Bearings, Inc. (A) | 6,640 | 1,117,844 |
72 | JOHN HANCOCK MULTIFACTOR ETFS | ANNUAL REPORT | SEE NOTES TO FINANCIAL STATEMENTS |
Shares or Principal Amount | Value | |
Industrials (continued) | ||
Machinery (continued) | ||
The Timken Company | 18,025 | $1,038,961 |
Watts Water Technologies, Inc., Class A | 7,368 | 939,125 |
Marine – 0.1% | ||
Kirby Corp. (A) | 2,367 | 154,328 |
Matson, Inc. | 1,787 | 153,718 |
Professional services – 3.6% | ||
Alight, Inc., Class A (A) | 50,220 | 431,390 |
ASGN, Inc. (A) | 13,843 | 1,570,488 |
CACI International, Inc., Class A (A) | 4,207 | 1,116,117 |
Exponent, Inc. | 13,331 | 1,277,243 |
FTI Consulting, Inc. (A) | 9,073 | 1,430,903 |
KBR, Inc. | 33,301 | 1,639,408 |
Korn Ferry | 10,886 | 668,836 |
ManpowerGroup, Inc. | 15,417 | 1,390,613 |
Nielsen Holdings PLC | 63,369 | 1,698,923 |
Science Applications International Corp. | 14,699 | 1,223,398 |
TriNet Group, Inc. (A) | 11,304 | 1,002,665 |
Road and rail – 1.1% | ||
Landstar System, Inc. | 9,665 | 1,497,109 |
Ryder System, Inc. | 10,326 | 721,787 |
Saia, Inc. (A) | 7,356 | 1,515,042 |
Schneider National, Inc., Class B | 15,107 | 356,978 |
Trading companies and distributors – 2.2% | ||
Air Lease Corp. | 31,538 | 1,270,351 |
Applied Industrial Technologies, Inc. | 6,482 | 678,601 |
Beacon Roofing Supply, Inc. (A) | 10,906 | 650,325 |
Core & Main, Inc., Class A (A) | 8,420 | 200,059 |
GATX Corp. | 5,527 | 571,437 |
Herc Holdings, Inc. | 5,219 | 667,093 |
MSC Industrial Direct Company, Inc., Class A | 10,333 | 856,192 |
Triton International, Ltd. | 13,212 | 807,121 |
Univar Solutions, Inc. (A) | 48,878 | 1,423,327 |
WESCO International, Inc. (A) | 10,975 | 1,352,779 |
Information technology – 14.3% | 53,727,045 | |
Communications equipment – 0.6% | ||
Calix, Inc. (A) | 10,691 | 426,678 |
Lumentum Holdings, Inc. (A) | 12,940 | 1,050,857 |
Viavi Solutions, Inc. (A) | 66,328 | 951,144 |
Electronic equipment, instruments and components – 2.8% | ||
Avnet, Inc. | 20,414 | 891,275 |
Coherent, Inc. (A) | 5,093 | 1,364,415 |
Fabrinet (A) | 7,413 | 727,882 |
II-VI, Inc. (A) | 15,561 | 952,489 |
Insight Enterprises, Inc. (A) | 5,817 | 578,035 |
Littelfuse, Inc. | 6,629 | 1,519,698 |
National Instruments Corp. | 34,503 | 1,246,938 |
Novanta, Inc. (A) | 9,650 | 1,241,955 |
Rogers Corp. (A) | 3,684 | 997,332 |
Shares or Principal Amount | Value | |
Information technology (continued) | ||
Electronic equipment, instruments andcomponents (continued) | ||
Vontier Corp. | 33,264 | $852,224 |
IT services – 2.0% | ||
DigitalOcean Holdings, Inc. (A) | 11,439 | 451,040 |
Euronet Worldwide, Inc. (A) | 12,038 | 1,464,423 |
ExlService Holdings, Inc. (A) | 6,247 | 850,529 |
Kyndryl Holdings, Inc. (A) | 40,387 | 480,201 |
Marqeta, Inc., Class A (A) | 48,794 | 453,784 |
Maximus, Inc. | 16,598 | 1,209,662 |
Perficient, Inc. (A) | 6,609 | 657,001 |
Sabre Corp. (A) | 78,909 | 826,177 |
Squarespace, Inc., Class A (A) | 9,845 | 196,605 |
Switch, Inc., Class A | 23,364 | 697,649 |
TTEC Holdings, Inc. | 3,912 | 288,745 |
Semiconductors and semiconductor equipment – 2.7% | ||
Allegro MicroSystems, Inc. (A) | 13,683 | 332,634 |
Amkor Technology, Inc. | 27,167 | 511,011 |
Cirrus Logic, Inc. (A) | 16,639 | 1,261,236 |
CMC Materials, Inc. | 8,259 | 1,477,618 |
Diodes, Inc. (A) | 9,304 | 679,471 |
MACOM Technology Solutions Holdings, Inc. (A) | 10,119 | 515,563 |
MaxLinear, Inc. (A) | 15,086 | 722,167 |
Onto Innovation, Inc. (A) | 10,344 | 735,872 |
Power Integrations, Inc. | 15,894 | 1,271,520 |
Semtech Corp. (A) | 17,859 | 1,064,396 |
Silicon Laboratories, Inc. (A) | 11,447 | 1,544,315 |
Software – 5.7% | ||
ACI Worldwide, Inc. (A) | 32,287 | 891,767 |
Altair Engineering, Inc., Class A (A) | 12,406 | 673,894 |
Anaplan, Inc. (A) | 23,021 | 1,496,135 |
Appfolio, Inc., Class A (A) | 3,316 | 344,400 |
Box, Inc., Class A (A) | 26,345 | 806,684 |
CDK Global, Inc. | 22,844 | 1,242,942 |
Datto Holding Corp. (A) | 6,140 | 213,058 |
DoubleVerify Holdings, Inc. (A) | 10,668 | 232,029 |
Envestnet, Inc. (A) | 13,456 | 1,071,636 |
Freshworks, Inc., Class A (A) | 13,054 | 237,191 |
Jamf Holding Corp. (A) | 12,983 | 399,876 |
Mandiant, Inc. (A) | 65,379 | 1,437,030 |
Monday.com, Ltd. (A) | 2,316 | 299,690 |
NCR Corp. (A) | 30,266 | 1,060,218 |
Nutanix, Inc., Class A (A) | 44,242 | 1,107,377 |
Paycor HCM, Inc. (A) | 8,030 | 197,779 |
Q2 Holdings, Inc. (A) | 14,272 | 738,291 |
Qualys, Inc. (A) | 9,147 | 1,246,553 |
Rapid7, Inc. (A) | 10,952 | 1,046,135 |
Smartsheet, Inc., Class A (A) | 22,340 | 1,079,692 |
SPS Commerce, Inc. (A) | 7,577 | 906,437 |
Tenable Holdings, Inc. (A) | 16,267 | 898,426 |
SEE NOTES TO FINANCIAL STATEMENTS | ANNUAL REPORT | JOHN HANCOCK MULTIFACTOR ETFS | 73 |
Shares or Principal Amount | Value | |
Information technology (continued) | ||
Software (continued) | ||
Teradata Corp. (A) | 22,806 | $943,028 |
Varonis Systems, Inc. (A) | 27,230 | 1,176,336 |
Vonage Holdings Corp. (A) | 43,578 | 869,817 |
Workiva, Inc. (A) | 8,975 | 866,177 |
Technology hardware, storage and peripherals – 0.5% | ||
Pure Storage, Inc., Class A (A) | 59,792 | 1,751,906 |
Materials – 5.5% | 20,552,956 | |
Chemicals – 3.0% | ||
Ashland Global Holdings, Inc. | 16,183 | 1,698,730 |
Avient Corp. | 19,194 | 945,113 |
Axalta Coating Systems, Ltd. (A) | 50,235 | 1,274,462 |
Balchem Corp. | 8,212 | 1,011,718 |
Cabot Corp. | 9,706 | 639,140 |
Element Solutions, Inc. | 48,897 | 1,008,256 |
HB Fuller Company | 9,259 | 617,575 |
Livent Corp. (A) | 36,619 | 782,182 |
The Chemours Company | 47,464 | 1,569,634 |
Valvoline, Inc. | 51,752 | 1,564,463 |
Construction materials – 0.6% | ||
Eagle Materials, Inc. | 11,067 | 1,364,782 |
Summit Materials, Inc., Class A (A) | 24,711 | 686,966 |
Containers and packaging – 1.0% | ||
Ardagh Metal Packaging SA (A) | 19,820 | 141,317 |
Graphic Packaging Holding Company | 70,706 | 1,541,391 |
Silgan Holdings, Inc. | 20,754 | 920,855 |
Sonoco Products Company | 20,424 | 1,264,450 |
Metals and mining – 0.5% | ||
Commercial Metals Company | 22,632 | 927,912 |
U.S. Steel Corp. | 33,855 | 1,032,239 |
Paper and forest products – 0.4% | ||
Louisiana-Pacific Corp. | 24,206 | 1,561,771 |
Real estate – 9.4% | 35,357,837 | |
Equity real estate investment trusts – 8.8% | ||
Agree Realty Corp. | 14,540 | 987,557 |
American Campus Communities, Inc. | 34,327 | 2,219,928 |
Apple Hospitality REIT, Inc. | 36,492 | 645,543 |
Brixmor Property Group, Inc. | 74,866 | 1,900,099 |
Broadstone Net Lease, Inc. | 30,021 | 621,134 |
Cousins Properties, Inc. | 38,603 | 1,385,848 |
DigitalBridge Group, Inc. (A) | 96,167 | 669,322 |
Douglas Emmett, Inc. | 44,388 | 1,307,670 |
EPR Properties | 13,862 | 728,032 |
First Industrial Realty Trust, Inc. | 28,065 | 1,627,770 |
Healthcare Realty Trust, Inc. | 32,760 | 887,141 |
Healthcare Trust of America, Inc., Class A | 41,195 | 1,254,800 |
Highwoods Properties, Inc. | 26,247 | 1,071,927 |
Hudson Pacific Properties, Inc. | 40,228 | 936,508 |
Shares or Principal Amount | Value | |
Real estate (continued) | ||
Equity real estate investment trusts (continued) | ||
Independence Realty Trust, Inc. | 36,438 | $993,300 |
Kite Realty Group Trust | 35,896 | 800,481 |
LXP Industrial Trust | 52,722 | 661,661 |
National Storage Affiliates Trust | 14,568 | 824,549 |
Omega Healthcare Investors, Inc. | 41,026 | 1,045,342 |
Outfront Media, Inc. | 28,309 | 724,710 |
Park Hotels & Resorts, Inc. | 46,999 | 926,350 |
Phillips Edison & Company, Inc. | 18,172 | 615,304 |
Physicians Realty Trust | 50,475 | 865,142 |
PotlatchDeltic Corp. | 11,398 | 631,335 |
PS Business Parks, Inc. | 5,175 | 968,760 |
Rayonier, Inc. | 35,036 | 1,513,555 |
Ryman Hospitality Properties, Inc. (A) | 10,730 | 1,003,040 |
Safehold, Inc. | 3,667 | 157,864 |
SL Green Realty Corp. | 18,430 | 1,275,725 |
Spirit Realty Capital, Inc. | 27,497 | 1,194,745 |
STAG Industrial, Inc. | 38,317 | 1,429,990 |
Terreno Realty Corp. | 17,656 | 1,284,474 |
Real estate management and development – 0.6% | ||
Cushman & Wakefield PLC (A) | 33,735 | 603,857 |
eXp World Holdings, Inc. (B) | 14,456 | 193,566 |
Newmark Group, Inc., Class A | 35,358 | 429,600 |
The Howard Hughes Corp. (A) | 9,684 | 971,208 |
Utilities – 4.0% | 15,107,806 | |
Electric utilities – 1.5% | ||
Hawaiian Electric Industries, Inc. | 27,123 | 1,115,027 |
IDACORP, Inc. | 12,842 | 1,350,722 |
OGE Energy Corp. | 26,200 | 1,013,416 |
PNM Resources, Inc. | 21,559 | 1,005,943 |
Portland General Electric Company | 21,888 | 1,035,959 |
Gas utilities – 1.6% | ||
National Fuel Gas Company | 21,867 | 1,533,533 |
New Jersey Resources Corp. | 24,114 | 1,040,760 |
ONE Gas, Inc. | 12,189 | 1,028,386 |
South Jersey Industries, Inc. | 19,538 | 668,004 |
Southwest Gas Holdings, Inc. | 13,010 | 1,146,311 |
Spire, Inc. | 8,121 | 590,803 |
Independent power and renewable electricity producers –0.6% | ||
Atlantica Sustainable Infrastructure PLC | 17,274 | 533,767 |
Clearway Energy, Inc., Class A | 10,223 | 290,538 |
Clearway Energy, Inc., Class C | 22,705 | 693,184 |
Ormat Technologies, Inc. | 12,046 | 935,974 |
Multi-utilities – 0.3% | ||
Black Hills Corp. | 15,367 | 1,125,479 |
74 | JOHN HANCOCK MULTIFACTOR ETFS | ANNUAL REPORT | SEE NOTES TO FINANCIAL STATEMENTS |
Shares or Principal Amount | Value | |
SHORT-TERM INVESTMENTS – 0.3% | $1,344,031 | |
(Cost $1,344,081) | ||
Short-term funds – 0.3% | 1,344,031 | |
John Hancock Collateral Trust, 0.3773% (C)(D) | 76,146 | $761,349 |
State Street Institutional U.S. Government Money Market Fund, Premier Class, 0.2918% (C) | 582,682 | 582,682 |
Total investments (Multifactor Small Cap ETF) (Cost $353,399,788) 100.2% | $377,592,720 | |
Other assets and liabilities, net (0.2%) | (907,888) | |
Total net assets 100.0% | $376,684,832 |
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 4-30-22. |
(C) | The rate shown is the annualized seven-day yield as of 4-30-22. |
(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% | $54,595,900 | |
(Cost $50,066,665) | ||
Communication services – 0.4% | 194,340 | |
Interactive media and services – 0.4% | ||
ZoomInfo Technologies, Inc. (A) | 4,100 | 194,340 |
Consumer discretionary – 0.0% | 28,243 | |
Internet and direct marketing retail – 0.0% | ||
Global-e Online, Ltd. (A) | 1,253 | 28,243 |
Health care – 0.2% | 101,121 | |
Life sciences tools and services – 0.2% | ||
Azenta, Inc. | 1,349 | 101,121 |
Industrials – 2.0% | 1,115,757 | |
Electrical equipment – 0.7% | ||
Plug Power, Inc. (A)(B) | 10,534 | 221,425 |
Sensata Technologies Holding PLC (A) | 3,589 | 162,976 |
Industrial conglomerates – 0.8% | ||
Roper Technologies, Inc. | 913 | 429,037 |
Professional services – 0.5% | ||
Alight, Inc., Class A (A) | 4,614 | 39,634 |
Booz Allen Hamilton Holding Corp. | 3,218 | 262,685 |
Information technology – 97.3% | 53,156,439 | |
Communications equipment – 5.8% | ||
Arista Networks, Inc. (A) | 4,180 | 483,083 |
Ciena Corp. (A) | 3,309 | 182,558 |
Shares or Principal Amount | Value | |
Information technology (continued) | ||
Communications equipment (continued) | ||
Cisco Systems, Inc. | 29,084 | $1,424,534 |
F5, Inc. (A) | 1,222 | 204,575 |
Juniper Networks, Inc. | 6,554 | 206,582 |
Lumentum Holdings, Inc. (A) | 1,410 | 114,506 |
Motorola Solutions, Inc. | 2,527 | 539,995 |
Ubiquiti, Inc. (B) | 133 | 37,539 |
Electronic equipment, instruments and components – 7.5% | ||
Amphenol Corp., Class A | 7,518 | 537,537 |
Cognex Corp. | 2,842 | 192,204 |
Coherent, Inc. (A) | 445 | 119,216 |
Corning, Inc. | 14,785 | 520,284 |
Flex, Ltd. (A) | 11,389 | 187,805 |
II-VI, Inc. (A) | 2,164 | 132,458 |
IPG Photonics Corp. (A) | 639 | 60,373 |
Jabil, Inc. | 4,970 | 286,918 |
Keysight Technologies, Inc. (A) | 4,243 | 595,166 |
Littelfuse, Inc. | 590 | 135,258 |
National Instruments Corp. | 2,672 | 96,566 |
TE Connectivity, Ltd. | 3,485 | 434,858 |
Trimble, Inc. (A) | 5,272 | 351,642 |
Zebra Technologies Corp., Class A (A) | 1,145 | 423,261 |
IT services – 8.2% | ||
Akamai Technologies, Inc. (A) | 3,524 | 395,675 |
Amdocs, Ltd. | 2,574 | 205,122 |
Cloudflare, Inc., Class A (A) | 2,560 | 220,518 |
Cognizant Technology Solutions Corp., Class A | 5,626 | 455,143 |
Concentrix Corp. | 966 | 152,126 |
DigitalOcean Holdings, Inc. (A) | 936 | 36,906 |
DXC Technology Company (A) | 4,730 | 135,751 |
EPAM Systems, Inc. (A) | 881 | 233,456 |
GoDaddy, Inc., Class A (A) | 3,046 | 246,147 |
IBM Corp. | 8,968 | 1,185,659 |
MongoDB, Inc. (A) | 643 | 228,220 |
Okta, Inc. (A) | 1,260 | 150,331 |
Snowflake, Inc., Class A (A) | 1,894 | 324,707 |
Switch, Inc., Class A | 1,964 | 58,645 |
Twilio, Inc., Class A (A) | 1,333 | 149,056 |
VeriSign, Inc. (A) | 1,638 | 292,694 |
Semiconductors and semiconductor equipment – 33.0% | ||
Advanced Micro Devices, Inc. (A) | 8,604 | 735,814 |
Allegro MicroSystems, Inc. (A) | 1,114 | 27,081 |
Amkor Technology, Inc. | 2,625 | 49,376 |
Analog Devices, Inc. | 3,648 | 563,178 |
Applied Materials, Inc. | 7,725 | 852,454 |
Broadcom, Inc. | 3,480 | 1,929,277 |
CMC Materials, Inc. | 586 | 104,841 |
Enphase Energy, Inc. (A) | 1,412 | 227,897 |
Entegris, Inc. | 2,914 | 324,590 |
First Solar, Inc. (A) | 1,750 | 127,803 |
SEE NOTES TO FINANCIAL STATEMENTS | ANNUAL REPORT | JOHN HANCOCK MULTIFACTOR ETFS | 75 |
Shares or Principal Amount | Value | |
Information technology (continued) | ||
Semiconductors and semiconductor equipment (continued) | ||
Intel Corp. | 30,869 | $1,345,580 |
KLA Corp. | 2,001 | 638,839 |
Lam Research Corp. | 1,848 | 860,724 |
Lattice Semiconductor Corp. (A) | 1,984 | 95,311 |
Marvell Technology, Inc. | 8,572 | 497,862 |
Microchip Technology, Inc. | 12,148 | 792,050 |
Micron Technology, Inc. | 8,952 | 610,437 |
MKS Instruments, Inc. | 1,181 | 134,610 |
Monolithic Power Systems, Inc. | 725 | 284,374 |
NVIDIA Corp. | 12,230 | 2,268,298 |
NXP Semiconductors NV | 2,889 | 493,730 |
ON Semiconductor Corp. (A) | 9,593 | 499,891 |
Power Integrations, Inc. | 1,055 | 84,400 |
Qorvo, Inc. (A) | 2,505 | 285,019 |
Qualcomm, Inc. | 8,721 | 1,218,236 |
Silicon Laboratories, Inc. (A) | 810 | 109,277 |
Skyworks Solutions, Inc. | 3,870 | 438,471 |
SolarEdge Technologies, Inc. (A) | 853 | 213,600 |
Synaptics, Inc. (A) | 716 | 106,283 |
Teradyne, Inc. | 4,162 | 438,925 |
Texas Instruments, Inc. | 8,184 | 1,393,326 |
Universal Display Corp. | 733 | 93,626 |
Wolfspeed, Inc. (A) | 2,286 | 209,649 |
Software – 31.5% | ||
Adobe, Inc. (A) | 2,791 | 1,105,096 |
Altair Engineering, Inc., Class A (A) | 870 | 47,258 |
Anaplan, Inc. (A) | 1,503 | 97,680 |
ANSYS, Inc. (A) | 1,619 | 446,342 |
AppLovin Corp., Class A (A) | 2,586 | 98,656 |
Asana, Inc., Class A (A) | 617 | 16,536 |
Aspen Technology, Inc. (A) | 1,552 | 246,054 |
Atlassian Corp. PLC, Class A (A) | 1,138 | 255,857 |
Autodesk, Inc. (A) | 1,847 | 349,600 |
Avalara, Inc. (A) | 1,312 | 99,804 |
Bentley Systems, Inc., Class B | 2,047 | 86,772 |
Bill.com Holdings, Inc. (A) | 1,752 | 299,084 |
Cadence Design Systems, Inc. (A) | 2,803 | 422,833 |
CDK Global, Inc. | 2,865 | 155,885 |
Ceridian HCM Holding, Inc. (A) | 2,433 | 136,564 |
Citrix Systems, Inc. | 2,165 | 216,717 |
Confluent, Inc., Class A (A) | 1,567 | 48,953 |
Coupa Software, Inc. (A) | 740 | 63,862 |
Crowdstrike Holdings, Inc., Class A (A) | 1,208 | 240,102 |
Datadog, Inc., Class A (A) | 1,665 | 201,099 |
DocuSign, Inc. (A) | 1,150 | 93,150 |
Dolby Laboratories, Inc., Class A | 1,207 | 93,506 |
Dropbox, Inc., Class A (A) | 4,855 | 105,596 |
Dynatrace, Inc. (A) | 3,071 | 117,804 |
Elastic NV (A) | 805 | 61,293 |
Shares or Principal Amount | Value | |
Information technology (continued) | ||
Software (continued) | ||
Fair Isaac Corp. (A) | 507 | $189,370 |
Five9, Inc. (A) | 681 | 74,978 |
Fortinet, Inc. (A) | 1,322 | 382,071 |
Freshworks, Inc., Class A (A) | 1,244 | 22,603 |
Guidewire Software, Inc. (A) | 1,588 | 138,061 |
HubSpot, Inc. (A) | 563 | 213,619 |
Intuit, Inc. | 1,663 | 696,381 |
Manhattan Associates, Inc. (A) | 1,241 | 162,013 |
Microsoft Corp. | 12,406 | 3,442,913 |
MicroStrategy, Inc., Class A (A) | 92 | 32,584 |
Monday.com, Ltd. (A) | 171 | 22,127 |
NCino, Inc. (A) | 547 | 20,507 |
NCR Corp. (A) | 2,789 | 97,699 |
NortonLifeLock, Inc. | 10,314 | 258,263 |
Nutanix, Inc., Class A (A) | 2,154 | 53,915 |
Oracle Corp. | 8,240 | 604,816 |
Palantir Technologies, Inc., Class A (A) | 8,060 | 83,824 |
Palo Alto Networks, Inc. (A) | 604 | 339,013 |
Paycom Software, Inc. (A) | 876 | 246,568 |
Paylocity Holding Corp. (A) | 612 | 116,054 |
Pegasystems, Inc. | 615 | 47,103 |
Procore Technologies, Inc. (A) | 1,080 | 59,908 |
PTC, Inc. (A) | 1,901 | 217,113 |
Qualtrics International, Inc., Class A (A) | 899 | 16,667 |
Rapid7, Inc. (A) | 552 | 52,727 |
RingCentral, Inc., Class A (A) | 826 | 70,086 |
salesforce.com, Inc. (A) | 6,001 | 1,055,816 |
SentinelOne, Inc., Class A (A) | 3,080 | 102,472 |
ServiceNow, Inc. (A) | 829 | 396,345 |
Smartsheet, Inc., Class A (A) | 1,900 | 91,827 |
Splunk, Inc. (A) | 1,399 | 170,706 |
SS&C Technologies Holdings, Inc. | 5,034 | 325,498 |
Synopsys, Inc. (A) | 1,555 | 445,958 |
Tenable Holdings, Inc. (A) | 1,088 | 60,090 |
Teradata Corp. (A) | 2,670 | 110,405 |
The Trade Desk, Inc., Class A (A) | 5,427 | 319,759 |
Tyler Technologies, Inc. (A) | 764 | 301,558 |
UiPath, Inc., Class A (A) | 4,064 | 72,461 |
VMware, Inc., Class A | 1,955 | 211,218 |
Workday, Inc., Class A (A) | 1,560 | 322,452 |
Workiva, Inc. (A) | 417 | 40,245 |
Zendesk, Inc. (A) | 1,431 | 174,639 |
Zoom Video Communications, Inc., Class A (A) | 798 | 79,457 |
Zscaler, Inc. (A) | 837 | 169,693 |
Technology hardware, storage and peripherals – 11.3% | ||
Apple, Inc. | 22,453 | 3,539,716 |
Dell Technologies, Inc., Class C | 8,001 | 376,127 |
Hewlett Packard Enterprise Company | 26,244 | 404,420 |
HP, Inc. | 17,140 | 627,838 |
76 | JOHN HANCOCK MULTIFACTOR ETFS | ANNUAL REPORT | SEE NOTES TO FINANCIAL STATEMENTS |
Shares or Principal Amount | Value | |
Information technology (continued) | ||
Technology hardware, storage and peripherals (continued) | ||
NetApp, Inc. | 5,120 | $375,040 |
Pure Storage, Inc., Class A (A) | 4,519 | 132,407 |
Seagate Technology Holdings PLC | 4,397 | 360,730 |
Western Digital Corp. (A) | 6,229 | 330,573 |
SHORT-TERM INVESTMENTS – 0.6% | $333,483 | |
(Cost $333,494) | ||
Short-term funds – 0.6% | 333,483 | |
John Hancock Collateral Trust, 0.3773% (C)(D) | 21,832 | 218,292 |
State Street Institutional U.S. Government Money Market Fund, Premier Class, 0.2918% (C) | 115,191 | 115,191 |
Total investments (Multifactor Technology ETF) (Cost $50,400,159) 100.5% | $54,929,383 | |
Other assets and liabilities, net (0.5%) | (300,181) | |
Total net assets 100.0% | $54,629,202 |
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 4-30-22. |
(C) | The rate shown is the annualized seven-day yield as of 4-30-22. |
(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% | $19,284,047 | |
(Cost $17,820,917) | ||
Utilities – 99.9% | 19,284,047 | |
Electric utilities – 55.9% | ||
Alliant Energy Corp. | 7,019 | 412,787 |
American Electric Power Company, Inc. | 6,891 | 682,967 |
Avangrid, Inc. | 1,458 | 64,662 |
Duke Energy Corp. | 9,349 | 1,029,886 |
Edison International | 11,605 | 798,308 |
Entergy Corp. | 6,856 | 814,836 |
Evergy, Inc. | 7,803 | 529,434 |
Eversource Energy | 7,894 | 689,936 |
Exelon Corp. | 25,578 | 1,196,541 |
FirstEnergy Corp. | 14,665 | 635,141 |
IDACORP, Inc. | 1,485 | 156,192 |
NextEra Energy, Inc. | 7,786 | 552,962 |
NRG Energy, Inc. | 7,300 | 262,070 |
OGE Energy Corp. | 6,216 | 240,435 |
Pinnacle West Capital Corp. | 3,860 | 274,832 |
PPL Corp. | 18,694 | 529,227 |
The Southern Company | 11,237 | 824,683 |
Shares or Principal Amount | Value | |
Utilities (continued) | ||
Electric utilities (continued) | ||
Xcel Energy, Inc. | 15,012 | $1,099,779 |
Gas utilities – 4.1% | ||
Atmos Energy Corp. | 3,163 | 358,684 |
National Fuel Gas Company | 2,983 | 209,198 |
UGI Corp. | 6,708 | 230,084 |
Independent power and renewable electricity producers –3.5% | ||
Brookfield Renewable Corp., Class A | 2,910 | 104,469 |
Clearway Energy, Inc., Class A | 716 | 20,349 |
Clearway Energy, Inc., Class C | 1,588 | 48,482 |
The AES Corp. | 13,597 | 277,651 |
Vistra Corp. | 9,098 | 227,632 |
Multi-utilities – 32.7% | ||
Ameren Corp. | 6,618 | 614,812 |
CenterPoint Energy, Inc. | 22,277 | 681,899 |
CMS Energy Corp. | 7,109 | 488,317 |
Consolidated Edison, Inc. | 10,869 | 1,007,991 |
Dominion Energy, Inc. | 7,861 | 641,772 |
DTE Energy Company | 4,435 | 581,162 |
NiSource, Inc. | 12,441 | 362,282 |
Public Service Enterprise Group, Inc. | 10,067 | 701,267 |
Sempra Energy | 3,053 | 492,632 |
WEC Energy Group, Inc. | 7,368 | 737,168 |
Water utilities – 3.7% | ||
American Water Works Company, Inc. | 3,243 | 499,681 |
Essential Utilities, Inc. | 4,554 | 203,837 |
SHORT-TERM INVESTMENTS – 0.3% | $59,454 | |
(Cost $59,454) | ||
Short-term funds – 0.3% | 59,454 | |
State Street Institutional U.S. Government Money Market Fund, Premier Class, 0.2918% (A) | 59,454 | 59,454 |
Total investments (Multifactor Utilities ETF) (Cost $17,880,371) 100.2% | $19,343,501 | |
Other assets and liabilities, net (0.2%) | (38,768) | |
Total net assets 100.0% | $19,304,733 |
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 4-30-22. |
SEE NOTES TO FINANCIAL STATEMENTS | ANNUAL REPORT | JOHN HANCOCK MULTIFACTOR ETFS | 77 |
Multifactor Consumer Discretionary ETF | Multifactor Consumer Staples ETF | Multifactor Developed International ETF | Multifactor Emerging Markets ETF | |
Assets | ||||
Unaffiliated investments, at value | $16,127,954 | $37,691,296 | $478,138,488 | $661,206,792 |
Affiliated investments, at value | 13,009 | — | 10,869,912 | 2,767,388 |
Total investments, at value | 16,140,963 | 37,691,296 | 489,008,400 | 663,974,180 |
Cash | — | — | 160,738 | 19,503 |
Foreign currency, at value | — | — | 1,771,441 | 3,561,732 |
Dividends and interest receivable | 5,952 | 45,464 | 2,896,902 | 1,288,271 |
Receivable for securities lending income | 217 | — | 19,675 | 2,346 |
Receivable from affiliates | 4,832 | 648 | — | — |
Other assets | 8,363 | 8,089 | 19,115 | 24,564 |
Total assets | 16,160,327 | 37,745,497 | 493,876,271 | 668,870,596 |
Liabilities | ||||
Foreign capital gains tax payable | — | — | — | 4,578,836 |
Payable for investments purchased | — | — | 98 | 278 |
Payable upon return of securities loaned | 13,068 | — | 10,865,481 | 2,767,894 |
Payable to affiliates | ||||
Investment management fees | — | — | 129,671 | 162,323 |
Accounting and legal services fees | 809 | 1,307 | 23,319 | 31,490 |
Trustees’ fees | 12 | 6 | 222 | 274 |
Other liabilities and accrued expenses | 76,910 | 76,389 | 189,486 | 476,910 |
Total liabilities | 90,799 | 77,702 | 11,208,277 | 8,018,005 |
Net assets | $16,069,528 | $37,667,795 | $482,667,994 | $660,852,591 |
Net assets consist of | ||||
Paid-in capital | $23,134,152 | $34,695,578 | $496,838,962 | $657,760,182 |
Total distributable earnings (loss) | (7,064,624) | 2,972,217 | (14,170,968) | 3,092,409 |
Net assets | $16,069,528 | $37,667,795 | $482,667,994 | $660,852,591 |
Unaffiliated investments, at cost | $17,754,131 | $33,234,971 | $462,308,494 | $620,919,624 |
Affiliated investments, at cost | $13,010 | — | $10,870,478 | $2,767,514 |
Foreign currency, at cost | — | — | $1,808,704 | $3,631,400 |
Securities loaned, at value | $104,995 | — | $15,654,606 | $5,117,096 |
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 | $16,069,528 | $37,667,795 | $482,667,994 | $660,852,591 |
Shares outstanding | 350,000 | 980,000 | 16,100,000 | 25,100,000 |
Net asset value per share | $45.91 | $38.44 | $29.98 | $26.33 |
78 | JOHN HANCOCK MULTIFACTOR ETFS | ANNUAL | SEE NOTES TO FINANCIAL STATEMENTS |
Multifactor Energy ETF | Multifactor Financials ETF | Multifactor Healthcare ETF | Multifactor Industrials ETF | |
Assets | ||||
Unaffiliated investments, at value | $30,602,968 | $25,678,342 | $41,063,785 | $15,816,422 |
Affiliated investments, at value | — | 80,018 | — | — |
Total investments, at value | 30,602,968 | 25,758,360 | 41,063,785 | 15,816,422 |
Dividends and interest receivable | 38,241 | 31,041 | 30,777 | 8,315 |
Receivable for securities lending income | 11 | 51 | 8 | 3 |
Receivable from affiliates | 850 | 1,981 | — | 5,097 |
Other assets | 7,944 | 8,224 | 8,718 | 8,294 |
Total assets | 30,650,014 | 25,799,657 | 41,103,288 | 15,838,131 |
Liabilities | ||||
Payable upon return of securities loaned | — | 80,025 | — | — |
Payable to affiliates | ||||
Investment management fees | — | — | 1,045 | — |
Accounting and legal services fees | 1,631 | 1,315 | 1,896 | 765 |
Trustees’ fees | — | 13 | 21 | 8 |
Other liabilities and accrued expenses | 77,685 | 78,165 | 76,236 | 76,693 |
Total liabilities | 79,316 | 159,518 | 79,198 | 77,466 |
Net assets | $30,570,698 | $25,640,139 | $41,024,090 | $15,760,665 |
Net assets consist of | ||||
Paid-in capital | $33,707,412 | $27,257,339 | $41,024,864 | $20,087,632 |
Total distributable earnings (loss) | (3,136,714) | (1,617,200) | (774) | (4,326,967) |
Net assets | $30,570,698 | $25,640,139 | $41,024,090 | $15,760,665 |
Unaffiliated investments, at cost | $24,706,982 | $24,443,868 | $36,867,951 | $16,815,760 |
Affiliated investments, at cost | — | $80,025 | — | — |
Securities loaned, at value | $51,427 | $104,807 | — | — |
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 | $30,570,698 | $25,640,139 | $41,024,090 | $15,760,665 |
Shares outstanding | 1,000,000 | 550,000 | 880,000 | 330,000 |
Net asset value per share | $30.57 | $46.62 | $46.62 | $47.76 |
SEE NOTES TO FINANCIAL STATEMENTS | ANNUAL | JOHN HANCOCK MULTIFACTOR ETFS | 79 |
Multifactor Large Cap ETF | Multifactor Materials ETF | Multifactor Media and Communications ETF | Multifactor Mid Cap ETF | |
Assets | ||||
Unaffiliated investments, at value | $781,639,150 | $18,516,019 | $15,076,974 | $2,410,750,513 |
Affiliated investments, at value | 468,378 | — | — | 7,902,546 |
Total investments, at value | 782,107,528 | 18,516,019 | 15,076,974 | 2,418,653,059 |
Dividends and interest receivable | 601,906 | 11,334 | 28,751 | 1,148,341 |
Receivable for investments sold | 1,298,583 | — | — | — |
Receivable for securities lending income | 848 | — | 247 | 7,016 |
Receivable from affiliates | — | 4,753 | 4,423 | — |
Other assets | 29,619 | 8,026 | 6,505 | 61,768 |
Total assets | 784,038,484 | 18,540,132 | 15,116,900 | 2,419,870,184 |
Liabilities | ||||
Payable for fund shares repurchased | 1,305,275 | — | — | — |
Payable upon return of securities loaned | 472,056 | — | — | 7,909,808 |
Payable to affiliates | ||||
Investment management fees | 175,930 | — | — | 754,145 |
Accounting and legal services fees | 39,142 | 853 | 806 | 119,297 |
Trustees’ fees | 276 | 6 | 7 | 957 |
Other liabilities and accrued expenses | 185,842 | 76,920 | 76,200 | 483,416 |
Total liabilities | 2,178,521 | 77,779 | 77,013 | 9,267,623 |
Net assets | $781,859,963 | $18,462,353 | $15,039,887 | $2,410,602,561 |
Net assets consist of | ||||
Paid-in capital | $705,848,494 | $17,489,995 | $19,922,346 | $2,168,629,922 |
Total distributable earnings (loss) | 76,011,469 | 972,358 | (4,882,459) | 241,972,639 |
Net assets | $781,859,963 | $18,462,353 | $15,039,887 | $2,410,602,561 |
Unaffiliated investments, at cost | $671,795,047 | $15,372,507 | $17,876,407 | $2,099,751,619 |
Affiliated investments, at cost | $468,404 | — | — | $7,903,012 |
Securities loaned, at value | $838,381 | — | $65,184 | $11,553,159 |
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 | $781,859,963 | $18,462,353 | $15,039,887 | $2,410,602,561 |
Shares outstanding | 14,975,000 | 380,000 | 540,000 | 49,450,000 |
Net asset value per share | $52.21 | $48.59 | $27.85 | $48.75 |
80 | JOHN HANCOCK MULTIFACTOR ETFS | ANNUAL | SEE NOTES TO FINANCIAL STATEMENTS |
Multifactor Small Cap ETF | Multifactor Technology ETF | Multifactor Utilities ETF | |
Assets | |||
Unaffiliated investments, at value | $376,831,371 | $54,711,091 | $19,343,501 |
Affiliated investments, at value | 761,349 | 218,292 | — |
Total investments, at value | 377,592,720 | 54,929,383 | 19,343,501 |
Dividends and interest receivable | 104,609 | 267 | 21,892 |
Receivable for investments sold | 4,348 | — | — |
Receivable for securities lending income | 879 | 113 | — |
Receivable from affiliates | — | — | 6,552 |
Other assets | 16,994 | 9,019 | 7,986 |
Total assets | 377,719,550 | 54,938,782 | 19,379,931 |
Liabilities | |||
Payable for investments purchased | 132 | — | — |
Payable upon return of securities loaned | 762,141 | 218,311 | — |
Payable to affiliates | |||
Investment management fees | 128,820 | 8,344 | — |
Accounting and legal services fees | 19,298 | 2,930 | 897 |
Trustees’ fees | 162 | 39 | 6 |
Other liabilities and accrued expenses | 124,165 | 79,956 | 74,295 |
Total liabilities | 1,034,718 | 309,580 | 75,198 |
Net assets | $376,684,832 | $54,629,202 | $19,304,733 |
Net assets consist of | |||
Paid-in capital | $426,049,776 | $54,151,822 | $19,888,333 |
Total distributable earnings (loss) | (49,364,944) | 477,380 | (583,600) |
Net assets | $376,684,832 | $54,629,202 | $19,304,733 |
Unaffiliated investments, at cost | $352,638,389 | $50,181,856 | $17,880,371 |
Affiliated investments, at cost | $761,399 | $218,303 | — |
Securities loaned, at value | $784,466 | $232,857 | — |
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 | $376,684,832 | $54,629,202 | $19,304,733 |
Shares outstanding | 11,775,000 | 690,000 | 530,000 |
Net asset value per share | $31.99 | $79.17 | $36.42 |
SEE NOTES TO FINANCIAL STATEMENTS | ANNUAL | JOHN HANCOCK MULTIFACTOR ETFS | 81 |
Multifactor Consumer Discretionary ETF | Multifactor Consumer Staples ETF | Multifactor Developed International ETF | Multifactor Emerging Markets ETF | |
Investment income | ||||
Dividends from unaffiliated investments | $239,813 | $548,082 | $15,400,705 | $21,525,562 |
Securities lending | 1,460 | 525 | 175,080 | 60,281 |
Interest | 43 | 35 | 534 | 244 |
Non-cash dividends | — | — | 2,922,046 | 1,944,782 |
Less foreign taxes withheld | — | — | (1,556,428) | (2,763,254) |
Total investment income | 241,316 | 548,642 | 16,941,937 | 20,767,615 |
Expenses | ||||
Investment management fees | 106,102 | 89,446 | 1,789,620 | 3,125,189 |
Accounting and legal services fees | 3,756 | 3,365 | 70,799 | 99,228 |
Transfer agent fees | 10,000 | 10,000 | 10,000 | 10,000 |
Trustees’ fees | 557 | 381 | 8,085 | 11,551 |
Custodian fees | 61,426 | 61,332 | 165,472 | 599,064 |
Printing and postage | 18,666 | 16,960 | 23,961 | 22,219 |
Professional fees | 17,229 | 17,042 | 58,944 | 65,859 |
Stock exchange listing fees | 8,383 | 8,407 | 9,379 | 11,029 |
Other | 12,028 | 10,851 | 25,894 | 27,908 |
Total expenses | 238,147 | 217,784 | 2,162,154 | 3,972,047 |
Less expense reductions | (126,459) | (123,631) | (166,407) | (490,144) |
Net expenses | 111,688 | 94,153 | 1,995,747 | 3,481,903 |
Net investment income | 129,628 | 454,489 | 14,946,190 | 17,285,712 |
Realized and unrealized gain (loss) | ||||
Net realized gain (loss) on | ||||
Unaffiliated investments and foreign currency transactions | (310,051) | (378,916) | (9,909,962) | (11,036,616)1 |
Affiliated investments | (28) | (63) | (491) | (421) |
Capital gain distributions received from affiliated investments | 27 | 23 | 82 | — |
Futures contracts | (24) | 603 | 479,478 | 289,605 |
Redemptions in kind | 12,075,596 | 1,067,402 | 22,078,070 | 10,196,299 |
11,765,520 | 689,049 | 12,647,177 | (551,133) | |
Change in net unrealized appreciation (depreciation) of | ||||
Unaffiliated investments and translation of assets and liabilities in foreign currencies | (13,811,241) | 1,789,170 | (66,945,142) | (115,024,702)2 |
Affiliated investments | 1 | 8 | (352) | (97) |
(13,811,240) | 1,789,178 | (66,945,494) | (115,024,799) | |
Net realized and unrealized gain (loss) | (2,045,720) | 2,478,227 | (54,298,317) | (115,575,932) |
Increase (decrease) in net assets from operations | $(1,916,092) | $2,932,716 | $(39,352,127) | $(98,290,220) |
1 | Net of foreign taxes of $427,823. |
2 | Net of $1,623,276 increase in deferred foreign withholding taxes. |
82 | JOHN HANCOCK MULTIFACTOR ETFS | ANNUAL | SEE NOTES TO FINANCIAL STATEMENTS |
Multifactor Energy ETF | Multifactor Financials ETF | Multifactor Healthcare ETF | Multifactor Industrials ETF | |
Investment income | ||||
Dividends from unaffiliated investments | $727,232 | $651,810 | $570,789 | $314,253 |
Securities lending | 55 | 329 | 336 | 138 |
Interest | 42 | 39 | 48 | 42 |
Less foreign taxes withheld | — | (147) | — | — |
Total investment income | 727,329 | 652,031 | 571,173 | 314,433 |
Expenses | ||||
Investment management fees | 88,900 | 133,347 | 186,939 | 90,041 |
Accounting and legal services fees | 3,458 | 4,833 | 6,815 | 3,323 |
Transfer agent fees | 10,000 | 10,000 | 10,000 | 10,000 |
Trustees’ fees | 326 | 577 | 774 | 498 |
Custodian fees | 62,078 | 62,158 | 61,861 | 62,044 |
Printing and postage | 17,066 | 18,105 | 18,654 | 18,057 |
Professional fees | 17,189 | 17,334 | 20,792 | 17,101 |
Stock exchange listing fees | 8,407 | 8,383 | 8,383 | 8,407 |
Other | 10,292 | 10,803 | 11,046 | 11,056 |
Total expenses | 217,716 | 265,540 | 325,264 | 220,527 |
Less expense reductions | (124,137) | (125,174) | (128,485) | (125,748) |
Net expenses | 93,579 | 140,366 | 196,779 | 94,779 |
Net investment income | 633,750 | 511,665 | 374,394 | 219,654 |
Realized and unrealized gain (loss) | ||||
Net realized gain (loss) on | ||||
Unaffiliated investments and foreign currency transactions | (670,802) | (179,741) | (301,663) | (359,291) |
Affiliated investments | (4) | (5) | (16) | (2) |
Capital gain distributions received from affiliated investments | — | — | 1 | — |
Futures contracts | (290) | (58) | 4,005 | 6,294 |
Redemptions in kind | 4,656,480 | 4,383,461 | 7,384,258 | 11,448,046 |
3,985,384 | 4,203,657 | 7,086,585 | 11,095,047 | |
Change in net unrealized appreciation (depreciation) of | ||||
Unaffiliated investments and translation of assets and liabilities in foreign currencies | 6,709,394 | (6,225,734) | (6,365,736) | (11,860,821) |
Affiliated investments | — | (7) | — | — |
6,709,394 | (6,225,741) | (6,365,736) | (11,860,821) | |
Net realized and unrealized gain (loss) | 10,694,778 | (2,022,084) | 720,849 | (765,774) |
Increase (decrease) in net assets from operations | $11,328,528 | $(1,510,419) | $1,095,243 | $(546,120) |
SEE NOTES TO FINANCIAL STATEMENTS | ANNUAL | JOHN HANCOCK MULTIFACTOR ETFS | 83 |
Multifactor Large Cap ETF | Multifactor Materials ETF | Multifactor Media and Communications ETF | Multifactor Mid Cap ETF | |
Investment income | ||||
Dividends from unaffiliated investments | $10,788,759 | $401,810 | $286,646 | $30,020,094 |
Securities lending | 7,967 | 191 | 2,303 | 56,134 |
Interest | 280 | 36 | 41 | 1,405 |
Less foreign taxes withheld | (603) | (79) | — | (6,739) |
Total investment income | 10,796,403 | 401,958 | 288,990 | 30,070,894 |
Expenses | ||||
Investment management fees | 1,985,360 | 81,533 | 84,049 | 8,934,386 |
Accounting and legal services fees | 116,873 | 3,013 | 2,994 | 341,569 |
Transfer agent fees | 10,382 | 10,000 | 10,000 | 10,000 |
Trustees’ fees | 12,560 | 394 | 424 | 37,085 |
Custodian fees | 137,969 | 62,062 | 60,131 | 407,660 |
Printing and postage | 38,518 | 17,112 | 17,057 | 106,908 |
Professional fees | 70,630 | 16,819 | 16,737 | 140,934 |
Stock exchange listing fees | 8,383 | 8,407 | 9,958 | 10,244 |
Other | 30,007 | 10,399 | 9,630 | 59,183 |
Total expenses | 2,410,682 | 209,739 | 210,980 | 10,047,969 |
Less expense reductions | (196,229) | (123,914) | (122,504) | (216,821) |
Net expenses | 2,214,453 | 85,825 | 88,476 | 9,831,148 |
Net investment income | 8,581,950 | 316,133 | 200,514 | 20,239,746 |
Realized and unrealized gain (loss) | ||||
Net realized gain (loss) on | ||||
Unaffiliated investments and foreign currency transactions | (2,740,310) | (192,325) | (964,833) | (10,552,036) |
Affiliated investments | (331) | — | (9) | (1,398) |
Capital gain distributions received from affiliated investments | 116 | — | — | 663 |
Futures contracts | 16,954 | (53) | — | 238,395 |
Redemptions in kind | 29,797,666 | 5,013,071 | 4,038,130 | 97,519,846 |
27,074,095 | 4,820,693 | 3,073,288 | 87,205,470 | |
Change in net unrealized appreciation (depreciation) of | ||||
Unaffiliated investments and translation of assets and liabilities in foreign currencies | (49,027,513) | (4,183,347) | (8,858,157) | (234,507,553) |
Affiliated investments | (22) | — | — | (410) |
(49,027,535) | (4,183,347) | (8,858,157) | (234,507,963) | |
Net realized and unrealized gain (loss) | (21,953,440) | 637,346 | (5,784,869) | (147,302,493) |
Increase (decrease) in net assets from operations | $(13,371,490) | $953,479 | $(5,584,355) | $(127,062,747) |
84 | JOHN HANCOCK MULTIFACTOR ETFS | ANNUAL | SEE NOTES TO FINANCIAL STATEMENTS |
Multifactor Small Cap ETF | Multifactor Technology ETF | Multifactor Utilities ETF | |
Investment income | |||
Dividends from unaffiliated investments | $5,593,635 | $570,251 | $513,217 |
Securities lending | 7,192 | 1,500 | 23 |
Interest | 318 | 65 | 31 |
Less foreign taxes withheld | (11,222) | (560) | (364) |
Total investment income | 5,589,923 | 571,256 | 512,907 |
Expenses | |||
Investment management fees | 1,656,673 | 257,843 | 67,358 |
Accounting and legal services fees | 62,032 | 9,259 | 2,555 |
Transfer agent fees | 10,000 | 10,000 | 10,000 |
Trustees’ fees | 7,188 | 1,064 | 307 |
Custodian fees | 83,521 | 61,844 | 62,110 |
Printing and postage | 24,797 | 19,691 | 16,556 |
Professional fees | 50,328 | 18,850 | 18,972 |
Stock exchange listing fees | 10,832 | 8,383 | 8,407 |
Other | 19,781 | 11,426 | 10,766 |
Total expenses | 1,925,152 | 398,360 | 197,031 |
Less expense reductions | (140,995) | (126,947) | (126,128) |
Net expenses | 1,784,157 | 271,413 | 70,903 |
Net investment income | 3,805,766 | 299,843 | 442,004 |
Realized and unrealized gain (loss) | |||
Net realized gain (loss) on | |||
Unaffiliated investments and foreign currency transactions | (12,953,469) | (1,666,909) | (171,768) |
Affiliated investments | (751) | (10) | (27) |
Capital gain distributions received from affiliated investments | 258 | — | — |
Futures contracts | (14,253) | 506 | 455 |
Redemptions in kind | 42,499,809 | 9,801,822 | 460,487 |
29,531,594 | 8,135,409 | 289,147 | |
Change in net unrealized appreciation (depreciation) of | |||
Unaffiliated investments and translation of assets and liabilities in foreign currencies | (65,353,894) | (13,101,739) | 1,322,713 |
Affiliated investments | (46) | (10) | — |
(65,353,940) | (13,101,749) | 1,322,713 | |
Net realized and unrealized gain (loss) | (35,822,346) | (4,966,340) | 1,611,860 |
Increase (decrease) in net assets from operations | $(32,016,580) | $(4,666,497) | $2,053,864 |
SEE NOTES TO FINANCIAL STATEMENTS | ANNUAL | JOHN HANCOCK MULTIFACTOR ETFS | 85 |
Multifactor Consumer Discretionary ETF | Multifactor Consumer Staples ETF | Multifactor Developed International ETF | ||||
Year ended 4-30-22 | Year ended 4-30-21 | Year ended 4-30-22 | Year ended 4-30-21 | Year ended 4-30-22 | Year ended 4-30-21 | |
Increase (decrease) in net assets | ||||||
From operations | ||||||
Net investment income | $129,628 | $164,837 | $454,489 | $513,045 | $14,946,190 | $11,281,728 |
Net realized gain | 11,765,520 | 7,030,879 | 689,049 | 1,412,404 | 12,647,177 | 30,563,800 |
Change in net unrealized appreciation (depreciation) | (13,811,240) | 14,748,233 | 1,789,178 | 3,480,570 | (66,945,494) | 115,721,656 |
Increase (decrease) in net assets resulting from operations | (1,916,092) | 21,943,949 | 2,932,716 | 5,406,019 | (39,352,127) | 157,567,184 |
Distributions to shareholders | ||||||
From earnings | (123,066) | (247,807) | (441,221) | (558,496) | (16,282,455) | (9,397,948) |
From fund share transactions | ||||||
Shares issued | 4,853,413 | 20,031,773 | 16,912,306 | 5,503,576 | 123,309,794 | 54,554,414 |
Shares repurchased | (36,432,882) | (23,211,076) | (3,588,070) | (7,710,219) | (69,777,522) | (150,990,640) |
Total from fund share transactions | (31,579,469) | (3,179,303) | 13,324,236 | (2,206,643) | 53,532,272 | (96,436,226) |
Total increase (decrease) | (33,618,627) | 18,516,839 | 15,815,731 | 2,640,880 | (2,102,310) | 51,733,010 |
Net assets | ||||||
Beginning of year | 49,688,155 | 31,171,316 | 21,852,064 | 19,211,184 | 484,770,304 | 433,037,294 |
End of year | $16,069,528 | $49,688,155 | $37,667,795 | $21,852,064 | $482,667,994 | $484,770,304 |
Share activity | ||||||
Shares outstanding | ||||||
Beginning of year | 950,000 | 1,040,000 | 630,000 | 690,000 | 14,500,000 | 17,800,000 |
Shares issued | 90,000 | 450,000 | 450,000 | 180,000 | 3,700,000 | 1,800,000 |
Shares repurchased | (690,000) | (540,000) | (100,000) | (240,000) | (2,100,000) | (5,100,000) |
End of year | 350,000 | 950,000 | 980,000 | 630,000 | 16,100,000 | 14,500,000 |
86 | JOHN HANCOCK MULTIFACTOR ETFS | ANNUAL | SEE NOTES TO FINANCIAL STATEMENTS |
Multifactor Emerging Markets ETF | Multifactor Energy ETF | Multifactor Financials ETF | ||||
Year ended 4-30-22 | Year ended 4-30-21 | Year ended 4-30-22 | Year ended 4-30-21 | Year ended 4-30-22 | Year ended 4-30-21 | |
Increase (decrease) in net assets | ||||||
From operations | ||||||
Net investment income | $17,285,712 | $13,343,232 | $633,750 | $450,012 | $511,665 | $533,810 |
Net realized gain (loss) | (551,133) | 22,118,632 | 3,985,384 | (3,941,842) | 4,203,657 | 514,851 |
Change in net unrealized appreciation (depreciation) | (115,024,799) | 237,608,075 | 6,709,394 | 8,268,496 | (6,225,741) | 13,276,539 |
Increase (decrease) in net assets resulting from operations | (98,290,220) | 273,069,939 | 11,328,528 | 4,776,666 | (1,510,419) | 14,325,200 |
Distributions to shareholders | ||||||
From earnings | (18,823,632) | (13,029,002) | (566,184) | (500,319) | (550,658) | (551,255) |
From fund share transactions | ||||||
Shares issued | 71,215,603 | 54,036,551 | 16,574,059 | 5,745,399 | 5,602,478 | 5,840,995 |
Shares repurchased | (29,222,676) | (263,216,902) | (17,325,749) | (4,477,954) | (15,179,175) | (12,694,923) |
Total from fund share transactions | 41,992,927 | (209,180,351) | (751,690) | 1,267,445 | (9,576,697) | (6,853,928) |
Total increase (decrease) | (75,120,925) | 50,860,586 | 10,010,654 | 5,543,792 | (11,637,774) | 6,920,017 |
Net assets | ||||||
Beginning of year | 735,973,516 | 685,112,930 | 20,560,044 | 15,016,252 | 37,277,913 | 30,357,896 |
End of year | $660,852,591 | $735,973,516 | $30,570,698 | $20,560,044 | $25,640,139 | $37,277,913 |
Share activity | ||||||
Shares outstanding | ||||||
Beginning of year | 23,600,000 | 31,700,000 | 1,080,000 | 1,080,000 | 740,000 | 970,000 |
Shares issued | 2,500,000 | 1,900,000 | 680,000 | 360,000 | 110,000 | 140,000 |
Shares repurchased | (1,000,000) | (10,000,000) | (760,000) | (360,000) | (300,000) | (370,000) |
End of year | 25,100,000 | 23,600,000 | 1,000,000 | 1,080,000 | 550,000 | 740,000 |
SEE NOTES TO FINANCIAL STATEMENTS | ANNUAL | JOHN HANCOCK MULTIFACTOR ETFS | 87 |
Multifactor Healthcare ETF | Multifactor Industrials ETF | Multifactor Large Cap ETF | ||||
Year ended 4-30-22 | Year ended 4-30-21 | Year ended 4-30-22 | Year ended 4-30-21 | Year ended 4-30-22 | Year ended 4-30-21 | |
Increase (decrease) in net assets | ||||||
From operations | ||||||
Net investment income | $374,394 | $854,524 | $219,654 | $374,804 | $8,581,950 | $12,991,730 |
Net realized gain | 7,086,585 | 3,974,327 | 11,095,047 | 3,278,792 | 27,074,095 | 195,388,330 |
Change in net unrealized appreciation (depreciation) | (6,365,736) | 7,034,279 | (11,860,821) | 13,959,322 | (49,027,535) | 146,531,945 |
Increase (decrease) in net assets resulting from operations | 1,095,243 | 11,863,130 | (546,120) | 17,612,918 | (13,371,490) | 354,912,005 |
Distributions to shareholders | ||||||
From earnings | (390,884) | (1,198,927) | (274,172) | (366,029) | (8,541,390) | (15,992,156) |
From fund share transactions | ||||||
Shares issued | 9,309,572 | 12,813,470 | 8,425,505 | 25,764,261 | 170,026,286 | 208,314,848 |
Shares repurchased | (20,957,298) | (14,717,132) | (42,803,943) | (14,299,595) | (72,014,924) | (630,687,338) |
Total from fund share transactions | (11,647,726) | (1,903,662) | (34,378,438) | 11,464,666 | 98,011,362 | (422,372,490) |
Total increase (decrease) | (10,943,367) | 8,760,541 | (35,198,730) | 28,711,555 | 76,098,482 | (83,452,641) |
Net assets | ||||||
Beginning of year | 51,967,457 | 43,206,916 | 50,959,395 | 22,247,840 | 705,761,481 | 789,214,122 |
End of year | $41,024,090 | $51,967,457 | $15,760,665 | $50,959,395 | $781,859,963 | $705,761,481 |
Share activity | ||||||
Shares outstanding | ||||||
Beginning of year | 1,120,000 | 1,170,000 | 990,000 | 700,000 | 13,225,000 | 21,825,000 |
Shares issued | 190,000 | 300,000 | 160,000 | 610,000 | 3,050,000 | 4,675,000 |
Shares repurchased | (430,000) | (350,000) | (820,000) | (320,000) | (1,300,000) | (13,275,000) |
End of year | 880,000 | 1,120,000 | 330,000 | 990,000 | 14,975,000 | 13,225,000 |
88 | JOHN HANCOCK MULTIFACTOR ETFS | ANNUAL | SEE NOTES TO FINANCIAL STATEMENTS |
Multifactor Materials ETF | Multifactor Media and Communications ETF | Multifactor Mid Cap ETF | ||||
Year ended 4-30-22 | Year ended 4-30-21 | Year ended 4-30-22 | Year ended 4-30-21 | Year ended 4-30-22 | Year ended 4-30-21 | |
Increase (decrease) in net assets | ||||||
From operations | ||||||
Net investment income | $316,133 | $398,633 | $200,514 | $259,294 | $20,239,746 | $16,266,095 |
Net realized gain | 4,820,693 | 2,161,603 | 3,073,288 | 5,560,156 | 87,205,470 | 135,910,077 |
Change in net unrealized appreciation (depreciation) | (4,183,347) | 9,578,099 | (8,858,157) | 6,775,861 | (234,507,963) | 664,505,714 |
Increase (decrease) in net assets resulting from operations | 953,479 | 12,138,335 | (5,584,355) | 12,595,311 | (127,062,747) | 816,681,886 |
Distributions to shareholders | ||||||
From earnings | (351,166) | (388,841) | (213,311) | (245,994) | (18,319,101) | (19,552,628) |
From fund share transactions | ||||||
Shares issued | 5,772,208 | 3,964,212 | 2,916,232 | 11,325,278 | 605,048,219 | 447,810,930 |
Shares repurchased | (15,112,550) | (5,678,762) | (13,337,646) | (14,768,131) | (212,516,812) | (412,696,585) |
Total from fund share transactions | (9,340,342) | (1,714,550) | (10,421,414) | (3,442,853) | 392,531,407 | 35,114,345 |
Total increase (decrease) | (8,738,029) | 10,034,944 | (16,219,080) | 8,906,464 | 247,149,559 | 832,243,603 |
Net assets | ||||||
Beginning of year | 27,200,382 | 17,165,438 | 31,258,967 | 22,352,503 | 2,163,453,002 | 1,331,209,399 |
End of year | $18,462,353 | $27,200,382 | $15,039,887 | $31,258,967 | $2,410,602,561 | $2,163,453,002 |
Share activity | ||||||
Shares outstanding | ||||||
Beginning of year | 580,000 | 610,000 | 810,000 | 890,000 | 41,975,000 | 41,100,000 |
Shares issued | 120,000 | 100,000 | 80,000 | 350,000 | 11,525,000 | 10,175,000 |
Shares repurchased | (320,000) | (130,000) | (350,000) | (430,000) | (4,050,000) | (9,300,000) |
End of year | 380,000 | 580,000 | 540,000 | 810,000 | 49,450,000 | 41,975,000 |
SEE NOTES TO FINANCIAL STATEMENTS | ANNUAL | JOHN HANCOCK MULTIFACTOR ETFS | 89 |
Multifactor Small Cap ETF | Multifactor Technology ETF | Multifactor Utilities ETF | ||||
Year ended 4-30-22 | Year ended 4-30-21 | Year ended 4-30-22 | Year ended 4-30-21 | Year ended 4-30-22 | Year ended 4-30-21 | |
Increase (decrease) in net assets | ||||||
From operations | ||||||
Net investment income | $3,805,766 | $6,411,675 | $299,843 | $355,175 | $442,004 | $646,585 |
Net realized gain (loss) | 29,531,594 | 104,173,049 | 8,135,409 | 6,240,602 | 289,147 | (1,094,964) |
Change in net unrealized appreciation (depreciation) | (65,353,940) | 143,292,343 | (13,101,749) | 14,622,167 | 1,322,713 | 3,861,303 |
Increase (decrease) in net assets resulting from operations | (32,016,580) | 253,877,067 | (4,666,497) | 21,217,944 | 2,053,864 | 3,412,924 |
Distributions to shareholders | ||||||
From earnings | (4,761,782) | (6,392,741) | (330,326) | (476,955) | (471,177) | (763,275) |
From fund share transactions | ||||||
Shares issued | 109,353,746 | 86,845,386 | 23,352,622 | 14,150,067 | 3,159,412 | — |
Shares repurchased | (122,188,867) | (371,277,175) | (20,551,832) | (14,332,508) | (2,787,310) | (10,753,405) |
Total from fund share transactions | (12,835,121) | (284,431,789) | 2,800,790 | (182,441) | 372,102 | (10,753,405) |
Total increase (decrease) | (49,613,483) | (36,947,463) | (2,196,033) | 20,558,548 | 1,954,789 | (8,103,756) |
Net assets | ||||||
Beginning of year | 426,298,315 | 463,245,778 | 56,825,235 | 36,266,687 | 17,349,944 | 25,453,700 |
End of year | $376,684,832 | $426,298,315 | $54,629,202 | $56,825,235 | $19,304,733 | $17,349,944 |
Share activity | ||||||
Shares outstanding | ||||||
Beginning of year | 12,075,000 | 21,275,000 | 670,000 | 680,000 | 520,000 | 870,000 |
Shares issued | 3,225,000 | 2,950,000 | 250,000 | 190,000 | 90,000 | — |
Shares repurchased | (3,525,000) | (12,150,000) | (230,000) | (200,000) | (80,000) | (350,000) |
End of year | 11,775,000 | 12,075,000 | 690,000 | 670,000 | 530,000 | 520,000 |
90 | JOHN HANCOCK MULTIFACTOR ETFS | ANNUAL | SEE NOTES TO FINANCIAL STATEMENTS |
Period ended | 4-30-22 | 4-30-21 | 4-30-20 | 4-30-19 | 4-30-18 |
Per share operating performance | |||||
Net asset value, beginning of period | $52.30 | $29.97 | $33.73 | $30.65 | $28.04 |
Net investment income1 | 0.24 | 0.17 | 0.41 | 0.37 | 0.32 |
Net realized and unrealized gain (loss) on investments | (6.42) | 22.41 | (3.76) | 3.11 | 2.58 |
Total from investment operations | (6.18) | 22.58 | (3.35) | 3.48 | 2.90 |
Less distributions | |||||
From net investment income | (0.21) | (0.25) | (0.41) | (0.40) | (0.29) |
Net asset value, end of period | $45.91 | $52.30 | $29.97 | $33.73 | $30.65 |
Total return (%)2 | (11.87) | 75.70 | (10.08) | 11.57 | 10.37 |
Ratios and supplemental data | |||||
Net assets, end of period (in millions) | $16 | $50 | $31 | $42 | $47 |
Ratios (as a percentage of average net assets): | |||||
Expenses before reductions | 0.85 | 0.71 | 0.73 | 0.73 | 0.85 |
Expenses including reductions | 0.40 | 0.40 | 0.40 | 0.47 | 0.50 |
Net investment income | 0.46 | 0.41 | 1.23 | 1.17 | 1.08 |
Portfolio turnover (%)3 | 10 | 17 | 20 | 42 | 9 |
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 | 4-30-22 | 4-30-21 | 4-30-20 | 4-30-19 | 4-30-18 |
Per share operating performance | |||||
Net asset value, beginning of period | $34.69 | $27.84 | $28.02 | $25.35 | $26.48 |
Net investment income1 | 0.69 | 0.70 | 0.65 | 0.75 | 0.55 |
Net realized and unrealized gain (loss) on investments | 3.76 | 6.89 | (0.17) | 2.66 | (1.24) |
Total from investment operations | 4.45 | 7.59 | 0.48 | 3.41 | (0.69) |
Less distributions | |||||
From net investment income | (0.70) | (0.74) | (0.66) | (0.74) | (0.44) |
Net asset value, end of period | $38.44 | $34.69 | $27.84 | $28.02 | $25.35 |
Total return (%)2 | 13.01 | 27.69 | 1.62 | 13.89 | (2.67) |
Ratios and supplemental data | |||||
Net assets, end of period (in millions) | $38 | $22 | $19 | $29 | $22 |
Ratios (as a percentage of average net assets): | |||||
Expenses before reductions | 0.93 | 0.94 | 0.83 | 0.91 | 1.07 |
Expenses including reductions | 0.40 | 0.40 | 0.40 | 0.47 | 0.50 |
Net investment income | 1.93 | 2.25 | 2.27 | 2.87 | 2.05 |
Portfolio turnover (%)3 | 16 | 10 | 12 | 14 | 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 | 91 |
Period ended | 4-30-22 | 4-30-21 | 4-30-20 | 4-30-19 | 4-30-18 |
Per share operating performance | |||||
Net asset value, beginning of period | $33.43 | $24.33 | $28.75 | $30.68 | $27.17 |
Net investment income1 | 0.97 | 0.70 | 0.73 | 0.91 | 0.77 |
Net realized and unrealized gain (loss) on investments | (3.34) | 8.99 | (4.21) | (2.31) | 3.43 |
Total from investment operations | (2.37) | 9.69 | (3.48) | (1.40) | 4.20 |
Less distributions | |||||
From net investment income | (1.08) | (0.59) | (0.94) | (0.53) | (0.69) |
Net asset value, end of period | $29.98 | $33.43 | $24.33 | $28.75 | $30.68 |
Total return (%)2 | (7.45) | 40.26 | (12.57) | (4.54) | 15.64 |
Ratios and supplemental data | |||||
Net assets, end of period (in millions) | $483 | $485 | $433 | $512 | $68 |
Ratios (as a percentage of average net assets): | |||||
Expenses before reductions | 0.42 | 0.43 | 0.52 | 0.55 | 0.80 |
Expenses including reductions | 0.39 | 0.39 | 0.45 | 0.45 | 0.45 |
Net investment income | 2.92 | 2.43 | 2.46 | 3.28 | 2.60 |
Portfolio turnover (%)3 | 10 | 8 | 10 | 17 | 15 |
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 | 4-30-22 | 4-30-21 | 4-30-20 | 4-30-191 |
Per share operating performance | ||||
Net asset value, beginning of period | $31.19 | $21.61 | $25.87 | $25.00 |
Net investment income2 | 0.72 | 0.50 | 0.66 | 0.14 |
Net realized and unrealized gain (loss) on investments | (4.79) | 9.57 | (4.29) | 0.78 |
Total from investment operations | (4.07) | 10.07 | (3.63) | 0.92 |
Less distributions | ||||
From net investment income | (0.79) | (0.49) | (0.63) | (0.05) |
Net asset value, end of period | $26.33 | $31.19 | $21.61 | $25.87 |
Total return (%)3 | (13.33) | 46.99 | (14.44) | 3.714 |
Ratios and supplemental data | ||||
Net assets, end of period (in millions) | $661 | $736 | $685 | $818 |
Ratios (as a percentage of average net assets): | ||||
Expenses before reductions | 0.56 | 0.55 | 0.67 | 0.715 |
Expenses including reductions | 0.49 | 0.49 | 0.55 | 0.555 |
Net investment income | 2.43 | 1.89 | 2.69 | 0.975 |
Portfolio turnover (%)6 | 12 | 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. |
92 | JOHN HANCOCK MULTIFACTOR ETFS | ANNUAL | SEE NOTES TO FINANCIAL STATEMENTS |
Period ended | 4-30-22 | 4-30-21 | 4-30-20 | 4-30-19 | 4-30-18 |
Per share operating performance | |||||
Net asset value, beginning of period | $19.04 | $13.90 | $26.78 | $31.39 | $27.42 |
Net investment income1 | 0.64 | 0.43 | 1.352 | 0.51 | 0.663 |
Net realized and unrealized gain (loss) on investments | 11.46 | 5.20 | (12.80) | (4.59) | 3.85 |
Total from investment operations | 12.10 | 5.63 | (11.45) | (4.08) | 4.51 |
Less distributions | |||||
From net investment income | (0.57) | (0.49) | (1.43) | (0.53) | (0.54) |
Net asset value, end of period | $30.57 | $19.04 | $13.90 | $26.78 | $31.39 |
Total return (%)4 | 64.77 | 41.67 | (44.93) | (12.84) | 16.69 |
Ratios and supplemental data | |||||
Net assets, end of period (in millions) | $31 | $21 | $15 | $26 | $37 |
Ratios (as a percentage of average net assets): | |||||
Expenses before reductions | 0.93 | 1.18 | 1.05 | 0.86 | 1.07 |
Expenses including reductions | 0.40 | 0.40 | 0.40 | 0.48 | 0.50 |
Net investment income | 2.71 | 2.91 | 6.382 | 1.72 | 2.353 |
Portfolio turnover (%)5 | 18 | 37 | 22 | 25 | 16 |
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 | 4-30-22 | 4-30-21 | 4-30-20 | 4-30-19 | 4-30-18 |
Per share operating performance | |||||
Net asset value, beginning of period | $50.38 | $31.30 | $38.10 | $36.86 | $31.48 |
Net investment income1 | 0.76 | 0.69 | 0.70 | 0.57 | 0.45 |
Net realized and unrealized gain (loss) on investments | (3.66) | 19.11 | (6.64) | 1.21 | 5.30 |
Total from investment operations | (2.90) | 19.80 | (5.94) | 1.78 | 5.75 |
Less distributions | |||||
From net investment income | (0.86) | (0.72) | (0.86) | (0.54) | (0.37) |
Net asset value, end of period | $46.62 | $50.38 | $31.30 | $38.10 | $36.86 |
Total return (%)2 | (5.92) | 64.14 | (16.06) | 5.15 | 18.33 |
Ratios and supplemental data | |||||
Net assets, end of period (in millions) | $26 | $37 | $30 | $48 | $69 |
Ratios (as a percentage of average net assets): | |||||
Expenses before reductions | 0.76 | 0.81 | 0.72 | 0.66 | 0.75 |
Expenses including reductions | 0.40 | 0.40 | 0.40 | 0.47 | 0.50 |
Net investment income | 1.46 | 1.82 | 1.86 | 1.57 | 1.26 |
Portfolio turnover (%)3 | 7 | 11 | 10 | 9 | 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 | 93 |
Period ended | 4-30-22 | 4-30-21 | 4-30-20 | 4-30-19 | 4-30-18 |
Per share operating performance | |||||
Net asset value, beginning of period | $46.40 | $36.93 | $33.33 | $31.14 | $28.59 |
Net investment income1 | 0.37 | 0.75 | 0.60 | 0.73 | 0.24 |
Net realized and unrealized gain (loss) on investments | 0.23 | 9.81 | 3.91 | 1.71 | 2.62 |
Total from investment operations | 0.60 | 10.56 | 4.51 | 2.44 | 2.86 |
Less distributions | |||||
From net investment income | (0.38) | (1.09) | (0.91) | (0.25) | (0.31) |
Net asset value, end of period | $46.62 | $46.40 | $36.93 | $33.33 | $31.14 |
Total return (%)2 | 1.23 | 29.08 | 13.70 | 7.89 | 10.04 |
Ratios and supplemental data | |||||
Net assets, end of period (in millions) | $41 | $52 | $43 | $54 | $41 |
Ratios (as a percentage of average net assets): | |||||
Expenses before reductions | 0.66 | 0.67 | 0.68 | 0.66 | 0.86 |
Expenses including reductions | 0.40 | 0.40 | 0.40 | 0.46 | 0.50 |
Net investment income | 0.76 | 1.82 | 1.72 | 2.18 | 0.79 |
Portfolio turnover (%)3 | 47 | 11 | 10 | 21 | 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. |
Period ended | 4-30-22 | 4-30-21 | 4-30-20 | 4-30-19 | 4-30-18 |
Per share operating performance | |||||
Net asset value, beginning of period | $51.47 | $31.78 | $37.41 | $33.75 | $30.40 |
Net investment income1 | 0.49 | 0.42 | 0.52 | 0.59 | 0.33 |
Net realized and unrealized gain (loss) on investments | (3.70) | 19.70 | (5.64) | 3.69 | 3.33 |
Total from investment operations | (3.21) | 20.12 | (5.12) | 4.28 | 3.66 |
Less distributions | |||||
From net investment income | (0.50) | (0.43) | (0.51) | (0.62) | (0.31) |
Net asset value, end of period | $47.76 | $51.47 | $31.78 | $37.41 | $33.75 |
Total return (%)2 | (6.34) | 63.78 | (13.92) | 13.16 | 12.04 |
Ratios and supplemental data | |||||
Net assets, end of period (in millions) | $16 | $51 | $22 | $32 | $32 |
Ratios (as a percentage of average net assets): | |||||
Expenses before reductions | 0.93 | 0.73 | 0.86 | 0.90 | 0.98 |
Expenses including reductions | 0.40 | 0.40 | 0.40 | 0.47 | 0.50 |
Net investment income | 0.93 | 1.01 | 1.42 | 1.70 | 0.98 |
Portfolio turnover (%)3 | 36 | 13 | 21 | 49 | 3 |
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 | 4-30-22 | 4-30-21 | 4-30-20 | 4-30-19 | 4-30-18 |
Per share operating performance | |||||
Net asset value, beginning of period | $53.37 | $36.16 | $37.97 | $34.52 | $31.09 |
Net investment income1 | 0.63 | 0.66 | 0.73 | 0.70 | 0.51 |
Net realized and unrealized gain (loss) on investments | (1.15) | 17.30 | (1.83) | 3.25 | 3.42 |
Total from investment operations | (0.52) | 17.96 | (1.10) | 3.95 | 3.93 |
Less distributions | |||||
From net investment income | (0.64) | (0.75) | (0.71) | (0.50) | (0.50) |
Net asset value, end of period | $52.21 | $53.37 | $36.16 | $37.97 | $34.52 |
Total return (%)2 | (1.06) | 50.22 | (3.04) | 11.74 | 12.69 |
Ratios and supplemental data | |||||
Net assets, end of period (in millions) | $782 | $706 | $789 | $922 | $401 |
Ratios (as a percentage of average net assets): | |||||
Expenses before reductions | 0.32 | 0.31 | 0.34 | 0.35 | 0.40 |
Expenses including reductions | 0.29 | 0.29 | 0.33 | 0.34 | 0.35 |
Net investment income | 1.12 | 1.50 | 1.92 | 1.96 | 1.53 |
Portfolio turnover (%)3 | 4 | 7 | 6 | 6 | 5 |
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 | 4-30-22 | 4-30-21 | 4-30-20 | 4-30-19 | 4-30-18 |
Per share operating performance | |||||
Net asset value, beginning of period | $46.90 | $28.14 | $32.51 | $34.00 | $30.85 |
Net investment income1 | 0.71 | 0.63 | 0.58 | 0.55 | 0.44 |
Net realized and unrealized gain (loss) on investments | 1.71 | 18.74 | (4.31) | (1.54) | 3.13 |
Total from investment operations | 2.42 | 19.37 | (3.73) | (0.99) | 3.57 |
Less distributions | |||||
From net investment income | (0.73) | (0.61) | (0.64) | (0.50) | (0.42) |
Net asset value, end of period | $48.59 | $46.90 | $28.14 | $32.51 | $34.00 |
Total return (%)2 | 5.19 | 69.61 | (11.77) | (2.76) | 11.62 |
Ratios and supplemental data | |||||
Net assets, end of period (in millions) | $18 | $27 | $17 | $23 | $23 |
Ratios (as a percentage of average net assets): | |||||
Expenses before reductions | 0.98 | 0.92 | 1.01 | 1.01 | 1.05 |
Expenses including reductions | 0.40 | 0.40 | 0.40 | 0.47 | 0.50 |
Net investment income | 1.47 | 1.71 | 1.82 | 1.68 | 1.32 |
Portfolio turnover (%)3 | 18 | 16 | 20 | 46 | 10 |
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 | 95 |
Period ended | 4-30-22 | 4-30-21 | 4-30-20 | 4-30-191 |
Per share operating performance | ||||
Net asset value, beginning of period | $38.59 | $25.12 | $26.51 | $25.00 |
Net investment income2 | 0.33 | 0.29 | 0.29 | 0.04 |
Net realized and unrealized gain (loss) on investments | (10.74) | 13.45 | (1.48) | 1.47 |
Total from investment operations | (10.41) | 13.74 | (1.19) | 1.51 |
Less distributions | ||||
From net investment income | (0.33) | (0.27) | (0.20) | — |
Net asset value, end of period | $27.85 | $38.59 | $25.12 | $26.51 |
Total return (%)3 | (27.19) | 55.00 | (4.60) | 6.054 |
Ratios and supplemental data | ||||
Net assets, end of period (in millions) | $15 | $31 | $22 | $24 |
Ratios (as a percentage of average net assets): | ||||
Expenses before reductions | 0.95 | 0.77 | 1.02 | 2.985 |
Expenses including reductions | 0.40 | 0.40 | 0.40 | 0.405 |
Net investment income | 0.91 | 0.91 | 1.07 | 1.295 |
Portfolio turnover (%)6 | 17 | 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 | 4-30-22 | 4-30-21 | 4-30-20 | 4-30-19 | 4-30-18 |
Per share operating performance | |||||
Net asset value, beginning of period | $51.54 | $32.39 | $36.60 | $34.04 | $30.65 |
Net investment income1 | 0.44 | 0.39 | 0.48 | 0.53 | 0.34 |
Net realized and unrealized gain (loss) on investments | (2.83) | 19.23 | (4.29) | 2.44 | 3.36 |
Total from investment operations | (2.39) | 19.62 | (3.81) | 2.97 | 3.70 |
Less distributions | |||||
From net investment income | (0.40) | (0.47) | (0.40) | (0.41) | (0.31) |
Net asset value, end of period | $48.75 | $51.54 | $32.39 | $36.60 | $34.04 |
Total return (%)2 | (4.72) | 61.03 | (10.56) | 8.98 | 12.11 |
Ratios and supplemental data | |||||
Net assets, end of period (in millions) | $2,411 | $2,163 | $1,331 | $1,030 | $332 |
Ratios (as a percentage of average net assets): | |||||
Expenses before reductions | 0.42 | 0.42 | 0.43 | 0.45 | 0.52 |
Expenses including reductions | 0.41 | 0.41 | 0.42 | 0.44 | 0.45 |
Net investment income | 0.84 | 0.96 | 1.33 | 1.53 | 1.03 |
Portfolio turnover (%)3 | 10 | 20 | 11 | 13 | 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. |
96 | JOHN HANCOCK MULTIFACTOR ETFS | ANNUAL | SEE NOTES TO FINANCIAL STATEMENTS |
Period ended | 4-30-22 | 4-30-21 | 4-30-20 | 4-30-19 | 4-30-181 |
Per share operating performance | |||||
Net asset value, beginning of period | $35.30 | $21.77 | $26.89 | $25.69 | $25.00 |
Net investment income2 | 0.31 | 0.36 | 0.33 | 0.29 | 0.13 |
Net realized and unrealized gain (loss) on investments | (3.23) | 13.51 | (5.13) | 1.16 | 0.56 |
Total from investment operations | (2.92) | 13.87 | (4.80) | 1.45 | 0.69 |
Less distributions | |||||
From net investment income | (0.39) | (0.34) | (0.32) | (0.25) | — |
Net asset value, end of period | $31.99 | $35.30 | $21.77 | $26.89 | $25.69 |
Total return (%)3 | (8.39) | 64.17 | (18.07) | 5.71 | 2.774 |
Ratios and supplemental data | |||||
Net assets, end of period (in millions) | $377 | $426 | $463 | $439 | $39 |
Ratios (as a percentage of average net assets): | |||||
Expenses before reductions | 0.45 | 0.45 | 0.55 | 0.60 | 0.905,6 |
Expenses including reductions | 0.42 | 0.42 | 0.49 | 0.50 | 0.515,6 |
Net investment income | 0.90 | 1.31 | 1.30 | 1.13 | 1.055 |
Portfolio turnover (%)7 | 40 | 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 | 4-30-22 | 4-30-21 | 4-30-20 | 4-30-19 | 4-30-18 |
Per share operating performance | |||||
Net asset value, beginning of period | $84.81 | $53.33 | $50.65 | $42.87 | $35.10 |
Net investment income1 | 0.41 | 0.54 | 0.69 | 0.43 | 0.28 |
Net realized and unrealized gain (loss) on investments | (5.61) | 31.66 | 2.66 | 7.72 | 7.77 |
Total from investment operations | (5.20) | 32.20 | 3.35 | 8.15 | 8.05 |
Less distributions | |||||
From net investment income | (0.44) | (0.72) | (0.67) | (0.37) | (0.28) |
Net asset value, end of period | $79.17 | $84.81 | $53.33 | $50.65 | $42.87 |
Total return (%)2 | (6.23) | 60.79 | 6.65 | 19.25 | 23.02 |
Ratios and supplemental data | |||||
Net assets, end of period (in millions) | $55 | $57 | $36 | $62 | $63 |
Ratios (as a percentage of average net assets): | |||||
Expenses before reductions | 0.59 | 0.67 | 0.66 | 0.64 | 0.74 |
Expenses including reductions | 0.40 | 0.40 | 0.40 | 0.47 | 0.50 |
Net investment income | 0.44 | 0.76 | 1.35 | 0.96 | 0.70 |
Portfolio turnover (%)3 | 23 | 12 | 21 | 27 | 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. |
SEE NOTES TO FINANCIAL STATEMENTS | ANNUAL | JOHN HANCOCK MULTIFACTOR ETFS | 97 |
Period ended | 4-30-22 | 4-30-21 | 4-30-20 | 4-30-19 | 4-30-18 |
Per share operating performance | |||||
Net asset value, beginning of period | $33.37 | $29.26 | $31.68 | $27.45 | $27.02 |
Net investment income1 | 0.85 | 0.88 | 0.87 | 0.84 | 0.77 |
Net realized and unrealized gain (loss) on investments | 3.11 | 4.23 | (2.40) | 4.05 | 0.34 |
Total from investment operations | 3.96 | 5.11 | (1.53) | 4.89 | 1.11 |
Less distributions | |||||
From net investment income | (0.91) | (1.00) | (0.89) | (0.66) | (0.68) |
Net asset value, end of period | $36.42 | $33.37 | $29.26 | $31.68 | $27.45 |
Total return (%)2 | 12.15 | 18.01 | (5.16) | 18.21 | 4.14 |
Ratios and supplemental data | |||||
Net assets, end of period (in millions) | $19 | $17 | $25 | $29 | $18 |
Ratios (as a percentage of average net assets): | |||||
Expenses before reductions | 1.11 | 0.94 | 0.77 | 0.87 | 1.16 |
Expenses including reductions | 0.40 | 0.40 | 0.40 | 0.46 | 0.50 |
Net investment income | 2.49 | 2.89 | 2.66 | 2.86 | 2.78 |
Portfolio turnover (%)3 | 14 | 17 | 11 | 19 | 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. |
98 | JOHN HANCOCK MULTIFACTOR ETFS | ANNUAL | SEE NOTES TO FINANCIAL STATEMENTS |
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 |
ANNUAL REPORT | JOHN HANCOCK MULTIFACTOR ETFS | 99 |
Total value at 4-30-22 | Level 1 quoted price | Level 2 significant observable inputs | Level 3 significant unobservable inputs | |
Multifactor Consumer Discretionary ETF | ||||
Investments in securities: | ||||
Assets | ||||
Common stocks | $16,059,355 | $16,059,355 | — | — |
Short-term investments | 81,608 | 81,608 | — | — |
Total investments in securities | $16,140,963 | $16,140,963 | — | — |
Multifactor Consumer Staples ETF | ||||
Investments in securities: | ||||
Assets | ||||
Common stocks | $37,623,263 | $37,623,263 | — | — |
Short-term investments | 68,033 | 68,033 | — | — |
Total investments in securities | $37,691,296 | $37,691,296 | — | — |
Multifactor Developed International ETF | ||||
Investments in securities: | ||||
Assets | ||||
Common stocks | ||||
Australia | $33,742,572 | $33,742,572 | — | — |
Austria | 1,010,619 | 1,010,619 | — | — |
Belgium | 4,597,253 | 4,597,253 | — | — |
Chile | 535,425 | 535,425 | — | — |
Denmark | 12,590,869 | 12,590,869 | — | — |
Finland | 6,882,105 | 6,882,105 | — | — |
France | 54,618,261 | 54,618,261 | — | — |
Germany | 38,973,353 | 38,973,353 | — | — |
Hong Kong | 12,938,454 | 12,938,454 | — | — |
Ireland | 5,004,409 | 5,004,409 | — | — |
Israel | 2,157,376 | 2,157,376 | — | — |
Italy | 11,070,106 | 11,070,106 | — | — |
Japan | 103,905,157 | 103,905,157 | — | — |
Luxembourg | 2,494,514 | 2,494,514 | — | — |
Macau | 124,103 | 124,103 | — | — |
Malaysia | 72,998 | 72,998 | — | — |
Mexico | 99,104 | 99,104 | — | — |
Netherlands | 20,274,812 | 20,274,812 | — | — |
New Zealand | 748,302 | 748,302 | — | — |
Norway | 3,349,502 | 3,349,502 | — | — |
Portugal | 806,214 | 806,214 | — | — |
Singapore | 7,599,011 | 7,599,011 | — | — |
Spain | 13,845,582 | 13,845,582 | — | — |
Sweden | 15,466,287 | 15,466,287 | — | — |
Switzerland | 49,486,963 | 49,486,963 | — | — |
United Arab Emirates | 52 | — | $52 | — |
United Kingdom | 71,647,076 | 71,647,076 | — | — |
United States | 63,057 | 63,057 | — | — |
Preferred securities | 3,206,422 | 3,206,422 | — | — |
Short-term investments | 11,698,442 | 11,698,442 | — | — |
Total investments in securities | $489,008,400 | $489,008,348 | $52 | — |
100 | JOHN HANCOCK MULTIFACTOR ETFS | ANNUAL REPORT |
Total value at 4-30-22 | Level 1 quoted price | Level 2 significant observable inputs | Level 3 significant unobservable inputs | |
Multifactor Emerging Markets ETF | ||||
Investments in securities: | ||||
Assets | ||||
Common stocks | ||||
Brazil | $28,386,524 | $28,386,524 | — | — |
Chile | 2,469,737 | 2,469,737 | — | — |
China | 155,536,539 | 155,536,539 | — | — |
Hong Kong | 10,701,258 | 10,701,258 | — | — |
India | 127,874,562 | 127,874,562 | — | — |
Indonesia | 15,684,927 | 15,684,927 | — | — |
Malaysia | 13,194,658 | 13,194,658 | — | — |
Mexico | 17,390,532 | 17,390,532 | — | — |
Philippines | 7,062,930 | 7,062,930 | — | — |
Poland | 5,523,202 | 5,523,202 | — | — |
Romania | 249,878 | 249,878 | — | — |
Russia | 1,660,008 | — | — | $1,660,008 |
Saudi Arabia | 25,720,868 | 25,720,868 | — | — |
South Africa | 30,748,792 | 30,748,792 | — | — |
South Korea | 83,527,679 | 83,527,679 | — | — |
Taiwan | 105,348,568 | 105,348,568 | — | — |
Thailand | 14,607,335 | 14,607,335 | — | — |
Turkey | 2,260,654 | 2,260,654 | — | — |
United Kingdom | 67,581 | 67,581 | — | — |
United States | 983,512 | 983,512 | — | — |
Preferred securities | 11,169,468 | 11,169,468 | — | — |
Warrants | 281 | — | $281 | — |
Short-term investments | 3,804,687 | 3,804,687 | — | — |
Total investments in securities | $663,974,180 | $662,313,891 | $281 | $1,660,008 |
Multifactor Energy ETF | ||||
Investments in securities: | ||||
Assets | ||||
Common stocks | $30,518,875 | $30,518,875 | — | — |
Short-term investments | 84,093 | 84,093 | — | — |
Total investments in securities | $30,602,968 | $30,602,968 | — | — |
Multifactor Financials ETF | ||||
Investments in securities: | ||||
Assets | ||||
Common stocks | $25,612,148 | $25,612,148 | — | — |
Short-term investments | 146,212 | 146,212 | — | — |
Total investments in securities | $25,758,360 | $25,758,360 | — | — |
Multifactor Healthcare ETF | ||||
Investments in securities: | ||||
Assets | ||||
Common stocks | $41,005,414 | $41,005,414 | — | — |
Short-term investments | 58,371 | 58,371 | — | — |
Total investments in securities | $41,063,785 | $41,063,785 | — | — |
Multifactor Industrials ETF | ||||
Investments in securities: | ||||
Assets | ||||
Common stocks | $15,751,642 | $15,751,642 | — | — |
ANNUAL REPORT | JOHN HANCOCK MULTIFACTOR ETFS | 101 |
Total value at 4-30-22 | Level 1 quoted price | Level 2 significant observable inputs | Level 3 significant unobservable inputs | |
Multifactor Industrials ETF (continued) | ||||
Short-term investments | $64,780 | $64,780 | — | — |
Total investments in securities | $15,816,422 | $15,816,422 | — | — |
Multifactor Large Cap ETF | ||||
Investments in securities: | ||||
Assets | ||||
Common stocks | $781,157,581 | $781,157,581 | — | — |
Short-term investments | 949,947 | 949,947 | — | — |
Total investments in securities | $782,107,528 | $782,107,528 | — | — |
Multifactor Materials ETF | ||||
Investments in securities: | ||||
Assets | ||||
Common stocks | $18,452,841 | $18,452,841 | — | — |
Short-term investments | 63,178 | 63,178 | — | — |
Total investments in securities | $18,516,019 | $18,516,019 | — | — |
Multifactor Media and Communications ETF | ||||
Investments in securities: | ||||
Assets | ||||
Common stocks | $15,032,638 | $15,032,638 | — | — |
Short-term investments | 44,336 | 44,336 | — | — |
Total investments in securities | $15,076,974 | $15,076,974 | — | — |
Multifactor Mid Cap ETF | ||||
Investments in securities: | ||||
Assets | ||||
Common stocks | $2,407,968,788 | $2,407,968,788 | — | — |
Short-term investments | 10,684,271 | 10,684,271 | — | — |
Total investments in securities | $2,418,653,059 | $2,418,653,059 | — | — |
Multifactor Small Cap ETF | ||||
Investments in securities: | ||||
Assets | ||||
Common stocks | $376,248,689 | $376,248,689 | — | — |
Short-term investments | 1,344,031 | 1,344,031 | — | — |
Total investments in securities | $377,592,720 | $377,592,720 | — | — |
Multifactor Technology ETF | ||||
Investments in securities: | ||||
Assets | ||||
Common stocks | $54,595,900 | $54,595,900 | — | — |
Short-term investments | 333,483 | 333,483 | — | — |
Total investments in securities | $54,929,383 | $54,929,383 | — | — |
Multifactor Utilities ETF | ||||
Investments in securities: | ||||
Assets | ||||
Common stocks | $19,284,047 | $19,284,047 | — | — |
Short-term investments | 59,454 | 59,454 | — | — |
Total investments in securities | $19,343,501 | $19,343,501 | — | — |
102 | JOHN HANCOCK MULTIFACTOR ETFS | ANNUAL REPORT |
Fund | Market value of securities on loan | Cash collateral received | Non-cash collateral |
Multifactor Consumer Discretionary ETF | $104,995 | $13,068 | $102,256 |
Multifactor Developed International ETF | 15,654,606 | 10,865,481 | 5,557,382 |
Multifactor Emerging Markets ETF | 5,117,096 | 2,767,894 | 2,596,984 |
Multifactor Energy ETF | 51,427 | — | 54,653 |
Multifactor Financials ETF | 104,807 | 80,025 | 32,802 |
Multifactor Large Cap ETF | 838,381 | 472,056 | 431,825 |
Multifactor Media and Communications ETF | 65,184 | — | 70,492 |
Multifactor Mid Cap ETF | 11,553,159 | 7,909,808 | 4,488,855 |
Multifactor Small Cap ETF | 784,466 | 762,141 | 79,683 |
Multifactor Technology ETF | 232,857 | 218,311 | 27,970 |
ANNUAL REPORT | JOHN HANCOCK MULTIFACTOR ETFS | 103 |
Fund | Commitment fee |
Multifactor Consumer Discretionary ETF | $3,741 |
Multifactor Consumer Staples ETF | 3,700 |
Multifactor Developed International ETF | 5,158 |
Multifactor Emerging Markets ETF | 5,778 |
Multifactor Energy ETF | 3,701 |
Multifactor Financials ETF | 3,744 |
Multifactor Healthcare ETF | 3,792 |
Multifactor Industrials ETF | 3,734 |
Multifactor Large Cap ETF | 5,647 |
Multifactor Materials ETF | 3,705 |
Multifactor Media and Communications ETF | 3,707 |
Multifactor Mid Cap ETF | 10,675 |
Multifactor Small Cap ETF | 4,828 |
Multifactor Technology ETF | 3,839 |
Multifactor Utilities ETF | 3,685 |
No Expiration Date | ||
Fund | Short Term | Long Term |
Multifactor Consumer Discretionary ETF | $2,318,053 | $3,149,758 |
Multifactor Consumer Staples ETF | 1,024,113 | 606,339 |
Multifactor Developed International ETF | 12,179,222 | 20,805,806 |
Multifactor Emerging Markets ETF | 17,614,284 | 12,928,210 |
Multifactor Energy ETF | 3,994,267 | 5,197,737 |
Multifactor Financials ETF | 2,046,986 | 915,020 |
Multifactor Healthcare ETF | 2,044,742 | 2,035,625 |
Multifactor Industrials ETF | 1,340,840 | 1,735,915 |
Multifactor Large Cap ETF | 14,174,353 | 21,776,731 |
Multifactor Materials ETF | 1,250,429 | 902,632 |
Multifactor Media and Communications ETF | 1,830,175 | 332,415 |
Multifactor Mid Cap ETF | 67,609,853 | 3,994,981 |
Multifactor Small Cap ETF | 52,117,176 | 21,813,893 |
104 | JOHN HANCOCK MULTIFACTOR ETFS | ANNUAL REPORT |
No Expiration Date | ||
Fund | Short Term | Long Term |
Multifactor Technology ETF | $2,682,996 | $723,322 |
Multifactor Utilities ETF | 1,460,873 | 648,762 |
Fund | Aggregate cost | Unrealized appreciation | Unrealized (depreciation) | Net unrealized appreciation/ (depreciation) |
Multifactor Consumer Discretionary ETF | $17,770,034 | $1,202,756 | $(2,831,827) | $(1,629,071) |
Multifactor Consumer Staples ETF | 33,237,555 | 4,812,213 | (358,472) | 4,453,741 |
Multifactor Developed International ETF | 474,502,335 | 51,498,572 | (36,992,507) | 14,506,065 |
Multifactor Emerging Markets ETF | 627,465,150 | 122,077,362 | (85,568,332) | 36,509,030 |
Multifactor Energy ETF | 24,737,504 | 5,940,657 | (75,193) | 5,865,464 |
Multifactor Financials ETF | 24,534,061 | 2,730,924 | (1,506,625) | 1,224,299 |
Multifactor Healthcare ETF | 37,082,902 | 6,087,760 | (2,106,877) | 3,980,883 |
Multifactor Industrials ETF | 17,105,978 | 568,701 | (1,858,257) | (1,289,556) |
Multifactor Large Cap ETF | 672,628,536 | 143,287,954 | (33,808,962) | 109,478,992 |
Multifactor Materials ETF | 15,452,997 | 3,416,382 | (353,360) | 3,063,022 |
Multifactor Media and Communications ETF | 17,878,743 | 735,225 | (3,536,994) | (2,801,769) |
Multifactor Mid Cap ETF | 2,109,969,440 | 405,080,950 | (96,397,331) | 308,683,619 |
Multifactor Small Cap ETF | 353,474,491 | 44,442,040 | (20,323,811) | 24,118,229 |
Multifactor Technology ETF | 51,120,810 | 6,387,173 | (2,578,600) | 3,808,573 |
Multifactor Utilities ETF | 17,893,537 | 1,770,049 | (320,085) | 1,449,964 |
Fund | Ordinary Income |
Multifactor Consumer Discretionary ETF | $123,066 |
Multifactor Consumer Staples ETF | 441,221 |
Multifactor Developed International ETF | 16,282,455 |
Multifactor Emerging Markets ETF | 18,823,632 |
Multifactor Energy ETF | 566,184 |
Multifactor Financials ETF | 550,658 |
Multifactor Healthcare ETF | 390,884 |
Multifactor Industrials ETF | 274,172 |
Multifactor Large Cap ETF | 8,541,390 |
Multifactor Materials ETF | 351,166 |
Multifactor Media and Communications ETF | 213,311 |
Multifactor Mid Cap ETF | 18,319,101 |
Multifactor Small Cap ETF | 4,761,782 |
Multifactor Technology ETF | 330,326 |
Multifactor Utilities ETF | 471,177 |
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 |
ANNUAL REPORT | JOHN HANCOCK MULTIFACTOR ETFS | 105 |
Fund | Ordinary Income |
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 | Undistributed Ordinary Income |
Multifactor Consumer Discretionary ETF | $32,258 |
Multifactor Consumer Staples ETF | 148,928 |
Multifactor Developed International ETF | 4,468,459 |
Multifactor Emerging Markets ETF | 1,818,536 |
Multifactor Energy ETF | 189,826 |
Multifactor Financials ETF | 120,507 |
Multifactor Healthcare ETF | 98,710 |
Multifactor Industrials ETF | 39,344 |
Multifactor Large Cap ETF | 2,483,561 |
Multifactor Materials ETF | 62,397 |
Multifactor Media and Communications ETF | 81,900 |
Multifactor Mid Cap ETF | 4,893,854 |
Multifactor Small Cap ETF | 447,896 |
Multifactor Technology ETF | 75,125 |
Multifactor Utilities ETF | 76,071 |
106 | JOHN HANCOCK MULTIFACTOR ETFS | ANNUAL REPORT |
Fund | Reason | USD Notional range |
Multifactor Consumer Discretionary ETF | The fund used futures contracts to meet the transactional needs of the portfolio and to equitize cash balances, if needed. As of April 30, 2022, there were no open futures contracts. | Up to $22,000, as measured during the period |
Multifactor Consumer Staples ETF | The fund used futures contracts to meet the transactional needs of the portfolio and to equitize cash balances, if needed. As of April 30, 2022, there were no open futures contracts. | Up to $67,000, as measured during the period |
Multifactor Developed International ETF | The fund used futures contracts to meet the transactional needs of the portfolio and to equitize cash balances, if needed. As of April 30, 2022, there were no open futures contracts. | Up to $27.4 million, as measured during the period |
Multifactor Emerging Markets ETF | The fund used futures contracts to meet the transactional needs of the portfolio and to equitize cash balances, if needed. As of April 30, 2022, there were no open futures contracts. | Up to $10.6 million, as measured during the period |
Multifactor Energy ETF | The fund used futures contracts to meet the transactional needs of the portfolio and to equitize cash balances, if needed. As of April 30, 2022, there were no open futures contracts. | Up to $87,000, as measured during the period |
Multifactor Financials ETF | The fund used futures contracts to meet the transactional needs of the portfolio and to equitize cash balances, if needed. As of April 30, 2022, there were no open futures contracts. | Up to $43,000, as measured during the period |
Multifactor Healthcare ETF | The fund used futures contracts to meet the transactional needs of the portfolio and to equitize cash balances, if needed. As of April 30, 2022, there were no open futures contracts. | Up to $350,000, as measured during the period |
Multifactor Industrials ETF | The fund used futures contracts to meet the transactional needs of the portfolio and to equitize cash balances, if needed. As of April 30, 2022, there were no open futures contracts. | Up to $182,000, as measured during the period |
Multifactor Large Cap ETF | The fund used futures contracts to meet the transactional needs of the portfolio and to equitize cash balances, if needed. As of April 30, 2022, there were no open futures contracts. | Up to $1.5 million, as measured during the period |
Multifactor Materials ETF | The fund used futures contracts to meet the transactional needs of the portfolio and to equitize cash balances, if needed. As of April 30, 2022, there were no open futures contracts. | Up to $23,000, as measured during the period |
Multifactor Mid Cap ETF | The fund used futures contracts to meet the transactional needs of the portfolio and to equitize cash balances, if needed. As of April 30, 2022, there were no open futures contracts. | Up to $19.8 million, as measured during the period |
Multifactor Small Cap ETF | The fund used futures contracts to meet the transactional needs of the portfolio and to equitize cash balances, if needed. As of April 30, 2022, there were no open futures contracts. | Up to $1.4 million, as measured during the period |
Multifactor Technology ETF | The fund used futures contracts to meet the transactional needs of the portfolio and to equitize cash balances, if needed. As of April 30, 2022, there were no open futures contracts. | Up to $390,000, as measured during the period |
Multifactor Utilities ETF | The fund used futures contracts to meet the transactional needs of the portfolio and to equitize cash balances, if needed. As of April 30, 2022, there were no open futures contracts. | Up to $65,000, as measured during the period |
Statements of operations location - Net realized gain (loss) on: | ||
Fund | Risk | Futures contracts |
Multifactor Consumer Discretionary ETF | Equity | $(24) |
Multifactor Consumer Staples ETF | Equity | $603 |
Multifactor Developed International ETF | Equity | $479,478 |
ANNUAL REPORT | JOHN HANCOCK MULTIFACTOR ETFS | 107 |
Statements of operations location - Net realized gain (loss) on: | ||
Fund | Risk | Futures contracts |
Multifactor Emerging Markets ETF | Equity | $289,605 |
Multifactor Energy ETF | Equity | $(290) |
Multifactor Financials ETF | Equity | $(58) |
Multifactor Healthcare ETF | Equity | $4,005 |
Multifactor Industrials ETF | Equity | $6,294 |
Multifactor Large Cap ETF | Equity | $16,954 |
Multifactor Materials ETF | Equity | $(53) |
Multifactor Mid Cap ETF | Equity | $238,395 |
Multifactor Small Cap ETF | Equity | $(14,253) |
Multifactor Technology ETF | Equity | $506 |
Multifactor Utilities ETF | Equity | $455 |
Fund | Average daily net assets |
Multifactor Consumer Discretionary ETF | 0.38% |
Multifactor Consumer Staples ETF | 0.38% |
Multifactor Developed International ETF | 0.35% |
Multifactor Emerging Markets ETF | 0.44% |
Multifactor Energy ETF | 0.38% |
Multifactor Financials ETF | 0.38% |
Multifactor Healthcare ETF | 0.38% |
Multifactor Industrials ETF | 0.38% |
Fund | Average daily net assets |
Multifactor Large Cap ETF | 0.26% |
Multifactor Materials ETF | 0.38% |
Multifactor Media and Communications ETF | 0.38% |
Multifactor Mid Cap ETF | 0.37% |
Multifactor Small Cap ETF | 0.39% |
Multifactor Technology ETF | 0.38% |
Multifactor Utilities ETF | 0.38% |
Fund | Expense limitation as a percentage of average net assets |
Multifactor Consumer Discretionary ETF | 0.40% |
Multifactor Consumer Staples ETF | 0.40% |
Multifactor Developed International ETF | 0.39% |
Multifactor Emerging Markets ETF | 0.49% |
Fund | Expense limitation as a percentage of average net assets |
Multifactor Energy ETF | 0.40% |
Multifactor Financials ETF | 0.40% |
Multifactor Healthcare ETF | 0.40% |
Multifactor Industrials ETF | 0.40% |
108 | JOHN HANCOCK MULTIFACTOR ETFS | ANNUAL REPORT |
Fund | Expense limitation as a percentage of average net assets |
Multifactor Large Cap ETF | 0.29% |
Multifactor Materials ETF | 0.40% |
Multifactor Media and Communications ETF | 0.40% |
Multifactor Mid Cap ETF | 0.42% |
Fund | Expense limitation as a percentage of average net assets |
Multifactor Small Cap ETF | 0.42% |
Multifactor Technology ETF | 0.40% |
Multifactor Utilities ETF | 0.40% |
Fund | Expense reimbursement |
Multifactor Consumer Discretionary ETF | $126,459 |
Multifactor Consumer Staples ETF | 123,631 |
Multifactor Developed International ETF | 166,407 |
Multifactor Emerging Markets ETF | 490,144 |
Multifactor Energy ETF | 124,137 |
Multifactor Financials ETF | 125,174 |
Multifactor Healthcare ETF | 128,485 |
Multifactor Industrials ETF | 125,748 |
Fund | Expense reimbursement |
Multifactor Large Cap ETF | $196,229 |
Multifactor Materials ETF | 123,914 |
Multifactor Media and Communications ETF | 122,504 |
Multifactor Mid Cap ETF | 216,821 |
Multifactor Small Cap ETF | 140,995 |
Multifactor Technology ETF | 126,947 |
Multifactor Utilities ETF | 126,128 |
Fund | Net Annual Effective Rate |
Multifactor Consumer Discretionary ETF | 0.00% |
Multifactor Consumer Staples ETF | 0.00% |
Multifactor Developed International ETF | 0.32% |
Multifactor Emerging Markets ETF | 0.37% |
Multifactor Energy ETF | 0.00% |
Multifactor Financials ETF | 0.02% |
Multifactor Healthcare ETF | 0.12% |
Multifactor Industrials ETF | 0.00% |
Fund | Net Annual Effective Rate |
Multifactor Large Cap ETF | 0.23% |
Multifactor Materials ETF | 0.00% |
Multifactor Media and Communications ETF | 0.00% |
Multifactor Mid Cap ETF | 0.36% |
Multifactor Small Cap ETF | 0.36% |
Multifactor Technology ETF | 0.19% |
Multifactor Utilities ETF | 0.00% |
ANNUAL REPORT | JOHN HANCOCK MULTIFACTOR ETFS | 109 |
Fund | % by Fund |
Multifactor Consumer Staples ETF | 40% |
Multifactor Energy ETF | 40% |
Multifactor Materials ETF | 74% |
Multifactor Media and Communications ETF | 72% |
Multifactor Utilities ETF | 69% |
Purchases | Sales and maturities | |||
Fund | In-kind transactions | Non in-kind transactions | In-kind transactions | Non in-kind transactions |
Multifactor Consumer Discretionary ETF | $4,863,972 | $2,898,271 | $36,497,230 | $2,840,447 |
Multifactor Consumer Staples ETF | 16,882,706 | 3,725,607 | 3,534,250 | 3,765,118 |
Multifactor Developed International ETF | 71,593,905 | 99,227,238 | 68,185,870 | 49,078,718 |
Multifactor Emerging Markets ETF | 11,018,855 | 134,800,387 | 25,411,656 | 83,550,032 |
Multifactor Energy ETF | 16,586,079 | 4,398,915 | 17,330,047 | 4,235,752 |
Multifactor Financials ETF | 5,598,642 | 2,331,826 | 15,104,904 | 2,423,671 |
Multifactor Healthcare ETF | 9,309,890 | 22,656,095 | 20,954,124 | 22,664,685 |
Multifactor Industrials ETF | 8,434,784 | 8,886,445 | 42,846,175 | 8,887,325 |
Multifactor Large Cap ETF | 169,339,076 | 33,659,059 | 71,653,064 | 32,969,615 |
Multifactor Materials ETF | 5,773,108 | 3,928,847 | 15,082,965 | 3,989,890 |
Multifactor Media and Communications ETF | 2,899,780 | 3,863,149 | 13,158,388 | 4,033,822 |
Multifactor Mid Cap ETF | 600,963,070 | 247,873,525 | 207,821,259 | 244,831,147 |
Multifactor Small Cap ETF | 109,043,651 | 167,090,141 | 118,721,095 | 170,578,866 |
Multifactor Technology ETF | 23,336,684 | 15,642,995 | 20,452,515 | 15,746,164 |
Multifactor Utilities ETF | 3,158,631 | 2,528,626 | 2,758,417 | 2,504,656 |
Fund | Affiliated fund | Affiliated Concentration |
110 | JOHN HANCOCK MULTIFACTOR ETFS | ANNUAL REPORT |
Multifactor Developed International ETF | John Hancock Variable Insurance Trust Managed Volatility Growth Portfolio | 39.50% |
John Hancock Variable Insurance Trust Managed Volatility Balanced Portfolio | 17.91% | |
Other affiliated funds | 2.68% | |
Total | 60.09% | |
Multifactor Emerging Markets ETF | John Hancock Funds II Multimanager Lifestyle Growth Portfolio | 27.39% |
John Hancock Variable Insurance Trust Managed Volatility Growth Portfolio | 19.50% | |
John Hancock Funds II Multimanager Lifestyle Balanced Portfolio | 17.42% | |
John Hancock Funds II Multimanager Lifestyle Aggressive Portfolio | 10.59% | |
John Hancock Variable Insurance Trust Managed Volatility Balanced Portfolio | 9.46% | |
Other affiliated funds | 6.20% | |
Total | 90.56% | |
Multifactor Mid Cap ETF | John Hancock Variable Insurance Trust Managed Volatility Growth Portfolio | 5.66% |
Other affiliated funds | 4.03% | |
Total | 9.69% | |
Multifactor Small Cap ETF | John Hancock Variable Insurance Trust Managed Volatility Growth Portfolio | 34.00% |
John Hancock Variable Insurance Trust Managed Volatility Balanced Portfolio | 16.15% | |
Other affiliated funds | 4.11% | |
Total | 54.26% |
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* | 1,301 | $67,404 | $1,448,956 | $(1,503,324) | $(28) | $1 | $1,460 | $27 | $13,009 |
Multifactor Consumer Staples ETF | |||||||||
John Hancock Collateral Trust* | — | $133,358 | $669,275 | $(802,578) | $(63) | $8 | $525 | $23 | — |
Multifactor Developed International ETF | |||||||||
John Hancock Collateral Trust* | 1,087,154 | $9,839,807 | $57,835,277 | $(56,804,329) | $(491) | $(352) | $175,080 | $82 | $10,869,912 |
Multifactor Emerging Markets ETF | |||||||||
John Hancock Collateral Trust* | 276,780 | $1,165,140 | $12,232,410 | $(10,629,644) | $(421) | $(97) | $60,281 | — | $2,767,388 |
Multifactor Energy ETF | |||||||||
John Hancock Collateral Trust* | — | — | $221,829 | $(221,825) | $(4) | — | $55 | — | — |
ANNUAL REPORT | JOHN HANCOCK MULTIFACTOR ETFS | 111 |
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 Financials ETF | |||||||||
John Hancock Collateral Trust* | 8,003 | $17,009 | $690,120 | $(627,099) | $(5) | $(7) | $329 | — | $80,018 |
Multifactor Healthcare ETF | |||||||||
John Hancock Collateral Trust* | — | — | $710,593 | $(710,577) | $(16) | — | $336 | $1 | — |
Multifactor Industrials ETF | |||||||||
John Hancock Collateral Trust* | — | $2,898 | $135,442 | $(138,338) | $(2) | — | $138 | — | — |
Multifactor Large Cap ETF | |||||||||
John Hancock Collateral Trust* | 46,845 | $375,359 | $6,763,948 | $(6,670,576) | $(331) | $(22) | $7,967 | $116 | $468,378 |
Multifactor Materials ETF | |||||||||
John Hancock Collateral Trust* | — | — | $31,219 | $(31,219) | — | — | $191 | — | — |
Multifactor Media and Communications ETF | |||||||||
John Hancock Collateral Trust* | — | — | $357,250 | $(357,241) | $(9) | — | $2,303 | — | — |
Multifactor Mid Cap ETF | |||||||||
John Hancock Collateral Trust* | 790,373 | $3,521,824 | $69,306,468 | $(64,923,938) | $(1,398) | $(410) | $56,134 | $663 | $7,902,546 |
Multifactor Small Cap ETF | |||||||||
John Hancock Collateral Trust* | 76,146 | $920,269 | $17,125,515 | $(17,283,638) | $(751) | $(46) | $7,192 | $258 | $761,349 |
Multifactor Technology ETF | |||||||||
John Hancock Collateral Trust* | 21,832 | $60,831 | $1,547,656 | $(1,390,175) | $(10) | $(10) | $1,500 | — | $218,292 |
Multifactor Utilities ETF | |||||||||
John Hancock Collateral Trust | — | — | $182,374 | $(182,347) | $(27) | — | $23 | — | — |
* | Refer to the Securities lending note within Note 2 for details regarding this investment. |
112 | JOHN HANCOCK MULTIFACTOR ETFS | ANNUAL REPORT |
ANNUAL REPORT | JOHN HANCOCK MULTIFACTOR ETFS | 113 |
Fund | Foreign sourced income | Foreign tax credit |
Multifactor Developed International ETF | $18,322,669 | $1,256,059 |
Multifactor Emerging Markets ETF | 23,815,225 | 3,112,026 |
114 | JOHN HANCOCK MULTIFACTOR ETFS | ANNUAL REPORT |
• | 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 shareholders’ 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, as a part of their annual Rule 38a-1 assessment of the Fund’s policies and procedures, reviewed the LRMP’s control environment and deemed it to be operating effectively and in compliance with the Board approved procedures. |
ANNUAL REPORT | JOHN HANCOCK MULTIFACTOR ETFS | 115 |
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 | 189 |
Trustee and Chairperson of the Board | ||
Director/Trustee, Virtus Funds (2008-2020); Director, The Barnes Group (2010-2021); 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. | ||
James R. Boyle, Born: 1959 | 2015 | 189 |
Trustee | ||
Foresters Financial, Chief Executive Officer (2018–2022) and board member (2017–2022). Manulife Financial and John Hancock, more than 20 years, retiring in 2012 as Chief Executive Officer, John Hancock and Senior Executive Vice President, Manulife Financial. Trustee of various trusts within the John Hancock Fund Complex (2005–2014 and since 2015). | ||
Peter S. Burgess,2 Born: 1942 | 2015 | 189 |
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,2 Born: 1944 | 2015 | 189 |
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). Trustee of various trusts within the John Hancock Fund Complex (since 1986). | ||
Grace K. Fey, Born: 1946 | 2015 | 189 |
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 | 189 |
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 | 189 |
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 | 189 |
Trustee | ||
Director, Audit Committee Chair, Oatly Group AB (plant-based drink company) (since 2021); 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); Chief Financial Officer and Treasurer, Keurig Green Mountain, Inc. (2003-retired 2015). Trustee of various trusts within the John Hancock Fund Complex (since 2020). |
116 | JOHN HANCOCK MULTIFACTOR ETFS | ANNUAL REPORT |
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 |
Gregory A. Russo, Born: 1949 | 2015 | 189 |
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 | 189 |
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 | 189 |
Non-Independent Trustee | ||
President and CEO, John Hancock (since 2017); President and CEO, Manulife Canadian Division (2013–2017); Member, Board of Directors, Boston Medical Center (since 2021); 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 MULTIFACTOR ETFS | 117 |
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. |
118 | JOHN HANCOCK MULTIFACTOR ETFS | ANNUAL REPORT |
Steven R. Pruchansky, Vice Chairperson
Andrew G. Arnott†
James R. Boyle
Peter S. Burgess*
William H. Cunningham*
Grace K. Fey
Marianne Harrison†
Deborah C. Jackson
Frances G. Rathke*
Gregory A. Russo
President
Chief Financial Officer
Treasurer
Secretary and Chief Legal Officer
Chief Compliance Officer
Joel P. Schneider
Andres Torres
You can also contact us: | |
800-225-6020 | Regular mail: |
jhinvestments.com/etf | John Hancock Investment Management 200 Berkeley Street Boston, MA 02116 |
ANNUAL REPORT | JOHN HANCOCK MULTIFACTOR ETFS | 119 |
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 4/2022 |
President and CEO,
John Hancock Investment Management
Head of Wealth and Asset Management,
United States and Europe
ANNUAL REPORT | JOHN HANCOCK FIXED INCOME ETFS | 1 |
2 | JOHN HANCOCK FIXED INCOME ETFS | ANNUAL REPORT |
COUNTRY COMPOSITION AS OF 4/30/2022 (% of net assets) | |
United States | 86.9 |
United Kingdom | 4.6 |
Canada | 2.8 |
Norway | 1.6 |
France | 1.3 |
Germany | 1.0 |
Netherlands | 1.0 |
Other countries | 0.8 |
TOTAL | 100.0 |
ANNUAL REPORT | JOHN HANCOCK FIXED INCOME ETFS | 3 |
4 | JOHN HANCOCK FIXED INCOME ETFS | ANNUAL REPORT |
COUNTRY COMPOSITION AS OF 4/30/2022 (% of net assets) | |
United States | 87.5 |
Canada | 5.8 |
United Kingdom | 3.6 |
Bermuda | 1.8 |
Japan | 1.3 |
TOTAL | 100.0 |
ANNUAL REPORT | JOHN HANCOCK FIXED INCOME ETFS | 5 |
6 | JOHN HANCOCK FIXED INCOME ETFS | ANNUAL REPORT |
ANNUAL REPORT | JOHN HANCOCK FIXED INCOME ETFS | 7 |
Average annual total returns (%) | Cumulative total returns (%) | ||
1-Year | Since fund inception1 | Since fund inception1 | |
At Net asset value | -10.77 | -9.06 | -9.79 |
At Market price | -10.95 | -8.88 | -9.59 |
Bloomberg U.S. Corporate Bond Index | -10.43 | -8.61 | -9.30 |
1 | From 3-30-21. |
Gross (%) | 0.59 |
Net (%) | 0.29 |
8 | JOHN HANCOCK FIXED INCOME ETFS | ANNUAL REPORT |
Cumulative total returns (%) | |
Since fund inception1 | |
At Net asset value | -7.43 |
At Market price | -7.19 |
Bloomberg U.S. MBS Index | -8.90 |
1 | From 8-18-21. |
Gross (%) | 0.72 |
Net (%) | 0.39 |
ANNUAL REPORT | JOHN HANCOCK FIXED INCOME ETFS | 9 |
Account value on 11-1-2021 | Ending value on 4-30-2022 | Expenses paid during 4-30-20221 | Annualized expense ratio | |
Corporate Bond ETF | ||||
Actual expenses/actual returns | $1,000.00 | $870.40 | $1.34 | 0.29% |
Hypothetical example for comparison purposes | 1,000.00 | 1,023.40 | 1.45 | 0.29% |
Mortgage-Backed Securities ETF | ||||
Actual expenses/actual returns | $1,000.00 | $930.20 | $1.87 | 0.39% |
Hypothetical example for comparison purposes | 1,000.00 | 1,022.90 | 1.96 | 0.39% |
Preferred Income ETF | ||||
Actual expenses/actual returns2 | $1,000.00 | $949.50 | $1.99 | 0.54% |
Hypothetical example for comparison purposes | 1,000.00 | 1,022.10 | 2.71 | 0.54% |
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 the fund is 12-14-21. Actual Expenses are equal to the fund’s annualized expense ratio, multiplied by the average account value over the period, multiplied by 138/ 365 (to reflect the period). |
10 | JOHN HANCOCK FIXED INCOME ETFS | ANNUAL |
Rate (%) | Maturity date | Par value^ | Value | ||
Corporate bonds 98.8% | $18,311,857 | ||||
(Cost $20,878,304) | |||||
Communication services 11.4% | 2,106,785 | ||||
Diversified telecommunication services 4.0% | |||||
AT&T, Inc. | 3.100 | 02-01-43 | 223,000 | 172,550 | |
AT&T, Inc. | 3.500 | 06-01-41 | 128,000 | 106,370 | |
Level 3 Financing, Inc. (A) | 3.400 | 03-01-27 | 213,000 | 191,700 | |
Verizon Communications, Inc. | 2.650 | 11-20-40 | 351,000 | 265,570 | |
Entertainment 1.6% | |||||
Magallanes, Inc. (A) | 4.279 | 03-15-32 | 100,000 | 92,889 | |
The Walt Disney Company | 1.750 | 01-13-26 | 213,000 | 199,677 | |
Media 3.8% | |||||
Charter Communications Operating LLC | 3.500 | 06-01-41 | 446,000 | 325,913 | |
Comcast Corp. | 3.750 | 04-01-40 | 425,000 | 381,802 | |
Wireless telecommunication services 2.0% | |||||
T-Mobile USA, Inc. | 2.550 | 02-15-31 | 436,000 | 370,314 | |
Consumer discretionary 8.7% | 1,617,610 | ||||
Automobiles 2.6% | |||||
General Motors Financial Company, Inc. | 2.700 | 08-20-27 | 308,000 | 277,692 | |
Hyundai Capital America (A) | 0.800 | 01-08-24 | 213,000 | 202,934 | |
Hotels, restaurants and leisure 4.3% | |||||
Booking Holdings, Inc. | 3.650 | 03-15-25 | 234,000 | 234,422 | |
Expedia Group, Inc. | 3.250 | 02-15-30 | 319,000 | 284,558 | |
Marriott International, Inc. | 4.625 | 06-15-30 | 276,000 | 272,145 | |
Internet and direct marketing retail 1.8% | |||||
Amazon.com, Inc. | 2.500 | 06-03-50 | 468,000 | 345,859 | |
Consumer staples 2.2% | 415,705 | ||||
Beverages 1.1% | |||||
Anheuser-Busch InBev Worldwide, Inc. | 4.600 | 04-15-48 | 213,000 | 200,572 | |
Food products 1.1% | |||||
Kraft Heinz Foods Company | 3.875 | 05-15-27 | 220,000 | 215,133 | |
Energy 11.1% | 2,058,408 | ||||
Oil, gas and consumable fuels 11.1% | |||||
Aker BP ASA (A) | 3.750 | 01-15-30 | 319,000 | 297,577 | |
Cenovus Energy, Inc. | 5.400 | 06-15-47 | 213,000 | 215,994 | |
Enbridge, Inc. (5.750% to 4-15-30, then 5 Year CMT + 5.314%) | 5.750 | 07-15-80 | 298,000 | 295,765 | |
Energy Transfer LP | 5.250 | 04-15-29 | 213,000 | 216,351 | |
Kinder Morgan, Inc. | 3.600 | 02-15-51 | 213,000 | 163,357 | |
MPLX LP | 4.500 | 04-15-38 | 213,000 | 195,645 | |
Sabine Pass Liquefaction LLC | 5.750 | 05-15-24 | 287,000 | 296,953 | |
Targa Resources Partners LP | 4.875 | 02-01-31 | 200,000 | 192,250 | |
The Williams Companies, Inc. | 2.600 | 03-15-31 | 213,000 | 184,516 | |
Financials 30.9% | 5,726,739 | ||||
Banks 19.7% | |||||
Bank of America Corp. (2.592% to 4-29-30, then SOFR + 2.150%) | 2.592 | 04-29-31 | 521,000 | 449,843 | |
Bank of America Corp. | 3.248 | 10-21-27 | 133,000 | 126,551 | |
Barclays PLC | 4.375 | 01-12-26 | 425,000 | 423,520 | |
Citigroup, Inc. (2.976% to 11-5-29, then SOFR + 1.422%) | 2.976 | 11-05-30 | 425,000 | 379,586 | |
Citizens Financial Group, Inc. | 3.250 | 04-30-30 | 425,000 | 388,557 | |
Credit Agricole SA (A) | 3.250 | 01-14-30 | 266,000 | 234,688 | |
JPMorgan Chase & Co. (2.739% to 10-15-29, then SOFR + 1.510%) | 2.739 | 10-15-30 | 468,000 | 415,698 | |
Lloyds Banking Group PLC | 4.450 | 05-08-25 | 425,000 | 429,315 |
SEE NOTES TO FINANCIAL STATEMENTS | ANNUAL REPORT | JOHN HANCOCK FIXED INCOME ETFS | 11 |
Rate (%) | Maturity date | Par value^ | Value | ||
Financials (continued) | |||||
Banks (continued) | |||||
Santander Holdings USA, Inc. | 4.400 | 07-13-27 | 425,000 | $419,202 | |
Wells Fargo & Company (2.879% to 10-30-29, then SOFR + 1.432%) | 2.879 | 10-30-30 | 425,000 | 380,949 | |
Capital markets 8.0% | |||||
Ares Capital Corp. | 3.875 | 01-15-26 | 213,000 | 204,487 | |
Blackstone Private Credit Fund (A) | 2.350 | 11-22-24 | 228,000 | 215,146 | |
Deutsche Bank AG (2.311% to 11-16-26, then SOFR + 1.219%) | 2.311 | 11-16-27 | 213,000 | 188,347 | |
Morgan Stanley | 3.875 | 04-29-24 | 499,000 | 502,361 | |
The Goldman Sachs Group, Inc. (1.431% to 3-9-26, then SOFR + 0.798%) | 1.431 | 03-09-27 | 425,000 | 379,384 | |
Diversified financial services 1.1% | |||||
Jefferies Group LLC | 4.150 | 01-23-30 | 213,000 | 201,631 | |
Insurance 2.1% | |||||
Prudential Financial, Inc. (3.700% to 7-1-30, then 5 Year CMT + 3.035%) | 3.700 | 10-01-50 | 213,000 | 186,539 | |
Teachers Insurance & Annuity Association of America (A) | 4.270 | 05-15-47 | 213,000 | 200,935 | |
Health care 7.1% | 1,308,736 | ||||
Biotechnology 0.9% | |||||
AbbVie, Inc. | 4.250 | 11-21-49 | 186,000 | 170,350 | |
Health care providers and services 3.9% | |||||
AmerisourceBergen Corp. | 3.450 | 12-15-27 | 213,000 | 206,822 | |
CVS Health Corp. | 4.300 | 03-25-28 | 129,000 | 129,572 | |
HCA, Inc. | 4.125 | 06-15-29 | 213,000 | 203,790 | |
Universal Health Services, Inc. (A) | 2.650 | 10-15-30 | 213,000 | 179,068 | |
Pharmaceuticals 2.3% | |||||
Eli Lilly & Company | 2.250 | 05-15-50 | 105,000 | 75,184 | |
Royalty Pharma PLC | 1.750 | 09-02-27 | 213,000 | 186,439 | |
Viatris, Inc. | 4.000 | 06-22-50 | 213,000 | 157,511 | |
Industrials 3.9% | 729,433 | ||||
Aerospace and defense 0.9% | |||||
The Boeing Company | 3.750 | 02-01-50 | 223,000 | 170,676 | |
Airlines 1.1% | |||||
Delta Air Lines, Inc. (A) | 4.750 | 10-20-28 | 213,000 | 210,516 | |
Trading companies and distributors 1.9% | |||||
AerCap Ireland Capital DAC | 3.650 | 07-21-27 | 159,000 | 149,008 | |
Air Lease Corp. | 2.875 | 01-15-26 | 213,000 | 199,233 | |
Information technology 11.3% | 2,088,461 | ||||
Communications equipment 0.6% | |||||
Motorola Solutions, Inc. | 2.300 | 11-15-30 | 133,000 | 108,828 | |
IT services 0.9% | |||||
Visa, Inc. | 2.700 | 04-15-40 | 213,000 | 173,818 | |
Semiconductors and semiconductor equipment 3.9% | |||||
Broadcom Corp. | 3.625 | 01-15-24 | 207,000 | 208,077 | |
Micron Technology, Inc. | 4.185 | 02-15-27 | 213,000 | 211,436 | |
NVIDIA Corp. | 2.850 | 04-01-30 | 319,000 | 297,021 | |
Software 3.2% | |||||
Microsoft Corp. | 2.525 | 06-01-50 | 457,000 | 342,653 | |
Oracle Corp. | 2.300 | 03-25-28 | 117,000 | 101,902 | |
Oracle Corp. | 3.950 | 03-25-51 | 202,000 | 153,435 | |
Technology hardware, storage and peripherals 2.7% | |||||
Apple, Inc. | 2.700 | 08-05-51 | 425,000 | 325,796 | |
Dell International LLC (A) | 3.450 | 12-15-51 | 159,000 | 112,118 | |
Dell International LLC | 8.350 | 07-15-46 | 40,000 | 53,377 |
12 | JOHN HANCOCK FIXED INCOME ETFS | ANNUAL REPORT | SEE NOTES TO FINANCIAL STATEMENTS |
Rate (%) | Maturity date | Par value^ | Value | ||
Materials 3.2% | $595,259 | ||||
Chemicals 1.0% | |||||
Braskem Netherlands Finance BV (A) | 4.500 | 01-31-30 | 200,000 | 180,268 | |
Construction materials 1.1% | |||||
Vulcan Materials Company | 3.500 | 06-01-30 | 213,000 | 202,085 | |
Metals and mining 1.1% | |||||
Freeport-McMoRan, Inc. | 5.450 | 03-15-43 | 213,000 | 212,906 | |
Real estate 3.7% | 684,795 | ||||
Equity real estate investment trusts 3.7% | |||||
Equinix, Inc. | 1.550 | 03-15-28 | 213,000 | 181,492 | |
GLP Capital LP | 5.375 | 04-15-26 | 213,000 | 217,291 | |
Host Hotels & Resorts LP | 3.375 | 12-15-29 | 319,000 | 286,012 | |
Utilities 5.3% | 979,926 | ||||
Electric utilities 4.1% | |||||
NextEra Energy Capital Holdings, Inc. | 2.750 | 11-01-29 | 266,000 | 237,735 | |
NRG Energy, Inc. (A) | 4.450 | 06-15-29 | 287,000 | 274,969 | |
Vistra Operations Company LLC (A) | 4.300 | 07-15-29 | 266,000 | 247,040 | |
Multi-utilities 1.2% | |||||
CenterPoint Energy Resources Corp. | 1.750 | 10-01-30 | 266,000 | 220,182 | |
Yield (%) | Shares | Value | |||
Short-term investments 0.4% | $76,239 | ||||
(Cost $76,239) | |||||
Short-term funds 0.4% | 76,239 | ||||
State Street Institutional U.S. Government Money Market Fund, Premier Class | 0.2918(B) | 76,239 | 76,239 |
Total investments (Cost $20,954,543) 99.2% | $18,388,096 | ||||
Other assets and liabilities, net 0.8% | 152,305 | ||||
Total net assets 100.0% | $18,540,401 |
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 |
SOFR | Secured Overnight Financing Rate |
(A) | These securities are exempt from registration under Rule 144A of the Securities Act of 1933. Such securities may be resold, normally to qualified institutional buyers, in transactions exempt from registration. Rule 144A securities amounted to $2,639,848 or 14.2% of the fund’s net assets as of 4-30-22. |
(B) | The rate shown is the annualized seven-day yield as of 4-30-22. |
Rate (%) | Maturity date | Par value^ | Value | ||
U.S. Government and Agency obligations 48.9% | $12,230,438 | ||||
(Cost $13,439,893) | |||||
U.S. Government Agency 48.9% | 12,230,438 | ||||
Federal Home Loan Mortgage Corp. | |||||
30 Yr Pass Thru | 2.500 | 09-01-51 | 190,469 | 174,883 | |
30 Yr Pass Thru | 2.500 | 01-01-52 | 281,290 | 258,273 | |
30 Yr Pass Thru | 3.000 | 05-01-51 | 301,701 | 287,402 | |
30 Yr Pass Thru | 3.000 | 06-01-51 | 260,085 | 246,499 | |
30 Yr Pass Thru | 3.000 | 02-01-52 | 313,711 | 296,368 | |
30 Yr Pass Thru | 3.500 | 09-01-47 | 402,096 | 392,879 | |
30 Yr Pass Thru | 4.000 | 04-01-47 | 134,519 | 135,556 | |
Federal National Mortgage Association | |||||
30 Yr Pass Thru | 2.000 | 07-01-51 | 306,942 | 271,977 | |
30 Yr Pass Thru | 2.000 | 08-01-51 | 572,876 | 508,155 | |
30 Yr Pass Thru | 2.000 | 08-01-51 | 414,638 | 367,016 |
SEE NOTES TO FINANCIAL STATEMENTS | ANNUAL REPORT | JOHN HANCOCK FIXED INCOME ETFS | 13 |
Rate (%) | Maturity date | Par value^ | Value | ||
U.S. Government Agency (continued) | |||||
30 Yr Pass Thru | 2.000 | 09-01-51 | 597,716 | $528,880 | |
30 Yr Pass Thru | 2.500 | 04-01-51 | 273,794 | 250,855 | |
30 Yr Pass Thru | 2.500 | 07-01-51 | 325,227 | 298,995 | |
30 Yr Pass Thru | 2.500 | 08-01-51 | 564,392 | 517,370 | |
30 Yr Pass Thru | 2.500 | 08-01-51 | 603,973 | 554,407 | |
30 Yr Pass Thru | 2.500 | 08-01-51 | 331,037 | 303,741 | |
30 Yr Pass Thru | 2.500 | 08-01-51 | 473,211 | 434,636 | |
30 Yr Pass Thru | 2.500 | 09-01-51 | 470,187 | 431,272 | |
30 Yr Pass Thru | 2.500 | 12-01-51 | 282,995 | 259,374 | |
30 Yr Pass Thru | 2.500 | 01-01-52 | 283,014 | 259,059 | |
30 Yr Pass Thru | 2.500 | 03-01-52 | 591,011 | 542,095 | |
30 Yr Pass Thru | 3.000 | 11-01-46 | 401,571 | 385,174 | |
30 Yr Pass Thru | 3.000 | 11-01-46 | 231,906 | 222,437 | |
30 Yr Pass Thru | 3.000 | 04-01-47 | 245,315 | 235,222 | |
30 Yr Pass Thru | 3.000 | 05-01-50 | 254,330 | 242,535 | |
30 Yr Pass Thru | 3.000 | 11-01-50 | 296,699 | 283,681 | |
30 Yr Pass Thru | 3.000 | 07-01-51 | 252,894 | 239,762 | |
30 Yr Pass Thru | 3.000 | 08-01-51 | 532,285 | 504,272 | |
30 Yr Pass Thru | 3.000 | 02-01-52 | 313,129 | 295,818 | |
30 Yr Pass Thru | 3.500 | 12-01-46 | 185,461 | 182,977 | |
30 Yr Pass Thru | 3.500 | 02-01-47 | 217,735 | 214,275 | |
30 Yr Pass Thru | 3.500 | 02-01-48 | 286,837 | 282,100 | |
30 Yr Pass Thru | 3.500 | 11-01-48 | 247,266 | 242,370 | |
30 Yr Pass Thru | 3.500 | 04-01-50 | 248,060 | 242,897 | |
30 Yr Pass Thru | 3.500 | 04-01-51 | 242,641 | 237,496 | |
30 Yr Pass Thru | 3.500 | 03-01-52 | 154,749 | 151,190 | |
30 Yr Pass Thru | 4.000 | 04-01-47 | 133,794 | 134,826 | |
30 Yr Pass Thru | 4.000 | 07-01-47 | 133,891 | 134,220 | |
30 Yr Pass Thru | 4.000 | 03-01-48 | 150,373 | 151,204 | |
30 Yr Pass Thru | 4.000 | 06-01-49 | 128,228 | 129,056 | |
30 Yr Pass Thru | 4.000 | 06-01-49 | 118,396 | 119,031 | |
30 Yr Pass Thru | 4.000 | 06-01-49 | 138,918 | 140,249 | |
30 Yr Pass Thru | 4.000 | 04-01-50 | 138,883 | 139,954 | |
Collateralized mortgage obligations 36.1% | $9,032,888 | ||||
(Cost $9,642,274) | |||||
Commercial and residential 21.2% | 5,309,200 | ||||
Angel Oak Mortgage Trust LLC | |||||
Series 2020-3, Class A2 (A)(B) | 2.410 | 04-25-65 | 141,478 | 138,611 | |
Bellemeade Re, Ltd. | |||||
Series 2021-3A, Class M2 (1 month SOFR + 3.150%) (A)(C) | 3.439 | 09-25-31 | 200,000 | 190,255 | |
BRAVO Residential Funding Trust | |||||
Series 2021-NQM1, Class M1 (A)(B) | 2.316 | 02-25-49 | 100,000 | 92,896 | |
Bunker Hill Loan Depositary Trust | |||||
Series 2019-3, Class M1 (A) | 3.269 | 11-25-59 | 100,000 | 98,565 | |
BX Commercial Mortgage Trust | |||||
Series 2021-MC, Class E (1 month LIBOR + 2.100%) (A)(C) | 2.654 | 04-15-34 | 100,000 | 96,836 | |
Series 2021-VOLT, Class F (1 month LIBOR + 2.400%) (A)(C) | 2.954 | 09-15-36 | 200,000 | 192,443 | |
CAMB Commercial Mortgage Trust | |||||
Series 2019-LIFE, Class F (1 month LIBOR + 2.550%) (A)(C) | 3.104 | 12-15-37 | 200,000 | 195,757 | |
COLT Mortgage Loan Trust | |||||
Series 2021-1, Class A1 (A)(B) | 0.910 | 06-25-66 | 230,578 | 205,855 | |
Series 2021-4, Class A1 (A)(B) | 1.397 | 10-25-66 | 185,711 | 165,983 | |
Series 2021-4, Class B1 (A)(B) | 3.764 | 10-25-66 | 200,000 | 171,484 | |
Series 2021-HX1, Class B1 (A)(B) | 3.110 | 10-25-66 | 100,000 | 86,022 | |
Commercial Mortgage Trust (Cantor Fitzgerald/Deutsche Bank AG) | |||||
Series 2014-CR21, Class A3 | 3.528 | 12-10-47 | 365,457 | 362,735 | |
DBGS Mortgage Trust | |||||
Series 2018-BIOD, Class D (1 month LIBOR + 1.300%) (A)(C) | 1.788 | 05-15-35 | 91,376 | 89,892 | |
Eagle Re, Ltd. |
14 | JOHN HANCOCK FIXED INCOME ETFS | ANNUAL REPORT | SEE NOTES TO FINANCIAL STATEMENTS |
Rate (%) | Maturity date | Par value^ | Value | ||
Commercial and residential (continued) | |||||
Series 2021-2, Class M1B (1 month SOFR + 2.050%) (A)(C) | 2.339 | 04-25-34 | 200,000 | $196,715 | |
FREMF Mortgage Trust | |||||
Series 2016-K56, Class B (A)(B) | 4.077 | 06-25-49 | 200,000 | 197,282 | |
Series 2018-K730, Class B (A)(B) | 3.922 | 02-25-50 | 200,000 | 198,173 | |
Imperial Fund Mortgage Trust | |||||
Series 2021-NQM2, Class M1 (A)(B) | 2.489 | 09-25-56 | 200,000 | 172,114 | |
KNDL Mortgage Trust | |||||
Series 2019-KNSQ, Class E (1 month LIBOR + 1.800%) (A)(C) | 2.354 | 05-15-36 | 275,000 | 270,187 | |
Life Mortgage Trust | |||||
Series 2021-BMR, Class F (1 month LIBOR + 2.350%) (A)(C) | 2.904 | 03-15-38 | 201,509 | 193,448 | |
MFA Trust | |||||
Series 2020-NQM3, Class M1 (A)(B) | 2.654 | 01-26-65 | 100,000 | 95,629 | |
New Residential Mortgage Loan Trust | |||||
Series 2019-4A, Class A1B (A)(B) | 3.500 | 12-25-58 | 91,927 | 90,085 | |
Oaktown Re VII, Ltd. | |||||
Series 2021-2, Class M1B (1 month SOFR + 2.900%) (A)(C) | 3.189 | 04-25-34 | 200,000 | 188,687 | |
PKHL Commercial Mortgage Trust | |||||
Series 2021-MF, Class F (1 month LIBOR + 3.350%) (A)(C) | 3.905 | 07-15-38 | 300,000 | 287,832 | |
Ready Capital Mortgage Trust | |||||
Series 2019-5, Class E (A)(B) | 5.500 | 02-25-52 | 250,000 | 234,413 | |
Triangle Re, Ltd. | |||||
Series 2021-3, Class M1B (1 month SOFR + 2.900%) (A)(C) | 3.189 | 02-25-34 | 200,000 | 192,314 | |
TRK Trust | |||||
Series 2021-INV1, Class A1 (A)(B) | 1.153 | 07-25-56 | 178,868 | 162,842 | |
Verus Securitization Trust | |||||
Series 2019-4, Class A1 (A) | 2.642 | 11-25-59 | 75,910 | 75,744 | |
Series 2020-INV1, Class A2 (A)(B) | 3.035 | 03-25-60 | 170,000 | 166,541 | |
Series 2021-1, Class A2 (A)(B) | 1.052 | 01-25-66 | 123,703 | 117,726 | |
Series 2021-3, Class A1 (A)(B) | 1.046 | 06-25-66 | 119,021 | 110,422 | |
Series 2021-3, Class A3 (A)(B) | 1.437 | 06-25-66 | 99,185 | 91,092 | |
Series 2022-4, Class A1 (A) | 4.474 | 04-25-67 | 100,000 | 100,127 | |
Visio Trust | |||||
Series 2019-2, Class A1 (A)(B) | 2.722 | 11-25-54 | 82,769 | 80,493 | |
U.S. Government Agency 14.9% | 3,723,688 | ||||
Federal Home Loan Mortgage Corp. | |||||
Series 2016-SC01, Class M2 (B) | 3.905 | 07-25-46 | 132,623 | 130,317 | |
Series 2019-HQA2, Class B1 (1 month LIBOR + 4.100%) (A)(C) | 4.768 | 04-25-49 | 200,000 | 202,289 | |
Series 2021-HQA2, Class M2 (1 month SOFR + 2.050%) (A)(C) | 2.339 | 12-25-33 | 300,000 | 290,631 | |
Series 2022-DNA3, Class M1A (1 month SOFR + 2.000%) (A)(C) | 2.251 | 04-25-42 | 200,000 | 200,000 | |
Series 5150, Class IS IO | 1.500 | 08-25-51 | 1,741,000 | 220,449 | |
Series K109, Class X1 IO | 1.697 | 04-25-30 | 1,994,216 | 200,116 | |
Series K116, Class X1 IO | 1.530 | 07-25-30 | 2,742,507 | 252,383 | |
Series X2FX, Class X1 IO | 0.784 | 09-25-25 | 18,951,082 | 219,122 | |
Federal National Mortgage Association | |||||
Series 2019-R01, Class 2B1 (1 month LIBOR + 4.350%) (A)(C) | 5.018 | 07-25-31 | 200,000 | 202,393 | |
Series 2021-R01, Class 1B1 (1 month SOFR + 3.100% (A)(C) | 3.389 | 10-25-41 | 200,000 | 187,363 | |
Government National Mortgage Association | |||||
Series 2014-103, Class DA (B) | 3.250 | 09-16-54 | 107,288 | 105,933 | |
Series 2014-135, Class IO | 0.423 | 01-16-56 | 15,598,995 | 330,591 | |
Series 2014-50, Class C | 3.400 | 02-16-47 | 248,480 | 246,367 | |
Series 2016-26, Class IO | 0.689 | 02-16-58 | 6,296,443 | 196,748 | |
Series 2017-159, Class IO | 0.445 | 06-16-59 | 4,206,058 | 167,973 | |
Series 2018-23, Class IO | 0.578 | 11-16-59 | 2,376,825 | 115,568 | |
Series 2021-153, Class IA IO | 0.100 | 08-16-61 | 19,738,882 | 114,233 | |
Series 2021-178, Class IA IO | 0.100 | 10-16-61 | 39,630,245 | 229,641 | |
Series 2021-62, Class IA IO | 0.100 | 02-16-63 | 19,383,149 | 111,571 |
SEE NOTES TO FINANCIAL STATEMENTS | ANNUAL REPORT | JOHN HANCOCK FIXED INCOME ETFS | 15 |
Rate (%) | Maturity date | Par value^ | Value | ||
Asset backed securities 13.6% | $3,419,151 | ||||
(Cost $3,645,512) | |||||
Asset backed securities 13.6% | 3,419,151 | ||||
AMSR Trust | |||||
Series 2020-SFR1, Class C (A) | 2.419 | 04-17-37 | 150,000 | 140,190 | |
Series 2020-SFR4, Class D (A) | 2.006 | 11-17-37 | 314,000 | 282,600 | |
Atrium XII | |||||
Series 12A, Class DR (3 month LIBOR + 2.800%) (A)(C) | 3.936 | 04-22-27 | 250,000 | 242,790 | |
Barings CLO, Ltd. | |||||
Series 2013-IA, Class DR (3 month LIBOR + 2.550%) (A)(C) | 3.613 | 01-20-28 | 250,000 | 244,832 | |
CLI Funding VIII LLC | |||||
Series 2021-1A, Class A (A) | 1.640 | 02-18-46 | 154,621 | 139,181 | |
Columbia Cent CLO XXVIII, Ltd. | |||||
Series 2018-28A, Class BR (3 month LIBOR + 2.150%) (A)(C) | 2.465 | 11-07-30 | 350,000 | 337,990 | |
Elara HGV Timeshare Issuer LLC | |||||
Series 2021-A, Class D (A) | 3.320 | 08-27-35 | 174,772 | 163,837 | |
FirstKey Homes Trust | |||||
Series 2021-SFR2, Class E1 (A) | 2.258 | 09-17-38 | 200,000 | 171,684 | |
LCM XV LP | |||||
Series 15A, Class DR (3 month LIBOR + 3.700%) (A)(C) | 4.763 | 07-20-30 | 250,000 | 245,526 | |
Progress Residential Trust | |||||
Series 2020-SFR1, Class C (A) | 2.183 | 04-17-37 | 300,000 | 279,867 | |
Series 2021-SFR3, Class E2 (A) | 2.688 | 05-17-26 | 100,000 | 88,642 | |
Series 2021-SFR4, Class A (A) | 1.558 | 05-17-38 | 200,000 | 181,446 | |
Series 2021-SFR4, Class E1 (A) | 2.409 | 05-17-38 | 150,000 | 134,312 | |
Series 2021-SFR5, Class E2 (A) | 2.359 | 07-17-38 | 225,000 | 198,214 | |
Store Master Funding I-VII & XIV | |||||
Series 2019-1, Class A2 (A) | 3.650 | 11-20-49 | 191,350 | 182,446 | |
Taco Bell Funding LLC | |||||
Series 2021-1A, Class A2I (A) | 1.946 | 08-25-51 | 199,500 | 177,452 | |
TIF Funding II LLC | |||||
Series 2021-1A, Class A (A) | 1.650 | 02-20-46 | 135,469 | 119,799 | |
Tricon Residential Trust | |||||
Series 2021-SFR1, Class G (A) | 4.133 | 07-17-38 | 100,000 | 88,343 | |
Yield (%) | Shares | Value | |||
Short-term investments 1.5% | $386,124 | ||||
(Cost $386,124) | |||||
Short-term funds 1.5% | 386,124 | ||||
State Street Institutional U.S. Government Money Market Fund, Premier Class | 0.2918(D) | 386,124 | 386,124 |
Total investments (Cost $27,113,803) 100.1% | $25,068,601 | ||||
Other assets and liabilities, net (0.1%) | (23,285) | ||||
Total net assets 100.0% | $25,045,316 |
The percentage shown for each investment category is the total value of the category as a percentage of the net assets of the fund. | |
^All par values are denominated in U.S. dollars unless otherwise indicated. | |
Security Abbreviations and Legend | |
IO | Interest-Only Security - (Interest Tranche of Stripped Mortgage Pool). Rate shown is the annualized yield at the end of the period. |
LIBOR | London Interbank Offered Rate |
SOFR | Secured Overnight Financing Rate |
(A) | These securities are exempt from registration under Rule 144A of the Securities Act of 1933. Such securities may be resold, normally to qualified institutional buyers, in transactions exempt from registration. Rule 144A securities amounted to $9,448,292 or 37.7% of the fund’s net assets as of 4-30-22. |
(B) | Variable or floating rate security, the interest rate of which adjusts periodically based on a weighted average of interest rates and prepayments on the underlying pool of assets. The interest rate shown is the current rate as of period end. |
(C) | Variable rate obligation. The coupon rate shown represents the rate at period end. |
(D) | The rate shown is the annualized seven-day yield as of 4-30-22. |
16 | JOHN HANCOCK FIXED INCOME ETFS | ANNUAL REPORT | SEE NOTES TO FINANCIAL STATEMENTS |
Shares | Value | ||||
Preferred securities 56.7% | $8,267,929 | ||||
(Cost $8,853,870) | |||||
Communication services 4.9% | 720,204 | ||||
Diversified telecommunication services 1.2% | |||||
Qwest Corp., 6.750% | 7,656 | 171,801 | |||
Media 0.3% | |||||
Paramount Global, 5.750% | 1,250 | 53,688 | |||
Wireless telecommunication services 3.4% | |||||
Telephone & Data Systems, Inc., 6.000% | 5,781 | 116,950 | |||
Telephone & Data Systems, Inc., 6.625% | 5,547 | 131,242 | |||
U.S. Cellular Corp., 5.500% | 2,891 | 58,051 | |||
U.S. Cellular Corp., 5.500% | 2,969 | 59,796 | |||
U.S. Cellular Corp., 6.250% | 5,938 | 128,676 | |||
Consumer discretionary 1.3% | 192,031 | ||||
Internet and direct marketing retail 1.3% | |||||
Qurate Retail, Inc., 8.000% | 1,863 | 151,797 | |||
QVC, Inc., 6.250% | 1,823 | 40,234 | |||
Energy 1.5% | 211,423 | ||||
Oil, gas and consumable fuels 1.5% | |||||
Enbridge, Inc. (6.375% to 4-15-23, then 3 month LIBOR + 3.593%) | 4,453 | 111,325 | |||
NuStar Logistics LP (3 month LIBOR + 6.734%), 8.020% (A) | 3,958 | 100,098 | |||
Financials 22.1% | 3,222,502 | ||||
Banks 11.8% | |||||
Bank of America Corp. (6.450% to 5-31-22, then 3 month LIBOR + 1.327%) | 2,865 | 74,519 | |||
Bank of America Corp., 5.000% | 8,500 | 179,690 | |||
Citigroup Capital XIII (3 month LIBOR + 6.370%), 7.656% (A) | 8,229 | 223,088 | |||
Citigroup, Inc. (7.125% to 9-30-23, then 3 month LIBOR + 4.040%) | 6,745 | 176,045 | |||
Fifth Third Bancorp, 6.000% | 4,896 | 124,603 | |||
First Republic Bank, 4.125% | 4,500 | 79,110 | |||
First Republic Bank, 4.250% | 4,500 | 80,370 | |||
Fulton Financial Corp., 5.125% | 2,917 | 61,461 | |||
Pinnacle Financial Partners, Inc., 6.750% | 3,724 | 95,297 | |||
Synovus Financial Corp. (6.300% to 6-21-23, then 3 month LIBOR + 3.352%) | 4,010 | 99,448 | |||
The PNC Financial Services Group, Inc. (6.125% to 5-1-22, then 3 month LIBOR + 4.067%) | 2,865 | 71,940 | |||
Wells Fargo & Company (6.625% to 3-15-24, then 3 month LIBOR + 3.690%) | 6,849 | 179,786 | |||
Wells Fargo & Company, 4.750% | 11,000 | 213,950 | |||
WesBanco, Inc. (6.750% to 11-15-25, then 5 Year CMT + 6.557%) | 2,344 | 63,311 | |||
Capital markets 3.8% | |||||
Brookfield Finance, Inc., 4.625% | 2,604 | 49,346 | |||
Morgan Stanley (6.375% to 10-15-24, then 3 month LIBOR + 3.708%) | 4,896 | 127,443 | |||
Morgan Stanley (6.875% to 1-15-24, then 3 month LIBOR + 3.940%) | 2,083 | 54,158 | |||
Morgan Stanley (7.125% to 10-15-23, then 3 month LIBOR + 4.320%) | 12,656 | 330,701 | |||
Consumer finance 0.9% | |||||
Navient Corp., 6.000% | 6,250 | 128,500 | |||
Insurance 5.6% | |||||
American Equity Investment Life Holding Company (6.625% to 9-1-25, then 5 Year CMT + 6.297%) | 3,359 | 86,965 | |||
American Financial Group, Inc., 5.125% | 3,125 | 69,156 | |||
American International Group, Inc., 5.850% | 6,258 | 154,886 | |||
Athene Holding, Ltd., Series A (6.350% to 6-30-29, then 3 month LIBOR + 4.253%) | 6,750 | 171,788 | |||
Brighthouse Financial, Inc., 6.600% | 6,476 | 163,325 | |||
RenaissanceRe Holdings, Ltd., 4.200% | 4,479 | 84,116 | |||
Unum Group, 6.250% | 3,125 | 79,500 |
SEE NOTES TO FINANCIAL STATEMENTS | ANNUAL REPORT | JOHN HANCOCK FIXED INCOME ETFS | 17 |
Shares | Value | ||||
Health care 1.1% | $159,719 | ||||
Health care equipment and supplies 1.1% | |||||
Becton, Dickinson and Company, 6.000% | 3,125 | 159,719 | |||
Industrials 0.7% | 101,124 | ||||
Trading companies and distributors 0.7% | |||||
WESCO International, Inc. (10.625% to 6-22-25, then 5 Year CMT + 10.325%) | 3,542 | 101,124 | |||
Real estate 0.9% | 132,700 | ||||
Equity real estate investment trusts 0.9% | |||||
Pebblebrook Hotel Trust, 6.375% | 4,160 | 92,560 | |||
Vornado Realty Trust, 5.400% | 2,000 | 40,140 | |||
Utilities 24.2% | 3,528,226 | ||||
Electric utilities 6.7% | |||||
American Electric Power Company, Inc., 6.125% | 2,969 | 166,264 | |||
Duke Energy Corp., 5.750% | 5,130 | 133,585 | |||
NextEra Energy, Inc., 5.279% | 8,300 | 389,353 | |||
SCE Trust III (5.750% to 3-15-24, then 3 month LIBOR + 2.990%) | 1,615 | 37,856 | |||
The Southern Company, 6.750% | 4,500 | 246,915 | |||
Gas utilities 3.9% | |||||
South Jersey Industries, Inc., 5.625% | 4,000 | 70,000 | |||
South Jersey Industries, Inc., 8.750% | 3,490 | 241,159 | |||
Spire, Inc., 7.500% | 2,708 | 142,360 | |||
UGI Corp., 7.250% | 1,302 | 114,954 | |||
Independent power and renewable electricity producers 1.8% | |||||
The AES Corp., 6.875% | 3,125 | 270,625 | |||
Multi-utilities 11.8% | |||||
Algonquin Power & Utilities Corp. (6.200% to 7-1-24, then 3 month LIBOR + 4.010%) | 7,292 | 186,675 | |||
Algonquin Power & Utilities Corp. (6.875% to 10-17-23, then 3 month LIBOR + 3.677%) | 10,938 | 282,966 | |||
CMS Energy Corp., 5.625% | 4,766 | 118,530 | |||
CMS Energy Corp., 5.875% | 500 | 12,525 | |||
DTE Energy Company, 5.250% | 5,130 | 119,170 | |||
DTE Energy Company, 6.250% | 4,333 | 227,049 | |||
Integrys Holding, Inc. (6.000% to 8-1-23, then 3 month LIBOR + 3.220%) | 5,500 | 138,050 | |||
NiSource, Inc. (6.500% to 3-15-24, then 5 Year CMT + 3.632%) | 7,292 | 190,832 | |||
NiSource, Inc., 7.750% | 2,344 | 266,583 | |||
Sempra Energy, 5.750% | 7,214 | 172,775 | |||
Common stocks 3.1% | $442,668 | ||||
(Cost $407,324) | |||||
Energy 1.9% | 270,872 | ||||
Oil, gas and consumable fuels 1.9% | |||||
BP PLC, ADR | 3,672 | 105,460 | |||
Equitrans Midstream Corp. | 5,479 | 43,065 | |||
The Williams Companies, Inc. | 3,568 | 122,347 | |||
Utilities 1.2% | 171,796 | ||||
Multi-utilities 1.2% | |||||
Algonquin Power & Utilities Corp. | 3,646 | 171,796 | |||
Rate (%) | Maturity date | Par value^ | Value | ||
Corporate bonds 36.1% | $5,272,116 | ||||
(Cost $5,724,255) | |||||
Communication services 2.4% | 356,668 | ||||
Media 1.1% | |||||
Paramount Global (6.375% to 3-30-27, then 5 Year CMT + 3.999%) | 6.375 | 03-30-62 | 175,000 | 169,604 |
18 | JOHN HANCOCK FIXED INCOME ETFS | ANNUAL REPORT | SEE NOTES TO FINANCIAL STATEMENTS |
Rate (%) | Maturity date | Par value^ | Value | ||
Communication services (continued) | |||||
Wireless telecommunication services 1.3% | |||||
SoftBank Group Corp. (6.875% to 7-19-27, then 5 Year ICE Swap Rate + 4.854%) (B) | 6.875 | 07-19-27 | 200,000 | $187,064 | |
Consumer discretionary 1.7% | 252,630 | ||||
Automobiles 1.7% | |||||
General Motors Financial Company, Inc. (5.700% to 9-30-30, then 5 Year CMT + 4.997%) (B) | 5.700 | 09-30-30 | 68,000 | 66,385 | |
General Motors Financial Company, Inc. (6.500% to 9-30-28, then 3 month LIBOR + 3.436%) (B) | 6.500 | 09-30-28 | 193,000 | 186,245 | |
Energy 4.4% | 638,062 | ||||
Oil, gas and consumable fuels 4.4% | |||||
DCP Midstream LP (7.375% to 12-15-22, then 3 month LIBOR + 5.148%) (B) | 7.375 | 12-15-22 | 208,000 | 197,600 | |
Energy Transfer LP (6.625% to 2-15-28, then 3 month LIBOR + 4.155%) (B) | 6.625 | 02-15-28 | 365,000 | 315,725 | |
MPLX LP (6.875% to 2-15-23, then 3 month LIBOR + 4.652%) (B) | 6.875 | 02-15-23 | 78,000 | 76,362 | |
TransCanada Trust (5.600% to 12-7-31, then 5 Year CMT + 3.986%) | 5.600 | 03-07-82 | 50,000 | 48,375 | |
Financials 23.4% | 3,409,355 | ||||
Banks 15.6% | |||||
Bank of America Corp. (5.875% to 3-15-28, then 3 month LIBOR + 2.931%) (B) | 5.875 | 03-15-28 | 156,000 | 149,339 | |
Bank of America Corp. (6.125% to 4-27-27, then 5 Year CMT + 3.231%) (B) | 6.125 | 04-27-27 | 200,000 | 200,000 | |
Bank of America Corp. (6.500% to 10-23-24, then 3 month LIBOR + 4.174%) (B) | 6.500 | 10-23-24 | 23,000 | 23,446 | |
Barclays PLC (8.000% to 6-15-24, then 5 Year CMT + 5.672%) (B) | 8.000 | 06-15-24 | 208,000 | 214,370 | |
Citizens Financial Group, Inc. (6.375% to 4-6-24, then 3 month LIBOR + 3.157%) (B) | 6.375 | 04-06-24 | 161,000 | 155,768 | |
Comerica, Inc. (5.625% to 7-1-25, then 5 Year CMT + 5.291%) (B) | 5.625 | 07-01-25 | 103,000 | 104,803 | |
Huntington Bancshares, Inc. (5.625% to 7-15-30, then 10 Year CMT + 4.945%) (B) | 5.625 | 07-15-30 | 47,000 | 46,858 | |
JPMorgan Chase & Co. (3 month LIBOR + 3.320%) (A)(B) | 4.287 | 07-01-22 | 104,000 | 102,570 | |
JPMorgan Chase & Co. (4.600% to 2-1-25, then SOFR + 3.125%) (B) | 4.600 | 02-01-25 | 177,000 | 163,601 | |
JPMorgan Chase & Co. (6.750% to 2-1-24, then 3 month LIBOR + 3.780%) (B) | 6.750 | 02-01-24 | 130,000 | 132,286 | |
Lloyds Banking Group PLC (7.500% to 6-27-24, then 5 Year U.S. Swap Rate + 4.760%) (B) | 7.500 | 06-27-24 | 208,000 | 212,160 | |
M&T Bank Corp. (3.500% to 9-1-26, then 5 Year CMT + 2.679%) (B) | 3.500 | 09-01-26 | 182,000 | 152,882 | |
SVB Financial Group (4.100% to 2-15-31, then 10 Year CMT + 3.064%) (B) | 4.100 | 02-15-31 | 115,000 | 93,150 | |
SVB Financial Group (4.700% to 11-15-31, then 10 Year CMT + 3.064%) (B) | 4.700 | 11-15-31 | 94,000 | 76,905 | |
The PNC Financial Services Group, Inc. (3.400% to 9-15-26, then 5 Year CMT + 2.595%) (B) | 3.400 | 09-15-26 | 78,000 | 67,080 | |
The PNC Financial Services Group, Inc. (6.000% to 5-15-27, then 5 Year CMT + 3.000%) (B) | 6.000 | 05-15-27 | 200,000 | 199,500 | |
U.S. Bancorp (3.700% to 1-15-27, then 5 Year CMT + 2.541%) (B) | 3.700 | 01-15-27 | 156,000 | 133,266 | |
Wells Fargo & Company (5.900% to 6-15-24, then 3 month LIBOR + 3.110%) (B) | 5.900 | 06-15-24 | 47,000 | 46,001 | |
Capital markets 2.5% | |||||
The Bank of New York Mellon Corp. (3.750% to 12-20-26, then 5 Year CMT + 2.630%) (B) | 3.750 | 12-20-26 | 68,000 | 60,520 | |
The Charles Schwab Corp. (4.000% to 6-1-26, then 5 Year CMT + 3.168%) (B) | 4.000 | 06-01-26 | 104,000 | 94,302 | |
The Charles Schwab Corp. (4.000% to 12-1-30, then 10 Year CMT + 3.079%) (B) | 4.000 | 12-01-30 | 78,000 | 66,114 | |
The Charles Schwab Corp. (5.000% to 6-1-27, then 5 Year CMT + 3.256%) (B) | 5.000 | 06-01-27 | 62,000 | 59,735 | |
The Charles Schwab Corp. (5.375% to 6-1-25, then 5 Year CMT + 4.971%) (B) | 5.375 | 06-01-25 | 83,000 | 83,628 | |
Consumer finance 1.4% | |||||
American Express Company (3.550% to 9-15-26, then 5 Year CMT + 2.854%) (B) | 3.550 | 09-15-26 | 130,000 | 111,976 | |
Discover Financial Services (6.125% to 6-23-25, then 5 Year CMT + 5.783%) (B) | 6.125 | 06-23-25 | 94,000 | 95,645 | |
Diversified financial services 0.6% | |||||
Enstar Finance LLC (5.750% to 9-1-25, then 5 Year CMT + 5.468%) | 5.750 | 09-01-40 | 83,000 | 81,640 | |
Insurance 3.3% | |||||
Markel Corp. (6.000% to 6-1-25, then 5 Year CMT + 5.662%) (B) | 6.000 | 06-01-25 | 77,000 | 78,733 | |
MetLife, Inc. (5.875% to 3-15-28, then 3 month LIBOR + 2.959%) (B) | 5.875 | 03-15-28 | 104,000 | 102,842 | |
SBL Holdings, Inc. (6.500% to 11-13-26, then 5 Year CMT + 5.620%) (B)(C) | 6.500 | 11-13-26 | 156,000 | 136,890 | |
SBL Holdings, Inc. (7.000% to 5-13-25, then 5 Year CMT + 5.580%) (B)(C) | 7.000 | 05-13-25 | 182,000 | 163,345 | |
Utilities 4.2% | 615,401 | ||||
Electric utilities 2.0% | |||||
Edison International (5.000% to 12-15-26, then 5 Year CMT + 3.901%) (B) | 5.000 | 12-15-26 | 68,000 | 61,548 | |
Edison International (5.375% to 3-15-26, then 5 Year CMT + 4.698%) (B) | 5.375 | 03-15-26 | 125,000 | 115,291 | |
NextEra Energy Capital Holdings, Inc. (5.650% to 5-1-29, then 3 month LIBOR + 3.156%) | 5.650 | 05-01-79 | 70,000 | 68,816 |
SEE NOTES TO FINANCIAL STATEMENTS | ANNUAL REPORT | JOHN HANCOCK FIXED INCOME ETFS | 19 |
Rate (%) | Maturity date | Par value^ | Value | ||
Utilities (continued) | |||||
Electric utilities (continued) | |||||
The Southern Company (3.750% to 6-15-26, then 5 Year CMT + 2.915%) | 3.750 | 09-15-51 | 52,000 | $46,800 | |
Independent power and renewable electricity producers 1.2% | |||||
Vistra Corp. (7.000% to 12-15-26, then 5 Year CMT + 5.740%) (B)(C) | 7.000 | 12-15-26 | 68,000 | 66,130 | |
Vistra Corp. (8.000% to 10-15-26, then 5 Year CMT + 6.930%) (B)(C) | 8.000 | 10-15-26 | 105,000 | 105,656 | |
Multi-utilities 1.0% | |||||
Dominion Energy, Inc. (4.350% to 1-15-27, then 5 Year CMT + 3.195%) (B) | 4.350 | 01-15-27 | 52,000 | 47,492 | |
Dominion Energy, Inc. (5.750% to 10-1-24, then 3 month LIBOR + 3.057%) | 5.750 | 10-01-54 | 104,000 | 103,668 | |
Capital preferred securities 0.8% | $113,500 | ||||
(Cost $121,250) | |||||
Financials 0.8% | 113,500 | ||||
Insurance 0.8% | |||||
MetLife Capital Trust IV (7.875% to 12-15-37, then 3 month LIBOR + 3.960%) (C) | 7.875 | 12-15-37 | 100,000 | 113,500 | |
Total investments (Cost $15,106,699) 96.7% | $14,096,213 | ||||
Other assets and liabilities, net 3.3% | 478,940 | ||||
Total net assets 100.0% | $14,575,153 |
The percentage shown for each investment category is the total value of the category as a percentage of the net assets of the fund unless otherwise indicated. | |
^All par values are denominated in U.S. dollars unless otherwise indicated. | |
Security Abbreviations and Legend | |
ADR | American Depositary Receipt |
CMT | Constant Maturity Treasury |
ICE | Intercontinental Exchange |
LIBOR | London Interbank Offered Rate |
SOFR | Secured Overnight Financing Rate |
(A) | Variable rate obligation. The coupon rate shown represents the rate at period end. |
(B) | Perpetual bonds have no stated maturity date. Date shown as maturity date is next call date. |
(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. |
Open contracts | Number of contracts | Position | Expiration date | Notional basis^ | Notional value^ | Unrealized appreciation (depreciation) |
10-Year U.S. Treasury Note Futures | 12 | Short | Jun 2022 | $(1,516,853) | $(1,429,875) | $86,978 |
$86,978 |
20 | JOHN HANCOCK FIXED INCOME ETFS | ANNUAL REPORT | SEE NOTES TO FINANCIAL STATEMENTS |
Corporate Bond ETF | Mortgage-Backed Securities ETF | Preferred Income ETF | |
Assets | |||
Unaffiliated investments, at value | $18,388,096 | $25,068,601 | $14,096,213 |
Receivable for futures variation margin | — | — | 2,438 |
Cash | — | — | 357,193 |
Collateral held at broker for futures contracts | — | — | 30,000 |
Dividends and interest receivable | 188,006 | 88,823 | 77,255 |
Receivable for investments sold | — | — | 17,450 |
Receivable from affiliates | 15,312 | — | 10,746 |
Other assets | 9,277 | 16,506 | 27,252 |
Total assets | 18,600,691 | 25,173,930 | 14,618,547 |
Liabilities | |||
Payable for investments purchased | 30 | 75,463 | — |
Payable to affiliates | |||
Investment management fees | — | 708 | — |
Accounting and legal services fees | 935 | 1,276 | 800 |
Transfer agent fees | 6,667 | 3,750 | 833 |
Other liabilities and accrued expenses | 52,658 | 47,417 | 41,761 |
Total liabilities | 60,290 | 128,614 | 43,394 |
Net assets | $18,540,401 | $25,045,316 | $14,575,153 |
Net assets consist of | |||
Paid-in capital | $21,203,753 | $27,183,524 | $15,629,859 |
Total distributable earnings (loss) | (2,663,352) | (2,138,208) | (1,054,706) |
Net assets | $18,540,401 | $25,045,316 | $14,575,153 |
Unaffiliated investments, at cost | $20,954,543 | $27,113,803 | $15,106,699 |
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 | $18,540,401 | $25,045,316 | $14,575,153 |
Shares outstanding | 850,000 | 1,100,000 | 625,000 |
Net asset value per share | $21.81 | $22.77 | $23.32 |
SEE NOTES TO FINANCIAL STATEMENTS | ANNUAL | JOHN HANCOCK FIXED INCOME ETFS | 21 |
Corporate Bond ETF | Mortgage-Backed Securities ETF1 | Preferred Income ETF2 | |
Investment income | |||
Interest | $542,517 | $384,673 | $92,687 |
Dividends from unaffiliated investments | — | — | 201,935 |
Less foreign taxes withheld | — | — | (449) |
Total investment income | 542,517 | 384,673 | 294,173 |
Expenses | |||
Investment management fees | 48,571 | 50,070 | 27,778 |
Accounting and legal services fees | 2,876 | 2,318 | 896 |
Transfer agent fees | 7,083 | 3,750 | 833 |
Trustees’ fees | 297 | 110 | 60 |
Custodian fees | 29,590 | 21,633 | 7,891 |
Printing and postage | 15,854 | 10,259 | 4,707 |
Professional fees | 66,458 | 44,342 | 37,304 |
Stock exchange listing fees | 13,091 | 7,496 | 1,300 |
Other | 5,557 | 4,102 | 1,868 |
Total expenses | 189,377 | 144,080 | 82,637 |
Less expense reductions | (130,515) | (86,648) | (52,025) |
Net expenses | 58,862 | 57,432 | 30,612 |
Net investment income | 483,655 | 327,241 | 263,561 |
Realized and unrealized gain (loss) | |||
Net realized gain (loss) on | |||
Unaffiliated investments | 51,177 | (71,609) | (181,440) |
Futures contracts | — | — | 49,830 |
51,177 | (71,609) | (131,610) | |
Change in net unrealized appreciation (depreciation) of | |||
Unaffiliated investments | (2,747,007) | (2,045,202) | (1,010,486) |
Futures | — | — | 86,978 |
(2,747,007) | (2,045,202) | (923,508) | |
Net realized and unrealized loss | (2,695,830) | (2,116,811) | (1,055,118) |
Decrease in net assets from operations | $(2,212,175) | $(1,789,570) | $(791,557) |
1 | Period from 8-18-21 (commencement of operations) to 4-30-22. |
2 | Period from 12-14-21 (commencement of operations) to 4-30-22. |
22 | JOHN HANCOCK FIXED INCOME ETFS | ANNUAL | SEE NOTES TO FINANCIAL STATEMENTS |
Corporate Bond ETF | Mortgage-Backed Securities ETF | Preferred Income ETF | ||
Year ended 4-30-22 | Period ended 4-30-211 | Period ended 4-30-222 | Period ended 4-30-223 | |
Increase (decrease) in net assets | ||||
From operations | ||||
Net investment income | $483,655 | $39,016 | $327,241 | $263,561 |
Net realized gain (loss) | 51,177 | — | (71,609) | (131,610) |
Change in net unrealized appreciation (depreciation) | (2,747,007) | 180,560 | (2,045,202) | (923,508) |
Increase (decrease) in net assets resulting from operations | (2,212,175) | 219,576 | (1,789,570) | (791,557) |
Distributions to shareholders | ||||
From earnings | (640,804) | (33,288) | (351,819) | (265,880) |
From fund share transactions | ||||
Shares issued | 1,207,092 | 20,000,000 | 27,186,705 | 15,632,590 |
Total increase (decrease) | (1,645,887) | 20,186,288 | 25,045,316 | 14,575,153 |
Net assets | ||||
Beginning of year | 20,186,288 | — | — | — |
End of year | $18,540,401 | $20,186,288 | $25,045,316 | $14,575,153 |
Share activity | ||||
Shares outstanding | ||||
Beginning of year | 800,000 | — | — | — |
Shares issued | 50,000 | 800,000 | 1,100,000 | 625,000 |
End of year | 850,000 | 800,000 | 1,100,000 | 625,000 |
1 | Period from 3-30-21 (commencement of operations) to 4-30-21. |
2 | Period from 8-18-21 (commencement of operations) to 4-30-22. |
3 | Period from 12-14-21 (commencement of operations) to 4-30-22. |
SEE NOTES TO FINANCIAL STATEMENTS | ANNUAL | JOHN HANCOCK FIXED INCOME ETFS | 23 |
Period ended | 4-30-22 | 4-30-211 |
Per share operating performance | ||
Net asset value, beginning of period | $25.23 | $25.00 |
Net investment income2 | 0.60 | 0.05 |
Net realized and unrealized gain (loss) on investments | (3.23) | 0.22 |
Total from investment operations | (2.63) | 0.27 |
Less distributions | ||
From net investment income | (0.79) | (0.04) |
Net asset value, end of period | $21.81 | $25.23 |
Total return (%)3 | (10.77) | 1.104 |
Ratios and supplemental data | ||
Net assets, end of period (in millions) | $19 | $20 |
Ratios (as a percentage of average net assets): | ||
Expenses before reductions | 0.94 | 0.725 |
Expenses including reductions | 0.29 | 0.295 |
Net investment income | 2.39 | 2.276 |
Portfolio turnover (%) | 36 | 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 applicable periods. |
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. |
Period ended | 4-30-221 |
Per share operating performance | |
Net asset value, beginning of period | $25.00 |
Net investment income2 | 0.38 |
Net realized and unrealized gain (loss) on investments | (2.22) |
Total from investment operations | (1.84) |
Less distributions | |
From net investment income | (0.39) |
Net asset value, end of period | $22.77 |
Total return (%)3 | (7.43)4 |
Ratios and supplemental data | |
Net assets, end of period (in millions) | $25 |
Ratios (as a percentage of average net assets): | |
Expenses before reductions | 0.935 |
Expenses including reductions | 0.395 |
Net investment income | 2.206 |
Portfolio turnover (%) | 33 |
1 | Period from 8-18-21 (commencement of operations) to 4-30-22. |
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. |
24 | JOHN HANCOCK FIXED INCOME ETFS | ANNUAL | SEE NOTES TO FINANCIAL STATEMENTS |
Period ended | 4-30-221 |
Per share operating performance | |
Net asset value, beginning of period | $25.00 |
Net investment income2 | 0.43 |
Net realized and unrealized gain (loss) on investments | (1.68) |
Total from investment operations | (1.25) |
Less distributions | |
From net investment income | (0.43) |
Net asset value, end of period | $23.32 |
Total return (%)3 | (5.05)4 |
Ratios and supplemental data | |
Net assets, end of period (in millions) | $15 |
Ratios (as a percentage of average net assets): | |
Expenses before reductions | 1.155 |
Expenses including reductions | 0.545 |
Net investment income | 4.576 |
Portfolio turnover (%) | 15 |
1 | Period from 12-14-21 (commencement of operations) to 4-30-22. |
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. |
SEE NOTES TO FINANCIAL STATEMENTS | ANNUAL | JOHN HANCOCK FIXED INCOME ETFS | 25 |
Total value at 4-30-22 | Level 1 quoted price | Level 2 significant observable inputs | Level 3 significant unobservable inputs | |
Corporate Bond ETF | ||||
Investments in securities: | ||||
Assets | ||||
Corporate bonds | $18,311,857 | — | $18,311,857 | — |
Short-term investments | 76,239 | $76,239 | — | — |
Total investments in securities | $18,388,096 | $76,239 | $18,311,857 | — |
Mortgage-Backed Securities ETF | ||||
Investments in securities: | ||||
Assets | ||||
U.S. Government and Agency obligations | $12,230,438 | — | $12,230,438 | — |
26 | JOHN HANCOCK FIXED INCOME ETFS | ANNUAL REPORT |
Total value at 4-30-22 | Level 1 quoted price | Level 2 significant observable inputs | Level 3 significant unobservable inputs | |
Mortgage-Backed Securities ETF (continued) | ||||
Collateralized mortgage obligations | $9,032,888 | — | $9,032,888 | — |
Asset backed securities | 3,419,151 | — | 3,419,151 | — |
Short-term investments | 386,124 | $386,124 | — | — |
Total investments in securities | $25,068,601 | $386,124 | $24,682,477 | — |
Preferred Income ETF | ||||
Investments in securities: | ||||
Assets | ||||
Preferred securities | ||||
Communication services | $720,204 | $720,204 | — | — |
Consumer discretionary | 192,031 | 192,031 | — | — |
Energy | 211,423 | 211,423 | — | — |
Financials | 3,222,502 | 3,222,502 | — | — |
Health care | 159,719 | 159,719 | — | — |
Industrials | 101,124 | 101,124 | — | — |
Real estate | 132,700 | 132,700 | — | — |
Utilities | 3,528,226 | 3,390,176 | $138,050 | — |
Common stocks | 442,668 | 442,668 | — | — |
Corporate bonds | 5,272,116 | — | 5,272,116 | — |
Capital preferred securities | 113,500 | — | 113,500 | — |
Total investments in securities | $14,096,213 | $8,572,547 | $5,523,666 | — |
Derivatives: | ||||
Assets | ||||
Futures | $86,978 | $86,978 | — | — |
ANNUAL REPORT | JOHN HANCOCK FIXED INCOME ETFS | 27 |
Fund | Commitment fee |
Corporate Bond ETF | $2,824 |
Mortgage-Backed Securities ETF | 2,807 |
Preferred Income ETF | 831 |
No Expiration Date | ||
Fund | Short Term | Long Term |
Mortgage-Backed Securities ETF | $152,706 | — |
Preferred Income ETF | 43,576 | — |
Fund | Aggregate cost | Unrealized appreciation | Unrealized (depreciation) | Net unrealized appreciation/ (depreciation) |
Corporate Bond ETF | $21,060,609 | — | $(2,672,513) | $(2,672,513) |
Mortgage-Backed Securities ETF | 27,126,218 | $3,380 | (2,060,997) | (2,057,617) |
Preferred Income ETF | 15,211,272 | 246,075 | (1,274,156) | (1,028,081) |
Fund | Ordinary Income |
Corporate Bond ETF | $640,804 |
Mortgage-Backed Securities ETF | 351,819 |
Preferred Income ETF | 265,880 |
Fund | Ordinary Income |
Corporate Bond ETF | $33,288 |
28 | JOHN HANCOCK FIXED INCOME ETFS | ANNUAL REPORT |
Fund | Undistributed Ordinary Income |
Corporate Bond ETF | $9,161 |
Mortgage-Backed Securities ETF | 72,115 |
Preferred Income ETF | 16,951 |
Fund | Reason | USD Notional range |
Preferred Income ETF | The fund used futures contracts to manage against changes in interest rate. | Up to $1.5 million, as measured during the period |
Fund | Risk | Statements of assets and liabilities location | Financial instruments location | Assets derivatives fair value | Liabilities derivatives fair value |
Preferred Income ETF | Interest rate | Receivable/payable for futures variation margin1 | Futures | $86,978 | — |
1 | Reflects cumulative appreciation/depreciation on open futures as disclosed in the Derivatives section of the Funds’ investments. Only the year end variation margin receivable/payable is separately reported on the Statements of assets and liabilities. |
ANNUAL REPORT | JOHN HANCOCK FIXED INCOME ETFS | 29 |
Statements of operations location - Net realized gain (loss) on: | ||
Fund | Risk | Futures contracts |
Preferred Income ETF | Interest rate | $49,830 |
Statements of operations location - Change in net unrealized appreciation (depreciation) of: | ||
Fund | Risk | Futures contracts |
Preferred Income ETF | Interest rate | $86,978 |
Fund | Expense reimbursement |
Corporate Bond ETF | $130,515 |
Mortgage-Backed Securities ETF | 86,648 |
Fund | Expense reimbursement |
Preferred Income ETF | $52,025 |
Fund | Net Annual Effective Rate |
Corporate Bond ETF | 0.00% |
Mortgage-Backed Securities ETF | 0.00% |
Fund | Net Annual Effective Rate |
Preferred Income ETF | 0.00% |
30 | JOHN HANCOCK FIXED INCOME ETFS | ANNUAL REPORT |
Purchases | Sales | |||
Fund | In-kind transactions | Non in-kind transactions | In-kind transactions | Non in-kind transactions |
Corporate Bond ETF | — | $8,399,597 | — | $7,183,792 |
Mortgage-Backed Securities ETF | — | 33,995,470 | — | 6,933,611 |
Preferred Income ETF | $598,233 | 17,007,141 | — | 2,299,067 |
ANNUAL REPORT | JOHN HANCOCK FIXED INCOME ETFS | 31 |
32 | JOHN HANCOCK FIXED INCOME 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 Corporate Bond ETF, Mortgage-Backed Securities ETF, and Preferred Income 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 (three of the funds constituting John Hancock Exchange-Traded Fund Trust, hereafter collectively referred to as the “Funds”) as of April 30, 2022, 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, 2022, 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 |
Corporate Bond ETF | For the year ended April 30, 2022 | For the year ended April 30, 2022 and for the period March 30, 2021 (commencement of operations) through April 30, 2021 | For the year ended April 30, 2022 and for the period March 30, 2021 (commencement of operations) through April 30, 2021 |
Mortgage-Backed Securities ETF | For the period August 18, 2021 (commencement of operations) through April 30, 2022 | For the period August 18, 2021 (commencement of operations) through April 30, 2022 | For the period August 18, 2021 (commencement of operations) through April 30, 2022 |
Preferred Income ETF | For the period December 14, 2021 (commencement of operations) through April 30, 2022 | For the period December 14, 2021 (commencement of operations) through April 30, 2022 | For the period December 14, 2021 (commencement of operations) through April 30, 2022 |
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. | |||
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, 2022 by correspondence with the custodian, transfer agent 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 opinion. | |||
/s/ PricewaterhouseCoopers LLP Boston, Massachusetts June 7, 2022 | |||
We have served as the auditor of one or more investment companies in the John Hancock group of funds since 1988. |
ANNUAL REPORT | JOHN HANCOCK FIXED INCOME ETFS | 33 |
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ANNUAL REPORT | JOHN HANCOCK FIXED INCOME ETFS | 35 |
36 | JOHN HANCOCK FIXED INCOME ETFS | ANNUAL REPORT |
ANNUAL REPORT | JOHN HANCOCK FIXED INCOME ETFS | 37 |
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• | 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 shareholders’ 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, as a part of their annual Rule 38a-1 assessment of the Fund’s policies and procedures, reviewed the LRMP’s control environment and deemed it to be operating effectively and in compliance with the Board approved procedures. |
ANNUAL REPORT | JOHN HANCOCK FIXED INCOME ETFS | 39 |
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 | 189 |
Trustee and Chairperson of the Board | ||
Director/Trustee, Virtus Funds (2008-2020); Director, The Barnes Group (2010-2021); 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. | ||
James R. Boyle, Born: 1959 | 2015 | 189 |
Trustee | ||
Foresters Financial, Chief Executive Officer (2018–2022) and board member (2017–2022). Manulife Financial and John Hancock, more than 20 years, retiring in 2012 as Chief Executive Officer, John Hancock and Senior Executive Vice President, Manulife Financial. Trustee of various trusts within the John Hancock Fund Complex (2005–2014 and since 2015). | ||
Peter S. Burgess,2 Born: 1942 | 2015 | 189 |
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,2 Born: 1944 | 2015 | 189 |
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). Trustee of various trusts within the John Hancock Fund Complex (since 1986). | ||
Grace K. Fey, Born: 1946 | 2015 | 189 |
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 | 189 |
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 | 189 |
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 | 189 |
Trustee | ||
Director, Audit Committee Chair, Oatly Group AB (plant-based drink company) (since 2021); 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); Chief Financial Officer and Treasurer, Keurig Green Mountain, Inc. (2003-retired 2015). Trustee of various trusts within the John Hancock Fund Complex (since 2020). |
40 | JOHN HANCOCK FIXED INCOME ETFS | ANNUAL REPORT |
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 |
Gregory A. Russo, Born: 1949 | 2015 | 189 |
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 | 189 |
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 | 189 |
Non-Independent Trustee | ||
President and CEO, John Hancock (since 2017); President and CEO, Manulife Canadian Division (2013–2017); Member, Board of Directors, Boston Medical Center (since 2021); 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 FIXED INCOME ETFS | 41 |
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. |
42 | JOHN HANCOCK FIXED INCOME ETFS | ANNUAL REPORT |
Steven R. Pruchansky, Vice Chairperson
Andrew G. Arnott†
James R. Boyle
Peter S. Burgess*
William H. Cunningham*
Grace K. Fey
Marianne Harrison†
Deborah C. Jackson
Frances G. Rathke*
Gregory A. Russo
President
Chief Financial Officer
Treasurer
Secretary and Chief Legal Officer
Chief Compliance Officer
You can also contact us: | |
800-225-6020 | Regular mail: |
jhinvestments.com/etf | John Hancock Investment Management 200 Berkeley Street Boston, MA 02116 |
ANNUAL REPORT | JOHN HANCOCK FIXED INCOME ETFS | 43 |
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 | ETF2A 4/2022 |
ITEM 2. CODE OF ETHICS.
As of the end of the period, April 30, 2022, 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 "Covered Officers"). A copy of the code of ethics is filed as an exhibit to this Form N-CSR.
ITEM 3. AUDIT COMMITTEE FINANCIAL EXPERT.
Frances G. Rathke is the audit committee financial expert, effective March 25, 2022, and is "independent", pursuant to general instructions on Form N-CSR Item 3.
ITEM 4. PRINCIPAL ACCOUNTANT FEES AND SERVICES.
(a) AUDIT FEES:
These fees represent aggregate fees billed for the last two fiscal years (the "Reporting Periods") 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 filing or engagements for such Reporting Periods.
2022: $358,678
2021: $236,322
(b) AUDIT RELATED FEES:
These fees represent the aggregate fees billed for the Reporting Periods for assurance and related services by the principal accountant that are reasonably related to the performance of the audit of the Registrant's financial statements and are not reported under paragraph (a) of this Item. The nature of the services provided was related to a software licensing fee and internal control reviews.
2022: $3,613
2021: $75
(c) TAX FEES:
These fees represent aggregate fees billed for the Reporting Periods for professional services rendered by the principal accountant for tax compliance, tax advice and tax planning. The nature of the services comprising the tax fees was the review of the registrant's tax returns and tax distribution requirements.
2022: $35,766
2021: $16,000
(d) ALL OTHER FEES:
These fees represent other fees for John Hancock Exchange-Traded Fund Trust billed to the registrant or to control affiliates. The nature of the services comprising all other fees is advisory services provided to the investment manager.
2022: $5,293
2021: $1,424
(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) Amount approved by the Audit Committee pursuant paragraph (c) (7) (i) (C) of Rule 2-01 of Regulation S-X: None.
(f)According to the registrant's principal accountant, for the fiscal period ended April 30, 2022, 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 PwC for services rendered to the registrant and rendered to the registrant's control affiliates for each of the last two fiscal years of the registrant were $1,174,814 for the fiscal year ended April 30, 2022 and $1,368,541 for the fiscal year ended April 30, 2021.
(h)The Registrant's audit committee of the Board of Trustees has considered the provision of non-audit services that were rendered to the Registrant's investment adviser and service affiliates that were not pre-approved pursuant to paragraph (c) (7ii) of Rule 2-01 of Regulation S-X, to be compatible with maintaining PwC's independence.
ITEM 5. AUDIT COMMITTEE OF LISTED REGISTRANTS
Frances G. Rathke – Chairperson, effective March 25, 2022
Peter S. Burgess
William H. Cunningham
ITEM 6. SCHEDULE OF INVESTMENTS.
(a)Included with Item 1.
(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. PURCHASE OF EQUITY SECURITIES BY CLOSED-END MANAGEMENT INVESTMENT COMPANIES AND AFFILIATED PURCHASERS.
Not Applicable.
ITEM 10. SUBMISSION OF MATTERS TO 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 the period covered by this report that have materially affected, or are reasonably likely to materially affect, the registrant's internal control over financial reporting.
ITEM 12. DISCLOSURE OF SECURITIES LENDING ACTIVITIES FOR CLOSED-END MANAGEMENT INVESTMENT COMPANIES.
Not applicable.
ITEM 13. EXHIBITS.
(a)(1) Code of Ethics for Covered Officers is attached.
(a)(2) Separate certifications for the registrant's principal executive officer and principal financial officer, as required by Section 302 of the Sarbanes-Oxley Act of 2002 and Rule 30a-2(a) under the Investment Company Act of 1940, are attached.
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
/s/ Andrew Arnot
_______________________
Andrew Arnott
President
Date: June 7, 2022
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.
/s/ Andrew Arnot
_______________________
Andrew Arnott
President
Date: June 7, 2022
/s/ Charles A. Rizzo
_______________________
Charles A. Rizzo
Chief Financial Officer
Date: June 7, 2022