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, 2023 |
ITEM 1. REPORTS TO STOCKHOLDERS.
The Registrant prepared the following annual reports to shareholders for the period ended April 30, 2023:
John Hancock ETF- Multifactor
•Multifactor Developed International ETF
•Multifactor Emerging Markets ETF
•Multifactor Large Cap ETF
•Multifactor Mid Cap ETF
•Multifactor Small Cap ETF
John Hancock ETF
•Corporate Bond ETF
•International High Dividend ETF
•Mortgage-Backed Securities ETF
•Preferred Income ETF
•U.S. High Dividend ETF
Manulife Investment Management
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 |
Average annual total returns (%) | Cumulative total returns (%) | ||||
1-Year | 5-Year | Since fund inception1 | 5-year | Since fund inception1 | |
Net asset value | 7.79 | 3.15 | 6.21 | 16.79 | 46.80 |
Market price | 9.52 | 3.25 | 6.29 | 17.33 | 47.51 |
John Hancock Dimensional Developed International Index2 | 8.63 | 3.86 | 6.97 | 20.84 | 53.63 |
MSCI EAFE Index3 | 8.42 | 3.63 | 6.52 | 19.53 | 49.57 |
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 | 17.6 |
Financials | 16.8 |
Consumer discretionary | 11.1 |
Consumer staples | 9.9 |
Health care | 9.8 |
Materials | 9.1 |
Energy | 6.6 |
Information technology | 6.0 |
Communication services | 5.4 |
Utilities | 4.6 |
Real estate | 1.9 |
Short-term investments and other | 1.2 |
TOTAL | 100.0 |
TOP TEN HOLDINGS4 (% of net assets) | |
Shell PLC | 1.9 |
TotalEnergies SE | 1.4 |
Nestle SA | 1.3 |
Novo Nordisk A/S, B Shares | 1.2 |
ASML Holding NV | 1.1 |
LVMH Moet Hennessy Louis Vuitton SE | 1.1 |
BP PLC | 1.0 |
Novartis AG | 1.0 |
Wolters Kluwer NV | 1.0 |
Roche Holding AG | 0.8 |
TOTAL | 11.8 |
4 | Listed holdings are a portion of the fund’s total and may change at any time. They are not recommendations to buy or sell any security. Data excludes cash and cash equivalents. |
Gross (%) | 0.42 |
Net (%) | 0.39 |
6 | JOHN HANCOCK MULTIFACTOR ETFS | ANNUAL REPORT |
Average annual total returns (%) | Cumulative total returns (%) | ||
1-Year | Since fund inception1 | Since fund inception1 | |
Net asset value | -5.32 | 1.49 | 7.03 |
Market price | -4.76 | 1.48 | 6.97 |
John Hancock Dimensional Emerging Markets Index2 | -4.13 | 2.41 | 11.54 |
MSCI Emerging Markets Index3 | -6.51 | 0.86 | 4.01 |
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 | 23.9 |
Information technology | 18.1 |
Consumer discretionary | 11.5 |
Materials | 11.1 |
Communication services | 8.3 |
Consumer staples | 7.2 |
Industrials | 6.0 |
Energy | 6.0 |
Health care | 3.3 |
Utilities | 3.2 |
Real estate | 1.3 |
Short-term investments and other | 0.1 |
TOTAL | 100.0 |
TOP TEN HOLDINGS4 (% of net assets) | |
Samsung Electronics Company, Ltd. | 4.0 |
Taiwan Semiconductor Manufacturing Company, Ltd. | 3.9 |
Tencent Holdings, Ltd. | 3.1 |
Alibaba Group Holding, Ltd., ADR | 1.6 |
Reliance Industries, Ltd. | 1.4 |
HDFC Bank, Ltd. | 1.2 |
China Construction Bank Corp., H Shares | 1.0 |
Housing Development Finance Corp., Ltd. | 0.9 |
ICICI Bank, Ltd. | 0.9 |
Vale SA | 0.9 |
TOTAL | 18.9 |
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 (%) | 0.56 |
Net (%) | 0.49 |
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 | 1.57 | 10.34 | 11.81 | 63.54 | 133.32 |
Market price | 1.49 | 10.33 | 11.80 | 63.46 | 133.22 |
John Hancock Dimensional Large Cap Index2 | 1.83 | 10.66 | 12.15 | 65.96 | 138.79 |
Russell 1000 Index3 | 1.82 | 11.07 | 12.40 | 69.01 | 142.82 |
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 | 21.1 |
Financials | 13.9 |
Health care | 13.5 |
Industrials | 11.7 |
Consumer discretionary | 9.8 |
Consumer staples | 7.2 |
Communication services | 6.3 |
Energy | 4.9 |
Utilities | 4.3 |
Materials | 4.2 |
Real estate | 3.0 |
Short-term investments and other | 0.1 |
TOTAL | 100.0 |
TOP TEN HOLDINGS4 (% of net assets) | |
Microsoft Corp. | 4.4 |
Apple, Inc. | 4.2 |
Amazon.com, Inc. | 1.7 |
Alphabet, Inc., Class A | 1.6 |
Meta Platforms, Inc., Class A | 1.1 |
Berkshire Hathaway, Inc., Class B | 1.0 |
NVIDIA Corp. | 1.0 |
Exxon Mobil Corp. | 1.0 |
Johnson & Johnson | 0.9 |
JPMorgan Chase & Co. | 0.9 |
TOTAL | 17.8 |
4 | Listed holdings are a portion of the fund’s total and may change at any time. They are not recommendations to buy or sell any security. Data excludes cash and cash equivalents. |
Gross (%) | 0.32 |
Net (%) | 0.29 |
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 | -1.37 | 8.09 | 9.98 | 47.51 | 105.84 |
Market price | -1.36 | 8.08 | 9.99 | 47.50 | 105.94 |
John Hancock Dimensional Mid Cap Index2 | -0.99 | 8.51 | 10.43 | 50.41 | 112.35 |
Russell Midcap Index3 | -1.69 | 7.97 | 9.66 | 46.75 | 101.36 |
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) | |
Industrials | 18.3 |
Financials | 13.7 |
Information technology | 13.0 |
Consumer discretionary | 12.6 |
Health care | 11.8 |
Materials | 6.6 |
Utilities | 5.9 |
Real estate | 5.2 |
Energy | 4.8 |
Consumer staples | 4.7 |
Communication services | 3.2 |
Short-term investments and other | 0.2 |
TOTAL | 100.0 |
TOP TEN HOLDINGS4 (% of net assets) | |
ON Semiconductor Corp. | 0.6 |
D.R. Horton, Inc. | 0.6 |
Dollar Tree, Inc. | 0.5 |
Arthur J. Gallagher & Company | 0.5 |
Mettler-Toledo International, Inc. | 0.5 |
United Rentals, Inc. | 0.5 |
W.W. Grainger, Inc. | 0.4 |
Ameriprise Financial, Inc. | 0.4 |
ResMed, Inc. | 0.4 |
Builders FirstSource, Inc. | 0.4 |
TOTAL | 4.8 |
4 | Listed holdings are a portion of the fund’s total and may change at any time. They are not recommendations to buy or sell any security. Data excludes cash and cash equivalents. |
Gross (%) | 0.42 |
Net (%) | 0.41 |
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 | -0.06 | 5.42 | 5.46 | 30.19 | 33.79 |
Market price | -0.03 | 5.41 | 5.46 | 30.12 | 33.82 |
John Hancock Dimensional Small Cap Index2 | 0.37 | 5.85 | 5.90 | 32.86 | 36.87 |
Russell 2000 Index3 | -3.65 | 4.15 | 4.69 | 22.55 | 28.55 |
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 | 21.1 |
Financials | 16.1 |
Information technology | 12.7 |
Consumer discretionary | 12.2 |
Health care | 10.0 |
Materials | 6.8 |
Energy | 6.1 |
Real estate | 5.4 |
Utilities | 4.0 |
Consumer staples | 3.5 |
Communication services | 2.0 |
Short-term investments and other | 0.1 |
TOTAL | 100.0 |
TOP TEN HOLDINGS4 (% of net assets) | |
National Instruments Corp. | 0.6 |
TopBuild Corp. | 0.5 |
New York Community Bancorp, Inc. | 0.5 |
Curtiss-Wright Corp. | 0.5 |
Tenet Healthcare Corp. | 0.5 |
Valvoline, Inc. | 0.5 |
Univar Solutions, Inc. | 0.5 |
Brunswick Corp. | 0.5 |
Prometheus Biosciences, Inc. | 0.5 |
Wingstop, Inc. | 0.5 |
TOTAL | 5.1 |
4 | Listed holdings are a portion of the fund’s total and may change at any time. They are not recommendations to buy or sell any security. Data excludes cash and cash equivalents. |
Gross (%) | 0.45 |
Net (%) | 0.42 |
10 | JOHN HANCOCK MULTIFACTOR ETFS | ANNUAL REPORT |
Account value on 11-1-2022 | Ending value on 4-30-2023 | Expenses paid during 4-30-20231 | Annualized expense ratio | |
Multifactor Developed International ETF | ||||
Actual expenses/actual returns | $1,000.00 | $1,240.80 | $2.17 | 0.39% |
Hypothetical example for comparison purposes | 1,000.00 | 1,022.90 | 1.96 | 0.39% |
Multifactor Emerging Markets ETF | ||||
Actual expenses/actual returns | $1,000.00 | $1,158.00 | $2.62 | 0.49% |
Hypothetical example for comparison purposes | 1,000.00 | 1,022.40 | 2.46 | 0.49% |
Multifactor Large Cap ETF | ||||
Actual expenses/actual returns | $1,000.00 | $1,067.70 | $1.49 | 0.29% |
Hypothetical example for comparison purposes | 1,000.00 | 1,023.40 | 1.45 | 0.29% |
Multifactor Mid Cap ETF | ||||
Actual expenses/actual returns | $1,000.00 | $1,031.40 | $2.12 | 0.42% |
Hypothetical example for comparison purposes | 1,000.00 | 1,022.70 | 2.11 | 0.42% |
ANNUAL | JOHN HANCOCK MULTIFACTOR ETFS | 11 |
Account value on 11-1-2022 | Ending value on 4-30-2023 | Expenses paid during 4-30-20231 | Annualized expense ratio | |
Multifactor Small Cap ETF | ||||
Actual expenses/actual returns | $1,000.00 | $1,021.90 | $2.11 | 0.42% |
Hypothetical example for comparison purposes | 1,000.00 | 1,022.70 | 2.11 | 0.42% |
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). |
12 | JOHN HANCOCK MULTIFACTOR ETFS | ANNUAL |
Shares or Principal Amount | Value | |
COMMON STOCKS - 98.1% | $477,282,788 | |
(Cost $431,067,568) | ||
Australia - 7.1% | 34,464,489 | |
Ampol, Ltd. | 26,274 | 519,680 |
ANZ Group Holdings, Ltd. | 66,083 | 1,063,387 |
APA Group | 79,705 | 541,479 |
Aristocrat Leisure, Ltd. | 16,199 | 405,831 |
ASX, Ltd. | 4,917 | 222,486 |
Atlas Arteria, Ltd. | 22,046 | 95,282 |
BHP Group, Ltd. | 97,605 | 2,863,900 |
BlueScope Steel, Ltd. | 58,977 | 774,432 |
Brambles, Ltd. | 88,045 | 829,130 |
carsales.com, Ltd. | 15,086 | 236,877 |
Cochlear, Ltd. | 4,106 | 669,245 |
Coles Group, Ltd. | 29,875 | 359,321 |
Commonwealth Bank of Australia | 34,338 | 2,254,703 |
Computershare, Ltd. | 34,724 | 514,021 |
CSL, Ltd. | 9,596 | 1,906,133 |
Dexus | 26,157 | 134,484 |
EBOS Group, Ltd. | 1,843 | 50,428 |
Endeavour Group, Ltd. | 81,157 | 364,165 |
Fortescue Metals Group, Ltd. | 74,706 | 1,033,796 |
Goodman Group | 24,092 | 307,438 |
IDP Education, Ltd. | 9,153 | 170,333 |
IGO, Ltd. | 62,027 | 563,620 |
Insurance Australia Group, Ltd. | 153,337 | 504,637 |
Macquarie Group, Ltd. | 7,088 | 855,317 |
Medibank Private, Ltd. | 207,855 | 489,005 |
Mineral Resources, Ltd. | 10,207 | 496,993 |
Mirvac Group | 96,355 | 153,460 |
National Australia Bank, Ltd. | 61,920 | 1,180,128 |
Newcrest Mining, Ltd. | 14,141 | 270,260 |
Northern Star Resources, Ltd. | 72,103 | 641,359 |
Origin Energy, Ltd. | 112,676 | 621,012 |
Pilbara Minerals, Ltd. | 145,556 | 407,848 |
Qantas Airways, Ltd. (A) | 32,351 | 141,102 |
QBE Insurance Group, Ltd. | 97,300 | 985,730 |
Ramsay Health Care, Ltd. | 12,135 | 518,615 |
REA Group, Ltd. | 3,128 | 291,239 |
Reece, Ltd. | 16,309 | 196,479 |
Rio Tinto, Ltd. | 15,776 | 1,170,270 |
Santos, Ltd. | 129,853 | 606,700 |
Scentre Group | 124,121 | 236,233 |
SEEK, Ltd. | 9,325 | 150,486 |
Sonic Healthcare, Ltd. | 57,637 | 1,349,888 |
South32, Ltd. | 102,952 | 288,472 |
Stockland | 70,689 | 207,881 |
Suncorp Group, Ltd. | 81,865 | 675,174 |
Telstra Corp., Ltd. | 106,527 | 307,641 |
The GPT Group | 52,016 | 151,593 |
The Lottery Corp., Ltd. | 141,385 | 470,909 |
Shares or Principal Amount | Value | |
Australia (continued) | ||
TPG Telecom, Ltd. | 24,809 | $88,041 |
Transurban Group | 35,739 | 354,036 |
Treasury Wine Estates, Ltd. | 48,051 | 442,340 |
Vicinity, Ltd. | 106,675 | 148,042 |
Wesfarmers, Ltd. | 21,773 | 747,780 |
Westpac Banking Corp. | 81,281 | 1,206,966 |
WiseTech Global, Ltd. | 7,837 | 355,078 |
Woodside Energy Group, Ltd. | 44,397 | 988,163 |
Woolworths Group, Ltd. | 31,165 | 799,719 |
Yancoal Australia, Ltd. (B) | 23,330 | 85,722 |
Austria - 0.2% | 1,065,363 | |
ANDRITZ AG | 2,022 | 131,370 |
BAWAG Group AG (A)(C) | 753 | 36,711 |
Erste Group Bank AG | 6,419 | 233,219 |
EVN AG | 1,309 | 31,576 |
OMV AG | 5,649 | 267,172 |
Raiffeisen Bank International AG (A) | 3,797 | 58,309 |
Strabag SE, Bearer Shares | 378 | 16,505 |
Telekom Austria AG (A) | 2,770 | 21,651 |
Verbund AG | 973 | 86,902 |
voestalpine AG | 5,252 | 181,948 |
Belgium - 1.0% | 4,661,842 | |
Ackermans & van Haaren NV | 2,191 | 386,051 |
Ageas SA/NV | 23,791 | 1,060,854 |
Anheuser-Busch InBev SA/NV | 23,578 | 1,538,380 |
D’ieteren Group | 387 | 72,846 |
Elia Group SA/NV (B) | 355 | 48,755 |
KBC Group NV | 11,042 | 789,692 |
Solvay SA | 3,119 | 374,812 |
UCB SA | 1,222 | 113,890 |
Umicore SA | 5,260 | 172,818 |
Warehouses De Pauw CVA | 3,465 | 103,744 |
Chile - 0.1% | 277,595 | |
Antofagasta PLC | 15,122 | 277,595 |
Denmark - 3.1% | 14,975,995 | |
AP Moller - Maersk A/S, Series A | 83 | 148,142 |
AP Moller - Maersk A/S, Series B | 98 | 177,019 |
Carlsberg A/S, Class B | 6,525 | 1,080,042 |
Coloplast A/S, B Shares | 7,042 | 1,014,896 |
Danske Bank A/S (A) | 44,197 | 933,195 |
DSV A/S | 5,016 | 943,941 |
Genmab A/S (A) | 4,516 | 1,859,565 |
Novo Nordisk A/S, B Shares | 34,655 | 5,772,668 |
Novozymes A/S, B Shares | 14,908 | 775,950 |
Orsted A/S (C) | 5,162 | 463,802 |
Tryg A/S | 21,120 | 498,962 |
Vestas Wind Systems A/S (A) | 47,353 | 1,307,813 |
SEE NOTES TO FINANCIAL STATEMENTS | ANNUAL REPORT | JOHN HANCOCK MULTIFACTOR ETFS | 13 |
Shares or Principal Amount | Value | |
Finland - 1.3% | $6,491,941 | |
Elisa OYJ | 9,501 | 590,746 |
Fortum OYJ | 27,208 | 406,409 |
Kesko OYJ, A Shares | 8,665 | 180,035 |
Kesko OYJ, B Shares | 18,102 | 377,809 |
Kone OYJ, Class B | 10,208 | 582,640 |
Metso Outotec OYJ | 46,275 | 510,876 |
Neste OYJ | 11,187 | 542,679 |
Nokia OYJ | 135,708 | 575,615 |
Nordea Bank ABP | 72,981 | 809,739 |
Orion OYJ, Class A | 1,368 | 64,262 |
Orion OYJ, Class B | 6,726 | 316,475 |
Sampo OYJ, A Shares | 8,375 | 424,946 |
Stora Enso OYJ, R Shares | 56,247 | 714,112 |
UPM-Kymmene OYJ | 12,399 | 395,598 |
France - 11.5% | 56,005,244 | |
Air Liquide SA | 6,154 | 1,108,648 |
Airbus SE | 13,279 | 1,863,875 |
AXA SA | 50,151 | 1,637,194 |
BNP Paribas SA | 25,384 | 1,641,923 |
Capgemini SE | 9,527 | 1,734,387 |
Cie de Saint-Gobain | 35,122 | 2,032,569 |
Cie Generale des Etablissements Michelin SCA (B) | 62,897 | 2,001,906 |
Credit Agricole SA | 101,140 | 1,237,624 |
Danone SA | 41,581 | 2,753,867 |
Dassault Systemes SE | 18,194 | 736,560 |
Engie SA (B) | 143,194 | 2,294,779 |
EssilorLuxottica SA | 5,926 | 1,173,689 |
Hermes International | 655 | 1,422,233 |
Kering SA | 1,420 | 908,784 |
Legrand SA | 11,174 | 1,057,204 |
L’Oreal SA | 4,314 | 2,061,040 |
LVMH Moet Hennessy Louis Vuitton SE | 5,370 | 5,163,707 |
Orange SA | 294,400 | 3,840,408 |
Pernod Ricard SA | 10,424 | 2,409,796 |
Safran SA | 14,780 | 2,299,735 |
Sanofi | 21,721 | 2,397,999 |
Sartorius Stedim Biotech | 1,124 | 300,917 |
Schneider Electric SE | 9,049 | 1,576,637 |
Societe Generale SA | 57,146 | 1,389,539 |
Thales SA | 4,640 | 708,962 |
TotalEnergies SE | 108,695 | 6,952,759 |
Vinci SA (B) | 26,629 | 3,298,503 |
Germany - 7.2% | 35,262,788 | |
adidas AG | 3,873 | 681,732 |
Allianz SE | 9,664 | 2,426,677 |
BASF SE | 24,311 | 1,257,423 |
Bayer AG | 43,276 | 2,855,136 |
Bayerische Motoren Werke AG | 7,361 | 824,357 |
Beiersdorf AG | 4,223 | 590,234 |
Shares or Principal Amount | Value | |
Germany (continued) | ||
Carl Zeiss Meditec AG, Bearer Shares | 1,597 | $214,744 |
Commerzbank AG (A) | 35,380 | 393,134 |
Continental AG | 9,713 | 680,062 |
Daimler Truck Holding AG (A) | 23,948 | 791,572 |
Deutsche Bank AG | 141,019 | 1,547,976 |
Deutsche Boerse AG | 5,078 | 969,297 |
Deutsche Post AG | 22,845 | 1,097,613 |
Deutsche Telekom AG | 108,240 | 2,614,594 |
E.ON SE | 285,507 | 3,783,973 |
Fresenius SE & Company KGaA | 39,713 | 1,149,568 |
Hannover Rueck SE | 2,603 | 556,351 |
Hapag-Lloyd AG (C) | 900 | 279,400 |
HeidelbergCement AG | 5,063 | 383,220 |
Henkel AG & Company KGaA | 5,522 | 408,451 |
Infineon Technologies AG | 19,763 | 717,933 |
Mercedes-Benz Group AG | 39,695 | 3,093,047 |
Merck KGaA | 1,476 | 264,876 |
MTU Aero Engines AG | 799 | 209,674 |
Muenchener Rueckversicherungs-Gesellschaft AG | 1,643 | 617,623 |
RWE AG | 23,737 | 1,115,050 |
SAP SE | 10,916 | 1,480,618 |
Siemens AG | 12,050 | 1,980,847 |
Siemens Energy AG (A) | 25,533 | 625,219 |
Siemens Healthineers AG (C) | 3,141 | 195,646 |
Symrise AG | 5,894 | 712,189 |
Vantage Towers AG | 8 | 287 |
Volkswagen AG | 1,575 | 264,211 |
Vonovia SE | 22,157 | 480,054 |
Hong Kong - 2.2% | 10,694,398 | |
AIA Group, Ltd. | 317,524 | 3,436,179 |
BOC Hong Kong Holdings, Ltd. | 91,295 | 287,263 |
Budweiser Brewing Company APAC, Ltd. (C) | 31,600 | 90,977 |
Chow Tai Fook Jewellery Group, Ltd. | 138,200 | 276,404 |
CK Asset Holdings, Ltd. | 95,469 | 563,092 |
CK Hutchison Holdings, Ltd. | 70,773 | 473,329 |
CK Infrastructure Holdings, Ltd. | 42,929 | 243,905 |
CLP Holdings, Ltd. | 46,571 | 346,469 |
Galaxy Entertainment Group, Ltd. (A) | 22,641 | 160,075 |
Hang Seng Bank, Ltd. | 18,989 | 280,847 |
Henderson Land Development Company, Ltd. | 88,398 | 314,183 |
Hong Kong & China Gas Company, Ltd. | 108,065 | 95,814 |
Hong Kong Exchanges & Clearing, Ltd. | 28,125 | 1,160,843 |
Link REIT | 69,652 | 454,297 |
MTR Corp., Ltd. | 40,913 | 204,046 |
Power Assets Holdings, Ltd. | 94,573 | 539,736 |
Sun Hung Kai Properties, Ltd. | 39,662 | 550,728 |
Swire Properties, Ltd. | 70,601 | 189,321 |
Techtronic Industries Company, Ltd. | 42,077 | 452,401 |
Wharf Real Estate Investment Company, Ltd. | 99,993 | 574,489 |
14 | JOHN HANCOCK MULTIFACTOR ETFS | ANNUAL REPORT | SEE NOTES TO FINANCIAL STATEMENTS |
Shares or Principal Amount | Value | |
Ireland - 1.1% | $5,104,597 | |
Bank of Ireland Group PLC | 35,925 | 371,625 |
CRH PLC | 33,634 | 1,625,636 |
Experian PLC | 44,199 | 1,561,060 |
Flutter Entertainment PLC (A) | 2,468 | 493,438 |
James Hardie Industries PLC, CHESS Depositary Interest | 11,242 | 248,806 |
Kerry Group PLC, Class A | 1,690 | 178,068 |
Kingspan Group PLC | 9,043 | 625,964 |
Israel - 0.4% | 1,725,763 | |
Azrieli Group, Ltd. | 397 | 22,926 |
Bank Hapoalim BM | 41,402 | 352,602 |
Bank Leumi Le-Israel BM | 60,585 | 474,490 |
CyberArk Software, Ltd. (A) | 320 | 39,872 |
Elbit Systems, Ltd. | 299 | 54,933 |
ICL Group, Ltd. | 19,207 | 117,520 |
Israel Discount Bank, Ltd., Class A | 34,071 | 167,242 |
Mizrahi Tefahot Bank, Ltd. | 5,265 | 170,845 |
Nice, Ltd. (A) | 653 | 133,816 |
Teva Pharmaceutical Industries, Ltd. (A) | 17,937 | 149,210 |
Wix.com, Ltd. (A) | 485 | 42,307 |
Italy - 2.3% | 11,223,796 | |
Amplifon SpA | 6,808 | 250,134 |
Assicurazioni Generali SpA | 16,166 | 336,956 |
Banca Mediolanum SpA | 5,349 | 48,388 |
Davide Campari-Milano NV | 23,132 | 298,281 |
DiaSorin SpA | 1,334 | 145,035 |
Enel SpA | 163,718 | 1,120,436 |
Eni SpA | 113,658 | 1,724,827 |
Ferrari NV | 2,944 | 820,020 |
FinecoBank Banca Fineco SpA | 28,661 | 434,441 |
Infrastrutture Wireless Italiane SpA (C) | 12,454 | 173,171 |
Intesa Sanpaolo SpA | 361,746 | 952,292 |
Mediobanca Banca di Credito Finanziario SpA | 58,928 | 633,000 |
Moncler SpA | 12,483 | 925,548 |
Nexi SpA (A)(C) | 6,274 | 51,990 |
Poste Italiane SpA (B)(C) | 27,311 | 284,207 |
PRADA SpA | 31,900 | 234,072 |
Prysmian SpA | 9,933 | 406,511 |
Recordati Industria Chimica e Farmaceutica SpA | 6,879 | 316,915 |
Snam SpA | 60,836 | 338,501 |
Telecom Italia SpA (A)(B) | 318,770 | 93,928 |
Terna - Rete Elettrica Nazionale | 60,636 | 526,165 |
UniCredit SpA (B) | 50,073 | 991,734 |
UnipolSai Assicurazioni SpA (B) | 43,560 | 117,244 |
Japan - 22.6% | 110,104,749 | |
Advantest Corp. | 5,400 | 417,993 |
Aeon Company, Ltd. | 17,500 | 355,681 |
AGC, Inc. | 26,900 | 997,650 |
Aisin Corp. | 15,500 | 452,484 |
Shares or Principal Amount | Value | |
Japan (continued) | ||
Ajinomoto Company, Inc. | 12,100 | $434,095 |
ANA Holdings, Inc. (A) | 8,800 | 191,136 |
Asahi Group Holdings, Ltd. | 8,900 | 342,692 |
Asahi Intecc Company, Ltd. | 8,900 | 159,744 |
Asahi Kasei Corp. | 72,900 | 512,733 |
Astellas Pharma, Inc. | 19,100 | 287,275 |
Bandai Namco Holdings, Inc. | 13,503 | 305,234 |
BayCurrent Consulting, Inc. | 7,500 | 259,153 |
Bridgestone Corp. | 26,600 | 1,062,320 |
Canon, Inc. | 20,700 | 492,245 |
Capcom Company, Ltd. | 10,500 | 394,044 |
Central Japan Railway Company | 4,444 | 549,768 |
Chubu Electric Power Company, Inc. | 45,000 | 502,001 |
Chugai Pharmaceutical Company, Ltd. | 12,200 | 313,949 |
Concordia Financial Group, Ltd. | 74,300 | 279,924 |
CyberAgent, Inc. | 26,100 | 226,373 |
Dai Nippon Printing Company, Ltd. | 18,824 | 539,152 |
Daifuku Company, Ltd. | 19,500 | 356,589 |
Dai-ichi Life Holdings, Inc. | 26,900 | 496,751 |
Daiichi Sankyo Company, Ltd. | 19,400 | 662,078 |
Daikin Industries, Ltd. | 5,447 | 984,872 |
Daito Trust Construction Company, Ltd. | 3,886 | 367,296 |
Daiwa House Industry Company, Ltd. | 28,100 | 713,412 |
Daiwa House REIT Investment Corp. | 51 | 108,431 |
Daiwa Securities Group, Inc. | 90,800 | 419,441 |
Denso Corp. | 9,600 | 574,668 |
Dentsu Group, Inc. (B) | 17,700 | 633,698 |
Disco Corp. | 5,694 | 644,399 |
East Japan Railway Company | 8,600 | 492,890 |
Eisai Company, Ltd. | 2,572 | 147,956 |
ENEOS Holdings, Inc. | 316,200 | 1,119,292 |
FANUC Corp. | 9,350 | 315,111 |
Fast Retailing Company, Ltd. | 3,957 | 930,221 |
Fuji Electric Company, Ltd. | 11,493 | 460,007 |
FUJIFILM Holdings Corp. | 9,700 | 502,934 |
Fujitsu, Ltd. | 3,300 | 437,690 |
GLP J-REIT | 101 | 115,342 |
GMO Payment Gateway, Inc. | 2,800 | 217,765 |
Hakuhodo DY Holdings, Inc. | 11,600 | 135,879 |
Hamamatsu Photonics KK | 8,400 | 442,933 |
Hankyu Hanshin Holdings, Inc. | 19,600 | 609,599 |
Hikari Tsushin, Inc. | 541 | 73,423 |
Hirose Electric Company, Ltd. | 1,005 | 134,920 |
Hitachi Construction Machinery Company, Ltd. | 7,800 | 190,754 |
Hitachi, Ltd. | 40,600 | 2,231,785 |
Honda Motor Company, Ltd. | 43,654 | 1,150,300 |
Hoshizaki Corp. | 4,200 | 147,439 |
Hoya Corp. | 10,000 | 1,043,587 |
Hulic Company, Ltd. | 57,100 | 489,375 |
Ibiden Company, Ltd. | 5,200 | 203,165 |
Idemitsu Kosan Company, Ltd. | 29,159 | 617,165 |
SEE NOTES TO FINANCIAL STATEMENTS | ANNUAL REPORT | JOHN HANCOCK MULTIFACTOR ETFS | 15 |
Shares or Principal Amount | Value | |
Japan (continued) | ||
Iida Group Holdings Company, Ltd. | 9,000 | $159,292 |
Inpex Corp. | 47,000 | 508,435 |
Isuzu Motors, Ltd. | 81,800 | 955,780 |
ITOCHU Corp. | 67,100 | 2,213,588 |
Itochu Techno-Solutions Corp. | 5,500 | 141,978 |
Japan Airlines Company, Ltd. | 14,200 | 269,682 |
Japan Exchange Group, Inc. | 28,000 | 452,290 |
Japan Metropolitan Fund Investment Corp. | 155 | 113,263 |
Japan Post Bank Company, Ltd. (B) | 8,000 | 63,746 |
Japan Post Holdings Company, Ltd. | 39,700 | 325,962 |
Japan Post Insurance Company, Ltd. | 11,900 | 192,179 |
Japan Real Estate Investment Corp. | 37 | 146,462 |
Japan Tobacco, Inc. | 49,800 | 1,069,220 |
JFE Holdings, Inc. | 66,800 | 785,911 |
JSR Corp. | 7,900 | 182,176 |
Kajima Corp. | 35,400 | 466,662 |
Kao Corp. | 12,700 | 513,447 |
Kawasaki Kisen Kaisha, Ltd. (B) | 9,000 | 213,161 |
KDDI Corp. | 38,300 | 1,194,862 |
Keio Corp. | 4,370 | 161,751 |
Keisei Electric Railway Company, Ltd. | 7,300 | 257,067 |
Keyence Corp. | 2,770 | 1,242,955 |
Kikkoman Corp. | 1,500 | 88,459 |
Kintetsu Group Holdings Company, Ltd. | 7,000 | 235,964 |
Kirin Holdings Company, Ltd. | 8,000 | 129,784 |
Kobayashi Pharmaceutical Company, Ltd. | 1,100 | 68,505 |
Kobe Bussan Company, Ltd. | 8,800 | 245,908 |
Koei Tecmo Holdings Company, Ltd. (B) | 5,900 | 108,238 |
Koito Manufacturing Company, Ltd. | 11,800 | 226,615 |
Komatsu, Ltd. | 40,200 | 987,249 |
Konami Group Corp. | 5,800 | 284,963 |
Kose Corp. | 1,000 | 116,109 |
Kubota Corp. | 22,600 | 339,917 |
Kyocera Corp. | 8,100 | 423,010 |
Kyowa Kirin Company, Ltd. | 5,300 | 117,549 |
Lasertec Corp. | 2,000 | 270,260 |
Lixil Corp. | 27,400 | 429,015 |
M3, Inc. | 10,200 | 248,698 |
Makita Corp. | 2,500 | 70,136 |
Marubeni Corp. | 45,000 | 634,524 |
MatsukiyoCocokara & Company | 2,800 | 149,495 |
Mazda Motor Corp. | 49,200 | 438,650 |
MEIJI Holdings Company, Ltd. | 25,200 | 607,954 |
MINEBEA MITSUMI, Inc. | 34,200 | 627,915 |
MISUMI Group, Inc. | 17,200 | 430,742 |
Mitsubishi Chemical Group Corp. | 163,100 | 951,661 |
Mitsubishi Corp. | 31,300 | 1,153,479 |
Mitsubishi Electric Corp. | 36,600 | 451,301 |
Mitsubishi Estate Company, Ltd. | 21,900 | 268,915 |
Mitsubishi HC Capital, Inc. | 104,600 | 540,803 |
Mitsubishi Heavy Industries, Ltd. | 15,300 | 576,089 |
Shares or Principal Amount | Value | |
Japan (continued) | ||
Mitsubishi Motors Corp. (A) | 57,700 | $218,232 |
Mitsubishi UFJ Financial Group, Inc. | 281,670 | 1,764,303 |
Mitsui & Company, Ltd. | 34,800 | 1,080,815 |
Mitsui Chemicals, Inc. | 21,700 | 544,233 |
Mitsui Fudosan Company, Ltd. | 17,600 | 347,825 |
Mitsui O.S.K. Lines, Ltd. (B) | 22,400 | 552,741 |
Mizuho Financial Group, Inc. | 49,900 | 720,108 |
MonotaRO Company, Ltd. | 13,200 | 198,536 |
MS&AD Insurance Group Holdings, Inc. | 11,400 | 372,144 |
Murata Manufacturing Company, Ltd. | 11,500 | 665,516 |
NEC Corp. | 16,103 | 616,139 |
Nexon Company, Ltd. | 3,800 | 85,675 |
NGK Insulators, Ltd. | 15,700 | 196,012 |
Nidec Corp. | 8,900 | 438,186 |
Nintendo Company, Ltd. | 20,970 | 881,059 |
Nippon Building Fund, Inc. | 38 | 159,072 |
Nippon Express Holdings, Inc. | 9,800 | 572,893 |
Nippon Paint Holdings Company, Ltd. | 10,500 | 94,308 |
Nippon Sanso Holdings Corp. | 15,100 | 270,583 |
Nippon Steel Corp. | 38,300 | 813,733 |
Nippon Telegraph & Telephone Corp. | 33,966 | 1,034,957 |
Nippon Yusen KK (B) | 14,500 | 341,083 |
Nissan Chemical Corp. | 8,300 | 366,952 |
Nissan Motor Company, Ltd. | 61,500 | 222,306 |
Nissin Foods Holdings Company, Ltd. | 2,316 | 223,155 |
Nitori Holdings Company, Ltd. | 2,201 | 280,692 |
Nitto Denko Corp. | 17,194 | 1,106,154 |
Nomura Holdings, Inc. | 86,900 | 310,100 |
Nomura Real Estate Master Fund, Inc. | 119 | 139,044 |
Nomura Research Institute, Ltd. | 9,700 | 243,631 |
NTT Data Corp. | 15,900 | 214,740 |
Obayashi Corp. | 52,600 | 437,287 |
Obic Company, Ltd. | 1,100 | 168,920 |
Odakyu Electric Railway Company, Ltd. | 13,600 | 189,570 |
Oji Holdings Corp. | 75,600 | 295,926 |
Olympus Corp. | 29,800 | 518,132 |
Omron Corp. | 3,700 | 215,807 |
Ono Pharmaceutical Company, Ltd. | 6,965 | 140,359 |
Oracle Corp. Japan | 1,700 | 121,727 |
Oriental Land Company, Ltd. | 10,000 | 352,440 |
ORIX Corp. | 32,100 | 542,210 |
Osaka Gas Company, Ltd. | 34,900 | 577,715 |
Otsuka Corp. | 7,400 | 268,197 |
Otsuka Holdings Company, Ltd. | 8,200 | 277,077 |
Pan Pacific International Holdings Corp. | 21,800 | 405,693 |
Panasonic Holdings Corp. | 85,804 | 802,493 |
Rakuten Group, Inc. | 9,300 | 46,102 |
Recruit Holdings Company, Ltd. | 24,000 | 674,006 |
Renesas Electronics Corp. (A) | 22,900 | 298,012 |
Resona Holdings, Inc. | 68,600 | 339,914 |
Ricoh Company, Ltd. | 37,400 | 307,901 |
16 | JOHN HANCOCK MULTIFACTOR ETFS | ANNUAL REPORT | SEE NOTES TO FINANCIAL STATEMENTS |
Shares or Principal Amount | Value | |
Japan (continued) | ||
Rohm Company, Ltd. | 5,700 | $426,145 |
SBI Holdings, Inc. | 21,900 | 425,728 |
SCSK Corp. | 8,100 | 121,829 |
Secom Company, Ltd. | 2,261 | 144,429 |
Seiko Epson Corp. | 42,600 | 647,924 |
Sekisui Chemical Company, Ltd. | 52,400 | 742,717 |
Sekisui House, Ltd. | 17,200 | 352,425 |
Seven & i Holdings Company, Ltd. | 19,600 | 884,530 |
SG Holdings Company, Ltd. | 18,500 | 265,479 |
Sharp Corp. | 11,600 | 82,294 |
Shimadzu Corp. | 18,900 | 587,133 |
Shimano, Inc. | 1,286 | 198,522 |
Shimizu Corp. | 46,400 | 282,493 |
Shin-Etsu Chemical Company, Ltd. | 32,490 | 921,741 |
Shionogi & Company, Ltd. | 3,071 | 136,968 |
Shiseido Company, Ltd. | 6,177 | 308,521 |
SMC Corp. | 645 | 320,925 |
SoftBank Corp. | 51,900 | 583,739 |
SoftBank Group Corp. | 27,436 | 1,026,394 |
Sompo Holdings, Inc. | 9,100 | 377,794 |
Sony Group Corp. | 23,800 | 2,242,529 |
Square Enix Holdings Company, Ltd. | 4,000 | 196,233 |
Subaru Corp. | 54,200 | 873,712 |
SUMCO Corp. | 16,900 | 231,473 |
Sumitomo Chemical Company, Ltd. | 144,500 | 486,035 |
Sumitomo Corp. | 28,400 | 506,201 |
Sumitomo Electric Industries, Ltd. | 48,300 | 611,532 |
Sumitomo Metal Mining Company, Ltd. | 25,200 | 927,014 |
Sumitomo Mitsui Financial Group, Inc. | 31,200 | 1,271,463 |
Sumitomo Mitsui Trust Holdings, Inc. | 8,875 | 318,657 |
Sumitomo Realty & Development Company, Ltd. | 13,900 | 322,579 |
Suntory Beverage & Food, Ltd. | 7,800 | 292,718 |
Suzuki Motor Corp. | 15,600 | 538,350 |
Sysmex Corp. | 7,248 | 463,416 |
T&D Holdings, Inc. | 38,700 | 470,090 |
Taisei Corp. | 15,561 | 527,404 |
Taiyo Yuden Company, Ltd. | 5,100 | 155,062 |
Takeda Pharmaceutical Company, Ltd. | 43,147 | 1,429,731 |
TDK Corp. | 17,700 | 603,801 |
Terumo Corp. | 7,900 | 235,320 |
The Chiba Bank, Ltd. | 61,400 | 398,165 |
The Kansai Electric Power Company, Inc. | 76,800 | 829,112 |
TIS, Inc. | 12,800 | 349,693 |
Tobu Railway Company, Ltd. | 8,100 | 206,121 |
Toho Company, Ltd. | 4,200 | 166,254 |
Tokio Marine Holdings, Inc. | 38,200 | 763,074 |
Tokyo Century Corp. | 5,300 | 180,994 |
Tokyo Electric Power Company Holdings, Inc. (A) | 65,300 | 233,548 |
Tokyo Electron, Ltd. | 9,171 | 1,043,621 |
Shares or Principal Amount | Value | |
Japan (continued) | ||
Tokyo Gas Company, Ltd. | 55,200 | $1,131,445 |
Tokyu Corp. | 33,800 | 476,102 |
Toppan, Inc. | 21,300 | 450,825 |
Toray Industries, Inc. | 137,100 | 772,972 |
Toshiba Corp. | 4,800 | 155,106 |
Tosoh Corp. | 21,000 | 279,301 |
TOTO, Ltd. | 7,100 | 242,202 |
Toyo Suisan Kaisha, Ltd. | 1,500 | 66,867 |
Toyota Industries Corp. | 4,000 | 230,603 |
Toyota Motor Corp. | 236,640 | 3,227,265 |
Toyota Tsusho Corp. | 10,300 | 424,360 |
Trend Micro, Inc. | 9,100 | 442,419 |
Unicharm Corp. | 10,300 | 414,224 |
USS Company, Ltd. | 15,400 | 257,637 |
Welcia Holdings Company, Ltd. | 4,700 | 98,235 |
West Japan Railway Company | 13,981 | 604,870 |
Yakult Honsha Company, Ltd. | 3,500 | 262,953 |
Yamaha Corp. | 4,766 | 186,559 |
Yamaha Motor Company, Ltd. | 43,100 | 1,107,847 |
Yamato Holdings Company, Ltd. | 28,300 | 485,089 |
Yaskawa Electric Corp. | 14,900 | 602,938 |
Z Holdings Corp. | 43,700 | 118,938 |
ZOZO, Inc. | 9,600 | 201,356 |
Luxembourg - 0.3% | 1,380,782 | |
ArcelorMittal SA | 43,341 | 1,230,184 |
Tenaris SA | 10,453 | 150,598 |
Macau - 0.0% | 100,758 | |
Sands China, Ltd. (A) | 28,400 | 100,758 |
Malaysia - 0.0% | 205,312 | |
Lynas Rare Earths, Ltd. (A) | 48,317 | 205,312 |
Mexico - 0.0% | 86,796 | |
Fresnillo PLC | 9,707 | 86,796 |
Netherlands - 4.4% | 21,290,104 | |
ABN AMRO Bank NV (C) | 31,967 | 512,257 |
Adyen NV (A)(C) | 288 | 461,666 |
Argenx SE (A) | 489 | 188,248 |
Argenx SE, Additional Offering (A) | 3 | 1,155 |
ASM International NV | 2,806 | 1,016,241 |
ASML Holding NV (B) | 8,467 | 5,360,831 |
Heineken Holding NV | 8,982 | 862,207 |
Heineken NV (B) | 5,155 | 592,161 |
ING Groep NV (B) | 90,250 | 1,115,923 |
JDE Peet’s NV | 4,886 | 148,878 |
Koninklijke Ahold Delhaize NV | 79,701 | 2,747,045 |
Prosus NV (A) | 13,799 | 1,033,938 |
Stellantis NV (B) | 121,995 | 2,020,237 |
Universal Music Group NV | 28,847 | 630,891 |
Wolters Kluwer NV | 34,667 | 4,598,426 |
SEE NOTES TO FINANCIAL STATEMENTS | ANNUAL REPORT | JOHN HANCOCK MULTIFACTOR ETFS | 17 |
Shares or Principal Amount | Value | |
New Zealand - 0.2% | $795,577 | |
Auckland International Airport, Ltd. (A) | 20,691 | 112,973 |
Contact Energy, Ltd. | 10,302 | 49,823 |
Fisher & Paykel Healthcare Corp., Ltd. | 9,750 | 166,691 |
Infratil, Ltd. | 9,234 | 54,467 |
Mainfreight, Ltd. | 1,182 | 52,345 |
Mercury NZ, Ltd. | 5,448 | 21,334 |
Meridian Energy, Ltd. | 28,304 | 95,452 |
Spark New Zealand, Ltd. | 46,826 | 151,262 |
Xero, Ltd. (A) | 1,479 | 91,230 |
Norway - 0.5% | 2,597,926 | |
Adevinta ASA (A) | 2,043 | 15,670 |
Aker ASA, A Shares | 631 | 38,364 |
Aker BP ASA (B) | 11,000 | 261,853 |
DNB Bank ASA (B) | 23,455 | 410,695 |
Equinor ASA | 26,239 | 748,557 |
Gjensidige Forsikring ASA | 2,122 | 36,779 |
Kongsberg Gruppen ASA | 879 | 39,284 |
Mowi ASA | 5,150 | 97,835 |
Norsk Hydro ASA | 30,729 | 224,825 |
Orkla ASA | 12,367 | 88,608 |
Salmar ASA | 640 | 28,285 |
Schibsted ASA, A Shares | 888 | 15,682 |
Schibsted ASA, B Shares | 1,445 | 23,328 |
Telenor ASA | 15,789 | 196,345 |
TOMRA Systems ASA (B) | 5,756 | 87,758 |
Var Energi ASA | 3,970 | 10,360 |
Yara International ASA | 6,824 | 273,698 |
Portugal - 0.3% | 1,347,787 | |
EDP - Energias de Portugal SA (B) | 66,693 | 368,145 |
Galp Energia SGPS SA (B) | 64,583 | 783,583 |
Jeronimo Martins SGPS SA | 7,755 | 196,059 |
Singapore - 1.6% | 7,799,643 | |
CapitaLand Ascendas REIT | 62,692 | 134,392 |
CapitaLand Ascott Trust | 2,537 | 2,054 |
CapitaLand Integrated Commercial Trust | 129,559 | 197,133 |
CapitaLand Investment, Ltd. | 44,500 | 124,079 |
City Developments, Ltd. | 47,100 | 245,358 |
DBS Group Holdings, Ltd. | 43,112 | 1,060,552 |
Genting Singapore, Ltd. | 254,700 | 215,726 |
Grab Holdings, Ltd., Class A (A) | 88,576 | 257,756 |
Great Eastern Holdings, Ltd. | 5,700 | 72,759 |
Jardine Cycle & Carriage, Ltd. | 13,000 | 330,128 |
Keppel Corp., Ltd. | 109,100 | 504,551 |
Mapletree Logistics Trust | 65,600 | 85,556 |
Mapletree Pan Asia Commercial Trust | 63,200 | 83,373 |
Oversea-Chinese Banking Corp., Ltd. | 111,468 | 1,051,057 |
Sea, Ltd., ADR (A) | 3,534 | 269,185 |
Singapore Airlines, Ltd. | 57,600 | 252,565 |
Singapore Exchange, Ltd. | 68,500 | 491,358 |
Shares or Principal Amount | Value | |
Singapore (continued) | ||
Singapore Technologies Engineering, Ltd. | 95,900 | $260,209 |
Singapore Telecommunications, Ltd. | 231,500 | 442,473 |
United Overseas Bank, Ltd. | 69,324 | 1,466,344 |
Wilmar International, Ltd. | 85,900 | 253,035 |
Spain - 2.7% | 13,078,760 | |
Aena SME SA (A)(B)(C) | 4,317 | 728,717 |
Amadeus IT Group SA (A) | 12,839 | 903,467 |
Banco Bilbao Vizcaya Argentaria SA | 261,349 | 1,918,720 |
Banco Santander SA (B) | 412,405 | 1,450,798 |
CaixaBank SA | 96,259 | 356,217 |
Cellnex Telecom SA (A)(C) | 6,260 | 263,794 |
Corp. ACCIONA Energias Renovables SA (A)(B) | 6,015 | 216,217 |
EDP Renovaveis SA (A) | 1,932 | 43,000 |
Endesa SA | 19,963 | 448,938 |
Ferrovial SA | 27,197 | 853,625 |
Iberdrola SA | 91,702 | 1,192,596 |
Industria de Diseno Textil SA (B) | 30,735 | 1,057,304 |
Naturgy Energy Group SA | 3,975 | 124,192 |
Repsol SA | 169,694 | 2,500,082 |
Telefonica SA | 224,219 | 1,021,093 |
Sweden - 2.8% | 13,837,660 | |
Alfa Laval AB (B) | 3,280 | 120,075 |
Assa Abloy AB, B Shares (B) | 11,030 | 262,275 |
Atlas Copco AB, A Shares | 68,502 | 989,071 |
Atlas Copco AB, B Shares (B) | 38,764 | 496,206 |
Axfood AB | 4,578 | 113,454 |
Beijer Ref AB (B) | 12,425 | 202,778 |
Boliden AB (B) | 19,227 | 686,434 |
Castellum AB (B) | 15,028 | 182,113 |
Epiroc AB, A Shares | 16,322 | 326,209 |
Epiroc AB, B Shares | 9,748 | 167,357 |
EQT AB | 2,724 | 58,372 |
Essity AB, B Shares | 12,162 | 368,396 |
Evolution AB (C) | 2,840 | 378,048 |
Fastighets AB Balder, B Shares (A) | 15,574 | 72,258 |
Getinge AB, B Shares | 8,896 | 225,408 |
Hennes & Mauritz AB, B Shares (B) | 20,147 | 294,390 |
Hexagon AB, B Shares (B) | 21,624 | 246,339 |
Holmen AB, B Shares | 5,802 | 219,076 |
Husqvarna AB, B Shares | 39,462 | 339,710 |
Indutrade AB | 17,265 | 413,562 |
Lifco AB, B Shares | 11,173 | 254,346 |
Nibe Industrier AB, B Shares | 15,868 | 177,132 |
Saab AB, B Shares | 1,155 | 64,814 |
Sagax AB, B Shares (B) | 5,482 | 134,147 |
Sandvik AB (B) | 29,036 | 590,217 |
Skandinaviska Enskilda Banken AB, A Shares | 33,640 | 382,077 |
Skandinaviska Enskilda Banken AB, C Shares | 311 | 3,966 |
Skanska AB, B Shares | 33,117 | 540,475 |
SKF AB, B Shares | 32,612 | 589,145 |
18 | JOHN HANCOCK MULTIFACTOR ETFS | ANNUAL REPORT | SEE NOTES TO FINANCIAL STATEMENTS |
Shares or Principal Amount | Value | |
Sweden (continued) | ||
SSAB AB, A Shares | 17,874 | $126,615 |
SSAB AB, B Shares (B) | 46,108 | 310,706 |
Svenska Cellulosa AB SCA, B Shares | 16,101 | 220,467 |
Svenska Handelsbanken AB, A Shares | 39,085 | 345,305 |
Svenska Handelsbanken AB, B Shares (B) | 1,551 | 17,026 |
Sweco AB, B Shares | 7,754 | 103,717 |
Swedbank AB, A Shares | 25,670 | 445,466 |
Swedish Orphan Biovitrum AB (A) | 7,310 | 177,739 |
Tele2 AB, B Shares | 48,914 | 519,553 |
Telefonaktiebolaget LM Ericsson, B Shares | 48,065 | 264,147 |
Telia Company AB | 64,548 | 179,726 |
Trelleborg AB, B Shares (B) | 16,278 | 408,487 |
Volvo AB, A Shares | 13,166 | 278,537 |
Volvo AB, B Shares | 72,067 | 1,481,072 |
Volvo Car AB, B Shares (A)(B) | 14,901 | 61,247 |
Switzerland - 9.9% | 48,341,634 | |
ABB, Ltd. | 44,828 | 1,617,747 |
Alcon, Inc. | 30,487 | 2,220,288 |
Chocoladefabriken Lindt & Spruengli AG | 7 | 863,547 |
Cie Financiere Richemont SA, A Shares | 11,700 | 1,931,706 |
Coca-Cola HBC AG (A) | 18,949 | 577,324 |
DSM-Firmenich AG (A) | 4,705 | 616,878 |
Givaudan SA | 444 | 1,557,405 |
Glencore PLC | 485,331 | 2,860,960 |
Holcim, Ltd. (A) | 34,829 | 2,301,715 |
Kuehne + Nagel International AG | 3,172 | 940,499 |
Lonza Group AG | 1,424 | 886,030 |
Nestle SA | 50,535 | 6,502,183 |
Novartis AG | 46,151 | 4,725,286 |
Partners Group Holding AG | 1,502 | 1,456,689 |
Roche Holding AG | 13,160 | 4,145,167 |
Roche Holding AG, Bearer Shares (B) | 877 | 297,966 |
Schindler Holding AG | 1,102 | 235,121 |
Schindler Holding AG, Participation Certificates | 2,439 | 544,497 |
Sika AG | 9,701 | 2,674,710 |
STMicroelectronics NV | 53,151 | 2,262,944 |
Straumann Holding AG | 5,595 | 840,146 |
Swiss Re AG | 23,173 | 2,335,915 |
Swisscom AG | 3,628 | 2,498,696 |
UBS Group AG | 80,878 | 1,641,549 |
Zurich Insurance Group AG | 3,724 | 1,806,666 |
United Arab Emirates - 0.0% | 13 | |
NMC Health PLC (A) | 5,181 | 13 |
United Kingdom - 15.3% | 74,329,538 | |
3i Group PLC | 88,703 | 1,970,043 |
Admiral Group PLC | 21,594 | 627,240 |
Anglo American PLC | 48,699 | 1,496,579 |
Ashtead Group PLC | 24,126 | 1,387,929 |
Associated British Foods PLC | 21,615 | 531,404 |
Shares or Principal Amount | Value | |
United Kingdom (continued) | ||
AstraZeneca PLC | 15,227 | $2,248,046 |
Auto Trader Group PLC (C) | 61,870 | 494,271 |
Aviva PLC | 178,259 | 947,748 |
BAE Systems PLC | 35,365 | 450,726 |
Barclays PLC | 452,376 | 909,064 |
BP PLC | 727,358 | 4,885,573 |
British American Tobacco PLC | 43,643 | 1,605,603 |
BT Group PLC | 866,622 | 1,730,286 |
Bunzl PLC | 15,384 | 611,796 |
Burberry Group PLC | 34,537 | 1,124,742 |
CNH Industrial NV | 25,426 | 357,756 |
Coca-Cola Europacific Partners PLC | 13,874 | 886,848 |
Compass Group PLC | 20,768 | 547,386 |
Croda International PLC | 6,070 | 532,531 |
Diageo PLC | 51,551 | 2,346,856 |
Dowlais Group PLC (A) | 87,156 | 145,259 |
Entain PLC | 26,805 | 486,501 |
Ferguson PLC | 12,692 | 1,785,891 |
GSK PLC | 78,399 | 1,419,958 |
Haleon PLC | 171,570 | 756,919 |
Halma PLC | 17,215 | 499,394 |
HSBC Holdings PLC | 457,408 | 3,298,870 |
Imperial Brands PLC | 62,468 | 1,544,803 |
Informa PLC | 94,759 | 860,636 |
InterContinental Hotels Group PLC | 6,122 | 420,133 |
Intertek Group PLC | 11,140 | 581,918 |
JD Sports Fashion PLC | 161,204 | 326,315 |
Legal & General Group PLC | 371,418 | 1,092,862 |
Lloyds Banking Group PLC | 1,730,923 | 1,048,638 |
London Stock Exchange Group PLC | 6,468 | 678,499 |
Melrose Industries PLC | 87,156 | 448,045 |
Mondi PLC | 46,831 | 744,603 |
National Grid PLC | 94,513 | 1,359,591 |
NatWest Group PLC | 156,656 | 515,881 |
Next PLC | 11,829 | 1,002,095 |
Pearson PLC | 41,490 | 462,560 |
Phoenix Group Holdings PLC | 47,929 | 356,512 |
Prudential PLC | 27,620 | 420,579 |
Reckitt Benckiser Group PLC | 8,328 | 673,058 |
RELX PLC | 49,951 | 1,661,250 |
Rentokil Initial PLC | 147,283 | 1,170,699 |
Rio Tinto PLC | 27,440 | 1,741,367 |
Rolls-Royce Holdings PLC (A) | 294,267 | 562,749 |
Schroders PLC | 64,356 | 392,878 |
Segro PLC | 31,237 | 327,757 |
Severn Trent PLC | 16,325 | 601,614 |
Shell PLC | 292,581 | 9,017,108 |
Smith & Nephew PLC | 20,957 | 346,251 |
Smiths Group PLC | 16,210 | 342,493 |
Spirax-Sarco Engineering PLC | 3,339 | 465,424 |
SSE PLC | 50,477 | 1,165,794 |
SEE NOTES TO FINANCIAL STATEMENTS | ANNUAL REPORT | JOHN HANCOCK MULTIFACTOR ETFS | 19 |
Shares or Principal Amount | Value | |
United Kingdom (continued) | ||
St. James’s Place PLC | 24,918 | $377,869 |
Standard Chartered PLC | 194,631 | 1,537,266 |
Tesco PLC | 469,219 | 1,657,820 |
The Sage Group PLC | 46,554 | 478,993 |
Unilever PLC | 56,971 | 3,176,839 |
United Utilities Group PLC | 39,306 | 534,548 |
Vodafone Group PLC | 800,868 | 965,340 |
Whitbread PLC | 14,952 | 610,214 |
WPP PLC | 49,195 | 573,318 |
United States - 0.0% | 31,938 | |
Carnival PLC (A) | 3,883 | 31,938 |
PREFERRED SECURITIES - 0.7% | $3,302,683 | |
(Cost $3,622,782) | ||
Germany - 0.7% | 3,302,683 | |
Bayerische Motoren Werke AG | 2,775 | 294,872 |
Dr. Ing. h.c. F. Porsche AG (A) | 793 | 99,279 |
Henkel AG & Company KGaA | 10,537 | 852,455 |
Porsche Automobil Holding SE | 10,115 | 563,708 |
Sartorius AG | 1,319 | 511,992 |
Volkswagen AG | 7,180 | 980,377 |
RIGHTS - 0.0% | $0 | |
(Cost $0) | ||
Strabag SE (Expiration Date: 1-1-27) (A)(D)(E) | 432 | 0 |
SHORT-TERM INVESTMENTS - 3.7% | $18,093,844 | |
(Cost $18,094,036) | ||
Short-term funds - 3.7% | 18,093,844 | |
John Hancock Collateral Trust, 4.9058% (F)(G) | 1,729,784 | 17,292,826 |
State Street Institutional U.S. Government Money Market Fund, Premier Class, 4.7429% (F) | 801,018 | 801,018 |
Total investments (Multifactor Developed International ETF) (Cost $452,784,386) - 102.5% | $498,679,315 | |
Other assets and liabilities, net - (2.5%) | (12,002,546) | |
Total net assets - 100.0% | $486,676,769 |
The percentage shown for each investment category is the total value of the category as a percentage of the net assets of the fund. | |
Security Abbreviations and Legend | |
ADR | American Depositary Receipt |
(A) | Non-income producing security. |
(B) | All or a portion of this security is on loan as of 4-30-23. |
(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) | 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) | Strike price and/or expiration date not available. |
(F) | The rate shown is the annualized seven-day yield as of 4-30-23. |
(G) | Investment is an affiliate of the fund, the advisor and/or subadvisor. This security represents the investment of cash collateral received for securities lending. |
Shares or Principal Amount | Value | |
COMMON STOCKS - 98.3% | $691,077,417 | |
(Cost $673,172,115) | ||
Brazil - 3.9% | 27,306,048 | |
Ambev SA | 352,600 | 997,994 |
Atacadao SA | 40,600 | 87,240 |
B3 SA - Brasil Bolsa Balcao | 450,300 | 1,051,302 |
Banco Bradesco SA | 197,405 | 490,075 |
Banco BTG Pactual SA | 85,048 | 398,138 |
Banco do Brasil SA | 125,700 | 1,076,887 |
BB Seguridade Participacoes SA | 125,100 | 857,947 |
Caixa Seguridade Participacoes S/A | 46,600 | 88,117 |
CCR SA | 215,300 | 583,991 |
Centrais Eletricas Brasileiras SA | 77,837 | 526,656 |
Cia de Saneamento Basico do Estado de Sao Paulo | 70,600 | 650,985 |
Cia Energetica de Minas Gerais | 39,889 | 161,060 |
Cia Siderurgica Nacional SA | 88,700 | 251,942 |
Cosan SA | 87,400 | 261,701 |
CPFL Energia SA | 38,500 | 255,033 |
Eneva SA (A) | 39,900 | 90,521 |
Engie Brasil Energia SA | 50,325 | 414,744 |
Equatorial Energia SA | 108,259 | 591,623 |
Hapvida Participacoes e Investimentos SA (A)(B) | 450,807 | 248,704 |
Hypera SA | 47,200 | 351,440 |
JBS SA | 225,800 | 807,904 |
Klabin SA | 111,300 | 425,591 |
Localiza Rent a Car SA | 90,463 | 1,048,954 |
Lojas Renner SA | 121,284 | 384,009 |
Magazine Luiza SA (A) | 238,728 | 159,379 |
Natura & Company Holding SA (A) | 112,400 | 248,487 |
Petro Rio SA (A) | 64,200 | 445,936 |
Petroleo Brasileiro SA | 649,300 | 3,461,393 |
Raia Drogasil SA | 196,300 | 1,031,165 |
Rede D’Or Sao Luiz SA (B) | 35,636 | 162,906 |
Rumo SA | 136,490 | 537,464 |
Sendas Distribuidora SA | 92,700 | 227,727 |
Suzano SA | 103,865 | 826,294 |
Telefonica Brasil SA | 73,400 | 603,298 |
TIM SA | 175,700 | 491,680 |
Vale SA | 417,900 | 6,047,745 |
WEG SA | 116,800 | 960,016 |
Cayman Islands - 0.0% | 244,092 | |
Parade Technologies, Ltd. | 8,000 | 244,092 |
Chile - 0.4% | 3,170,709 | |
Banco de Chile | 3,983,338 | 426,773 |
Banco de Credito e Inversiones SA | 8,095 | 245,708 |
Banco Santander Chile | 9,925,774 | 477,590 |
Cencosud SA (A) | 272,460 | 558,692 |
Cia Sud Americana de Vapores SA | 1,536,414 | 157,984 |
Empresas CMPC SA | 191,898 | 302,597 |
20 | JOHN HANCOCK MULTIFACTOR ETFS | ANNUAL REPORT | SEE NOTES TO FINANCIAL STATEMENTS |
Shares or Principal Amount | Value | |
Chile (continued) | ||
Empresas COPEC SA | 42,721 | $299,123 |
Enel Americas SA | 2,577,466 | 353,419 |
Enel Chile SA | 3,592,026 | 205,969 |
Falabella SA | 66,205 | 142,854 |
China - 23.6% | 165,722,464 | |
360 Security Technology, Inc., Class A | 15,600 | 35,959 |
37 Interactive Entertainment Network Technology Group Company, Ltd., Class A | 6,100 | 27,021 |
Agricultural Bank of China, Ltd., H Shares | 4,368,000 | 1,686,014 |
Aier Eye Hospital Group Company, Ltd., A Shares | 71,662 | 304,720 |
Alibaba Group Holding, Ltd., ADR (A) | 129,520 | 10,969,049 |
Aluminum Corp. of China, Ltd., H Shares | 742,000 | 438,589 |
Anhui Conch Cement Company, Ltd., H Shares | 239,000 | 752,022 |
Anhui Gujing Distillery Company, Ltd., A Shares | 3,300 | 130,386 |
Anhui Yingjia Distillery Company, Ltd., Class A | 1,800 | 16,630 |
ANTA Sports Products, Ltd. | 186,400 | 2,298,567 |
Asymchem Laboratories Tianjin Company, Ltd., Class A | 1,920 | 35,043 |
Avary Holding Shenzhen Company, Ltd., A Shares | 27,700 | 104,392 |
Baidu, Inc., ADR (A) | 28,594 | 3,448,722 |
Bank of Beijing Company, Ltd., Class A | 162,900 | 111,450 |
Bank of Chengdu Company, Ltd., Class A | 17,600 | 34,904 |
Bank of China, Ltd., H Shares | 9,120,000 | 3,636,428 |
Bank of Communications Company, Ltd., H Shares | 3,000,000 | 1,933,783 |
Bank of Hangzhou Company, Ltd., A Shares | 45,300 | 82,124 |
Bank of Jiangsu Company, Ltd., Class A | 116,500 | 129,646 |
Bank of Nanjing Company, Ltd., Class A | 78,800 | 107,141 |
Bank of Ningbo Company, Ltd., A Shares | 81,415 | 321,749 |
Bank of Shanghai Company, Ltd., A Shares | 140,600 | 127,446 |
Baoshan Iron & Steel Company, Ltd., A Shares | 272,600 | 253,391 |
Beijing Kingsoft Office Software, Inc., Class A | 1,355 | 86,093 |
Beijing New Building Materials PLC, Class A | 4,800 | 18,374 |
Beijing Wantai Biological Pharmacy Enterprise Company, Ltd., Class A (A) | 1,400 | 21,203 |
Bilibili, Inc., Class Z (A) | 22,940 | 459,390 |
Bloomage Biotechnology Corp., Ltd., Class A | 700 | 10,042 |
BOE Technology Group Company, Ltd., A Shares | 483,300 | 280,429 |
BYD Company, Ltd., H Shares | 68,000 | 2,044,357 |
Changchun High & New Technology Industry Group, Inc., A Shares | 4,100 | 96,408 |
Chaozhou Three-Circle Group Company, Ltd., Class A | 4,500 | 19,648 |
China CITIC Bank Corp., Ltd., H Shares | 1,882,000 | 1,016,533 |
China Coal Energy Company, Ltd., H Shares | 376,000 | 321,879 |
China Construction Bank Corp., H Shares | 10,292,000 | 6,883,272 |
China Eastern Airlines Corp., Ltd., H Shares (A)(C) | 210,000 | 82,396 |
Shares or Principal Amount | Value | |
China (continued) | ||
China Energy Engineering Corp., Ltd., H Shares | 766,000 | $115,145 |
China Everbright Bank Company, Ltd., H Shares | 566,000 | 180,978 |
China Feihe, Ltd. (B) | 224,000 | 150,667 |
China Galaxy Securities Company, Ltd., H Shares | 382,500 | 207,089 |
China Hongqiao Group, Ltd. | 422,500 | 413,894 |
China International Capital Corp., Ltd., H Shares (B) | 297,600 | 622,504 |
China Jushi Company, Ltd., Class A | 40,000 | 84,178 |
China Life Insurance Company, Ltd., H Shares | 1,041,000 | 1,991,850 |
China Longyuan Power Group Corp., Ltd., H Shares | 708,000 | 739,576 |
China Merchants Bank Company, Ltd., H Shares | 462,500 | 2,218,261 |
China Merchants Securities Company, Ltd., H Shares (B) | 117,940 | 119,444 |
China Merchants Shekou Industrial Zone Holdings Company, Ltd., A Shares | 57,900 | 114,159 |
China Minsheng Banking Corp., Ltd., H Shares (C) | 1,208,500 | 443,379 |
China National Building Material Company, Ltd., H Shares | 534,000 | 398,634 |
China Northern Rare Earth Group High-Tech Company, Ltd., Class A | 26,200 | 95,146 |
China Pacific Insurance Group Company, Ltd., H Shares | 484,800 | 1,442,067 |
China Petroleum & Chemical Corp., H Shares | 4,500,000 | 2,940,802 |
China Railway Signal & Communication Corp., Ltd., H Shares (B) | 62,000 | 29,065 |
China Resources Microelectronics, Ltd., Class A | 7,254 | 59,942 |
China Resources Mixc Lifestyle Services, Ltd. (B) | 36,400 | 192,204 |
China Resources Sanjiu Medical & Pharmaceutical Company, Ltd., Class A | 2,500 | 21,272 |
China Shenhua Energy Company, Ltd., H Shares | 518,000 | 1,715,691 |
China Southern Airlines Company, Ltd., H Shares (A)(C) | 210,000 | 146,601 |
China Tourism Group Duty Free Corp., Ltd., A Shares | 11,500 | 267,208 |
China Tower Corp., Ltd., H Shares (B) | 8,928,000 | 1,137,339 |
China Vanke Company, Ltd., H Shares | 373,672 | 581,698 |
China Zheshang Bank Company, Ltd., H Shares (C) | 59,000 | 21,120 |
Chongqing Brewery Company, Ltd., Class A | 1,100 | 16,538 |
Chongqing Zhifei Biological Products Company, Ltd., A Shares | 14,400 | 169,104 |
CITIC Securities Company, Ltd., H Shares | 197,250 | 413,602 |
CITIC, Ltd. | 728,000 | 911,635 |
CMOC Group, Ltd., H Shares | 840,000 | 512,567 |
Contemporary Amperex Technology Company, Ltd., A Shares | 21,960 | 731,715 |
SEE NOTES TO FINANCIAL STATEMENTS | ANNUAL REPORT | JOHN HANCOCK MULTIFACTOR ETFS | 21 |
Shares or Principal Amount | Value | |
China (continued) | ||
COSCO SHIPPING Energy Transportation Company, Ltd., H Shares | 48,000 | $49,224 |
COSCO SHIPPING Holdings Company, Ltd., H Shares | 805,199 | 931,376 |
CSC Financial Company, Ltd., H Shares (B) | 157,500 | 159,910 |
CSPC Pharmaceutical Group, Ltd. | 2,037,840 | 2,071,614 |
Dongfang Electric Corp., Ltd., H Shares | 11,800 | 16,656 |
East Money Information Company, Ltd., A Shares | 75,206 | 174,658 |
Ecovacs Robotics Company, Ltd., Class A | 1,300 | 13,041 |
ENN Energy Holdings, Ltd. | 182,500 | 2,487,611 |
ENN Natural Gas Company, Ltd., Class A | 5,000 | 14,650 |
Eve Energy Company, Ltd., A Shares | 13,300 | 125,836 |
Flat Glass Group Company, Ltd., H Shares (C) | 48,000 | 134,218 |
Focus Media Information Technology Company, Ltd., A Shares | 133,400 | 124,000 |
Foshan Haitian Flavouring & Food Company, Ltd., Class A (A) | 18,970 | 193,309 |
Foxconn Industrial Internet Company, Ltd., Class A | 81,300 | 189,163 |
Fuyao Glass Industry Group Company, Ltd. , H Shares (B) | 152,400 | 617,373 |
Ganfeng Lithium Group Company, Ltd., H Shares (B) | 42,600 | 279,210 |
GD Power Development Company, Ltd., Class A | 125,800 | 70,089 |
GF Securities Company, Ltd., H Shares | 225,200 | 322,456 |
GigaDevice Semiconductor, Inc., Class A | 2,200 | 34,444 |
Ginlong Technologies Company, Ltd., Class A (A) | 2,200 | 36,136 |
GoerTek, Inc., A Shares | 50,500 | 129,308 |
GoodWe Technologies Company, Ltd., Class A | 382 | 14,314 |
Gotion High-tech Company, Ltd., Class A | 8,500 | 33,739 |
Great Wall Motor Company, Ltd., H Shares (C) | 452,000 | 543,559 |
Gree Electric Appliances, Inc. of Zhuhai, A Shares | 47,200 | 268,013 |
Guangdong Haid Group Company, Ltd., A Shares | 12,100 | 95,865 |
Guanghui Energy Company, Ltd., Class A | 58,000 | 77,772 |
Guangzhou Automobile Group Company, Ltd., H Shares | 322,000 | 199,766 |
Guangzhou Baiyunshan Pharmaceutical Company, Ltd., H Shares | 8,000 | 26,242 |
Guangzhou Tinci Materials Technology Company, Ltd., Class A | 18,200 | 112,118 |
Guosen Securities Company, Ltd., Class A | 29,500 | 40,067 |
Guotai Junan Securities Company, Ltd., H Shares (B) | 189,000 | 243,175 |
H World Group, Ltd., ADR (A) | 12,102 | 567,584 |
Haier Smart Home Company, Ltd., H Shares | 522,400 | 1,693,662 |
Haitong Securities Company, Ltd., H Shares | 486,000 | 321,940 |
Hangzhou First Applied Material Company, Ltd., Class A | 8,320 | 59,000 |
Hangzhou Silan Microelectronics Company, Ltd., Class A | 2,500 | 11,872 |
Shares or Principal Amount | Value | |
China (continued) | ||
Hangzhou Tigermed Consulting Company, Ltd., A Shares | 5,200 | $68,271 |
Hansoh Pharmaceutical Group Company, Ltd. (B) | 156,000 | 283,785 |
Henan Shuanghui Investment & Development Company, Ltd., A Shares | 25,800 | 92,912 |
Hengli Petrochemical Company, Ltd., A Shares | 106,600 | 243,105 |
Hithink Royalflush Information Network Company, Ltd., Class A | 1,200 | 30,829 |
Huadian Power International Corp., H Shares (C) | 74,000 | 35,822 |
Huadong Medicine Company, Ltd., Class A | 11,600 | 69,400 |
Huaneng Power International, Inc., H Shares (A) | 374,000 | 232,502 |
Huatai Securities Company, Ltd., H Shares (B) | 275,400 | 355,042 |
Huaxia Bank Company, Ltd., Class A | 105,709 | 87,885 |
Huayu Automotive Systems Company, Ltd., Class A | 19,800 | 46,812 |
Huizhou Desay Sv Automotive Company, Ltd., Class A | 4,300 | 64,163 |
Hundsun Technologies, Inc., Class A | 6,770 | 48,272 |
Iflytek Company, Ltd., A Shares | 15,500 | 135,576 |
Imeik Technology Development Company, Ltd., Class A (A) | 1,300 | 102,070 |
Industrial & Commercial Bank of China, Ltd., H Shares | 7,485,000 | 4,023,835 |
Industrial Bank Company, Ltd., A Shares | 176,800 | 439,435 |
Industrial Securities Company, Ltd., Class A | 22,200 | 21,533 |
Inner Mongolia BaoTou Steel Union Company, Ltd., Class A | 361,900 | 95,069 |
Inner Mongolia Yili Industrial Group Company, Ltd., A Shares | 54,300 | 231,677 |
Innovent Biologics, Inc. (A)(B) | 23,000 | 109,728 |
iQIYI, Inc., ADR (A) | 19,580 | 119,438 |
JA Solar Technology Company, Ltd., Class A | 22,736 | 132,546 |
JCET Group Company, Ltd., Class A | 7,300 | 29,028 |
JD Health International, Inc. (A)(B) | 78,900 | 565,373 |
JD.com, Inc., ADR | 88,935 | 3,176,758 |
Jiangsu Eastern Shenghong Company, Ltd., Class A | 46,200 | 84,489 |
Jiangsu Hengli Hydraulic Company, Ltd., A Shares | 8,800 | 78,179 |
Jiangsu Hengrui Pharmaceuticals Company, Ltd., Class A | 30,951 | 217,339 |
Jiangsu King’s Luck Brewery JSC, Ltd., Class A | 8,900 | 76,819 |
Jiangsu Pacific Quartz Company, Ltd., Class A | 1,100 | 18,846 |
Jiangsu Yanghe Brewery Joint-Stock Company, Ltd., A Shares | 12,790 | 276,358 |
Jiangsu Zhongtian Technology Company, Ltd., Class A | 18,800 | 39,591 |
Jiangxi Copper Company, Ltd., H Shares | 40,000 | 70,931 |
Jiugui Liquor Company, Ltd., Class A | 1,000 | 16,136 |
KE Holdings, Inc., ADR (A) | 62,043 | 973,455 |
Kuaishou Technology (A)(B) | 73,000 | 477,063 |
22 | JOHN HANCOCK MULTIFACTOR ETFS | ANNUAL REPORT | SEE NOTES TO FINANCIAL STATEMENTS |
Shares or Principal Amount | Value | |
China (continued) | ||
Kweichow Moutai Company, Ltd., A Shares | 7,300 | $1,854,998 |
LB Group Company, Ltd., Class A | 9,000 | 22,499 |
Lenovo Group, Ltd. | 1,834,000 | 1,873,741 |
Lens Technology Company, Ltd., A Shares | 11,300 | 19,018 |
Li Auto, Inc., Class A (A) | 59,700 | 695,495 |
Li Ning Company, Ltd. | 321,500 | 2,287,389 |
Longfor Group Holdings, Ltd. (B) | 328,000 | 892,088 |
Luxshare Precision Industry Company, Ltd., A Shares | 69,700 | 262,575 |
Luzhou Laojiao Company, Ltd., A Shares | 12,600 | 411,452 |
Mango Excellent Media Company, Ltd., A Shares | 7,200 | 37,288 |
Meituan, Class B (A)(B) | 221,770 | 3,757,425 |
Metallurgical Corp. of China, Ltd., H Shares | 331,000 | 100,777 |
Ming Yang Smart Energy Group, Ltd., Class A | 5,800 | 17,296 |
Montage Technology Company, Ltd., Class A | 3,406 | 29,939 |
Muyuan Foods Company, Ltd., A Shares | 26,360 | 182,133 |
NARI Technology Company, Ltd., A Shares | 53,860 | 203,058 |
NAURA Technology Group Company, Ltd., Class A | 2,300 | 111,053 |
NetEase, Inc., ADR | 37,135 | 3,309,843 |
New China Life Insurance Company, Ltd., H Shares | 162,600 | 463,986 |
New Hope Liuhe Company, Ltd., A Shares (A) | 23,600 | 44,317 |
Ninestar Corp., Class A | 3,100 | 17,710 |
Ningbo Tuopu Group Company, Ltd., Class A | 4,500 | 32,866 |
Ningxia Baofeng Energy Group Company, Ltd., Class A | 59,500 | 113,191 |
NIO, Inc., Class A (A)(C) | 190,530 | 1,507,269 |
Nongfu Spring Company, Ltd., H Shares (B) | 161,800 | 873,937 |
Oppein Home Group, Inc., Class A | 3,500 | 58,172 |
Orient Securities Company, Ltd., H Shares (B)(C) | 106,000 | 63,061 |
Pangang Group Vanadium Titanium & Resources Company, Ltd., Class A (A) | 26,600 | 16,125 |
PetroChina Company, Ltd., H Shares | 2,722,000 | 1,882,885 |
Pharmaron Beijing Company, Ltd., H Shares (B) | 23,750 | 102,414 |
PICC Property & Casualty Company, Ltd., H Shares | 1,384,000 | 1,669,637 |
Ping An Bank Company, Ltd., A Shares | 163,100 | 295,445 |
Ping An Insurance Group Company of China, Ltd., H Shares | 653,000 | 4,716,633 |
Poly Developments and Holdings Group Company, Ltd., A Shares | 146,500 | 294,133 |
Postal Savings Bank of China Company, Ltd., H Shares (B) | 1,052,000 | 683,474 |
Rongsheng Petrochemical Company, Ltd., A Shares | 131,350 | 250,635 |
SAIC Motor Corp., Ltd., Class A | 53,900 | 109,851 |
Sany Heavy Industry Company, Ltd., A Shares | 80,400 | 191,362 |
SF Holding Company, Ltd., A Shares | 40,200 | 327,544 |
SG Micro Corp., Class A | 1,350 | 24,182 |
Shaanxi Coal Industry Company, Ltd., A Shares | 127,500 | 360,148 |
Shares or Principal Amount | Value | |
China (continued) | ||
Shandong Gold Mining Company, Ltd., H Shares (B) | 104,220 | $221,719 |
Shandong Hualu Hengsheng Chemical Company, Ltd., Class A | 21,700 | 99,852 |
Shandong Weigao Group Medical Polymer Company, Ltd., H Shares | 96,000 | 163,141 |
Shanghai Baosight Software Company, Ltd., Class A | 10,300 | 80,281 |
Shanghai Electric Group Company, Ltd., H Shares (A) | 86,000 | 23,226 |
Shanghai Fosun Pharmaceutical Group Company, Ltd., H Shares | 68,500 | 195,031 |
Shanghai International Airport Company, Ltd., A Shares (A) | 19,300 | 149,593 |
Shanghai Jinjiang International Hotels Company, Ltd., Class A | 2,300 | 17,757 |
Shanghai M&G Stationery, Inc., Class A | 2,600 | 17,394 |
Shanghai Pharmaceuticals Holding Company, Ltd., H Shares | 25,700 | 52,121 |
Shanghai Pudong Development Bank Company, Ltd., Class A | 241,800 | 265,246 |
Shanghai Putailai New Energy Technology Company, Ltd., Class A | 8,600 | 64,821 |
Shanxi Coking Coal Energy Group Company, Ltd., Class A | 21,700 | 32,167 |
Shanxi Lu’an Environmental Energy Development Company, Ltd., Class A | 12,500 | 36,355 |
Shanxi Xinghuacun Fen Wine Factory Company, Ltd., A Shares | 10,645 | 381,752 |
Shenwan Hongyuan Group Company, Ltd., H Shares (B) | 215,200 | 43,315 |
Shenzhen Inovance Technology Company, Ltd., A Shares | 22,750 | 202,932 |
Shenzhen Mindray Bio-Medical Electronics Company, Ltd., A Shares | 10,300 | 463,695 |
Shenzhen New Industries Biomedical Engineering Company, Ltd., Class A | 1,700 | 12,975 |
Shenzhen Transsion Holdings Company, Ltd., Class A | 1,543 | 24,276 |
Shenzhou International Group Holdings, Ltd. | 166,700 | 1,589,510 |
Sichuan Chuantou Energy Company, Ltd., Class A | 10,700 | 22,209 |
Sichuan Road and Bridge Group Company, Ltd., Class A | 15,100 | 34,545 |
Silergy Corp. | 26,000 | 406,376 |
Sinopharm Group Company, Ltd., H Shares | 56,400 | 199,378 |
Smoore International Holdings, Ltd. (B)(C) | 264,000 | 306,715 |
Sungrow Power Supply Company, Ltd., A Shares | 11,100 | 180,626 |
Sunny Optical Technology Group Company, Ltd. | 127,700 | 1,339,647 |
Suzhou Dongshan Precision Manufacturing Company, Ltd., Class A | 7,600 | 27,095 |
Suzhou Maxwell Technologies Company, Ltd., Class A (A) | 300 | 11,902 |
TBEA Company, Ltd., Class A | 46,000 | 149,987 |
SEE NOTES TO FINANCIAL STATEMENTS | ANNUAL REPORT | JOHN HANCOCK MULTIFACTOR ETFS | 23 |
Shares or Principal Amount | Value | |
China (continued) | ||
TCL Technology Group Corp., A Shares | 178,200 | $102,884 |
TCL Zhonghuan Renewable Energy Technology Company, Ltd., Class A | 19,200 | 115,230 |
Tencent Holdings, Ltd. | 500,200 | 21,945,360 |
Tencent Music Entertainment Group, ADR (A) | 51,564 | 382,089 |
The People’s Insurance Company Group of China, Ltd., H Shares | 1,154,000 | 452,785 |
Tianqi Lithium Corp., H Shares (A)(C) | 7,200 | 44,943 |
Tingyi Cayman Islands Holding Corp. | 336,000 | 585,546 |
Tongwei Company, Ltd., A Shares | 52,100 | 299,521 |
Trina Solar Company, Ltd., Class A | 5,955 | 42,289 |
Trip.com Group, Ltd., ADR (A) | 68,299 | 2,425,297 |
Tsingtao Brewery Company, Ltd., H Shares | 56,000 | 597,103 |
Unigroup Guoxin Microelectronics Company, Ltd., Class A | 7,519 | 115,039 |
Unisplendour Corp., Ltd., Class A | 6,700 | 28,654 |
Vipshop Holdings, Ltd., ADR (A) | 13,745 | 215,797 |
Walvax Biotechnology Company, Ltd., Class A (A) | 7,400 | 34,094 |
Wanhua Chemical Group Company, Ltd., A Shares (A) | 26,900 | 357,906 |
Weichai Power Company, Ltd., H Shares | 411,000 | 605,251 |
Wens Foodstuffs Group Company, Ltd., Class A | 36,600 | 104,493 |
Will Semiconductor Company, Ltd., A Shares | 8,515 | 112,149 |
Wingtech Technology Company, Ltd., A Shares | 9,300 | 70,567 |
Wuliangye Yibin Company, Ltd., A Shares | 27,500 | 670,809 |
WuXi AppTec Company, Ltd., H Shares (B) | 48,280 | 422,225 |
WuXi Biologics Cayman, Inc. (A)(B) | 281,000 | 1,662,754 |
Wuxi Lead Intelligent Equipment Company, Ltd., Class A | 5,000 | 27,605 |
XCMG Construction Machinery Company, Ltd., Class A | 23,600 | 23,368 |
Xinyi Solar Holdings, Ltd. | 918,006 | 981,168 |
XPeng, Inc., Class A (A)(C) | 73,100 | 350,139 |
Yankuang Energy Group Company, Ltd., H Shares (C) | 310,000 | 1,060,332 |
Yealink Network Technology Corp., Ltd., Class A | 2,500 | 23,790 |
Yonyou Network Technology Company, Ltd., A Shares | 17,600 | 54,897 |
YTO Express Group Company, Ltd., Class A | 13,900 | 34,709 |
Yum China Holdings, Inc. | 92,762 | 5,675,179 |
Yunnan Baiyao Group Company, Ltd., A Shares | 14,740 | 123,801 |
Yunnan Energy New Material Company, Ltd., A Shares | 9,200 | 138,235 |
Zhangzhou Pientzehuang Pharmaceutical Company, Ltd., A Shares | 6,300 | 247,273 |
Zhejiang Chint Electrics Company, Ltd., Class A | 23,400 | 87,984 |
Zhejiang Huayou Cobalt Company, Ltd., A Shares | 16,360 | 122,791 |
Zhejiang Jingsheng Mechanical & Electrical Company, Ltd., Class A | 12,600 | 124,432 |
Shares or Principal Amount | Value | |
China (continued) | ||
Zhejiang Juhua Company, Ltd., Class A | 10,000 | $21,867 |
Zhejiang NHU Company, Ltd., A Shares | 47,068 | 115,968 |
Zhongsheng Group Holdings, Ltd. | 104,000 | 442,502 |
Zijin Mining Group Company, Ltd., H Shares | 1,296,000 | 2,182,591 |
Zoomlion Heavy Industry Science and Technology Company, Ltd., H Shares | 53,200 | 28,938 |
ZTO Express Cayman, Inc., ADR | 82,952 | 2,296,111 |
Hong Kong - 1.5% | 10,863,764 | |
Alibaba Health Information Technology, Ltd. (A) | 90,000 | 64,319 |
China Gas Holdings, Ltd. | 114,800 | 147,121 |
China Mengniu Dairy Company, Ltd. (A) | 393,000 | 1,579,530 |
China Resources Beer Holdings Company, Ltd. | 290,000 | 2,229,519 |
China Resources Gas Group, Ltd. | 208,000 | 655,805 |
China Resources Land, Ltd. | 534,000 | 2,476,159 |
China Resources Power Holdings Company, Ltd. | 160,000 | 347,317 |
Geely Automobile Holdings, Ltd. | 1,032,000 | 1,268,653 |
Kunlun Energy Company, Ltd. | 164,000 | 151,676 |
Orient Overseas International, Ltd. | 9,500 | 192,181 |
Sino Biopharmaceutical, Ltd. | 2,075,500 | 1,147,489 |
The Wharf Holdings, Ltd. | 145,000 | 331,380 |
Want Want China Holdings, Ltd. | 428,000 | 272,615 |
India - 19.3% | 135,491,827 | |
ABB India, Ltd. | 3,771 | 157,211 |
Adani Ports & Special Economic Zone, Ltd. | 77,727 | 646,805 |
Adani Total Gas, Ltd. | 29,797 | 343,424 |
Adani Transmission, Ltd. (A) | 18,535 | 233,601 |
Aditya Birla Capital, Ltd. (A) | 31,676 | 64,717 |
Alkem Laboratories, Ltd. | 4,972 | 213,859 |
Ambuja Cements, Ltd. (A) | 22,478 | 109,044 |
Apollo Hospitals Enterprise, Ltd. | 14,164 | 782,310 |
Ashok Leyland, Ltd. | 160,607 | 285,550 |
Asian Paints, Ltd. | 57,937 | 2,048,844 |
Astral, Ltd. | 13,944 | 246,894 |
AU Small Finance Bank, Ltd. (B) | 37,459 | 303,476 |
Avenue Supermarts, Ltd. (A)(B) | 11,638 | 499,729 |
Axis Bank, Ltd. | 284,476 | 2,989,499 |
Bajaj Auto, Ltd. | 8,780 | 473,138 |
Bajaj Finance, Ltd. | 23,539 | 1,801,475 |
Bajaj Finserv, Ltd. | 29,208 | 483,253 |
Bajaj Holdings & Investment, Ltd. | 5,493 | 462,470 |
Balkrishna Industries, Ltd. | 10,294 | 261,639 |
Bandhan Bank, Ltd. (A)(B) | 145,676 | 407,641 |
Bank of Baroda | 132,887 | 305,765 |
Berger Paints India, Ltd. | 38,867 | 289,687 |
Bharat Electronics, Ltd. | 701,019 | 883,595 |
Bharat Forge, Ltd. | 9,878 | 96,485 |
Bharat Petroleum Corp., Ltd. | 204,315 | 889,550 |
Bharti Airtel, Ltd. | 305,643 | 2,983,741 |
24 | JOHN HANCOCK MULTIFACTOR ETFS | ANNUAL REPORT | SEE NOTES TO FINANCIAL STATEMENTS |
Shares or Principal Amount | Value | |
India (continued) | ||
Bosch, Ltd. | 1,049 | $248,290 |
Britannia Industries, Ltd. | 16,730 | 926,795 |
Canara Bank | 36,495 | 141,144 |
CG Power & Industrial Solutions, Ltd. | 26,217 | 98,591 |
Cholamandalam Investment and Finance Company, Ltd. | 74,277 | 793,223 |
Cipla, Ltd. | 114,363 | 1,270,223 |
Coal India, Ltd. | 476,670 | 1,357,151 |
Colgate-Palmolive India, Ltd. | 18,183 | 353,278 |
Container Corp. of India, Ltd. | 33,605 | 250,817 |
Cummins India, Ltd. | 3,005 | 57,795 |
Dabur India, Ltd. | 116,400 | 758,114 |
Divi’s Laboratories, Ltd. | 18,485 | 737,457 |
DLF, Ltd. | 91,200 | 473,350 |
Dr. Reddy’s Laboratories, Ltd. | 23,894 | 1,433,589 |
Eicher Motors, Ltd. | 17,086 | 688,566 |
GAIL India, Ltd. | 558,143 | 731,471 |
Godrej Consumer Products, Ltd. (A) | 45,369 | 504,687 |
Godrej Properties, Ltd. (A) | 10,641 | 171,045 |
Grasim Industries, Ltd. | 58,732 | 1,232,216 |
Gujarat Fluorochemicals, Ltd. | 2,139 | 88,606 |
Gujarat Gas, Ltd. | 26,004 | 148,424 |
Havells India, Ltd. | 43,235 | 648,977 |
HCL Technologies, Ltd. | 147,166 | 1,911,591 |
HDFC Asset Management Company, Ltd. (B) | 7,381 | 159,460 |
HDFC Bank, Ltd. | 413,321 | 8,521,096 |
HDFC Life Insurance Company, Ltd. (B) | 68,658 | 445,031 |
Hero MotoCorp, Ltd. | 33,035 | 1,033,400 |
Hindalco Industries, Ltd. | 356,870 | 1,899,120 |
Hindustan Aeronautics, Ltd. | 16,624 | 592,755 |
Hindustan Unilever, Ltd. | 107,846 | 3,239,218 |
Housing Development Finance Corp., Ltd. | 193,811 | 6,560,130 |
ICICI Bank, Ltd. | 554,589 | 6,229,925 |
ICICI Lombard General Insurance Company, Ltd. (B) | 28,135 | 370,905 |
ICICI Prudential Life Insurance Company, Ltd. (B) | 31,418 | 166,426 |
Indian Oil Corp., Ltd. | 954,524 | 948,852 |
Indian Railway Catering & Tourism Corp., Ltd. | 20,610 | 155,640 |
Indus Towers, Ltd. | 239,627 | 453,274 |
IndusInd Bank, Ltd. | 23,860 | 336,166 |
Info Edge India, Ltd. | 5,576 | 256,778 |
Infosys, Ltd. | 388,218 | 5,943,793 |
InterGlobe Aviation, Ltd. (A)(B) | 9,116 | 225,237 |
ITC, Ltd. | 414,717 | 2,159,830 |
Jindal Steel & Power, Ltd. | 91,445 | 650,335 |
JSW Energy, Ltd. | 49,310 | 156,210 |
JSW Steel, Ltd. | 315,085 | 2,797,547 |
Kotak Mahindra Bank, Ltd. | 100,470 | 2,373,136 |
L&T Technology Services, Ltd. (B) | 3,522 | 163,025 |
Larsen & Toubro, Ltd. | 106,006 | 3,057,009 |
Shares or Principal Amount | Value | |
India (continued) | ||
LTIMindtree, Ltd. (B) | 6,229 | $335,745 |
Mahindra & Mahindra, Ltd. | 160,727 | 2,406,105 |
Marico, Ltd. | 90,813 | 552,238 |
Maruti Suzuki India, Ltd. | 10,698 | 1,125,015 |
Max Healthcare Institute, Ltd. (A) | 35,892 | 199,994 |
Mphasis, Ltd. | 9,077 | 201,752 |
MRF, Ltd. | 171 | 185,740 |
Muthoot Finance, Ltd. | 29,429 | 366,081 |
Nestle India, Ltd. | 5,224 | 1,388,407 |
NHPC, Ltd. | 204,174 | 110,025 |
NMDC, Ltd. | 216,143 | 286,830 |
NTPC, Ltd. | 1,166,044 | 2,450,742 |
Oberoi Realty, Ltd. | 5,771 | 64,310 |
Oil & Natural Gas Corp., Ltd. | 800,661 | 1,552,673 |
Page Industries, Ltd. | 597 | 294,142 |
Persistent Systems, Ltd. | 1,961 | 113,271 |
Petronet LNG, Ltd. | 198,902 | 575,418 |
PI Industries, Ltd. | 6,374 | 263,025 |
Pidilite Industries, Ltd. | 22,088 | 651,820 |
Polycab India, Ltd. | 3,492 | 136,332 |
Power Finance Corp., Ltd. | 82,068 | 170,582 |
Power Grid Corp. of India, Ltd. | 892,548 | 2,577,754 |
Procter & Gamble Hygiene & Health Care, Ltd. | 1,623 | 277,653 |
Punjab National Bank | 283,166 | 180,966 |
Reliance Industries, Ltd. | 335,378 | 9,917,136 |
Samvardhana Motherson International, Ltd. | 344,328 | 309,463 |
SBI Cards & Payment Services, Ltd. | 25,792 | 242,993 |
SBI Life Insurance Company, Ltd. (B) | 34,129 | 475,426 |
Schaeffler India, Ltd. | 3,243 | 110,166 |
Shree Cement, Ltd. | 1,209 | 356,137 |
Shriram Finance, Ltd. | 31,704 | 516,337 |
Siemens, Ltd. | 10,526 | 444,649 |
Solar Industries India, Ltd. | 1,151 | 53,699 |
SRF, Ltd. | 17,140 | 530,853 |
State Bank of India | 235,864 | 1,660,404 |
Steel Authority of India, Ltd. | 270,402 | 273,256 |
Sun Pharmaceutical Industries, Ltd. | 85,714 | 1,033,192 |
Supreme Industries, Ltd. | 1,612 | 53,471 |
Tata Communications, Ltd. | 13,477 | 208,982 |
Tata Consultancy Services, Ltd. | 108,842 | 4,275,942 |
Tata Consumer Products, Ltd. | 69,055 | 642,906 |
Tata Elxsi, Ltd. | 3,555 | 287,966 |
Tata Motors, Ltd. (A) | 374,820 | 2,218,840 |
Tata Steel, Ltd. | 1,843,621 | 2,433,042 |
Tech Mahindra, Ltd. | 139,005 | 1,736,283 |
The Indian Hotels Company, Ltd. | 37,782 | 156,509 |
The Tata Power Company, Ltd. | 198,212 | 487,802 |
Titan Company, Ltd. | 48,859 | 1,574,378 |
Torrent Pharmaceuticals, Ltd. | 14,626 | 294,312 |
Trent, Ltd. | 18,585 | 309,991 |
Tube Investments of India, Ltd. | 8,454 | 267,040 |
SEE NOTES TO FINANCIAL STATEMENTS | ANNUAL REPORT | JOHN HANCOCK MULTIFACTOR ETFS | 25 |
Shares or Principal Amount | Value | |
India (continued) | ||
TVS Motor Company, Ltd. | 13,602 | $189,280 |
UltraTech Cement, Ltd. | 9,325 | 859,161 |
Union Bank of India, Ltd. | 35,918 | 33,269 |
United Breweries, Ltd. | 8,995 | 162,250 |
United Spirits, Ltd. (A) | 39,974 | 379,194 |
UPL, Ltd. | 136,872 | 1,236,320 |
Varun Beverages, Ltd. | 27,716 | 488,371 |
Vedanta, Ltd. | 403,548 | 1,376,781 |
Wipro, Ltd. | 190,237 | 894,276 |
Zydus Lifesciences, Ltd. | 55,343 | 352,030 |
Indonesia - 2.6% | 18,612,234 | |
Adaro Energy Indonesia Tbk PT | 2,617,000 | 558,365 |
Aneka Tambang Tbk | 1,099,100 | 157,335 |
Astra International Tbk PT | 2,969,000 | 1,366,104 |
Bank Central Asia Tbk PT | 5,650,600 | 3,485,885 |
Bank Mandiri Persero Tbk PT | 6,360,800 | 2,243,840 |
Bank Negara Indonesia Persero Tbk PT | 1,535,000 | 986,188 |
Bank Rakyat Indonesia Persero Tbk PT | 8,317,650 | 2,891,617 |
Barito Pacific Tbk PT | 3,885,250 | 221,144 |
Bukit Asam Tbk PT | 383,100 | 108,114 |
Bumi Resources Tbk PT (A) | 3,815,600 | 31,472 |
Chandra Asri Petrochemical Tbk PT (A) | 475,000 | 76,414 |
Charoen Pokphand Indonesia Tbk PT | 1,466,200 | 458,750 |
Dayamitra Telekomunikasi Tbk PT | 921,200 | 43,956 |
Elang Mahkota Teknologi Tbk PT | 2,515,100 | 120,869 |
Gudang Garam Tbk PT | 92,400 | 179,194 |
Indah Kiat Pulp & Paper Tbk PT | 343,600 | 182,106 |
Indofood CBP Sukses Makmur Tbk PT | 280,700 | 202,345 |
Indofood Sukses Makmur Tbk PT | 961,000 | 422,526 |
Indosat Tbk PT | 128,900 | 61,506 |
Kalbe Farma Tbk PT | 2,453,400 | 354,547 |
Mayora Indah Tbk PT | 757,500 | 134,254 |
Merdeka Copper Gold Tbk PT (A) | 1,605,789 | 431,275 |
Sarana Menara Nusantara Tbk PT | 3,642,600 | 254,510 |
Semen Indonesia Persero Tbk PT (A) | 742,046 | 300,966 |
Sumber Alfaria Trijaya Tbk PT | 1,650,100 | 326,196 |
Telkom Indonesia Persero Tbk PT | 6,778,700 | 1,963,836 |
Tower Bersama Infrastructure Tbk PT | 790,600 | 111,018 |
United Tractors Tbk PT | 401,200 | 790,367 |
Vale Indonesia Tbk PT (A) | 310,300 | 147,535 |
Ireland - 0.3% | 2,013,287 | |
PDD Holdings, Inc., ADR (A) | 29,542 | 2,013,287 |
Malaysia - 1.9% | 13,101,323 | |
Axiata Group BHD | 397,395 | 266,385 |
CELCOMDIGI BHD | 451,900 | 445,771 |
CIMB Group Holdings BHD | 800,824 | 908,456 |
Dialog Group BHD | 532,800 | 273,537 |
Genting BHD | 439,200 | 462,782 |
Genting Malaysia BHD | 518,000 | 314,714 |
Shares or Principal Amount | Value | |
Malaysia (continued) | ||
HAP Seng Consolidated BHD | 78,800 | $87,271 |
Hong Leong Bank BHD | 89,000 | 401,852 |
Hong Leong Financial Group BHD | 48,900 | 198,648 |
IHH Healthcare BHD | 247,600 | 318,069 |
IOI Corp. BHD | 405,200 | 347,016 |
Kuala Lumpur Kepong BHD | 79,975 | 385,486 |
Malayan Banking BHD | 717,022 | 1,392,088 |
Maxis BHD | 272,400 | 268,705 |
MISC BHD | 197,100 | 322,571 |
Mr. DIY Group M BHD (B) | 122,500 | 43,392 |
Nestle Malaysia BHD | 6,900 | 209,607 |
Petronas Chemicals Group BHD | 207,900 | 329,993 |
Petronas Dagangan BHD | 66,500 | 337,532 |
Petronas Gas BHD | 85,500 | 323,944 |
PPB Group BHD | 106,500 | 388,228 |
Press Metal Aluminium Holdings BHD | 447,300 | 516,443 |
Public Bank BHD | 1,697,100 | 1,480,040 |
QL Resources BHD | 35,300 | 44,714 |
RHB Bank BHD | 424,294 | 521,271 |
Sime Darby BHD | 677,000 | 329,355 |
Sime Darby Plantation BHD | 354,038 | 339,711 |
Telekom Malaysia BHD | 244,270 | 271,624 |
Tenaga Nasional BHD | 709,500 | 1,415,660 |
Westports Holdings BHD | 197,700 | 156,458 |
Mexico - 2.9% | 20,409,809 | |
America Movil SAB de CV (A) | 2,485,388 | 2,671,527 |
Arca Continental SAB de CV | 49,364 | 469,997 |
Cemex SAB de CV (A) | 2,550,188 | 1,528,218 |
Coca-Cola Femsa SAB de CV | 24,060 | 198,626 |
El Puerto de Liverpool SAB de CV, Series C1 | 27,856 | 170,604 |
Fibra Uno Administracion SA de CV | 331,140 | 455,435 |
Fomento Economico Mexicano SAB de CV | 182,648 | 1,770,690 |
Gruma SAB de CV, Class B | 20,415 | 319,528 |
Grupo Aeroportuario del Pacifico SAB de CV, Series B | 47,928 | 849,388 |
Grupo Aeroportuario del Sureste SAB de CV, Series B | 21,844 | 623,715 |
Grupo Bimbo SAB de CV, Series A | 279,000 | 1,492,516 |
Grupo Carso SAB de CV, Series A1 | 67,204 | 380,223 |
Grupo Elektra SAB de CV (C) | 5,001 | 319,633 |
Grupo Financiero Banorte SAB de CV, Series O | 308,304 | 2,663,115 |
Grupo Financiero Inbursa SAB de CV, Series O (A)(C) | 384,040 | 935,457 |
Grupo Mexico SAB de CV, Series B | 496,008 | 2,417,761 |
Industrias Penoles SAB de CV (A) | 7,100 | 109,418 |
Kimberly-Clark de Mexico SAB de CV, Class A | 192,700 | 434,133 |
Wal-Mart de Mexico SAB de CV | 647,140 | 2,599,825 |
Netherlands - 0.0% | 383,286 | |
NEPI Rockcastle NV | 63,397 | 383,286 |
26 | JOHN HANCOCK MULTIFACTOR ETFS | ANNUAL REPORT | SEE NOTES TO FINANCIAL STATEMENTS |
Shares or Principal Amount | Value | |
Philippines - 1.1% | $7,808,218 | |
Aboitiz Equity Ventures, Inc. | 426,400 | 421,511 |
Aboitiz Power Corp. | 525,400 | 360,480 |
ACEN Corp. (A) | 675,320 | 73,281 |
Ayala Corp. | 31,910 | 368,159 |
Ayala Land, Inc. | 829,100 | 398,944 |
Bank of the Philippine Islands | 511,879 | 994,460 |
BDO Unibank, Inc. | 368,706 | 958,629 |
Globe Telecom, Inc. | 6,269 | 192,422 |
International Container Terminal Services, Inc. | 111,430 | 436,586 |
JG Summit Holdings, Inc. | 401,863 | 367,870 |
Jollibee Foods Corp. | 62,520 | 253,986 |
Manila Electric Company | 52,950 | 324,096 |
Metropolitan Bank & Trust Company | 447,242 | 473,204 |
Monde Nissin Corp. (B) | 708,900 | 119,675 |
PLDT, Inc. | 18,545 | 403,145 |
San Miguel Corp. | 28,630 | 54,898 |
SM Investments Corp. | 34,825 | 562,758 |
SM Prime Holdings, Inc. | 936,900 | 574,303 |
Universal Robina Corp. | 177,010 | 469,811 |
Poland - 0.9% | 6,087,590 | |
Allegro.eu SA (A)(B) | 31,173 | 245,771 |
Bank Polska Kasa Opieki SA | 34,150 | 789,906 |
Cyfrowy Polsat SA | 38,579 | 162,144 |
Dino Polska SA (A)(B) | 6,583 | 671,706 |
KGHM Polska Miedz SA | 19,245 | 553,766 |
LPP SA | 177 | 511,869 |
mBank SA (A) | 521 | 43,631 |
PGE Polska Grupa Energetyczna SA (A) | 135,629 | 224,812 |
Polski Koncern Naftowy ORLEN SA | 94,555 | 1,445,157 |
Powszechna Kasa Oszczednosci Bank Polski SA | 95,636 | 739,136 |
Powszechny Zaklad Ubezpieczen SA | 52,185 | 481,669 |
Santander Bank Polska SA | 2,675 | 218,023 |
Russia - 0.1% | 390,689 | |
Gazprom PJSC, ADR (A)(D) | 551,670 | 73,372 |
LUKOIL PJSC, ADR (A)(D) | 57,062 | 97,234 |
MMC Norilsk Nickel PJSC, ADR (A)(D) | 94,236 | 55,034 |
Novatek PJSC, GDR (A)(D) | 5,960 | 26,677 |
Novolipetsk Steel PJSC, GDR (A)(D) | 6,243 | 3,165 |
Novolipetsk Steel PJSC, GDR (London Stock Exchange) (A)(D) | 174 | 88 |
Polyus PJSC, GDR (A)(D) | 6,556 | 12,017 |
Polyus PJSC, GDR (London Stock Exchange) (A)(D) | 318 | 583 |
Rosneft Oil Company PJSC, GDR (A)(D) | 223,704 | 33,556 |
Sberbank of Russia PJSC, ADR (A)(D) | 263,203 | 88,963 |
Saudi Arabia - 3.6% | 25,383,753 | |
ACWA Power Company | 3,910 | 163,251 |
Al Rajhi Bank | 189,039 | 3,870,796 |
Alinma Bank | 127,571 | 1,076,498 |
Shares or Principal Amount | Value | |
Saudi Arabia (continued) | ||
Almarai Company JSC | 33,996 | $533,864 |
Arabian Internet & Communications Services Company | 1,012 | 75,279 |
Bank AlBilad (A) | 37,783 | 416,543 |
Bank Al-Jazira | 46,102 | 238,702 |
Banque Saudi Fransi | 73,289 | 754,247 |
Bupa Arabia for Cooperative Insurance Company | 3,519 | 165,503 |
Dar Al Arkan Real Estate Development Company (A) | 21,691 | 92,994 |
Dr Sulaiman Al Habib Medical Services Group Company | 11,687 | 894,278 |
Elm Company | 2,238 | 264,333 |
Etihad Etisalat Company | 93,470 | 1,146,351 |
Jarir Marketing Company | 8,488 | 369,329 |
Mouwasat Medical Services Company | 5,877 | 386,713 |
Nahdi Medical Company | 1,441 | 68,848 |
Riyad Bank | 180,483 | 1,443,595 |
SABIC Agri-Nutrients Company | 31,430 | 1,119,537 |
Sahara International Petrochemical Company | 81,177 | 837,590 |
Saudi Arabian Mining Company (A) | 79,454 | 1,470,154 |
Saudi Basic Industries Corp. | 87,713 | 2,158,506 |
Saudi Electricity Company | 114,600 | 739,414 |
Saudi Industrial Investment Group | 25,194 | 170,951 |
Saudi Kayan Petrochemical Company (A) | 161,908 | 546,499 |
Saudi Research & Media Group (A) | 1,228 | 69,017 |
Saudi Tadawul Group Holding Company | 1,768 | 78,815 |
Saudi Telecom Company | 165,833 | 1,989,625 |
The Saudi British Bank | 45,246 | 436,090 |
The Saudi Investment Bank | 39,272 | 171,508 |
The Saudi National Bank | 237,348 | 3,094,440 |
Yanbu National Petrochemical Company | 45,351 | 540,483 |
South Africa - 4.0% | 28,188,864 | |
Absa Group, Ltd. | 109,920 | 1,067,953 |
African Rainbow Minerals, Ltd. | 20,405 | 256,349 |
Anglo American Platinum, Ltd. | 7,488 | 443,630 |
AngloGold Ashanti, Ltd. | 70,854 | 1,896,583 |
Aspen Pharmacare Holdings, Ltd. | 44,816 | 448,068 |
Bid Corp., Ltd. | 41,674 | 948,869 |
Capitec Bank Holdings, Ltd. | 13,039 | 1,135,950 |
Clicks Group, Ltd. | 36,843 | 538,708 |
Discovery, Ltd. (A) | 94,668 | 744,400 |
Exxaro Resources, Ltd. | 35,684 | 374,371 |
FirstRand, Ltd. | 634,526 | 2,233,573 |
Gold Fields, Ltd. | 188,341 | 2,926,000 |
Impala Platinum Holdings, Ltd. | 143,568 | 1,395,653 |
Investec, Ltd. | 41,043 | 225,825 |
Kumba Iron Ore, Ltd. | 7,454 | 180,898 |
MTN Group, Ltd. | 128,858 | 904,358 |
MultiChoice Group | 16,222 | 101,580 |
Naspers, Ltd., N Shares | 15,557 | 2,774,840 |
SEE NOTES TO FINANCIAL STATEMENTS | ANNUAL REPORT | JOHN HANCOCK MULTIFACTOR ETFS | 27 |
Shares or Principal Amount | Value | |
South Africa (continued) | ||
Nedbank Group, Ltd. | 90,813 | $1,048,258 |
Northam Platinum Holdings, Ltd. (A) | 55,372 | 542,219 |
Pepkor Holdings, Ltd. (B) | 142,973 | 132,544 |
Sanlam, Ltd. | 385,365 | 1,189,370 |
Sasol, Ltd. | 83,835 | 1,087,476 |
Shoprite Holdings, Ltd. | 81,911 | 998,814 |
Sibanye Stillwater, Ltd. | 580,076 | 1,280,791 |
Standard Bank Group, Ltd. | 183,986 | 1,723,660 |
The Bidvest Group, Ltd. | 39,262 | 538,024 |
Vodacom Group, Ltd. | 96,601 | 661,645 |
Woolworths Holdings, Ltd. | 109,184 | 388,455 |
South Korea - 12.8% | 89,839,319 | |
AMOREPACIFIC Corp. | 2,956 | 272,321 |
AMOREPACIFIC Group | 4,604 | 125,901 |
Celltrion Healthcare Company, Ltd. | 7,433 | 385,423 |
Celltrion Pharm, Inc. (A) | 62 | 3,780 |
Celltrion, Inc. | 9,171 | 1,100,465 |
CJ CheilJedang Corp. | 2,003 | 463,186 |
Coway Company, Ltd. | 12,141 | 444,946 |
DB Insurance Company, Ltd. | 5,993 | 376,130 |
Doosan Enerbility Company, Ltd. (A) | 23,959 | 298,771 |
Ecopro BM Company, Ltd. | 4,326 | 863,002 |
Ecopro Company, Ltd. | 435 | 237,261 |
E-MART, Inc. | 3,629 | 264,637 |
F&F Company, Ltd. | 1,723 | 181,517 |
GS Holdings Corp. | 15,089 | 447,574 |
Hana Financial Group, Inc. | 64,211 | 2,012,591 |
Hanjin Kal Corp. | 2,151 | 63,563 |
Hankook Tire & Technology Company, Ltd. | 16,020 | 412,948 |
Hanmi Pharm Company, Ltd. | 754 | 181,965 |
Hanon Systems | 27,215 | 186,463 |
Hanwha Aerospace Company, Ltd. | 656 | 50,337 |
Hanwha Solutions Corp. (A) | 13,616 | 487,812 |
HD Hyundai Company, Ltd. | 8,871 | 392,381 |
HD Hyundai Heavy Industries Company, Ltd. (A) | 575 | 47,086 |
HD Korea Shipbuilding & Offshore Engineering Company, Ltd. (A) | 8,430 | 534,118 |
HLB, Inc. (A) | 6,363 | 168,060 |
HMM Company, Ltd. | 39,366 | 600,020 |
HYBE Company, Ltd. (A) | 1,237 | 249,544 |
Hyundai Engineering & Construction Company, Ltd. | 14,376 | 440,389 |
Hyundai Glovis Company, Ltd. | 5,217 | 638,092 |
Hyundai Mobis Company, Ltd. | 8,527 | 1,385,701 |
Hyundai Motor Company | 18,623 | 2,748,089 |
Hyundai Steel Company | 13,763 | 374,822 |
Industrial Bank of Korea | 60,573 | 455,293 |
Kakao Corp. | 23,779 | 1,032,247 |
Kakao Games Corp. (A) | 2,433 | 73,350 |
Kangwon Land, Inc. | 11,875 | 167,691 |
Shares or Principal Amount | Value | |
South Korea (continued) | ||
KB Financial Group, Inc. | 55,971 | $2,070,057 |
Kia Corp. | 36,252 | 2,288,773 |
Korea Aerospace Industries, Ltd. | 3,237 | 132,537 |
Korea Electric Power Corp. (A) | 49,134 | 685,761 |
Korea Investment Holdings Company, Ltd. | 9,147 | 376,569 |
Korea Zinc Company, Ltd. | 1,537 | 589,122 |
Korean Air Lines Company, Ltd. | 24,204 | 413,226 |
KT&G Corp. | 13,464 | 863,129 |
Kumho Petrochemical Company, Ltd. | 3,250 | 331,216 |
L&F Company, Ltd. | 1,506 | 298,184 |
LG Chem, Ltd. | 3,640 | 2,012,552 |
LG Corp. | 25,819 | 1,686,029 |
LG Display Company, Ltd. (A) | 53,590 | 594,199 |
LG Electronics, Inc. | 26,997 | 2,204,701 |
LG Energy Solution, Ltd. (A) | 625 | 271,313 |
LG H&H Company, Ltd. | 1,105 | 514,357 |
LG Innotek Company, Ltd. | 1,916 | 378,648 |
LG Uplus Corp. | 76,611 | 630,793 |
Lotte Chemical Corp. | 3,930 | 493,599 |
Lotte Corp. | 8,331 | 174,289 |
Lotte Energy Materials Corp. | 799 | 35,938 |
Macquarie Korea Infrastructure Fund | 25,570 | 237,474 |
Meritz Financial Group, Inc. (A) | 9,437 | 323,639 |
Mirae Asset Securities Company, Ltd. | 55,997 | 290,361 |
NAVER Corp. | 10,123 | 1,454,463 |
NCSoft Corp. | 2,067 | 582,232 |
Netmarble Corp. (A)(B) | 3,533 | 171,054 |
Orion Corp. | 3,084 | 333,885 |
Pearl Abyss Corp. (A) | 2,119 | 68,158 |
POSCO Future M Company, Ltd. | 2,424 | 606,724 |
POSCO Holdings, Inc. | 9,488 | 2,672,576 |
Posco International Corp. | 4,559 | 91,289 |
Samsung Biologics Company, Ltd. (A)(B) | 1,115 | 650,639 |
Samsung C&T Corp. | 12,812 | 1,049,160 |
Samsung Card Company, Ltd. | 5,010 | 111,550 |
Samsung Electro-Mechanics Company, Ltd. | 8,460 | 909,589 |
Samsung Electronics Company, Ltd. | 575,651 | 28,171,797 |
Samsung Engineering Company, Ltd. (A) | 14,616 | 317,787 |
Samsung Fire & Marine Insurance Company, Ltd. | 7,999 | 1,344,721 |
Samsung Heavy Industries Company, Ltd. (A) | 88,574 | 375,897 |
Samsung Life Insurance Company, Ltd. | 15,139 | 749,937 |
Samsung SDI Company, Ltd. | 4,031 | 2,081,157 |
Samsung SDS Company, Ltd. | 4,390 | 384,748 |
Shinhan Financial Group Company, Ltd. | 75,659 | 1,975,704 |
SK Biopharmaceuticals Company, Ltd. (A) | 1,346 | 69,392 |
SK Bioscience Company, Ltd. (A) | 1,603 | 84,318 |
SK Hynix, Inc. | 78,667 | 5,260,532 |
SK IE Technology Company, Ltd. (A)(B) | 1,718 | 99,224 |
SK Innovation Company, Ltd. (A) | 7,222 | 934,047 |
SK Telecom Company, Ltd. | 24,113 | 859,377 |
28 | JOHN HANCOCK MULTIFACTOR ETFS | ANNUAL REPORT | SEE NOTES TO FINANCIAL STATEMENTS |
Shares or Principal Amount | Value | |
South Korea (continued) | ||
SK, Inc. | 5,732 | $695,943 |
SKC Company, Ltd. | 1,069 | 79,392 |
S-Oil Corp. | 8,768 | 488,712 |
Woori Financial Group, Inc. | 103,079 | 903,405 |
Yuhan Corp. | 4,600 | 197,968 |
Taiwan - 16.4% | 115,260,705 | |
Accton Technology Corp. | 78,000 | 758,624 |
Advanced Energy Solution Holding Company, Ltd. | 1,000 | 22,282 |
Advantech Company, Ltd. | 52,989 | 639,470 |
Airtac International Group | 16,743 | 604,529 |
ASE Technology Holding Company, Ltd. | 721,000 | 2,368,740 |
Asia Cement Corp. | 521,000 | 744,830 |
ASMedia Technology, Inc. | 4,000 | 147,678 |
ASPEED Technology, Inc. | 1,000 | 85,061 |
Asustek Computer, Inc. | 128,000 | 1,176,222 |
AUO Corp. | 1,353,600 | 748,514 |
Catcher Technology Company, Ltd. | 148,000 | 871,367 |
Cathay Financial Holding Company, Ltd. | 1,370,513 | 1,892,438 |
Chailease Holding Company, Ltd. | 225,496 | 1,635,703 |
Chang Hwa Commercial Bank, Ltd. | 1,279,139 | 740,625 |
Cheng Shin Rubber Industry Company, Ltd. | 433,000 | 532,403 |
China Airlines, Ltd. | 527,000 | 325,705 |
China Development Financial Holding Corp. | 3,858,159 | 1,644,039 |
China Steel Corp. | 1,790,000 | 1,694,364 |
Chunghwa Telecom Company, Ltd. | 421,000 | 1,739,188 |
Compal Electronics, Inc. | 844,000 | 657,520 |
CTBC Financial Holding Company, Ltd. | 2,890,000 | 2,124,551 |
Delta Electronics, Inc. | 155,000 | 1,512,564 |
E Ink Holdings, Inc. | 54,000 | 334,618 |
E.Sun Financial Holding Company, Ltd. | 2,283,399 | 1,853,161 |
Eclat Textile Company, Ltd. | 26,000 | 412,296 |
eMemory Technology, Inc. | 7,000 | 415,549 |
Eva Airways Corp. | 475,000 | 414,857 |
Evergreen Marine Corp. Taiwan, Ltd. | 178,000 | 935,090 |
Far Eastern New Century Corp. | 842,000 | 873,703 |
Far EasTone Telecommunications Company, Ltd. | 342,000 | 877,736 |
Feng TAY Enterprise Company, Ltd. | 122,680 | 760,203 |
First Financial Holding Company, Ltd. | 2,299,901 | 2,027,399 |
Formosa Chemicals & Fibre Corp. | 587,000 | 1,315,583 |
Formosa Petrochemical Corp. | 241,000 | 680,452 |
Formosa Plastics Corp. | 622,000 | 1,899,839 |
Formosa Sumco Technology Corp. | 3,000 | 14,540 |
Fubon Financial Holding Company, Ltd. | 1,141,077 | 2,189,918 |
Giant Manufacturing Company, Ltd. | 21,797 | 130,105 |
Global Unichip Corp. | 4,000 | 129,593 |
Globalwafers Company, Ltd. | 47,000 | 735,366 |
Hiwin Technologies Corp. | 36,845 | 281,648 |
Hon Hai Precision Industry Company, Ltd. | 1,367,800 | 4,649,430 |
Hotai Motor Company, Ltd. | 44,000 | 946,052 |
Shares or Principal Amount | Value | |
Taiwan (continued) | ||
Hua Nan Financial Holdings Company, Ltd. | 2,199,097 | $1,566,568 |
Innolux Corp. | 1,677,875 | 731,350 |
Inventec Corp. | 573,000 | 616,941 |
Largan Precision Company, Ltd. | 14,000 | 915,345 |
Lite-On Technology Corp. | 450,000 | 1,075,872 |
Lotes Company, Ltd. | 4,000 | 114,239 |
MediaTek, Inc. | 168,000 | 3,634,057 |
Mega Financial Holding Company, Ltd. | 1,640,225 | 1,816,692 |
Micro-Star International Company, Ltd. | 165,000 | 780,922 |
momo.com, Inc. | 9,920 | 267,502 |
Nan Ya Plastics Corp. | 823,000 | 2,088,119 |
Nan Ya Printed Circuit Board Corp. | 29,000 | 258,941 |
Nanya Technology Corp. | 223,000 | 491,808 |
Nien Made Enterprise Company, Ltd. | 13,000 | 142,718 |
Novatek Microelectronics Corp. | 116,000 | 1,579,117 |
Oneness Biotech Company, Ltd. (A) | 19,000 | 148,947 |
Pegatron Corp. | 456,000 | 1,038,302 |
PharmaEssentia Corp. (A) | 11,307 | 136,269 |
Phison Electronics Corp. | 11,000 | 139,188 |
Polaris Group (A) | 11,000 | 33,992 |
Pou Chen Corp. | 552,000 | 570,090 |
President Chain Store Corp. | 107,000 | 941,482 |
Quanta Computer, Inc. | 487,000 | 1,360,764 |
Realtek Semiconductor Corp. | 71,000 | 829,113 |
Ruentex Development Company, Ltd. | 160,500 | 186,904 |
Shin Kong Financial Holding Company, Ltd. | 3,118,140 | 849,964 |
Sino-American Silicon Products, Inc. | 105,000 | 503,781 |
SinoPac Financial Holdings Company, Ltd. | 2,511,363 | 1,364,227 |
Synnex Technology International Corp. | 115,000 | 231,552 |
TA Chen Stainless Pipe | 250,150 | 361,687 |
Taishin Financial Holding Company, Ltd. | 2,551,001 | 1,435,547 |
Taiwan Business Bank | 489,000 | 221,893 |
Taiwan Cement Corp. | 1,137,117 | 1,431,452 |
Taiwan Cooperative Financial Holding Company, Ltd. | 1,485,843 | 1,292,878 |
Taiwan High Speed Rail Corp. | 404,000 | 408,041 |
Taiwan Mobile Company, Ltd. | 253,000 | 851,769 |
Taiwan Semiconductor Manufacturing Company, Ltd. | 1,664,000 | 27,171,765 |
The Shanghai Commercial & Savings Bank, Ltd. | 623,265 | 941,715 |
Unimicron Technology Corp. | 209,000 | 985,769 |
Uni-President Enterprises Corp. | 383,000 | 916,933 |
United Microelectronics Corp. | 1,707,000 | 2,726,314 |
Vanguard International Semiconductor Corp. | 170,000 | 479,434 |
Voltronic Power Technology Corp. | 8,000 | 457,998 |
Walsin Lihwa Corp. | 237,000 | 382,762 |
Wan Hai Lines, Ltd. | 173,950 | 367,789 |
Win Semiconductors Corp. | 59,000 | 313,784 |
Winbond Electronics Corp. | 349,000 | 294,594 |
Wistron Corp. | 125,000 | 189,071 |
SEE NOTES TO FINANCIAL STATEMENTS | ANNUAL REPORT | JOHN HANCOCK MULTIFACTOR ETFS | 29 |
Shares or Principal Amount | Value | |
Taiwan (continued) | ||
Wiwynn Corp. | 21,000 | $795,804 |
Yageo Corp. | 66,469 | 1,072,412 |
Yang Ming Marine Transport Corp. | 364,000 | 747,122 |
Yuanta Financial Holding Company, Ltd. | 2,778,230 | 2,042,384 |
Zhen Ding Technology Holding, Ltd. | 114,000 | 413,467 |
Thailand - 2.3% | 15,987,962 | |
Advanced Info Service PCL, NVDR | 148,300 | 929,386 |
Airports of Thailand PCL, NVDR (A) | 345,800 | 741,778 |
Asset World Corp. PCL, NVDR | 844,800 | 131,121 |
B Grimm Power PCL, NVDR | 101,900 | 115,634 |
Bangkok Bank PCL, NVDR | 81,900 | 376,552 |
Bangkok Dusit Medical Services PCL, NVDR | 346,300 | 296,633 |
Bangkok Expressway & Metro PCL, NVDR | 970,000 | 251,395 |
Bank of Ayudhya PCL, NVDR | 184,500 | 158,039 |
Berli Jucker PCL, NVDR | 215,200 | 245,781 |
BTS Group Holdings PCL, NVDR | 1,091,300 | 246,080 |
Bumrungrad Hospital PCL, NVDR | 49,900 | 347,791 |
Carabao Group PCL, NVDR | 46,700 | 97,783 |
Central Pattana PCL, NVDR | 179,300 | 357,051 |
Central Retail Corp. PCL, NVDR | 422,900 | 554,207 |
Charoen Pokphand Foods PCL, NVDR | 935,900 | 556,374 |
CP ALL PCL, NVDR | 355,700 | 674,473 |
Delta Electronics Thailand PCL, NVDR | 401,000 | 854,316 |
Electricity Generating PCL, NVDR | 47,100 | 215,862 |
Energy Absolute PCL, NVDR | 272,100 | 539,857 |
Global Power Synergy PCL, NVDR | 115,286 | 216,072 |
Gulf Energy Development PCL, NVDR | 399,840 | 594,242 |
Home Product Center PCL, NVDR | 562,600 | 230,658 |
Indorama Ventures PCL, NVDR | 366,300 | 364,718 |
Intouch Holdings PCL, NVDR | 82,800 | 181,858 |
Kasikornbank PCL, NVDR | 83,500 | 305,659 |
Krung Thai Bank PCL, NVDR | 501,400 | 264,300 |
Krungthai Card PCL, NVDR | 147,000 | 227,081 |
Land & Houses PCL, NVDR | 592,500 | 170,042 |
Minor International PCL, NVDR | 423,529 | 390,692 |
Muangthai Capital PCL, NVDR | 93,200 | 92,797 |
Osotspa PCL, NVDR | 116,000 | 100,212 |
PTT Exploration & Production PCL, NVDR | 322,400 | 1,397,326 |
PTT Global Chemical PCL, NVDR | 263,200 | 319,871 |
PTT Oil & Retail Business PCL, NVDR | 305,700 | 198,742 |
PTT PCL, NVDR | 1,492,400 | 1,354,840 |
SCB X PCL, NVDR | 118,200 | 358,260 |
SCG Packaging PCL, NVDR | 120,100 | 154,752 |
Thai Beverage PCL | 1,183,100 | 567,540 |
Thai Oil PCL, NVDR | 202,461 | 275,699 |
The Siam Cement PCL, NVDR | 43,000 | 395,402 |
TMBThanachart Bank PCL, NVDR | 3,228,385 | 137,086 |
Turkey - 0.5% | 3,532,189 | |
Akbank TAS | 443,405 | 365,928 |
Arcelik AS (A) | 2,866 | 14,272 |
Shares or Principal Amount | Value | |
Turkey (continued) | ||
Aselsan Elektronik Sanayi Ve Ticaret AS | 41,050 | $94,392 |
BIM Birlesik Magazalar AS | 64,696 | 519,611 |
Enka Insaat ve Sanayi AS | 201,547 | 283,331 |
Eregli Demir ve Celik Fabrikalari TAS (A) | 154,933 | 264,007 |
Ford Otomotiv Sanayi AS | 9,256 | 255,765 |
Hektas Ticaret TAS (A) | 12,558 | 17,396 |
KOC Holding AS | 131,195 | 510,324 |
Koza Altin Isletmeleri AS | 17,616 | 17,101 |
Oyak Cimento Fabrikalari AS (A) | 9,888 | 15,354 |
Tofas Turk Otomobil Fabrikasi AS | 1,936 | 19,113 |
Turk Hava Yollari AO (A) | 30,067 | 197,579 |
Turkcell Iletisim Hizmetleri AS | 163,650 | 278,525 |
Turkiye Is Bankasi AS, Class C | 431,626 | 240,356 |
Turkiye Petrol Rafinerileri AS | 83,251 | 283,807 |
Turkiye Sise ve Cam Fabrikalari AS | 38,038 | 72,093 |
Yapi ve Kredi Bankasi AS | 170,937 | 83,235 |
United Kingdom - 0.0% | 96,271 | |
Pepco Group NV (A) | 10,017 | 96,271 |
United States - 0.2% | 1,183,014 | |
BeiGene, Ltd., ADR (A) | 4,640 | 1,183,014 |
PREFERRED SECURITIES - 1.6% | $11,295,706 | |
(Cost $14,797,666) | ||
Brazil - 1.5% | 10,449,073 | |
Banco Bradesco SA | 602,447 | 1,667,828 |
Centrais Eletricas Brasileiras SA, B Shares | 38,660 | 281,362 |
Cia Energetica de Minas Gerais | 211,659 | 522,500 |
Cia Paranaense de Energia, B Shares | 166,800 | 267,395 |
Gerdau SA | 256,580 | 1,291,401 |
Itau Unibanco Holding SA | 485,750 | 2,516,693 |
Petroleo Brasileiro SA | 805,900 | 3,817,790 |
Raizen SA | 131,900 | 84,104 |
Chile - 0.1% | 846,633 | |
Sociedad Quimica y Minera de Chile SA, B Shares | 12,428 | 846,633 |
RIGHTS - 0.0% | $1,365 | |
(Cost $0) | ||
Localiza Rent a Car SA (Expiration Date: 5-12-23) (A)(E) | 398 | 1,365 |
SHORT-TERM INVESTMENTS - 0.2% | $1,479,686 | |
(Cost $1,479,701) | ||
Short-term funds - 0.2% | 1,479,686 | |
John Hancock Collateral Trust, 4.9058% (F)(G) | 32,329 | 323,200 |
30 | JOHN HANCOCK MULTIFACTOR ETFS | ANNUAL REPORT | SEE NOTES TO FINANCIAL STATEMENTS |
Shares or Principal Amount | Value | |
State Street Institutional U.S. Government Money Market Fund, Premier Class, 4.7429% (F) | 1,156,486 | 1,156,486 |
Total investments (Multifactor Emerging Markets ETF) (Cost $689,449,482) - 100.1% | $703,854,174 | |
Other assets and liabilities, net - (0.1%) | (485,163) | |
Total net assets - 100.0% | $703,369,011 |
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 |
GDR | Global Depositary Receipt |
NVDR | Non-Voting Depositary Receipt |
(A) | Non-income producing security. |
(B) | These securities are exempt from registration under Rule 144A of the Securities Act of 1933. Such securities may be resold, normally to qualified institutional buyers, in transactions exempt from registration. |
(C) | All or a portion of this security is on loan as of 4-30-23. |
(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) | Strike price and/or expiration date not available. |
(F) | The rate shown is the annualized seven-day yield as of 4-30-23. |
(G) | Investment is an affiliate of the fund, the advisor and/or subadvisor. This security represents the investment of cash collateral received for securities lending. |
Shares or Principal Amount | Value | |
COMMON STOCKS – 99.9% | $717,786,192 | |
(Cost $643,647,713) | ||
Communication services – 6.3% | 45,650,323 | |
Diversified telecommunication services – 0.7% | ||
AT&T, Inc. | 112,184 | 1,982,291 |
Iridium Communications, Inc. | 415 | 26,340 |
Verizon Communications, Inc. | 76,006 | 2,951,313 |
Entertainment – 1.2% | ||
Activision Blizzard, Inc. (A) | 15,054 | 1,169,846 |
Electronic Arts, Inc. | 8,024 | 1,021,295 |
Endeavor Group Holdings, Inc., Class A (A) | 1,716 | 44,238 |
Liberty Media Corp.-Liberty Formula One, Series A (A) | 855 | 55,387 |
Liberty Media Corp.-Liberty Formula One, Series C (A) | 6,917 | 499,338 |
Live Nation Entertainment, Inc. (A) | 4,427 | 300,062 |
Netflix, Inc. (A) | 4,708 | 1,553,310 |
ROBLOX Corp., Class A (A) | 1,006 | 35,814 |
Roku, Inc. (A) | 1,661 | 93,365 |
Spotify Technology SA (A) | 1,200 | 160,320 |
Take-Two Interactive Software, Inc. (A) | 4,381 | 544,514 |
The Walt Disney Company (A) | 22,632 | 2,319,780 |
Warner Brothers Discovery, Inc. (A) | 56,748 | 772,340 |
Warner Music Group Corp., Class A | 2,932 | 89,338 |
Shares or Principal Amount | Value | |
Communication services (continued) | ||
Interactive media and services – 3.0% | ||
Alphabet, Inc., Class A (A) | 107,300 | $11,517,582 |
Alphabet, Inc., Class C (A) | 21,377 | 2,313,419 |
Match Group, Inc. (A) | 5,805 | 214,205 |
Meta Platforms, Inc., Class A (A) | 31,681 | 7,613,578 |
Pinterest, Inc., Class A (A) | 7,221 | 166,083 |
Snap, Inc., Class A (A) | 10,367 | 90,297 |
ZoomInfo Technologies, Inc. (A) | 3,162 | 69,279 |
Media – 1.2% | ||
Charter Communications, Inc., Class A (A) | 1,858 | 685,045 |
Comcast Corp., Class A | 78,260 | 3,237,616 |
Fox Corp., Class A | 12,023 | 399,885 |
Fox Corp., Class B | 4,771 | 145,706 |
Liberty Broadband Corp., Series A (A) | 480 | 40,574 |
Liberty Broadband Corp., Series C (A) | 6,560 | 556,157 |
Liberty Media Corp.-Liberty SiriusXM, Series A (A) | 4,879 | 137,100 |
Liberty Media Corp.-Liberty SiriusXM, Series C (A) | 3,676 | 102,707 |
News Corp., Class A | 13,636 | 240,130 |
News Corp., Class B | 4,114 | 73,024 |
Nexstar Media Group, Inc. | 869 | 150,728 |
Omnicom Group, Inc. | 11,102 | 1,005,508 |
Paramount Global, Class A | 239 | 6,324 |
Paramount Global, Class B | 16,346 | 381,352 |
Sirius XM Holdings, Inc. (B) | 28,861 | 109,672 |
The Interpublic Group of Companies, Inc. | 22,232 | 794,349 |
The Trade Desk, Inc., Class A (A) | 9,922 | 638,381 |
Wireless telecommunication services – 0.2% | ||
T-Mobile US, Inc. (A) | 9,331 | 1,342,731 |
Consumer discretionary – 9.8% | 70,270,008 | |
Automobile components – 0.3% | ||
Aptiv PLC (A) | 7,482 | 769,599 |
Autoliv, Inc. | 3,817 | 327,537 |
BorgWarner, Inc. | 9,675 | 465,658 |
Gentex Corp. | 9,495 | 261,967 |
Lear Corp. | 3,293 | 420,384 |
Automobiles – 0.7% | ||
Ford Motor Company | 74,438 | 884,323 |
General Motors Company | 26,541 | 876,915 |
Harley-Davidson, Inc. | 786 | 29,161 |
Rivian Automotive, Inc., Class A (A)(B) | 6,624 | 84,920 |
Tesla, Inc. (A) | 19,840 | 3,259,910 |
Broadline retail – 1.8% | ||
Amazon.com, Inc. (A) | 112,772 | 11,891,807 |
eBay, Inc. | 21,681 | 1,006,649 |
Etsy, Inc. (A) | 3,047 | 307,838 |
Distributors – 0.3% | ||
Genuine Parts Company | 6,913 | 1,163,527 |
SEE NOTES TO FINANCIAL STATEMENTS | ANNUAL REPORT | JOHN HANCOCK MULTIFACTOR ETFS | 31 |
Shares or Principal Amount | Value | |
Consumer discretionary (continued) | ||
Distributors (continued) | ||
LKQ Corp. | 10,476 | $604,779 |
Pool Corp. | 1,384 | 486,227 |
Diversified consumer services – 0.1% | ||
ADT, Inc. | 2,129 | 14,264 |
Service Corp. International | 8,726 | 612,478 |
Hotels, restaurants and leisure – 2.3% | ||
Airbnb, Inc., Class A (A) | 761 | 91,069 |
Aramark | 10,378 | 360,117 |
Booking Holdings, Inc. (A) | 505 | 1,356,587 |
Caesars Entertainment, Inc. (A) | 5,018 | 227,265 |
Carnival Corp. (A)(B) | 19,278 | 177,550 |
Chipotle Mexican Grill, Inc. (A) | 637 | 1,317,074 |
Choice Hotels International, Inc. | 222 | 28,309 |
Churchill Downs, Inc. | 951 | 278,196 |
Darden Restaurants, Inc. | 6,203 | 942,422 |
Domino’s Pizza, Inc. | 1,207 | 383,186 |
DoorDash, Inc., Class A (A) | 761 | 46,566 |
DraftKings, Inc., Class A (A) | 7,252 | 158,891 |
Expedia Group, Inc. (A) | 4,530 | 425,639 |
Hilton Worldwide Holdings, Inc. | 7,936 | 1,142,943 |
Hyatt Hotels Corp., Class A (A) | 1,481 | 169,278 |
Las Vegas Sands Corp. (A) | 7,109 | 453,910 |
Marriott International, Inc., Class A | 6,184 | 1,047,199 |
McDonald’s Corp. | 9,648 | 2,853,396 |
MGM Resorts International | 16,540 | 742,977 |
Planet Fitness, Inc., Class A (A) | 295 | 24,526 |
Royal Caribbean Cruises, Ltd. (A) | 7,039 | 460,562 |
Starbucks Corp. | 15,998 | 1,828,411 |
Texas Roadhouse, Inc. | 438 | 48,452 |
Vail Resorts, Inc. | 1,613 | 387,959 |
Wynn Resorts, Ltd. (A) | 3,043 | 347,754 |
Yum! Brands, Inc. | 7,881 | 1,107,911 |
Household durables – 0.8% | ||
D.R. Horton, Inc. | 15,210 | 1,670,362 |
Garmin, Ltd. | 5,611 | 550,832 |
Lennar Corp., A Shares | 10,463 | 1,180,331 |
Lennar Corp., B Shares | 499 | 48,812 |
Mohawk Industries, Inc. (A) | 2,552 | 270,257 |
NVR, Inc. (A) | 195 | 1,138,800 |
PulteGroup, Inc. | 11,132 | 747,514 |
Tempur Sealy International, Inc. | 611 | 22,894 |
Whirlpool Corp. | 2,991 | 417,514 |
Leisure products – 0.1% | ||
Hasbro, Inc. | 5,743 | 340,100 |
Mattel, Inc. (A) | 9,224 | 166,032 |
Polaris, Inc. | 950 | 103,218 |
Specialty retail – 2.6% | ||
Advance Auto Parts, Inc. | 2,757 | 346,086 |
AutoNation, Inc. (A) | 781 | 102,858 |
Shares or Principal Amount | Value | |
Consumer discretionary (continued) | ||
Specialty retail (continued) | ||
AutoZone, Inc. (A) | 398 | $1,059,997 |
Bath & Body Works, Inc. | 5,748 | 201,755 |
Best Buy Company, Inc. | 14,192 | 1,057,588 |
Burlington Stores, Inc. (A) | 2,067 | 398,538 |
CarMax, Inc. (A) | 7,651 | 535,800 |
Chewy, Inc., Class A (A) | 1,265 | 39,228 |
Dick’s Sporting Goods, Inc. | 2,309 | 334,828 |
Five Below, Inc. (A) | 1,551 | 306,105 |
Floor & Decor Holdings, Inc., Class A (A) | 3,065 | 304,477 |
Lithia Motors, Inc. | 1,045 | 230,830 |
Lowe’s Companies, Inc. | 8,631 | 1,793,781 |
O’Reilly Automotive, Inc. (A) | 1,324 | 1,214,518 |
Penske Automotive Group, Inc. | 358 | 49,612 |
RH (A)(B) | 496 | 126,544 |
Ross Stores, Inc. | 13,080 | 1,396,028 |
The Home Depot, Inc. | 12,459 | 3,744,428 |
The TJX Companies, Inc. | 19,875 | 1,566,548 |
Tractor Supply Company | 6,669 | 1,589,890 |
Ulta Beauty, Inc. (A) | 2,664 | 1,469,010 |
Williams-Sonoma, Inc. | 3,406 | 412,262 |
Textiles, apparel and luxury goods – 0.8% | ||
Capri Holdings, Ltd. (A) | 2,512 | 104,248 |
Crocs, Inc. (A) | 549 | 67,895 |
Deckers Outdoor Corp. (A) | 1,103 | 528,712 |
Levi Strauss & Company, Class A (B) | 1,822 | 26,346 |
Lululemon Athletica, Inc. (A) | 3,979 | 1,511,741 |
NIKE, Inc., Class B | 18,833 | 2,386,518 |
Ralph Lauren Corp. | 1,098 | 126,039 |
Skechers USA, Inc., Class A (A) | 944 | 50,211 |
Tapestry, Inc. | 9,850 | 401,979 |
VF Corp. | 10,755 | 252,850 |
Consumer staples – 7.2% | 51,513,150 | |
Beverages – 1.4% | ||
Brown-Forman Corp., Class A | 1,953 | 128,664 |
Brown-Forman Corp., Class B | 7,507 | 488,631 |
Celsius Holdings, Inc. (A) | 369 | 35,265 |
Constellation Brands, Inc., Class A | 4,409 | 1,011,733 |
Keurig Dr. Pepper, Inc. | 12,678 | 414,571 |
Molson Coors Beverage Company, Class B | 7,086 | 421,475 |
Monster Beverage Corp. (A) | 15,732 | 880,992 |
PepsiCo, Inc. | 19,648 | 3,750,607 |
The Coca-Cola Company | 50,382 | 3,232,005 |
Consumer staples distribution and retail – 2.3% | ||
Albertsons Companies, Inc., Class A | 4,515 | 94,364 |
BJ’s Wholesale Club Holdings, Inc. (A) | 2,857 | 218,189 |
Casey’s General Stores, Inc. | 609 | 139,351 |
Costco Wholesale Corp. | 6,479 | 3,260,362 |
Dollar General Corp. | 6,683 | 1,480,017 |
Dollar Tree, Inc. (A) | 9,776 | 1,502,669 |
32 | JOHN HANCOCK MULTIFACTOR ETFS | ANNUAL REPORT | SEE NOTES TO FINANCIAL STATEMENTS |
Shares or Principal Amount | Value | |
Consumer staples (continued) | ||
Consumer staples distribution and retail (continued) | ||
Performance Food Group Company (A) | 3,215 | $201,548 |
Sysco Corp. | 13,378 | 1,026,628 |
Target Corp. | 10,551 | 1,664,420 |
The Kroger Company | 42,600 | 2,071,638 |
U.S. Foods Holding Corp. (A) | 8,163 | 313,459 |
Walgreens Boots Alliance, Inc. | 19,605 | 691,076 |
Walmart, Inc. | 24,496 | 3,698,161 |
Food products – 1.7% | ||
Archer-Daniels-Midland Company | 14,997 | 1,170,966 |
Bunge, Ltd. | 6,256 | 585,562 |
Campbell Soup Company | 9,309 | 505,479 |
Conagra Brands, Inc. | 18,388 | 698,008 |
Darling Ingredients, Inc. (A) | 4,819 | 287,068 |
General Mills, Inc. | 17,432 | 1,544,998 |
Hormel Foods Corp. | 9,712 | 392,753 |
Kellogg Company | 10,952 | 764,121 |
Lamb Weston Holdings, Inc. | 5,479 | 612,607 |
McCormick & Company, Inc. | 10,225 | 898,266 |
Mondelez International, Inc., Class A | 23,560 | 1,807,523 |
The Hershey Company | 3,599 | 982,743 |
The J.M. Smucker Company | 4,091 | 631,691 |
The Kraft Heinz Company | 13,239 | 519,896 |
Tyson Foods, Inc., Class A | 10,512 | 656,895 |
Household products – 1.3% | ||
Church & Dwight Company, Inc. | 9,044 | 878,353 |
Colgate-Palmolive Company | 13,931 | 1,111,694 |
Kimberly-Clark Corp. | 6,126 | 887,596 |
The Clorox Company | 5,455 | 903,457 |
The Procter & Gamble Company | 33,702 | 5,270,319 |
Personal care products – 0.1% | ||
Coty, Inc., Class A (A) | 2,722 | 32,310 |
The Estee Lauder Companies, Inc., Class A | 3,075 | 758,664 |
Tobacco – 0.4% | ||
Altria Group, Inc. | 25,539 | 1,213,358 |
Philip Morris International, Inc. | 16,735 | 1,672,998 |
Energy – 4.9% | 35,001,246 | |
Energy equipment and services – 0.4% | ||
Baker Hughes Company | 24,637 | 720,386 |
Halliburton Company | 24,551 | 804,045 |
NOV, Inc. | 5,254 | 88,005 |
Schlumberger, Ltd. | 21,723 | 1,072,030 |
TechnipFMC PLC (A) | 1,729 | 23,670 |
Oil, gas and consumable fuels – 4.5% | ||
Antero Resources Corp. (A) | 2,715 | 62,418 |
APA Corp. | 5,691 | 209,713 |
Cheniere Energy, Inc. | 6,312 | 965,736 |
Chesapeake Energy Corp. | 3,144 | 259,946 |
Chevron Corp. | 27,324 | 4,606,280 |
Shares or Principal Amount | Value | |
Energy (continued) | ||
Oil, gas and consumable fuels (continued) | ||
ConocoPhillips | 24,590 | $2,530,065 |
Coterra Energy, Inc. | 19,524 | 499,814 |
Devon Energy Corp. | 13,772 | 735,838 |
Diamondback Energy, Inc. | 7,289 | 1,036,496 |
EOG Resources, Inc. | 15,171 | 1,812,479 |
EQT Corp. | 6,589 | 229,561 |
Exxon Mobil Corp. | 57,804 | 6,840,525 |
Hess Corp. | 9,980 | 1,447,699 |
HF Sinclair Corp. | 2,123 | 93,646 |
Kinder Morgan, Inc. | 55,765 | 956,370 |
Marathon Oil Corp. | 28,959 | 699,649 |
Marathon Petroleum Corp. | 15,223 | 1,857,206 |
Matador Resources Company | 1,171 | 57,414 |
New Fortress Energy, Inc. | 255 | 7,724 |
Occidental Petroleum Corp. | 19,646 | 1,208,818 |
ONEOK, Inc. | 14,668 | 959,434 |
Ovintiv, Inc. | 6,311 | 227,701 |
Phillips 66 | 10,480 | 1,037,520 |
Pioneer Natural Resources Company | 4,519 | 983,108 |
Targa Resources Corp. | 5,131 | 387,544 |
Texas Pacific Land Corp. | 164 | 242,335 |
The Williams Companies, Inc. | 19,302 | 584,079 |
Valero Energy Corp. | 15,296 | 1,753,992 |
Financials – 13.9% | 100,174,155 | |
Banks – 3.1% | ||
Bank of America Corp. | 98,646 | 2,888,355 |
BOK Financial Corp. | 172 | 14,426 |
Citigroup, Inc. | 35,881 | 1,688,919 |
Citizens Financial Group, Inc. | 19,513 | 603,732 |
Comerica, Inc. | 6,877 | 298,255 |
Commerce Bancshares, Inc. | 4,409 | 246,243 |
Cullen/Frost Bankers, Inc. | 917 | 101,099 |
East West Bancorp, Inc. | 5,688 | 294,013 |
Fifth Third Bancorp | 34,376 | 900,651 |
First Citizens BancShares, Inc., Class A | 255 | 256,831 |
First Horizon Corp. | 16,066 | 281,958 |
First Republic Bank (B) | 5,866 | 20,590 |
Huntington Bancshares, Inc. | 51,618 | 578,122 |
JPMorgan Chase & Co. | 43,965 | 6,077,722 |
KeyCorp | 45,413 | 511,350 |
M&T Bank Corp. | 5,944 | 747,755 |
Regions Financial Corp. | 52,154 | 952,332 |
The PNC Financial Services Group, Inc. | 8,394 | 1,093,319 |
Truist Financial Corp. | 28,615 | 932,277 |
U.S. Bancorp | 26,916 | 922,680 |
Webster Financial Corp. | 3,614 | 134,802 |
Wells Fargo & Company | 65,949 | 2,621,473 |
Western Alliance Bancorp | 2,749 | 102,043 |
Zions Bancorp NA | 7,760 | 216,194 |
SEE NOTES TO FINANCIAL STATEMENTS | ANNUAL REPORT | JOHN HANCOCK MULTIFACTOR ETFS | 33 |
Shares or Principal Amount | Value | |
Financials (continued) | ||
Capital markets – 3.3% | ||
Ameriprise Financial, Inc. | 5,621 | $1,715,080 |
Ares Management Corp., Class A | 3,712 | 325,134 |
BlackRock, Inc. | 1,632 | 1,095,398 |
CME Group, Inc. | 4,455 | 827,605 |
FactSet Research Systems, Inc. | 1,464 | 602,714 |
Franklin Resources, Inc. | 12,600 | 338,688 |
Interactive Brokers Group, Inc., Class A | 305 | 23,744 |
Intercontinental Exchange, Inc. | 10,155 | 1,106,184 |
Invesco, Ltd. | 10,071 | 172,516 |
Jefferies Financial Group, Inc. | 4,277 | 136,992 |
KKR & Company, Inc. | 9,666 | 512,975 |
LPL Financial Holdings, Inc. | 3,073 | 641,765 |
MarketAxess Holdings, Inc. | 1,233 | 392,550 |
Moody’s Corp. | 3,624 | 1,134,747 |
Morgan Stanley | 26,185 | 2,355,864 |
Morningstar, Inc. | 818 | 145,858 |
MSCI, Inc. | 1,669 | 805,209 |
Nasdaq, Inc. | 13,479 | 746,332 |
Northern Trust Corp. | 8,860 | 692,498 |
Raymond James Financial, Inc. | 8,102 | 733,474 |
Robinhood Markets, Inc., Class A (A) | 6,514 | 57,649 |
S&P Global, Inc. | 4,576 | 1,659,166 |
SEI Investments Company | 6,306 | 371,486 |
State Street Corp. | 13,486 | 974,498 |
Stifel Financial Corp. | 1,587 | 95,172 |
T. Rowe Price Group, Inc. | 6,634 | 745,197 |
The Bank of New York Mellon Corp. | 26,845 | 1,143,329 |
The Blackstone Group, Inc. | 7,847 | 700,973 |
The Carlyle Group, Inc. | 1,697 | 51,470 |
The Charles Schwab Corp. | 21,922 | 1,145,205 |
The Goldman Sachs Group, Inc. | 5,773 | 1,982,679 |
TPG, Inc. | 1,087 | 31,490 |
Tradeweb Markets, Inc., Class A | 2,056 | 144,763 |
Consumer finance – 0.8% | ||
Ally Financial, Inc. | 23,580 | 622,040 |
American Express Company | 10,710 | 1,727,951 |
Capital One Financial Corp. | 13,550 | 1,318,415 |
Discover Financial Services | 13,929 | 1,441,234 |
Synchrony Financial | 25,678 | 757,758 |
Financial services – 3.3% | ||
Apollo Global Management, Inc. | 10,157 | 643,852 |
Berkshire Hathaway, Inc., Class B (A) | 21,728 | 7,138,734 |
Block, Inc. (A) | 3,293 | 200,181 |
Equitable Holdings, Inc. | 17,094 | 444,273 |
Fidelity National Information Services, Inc. | 9,333 | 548,034 |
Fiserv, Inc. (A) | 9,032 | 1,102,988 |
FleetCor Technologies, Inc. (A) | 3,266 | 698,663 |
Global Payments, Inc. | 6,771 | 763,159 |
Jack Henry & Associates, Inc. | 3,016 | 492,633 |
Shares or Principal Amount | Value | |
Financials (continued) | ||
Financial services (continued) | ||
Mastercard, Inc., Class A | 12,205 | $4,638,266 |
PayPal Holdings, Inc. (A) | 13,541 | 1,029,116 |
Rocket Companies, Inc., Class A (A) | 1,014 | 9,035 |
Toast, Inc., Class A (A) | 830 | 15,106 |
Visa, Inc., Class A | 23,064 | 5,367,685 |
Voya Financial, Inc. | 826 | 63,172 |
WEX, Inc. (A) | 1,436 | 254,675 |
Insurance – 3.4% | ||
Aflac, Inc. | 16,756 | 1,170,407 |
American Financial Group, Inc. | 3,255 | 399,486 |
American International Group, Inc. | 27,444 | 1,455,630 |
Aon PLC, Class A | 4,193 | 1,363,480 |
Arch Capital Group, Ltd. (A) | 14,232 | 1,068,396 |
Arthur J. Gallagher & Company | 7,227 | 1,503,650 |
Assurant, Inc. | 1,801 | 221,757 |
Brown & Brown, Inc. | 8,794 | 566,246 |
Chubb, Ltd. | 6,278 | 1,265,394 |
Cincinnati Financial Corp. | 5,989 | 637,469 |
CNA Financial Corp. | 1,460 | 56,809 |
Erie Indemnity Company, Class A | 855 | 185,817 |
Everest Re Group, Ltd. | 1,661 | 627,858 |
Fidelity National Financial, Inc. | 13,058 | 463,428 |
Globe Life, Inc. | 4,679 | 507,765 |
Kinsale Capital Group, Inc. | 98 | 32,018 |
Loews Corp. | 11,437 | 658,428 |
Markel Corp. (A) | 455 | 622,681 |
Marsh & McLennan Companies, Inc. | 8,085 | 1,456,836 |
MetLife, Inc. | 13,118 | 804,527 |
Old Republic International Corp. | 7,001 | 176,915 |
Primerica, Inc. | 234 | 42,707 |
Principal Financial Group, Inc. | 13,285 | 992,257 |
Prudential Financial, Inc. | 11,967 | 1,041,129 |
Reinsurance Group of America, Inc. | 2,832 | 403,050 |
RenaissanceRe Holdings, Ltd. | 173 | 37,266 |
The Allstate Corp. | 11,122 | 1,287,483 |
The Hartford Financial Services Group, Inc. | 19,609 | 1,392,043 |
The Progressive Corp. | 7,181 | 979,488 |
The Travelers Companies, Inc. | 8,960 | 1,623,014 |
Unum Group | 3,367 | 142,087 |
W.R. Berkley Corp. | 9,582 | 564,571 |
Willis Towers Watson PLC | 4,549 | 1,053,548 |
Health care – 13.5% | 97,267,610 | |
Biotechnology – 2.2% | ||
AbbVie, Inc. | 22,247 | 3,361,967 |
Alnylam Pharmaceuticals, Inc. (A) | 2,352 | 468,518 |
Amgen, Inc. | 9,406 | 2,254,994 |
Apellis Pharmaceuticals, Inc. (A) | 223 | 18,605 |
Biogen, Inc. (A) | 4,480 | 1,362,950 |
BioMarin Pharmaceutical, Inc. (A) | 5,691 | 546,564 |
34 | JOHN HANCOCK MULTIFACTOR ETFS | ANNUAL REPORT | SEE NOTES TO FINANCIAL STATEMENTS |
Shares or Principal Amount | Value | |
Health care (continued) | ||
Biotechnology (continued) | ||
Exact Sciences Corp. (A) | 3,131 | $200,603 |
Gilead Sciences, Inc. | 25,453 | 2,092,491 |
Horizon Therapeutics PLC (A) | 5,894 | 655,177 |
Incyte Corp. (A) | 4,797 | 356,945 |
Karuna Therapeutics, Inc. (A) | 222 | 44,054 |
Moderna, Inc. (A) | 5,538 | 735,945 |
Neurocrine Biosciences, Inc. (A) | 2,129 | 215,114 |
Regeneron Pharmaceuticals, Inc. (A) | 2,000 | 1,603,580 |
Sarepta Therapeutics, Inc. (A) | 624 | 76,608 |
Seagen, Inc. (A) | 2,834 | 566,800 |
United Therapeutics Corp. (A) | 853 | 196,301 |
Vertex Pharmaceuticals, Inc. (A) | 4,309 | 1,468,206 |
Health care equipment and supplies – 2.8% | ||
Abbott Laboratories | 24,990 | 2,760,645 |
ABIOMED, Inc. (A)(C) | 1,170 | 18,158 |
Align Technology, Inc. (A) | 1,049 | 341,240 |
Baxter International, Inc. | 12,719 | 606,442 |
Becton, Dickinson and Company | 5,056 | 1,336,351 |
Boston Scientific Corp. (A) | 23,017 | 1,199,646 |
Dentsply Sirona, Inc. | 8,126 | 340,723 |
DexCom, Inc. (A) | 6,095 | 739,567 |
Edwards Lifesciences Corp. (A) | 11,456 | 1,007,899 |
GE HealthCare Technologies, Inc. (A) | 6,028 | 490,318 |
Hologic, Inc. (A) | 13,069 | 1,124,065 |
IDEXX Laboratories, Inc. (A) | 2,353 | 1,158,052 |
Inspire Medical Systems, Inc. (A) | 69 | 18,466 |
Insulet Corp. (A) | 1,374 | 436,987 |
Intuitive Surgical, Inc. (A) | 4,105 | 1,236,508 |
Masimo Corp. (A) | 1,300 | 245,882 |
Medtronic PLC | 17,313 | 1,574,617 |
Novocure, Ltd. (A) | 1,652 | 108,867 |
Penumbra, Inc. (A) | 98 | 27,844 |
ResMed, Inc. | 5,402 | 1,301,666 |
Shockwave Medical, Inc. (A) | 313 | 90,820 |
STERIS PLC | 3,177 | 599,023 |
Stryker Corp. | 4,672 | 1,399,965 |
Teleflex, Inc. | 1,458 | 397,334 |
The Cooper Companies, Inc. | 1,792 | 683,558 |
Zimmer Biomet Holdings, Inc. | 7,484 | 1,036,085 |
Health care providers and services – 3.2% | ||
Acadia Healthcare Company, Inc. (A) | 811 | 58,627 |
agilon health, Inc. (A)(B) | 2,551 | 61,913 |
AmerisourceBergen Corp. | 6,116 | 1,020,455 |
Cardinal Health, Inc. | 11,033 | 905,809 |
Centene Corp. (A) | 16,033 | 1,105,155 |
Chemed Corp. | 193 | 106,391 |
CVS Health Corp. | 23,008 | 1,686,716 |
DaVita, Inc. (A) | 2,758 | 249,213 |
Elevance Health, Inc. | 4,527 | 2,121,579 |
Shares or Principal Amount | Value | |
Health care (continued) | ||
Health care providers and services (continued) | ||
HCA Healthcare, Inc. | 4,436 | $1,274,596 |
Henry Schein, Inc. (A) | 7,164 | 578,923 |
Humana, Inc. | 3,508 | 1,860,959 |
Laboratory Corp. of America Holdings | 5,343 | 1,211,312 |
McKesson Corp. | 2,883 | 1,050,104 |
Molina Healthcare, Inc. (A) | 2,533 | 754,555 |
Oak Street Health, Inc. (A) | 417 | 16,250 |
Quest Diagnostics, Inc. | 7,344 | 1,019,421 |
The Cigna Corp. | 5,461 | 1,383,217 |
UnitedHealth Group, Inc. | 11,650 | 5,732,849 |
Universal Health Services, Inc., Class B | 4,023 | 604,858 |
Health care technology – 0.1% | ||
Doximity, Inc., Class A (A)(B) | 500 | 18,375 |
Veeva Systems, Inc., Class A (A) | 2,261 | 404,900 |
Life sciences tools and services – 1.9% | ||
Agilent Technologies, Inc. | 7,615 | 1,031,299 |
Avantor, Inc. (A) | 17,063 | 332,387 |
Bio-Rad Laboratories, Inc., Class A (A) | 762 | 343,502 |
Bio-Techne Corp. | 4,133 | 330,144 |
Bruker Corp. | 3,551 | 280,991 |
Charles River Laboratories International, Inc. (A) | 1,660 | 315,599 |
Danaher Corp. | 8,894 | 2,107,078 |
Illumina, Inc. (A) | 2,640 | 542,678 |
IQVIA Holdings, Inc. (A) | 5,977 | 1,125,051 |
Mettler-Toledo International, Inc. (A) | 1,046 | 1,560,109 |
PerkinElmer, Inc. | 4,840 | 631,572 |
Repligen Corp. (A) | 1,089 | 165,125 |
Thermo Fisher Scientific, Inc. | 5,713 | 3,170,144 |
Waters Corp. (A) | 2,542 | 763,515 |
West Pharmaceutical Services, Inc. | 2,369 | 855,778 |
Pharmaceuticals – 3.3% | ||
Bristol-Myers Squibb Company | 35,831 | 2,392,436 |
Catalent, Inc. (A) | 5,687 | 285,032 |
Eli Lilly & Company | 11,509 | 4,555,953 |
Jazz Pharmaceuticals PLC (A) | 2,215 | 311,141 |
Johnson & Johnson | 38,416 | 6,288,699 |
Merck & Company, Inc. | 37,980 | 4,385,551 |
Organon & Company | 5,983 | 147,361 |
Pfizer, Inc. | 93,096 | 3,620,503 |
Royalty Pharma PLC, Class A | 8,216 | 288,792 |
Viatris, Inc. | 35,132 | 327,782 |
Zoetis, Inc. | 7,834 | 1,377,061 |
Industrials – 11.7% | 84,232,478 | |
Aerospace and defense – 1.7% | ||
Axon Enterprise, Inc. (A) | 986 | 207,760 |
General Dynamics Corp. | 4,723 | 1,031,220 |
HEICO Corp. | 1,116 | 188,202 |
HEICO Corp., Class A | 2,039 | 273,695 |
SEE NOTES TO FINANCIAL STATEMENTS | ANNUAL REPORT | JOHN HANCOCK MULTIFACTOR ETFS | 35 |
Shares or Principal Amount | Value | |
Industrials (continued) | ||
Aerospace and defense (continued) | ||
Howmet Aerospace, Inc. | 15,392 | $681,712 |
Huntington Ingalls Industries, Inc. | 1,845 | 372,063 |
L3Harris Technologies, Inc. | 4,546 | 887,152 |
Lockheed Martin Corp. | 3,701 | 1,718,929 |
Northrop Grumman Corp. | 2,422 | 1,117,196 |
Raytheon Technologies Corp. | 25,158 | 2,513,284 |
Textron, Inc. | 10,945 | 732,658 |
The Boeing Company (A) | 6,533 | 1,350,894 |
TransDigm Group, Inc. | 1,400 | 1,071,000 |
Air freight and logistics – 0.6% | ||
C.H. Robinson Worldwide, Inc. | 6,102 | 615,509 |
Expeditors International of Washington, Inc. | 7,553 | 859,834 |
FedEx Corp. | 5,413 | 1,232,973 |
United Parcel Service, Inc., Class B | 9,342 | 1,679,785 |
Building products – 1.1% | ||
A.O. Smith Corp. | 5,076 | 346,640 |
Advanced Drainage Systems, Inc. | 1,532 | 131,323 |
Allegion PLC | 4,826 | 533,176 |
Builders FirstSource, Inc. (A) | 6,832 | 647,469 |
Carlisle Companies, Inc. | 2,608 | 562,937 |
Carrier Global Corp. | 32,375 | 1,353,923 |
Fortune Brands Innovations, Inc. | 6,021 | 389,498 |
Johnson Controls International PLC | 18,977 | 1,135,584 |
Lennox International, Inc. | 1,337 | 376,914 |
Masco Corp. | 9,609 | 514,178 |
Owens Corning | 5,334 | 569,725 |
Trane Technologies PLC | 6,878 | 1,278,001 |
Commercial services and supplies – 0.8% | ||
Cintas Corp. | 2,095 | 954,838 |
Clean Harbors, Inc. (A) | 428 | 62,128 |
Copart, Inc. (A) | 17,010 | 1,344,641 |
Republic Services, Inc. | 6,411 | 927,159 |
Rollins, Inc. | 8,833 | 373,194 |
Tetra Tech, Inc. | 888 | 122,873 |
Waste Management, Inc. | 11,233 | 1,865,240 |
Construction and engineering – 0.2% | ||
AECOM | 4,700 | 390,335 |
EMCOR Group, Inc. | 253 | 43,263 |
MasTec, Inc. (A) | 245 | 21,758 |
Quanta Services, Inc. | 4,625 | 784,585 |
Valmont Industries, Inc. | 118 | 34,286 |
WillScot Mobile Mini Holdings Corp. (A) | 4,141 | 188,001 |
Electrical equipment – 0.9% | ||
AMETEK, Inc. | 8,944 | 1,233,646 |
Eaton Corp. PLC | 9,383 | 1,568,087 |
Emerson Electric Company | 13,487 | 1,122,928 |
Generac Holdings, Inc. (A) | 1,398 | 142,904 |
Hubbell, Inc. | 2,112 | 568,804 |
nVent Electric PLC | 718 | 30,106 |
Shares or Principal Amount | Value | |
Industrials (continued) | ||
Electrical equipment (continued) | ||
Plug Power, Inc. (A)(B) | 11,498 | $103,827 |
Regal Rexnord Corp. | 1,194 | 155,411 |
Rockwell Automation, Inc. | 4,916 | 1,393,244 |
Sensata Technologies Holding PLC | 6,625 | 287,856 |
Ground transportation – 1.1% | ||
Avis Budget Group, Inc. (A) | 415 | 73,318 |
CSX Corp. | 47,867 | 1,466,645 |
J.B. Hunt Transport Services, Inc. | 4,784 | 838,587 |
Knight-Swift Transportation Holdings, Inc. | 5,119 | 288,302 |
Norfolk Southern Corp. | 6,974 | 1,415,931 |
Old Dominion Freight Line, Inc. | 3,725 | 1,193,453 |
Saia, Inc. (A) | 156 | 46,452 |
Uber Technologies, Inc. (A) | 16,823 | 522,354 |
U-Haul Holding Company (B) | 377 | 23,020 |
U-Haul Holding Company, Series N | 3,471 | 187,781 |
Union Pacific Corp. | 10,705 | 2,094,969 |
Industrial conglomerates – 0.6% | ||
3M Company | 9,572 | 1,016,738 |
General Electric Company | 12,849 | 1,271,666 |
Honeywell International, Inc. | 10,532 | 2,104,715 |
Machinery – 2.7% | ||
AGCO Corp. | 1,718 | 212,929 |
Caterpillar, Inc. | 9,690 | 2,120,172 |
Cummins, Inc. | 6,035 | 1,418,466 |
Deere & Company | 5,316 | 2,009,554 |
Donaldson Company, Inc. | 699 | 44,421 |
Dover Corp. | 7,056 | 1,031,305 |
Fortive Corp. | 11,712 | 738,910 |
Graco, Inc. | 5,503 | 436,333 |
IDEX Corp. | 2,860 | 590,075 |
Illinois Tool Works, Inc. | 6,865 | 1,660,918 |
Ingersoll Rand, Inc. | 13,249 | 755,458 |
ITT, Inc. | 452 | 38,167 |
Lincoln Electric Holdings, Inc. | 2,311 | 387,786 |
Nordson Corp. | 1,767 | 382,220 |
Otis Worldwide Corp. | 11,134 | 949,730 |
PACCAR, Inc. | 24,939 | 1,862,694 |
Parker-Hannifin Corp. | 3,846 | 1,249,488 |
Pentair PLC | 6,376 | 370,318 |
RBC Bearings, Inc. (A) | 248 | 56,298 |
Snap-on, Inc. | 2,371 | 615,061 |
Stanley Black & Decker, Inc. | 6,690 | 577,615 |
The Middleby Corp. (A) | 1,535 | 216,251 |
The Toro Company | 3,815 | 397,752 |
Wabtec Corp. | 5,988 | 584,848 |
Xylem, Inc. | 6,090 | 632,386 |
Passenger airlines – 0.1% | ||
American Airlines Group, Inc. (A)(B) | 5,741 | 78,307 |
Delta Air Lines, Inc. (A) | 5,920 | 203,115 |
36 | JOHN HANCOCK MULTIFACTOR ETFS | ANNUAL REPORT | SEE NOTES TO FINANCIAL STATEMENTS |
Shares or Principal Amount | Value | |
Industrials (continued) | ||
Passenger airlines (continued) | ||
Southwest Airlines Company | 6,916 | $209,486 |
United Airlines Holdings, Inc. (A) | 3,856 | 168,893 |
Professional services – 1.2% | ||
Automatic Data Processing, Inc. | 6,797 | 1,495,340 |
Booz Allen Hamilton Holding Corp. | 5,696 | 545,221 |
Broadridge Financial Solutions, Inc. | 4,372 | 635,733 |
CACI International, Inc., Class A (A) | 121 | 37,912 |
Clarivate PLC (A) | 6,938 | 61,471 |
Concentrix Corp. | 838 | 80,875 |
CoStar Group, Inc. (A) | 10,332 | 795,047 |
Equifax, Inc. | 4,671 | 973,343 |
Genpact, Ltd. | 6,690 | 298,040 |
Jacobs Solutions, Inc. | 716 | 82,669 |
KBR, Inc. | 1,653 | 93,775 |
Leidos Holdings, Inc. | 5,447 | 507,987 |
Paychex, Inc. | 8,152 | 895,579 |
Robert Half International, Inc. | 5,046 | 368,358 |
SS&C Technologies Holdings, Inc. | 8,517 | 498,585 |
TransUnion | 6,800 | 467,908 |
Verisk Analytics, Inc. | 5,671 | 1,100,798 |
Trading companies and distributors – 0.7% | ||
Fastenal Company | 21,760 | 1,171,558 |
United Rentals, Inc. | 4,265 | 1,540,134 |
W.W. Grainger, Inc. | 2,182 | 1,517,734 |
Watsco, Inc. | 1,106 | 383,096 |
WESCO International, Inc. | 320 | 46,080 |
Information technology – 21.1% | 151,333,863 | |
Communications equipment – 0.9% | ||
Arista Networks, Inc. (A) | 6,966 | 1,115,675 |
Ciena Corp. (A) | 5,064 | 233,147 |
Cisco Systems, Inc. | 67,216 | 3,175,956 |
F5, Inc. (A) | 2,577 | 346,246 |
Juniper Networks, Inc. | 15,758 | 475,104 |
Motorola Solutions, Inc. | 3,569 | 1,040,007 |
Ubiquiti, Inc. (B) | 190 | 44,185 |
Electronic equipment, instruments and components – 1.2% | ||
Amphenol Corp., Class A | 18,923 | 1,428,119 |
Arrow Electronics, Inc. (A) | 4,310 | 493,193 |
CDW Corp. | 5,332 | 904,254 |
Cognex Corp. | 4,968 | 236,924 |
Corning, Inc. | 34,625 | 1,150,243 |
Flex, Ltd. (A) | 29,487 | 606,548 |
Jabil, Inc. | 4,755 | 371,603 |
Keysight Technologies, Inc. (A) | 7,605 | 1,099,987 |
TD SYNNEX Corp. | 548 | 48,794 |
TE Connectivity, Ltd. | 9,194 | 1,125,070 |
Teledyne Technologies, Inc. (A) | 1,433 | 593,835 |
Trimble, Inc. (A) | 8,889 | 418,672 |
Shares or Principal Amount | Value | |
Information technology (continued) | ||
Electronic equipment, instruments andcomponents (continued) | ||
Zebra Technologies Corp., Class A (A) | 1,925 | $554,458 |
IT services – 1.5% | ||
Accenture PLC, Class A | 9,681 | 2,713,487 |
Akamai Technologies, Inc. (A) | 7,002 | 573,954 |
Amdocs, Ltd. | 6,698 | 611,193 |
Cloudflare, Inc., Class A (A) | 3,694 | 173,803 |
Cognizant Technology Solutions Corp., Class A | 16,407 | 979,662 |
EPAM Systems, Inc. (A) | 1,585 | 447,667 |
Gartner, Inc. (A) | 3,279 | 991,766 |
Globant SA (A) | 676 | 106,044 |
GoDaddy, Inc., Class A (A) | 4,389 | 332,160 |
IBM Corp. | 16,520 | 2,088,293 |
MongoDB, Inc. (A) | 951 | 228,202 |
Okta, Inc. (A) | 2,206 | 151,177 |
Snowflake, Inc., Class A (A) | 1,351 | 200,056 |
Twilio, Inc., Class A (A) | 2,637 | 138,733 |
VeriSign, Inc. (A) | 3,425 | 759,665 |
Semiconductors and semiconductor equipment – 5.2% | ||
Advanced Micro Devices, Inc. (A) | 21,795 | 1,947,819 |
Allegro MicroSystems, Inc. (A) | 330 | 11,804 |
Analog Devices, Inc. | 9,301 | 1,673,064 |
Applied Materials, Inc. | 17,283 | 1,953,497 |
Broadcom, Inc. | 6,255 | 3,918,758 |
Enphase Energy, Inc. (A) | 3,187 | 523,305 |
Entegris, Inc. | 4,745 | 355,495 |
First Solar, Inc. (A) | 3,084 | 563,077 |
GLOBALFOUNDRIES, Inc. (A)(B) | 931 | 54,743 |
Intel Corp. | 70,853 | 2,200,694 |
KLA Corp. | 4,080 | 1,577,083 |
Lam Research Corp. | 3,362 | 1,761,957 |
Lattice Semiconductor Corp. (A) | 2,427 | 193,432 |
Marvell Technology, Inc. | 24,118 | 952,179 |
Microchip Technology, Inc. | 20,651 | 1,507,316 |
Micron Technology, Inc. | 20,931 | 1,347,119 |
Monolithic Power Systems, Inc. | 1,225 | 565,913 |
NVIDIA Corp. | 24,662 | 6,843,458 |
NXP Semiconductors NV | 3,849 | 630,235 |
ON Semiconductor Corp. (A) | 17,545 | 1,262,538 |
Qorvo, Inc. (A) | 4,447 | 409,480 |
Qualcomm, Inc. | 19,005 | 2,219,784 |
Skyworks Solutions, Inc. | 7,480 | 792,132 |
SolarEdge Technologies, Inc. (A) | 1,418 | 405,023 |
Teradyne, Inc. | 7,244 | 661,957 |
Texas Instruments, Inc. | 15,463 | 2,585,414 |
Wolfspeed, Inc. (A)(B) | 3,579 | 166,602 |
Software – 7.6% | ||
Adobe, Inc. (A) | 5,192 | 1,960,292 |
ANSYS, Inc. (A) | 3,037 | 953,375 |
SEE NOTES TO FINANCIAL STATEMENTS | ANNUAL REPORT | JOHN HANCOCK MULTIFACTOR ETFS | 37 |
Shares or Principal Amount | Value | |
Information technology (continued) | ||
Software (continued) | ||
Aspen Technology, Inc. (A) | 1,140 | $201,780 |
Atlassian Corp., Class A (A) | 1,741 | 257,076 |
Autodesk, Inc. (A) | 3,510 | 683,713 |
Bentley Systems, Inc., Class B | 1,902 | 80,949 |
BILL Holdings, Inc. (A) | 1,695 | 130,193 |
Black Knight, Inc. (A) | 4,917 | 268,665 |
Cadence Design Systems, Inc. (A) | 5,934 | 1,242,876 |
Ceridian HCM Holding, Inc. (A) | 3,793 | 240,780 |
Confluent, Inc., Class A (A) | 882 | 19,404 |
Crowdstrike Holdings, Inc., Class A (A) | 1,754 | 210,568 |
Datadog, Inc., Class A (A) | 2,682 | 180,713 |
DocuSign, Inc. (A) | 1,795 | 88,745 |
Dolby Laboratories, Inc., Class A | 2,234 | 186,963 |
Dropbox, Inc., Class A (A) | 7,308 | 148,645 |
Dynatrace, Inc. (A) | 3,157 | 133,478 |
Fair Isaac Corp. (A) | 878 | 639,140 |
Fortinet, Inc. (A) | 14,263 | 899,282 |
Gen Digital, Inc. | 22,443 | 396,568 |
Gitlab, Inc., Class A (A)(B) | 338 | 10,262 |
HubSpot, Inc. (A) | 945 | 397,798 |
Intuit, Inc. | 4,038 | 1,792,670 |
Manhattan Associates, Inc. (A) | 1,882 | 311,810 |
Microsoft Corp. | 102,400 | 31,463,417 |
Oracle Corp. | 21,460 | 2,032,691 |
Palantir Technologies, Inc., Class A (A) | 5,360 | 41,540 |
Palo Alto Networks, Inc. (A) | 4,303 | 785,125 |
Paycom Software, Inc. (A) | 1,481 | 430,038 |
Paylocity Holding Corp. (A) | 955 | 184,592 |
Procore Technologies, Inc. (A) | 860 | 45,933 |
PTC, Inc. (A) | 3,447 | 433,598 |
Qualtrics International, Inc., Class A (A) | 1,034 | 18,540 |
Roper Technologies, Inc. | 2,270 | 1,032,351 |
Salesforce, Inc. (A) | 10,749 | 2,132,279 |
Samsara, Inc., Class A (A) | 1,063 | 19,187 |
ServiceNow, Inc. (A) | 1,950 | 895,869 |
Splunk, Inc. (A) | 3,574 | 308,222 |
Synopsys, Inc. (A) | 3,700 | 1,373,884 |
Tyler Technologies, Inc. (A) | 1,401 | 531,021 |
UiPath, Inc., Class A (A) | 2,310 | 32,525 |
Unity Software, Inc. (A) | 1,974 | 53,239 |
VMware, Inc., Class A (A) | 3,326 | 415,850 |
Workday, Inc., Class A (A) | 2,633 | 490,107 |
Zoom Video Communications, Inc., Class A (A) | 1,098 | 67,450 |
Zscaler, Inc. (A) | 1,289 | 116,139 |
Technology hardware, storage and peripherals – 4.7% | ||
Apple, Inc. | 178,139 | 30,226,626 |
Dell Technologies, Inc., Class C | 6,710 | 291,818 |
Hewlett Packard Enterprise Company | 46,049 | 659,422 |
HP, Inc. | 34,646 | 1,029,333 |
Shares or Principal Amount | Value | |
Information technology (continued) | ||
Technology hardware, storage and peripherals (continued) | ||
NetApp, Inc. | 11,431 | $718,896 |
Pure Storage, Inc., Class A (A) | 2,807 | 64,084 |
Seagate Technology Holdings PLC | 8,259 | 485,381 |
Western Digital Corp. (A) | 13,856 | 477,201 |
Materials – 4.2% | 30,262,132 | |
Chemicals – 2.4% | ||
Air Products & Chemicals, Inc. | 4,433 | 1,304,898 |
Albemarle Corp. | 3,709 | 687,871 |
Celanese Corp. | 5,760 | 611,942 |
CF Industries Holdings, Inc. | 9,364 | 670,275 |
Corteva, Inc. | 19,441 | 1,188,234 |
Dow, Inc. | 26,075 | 1,418,480 |
DuPont de Nemours, Inc. | 15,069 | 1,050,611 |
Eastman Chemical Company | 6,112 | 515,058 |
Ecolab, Inc. | 5,061 | 849,438 |
FMC Corp. | 5,087 | 628,651 |
International Flavors & Fragrances, Inc. | 7,493 | 726,521 |
Linde PLC | 6,117 | 2,259,926 |
LyondellBasell Industries NV, Class A | 12,011 | 1,136,361 |
Olin Corp. | 4,014 | 222,376 |
PPG Industries, Inc. | 9,083 | 1,273,982 |
RPM International, Inc. | 5,407 | 443,536 |
The Mosaic Company | 15,429 | 661,133 |
The Sherwin-Williams Company | 5,739 | 1,363,242 |
Westlake Corp. | 1,764 | 200,708 |
Construction materials – 0.2% | ||
Martin Marietta Materials, Inc. | 2,319 | 842,261 |
Vulcan Materials Company | 4,668 | 817,460 |
Containers and packaging – 0.7% | ||
Amcor PLC | 56,169 | 616,174 |
AptarGroup, Inc. | 2,492 | 295,327 |
Avery Dennison Corp. | 3,201 | 558,510 |
Ball Corp. | 13,355 | 710,219 |
Berry Global Group, Inc. | 6,542 | 378,193 |
Crown Holdings, Inc. | 5,570 | 477,795 |
Graphic Packaging Holding Company | 5,377 | 132,597 |
International Paper Company | 20,893 | 691,767 |
Packaging Corp. of America | 4,578 | 619,220 |
Sealed Air Corp. | 2,960 | 142,050 |
Westrock Company | 10,279 | 307,650 |
Metals and mining – 0.9% | ||
Alcoa Corp. | 5,193 | 192,868 |
Cleveland-Cliffs, Inc. (A) | 15,862 | 243,958 |
Freeport-McMoRan, Inc. | 32,433 | 1,229,535 |
MP Materials Corp. (A) | 337 | 7,303 |
Newmont Corp. | 21,111 | 1,000,661 |
Nucor Corp. | 11,135 | 1,649,984 |
Reliance Steel & Aluminum Company | 3,094 | 766,693 |
38 | JOHN HANCOCK MULTIFACTOR ETFS | ANNUAL REPORT | SEE NOTES TO FINANCIAL STATEMENTS |
Shares or Principal Amount | Value | |
Materials (continued) | ||
Metals and mining (continued) | ||
Royal Gold, Inc. | 681 | $90,192 |
Southern Copper Corp. | 2,359 | 181,242 |
Steel Dynamics, Inc. | 10,177 | 1,057,899 |
U.S. Steel Corp. | 1,719 | 39,331 |
Real estate – 3.0% | 21,395,691 | |
Diversified REITs – 0.1% | ||
WP Carey, Inc. | 4,607 | 341,839 |
Health care REITs – 0.2% | ||
Healthcare Realty Trust, Inc. | 2,544 | 50,320 |
Healthpeak Properties, Inc. | 13,716 | 301,341 |
Omega Healthcare Investors, Inc. | 1,509 | 40,381 |
Ventas, Inc. | 9,982 | 479,635 |
Welltower, Inc. | 11,076 | 877,441 |
Hotel and resort REITs – 0.0% | ||
Host Hotels & Resorts, Inc. | 19,857 | 321,088 |
Industrial REITs – 0.3% | ||
Americold Realty Trust, Inc. | 4,856 | 143,689 |
EastGroup Properties, Inc. | 551 | 91,775 |
First Industrial Realty Trust, Inc. | 451 | 23,664 |
Prologis, Inc. | 12,477 | 1,562,744 |
Rexford Industrial Realty, Inc. | 2,798 | 156,044 |
Office REITs – 0.1% | ||
Alexandria Real Estate Equities, Inc. | 3,633 | 451,146 |
Boston Properties, Inc. | 4,110 | 219,310 |
Real estate management and development – 0.2% | ||
CBRE Group, Inc., Class A (A) | 16,194 | 1,241,432 |
Jones Lang LaSalle, Inc. (A) | 2,298 | 319,514 |
Zillow Group, Inc., Class A (A) | 812 | 34,737 |
Zillow Group, Inc., Class C (A) | 2,952 | 128,530 |
Residential REITs – 0.6% | ||
American Homes 4 Rent, Class A | 7,215 | 239,971 |
AvalonBay Communities, Inc. | 3,695 | 666,467 |
Camden Property Trust | 2,602 | 286,350 |
Equity LifeStyle Properties, Inc. | 4,521 | 311,497 |
Equity Residential | 9,070 | 573,678 |
Essex Property Trust, Inc. | 1,766 | 388,043 |
Invitation Homes, Inc. | 14,131 | 471,551 |
Mid-America Apartment Communities, Inc. | 3,036 | 466,937 |
Sun Communities, Inc. | 2,917 | 405,259 |
UDR, Inc. | 7,950 | 328,574 |
Retail REITs – 0.4% | ||
Brixmor Property Group, Inc. | 1,008 | 21,501 |
Federal Realty Investment Trust | 2,048 | 202,527 |
Kimco Realty Corp. | 11,236 | 215,619 |
National Retail Properties, Inc. | 4,394 | 191,139 |
Realty Income Corp. | 12,456 | 782,735 |
Regency Centers Corp. | 4,364 | 268,081 |
Simon Property Group, Inc. | 7,130 | 807,972 |
Shares or Principal Amount | Value | |
Real estate (continued) | ||
Specialized REITs – 1.1% | ||
American Tower Corp. | 5,267 | $1,076,522 |
Crown Castle, Inc. | 5,649 | 695,335 |
CubeSmart | 5,164 | 234,910 |
Digital Realty Trust, Inc. | 6,194 | 614,135 |
Equinix, Inc. | 1,205 | 872,516 |
Extra Space Storage, Inc. | 3,429 | 521,345 |
Gaming and Leisure Properties, Inc. | 6,186 | 321,672 |
Iron Mountain, Inc. | 7,695 | 425,072 |
Lamar Advertising Company, Class A | 2,248 | 237,569 |
Life Storage, Inc. | 1,469 | 197,404 |
Public Storage | 2,019 | 595,262 |
SBA Communications Corp. | 2,610 | 680,923 |
VICI Properties, Inc. | 21,407 | 726,554 |
Weyerhaeuser Company | 26,210 | 783,941 |
Utilities – 4.3% | 30,685,536 | |
Electric utilities – 2.4% | ||
Alliant Energy Corp. | 10,092 | 556,473 |
American Electric Power Company, Inc. | 13,941 | 1,288,427 |
Avangrid, Inc. | 2,187 | 88,049 |
Constellation Energy Corp. | 5,838 | 451,861 |
Duke Energy Corp. | 14,860 | 1,469,357 |
Edison International | 17,410 | 1,281,376 |
Entergy Corp. | 11,208 | 1,205,757 |
Evergy, Inc. | 11,504 | 714,513 |
Eversource Energy | 14,605 | 1,133,494 |
Exelon Corp. | 37,993 | 1,612,423 |
FirstEnergy Corp. | 21,943 | 873,331 |
NextEra Energy, Inc. | 20,068 | 1,537,811 |
NRG Energy, Inc. | 11,676 | 398,969 |
OGE Energy Corp. | 3,865 | 145,092 |
PG&E Corp. (A) | 39,787 | 680,756 |
Pinnacle West Capital Corp. | 5,908 | 463,542 |
PPL Corp. | 36,807 | 1,057,097 |
The Southern Company | 18,592 | 1,367,442 |
Xcel Energy, Inc. | 18,750 | 1,310,813 |
Gas utilities – 0.1% | ||
Atmos Energy Corp. | 4,879 | 556,889 |
UGI Corp. | 11,202 | 379,524 |
Independent power and renewable electricity producers –0.2% | ||
Brookfield Renewable Corp., Class A | 2,707 | 90,441 |
Clearway Energy, Inc., Class A | 373 | 10,810 |
Clearway Energy, Inc., Class C | 570 | 17,311 |
The AES Corp. | 31,378 | 742,403 |
Vistra Corp. | 15,041 | 358,878 |
Multi-utilities – 1.4% | ||
Ameren Corp. | 11,905 | 1,059,188 |
CenterPoint Energy, Inc. | 27,729 | 844,903 |
CMS Energy Corp. | 11,909 | 741,454 |
SEE NOTES TO FINANCIAL STATEMENTS | ANNUAL REPORT | JOHN HANCOCK MULTIFACTOR ETFS | 39 |
Shares or Principal Amount | Value | |
Utilities (continued) | ||
Multi-utilities (continued) | ||
Consolidated Edison, Inc. | 16,081 | $1,583,496 |
Dominion Energy, Inc. | 11,336 | 647,739 |
DTE Energy Company | 8,653 | 972,684 |
NiSource, Inc. | 20,669 | 588,240 |
Public Service Enterprise Group, Inc. | 20,407 | 1,289,722 |
Sempra Energy | 6,071 | 943,980 |
WEC Energy Group, Inc. | 11,184 | 1,075,565 |
Water utilities – 0.2% | ||
American Water Works Company, Inc. | 5,836 | 865,187 |
Essential Utilities, Inc. | 6,570 | 280,539 |
SHORT-TERM INVESTMENTS – 0.1% | $662,963 | |
(Cost $662,966) | ||
Short-term funds – 0.1% | 662,963 | |
John Hancock Collateral Trust, 4.9058% (D)(E) | 18,901 | 188,958 |
State Street Institutional U.S. Government Money Market Fund, Premier Class, 4.7429% (D) | 474,005 | 474,005 |
Total investments (Multifactor Large Cap ETF) (Cost $644,310,679) 100.0% | $718,449,155 | |
Other assets and liabilities, net 0.0% | 162,403 | |
Total net assets 100.0% | $718,611,558 |
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 4-30-23. |
(C) | 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. |
(D) | The rate shown is the annualized seven-day yield as of 4-30-23. |
(E) | Investment is an affiliate of the fund, the advisor and/or subadvisor. This security represents the investment of cash collateral received for securities lending. |
Shares or Principal Amount | Value | |
COMMON STOCKS – 99.8% | $2,955,552,051 | |
(Cost $2,722,270,935) | ||
Communication services – 3.2% | 95,813,286 | |
Diversified telecommunication services – 0.2% | ||
Frontier Communications Parent, Inc. (A) | 178,809 | 4,030,355 |
Iridium Communications, Inc. | 45,655 | 2,897,723 |
Entertainment – 0.9% | ||
Endeavor Group Holdings, Inc., Class A (A) | 51,267 | 1,321,663 |
Liberty Media Corp.-Liberty Formula One, Series A (A) | 11,029 | 714,459 |
Liberty Media Corp.-Liberty Formula One, Series C (A) | 84,179 | 6,076,882 |
Live Nation Entertainment, Inc. (A) | 37,038 | 2,510,436 |
Shares or Principal Amount | Value | |
Communication services (continued) | ||
Entertainment (continued) | ||
ROBLOX Corp., Class A (A) | 26,422 | $940,623 |
Spotify Technology SA (A) | 9,124 | 1,218,966 |
Take-Two Interactive Software, Inc. (A) | 59,247 | 7,363,810 |
Warner Brothers Discovery, Inc. (A) | 332,830 | 4,529,816 |
Warner Music Group Corp., Class A | 32,083 | 977,569 |
World Wrestling Entertainment, Inc., Class A | 17,699 | 1,896,802 |
Interactive media and services – 0.1% | ||
Pinterest, Inc., Class A (A) | 74,123 | 1,704,829 |
ZoomInfo Technologies, Inc. (A) | 58,799 | 1,288,286 |
Media – 2.0% | ||
DISH Network Corp., Class A (A) | 113,885 | 855,276 |
Fox Corp., Class A | 137,802 | 4,583,295 |
Fox Corp., Class B | 59,970 | 1,831,484 |
Liberty Broadband Corp., Series A (A) | 7,698 | 650,712 |
Liberty Broadband Corp., Series C (A) | 49,669 | 4,210,938 |
Liberty Media Corp.-Liberty SiriusXM, Series A (A) | 37,699 | 1,059,342 |
Liberty Media Corp.-Liberty SiriusXM, Series C (A) | 55,734 | 1,557,208 |
News Corp., Class A | 275,468 | 4,850,991 |
News Corp., Class B | 80,797 | 1,434,147 |
Nexstar Media Group, Inc. | 32,385 | 5,617,178 |
Omnicom Group, Inc. | 95,167 | 8,619,275 |
Paramount Global, Class A | 1,366 | 36,144 |
Paramount Global, Class B | 159,703 | 3,725,871 |
Sirius XM Holdings, Inc. (B) | 176,710 | 671,498 |
The Interpublic Group of Companies, Inc. | 250,656 | 8,955,939 |
The New York Times Company, Class A | 82,430 | 3,276,593 |
The Trade Desk, Inc., Class A (A) | 99,552 | 6,405,176 |
Consumer discretionary – 12.6% | 373,579,825 | |
Automobile components – 0.8% | ||
Autoliv, Inc. | 60,372 | 5,180,521 |
BorgWarner, Inc. | 160,799 | 7,739,256 |
Gentex Corp. | 154,476 | 4,261,993 |
Lear Corp. | 41,564 | 5,306,060 |
Automobiles – 0.1% | ||
Harley-Davidson, Inc. | 109,829 | 4,074,656 |
Broadline retail – 0.5% | ||
Dillard’s, Inc., Class A | 2,346 | 700,023 |
eBay, Inc. | 150,082 | 6,968,307 |
Etsy, Inc. (A) | 40,056 | 4,046,858 |
Macy’s, Inc. | 197,773 | 3,231,611 |
Distributors – 0.8% | ||
Genuine Parts Company | 58,493 | 9,844,957 |
LKQ Corp. | 130,502 | 7,533,880 |
Pool Corp. | 17,423 | 6,121,048 |
Diversified consumer services – 0.4% | ||
ADT, Inc. | 219,700 | 1,471,990 |
40 | JOHN HANCOCK MULTIFACTOR ETFS | ANNUAL REPORT | SEE NOTES TO FINANCIAL STATEMENTS |
Shares or Principal Amount | Value | |
Consumer discretionary (continued) | ||
Diversified consumer services (continued) | ||
H&R Block, Inc. | 56,563 | $1,918,051 |
Service Corp. International | 134,266 | 9,424,131 |
Hotels, restaurants and leisure – 2.7% | ||
Aramark | 155,418 | 5,393,005 |
Boyd Gaming Corp. | 47,399 | 3,289,491 |
Caesars Entertainment, Inc. (A) | 72,567 | 3,286,559 |
Carnival Corp. (A)(B) | 124,861 | 1,149,970 |
Choice Hotels International, Inc. | 18,961 | 2,417,907 |
Churchill Downs, Inc. | 15,771 | 4,613,491 |
Darden Restaurants, Inc. | 51,263 | 7,788,388 |
Domino’s Pizza, Inc. | 13,366 | 4,243,304 |
DraftKings, Inc., Class A (A) | 86,877 | 1,903,475 |
Dutch Bros, Inc., Class A (A)(B) | 6,046 | 188,333 |
Expedia Group, Inc. (A) | 34,298 | 3,222,640 |
Hilton Grand Vacations, Inc. (A) | 32,973 | 1,411,244 |
Hyatt Hotels Corp., Class A (A) | 22,912 | 2,618,842 |
Light & Wonder, Inc. (A) | 29,799 | 1,796,582 |
Marriott Vacations Worldwide Corp. | 22,739 | 3,059,760 |
MGM Resorts International | 150,293 | 6,751,162 |
Norwegian Cruise Line Holdings, Ltd. (A) | 157,217 | 2,098,847 |
Planet Fitness, Inc., Class A (A) | 33,753 | 2,806,224 |
Royal Caribbean Cruises, Ltd. (A) | 54,657 | 3,576,208 |
Texas Roadhouse, Inc. | 34,286 | 3,792,717 |
Vail Resorts, Inc. | 22,918 | 5,512,237 |
Wyndham Hotels & Resorts, Inc. | 53,937 | 3,679,582 |
Wynn Resorts, Ltd. (A) | 38,796 | 4,433,607 |
Household durables – 2.7% | ||
D.R. Horton, Inc. | 149,425 | 16,409,854 |
Garmin, Ltd. | 53,355 | 5,237,860 |
Lennar Corp., A Shares | 105,106 | 11,857,008 |
Lennar Corp., B Shares | 5,606 | 548,379 |
Mohawk Industries, Inc. (A) | 30,786 | 3,260,237 |
Newell Brands, Inc. | 237,957 | 2,891,178 |
NVR, Inc. (A) | 1,666 | 9,729,440 |
PulteGroup, Inc. | 187,792 | 12,610,233 |
Tempur Sealy International, Inc. | 29,675 | 1,111,922 |
Toll Brothers, Inc. | 77,409 | 4,947,209 |
TopBuild Corp. (A) | 20,010 | 4,511,855 |
Whirlpool Corp. | 51,155 | 7,140,726 |
Leisure products – 0.6% | ||
Brunswick Corp. | 59,176 | 5,017,533 |
Hasbro, Inc. | 71,609 | 4,240,685 |
Mattel, Inc. (A) | 216,668 | 3,900,024 |
Polaris, Inc. | 38,153 | 4,145,323 |
Specialty retail – 3.0% | ||
Advance Auto Parts, Inc. | 42,395 | 5,321,844 |
AutoNation, Inc. (A) | 48,435 | 6,378,890 |
Bath & Body Works, Inc. | 87,176 | 3,059,878 |
Best Buy Company, Inc. | 104,723 | 7,803,958 |
Shares or Principal Amount | Value | |
Consumer discretionary (continued) | ||
Specialty retail (continued) | ||
Burlington Stores, Inc. (A) | 19,076 | $3,678,044 |
CarMax, Inc. (A) | 80,904 | 5,665,707 |
Chewy, Inc., Class A (A)(B) | 8,203 | 254,375 |
Dick’s Sporting Goods, Inc. | 45,986 | 6,668,430 |
Five Below, Inc. (A) | 27,209 | 5,369,968 |
Floor & Decor Holdings, Inc., Class A (A) | 49,115 | 4,879,084 |
Lithia Motors, Inc. | 19,412 | 4,287,917 |
Murphy USA, Inc. | 9,328 | 2,567,345 |
Penske Automotive Group, Inc. | 15,518 | 2,150,484 |
RH (A) | 9,334 | 2,381,383 |
Tractor Supply Company | 47,681 | 11,367,150 |
Ulta Beauty, Inc. (A) | 20,984 | 11,571,207 |
Williams-Sonoma, Inc. | 53,728 | 6,503,237 |
Textiles, apparel and luxury goods – 1.0% | ||
Capri Holdings, Ltd. (A) | 89,680 | 3,721,720 |
Columbia Sportswear Company | 7,876 | 657,961 |
Crocs, Inc. (A) | 16,011 | 1,980,080 |
Deckers Outdoor Corp. (A) | 16,931 | 8,115,706 |
Levi Strauss & Company, Class A (B) | 47,704 | 689,800 |
Ralph Lauren Corp. | 25,057 | 2,876,293 |
Skechers USA, Inc., Class A (A) | 79,242 | 4,214,882 |
Tapestry, Inc. | 171,480 | 6,998,099 |
Consumer staples – 4.7% | 140,417,974 | |
Beverages – 0.2% | ||
Celsius Holdings, Inc. (A) | 9,147 | 874,179 |
Molson Coors Beverage Company, Class B | 89,588 | 5,328,694 |
Consumer staples distribution and retail – 1.5% | ||
Albertsons Companies, Inc., Class A | 60,306 | 1,260,395 |
BJ’s Wholesale Club Holdings, Inc. (A) | 67,974 | 5,191,174 |
Casey’s General Stores, Inc. | 23,261 | 5,322,582 |
Dollar Tree, Inc. (A) | 92,014 | 14,143,472 |
Performance Food Group Company (A) | 85,196 | 5,340,937 |
The Kroger Company | 169,294 | 8,232,767 |
U.S. Foods Holding Corp. (A) | 135,446 | 5,201,126 |
Food products – 2.4% | ||
Bunge, Ltd. | 80,411 | 7,526,470 |
Campbell Soup Company | 87,704 | 4,762,327 |
Conagra Brands, Inc. | 162,395 | 6,164,514 |
Darling Ingredients, Inc. (A) | 104,886 | 6,248,059 |
Flowers Foods, Inc. | 94,089 | 2,588,388 |
Hormel Foods Corp. | 72,330 | 2,925,025 |
Ingredion, Inc. | 45,516 | 4,832,434 |
Kellogg Company | 77,209 | 5,386,872 |
Lamb Weston Holdings, Inc. | 67,360 | 7,531,522 |
Lancaster Colony Corp. | 3,282 | 686,332 |
McCormick & Company, Inc. | 72,584 | 6,376,504 |
Pilgrim’s Pride Corp. (A) | 32,695 | 745,773 |
Post Holdings, Inc. (A) | 41,324 | 3,739,409 |
SEE NOTES TO FINANCIAL STATEMENTS | ANNUAL REPORT | JOHN HANCOCK MULTIFACTOR ETFS | 41 |
Shares or Principal Amount | Value | |
Consumer staples (continued) | ||
Food products (continued) | ||
The J.M. Smucker Company | 43,397 | $6,700,931 |
Tyson Foods, Inc., Class A | 95,747 | 5,983,230 |
Household products – 0.5% | ||
Church & Dwight Company, Inc. | 77,280 | 7,505,434 |
Reynolds Consumer Products, Inc. | 31,479 | 882,356 |
The Clorox Company | 40,862 | 6,767,564 |
Personal care products – 0.1% | ||
Coty, Inc., Class A (A) | 182,772 | 2,169,504 |
Energy – 4.8% | 140,669,428 | |
Energy equipment and services – 0.7% | ||
Baker Hughes Company | 261,360 | 7,642,166 |
ChampionX Corp. | 30,066 | 814,187 |
Halliburton Company | 233,472 | 7,646,208 |
Noble Corp. PLC (A) | 14,175 | 545,029 |
NOV, Inc. | 158,049 | 2,647,321 |
TechnipFMC PLC (A) | 63,317 | 866,810 |
Oil, gas and consumable fuels – 4.1% | ||
Antero Resources Corp. (A) | 142,247 | 3,270,259 |
APA Corp. | 160,081 | 5,898,985 |
Cheniere Energy, Inc. | 63,801 | 9,761,553 |
Chesapeake Energy Corp. | 66,031 | 5,459,443 |
Chord Energy Corp. | 16,372 | 2,330,227 |
Civitas Resources, Inc. | 30,905 | 2,133,990 |
Coterra Energy, Inc. | 308,403 | 7,895,117 |
Diamondback Energy, Inc. | 78,405 | 11,149,191 |
DT Midstream, Inc. | 32,271 | 1,589,992 |
EnLink Midstream LLC (A) | 30,399 | 298,214 |
EQT Corp. | 151,354 | 5,273,173 |
Hess Corp. | 79,251 | 11,496,150 |
HF Sinclair Corp. | 79,341 | 3,499,732 |
Marathon Oil Corp. | 315,653 | 7,626,176 |
Matador Resources Company | 56,969 | 2,793,190 |
Murphy Oil Corp. | 73,291 | 2,690,513 |
New Fortress Energy, Inc. | 16,468 | 498,816 |
ONEOK, Inc. | 129,849 | 8,493,423 |
Ovintiv, Inc. | 157,958 | 5,699,125 |
PBF Energy, Inc., Class A | 59,856 | 2,086,580 |
PDC Energy, Inc. | 57,764 | 3,757,548 |
Permian Resources Corp. | 26,405 | 275,932 |
Range Resources Corp. | 123,987 | 3,279,456 |
Southwestern Energy Company (A) | 369,946 | 1,920,020 |
Targa Resources Corp. | 93,225 | 7,041,284 |
Texas Pacific Land Corp. | 2,903 | 4,289,618 |
Financials – 13.7% | 406,732,456 | |
Banks – 3.4% | ||
Bank OZK | 44,091 | 1,574,931 |
BOK Financial Corp. | 15,178 | 1,272,979 |
Cadence Bank | 43,259 | 874,697 |
Shares or Principal Amount | Value | |
Financials (continued) | ||
Banks (continued) | ||
Citizens Financial Group, Inc. | 189,445 | $5,861,428 |
Comerica, Inc. | 78,104 | 3,387,370 |
Commerce Bancshares, Inc. | 69,544 | 3,884,032 |
Cullen/Frost Bankers, Inc. | 30,351 | 3,346,198 |
East West Bancorp, Inc. | 90,268 | 4,665,953 |
Fifth Third Bancorp | 289,599 | 7,587,494 |
First Citizens BancShares, Inc., Class A | 5,565 | 5,604,957 |
First Financial Bankshares, Inc. | 60,402 | 1,767,363 |
First Horizon Corp. | 232,961 | 4,088,466 |
First Republic Bank (B) | 144 | 505 |
Glacier Bancorp, Inc. | 39,148 | 1,300,888 |
Huntington Bancshares, Inc. | 563,905 | 6,315,736 |
KeyCorp | 395,931 | 4,458,183 |
M&T Bank Corp. | 64,908 | 8,165,426 |
New York Community Bancorp, Inc. | 175,692 | 1,878,147 |
Old National Bancorp | 25,712 | 344,798 |
Pinnacle Financial Partners, Inc. | 39,109 | 2,120,881 |
Popular, Inc. | 42,535 | 2,552,525 |
Prosperity Bancshares, Inc. | 48,808 | 3,056,357 |
Regions Financial Corp. | 427,368 | 7,803,740 |
SouthState Corp. | 33,410 | 2,304,622 |
Synovus Financial Corp. | 96,374 | 2,968,319 |
United Bankshares, Inc. | 36,931 | 1,223,524 |
Valley National Bancorp | 193,337 | 1,813,501 |
Webster Financial Corp. | 93,406 | 3,484,044 |
Western Alliance Bancorp | 68,958 | 2,559,721 |
Wintrust Financial Corp. | 32,653 | 2,232,486 |
Zions Bancorp NA | 107,867 | 3,005,175 |
Capital markets – 3.6% | ||
Affiliated Managers Group, Inc. | 20,956 | 3,025,627 |
Ameriprise Financial, Inc. | 41,966 | 12,804,666 |
Ares Management Corp., Class A | 40,061 | 3,508,943 |
FactSet Research Systems, Inc. | 16,785 | 6,910,217 |
Franklin Resources, Inc. | 136,641 | 3,672,910 |
Houlihan Lokey, Inc. | 25,435 | 2,324,250 |
Interactive Brokers Group, Inc., Class A | 34,109 | 2,655,386 |
Invesco, Ltd. | 263,950 | 4,521,464 |
Jefferies Financial Group, Inc. | 126,255 | 4,043,948 |
LPL Financial Holdings, Inc. | 35,960 | 7,509,886 |
MarketAxess Holdings, Inc. | 16,001 | 5,094,238 |
Morningstar, Inc. | 11,679 | 2,082,482 |
Nasdaq, Inc. | 142,064 | 7,866,084 |
Northern Trust Corp. | 73,362 | 5,733,974 |
Raymond James Financial, Inc. | 77,108 | 6,980,587 |
Robinhood Markets, Inc., Class A (A) | 195,591 | 1,730,980 |
SEI Investments Company | 74,324 | 4,378,427 |
State Street Corp. | 115,102 | 8,317,271 |
Stifel Financial Corp. | 68,030 | 4,079,759 |
T. Rowe Price Group, Inc. | 32,405 | 3,640,054 |
42 | JOHN HANCOCK MULTIFACTOR ETFS | ANNUAL REPORT | SEE NOTES TO FINANCIAL STATEMENTS |
Shares or Principal Amount | Value | |
Financials (continued) | ||
Capital markets (continued) | ||
The Carlyle Group, Inc. | 72,761 | $2,206,841 |
TPG, Inc. | 21,565 | 624,738 |
Tradeweb Markets, Inc., Class A | 22,048 | 1,552,400 |
Consumer finance – 0.5% | ||
Ally Financial, Inc. | 256,685 | 6,771,350 |
Credit Acceptance Corp. (A) | 4,946 | 2,421,067 |
Synchrony Financial | 238,795 | 7,046,840 |
Financial services – 1.3% | ||
Apollo Global Management, Inc. | 85,018 | 5,389,291 |
Equitable Holdings, Inc. | 283,405 | 7,365,696 |
Euronet Worldwide, Inc. (A) | 10,770 | 1,192,670 |
FleetCor Technologies, Inc. (A) | 26,973 | 5,770,064 |
Jack Henry & Associates, Inc. | 35,895 | 5,863,089 |
Rocket Companies, Inc., Class A (A) | 13,440 | 119,750 |
Shift4 Payments, Inc., Class A (A) | 11,837 | 802,193 |
Toast, Inc., Class A (A) | 41,116 | 748,311 |
Voya Financial, Inc. | 92,880 | 7,103,462 |
WEX, Inc. (A) | 23,318 | 4,135,447 |
Insurance – 4.9% | ||
American Financial Group, Inc. | 49,313 | 6,052,184 |
Arch Capital Group, Ltd. (A) | 126,583 | 9,502,586 |
Arthur J. Gallagher & Company | 67,283 | 13,998,901 |
Assurant, Inc. | 33,962 | 4,181,741 |
Brown & Brown, Inc. | 81,958 | 5,277,276 |
Cincinnati Financial Corp. | 53,741 | 5,720,192 |
CNA Financial Corp. | 13,386 | 520,849 |
Erie Indemnity Company, Class A | 12,156 | 2,641,863 |
Everest Re Group, Ltd. | 14,211 | 5,371,758 |
Fidelity National Financial, Inc. | 191,100 | 6,782,139 |
First American Financial Corp. | 80,297 | 4,625,910 |
Globe Life, Inc. | 58,036 | 6,298,067 |
Kinsale Capital Group, Inc. | 8,038 | 2,626,095 |
Lincoln National Corp. | 88,417 | 1,921,301 |
Loews Corp. | 92,448 | 5,322,231 |
Markel Corp. (A) | 4,557 | 6,236,391 |
Old Republic International Corp. | 189,851 | 4,797,535 |
Primerica, Inc. | 10,098 | 1,842,986 |
Principal Financial Group, Inc. | 112,287 | 8,386,716 |
Reinsurance Group of America, Inc. | 41,249 | 5,870,558 |
RenaissanceRe Holdings, Ltd. | 24,324 | 5,239,633 |
RLI Corp. | 10,051 | 1,397,592 |
Selective Insurance Group, Inc. | 9,034 | 870,245 |
The Hartford Financial Services Group, Inc. | 169,287 | 12,017,684 |
Unum Group | 90,358 | 3,813,108 |
W.R. Berkley Corp. | 83,263 | 4,905,856 |
Willis Towers Watson PLC | 38,913 | 9,012,251 |
Shares or Principal Amount | Value | |
Health care – 11.8% | $348,003,290 | |
Biotechnology – 2.1% | ||
Alnylam Pharmaceuticals, Inc. (A) | 29,497 | 5,875,802 |
Apellis Pharmaceuticals, Inc. (A) | 21,838 | 1,821,944 |
BioMarin Pharmaceutical, Inc. (A) | 67,535 | 6,486,061 |
Exact Sciences Corp. (A) | 56,080 | 3,593,046 |
Exelixis, Inc. (A) | 208,420 | 3,814,086 |
Halozyme Therapeutics, Inc. (A) | 55,990 | 1,798,959 |
Horizon Therapeutics PLC (A) | 103,768 | 11,534,851 |
Incyte Corp. (A) | 57,570 | 4,283,784 |
Ionis Pharmaceuticals, Inc. (A) | 23,461 | 829,816 |
Karuna Therapeutics, Inc. (A) | 7,013 | 1,391,660 |
Natera, Inc. (A) | 25,258 | 1,281,086 |
Neurocrine Biosciences, Inc. (A) | 43,987 | 4,444,446 |
Prometheus Biosciences, Inc. (A) | 4,700 | 911,565 |
Sarepta Therapeutics, Inc. (A) | 23,393 | 2,871,959 |
Seagen, Inc. (A) | 25,358 | 5,071,600 |
United Therapeutics Corp. (A) | 30,905 | 7,112,168 |
Health care equipment and supplies – 3.3% | ||
ABIOMED, Inc. (A)(C) | 18,321 | 284,342 |
Align Technology, Inc. (A) | 10,539 | 3,428,337 |
Dentsply Sirona, Inc. | 149,067 | 6,250,379 |
Envista Holdings Corp. (A) | 99,153 | 3,816,399 |
Globus Medical, Inc., Class A (A) | 46,835 | 2,722,987 |
Hologic, Inc. (A) | 131,911 | 11,345,665 |
Inspire Medical Systems, Inc. (A) | 7,803 | 2,088,317 |
Insulet Corp. (A) | 18,450 | 5,867,838 |
Lantheus Holdings, Inc. (A) | 20,841 | 1,780,863 |
Masimo Corp. (A) | 26,634 | 5,037,555 |
Novocure, Ltd. (A) | 27,668 | 1,823,321 |
Penumbra, Inc. (A) | 13,179 | 3,744,417 |
QuidelOrtho Corp. (A) | 22,736 | 2,045,103 |
ResMed, Inc. | 53,066 | 12,786,783 |
Shockwave Medical, Inc. (A) | 13,474 | 3,909,616 |
STERIS PLC | 39,992 | 7,540,492 |
Teleflex, Inc. | 20,302 | 5,532,701 |
The Cooper Companies, Inc. | 20,621 | 7,865,880 |
Zimmer Biomet Holdings, Inc. | 61,838 | 8,560,853 |
Health care providers and services – 3.1% | ||
Acadia Healthcare Company, Inc. (A) | 49,987 | 3,613,560 |
agilon health, Inc. (A)(B) | 62,866 | 1,525,758 |
AmerisourceBergen Corp. | 51,438 | 8,582,430 |
Cardinal Health, Inc. | 94,029 | 7,719,781 |
Chemed Corp. | 9,087 | 5,009,209 |
DaVita, Inc. (A) | 40,339 | 3,645,032 |
Encompass Health Corp. | 76,886 | 4,932,237 |
HealthEquity, Inc. (A) | 30,551 | 1,632,951 |
Henry Schein, Inc. (A) | 97,514 | 7,880,106 |
Laboratory Corp. of America Holdings | 49,656 | 11,257,512 |
Molina Healthcare, Inc. (A) | 27,710 | 8,254,532 |
Oak Street Health, Inc. (A) | 27,758 | 1,081,729 |
SEE NOTES TO FINANCIAL STATEMENTS | ANNUAL REPORT | JOHN HANCOCK MULTIFACTOR ETFS | 43 |
Shares or Principal Amount | Value | |
Health care (continued) | ||
Health care providers and services (continued) | ||
Option Care Health, Inc. (A) | 62,102 | $1,996,579 |
Quest Diagnostics, Inc. | 71,604 | 9,939,351 |
R1 RCM, Inc. (A) | 51,626 | 804,849 |
Tenet Healthcare Corp. (A) | 57,090 | 4,185,839 |
Universal Health Services, Inc., Class B | 57,990 | 8,718,797 |
Health care technology – 0.1% | ||
Doximity, Inc., Class A (A)(B) | 12,726 | 467,681 |
Veeva Systems, Inc., Class A (A) | 15,412 | 2,759,981 |
Life sciences tools and services – 2.3% | ||
Avantor, Inc. (A) | 248,909 | 4,848,747 |
Bio-Rad Laboratories, Inc., Class A (A) | 9,934 | 4,478,148 |
Bio-Techne Corp. | 72,481 | 5,789,782 |
Bruker Corp. | 67,958 | 5,377,517 |
Charles River Laboratories International, Inc. (A) | 27,609 | 5,249,023 |
Medpace Holdings, Inc. (A) | 5,423 | 1,085,359 |
Mettler-Toledo International, Inc. (A) | 9,027 | 13,463,771 |
PerkinElmer, Inc. | 58,342 | 7,613,048 |
Repligen Corp. (A) | 24,630 | 3,734,647 |
Waters Corp. (A) | 21,458 | 6,445,125 |
West Pharmaceutical Services, Inc. | 27,580 | 9,962,999 |
Pharmaceuticals – 0.9% | ||
Catalent, Inc. (A) | 87,393 | 4,380,137 |
Elanco Animal Health, Inc. (A) | 200,634 | 1,900,004 |
Jazz Pharmaceuticals PLC (A) | 41,613 | 5,845,378 |
Organon & Company | 90,475 | 2,228,399 |
Perrigo Company PLC | 53,625 | 1,994,314 |
Royalty Pharma PLC, Class A | 87,839 | 3,087,541 |
Viatris, Inc. | 745,633 | 6,956,756 |
Industrials – 18.3% | 541,439,085 | |
Aerospace and defense – 1.2% | ||
Axon Enterprise, Inc. (A) | 17,226 | 3,629,690 |
BWX Technologies, Inc. | 20,603 | 1,330,542 |
Curtiss-Wright Corp. | 15,767 | 2,677,710 |
HEICO Corp. | 12,512 | 2,110,024 |
HEICO Corp., Class A | 20,406 | 2,739,097 |
Hexcel Corp. | 17,942 | 1,293,259 |
Howmet Aerospace, Inc. | 145,018 | 6,422,847 |
Huntington Ingalls Industries, Inc. | 24,140 | 4,868,072 |
Textron, Inc. | 93,826 | 6,280,712 |
Woodward, Inc. | 31,459 | 3,020,693 |
Air freight and logistics – 0.6% | ||
C.H. Robinson Worldwide, Inc. | 58,400 | 5,890,808 |
Expeditors International of Washington, Inc. | 74,730 | 8,507,263 |
GXO Logistics, Inc. (A) | 67,505 | 3,586,541 |
Building products – 2.1% | ||
A.O. Smith Corp. | 72,727 | 4,966,527 |
Advanced Drainage Systems, Inc. | 35,257 | 3,022,230 |
Shares or Principal Amount | Value | |
Industrials (continued) | ||
Building products (continued) | ||
Allegion PLC | 50,758 | $5,607,744 |
Builders FirstSource, Inc. (A) | 134,532 | 12,749,598 |
Carlisle Companies, Inc. | 25,765 | 5,561,375 |
Fortune Brands Innovations, Inc. | 93,173 | 6,027,361 |
Lennox International, Inc. | 14,373 | 4,051,892 |
Masco Corp. | 113,352 | 6,065,466 |
Owens Corning | 76,423 | 8,162,741 |
Trex Company, Inc. (A) | 53,405 | 2,919,117 |
UFP Industries, Inc. | 25,639 | 2,013,174 |
Commercial services and supplies – 0.8% | ||
Clean Harbors, Inc. (A) | 26,068 | 3,784,031 |
Copart, Inc. (A) | 148,367 | 11,728,411 |
MSA Safety, Inc. | 16,919 | 2,195,240 |
Rollins, Inc. | 85,520 | 3,613,220 |
Tetra Tech, Inc. | 23,763 | 3,288,086 |
Construction and engineering – 1.3% | ||
AECOM | 77,442 | 6,431,558 |
API Group Corp. (A) | 38,805 | 883,202 |
EMCOR Group, Inc. | 32,312 | 5,525,352 |
MasTec, Inc. (A) | 33,209 | 2,949,291 |
MDU Resources Group, Inc. | 129,504 | 3,784,107 |
Quanta Services, Inc. | 60,711 | 10,299,014 |
Valmont Industries, Inc. | 6,968 | 2,024,622 |
WillScot Mobile Mini Holdings Corp. (A) | 109,317 | 4,962,992 |
Electrical equipment – 1.8% | ||
Acuity Brands, Inc. | 18,503 | 2,912,002 |
AMETEK, Inc. | 88,313 | 12,181,012 |
Atkore, Inc. (A) | 12,540 | 1,584,178 |
Generac Holdings, Inc. (A) | 21,958 | 2,244,547 |
Hubbell, Inc. | 26,262 | 7,072,882 |
nVent Electric PLC | 73,316 | 3,074,140 |
Plug Power, Inc. (A)(B) | 223,527 | 2,018,449 |
Regal Rexnord Corp. | 30,359 | 3,951,527 |
Rockwell Automation, Inc. | 42,444 | 12,029,054 |
Sensata Technologies Holding PLC | 127,452 | 5,537,789 |
Sunrun, Inc. (A) | 92,823 | 1,952,996 |
Ground transportation – 1.4% | ||
Avis Budget Group, Inc. (A) | 9,275 | 1,638,614 |
Hertz Global Holdings, Inc. (A) | 124,838 | 2,082,298 |
J.B. Hunt Transport Services, Inc. | 37,280 | 6,534,811 |
Knight-Swift Transportation Holdings, Inc. | 105,107 | 5,919,626 |
Landstar System, Inc. | 21,934 | 3,861,042 |
Old Dominion Freight Line, Inc. | 37,785 | 12,105,936 |
Saia, Inc. (A) | 15,802 | 4,705,362 |
U-Haul Holding Company (B) | 7,108 | 434,014 |
U-Haul Holding Company, Series N | 65,211 | 3,527,915 |
Machinery – 4.1% | ||
AGCO Corp. | 45,751 | 5,670,379 |
Chart Industries, Inc. (A) | 13,522 | 1,799,778 |
44 | JOHN HANCOCK MULTIFACTOR ETFS | ANNUAL REPORT | SEE NOTES TO FINANCIAL STATEMENTS |
Shares or Principal Amount | Value | |
Industrials (continued) | ||
Machinery (continued) | ||
Crane Company (A) | 23,066 | $1,662,367 |
Crane NXT Company | 23,192 | 1,098,373 |
Cummins, Inc. | 19,195 | 4,511,593 |
Donaldson Company, Inc. | 80,680 | 5,127,214 |
Dover Corp. | 65,436 | 9,564,126 |
Evoqua Water Technologies Corp. (A) | 21,480 | 1,062,186 |
Fortive Corp. | 94,358 | 5,953,046 |
Graco, Inc. | 86,246 | 6,838,445 |
IDEX Corp. | 28,132 | 5,804,194 |
Ingersoll Rand, Inc. | 116,080 | 6,618,882 |
ITT, Inc. | 51,351 | 4,336,078 |
Lincoln Electric Holdings, Inc. | 34,152 | 5,730,706 |
Nordson Corp. | 27,999 | 6,056,464 |
Oshkosh Corp. | 46,405 | 3,550,911 |
Pentair PLC | 88,993 | 5,168,713 |
RBC Bearings, Inc. (A) | 9,801 | 2,224,925 |
Snap-on, Inc. | 30,633 | 7,946,507 |
Stanley Black & Decker, Inc. | 55,695 | 4,808,706 |
The Middleby Corp. (A) | 33,257 | 4,685,246 |
The Timken Company | 18,405 | 1,414,424 |
The Toro Company | 59,284 | 6,180,950 |
Wabtec Corp. | 77,243 | 7,544,324 |
Watts Water Technologies, Inc., Class A | 6,745 | 1,090,869 |
Xylem, Inc. | 59,914 | 6,221,470 |
Passenger airlines – 0.2% | ||
Alaska Air Group, Inc. (A) | 23,076 | 1,002,883 |
American Airlines Group, Inc. (A)(B) | 65,314 | 890,883 |
Delta Air Lines, Inc. (A) | 58,727 | 2,014,923 |
Southwest Airlines Company | 46,318 | 1,402,972 |
United Airlines Holdings, Inc. (A) | 37,196 | 1,629,185 |
Professional services – 2.9% | ||
Booz Allen Hamilton Holding Corp. | 79,496 | 7,609,357 |
Broadridge Financial Solutions, Inc. | 49,460 | 7,191,979 |
CACI International, Inc., Class A (A) | 13,773 | 4,315,356 |
Clarivate PLC (A) | 121,290 | 1,074,629 |
Concentrix Corp. | 36,492 | 3,521,843 |
CoStar Group, Inc. (A) | 18,479 | 1,421,959 |
Dun & Bradstreet Holdings, Inc. | 105,173 | 1,174,782 |
Equifax, Inc. | 37,784 | 7,873,430 |
ExlService Holdings, Inc. (A) | 10,354 | 1,846,947 |
FTI Consulting, Inc. (A) | 12,966 | 2,340,363 |
Genpact, Ltd. | 112,367 | 5,005,950 |
Jacobs Solutions, Inc. | 20,474 | 2,363,928 |
KBR, Inc. | 57,146 | 3,241,893 |
Leidos Holdings, Inc. | 78,046 | 7,278,570 |
Robert Half International, Inc. | 74,288 | 5,423,024 |
Science Applications International Corp. | 26,418 | 2,695,429 |
SS&C Technologies Holdings, Inc. | 110,002 | 6,439,517 |
TransUnion | 56,607 | 3,895,128 |
Shares or Principal Amount | Value | |
Industrials (continued) | ||
Professional services (continued) | ||
TriNet Group, Inc. (A) | 22,566 | $2,093,673 |
Verisk Analytics, Inc. | 46,950 | 9,113,465 |
Trading companies and distributors – 1.9% | ||
Applied Industrial Technologies, Inc. | 10,807 | 1,466,078 |
Core & Main, Inc., Class A (A)(B) | 32,691 | 851,927 |
Fastenal Company | 199,245 | 10,727,351 |
SiteOne Landscape Supply, Inc. (A) | 20,868 | 3,083,038 |
United Rentals, Inc. | 36,953 | 13,344,098 |
Univar Solutions, Inc. (A) | 69,346 | 2,461,783 |
W.W. Grainger, Inc. | 18,624 | 12,954,296 |
Watsco, Inc. | 16,665 | 5,772,423 |
WESCO International, Inc. | 34,051 | 4,903,344 |
Information technology – 13.0% | 384,980,306 | |
Communications equipment – 0.6% | ||
Arista Networks, Inc. (A) | 0 | 0 |
Ciena Corp. (A) | 115,315 | 5,309,103 |
F5, Inc. (A) | 41,164 | 5,530,795 |
Juniper Networks, Inc. | 215,882 | 6,508,842 |
Ubiquiti, Inc. (B) | 1,547 | 359,755 |
Electronic equipment, instruments and components – 3.1% | ||
Arrow Electronics, Inc. (A) | 60,677 | 6,943,269 |
CDW Corp. | 57,720 | 9,788,735 |
Cognex Corp. | 86,907 | 4,144,595 |
Coherent Corp. (A) | 81,615 | 2,786,336 |
Corning, Inc. | 172,799 | 5,740,383 |
Flex, Ltd. (A) | 428,307 | 8,810,275 |
IPG Photonics Corp. (A) | 9,511 | 1,093,575 |
Jabil, Inc. | 131,841 | 10,303,374 |
Keysight Technologies, Inc. (A) | 77,708 | 11,239,685 |
Littelfuse, Inc. | 19,044 | 4,613,219 |
National Instruments Corp. | 67,854 | 3,951,138 |
Novanta, Inc. (A) | 8,457 | 1,292,568 |
TD SYNNEX Corp. | 21,817 | 1,942,586 |
Teledyne Technologies, Inc. (A) | 18,327 | 7,594,709 |
Trimble, Inc. (A) | 114,839 | 5,408,917 |
Zebra Technologies Corp., Class A (A) | 22,304 | 6,424,221 |
IT services – 1.9% | ||
Akamai Technologies, Inc. (A) | 85,209 | 6,984,582 |
Amdocs, Ltd. | 94,332 | 8,607,795 |
Cloudflare, Inc., Class A (A) | 39,649 | 1,865,485 |
DXC Technology Company (A) | 194,563 | 4,640,328 |
EPAM Systems, Inc. (A) | 21,239 | 5,998,743 |
Gartner, Inc. (A) | 28,202 | 8,529,977 |
Globant SA (A) | 17,887 | 2,805,934 |
GoDaddy, Inc., Class A (A) | 69,773 | 5,280,421 |
MongoDB, Inc. (A) | 11,167 | 2,679,633 |
Okta, Inc. (A) | 18,039 | 1,236,213 |
VeriSign, Inc. (A) | 29,671 | 6,581,028 |
SEE NOTES TO FINANCIAL STATEMENTS | ANNUAL REPORT | JOHN HANCOCK MULTIFACTOR ETFS | 45 |
Shares or Principal Amount | Value | |
Information technology (continued) | ||
Semiconductors and semiconductor equipment – 3.2% | ||
Allegro MicroSystems, Inc. (A) | 16,173 | $578,508 |
Amkor Technology, Inc. | 75,747 | 1,694,460 |
Cirrus Logic, Inc. (A) | 17,949 | 1,539,845 |
Enphase Energy, Inc. (A) | 41,750 | 6,855,350 |
Entegris, Inc. | 64,398 | 4,824,698 |
First Solar, Inc. (A) | 50,881 | 9,289,853 |
Lattice Semiconductor Corp. (A) | 76,237 | 6,076,089 |
MKS Instruments, Inc. | 50,503 | 4,235,687 |
Monolithic Power Systems, Inc. | 17,219 | 7,954,661 |
ON Semiconductor Corp. (A) | 229,104 | 16,486,326 |
Qorvo, Inc. (A) | 71,816 | 6,612,817 |
Silicon Laboratories, Inc. (A) | 7,600 | 1,058,680 |
Skyworks Solutions, Inc. | 79,298 | 8,397,658 |
SolarEdge Technologies, Inc. (A) | 20,954 | 5,985,091 |
Teradyne, Inc. | 87,984 | 8,039,978 |
Universal Display Corp. | 28,867 | 3,852,590 |
Wolfspeed, Inc. (A)(B) | 54,420 | 2,533,251 |
Software – 3.2% | ||
ANSYS, Inc. (A) | 34,879 | 10,949,216 |
AppLovin Corp., Class A (A) | 17,738 | 301,546 |
Aspen Technology, Inc. (A) | 18,752 | 3,319,104 |
Bentley Systems, Inc., Class B | 48,137 | 2,048,711 |
BILL Holdings, Inc. (A) | 26,761 | 2,055,512 |
Black Knight, Inc. (A) | 69,340 | 3,788,738 |
Ceridian HCM Holding, Inc. (A) | 67,516 | 4,285,916 |
Confluent, Inc., Class A (A) | 12,773 | 281,006 |
Dolby Laboratories, Inc., Class A | 43,593 | 3,648,298 |
Dropbox, Inc., Class A (A) | 161,896 | 3,292,965 |
Dynatrace, Inc. (A) | 69,806 | 2,951,398 |
Elastic NV (A) | 19,499 | 1,116,318 |
Fair Isaac Corp. (A) | 9,042 | 6,582,124 |
Gen Digital, Inc. | 272,905 | 4,822,231 |
Gitlab, Inc., Class A (A)(B) | 17,754 | 539,011 |
Guidewire Software, Inc. (A) | 44,166 | 3,365,008 |
HashiCorp, Inc., Class A (A) | 8,429 | 225,981 |
HubSpot, Inc. (A) | 12,152 | 5,115,384 |
Informatica, Inc., Class A (A) | 12,930 | 199,898 |
Manhattan Associates, Inc. (A) | 32,129 | 5,323,133 |
Nutanix, Inc., Class A (A) | 29,080 | 697,338 |
Paycom Software, Inc. (A) | 18,376 | 5,335,839 |
Paylocity Holding Corp. (A) | 15,588 | 3,013,005 |
Procore Technologies, Inc. (A) | 16,008 | 854,987 |
PTC, Inc. (A) | 54,245 | 6,823,479 |
Qualtrics International, Inc., Class A (A) | 13,331 | 239,025 |
Samsara, Inc., Class A (A) | 26,801 | 483,758 |
Smartsheet, Inc., Class A (A) | 19,408 | 793,205 |
Splunk, Inc. (A) | 26,665 | 2,299,590 |
SPS Commerce, Inc. (A) | 7,681 | 1,131,411 |
Tyler Technologies, Inc. (A) | 16,376 | 6,206,995 |
Shares or Principal Amount | Value | |
Information technology (continued) | ||
Software (continued) | ||
UiPath, Inc., Class A (A) | 68,287 | $961,481 |
Zscaler, Inc. (A) | 15,653 | 1,410,335 |
Technology hardware, storage and peripherals – 1.0% | ||
Hewlett Packard Enterprise Company | 556,670 | 7,971,514 |
NetApp, Inc. | 102,268 | 6,431,635 |
Pure Storage, Inc., Class A (A) | 122,212 | 2,790,100 |
Seagate Technology Holdings PLC | 70,522 | 4,144,578 |
Super Micro Computer, Inc. (A) | 17,016 | 1,793,997 |
Western Digital Corp. (A) | 185,098 | 6,374,775 |
Materials – 6.6% | 196,646,572 | |
Chemicals – 2.5% | ||
Albemarle Corp. | 30,586 | 5,672,480 |
Ashland, Inc. | 18,406 | 1,870,234 |
Axalta Coating Systems, Ltd. (A) | 127,379 | 4,021,355 |
Celanese Corp. | 64,847 | 6,889,345 |
CF Industries Holdings, Inc. | 75,658 | 5,415,600 |
Eastman Chemical Company | 63,792 | 5,375,752 |
FMC Corp. | 39,252 | 4,850,762 |
Huntsman Corp. | 138,256 | 3,703,878 |
International Flavors & Fragrances, Inc. | 58,689 | 5,690,485 |
LyondellBasell Industries NV, Class A | 80,890 | 7,653,003 |
Olin Corp. | 92,898 | 5,146,549 |
RPM International, Inc. | 66,933 | 5,490,514 |
The Chemours Company | 61,211 | 1,779,404 |
The Mosaic Company | 168,661 | 7,227,124 |
Valvoline, Inc. | 79,281 | 2,739,159 |
Westlake Corp. | 20,009 | 2,276,624 |
Construction materials – 0.5% | ||
Martin Marietta Materials, Inc. | 21,660 | 7,866,912 |
Vulcan Materials Company | 40,729 | 7,132,462 |
Containers and packaging – 2.3% | ||
Amcor PLC | 545,395 | 5,982,983 |
AptarGroup, Inc. | 39,048 | 4,627,578 |
Avery Dennison Corp. | 36,506 | 6,369,567 |
Ball Corp. | 113,001 | 6,009,393 |
Berry Global Group, Inc. | 102,808 | 5,943,330 |
Crown Holdings, Inc. | 60,579 | 5,196,467 |
Graphic Packaging Holding Company | 187,840 | 4,632,134 |
International Paper Company | 164,736 | 5,454,409 |
Packaging Corp. of America | 59,896 | 8,101,533 |
Sealed Air Corp. | 88,276 | 4,236,365 |
Silgan Holdings, Inc. | 20,330 | 1,001,456 |
Sonoco Products Company | 80,349 | 4,870,756 |
Westrock Company | 150,560 | 4,506,261 |
Metals and mining – 1.3% | ||
Alcoa Corp. | 114,835 | 4,264,972 |
Cleveland-Cliffs, Inc. (A) | 393,587 | 6,053,368 |
Commercial Metals Company | 45,247 | 2,112,582 |
46 | 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) | 24,525 | $531,457 |
Reliance Steel & Aluminum Company | 34,326 | 8,505,983 |
Royal Gold, Inc. | 30,092 | 3,985,384 |
Steel Dynamics, Inc. | 95,389 | 9,915,687 |
U.S. Steel Corp. | 154,863 | 3,543,265 |
Real estate – 5.2% | 153,227,849 | |
Diversified REITs – 0.1% | ||
WP Carey, Inc. | 53,074 | 3,938,091 |
Health care REITs – 0.5% | ||
Healthcare Realty Trust, Inc. | 132,199 | 2,614,896 |
Healthpeak Properties, Inc. | 121,919 | 2,678,560 |
Medical Properties Trust, Inc. | 221,942 | 1,946,431 |
Omega Healthcare Investors, Inc. | 89,237 | 2,387,982 |
Ventas, Inc. | 88,581 | 4,256,317 |
Hotel and resort REITs – 0.1% | ||
Host Hotels & Resorts, Inc. | 266,974 | 4,316,970 |
Industrial REITs – 0.5% | ||
Americold Realty Trust, Inc. | 96,823 | 2,864,993 |
EastGroup Properties, Inc. | 16,019 | 2,668,125 |
First Industrial Realty Trust, Inc. | 49,757 | 2,610,750 |
Rexford Industrial Realty, Inc. | 67,136 | 3,744,175 |
STAG Industrial, Inc. | 63,616 | 2,154,674 |
Office REITs – 0.2% | ||
Alexandria Real Estate Equities, Inc. | 34,746 | 4,314,758 |
Boston Properties, Inc. | 43,620 | 2,327,563 |
Real estate management and development – 0.5% | ||
CBRE Group, Inc., Class A (A) | 108,762 | 8,337,695 |
Jones Lang LaSalle, Inc. (A) | 32,128 | 4,467,077 |
Zillow Group, Inc., Class A (A) | 7,861 | 336,294 |
Zillow Group, Inc., Class C (A) | 31,320 | 1,363,673 |
Residential REITs – 1.1% | ||
American Homes 4 Rent, Class A | 109,317 | 3,635,883 |
Apartment Income REIT Corp. | 58,114 | 2,149,056 |
Camden Property Trust | 33,877 | 3,728,164 |
Equity LifeStyle Properties, Inc. | 59,274 | 4,083,979 |
Essex Property Trust, Inc. | 14,849 | 3,262,771 |
Invitation Homes, Inc. | 138,061 | 4,607,096 |
Mid-America Apartment Communities, Inc. | 27,169 | 4,178,592 |
Sun Communities, Inc. | 27,681 | 3,845,721 |
UDR, Inc. | 85,017 | 3,513,753 |
Retail REITs – 0.7% | ||
Agree Realty Corp. | 25,741 | 1,750,131 |
Brixmor Property Group, Inc. | 111,501 | 2,378,316 |
Federal Realty Investment Trust | 30,397 | 3,005,959 |
Kimco Realty Corp. | 210,095 | 4,031,723 |
National Retail Properties, Inc. | 67,521 | 2,937,164 |
Regency Centers Corp. | 64,442 | 3,958,672 |
Spirit Realty Capital, Inc. | 45,926 | 1,766,314 |
Shares or Principal Amount | Value | |
Real estate (continued) | ||
Specialized REITs – 1.5% | ||
CubeSmart | 83,986 | $3,820,523 |
Extra Space Storage, Inc. | 37,201 | 5,656,040 |
Gaming and Leisure Properties, Inc. | 87,010 | 4,524,520 |
Iron Mountain, Inc. | 99,865 | 5,516,543 |
Lamar Advertising Company, Class A | 37,820 | 3,996,818 |
Life Storage, Inc. | 31,596 | 4,245,870 |
National Storage Affiliates Trust | 28,433 | 1,096,092 |
Rayonier, Inc. | 42,873 | 1,344,497 |
VICI Properties, Inc. | 208,526 | 7,077,372 |
Weyerhaeuser Company | 193,489 | 5,787,256 |
Utilities – 5.9% | 174,041,980 | |
Electric utilities – 2.9% | ||
Alliant Energy Corp. | 95,399 | 5,260,301 |
Avangrid, Inc. | 21,270 | 856,330 |
Constellation Energy Corp. | 45,020 | 3,484,548 |
Edison International | 131,170 | 9,654,112 |
Entergy Corp. | 89,549 | 9,633,681 |
Evergy, Inc. | 128,113 | 7,957,098 |
Eversource Energy | 97,540 | 7,570,079 |
FirstEnergy Corp. | 188,635 | 7,507,673 |
IDACORP, Inc. | 13,001 | 1,444,671 |
NRG Energy, Inc. | 181,160 | 6,190,237 |
OGE Energy Corp. | 123,610 | 4,640,319 |
PG&E Corp. (A) | 454,100 | 7,769,651 |
Pinnacle West Capital Corp. | 75,683 | 5,938,088 |
PPL Corp. | 223,415 | 6,416,479 |
Gas utilities – 0.5% | ||
Atmos Energy Corp. | 49,824 | 5,686,911 |
National Fuel Gas Company | 50,124 | 2,801,932 |
UGI Corp. | 163,790 | 5,549,205 |
Independent power and renewable electricity producers –0.5% | ||
Brookfield Renewable Corp., Class A | 38,748 | 1,294,571 |
Clearway Energy, Inc., Class A | 14,924 | 432,498 |
Clearway Energy, Inc., Class C | 39,725 | 1,206,448 |
The AES Corp. | 308,950 | 7,309,757 |
Vistra Corp. | 208,643 | 4,978,222 |
Multi-utilities – 1.6% | ||
Ameren Corp. | 98,216 | 8,738,278 |
CenterPoint Energy, Inc. | 318,610 | 9,708,047 |
CMS Energy Corp. | 109,743 | 6,832,599 |
DTE Energy Company | 68,209 | 7,667,374 |
NiSource, Inc. | 275,120 | 7,829,915 |
WEC Energy Group, Inc. | 82,891 | 7,971,627 |
Water utilities – 0.4% | ||
American Water Works Company, Inc. | 53,482 | 7,928,707 |
Essential Utilities, Inc. | 88,586 | 3,782,622 |
SEE NOTES TO FINANCIAL STATEMENTS | ANNUAL REPORT | JOHN HANCOCK MULTIFACTOR ETFS | 47 |
Shares or Principal Amount | Value | |
SHORT-TERM INVESTMENTS – 0.2% | $5,770,243 | |
(Cost $5,770,309) | ||
Short-term funds – 0.2% | 5,770,243 | |
John Hancock Collateral Trust, 4.9058% (D)(E) | 114,747 | $1,147,133 |
State Street Institutional U.S. Government Money Market Fund, Premier Class, 4.7429% (D) | 4,623,110 | 4,623,110 |
Total investments (Multifactor Mid Cap ETF) (Cost $2,728,041,244) 100.0% | $2,961,322,294 | |
Other assets and liabilities, net (0.0%) | (474,012) | |
Total net assets 100.0% | $2,960,848,282 |
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 4-30-23. |
(C) | 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. |
(D) | The rate shown is the annualized seven-day yield as of 4-30-23. |
(E) | Investment is an affiliate of the fund, the advisor and/or subadvisor. This security represents the investment of cash collateral received for securities lending. |
Shares or Principal Amount | Value | |
COMMON STOCKS – 99.9% | $339,480,131 | |
(Cost $320,802,102) | ||
Communication services – 2.0% | 6,816,108 | |
Diversified telecommunication services – 0.3% | ||
Frontier Communications Parent, Inc. (A) | 42,014 | 946,996 |
Entertainment – 0.7% | ||
Madison Square Garden Sports Corp. | 5,181 | 1,038,791 |
World Wrestling Entertainment, Inc., Class A | 12,660 | 1,356,772 |
Interactive media and services – 0.4% | ||
Bumble, Inc., Class A (A) | 21,684 | 394,866 |
Ziff Davis, Inc. (A) | 11,776 | 861,297 |
Media – 0.6% | ||
Cable One, Inc. | 56 | 42,471 |
TEGNA, Inc. | 52,372 | 895,561 |
The New York Times Company, Class A | 32,185 | 1,279,354 |
Consumer discretionary – 12.2% | 41,480,055 | |
Automobile components – 1.0% | ||
Adient PLC (A) | 20,860 | 770,568 |
Fox Factory Holding Corp. (A) | 11,544 | 1,279,883 |
QuantumScape Corp. (A)(B) | 52,515 | 367,605 |
Visteon Corp. (A) | 6,529 | 916,606 |
Automobiles – 0.3% | ||
Harley-Davidson, Inc. | 4,843 | 179,675 |
Thor Industries, Inc. | 11,706 | 925,008 |
Shares or Principal Amount | Value | |
Consumer discretionary (continued) | ||
Broadline retail – 0.6% | ||
Dillard’s, Inc., Class A | 848 | $253,035 |
Macy’s, Inc. | 55,195 | 901,886 |
Ollie’s Bargain Outlet Holdings, Inc. (A) | 14,611 | 953,368 |
Diversified consumer services – 0.9% | ||
Bright Horizons Family Solutions, Inc. (A) | 12,010 | 914,201 |
Grand Canyon Education, Inc. (A) | 7,009 | 831,968 |
H&R Block, Inc. | 35,390 | 1,200,075 |
Hotels, restaurants and leisure – 3.6% | ||
Dutch Bros, Inc., Class A (A)(B) | 9,319 | 290,287 |
Hilton Grand Vacations, Inc. (A) | 19,119 | 818,293 |
International Game Technology PLC | 19,634 | 552,501 |
Life Time Group Holdings, Inc. (A) | 11,515 | 239,397 |
Light & Wonder, Inc. (A) | 20,600 | 1,241,974 |
Marriott Vacations Worldwide Corp. | 9,613 | 1,293,525 |
Norwegian Cruise Line Holdings, Ltd. (A) | 80,999 | 1,081,337 |
Penn Entertainment, Inc. (A) | 33,856 | 1,008,570 |
Red Rock Resorts, Inc., Class A | 11,450 | 558,760 |
SeaWorld Entertainment, Inc. (A) | 9,632 | 516,853 |
The Wendy’s Company | 51,883 | 1,146,614 |
Travel + Leisure Company | 18,027 | 689,893 |
Wingstop, Inc. | 7,861 | 1,573,065 |
Wyndham Hotels & Resorts, Inc. | 18,788 | 1,281,717 |
Household durables – 2.3% | ||
Installed Building Products, Inc. | 4,655 | 578,477 |
Leggett & Platt, Inc. | 30,226 | 976,602 |
Newell Brands, Inc. | 88,320 | 1,073,088 |
Skyline Champion Corp. (A) | 11,880 | 881,140 |
Taylor Morrison Home Corp. (A) | 23,431 | 1,009,642 |
Toll Brothers, Inc. | 23,587 | 1,507,445 |
TopBuild Corp. (A) | 8,107 | 1,827,966 |
Leisure products – 1.0% | ||
Acushnet Holdings Corp. | 7,170 | 359,432 |
Brunswick Corp. | 19,105 | 1,619,913 |
Topgolf Callaway Brands Corp. (A) | 31,112 | 689,753 |
YETI Holdings, Inc. (A) | 19,656 | 775,429 |
Specialty retail – 1.6% | ||
Academy Sports & Outdoors, Inc. | 17,199 | 1,092,480 |
Asbury Automotive Group, Inc. (A) | 4,777 | 924,158 |
Foot Locker, Inc. (B) | 20,372 | 855,420 |
Murphy USA, Inc. | 4,529 | 1,246,517 |
Signet Jewelers, Ltd. | 9,487 | 698,053 |
The Gap, Inc. | 54,868 | 526,733 |
Textiles, apparel and luxury goods – 0.9% | ||
Capri Holdings, Ltd. (A) | 4,731 | 196,337 |
Columbia Sportswear Company | 7,157 | 597,896 |
PVH Corp. | 17,781 | 1,525,788 |
Under Armour, Inc., Class A (A) | 43,674 | 387,388 |
Under Armour, Inc., Class C (A) | 42,753 | 343,734 |
48 | JOHN HANCOCK MULTIFACTOR ETFS | ANNUAL REPORT | SEE NOTES TO FINANCIAL STATEMENTS |
Shares or Principal Amount | Value | |
Consumer staples – 3.5% | $11,774,523 | |
Beverages – 0.5% | ||
Coca-Cola Consolidated, Inc. | 1,112 | 655,480 |
National Beverage Corp. (A) | 6,168 | 306,550 |
The Boston Beer Company, Inc., Class A (A) | 2,195 | 696,934 |
Food products – 2.1% | ||
Flowers Foods, Inc. | 44,972 | 1,237,180 |
Hostess Brands, Inc. (A) | 30,367 | 782,254 |
Ingredion, Inc. | 13,902 | 1,475,975 |
Lancaster Colony Corp. | 5,409 | 1,131,130 |
Pilgrim’s Pride Corp. (A) | 9,437 | 215,258 |
Post Holdings, Inc. (A) | 11,813 | 1,068,958 |
Seaboard Corp. | 74 | 291,639 |
The Simply Good Foods Company (A) | 22,933 | 834,073 |
Household products – 0.1% | ||
Reynolds Consumer Products, Inc. | 12,578 | 352,561 |
Personal care products – 0.8% | ||
BellRing Brands, Inc. (A) | 30,127 | 1,084,271 |
e.l.f. Beauty, Inc. (A) | 11,784 | 1,093,084 |
Inter Parfums, Inc. | 3,618 | 549,176 |
Energy – 6.1% | 20,874,537 | |
Energy equipment and services – 1.8% | ||
Cactus, Inc., Class A | 14,097 | 570,647 |
ChampionX Corp. | 41,678 | 1,128,640 |
Helmerich & Payne, Inc. | 19,841 | 657,928 |
Noble Corp. PLC (A) | 23,019 | 885,081 |
TechnipFMC PLC (A) | 17,598 | 240,917 |
Transocean, Ltd. (A) | 144,926 | 855,063 |
Valaris, Ltd. (A) | 12,718 | 763,080 |
Weatherford International PLC (A) | 15,694 | 1,014,303 |
Oil, gas and consumable fuels – 4.3% | ||
Antero Midstream Corp. | 80,315 | 864,189 |
Chord Energy Corp. | 8,491 | 1,208,524 |
Civitas Resources, Inc. | 15,182 | 1,048,317 |
Comstock Resources, Inc. (B) | 29,345 | 337,468 |
Denbury, Inc. (A) | 10,564 | 986,466 |
DT Midstream, Inc. | 21,437 | 1,056,201 |
EnLink Midstream LLC (A) | 53,305 | 522,922 |
Kosmos Energy, Ltd. (A) | 100,774 | 644,954 |
Magnolia Oil & Gas Corp., Class A | 37,225 | 786,192 |
Matador Resources Company | 3,626 | 177,783 |
Murphy Oil Corp. | 32,024 | 1,175,601 |
PBF Energy, Inc., Class A | 24,171 | 842,601 |
PDC Energy, Inc. | 18,838 | 1,225,412 |
Peabody Energy Corp. (A) | 26,526 | 637,155 |
Permian Resources Corp. | 37,614 | 393,066 |
Range Resources Corp. | 10,290 | 272,171 |
Scorpio Tankers, Inc. | 12,350 | 645,288 |
SM Energy Company | 25,312 | 710,761 |
Southwestern Energy Company (A) | 235,801 | 1,223,807 |
Shares or Principal Amount | Value | |
Financials – 16.1% | $54,759,269 | |
Banks – 7.3% | ||
Ameris Bancorp | 15,267 | 511,445 |
Associated Banc-Corp. | 33,563 | 598,428 |
Bank OZK | 33,617 | 1,200,799 |
Cadence Bank | 42,131 | 851,889 |
Columbia Banking System, Inc. | 30,843 | 658,806 |
Community Bank System, Inc. | 13,470 | 672,961 |
CVB Financial Corp. | 30,128 | 451,016 |
First Financial Bankshares, Inc. | 35,331 | 1,033,785 |
First Hawaiian, Inc. | 29,714 | 567,835 |
First Interstate BancSystem, Inc., Class A | 19,844 | 507,808 |
FNB Corp. | 82,334 | 945,194 |
Glacier Bancorp, Inc. | 25,858 | 859,261 |
Hancock Whitney Corp. | 19,293 | 704,580 |
Home BancShares, Inc. | 43,163 | 939,659 |
Independent Bank Corp. | 10,453 | 585,368 |
New York Community Bancorp, Inc. | 156,733 | 1,675,476 |
Old National Bancorp | 67,888 | 910,378 |
PacWest Bancorp | 27,404 | 278,151 |
Pinnacle Financial Partners, Inc. | 19,748 | 1,070,934 |
Popular, Inc. | 21,347 | 1,281,033 |
Prosperity Bancshares, Inc. | 17,549 | 1,098,918 |
ServisFirst Bancshares, Inc. | 11,951 | 603,526 |
SouthState Corp. | 18,701 | 1,289,995 |
Synovus Financial Corp. | 36,683 | 1,129,836 |
UMB Financial Corp. | 9,171 | 583,367 |
United Bankshares, Inc. | 34,393 | 1,139,440 |
United Community Banks, Inc. | 26,587 | 662,016 |
Valley National Bancorp | 100,450 | 942,221 |
Wintrust Financial Corp. | 13,762 | 940,908 |
Capital markets – 2.1% | ||
Affiliated Managers Group, Inc. | 10,393 | 1,500,541 |
Cohen & Steers, Inc. | 6,293 | 377,958 |
Evercore, Inc., Class A | 7,196 | 820,848 |
Federated Hermes, Inc. | 19,348 | 800,814 |
Hamilton Lane, Inc., Class A | 8,041 | 592,461 |
Houlihan Lokey, Inc. | 13,644 | 1,246,789 |
Janus Henderson Group PLC | 43,493 | 1,128,643 |
Moelis & Company, Class A | 14,339 | 543,161 |
Consumer finance – 1.2% | ||
Credit Acceptance Corp. (A) | 1,414 | 692,153 |
FirstCash Holdings, Inc. | 8,497 | 875,446 |
Nelnet, Inc., Class A | 3,054 | 294,100 |
OneMain Holdings, Inc. | 27,442 | 1,052,950 |
SLM Corp. | 79,882 | 1,199,828 |
Financial services – 2.2% | ||
Enact Holdings, Inc. | 6,882 | 166,131 |
Essent Group, Ltd. | 28,315 | 1,202,538 |
Euronet Worldwide, Inc. (A) | 11,088 | 1,227,885 |
Jackson Financial, Inc., Class A | 19,464 | 700,899 |
SEE NOTES TO FINANCIAL STATEMENTS | ANNUAL REPORT | JOHN HANCOCK MULTIFACTOR ETFS | 49 |
Shares or Principal Amount | Value | |
Financials (continued) | ||
Financial services (continued) | ||
MGIC Investment Corp. | 88,504 | $1,316,054 |
Radian Group, Inc. | 46,336 | 1,124,575 |
Shift4 Payments, Inc., Class A (A) | 10,526 | 713,347 |
TFS Financial Corp. | 15,004 | 180,648 |
The Western Union Company | 85,306 | 932,395 |
Insurance – 3.3% | ||
American Equity Investment Life Holding Company | 18,772 | 723,473 |
Assured Guaranty, Ltd. | 13,795 | 743,137 |
Axis Capital Holdings, Ltd. | 21,541 | 1,217,928 |
Brighthouse Financial, Inc. (A) | 16,297 | 720,327 |
BRP Group, Inc., Class A (A) | 15,198 | 382,838 |
Enstar Group, Ltd. (A) | 2,811 | 676,327 |
First American Financial Corp. | 23,568 | 1,357,752 |
Kemper Corp. | 14,129 | 687,376 |
Lincoln National Corp. | 5,215 | 113,322 |
RLI Corp. | 10,233 | 1,422,899 |
Selective Insurance Group, Inc. | 14,496 | 1,396,400 |
The Hanover Insurance Group, Inc. | 8,783 | 1,050,095 |
White Mountains Insurance Group, Ltd. | 616 | 882,198 |
Health care – 10.0% | 33,851,754 | |
Biotechnology – 3.5% | ||
Alkermes PLC (A) | 36,647 | 1,046,272 |
CRISPR Therapeutics AG (A) | 16,690 | 816,809 |
Cytokinetics, Inc. (A) | 21,883 | 818,424 |
Denali Therapeutics, Inc. (A) | 22,647 | 562,551 |
Exelixis, Inc. (A) | 72,188 | 1,321,038 |
Halozyme Therapeutics, Inc. (A) | 37,062 | 1,190,802 |
Intellia Therapeutics, Inc. (A) | 17,728 | 669,232 |
Ionis Pharmaceuticals, Inc. (A) | 31,042 | 1,097,956 |
Madrigal Pharmaceuticals, Inc. (A) | 3,194 | 996,528 |
Natera, Inc. (A) | 19,727 | 1,000,553 |
Prometheus Biosciences, Inc. (A) | 8,287 | 1,607,264 |
PTC Therapeutics, Inc. (A) | 13,603 | 750,069 |
Health care equipment and supplies – 2.0% | ||
Envista Holdings Corp. (A) | 8,234 | 316,927 |
Globus Medical, Inc., Class A (A) | 17,364 | 1,009,543 |
Haemonetics Corp. (A) | 11,512 | 963,670 |
Integra LifeSciences Holdings Corp. (A) | 18,443 | 1,020,267 |
Lantheus Holdings, Inc. (A) | 15,346 | 1,311,316 |
Merit Medical Systems, Inc. (A) | 13,030 | 1,059,209 |
QuidelOrtho Corp. (A) | 12,668 | 1,139,487 |
Health care providers and services – 2.9% | ||
AMN Healthcare Services, Inc. (A) | 9,581 | 827,319 |
Encompass Health Corp. | 22,952 | 1,472,371 |
HealthEquity, Inc. (A) | 19,183 | 1,025,331 |
Option Care Health, Inc. (A) | 32,689 | 1,050,951 |
Premier, Inc., Class A | 31,534 | 1,051,028 |
Select Medical Holdings Corp. | 22,688 | 691,984 |
Shares or Principal Amount | Value | |
Health care (continued) | ||
Health care providers and services (continued) | ||
Surgery Partners, Inc. (A) | 15,270 | $605,608 |
Tenet Healthcare Corp. (A) | 22,155 | 1,624,405 |
The Ensign Group, Inc. | 14,093 | 1,368,289 |
Health care technology – 0.3% | ||
Evolent Health, Inc., Class A (A) | 23,035 | 838,704 |
Life sciences tools and services – 0.9% | ||
10X Genomics, Inc., Class A (A) | 19,332 | 1,013,577 |
Maravai LifeSciences Holdings, Inc., Class A (A) | 20,479 | 282,405 |
Medpace Holdings, Inc. (A) | 7,096 | 1,420,193 |
Sotera Health Company (A) | 20,832 | 349,353 |
Syneos Health, Inc. (A) | 2,022 | 79,384 |
Pharmaceuticals – 0.4% | ||
Organon & Company | 14,062 | 346,347 |
Perrigo Company PLC | 29,755 | 1,106,588 |
Industrials – 21.1% | 71,794,698 | |
Aerospace and defense – 2.5% | ||
Aerojet Rocketdyne Holdings, Inc. (A) | 17,539 | 989,375 |
BWX Technologies, Inc. | 20,088 | 1,297,283 |
Curtiss-Wright Corp. | 9,620 | 1,633,765 |
Hexcel Corp. | 18,742 | 1,350,923 |
Maxar Technologies, Inc. | 16,714 | 881,162 |
Parsons Corp. (A) | 9,031 | 392,849 |
Spirit AeroSystems Holdings, Inc., Class A | 24,133 | 718,198 |
Woodward, Inc. | 13,082 | 1,256,134 |
Air freight and logistics – 0.4% | ||
GXO Logistics, Inc. (A) | 25,694 | 1,365,122 |
Building products – 1.9% | ||
AAON, Inc. | 9,502 | 931,196 |
Armstrong World Industries, Inc. | 12,620 | 866,489 |
Simpson Manufacturing Company, Inc. | 10,573 | 1,329,872 |
The AZEK Company, Inc. (A) | 24,933 | 676,682 |
Trex Company, Inc. (A) | 24,160 | 1,320,586 |
UFP Industries, Inc. | 15,723 | 1,234,570 |
Commercial services and supplies – 1.2% | ||
Casella Waste Systems, Inc., Class A (A) | 11,622 | 1,034,358 |
Driven Brands Holdings, Inc. (A) | 14,121 | 433,515 |
MSA Safety, Inc. | 9,296 | 1,206,156 |
Stericycle, Inc. (A) | 20,679 | 943,996 |
UniFirst Corp. | 3,382 | 553,566 |
Construction and engineering – 1.3% | ||
API Group Corp. (A) | 42,346 | 963,795 |
Comfort Systems USA, Inc. | 7,789 | 1,164,378 |
Fluor Corp. (A) | 31,691 | 920,940 |
MDU Resources Group, Inc. | 48,247 | 1,409,777 |
Electrical equipment – 1.6% | ||
Acuity Brands, Inc. | 8,747 | 1,376,603 |
Atkore, Inc. (A) | 8,499 | 1,073,679 |
50 | JOHN HANCOCK MULTIFACTOR ETFS | ANNUAL REPORT | SEE NOTES TO FINANCIAL STATEMENTS |
Shares or Principal Amount | Value | |
Industrials (continued) | ||
Electrical equipment (continued) | ||
Encore Wire Corp. | 3,940 | $615,940 |
EnerSys | 9,142 | 758,512 |
Shoals Technologies Group, Inc., Class A (A) | 30,436 | 635,808 |
Sunrun, Inc. (A) | 46,633 | 981,158 |
Ground transportation – 1.2% | ||
Hertz Global Holdings, Inc. (A) | 32,545 | 542,851 |
Landstar System, Inc. | 8,891 | 1,565,083 |
Ryder System, Inc. | 10,590 | 838,304 |
Schneider National, Inc., Class B | 12,641 | 330,815 |
XPO, Inc. (A) | 23,012 | 1,016,670 |
Machinery – 4.2% | ||
Allison Transmission Holdings, Inc. | 27,054 | 1,319,965 |
Chart Industries, Inc. (A) | 9,162 | 1,219,462 |
Crane Company (A) | 12,334 | 888,911 |
Crane NXT Company | 12,334 | 584,138 |
Evoqua Water Technologies Corp. (A) | 27,411 | 1,355,474 |
Flowserve Corp. | 32,871 | 1,097,563 |
Franklin Electric Company, Inc. | 8,694 | 777,852 |
Gates Industrial Corp. PLC (A) | 23,709 | 319,360 |
Hillenbrand, Inc. | 13,474 | 614,684 |
John Bean Technologies Corp. | 8,249 | 896,749 |
Mueller Industries, Inc. | 12,386 | 889,934 |
Oshkosh Corp. | 15,016 | 1,149,024 |
Terex Corp. | 14,885 | 663,722 |
The Timken Company | 16,544 | 1,271,406 |
Watts Water Technologies, Inc., Class A | 6,837 | 1,105,748 |
Marine transportation – 0.1% | ||
Kirby Corp. (A) | 3,267 | 234,701 |
Passenger airlines – 0.3% | ||
Alaska Air Group, Inc. (A) | 7,290 | 316,823 |
Copa Holdings SA, Class A | 6,457 | 583,196 |
Professional services – 3.5% | ||
Alight, Inc., Class A (A) | 67,617 | 625,457 |
ASGN, Inc. (A) | 13,149 | 941,337 |
Dun & Bradstreet Holdings, Inc. | 59,113 | 660,292 |
ExlService Holdings, Inc. (A) | 7,270 | 1,296,823 |
Exponent, Inc. | 12,424 | 1,143,629 |
FTI Consulting, Inc. (A) | 8,570 | 1,546,885 |
Insperity, Inc. | 8,314 | 1,018,132 |
ManpowerGroup, Inc. | 14,393 | 1,089,694 |
Maximus, Inc. | 15,295 | 1,279,427 |
Science Applications International Corp. | 13,178 | 1,344,551 |
TriNet Group, Inc. (A) | 10,438 | 968,438 |
Trading companies and distributors – 2.9% | ||
Air Lease Corp. | 29,520 | 1,187,294 |
Applied Industrial Technologies, Inc. | 8,566 | 1,162,064 |
Beacon Roofing Supply, Inc. (A) | 10,834 | 651,990 |
Core & Main, Inc., Class A (A)(B) | 16,244 | 423,319 |
GATX Corp. | 8,170 | 930,645 |
Shares or Principal Amount | Value | |
Industrials (continued) | ||
Trading companies and distributors (continued) | ||
Herc Holdings, Inc. | 5,720 | $572,114 |
MSC Industrial Direct Company, Inc., Class A | 10,236 | 928,712 |
SiteOne Landscape Supply, Inc. (A) | 9,677 | 1,429,680 |
Triton International, Ltd. | 12,994 | 1,074,214 |
Univar Solutions, Inc. (A) | 45,667 | 1,621,179 |
Information technology – 12.7% | 43,201,147 | |
Communications equipment – 0.4% | ||
Calix, Inc. (A) | 13,173 | 602,006 |
Lumentum Holdings, Inc. (A) | 15,129 | 729,974 |
Electronic equipment, instruments and components – 3.8% | ||
Advanced Energy Industries, Inc. | 8,277 | 715,961 |
Avnet, Inc. | 20,588 | 849,461 |
Badger Meter, Inc. | 6,624 | 876,554 |
Belden, Inc. | 9,529 | 751,743 |
Coherent Corp. (A) | 26,767 | 913,825 |
Fabrinet (A) | 8,267 | 784,952 |
Insight Enterprises, Inc. (A) | 7,584 | 917,285 |
IPG Photonics Corp. (A) | 6,573 | 755,764 |
Littelfuse, Inc. | 6,084 | 1,473,788 |
National Instruments Corp. | 32,820 | 1,911,109 |
Novanta, Inc. (A) | 9,654 | 1,475,517 |
Sanmina Corp. (A) | 13,153 | 687,376 |
Vontier Corp. | 33,509 | 909,099 |
IT services – 0.5% | ||
DXC Technology Company (A) | 43,221 | 1,030,821 |
Kyndryl Holdings, Inc. (A) | 46,805 | 676,800 |
Semiconductors and semiconductor equipment – 3.4% | ||
Ambarella, Inc. (A) | 9,679 | 599,904 |
Amkor Technology, Inc. | 25,484 | 570,077 |
Axcelis Technologies, Inc. (A) | 7,283 | 861,579 |
Cirrus Logic, Inc. (A) | 16,080 | 1,379,503 |
Diodes, Inc. (A) | 9,807 | 781,618 |
MACOM Technology Solutions Holdings, Inc. (A) | 11,974 | 698,563 |
MKS Instruments, Inc. | 2,909 | 243,978 |
Onto Innovation, Inc. (A) | 10,813 | 875,637 |
Power Integrations, Inc. | 15,054 | 1,095,630 |
Rambus, Inc. (A) | 24,341 | 1,079,280 |
Silicon Laboratories, Inc. (A) | 9,082 | 1,265,123 |
Synaptics, Inc. (A) | 8,723 | 772,509 |
Universal Display Corp. | 9,161 | 1,222,627 |
Software – 4.3% | ||
Altair Engineering, Inc., Class A (A) | 11,948 | 825,009 |
Box, Inc., Class A (A) | 37,097 | 981,587 |
DoubleVerify Holdings, Inc. (A) | 18,163 | 534,355 |
Elastic NV (A) | 16,476 | 943,251 |
EngageSmart, Inc. (A) | 6,424 | 110,300 |
Envestnet, Inc. (A) | 12,570 | 796,687 |
SEE NOTES TO FINANCIAL STATEMENTS | ANNUAL REPORT | JOHN HANCOCK MULTIFACTOR ETFS | 51 |
Shares or Principal Amount | Value | |
Information technology (continued) | ||
Software (continued) | ||
Freshworks, Inc., Class A (A) | 34,542 | $461,481 |
Guidewire Software, Inc. (A) | 17,989 | 1,370,582 |
Informatica, Inc., Class A (A) | 8,973 | 138,723 |
Instructure Holdings, Inc. (A) | 4,168 | 110,577 |
NCR Corp. (A) | 29,759 | 663,328 |
New Relic, Inc. (A) | 12,105 | 865,144 |
Nutanix, Inc., Class A (A) | 36,950 | 886,061 |
Paycor HCM, Inc. (A) | 14,412 | 338,682 |
PowerSchool Holdings, Inc., Class A (A) | 17,499 | 365,379 |
Qualys, Inc. (A) | 8,525 | 962,814 |
Smartsheet, Inc., Class A (A) | 28,485 | 1,164,182 |
SPS Commerce, Inc. (A) | 8,353 | 1,230,397 |
Tenable Holdings, Inc. (A) | 25,218 | 932,814 |
Teradata Corp. (A) | 22,767 | 881,311 |
Technology hardware, storage and peripherals – 0.3% | ||
Super Micro Computer, Inc. (A) | 10,722 | 1,130,420 |
Materials – 6.8% | 23,102,090 | |
Chemicals – 4.0% | ||
Ashland, Inc. | 14,347 | 1,457,799 |
Avient Corp. | 20,061 | 772,549 |
Axalta Coating Systems, Ltd. (A) | 47,398 | 1,496,355 |
Balchem Corp. | 7,621 | 1,001,399 |
Cabot Corp. | 12,052 | 864,852 |
Element Solutions, Inc. | 49,733 | 902,654 |
HB Fuller Company | 11,764 | 778,424 |
Huntsman Corp. | 36,928 | 989,301 |
Livent Corp. (A) | 39,351 | 859,819 |
NewMarket Corp. | 1,604 | 640,958 |
Quaker Chemical Corp. | 3,135 | 585,085 |
The Chemours Company | 40,896 | 1,188,847 |
The Scotts Miracle-Gro Company (B) | 9,195 | 614,318 |
Valvoline, Inc. | 46,985 | 1,623,332 |
Construction materials – 0.7% | ||
Eagle Materials, Inc. | 10,214 | 1,513,817 |
Summit Materials, Inc., Class A (A) | 25,914 | 710,303 |
Containers and packaging – 1.0% | ||
Greif, Inc., Class A | 5,893 | 370,021 |
Greif, Inc., Class B | 987 | 77,716 |
O-I Glass, Inc. (A) | 33,380 | 750,049 |
Silgan Holdings, Inc. | 19,149 | 943,280 |
Sonoco Products Company | 21,910 | 1,328,184 |
Metals and mining – 0.7% | ||
ATI, Inc. (A) | 27,550 | 1,063,981 |
Commercial Metals Company | 25,822 | 1,205,629 |
U.S. Steel Corp. | 5,837 | 133,551 |
Paper and forest products – 0.4% | ||
Louisiana-Pacific Corp. | 20,587 | 1,229,867 |
Shares or Principal Amount | Value | |
Real estate – 5.4% | $18,346,383 | |
Diversified REITs – 0.4% | ||
Broadstone Net Lease, Inc. | 41,134 | 665,137 |
Essential Properties Realty Trust, Inc. | 34,547 | 855,038 |
Health care REITs – 0.6% | ||
Medical Properties Trust, Inc. | 132,904 | 1,165,568 |
Physicians Realty Trust | 53,812 | 775,969 |
Hotel and resort REITs – 0.5% | ||
Apple Hospitality REIT, Inc. | 46,147 | 687,129 |
Ryman Hospitality Properties, Inc. | 11,572 | 1,037,546 |
Industrial REITs – 0.7% | ||
STAG Industrial, Inc. | 38,572 | 1,306,434 |
Terreno Realty Corp. | 17,939 | 1,104,863 |
Office REITs – 0.6% | ||
Cousins Properties, Inc. | 35,111 | 765,771 |
Kilroy Realty Corp. | 24,169 | 706,702 |
Vornado Realty Trust | 38,813 | 582,583 |
Real estate management and development – 0.2% | ||
The Howard Hughes Corp. (A) | 7,651 | 591,958 |
Residential REITs – 0.4% | ||
Apartment Income REIT Corp. | 34,353 | 1,270,374 |
Retail REITs – 1.3% | ||
Agree Realty Corp. | 17,126 | 1,164,397 |
Kite Realty Group Trust | 49,433 | 1,024,252 |
Phillips Edison & Company, Inc. | 27,221 | 858,550 |
Spirit Realty Capital, Inc. | 31,801 | 1,223,066 |
Specialized REITs – 0.7% | ||
National Storage Affiliates Trust | 18,284 | 704,848 |
PotlatchDeltic Corp. | 17,713 | 818,872 |
Rayonier, Inc. | 33,078 | 1,037,326 |
Utilities – 4.0% | 13,479,567 | |
Electric utilities – 1.5% | ||
ALLETE, Inc. | 12,832 | 800,460 |
Hawaiian Electric Industries, Inc. | 25,460 | 998,287 |
IDACORP, Inc. | 11,913 | 1,323,773 |
PNM Resources, Inc. | 20,040 | 964,525 |
Portland General Electric Company | 20,352 | 1,030,218 |
Gas utilities – 1.5% | ||
National Fuel Gas Company | 20,248 | 1,131,863 |
New Jersey Resources Corp. | 22,164 | 1,144,549 |
ONE Gas, Inc. | 12,284 | 945,254 |
Southwest Gas Holdings, Inc. | 15,515 | 868,840 |
Spire, Inc. | 11,782 | 797,995 |
Independent power and renewable electricity producers –0.3% | ||
Ormat Technologies, Inc. | 10,913 | 936,445 |
Multi-utilities – 0.5% | ||
Black Hills Corp. | 14,782 | 965,117 |
NorthWestern Corp. | 13,681 | 801,980 |
52 | JOHN HANCOCK MULTIFACTOR ETFS | ANNUAL REPORT | SEE NOTES TO FINANCIAL STATEMENTS |
Shares or Principal Amount | Value | |
Utilities (continued) | ||
Water utilities – 0.2% | ||
American States Water Company | 8,679 | $770,261 |
SHORT-TERM INVESTMENTS – 0.3% | $1,056,210 | |
(Cost $1,056,259) | ||
Short-term funds – 0.3% | 1,056,210 | |
John Hancock Collateral Trust, 4.9058% (C)(D) | 61,980 | 619,623 |
State Street Institutional U.S. Government Money Market Fund, Premier Class, 4.7429% (C) | 436,587 | 436,587 |
Total investments (Multifactor Small Cap ETF) (Cost $321,858,361) 100.2% | $340,536,341 | |
Other assets and liabilities, net (0.2%) | (699,159) | |
Total net assets 100.0% | $339,837,182 |
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 4-30-23. |
(C) | The rate shown is the annualized seven-day yield as of 4-30-23. |
(D) | Investment is an affiliate of the fund, the advisor and/or subadvisor. This security represents the investment of cash collateral received for securities lending. |
SEE NOTES TO FINANCIAL STATEMENTS | ANNUAL REPORT | JOHN HANCOCK MULTIFACTOR ETFS | 53 |
Multifactor Developed International ETF | Multifactor Emerging Markets ETF | Multifactor Large Cap ETF | Multifactor Mid Cap ETF | |
Assets | ||||
Unaffiliated investments, at value | $481,386,489 | $703,530,974 | $718,260,197 | $2,960,175,161 |
Affiliated investments, at value | 17,292,826 | 323,200 | 188,958 | 1,147,133 |
Total investments, at value | 498,679,315 | 703,854,174 | 718,449,155 | 2,961,322,294 |
Cash | — | — | — | 121,029 |
Foreign currency, at value | 1,776,379 | 2,214,269 | — | — |
Dividends and interest receivable | 3,331,965 | 1,760,455 | 579,416 | 1,545,504 |
Receivable for fund shares sold | — | — | — | 7,128,815 |
Receivable for investments sold | 354,663 | — | 2,600,508 | 219,426 |
Receivable for securities lending income | 20,430 | 12,275 | 1,926 | 17,625 |
Other assets | 45,123 | 66,078 | 72,112 | 218,380 |
Total assets | 504,207,875 | 707,907,251 | 721,703,117 | 2,970,573,073 |
Liabilities | ||||
Foreign capital gains tax payable | — | 3,843,798 | — | — |
Payable for investments purchased | 4,609 | 4,357 | — | 7,226,879 |
Payable for fund shares repurchased | — | — | 2,613,132 | — |
Payable upon return of securities loaned | 17,289,488 | 322,564 | 188,878 | 1,157,219 |
Payable to affiliates | ||||
Investment management fees | 126,444 | 152,634 | 138,164 | 872,061 |
Accounting and legal services fees | 29,831 | 45,102 | 46,785 | 187,424 |
Trustees’ fees | 692 | 1,040 | 1,063 | 4,322 |
Other liabilities and accrued expenses | 80,042 | 168,745 | 103,537 | 276,886 |
Total liabilities | 17,531,106 | 4,538,240 | 3,091,559 | 9,724,791 |
Net assets | $486,676,769 | $703,369,011 | $718,611,558 | $2,960,848,282 |
Net assets consist of | ||||
Paid-in capital | $490,990,114 | $752,698,064 | $691,893,406 | $2,882,076,618 |
Total distributable earnings (loss) | (4,313,345) | (49,329,053) | 26,718,152 | 78,771,664 |
Net assets | $486,676,769 | $703,369,011 | $718,611,558 | $2,960,848,282 |
Unaffiliated investments, at cost | $435,491,368 | $689,126,267 | $644,121,718 | $2,726,894,045 |
Affiliated investments, at cost | $17,293,018 | $323,215 | $188,961 | $1,147,199 |
Foreign currency, at cost | $1,760,365 | $2,192,382 | — | — |
Securities loaned, at value | $25,583,198 | $3,896,499 | $891,024 | $9,183,941 |
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 | $486,676,769 | $703,369,011 | $718,611,558 | $2,960,848,282 |
Shares outstanding | 15,500,000 | 29,000,000 | 13,750,000 | 62,300,000 |
Net asset value per share | $31.40 | $24.25 | $52.26 | $47.53 |
54 | JOHN HANCOCK MULTIFACTOR ETFS | ANNUAL | SEE NOTES TO FINANCIAL STATEMENTS |
Multifactor Small Cap ETF | |
Assets | |
Unaffiliated investments, at value | $339,916,718 |
Affiliated investments, at value | 619,623 |
Total investments, at value | 340,536,341 |
Dividends and interest receivable | 56,498 |
Receivable for investments sold | 6,663 |
Receivable for securities lending income | 6,171 |
Other assets | 39,438 |
Total assets | 340,645,111 |
Liabilities | |
Payable for investments purchased | 2,006 |
Payable upon return of securities loaned | 620,760 |
Payable to affiliates | |
Investment management fees | 94,895 |
Accounting and legal services fees | 21,782 |
Trustees’ fees | 501 |
Other liabilities and accrued expenses | 67,985 |
Total liabilities | 807,929 |
Net assets | $339,837,182 |
Net assets consist of | |
Paid-in capital | $422,326,749 |
Total distributable earnings (loss) | (82,489,567) |
Net assets | $339,837,182 |
Unaffiliated investments, at cost | $321,238,689 |
Affiliated investments, at cost | $619,672 |
Securities loaned, at value | $2,073,177 |
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 | $339,837,182 |
Shares outstanding | 10,750,000 |
Net asset value per share | $31.61 |
SEE NOTES TO FINANCIAL STATEMENTS | ANNUAL | JOHN HANCOCK MULTIFACTOR ETFS | 55 |
Multifactor Developed International ETF | Multifactor Emerging Markets ETF | Multifactor Large Cap ETF | Multifactor Mid Cap ETF | |
Investment income | ||||
Dividends from unaffiliated investments | $16,746,291 | $27,284,844 | $13,235,170 | $44,494,034 |
Non-cash dividends | 1,067,565 | 1,394,248 | — | — |
Securities lending | 110,175 | 42,613 | 12,477 | 248,483 |
Interest | 17,982 | 17,493 | 18,915 | 80,380 |
Less foreign taxes withheld | (1,586,883) | (3,422,172) | (2,085) | (13,757) |
Total investment income | 16,355,130 | 25,317,026 | 13,264,477 | 44,809,140 |
Expenses | ||||
Investment management fees | 1,566,909 | 2,952,798 | 1,913,102 | 9,784,117 |
Accounting and legal services fees | 86,141 | 128,989 | 139,037 | 504,006 |
Transfer agent fees | 10,000 | 10,000 | 10,000 | 10,000 |
Trustees’ fees | 10,594 | 15,522 | 17,673 | 60,525 |
Custodian fees | 144,421 | 630,675 | 136,209 | 426,921 |
Printing and postage | 22,437 | 24,397 | 49,482 | 160,141 |
Professional fees | 57,971 | 65,706 | 65,933 | 136,611 |
Stock exchange listing fees | 7,468 | 7,433 | 8,408 | 11,856 |
Other | 30,510 | 35,015 | 36,563 | 76,016 |
Total expenses | 1,936,451 | 3,870,535 | 2,376,407 | 11,170,193 |
Less expense reductions | (189,234) | (578,491) | (242,653) | (191,858) |
Net expenses | 1,747,217 | 3,292,044 | 2,133,754 | 10,978,335 |
Net investment income | 14,607,913 | 22,024,982 | 11,130,723 | 33,830,805 |
Realized and unrealized gain (loss) | ||||
Net realized gain (loss) on | ||||
Unaffiliated investments and foreign currency transactions | (22,380,421) | (31,252,498)1 | (14,143,176) | (89,349,040) |
Affiliated investments | 1,437 | 257 | — | (3,223) |
Futures contracts | (411,178) | (211,500) | (110,379) | (306,545) |
Redemptions in kind | 10,695,460 | 2,084,723 | 47,689,722 | 100,068,442 |
(12,094,702) | (29,379,018) | 33,436,167 | 10,409,634 | |
Change in net unrealized appreciation (depreciation) of | ||||
Unaffiliated investments and translation of assets and liabilities in foreign currencies | 30,229,087 | (25,012,718)2 | (35,705,624) | (77,717,778) |
Affiliated investments | 374 | 111 | 23 | 400 |
30,229,461 | (25,012,607) | (35,705,601) | (77,717,378) | |
Net realized and unrealized gain (loss) | 18,134,759 | (54,391,625) | (2,269,434) | (67,307,744) |
Increase (decrease) in net assets from operations | $32,742,672 | $(32,366,643) | $8,861,289 | $(33,476,939) |
1 | Net of foreign capital gains taxes of $457,980. |
2 | Net of $735,038 decrease in deferred foreign capital gains taxes. |
56 | JOHN HANCOCK MULTIFACTOR ETFS | ANNUAL | SEE NOTES TO FINANCIAL STATEMENTS |
Multifactor Small Cap ETF | |
Investment income | |
Dividends from unaffiliated investments | $5,216,132 |
Securities lending | 36,805 |
Interest | 17,883 |
Less foreign taxes withheld | (6,555) |
Total investment income | 5,264,265 |
Expenses | |
Investment management fees | 1,333,972 |
Accounting and legal services fees | 65,292 |
Transfer agent fees | 10,000 |
Trustees’ fees | 8,268 |
Custodian fees | 74,141 |
Printing and postage | 27,348 |
Professional fees | 46,051 |
Stock exchange listing fees | 5,889 |
Other | 24,297 |
Total expenses | 1,595,258 |
Less expense reductions | (158,810) |
Net expenses | 1,436,448 |
Net investment income | 3,827,817 |
Realized and unrealized gain (loss) | |
Net realized gain (loss) on | |
Unaffiliated investments and foreign currency transactions | (27,872,495) |
Affiliated investments | (346) |
Futures contracts | 47,318 |
Redemptions in kind | 27,979,919 |
154,396 | |
Change in net unrealized appreciation (depreciation) of | |
Unaffiliated investments and translation of assets and liabilities in foreign currencies | (5,514,953) |
Affiliated investments | 1 |
(5,514,952) | |
Net realized and unrealized loss | (5,360,556) |
Decrease in net assets from operations | $(1,532,739) |
SEE NOTES TO FINANCIAL STATEMENTS | ANNUAL | JOHN HANCOCK MULTIFACTOR ETFS | 57 |
Multifactor Developed International ETF | Multifactor Emerging Markets ETF | Multifactor Large Cap ETF | ||||
Year ended 4-30-23 | Year ended 4-30-22 | Year ended 4-30-23 | Year ended 4-30-22 | Year ended 4-30-23 | Year ended 4-30-22 | |
Increase (decrease) in net assets | ||||||
From operations | ||||||
Net investment income | $14,607,913 | $14,946,190 | $22,024,982 | $17,285,712 | $11,130,723 | $8,581,950 |
Net realized gain (loss) | (12,094,702) | 12,647,177 | (29,379,018) | (551,133) | 33,436,167 | 27,074,095 |
Change in net unrealized appreciation (depreciation) | 30,229,461 | (66,945,494) | (25,012,607) | (115,024,799) | (35,705,601) | (49,027,535) |
Increase (decrease) in net assets resulting from operations | 32,742,672 | (39,352,127) | (32,366,643) | (98,290,220) | 8,861,289 | (13,371,490) |
Distributions to shareholders | ||||||
From earnings | (12,810,369) | (16,282,455) | (18,390,167) | (18,823,632) | (10,582,221) | (8,541,390) |
From fund share transactions | ||||||
Shares issued | 39,519,440 | 123,309,794 | 104,872,084 | 71,215,603 | 86,066,757 | 170,026,286 |
Shares repurchased | (55,442,968) | (69,777,522) | (11,598,854) | (29,222,676) | (147,594,230) | (72,014,924) |
Total from fund share transactions | (15,923,528) | 53,532,272 | 93,273,230 | 41,992,927 | (61,527,473) | 98,011,362 |
Total increase (decrease) | 4,008,775 | (2,102,310) | 42,516,420 | (75,120,925) | (63,248,405) | 76,098,482 |
Net assets | ||||||
Beginning of year | 482,667,994 | 484,770,304 | 660,852,591 | 735,973,516 | 781,859,963 | 705,761,481 |
End of year | $486,676,769 | $482,667,994 | $703,369,011 | $660,852,591 | $718,611,558 | $781,859,963 |
Share activity | ||||||
Shares outstanding | ||||||
Beginning of year | 16,100,000 | 14,500,000 | 25,100,000 | 23,600,000 | 14,975,000 | 13,225,000 |
Shares issued | 1,400,000 | 3,700,000 | 4,400,000 | 2,500,000 | 1,725,000 | 3,050,000 |
Shares repurchased | (2,000,000) | (2,100,000) | (500,000) | (1,000,000) | (2,950,000) | (1,300,000) |
End of year | 15,500,000 | 16,100,000 | 29,000,000 | 25,100,000 | 13,750,000 | 14,975,000 |
58 | JOHN HANCOCK MULTIFACTOR ETFS | ANNUAL | SEE NOTES TO FINANCIAL STATEMENTS |
Multifactor Mid Cap ETF | Multifactor Small Cap ETF | |||
Year ended 4-30-23 | Year ended 4-30-22 | Year ended 4-30-23 | Year ended 4-30-22 | |
Increase (decrease) in net assets | ||||
From operations | ||||
Net investment income | $33,830,805 | $20,239,746 | $3,827,817 | $3,805,766 |
Net realized gain | 10,409,634 | 87,205,470 | 154,396 | 29,531,594 |
Change in net unrealized depreciation | (77,717,378) | (234,507,963) | (5,514,952) | (65,353,940) |
Decrease in net assets resulting from operations | (33,476,939) | (127,062,747) | (1,532,739) | (32,016,580) |
Distributions to shareholders | ||||
From earnings | (30,114,715) | (18,319,101) | (3,723,992) | (4,761,782) |
From fund share transactions | ||||
Shares issued | 860,188,790 | 605,048,219 | 82,315,085 | 109,353,746 |
Shares repurchased | (246,351,415) | (212,516,812) | (113,906,004) | (122,188,867) |
Total from fund share transactions | 613,837,375 | 392,531,407 | (31,590,919) | (12,835,121) |
Total increase (decrease) | 550,245,721 | 247,149,559 | (36,847,650) | (49,613,483) |
Net assets | ||||
Beginning of year | 2,410,602,561 | 2,163,453,002 | 376,684,832 | 426,298,315 |
End of year | $2,960,848,282 | $2,410,602,561 | $339,837,182 | $376,684,832 |
Share activity | ||||
Shares outstanding | ||||
Beginning of year | 49,450,000 | 41,975,000 | 11,775,000 | 12,075,000 |
Shares issued | 18,050,000 | 11,525,000 | 2,625,000 | 3,225,000 |
Shares repurchased | (5,200,000) | (4,050,000) | (3,650,000) | (3,525,000) |
End of year | 62,300,000 | 49,450,000 | 10,750,000 | 11,775,000 |
SEE NOTES TO FINANCIAL STATEMENTS | ANNUAL | JOHN HANCOCK MULTIFACTOR ETFS | 59 |
Period ended | 4-30-23 | 4-30-22 | 4-30-21 | 4-30-20 | 4-30-19 |
Per share operating performance | |||||
Net asset value, beginning of period | $29.98 | $33.43 | $24.33 | $28.75 | $30.68 |
Net investment income1 | 0.92 | 0.97 | 0.70 | 0.73 | 0.91 |
Net realized and unrealized gain (loss) on investments | 1.30 | (3.34) | 8.99 | (4.21) | (2.31) |
Total from investment operations | 2.22 | (2.37) | 9.69 | (3.48) | (1.40) |
Less distributions | |||||
From net investment income | (0.80) | (1.08) | (0.59) | (0.94) | (0.53) |
Net asset value, end of period | $31.40 | $29.98 | $33.43 | $24.33 | $28.75 |
Total return (%)2 | 7.79 | (7.45) | 40.26 | (12.57) | (4.54) |
Ratios and supplemental data | |||||
Net assets, end of period (in millions) | $487 | $483 | $485 | $433 | $512 |
Ratios (as a percentage of average net assets): | |||||
Expenses before reductions | 0.43 | 0.42 | 0.43 | 0.52 | 0.55 |
Expenses including reductions | 0.39 | 0.39 | 0.39 | 0.45 | 0.45 |
Net investment income | 3.26 | 2.92 | 2.43 | 2.46 | 3.28 |
Portfolio turnover (%)3 | 12 | 10 | 8 | 10 | 17 |
1 | Based on average daily shares outstanding. |
2 | Total returns would have been lower had certain expenses not been reduced during the applicable periods. |
3 | Portfolio turnover rate excludes securities received or delivered from in-kind transactions. |
Period ended | 4-30-23 | 4-30-22 | 4-30-21 | 4-30-20 | 4-30-191 |
Per share operating performance | |||||
Net asset value, beginning of period | $26.33 | $31.19 | $21.61 | $25.87 | $25.00 |
Net investment income2 | 0.79 | 0.72 | 0.50 | 0.66 | 0.14 |
Net realized and unrealized gain (loss) on investments | (2.21) | (4.79) | 9.57 | (4.29) | 0.78 |
Total from investment operations | (1.42) | (4.07) | 10.07 | (3.63) | 0.92 |
Less distributions | |||||
From net investment income | (0.66) | (0.79) | (0.49) | (0.63) | (0.05) |
Net asset value, end of period | $24.25 | $26.33 | $31.19 | $21.61 | $25.87 |
Total return (%)3 | (5.32) | (13.33) | 46.99 | (14.44) | 3.714 |
Ratios and supplemental data | |||||
Net assets, end of period (in millions) | $703 | $661 | $736 | $685 | $818 |
Ratios (as a percentage of average net assets): | |||||
Expenses before reductions | 0.58 | 0.56 | 0.55 | 0.67 | 0.715 |
Expenses including reductions | 0.49 | 0.49 | 0.49 | 0.55 | 0.555 |
Net investment income | 3.28 | 2.43 | 1.89 | 2.69 | 0.975 |
Portfolio turnover (%)6 | 10 | 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. |
60 | JOHN HANCOCK MULTIFACTOR ETFS | ANNUAL | SEE NOTES TO FINANCIAL STATEMENTS |
Period ended | 4-30-23 | 4-30-22 | 4-30-21 | 4-30-20 | 4-30-19 |
Per share operating performance | |||||
Net asset value, beginning of period | $52.21 | $53.37 | $36.16 | $37.97 | $34.52 |
Net investment income1 | 0.76 | 0.63 | 0.66 | 0.73 | 0.70 |
Net realized and unrealized gain (loss) on investments | 0.012 | (1.15) | 17.30 | (1.83) | 3.25 |
Total from investment operations | 0.77 | (0.52) | 17.96 | (1.10) | 3.95 |
Less distributions | |||||
From net investment income | (0.72) | (0.64) | (0.75) | (0.71) | (0.50) |
Net asset value, end of period | $52.26 | $52.21 | $53.37 | $36.16 | $37.97 |
Total return (%)3 | 1.57 | (1.06) | 50.22 | (3.04) | 11.74 |
Ratios and supplemental data | |||||
Net assets, end of period (in millions) | $719 | $782 | $706 | $789 | $922 |
Ratios (as a percentage of average net assets): | |||||
Expenses before reductions | 0.32 | 0.32 | 0.31 | 0.34 | 0.35 |
Expenses including reductions | 0.29 | 0.29 | 0.29 | 0.33 | 0.34 |
Net investment income | 1.51 | 1.12 | 1.50 | 1.92 | 1.96 |
Portfolio turnover (%)4 | 5 | 4 | 7 | 6 | 6 |
1 | Based on average daily shares outstanding. |
2 | The amount shown for a share outstanding does not correspond with the aggregate net gain (loss) on investments for the period due to the timing of the sales and repurchases of shares in relation to fluctuating market values of the investments of the fund. |
3 | Total returns would have been lower had certain expenses not been reduced during the applicable periods. |
4 | Portfolio turnover rate excludes securities received or delivered from in-kind transactions. |
Period ended | 4-30-23 | 4-30-22 | 4-30-21 | 4-30-20 | 4-30-19 |
Per share operating performance | |||||
Net asset value, beginning of period | $48.75 | $51.54 | $32.39 | $36.60 | $34.04 |
Net investment income1 | 0.60 | 0.44 | 0.39 | 0.48 | 0.53 |
Net realized and unrealized gain (loss) on investments | (1.28) | (2.83) | 19.23 | (4.29) | 2.44 |
Total from investment operations | (0.68) | (2.39) | 19.62 | (3.81) | 2.97 |
Less distributions | |||||
From net investment income | (0.54) | (0.40) | (0.47) | (0.40) | (0.41) |
Net asset value, end of period | $47.53 | $48.75 | $51.54 | $32.39 | $36.60 |
Total return (%)2 | (1.37) | (4.72) | 61.03 | (10.56) | 8.98 |
Ratios and supplemental data | |||||
Net assets, end of period (in millions) | $2,961 | $2,411 | $2,163 | $1,331 | $1,030 |
Ratios (as a percentage of average net assets): | |||||
Expenses before reductions | 0.42 | 0.42 | 0.42 | 0.43 | 0.45 |
Expenses including reductions | 0.42 | 0.41 | 0.41 | 0.42 | 0.44 |
Net investment income | 1.28 | 0.84 | 0.96 | 1.33 | 1.53 |
Portfolio turnover (%)3 | 14 | 10 | 20 | 11 | 13 |
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 | 61 |
Period ended | 4-30-23 | 4-30-22 | 4-30-21 | 4-30-20 | 4-30-19 |
Per share operating performance | |||||
Net asset value, beginning of period | $31.99 | $35.30 | $21.77 | $26.89 | $25.69 |
Net investment income1 | 0.35 | 0.31 | 0.36 | 0.33 | 0.29 |
Net realized and unrealized gain (loss) on investments | (0.38) | (3.23) | 13.51 | (5.13) | 1.16 |
Total from investment operations | (0.03) | (2.92) | 13.87 | (4.80) | 1.45 |
Less distributions | |||||
From net investment income | (0.35) | (0.39) | (0.34) | (0.32) | (0.25) |
Net asset value, end of period | $31.61 | $31.99 | $35.30 | $21.77 | $26.89 |
Total return (%)2 | (0.06) | (8.39) | 64.17 | (18.07) | 5.71 |
Ratios and supplemental data | |||||
Net assets, end of period (in millions) | $340 | $377 | $426 | $463 | $439 |
Ratios (as a percentage of average net assets): | |||||
Expenses before reductions | 0.47 | 0.45 | 0.45 | 0.55 | 0.60 |
Expenses including reductions | 0.42 | 0.42 | 0.42 | 0.49 | 0.50 |
Net investment income | 1.12 | 0.90 | 1.31 | 1.30 | 1.13 |
Portfolio turnover (%)3 | 44 | 40 | 56 | 36 | 33 |
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. |
62 | JOHN HANCOCK MULTIFACTOR ETFS | ANNUAL | SEE NOTES TO FINANCIAL STATEMENTS |
ETF | Index |
Multifactor Developed International ETF | John Hancock Dimensional Developed International Index |
Multifactor Emerging Markets ETF | John Hancock Dimensional Emerging Markets Index |
Multifactor Large Cap ETF | John Hancock Dimensional Large Cap Index |
Multifactor Mid Cap ETF | John Hancock Dimensional Mid Cap Index |
Multifactor Small Cap ETF | John Hancock Dimensional Small Cap Index |
Total value at 4-30-23 | Level 1 quoted price | Level 2 significant observable inputs | Level 3 significant unobservable inputs | |
Multifactor Developed International ETF | ||||
Investments in securities: | ||||
Assets |
ANNUAL REPORT | JOHN HANCOCK MULTIFACTOR ETFS | 63 |
Total value at 4-30-23 | Level 1 quoted price | Level 2 significant observable inputs | Level 3 significant unobservable inputs | |
Multifactor Developed International ETF (continued) | ||||
Common stocks | ||||
Australia | $34,464,489 | $34,464,489 | — | — |
Austria | 1,065,363 | 1,065,363 | — | — |
Belgium | 4,661,842 | 4,661,842 | — | — |
Chile | 277,595 | 277,595 | — | — |
Denmark | 14,975,995 | 14,975,995 | — | — |
Finland | 6,491,941 | 6,491,941 | — | — |
France | 56,005,244 | 56,005,244 | — | — |
Germany | 35,262,788 | 35,262,788 | — | — |
Hong Kong | 10,694,398 | 10,694,398 | — | — |
Ireland | 5,104,597 | 5,104,597 | — | — |
Israel | 1,725,763 | 1,725,763 | — | — |
Italy | 11,223,796 | 11,223,796 | — | — |
Japan | 110,104,749 | 110,104,749 | — | — |
Luxembourg | 1,380,782 | 1,380,782 | — | — |
Macau | 100,758 | 100,758 | — | — |
Malaysia | 205,312 | 205,312 | — | — |
Mexico | 86,796 | 86,796 | — | — |
Netherlands | 21,290,104 | 21,290,104 | — | — |
New Zealand | 795,577 | 795,577 | — | — |
Norway | 2,597,926 | 2,597,926 | — | — |
Portugal | 1,347,787 | 1,347,787 | — | — |
Singapore | 7,799,643 | 7,799,643 | — | — |
Spain | 13,078,760 | 13,078,760 | — | — |
Sweden | 13,837,660 | 13,837,660 | — | — |
Switzerland | 48,341,634 | 48,341,634 | — | — |
United Arab Emirates | 13 | — | $13 | — |
United Kingdom | 74,329,538 | 74,329,538 | — | — |
United States | 31,938 | 31,938 | — | — |
Preferred securities | 3,302,683 | 3,302,683 | — | — |
Rights | — | — | — | — |
Short-term investments | 18,093,844 | 18,093,844 | — | — |
Total investments in securities | $498,679,315 | $498,679,302 | $13 | — |
Level 3 includes securities valued at $0. Refer to Funds’ investments. | ||||
Multifactor Emerging Markets ETF | ||||
Investments in securities: | ||||
Assets | ||||
Common stocks | ||||
Brazil | $27,306,048 | $27,306,048 | — | — |
Cayman Islands | 244,092 | 244,092 | — | — |
Chile | 3,170,709 | 3,170,709 | — | — |
China | 165,722,464 | 165,722,464 | — | — |
Hong Kong | 10,863,764 | 10,863,764 | — | — |
India | 135,491,827 | 135,491,827 | — | — |
Indonesia | 18,612,234 | 18,612,234 | — | — |
Ireland | 2,013,287 | 2,013,287 | — | — |
Malaysia | 13,101,323 | 13,101,323 | — | — |
Mexico | 20,409,809 | 20,409,809 | — | — |
Netherlands | 383,286 | 383,286 | — | — |
Philippines | 7,808,218 | 7,808,218 | — | — |
Poland | 6,087,590 | 6,087,590 | — | — |
Russia | 390,689 | — | — | $390,689 |
Saudi Arabia | 25,383,753 | 25,383,753 | — | — |
64 | JOHN HANCOCK MULTIFACTOR ETFS | ANNUAL REPORT |
Total value at 4-30-23 | Level 1 quoted price | Level 2 significant observable inputs | Level 3 significant unobservable inputs | |
Multifactor Emerging Markets ETF (continued) | ||||
South Africa | $28,188,864 | $28,188,864 | — | — |
South Korea | 89,839,319 | 89,839,319 | — | — |
Taiwan | 115,260,705 | 115,260,705 | — | — |
Thailand | 15,987,962 | 15,987,962 | — | — |
Turkey | 3,532,189 | 3,532,189 | — | — |
United Kingdom | 96,271 | 96,271 | — | — |
United States | 1,183,014 | 1,183,014 | — | — |
Preferred securities | 11,295,706 | 11,295,706 | — | — |
Rights | 1,365 | 1,365 | — | — |
Short-term investments | 1,479,686 | 1,479,686 | — | — |
Total investments in securities | $703,854,174 | $703,463,485 | — | $390,689 |
Multifactor Large Cap ETF | ||||
Investments in securities: | ||||
Assets | ||||
Common stocks | ||||
Communication services | $45,650,323 | $45,650,323 | — | — |
Consumer discretionary | 70,270,008 | 70,270,008 | — | — |
Consumer staples | 51,513,150 | 51,513,150 | — | — |
Energy | 35,001,246 | 35,001,246 | — | — |
Financials | 100,174,155 | 100,174,155 | — | — |
Health care | 97,267,610 | 97,249,452 | — | $18,158 |
Industrials | 84,232,478 | 84,232,478 | — | — |
Information technology | 151,333,863 | 151,333,863 | — | — |
Materials | 30,262,132 | 30,262,132 | — | — |
Real estate | 21,395,691 | 21,395,691 | — | — |
Utilities | 30,685,536 | 30,685,536 | — | — |
Short-term investments | 662,963 | 662,963 | — | — |
Total investments in securities | $718,449,155 | $718,430,997 | — | $18,158 |
Multifactor Mid Cap ETF | ||||
Investments in securities: | ||||
Assets | ||||
Common stocks | ||||
Communication services | $95,813,286 | $95,813,286 | — | — |
Consumer discretionary | 373,579,825 | 373,579,825 | — | — |
Consumer staples | 140,417,974 | 140,417,974 | — | — |
Energy | 140,669,428 | 140,669,428 | — | — |
Financials | 406,732,456 | 406,732,456 | — | — |
Health care | 348,003,290 | 347,718,948 | — | $284,342 |
Industrials | 541,439,085 | 541,439,085 | — | — |
Information technology | 384,980,306 | 384,980,306 | — | — |
Materials | 196,646,572 | 196,646,572 | — | — |
Real estate | 153,227,849 | 153,227,849 | — | — |
Utilities | 174,041,980 | 174,041,980 | — | — |
Short-term investments | 5,770,243 | 5,770,243 | — | — |
Total investments in securities | $2,961,322,294 | $2,961,037,952 | — | $284,342 |
Multifactor Small Cap ETF | ||||
Investments in securities: | ||||
Assets | ||||
Common stocks | $339,480,131 | $339,480,131 | — | — |
Short-term investments | 1,056,210 | 1,056,210 | — | — |
Total investments in securities | $340,536,341 | $340,536,341 | — | — |
ANNUAL REPORT | JOHN HANCOCK MULTIFACTOR ETFS | 65 |
Fund | Market value of securities on loan | Cash collateral received | Non-cash collateral |
Multifactor Developed International ETF | $25,583,198 | $17,289,488 | $9,797,108 |
Multifactor Emerging Markets ETF | 3,896,499 | 322,564 | 3,786,459 |
Multifactor Large Cap ETF | 891,024 | 188,878 | 741,646 |
Multifactor Mid Cap ETF | 9,183,941 | 1,157,219 | 8,453,282 |
Multifactor Small Cap ETF | 2,073,177 | 620,760 | 1,534,861 |
66 | JOHN HANCOCK MULTIFACTOR ETFS | ANNUAL REPORT |
Fund | Commitment fee |
Multifactor Developed International ETF | $4,779 |
Multifactor Emerging Markets ETF | 5,519 |
Multifactor Large Cap ETF | 5,766 |
Multifactor Mid Cap ETF | 12,033 |
Multifactor Small Cap ETF | 4,329 |
No Expiration Date | ||
Fund | Short Term | Long Term |
Multifactor Developed International ETF | $20,073,261 | $35,030,597 |
Multifactor Emerging Markets ETF | 22,892,829 | 36,932,954 |
Multifactor Large Cap ETF | 18,625,742 | 31,017,739 |
Multifactor Mid Cap ETF | 113,117,852 | 46,709,259 |
Multifactor Small Cap ETF | 68,951,848 | 32,614,968 |
Fund | Aggregate cost | Unrealized appreciation | Unrealized (depreciation) | Net unrealized appreciation/ (depreciation) |
Multifactor Developed International ETF | $455,034,211 | $66,365,055 | $(22,719,951) | $43,645,104 |
Multifactor Emerging Markets ETF | 696,281,564 | 99,127,689 | (91,555,079) | 7,572,610 |
Multifactor Large Cap ETF | 645,116,078 | 120,870,050 | (47,536,973) | 73,333,077 |
Multifactor Mid Cap ETF | 2,731,250,061 | 404,879,218 | (174,806,985) | 230,072,233 |
Multifactor Small Cap ETF | 322,022,273 | 37,149,608 | (18,635,540) | 18,514,068 |
Fund | Ordinary Income |
Multifactor Developed International ETF | $12,810,369 |
ANNUAL REPORT | JOHN HANCOCK MULTIFACTOR ETFS | 67 |
Fund | Ordinary Income |
Multifactor Emerging Markets ETF | $18,390,167 |
Multifactor Large Cap ETF | 10,582,221 |
Multifactor Mid Cap ETF | 30,114,715 |
Multifactor Small Cap ETF | 3,723,992 |
Fund | Ordinary Income |
Multifactor Developed International ETF | $16,282,455 |
Multifactor Emerging Markets ETF | 18,823,632 |
Multifactor Large Cap ETF | 8,541,390 |
Multifactor Mid Cap ETF | 18,319,101 |
Multifactor Small Cap ETF | 4,761,782 |
Fund | Undistributed Ordinary Income |
Multifactor Developed International ETF | $7,141,913 |
Multifactor Emerging Markets ETF | 6,747,040 |
Multifactor Large Cap ETF | 3,028,556 |
Multifactor Mid Cap ETF | 8,526,542 |
Multifactor Small Cap ETF | 563,181 |
68 | JOHN HANCOCK MULTIFACTOR ETFS | ANNUAL REPORT |
Fund | Reason | USD Notional range |
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, 2023, there were no open futures contracts. | Up to $10.7 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, 2023, there were no open futures contracts. | Up to $7.9 million, 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, 2023, there were no open futures contracts. | Up to $2.0 million, 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, 2023, there were no open futures contracts. | Up to $12.7 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, 2023, there were no open futures contracts. | Up to $5.3 million, as measured during the period |
Statements of operations location - Net realized gain (loss) on: | ||
Fund | Risk | Futures contracts |
Multifactor Developed International ETF | Equity | $(411,178) |
Multifactor Emerging Markets ETF | Equity | $(211,500) |
Multifactor Large Cap ETF | Equity | $(110,379) |
Multifactor Mid Cap ETF | Equity | $(306,545) |
Multifactor Small Cap ETF | Equity | $47,318 |
Fund | Average daily net assets |
Multifactor Developed International ETF | 0.35% |
Multifactor Emerging Markets ETF | 0.44% |
Multifactor Large Cap ETF | 0.26% |
Fund | Average daily net assets |
Multifactor Mid Cap ETF | 0.37% |
Multifactor Small Cap ETF | 0.39% |
ANNUAL REPORT | JOHN HANCOCK MULTIFACTOR ETFS | 69 |
Fund | Expense limitation as a percentage of average net assets |
Multifactor Developed International ETF | 0.39% |
Multifactor Emerging Markets ETF | 0.49% |
Multifactor Large Cap ETF | 0.29% |
Fund | Expense limitation as a percentage of average net assets |
Multifactor Mid Cap ETF | 0.42% |
Multifactor Small Cap ETF | 0.42% |
Fund | Expense reimbursement |
Multifactor Developed International ETF | $189,234 |
Multifactor Emerging Markets ETF | ��� 578,491 |
Multifactor Large Cap ETF | 242,653 |
Fund | Expense reimbursement |
Multifactor Mid Cap ETF | $191,858 |
Multifactor Small Cap ETF | 158,810 |
Fund | Net Annual Effective Rate |
Multifactor Developed International ETF | 0.31% |
Multifactor Emerging Markets ETF | 0.35% |
Multifactor Large Cap ETF | 0.23% |
Fund | Net Annual Effective Rate |
Multifactor Mid Cap ETF | 0.36% |
Multifactor Small Cap ETF | 0.34% |
70 | JOHN HANCOCK MULTIFACTOR ETFS | ANNUAL REPORT |
Purchases | Sales and maturities | |||
Fund | In-kind transactions | Non in-kind transactions | In-kind transactions | Non in-kind transactions |
Multifactor Developed International ETF | $27,714,185 | $66,480,676 | $54,422,131 | $55,033,449 |
Multifactor Emerging Markets ETF | 18,595,451 | 156,246,489 | 9,797,166 | 68,765,771 |
Multifactor Large Cap ETF | 85,724,439 | 35,543,200 | 146,942,120 | 35,150,151 |
Multifactor Mid Cap ETF | 850,287,013 | 375,475,982 | 237,716,658 | 371,026,125 |
Multifactor Small Cap ETF | 81,619,120 | 152,421,326 | 112,900,527 | 151,731,615 |
Fund | Affiliated fund | Affiliated Concentration |
Multifactor Developed International ETF | John Hancock Variable Insurance Trust Managed Volatility Growth Portfolio | 37.96% |
John Hancock Variable Insurance Trust Managed Volatility Balanced Portfolio | 17.67% | |
Other affiliated funds | 2.68% | |
Total | 58.30% | |
Multifactor Emerging Markets ETF | John Hancock Funds II Multimanager Lifestyle Growth Portfolio | 28.97% |
John Hancock Variable Insurance Trust Managed Volatility Growth Portfolio | 18.58% | |
John Hancock Funds II Multimanager Lifestyle Balanced Portfolio | 17.97% | |
John Hancock Funds II Multimanager Lifestyle Aggressive Portfolio | 10.74% | |
John Hancock Variable Insurance Trust Managed Volatility Balanced Portfolio | 9.04% | |
Other affiliated funds | 5.27% | |
Total | 90.58% | |
Multifactor Mid Cap ETF | Total other affiliated funds | 7.11% |
Multifactor Small Cap ETF | John Hancock Variable Insurance Trust Managed Volatility Growth Portfolio | 33.83% |
John Hancock Variable Insurance Trust Managed Volatility Balanced Portfolio | 16.00% | |
Other affiliated funds | 4.23% | |
Total | 54.07% |
ANNUAL REPORT | JOHN HANCOCK MULTIFACTOR ETFS | 71 |
Dividends and distributions | |||||||||
Affiliate | Ending share amount | Beginning value | Cost of purchases | Proceeds from shares sold | Realized gain (loss) | Change in unrealized appreciation (depreciation) | Income distributions received | Capital gain distributions received | Ending value |
Multifactor Developed International ETF | |||||||||
John Hancock Collateral Trust* | 1,729,784 | $10,869,912 | $68,029,227 | $(61,608,124) | $1,437 | $374 | $110,175 | — | $17,292,826 |
Multifactor Emerging Markets ETF | |||||||||
John Hancock Collateral Trust* | 32,329 | $2,767,388 | $9,082,745 | $(11,527,301) | $257 | $111 | $42,613 | — | $323,200 |
Multifactor Large Cap ETF | |||||||||
John Hancock Collateral Trust* | 18,901 | $468,378 | $4,319,993 | $(4,599,436) | — | $23 | $12,477 | — | $188,958 |
Multifactor Mid Cap ETF | |||||||||
John Hancock Collateral Trust* | 114,747 | $7,902,546 | $62,413,341 | $(69,165,931) | $(3,223) | $400 | $248,483 | — | $1,147,133 |
Multifactor Small Cap ETF | |||||||||
John Hancock Collateral Trust* | 61,980 | $761,349 | $16,952,294 | $(17,093,675) | $(346) | $1 | $36,805 | — | $619,623 |
* | Refer to the Securities lending note within Note 2 for details regarding this investment. |
72 | JOHN HANCOCK MULTIFACTOR ETFS | ANNUAL REPORT |
ANNUAL REPORT | JOHN HANCOCK MULTIFACTOR ETFS | 73 |
Fund | Foreign sourced income | Foreign tax credit |
Multifactor Developed International ETF | $17,813,856 | $1,202,828 |
Multifactor Emerging Markets ETF | 29,097,790 | 3,574,816 |
74 | 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 experience any breaches of the 15% limit on illiquid investments, or any applicable HLIM, 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 | 75 |
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 | 186 |
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 | 183 |
Trustee | ||
Board Member, United of Omaha Life Insurance Company (since 2022). Board Member, Mutual of Omaha Investor Services, Inc. (since 2022). 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). | ||
William H. Cunningham,2 Born: 1944 | 2015 | 184 |
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; Director (since 2006), Lincoln National Corporation (insurance); Director, Southwest Airlines (since 2000). Trustee of various trusts within the John Hancock Fund Complex (since 1986). | ||
Noni L. Ellison,* Born: 1971 | 2022 | 183 |
Trustee | ||
Senior Vice President, General Counsel & Corporate Secretary, Tractor Supply Company (rural lifestyle retailer) (since 2021); General Counsel, Chief Compliance Officer & Corporate Secretary, Carestream Dental, L.L.C.(2017–2021); Associate General Counsel & Assistant Corporate Secretary, W.W. Grainger, Inc. (global industrial supplier) (2015–2017); Board Member, Goodwill of North Georgia, 2018 (FY2019)–2020 (FY2021); Board Member, Howard University School of Law Board of Visitors (since 2021); Board Member, University of Chicago Law School Board of Visitors (since 2016); Board member, Children’s Healthcare of Atlanta Foundation Board (2021–present). Trustee of various trusts within the John Hancock Fund Complex (since 2022). | ||
Grace K. Fey, Born: 1946 | 2015 | 186 |
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). | ||
Dean C. Garfield,* Born: 1968 | 2022 | 183 |
Trustee | ||
Vice President, Netflix, Inc. (since 2019); President & Chief Executive Officer, Information Technology Industry Council (2009–2019); NYU School of Law Board of Trustees (since 2021); Member, U.S. Department of Transportation, Advisory Committee on Automation (since 2021); President of the United States Trade Advisory Council (2010–2018); Board Member, College for Every Student (2017–2021); Board Member, The Seed School of Washington, D.C. (2012–2017). Trustee of various trusts within the John Hancock Fund Complex (since 2022). | ||
Deborah C. Jackson, Born: 1952 | 2015 | 185 |
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); 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 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). | ||
Patricia Lizarraga,2,* Born: 1966 | 2022 | 183 |
Trustee | ||
Founder, Chief Executive Officer, Hypatia Capital Group (advisory and asset management company) (since 2007); Independent Director, Audit Committee Chair, and Risk Committee Member, Credicorp, Ltd. (since 2017); Independent Director, Audit Committee Chair, Banco De Credito Del Peru (since 2017); Trustee, Museum of Art of Lima (since 2009). Trustee of various trusts within the John Hancock Fund Complex (since 2022). |
76 | 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 |
Steven R. Pruchansky, Born: 1944 | 2015 | 183 |
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 | 183 |
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 and Audit Committee Chair, 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). | ||
Gregory A. Russo, Born: 1949 | 2015 | 183 |
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); Global Vice Chairman, Risk & Regulatory Matters, KPMG LLP (KPMG) (2002–2006); Vice Chairman, Industrial Markets, KPMG (1998–2002). 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 | 184 |
President and Non-Independent Trustee | ||
Global Head of Retail for Manulife (since 2022); 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 | 183 |
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 and since 2017). Trustee of various trusts within the John Hancock Fund Complex (since 2018). | ||
Paul Lorentz,† Born: 1968 | 2022 | 183 |
Non-Independent Trustee | ||
Global Head, Manulife Wealth and Asset Management (since 2017); General Manager, Manulife, Individual Wealth Management and Insurance (2013–2017); President, Manulife Investments (2010–2016). Trustee of various trusts within the John Hancock Fund Complex (since 2022). |
ANNUAL REPORT | JOHN HANCOCK MULTIFACTOR ETFS | 77 |
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). | |
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 duly 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. |
* | Elected to serve as Independent Trustee effective as of September 9, 2022. |
^ | Ms. Harrison is retiring effective May 1, 2023. |
† | Elected to serve as Non-Independent Trustee effective as of September 9, 2022. |
78 | JOHN HANCOCK MULTIFACTOR ETFS | ANNUAL REPORT |
Steven R. Pruchansky, Vice Chairperson
Andrew G. Arnott†
James R. Boyle
William H. Cunningham*
Grace K. Fey
Noni L. Ellison^
Dean C. Garfield^
Marianne Harrison†,#
Deborah C. Jackson
Patricia Lizarraga*,^
Paul Lorentz‡
Frances G. Rathke*
Gregory A. Russo
President
Chief Financial Officer
Treasurer
Secretary and Chief Legal Officer
Chief Compliance Officer
Rita Chen
Joseph Hohn
Andres Torres
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ANNUAL REPORT | JOHN HANCOCK MULTIFACTOR ETFS | 79 |
GOVERNANCE FUNDS
with a heritage of financial stewardship dating back to 1862. Helping
our shareholders pursue their financial goals is at the core of everything
we do. It’s why we support the role of professional financial advice
and operate with the highest standards of conduct and integrity.
We search the world to find proven portfolio teams with specialized
expertise for every strategy we offer, then we apply robust investment
oversight to ensure they continue to meet our uncompromising
standards and serve the best interests of our shareholders.
a diverse set of investments backed by some of the world’s best
managers, along with strong risk-adjusted returns across asset classes.
JHAN-20180615-0136 | ETFSA 4/2023 |
Manulife Investment Management
John Hancock Investment Management
Head of Wealth and Asset Management,
United States and Europe
ANNUAL REPORT | JOHN HANCOCK ETFS | 1 |
2 | JOHN HANCOCK ETFS | ANNUAL REPORT |
COUNTRY COMPOSITION AS OF 4/30/2023 (% of net assets) | |
United States | 88.5 |
United Kingdom | 4.6 |
Canada | 2.7 |
France | 1.3 |
Germany | 1.0 |
Norway | 1.0 |
Other countries | 0.9 |
TOTAL | 100.0 |
ANNUAL REPORT | JOHN HANCOCK ETFS | 3 |
TOP 10 HOLDINGS AS OF 4/30/2023 (% of net assets) | |
Solvay SA | 2.1 |
Telefonica SA | 2.1 |
Banco Bilbao Vizcaya Argentaria SA | 2.1 |
Publicis Groupe SA | 2.1 |
J Sainsbury PLC | 2.1 |
Mitsui & Company, Ltd. | 2.0 |
CK Hutchison Holdings, Ltd. | 2.0 |
Marubeni Corp. | 2.0 |
Bayerische Motoren Werke AG | 2.0 |
Swire Pacific, Ltd., Class A | 2.0 |
TOTAL | 20.5 |
Cash and cash equivalents are not included. |
TOP 10 COUNTRIES AS OF 4/30/2023 (% of net assets) | |
Japan | 22.6 |
United Kingdom | 15.7 |
Germany | 8.8 |
Spain | 7.4 |
Australia | 6.7 |
Hong Kong | 5.8 |
Italy | 5.7 |
France | 5.3 |
Netherlands | 4.2 |
Norway | 2.9 |
TOTAL | 85.1 |
Cash and cash equivalents are not included. |
4 | JOHN HANCOCK ETFS | ANNUAL REPORT |
ANNUAL REPORT | JOHN HANCOCK ETFS | 5 |
COUNTRY COMPOSITION AS OF 4/30/2023 (% of net assets) | |
United States | 85.2 |
Canada | 9.0 |
Bermuda | 3.2 |
United Kingdom | 1.9 |
Other countries | 0.7 |
TOTAL | 100.0 |
6 | JOHN HANCOCK ETFS | ANNUAL REPORT |
TOP 10 HOLDINGS AS OF 4/30/2023 (% of net assets) | |
Apple, Inc. | 6.4 |
Microsoft Corp. | 5.9 |
Altria Group, Inc. | 2.1 |
Starwood Property Trust, Inc. | 2.1 |
NVIDIA Corp. | 2.0 |
Exxon Mobil Corp. | 2.0 |
LyondellBasell Industries NV, Class A | 2.0 |
Intuit, Inc. | 2.0 |
Gilead Sciences, Inc. | 2.0 |
Broadcom, Inc. | 2.0 |
TOTAL | 28.5 |
Cash and cash equivalents are not included. |
ANNUAL REPORT | JOHN HANCOCK ETFS | 7 |
8 | JOHN HANCOCK ETFS | ANNUAL REPORT |
ANNUAL REPORT | JOHN HANCOCK ETFS | 9 |
Average annual total returns (%) | Cumulative total returns (%) | ||
1-Year | Since fund inception1 | Since fund inception1 | |
At Net asset value | 0.57 | -4.56 | -9.27 |
At Market price | 0.78 | -4.37 | -8.89 |
Bloomberg U.S. Corporate Bond Index | 0.68 | -4.16 | -8.49 |
1 | From 3-30-21. |
Gross (%) | 0.94 |
Net (%) | 0.29 |
10 | JOHN HANCOCK ETFS | ANNUAL REPORT |
Average annual total returns (%) | Cumulative total returns (%) | ||
1-Year | Since fund inception1 | Since fund inception1 | |
At Net asset value | -0.03 | -4.46 | -7.46 |
At Market price | -0.45 | -4.55 | -7.61 |
Bloomberg U.S. MBS Index | -0.88 | -5.81 | -9.69 |
1 | From 8-18-21. |
Gross (%) | 0.94 |
Net (%) | 0.40 |
ANNUAL REPORT | JOHN HANCOCK ETFS | 11 |
Average annual total returns (%) | Cumulative total returns (%) | ||
1-Year | Since fund inception1 | Since fund inception1 | |
At Net asset value | -3.81 | -6.38 | -8.67 |
At Market price | -3.06 | -5.97 | -8.12 |
ICE BofA U.S. All Capital Securities Index | -2.13 | -8.41 | -11.40 |
1 | From 12-14-21. |
Gross (%) | 0.82 |
Net (%) | 0.54 |
12 | JOHN HANCOCK ETFS | ANNUAL REPORT |
Cumulative total returns (%) | |
Since fund inception1 | |
At Net asset value | 12.45 |
At Market price | 12.39 |
MSCI USA High Dividend Yield Index | 11.40 |
1 | From 9-27-22. |
Gross (%) | 1.56 |
Net (%) | 0.34 |
ANNUAL REPORT | JOHN HANCOCK ETFS | 13 |
Account value on 11-1-2022 | Ending value on 4-30-2023 | Expenses paid during 4-30-20231 | Annualized expense ratio | |
Corporate Bond ETF | ||||
Actual expenses/actual returns | $1,000.00 | $1,093.50 | $1.51 | 0.29% |
Hypothetical example for comparison purposes | 1,000.00 | 1,023.40 | 1.45 | 0.29% |
International High Dividend ETF | ||||
Actual expenses/actual returns2 | $1,000.00 | $1,097.90 | $1.73 | 0.46% |
Hypothetical example for comparison purposes | 1,000.00 | 1,022.50 | 2.31 | 0.46% |
Mortgage-Backed Securities ETF | ||||
Actual expenses/actual returns | $1,000.00 | $1,074.40 | $2.01 | 0.39% |
Hypothetical example for comparison purposes | 1,000.00 | 1,022.90 | 1.96 | 0.39% |
Preferred Income ETF | ||||
Actual expenses/actual returns | $1,000.00 | $1,007.40 | $2.69 | 0.54% |
Hypothetical example for comparison purposes | 1,000.00 | 1,022.10 | 2.71 | 0.54% |
14 | JOHN HANCOCK ETFS | ANNUAL |
Account value on 11-1-2022 | Ending value on 4-30-2023 | Expenses paid during 4-30-20231 | Annualized expense ratio | |
U.S. High Dividend ETF | ||||
Actual expenses/actual returns | $1,000.00 | $1,051.90 | $1.73 | 0.34% |
Hypothetical example for comparison purposes | 1,000.00 | 1,023.10 | 1.71 | 0.34% |
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 12-20-22. Actual Expenses are equal to the fund’s annualized expense ratio, multiplied by the average account value over the period, multiplied by 131/ 365 (to reflect the period). |
ANNUAL | JOHN HANCOCK ETFS | 15 |
Rate (%) | Maturity date | Par value^ | Value | ||
Corporate bonds 98.8% | $23,978,127 | ||||
(Cost $26,149,883) | |||||
Communication services 10.1% | 2,436,547 | ||||
Diversified telecommunication services 2.7% | |||||
AT&T, Inc. | 3.500 | 06-01-41 | 411,000 | 323,822 | |
Verizon Communications, Inc. | 2.650 | 11-20-40 | 477,000 | 338,523 | |
Entertainment 3.6% | |||||
Netflix, Inc. (A) | 4.875 | 06-15-30 | 335,000 | 332,717 | |
TWDC Enterprises 18 Corp. | 4.125 | 12-01-41 | 293,000 | 263,963 | |
WarnerMedia Holdings, Inc. (A) | 4.279 | 03-15-32 | 296,000 | 262,895 | |
Media 2.8% | |||||
Charter Communications Operating LLC | 3.500 | 06-01-41 | 257,000 | 175,608 | |
Comcast Corp. | 3.750 | 04-01-40 | 575,000 | 496,259 | |
Wireless telecommunication services 1.0% | |||||
T-Mobile USA, Inc. | 4.500 | 04-15-50 | 277,000 | 242,760 | |
Consumer discretionary 7.2% | 1,754,222 | ||||
Automobiles 3.2% | |||||
General Motors Financial Company, Inc. | 2.900 | 02-26-25 | 557,000 | 533,109 | |
Nissan Motor Acceptance Company LLC (A) | 2.000 | 03-09-26 | 272,000 | 239,701 | |
Hotels, restaurants and leisure 3.0% | |||||
Expedia Group, Inc. | 3.250 | 02-15-30 | 433,000 | 380,535 | |
Marriott International, Inc. | 4.625 | 06-15-30 | 372,000 | 361,273 | |
Specialty retail 1.0% | |||||
The Home Depot, Inc. | 3.625 | 04-15-52 | 294,000 | 239,604 | |
Consumer staples 2.4% | 577,343 | ||||
Beverages 1.8% | |||||
Anheuser-Busch InBev Worldwide, Inc. | 4.600 | 04-15-48 | 155,000 | 148,574 | |
PepsiCo, Inc. | 2.750 | 10-21-51 | 400,000 | 294,014 | |
Food products 0.6% | |||||
Kraft Heinz Foods Company | 5.200 | 07-15-45 | 139,000 | 134,755 | |
Energy 8.4% | 2,029,570 | ||||
Oil, gas and consumable fuels 8.4% | |||||
Cenovus Energy, Inc. | 5.400 | 06-15-47 | 291,000 | 271,131 | |
Enbridge, Inc. (5.750% to 4-15-30, then 5 Year CMT + 5.314%) | 5.750 | 07-15-80 | 406,000 | 371,659 | |
Energy Transfer LP | 5.250 | 04-15-29 | 291,000 | 292,001 | |
Kinder Morgan, Inc. | 3.600 | 02-15-51 | 123,000 | 86,416 | |
MPLX LP | 4.500 | 04-15-38 | 291,000 | 261,246 | |
Targa Resources Partners LP | 4.875 | 02-01-31 | 272,000 | 256,337 | |
The Williams Companies, Inc. | 2.600 | 03-15-31 | 291,000 | 247,224 | |
Var Energi ASA (A) | 8.000 | 11-15-32 | 225,000 | 243,556 | |
Financials 37.2% | 9,038,196 | ||||
Banks 22.1% | |||||
Bank of America Corp. (2.592% to 4-29-30, then SOFR + 2.150%) | 2.592 | 04-29-31 | 707,000 | 598,900 | |
Bank of America Corp. (2.972% to 7-21-51, then SOFR + 1.560%) | 2.972 | 07-21-52 | 235,000 | 160,354 | |
Barclays PLC | 4.375 | 01-12-26 | 575,000 | 560,283 | |
Citigroup, Inc. (2.976% to 11-5-29, then SOFR + 1.422%) | 2.976 | 11-05-30 | 575,000 | 504,704 | |
Citizens Financial Group, Inc. | 3.250 | 04-30-30 | 575,000 | 490,672 | |
Credit Agricole SA (A) | 3.250 | 01-14-30 | 362,000 | 308,959 | |
JPMorgan Chase & Co. (2.739% to 10-15-29, then SOFR + 1.510%) | 2.739 | 10-15-30 | 636,000 | 557,903 | |
JPMorgan Chase & Co. (6.750% to 2-1-24, then 3 month LIBOR + 3.780%) (B) | 6.750 | 02-01-24 | 230,000 | 229,724 | |
Lloyds Banking Group PLC | 4.450 | 05-08-25 | 575,000 | 564,725 | |
Santander Holdings USA, Inc. | 4.400 | 07-13-27 | 575,000 | 547,804 |
16 | JOHN HANCOCK ETFS | ANNUAL REPORT | SEE NOTES TO FINANCIAL STATEMENTS |
Rate (%) | Maturity date | Par value^ | Value | ||
Financials (continued) | |||||
Banks (continued) | |||||
U.S. Bancorp (5.727% to 10-21-25, then SOFR + 1.430%) | 5.727 | 10-21-26 | 340,000 | $342,369 | |
Wells Fargo & Company (2.879% to 10-30-29, then 3 month CME Term SOFR + 1.432%) | 2.879 | 10-30-30 | 575,000 | 503,257 | |
Capital markets 8.9% | |||||
Ares Capital Corp. | 3.875 | 01-15-26 | 291,000 | 271,241 | |
Blackstone Private Credit Fund | 2.350 | 11-22-24 | 306,000 | 285,378 | |
Deutsche Bank AG (2.311% to 11-16-26, then SOFR + 1.219%) | 2.311 | 11-16-27 | 291,000 | 251,873 | |
Morgan Stanley (4.431% to 1-23-29, then 3 month LIBOR + 1.628%) | 4.431 | 01-23-30 | 506,000 | 488,878 | |
The Bank of New York Mellon Corp. (4.414% to 7-24-25, then SOFR + 1.345%) | 4.414 | 07-24-26 | 347,000 | 342,845 | |
The Goldman Sachs Group, Inc. (1.431% to 3-9-26, then SOFR + 0.798%) | 1.431 | 03-09-27 | 575,000 | 516,220 | |
Consumer finance 2.2% | |||||
Ally Financial, Inc. | 3.875 | 05-21-24 | 556,000 | 541,321 | |
Financial services 1.0% | |||||
Visa, Inc. | 2.700 | 04-15-40 | 291,000 | 231,749 | |
Insurance 3.0% | |||||
Athene Global Funding (A) | 1.450 | 01-08-26 | 272,000 | 243,189 | |
Prudential Financial, Inc. (3.700% to 7-1-30, then 5 Year CMT + 3.035%) | 3.700 | 10-01-50 | 291,000 | 249,376 | |
Teachers Insurance & Annuity Association of America (A) | 4.270 | 05-15-47 | 291,000 | 246,472 | |
Health care 6.8% | 1,656,683 | ||||
Biotechnology 0.9% | |||||
AbbVie, Inc. | 4.250 | 11-21-49 | 252,000 | 220,895 | |
Health care providers and services 4.1% | |||||
Centene Corp. | 2.500 | 03-01-31 | 305,000 | 248,544 | |
HCA, Inc. | 4.125 | 06-15-29 | 291,000 | 275,896 | |
UnitedHealth Group, Inc. | 3.500 | 08-15-39 | 277,000 | 237,458 | |
Universal Health Services, Inc. | 2.650 | 10-15-30 | 291,000 | 242,044 | |
Pharmaceuticals 1.8% | |||||
Bristol-Myers Squibb Company | 3.700 | 03-15-52 | 293,000 | 243,068 | |
Viatris, Inc. | 4.000 | 06-22-50 | 291,000 | 188,778 | |
Industrials 7.4% | 1,801,764 | ||||
Aerospace and defense 0.9% | |||||
The Boeing Company | 3.750 | 02-01-50 | 301,000 | 225,985 | |
Passenger airlines 3.1% | |||||
Delta Air Lines, Inc. (A) | 4.500 | 10-20-25 | 222,710 | 218,403 | |
Delta Air Lines, Inc. (A) | 4.750 | 10-20-28 | 291,000 | 282,592 | |
United Airlines 2020-1 Class A Pass Through Trust | 5.875 | 10-15-27 | 262,824 | 260,853 | |
Trading companies and distributors 3.4% | |||||
AerCap Ireland Capital DAC | 3.850 | 10-29-41 | 272,000 | 204,287 | |
Air Lease Corp. | 2.875 | 01-15-26 | 291,000 | 271,880 | |
Ashtead Capital, Inc. (A) | 4.000 | 05-01-28 | 360,000 | 337,764 | |
Information technology 5.8% | 1,405,323 | ||||
Communications equipment 0.6% | |||||
Motorola Solutions, Inc. | 2.300 | 11-15-30 | 181,000 | 148,390 | |
Software 2.7% | |||||
Microsoft Corp. | 2.525 | 06-01-50 | 619,000 | 439,182 | |
Oracle Corp. | 3.950 | 03-25-51 | 274,000 | 206,873 | |
Technology hardware, storage and peripherals 2.5% | |||||
Apple, Inc. | 2.700 | 08-05-51 | 575,000 | 406,808 | |
Dell International LLC (A) | 3.450 | 12-15-51 | 213,000 | 140,012 | |
Dell International LLC | 8.350 | 07-15-46 | 52,000 | 64,058 |
SEE NOTES TO FINANCIAL STATEMENTS | ANNUAL REPORT | JOHN HANCOCK ETFS | 17 |
Rate (%) | Maturity date | Par value^ | Value | ||
Materials 2.2% | $540,229 | ||||
Construction materials 1.1% | |||||
Vulcan Materials Company | 3.500 | 06-01-30 | 291,000 | 267,079 | |
Metals and mining 1.1% | |||||
Freeport-McMoRan, Inc. | 5.450 | 03-15-43 | 291,000 | 273,150 | |
Real estate 4.7% | 1,134,120 | ||||
Hotel and resort REITs 1.5% | |||||
Host Hotels & Resorts LP | 3.375 | 12-15-29 | 433,000 | 371,728 | |
Specialized REITs 3.2% | |||||
American Tower Corp. | 2.950 | 01-15-51 | 366,000 | 235,763 | |
GLP Capital LP | 5.375 | 04-15-26 | 291,000 | 288,045 | |
VICI Properties LP | 5.125 | 05-15-32 | 250,000 | 238,584 | |
Utilities 6.6% | 1,604,130 | ||||
Electric utilities 4.2% | |||||
NextEra Energy Capital Holdings, Inc. | 2.750 | 11-01-29 | 362,000 | 323,507 | |
NRG Energy, Inc. (A) | 4.450 | 06-15-29 | 389,000 | 356,776 | |
Vistra Operations Company LLC (A) | 4.300 | 07-15-29 | 362,000 | 334,167 | |
Multi-utilities 2.4% | |||||
CenterPoint Energy Resources Corp. | 1.750 | 10-01-30 | 362,000 | 297,781 | |
Dominion Energy, Inc. | 3.375 | 04-01-30 | 320,000 | 291,899 | |
Yield (%) | Shares | Value | |||
Short-term investments 0.2% | $55,879 | ||||
(Cost $55,873) | |||||
Short-term funds 0.2% | 55,879 | ||||
John Hancock Collateral Trust (C) | 4.9058(D) | 5,590 | 55,879 |
Total investments (Cost $26,205,756) 99.0% | $24,034,006 | ||||
Other assets and liabilities, net 1.0% | 242,997 | ||||
Total net assets 100.0% | $24,277,003 |
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 | |
CME | Chicago Mercantile Exchange |
CMT | Constant Maturity Treasury |
LIBOR | London Interbank Offered Rate |
SOFR | Secured Overnight Financing Rate |
(A) | These securities are exempt from registration under Rule 144A of the Securities Act of 1933. Such securities may be resold, normally to qualified institutional buyers, in transactions exempt from registration. Rule 144A securities amounted to $3,547,203 or 14.6% of the fund’s net assets as of 4-30-23. |
(B) | Perpetual bonds have no stated maturity date. Date shown as maturity date is next call date. |
(C) | Investment is an affiliate of the fund, the advisor and/or subadvisor. |
(D) | The rate shown is the annualized seven-day yield as of 4-30-23. |
Shares | Value | ||||
Common stocks 95.8% | $5,992,535 | ||||
(Cost $5,677,748) | |||||
Australia 6.7% | 417,086 | ||||
BHP Group, Ltd. | 3,565 | 104,603 | |||
Fortescue Metals Group, Ltd. | 7,176 | 99,303 | |||
South32, Ltd. | 39,359 | 110,284 | |||
Woodside Energy Group, Ltd. | 4,623 | 102,896 | |||
Belgium 2.1% | 132,669 | ||||
Solvay SA | 1,104 | 132,669 |
18 | JOHN HANCOCK ETFS | ANNUAL REPORT | SEE NOTES TO FINANCIAL STATEMENTS |
Shares | Value | ||||
Canada 2.2% | $138,106 | ||||
Power Corp. of Canada | 3,174 | 84,926 | |||
West Fraser Timber Company, Ltd. | 736 | 53,180 | |||
Denmark 1.5% | 92,122 | ||||
AP Moller - Maersk A/S, Series B | 51 | 92,122 | |||
France 5.3% | 333,555 | ||||
Klepierre SA | 3,946 | 100,023 | |||
Publicis Groupe SA | 1,583 | 129,535 | |||
Sanofi | 942 | 103,997 | |||
Germany 6.9% | 432,441 | ||||
BASF SE | 2,115 | 109,393 | |||
Bayerische Motoren Werke AG | 1,108 | 124,085 | |||
Deutsche Telekom AG | 3,211 | 77,563 | |||
Mercedes-Benz Group AG | 1,558 | 121,400 | |||
Hong Kong 5.8% | 359,768 | ||||
CK Hutchison Holdings, Ltd. | 19,000 | 127,072 | |||
Jardine Matheson Holdings, Ltd. | 2,300 | 110,860 | |||
Swire Pacific, Ltd., Class A | 15,401 | 121,836 | |||
Israel 0.6% | 39,288 | ||||
ICL Group, Ltd. | 6,421 | 39,288 | |||
Italy 5.7% | 356,781 | ||||
Assicurazioni Generali SpA | 5,773 | 120,330 | |||
Eni SpA | 7,774 | 117,975 | |||
Poste Italiane SpA (A) | 11,385 | 118,476 | |||
Japan 22.6% | 1,414,584 | ||||
Daiwa House Industry Company, Ltd. | 2,100 | 53,315 | |||
FUJIFILM Holdings Corp. | 2,117 | 109,764 | |||
ITOCHU Corp. | 2,145 | 70,762 | |||
JFE Holdings, Inc. | 9,200 | 108,239 | |||
Komatsu, Ltd. | 2,300 | 56,484 | |||
Marubeni Corp. | 8,886 | 125,297 | |||
Mitsubishi Corp. | 2,300 | 84,760 | |||
Mitsui & Company, Ltd. | 4,096 | 127,213 | |||
Mizuho Financial Group, Inc. | 8,291 | 119,648 | |||
Nippon Steel Corp. | 5,100 | 108,356 | |||
Ricoh Company, Ltd. | 6,900 | 56,805 | |||
Seiko Epson Corp. | 4,168 | 63,393 | |||
Sumitomo Corp. | 6,595 | 117,549 | |||
Toyota Tsusho Corp. | 2,300 | 94,760 | |||
Yamaha Motor Company, Ltd. | 4,600 | 118,239 | |||
Luxembourg 1.4% | 84,959 | ||||
Aroundtown SA | 62,540 | 84,959 | |||
Netherlands 4.2% | 263,861 | ||||
ABN AMRO Bank NV (A) | 7,565 | 121,226 | |||
ASML Holding NV | 82 | 51,918 | |||
Koninklijke Ahold Delhaize NV | 2,632 | 90,717 | |||
Norway 2.9% | 184,523 | ||||
Norsk Hydro ASA | 12,305 | 90,028 | |||
Yara International ASA | 2,356 | 94,495 | |||
Singapore 2.9% | 179,477 | ||||
Oversea-Chinese Banking Corp., Ltd. | 10,818 | 102,005 | |||
Wilmar International, Ltd. | 26,300 | 77,472 |
SEE NOTES TO FINANCIAL STATEMENTS | ANNUAL REPORT | JOHN HANCOCK ETFS | 19 |
Shares | Value | ||||
Spain 7.4% | $464,773 | ||||
Banco Bilbao Vizcaya Argentaria SA | 17,729 | 130,159 | |||
CaixaBank SA | 30,840 | 114,127 | |||
Repsol SA | 6,052 | 89,163 | |||
Telefonica SA | 28,837 | 131,324 | |||
Switzerland 1.9% | 118,340 | ||||
Adecco Group AG | 3,450 | 118,340 | |||
United Kingdom 15.7% | 980,202 | ||||
Barclays PLC | 58,795 | 118,150 | |||
BP PLC | 9,476 | 63,649 | |||
British American Tobacco PLC | 2,628 | 96,683 | |||
GSK PLC | 5,952 | 107,802 | |||
Imperial Brands PLC | 3,916 | 96,841 | |||
J Sainsbury PLC | 36,906 | 128,214 | |||
Land Securities Group PLC | 13,688 | 115,992 | |||
Standard Chartered PLC | 13,347 | 105,419 | |||
Tesco PLC | 22,665 | 80,079 | |||
The British Land Company PLC | 13,394 | 67,373 | |||
Preferred securities 1.9% | $121,660 | ||||
(Cost $114,664) | |||||
Germany 1.9% | 121,660 | ||||
Volkswagen AG | 891 | 121,660 | |||
Yield (%) | Shares | Value | |||
Short-term investments 1.5% | $94,864 | ||||
(Cost $94,864) | |||||
Short-term funds 1.5% | 94,864 | ||||
John Hancock Collateral Trust (B) | 4.9058(C) | 9,489 | 94,864 |
Total investments (Cost $5,887,276) 99.2% | $6,209,059 | ||||
Other assets and liabilities, net 0.8% | 48,677 | ||||
Total net assets 100.0% | $6,257,736 |
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) | 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) | Investment is an affiliate of the fund, the advisor and/or subadvisor. |
(C) | The rate shown is the annualized seven-day yield as of 4-30-23. |
Rate (%) | Maturity date | Par value^ | Value | ||
U.S. Government and Agency obligations 46.8% | $12,511,500 | ||||
(Cost $14,021,178) | |||||
U.S. Government 1.3% | 347,640 | ||||
U.S. Treasury | |||||
Bond | 3.000 | 08-15-52 | 100,000 | 87,844 | |
Bond | 3.375 | 08-15-42 | 84,000 | 79,104 | |
Bond | 3.875 | 02-15-43 | 100,000 | 101,063 | |
Bond | 4.000 | 11-15-52 | 75,000 | 79,629 | |
U.S. Government Agency 45.5% | 12,163,860 | ||||
Federal Home Loan Mortgage Corp. | |||||
30 Yr Pass Thru | 2.500 | 09-01-51 | 176,103 | 153,800 | |
30 Yr Pass Thru | 2.500 | 01-01-52 | 257,117 | 224,554 | |
30 Yr Pass Thru | 3.000 | 05-01-51 | 270,125 | 245,800 | |
30 Yr Pass Thru | 3.000 | 06-01-51 | 239,293 | 215,650 |
20 | JOHN HANCOCK ETFS | ANNUAL REPORT | SEE NOTES TO FINANCIAL STATEMENTS |
Rate (%) | Maturity date | Par value^ | Value | ||
U.S. Government Agency (continued) | |||||
30 Yr Pass Thru | 3.000 | 02-01-52 | 291,361 | $262,801 | |
30 Yr Pass Thru | 3.500 | 09-01-47 | 344,802 | 325,254 | |
30 Yr Pass Thru | 3.500 | 05-01-52 | 213,398 | 199,465 | |
30 Yr Pass Thru | 3.500 | 07-01-52 | 293,261 | 273,748 | |
30 Yr Pass Thru | 4.000 | 07-01-52 | 209,773 | 200,766 | |
30 Yr Pass Thru | 4.000 | 09-01-52 | 210,788 | 202,001 | |
30 Yr Pass Thru | 4.000 | 10-01-52 | 319,285 | 306,773 | |
Federal National Mortgage Association | |||||
30 Yr Pass Thru | 2.000 | 07-01-51 | 289,873 | 243,127 | |
30 Yr Pass Thru | 2.000 | 08-01-51 | 528,603 | 444,681 | |
30 Yr Pass Thru | 2.000 | 08-01-51 | 384,165 | 321,614 | |
30 Yr Pass Thru | 2.000 | 09-01-51 | 548,128 | 460,249 | |
30 Yr Pass Thru | 2.500 | 04-01-51 | 259,569 | 224,748 | |
30 Yr Pass Thru | 2.500 | 07-01-51 | 292,528 | 255,845 | |
30 Yr Pass Thru | 2.500 | 08-01-51 | 509,751 | 444,874 | |
30 Yr Pass Thru | 2.500 | 08-01-51 | 551,759 | 481,709 | |
30 Yr Pass Thru | 2.500 | 08-01-51 | 302,780 | 264,150 | |
30 Yr Pass Thru | 2.500 | 08-01-51 | 432,298 | 377,548 | |
30 Yr Pass Thru | 2.500 | 08-01-51 | 198,845 | 172,108 | |
30 Yr Pass Thru | 2.500 | 09-01-51 | 439,451 | 383,383 | |
30 Yr Pass Thru | 2.500 | 12-01-51 | 262,233 | 228,448 | |
30 Yr Pass Thru | 2.500 | 01-01-52 | 262,679 | 228,837 | |
30 Yr Pass Thru | 2.500 | 03-01-52 | 548,623 | 478,455 | |
30 Yr Pass Thru | 3.000 | 11-01-46 | 357,690 | 328,832 | |
30 Yr Pass Thru | 3.000 | 11-01-46 | 210,264 | 193,300 | |
30 Yr Pass Thru | 3.000 | 04-01-47 | 211,217 | 194,110 | |
30 Yr Pass Thru | 3.000 | 05-01-50 | 231,092 | 210,372 | |
30 Yr Pass Thru | 3.000 | 07-01-50 | 299,207 | 269,481 | |
30 Yr Pass Thru | 3.000 | 11-01-50 | 247,131 | 226,054 | |
30 Yr Pass Thru | 3.000 | 07-01-51 | 223,207 | 202,200 | |
30 Yr Pass Thru | 3.000 | 08-01-51 | 491,741 | 445,153 | |
30 Yr Pass Thru | 3.000 | 02-01-52 | 290,444 | 262,337 | |
30 Yr Pass Thru | 3.000 | 03-01-52 | 219,419 | 198,255 | |
30 Yr Pass Thru | 3.500 | 12-01-46 | 163,227 | 154,432 | |
30 Yr Pass Thru | 3.500 | 02-01-47 | 188,761 | 178,177 | |
30 Yr Pass Thru | 3.500 | 02-01-48 | 250,852 | 236,709 | |
30 Yr Pass Thru | 3.500 | 11-01-48 | 218,544 | 206,444 | |
30 Yr Pass Thru | 3.500 | 04-01-50 | 216,804 | 204,868 | |
30 Yr Pass Thru | 3.500 | 04-01-51 | 211,310 | 199,330 | |
30 Yr Pass Thru | 3.500 | 03-01-52 | 136,188 | 127,999 | |
30 Yr Pass Thru | 4.000 | 04-01-47 | 109,154 | 106,045 | |
30 Yr Pass Thru | 4.000 | 03-01-48 | 127,101 | 123,242 | |
30 Yr Pass Thru | 4.000 | 06-01-49 | 108,533 | 105,272 | |
30 Yr Pass Thru | 4.000 | 06-01-49 | 114,052 | 110,981 | |
30 Yr Pass Thru | 4.000 | 04-01-50 | 116,595 | 113,428 | |
30 Yr Pass Thru | 4.500 | 10-01-52 | 148,939 | 146,451 | |
Collateralized mortgage obligations 35.5% | $9,487,779 | ||||
(Cost $10,507,652) | |||||
Commercial and residential 19.5% | 5,206,338 | ||||
Agate Bay Mortgage Trust | |||||
Series 2013-1, Class A1 (A)(B) | 3.500 | 07-25-43 | 94,617 | 87,083 | |
Angel Oak Mortgage Trust LLC | |||||
Series 2020-3, Class A2 (A)(B) | 2.410 | 04-25-65 | 105,023 | 96,858 | |
Series 2021-2, Class A3 (A)(B) | 1.447 | 04-25-66 | 155,476 | 131,361 | |
Arroyo Mortgage Trust | |||||
Series 2019-1, Class A3 (A)(B) | 4.208 | 01-25-49 | 160,666 | 151,929 | |
Bellemeade Re, Ltd. | |||||
Series 2021-3A, Class M2 (1 month SOFR + 3.150%) (A)(C) | 7.965 | 09-25-31 | 200,000 | 190,961 |
SEE NOTES TO FINANCIAL STATEMENTS | ANNUAL REPORT | JOHN HANCOCK ETFS | 21 |
Rate (%) | Maturity date | Par value^ | Value | ||
Commercial and residential (continued) | |||||
BRAVO Residential Funding Trust | |||||
Series 2021-NQM1, Class M1 (A)(B) | 2.316 | 02-25-49 | 100,000 | $73,379 | |
Bunker Hill Loan Depositary Trust | |||||
Series 2019-3, Class M1 (A) | 3.269 | 11-25-59 | 100,000 | 90,364 | |
BX Commercial Mortgage Trust | |||||
Series 2021-MC, Class E (1 month LIBOR + 2.100%) (A)(C) | 7.048 | 04-15-34 | 100,000 | 87,573 | |
CAMB Commercial Mortgage Trust | |||||
Series 2019-LIFE, Class F (1 month LIBOR + 2.550%) (A)(C) | 7.498 | 12-15-37 | 200,000 | 191,156 | |
COLT Mortgage Loan Trust | |||||
Series 2021-1, Class A1 (A)(B) | 0.910 | 06-25-66 | 194,221 | 157,763 | |
Series 2021-4, Class A1 (A)(B) | 1.397 | 10-25-66 | 165,515 | 131,808 | |
Series 2021-4, Class B1 (A)(B) | 3.764 | 10-25-66 | 200,000 | 136,221 | |
Series 2021-HX1, Class B1 (A)(B) | 3.110 | 10-25-66 | 100,000 | 63,204 | |
DBGS Mortgage Trust | |||||
Series 2018-BIOD, Class D (1 month LIBOR + 1.300%) (A)(C) | 6.248 | 05-15-35 | 91,376 | 88,848 | |
Eagle RE, Ltd. | |||||
Series 2021-2, Class M1B (1 month SOFR + 2.050%) (A)(C) | 6.865 | 04-25-34 | 200,000 | 198,949 | |
Flagstar Mortgage Trust | |||||
Series 2021-6INV, Class A4 (A)(B) | 2.500 | 08-25-51 | 207,275 | 170,305 | |
Imperial Fund Mortgage Trust | |||||
Series 2021-NQM2, Class M1 (A)(B) | 2.489 | 09-25-56 | 200,000 | 122,494 | |
Series 2022-NQM5, Class A3 (6.250% to 7-1-26, then 7.250% thereafter) (A) | 6.250 | 08-25-67 | 93,487 | 93,031 | |
JPMorgan Mortgage Trust | |||||
Series 2019-INV3, Class B3 (A)(B) | 4.382 | 05-25-50 | 216,990 | 188,883 | |
KNDL Mortgage Trust | |||||
Series 2019-KNSQ, Class E (1 month LIBOR + 1.800%) (A)(C) | 6.748 | 05-15-36 | 275,000 | 269,341 | |
Life Mortgage Trust | |||||
Series 2021-BMR, Class F (1 month CME Term SOFR + 2.464%) (A)(C) | 7.354 | 03-15-38 | 201,509 | 189,368 | |
MFA Trust | |||||
Series 2020-NQM3, Class M1 (A)(B) | 2.654 | 01-26-65 | 100,000 | 80,524 | |
Series 2023-NQM1, Class A2 (5.750% to 1-1-27, then 6.750% thereafter) (A) | 5.750 | 11-25-67 | 146,613 | 144,528 | |
New Residential Mortgage Loan Trust | |||||
Series 2019-4A, Class A1B (A)(B) | 3.500 | 12-25-58 | 74,794 | 70,056 | |
Oaktown RE VII, Ltd. | |||||
Series 2021-2, Class M1B (1 month SOFR + 2.900%) (A)(C) | 7.715 | 04-25-34 | 200,000 | 198,667 | |
OBX Trust | |||||
Series 2022-NQM1, Class A1 (A)(B) | 2.305 | 11-25-61 | 127,818 | 110,051 | |
PKHL Commercial Mortgage Trust | |||||
Series 2021-MF, Class F (1 month LIBOR + 3.350%) (A)(C) | 8.298 | 07-15-38 | 300,000 | 276,009 | |
Ready Capital Mortgage Trust | |||||
Series 2019-5, Class E (A)(B) | 5.426 | 02-25-52 | 250,000 | 179,816 | |
Towd Point Mortgage Trust | |||||
Series 2019-4, Class B1B (A)(B) | 3.500 | 10-25-59 | 315,000 | 232,017 | |
Triangle RE, Ltd. | |||||
Series 2021-3, Class M1B (1 month SOFR + 2.900%) (A)(C) | 7.715 | 02-25-34 | 200,000 | 197,002 | |
TRK Trust | |||||
Series 2021-INV1, Class A1 (A)(B) | 1.153 | 07-25-56 | 143,630 | 122,323 | |
Verus Securitization Trust | |||||
Series 2019-4, Class A1 (2.642% to 10-25-23, then 3.642% thereafter) (A) | 2.642 | 11-25-59 | 63,590 | 61,244 | |
Series 2020-5, Class A1 (1.218% to 10-1-24, then 2.218% thereafter) (A) | 1.218 | 05-25-65 | 99,281 | 90,928 | |
Series 2020-INV1, Class A2 (A)(B) | 3.035 | 03-25-60 | 170,000 | 162,870 | |
Series 2021-1, Class A2 (A)(B) | 1.052 | 01-25-66 | 96,839 | 82,377 | |
Series 2021-3, Class A1 (A)(B) | 1.046 | 06-25-66 | 98,072 | 82,442 | |
Series 2021-3, Class A3 (A)(B) | 1.437 | 06-25-66 | 81,727 | 68,540 | |
Series 2022-4, Class A1 (4.474% to 4-1-26, then 5.474% thereafter) (A) | 4.474 | 04-25-67 | 85,346 | 82,807 | |
Visio Trust | |||||
Series 2019-2, Class A1 (A)(B) | 2.722 | 11-25-54 | 56,510 | 53,258 | |
U.S. Government Agency 16.0% | 4,281,441 | ||||
Federal Home Loan Mortgage Corp. | |||||
Series 2016-SC01, Class M2 (B) | 3.903 | 07-25-46 | 93,618 | 90,542 | |
Series 2019-HQA2, Class B1 (1 month LIBOR + 4.100%) (A)(C) | 9.120 | 04-25-49 | 200,000 | 206,863 | |
Series 2021-HQA1, Class M2 (1 month SOFR + 2.250%) (A)(C) | 7.065 | 08-25-33 | 98,903 | 96,308 | |
Series 2021-HQA2, Class M2 (1 month SOFR + 2.050%) (A)(C) | 6.865 | 12-25-33 | 300,000 | 286,630 |
22 | JOHN HANCOCK ETFS | ANNUAL REPORT | SEE NOTES TO FINANCIAL STATEMENTS |
Rate (%) | Maturity date | Par value^ | Value | ||
U.S. Government Agency (continued) | |||||
Series 2022-DNA3, Class M2 (1 month SOFR + 4.350%) (A)(C) | 9.165 | 04-25-42 | 160,000 | $160,150 | |
Series 2023-DNA1, Class M1B (1 month SOFR + 3.100%) (A)(C) | 7.924 | 03-25-43 | 250,000 | 250,064 | |
Series 5150, Class IS IO | 0.083 | 08-25-51 | 1,741,000 | 163,117 | |
Series 5250, Class AY | 2.000 | 01-25-55 | 449,997 | 310,179 | |
Series K109, Class X1 IO | 1.698 | 04-25-30 | 1,987,082 | 170,135 | |
Series K116, Class X1 IO | 1.529 | 07-25-30 | 2,736,056 | 214,650 | |
Series K118, Class X1 IO | 1.052 | 09-25-30 | 3,183,219 | 176,439 | |
Series X2FX, Class X1 IO | 0.773 | 09-25-25 | 7,967,313 | 119,906 | |
Federal National Mortgage Association | |||||
Series 2021-R01, Class 1B1 (1 month SOFR + 3.100%) (A)(C) | 7.915 | 10-25-41 | 200,000 | 193,988 | |
Series 2022-22, Class B | 2.000 | 07-25-54 | 400,000 | 257,270 | |
Series 2022-R05, Class 2M2 (1 month SOFR + 3.000%) (A)(C) | 7.815 | 04-25-42 | 200,000 | 198,003 | |
Series 2023-R03, Class 2M2 (1 month SOFR + 3.900%) (A)(C) | 8.715 | 04-25-43 | 100,000 | 100,250 | |
Government National Mortgage Association | |||||
Series 2014-103, Class DA (B) | 3.250 | 09-16-54 | 101,546 | 97,186 | |
Series 2014-135, Class IO | 0.425 | 01-16-56 | 14,527,694 | 277,584 | |
Series 2016-26, Class IO | 0.639 | 02-16-58 | 5,193,038 | 126,610 | |
Series 2017-159, Class IO | 0.434 | 06-16-59 | 3,932,346 | 123,977 | |
Series 2018-23, Class IO | 0.566 | 11-16-59 | 1,772,803 | 70,655 | |
Series 2021-153, Class IA IO | 0.100 | 08-16-61 | 19,366,444 | 105,594 | |
Series 2021-178, Class IA IO | 0.100 | 10-16-61 | 38,450,996 | 209,927 | |
Series 2021-62, Class IA IO | 0.100 | 02-16-63 | 18,296,725 | 102,158 | |
Series 2022-141, Class BC | 2.100 | 06-16-64 | 265,000 | 173,256 | |
Asset backed securities 16.5% | $4,393,256 | ||||
(Cost $4,664,655) | |||||
Asset backed securities 16.5% | 4,393,256 | ||||
AMMC CLO, Ltd. | |||||
Series 2020-23A, Class CR (3 month LIBOR + 2.000%) (A)(C) | 7.260 | 10-17-31 | 140,000 | 132,934 | |
AMSR Trust | |||||
Series 2020-SFR1, Class C (A) | 2.419 | 04-17-37 | 150,000 | 139,794 | |
Series 2020-SFR4, Class D (A) | 2.006 | 11-17-37 | 314,000 | 283,133 | |
Apex Credit CLO, Ltd. | |||||
Series 2019-2A, Class D (3 month LIBOR + 4.050%) (A)(C) | 9.305 | 10-25-32 | 150,000 | 135,768 | |
CARS-DB4 LP | |||||
Series 2020-1A, Class B1 (A) | 4.170 | 02-15-50 | 100,000 | 93,863 | |
CARS-DB6 LP | |||||
Series 2022-1A, Class B (A) | 4.680 | 03-15-52 | 175,000 | 150,339 | |
CLI Funding VIII LLC | |||||
Series 2021-1A, Class A (A) | 1.640 | 02-18-46 | 136,021 | 118,406 | |
Columbia Cent CLO XXVIII, Ltd. | |||||
Series 2018-28A, Class BR (3 month LIBOR + 2.150%) (A)(C) | 6.984 | 11-07-30 | 350,000 | 334,559 | |
DB Master Finance LLC | |||||
Series 2021-1A, Class A23 (A) | 2.791 | 11-20-51 | 197,500 | 159,019 | |
Diamond Infrastructure Funding LLC | |||||
Series 2021-1A, Class C (A) | 3.475 | 04-15-49 | 200,000 | 160,520 | |
Driven Brands Funding LLC | |||||
Series 2019-1A, Class A2 (A) | 4.641 | 04-20-49 | 201,075 | 189,560 | |
Elara HGV Timeshare Issuer LLC | |||||
Series 2021-A, Class D (A) | 3.320 | 08-27-35 | 125,529 | 112,230 | |
FirstKey Homes Trust | |||||
Series 2021-SFR2, Class E1 (A) | 2.258 | 09-17-38 | 200,000 | 171,883 | |
Series 2022-SFR1, Class D (A) | 5.197 | 05-17-39 | 200,000 | 189,793 | |
Hertz Vehicle Financing LLC | |||||
Series 2022-2A, Class A (A) | 2.330 | 06-26-28 | 200,000 | 179,107 | |
LCM XV LP | |||||
Series 15A, Class DR (3 month LIBOR + 3.700%) (A)(C) | 8.950 | 07-20-30 | 250,000 | 222,261 | |
Madison Park Funding XLI, Ltd. | |||||
Series 12A, Class DR (3 month LIBOR + 2.800%) (A)(C) | 8.073 | 04-22-27 | 250,000 | 241,056 |
SEE NOTES TO FINANCIAL STATEMENTS | ANNUAL REPORT | JOHN HANCOCK ETFS | 23 |
Rate (%) | Maturity date | Par value^ | Value | ||
Asset backed securities (continued) | |||||
Progress Residential Trust | |||||
Series 2020-SFR1, Class C (A) | 2.183 | 04-17-37 | 300,000 | $278,829 | |
Series 2021-SFR3, Class E2 (A) | 2.688 | 05-17-26 | 100,000 | 86,876 | |
Series 2021-SFR4, Class E1 (A) | 2.409 | 05-17-38 | 150,000 | 129,911 | |
Series 2021-SFR5, Class E2 (A) | 2.359 | 07-17-38 | 225,000 | 190,516 | |
Store Master Funding I-VII & XIV | |||||
Series 2019-1, Class A2 (A) | 3.650 | 11-20-49 | 190,350 | 161,650 | |
Taco Bell Funding LLC | |||||
Series 2021-1A, Class A2I (A) | 1.946 | 08-25-51 | 197,500 | 173,201 | |
Tricon Residential Trust | |||||
Series 2021-SFR1, Class G (A) | 4.133 | 07-17-38 | 100,000 | 88,164 | |
Vantage Data Centers LLC | |||||
Series 2021-1A, Class A2 (A) | 2.165 | 10-15-46 | 125,000 | 111,340 | |
Voya CLO, Ltd. | |||||
Series 2018-2A, Class E (3 month LIBOR + 5.250%) (A)(C) | 10.510 | 07-15-31 | 200,000 | 158,544 | |
Yield (%) | Shares | Value | |||
Short-term investments 1.1% | $291,462 | ||||
(Cost $291,447) | |||||
Short-term funds 1.1% | 291,462 | ||||
John Hancock Collateral Trust (D) | 4.9058(E) | 29,155 | 291,462 |
Total investments (Cost $29,484,932) 99.9% | $26,683,997 | ||||
Other assets and liabilities, net 0.1% | 37,084 | ||||
Total net assets 100.0% | $26,721,081 |
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 | |
CME | Chicago Mercantile Exchange |
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 $11,091,850 or 41.5% of the fund’s net assets as of 4-30-23. |
(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) | Investment is an affiliate of the fund, the advisor and/or subadvisor. |
(E) | The rate shown is the annualized seven-day yield as of 4-30-23. |
Open contracts | Number of contracts | Position | Expiration date | Notional basis^ | Notional value^ | Unrealized appreciation (depreciation) |
U.S. Treasury Long Bond Futures | 8 | Long | Jun 2023 | $1,001,387 | $1,053,250 | $51,863 |
$51,863 |
Shares | Value | ||||
Preferred securities 53.4% | $13,260,920 | ||||
(Cost $14,282,187) | |||||
Communication services 3.7% | 925,726 | ||||
Diversified telecommunication services 0.7% | |||||
Qwest Corp., 6.500% | 13,702 | 182,511 |
24 | JOHN HANCOCK ETFS | ANNUAL REPORT | SEE NOTES TO FINANCIAL STATEMENTS |
Shares | Value | ||||
Communication services (continued) | |||||
Media 0.3% | |||||
Paramount Global, 5.750% | 2,091 | $66,557 | |||
Wireless telecommunication services 2.7% | |||||
Telephone & Data Systems, Inc., 6.000% | 11,784 | 158,259 | |||
Telephone & Data Systems, Inc., 6.625% | 10,129 | 151,631 | |||
U.S. Cellular Corp., 5.500% | 5,670 | 85,787 | |||
U.S. Cellular Corp., 5.500% | 5,735 | 87,459 | |||
U.S. Cellular Corp., 6.250% | 11,526 | 193,522 | |||
Consumer discretionary 0.6% | 151,531 | ||||
Broadline retail 0.6% | |||||
Qurate Retail, Inc., 8.000% | 4,193 | 128,515 | |||
QVC, Inc., 6.250% | 2,589 | 23,016 | |||
Energy 0.8% | 198,854 | ||||
Oil, gas and consumable fuels 0.8% | |||||
NuStar Logistics LP, 11.994% (3 month LIBOR + 6.734%) (A) | 7,786 | 198,854 | |||
Financials 29.7% | 7,363,105 | ||||
Banks 12.1% | |||||
Bank of America Corp., 4.250% | 6,274 | 118,516 | |||
Bank of America Corp., 6.450% (6.450% to 12-15-66, then 3 month LIBOR + 1.327%) | 5,252 | 133,453 | |||
Bank of America Corp., 7.250% | 265 | 313,741 | |||
Citigroup Capital XIII, 11.643% (3 month LIBOR + 6.370%) (A) | 14,998 | 437,492 | |||
Citigroup, Inc., 7.125% (7.125% to 9-30-23, then 3 month CME Term SOFR + 4.040%) | 13,187 | 335,082 | |||
Fifth Third Bancorp, 6.000% | 9,541 | 228,984 | |||
Fulton Financial Corp., 5.125% | 5,699 | 94,603 | |||
Huntington Bancshares, Inc., 6.875% (6.875% to 4-15-28, then 5 Year CMT + 2.704%) | 5,989 | 149,665 | |||
KeyCorp, 5.650% | 2,826 | 60,731 | |||
Pinnacle Financial Partners, Inc., 6.750% | 4,709 | 111,792 | |||
Synovus Financial Corp., 6.300% (6.300% to 6-21-23, then 3 month LIBOR + 3.352%) | 7,118 | 159,941 | |||
Wells Fargo & Company, 4.750% | 20,624 | 414,955 | |||
Wells Fargo & Company, 6.625% (6.625% to 3-15-24, then 3 month LIBOR + 3.690%) | 13,388 | 332,156 | |||
WesBanco, Inc., 6.750% (6.750% to 11-15-25, then 5 Year CMT + 6.557%) | 4,588 | 107,267 | |||
Capital markets 5.2% | |||||
Brookfield Finance, Inc., 4.625% | 5,055 | 82,346 | |||
Morgan Stanley, 6.375% (6.375% to 10-15-24, then 3 month LIBOR + 3.708%) | 9,573 | 240,569 | |||
Morgan Stanley, 6.500% | 10,080 | 263,491 | |||
Morgan Stanley, 6.875% (6.875% to 1-15-24, then 3 month LIBOR + 3.940%) | 4,502 | 114,261 | |||
Morgan Stanley, 7.125% (7.125% to 10-15-23, then 3 month LIBOR + 4.320%) | 23,713 | 604,207 | |||
Consumer finance 0.6% | |||||
Navient Corp., 6.000% | 7,264 | 139,178 | |||
Financial services 0.6% | |||||
KKR Group Finance Company IX LLC, 4.625% | 4,553 | 86,826 | |||
National Rural Utilities Cooperative Finance Corp., 5.500% | 2,178 | 54,494 | |||
Insurance 11.2% | |||||
AEGON Funding Company LLC, 5.100% | 11,392 | 253,244 | |||
American Equity Investment Life Holding Company, 6.625% (6.625% to 9-1-25, then 5 Year CMT + 6.297%) | 6,562 | 156,701 | |||
American Financial Group, Inc., 5.125% | 6,183 | 141,838 | |||
American International Group, Inc., 5.850% | 12,176 | 306,713 | |||
Athene Holding, Ltd., 7.750% (7.750% to 12-30-27, then 5 Year CMT + 3.962%) | 14,046 | 347,217 | |||
Athene Holding, Ltd., Series A, 6.350% (6.350% to 6-30-29, then 3 month LIBOR + 4.253%) | 13,225 | 286,850 | |||
Brighthouse Financial, Inc., 6.600% | 13,697 | 327,906 | |||
Lincoln National Corp., 9.000% | 10,767 | 283,926 | |||
Reinsurance Group of America, Inc., 7.125% (7.125% to 10-15-27, then 5 Year CMT + 3.456%) | 13,767 | 361,384 | |||
RenaissanceRe Holdings, Ltd., 4.200% | 8,809 | 161,469 |
SEE NOTES TO FINANCIAL STATEMENTS | ANNUAL REPORT | JOHN HANCOCK ETFS | 25 |
Shares | Value | ||||
Financials (continued) | |||||
Insurance (continued) | |||||
Unum Group, 6.250% | 6,121 | $152,107 | |||
Industrials 0.7% | 188,278 | ||||
Trading companies and distributors 0.7% | |||||
WESCO International, Inc., 10.625% (10.625% to 6-22-25, then 5 Year CMT + 10.325%) | 6,922 | 188,278 | |||
Real estate 1.0% | 247,833 | ||||
Hotel and resort REITs 0.6% | |||||
Pebblebrook Hotel Trust, 6.375% | 8,159 | 155,837 | |||
Office REITs 0.3% | |||||
Vornado Realty Trust, 5.400% | 5,908 | 78,695 | |||
Specialized REITs 0.1% | |||||
Public Storage, 4.625% | 611 | 13,301 | |||
Utilities 16.9% | 4,185,593 | ||||
Electric utilities 3.5% | |||||
Duke Energy Corp., 5.750% | 9,543 | 245,732 | |||
NextEra Energy Capital Holdings, Inc., 5.650% | 180 | 4,622 | |||
NextEra Energy, Inc., 6.219% | 2,982 | 146,357 | |||
NextEra Energy, Inc., 6.926% | 4,490 | 212,557 | |||
SCE Trust III, 5.750% (5.750% to 3-15-24, then 3 month LIBOR + 2.990%) | 4,407 | 94,310 | |||
SCE Trust VI, 5.000% | 8,116 | 160,616 | |||
Gas utilities 0.8% | |||||
South Jersey Industries, Inc., 5.625% | 5,620 | 81,602 | |||
UGI Corp., 7.250% | 1,400 | 111,328 | |||
Independent power and renewable electricity producers 1.2% | |||||
The AES Corp., 6.875% | 3,370 | 303,334 | |||
Multi-utilities 11.4% | |||||
Algonquin Power & Utilities Corp., 6.200% (6.200% to 7-1-24, then 3 month LIBOR + 4.010%) | 13,982 | 319,908 | |||
Algonquin Power & Utilities Corp., 6.875% (6.875% to 10-17-23, then 3 month LIBOR + 3.677%) | 20,173 | 467,207 | |||
CMS Energy Corp., 5.625% | 8,827 | 221,116 | |||
CMS Energy Corp., 5.875% | 8,172 | 202,911 | |||
DTE Energy Company, 5.250% | 9,469 | 226,025 | |||
Integrys Holding, Inc., 6.000% (6.000% to 8-1-23, then 3 month LIBOR + 3.220%) | 8,914 | 209,925 | |||
NiSource, Inc., 6.500% (6.500% to 3-15-24, then 5 Year CMT + 3.632%) | 15,887 | 396,381 | |||
NiSource, Inc., 7.750% | 4,177 | 442,887 | |||
Sempra Energy, 5.750% | 13,749 | 338,775 | |||
Common stocks 1.9% | $460,497 | ||||
(Cost $487,951) | |||||
Communication services 0.2% | 61,701 | ||||
Diversified telecommunication services 0.2% | |||||
Verizon Communications, Inc. | 1,589 | 61,701 | |||
Energy 0.5% | 112,234 | ||||
Oil, gas and consumable fuels 0.5% | |||||
The Williams Companies, Inc. | 3,709 | 112,234 | |||
Utilities 1.2% | 286,562 | ||||
Multi-utilities 1.2% | |||||
Algonquin Power & Utilities Corp. | 9,467 | 286,562 | |||
26 | JOHN HANCOCK ETFS | ANNUAL REPORT | SEE NOTES TO FINANCIAL STATEMENTS |
Rate (%) | Maturity date | Par value^ | Value | ||
Corporate bonds 41.5% | $10,294,066 | ||||
(Cost $10,989,186) | |||||
Communication services 1.1% | 270,194 | ||||
Media 1.1% | |||||
Paramount Global (6.375% to 3-30-27, then 5 Year CMT + 3.999%) | 6.375 | 03-30-62 | 315,000 | 270,194 | |
Consumer discretionary 1.6% | 398,757 | ||||
Automobiles 1.6% | |||||
General Motors Financial Company, Inc. (5.700% to 9-30-30, then 5 Year CMT + 4.997%) (B) | 5.700 | 09-30-30 | 118,000 | 103,103 | |
General Motors Financial Company, Inc. (6.500% to 9-30-28, then 3 month LIBOR + 3.436%) (B) | 6.500 | 09-30-28 | 343,000 | 295,654 | |
Energy 4.7% | 1,161,533 | ||||
Oil, gas and consumable fuels 4.7% | |||||
Enbridge, Inc. (7.375% to 10-15-27, then 5 Year CMT + 3.708%) | 7.375 | 01-15-83 | 191,000 | 189,090 | |
Enbridge, Inc. (7.625% to 10-15-32, then 5 Year CMT + 4.418%) | 7.625 | 01-15-83 | 105,000 | 106,951 | |
Energy Transfer LP (6.625% to 2-15-28, then 3 month LIBOR + 4.155%) (B) | 6.625 | 02-15-28 | 647,000 | 494,339 | |
Energy Transfer LP (7.125% to 5-15-30, then 5 Year CMT + 5.306%) (B) | 7.125 | 05-15-30 | 291,000 | 245,168 | |
Transcanada Trust (5.600% to 12-7-31, then 5 Year CMT + 3.986%) | 5.600 | 03-07-82 | 149,000 | 125,985 | |
Financials 26.6% | 6,595,501 | ||||
Banks 19.7% | |||||
Bank of America Corp. (5.875% to 3-15-28, then 3 month LIBOR + 2.931%) (B) | 5.875 | 03-15-28 | 285,000 | 257,925 | |
Bank of America Corp. (6.125% to 4-27-27, then 5 Year CMT + 3.231%) (B) | 6.125 | 04-27-27 | 357,000 | 346,134 | |
Bank of America Corp. (6.500% to 10-23-24, then 3 month LIBOR + 4.174%) (B) | 6.500 | 10-23-24 | 43,000 | 42,868 | |
Barclays PLC (8.000% to 6-15-24, then 5 Year CMT + 5.672%) (B) | 8.000 | 06-15-24 | 262,000 | 241,669 | |
BNP Paribas SA (7.750% to 8-16-29, then 5 Year CMT + 4.899%) (B)(C) | 7.750 | 08-16-29 | 175,000 | 167,125 | |
Citigroup, Inc. (7.375% to 5-15-28, then 5 Year CMT + 3.209%) (B) | 7.375 | 05-15-28 | 216,000 | 213,300 | |
Citizens Financial Group, Inc. (6.375% to 4-6-24, then 3 month LIBOR + 3.157%) (B) | 6.375 | 04-06-24 | 307,000 | 265,555 | |
CoBank ACB (6.450% to 10-1-27, then 5 Year CMT + 3.487%) (B) | 6.450 | 10-01-27 | 188,000 | 177,175 | |
Comerica, Inc. (5.625% to 7-1-25, then 5 Year CMT + 5.291%) (B) | 5.625 | 07-01-25 | 197,000 | 166,283 | |
Huntington Bancshares, Inc. (5.625% to 7-15-30, then 10 Year CMT + 4.945%) (B) | 5.625 | 07-15-30 | 137,000 | 122,207 | |
JPMorgan Chase & Co. (4.600% to 2-1-25, then 3 month CME Term SOFR + 3.125%) (B) | 4.600 | 02-01-25 | 357,000 | 331,118 | |
JPMorgan Chase & Co. (6.750% to 2-1-24, then 3 month LIBOR + 3.780%) (B) | 6.750 | 02-01-24 | 277,000 | 276,668 | |
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 | 239,000 | 229,874 | |
M&T Bank Corp. (3.500% to 9-1-26, then 5 Year CMT + 2.679%) (B) | 3.500 | 09-01-26 | 377,000 | 247,878 | |
The Bank of Nova Scotia (8.625% to 10-27-27, then 5 Year CMT + 4.389%) | 8.625 | 10-27-82 | 246,000 | 252,285 | |
The PNC Financial Services Group, Inc. (6.000% to 5-15-27, then 5 Year CMT + 3.000%) (B) | 6.000 | 05-15-27 | 380,000 | 352,450 | |
The PNC Financial Services Group, Inc. (6.200% to 9-15-27, then 5 Year CMT + 3.238%) (B) | 6.200 | 09-15-27 | 362,000 | 340,898 | |
The PNC Financial Services Group, Inc. (6.250% to 3-15-30, then 7 Year CMT + 2.808%) (B) | 6.250 | 03-15-30 | 319,000 | 292,364 | |
The Toronto-Dominion Bank (8.125% to 10-31-27, then 5 Year CMT + 4.075%) | 8.125 | 10-31-82 | 380,000 | 387,041 | |
U.S. Bancorp (3.700% to 1-15-27, then 5 Year CMT + 2.541%) (B) | 3.700 | 01-15-27 | 108,000 | 83,160 | |
Wells Fargo & Company (5.900% to 6-15-24, then 3 month LIBOR + 3.110%) (B) | 5.900 | 06-15-24 | 93,000 | 87,690 | |
Capital markets 1.8% | |||||
The Charles Schwab Corp. (4.000% to 6-1-26, then 5 Year CMT + 3.168%) (B) | 4.000 | 06-01-26 | 198,000 | 166,076 | |
The Charles Schwab Corp. (4.000% to 12-1-30, then 10 Year CMT + 3.079%) (B) | 4.000 | 12-01-30 | 154,000 | 118,388 | |
The Charles Schwab Corp. (5.000% to 6-1-27, then 5 Year CMT + 3.256%) (B) | 5.000 | 06-01-27 | 89,000 | 76,763 | |
The Charles Schwab Corp. (5.375% to 6-1-25, then 5 Year CMT + 4.971%) (B) | 5.375 | 06-01-25 | 78,000 | 74,246 | |
Consumer finance 1.2% | |||||
American Express Company (3.550% to 9-15-26, then 5 Year CMT + 2.854%) (B) | 3.550 | 09-15-26 | 155,000 | 130,228 | |
Discover Financial Services (6.125% to 6-23-25, then 5 Year CMT + 5.783%) (B) | 6.125 | 06-23-25 | 183,000 | 173,243 | |
Financial services 0.6% | |||||
Enstar Finance LLC (5.750% to 9-1-25, then 5 Year CMT + 5.468%) | 5.750 | 09-01-40 | 172,000 | 143,594 | |
Insurance 3.3% | |||||
Markel Corp. (6.000% to 6-1-25, then 5 Year CMT + 5.662%) (B) | 6.000 | 06-01-25 | 183,000 | 177,808 | |
MetLife, Inc. (5.875% to 3-15-28, then 3 month LIBOR + 2.959%) (B) | 5.875 | 03-15-28 | 312,000 | 289,520 | |
SBL Holdings, Inc. (6.500% to 11-13-26, then 5 Year CMT + 5.620%) (B)(C) | 6.500 | 11-13-26 | 264,000 | 153,698 | |
SBL Holdings, Inc. (7.000% to 5-13-25, then 5 Year CMT + 5.580%) (B)(C) | 7.000 | 05-13-25 | 326,000 | 210,270 |
SEE NOTES TO FINANCIAL STATEMENTS | ANNUAL REPORT | JOHN HANCOCK ETFS | 27 |
Rate (%) | Maturity date | Par value^ | Value | ||
Utilities 7.5% | $1,868,081 | ||||
Electric utilities 3.7% | |||||
Edison International (5.000% to 12-15-26, then 5 Year CMT + 3.901%) (B) | 5.000 | 12-15-26 | 130,000 | 111,126 | |
Edison International (5.375% to 3-15-26, then 5 Year CMT + 4.698%) (B) | 5.375 | 03-15-26 | 371,000 | 330,385 | |
NextEra Energy Capital Holdings, Inc. (5.650% to 5-1-29, then 3 month LIBOR + 3.156%) | 5.650 | 05-01-79 | 249,000 | 224,849 | |
NRG Energy, Inc. (10.250% to 3-15-28, then 5 Year CMT + 5.920%) (B)(C) | 10.250 | 03-15-28 | 264,000 | 259,004 | |
Independent power and renewable electricity producers 1.8% | |||||
Vistra Corp. (7.000% to 12-15-26, then 5 Year CMT + 5.740%) (B)(C) | 7.000 | 12-15-26 | 132,000 | 118,381 | |
Vistra Corp. (8.000% to 10-15-26, then 5 Year CMT + 6.930%) (B)(C) | 8.000 | 10-15-26 | 359,000 | 338,358 | |
Multi-utilities 2.0% | |||||
CenterPoint Energy, Inc. (6.125% to 9-1-23, then 3 month LIBOR + 3.270%) (B) | 6.125 | 09-01-23 | 237,000 | 225,743 | |
Dominion Energy, Inc. (4.350% to 1-15-27, then 5 Year CMT + 3.195%) (B) | 4.350 | 01-15-27 | 100,000 | 84,000 | |
Dominion Energy, Inc. (5.750% to 10-1-24, then 3 month LIBOR + 3.057%) | 5.750 | 10-01-54 | 186,000 | 176,235 | |
Capital preferred securities 0.7% | $172,991 | ||||
(Cost $181,445) | |||||
Financials 0.7% | 172,991 | ||||
Insurance 0.7% | |||||
MetLife Capital Trust IV (7.875% to 12-15-37, then 3 month LIBOR + 3.960%) (C) | 7.875 | 12-15-37 | 164,000 | 172,991 | |
Yield (%) | Shares | Value | |||
Short-term investments 1.6% | $411,966 | ||||
(Cost $411,962) | |||||
Short-term funds 1.6% | 411,966 | ||||
John Hancock Collateral Trust (D) | 4.9058(E) | 41,209 | 411,966 | ||
Total investments (Cost $26,352,731) 99.1% | $24,600,440 | ||||
Other assets and liabilities, net 0.9% | 219,644 | ||||
Total net assets 100.0% | $24,820,084 |
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 | |
CME | Chicago Mercantile Exchange |
CMT | Constant Maturity Treasury |
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. |
(D) | Investment is an affiliate of the fund, the advisor and/or subadvisor. |
(E) | The rate shown is the annualized seven-day yield as of 4-30-23. |
Shares | Value | ||||
Common stocks 99.3% | $6,589,256 | ||||
(Cost $6,153,829) | |||||
Communication services 6.3% | 419,792 | ||||
Diversified telecommunication services 3.7% | |||||
AT&T, Inc. | 6,620 | 116,975 | |||
Verizon Communications, Inc. | 3,322 | 128,993 | |||
Media 2.6% | |||||
Comcast Corp., Class A | 581 | 24,036 | |||
Omnicom Group, Inc. | 491 | 44,470 | |||
Paramount Global, Class B | 1,099 | 25,640 | |||
The Interpublic Group of Companies, Inc. | 2,230 | 79,678 |
28 | JOHN HANCOCK ETFS | ANNUAL REPORT | SEE NOTES TO FINANCIAL STATEMENTS |
Shares | Value | ||||
Consumer discretionary 7.8% | $516,620 | ||||
Automobiles 0.9% | |||||
Ford Motor Company | 5,259 | 62,477 | |||
Hotels, restaurants and leisure 1.7% | |||||
Starbucks Corp. | 1,000 | 114,290 | |||
Household durables 1.2% | |||||
Garmin, Ltd. | 218 | 21,401 | |||
Whirlpool Corp. | 426 | 59,465 | |||
Leisure products 0.4% | |||||
Hasbro, Inc. | 410 | 24,280 | |||
Specialty retail 1.9% | |||||
Best Buy Company, Inc. | 968 | 72,135 | |||
The Home Depot, Inc. | 178 | 53,496 | |||
Textiles, apparel and luxury goods 1.7% | |||||
NIKE, Inc., Class B | 145 | 18,374 | |||
VF Corp. | 3,858 | 90,702 | |||
Consumer staples 4.8% | 317,767 | ||||
Consumer staples distribution and retail 0.3% | |||||
Target Corp. | 124 | 19,561 | |||
Food products 0.4% | |||||
Archer-Daniels-Midland Company | 363 | 28,343 | |||
Tobacco 4.1% | |||||
Altria Group, Inc. | 2,951 | 140,202 | |||
Philip Morris International, Inc. | 1,297 | 129,661 | |||
Energy 5.3% | 354,810 | ||||
Oil, gas and consumable fuels 5.3% | |||||
Chevron Corp. | 389 | 65,578 | |||
Exxon Mobil Corp. | 1,121 | 132,659 | |||
Kinder Morgan, Inc. | 2,089 | 35,826 | |||
ONEOK, Inc. | 1,846 | 120,747 | |||
Financials 15.3% | 1,015,397 | ||||
Banks 0.6% | |||||
Huntington Bancshares, Inc. | 1,408 | 15,770 | |||
Truist Financial Corp. | 664 | 21,633 | |||
Capital markets 7.2% | |||||
BlackRock, Inc. | 177 | 118,802 | |||
CME Group, Inc. | 519 | 96,415 | |||
Franklin Resources, Inc. | 653 | 17,553 | |||
T. Rowe Price Group, Inc. | 1,137 | 127,719 | |||
The Carlyle Group, Inc. | 3,170 | 96,146 | |||
The Charles Schwab Corp. | 399 | 20,844 | |||
Consumer finance 0.7% | |||||
Ally Financial, Inc. | 1,126 | 29,704 | |||
American Express Company | 121 | 19,522 | |||
Financial services 1.7% | |||||
Fidelity National Information Services, Inc. | 339 | 19,906 | |||
The Western Union Company | 8,813 | 96,326 | |||
Insurance 3.0% | |||||
Fidelity National Financial, Inc. | 1,346 | 47,770 | |||
Principal Financial Group, Inc. | 438 | 32,714 | |||
Prudential Financial, Inc. | 1,359 | 118,233 | |||
Mortgage real estate investment trusts 2.1% | |||||
Starwood Property Trust, Inc. | 7,621 | 136,340 |
SEE NOTES TO FINANCIAL STATEMENTS | ANNUAL REPORT | JOHN HANCOCK ETFS | 29 |
Shares | Value | ||||
Health care 11.1% | $737,950 | ||||
Biotechnology 4.6% | |||||
AbbVie, Inc. | 811 | 122,558 | |||
Amgen, Inc. | 205 | 49,147 | |||
Gilead Sciences, Inc. | 1,586 | 130,385 | |||
Health care equipment and supplies 1.1% | |||||
Abbott Laboratories | 678 | 74,899 | |||
Health care providers and services 0.6% | |||||
UnitedHealth Group, Inc. | 86 | 42,320 | |||
Life sciences tools and services 0.7% | |||||
Danaher Corp. | 121 | 28,666 | |||
Thermo Fisher Scientific, Inc. | 28 | 15,537 | |||
Pharmaceuticals 4.1% | |||||
Eli Lilly & Company | 216 | 85,506 | |||
Merck & Company, Inc. | 742 | 85,679 | |||
Pfizer, Inc. | 2,655 | 103,253 | |||
Industrials 8.4% | 555,589 | ||||
Air freight and logistics 1.9% | |||||
United Parcel Service, Inc., Class B | 696 | 125,148 | |||
Electrical equipment 1.2% | |||||
Rockwell Automation, Inc. | 283 | 80,205 | |||
Ground transportation 0.8% | |||||
Old Dominion Freight Line, Inc. | 73 | 23,388 | |||
Union Pacific Corp. | 145 | 28,377 | |||
Industrial conglomerates 1.6% | |||||
3M Company | 1,018 | 108,132 | |||
Machinery 0.4% | |||||
Caterpillar, Inc. | 114 | 24,943 | |||
Professional services 2.2% | |||||
Automatic Data Processing, Inc. | 218 | 47,960 | |||
Paychex, Inc. | 917 | 100,742 | |||
Trading companies and distributors 0.3% | |||||
W.W. Grainger, Inc. | 24 | 16,694 | |||
Information technology 30.7% | 2,034,510 | ||||
Communications equipment 1.8% | |||||
Cisco Systems, Inc. | 2,542 | 120,110 | |||
IT services 2.3% | |||||
Accenture PLC, Class A | 122 | 34,195 | |||
IBM Corp. | 945 | 119,457 | |||
Semiconductors and semiconductor equipment 10.1% | |||||
Broadcom, Inc. | 208 | 130,312 | |||
Intel Corp. | 2,951 | 91,658 | |||
KLA Corp. | 178 | 68,804 | |||
Lam Research Corp. | 73 | 38,258 | |||
Monolithic Power Systems, Inc. | 180 | 83,155 | |||
NVIDIA Corp. | 486 | 134,860 | |||
NXP Semiconductors NV | 121 | 19,813 | |||
Qualcomm, Inc. | 506 | 59,101 | |||
Texas Instruments, Inc. | 266 | 44,475 | |||
Software 9.4% | |||||
Gen Digital, Inc. | 877 | 15,497 | |||
Intuit, Inc. | 294 | 130,521 | |||
Microsoft Corp. | 1,276 | 392,064 | |||
Oracle Corp. | 895 | 84,774 |
30 | JOHN HANCOCK ETFS | ANNUAL REPORT | SEE NOTES TO FINANCIAL STATEMENTS |
Shares | Value | ||||
Information technology (continued) | |||||
Technology hardware, storage and peripherals 7.1% | |||||
Apple, Inc. | 2,500 | $424,198 | |||
HP, Inc. | 1,456 | 43,258 | |||
Materials 3.1% | 204,619 | ||||
Chemicals 2.0% | |||||
LyondellBasell Industries NV, Class A | 1,386 | 131,129 | |||
Containers and packaging 1.1% | |||||
International Paper Company | 1,329 | 44,003 | |||
Packaging Corp. of America | 218 | 29,487 | |||
Real estate 3.4% | 229,103 | ||||
Specialized REITs 3.4% | |||||
Gaming and Leisure Properties, Inc. | 2,327 | 121,004 | |||
Public Storage | 297 | 87,565 | |||
VICI Properties, Inc. | 605 | 20,534 | |||
Utilities 3.1% | 203,099 | ||||
Electric utilities 3.1% | |||||
Evergy, Inc. | 455 | 28,260 | |||
Exelon Corp. | 1,088 | 46,175 | |||
NextEra Energy, Inc. | 653 | 50,039 | |||
The Southern Company | 1,069 | 78,625 | |||
Yield (%) | Shares | Value | |||
Short-term investments 0.3% | $18,765 | ||||
(Cost $18,764) | |||||
Short-term funds 0.3% | 18,765 | ||||
John Hancock Collateral Trust (A) | 4.9058(B) | 1,877 | 18,765 |
Total investments (Cost $6,172,593) 99.6% | $6,608,021 | ||||
Other assets and liabilities, net 0.4% | 24,690 | ||||
Total net assets 100.0% | $6,632,711 |
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) | Investment is an affiliate of the fund, the advisor and/or subadvisor. |
(B) | The rate shown is the annualized seven-day yield as of 4-30-23. |
SEE NOTES TO FINANCIAL STATEMENTS | ANNUAL REPORT | JOHN HANCOCK ETFS | 31 |
Corporate Bond ETF | International High Dividend ETF | Mortgage-Backed Securities ETF | Preferred Income ETF | U.S. High Dividend ETF | |
Assets | |||||
Unaffiliated investments, at value | $23,978,127 | $6,114,195 | $26,392,535 | $24,188,474 | $6,589,256 |
Affiliated investments, at value | 55,879 | 94,864 | 291,462 | 411,966 | 18,765 |
Total investments, at value | 24,034,006 | 6,209,059 | 26,683,997 | 24,600,440 | 6,608,021 |
Receivable for futures variation margin | — | — | 10,018 | — | — |
Cash | — | — | — | 16,175 | 33 |
Foreign currency, at value | — | 69 | — | — | — |
Collateral held at broker for futures contracts | — | — | 50,000 | 40,000 | 29,994 |
Dividends and interest receivable | 281,232 | 58,712 | 105,309 | 150,855 | 10,374 |
Receivable for fund shares sold | — | — | — | 1,053,996 | — |
Receivable for investments sold | — | — | — | 83,327 | — |
Receivable from affiliates | 1,531 | 7,207 | 10,735 | 7,646 | 3,162 |
Other assets | 5,541 | 6,579 | 4,888 | 7,044 | 6,404 |
Total assets | 24,322,310 | 6,281,626 | 26,864,947 | 25,959,483 | 6,657,988 |
Liabilities | |||||
Payable for investments purchased | — | — | 100,000 | 1,096,367 | — |
Payable to affiliates | |||||
Accounting and legal services fees | 1,344 | 370 | 1,572 | 1,310 | 413 |
Other liabilities and accrued expenses | 43,963 | 23,520 | 42,294 | 41,722 | 24,864 |
Total liabilities | 45,307 | 23,890 | 143,866 | 1,139,399 | 25,277 |
Net assets | $24,277,003 | $6,257,736 | $26,721,081 | $24,820,084 | $6,632,711 |
Net assets consist of | |||||
Paid-in capital | $27,520,776 | $5,856,748 | $29,929,250 | $28,020,461 | $6,290,043 |
Total distributable earnings (loss) | (3,243,773) | 400,988 | (3,208,169) | (3,200,377) | 342,668 |
Net assets | $24,277,003 | $6,257,736 | $26,721,081 | $24,820,084 | $6,632,711 |
Unaffiliated investments, at cost | $26,149,883 | $5,792,412 | $29,193,485 | $25,940,769 | $6,153,829 |
Affiliated investments, at cost | $55,873 | $94,864 | $291,447 | $411,962 | $18,764 |
Foreign currency, at cost | — | $69 | — | — | — |
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 | $24,277,003 | $6,257,736 | $26,721,081 | $24,820,084 | $6,632,711 |
Shares outstanding | 1,150,000 | 230,000 | 1,225,000 | 1,175,000 | 240,000 |
Net asset value per share | $21.11 | $27.21 | $21.81 | $21.12 | $27.64 |
32 | JOHN HANCOCK ETFS | ANNUAL | SEE NOTES TO FINANCIAL STATEMENTS |
Corporate Bond ETF | International High Dividend ETF1 | Mortgage-Backed Securities ETF | Preferred Income ETF | U.S. High Dividend ETF2 | |
Investment income | |||||
Interest | $711,808 | — | $1,037,167 | $487,061 | — |
Dividends from affiliated investments | 3,727 | $776 | 9,285 | 11,243 | $1,398 |
Dividends from unaffiliated investments | — | 152,654 | — | 780,117 | 116,197 |
Less foreign taxes withheld | — | (14,976) | — | (2,632) | (32) |
Total investment income | 715,535 | 138,454 | 1,046,452 | 1,275,789 | 117,563 |
Expenses | |||||
Investment management fees | 45,961 | 8,100 | 83,856 | 96,844 | 10,364 |
Accounting and legal services fees | 3,598 | 391 | 4,458 | 3,658 | 681 |
Transfer agent fees | 10,000 | 833 | 10,000 | 9,583 | 2,917 |
Trustees’ fees | 506 | 42 | 676 | 552 | 62 |
Custodian fees | 46,994 | 8,526 | 45,304 | 40,490 | 14,329 |
Printing and postage | 20,366 | 4,653 | 20,257 | 20,154 | 8,727 |
Professional fees | 28,504 | 17,587 | 39,159 | 78,392 | 17,463 |
Stock exchange listing fees | 20,657 | 3,215 | 24,824 | 17,986 | 5,548 |
Other | 11,833 | 2,159 | 11,527 | 38,054 | 2,656 |
Total expenses | 188,419 | 45,506 | 240,061 | 305,713 | 62,747 |
Less expense reductions | (132,750) | (35,823) | (143,889) | (198,615) | (50,459) |
Net expenses | 55,669 | 9,683 | 96,172 | 107,098 | 12,288 |
Net investment income | 659,866 | 128,771 | 950,280 | 1,168,691 | 105,275 |
Realized and unrealized gain (loss) | |||||
Net realized gain (loss) on | |||||
Unaffiliated investments and foreign currency transactions | (889,670) | (18,794) | (240,992) | (1,443,966) | (95,928) |
Affiliated investments | 6 | (20) | 141 | (13) | (63) |
Futures contracts | — | 1,461 | (29,765) | 163,081 | (9,214) |
Redemptions in kind | — | 44,318 | — | (139,139) | 149,267 |
(889,664) | 26,965 | (270,616) | (1,420,037) | 44,062 | |
Change in net unrealized appreciation (depreciation) of | |||||
Unaffiliated investments and translation of assets and liabilities in foreign currencies | 394,691 | 321,439 | (755,748) | (741,809) | 435,427 |
Affiliated investments | 6 | — | 15 | 4 | 1 |
Futures | — | — | 51,863 | (86,978) | — |
394,697 | 321,439 | (703,870) | (828,783) | 435,428 | |
Net realized and unrealized gain (loss) | (494,967) | 348,404 | (974,486) | (2,248,820) | 479,490 |
Increase (decrease) in net assets from operations | $164,899 | $477,175 | $(24,206) | $(1,080,129) | $584,765 |
1 | Period from 12-20-22 (commencement of operations) to 4-30-23. |
2 | Period from 9-27-22 (commencement of operations) to 4-30-23. |
SEE NOTES TO FINANCIAL STATEMENTS | ANNUAL | JOHN HANCOCK ETFS | 33 |
Corporate Bond ETF | International High Dividend ETF | Mortgage-Backed Securities ETF | |||
Year ended 4-30-23 | Year ended 4-30-22 | Period ended 4-30-231 | Year ended 4-30-23 | Period ended 4-30-222 | |
Increase (decrease) in net assets | |||||
From operations | |||||
Net investment income | $659,866 | $483,655 | $128,771 | $950,280 | $327,241 |
Net realized gain (loss) | (889,664) | 51,177 | 26,965 | (270,616) | (71,609) |
Change in net unrealized appreciation (depreciation) | 394,697 | (2,747,007) | 321,439 | (703,870) | (2,045,202) |
Increase (decrease) in net assets resulting from operations | 164,899 | (2,212,175) | 477,175 | (24,206) | (1,789,570) |
Distributions to shareholders | |||||
From earnings | (745,320) | (640,804) | (32,005) | (1,045,754) | (351,819) |
From fund share transactions | |||||
Shares issued | 6,317,023 | 1,207,092 | 6,331,932 | 2,745,725 | 27,186,705 |
Shares repurchased | — | — | (519,366) | — | — |
Total from fund share transactions | 6,317,023 | 1,207,092 | 5,812,566 | 2,745,725 | 27,186,705 |
Total increase (decrease) | 5,736,602 | (1,645,887) | 6,257,736 | 1,675,765 | 25,045,316 |
Net assets | |||||
Beginning of year | 18,540,401 | 20,186,288 | — | 25,045,316 | — |
End of year | $24,277,003 | $18,540,401 | $6,257,736 | $26,721,081 | $25,045,316 |
Share activity | |||||
Shares outstanding | |||||
Beginning of year | 850,000 | 800,000 | — | 1,100,000 | — |
Shares issued | 300,000 | 50,000 | 250,000 | 125,000 | 1,100,000 |
Shares repurchased | — | — | (20,000) | — | — |
End of year | 1,150,000 | 850,000 | 230,000 | 1,225,000 | 1,100,000 |
1 | Period from 12-20-22 (commencement of operations) to 4-30-23. |
2 | Period from 8-18-21 (commencement of operations) to 4-30-22. |
34 | JOHN HANCOCK ETFS | ANNUAL | SEE NOTES TO FINANCIAL STATEMENTS |
Preferred Income ETF | U.S. High Dividend ETF | ||
Year ended 4-30-23 | Period ended 4-30-223 | Period ended 4-30-234 | |
Increase (decrease) in net assets | |||
From operations | |||
Net investment income | $1,168,691 | $263,561 | $105,275 |
Net realized gain (loss) | (1,420,037) | (131,610) | 44,062 |
Change in net unrealized appreciation (depreciation) | (828,783) | (923,508) | 435,428 |
Increase (decrease) in net assets resulting from operations | (1,080,129) | (791,557) | 584,765 |
Distributions to shareholders | |||
From earnings | (1,204,301) | (265,880) | (93,368) |
From fund share transactions | |||
Shares issued | 21,727,785 | 15,632,590 | 7,241,376 |
Shares repurchased | (9,198,424) | — | (1,100,062) |
Total from fund share transactions | 12,529,361 | 15,632,590 | 6,141,314 |
Total increase | 10,244,931 | 14,575,153 | 6,632,711 |
Net assets | |||
Beginning of year | 14,575,153 | — | — |
End of year | $24,820,084 | $14,575,153 | $6,632,711 |
Share activity | |||
Shares outstanding | |||
Beginning of year | 625,000 | — | — |
Shares issued | 975,000 | 625,000 | 280,000 |
Shares repurchased | (425,000) | — | (40,000) |
End of year | 1,175,000 | 625,000 | 240,000 |
3 | Period from 12-14-21 (commencement of operations) to 4-30-22. |
4 | Period from 9-27-22 (commencement of operations) to 4-30-23. |
SEE NOTES TO FINANCIAL STATEMENTS | ANNUAL | JOHN HANCOCK ETFS | 35 |
Period ended | 4-30-23 | 4-30-22 | 4-30-211 |
Per share operating performance | |||
Net asset value, beginning of period | $21.81 | $25.23 | $25.00 |
Net investment income2 | 0.72 | 0.60 | 0.05 |
Net realized and unrealized gain (loss) on investments | (0.62) | (3.23) | 0.22 |
Total from investment operations | 0.10 | (2.63) | 0.27 |
Less distributions | |||
From net investment income | (0.80) | (0.79) | (0.04) |
Net asset value, end of period | $21.11 | $21.81 | $25.23 |
Total return (%)3 | 0.57 | (10.77) | 1.104 |
Ratios and supplemental data | |||
Net assets, end of period (in millions) | $24 | $19 | $20 |
Ratios (as a percentage of average net assets): | |||
Expenses before reductions | 0.98 | 0.94 | 0.725 |
Expenses including reductions | 0.29 | 0.29 | 0.295 |
Net investment income | 3.45 | 2.39 | 2.276 |
Portfolio turnover (%) | 377 | 36 | —8 |
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 rate excludes securities received or delivered from in-kind transactions. |
8 | Portfolio turnover for the period is 0% due to no sales activity. |
Period ended | 4-30-231 |
Per share operating performance | |
Net asset value, beginning of period | $24.91 |
Net investment income2 | 0.593 |
Net realized and unrealized gain (loss) on investments | 1.85 |
Total from investment operations | 2.44 |
Less distributions | |
From net investment income | (0.14) |
Net asset value, end of period | $27.21 |
Total return (%)4 | 9.795 |
Ratios and supplemental data | |
Net assets, end of period (in millions) | $6 |
Ratios (as a percentage of average net assets): | |
Expenses before reductions | 1.656 |
Expenses including reductions | 0.466 |
Net investment income | 6.113,7 |
Portfolio turnover (%) | 58 |
1 | Period from 12-20-22 (commencement of operations) to 4-30-23. |
2 | Based on average daily shares outstanding. |
3 | Net investment income (loss) per share and ratio of net investment income (loss) to average net assets reflect a special dividend received by the fund, which amounted to $0.08 and 0.81%, respectively. |
4 | Total returns would have been lower had certain expenses not been reduced during the period. |
5 | Not annualized. |
6 | Annualized. Certain expenses are presented unannualized. |
7 | Annualized. |
8 | Portfolio turnover rate excludes securities received or delivered from in-kind transactions. |
36 | JOHN HANCOCK ETFS | ANNUAL | SEE NOTES TO FINANCIAL STATEMENTS |
Period ended | 4-30-23 | 4-30-221 |
Per share operating performance | ||
Net asset value, beginning of period | $22.77 | $25.00 |
Net investment income2 | 0.84 | 0.38 |
Net realized and unrealized gain (loss) on investments | (0.88) | (2.22) |
Total from investment operations | (0.04) | (1.84) |
Less distributions | ||
From net investment income | (0.92) | (0.39) |
Net asset value, end of period | $21.81 | $22.77 |
Total return (%)3 | (0.03) | (7.43)4 |
Ratios and supplemental data | ||
Net assets, end of period (in millions) | $27 | $25 |
Ratios (as a percentage of average net assets): | ||
Expenses before reductions | 0.97 | 0.935 |
Expenses including reductions | 0.39 | 0.395 |
Net investment income | 3.85 | 2.206 |
Portfolio turnover (%) | 20 | 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 applicable periods. |
4 | Not annualized. |
5 | Annualized. Certain expenses are presented unannualized. |
6 | Annualized. |
Period ended | 4-30-23 | 4-30-221 |
Per share operating performance | ||
Net asset value, beginning of period | $23.32 | $25.00 |
Net investment income2 | 1.32 | 0.43 |
Net realized and unrealized gain (loss) on investments | (2.19) | (1.68) |
Total from investment operations | (0.87) | (1.25) |
Less distributions | ||
From net investment income | (1.33) | (0.43) |
Net asset value, end of period | $21.12 | $23.32 |
Total return (%)3 | (3.81) | (5.05)4 |
Ratios and supplemental data | ||
Net assets, end of period (in millions) | $25 | $15 |
Ratios (as a percentage of average net assets): | ||
Expenses before reductions | 1.55 | 1.155 |
Expenses including reductions | 0.54 | 0.545 |
Net investment income | 5.93 | 4.576 |
Portfolio turnover (%) | 477 | 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 applicable periods. |
4 | Not annualized. |
5 | Annualized. Certain expenses are presented unannualized. |
6 | Annualized. |
7 | Portfolio turnover rate excludes securities received or delivered from in-kind transactions. |
SEE NOTES TO FINANCIAL STATEMENTS | ANNUAL | JOHN HANCOCK ETFS | 37 |
Period ended | 4-30-231 |
Per share operating performance | |
Net asset value, beginning of period | $24.95 |
Net investment income2 | 0.49 |
Net realized and unrealized gain (loss) on investments | 2.61 |
Total from investment operations | 3.10 |
Less distributions | |
From net investment income | (0.41) |
Net asset value, end of period | $27.64 |
Total return (%)3 | 12.454 |
Ratios and supplemental data | |
Net assets, end of period (in millions) | $7 |
Ratios (as a percentage of average net assets): | |
Expenses before reductions | 1.565 |
Expenses including reductions | 0.345 |
Net investment income | 3.016 |
Portfolio turnover (%) | 157 |
1 | Period from 9-27-22 (commencement of operations) to 4-30-23. |
2 | Based on average daily shares outstanding. |
3 | Total returns would have been lower had certain expenses not been reduced during the period. |
4 | Not annualized. |
5 | Annualized. Certain expenses are presented unannualized. |
6 | Annualized. |
7 | Portfolio turnover rate excludes securities received or delivered from in-kind transactions. |
38 | JOHN HANCOCK ETFS | ANNUAL | SEE NOTES TO FINANCIAL STATEMENTS |
ANNUAL REPORT | JOHN HANCOCK ETFS | 39 |
Total value at 4-30-23 | Level 1 quoted price | Level 2 significant observable inputs | Level 3 significant unobservable inputs | |
Corporate Bond ETF | ||||
Investments in securities: | ||||
Assets | ||||
Corporate bonds | $23,978,127 | — | $23,978,127 | — |
Short-term investments | 55,879 | $55,879 | — | — |
Total investments in securities | $24,034,006 | $55,879 | $23,978,127 | — |
International High Dividend ETF | ||||
Investments in securities: | ||||
Assets | ||||
Common stocks | $5,992,535 | $5,992,535 | — | — |
Preferred securities | 121,660 | 121,660 | — | — |
Short-term investments | 94,864 | 94,864 | — | — |
Total investments in securities | $6,209,059 | $6,209,059 | — | — |
Mortgage-Backed Securities ETF | ||||
Investments in securities: | ||||
Assets | ||||
U.S. Government and Agency obligations | $12,511,500 | — | $12,511,500 | — |
Collateralized mortgage obligations | 9,487,779 | — | 9,487,779 | — |
Asset backed securities | 4,393,256 | — | 4,393,256 | — |
Short-term investments | 291,462 | $291,462 | — | — |
Total investments in securities | $26,683,997 | $291,462 | $26,392,535 | — |
Derivatives: | ||||
Assets | ||||
Futures | $51,863 | $51,863 | — | — |
Preferred Income ETF | ||||
Investments in securities: | ||||
Assets | ||||
Preferred securities | ||||
Communication services | $925,726 | $925,726 | — | — |
Consumer discretionary | 151,531 | 151,531 | — | — |
Energy | 198,854 | 198,854 | — | — |
Financials | 7,363,105 | 7,213,440 | $149,665 | — |
Industrials | 188,278 | 188,278 | — | — |
Real estate | 247,833 | 247,833 | — | — |
Utilities | 4,185,593 | 3,894,066 | 291,527 | — |
Common stocks | 460,497 | 460,497 | — | — |
Corporate bonds | 10,294,066 | — | 10,294,066 | — |
Capital preferred securities | 172,991 | — | 172,991 | — |
Short-term investments | 411,966 | 411,966 | — | — |
Total investments in securities | $24,600,440 | $13,692,191 | $10,908,249 | — |
U.S. High Dividend ETF | ||||
Investments in securities: | ||||
Assets | ||||
Common stocks | $6,589,256 | $6,589,256 | — | — |
Short-term investments | 18,765 | 18,765 | — | — |
Total investments in securities | $6,608,021 | $6,608,021 | — | — |
40 | JOHN HANCOCK ETFS | ANNUAL REPORT |
Fund | Commitment fee |
Corporate Bond ETF | $3,333 |
International High Dividend ETF | 278 |
Mortgage-Backed Securities ETF | 3,356 |
ANNUAL REPORT | JOHN HANCOCK ETFS | 41 |
Fund | Commitment fee |
Preferred Income ETF | $3,602 |
U.S. High Dividend ETF | 278 |
No Expiration Date | ||
Fund | Short Term | Long Term |
Corporate Bond ETF | $162,457 | $798,626 |
International High Dividend ETF | 17,510 | — |
Mortgage-Backed Securities ETF | 265,153 | 212,469 |
Preferred Income ETF | 1,247,812 | 150,435 |
U.S. High Dividend ETF | 102,022 | 3,773 |
Fund | Aggregate cost | Unrealized appreciation | Unrealized (depreciation) | Net unrealized appreciation/ (depreciation) |
Corporate Bond ETF | $26,355,343 | $69,684 | $(2,391,021) | $(2,321,337) |
International High Dividend ETF | 5,892,055 | 443,226 | (126,222) | 317,004 |
Mortgage-Backed Securities ETF | 29,565,071 | 166,345 | (2,995,556) | (2,829,211) |
Preferred Income ETF | 26,454,193 | 84,151 | (1,937,904) | (1,853,753) |
U.S. High Dividend ETF | 6,172,846 | 611,030 | (175,855) | 435,175 |
Fund | Ordinary Income |
Corporate Bond ETF | $745,320 |
International High Dividend ETF | 32,005 |
Mortgage-Backed Securities ETF | 1,045,754 |
Preferred Income ETF | 1,204,301 |
U.S. High Dividend ETF | 93,368 |
Fund | Ordinary Income |
Corporate Bond ETF | $640,804 |
Mortgage-Backed Securities ETF | 351,819 |
Preferred Income ETF | 265,880 |
Fund | Undistributed Ordinary Income |
Corporate Bond ETF | $38,647 |
42 | JOHN HANCOCK ETFS | ANNUAL REPORT |
Fund | Undistributed Ordinary Income |
International High Dividend ETF | $101,838 |
Mortgage-Backed Securities ETF | 98,664 |
Preferred Income ETF | 59,420 |
U.S. High Dividend ETF | 13,288 |
Fund | Reason | USD Notional range |
International High Dividend ETF | The fund used futures contracts to manage against changes in certain securities markets. At April 30, 2023, there were no open futures contracts. | Up to $506,000 |
Mortgage-Backed Securities ETF | The fund used futures contracts to manage against changes in interest rate. | Up to $1.1 million |
Preferred Income ETF | The fund used futures contracts to manage against changes in interest rate. At April 30, 2023, there were no open futures contracts. | Up to $2.3 million |
U.S. High Dividend ETF | The fund used futures contracts to manage against changes in certain securities markets. At April 30, 2023, there were no open futures contracts. | Up to $413,000 |
Fund | Risk | Statements of assets and liabilities location | Financial instruments location | Assets derivatives fair value | Liabilities derivatives fair value |
Mortgage-Backed Securities ETF | Interest rate | Receivable/payable for futures variation margin1 | Futures | $51,863 | — |
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 ETFS | 43 |
Statements of operations location - Net realized gain (loss) on: | ||
Fund | Risk | Futures contracts |
International High Dividend ETF | Equity | $1,461 |
Mortgage-Backed Securities ETF | Interest rate | $(29,765) |
Preferred Income ETF | Interest rate | $163,081 |
U.S. High Dividend ETF | Equity | $(9,214) |
Statements of operations location - Change in net unrealized appreciation (depreciation) of: | ||
Fund | Risk | Futures contracts |
Mortgage-Backed Securities ETF | Interest rate | $51,863 |
Preferred Income ETF | Interest rate | $(86,978) |
Fund | Average daily net assets |
Corporate Bond ETF | 0.24% |
International High Dividend ETF | 0.39% |
Mortgage-Backed Securities ETF | 0.34% |
Fund | Average daily net assets |
Preferred Income ETF | 0.49% |
U.S. High Dividend ETF | 0.29% |
Fund | Expense reimbursement |
Corporate Bond ETF | $132,750 |
International High Dividend ETF | 35,823 |
Mortgage-Backed Securities ETF | 143,889 |
Fund | Expense reimbursement |
Preferred Income ETF | $198,615 |
U.S. High Dividend ETF | 50,459 |
44 | JOHN HANCOCK ETFS | ANNUAL REPORT |
Fund | Net Annual Effective Rate |
Corporate Bond ETF | 0.00% |
International High Dividend ETF | 0.00% |
Mortgage-Backed Securities ETF | 0.00% |
Fund | Net Annual Effective Rate |
Preferred Income ETF | 0.00% |
U.S. High Dividend ETF | 0.00% |
Purchases | Sales and maturities | |||||
Fund | U.S. Treasury | In-kind transactions | Non in-kind transactions | U.S. Treasury | In-kind transactions | Non in-kind transactions |
Corporate Bond ETF | — | $6,294,243 | $7,040,005 | — | — | $7,108,849 |
International High Dividend ETF | — | 5,604,089 | 887,897 | — | $457,856 | 267,081 |
Mortgage-Backed Securities ETF | $811,920 | — | 7,221,815 | $437,794 | — | 4,558,491 |
Preferred Income ETF | — | 8,867,788 | 18,746,697 | — | 5,987,054 | 9,164,867 |
U.S. High Dividend ETF | — | 6,047,548 | 1,908,831 | — | 953,701 | 898,799 |
ANNUAL REPORT | JOHN HANCOCK ETFS | 45 |
Dividends and distributions | |||||||||
Affiliate | Ending share amount | Beginning value | Cost of purchases | Proceeds from shares sold | Realized gain (loss) | Change in unrealized appreciation (depreciation) | Income distributions received | Capital gain distributions received | Ending value |
Corporate Bond ETF | |||||||||
John Hancock Collateral Trust | 5,590 | — | $1,006,145 | $(950,278) | $6 | $6 | $3,727 | — | $55,879 |
International High Dividend ETF | |||||||||
John Hancock Collateral Trust | 9,489 | — | $631,462 | $(536,578) | $(20) | — | $776 | — | $94,864 |
Mortgage-Backed Securities ETF | |||||||||
John Hancock Collateral Trust | 29,155 | — | $6,356,690 | $(6,065,384) | $141 | $15 | $9,285 | — | $291,462 |
Preferred Income ETF | |||||||||
John Hancock Collateral Trust | 41,209 | — | $9,502,015 | $(9,090,040) | $(13) | $4 | $11,243 | — | $411,966 |
U.S. High Dividend ETF | |||||||||
John Hancock Collateral Trust | 1,877 | — | $1,384,119 | $(1,365,292) | $(63) | $1 | $1,398 | — | $18,765 |
46 | JOHN HANCOCK 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, International High Dividend ETF, Mortgage-Backed Securities ETF, Preferred Income ETF, and U.S. High Dividend 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 (five of the funds constituting John Hancock Exchange-Traded Traded Fund Trust, hereafter collectively referred to as the “Funds”) as of April 30, 2023, 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, 2023, 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. | |||
Fund | Statement of operations | Statements of changes in net assets | Financial Highlights |
Corporate Bond ETF | For the year ended April 30, 2023 | For each of the two years in the period ended April 30, 2023 | For each of the two years in the period ended April 30, 2023 and for the period March 30, 2021 (commencement of operations) through April 30, 2021 |
International High Dividend ETF | For the period December 20, 2022 (commencement of operations) through April 30, 2023 | For the period December 20, 2022 (commencement of operations) through April 30, 2023 | For the period December 20, 2022 (commencement of operations) through April 30, 2023 |
Mortgage-Backed Securities ETF | For the year ended April 30, 2023 | For the year ended April 30, 2023 and for the period August 18, 2021 (commencement of operations) through April 30, 2022 | For the year ended April 30, 2023 and for the period August 18, 2021 (commencement of operations) through April 30, 2022 |
Preferred Income ETF | For the year ended April 30, 2023 | For the year ended April 30, 2023 and for the period December 14, 2021 (commencement of operations) through April 30, 2022 | For the year ended April 30, 2023 and for the period December 14, 2021 (commencement of operations) through April 30, 2022 |
U.S. High Dividend ETF | For the period September 27, 2022 (commencement of operations) through April 30, 2023 | For the period September 27, 2022 (commencement of operations) through April 30, 2023 | For the period September 27, 2022 (commencement of operations) through April 30, 2023 |
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, 2023 by correspondence with the custodian and brokers; when replies were not received from brokers, we performed other auditing procedures. We believe that our audits provide a reasonable basis for our opinions. | |||
/s/ PricewaterhouseCoopers LLP Boston, Massachusetts June 5, 2023 | |||
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 ETFS | 47 |
Fund | Foreign sourced income | Foreign tax credit |
International High Dividend ETF | $153,740 | $14,976 |
48 | JOHN HANCOCK ETFS | ANNUAL REPORT |
ANNUAL REPORT | JOHN HANCOCK ETFS | 49 |
50 | JOHN HANCOCK ETFS | ANNUAL REPORT |
ANNUAL REPORT | JOHN HANCOCK ETFS | 51 |
52 | JOHN HANCOCK 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 experience any breaches of the 15% limit on illiquid investments, or any applicable HLIM, 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 ETFS | 53 |
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 | 186 |
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 | 183 |
Trustee | ||
Board Member, United of Omaha Life Insurance Company (since 2022). Board Member, Mutual of Omaha Investor Services, Inc. (since 2022). 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). | ||
William H. Cunningham,2 Born: 1944 | 2015 | 184 |
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; Director (since 2006), Lincoln National Corporation (insurance); Director, Southwest Airlines (since 2000). Trustee of various trusts within the John Hancock Fund Complex (since 1986). | ||
Noni L. Ellison,* Born: 1971 | 2022 | 183 |
Trustee | ||
Senior Vice President, General Counsel & Corporate Secretary, Tractor Supply Company (rural lifestyle retailer) (since 2021); General Counsel, Chief Compliance Officer & Corporate Secretary, Carestream Dental, L.L.C.(2017–2021); Associate General Counsel & Assistant Corporate Secretary, W.W. Grainger, Inc. (global industrial supplier) (2015–2017); Board Member, Goodwill of North Georgia, 2018 (FY2019)–2020 (FY2021); Board Member, Howard University School of Law Board of Visitors (since 2021); Board Member, University of Chicago Law School Board of Visitors (since 2016); Board member, Children’s Healthcare of Atlanta Foundation Board (2021–present). Trustee of various trusts within the John Hancock Fund Complex (since 2022). | ||
Grace K. Fey, Born: 1946 | 2015 | 186 |
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). | ||
Dean C. Garfield,* Born: 1968 | 2022 | 183 |
Trustee | ||
Vice President, Netflix, Inc. (since 2019); President & Chief Executive Officer, Information Technology Industry Council (2009–2019); NYU School of Law Board of Trustees (since 2021); Member, U.S. Department of Transportation, Advisory Committee on Automation (since 2021); President of the United States Trade Advisory Council (2010–2018); Board Member, College for Every Student (2017–2021); Board Member, The Seed School of Washington, D.C. (2012–2017). Trustee of various trusts within the John Hancock Fund Complex (since 2022). | ||
Deborah C. Jackson, Born: 1952 | 2015 | 185 |
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); 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 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). | ||
Patricia Lizarraga,2,* Born: 1966 | 2022 | 183 |
Trustee | ||
Founder, Chief Executive Officer, Hypatia Capital Group (advisory and asset management company) (since 2007); Independent Director, Audit Committee Chair, and Risk Committee Member, Credicorp, Ltd. (since 2017); Independent Director, Audit Committee Chair, Banco De Credito Del Peru (since 2017); Trustee, Museum of Art of Lima (since 2009). Trustee of various trusts within the John Hancock Fund Complex (since 2022). |
54 | JOHN HANCOCK 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 |
Steven R. Pruchansky, Born: 1944 | 2015 | 183 |
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 | 183 |
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 and Audit Committee Chair, 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). | ||
Gregory A. Russo, Born: 1949 | 2015 | 183 |
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); Global Vice Chairman, Risk & Regulatory Matters, KPMG LLP (KPMG) (2002–2006); Vice Chairman, Industrial Markets, KPMG (1998–2002). 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 | 184 |
President and Non-Independent Trustee | ||
Global Head of Retail for Manulife (since 2022); 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 | 183 |
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 and since 2017). Trustee of various trusts within the John Hancock Fund Complex (since 2018). | ||
Paul Lorentz,† Born: 1968 | 2022 | 183 |
Non-Independent Trustee | ||
Global Head, Manulife Wealth and Asset Management (since 2017); General Manager, Manulife, Individual Wealth Management and Insurance (2013–2017); President, Manulife Investments (2010–2016). Trustee of various trusts within the John Hancock Fund Complex (since 2022). |
ANNUAL REPORT | JOHN HANCOCK ETFS | 55 |
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). | |
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 duly 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. |
* | Elected to serve as Independent Trustee effective as of September 9, 2022. |
^ | Ms. Harrison is retiring effective May 1, 2023. |
† | Elected to serve as Non-Independent Trustee effective as of September 9, 2022. |
56 | JOHN HANCOCK ETFS | ANNUAL REPORT |
Steven R. Pruchansky, Vice Chairperson
Andrew G. Arnott†
James R. Boyle
William H. Cunningham*
Grace K. Fey
Noni L. Ellison^
Dean C. Garfield^
Marianne Harrison†,#
Deborah C. Jackson
Patricia Lizarraga*,^
Paul Lorentz‡
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 ETFS | 57 |
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 4/2023 |
ITEM 2. CODE OF ETHICS.
As of the end of the period, April 30, 2023, 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 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.
2023: $259,490
2022: $358,678
(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.
2023: $95
2022: $3,613
(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.
2023: $26,132
2022: $35,766
(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.
2023: $966
2022: $5,293
(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, 2023, 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 $1,425,826 for the fiscal year ended April 30, 2023 and $1,174,814 for the fiscal year ended April 30, 2022.
(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.
(i)Not Applicable
(j)Not Applicable
ITEM 5. AUDIT COMMITTEE OF LISTED REGISTRANTS
Frances G. Rathke – Chairperson
Peter S. Burgess - retired as of December 31, 2022
William H. Cunningham
Patricia Lizarraga, effective September 20,2022
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.
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 Arnott
_______________________
Andrew Arnott
President
Date: June 5, 2023
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 Arnott
_______________________
Andrew Arnott
President
Date: June 5, 2023
/s/ Charles A. Rizzo
_______________________
Charles A. Rizzo
Chief Financial Officer
Date: June 5, 2023