UNITED STATES
SECURITIES AND EXCHANGE COMMISSION
Washington, D.C. 20549
FORM N-CSR
CERTIFIED SHAREHOLDER REPORT OF REGISTERED
MANAGEMENT INVESTMENT COMPANIES
Investment Company Act file number 811- 22733
John Hancock Exchange-Traded Fund Trust (Exact name of registrant as specified in charter)
200 Berkeley Street, Boston, Massachusetts 02116 (Address of principal executive offices) (Zip code)
Salvatore Schiavone
Treasurer
200 Berkeley Street
Boston, Massachusetts 02116
(Name and address of agent for service)
Registrant's telephone number, including area code: 617-543-9634
Date of fiscal year end: | April 30 |
Date of reporting period: | October 31, 2023 |
ITEM 1. REPORTS TO STOCKHOLDERS.
The Registrant prepared the following two semi-annual reports to shareholders, including ten funds, for the period ended October 31, 2023:
•John Hancock ETFs - Multifactor
John Hancock Multifactor Developed International ETF
John Hancock Multifactor Energy ETF
John Hancock Multifactor Large Cap ETF
John Hancock Multifactor Mid Cap ETF
John Hancock Multifactor Small Cap ETF
•John Hancock ETFs
John Hancock Corporate Bond ETF
John Hancock International High Dividend ETF
John Hancock Mortgage-Backed Securities ETF
John Hancock Preferred Income ETF
John Hancock U.S. High Dividend ETF
United States and Europe
Manulife Investment Management
John Hancock Investment Management
2 | JOHN HANCOCK MULTIFACTOR ETFS | SEMIANNUAL REPORT |
TOP 10 HOLDINGS AS OF 10/31/2023 (% of net assets) | |
TotalEnergies SE | 1.7 |
Shell PLC | 1.5 |
Novo Nordisk A/S, B Shares | 1.5 |
Nestle SA | 1.2 |
ASML Holding NV | 1.1 |
BP PLC | 1.0 |
Novartis AG | 0.9 |
Wolters Kluwer NV | 0.9 |
Toyota Motor Corp. | 0.9 |
LVMH Moet Hennessy Louis Vuitton SE | 0.9 |
TOTAL | 11.6 |
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. |
SEMIANNUAL REPORT | JOHN HANCOCK MULTIFACTOR ETFS | 3 |
TOP 10 HOLDINGS AS OF 10/31/2023 (% of total investments) | |
Taiwan Semiconductor Manufacturing Company, Ltd. | 4.1 |
Samsung Electronics Company, Ltd. | 3.9 |
Tencent Holdings, Ltd. | 3.3 |
Alibaba Group Holding, Ltd., ADR | 1.6 |
Reliance Industries, Ltd. | 1.4 |
HDFC Bank, Ltd. | 1.3 |
Alibaba Group Holding, Ltd. | 1.0 |
Infosys, Ltd. | 0.9 |
China Construction Bank Corp., H Shares | 0.9 |
ICICI Bank, Ltd. | 0.9 |
TOTAL | 19.3 |
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. |
4 | JOHN HANCOCK MULTIFACTOR ETFS | SEMIANNUAL REPORT |
TOP 10 HOLDINGS AS OF 10/31/2023 (% of net assets) | |
Microsoft Corp. | 4.5 |
Apple, Inc. | 3.9 |
Amazon.com, Inc. | 2.2 |
Alphabet, Inc., Class A | 1.9 |
Meta Platforms, Inc., Class A | 1.5 |
NVIDIA Corp. | 1.1 |
Berkshire Hathaway, Inc., Class B | 1.0 |
UnitedHealth Group, Inc. | 0.9 |
Eli Lilly & Company | 0.9 |
Exxon Mobil Corp. | 0.9 |
TOTAL | 18.8 |
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. |
SEMIANNUAL REPORT | JOHN HANCOCK MULTIFACTOR ETFS | 5 |
TOP 10 HOLDINGS AS OF 10/31/2023 (% of net assets) | |
D.R. Horton, Inc. | 0.6 |
United Rentals, Inc. | 0.5 |
W.W. Grainger, Inc. | 0.5 |
Ameriprise Financial, Inc. | 0.5 |
The Hartford Financial Services Group, Inc. | 0.5 |
AMETEK, Inc. | 0.5 |
Diamondback Energy, Inc. | 0.4 |
Fastenal Company | 0.4 |
CDW Corp. | 0.4 |
Lennar Corp., A Shares | 0.4 |
TOTAL | 4.7 |
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. |
6 | JOHN HANCOCK MULTIFACTOR ETFS | SEMIANNUAL REPORT |
TOP 10 HOLDINGS AS OF 10/31/2023 (% of net assets) | |
Capri Holdings, Ltd. | 0.6 |
Crocs, Inc. | 0.6 |
FTI Consulting, Inc. | 0.6 |
Ionis Pharmaceuticals, Inc. | 0.6 |
Selective Insurance Group, Inc. | 0.6 |
Elastic NV | 0.5 |
HealthEquity, Inc. | 0.5 |
Axalta Coating Systems, Ltd. | 0.5 |
Duolingo, Inc. | 0.5 |
Applied Industrial Technologies, Inc. | 0.5 |
TOTAL | 5.5 |
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. |
SEMIANNUAL REPORT | JOHN HANCOCK MULTIFACTOR ETFS | 7 |
Account value on 5-1-2023 | Ending value on 10-31-2023 | Expenses paid during 10-31-20231 | Annualized expense ratio | |
Multifactor Developed International ETF | ||||
Actual expenses/actual returns | $1,000.00 | $933.60 | $1.90 | 0.39% |
Hypothetical example for comparison purposes | 1,000.00 | 1,023.20 | 1.98 | 0.39% |
Multifactor Emerging Markets ETF | ||||
Actual expenses/actual returns | $1,000.00 | $963.30 | $2.42 | 0.49% |
Hypothetical example for comparison purposes | 1,000.00 | 1,022.70 | 2.49 | 0.49% |
Multifactor Large Cap ETF | ||||
Actual expenses/actual returns | $1,000.00 | $993.60 | $1.45 | 0.29% |
Hypothetical example for comparison purposes | 1,000.00 | 1,023.70 | 1.48 | 0.29% |
Multifactor Mid Cap ETF | ||||
Actual expenses/actual returns | $1,000.00 | $948.70 | $2.01 | 0.41% |
Hypothetical example for comparison purposes | 1,000.00 | 1,023.10 | 2.09 | 0.41% |
8 | JOHN HANCOCK MULTIFACTOR ETFS | SEMIANNUAL |
Account value on 5-1-2023 | Ending value on 10-31-2023 | Expenses paid during 10-31-20231 | Annualized expense ratio | |
Multifactor Small Cap ETF | ||||
Actual expenses/actual returns | $1,000.00 | $959.00 | $2.07 | 0.42% |
Hypothetical example for comparison purposes | 1,000.00 | 1,023.00 | 2.14 | 0.42% |
1 | Expenses are equal to the annualized expense ratio, multiplied by the average account value over the period, multiplied by 184/366 (to reflect the one-half year period). |
SEMIANNUAL | JOHN HANCOCK MULTIFACTOR ETFS | 9 |
Shares or Principal Amount | Value | |
COMMON STOCKS - 98.6% | $463,719,372 | |
(Cost $454,568,091) | ||
Australia - 6.9% | 32,475,057 | |
Ampol, Ltd. | 11,718 | 236,377 |
ANZ Group Holdings, Ltd. | 69,947 | 1,094,330 |
APA Group | 86,416 | 450,846 |
Aristocrat Leisure, Ltd. | 17,115 | 417,525 |
ASX, Ltd. | 5,493 | 195,214 |
Atlas Arteria, Ltd. | 24,764 | 83,257 |
BHP Group, Ltd. | 104,107 | 2,933,232 |
BlueScope Steel, Ltd. | 47,379 | 563,963 |
Brambles, Ltd. | 96,505 | 801,049 |
carsales.com, Ltd. | 15,007 | 262,531 |
Cochlear, Ltd. | 4,571 | 697,022 |
Coles Group, Ltd. | 32,005 | 309,431 |
Commonwealth Bank of Australia | 36,555 | 2,234,861 |
Computershare, Ltd. | 37,083 | 582,047 |
CSL, Ltd. | 6,055 | 890,765 |
Dexus | 29,325 | 120,315 |
EBOS Group, Ltd. | 2,617 | 53,261 |
Endeavour Group, Ltd. | 85,733 | 268,152 |
Fortescue Metals Group, Ltd. | 88,961 | 1,256,062 |
Goodman Group | 25,745 | 338,071 |
IGO, Ltd. | 64,926 | 390,936 |
Insurance Australia Group, Ltd. | 303,830 | 1,090,737 |
Macquarie Group, Ltd. | 7,534 | 767,899 |
Medibank Private, Ltd. | 224,152 | 486,792 |
Mineral Resources, Ltd. | 10,679 | 390,539 |
Mirvac Group | 97,608 | 112,477 |
National Australia Bank, Ltd. | 64,923 | 1,153,023 |
Northern Star Resources, Ltd. | 82,604 | 611,395 |
Origin Energy, Ltd. | 120,923 | 699,015 |
Pilbara Minerals, Ltd. (A) | 155,662 | 361,706 |
Qantas Airways, Ltd. (B) | 36,113 | 112,267 |
QBE Insurance Group, Ltd. | 45,670 | 451,089 |
Ramsay Health Care, Ltd. | 13,657 | 420,932 |
REA Group, Ltd. (A) | 3,639 | 331,112 |
Reece, Ltd. | 18,303 | 202,336 |
Rio Tinto, Ltd. | 18,211 | 1,355,732 |
Santos, Ltd. | 153,902 | 747,388 |
Scentre Group | 138,245 | 212,697 |
SEEK, Ltd. | 10,423 | 136,012 |
Seven Group Holdings, Ltd. | 9,110 | 160,004 |
Sonic Healthcare, Ltd. | 66,702 | 1,214,180 |
South32, Ltd. | 107,837 | 226,680 |
Stockland | 79,131 | 177,360 |
Suncorp Group, Ltd. | 88,514 | 749,850 |
Telstra Group, Ltd. | 114,782 | 276,889 |
The GPT Group | 52,381 | 120,057 |
The Lottery Corp., Ltd. | 153,123 | 439,183 |
TPG Telecom, Ltd. | 27,130 | 88,979 |
Shares or Principal Amount | Value | |
Australia (continued) | ||
Transurban Group | 38,309 | $286,698 |
Treasury Wine Estates, Ltd. | 51,683 | 395,949 |
Vicinity, Ltd. | 119,023 | 128,111 |
Wesfarmers, Ltd. | 23,258 | 743,947 |
Westpac Banking Corp. | 86,077 | 1,122,693 |
WiseTech Global, Ltd. | 2,035 | 74,937 |
Woodside Energy Group, Ltd. | 78,668 | 1,706,444 |
Woolworths Group, Ltd. | 33,216 | 740,701 |
Austria - 0.2% | 907,691 | |
ANDRITZ AG | 2,256 | 103,491 |
BAWAG Group AG (B)(C) | 843 | 37,371 |
Erste Group Bank AG | 7,157 | 255,317 |
Eurotelesites AG (B) | 773 | 2,598 |
EVN AG | 2,090 | 56,664 |
OMV AG | 4,380 | 191,483 |
Raiffeisen Bank International AG (B) | 4,247 | 61,366 |
Telekom Austria AG (B) | 3,094 | 21,584 |
Verbund AG | 1,081 | 93,695 |
voestalpine AG | 3,378 | 84,122 |
Belgium - 1.0% | 4,889,746 | |
Ackermans & van Haaren NV | 2,351 | 348,646 |
Ageas SA/NV | 24,784 | 949,892 |
Anheuser-Busch InBev SA/NV | 27,470 | 1,557,189 |
D’ieteren Group | 505 | 74,783 |
Elia Group SA/NV | 391 | 37,051 |
KBC Group NV | 13,295 | 729,341 |
Solvay SA | 8,117 | 855,736 |
UCB SA | 1,366 | 99,713 |
Umicore SA | 5,872 | 139,340 |
Warehouses De Pauw CVA | 3,978 | 98,055 |
Chile - 0.1% | 256,581 | |
Antofagasta PLC | 15,721 | 256,581 |
Denmark - 3.1% | 14,797,771 | |
AP Moller - Maersk A/S, Series A | 129 | 210,087 |
AP Moller - Maersk A/S, Series B | 231 | 383,563 |
Carlsberg A/S, Class B | 6,935 | 824,970 |
Coloplast A/S, B Shares | 15,285 | 1,590,981 |
Danske Bank A/S | 46,953 | 1,098,796 |
DSV A/S | 5,271 | 785,274 |
Genmab A/S (B) | 4,761 | 1,341,725 |
Novo Nordisk A/S, B Shares | 72,903 | 6,989,504 |
Orsted A/S (C) | 5,308 | 255,427 |
Vestas Wind Systems A/S (B) | 61,099 | 1,317,444 |
Finland - 1.3% | 6,113,654 | |
Elisa OYJ | 10,275 | 435,296 |
Fortum OYJ | 52,934 | 626,654 |
Kesko OYJ, A Shares | 8,803 | 151,482 |
Kesko OYJ, B Shares | 19,122 | 322,684 |
10 | JOHN HANCOCK MULTIFACTOR ETFS | SEMIANNUAL REPORT | SEE NOTES TO FINANCIAL STATEMENTS |
Shares or Principal Amount | Value | |
Finland (continued) | ||
Kone OYJ, Class B | 11,089 | $479,275 |
Mandatum OYJ (B) | 8,919 | 34,429 |
Metso Corp. | 48,694 | 427,506 |
Neste OYJ | 11,867 | 397,752 |
Nokia OYJ | 142,374 | 472,536 |
Nordea Bank ABP | 121,071 | 1,271,914 |
Sampo OYJ, A Shares | 8,919 | 349,850 |
Stora Enso OYJ, R Shares | 58,909 | 705,172 |
UPM-Kymmene OYJ | 13,076 | 439,104 |
France - 12.3% | 57,705,550 | |
Air Liquide SA | 6,440 | 1,100,568 |
Airbus SE | 14,185 | 1,893,384 |
AXA SA | 52,829 | 1,561,014 |
BNP Paribas SA | 26,826 | 1,539,397 |
Capgemini SE | 14,166 | 2,493,081 |
Cie de Saint-Gobain SA | 36,982 | 2,009,224 |
Credit Agricole SA | 106,237 | 1,277,664 |
Danone SA | 45,135 | 2,678,786 |
Dassault Systemes SE | 21,085 | 865,064 |
Engie SA | 151,961 | 2,409,984 |
EssilorLuxottica SA | 6,293 | 1,135,046 |
Hermes International SCA | 698 | 1,298,208 |
Kering SA | 3,849 | 1,559,008 |
Legrand SA | 11,836 | 1,019,368 |
L’Oreal SA | 4,855 | 2,032,936 |
LVMH Moet Hennessy Louis Vuitton SE | 5,701 | 4,064,507 |
Orange SA | 313,548 | 3,682,078 |
Pernod Ricard SA | 12,580 | 2,227,257 |
Safran SA | 11,079 | 1,721,678 |
Sanofi | 23,170 | 2,098,852 |
Sartorius Stedim Biotech | 1,139 | 212,553 |
Schneider Electric SE | 9,606 | 1,472,060 |
Societe Generale SA | 60,445 | 1,350,961 |
STMicroelectronics NV | 85,060 | 3,234,904 |
Thales SA | 6,433 | 946,175 |
TotalEnergies SE | 116,808 | 7,803,051 |
Vinci SA | 36,390 | 4,018,742 |
Germany - 7.3% | 34,325,307 | |
adidas AG | 8,740 | 1,544,623 |
Allianz SE | 10,111 | 2,360,830 |
BASF SE | 25,626 | 1,179,218 |
Bayer AG | 47,374 | 2,036,021 |
Bayerische Motoren Werke AG | 13,151 | 1,218,110 |
Beiersdorf AG | 4,442 | 582,439 |
Commerzbank AG | 37,760 | 405,110 |
Continental AG | 10,455 | 678,969 |
Daimler Truck Holding AG | 45,480 | 1,423,903 |
Deutsche Bank AG | 148,476 | 1,625,261 |
Deutsche Boerse AG | 5,345 | 876,828 |
Deutsche Telekom AG | 148,744 | 3,219,128 |
Shares or Principal Amount | Value | |
Germany (continued) | ||
DHL Group | 24,254 | $942,397 |
E.ON SE | 106,880 | 1,267,547 |
Fresenius Medical Care AG & Company KGaA | 9,169 | 303,542 |
Fresenius SE & Company KGaA | 42,522 | 1,089,485 |
Hannover Rueck SE | 3,739 | 823,227 |
Hapag-Lloyd AG (A)(C) | 2,804 | 403,377 |
Heidelberg Materials AG | 8,354 | 604,690 |
Henkel AG & Company KGaA | 6,503 | 410,083 |
Infineon Technologies AG | 23,818 | 691,700 |
Mercedes-Benz Group AG | 44,627 | 2,614,673 |
Merck KGaA | 1,525 | 229,457 |
MTU Aero Engines AG | 812 | 151,916 |
Muenchener Rueckversicherungs-Gesellschaft AG | 1,910 | 764,142 |
RWE AG | 25,184 | 961,762 |
SAP SE | 11,586 | 1,552,109 |
Siemens AG | 15,188 | 2,006,072 |
Siemens Healthineers AG (C) | 3,212 | 157,260 |
Symrise AG | 6,256 | 636,131 |
Talanx AG | 5,426 | 340,962 |
Volkswagen AG | 1,766 | 203,093 |
Vonovia SE | 44,524 | 1,021,242 |
Hong Kong - 1.9% | 8,723,191 | |
AIA Group, Ltd. | 304,924 | 2,644,109 |
BOC Hong Kong Holdings, Ltd. | 100,295 | 265,331 |
Budweiser Brewing Company APAC, Ltd. (C) | 21,400 | 40,696 |
Chow Tai Fook Jewellery Group, Ltd. | 153,200 | 216,155 |
CK Asset Holdings, Ltd. | 98,469 | 492,056 |
CK Hutchison Holdings, Ltd. | 73,773 | 372,891 |
CK Infrastructure Holdings, Ltd. | 45,429 | 210,465 |
CLP Holdings, Ltd. | 73,571 | 538,295 |
Galaxy Entertainment Group, Ltd. | 22,641 | 126,883 |
Hang Seng Bank, Ltd. | 19,489 | 223,294 |
Henderson Land Development Company, Ltd. | 99,398 | 259,147 |
Hong Kong & China Gas Company, Ltd. | 125,065 | 87,110 |
Link REIT | 64,352 | 295,253 |
MTR Corp., Ltd. | 41,413 | 154,811 |
Power Assets Holdings, Ltd. | 98,573 | 471,159 |
Prudential PLC | 28,360 | 295,198 |
Sun Hung Kai Properties, Ltd. | 41,662 | 427,823 |
Swire Pacific, Ltd., Class A | 22,000 | 140,863 |
Swire Pacific, Ltd., Class B | 32,500 | 33,353 |
Swire Properties, Ltd. | 77,201 | 149,378 |
Techtronic Industries Company, Ltd. | 100,077 | 911,930 |
Wharf Real Estate Investment Company, Ltd. | 104,993 | 366,991 |
Ireland - 0.7% | 3,459,687 | |
AIB Group PLC | 63,116 | 273,125 |
Experian PLC | 28,316 | 855,908 |
Flutter Entertainment PLC (B) | 2,610 | 408,160 |
SEE NOTES TO FINANCIAL STATEMENTS | SEMIANNUAL REPORT | JOHN HANCOCK MULTIFACTOR ETFS | 11 |
Shares or Principal Amount | Value | |
Ireland (continued) | ||
James Hardie Industries PLC, CHESS Depositary Interest (B) | 24,365 | $603,030 |
Kerry Group PLC, Class A | 1,888 | 145,440 |
Kingspan Group PLC | 4,757 | 319,187 |
Smurfit Kappa Group PLC | 26,309 | 854,837 |
Israel - 0.4% | 1,708,454 | |
Azrieli Group, Ltd. | 433 | 18,591 |
Bank Hapoalim BM | 55,088 | 393,121 |
Bank Leumi Le-Israel BM | 63,679 | 409,096 |
CyberArk Software, Ltd. (B) | 336 | 54,983 |
Elbit Systems, Ltd. | 393 | 72,887 |
ICL Group, Ltd. | 21,439 | 103,868 |
Israel Discount Bank, Ltd., Class A | 35,084 | 153,932 |
Mizrahi Tefahot Bank, Ltd. | 7,184 | 221,972 |
Nice, Ltd. (B) | 653 | 100,818 |
Teva Pharmaceutical Industries, Ltd. (B) | 16,097 | 136,120 |
Wix.com, Ltd. (B) | 539 | 43,066 |
Italy - 2.3% | 10,988,626 | |
Amplifon SpA | 8,570 | 241,318 |
Assicurazioni Generali SpA | 17,164 | 340,078 |
Davide Campari-Milano NV | 23,450 | 258,525 |
Enel SpA | 175,484 | 1,110,693 |
Eni SpA | 118,860 | 1,938,297 |
Ferrari NV | 3,206 | 967,486 |
FinecoBank SpA | 39,082 | 459,157 |
Infrastrutture Wireless Italiane SpA (C) | 13,966 | 152,344 |
Intesa Sanpaolo SpA | 384,030 | 997,142 |
Leonardo SpA | 18,199 | 273,829 |
Mediobanca Banca di Credito Finanziario SpA (A) | 62,667 | 746,514 |
Moncler SpA | 3,662 | 189,434 |
Nexi SpA (B)(C) | 7,066 | 40,899 |
Poste Italiane SpA (C) | 22,197 | 219,137 |
PRADA SpA | 35,400 | 212,637 |
Prysmian SpA | 10,503 | 391,778 |
Recordati Industria Chimica e Farmaceutica SpA | 4,737 | 218,306 |
Snam SpA | 64,819 | 296,664 |
Terna - Rete Elettrica Nazionale | 65,044 | 496,798 |
UniCredit SpA | 52,975 | 1,322,872 |
UnipolSai Assicurazioni SpA (A) | 48,495 | 114,718 |
Japan - 24.0% | 112,950,718 | |
Advantest Corp. | 22,400 | 564,271 |
Aeon Company, Ltd. | 18,300 | 382,687 |
AGC, Inc. | 30,500 | 1,029,321 |
Aisin Corp. | 15,700 | 539,281 |
Ajinomoto Company, Inc. | 12,900 | 466,783 |
ANA Holdings, Inc. (B) | 11,200 | 218,313 |
Asahi Group Holdings, Ltd. | 9,500 | 340,995 |
Asahi Intecc Company, Ltd. | 9,900 | 164,177 |
Shares or Principal Amount | Value | |
Japan (continued) | ||
Asahi Kasei Corp. | 77,300 | $471,318 |
Asics Corp. | 7,400 | 231,071 |
Astellas Pharma, Inc. | 32,000 | 401,466 |
Bandai Namco Holdings, Inc. | 15,003 | 307,401 |
BayCurrent Consulting, Inc. | 7,800 | 193,603 |
Bridgestone Corp. | 28,900 | 1,081,424 |
Canon, Inc. | 21,900 | 513,499 |
Capcom Company, Ltd. | 11,500 | 367,450 |
Central Japan Railway Company | 22,220 | 498,261 |
Chubu Electric Power Company, Inc. | 48,300 | 581,246 |
Chugai Pharmaceutical Company, Ltd. | 13,900 | 409,350 |
Concordia Financial Group, Ltd. | 78,400 | 360,564 |
Dai Nippon Printing Company, Ltd. | 19,824 | 511,684 |
Daifuku Company, Ltd. | 20,800 | 338,758 |
Dai-ichi Life Holdings, Inc. | 27,700 | 580,905 |
Daiichi Sankyo Company, Ltd. | 20,000 | 509,492 |
Daikin Industries, Ltd. | 5,747 | 820,810 |
Daito Trust Construction Company, Ltd. | 4,286 | 457,056 |
Daiwa House Industry Company, Ltd. | 30,100 | 820,250 |
Daiwa House REIT Investment Corp. | 59 | 104,252 |
Daiwa Securities Group, Inc. | 97,400 | 555,671 |
Denso Corp. | 40,400 | 586,746 |
Dentsu Group, Inc. | 18,500 | 531,381 |
Disco Corp. | 2,994 | 517,073 |
East Japan Railway Company | 9,000 | 467,813 |
Eisai Company, Ltd. | 2,772 | 145,716 |
ENEOS Holdings, Inc. | 299,900 | 1,104,389 |
FANUC Corp. | 9,950 | 240,004 |
Fast Retailing Company, Ltd. | 4,257 | 928,166 |
Fuji Electric Company, Ltd. | 12,193 | 457,142 |
FUJIFILM Holdings Corp. | 10,100 | 547,065 |
Fujitsu, Ltd. | 3,700 | 474,334 |
GLP J-REIT | 101 | 90,366 |
GMO Payment Gateway, Inc. | 3,000 | 118,578 |
Hamamatsu Photonics KK | 9,000 | 330,239 |
Hankyu Hanshin Holdings, Inc. | 21,100 | 658,587 |
Hikari Tsushin, Inc. | 641 | 91,508 |
Hirose Electric Company, Ltd. | 1,005 | 112,481 |
Hitachi Construction Machinery Company, Ltd. | 13,500 | 343,372 |
Hitachi, Ltd. | 26,500 | 1,658,295 |
Honda Motor Company, Ltd. | 137,862 | 1,371,383 |
Hoshizaki Corp. | 4,200 | 134,449 |
Hoya Corp. | 10,400 | 984,410 |
Hulic Company, Ltd. | 59,700 | 542,817 |
Ibiden Company, Ltd. | 7,200 | 301,464 |
Idemitsu Kosan Company, Ltd. | 21,659 | 488,970 |
Iida Group Holdings Company, Ltd. | 9,000 | 138,407 |
Inpex Corp. | 48,200 | 694,619 |
Isuzu Motors, Ltd. | 84,900 | 930,876 |
ITOCHU Corp. | 35,700 | 1,266,573 |
Japan Airlines Company, Ltd. | 14,400 | 262,812 |
12 | JOHN HANCOCK MULTIFACTOR ETFS | SEMIANNUAL REPORT | SEE NOTES TO FINANCIAL STATEMENTS |
Shares or Principal Amount | Value | |
Japan (continued) | ||
Japan Exchange Group, Inc. | 33,600 | $657,712 |
Japan Metropolitan Fund Investment Corp. | 168 | 108,158 |
Japan Post Bank Company, Ltd. | 21,800 | 201,453 |
Japan Post Holdings Company, Ltd. | 41,400 | 364,671 |
Japan Post Insurance Company, Ltd. | 12,900 | 246,722 |
Japan Real Estate Investment Corp. | 37 | 137,060 |
Japan Tobacco, Inc. | 36,900 | 857,902 |
JFE Holdings, Inc. | 73,600 | 1,013,036 |
JSR Corp. | 8,500 | 225,570 |
Kajima Corp. | 37,400 | 612,200 |
Kao Corp. | 5,700 | 206,780 |
Kawasaki Kisen Kaisha, Ltd. | 9,500 | 322,615 |
KDDI Corp. | 40,200 | 1,191,042 |
Keio Corp. | 4,370 | 128,983 |
Keisei Electric Railway Company, Ltd. | 6,200 | 231,592 |
Keyence Corp. | 3,670 | 1,409,162 |
Kikkoman Corp. | 1,500 | 84,397 |
Kintetsu Group Holdings Company, Ltd. | 7,500 | 209,928 |
Kirin Holdings Company, Ltd. | 8,000 | 111,961 |
Kobe Bussan Company, Ltd. (A) | 9,400 | 232,323 |
Koei Tecmo Holdings Company, Ltd. | 5,800 | 75,217 |
Koito Manufacturing Company, Ltd. | 11,500 | 170,057 |
Komatsu, Ltd. | 45,500 | 1,040,421 |
Konami Group Corp. | 6,700 | 343,041 |
Kose Corp. | 1,000 | 65,416 |
Kubota Corp. | 23,400 | 311,186 |
Kyocera Corp. | 8,500 | 413,873 |
Kyowa Kirin Company, Ltd. | 6,100 | 94,977 |
Lasertec Corp. | 2,200 | 366,146 |
LY Corp. | 52,700 | 133,033 |
M3, Inc. | 10,200 | 155,851 |
Makita Corp. | 11,700 | 298,285 |
Marubeni Corp. | 46,100 | 662,985 |
MatsukiyoCocokara & Company | 10,200 | 177,672 |
Mazda Motor Corp. | 76,800 | 722,131 |
MEIJI Holdings Company, Ltd. | 23,000 | 564,654 |
MINEBEA MITSUMI, Inc. | 49,800 | 766,015 |
MISUMI Group, Inc. | 17,600 | 262,585 |
Mitsubishi Chemical Group Corp. | 187,000 | 1,047,210 |
Mitsubishi Corp. | 32,800 | 1,506,316 |
Mitsubishi Electric Corp. | 39,100 | 433,096 |
Mitsubishi Estate Company, Ltd. | 22,500 | 284,361 |
Mitsubishi HC Capital, Inc. | 126,000 | 822,750 |
Mitsubishi Heavy Industries, Ltd. | 9,800 | 497,749 |
Mitsubishi Motors Corp. | 59,200 | 188,649 |
Mitsubishi UFJ Financial Group, Inc. | 291,470 | 2,419,214 |
Mitsui & Company, Ltd. | 36,700 | 1,312,714 |
Mitsui Chemicals, Inc. | 22,700 | 564,034 |
Mitsui Fudosan Company, Ltd. | 18,400 | 394,498 |
Mitsui O.S.K. Lines, Ltd. | 23,500 | 602,532 |
Mizuho Financial Group, Inc. | 51,800 | 870,659 |
Shares or Principal Amount | Value | |
Japan (continued) | ||
MonotaRO Company, Ltd. | 14,600 | $115,734 |
MS&AD Insurance Group Holdings, Inc. | 11,800 | 427,993 |
Murata Manufacturing Company, Ltd. | 36,300 | 593,834 |
NEC Corp. | 7,503 | 356,955 |
Nexon Company, Ltd. | 3,800 | 68,889 |
Nidec Corp. | 5,200 | 186,135 |
Nintendo Company, Ltd. | 22,070 | 906,583 |
Nippon Building Fund, Inc. | 42 | 168,338 |
Nippon Express Holdings, Inc. | 10,200 | 519,884 |
Nippon Paint Holdings Company, Ltd. | 10,400 | 69,153 |
Nippon Sanso Holdings Corp. | 15,800 | 393,422 |
Nippon Steel Corp. (A) | 41,200 | 879,253 |
Nippon Telegraph & Telephone Corp. | 894,250 | 1,043,966 |
Nippon Yusen KK | 27,400 | 665,257 |
Nissan Chemical Corp. | 8,700 | 350,137 |
Nissan Motor Company, Ltd. | 70,300 | 263,384 |
Nissin Foods Holdings Company, Ltd. | 2,316 | 201,099 |
Nitori Holdings Company, Ltd. | 4,601 | 498,547 |
Nitto Denko Corp. | 15,694 | 1,003,434 |
Nomura Holdings, Inc. | 158,600 | 607,297 |
Nomura Real Estate Master Fund, Inc. | 120 | 132,246 |
Nomura Research Institute, Ltd. | 10,300 | 268,237 |
NTT Data Group Corp. | 17,500 | 213,023 |
Obayashi Corp. | 54,900 | 466,910 |
Obic Company, Ltd. | 1,400 | 205,639 |
Odakyu Electric Railway Company, Ltd. | 14,600 | 206,402 |
Olympus Corp. | 31,600 | 417,105 |
Omron Corp. | 4,000 | 141,226 |
Ono Pharmaceutical Company, Ltd. | 7,665 | 131,668 |
Oracle Corp. Japan | 2,400 | 169,091 |
Oriental Land Company, Ltd. | 18,100 | 580,486 |
ORIX Corp. | 33,500 | 600,565 |
Osaka Gas Company, Ltd. | 36,200 | 679,325 |
Otsuka Corp. | 7,900 | 314,185 |
Otsuka Holdings Company, Ltd. | 8,600 | 286,771 |
Pan Pacific International Holdings Corp. | 23,300 | 447,169 |
Panasonic Holdings Corp. | 66,404 | 573,956 |
Rakuten Group, Inc. | 9,300 | 34,192 |
Recruit Holdings Company, Ltd. | 27,600 | 789,665 |
Renesas Electronics Corp. (A)(B) | 25,100 | 324,098 |
Resona Holdings, Inc. | 124,000 | 657,889 |
Ricoh Company, Ltd. | 39,200 | 313,843 |
SBI Holdings, Inc. | 23,100 | 492,216 |
SCSK Corp. | 8,100 | 137,376 |
Secom Company, Ltd. | 2,261 | 156,013 |
Seiko Epson Corp. | 44,700 | 612,893 |
Sekisui Chemical Company, Ltd. | 55,700 | 755,441 |
Sekisui House, Ltd. | 33,100 | 642,351 |
Seven & i Holdings Company, Ltd. | 20,700 | 750,801 |
SG Holdings Company, Ltd. | 19,700 | 277,331 |
Shimadzu Corp. | 19,800 | 463,475 |
SEE NOTES TO FINANCIAL STATEMENTS | SEMIANNUAL REPORT | JOHN HANCOCK MULTIFACTOR ETFS | 13 |
Shares or Principal Amount | Value | |
Japan (continued) | ||
Shimano, Inc. | 1,486 | $211,501 |
Shimizu Corp. | 49,900 | 352,887 |
Shin-Etsu Chemical Company, Ltd. | 36,590 | 1,079,495 |
Shionogi & Company, Ltd. | 3,071 | 141,682 |
Shiseido Company, Ltd. | 4,877 | 153,351 |
SMC Corp. | 645 | 292,506 |
SoftBank Corp. | 57,400 | 646,221 |
SoftBank Group Corp. | 29,136 | 1,178,176 |
Sompo Holdings, Inc. | 9,400 | 403,881 |
Sony Group Corp. | 24,800 | 2,034,666 |
Square Enix Holdings Company, Ltd. | 4,500 | 148,569 |
Subaru Corp. | 47,500 | 802,775 |
SUMCO Corp. | 18,700 | 238,928 |
Sumitomo Chemical Company, Ltd. | 147,700 | 372,554 |
Sumitomo Corp. | 29,500 | 572,391 |
Sumitomo Electric Industries, Ltd. | 50,600 | 524,226 |
Sumitomo Metal Mining Company, Ltd. | 26,000 | 723,801 |
Sumitomo Mitsui Financial Group, Inc. | 32,700 | 1,558,942 |
Sumitomo Mitsui Trust Holdings, Inc. | 18,075 | 669,555 |
Sumitomo Realty & Development Company, Ltd. | 14,100 | 349,509 |
Suntory Beverage & Food, Ltd. | 8,200 | 242,462 |
Suzuki Motor Corp. | 17,900 | 683,638 |
Sysmex Corp. | 7,448 | 351,781 |
T&D Holdings, Inc. | 40,900 | 721,749 |
Taisei Corp. | 16,161 | 544,125 |
Takeda Pharmaceutical Company, Ltd. | 45,447 | 1,219,262 |
TDK Corp. | 19,700 | 722,986 |
Terumo Corp. | 8,500 | 229,668 |
The Chiba Bank, Ltd. | 55,600 | 411,002 |
The Kansai Electric Power Company, Inc. | 99,400 | 1,264,447 |
TIS, Inc. | 13,400 | 283,582 |
Tobu Railway Company, Ltd. | 8,700 | 208,186 |
Toho Company, Ltd. | 4,200 | 142,297 |
Tokio Marine Holdings, Inc. | 52,000 | 1,147,849 |
Tokyo Century Corp. | 5,400 | 205,168 |
Tokyo Electric Power Company Holdings, Inc. (B) | 94,700 | 398,322 |
Tokyo Electron, Ltd. | 9,671 | 1,261,518 |
Tokyo Gas Company, Ltd. | 59,200 | 1,320,854 |
Tokyu Corp. | 35,300 | 396,249 |
TOPPAN Holdings, Inc. | 22,200 | 506,021 |
Toray Industries, Inc. | 142,400 | 681,512 |
TOTO, Ltd. | 7,400 | 177,029 |
Toyo Suisan Kaisha, Ltd. | 1,500 | 68,936 |
Toyota Industries Corp. | 4,500 | 328,486 |
Toyota Motor Corp. | 248,340 | 4,247,090 |
Toyota Tsusho Corp. | 10,900 | 569,021 |
Trend Micro, Inc. | 9,400 | 350,192 |
Unicharm Corp. | 10,800 | 365,194 |
USS Company, Ltd. | 15,900 | 275,753 |
Shares or Principal Amount | Value | |
Japan (continued) | ||
West Japan Railway Company | 14,681 | $557,014 |
Yakult Honsha Company, Ltd. | 7,400 | 173,804 |
Yamaha Corp. | 5,366 | 140,984 |
Yamaha Motor Company, Ltd. | 45,600 | 1,095,099 |
Yamato Holdings Company, Ltd. | 13,800 | 228,170 |
Yaskawa Electric Corp. | 16,300 | 524,911 |
Zensho Holdings Company, Ltd. | 4,500 | 235,482 |
ZOZO, Inc. | 10,200 | 192,389 |
Luxembourg - 0.2% | 1,076,712 | |
ArcelorMittal SA | 44,739 | 987,397 |
Tenaris SA | 5,694 | 89,315 |
Macau - 0.0% | 83,736 | |
Sands China, Ltd. (B) | 31,200 | 83,736 |
Netherlands - 4.0% | 19,006,395 | |
Adyen NV (B)(C) | 295 | 197,659 |
Argenx SE (B) | 492 | 230,951 |
Argenx SE, Additional Offering (B) | 21 | 9,858 |
ASM International NV | 3,119 | 1,280,800 |
ASML Holding NV | 8,819 | 5,269,546 |
Heineken Holding NV | 9,481 | 719,538 |
Heineken NV | 5,444 | 487,620 |
ING Groep NV | 95,690 | 1,216,564 |
Koninklijke Ahold Delhaize NV | 29,722 | 879,652 |
Koninklijke Philips NV (B) | 42,816 | 810,001 |
Prosus NV (B) | 31,280 | 873,854 |
Stellantis NV | 131,739 | 2,450,766 |
Universal Music Group NV | 8,772 | 214,183 |
Wolters Kluwer NV | 34,104 | 4,365,403 |
New Zealand - 0.2% | 1,050,743 | |
Auckland International Airport, Ltd. | 23,282 | 99,398 |
Contact Energy, Ltd. | 44,520 | 201,723 |
Fisher & Paykel Healthcare Corp., Ltd. | 12,210 | 147,792 |
Infratil, Ltd. | 14,180 | 80,993 |
Mainfreight, Ltd. | 958 | 31,895 |
Mercury NZ, Ltd. | 10,455 | 35,879 |
Meridian Energy, Ltd. | 27,013 | 75,890 |
Spark New Zealand, Ltd. | 47,379 | 136,963 |
Xero, Ltd. (B) | 3,556 | 240,210 |
Norway - 0.6% | 2,784,239 | |
Adevinta ASA (B) | 6,406 | 56,223 |
Aker ASA, A Shares | 703 | 42,161 |
Aker BP ASA | 17,195 | 494,223 |
DNB Bank ASA | 24,316 | 438,144 |
Equinor ASA | 27,009 | 905,280 |
Gjensidige Forsikring ASA | 2,356 | 35,282 |
Kongsberg Gruppen ASA | 1,302 | 53,144 |
Mowi ASA | 5,744 | 93,217 |
Norsk Hydro ASA | 31,109 | 177,325 |
14 | JOHN HANCOCK MULTIFACTOR ETFS | SEMIANNUAL REPORT | SEE NOTES TO FINANCIAL STATEMENTS |
Shares or Principal Amount | Value | |
Norway (continued) | ||
Orkla ASA | 9,051 | $62,335 |
Salmar ASA | 694 | 32,850 |
Schibsted ASA, A Shares | 996 | 19,899 |
Schibsted ASA, B Shares | 1,589 | 29,443 |
Telenor ASA | 16,205 | 165,579 |
Var Energi ASA | 4,528 | 15,252 |
Yara International ASA | 5,016 | 163,882 |
Portugal - 0.3% | 1,213,502 | |
EDP - Energias de Portugal SA | 71,062 | 298,197 |
Galp Energia SGPS SA | 48,564 | 729,430 |
Jeronimo Martins SGPS SA | 8,074 | 185,875 |
Singapore - 1.6% | 7,292,042 | |
CapitaLand Ascendas REIT | 77,392 | 146,870 |
CapitaLand Integrated Commercial Trust | 143,959 | 184,933 |
CapitaLand Investment, Ltd. | 48,100 | 103,218 |
DBS Group Holdings, Ltd. | 52,312 | 1,254,297 |
Genting Singapore, Ltd. | 357,200 | 224,220 |
Grab Holdings, Ltd., Class A (B) | 33,189 | 101,890 |
Great Eastern Holdings, Ltd. | 5,700 | 71,851 |
Jardine Cycle & Carriage, Ltd. | 13,200 | 271,698 |
Keppel Corp., Ltd. | 113,700 | 515,366 |
Keppel REIT | 22,740 | 13,195 |
Mapletree Logistics Trust | 72,800 | 78,111 |
Mapletree Pan Asia Commercial Trust | 70,400 | 68,342 |
Oversea-Chinese Banking Corp., Ltd. | 116,668 | 1,079,778 |
Sea, Ltd., ADR (B) | 3,537 | 147,493 |
Seatrium, Ltd. (B) | 866,100 | 70,803 |
Sembcorp Industries, Ltd. | 41,500 | 139,035 |
Singapore Airlines, Ltd. (A) | 60,200 | 268,473 |
Singapore Exchange, Ltd. | 73,500 | 508,044 |
Singapore Technologies Engineering, Ltd. | 106,700 | 292,830 |
Singapore Telecommunications, Ltd. | 97,600 | 169,547 |
United Overseas Bank, Ltd. | 73,024 | 1,440,173 |
Wilmar International, Ltd. | 54,600 | 141,875 |
Spain - 3.2% | 14,891,731 | |
Aena SME SA (C) | 4,810 | 695,260 |
Amadeus IT Group SA | 13,592 | 773,218 |
Banco Bilbao Vizcaya Argentaria SA | 295,699 | 2,319,774 |
Banco Santander SA (A) | 445,805 | 1,633,234 |
CaixaBank SA | 102,997 | 417,508 |
Cellnex Telecom SA (B)(C) | 12,305 | 360,537 |
EDP Renovaveis SA | 2,191 | 35,178 |
Endesa SA | 22,359 | 419,848 |
Ferrovial SE | 22,953 | 689,992 |
Iberdrola SA | 97,931 | 1,086,887 |
Industria de Diseno Textil SA (A) | 32,798 | 1,128,426 |
Naturgy Energy Group SA (A) | 7,651 | 215,926 |
Repsol SA | 180,851 | 2,642,780 |
Telefonica SA (A) | 641,743 | 2,473,163 |
Shares or Principal Amount | Value | |
Sweden - 2.7% | $12,770,537 | |
Alfa Laval AB | 3,199 | 103,249 |
Assa Abloy AB, B Shares | 12,304 | 261,549 |
Atlas Copco AB, A Shares | 72,449 | 935,064 |
Atlas Copco AB, B Shares | 40,692 | 455,446 |
Axfood AB | 5,118 | 112,963 |
Beijer Ref AB (A) | 13,527 | 127,974 |
Boliden AB | 20,142 | 515,149 |
Castellum AB | 24,326 | 231,989 |
Epiroc AB, A Shares | 17,397 | 285,729 |
Epiroc AB, B Shares | 9,978 | 138,159 |
EQT AB | 3,030 | 55,026 |
Essity AB, B Shares | 12,908 | 293,798 |
Evolution AB (C) | 3,483 | 309,218 |
Fastighets AB Balder, B Shares (B) | 17,428 | 73,611 |
Getinge AB, B Shares | 9,027 | 161,914 |
Hennes & Mauritz AB, B Shares | 20,213 | 270,106 |
Hexagon AB, B Shares | 24,198 | 196,440 |
Holmen AB, B Shares | 6,064 | 228,337 |
Husqvarna AB, B Shares (A) | 45,981 | 296,727 |
Indutrade AB | 18,479 | 326,076 |
Lifco AB, B Shares | 13,477 | 245,834 |
Nibe Industrier AB, B Shares | 16,041 | 92,146 |
Saab AB, B Shares | 4,113 | 210,571 |
Sagax AB, B Shares | 11,909 | 214,780 |
Sandvik AB | 30,594 | 519,181 |
Skandinaviska Enskilda Banken AB, A Shares | 35,432 | 394,195 |
Skandinaviska Enskilda Banken AB, C Shares (A) | 347 | 3,982 |
Skanska AB, B Shares | 34,795 | 521,178 |
SKF AB, B Shares | 34,354 | 553,777 |
SSAB AB, A Shares | 20,052 | 119,960 |
SSAB AB, B Shares | 46,462 | 269,141 |
Svenska Cellulosa AB SCA, B Shares | 16,858 | 230,781 |
Svenska Handelsbanken AB, A Shares | 41,608 | 353,789 |
Svenska Handelsbanken AB, B Shares (A) | 1,731 | 17,817 |
Swedbank AB, A Shares | 26,842 | 439,052 |
Swedish Orphan Biovitrum AB (B) | 9,119 | 187,234 |
Tele2 AB, B Shares | 50,582 | 358,291 |
Telefonaktiebolaget LM Ericsson, B Shares | 50,884 | 227,762 |
Telia Company AB (A) | 64,531 | 136,367 |
Trelleborg AB, B Shares | 17,529 | 441,808 |
Volvo AB, A Shares | 14,023 | 280,393 |
Volvo AB, B Shares | 76,715 | 1,516,770 |
Volvo Car AB, B Shares (A)(B) | 16,683 | 57,204 |
Switzerland - 9.6% | 45,318,363 | |
ABB, Ltd. | 70,565 | 2,360,308 |
Alcon, Inc. | 34,244 | 2,439,092 |
Chocoladefabriken Lindt & Spruengli AG | 7 | 761,497 |
Cie Financiere Richemont SA, A Shares | 12,418 | 1,458,694 |
Coca-Cola HBC AG (B) | 9,929 | 256,871 |
SEE NOTES TO FINANCIAL STATEMENTS | SEMIANNUAL REPORT | JOHN HANCOCK MULTIFACTOR ETFS | 15 |
Shares or Principal Amount | Value | |
Switzerland (continued) | ||
DSM-Firmenich AG | 4,987 | $451,167 |
Givaudan SA | 362 | 1,201,297 |
Glencore PLC | 504,454 | 2,663,681 |
Holcim, Ltd. (B) | 36,921 | 2,275,182 |
Kuehne + Nagel International AG | 3,588 | 963,976 |
Lonza Group AG | 1,489 | 518,340 |
Nestle SA | 53,680 | 5,784,145 |
Novartis AG | 48,106 | 4,468,855 |
Partners Group Holding AG | 1,584 | 1,665,371 |
Roche Holding AG | 13,901 | 3,572,055 |
Roche Holding AG, Bearer Shares | 943 | 256,150 |
Sandoz Group AG (B) | 9,621 | 250,027 |
Schindler Holding AG | 1,129 | 218,964 |
Schindler Holding AG, Participation Certificates | 2,652 | 533,868 |
Sika AG | 6,789 | 1,618,080 |
Straumann Holding AG | 6,578 | 773,053 |
Swiss Re AG | 24,471 | 2,665,310 |
Swisscom AG | 3,918 | 2,342,060 |
UBS Group AG | 85,307 | 1,989,137 |
Zurich Insurance Group AG | 8,097 | 3,831,183 |
United Arab Emirates - 0.0% | 1 | |
NMC Health PLC (B) | 5,181 | 1 |
United Kingdom - 14.6% | 68,615,676 | |
3i Group PLC | 87,378 | 2,051,127 |
Admiral Group PLC | 23,449 | 695,135 |
Anglo American PLC | 34,435 | 876,025 |
Ashtead Group PLC | 29,329 | 1,674,119 |
Associated British Foods PLC | 23,509 | 577,957 |
AstraZeneca PLC | 25,649 | 3,190,186 |
Auto Trader Group PLC (C) | 64,838 | 488,745 |
Aviva PLC | 191,293 | 922,927 |
BAE Systems PLC | 37,586 | 503,520 |
Barclays PLC | 872,111 | 1,392,674 |
BP PLC | 760,746 | 4,639,635 |
British American Tobacco PLC | 46,156 | 1,374,436 |
BT Group PLC | 916,814 | 1,254,352 |
Bunzl PLC | 16,092 | 572,527 |
Burberry Group PLC | 36,507 | 749,546 |
Centrica PLC | 552,454 | 1,054,500 |
CNH Industrial NV | 27,265 | 301,592 |
Coca-Cola Europacific Partners PLC | 14,958 | 871,164 |
Compass Group PLC | 30,786 | 774,416 |
Croda International PLC | 6,426 | 341,380 |
Diageo PLC | 55,182 | 2,080,465 |
Entain PLC | 28,407 | 320,713 |
GSK PLC | 83,828 | 1,482,482 |
Haleon PLC | 182,667 | 730,360 |
Halma PLC | 17,967 | 402,248 |
HSBC Holdings PLC | 468,453 | 3,366,894 |
Imperial Brands PLC | 65,595 | 1,393,730 |
Shares or Principal Amount | Value | |
United Kingdom (continued) | ||
Informa PLC | 100,084 | $864,216 |
InterContinental Hotels Group PLC | 6,163 | 434,500 |
Intertek Group PLC | 11,638 | 539,889 |
JD Sports Fashion PLC | 179,942 | 278,397 |
Legal & General Group PLC | 419,704 | 1,076,638 |
Lloyds Banking Group PLC | 1,821,615 | 882,849 |
London Stock Exchange Group PLC | 8,448 | 848,801 |
Melrose Industries PLC | 92,530 | 524,350 |
Mondi PLC | 49,477 | 797,903 |
National Grid PLC | 100,697 | 1,195,758 |
NatWest Group PLC | 308,812 | 667,765 |
Next PLC | 12,422 | 1,037,658 |
Ocado Group PLC (B) | 13,013 | 73,474 |
Pearson PLC | 43,468 | 501,933 |
Reckitt Benckiser Group PLC | 8,783 | 586,388 |
RELX PLC | 52,733 | 1,835,200 |
Rentokil Initial PLC | 122,626 | 620,200 |
Rio Tinto PLC | 27,921 | 1,780,432 |
Rolls-Royce Holdings PLC (B) | 315,311 | 824,150 |
Schroders PLC | 66,072 | 296,086 |
Segro PLC | 33,978 | 293,892 |
Severn Trent PLC | 19,107 | 615,804 |
Shell PLC | 218,344 | 7,011,886 |
Smith & Nephew PLC | 26,581 | 297,001 |
Smiths Group PLC | 16,843 | 329,769 |
Spirax-Sarco Engineering PLC | 3,577 | 355,574 |
SSE PLC | 53,015 | 1,050,526 |
Standard Chartered PLC | 203,263 | 1,553,891 |
Tesco PLC | 502,760 | 1,645,369 |
The Sage Group PLC | 49,217 | 579,665 |
Unilever PLC | 60,360 | 2,848,452 |
United Utilities Group PLC | 33,412 | 430,980 |
Vodafone Group PLC | 841,306 | 772,808 |
Whitbread PLC | 15,832 | 639,353 |
WPP PLC | 51,464 | 441,264 |
United States - 0.1% | 313,662 | |
Carnival PLC (B) | 4,322 | 43,918 |
Newmont Corp., CHESS Depositary Interest (B) | 7,052 | 269,744 |
PREFERRED SECURITIES - 0.6% | $2,926,857 | |
(Cost $3,932,943) | ||
Germany - 0.6% | 2,926,857 | |
Bayerische Motoren Werke AG | 3,081 | 261,018 |
Dr. Ing. h.c. F. Porsche AG (C) | 1,388 | 121,096 |
Henkel AG & Company KGaA | 12,002 | 863,670 |
Porsche Automobil Holding SE | 10,919 | 486,469 |
Sartorius AG | 1,410 | 352,025 |
Volkswagen AG | 7,985 | 842,579 |
RIGHTS - 0.0% | $0 | |
(Cost $0) | ||
Strabag SE (Expiration Date: 1-1-27) (B)(D)(E) | 432 | 0 |
16 | JOHN HANCOCK MULTIFACTOR ETFS | SEMIANNUAL REPORT | SEE NOTES TO FINANCIAL STATEMENTS |
Shares or Principal Amount | Value | |
SHORT-TERM INVESTMENTS - 0.3% | $1,282,555 | |
(Cost $1,282,574) | ||
Short-term funds - 0.3% | 1,282,555 | |
John Hancock Collateral Trust, 5.5153% (F)(G) | 74,574 | 745,490 |
State Street Institutional U.S. Government Money Market Fund, Premier Class, 5.2868% (F) | 537,065 | 537,065 |
Total investments (Multifactor Developed International ETF) (Cost $459,783,608) - 99.5% | $467,928,784 | |
Other assets and liabilities, net - 0.5% | 2,573,228 | |
Total net assets - 100.0% | $470,502,012 |
The percentage shown for each investment category is the total value of the category as a percentage of the net assets of the fund. | |
Security Abbreviations and Legend | |
ADR | American Depositary Receipt |
(A) | All or a portion of this security is on loan as of 10-31-23. |
(B) | Non-income producing security. |
(C) | These securities are exempt from registration under Rule 144A of the Securities Act of 1933. Such securities may be resold, normally to qualified institutional buyers, in transactions exempt from registration. |
(D) | 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 10-31-23. |
(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% | $604,940,006 | |
(Cost $616,482,346) | ||
Brazil - 4.2% | 25,639,024 | |
Ambev SA | 308,300 | 786,186 |
Atacadao SA | 36,000 | 64,033 |
B3 SA - Brasil Bolsa Balcao | 406,100 | 893,855 |
Banco Bradesco SA | 183,605 | 447,453 |
Banco BTG Pactual SA | 80,948 | 475,126 |
Banco do Brasil SA | 122,600 | 1,175,433 |
BB Seguridade Participacoes SA | 113,600 | 692,908 |
Caixa Seguridade Participacoes S/A | 42,000 | 90,113 |
CCR SA | 114,900 | 272,953 |
Centrais Eletricas Brasileiras SA | 72,837 | 503,201 |
Cia de Saneamento Basico do Estado de Sao Paulo | 63,500 | 734,978 |
Cia Energetica de Minas Gerais | 32,289 | 98,602 |
Cia Siderurgica Nacional SA | 79,600 | 185,623 |
Cosan SA | 78,700 | 245,791 |
CPFL Energia SA | 33,500 | 222,138 |
Energisa SA | 13,400 | 123,850 |
Eneva SA (A) | 37,600 | 80,673 |
Shares or Principal Amount | Value | |
Brazil (continued) | ||
Engie Brasil Energia SA | 45,725 | $356,334 |
Equatorial Energia SA | 102,246 | 640,685 |
Hapvida Participacoes e Investimentos SA (A)(B) | 414,107 | 303,005 |
Hypera SA | 40,000 | 240,254 |
JBS SA | 173,200 | 687,923 |
Klabin SA | 100,100 | 424,775 |
Localiza Rent a Car SA | 84,057 | 847,904 |
Magazine Luiza SA (A) | 220,428 | 58,134 |
Natura & Company Holding SA (A) | 103,200 | 260,916 |
Neoenergia SA | 5,400 | 18,760 |
Petroleo Brasileiro SA | 586,400 | 4,400,035 |
PRIO SA (A) | 71,200 | 673,456 |
Raia Drogasil SA | 187,472 | 959,107 |
Rede D’Or Sao Luiz SA (B) | 41,836 | 179,356 |
Rumo SA | 115,190 | 509,595 |
Suzano SA | 96,265 | 984,411 |
Telefonica Brasil SA | 66,500 | 596,562 |
TIM SA | 168,700 | 507,472 |
Ultrapar Participacoes SA | 21,500 | 87,185 |
Vale SA | 360,200 | 4,928,376 |
Vibra Energia SA | 33,400 | 131,070 |
WEG SA | 114,700 | 750,793 |
Chile - 0.4% | 2,477,553 | |
Banco de Chile | 3,802,621 | 389,410 |
Banco de Credito e Inversiones SA | 9,664 | 230,326 |
Banco Santander Chile | 4,656,250 | 202,346 |
Cencosud SA | 261,283 | 421,940 |
Cia Sud Americana de Vapores SA | 1,411,811 | 78,146 |
Empresas CMPC SA | 176,903 | 315,230 |
Empresas COPEC SA | 39,313 | 259,416 |
Enel Americas SA (A) | 2,376,555 | 243,505 |
Enel Chile SA | 3,322,525 | 196,117 |
Falabella SA (A) | 69,525 | 141,117 |
China - 23.3% | 143,676,522 | |
360 Security Technology, Inc., Class A (A) | 29,700 | 36,445 |
37 Interactive Entertainment Network Technology Group Company, Ltd., Class A | 6,100 | 17,254 |
Agricultural Bank of China, Ltd., H Shares | 3,893,000 | 1,437,872 |
Aier Eye Hospital Group Company, Ltd., A Shares | 87,443 | 218,784 |
Alibaba Group Holding, Ltd. (A) | 610,100 | 6,241,662 |
Alibaba Group Holding, Ltd., ADR (A) | 118,111 | 9,748,882 |
Aluminum Corp. of China, Ltd., H Shares | 796,000 | 426,251 |
Anhui Conch Cement Company, Ltd., H Shares | 219,500 | 547,586 |
Anhui Gujing Distillery Company, Ltd., A Shares | 2,700 | 102,944 |
Anhui Yingjia Distillery Company, Ltd., Class A | 1,800 | 18,866 |
ANTA Sports Products, Ltd. | 173,200 | 1,955,655 |
Baidu, Inc., ADR (A) | 30,059 | 3,156,195 |
Bank of Beijing Company, Ltd., Class A | 151,400 | 94,339 |
SEE NOTES TO FINANCIAL STATEMENTS | SEMIANNUAL REPORT | JOHN HANCOCK MULTIFACTOR ETFS | 17 |
Shares or Principal Amount | Value | |
China (continued) | ||
Bank of Chengdu Company, Ltd., Class A | 15,300 | $25,841 |
Bank of China, Ltd., H Shares | 8,497,000 | 2,975,459 |
Bank of Communications Company, Ltd., H Shares | 2,800,000 | 1,656,826 |
Bank of Hangzhou Company, Ltd., A Shares | 42,900 | 62,725 |
Bank of Jiangsu Company, Ltd., Class A | 107,300 | 101,170 |
Bank of Nanjing Company, Ltd., Class A | 90,400 | 96,847 |
Bank of Ningbo Company, Ltd., A Shares | 74,515 | 254,455 |
Bank of Shanghai Company, Ltd., A Shares | 131,400 | 108,990 |
Baoshan Iron & Steel Company, Ltd., A Shares | 251,900 | 215,479 |
Beijing Kingsoft Office Software, Inc., Class A | 1,712 | 67,164 |
Beijing Tongrentang Company, Ltd., Class A | 2,700 | 18,945 |
Beijing Wantai Biological Pharmacy Enterprise Company, Ltd., Class A | 1,960 | 11,747 |
BOE Technology Group Company, Ltd., A Shares | 409,400 | 219,298 |
BYD Company, Ltd., H Shares | 125,500 | 3,807,696 |
BYD Electronic International Company, Ltd. | 42,500 | 177,070 |
Changchun High & New Technology Industry Group, Inc., A Shares | 3,000 | 63,795 |
Chaozhou Three-Circle Group Company, Ltd., Class A | 4,500 | 18,976 |
China CITIC Bank Corp., Ltd., H Shares | 1,744,000 | 777,875 |
China Coal Energy Company, Ltd., H Shares | 349,000 | 273,862 |
China Construction Bank Corp., H Shares | 9,571,000 | 5,430,979 |
China Eastern Airlines Corp., Ltd., H Shares (A) | 210,000 | 71,927 |
China Energy Engineering Corp., Ltd., H Shares | 730,000 | 79,301 |
China Everbright Bank Company, Ltd., H Shares | 589,000 | 167,864 |
China Galaxy Securities Company, Ltd., H Shares | 397,000 | 202,950 |
China Hongqiao Group, Ltd. (C) | 368,000 | 344,268 |
China International Capital Corp., Ltd., H Shares (B) | 280,800 | 447,150 |
China Jushi Company, Ltd., Class A | 37,700 | 59,604 |
China Life Insurance Company, Ltd., H Shares | 939,000 | 1,272,065 |
China Longyuan Power Group Corp., Ltd., H Shares | 656,000 | 555,847 |
China Mengniu Dairy Company, Ltd. (A) | 366,000 | 1,195,115 |
China Merchants Bank Company, Ltd., H Shares | 418,500 | 1,593,858 |
China Merchants Securities Company, Ltd., H Shares (B) | 108,940 | 90,080 |
China Merchants Shekou Industrial Zone Holdings Company, Ltd., A Shares | 55,400 | 83,576 |
China Minsheng Banking Corp., Ltd., H Shares | 1,116,500 | 370,997 |
China Northern Rare Earth Group High-Tech Company, Ltd., Class A | 23,900 | 68,257 |
China Pacific Insurance Group Company, Ltd., H Shares | 446,000 | 1,098,955 |
China Petroleum & Chemical Corp., H Shares | 3,138,000 | 1,604,171 |
China Railway Signal & Communication Corp., Ltd., H Shares (B) | 62,000 | 19,413 |
China Resources Microelectronics, Ltd., Class A | 7,254 | 52,684 |
China Resources Mixc Lifestyle Services, Ltd. (B) | 36,200 | 141,106 |
China Shenhua Energy Company, Ltd., H Shares | 495,500 | 1,519,822 |
Shares or Principal Amount | Value | |
China (continued) | ||
China Southern Airlines Company, Ltd., H Shares (A) | 166,000 | $78,496 |
China Tourism Group Duty Free Corp., Ltd., A Shares | 11,500 | 148,659 |
China Tower Corp., Ltd., H Shares (B) | 8,266,000 | 771,181 |
China Vanke Company, Ltd., H Shares | 345,972 | 323,661 |
China Zheshang Bank Company, Ltd., H Shares | 76,700 | 19,017 |
Chongqing Zhifei Biological Products Company, Ltd., A Shares | 21,650 | 185,345 |
CITIC Securities Company, Ltd., H Shares | 182,250 | 354,503 |
CITIC, Ltd. | 727,000 | 617,865 |
CMOC Group, Ltd., H Shares | 687,000 | 409,148 |
Contemporary Amperex Technology Company, Ltd., A Shares | 20,360 | 516,366 |
COSCO SHIPPING Energy Transportation Company, Ltd., H Shares | 48,000 | 50,794 |
COSCO SHIPPING Holdings Company, Ltd., H Shares | 766,699 | 778,986 |
CSC Financial Company, Ltd., H Shares (B) | 146,000 | 131,360 |
CSPC Pharmaceutical Group, Ltd. | 1,899,840 | 1,658,348 |
Daqin Railway Company, Ltd., Class A | 43,800 | 43,153 |
East Money Information Company, Ltd., A Shares | 70,506 | 147,118 |
ENN Energy Holdings, Ltd. | 169,600 | 1,295,095 |
ENN Natural Gas Company, Ltd., Class A | 5,000 | 11,793 |
Eve Energy Company, Ltd., A Shares | 13,200 | 83,730 |
Everbright Securities Company, Ltd., H Shares (B) | 26,600 | 18,052 |
Flat Glass Group Company, Ltd., H Shares (C) | 48,000 | 86,006 |
Foshan Haitian Flavouring & Food Company, Ltd., Class A | 20,364 | 104,768 |
Foxconn Industrial Internet Company, Ltd., Class A | 78,300 | 157,497 |
Fuyao Glass Industry Group Company, Ltd. , H Shares (B) | 141,200 | 643,327 |
Ganfeng Lithium Group Company, Ltd., H Shares (B) | 42,200 | 151,281 |
GD Power Development Company, Ltd., Class A | 116,600 | 57,996 |
GF Securities Company, Ltd., H Shares | 211,400 | 275,037 |
GigaDevice Semiconductor, Inc., Class A | 2,200 | 32,167 |
GoerTek, Inc., A Shares | 40,100 | 98,797 |
Gree Electric Appliances, Inc. of Zhuhai, A Shares | 58,400 | 270,769 |
Guangdong Haid Group Company, Ltd., A Shares | 12,100 | 74,471 |
Guangzhou Automobile Group Company, Ltd., H Shares | 304,000 | 142,198 |
Guangzhou Tinci Materials Technology Company, Ltd., Class A | 15,900 | 60,423 |
Guosen Securities Company, Ltd., Class A | 27,200 | 35,719 |
Guotai Junan Securities Company, Ltd., H Shares (B) | 153,200 | 170,927 |
H World Group, Ltd., ADR (A) | 11,160 | 420,286 |
Haidilao International Holding, Ltd. (B) | 67,000 | 167,487 |
18 | JOHN HANCOCK MULTIFACTOR ETFS | SEMIANNUAL REPORT | SEE NOTES TO FINANCIAL STATEMENTS |
Shares or Principal Amount | Value | |
China (continued) | ||
Haier Smart Home Company, Ltd., H Shares | 439,800 | $1,259,045 |
Hainan Airlines Holding Company, Ltd., Class A (A) | 96,400 | 19,232 |
Haitong Securities Company, Ltd., H Shares | 449,200 | 257,765 |
Hangzhou First Applied Material Company, Ltd., Class A | 11,548 | 40,350 |
Hangzhou Tigermed Consulting Company, Ltd., A Shares | 5,200 | 47,395 |
Hansoh Pharmaceutical Group Company, Ltd. (B) | 140,000 | 263,732 |
Henan Shuanghui Investment & Development Company, Ltd., A Shares | 21,200 | 75,928 |
Hengli Petrochemical Company, Ltd., A Shares (A) | 70,300 | 140,637 |
Hithink RoyalFlush Information Network Company, Ltd., Class A | 2,300 | 44,186 |
Huadong Medicine Company, Ltd., Class A | 11,600 | 68,128 |
Huaneng Power International, Inc., H Shares (A) | 328,000 | 153,424 |
Huatai Securities Company, Ltd., H Shares (B) | 255,200 | 333,978 |
Huaxia Bank Company, Ltd., Class A | 91,009 | 69,642 |
Huayu Automotive Systems Company, Ltd., Class A | 19,800 | 47,457 |
Huizhou Desay Sv Automotive Company, Ltd., Class A | 3,300 | 56,638 |
Hundsun Technologies, Inc., Class A | 6,770 | 28,789 |
Iflytek Company, Ltd., A Shares | 15,000 | 93,385 |
Imeik Technology Development Company, Ltd., Class A | 1,300 | 58,560 |
Industrial & Commercial Bank of China, Ltd., H Shares | 7,011,000 | 3,369,036 |
Industrial Bank Company, Ltd., A Shares | 163,000 | 335,885 |
Industrial Securities Company, Ltd., Class A | 22,200 | 18,930 |
Inner Mongolia BaoTou Steel Union Company, Ltd., Class A (A) | 336,600 | 74,513 |
Inner Mongolia Yili Industrial Group Company, Ltd., A Shares | 51,300 | 192,215 |
JA Solar Technology Company, Ltd., Class A | 20,436 | 62,664 |
JCET Group Company, Ltd., Class A | 7,300 | 30,724 |
JD Health International, Inc. (A)(B) | 73,100 | 332,120 |
JD.com, Inc., ADR | 80,844 | 2,055,054 |
Jiangsu Eastern Shenghong Company, Ltd., Class A | 41,700 | 60,629 |
Jiangsu Hengli Hydraulic Company, Ltd., A Shares | 8,800 | 67,701 |
Jiangsu Hengrui Pharmaceuticals Company, Ltd., Class A | 28,651 | 187,689 |
Jiangsu King’s Luck Brewery JSC, Ltd., Class A | 8,700 | 69,547 |
Jiangsu Yanghe Brewery Joint-Stock Company, Ltd., A Shares | 11,290 | 188,370 |
Jiangxi Copper Company, Ltd., H Shares | 40,000 | 56,642 |
KE Holdings, Inc., ADR | 64,232 | 944,853 |
Kuaishou Technology (A)(B) | 99,800 | 642,196 |
Kweichow Moutai Company, Ltd., A Shares | 6,800 | 1,565,317 |
Lenovo Group, Ltd. | 1,692,000 | 1,967,794 |
Shares or Principal Amount | Value | |
China (continued) | ||
Lens Technology Company, Ltd., A Shares | 11,300 | $20,166 |
Li Auto, Inc., Class A (A) | 68,000 | 1,161,925 |
Li Ning Company, Ltd. | 301,000 | 923,242 |
Longfor Group Holdings, Ltd. (B) | 303,500 | 441,407 |
Luxshare Precision Industry Company, Ltd., A Shares | 60,300 | 270,020 |
Luzhou Laojiao Company, Ltd., A Shares | 11,900 | 348,978 |
Mango Excellent Media Company, Ltd., A Shares | 7,200 | 24,882 |
Maxscend Microelectronics Company, Ltd., Class A | 1,200 | 24,711 |
Meituan, Class B (A)(B) | 207,770 | 2,936,810 |
Metallurgical Corp. of China, Ltd., H Shares | 308,000 | 61,013 |
Montage Technology Company, Ltd., Class A | 3,406 | 25,612 |
Muyuan Foods Company, Ltd., A Shares | 24,260 | 125,177 |
NARI Technology Company, Ltd., A Shares | 50,952 | 157,004 |
NAURA Technology Group Company, Ltd., Class A | 2,300 | 80,458 |
NetEase, Inc., ADR | 34,352 | 3,672,916 |
New China Life Insurance Company, Ltd., H Shares | 149,000 | 326,389 |
New Hope Liuhe Company, Ltd., A Shares (A) | 27,900 | 38,735 |
Ningbo Tuopu Group Company, Ltd., Class A | 4,500 | 39,625 |
Ningxia Baofeng Energy Group Company, Ltd., Class A | 54,900 | 108,178 |
NIO, Inc., Class A (A)(C) | 160,650 | 1,188,768 |
Nongfu Spring Company, Ltd., H Shares (B) | 150,800 | 858,592 |
Oppein Home Group, Inc., Class A | 3,500 | 41,643 |
Orient Securities Company, Ltd., H Shares (B)(C) | 93,200 | 43,357 |
PetroChina Company, Ltd., H Shares | 2,844,000 | 1,853,692 |
PICC Property & Casualty Company, Ltd., H Shares | 1,282,000 | 1,464,750 |
Ping An Bank Company, Ltd., A Shares | 149,300 | 213,399 |
Ping An Insurance Group Company of China, Ltd., H Shares | 689,000 | 3,531,030 |
Poly Developments and Holdings Group Company, Ltd., A Shares | 135,000 | 203,290 |
Postal Savings Bank of China Company, Ltd., H Shares (B) | 960,000 | 438,003 |
Rongsheng Petrochemical Company, Ltd., A Shares | 110,250 | 171,595 |
SAIC Motor Corp., Ltd., Class A | 48,700 | 96,627 |
Sanan Optoelectronics Company, Ltd., A Shares | 14,900 | 30,296 |
Sany Heavy Industry Company, Ltd., A Shares | 75,800 | 149,879 |
SDIC Power Holdings Company, Ltd., Class A | 23,700 | 39,510 |
SF Holding Company, Ltd., A Shares | 38,200 | 205,143 |
Shaanxi Coal Industry Company, Ltd., A Shares | 110,100 | 271,109 |
Shandong Gold Mining Company, Ltd., H Shares (B) | 72,470 | 136,519 |
Shandong Hualu Hengsheng Chemical Company, Ltd., Class A | 23,900 | 105,063 |
Shanghai Baosight Software Company, Ltd., Class A | 12,020 | 70,086 |
SEE NOTES TO FINANCIAL STATEMENTS | SEMIANNUAL REPORT | JOHN HANCOCK MULTIFACTOR ETFS | 19 |
Shares or Principal Amount | Value | |
China (continued) | ||
Shanghai Electric Group Company, Ltd., H Shares (A) | 86,000 | $18,135 |
Shanghai Fosun Pharmaceutical Group Company, Ltd., H Shares | 57,000 | 131,416 |
Shanghai International Airport Company, Ltd., A Shares (A) | 17,000 | 86,439 |
Shanghai Pharmaceuticals Holding Company, Ltd., H Shares | 31,600 | 45,959 |
Shanghai Pudong Development Bank Company, Ltd., Class A | 223,400 | 208,194 |
Shanghai Putailai New Energy Technology Company, Ltd., Class A | 12,370 | 42,258 |
Shanxi Xinghuacun Fen Wine Factory Company, Ltd., A Shares | 10,145 | 342,691 |
Shenwan Hongyuan Group Company, Ltd., H Shares (B) | 196,800 | 36,470 |
Shenzhen Inovance Technology Company, Ltd., A Shares | 16,850 | 139,164 |
Shenzhen Mindray Bio-Medical Electronics Company, Ltd., A Shares | 9,300 | 363,480 |
Shenzhen Transsion Holdings Company, Ltd., Class A | 2,621 | 48,050 |
Shenzhou International Group Holdings, Ltd. | 151,300 | 1,484,073 |
Sichuan Chuantou Energy Company, Ltd., Class A | 20,500 | 41,207 |
Sichuan Road and Bridge Group Company, Ltd., Class A | 40,340 | 42,500 |
Silergy Corp. | 23,000 | 203,160 |
Sinopharm Group Company, Ltd., H Shares | 107,600 | 257,153 |
Sungrow Power Supply Company, Ltd., A Shares | 10,400 | 119,588 |
Sunny Optical Technology Group Company, Ltd. | 118,900 | 996,076 |
TBEA Company, Ltd., Class A | 56,930 | 108,833 |
TCL Technology Group Corp., A Shares (A) | 148,720 | 79,866 |
TCL Zhonghuan Renewable Energy Technology Company, Ltd., Class A | 21,275 | 53,666 |
Tencent Holdings, Ltd. | 545,900 | 20,176,658 |
Tencent Music Entertainment Group, ADR (A) | 62,455 | 453,423 |
The People’s Insurance Company Group of China, Ltd., H Shares | 1,084,000 | 357,427 |
Tianqi Lithium Corp., H Shares (C) | 7,200 | 38,831 |
Tingyi Cayman Islands Holding Corp. | 324,000 | 429,814 |
Tongwei Company, Ltd., A Shares | 52,200 | 194,731 |
Trina Solar Company, Ltd., Class A | 5,955 | 24,306 |
Trip.com Group, Ltd., ADR (A) | 63,717 | 2,166,378 |
Tsingtao Brewery Company, Ltd., H Shares | 52,000 | 394,090 |
Unigroup Guoxin Microelectronics Company, Ltd., Class A (A) | 5,819 | 59,875 |
Unisplendour Corp., Ltd., Class A (A) | 12,300 | 32,960 |
Vipshop Holdings, Ltd., ADR (A) | 12,642 | 180,275 |
Wanhua Chemical Group Company, Ltd., A Shares | 24,600 | 298,504 |
Weichai Power Company, Ltd., H Shares | 371,000 | 554,750 |
Wens Foodstuffs Group Company, Ltd., Class A | 32,000 | 82,207 |
Will Semiconductor Company, Ltd., A Shares | 6,915 | 104,234 |
Shares or Principal Amount | Value | |
China (continued) | ||
Wingtech Technology Company, Ltd., A Shares (A) | 9,300 | $63,249 |
Wuliangye Yibin Company, Ltd., A Shares | 26,000 | 554,242 |
WuXi AppTec Company, Ltd., H Shares (B)(C) | 46,680 | 560,785 |
WuXi Biologics Cayman, Inc. (A)(B) | 262,000 | 1,627,329 |
XCMG Construction Machinery Company, Ltd., Class A | 45,800 | 35,861 |
Xinyi Solar Holdings, Ltd. | 866,006 | 509,116 |
XPeng, Inc., Class A (A)(C) | 97,300 | 718,751 |
Yankuang Energy Group Company, Ltd., H Shares (C) | 436,000 | 757,815 |
Yonyou Network Technology Company, Ltd., A Shares | 17,600 | 39,370 |
Yum China Holdings, Inc. | 87,823 | 4,615,977 |
Yunnan Baiyao Group Company, Ltd., A Shares | 12,440 | 86,440 |
Yunnan Energy New Material Company, Ltd., A Shares | 7,600 | 69,581 |
Zhangzhou Pientzehuang Pharmaceutical Company, Ltd., A Shares | 6,300 | 215,392 |
Zhejiang Chint Electrics Company, Ltd., Class A | 23,400 | 73,831 |
Zhejiang Dahua Technology Company, Ltd., Class A | 9,600 | 26,761 |
Zhejiang Huayou Cobalt Company, Ltd., A Shares | 16,260 | 81,743 |
Zhejiang Jingsheng Mechanical & Electrical Company, Ltd., Class A | 10,300 | 61,211 |
Zhongji Innolight Company, Ltd., Class A | 1,400 | 16,787 |
Zhongsheng Group Holdings, Ltd. | 92,500 | 213,263 |
Zijin Mining Group Company, Ltd., H Shares | 1,260,000 | 1,958,132 |
ZTO Express Cayman, Inc., ADR | 77,027 | 1,815,526 |
Hong Kong - 0.9% | 5,340,244 | |
China Resources Beer Holdings Company, Ltd. | 272,000 | 1,439,153 |
China Resources Land, Ltd. | 498,000 | 1,864,811 |
China Resources Power Holdings Company, Ltd. | 266,000 | 515,369 |
Geely Automobile Holdings, Ltd. | 936,000 | 1,061,054 |
Orient Overseas International, Ltd. | 18,000 | 226,938 |
Want Want China Holdings, Ltd. | 375,000 | 232,919 |
India - 20.7% | 127,708,544 | |
3M India, Ltd. | 144 | 51,591 |
ABB India, Ltd. | 3,729 | 184,213 |
Aditya Birla Capital, Ltd. (A) | 42,716 | 88,373 |
AIA Engineering, Ltd. | 897 | 37,977 |
Alkem Laboratories, Ltd. | 4,124 | 184,260 |
APL Apollo Tubes, Ltd. | 9,902 | 186,578 |
Apollo Hospitals Enterprise, Ltd. | 13,062 | 759,634 |
Ashok Leyland, Ltd. | 161,358 | 325,105 |
Asian Paints, Ltd. | 53,736 | 1,935,584 |
Astral, Ltd. | 14,143 | 314,765 |
AU Small Finance Bank, Ltd. (B) | 34,515 | 277,646 |
Aurobindo Pharma, Ltd. | 16,502 | 168,253 |
Avenue Supermarts, Ltd. (A)(B) | 10,306 | 449,647 |
Axis Bank, Ltd. | 297,554 | 3,503,978 |
20 | JOHN HANCOCK MULTIFACTOR ETFS | SEMIANNUAL REPORT | SEE NOTES TO FINANCIAL STATEMENTS |
Shares or Principal Amount | Value | |
India (continued) | ||
Bajaj Auto, Ltd. | 7,243 | $462,807 |
Bajaj Finance, Ltd. | 21,392 | 1,925,810 |
Bajaj Finserv, Ltd. | 26,910 | 506,970 |
Bajaj Holdings & Investment, Ltd. | 5,056 | 419,619 |
Balkrishna Industries, Ltd. | 10,149 | 311,374 |
Bandhan Bank, Ltd. (B) | 134,251 | 345,227 |
Bank of Baroda | 128,430 | 302,338 |
Bank of India | 40,390 | 46,401 |
Berger Paints India, Ltd. | 45,122 | 302,597 |
Bharat Electronics, Ltd. | 630,602 | 1,011,129 |
Bharat Forge, Ltd. | 12,762 | 156,883 |
Bharat Heavy Electricals, Ltd. | 58,065 | 84,212 |
Bharat Petroleum Corp., Ltd. | 179,180 | 752,800 |
Bharti Airtel, Ltd. | 275,708 | 3,026,840 |
Bosch, Ltd. | 871 | 203,997 |
Britannia Industries, Ltd. | 15,591 | 829,195 |
Canara Bank | 38,221 | 176,051 |
CG Power & Industrial Solutions, Ltd. | 50,214 | 234,730 |
Cholamandalam Investment and Finance Company, Ltd. | 68,119 | 933,357 |
Cipla, Ltd. | 103,634 | 1,497,525 |
Coal India, Ltd. | 435,542 | 1,642,592 |
Colgate-Palmolive India, Ltd. | 17,559 | 445,625 |
Container Corp. of India, Ltd. | 30,892 | 255,366 |
Cummins India, Ltd. | 5,824 | 117,587 |
Dabur India, Ltd. | 107,242 | 681,124 |
Dalmia Bharat, Ltd. | 4,411 | 111,503 |
Divi’s Laboratories, Ltd. | 13,440 | 548,036 |
DLF, Ltd. | 86,202 | 582,385 |
Dr. Reddy’s Laboratories, Ltd. | 24,955 | 1,607,742 |
Eicher Motors, Ltd. | 14,439 | 571,603 |
Escorts Kubota, Ltd. | 1,532 | 57,777 |
Federal Bank, Ltd. | 98,865 | 166,954 |
GAIL India, Ltd. | 472,771 | 680,548 |
GMR Airports Infrastructure, Ltd. (A) | 93,744 | 61,476 |
Godrej Consumer Products, Ltd. (A) | 39,866 | 475,421 |
Godrej Properties, Ltd. (A) | 9,561 | 190,729 |
Grasim Industries, Ltd. | 53,869 | 1,222,067 |
Gujarat Fluorochemicals, Ltd. | 1,978 | 65,784 |
Gujarat Gas, Ltd. | 23,981 | 118,063 |
Havells India, Ltd. | 40,823 | 612,403 |
HCL Technologies, Ltd. | 132,336 | 2,027,349 |
HDFC Asset Management Company, Ltd. (B) | 9,487 | 312,212 |
HDFC Bank, Ltd. | 470,027 | 8,326,931 |
HDFC Life Insurance Company, Ltd. (B) | 65,179 | 486,071 |
Hero MotoCorp, Ltd. | 30,422 | 1,129,789 |
Hindalco Industries, Ltd. | 269,196 | 1,487,455 |
Hindustan Aeronautics, Ltd. | 30,628 | 671,354 |
Hindustan Petroleum Corp., Ltd. (A) | 34,080 | 101,431 |
Hindustan Unilever, Ltd. | 97,077 | 2,896,263 |
ICICI Bank, Ltd. | 488,428 | 5,375,370 |
Shares or Principal Amount | Value | |
India (continued) | ||
ICICI Lombard General Insurance Company, Ltd. (B) | 24,344 | $403,249 |
ICICI Prudential Life Insurance Company, Ltd. (B) | 31,745 | 201,069 |
IDFC First Bank, Ltd. (A) | 185,382 | 184,361 |
Indian Bank | 13,601 | 68,447 |
Indian Oil Corp., Ltd. | 873,996 | 944,761 |
Indian Railway Catering & Tourism Corp., Ltd. | 18,978 | 151,751 |
Indus Towers, Ltd. (A) | 220,444 | 457,787 |
IndusInd Bank, Ltd. | 44,624 | 772,329 |
Info Edge India, Ltd. | 6,939 | 341,705 |
Infosys, Ltd. | 341,540 | 5,620,973 |
InterGlobe Aviation, Ltd. (A)(B) | 8,917 | 263,466 |
ITC, Ltd. | 375,104 | 1,930,287 |
Jindal Stainless, Ltd. | 18,842 | 100,480 |
Jindal Steel & Power, Ltd. | 73,734 | 561,294 |
JSW Energy, Ltd. | 45,503 | 210,412 |
JSW Steel, Ltd. | 115,286 | 1,018,564 |
Kotak Mahindra Bank, Ltd. | 93,017 | 1,939,466 |
L&T Technology Services, Ltd. (B) | 3,214 | 161,359 |
Larsen & Toubro, Ltd. | 77,907 | 2,735,114 |
Linde India, Ltd. | 584 | 41,980 |
LTIMindtree, Ltd. (B) | 8,506 | 517,253 |
Lupin, Ltd. | 13,356 | 180,556 |
Macrotech Developers, Ltd. (B) | 8,008 | 75,647 |
Mahindra & Mahindra Financial Services, Ltd. | 33,152 | 97,873 |
Mahindra & Mahindra, Ltd. | 148,044 | 2,603,167 |
Marico, Ltd. | 83,724 | 538,090 |
Maruti Suzuki India, Ltd. | 9,041 | 1,128,242 |
Max Healthcare Institute, Ltd. | 41,297 | 284,213 |
Mphasis, Ltd. | 8,888 | 226,527 |
MRF, Ltd. | 233 | 303,638 |
Muthoot Finance, Ltd. | 27,128 | 425,857 |
Nestle India, Ltd. | 4,528 | 1,318,970 |
NHPC, Ltd. | 261,637 | 158,851 |
NMDC, Ltd. | 206,486 | 382,300 |
NTPC, Ltd. | 925,669 | 2,626,622 |
Oberoi Realty, Ltd. | 9,097 | 124,127 |
Oil & Natural Gas Corp., Ltd. | 718,614 | 1,604,952 |
Oracle Financial Services Software, Ltd. | 956 | 44,459 |
Page Industries, Ltd. | 561 | 254,038 |
PB Fintech, Ltd. (A) | 4,939 | 41,525 |
Persistent Systems, Ltd. | 3,790 | 279,955 |
Petronet LNG, Ltd. | 183,222 | 437,926 |
PI Industries, Ltd. | 6,320 | 257,556 |
Pidilite Industries, Ltd. | 20,744 | 612,911 |
Polycab India, Ltd. | 4,216 | 248,984 |
Power Finance Corp., Ltd. | 137,045 | 406,483 |
Power Grid Corp. of India, Ltd. | 1,090,573 | 2,641,333 |
Procter & Gamble Hygiene & Health Care, Ltd. | 1,559 | 327,683 |
Punjab National Bank | 284,060 | 248,718 |
SEE NOTES TO FINANCIAL STATEMENTS | SEMIANNUAL REPORT | JOHN HANCOCK MULTIFACTOR ETFS | 21 |
Shares or Principal Amount | Value | |
India (continued) | ||
REC, Ltd. | 128,499 | $444,182 |
Reliance Industries, Ltd. | 311,815 | 8,572,607 |
Samvardhana Motherson International, Ltd. | 354,341 | 391,330 |
SBI Cards & Payment Services, Ltd. | 25,069 | 225,688 |
SBI Life Insurance Company, Ltd. (B) | 31,126 | 512,151 |
Schaeffler India, Ltd. | 2,990 | 101,200 |
Shree Cement, Ltd. | 1,012 | 312,794 |
Shriram Finance, Ltd. | 30,035 | 680,163 |
Siemens, Ltd. | 9,276 | 372,221 |
Solar Industries India, Ltd. | 1,895 | 124,613 |
Sona Blw Precision Forgings, Ltd. (B) | 17,732 | 115,624 |
SRF, Ltd. | 15,806 | 415,374 |
State Bank of India | 240,644 | 1,635,774 |
Steel Authority of India, Ltd. | 231,759 | 233,544 |
Sun Pharmaceutical Industries, Ltd. | 76,063 | 991,227 |
Supreme Industries, Ltd. | 4,725 | 245,731 |
Suzlon Energy, Ltd. (A) | 410,592 | 151,398 |
Tata Communications, Ltd. | 12,307 | 245,205 |
Tata Consultancy Services, Ltd. | 100,515 | 4,070,641 |
Tata Consumer Products, Ltd. | 63,519 | 686,658 |
Tata Elxsi, Ltd. | 3,279 | 301,203 |
Tata Motors, Ltd. | 218,921 | 1,655,211 |
Tata Steel, Ltd. | 1,708,195 | 2,439,436 |
Tech Mahindra, Ltd. | 133,262 | 1,813,453 |
The Indian Hotels Company, Ltd. | 47,200 | 217,636 |
The Tata Power Company, Ltd. | 193,620 | 556,614 |
Titan Company, Ltd. | 45,408 | 1,741,957 |
Torrent Pharmaceuticals, Ltd. | 13,530 | 313,782 |
Trent, Ltd. | 19,367 | 502,442 |
Tube Investments of India, Ltd. | 10,046 | 380,604 |
TVS Motor Company, Ltd. | 14,353 | 274,445 |
UltraTech Cement, Ltd. | 8,145 | 825,665 |
Union Bank of India, Ltd. | 91,809 | 111,593 |
United Breweries, Ltd. | 7,266 | 141,111 |
United Spirits, Ltd. (A) | 31,266 | 386,982 |
UNO Minda, Ltd. | 10,437 | 73,584 |
UPL, Ltd. | 125,643 | 815,801 |
Varun Beverages, Ltd. | 53,610 | 589,294 |
Vedanta, Ltd. | 371,679 | 966,933 |
Wipro, Ltd. | 178,542 | 821,100 |
Zomato, Ltd. (A) | 305,931 | 384,900 |
Zydus Lifesciences, Ltd. | 48,126 | 332,887 |
Indonesia - 2.3% | 14,397,869 | |
Adaro Energy Indonesia Tbk PT | 2,409,900 | 388,375 |
Aneka Tambang Tbk | 1,016,100 | 109,062 |
Astra International Tbk PT | 2,734,500 | 994,129 |
Bank Central Asia Tbk PT | 5,234,600 | 2,883,396 |
Bank Mandiri Persero Tbk PT | 5,945,200 | 2,123,954 |
Bank Negara Indonesia Persero Tbk PT | 2,826,400 | 852,279 |
Bank Rakyat Indonesia Persero Tbk PT | 6,092,350 | 1,902,301 |
Shares or Principal Amount | Value | |
Indonesia (continued) | ||
Barito Pacific Tbk PT | 2,569,150 | $181,951 |
Bumi Resources Tbk PT (A) | 5,063,800 | 36,022 |
Chandra Asri Petrochemical Tbk PT | 522,100 | 97,945 |
Charoen Pokphand Indonesia Tbk PT (A) | 768,900 | 280,744 |
Dayamitra Telekomunikasi PT | 1,326,500 | 51,774 |
Gudang Garam Tbk PT | 83,300 | 122,053 |
Indah Kiat Pulp & Paper Tbk PT | 318,300 | 192,363 |
Indofood CBP Sukses Makmur Tbk PT | 230,300 | 150,054 |
Indofood Sukses Makmur Tbk PT | 843,300 | 353,034 |
Indosat Tbk PT | 293,900 | 174,841 |
Kalbe Farma Tbk PT | 2,095,900 | 222,982 |
Mayora Indah Tbk PT | 700,000 | 125,590 |
Merdeka Copper Gold Tbk PT (A) | 1,479,489 | 207,697 |
PT Tower Bersama Infrastructure Tbk | 728,400 | 94,919 |
Sarana Menara Nusantara Tbk PT | 3,361,800 | 188,354 |
Semen Indonesia Persero Tbk PT | 628,446 | 241,330 |
Sumber Alfaria Trijaya Tbk PT | 1,981,800 | 360,554 |
Telkom Indonesia Persero Tbk PT | 6,325,400 | 1,389,716 |
United Tractors Tbk PT | 369,000 | 583,640 |
Vale Indonesia Tbk PT | 285,000 | 88,810 |
Ireland - 0.6% | 3,507,408 | |
PDD Holdings, Inc., ADR (A) | 34,583 | 3,507,408 |
Malaysia - 1.9% | 11,616,781 | |
Axiata Group BHD | 456,095 | 208,687 |
CELCOMDIGI BHD | 415,100 | 368,532 |
CIMB Group Holdings BHD | 738,724 | 885,321 |
Dialog Group BHD | 450,500 | 203,290 |
Genting BHD | 404,700 | 342,311 |
Genting Malaysia BHD | 476,600 | 242,076 |
HAP Seng Consolidated BHD | 71,900 | 74,096 |
Hong Leong Bank BHD | 74,500 | 303,348 |
Hong Leong Financial Group BHD | 48,000 | 176,908 |
IHH Healthcare BHD | 226,900 | 285,738 |
IOI Corp. BHD | 388,200 | 320,207 |
Kuala Lumpur Kepong BHD | 73,075 | 337,116 |
Malayan Banking BHD | 669,822 | 1,268,086 |
Maxis BHD | 251,700 | 209,200 |
MISC BHD | 167,600 | 255,032 |
Mr. DIY Group M BHD (B) | 111,000 | 34,480 |
Nestle Malaysia BHD | 6,100 | 158,501 |
Petronas Chemicals Group BHD | 189,500 | 291,936 |
Petronas Dagangan BHD | 62,700 | 300,834 |
Petronas Gas BHD | 78,600 | 283,749 |
PPB Group BHD | 101,700 | 324,023 |
Press Metal Aluminium Holdings BHD | 410,500 | 423,898 |
Public Bank BHD | 1,594,200 | 1,391,935 |
QL Resources BHD | 43,200 | 50,141 |
RHB Bank BHD | 428,748 | 502,133 |
Sime Darby BHD | 624,100 | 299,966 |
Sime Darby Plantation BHD | 322,938 | 294,165 |
22 | JOHN HANCOCK MULTIFACTOR ETFS | SEMIANNUAL REPORT | SEE NOTES TO FINANCIAL STATEMENTS |
Shares or Principal Amount | Value | |
Malaysia (continued) | ||
Telekom Malaysia BHD | 205,070 | $218,219 |
Tenaga Nasional BHD | 642,000 | 1,333,991 |
Westports Holdings BHD | 181,600 | 128,067 |
YTL Power International BHD | 227,600 | 100,795 |
Mexico - 2.8% | 16,960,067 | |
America Movil SAB de CV (A) | 2,359,388 | 1,948,622 |
Arca Continental SAB de CV | 48,464 | 434,305 |
Cemex SAB de CV (A) | 2,340,188 | 1,398,694 |
Coca-Cola Femsa SAB de CV | 43,265 | 328,472 |
El Puerto de Liverpool SAB de CV, Series C1 | 25,556 | 129,939 |
Fibra Uno Administracion SA de CV | 315,640 | 479,238 |
Fomento Economico Mexicano SAB de CV | 173,248 | 1,956,178 |
Gruma SAB de CV, Class B | 20,860 | 362,846 |
Grupo Aeroportuario del Pacifico SAB de CV, Series B | 46,828 | 545,994 |
Grupo Aeroportuario del Sureste SAB de CV, Series B (C) | 21,544 | 465,416 |
Grupo Bimbo SAB de CV, Series A (C) | 172,300 | 698,439 |
Grupo Carso SAB de CV, Series A1 | 54,104 | 346,328 |
Grupo Elektra SAB de CV (C) | 4,541 | 289,519 |
Grupo Financiero Banorte SAB de CV, Series O | 286,304 | 2,316,219 |
Grupo Financiero Inbursa SAB de CV, Series O (A) | 363,840 | 749,930 |
Grupo Mexico SAB de CV, Series B | 460,008 | 1,907,760 |
Industrias Penoles SAB de CV (A) | 13,400 | 148,066 |
Kimberly-Clark de Mexico SAB de CV, Class A | 177,100 | 324,123 |
Wal-Mart de Mexico SAB de CV | 595,240 | 2,129,979 |
Netherlands - 0.0% | 330,230 | |
NEPI Rockcastle NV (A) | 61,502 | 330,230 |
Philippines - 1.0% | 6,156,713 | |
Aboitiz Equity Ventures, Inc. | 392,780 | 317,048 |
Aboitiz Power Corp. | 281,500 | 178,356 |
ACEN Corp. | 604,140 | 56,432 |
Ayala Corp. | 31,190 | 332,844 |
Ayala Land, Inc. | 722,800 | 354,776 |
Bank of the Philippine Islands | 468,591 | 829,986 |
BDO Unibank, Inc. | 339,486 | 762,856 |
Globe Telecom, Inc. | 5,694 | 176,620 |
International Container Terminal Services, Inc. | 102,690 | 364,139 |
JG Summit Holdings, Inc. | 369,443 | 239,285 |
Jollibee Foods Corp. | 57,690 | 208,432 |
Manila Electric Company | 48,810 | 305,385 |
Metropolitan Bank & Trust Company | 412,272 | 380,011 |
PLDT, Inc. | 16,235 | 346,217 |
San Miguel Corp. | 58,970 | 109,231 |
SM Investments Corp. | 32,065 | 452,662 |
SM Prime Holdings, Inc. | 825,700 | 436,570 |
Universal Robina Corp. | 158,780 | 305,863 |
Shares or Principal Amount | Value | |
Poland - 1.0% | $6,391,647 | |
Allegro.eu SA (A)(B) | 28,663 | 205,076 |
Bank Polska Kasa Opieki SA | 31,458 | 953,295 |
CD Projekt SA | 1,646 | 41,013 |
Cyfrowy Polsat SA (A) | 35,356 | 110,037 |
Dino Polska SA (A)(B) | 6,204 | 586,686 |
ING Bank Slaski SA (A) | 1,772 | 91,880 |
KGHM Polska Miedz SA | 17,729 | 472,254 |
LPP SA | 160 | 514,855 |
mBank SA (A) | 691 | 85,235 |
ORLEN SA | 87,078 | 1,374,154 |
PGE Polska Grupa Energetyczna SA (A) | 132,914 | 230,187 |
Powszechna Kasa Oszczednosci Bank Polski SA (A) | 87,397 | 902,591 |
Powszechny Zaklad Ubezpieczen SA | 49,519 | 559,468 |
Santander Bank Polska SA (A) | 2,446 | 264,916 |
Russia - 0.1% | 350,526 | |
Gazprom PJSC, ADR (A)(D) | 551,670 | 60,684 |
LUKOIL PJSC, ADR (A)(D) | 57,062 | 111,842 |
MMC Norilsk Nickel PJSC, ADR (A)(D) | 94,236 | 51,830 |
Novatek PJSC, GDR (A)(D) | 5,960 | 29,621 |
Novolipetsk Steel PJSC, GDR (A)(D) | 6,243 | 4,308 |
Novolipetsk Steel PJSC, GDR (London Stock Exchange) (A)(D) | 174 | 120 |
Sberbank of Russia PJSC, ADR (A)(D) | 263,203 | 92,121 |
Saudi Arabia - 3.7% | 22,627,433 | |
ACWA Power Company | 4,718 | 285,474 |
Al Rajhi Bank | 175,936 | 3,146,739 |
Alinma Bank | 103,353 | 906,364 |
Almarai Company JSC | 31,349 | 467,110 |
Arabian Drilling Company (A) | 1,092 | 51,055 |
Arabian Internet & Communications Services Company | 1,922 | 160,252 |
Bank AlBilad | 36,574 | 362,659 |
Bank Al-Jazira (A) | 42,605 | 185,792 |
Banque Saudi Fransi | 70,368 | 672,431 |
Bupa Arabia for Cooperative Insurance Company | 3,265 | 185,373 |
Dar Al Arkan Real Estate Development Company (A) | 37,838 | 152,296 |
Dr Sulaiman Al Habib Medical Services Group Company | 10,768 | 723,301 |
Elm Company | 2,587 | 483,528 |
Etihad Etisalat Company | 87,360 | 1,073,488 |
Jarir Marketing Company | 78,784 | 304,082 |
Mouwasat Medical Services Company | 10,912 | 290,863 |
Nahdi Medical Company | 1,804 | 68,186 |
Power & Water Utility Company for Jubail & Yanbu | 7,292 | 105,738 |
Riyad Bank | 168,886 | 1,195,203 |
SABIC Agri-Nutrients Company | 29,359 | 1,047,082 |
Sahara International Petrochemical Company | 68,213 | 586,382 |
SEE NOTES TO FINANCIAL STATEMENTS | SEMIANNUAL REPORT | JOHN HANCOCK MULTIFACTOR ETFS | 23 |
Shares or Principal Amount | Value | |
Saudi Arabia (continued) | ||
Saudi Arabian Mining Company (A) | 110,100 | $1,056,509 |
Saudi Aramco Base Oil Company | 2,719 | 93,494 |
Saudi Awwal Bank | 43,882 | 391,261 |
Saudi Basic Industries Corp. | 81,644 | 1,675,709 |
Saudi Electricity Company | 100,188 | 475,356 |
Saudi Industrial Investment Group | 33,431 | 213,511 |
Saudi Kayan Petrochemical Company (A) | 139,526 | 393,481 |
Saudi Research & Media Group (A) | 1,114 | 41,869 |
Saudi Tadawul Group Holding Company | 2,352 | 104,196 |
Saudi Telecom Company | 202,950 | 2,077,322 |
The Company for Cooperative Insurance | 3,991 | 128,509 |
The Saudi Investment Bank | 46,927 | 183,875 |
The Saudi National Bank | 296,094 | 2,647,925 |
The Savola Group | 25,973 | 252,004 |
Yanbu National Petrochemical Company | 43,514 | 439,014 |
South Africa - 3.4% | 20,678,981 | |
Absa Group, Ltd. | 101,223 | 917,475 |
Anglo American Platinum, Ltd. | 6,889 | 229,304 |
Aspen Pharmacare Holdings, Ltd. | 45,388 | 409,867 |
Bid Corp., Ltd. | 39,863 | 840,749 |
Capitec Bank Holdings, Ltd. | 12,223 | 1,078,990 |
Clicks Group, Ltd. | 34,007 | 498,199 |
Discovery, Ltd. | 87,191 | 598,020 |
Exxaro Resources, Ltd. | 32,856 | 327,668 |
FirstRand, Ltd. | 686,537 | 2,250,016 |
Gold Fields, Ltd. | 113,473 | 1,503,963 |
Impala Platinum Holdings, Ltd. | 139,772 | 579,162 |
Investec, Ltd. | 37,706 | 205,094 |
Kumba Iron Ore, Ltd. | 6,765 | 178,200 |
MTN Group, Ltd. | 115,594 | 560,986 |
Naspers, Ltd., N Shares (A) | 14,281 | 2,216,267 |
Nedbank Group, Ltd. | 85,064 | 910,086 |
Northam Platinum Holdings, Ltd. | 54,568 | 327,433 |
Old Mutual, Ltd. | 265,159 | 167,608 |
OUTsurance Group, Ltd. | 29,140 | 62,673 |
Pepkor Holdings, Ltd. (B) | 131,484 | 119,232 |
Sanlam, Ltd. | 334,780 | 1,167,370 |
Sasol, Ltd. | 73,265 | 923,018 |
Shoprite Holdings, Ltd. | 62,378 | 794,677 |
Sibanye Stillwater, Ltd. | 553,819 | 706,051 |
Standard Bank Group, Ltd. | 170,398 | 1,662,360 |
The Bidvest Group, Ltd. | 39,803 | 560,116 |
Vodacom Group, Ltd. | 88,874 | 480,995 |
Woolworths Holdings, Ltd. | 108,986 | 403,402 |
South Korea - 12.3% | 75,657,047 | |
AMOREPACIFIC Corp. | 2,725 | 255,037 |
AMOREPACIFIC Group | 4,259 | 90,191 |
Celltrion Healthcare Company, Ltd. | 7,258 | 357,378 |
Celltrion, Inc. | 8,636 | 955,968 |
CJ CheilJedang Corp. | 1,842 | 385,299 |
Shares or Principal Amount | Value | |
South Korea (continued) | ||
CosmoAM&T Company, Ltd. (A) | 1,392 | $143,678 |
Coway Company, Ltd. | 10,607 | 339,286 |
DB Insurance Company, Ltd. | 8,073 | 525,428 |
Doosan Bobcat, Inc. | 4,918 | 141,107 |
Doosan Enerbility Company, Ltd. (A) | 25,800 | 256,367 |
Ecopro BM Company, Ltd. | 4,444 | 645,598 |
Ecopro Company, Ltd. | 1,025 | 470,549 |
F&F Company, Ltd. | 1,585 | 109,614 |
GS Holdings Corp. | 14,376 | 419,395 |
Hana Financial Group, Inc. | 63,299 | 1,837,267 |
Hanjin Kal Corp. | 1,934 | 61,075 |
Hankook Tire & Technology Company, Ltd. | 14,063 | 397,769 |
Hanmi Pharm Company, Ltd. | 774 | 161,614 |
Hanmi Semiconductor Company, Ltd. | 1,630 | 63,363 |
Hanon Systems | 25,098 | 127,855 |
Hanwha Aerospace Company, Ltd. | 2,270 | 169,760 |
Hanwha Ocean Company, Ltd. (A) | 3,440 | 60,112 |
HD Hyundai Company, Ltd. | 8,180 | 347,660 |
HD Hyundai Heavy Industries Company, Ltd. (A) | 927 | 70,080 |
HD Korea Shipbuilding & Offshore Engineering Company, Ltd. (A) | 7,757 | 518,646 |
HLB, Inc. (A) | 6,195 | 132,794 |
HMM Company, Ltd. | 37,837 | 408,193 |
HYBE Company, Ltd. (A) | 1,168 | 189,831 |
Hyundai Autoever Corp. | 331 | 31,861 |
Hyundai Engineering & Construction Company, Ltd. | 13,958 | 345,191 |
Hyundai Glovis Company, Ltd. | 4,803 | 608,488 |
Hyundai Mobis Company, Ltd. | 7,946 | 1,226,716 |
Hyundai Motor Company | 19,204 | 2,413,031 |
Hyundai Steel Company | 11,985 | 290,629 |
Industrial Bank of Korea | 59,377 | 491,090 |
Kakao Corp. | 21,894 | 612,782 |
KakaoBank Corp. | 9,967 | 134,020 |
Kangwon Land, Inc. | 10,932 | 118,746 |
KB Financial Group, Inc. | 48,304 | 1,841,958 |
Kia Corp. | 36,872 | 2,099,483 |
Korea Aerospace Industries, Ltd. | 4,088 | 133,790 |
Korea Electric Power Corp. (A) | 45,246 | 566,852 |
Korea Investment Holdings Company, Ltd. | 7,820 | 291,249 |
Korea Zinc Company, Ltd. | 1,399 | 485,825 |
Korean Air Lines Company, Ltd. | 31,029 | 470,989 |
KT&G Corp. | 11,535 | 728,544 |
Kum Yang Company, Ltd. (A) | 1,089 | 70,796 |
Kumho Petrochemical Company, Ltd. | 3,202 | 300,391 |
L&F Company, Ltd. | 1,586 | 153,133 |
LG Chem, Ltd. | 3,384 | 1,102,484 |
LG Corp. | 23,703 | 1,354,908 |
LG Display Company, Ltd. (A) | 41,646 | 375,895 |
LG Electronics, Inc. | 24,845 | 1,834,102 |
LG Energy Solution, Ltd. (A) | 2,075 | 592,286 |
24 | JOHN HANCOCK MULTIFACTOR ETFS | SEMIANNUAL REPORT | SEE NOTES TO FINANCIAL STATEMENTS |
Shares or Principal Amount | Value | |
South Korea (continued) | ||
LG H&H Company, Ltd. | 1,013 | $236,645 |
LG Innotek Company, Ltd. | 1,739 | 287,140 |
LG Uplus Corp. | 70,536 | 528,021 |
Lotte Chemical Corp. | 3,608 | 391,108 |
Lotte Corp. | 7,687 | 147,986 |
Macquarie Korea Infrastructure Fund | 25,541 | 227,317 |
Meritz Financial Group, Inc. (A) | 11,082 | 411,918 |
Mirae Asset Securities Company, Ltd. | 46,140 | 225,481 |
NAVER Corp. | 9,318 | 1,292,950 |
NCSoft Corp. | 1,649 | 283,879 |
Netmarble Corp. (A)(B) | 3,280 | 93,746 |
Orion Corp. | 3,048 | 270,372 |
Pearl Abyss Corp. (A) | 2,283 | 83,253 |
POSCO Future M Company, Ltd. | 2,239 | 392,080 |
POSCO Holdings, Inc. | 7,954 | 2,423,510 |
Posco International Corp. | 5,279 | 195,830 |
Samsung Biologics Company, Ltd. (A)(B) | 1,039 | 545,445 |
Samsung C&T Corp. | 11,555 | 912,901 |
Samsung Card Company, Ltd. | 4,620 | 107,243 |
Samsung Electro-Mechanics Company, Ltd. | 7,794 | 717,333 |
Samsung Electronics Company, Ltd. | 491,117 | 24,327,665 |
Samsung Engineering Company, Ltd. (A) | 15,888 | 279,397 |
Samsung Fire & Marine Insurance Company, Ltd. | 7,455 | 1,426,913 |
Samsung Heavy Industries Company, Ltd. (A) | 84,661 | 427,521 |
Samsung Life Insurance Company, Ltd. | 14,225 | 761,518 |
Samsung SDI Company, Ltd. | 4,282 | 1,349,073 |
Samsung SDS Company, Ltd. | 4,045 | 413,920 |
Shinhan Financial Group Company, Ltd. | 70,528 | 1,814,704 |
SK Biopharmaceuticals Company, Ltd. (A) | 1,537 | 85,809 |
SK Bioscience Company, Ltd. (A) | 1,487 | 66,723 |
SK Hynix, Inc. | 32,810 | 2,825,370 |
SK IE Technology Company, Ltd. (A)(B) | 1,928 | 84,655 |
SK Innovation Company, Ltd. (A) | 7,307 | 661,149 |
SK Telecom Company, Ltd. | 22,226 | 808,862 |
SK, Inc. | 5,092 | 535,385 |
SKC Company, Ltd. | 999 | 58,214 |
S-Oil Corp. | 8,078 | 397,156 |
Woori Financial Group, Inc. | 120,517 | 1,061,902 |
Yuhan Corp. | 4,254 | 180,800 |
Taiwan - 16.8% | 103,526,070 | |
Accton Technology Corp. | 75,000 | 1,152,690 |
Acer, Inc. | 165,000 | 173,470 |
Advantech Company, Ltd. | 56,981 | 582,371 |
Airtac International Group | 15,743 | 514,493 |
Alchip Technologies, Ltd. | 5,000 | 404,655 |
ASE Technology Holding Company, Ltd. | 668,000 | 2,337,537 |
Asia Cement Corp. | 475,000 | 585,787 |
Asia Vital Components Company, Ltd. | 18,000 | 157,330 |
ASMedia Technology, Inc. | 3,000 | 121,628 |
Shares or Principal Amount | Value | |
Taiwan (continued) | ||
ASPEED Technology, Inc. | 3,000 | $237,706 |
Asustek Computer, Inc. | 120,000 | 1,250,501 |
AUO Corp. (A) | 1,252,600 | 602,453 |
Catcher Technology Company, Ltd. | 128,000 | 716,263 |
Cathay Financial Holding Company, Ltd. (A) | 1,179,513 | 1,596,443 |
Chailease Holding Company, Ltd. | 211,665 | 1,145,282 |
Chang Hwa Commercial Bank, Ltd. | 1,198,367 | 633,636 |
Cheng Shin Rubber Industry Company, Ltd. | 379,000 | 515,889 |
China Airlines, Ltd. | 548,000 | 326,925 |
China Development Financial Holding Corp. (A) | 3,312,159 | 1,153,920 |
China Steel Corp. | 1,582,000 | 1,177,904 |
Chroma ATE, Inc. | 16,000 | 107,538 |
Chunghwa Telecom Company, Ltd. | 389,000 | 1,391,213 |
Compal Electronics, Inc. | 796,000 | 688,386 |
CTBC Financial Holding Company, Ltd. | 2,483,000 | 1,864,068 |
Delta Electronics, Inc. | 136,000 | 1,218,067 |
E Ink Holdings, Inc. | 50,000 | 258,980 |
E.Sun Financial Holding Company, Ltd. | 1,974,455 | 1,451,850 |
Eclat Textile Company, Ltd. | 26,000 | 412,024 |
Elite Material Company, Ltd. | 17,000 | 188,161 |
eMemory Technology, Inc. | 7,000 | 434,870 |
Eva Airways Corp. | 488,000 | 412,246 |
Evergreen Marine Corp. Taiwan, Ltd. | 195,000 | 646,293 |
Far Eastern New Century Corp. | 715,000 | 650,301 |
Far EasTone Telecommunications Company, Ltd. | 315,000 | 737,120 |
Feng TAY Enterprise Company, Ltd. | 122,601 | 674,712 |
First Financial Holding Company, Ltd. | 2,195,858 | 1,753,437 |
Formosa Chemicals & Fibre Corp. | 501,000 | 940,678 |
Formosa Petrochemical Corp. | 215,000 | 524,326 |
Formosa Plastics Corp. | 543,000 | 1,289,070 |
Fubon Financial Holding Company, Ltd. | 1,107,830 | 2,052,739 |
Giant Manufacturing Company, Ltd. | 21,797 | 109,539 |
Gigabyte Technology Company, Ltd. | 16,000 | 107,292 |
Global Unichip Corp. | 7,000 | 309,696 |
Globalwafers Company, Ltd. | 45,000 | 658,317 |
Gold Circuit Electronics, Ltd. | 19,000 | 103,099 |
Hiwin Technologies Corp. | 37,845 | 228,108 |
Hon Hai Precision Industry Company, Ltd. | 1,202,800 | 3,578,548 |
Hotai Motor Company, Ltd. | 24,820 | 461,429 |
Hua Nan Financial Holdings Company, Ltd. | 1,933,097 | 1,209,862 |
Innolux Corp. (A) | 1,495,381 | 560,163 |
Inventec Corp. | 551,000 | 682,910 |
Largan Precision Company, Ltd. | 13,000 | 829,659 |
Lite-On Technology Corp. | 430,000 | 1,325,728 |
Lotes Company, Ltd. | 4,000 | 101,495 |
MediaTek, Inc. | 156,000 | 4,049,699 |
Mega Financial Holding Company, Ltd. | 1,527,346 | 1,728,182 |
Micro-Star International Company, Ltd. | 134,000 | 681,671 |
momo.com, Inc. | 9,812 | 161,239 |
Nan Ya Plastics Corp. | 699,000 | 1,333,994 |
Nan Ya Printed Circuit Board Corp. | 35,000 | 254,663 |
SEE NOTES TO FINANCIAL STATEMENTS | SEMIANNUAL REPORT | JOHN HANCOCK MULTIFACTOR ETFS | 25 |
Shares or Principal Amount | Value | |
Taiwan (continued) | ||
Nanya Technology Corp. | 208,000 | $414,910 |
Nien Made Enterprise Company, Ltd. | 13,000 | 114,629 |
Novatek Microelectronics Corp. | 108,000 | 1,513,365 |
Oneness Biotech Company, Ltd. | 21,617 | 130,628 |
Pegatron Corp. | 401,000 | 932,184 |
PharmaEssentia Corp. (A) | 11,307 | 112,425 |
Phison Electronics Corp. | 11,000 | 157,870 |
Polaris Group (A) | 11,000 | 24,825 |
Pou Chen Corp. | 468,000 | 416,273 |
President Chain Store Corp. | 101,000 | 801,834 |
Quanta Computer, Inc. | 206,000 | 1,200,370 |
Realtek Semiconductor Corp. | 65,000 | 804,609 |
Ruentex Development Company, Ltd. (A) | 137,250 | 137,102 |
Shin Kong Financial Holding Company, Ltd. (A) | 2,888,140 | 773,792 |
Sino-American Silicon Products, Inc. | 96,000 | 483,922 |
SinoPac Financial Holdings Company, Ltd. | 2,399,890 | 1,320,735 |
Synnex Technology International Corp. | 127,000 | 268,996 |
TA Chen Stainless Pipe | 275,180 | 314,334 |
Taishin Financial Holding Company, Ltd. | 2,354,961 | 1,252,446 |
Taiwan Business Bank | 455,680 | 179,125 |
Taiwan Cement Corp. | 1,057,117 | 1,051,088 |
Taiwan Cooperative Financial Holding Company, Ltd. | 1,444,885 | 1,120,359 |
Taiwan High Speed Rail Corp. | 415,000 | 376,168 |
Taiwan Mobile Company, Ltd. | 230,000 | 679,328 |
Taiwan Semiconductor Manufacturing Company, Ltd. | 1,538,000 | 25,084,065 |
Tatung Company, Ltd. (A) | 112,000 | 123,620 |
Teco Electric & Machinery Company, Ltd. | 98,000 | 139,288 |
The Shanghai Commercial & Savings Bank, Ltd. | 605,265 | 800,551 |
Tripod Technology Corp. | 25,000 | 127,177 |
Unimicron Technology Corp. | 244,000 | 1,075,752 |
Uni-President Enterprises Corp. | 525,000 | 1,099,044 |
United Microelectronics Corp. | 1,656,000 | 2,358,785 |
Vanguard International Semiconductor Corp. | 161,000 | 347,961 |
Voltronic Power Technology Corp. | 8,000 | 319,408 |
Walsin Lihwa Corp. | 278,000 | 294,413 |
Wan Hai Lines, Ltd. | 164,950 | 234,953 |
Winbond Electronics Corp. | 345,000 | 265,385 |
Wistron Corp. | 245,000 | 675,289 |
Wiwynn Corp. | 19,000 | 890,396 |
Yageo Corp. | 60,469 | 980,629 |
Yang Ming Marine Transport Corp. | 344,000 | 446,505 |
Yuanta Financial Holding Company, Ltd. | 2,412,798 | 1,807,646 |
Zhen Ding Technology Holding, Ltd. | 105,000 | 315,631 |
Thailand - 2.1% | 12,842,025 | |
Advanced Info Service PCL, NVDR | 134,600 | 823,871 |
Airports of Thailand PCL, NVDR (A) | 300,100 | 557,326 |
Asset World Corp. PCL, NVDR | 875,700 | 84,299 |
B Grimm Power PCL, NVDR | 92,700 | 56,999 |
Bangkok Bank PCL, NVDR | 70,700 | 309,807 |
Shares or Principal Amount | Value | |
Thailand (continued) | ||
Bangkok Dusit Medical Services PCL, NVDR | 318,600 | $234,900 |
Bangkok Expressway & Metro PCL, NVDR | 891,800 | 196,014 |
Bank of Ayudhya PCL, NVDR | 187,700 | 148,834 |
Berli Jucker PCL, NVDR | 196,900 | 154,759 |
BTS Group Holdings PCL, NVDR | 1,006,200 | 208,561 |
Bumrungrad Hospital PCL, NVDR | 48,000 | 347,221 |
Carabao Group PCL, NVDR | 42,100 | 79,064 |
Central Pattana PCL, NVDR | 176,100 | 306,218 |
Central Retail Corp. PCL, NVDR | 426,000 | 435,571 |
Charoen Pokphand Foods PCL, NVDR | 628,600 | 327,045 |
CP ALL PCL, NVDR | 305,600 | 469,761 |
Delta Electronics Thailand PCL, NVDR | 366,600 | 805,770 |
Electricity Generating PCL, NVDR | 42,500 | 144,258 |
Energy Absolute PCL, NVDR | 260,700 | 304,637 |
Global Power Synergy PCL, NVDR | 106,086 | 115,110 |
Gulf Energy Development PCL, NVDR | 367,640 | 442,385 |
Home Product Center PCL, NVDR | 518,900 | 171,800 |
Indorama Ventures PCL, NVDR | 336,400 | 221,818 |
Intouch Holdings PCL, NVDR | 75,900 | 149,931 |
Kasikornbank PCL, NVDR | 76,600 | 280,250 |
Krung Thai Bank PCL, NVDR | 425,200 | 222,404 |
Krungthai Card PCL, NVDR | 135,500 | 164,934 |
Land & Houses PCL, NVDR | 541,900 | 113,830 |
Minor International PCL, NVDR | 404,429 | 315,059 |
Muangthai Capital PCL, NVDR | 97,000 | 98,505 |
Osotspa PCL, NVDR | 106,800 | 69,828 |
PTT Exploration & Production PCL, NVDR | 292,700 | 1,335,544 |
PTT Global Chemical PCL, NVDR | 242,500 | 232,768 |
PTT Oil & Retail Business PCL, NVDR | 282,600 | 143,885 |
PTT PCL, NVDR | 1,375,000 | 1,271,997 |
SCB X PCL, NVDR | 109,000 | 298,713 |
SCG Packaging PCL, NVDR | 110,900 | 111,077 |
Thai Beverage PCL | 1,066,800 | 420,475 |
Thai Oil PCL, NVDR | 169,561 | 221,725 |
The Siam Cement PCL, NVDR | 38,400 | 307,691 |
TMBThanachart Bank PCL, NVDR | 2,956,785 | 137,381 |
Turkey - 0.6% | 3,962,049 | |
Akbank TAS | 421,406 | 438,792 |
Arcelik AS | 6,055 | 29,063 |
Aselsan Elektronik Sanayi Ve Ticaret AS | 75,290 | 110,010 |
Astor Transformator Enerji Turizm Insaat Ve Petrol Sanayi Ticaret AS | 6,931 | 30,744 |
BIM Birlesik Magazalar AS | 32,180 | 309,371 |
Borusan Mannesmann Boru Sanayi ve Ticaret AS (A) | 989 | 32,264 |
Coca-Cola Icecek AS | 2,887 | 37,530 |
Enka Insaat ve Sanayi AS | 185,427 | 199,369 |
Eregli Demir ve Celik Fabrikalari TAS (A) | 142,266 | 190,374 |
Ford Otomotiv Sanayi AS | 8,522 | 236,840 |
Hektas Ticaret TAS (A) | 11,199 | 8,677 |
KOC Holding AS | 141,729 | 685,283 |
26 | JOHN HANCOCK MULTIFACTOR ETFS | SEMIANNUAL REPORT | SEE NOTES TO FINANCIAL STATEMENTS |
Shares or Principal Amount | Value | |
Turkey (continued) | ||
Koza Altin Isletmeleri AS | 37,544 | $29,141 |
Oyak Cimento Fabrikalari AS (A) | 14,931 | 37,654 |
Pegasus Hava Tasimaciligi AS (A) | 1,943 | 48,416 |
Tofas Turk Otomobil Fabrikasi AS | 4,753 | 40,436 |
Turk Hava Yollari AO (A) | 34,062 | 261,610 |
Turk Traktor ve Ziraat Makineleri AS | 1,253 | 32,099 |
Turkcell Iletisim Hizmetleri AS (A) | 150,545 | 255,407 |
Turkiye Is Bankasi AS, Class C | 398,300 | 295,352 |
Turkiye Petrol Rafinerileri AS | 76,804 | 385,204 |
Turkiye Sise ve Cam Fabrikalari AS | 62,940 | 105,312 |
Yapi ve Kredi Bankasi AS | 267,666 | 163,101 |
United Kingdom - 0.0% | 37,272 | |
Pepco Group NV (A) | 9,212 | 37,272 |
United States - 0.2% | 1,056,001 | |
BeiGene, Ltd., ADR (A) | 4,272 | 795,788 |
Parade Technologies, Ltd. | 8,000 | 260,213 |
PREFERRED SECURITIES - 1.9% | $11,629,275 | |
(Cost $13,404,151) | ||
Brazil - 1.8% | 11,077,597 | |
Banco Bradesco SA | 556,247 | 1,543,108 |
Centrais Eletricas Brasileiras SA, B Shares | 34,160 | 260,451 |
Cia Energetica de Minas Gerais | 195,559 | 455,257 |
Cia Paranaense de Energia, B Shares | 162,800 | 270,849 |
Gerdau SA | 239,780 | 1,035,100 |
Itau Unibanco Holding SA | 447,750 | 2,381,252 |
Petroleo Brasileiro SA | 732,100 | 5,043,259 |
Raizen SA | 122,700 | 88,321 |
Chile - 0.1% | 551,678 | |
Sociedad Quimica y Minera de Chile SA, B Shares | 11,440 | 551,678 |
RIGHTS - 0.0% | $1,249 | |
(Cost $0) | ||
Hanwha Ocean Company, Ltd. (Expiration Date: 11-9-23; Strike Price: KRW 16,730.00) (A) | 860 | 1,114 |
Localiza Rent a Car SA (Expiration Date: 11-13-23; Strike Price: BRL 47.13) (A) | 97 | 135 |
SHORT-TERM INVESTMENTS - 0.5% | $2,990,552 | |
(Cost $2,990,600) | ||
Short-term funds - 0.5% | 2,990,552 | |
John Hancock Collateral Trust, 5.5153% (E)(F) | 196,506 | 1,964,393 |
State Street Institutional U.S. Government Money Market Fund, Premier Class, 5.2868% (E) | 1,026,159 | 1,026,159 |
Total investments (Multifactor Emerging Markets ETF) (Cost $632,877,097) - 100.7% | $619,561,082 | |
Other assets and liabilities, net - (0.7%) | (4,225,154) | |
Total net assets - 100.0% | $615,335,928 |
The percentage shown for each investment category is the total value of the category as a percentage of the net assets of the fund. | |
Currency Abbreviations | |
BRL | Brazilian Real |
KRW | Korean Won |
Security Abbreviations and Legend | |
ADR | American Depositary Receipt |
GDR | Global Depositary Receipt |
NVDR | Non-Voting Depositary Receipt |
(A) | Non-income producing security. |
(B) | These securities are exempt from registration under Rule 144A of the Securities Act of 1933. Such securities may be resold, normally to qualified institutional buyers, in transactions exempt from registration. |
(C) | All or a portion of this security is on loan as of 10-31-23. |
(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) | The rate shown is the annualized seven-day yield as of 10-31-23. |
(F) | Investment is an affiliate of the fund, the advisor and/or subadvisor. This security represents the investment of cash collateral received for securities lending. |
Shares or Principal Amount | Value | |
COMMON STOCKS – 99.9% | $671,142,156 | |
(Cost $643,490,380) | ||
Communication services – 6.7% | 45,173,182 | |
Diversified telecommunication services – 0.6% | ||
AT&T, Inc. | 105,952 | 1,631,661 |
GCI Liberty, Inc. (A)(B) | 3,760 | 0 |
Verizon Communications, Inc. | 74,874 | 2,630,324 |
Entertainment – 1.0% | ||
Electronic Arts, Inc. | 8,354 | 1,034,142 |
Endeavor Group Holdings, Inc., Class A | 2,310 | 52,576 |
Live Nation Entertainment, Inc. (B) | 4,128 | 330,323 |
Netflix, Inc. (B) | 4,219 | 1,736,920 |
ROBLOX Corp., Class A (B) | 974 | 30,983 |
Roku, Inc. (B) | 2,190 | 130,458 |
Spotify Technology SA (B) | 1,482 | 244,174 |
Take-Two Interactive Software, Inc. (B) | 4,396 | 587,965 |
The Walt Disney Company (B) | 21,609 | 1,763,078 |
TKO Group Holdings, Inc. | 381 | 31,234 |
Warner Brothers Discovery, Inc. (B) | 60,367 | 600,048 |
Warner Music Group Corp., Class A | 3,269 | 102,320 |
Interactive media and services – 3.8% | ||
Alphabet, Inc., Class A (B) | 99,750 | 12,376,980 |
Alphabet, Inc., Class C (B) | 20,345 | 2,549,229 |
Match Group, Inc. (B) | 5,908 | 204,417 |
Meta Platforms, Inc., Class A (B) | 32,167 | 9,690,952 |
Pinterest, Inc., Class A (B) | 8,174 | 244,239 |
Snap, Inc., Class A (B) | 12,163 | 121,752 |
ZoomInfo Technologies, Inc. (B) | 3,082 | 39,943 |
Media – 1.1% | ||
Charter Communications, Inc., Class A (B) | 1,756 | 707,317 |
Comcast Corp., Class A | 77,549 | 3,201,998 |
SEE NOTES TO FINANCIAL STATEMENTS | SEMIANNUAL REPORT | JOHN HANCOCK MULTIFACTOR ETFS | 27 |
Shares or Principal Amount | Value | |
Communication services (continued) | ||
Media (continued) | ||
Fox Corp., Class A | 11,671 | $354,682 |
Fox Corp., Class B | 4,663 | 130,144 |
Liberty Broadband Corp., Series A (B) | 464 | 38,660 |
Liberty Broadband Corp., Series C (B) | 6,134 | 511,024 |
News Corp., Class A | 13,236 | 273,720 |
News Corp., Class B | 3,989 | 85,524 |
Omnicom Group, Inc. | 10,593 | 793,522 |
Paramount Global, Class A | 239 | 3,322 |
Paramount Global, Class B | 14,774 | 160,741 |
Sirius XM Holdings, Inc. (C) | 28,075 | 120,161 |
The Interpublic Group of Companies, Inc. | 20,732 | 588,789 |
The New York Times Company, Class A | 1,325 | 53,411 |
The Trade Desk, Inc., Class A (B) | 10,049 | 713,077 |
Wireless telecommunication services – 0.2% | ||
T-Mobile US, Inc. (B) | 9,060 | 1,303,372 |
Consumer discretionary – 10.1% | 67,790,430 | |
Automobile components – 0.3% | ||
Aptiv PLC (B) | 8,225 | 717,220 |
Autoliv, Inc. | 3,553 | 325,632 |
BorgWarner, Inc. | 9,360 | 345,384 |
Gentex Corp. | 9,207 | 264,057 |
Lear Corp. | 3,087 | 400,569 |
Automobiles – 0.8% | ||
Ford Motor Company | 70,301 | 685,435 |
General Motors Company | 25,075 | 707,115 |
Rivian Automotive, Inc., Class A (B) | 5,791 | 93,930 |
Tesla, Inc. (B) | 19,820 | 3,980,649 |
Broadline retail – 2.4% | ||
Amazon.com, Inc. (B) | 111,553 | 14,846,589 |
eBay, Inc. | 23,577 | 924,926 |
Etsy, Inc. (B) | 2,951 | 183,847 |
Distributors – 0.2% | ||
Genuine Parts Company | 6,951 | 895,706 |
LKQ Corp. | 10,172 | 446,754 |
Pool Corp. | 1,305 | 412,080 |
Diversified consumer services – 0.1% | ||
Service Corp. International | 8,065 | 438,897 |
Hotels, restaurants and leisure – 2.3% | ||
Airbnb, Inc., Class A (B) | 1,583 | 187,253 |
Aramark | 10,074 | 271,293 |
Booking Holdings, Inc. (B) | 484 | 1,350,147 |
Caesars Entertainment, Inc. (B) | 5,445 | 217,201 |
Carnival Corp. (B) | 22,678 | 259,890 |
Chipotle Mexican Grill, Inc. (B) | 611 | 1,186,684 |
Choice Hotels International, Inc. | 326 | 36,023 |
Churchill Downs, Inc. | 2,094 | 230,005 |
Darden Restaurants, Inc. | 5,904 | 859,209 |
Domino’s Pizza, Inc. | 1,181 | 400,347 |
Shares or Principal Amount | Value | |
Consumer discretionary (continued) | ||
Hotels, restaurants and leisure (continued) | ||
DoorDash, Inc., Class A (B) | 3,570 | $267,572 |
DraftKings, Inc., Class A (B) | 7,354 | 203,117 |
Expedia Group, Inc. (B) | 4,894 | 466,349 |
Hilton Worldwide Holdings, Inc. | 7,498 | 1,136,172 |
Hyatt Hotels Corp., Class A (C) | 1,573 | 161,138 |
Las Vegas Sands Corp. | 7,315 | 347,170 |
Light & Wonder, Inc. (B) | 1,437 | 105,059 |
Marriott International, Inc., Class A | 5,382 | 1,014,830 |
McDonald’s Corp. | 9,178 | 2,406,196 |
MGM Resorts International | 16,012 | 559,139 |
Norwegian Cruise Line Holdings, Ltd. (B)(C) | 4,127 | 56,127 |
Royal Caribbean Cruises, Ltd. (B) | 7,866 | 666,486 |
Starbucks Corp. | 15,115 | 1,394,208 |
Texas Roadhouse, Inc. | 1,391 | 141,242 |
Vail Resorts, Inc. | 1,681 | 356,792 |
Wynn Resorts, Ltd. | 2,947 | 258,688 |
Yum! Brands, Inc. | 7,500 | 906,450 |
Household durables – 0.8% | ||
D.R. Horton, Inc. | 14,469 | 1,510,564 |
Garmin, Ltd. | 5,450 | 558,789 |
Lennar Corp., A Shares | 9,878 | 1,053,785 |
Lennar Corp., B Shares | 345 | 34,020 |
Mohawk Industries, Inc. (B) | 2,472 | 198,699 |
NVR, Inc. (B) | 195 | 1,055,461 |
PulteGroup, Inc. | 10,648 | 783,586 |
Tempur Sealy International, Inc. | 2,183 | 87,167 |
TopBuild Corp. (B) | 383 | 87,615 |
Whirlpool Corp. | 2,922 | 305,524 |
Leisure products – 0.1% | ||
Hasbro, Inc. | 5,886 | 265,753 |
Mattel, Inc. (B) | 9,297 | 177,387 |
Polaris, Inc. | 918 | 79,334 |
Specialty retail – 2.4% | ||
AutoNation, Inc. (B) | 765 | 99,511 |
AutoZone, Inc. (B) | 364 | 901,675 |
Bath & Body Works, Inc. | 5,553 | 164,646 |
Best Buy Company, Inc. | 13,418 | 896,591 |
Burlington Stores, Inc. (B) | 2,185 | 264,451 |
CarMax, Inc. (B) | 7,229 | 441,620 |
Carvana Company (B) | 474 | 12,798 |
Chewy, Inc., Class A (B) | 1,233 | 23,834 |
Dick’s Sporting Goods, Inc. | 2,641 | 282,455 |
Five Below, Inc. (B) | 1,601 | 278,542 |
Floor & Decor Holdings, Inc., Class A (B)(C) | 3,102 | 255,605 |
Lithia Motors, Inc. | 1,016 | 246,085 |
Lowe’s Companies, Inc. | 7,752 | 1,477,299 |
O’Reilly Automotive, Inc. (B) | 1,223 | 1,137,928 |
Penske Automotive Group, Inc. | 520 | 74,402 |
RH (B) | 474 | 103,313 |
28 | JOHN HANCOCK MULTIFACTOR ETFS | SEMIANNUAL REPORT | SEE NOTES TO FINANCIAL STATEMENTS |
Shares or Principal Amount | Value | |
Consumer discretionary (continued) | ||
Specialty retail (continued) | ||
Ross Stores, Inc. | 13,150 | $1,525,006 |
The Home Depot, Inc. | 11,839 | 3,370,445 |
The TJX Companies, Inc. | 18,821 | 1,657,565 |
Tractor Supply Company | 6,302 | 1,213,513 |
Ulta Beauty, Inc. (B) | 2,522 | 961,664 |
Wayfair, Inc., Class A (B) | 428 | 18,237 |
Williams-Sonoma, Inc. (C) | 3,485 | 523,586 |
Textiles, apparel and luxury goods – 0.7% | ||
Deckers Outdoor Corp. (B) | 1,103 | 658,557 |
Lululemon Athletica, Inc. (B) | 3,494 | 1,374,819 |
NIKE, Inc., Class B | 17,932 | 1,842,872 |
Ralph Lauren Corp. | 1,195 | 134,473 |
Skechers USA, Inc., Class A (B) | 1,811 | 87,326 |
Tapestry, Inc. | 10,755 | 296,408 |
VF Corp. | 10,451 | 153,943 |
Consumer staples – 6.4% | 43,229,413 | |
Beverages – 1.3% | ||
Brown-Forman Corp., Class A | 1,889 | 108,466 |
Brown-Forman Corp., Class B | 7,794 | 437,711 |
Celsius Holdings, Inc. (B) | 554 | 84,258 |
Constellation Brands, Inc., Class A | 4,144 | 970,318 |
Keurig Dr. Pepper, Inc. | 12,310 | 373,362 |
Molson Coors Beverage Company, Class B | 6,878 | 397,342 |
Monster Beverage Corp. (B) | 14,902 | 761,492 |
PepsiCo, Inc. | 18,688 | 3,051,377 |
The Coca-Cola Company | 49,291 | 2,784,449 |
Consumer staples distribution and retail – 2.1% | ||
Albertsons Companies, Inc., Class A | 8,075 | 175,228 |
BJ’s Wholesale Club Holdings, Inc. (B) | 2,777 | 189,169 |
Casey’s General Stores, Inc. | 857 | 233,027 |
Costco Wholesale Corp. | 5,634 | 3,112,447 |
Dollar General Corp. | 6,313 | 751,500 |
Dollar Tree, Inc. (B) | 9,248 | 1,027,360 |
Performance Food Group Company (B) | 3,893 | 224,860 |
Sysco Corp. | 14,072 | 935,647 |
Target Corp. | 9,994 | 1,107,235 |
The Kroger Company | 40,571 | 1,840,706 |
U.S. Foods Holding Corp. (B) | 8,265 | 321,839 |
Walgreens Boots Alliance, Inc. | 19,029 | 401,131 |
Walmart, Inc. | 24,248 | 3,962,366 |
Food products – 1.4% | ||
Archer-Daniels-Midland Company | 13,852 | 991,388 |
Bunge, Ltd. | 6,055 | 641,709 |
Campbell Soup Company | 8,685 | 350,961 |
Conagra Brands, Inc. | 17,895 | 489,607 |
Darling Ingredients, Inc. (B) | 4,675 | 207,056 |
General Mills, Inc. | 16,417 | 1,071,045 |
Hormel Foods Corp. | 9,424 | 306,751 |
Shares or Principal Amount | Value | |
Consumer staples (continued) | ||
Food products (continued) | ||
Kellanova | 10,347 | $522,213 |
Lamb Weston Holdings, Inc. | 5,188 | 465,882 |
McCormick & Company, Inc. | 9,629 | 615,293 |
Mondelez International, Inc., Class A | 22,243 | 1,472,709 |
The Hershey Company | 3,396 | 636,241 |
The J.M. Smucker Company | 3,865 | 439,992 |
The Kraft Heinz Company | 16,851 | 530,132 |
Tyson Foods, Inc., Class A | 10,239 | 474,578 |
WK Kellogg Company (B) | 2,586 | 25,912 |
Household products – 1.2% | ||
Church & Dwight Company, Inc. | 8,558 | 778,265 |
Colgate-Palmolive Company | 13,133 | 986,551 |
Kimberly-Clark Corp. | 5,840 | 698,698 |
The Clorox Company | 5,154 | 606,626 |
The Procter & Gamble Company | 32,122 | 4,819,264 |
Personal care products – 0.1% | ||
Coty, Inc., Class A (B) | 4,868 | 45,613 |
e.l.f. Beauty, Inc. (B) | 318 | 29,456 |
The Estee Lauder Companies, Inc., Class A | 2,877 | 370,759 |
Tobacco – 0.3% | ||
Altria Group, Inc. | 24,133 | 969,423 |
Philip Morris International, Inc. | 16,061 | 1,431,999 |
Energy – 5.1% | 34,580,385 | |
Energy equipment and services – 0.4% | ||
Baker Hughes Company | 23,495 | 808,698 |
ChampionX Corp. | 1,222 | 37,638 |
Halliburton Company | 23,766 | 934,954 |
Noble Corp. PLC | 924 | 43,142 |
NOV, Inc. | 7,604 | 151,776 |
Schlumberger, Ltd. | 16,407 | 913,214 |
TechnipFMC PLC | 4,169 | 89,717 |
Oil, gas and consumable fuels – 4.7% | ||
Antero Resources Corp. (B) | 2,635 | 77,574 |
APA Corp. | 6,750 | 268,110 |
Cheniere Energy, Inc. | 5,968 | 993,195 |
Chesapeake Energy Corp. (C) | 3,048 | 262,372 |
Chevron Corp. | 23,502 | 3,424,946 |
Civitas Resources, Inc. | 1,488 | 112,240 |
ConocoPhillips | 21,119 | 2,508,937 |
Coterra Energy, Inc. | 25,645 | 705,238 |
Devon Energy Corp. | 12,917 | 601,545 |
Diamondback Energy, Inc. | 7,559 | 1,211,859 |
EOG Resources, Inc. | 14,465 | 1,826,206 |
EQT Corp. | 8,656 | 366,841 |
Exxon Mobil Corp. | 55,006 | 5,822,385 |
Hess Corp. | 6,421 | 927,192 |
HF Sinclair Corp. | 3,176 | 175,887 |
Kinder Morgan, Inc. | 58,173 | 942,403 |
SEE NOTES TO FINANCIAL STATEMENTS | SEMIANNUAL REPORT | JOHN HANCOCK MULTIFACTOR ETFS | 29 |
Shares or Principal Amount | Value | |
Energy (continued) | ||
Oil, gas and consumable fuels (continued) | ||
Marathon Oil Corp. | 27,537 | $752,035 |
Marathon Petroleum Corp. | 14,345 | 2,169,681 |
Matador Resources Company | 2,416 | 149,043 |
Murphy Oil Corp. | 2,351 | 105,489 |
New Fortress Energy, Inc. (C) | 716 | 21,695 |
Occidental Petroleum Corp. | 18,597 | 1,149,481 |
ONEOK, Inc. | 13,909 | 906,867 |
Ovintiv, Inc. | 6,098 | 292,704 |
Permian Resources Corp. | 1,416 | 20,631 |
Phillips 66 | 10,256 | 1,169,902 |
Pioneer Natural Resources Company | 4,256 | 1,017,184 |
Range Resources Corp. | 2,757 | 98,811 |
Southwestern Energy Company (B) | 19,783 | 141,053 |
Targa Resources Corp. | 5,704 | 476,911 |
Texas Pacific Land Corp. | 164 | 302,736 |
The Williams Companies, Inc. | 21,694 | 746,274 |
Valero Energy Corp. | 14,597 | 1,853,819 |
Financials – 14.1% | 94,590,458 | |
Banks – 2.9% | ||
Bank of America Corp. | 94,170 | 2,480,438 |
Citigroup, Inc. | 33,894 | 1,338,474 |
Citizens Financial Group, Inc. | 18,414 | 431,440 |
Comerica, Inc. | 6,361 | 250,623 |
East West Bancorp, Inc. | 5,517 | 295,822 |
Fifth Third Bancorp | 32,472 | 769,911 |
First Citizens BancShares, Inc., Class A | 363 | 501,209 |
First Horizon Corp. | 14,331 | 154,058 |
Huntington Bancshares, Inc. | 50,099 | 483,455 |
JPMorgan Chase & Co. | 41,829 | 5,816,741 |
KeyCorp | 42,444 | 433,778 |
M&T Bank Corp. | 5,762 | 649,666 |
New York Community Bancorp, Inc. | 11,387 | 107,949 |
Regions Financial Corp. | 49,569 | 720,238 |
The PNC Financial Services Group, Inc. | 7,974 | 912,784 |
Truist Financial Corp. | 27,200 | 771,392 |
U.S. Bancorp | 25,290 | 806,245 |
Webster Financial Corp. | 3,469 | 131,718 |
Wells Fargo & Company | 62,802 | 2,497,636 |
Capital markets – 3.3% | ||
Ameriprise Financial, Inc. | 5,312 | 1,670,996 |
Ares Management Corp., Class A | 3,910 | 385,487 |
BlackRock, Inc. | 1,543 | 944,748 |
Cboe Global Markets, Inc. | 1,144 | 187,490 |
CME Group, Inc. | 4,412 | 941,786 |
Coinbase Global, Inc., Class A (B) | 1,009 | 77,814 |
FactSet Research Systems, Inc. | 1,367 | 590,394 |
Franklin Resources, Inc. | 11,655 | 265,617 |
Houlihan Lokey, Inc. | 534 | 53,678 |
Interactive Brokers Group, Inc., Class A | 1,064 | 85,194 |
Shares or Principal Amount | Value | |
Financials (continued) | ||
Capital markets (continued) | ||
Intercontinental Exchange, Inc. | 9,624 | $1,034,003 |
Invesco, Ltd. | 11,312 | 146,717 |
Jefferies Financial Group, Inc. | 4,537 | 146,001 |
KKR & Company, Inc. | 9,382 | 519,763 |
LPL Financial Holdings, Inc. | 2,902 | 651,557 |
MarketAxess Holdings, Inc. | 1,268 | 271,035 |
Moody’s Corp. | 3,475 | 1,070,300 |
Morgan Stanley | 24,071 | 1,704,708 |
Morningstar, Inc. | 802 | 203,098 |
MSCI, Inc. | 1,552 | 731,846 |
Nasdaq, Inc. | 12,787 | 634,235 |
Northern Trust Corp. | 8,409 | 554,237 |
Raymond James Financial, Inc. | 7,862 | 750,349 |
Robinhood Markets, Inc., Class A (B) | 10,277 | 93,932 |
S&P Global, Inc. | 4,341 | 1,516,355 |
SEI Investments Company | 5,870 | 314,984 |
State Street Corp. | 12,679 | 819,444 |
Stifel Financial Corp. | 1,305 | 74,385 |
T. Rowe Price Group, Inc. | 7,253 | 656,397 |
The Bank of New York Mellon Corp. | 27,790 | 1,181,075 |
The Blackstone Group, Inc. | 7,370 | 680,620 |
The Carlyle Group, Inc. | 3,546 | 97,657 |
The Charles Schwab Corp. | 20,679 | 1,076,135 |
The Goldman Sachs Group, Inc. | 5,504 | 1,671,069 |
Tradeweb Markets, Inc., Class A | 2,173 | 195,592 |
Consumer finance – 0.8% | ||
Ally Financial, Inc. | 22,277 | 538,881 |
American Express Company | 9,926 | 1,449,494 |
Capital One Financial Corp. | 14,428 | 1,461,412 |
Discover Financial Services | 13,175 | 1,081,404 |
Synchrony Financial | 24,222 | 679,427 |
Financial services – 3.3% | ||
Apollo Global Management, Inc. | 9,388 | 727,007 |
Berkshire Hathaway, Inc., Class B (B) | 20,658 | 7,051,195 |
Block, Inc. (B) | 6,429 | 258,767 |
Corebridge Financial, Inc. | 2,469 | 49,380 |
Equitable Holdings, Inc. | 16,067 | 426,900 |
Fidelity National Information Services, Inc. | 8,776 | 430,989 |
Fiserv, Inc. (B) | 9,475 | 1,077,781 |
FleetCor Technologies, Inc. (B) | 3,088 | 695,325 |
Global Payments, Inc. | 7,390 | 784,966 |
Jack Henry & Associates, Inc. | 2,843 | 400,835 |
Mastercard, Inc., Class A | 11,401 | 4,290,766 |
PayPal Holdings, Inc. (B) | 12,755 | 660,709 |
Rocket Companies, Inc., Class A (B)(C) | 2,557 | 18,896 |
Toast, Inc., Class A (B) | 2,827 | 45,204 |
Visa, Inc., Class A | 21,517 | 5,058,647 |
Voya Financial, Inc. | 1,236 | 82,528 |
WEX, Inc. (B) | 1,388 | 231,074 |
30 | JOHN HANCOCK MULTIFACTOR ETFS | SEMIANNUAL REPORT | SEE NOTES TO FINANCIAL STATEMENTS |
Shares or Principal Amount | Value | |
Financials (continued) | ||
Insurance – 3.8% | ||
Aflac, Inc. | 15,493 | $1,210,158 |
American Financial Group, Inc. | 3,021 | 330,377 |
American International Group, Inc. | 28,784 | 1,764,747 |
Aon PLC, Class A | 4,006 | 1,239,456 |
Arch Capital Group, Ltd. (B) | 13,597 | 1,178,588 |
Arthur J. Gallagher & Company | 5,939 | 1,398,575 |
Assurant, Inc. | 1,628 | 242,409 |
Brown & Brown, Inc. | 8,540 | 592,847 |
Chubb, Ltd. | 5,933 | 1,273,340 |
Cincinnati Financial Corp. | 5,671 | 565,229 |
CNA Financial Corp. | 1,428 | 57,691 |
Erie Indemnity Company, Class A | 823 | 227,304 |
Everest Group, Ltd. | 1,573 | 622,310 |
Fidelity National Financial, Inc. | 12,324 | 481,745 |
Globe Life, Inc. | 4,397 | 511,635 |
Kinsale Capital Group, Inc. | 287 | 95,832 |
Loews Corp. | 10,862 | 695,277 |
Markel Group, Inc. (B) | 439 | 645,558 |
Marsh & McLennan Companies, Inc. | 7,714 | 1,462,960 |
MetLife, Inc. | 12,434 | 746,164 |
Old Republic International Corp. | 7,577 | 207,458 |
Primerica, Inc. | 611 | 116,799 |
Principal Financial Group, Inc. | 12,561 | 850,128 |
Prudential Financial, Inc. | 14,119 | 1,291,041 |
Reinsurance Group of America, Inc. | 2,749 | 410,893 |
RenaissanceRe Holdings, Ltd. | 587 | 128,899 |
The Allstate Corp. | 10,454 | 1,339,471 |
The Hartford Financial Services Group, Inc. | 18,485 | 1,357,723 |
The Progressive Corp. | 7,256 | 1,147,101 |
The Travelers Companies, Inc. | 8,958 | 1,499,928 |
Unum Group | 4,517 | 220,881 |
W.R. Berkley Corp. | 8,995 | 606,443 |
Willis Towers Watson PLC | 4,314 | 1,017,629 |
Health care – 12.6% | 84,475,689 | |
Biotechnology – 2.1% | ||
AbbVie, Inc. | 21,160 | 2,987,369 |
Alnylam Pharmaceuticals, Inc. (B) | 2,288 | 347,318 |
Amgen, Inc. | 8,932 | 2,283,912 |
Biogen, Inc. (B) | 4,832 | 1,147,793 |
BioMarin Pharmaceutical, Inc. (B) | 5,488 | 446,998 |
Exact Sciences Corp. (B) | 3,546 | 218,398 |
Exelixis, Inc. (B) | 3,128 | 64,406 |
Gilead Sciences, Inc. | 24,359 | 1,913,156 |
Incyte Corp. (B) | 4,653 | 250,936 |
Karuna Therapeutics, Inc. (B) | 286 | 47,650 |
Moderna, Inc. (B) | 5,381 | 408,741 |
Neurocrine Biosciences, Inc. (B) | 2,065 | 229,091 |
Regeneron Pharmaceuticals, Inc. (B) | 1,894 | 1,477,112 |
Sarepta Therapeutics, Inc. (B) | 1,031 | 69,397 |
Shares or Principal Amount | Value | |
Health care (continued) | ||
Biotechnology (continued) | ||
Seagen, Inc. (B) | 2,907 | $618,639 |
United Therapeutics Corp. (B) | 1,159 | 258,295 |
Vertex Pharmaceuticals, Inc. (B) | 4,096 | 1,483,203 |
Health care equipment and supplies – 2.4% | ||
Abbott Laboratories | 23,862 | 2,256,152 |
ABIOMED, Inc. (A)(B) | 1,170 | 18,158 |
Align Technology, Inc. (B) | 1,206 | 222,616 |
Baxter International, Inc. | 12,350 | 400,511 |
Becton, Dickinson and Company | 5,179 | 1,309,148 |
Boston Scientific Corp. (B) | 22,315 | 1,142,305 |
Dentsply Sirona, Inc. | 7,937 | 241,364 |
DexCom, Inc. (B) | 7,738 | 687,367 |
Edwards Lifesciences Corp. (B) | 10,827 | 689,896 |
GE HealthCare Technologies, Inc. | 9,879 | 657,645 |
Hologic, Inc. (B) | 11,241 | 743,817 |
IDEXX Laboratories, Inc. (B) | 2,433 | 971,911 |
Inspire Medical Systems, Inc. (B) | 120 | 17,659 |
Insulet Corp. (B) | 1,326 | 175,788 |
Intuitive Surgical, Inc. (B) | 3,949 | 1,035,507 |
Medtronic PLC | 16,381 | 1,155,843 |
Penumbra, Inc. (B) | 304 | 58,110 |
ResMed, Inc. | 5,109 | 721,493 |
Shockwave Medical, Inc. (B) | 297 | 61,259 |
STERIS PLC | 3,081 | 646,948 |
Stryker Corp. | 4,416 | 1,193,292 |
Teleflex, Inc. | 1,481 | 273,615 |
The Cooper Companies, Inc. | 1,701 | 530,287 |
Zimmer Biomet Holdings, Inc. | 7,107 | 742,042 |
Health care providers and services – 3.3% | ||
Acadia Healthcare Company, Inc. (B) | 779 | 57,264 |
agilon health, Inc. (B)(C) | 2,471 | 44,478 |
Cardinal Health, Inc. | 10,121 | 921,011 |
Cencora, Inc. | 5,801 | 1,074,055 |
Centene Corp. (B) | 15,299 | 1,055,325 |
Chemed Corp. | 301 | 169,358 |
CVS Health Corp. | 21,745 | 1,500,622 |
DaVita, Inc. (B) | 2,678 | 206,822 |
Elevance Health, Inc. | 4,305 | 1,937,637 |
Encompass Health Corp. | 1,371 | 85,770 |
HCA Healthcare, Inc. | 4,105 | 928,305 |
Henry Schein, Inc. (B) | 6,699 | 435,301 |
Humana, Inc. | 3,317 | 1,737,080 |
Laboratory Corp. of America Holdings | 4,598 | 918,359 |
McKesson Corp. | 2,704 | 1,231,293 |
Molina Healthcare, Inc. (B) | 2,448 | 815,062 |
Quest Diagnostics, Inc. | 6,962 | 905,756 |
R1 RCM, Inc. (B) | 1,780 | 20,986 |
Tenet Healthcare Corp. (B) | 1,050 | 56,385 |
The Cigna Corp. | 5,218 | 1,613,406 |
SEE NOTES TO FINANCIAL STATEMENTS | SEMIANNUAL REPORT | JOHN HANCOCK MULTIFACTOR ETFS | 31 |
Shares or Principal Amount | Value | |
Health care (continued) | ||
Health care providers and services (continued) | ||
UnitedHealth Group, Inc. | 11,496 | $6,156,798 |
Universal Health Services, Inc., Class B | 3,714 | 467,555 |
Health care technology – 0.1% | ||
Veeva Systems, Inc., Class A (B) | 2,505 | 482,739 |
Life sciences tools and services – 1.5% | ||
Agilent Technologies, Inc. | 8,380 | 866,241 |
Avantor, Inc. (B) | 18,321 | 319,335 |
Bio-Rad Laboratories, Inc., Class A (B) | 747 | 205,634 |
Bio-Techne Corp. | 3,978 | 217,318 |
Bruker Corp. | 3,450 | 196,650 |
Charles River Laboratories International, Inc. (B) | 1,704 | 286,885 |
Danaher Corp. | 8,425 | 1,617,769 |
Illumina, Inc. (B) | 2,485 | 271,909 |
IQVIA Holdings, Inc. (B) | 6,037 | 1,091,671 |
Medpace Holdings, Inc. (B) | 249 | 60,425 |
Mettler-Toledo International, Inc. (B) | 875 | 862,050 |
Repligen Corp. (B) | 1,057 | 142,230 |
Revvity, Inc. | 4,546 | 376,636 |
Thermo Fisher Scientific, Inc. | 5,419 | 2,410,209 |
Waters Corp. (B) | 2,405 | 573,665 |
West Pharmaceutical Services, Inc. | 2,305 | 733,658 |
Pharmaceuticals – 3.2% | ||
Bristol-Myers Squibb Company | 34,093 | 1,756,812 |
Catalent, Inc. (B) | 5,221 | 179,550 |
Eli Lilly & Company | 10,946 | 6,063,318 |
Jazz Pharmaceuticals PLC (B) | 2,151 | 273,220 |
Johnson & Johnson | 34,069 | 5,053,795 |
Merck & Company, Inc. | 34,103 | 3,502,378 |
Pfizer, Inc. | 88,584 | 2,707,127 |
Royalty Pharma PLC, Class A | 7,459 | 200,423 |
Viatris, Inc. | 35,677 | 317,525 |
Zoetis, Inc. | 7,406 | 1,162,742 |
Industrials – 11.8% | 79,340,592 | |
Aerospace and defense – 1.6% | ||
Axon Enterprise, Inc. (B) | 1,025 | 209,602 |
Curtiss-Wright Corp. | 393 | 78,132 |
General Dynamics Corp. | 4,470 | 1,078,656 |
HEICO Corp. | 1,084 | 171,716 |
HEICO Corp., Class A | 1,861 | 236,589 |
Howmet Aerospace, Inc. | 14,630 | 645,183 |
Huntington Ingalls Industries, Inc. | 1,725 | 379,190 |
L3Harris Technologies, Inc. | 4,329 | 776,666 |
Lockheed Martin Corp. | 3,518 | 1,599,424 |
Northrop Grumman Corp. | 2,288 | 1,078,632 |
RTX Corp. | 24,017 | 1,954,744 |
Textron, Inc. | 10,250 | 779,000 |
The Boeing Company (B) | 6,174 | 1,153,427 |
TransDigm Group, Inc. (B) | 1,094 | 905,930 |
Shares or Principal Amount | Value | |
Industrials (continued) | ||
Aerospace and defense (continued) | ||
Woodward, Inc. | 519 | $64,719 |
Air freight and logistics – 0.6% | ||
C.H. Robinson Worldwide, Inc. | 5,760 | 471,341 |
Expeditors International of Washington, Inc. | 7,169 | 783,213 |
FedEx Corp. | 5,131 | 1,231,953 |
GXO Logistics, Inc. (B) | 1,159 | 58,541 |
United Parcel Service, Inc., Class B | 9,179 | 1,296,534 |
Building products – 1.1% | ||
A.O. Smith Corp. | 4,719 | 329,197 |
Advanced Drainage Systems, Inc. | 1,774 | 189,516 |
Allegion PLC | 4,688 | 461,112 |
Builders FirstSource, Inc. (B) | 6,414 | 696,047 |
Carlisle Companies, Inc. | 2,464 | 626,078 |
Carrier Global Corp. | 23,675 | 1,128,351 |
Fortune Brands Innovations, Inc. | 5,845 | 326,151 |
Johnson Controls International PLC | 19,858 | 973,439 |
Lennox International, Inc. | 1,256 | 465,398 |
Masco Corp. | 9,072 | 472,560 |
Owens Corning | 5,023 | 569,458 |
Trane Technologies PLC | 5,501 | 1,046,895 |
Trex Company, Inc. (B) | 797 | 44,799 |
Commercial services and supplies – 0.8% | ||
Cintas Corp. | 1,969 | 998,519 |
Clean Harbors, Inc. (B) | 859 | 132,003 |
Copart, Inc. (B) | 18,033 | 784,796 |
MSA Safety, Inc. | 267 | 42,154 |
Republic Services, Inc. | 6,009 | 892,276 |
Rollins, Inc. | 8,534 | 320,964 |
Tetra Tech, Inc. | 1,124 | 169,623 |
Veralto Corp. (B) | 2,821 | 194,649 |
Vestis Corp. (B) | 5,017 | 76,710 |
Waste Management, Inc. | 10,613 | 1,744,034 |
Construction and engineering – 0.2% | ||
AECOM | 4,380 | 335,289 |
EMCOR Group, Inc. | 766 | 158,294 |
MasTec, Inc. (B) | 802 | 47,671 |
Quanta Services, Inc. | 4,462 | 745,689 |
WillScot Mobile Mini Holdings Corp. (B) | 5,257 | 207,178 |
Electrical equipment – 0.9% | ||
AMETEK, Inc. | 8,485 | 1,194,433 |
Eaton Corp. PLC | 6,462 | 1,343,514 |
Emerson Electric Company | 12,746 | 1,134,012 |
Generac Holdings, Inc. (B) | 1,350 | 113,495 |
Hubbell, Inc. | 2,054 | 554,785 |
nVent Electric PLC | 2,048 | 98,570 |
Regal Rexnord Corp. | 1,477 | 174,892 |
Rockwell Automation, Inc. | 4,644 | 1,220,490 |
Vertiv Holdings Company | 4,527 | 177,775 |
32 | JOHN HANCOCK MULTIFACTOR ETFS | SEMIANNUAL REPORT | SEE NOTES TO FINANCIAL STATEMENTS |
Shares or Principal Amount | Value | |
Industrials (continued) | ||
Ground transportation – 1.2% | ||
Avis Budget Group, Inc. (B) | 475 | $77,330 |
CSX Corp. | 46,913 | 1,400,353 |
J.B. Hunt Transport Services, Inc. | 4,539 | 780,118 |
Knight-Swift Transportation Holdings, Inc. | 5,213 | 254,864 |
Norfolk Southern Corp. | 6,265 | 1,195,299 |
Old Dominion Freight Line, Inc. | 2,302 | 867,071 |
Saia, Inc. (B) | 399 | 143,038 |
Uber Technologies, Inc. (B) | 16,388 | 709,273 |
U-Haul Holding Company (B)(C) | 361 | 17,732 |
U-Haul Holding Company, Series N | 3,375 | 159,334 |
Union Pacific Corp. | 10,112 | 2,099,352 |
XPO, Inc. (B) | 1,197 | 90,745 |
Industrial conglomerates – 0.6% | ||
3M Company | 9,892 | 899,677 |
General Electric Company | 12,233 | 1,328,871 |
Honeywell International, Inc. | 10,020 | 1,836,265 |
Machinery – 2.6% | ||
AGCO Corp. | 2,033 | 233,104 |
Caterpillar, Inc. | 9,221 | 2,084,407 |
Cummins, Inc. | 5,859 | 1,267,302 |
Deere & Company | 5,056 | 1,847,260 |
Donaldson Company, Inc. | 1,812 | 104,480 |
Dover Corp. | 6,693 | 869,755 |
Fortive Corp. | 11,531 | 752,744 |
Graco, Inc. | 5,343 | 397,252 |
IDEX Corp. | 2,703 | 517,381 |
Illinois Tool Works, Inc. | 6,488 | 1,454,091 |
Ingersoll Rand, Inc. | 12,569 | 762,687 |
ITT, Inc. | 1,240 | 115,754 |
Lincoln Electric Holdings, Inc. | 2,167 | 378,792 |
Nordson Corp. | 1,655 | 351,836 |
Otis Worldwide Corp. | 10,771 | 831,629 |
PACCAR, Inc. | 17,938 | 1,480,423 |
Parker-Hannifin Corp. | 3,105 | 1,145,466 |
Pentair PLC | 6,202 | 360,460 |
Snap-on, Inc. | 2,243 | 578,559 |
Stanley Black & Decker, Inc. | 6,327 | 538,111 |
The Middleby Corp. (B) | 1,694 | 191,202 |
The Toro Company | 3,703 | 299,351 |
Wabtec Corp. | 5,812 | 616,188 |
Xylem, Inc. | 6,632 | 620,357 |
Passenger airlines – 0.1% | ||
American Airlines Group, Inc. (B)(C) | 5,581 | 62,228 |
Delta Air Lines, Inc. | 6,356 | 198,625 |
Southwest Airlines Company | 6,708 | 149,119 |
United Airlines Holdings, Inc. (B) | 4,016 | 140,600 |
Professional services – 1.3% | ||
Automatic Data Processing, Inc. | 6,423 | 1,401,627 |
Booz Allen Hamilton Holding Corp. | 5,396 | 647,142 |
Shares or Principal Amount | Value | |
Industrials (continued) | ||
Professional services (continued) | ||
Broadridge Financial Solutions, Inc. | 4,244 | $724,196 |
CACI International, Inc., Class A (B) | 345 | 112,042 |
Ceridian HCM Holding, Inc. (B) | 4,047 | 259,048 |
Equifax, Inc. | 4,446 | 753,908 |
Genpact, Ltd. | 6,498 | 217,943 |
Jacobs Solutions, Inc. | 1,792 | 238,874 |
KBR, Inc. | 2,402 | 139,676 |
Leidos Holdings, Inc. | 5,447 | 539,907 |
Paychex, Inc. | 7,471 | 829,655 |
Paycom Software, Inc. | 1,436 | 351,777 |
Paylocity Holding Corp. (B) | 920 | 165,048 |
Robert Half, Inc. | 4,902 | 366,523 |
SS&C Technologies Holdings, Inc. | 8,261 | 415,115 |
TransUnion | 6,420 | 281,710 |
Verisk Analytics, Inc. | 5,370 | 1,220,923 |
Trading companies and distributors – 0.8% | ||
Core & Main, Inc., Class A (B) | 1,035 | 31,133 |
Fastenal Company | 20,600 | 1,201,804 |
Ferguson PLC | 2,602 | 390,820 |
SiteOne Landscape Supply, Inc. (B) | 430 | 59,241 |
United Rentals, Inc. | 4,060 | 1,649,456 |
W.W. Grainger, Inc. | 2,067 | 1,508,559 |
Watsco, Inc. | 1,032 | 360,054 |
WESCO International, Inc. | 951 | 121,918 |
Information technology – 22.3% | 149,693,824 | |
Communications equipment – 1.0% | ||
Arista Networks, Inc. (B) | 6,587 | 1,319,837 |
Cisco Systems, Inc. | 63,908 | 3,331,524 |
F5, Inc. (B) | 2,403 | 364,271 |
Juniper Networks, Inc. | 14,769 | 397,581 |
Motorola Solutions, Inc. | 3,366 | 937,296 |
Ubiquiti, Inc. | 190 | 23,076 |
Electronic equipment, instruments and components – 1.3% | ||
Amphenol Corp., Class A | 17,887 | 1,440,798 |
Arrow Electronics, Inc. (B) | 4,016 | 455,455 |
CDW Corp. | 5,048 | 1,011,619 |
Cognex Corp. | 4,877 | 175,523 |
Corning, Inc. | 32,841 | 878,825 |
Flex, Ltd. (B) | 23,071 | 593,386 |
Jabil, Inc. | 5,391 | 662,015 |
Keysight Technologies, Inc. (B) | 7,158 | 873,634 |
TD SYNNEX Corp. | 863 | 79,120 |
TE Connectivity, Ltd. | 10,148 | 1,195,942 |
Teledyne Technologies, Inc. (B) | 1,460 | 546,901 |
Trimble, Inc. (B) | 8,633 | 406,873 |
Zebra Technologies Corp., Class A (B) | 1,893 | 396,451 |
IT services – 1.7% | ||
Accenture PLC, Class A | 9,111 | 2,706,787 |
SEE NOTES TO FINANCIAL STATEMENTS | SEMIANNUAL REPORT | JOHN HANCOCK MULTIFACTOR ETFS | 33 |
Shares or Principal Amount | Value | |
Information technology (continued) | ||
IT services (continued) | ||
Akamai Technologies, Inc. (B) | 6,622 | $684,251 |
Amdocs, Ltd. | 6,200 | 496,992 |
Cloudflare, Inc., Class A (B) | 4,486 | 254,311 |
Cognizant Technology Solutions Corp., Class A | 17,302 | 1,115,460 |
EPAM Systems, Inc. (B) | 1,537 | 334,405 |
Gartner, Inc. (B) | 3,099 | 1,028,992 |
Globant SA (B) | 877 | 149,344 |
GoDaddy, Inc., Class A (B) | 4,261 | 312,033 |
IBM Corp. | 16,069 | 2,324,220 |
MongoDB, Inc. (B) | 1,182 | 407,305 |
Okta, Inc. (B) | 2,980 | 200,882 |
Snowflake, Inc., Class A (B) | 2,173 | 315,367 |
Twilio, Inc., Class A (B) | 3,490 | 178,897 |
VeriSign, Inc. (B) | 3,254 | 649,694 |
Semiconductors and semiconductor equipment – 5.6% | ||
Advanced Micro Devices, Inc. (B) | 20,724 | 2,041,314 |
Allegro MicroSystems, Inc. (B) | 1,027 | 26,661 |
Analog Devices, Inc. | 8,695 | 1,367,984 |
Applied Materials, Inc. | 16,423 | 2,173,584 |
Broadcom, Inc. | 5,950 | 5,006,152 |
Enphase Energy, Inc. (B) | 3,091 | 245,982 |
Entegris, Inc. | 4,754 | 418,542 |
First Solar, Inc. (B) | 3,063 | 436,324 |
GLOBALFOUNDRIES, Inc. (B)(C) | 1,672 | 82,965 |
Intel Corp. | 67,314 | 2,456,961 |
KLA Corp. | 3,874 | 1,819,618 |
Lam Research Corp. | 3,188 | 1,875,245 |
Lattice Semiconductor Corp. (B) | 2,933 | 163,104 |
Marvell Technology, Inc. | 22,370 | 1,056,311 |
Microchip Technology, Inc. | 19,720 | 1,405,839 |
Micron Technology, Inc. | 19,868 | 1,328,573 |
Monolithic Power Systems, Inc. | 1,270 | 561,010 |
NVIDIA Corp. | 19,046 | 7,766,959 |
NXP Semiconductors NV | 4,779 | 824,043 |
ON Semiconductor Corp. (B) | 13,434 | 841,506 |
Qorvo, Inc. (B) | 4,319 | 377,567 |
Qualcomm, Inc. | 18,894 | 2,059,257 |
Skyworks Solutions, Inc. | 7,066 | 612,905 |
SolarEdge Technologies, Inc. (B) | 1,268 | 96,305 |
Teradyne, Inc. | 6,884 | 573,231 |
Texas Instruments, Inc. | 14,838 | 2,107,144 |
Universal Display Corp. | 423 | 58,873 |
Software – 8.2% | ||
Adobe, Inc. (B) | 4,950 | 2,633,697 |
ANSYS, Inc. (B) | 2,919 | 812,241 |
AppLovin Corp., Class A (B) | 1,844 | 67,195 |
Aspen Technology, Inc. (B) | 1,108 | 196,947 |
Atlassian Corp., Class A (B) | 1,698 | 306,727 |
Autodesk, Inc. (B) | 3,324 | 656,922 |
Shares or Principal Amount | Value | |
Information technology (continued) | ||
Software (continued) | ||
Bentley Systems, Inc., Class B | 3,460 | $168,294 |
BILL Holdings, Inc. (B) | 1,647 | 150,355 |
Cadence Design Systems, Inc. (B) | 5,666 | 1,358,990 |
Confluent, Inc., Class A (B) | 1,644 | 47,528 |
Crowdstrike Holdings, Inc., Class A (B) | 2,959 | 523,062 |
Datadog, Inc., Class A (B) | 3,866 | 314,963 |
DocuSign, Inc. (B) | 2,679 | 104,160 |
Dolby Laboratories, Inc., Class A | 2,177 | 176,206 |
Dropbox, Inc., Class A (B) | 7,084 | 186,309 |
Dynatrace, Inc. (B) | 4,594 | 205,398 |
Fair Isaac Corp. (B) | 831 | 702,918 |
Fortinet, Inc. (B) | 13,502 | 771,909 |
Gen Digital, Inc. | 23,541 | 392,193 |
Gitlab, Inc., Class A (B) | 973 | 42,111 |
Guidewire Software, Inc. (B) | 778 | 70,121 |
HubSpot, Inc. (B) | 992 | 420,380 |
Intuit, Inc. | 3,816 | 1,888,729 |
Manhattan Associates, Inc. (B) | 1,791 | 349,209 |
Microsoft Corp. | 88,614 | 29,961,277 |
Nutanix, Inc., Class A (B) | 1,220 | 44,152 |
Oracle Corp. | 20,406 | 2,109,980 |
Palantir Technologies, Inc., Class A (B) | 20,415 | 302,142 |
Palo Alto Networks, Inc. (B) | 4,098 | 995,896 |
Procore Technologies, Inc. (B) | 1,260 | 76,973 |
PTC, Inc. (B) | 3,413 | 479,253 |
Roper Technologies, Inc. | 2,145 | 1,047,983 |
Salesforce, Inc. (B) | 10,400 | 2,088,632 |
Samsara, Inc., Class A (B) | 1,821 | 42,010 |
ServiceNow, Inc. (B) | 1,835 | 1,067,695 |
Splunk, Inc. (B) | 3,329 | 489,896 |
Synopsys, Inc. (B) | 3,521 | 1,652,898 |
Tyler Technologies, Inc. (B) | 1,327 | 494,838 |
UiPath, Inc., Class A (B) | 4,883 | 75,833 |
Unity Software, Inc. (B) | 3,457 | 87,704 |
VMware, Inc., Class A (B) | 4,031 | 587,115 |
Workday, Inc., Class A (B) | 2,708 | 573,311 |
Zoom Video Communications, Inc., Class A (B) | 3,036 | 182,099 |
Zscaler, Inc. (B) | 1,519 | 241,050 |
Technology hardware, storage and peripherals – 4.5% | ||
Apple, Inc. | 154,606 | 26,402,067 |
Dell Technologies, Inc., Class C | 6,556 | 438,662 |
Hewlett Packard Enterprise Company | 43,794 | 673,552 |
HP, Inc. | 32,921 | 866,810 |
NetApp, Inc. | 10,933 | 795,704 |
Pure Storage, Inc., Class A (B) | 4,319 | 146,025 |
Seagate Technology Holdings PLC | 7,785 | 531,326 |
Super Micro Computer, Inc. (B) | 556 | 133,145 |
Western Digital Corp. (B) | 13,106 | 526,206 |
34 | JOHN HANCOCK MULTIFACTOR ETFS | SEMIANNUAL REPORT | SEE NOTES TO FINANCIAL STATEMENTS |
Shares or Principal Amount | Value | |
Materials – 4.0% | $27,020,852 | |
Chemicals – 2.2% | ||
Air Products & Chemicals, Inc. | 4,193 | 1,184,271 |
Albemarle Corp. | 3,606 | 457,169 |
Celanese Corp. | 4,605 | 527,319 |
CF Industries Holdings, Inc. | 8,853 | 706,292 |
Corteva, Inc. | 18,498 | 890,494 |
Dow, Inc. | 25,876 | 1,250,846 |
DuPont de Nemours, Inc. | 14,400 | 1,049,472 |
Eastman Chemical Company | 5,936 | 443,597 |
Ecolab, Inc. | 4,782 | 802,133 |
FMC Corp. | 4,943 | 262,968 |
International Flavors & Fragrances, Inc. | 7,269 | 496,836 |
Linde PLC | 5,855 | 2,237,547 |
LyondellBasell Industries NV, Class A | 11,942 | 1,077,646 |
Olin Corp. | 4,774 | 203,945 |
PPG Industries, Inc. | 8,892 | 1,091,671 |
RPM International, Inc. | 5,029 | 458,997 |
The Mosaic Company | 14,576 | 473,428 |
The Sherwin-Williams Company | 5,423 | 1,291,813 |
Westlake Corp. | 1,576 | 181,807 |
Construction materials – 0.3% | ||
Martin Marietta Materials, Inc. | 2,192 | 896,396 |
Vulcan Materials Company | 4,442 | 872,809 |
Containers and packaging – 0.7% | ||
Amcor PLC | 54,511 | 484,603 |
AptarGroup, Inc. | 2,295 | 280,610 |
Avery Dennison Corp. | 3,022 | 526,040 |
Ball Corp. | 12,928 | 622,483 |
Berry Global Group, Inc. | 6,108 | 335,940 |
Crown Holdings, Inc. | 5,242 | 422,505 |
Graphic Packaging Holding Company | 5,856 | 125,963 |
International Paper Company | 19,739 | 665,796 |
Packaging Corp. of America | 4,333 | 663,166 |
Westrock Company | 9,950 | 357,504 |
Metals and mining – 0.8% | ||
Cleveland-Cliffs, Inc. (B) | 16,405 | 275,276 |
Freeport-McMoRan, Inc. | 30,764 | 1,039,208 |
Newmont Corp. | 22,566 | 845,548 |
Nucor Corp. | 9,991 | 1,476,570 |
Reliance Steel & Aluminum Company | 2,922 | 743,298 |
Royal Gold, Inc. | 1,062 | 110,798 |
Southern Copper Corp. | 2,295 | 162,716 |
Steel Dynamics, Inc. | 9,627 | 1,025,372 |
Real estate – 2.9% | 19,183,087 | |
Diversified REITs – 0.0% | ||
WP Carey, Inc. | 4,687 | 251,458 |
Health care REITs – 0.2% | ||
Healthcare Realty Trust, Inc. | 2,464 | 35,358 |
Healthpeak Properties, Inc. | 13,316 | 207,064 |
Shares or Principal Amount | Value | |
Real estate (continued) | ||
Health care REITs (continued) | ||
Omega Healthcare Investors, Inc. | 2,859 | $94,633 |
Ventas, Inc. | 9,988 | 424,090 |
Welltower, Inc. | 9,523 | 796,218 |
Hotel and resort REITs – 0.1% | ||
Host Hotels & Resorts, Inc. | 18,351 | 284,073 |
Industrial REITs – 0.3% | ||
Americold Realty Trust, Inc. | 5,264 | 138,022 |
EastGroup Properties, Inc. | 733 | 119,662 |
First Industrial Realty Trust, Inc. | 727 | 30,752 |
Prologis, Inc. | 11,743 | 1,183,107 |
Rexford Industrial Realty, Inc. | 3,420 | 147,881 |
Office REITs – 0.1% | ||
Alexandria Real Estate Equities, Inc. | 3,521 | 327,911 |
Boston Properties, Inc. | 3,985 | 213,476 |
Real estate management and development – 0.3% | ||
CBRE Group, Inc., Class A (B) | 15,302 | 1,061,041 |
CoStar Group, Inc. (B) | 10,479 | 769,263 |
Jones Lang LaSalle, Inc. (B) | 2,234 | 285,773 |
Zillow Group, Inc., Class A (B) | 796 | 28,282 |
Zillow Group, Inc., Class C (B) | 3,510 | 127,238 |
Residential REITs – 0.5% | ||
American Homes 4 Rent, Class A | 7,375 | 241,458 |
AvalonBay Communities, Inc. | 3,488 | 578,101 |
Camden Property Trust | 2,522 | 214,067 |
Equity LifeStyle Properties, Inc. | 4,393 | 289,059 |
Equity Residential | 8,771 | 485,299 |
Essex Property Trust, Inc. | 1,651 | 353,182 |
Invitation Homes, Inc. | 14,113 | 419,015 |
Mid-America Apartment Communities, Inc. | 2,922 | 345,234 |
Sun Communities, Inc. | 2,941 | 327,157 |
UDR, Inc. | 7,683 | 244,396 |
Retail REITs – 0.4% | ||
Brixmor Property Group, Inc. | 1,632 | 33,929 |
Federal Realty Investment Trust | 1,984 | 180,921 |
Kimco Realty Corp. | 12,110 | 217,253 |
NNN REIT, Inc. | 4,659 | 169,261 |
Realty Income Corp. | 13,564 | 642,662 |
Regency Centers Corp. | 4,236 | 255,261 |
Simon Property Group, Inc. | 7,252 | 796,922 |
Specialized REITs – 1.0% | ||
American Tower Corp. | 4,978 | 887,030 |
Crown Castle, Inc. | 5,336 | 496,141 |
CubeSmart | 5,342 | 182,109 |
Digital Realty Trust, Inc. | 6,425 | 799,013 |
Equinix, Inc. | 1,173 | 855,868 |
Extra Space Storage, Inc. | 4,465 | 462,529 |
Gaming and Leisure Properties, Inc. | 6,010 | 272,794 |
Iron Mountain, Inc. | 7,232 | 427,194 |
SEE NOTES TO FINANCIAL STATEMENTS | SEMIANNUAL REPORT | JOHN HANCOCK MULTIFACTOR ETFS | 35 |
Shares or Principal Amount | Value | |
Real estate (continued) | ||
Specialized REITs (continued) | ||
Lamar Advertising Company, Class A | 2,184 | $179,678 |
Public Storage | 1,955 | 466,678 |
SBA Communications Corp. | 2,462 | 513,647 |
VICI Properties, Inc. | 21,964 | 612,796 |
Weyerhaeuser Company | 24,717 | 709,131 |
Utilities – 3.9% | 26,064,244 | |
Electric utilities – 2.3% | ||
Alliant Energy Corp. | 9,789 | 477,605 |
American Electric Power Company, Inc. | 15,588 | 1,177,518 |
Avangrid, Inc. | 2,123 | 63,414 |
Constellation Energy Corp. | 6,155 | 695,023 |
Duke Energy Corp. | 14,799 | 1,315,483 |
Edison International | 17,061 | 1,075,867 |
Entergy Corp. | 10,997 | 1,051,203 |
Evergy, Inc. | 11,191 | 549,926 |
Eversource Energy | 13,732 | 738,644 |
Exelon Corp. | 40,015 | 1,558,184 |
FirstEnergy Corp. | 20,881 | 743,364 |
NextEra Energy, Inc. | 18,947 | 1,104,610 |
NRG Energy, Inc. | 6,534 | 276,911 |
OGE Energy Corp. | 3,753 | 128,353 |
PG&E Corp. (B) | 52,701 | 859,026 |
Pinnacle West Capital Corp. | 5,743 | 426,016 |
PPL Corp. | 34,742 | 853,611 |
The Southern Company | 18,406 | 1,238,724 |
Xcel Energy, Inc. | 19,796 | 1,173,309 |
Gas utilities – 0.1% | ||
Atmos Energy Corp. | 4,742 | 510,524 |
Independent power and renewable electricity producers –0.2% | ||
Brookfield Renewable Corp., Class A | 3,148 | 71,648 |
The AES Corp. | 29,595 | 440,966 |
Vistra Corp. | 14,147 | 462,890 |
Multi-utilities – 1.2% | ||
Ameren Corp. | 11,304 | 855,826 |
CenterPoint Energy, Inc. | 27,557 | 740,732 |
CMS Energy Corp. | 11,289 | 613,444 |
Consolidated Edison, Inc. | 15,256 | 1,339,324 |
Dominion Energy, Inc. | 10,691 | 431,061 |
DTE Energy Company | 8,174 | 787,810 |
NiSource, Inc. | 19,472 | 489,916 |
Public Service Enterprise Group, Inc. | 20,771 | 1,280,532 |
Sempra | 11,472 | 803,384 |
WEC Energy Group, Inc. | 10,634 | 865,501 |
Water utilities – 0.1% | ||
American Water Works Company, Inc. | 5,529 | 650,487 |
Essential Utilities, Inc. | 6,378 | 213,408 |
Shares or Principal Amount | Value | |
SHORT-TERM INVESTMENTS – 0.1% | $833,009 | |
(Cost $833,013) | ||
Short-term funds – 0.1% | 833,009 | |
John Hancock Collateral Trust, 5.5153% (D)(E) | 21,367 | $213,595 |
State Street Institutional U.S. Government Money Market Fund, Premier Class, 5.2868% (D) | 619,414 | 619,414 |
Total investments (Multifactor Large Cap ETF) (Cost $644,323,393) 100.0% | $671,975,165 | |
Other assets and liabilities, net 0.0% | 23,189 | |
Total net assets 100.0% | $671,998,354 |
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) | 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. |
(B) | Non-income producing security. |
(C) | All or a portion of this security is on loan as of 10-31-23. |
(D) | The rate shown is the annualized seven-day yield as of 10-31-23. |
(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% | $2,980,271,851 | |
(Cost $2,975,077,348) | ||
Communication services – 3.0% | 89,493,572 | |
Diversified telecommunication services – 0.1% | ||
GCI Liberty, Inc. (A)(B) | 32,082 | 0 |
Iridium Communications, Inc. | 64,287 | 2,381,833 |
Entertainment – 0.8% | ||
Endeavor Group Holdings, Inc., Class A | 75,725 | 1,723,501 |
Live Nation Entertainment, Inc. (B) | 40,789 | 3,263,936 |
ROBLOX Corp., Class A (B) | 32,681 | 1,039,583 |
Roku, Inc. (B) | 30,298 | 1,804,852 |
Spotify Technology SA (B) | 9,789 | 1,612,836 |
Take-Two Interactive Software, Inc. (B) | 71,227 | 9,526,611 |
TKO Group Holdings, Inc. | 22,023 | 1,805,446 |
Warner Brothers Discovery, Inc. (B) | 356,305 | 3,541,672 |
Warner Music Group Corp., Class A | 37,829 | 1,184,048 |
Interactive media and services – 0.3% | ||
Match Group, Inc. (B) | 68,251 | 2,361,485 |
Pinterest, Inc., Class A (B) | 109,995 | 3,286,651 |
Snap, Inc., Class A (B) | 128,757 | 1,288,858 |
ZoomInfo Technologies, Inc. (B) | 64,405 | 834,689 |
Media – 1.8% | ||
Fox Corp., Class A | 147,921 | 4,495,319 |
Fox Corp., Class B | 64,132 | 1,789,924 |
Liberty Broadband Corp., Series A (B) | 8,382 | 698,388 |
36 | JOHN HANCOCK MULTIFACTOR ETFS | SEMIANNUAL REPORT | SEE NOTES TO FINANCIAL STATEMENTS |
Shares or Principal Amount | Value | |
Communication services (continued) | ||
Media (continued) | ||
Liberty Broadband Corp., Series C (B) | 53,112 | $4,424,761 |
News Corp., Class A | 298,511 | 6,173,207 |
News Corp., Class B | 87,563 | 1,877,351 |
Nexstar Media Group, Inc. | 34,733 | 4,865,399 |
Omnicom Group, Inc. | 102,171 | 7,653,630 |
Paramount Global, Class A | 2,462 | 34,222 |
Paramount Global, Class B | 170,784 | 1,858,130 |
Sirius XM Holdings, Inc. (C) | 193,680 | 828,950 |
The Interpublic Group of Companies, Inc. | 274,967 | 7,809,063 |
The New York Times Company, Class A | 92,814 | 3,741,332 |
The Trade Desk, Inc., Class A (B) | 106,932 | 7,587,895 |
Consumer discretionary – 12.1% | 361,241,311 | |
Automobile components – 0.8% | ||
Autoliv, Inc. | 64,752 | 5,934,521 |
BorgWarner, Inc. | 180,451 | 6,658,642 |
Gentex Corp. | 165,191 | 4,737,678 |
Lear Corp. | 45,896 | 5,955,465 |
Automobiles – 0.2% | ||
Harley-Davidson, Inc. | 117,450 | 3,153,533 |
Thor Industries, Inc. | 19,715 | 1,733,540 |
Broadline retail – 0.4% | ||
Dillard’s, Inc., Class A | 2,584 | 802,203 |
eBay, Inc. | 181,814 | 7,132,563 |
Etsy, Inc. (B) | 42,837 | 2,668,745 |
Distributors – 0.7% | ||
Genuine Parts Company | 62,815 | 8,094,341 |
LKQ Corp. | 140,228 | 6,158,814 |
Pool Corp. | 18,678 | 5,897,952 |
Diversified consumer services – 0.5% | ||
ADT, Inc. | 240,797 | 1,362,911 |
Bright Horizons Family Solutions, Inc. (B) | 14,229 | 1,053,800 |
Duolingo, Inc. (B) | 6,065 | 885,793 |
H&R Block, Inc. | 73,018 | 2,997,389 |
Service Corp. International | 144,100 | 7,841,922 |
Hotels, restaurants and leisure – 2.6% | ||
Aramark | 170,994 | 4,604,868 |
Boyd Gaming Corp. | 47,399 | 2,618,795 |
Caesars Entertainment, Inc. (B) | 112,919 | 4,504,339 |
Carnival Corp. (B) | 226,800 | 2,599,128 |
Choice Hotels International, Inc. | 20,264 | 2,239,172 |
Churchill Downs, Inc. | 33,794 | 3,711,933 |
Darden Restaurants, Inc. | 55,022 | 8,007,352 |
Domino’s Pizza, Inc. | 13,893 | 4,709,588 |
DraftKings, Inc., Class A (B) | 93,141 | 2,572,554 |
Dutch Bros, Inc., Class A (B) | 7,405 | 180,238 |
Expedia Group, Inc. (B) | 43,049 | 4,102,139 |
Hilton Grand Vacations, Inc. (B) | 36,067 | 1,296,609 |
Hyatt Hotels Corp., Class A (C) | 24,568 | 2,516,746 |
Shares or Principal Amount | Value | |
Consumer discretionary (continued) | ||
Hotels, restaurants and leisure (continued) | ||
Light & Wonder, Inc. (B) | 41,030 | $2,999,703 |
MGM Resorts International | 127,222 | 4,442,592 |
Norwegian Cruise Line Holdings, Ltd. (B)(C) | 208,062 | 2,829,643 |
Planet Fitness, Inc., Class A (B) | 37,066 | 2,048,638 |
Royal Caribbean Cruises, Ltd. (B) | 65,283 | 5,531,429 |
Texas Roadhouse, Inc. | 36,656 | 3,722,050 |
Vail Resorts, Inc. | 24,590 | 5,219,228 |
Wingstop, Inc. | 1,412 | 258,071 |
Wyndham Hotels & Resorts, Inc. | 57,667 | 4,175,091 |
Wynn Resorts, Ltd. | 42,069 | 3,692,817 |
Household durables – 2.6% | ||
D.R. Horton, Inc. | 160,126 | 16,717,150 |
Garmin, Ltd. | 57,300 | 5,874,969 |
Lennar Corp., A Shares | 112,704 | 12,023,263 |
Lennar Corp., B Shares | 6,222 | 613,551 |
Mohawk Industries, Inc. (B) | 32,933 | 2,647,155 |
NVR, Inc. (B) | 1,775 | 9,607,401 |
PulteGroup, Inc. | 159,880 | 11,765,569 |
Taylor Morrison Home Corp. (B) | 46,835 | 1,794,717 |
Tempur Sealy International, Inc. | 66,969 | 2,674,072 |
Toll Brothers, Inc. | 82,781 | 5,853,445 |
TopBuild Corp. (B) | 22,006 | 5,034,093 |
Whirlpool Corp. | 41,306 | 4,318,955 |
Leisure products – 0.5% | ||
Brunswick Corp. | 63,273 | 4,395,575 |
Hasbro, Inc. | 79,279 | 3,579,447 |
Mattel, Inc. (B) | 232,023 | 4,426,999 |
Polaris, Inc. | 41,894 | 3,620,479 |
Specialty retail – 2.8% | ||
AutoNation, Inc. (B) | 49,198 | 6,399,676 |
Bath & Body Works, Inc. | 96,642 | 2,865,435 |
Best Buy Company, Inc. | 112,425 | 7,512,239 |
Burlington Stores, Inc. (B) | 29,570 | 3,578,857 |
CarMax, Inc. (B) | 88,374 | 5,398,768 |
Carvana Company (B) | 16,972 | 458,244 |
Chewy, Inc., Class A (B) | 8,917 | 172,366 |
Dick’s Sporting Goods, Inc. | 49,346 | 5,277,555 |
Five Below, Inc. (B) | 29,176 | 5,076,040 |
Floor & Decor Holdings, Inc., Class A (B)(C) | 52,785 | 4,349,484 |
Lithia Motors, Inc. | 20,752 | 5,026,342 |
Murphy USA, Inc. | 10,693 | 3,878,244 |
Penske Automotive Group, Inc. | 16,622 | 2,378,276 |
RH (B) | 10,052 | 2,190,934 |
Tractor Supply Company | 51,137 | 9,846,941 |
Ulta Beauty, Inc. (B) | 22,523 | 8,588,245 |
Valvoline, Inc. | 84,906 | 2,519,161 |
Wayfair, Inc., Class A (B) | 15,028 | 640,343 |
Williams-Sonoma, Inc. (C) | 57,678 | 8,665,543 |
SEE NOTES TO FINANCIAL STATEMENTS | SEMIANNUAL REPORT | JOHN HANCOCK MULTIFACTOR ETFS | 37 |
Shares or Principal Amount | Value | |
Consumer discretionary (continued) | ||
Textiles, apparel and luxury goods – 1.0% | ||
Capri Holdings, Ltd. (B) | 95,901 | $4,908,213 |
Crocs, Inc. (B) | 32,908 | 2,939,343 |
Deckers Outdoor Corp. (B) | 12,423 | 7,417,276 |
Levi Strauss & Company, Class A | 57,082 | 780,311 |
PVH Corp. | 19,584 | 1,456,070 |
Ralph Lauren Corp. | 26,797 | 3,015,466 |
Skechers USA, Inc., Class A (B) | 87,886 | 4,237,863 |
Tapestry, Inc. | 183,770 | 5,064,701 |
Consumer staples – 4.5% | 135,556,210 | |
Beverages – 0.3% | ||
Celsius Holdings, Inc. (B) | 10,291 | 1,565,158 |
Coca-Cola Consolidated, Inc. | 1,812 | 1,153,175 |
Molson Coors Beverage Company, Class B | 93,347 | 5,392,656 |
Consumer staples distribution and retail – 1.6% | ||
Albertsons Companies, Inc., Class A | 144,547 | 3,136,670 |
BJ’s Wholesale Club Holdings, Inc. (B) | 81,542 | 5,554,641 |
Casey’s General Stores, Inc. | 25,794 | 7,013,647 |
Dollar Tree, Inc. (B) | 98,651 | 10,959,140 |
Performance Food Group Company (B) | 94,877 | 5,480,096 |
The Kroger Company | 181,712 | 8,244,273 |
U.S. Foods Holding Corp. (B) | 166,326 | 6,476,734 |
Food products – 2.1% | ||
Bunge, Ltd. | 86,313 | 9,147,452 |
Campbell Soup Company | 97,625 | 3,945,026 |
Conagra Brands, Inc. | 174,116 | 4,763,814 |
Darling Ingredients, Inc. (B) | 112,466 | 4,981,119 |
Flowers Foods, Inc. | 100,772 | 2,209,930 |
Hormel Foods Corp. | 77,452 | 2,521,063 |
Ingredion, Inc. | 50,375 | 4,714,093 |
Kellanova | 82,874 | 4,182,651 |
Lamb Weston Holdings, Inc. | 72,354 | 6,497,389 |
McCormick & Company, Inc. | 78,073 | 4,988,865 |
Pilgrim’s Pride Corp. (B) | 35,789 | 912,620 |
Post Holdings, Inc. (B) | 44,178 | 3,546,610 |
The J.M. Smucker Company | 44,345 | 5,048,235 |
Tyson Foods, Inc., Class A | 102,726 | 4,761,350 |
WK Kellogg Company (B) | 20,683 | 207,244 |
Household products – 0.4% | ||
Church & Dwight Company, Inc. | 82,998 | 7,547,838 |
Reynolds Consumer Products, Inc. | 34,583 | 879,446 |
The Clorox Company | 43,815 | 5,157,026 |
Personal care products – 0.1% | ||
BellRing Brands, Inc. (B) | 32,402 | 1,416,939 |
Coty, Inc., Class A (B) | 209,336 | 1,961,478 |
e.l.f. Beauty, Inc. (B) | 12,845 | 1,189,832 |
Shares or Principal Amount | Value | |
Energy – 5.9% | $174,713,660 | |
Energy equipment and services – 1.1% | ||
Baker Hughes Company | 280,543 | 9,656,290 |
ChampionX Corp. | 59,722 | 1,839,438 |
Halliburton Company | 250,909 | 9,870,760 |
Noble Corp. PLC | 29,857 | 1,394,023 |
NOV, Inc. | 171,298 | 3,419,108 |
TechnipFMC PLC | 117,049 | 2,518,894 |
Transocean, Ltd. (B) | 215,977 | 1,429,768 |
Valaris, Ltd. (B) | 10,759 | 710,524 |
Weatherford International PLC (B) | 23,309 | 2,169,835 |
Oil, gas and consumable fuels – 4.8% | ||
Antero Midstream Corp. | 85,046 | 1,049,468 |
Antero Resources Corp. (B) | 152,296 | 4,483,594 |
APA Corp. | 157,188 | 6,243,507 |
Cheniere Energy, Inc. | 68,422 | 11,386,789 |
Chesapeake Energy Corp. (C) | 96,997 | 8,349,502 |
Chord Energy Corp. | 23,263 | 3,845,839 |
Civitas Resources, Inc. | 46,825 | 3,532,010 |
Coterra Energy, Inc. | 331,078 | 9,104,645 |
Diamondback Energy, Inc. | 81,465 | 13,060,469 |
DT Midstream, Inc. | 34,508 | 1,862,397 |
EnLink Midstream LLC (B) | 74,472 | 915,261 |
EQT Corp. | 162,847 | 6,901,456 |
HF Sinclair Corp. | 90,571 | 5,015,822 |
Kinetik Holdings, Inc. (C) | 4,111 | 145,694 |
Magnolia Oil & Gas Corp., Class A | 12,194 | 273,755 |
Marathon Oil Corp. | 330,569 | 9,027,839 |
Matador Resources Company | 64,252 | 3,963,706 |
Murphy Oil Corp. | 100,643 | 4,515,851 |
New Fortress Energy, Inc. (C) | 18,134 | 549,460 |
ONEOK, Inc. | 139,370 | 9,086,924 |
Ovintiv, Inc. | 169,843 | 8,152,464 |
PBF Energy, Inc., Class A | 84,224 | 4,003,167 |
Permian Resources Corp. | 68,680 | 1,000,668 |
Range Resources Corp. | 145,456 | 5,213,143 |
Southwestern Energy Company (B) | 827,410 | 5,899,433 |
Targa Resources Corp. | 100,176 | 8,375,715 |
Texas Pacific Land Corp. | 3,113 | 5,746,442 |
Financials – 14.0% | 417,016,980 | |
Banks – 3.1% | ||
BOK Financial Corp. | 16,593 | 1,087,173 |
Citizens Financial Group, Inc. | 203,105 | 4,758,750 |
Comerica, Inc. | 83,618 | 3,294,549 |
Commerce Bancshares, Inc. | 74,366 | 3,261,693 |
Cullen/Frost Bankers, Inc. | 32,462 | 2,953,717 |
East West Bancorp, Inc. | 96,826 | 5,191,810 |
Fifth Third Bancorp | 311,003 | 7,373,881 |
First Citizens BancShares, Inc., Class A | 6,232 | 8,604,772 |
First Horizon Corp. | 249,187 | 2,678,760 |
Huntington Bancshares, Inc. | 604,566 | 5,834,062 |
38 | JOHN HANCOCK MULTIFACTOR ETFS | SEMIANNUAL REPORT | SEE NOTES TO FINANCIAL STATEMENTS |
Shares or Principal Amount | Value | |
Financials (continued) | ||
Banks (continued) | ||
KeyCorp | 424,835 | $4,341,814 |
M&T Bank Corp. | 69,665 | 7,854,729 |
New York Community Bancorp, Inc. | 460,743 | 4,367,844 |
Pinnacle Financial Partners, Inc. | 41,812 | 2,607,396 |
Popular, Inc. | 45,488 | 2,958,540 |
Prosperity Bancshares, Inc. | 52,181 | 2,845,952 |
Regions Financial Corp. | 458,901 | 6,667,832 |
SouthState Corp. | 35,799 | 2,366,314 |
Webster Financial Corp. | 109,684 | 4,164,701 |
Western Alliance Bancorp | 74,028 | 3,042,551 |
Wintrust Financial Corp. | 34,975 | 2,612,283 |
Zions Bancorp NA | 115,430 | 3,561,016 |
Capital markets – 4.0% | ||
Affiliated Managers Group, Inc. | 22,451 | 2,756,085 |
Ameriprise Financial, Inc. | 44,826 | 14,100,915 |
Ares Management Corp., Class A | 42,986 | 4,237,990 |
Cboe Global Markets, Inc. | 22,240 | 3,644,914 |
Coinbase Global, Inc., Class A (B) | 19,358 | 1,492,889 |
Evercore, Inc., Class A | 11,617 | 1,512,301 |
FactSet Research Systems, Inc. | 18,016 | 7,780,930 |
Franklin Resources, Inc. | 146,157 | 3,330,918 |
Hamilton Lane, Inc., Class A | 10,779 | 906,729 |
Houlihan Lokey, Inc. | 27,389 | 2,753,142 |
Interactive Brokers Group, Inc., Class A | 40,401 | 3,234,908 |
Invesco, Ltd. | 282,259 | 3,660,899 |
Jefferies Financial Group, Inc. | 124,414 | 4,003,643 |
LPL Financial Holdings, Inc. | 38,616 | 8,670,064 |
MarketAxess Holdings, Inc. | 18,033 | 3,854,554 |
Morningstar, Inc. | 12,504 | 3,166,513 |
Nasdaq, Inc. | 152,537 | 7,565,835 |
Northern Trust Corp. | 78,751 | 5,190,478 |
Raymond James Financial, Inc. | 82,795 | 7,901,955 |
Robinhood Markets, Inc., Class A (B) | 269,345 | 2,461,813 |
SEI Investments Company | 79,474 | 4,264,575 |
State Street Corp. | 123,549 | 7,984,972 |
Stifel Financial Corp. | 72,758 | 4,147,206 |
T. Rowe Price Group, Inc. | 55,122 | 4,988,541 |
The Carlyle Group, Inc. | 95,158 | 2,620,651 |
Tradeweb Markets, Inc., Class A | 23,710 | 2,134,137 |
Consumer finance – 0.8% | ||
Ally Financial, Inc. | 275,781 | 6,671,142 |
Credit Acceptance Corp. (B) | 5,289 | 2,128,452 |
Discover Financial Services | 74,285 | 6,097,313 |
SoFi Technologies, Inc. (B)(C) | 54,238 | 409,497 |
Synchrony Financial | 275,047 | 7,715,068 |
Financial services – 1.1% | ||
Affirm Holdings, Inc. (B)(C) | 44,344 | 780,898 |
Corebridge Financial, Inc. | 83,161 | 1,663,220 |
Equitable Holdings, Inc. | 295,942 | 7,863,179 |
Shares or Principal Amount | Value | |
Financials (continued) | ||
Financial services (continued) | ||
Essent Group, Ltd. | 35,322 | $1,668,611 |
FleetCor Technologies, Inc. (B) | 28,985 | 6,526,552 |
Jack Henry & Associates, Inc. | 38,432 | 5,418,528 |
Rocket Companies, Inc., Class A (B)(C) | 19,988 | 147,711 |
The Western Union Company | 27,380 | 309,120 |
Toast, Inc., Class A (B) | 89,805 | 1,435,982 |
Voya Financial, Inc. | 67,855 | 4,530,678 |
WEX, Inc. (B) | 25,041 | 4,168,826 |
Insurance – 5.0% | ||
American Financial Group, Inc. | 52,868 | 5,781,644 |
Arch Capital Group, Ltd. (B) | 135,801 | 11,771,231 |
Assurant, Inc. | 34,992 | 5,210,309 |
Brown & Brown, Inc. | 87,639 | 6,083,899 |
Cincinnati Financial Corp. | 57,607 | 5,741,690 |
CNA Financial Corp. | 15,181 | 613,312 |
Erie Indemnity Company, Class A | 11,442 | 3,160,166 |
Everest Group, Ltd. | 15,187 | 6,008,281 |
Fidelity National Financial, Inc. | 205,210 | 8,021,659 |
First American Financial Corp. | 75,064 | 3,861,292 |
Globe Life, Inc. | 62,353 | 7,255,395 |
Kinsale Capital Group, Inc. | 10,027 | 3,348,116 |
Loews Corp. | 95,542 | 6,115,643 |
Markel Group, Inc. (B) | 4,879 | 7,174,667 |
Old Republic International Corp. | 203,763 | 5,579,031 |
Primerica, Inc. | 18,342 | 3,506,257 |
Principal Financial Group, Inc. | 120,530 | 8,157,470 |
Reinsurance Group of America, Inc. | 44,227 | 6,610,610 |
RenaissanceRe Holdings, Ltd. | 26,004 | 5,710,218 |
RLI Corp. | 18,561 | 2,473,068 |
Selective Insurance Group, Inc. | 19,393 | 2,019,005 |
The Hartford Financial Services Group, Inc. | 181,489 | 13,330,367 |
Unum Group | 107,948 | 5,278,657 |
W.R. Berkley Corp. | 89,366 | 6,025,056 |
Willis Towers Watson PLC | 41,746 | 9,847,464 |
Health care – 10.4% | 309,850,475 | |
Biotechnology – 1.7% | ||
Alnylam Pharmaceuticals, Inc. (B) | 32,423 | 4,921,811 |
Apellis Pharmaceuticals, Inc. (B) | 23,972 | 1,166,478 |
BioMarin Pharmaceutical, Inc. (B) | 72,408 | 5,897,632 |
Exact Sciences Corp. (B) | 60,100 | 3,701,559 |
Exelixis, Inc. (B) | 222,942 | 4,590,376 |
Halozyme Therapeutics, Inc. (B) | 68,341 | 2,314,710 |
Incyte Corp. (B) | 64,853 | 3,497,522 |
Ionis Pharmaceuticals, Inc. (B) | 25,344 | 1,121,979 |
Karuna Therapeutics, Inc. (B) | 7,512 | 1,251,574 |
Natera, Inc. (B) | 30,928 | 1,220,728 |
Neurocrine Biosciences, Inc. (B) | 47,027 | 5,217,175 |
Sarepta Therapeutics, Inc. (B) | 26,866 | 1,808,350 |
Seagen, Inc. (B) | 27,205 | 5,789,496 |
SEE NOTES TO FINANCIAL STATEMENTS | SEMIANNUAL REPORT | JOHN HANCOCK MULTIFACTOR ETFS | 39 |
Shares or Principal Amount | Value | |
Health care (continued) | ||
Biotechnology (continued) | ||
United Therapeutics Corp. (B) | 38,163 | $8,505,006 |
Health care equipment and supplies – 2.5% | ||
ABIOMED, Inc. (A)(B) | 18,321 | 284,342 |
Align Technology, Inc. (B) | 13,744 | 2,537,005 |
Dentsply Sirona, Inc. | 159,932 | 4,863,532 |
Envista Holdings Corp. (B) | 109,542 | 2,549,042 |
Globus Medical, Inc., Class A (B) | 50,077 | 2,289,020 |
Hologic, Inc. (B) | 141,484 | 9,361,996 |
Inspire Medical Systems, Inc. (B) | 8,794 | 1,294,125 |
Insulet Corp. (B) | 19,796 | 2,624,356 |
Lantheus Holdings, Inc. (B) | 3,094 | 199,872 |
Masimo Corp. (B) | 28,584 | 2,319,020 |
Penumbra, Inc. (B) | 14,103 | 2,695,788 |
QuidelOrtho Corp. (B) | 32,638 | 1,993,529 |
ResMed, Inc. | 56,939 | 8,040,926 |
Shockwave Medical, Inc. (B) | 14,454 | 2,981,282 |
STERIS PLC | 42,929 | 9,014,231 |
Teleflex, Inc. | 28,202 | 5,210,320 |
The Cooper Companies, Inc. | 22,154 | 6,906,510 |
Zimmer Biomet Holdings, Inc. | 85,790 | 8,957,334 |
Health care providers and services – 3.2% | ||
Acadia Healthcare Company, Inc. (B) | 64,184 | 4,718,166 |
agilon health, Inc. (B)(C) | 68,816 | 1,238,688 |
Cardinal Health, Inc. | 99,569 | 9,060,779 |
Cencora, Inc. | 55,186 | 10,217,688 |
Chemed Corp. | 9,706 | 5,461,081 |
DaVita, Inc. (B) | 43,143 | 3,331,934 |
Encompass Health Corp. | 82,215 | 5,143,370 |
HealthEquity, Inc. (B) | 42,910 | 3,075,789 |
Henry Schein, Inc. (B) | 104,696 | 6,803,146 |
Laboratory Corp. of America Holdings | 53,248 | 10,635,223 |
Molina Healthcare, Inc. (B) | 29,745 | 9,903,598 |
Option Care Health, Inc. (B) | 99,925 | 2,770,920 |
Quest Diagnostics, Inc. | 76,807 | 9,992,591 |
R1 RCM, Inc. (B) | 90,787 | 1,070,379 |
Tenet Healthcare Corp. (B) | 65,037 | 3,492,487 |
The Ensign Group, Inc. | 24,862 | 2,401,669 |
Universal Health Services, Inc., Class B | 62,279 | 7,840,303 |
Health care technology – 0.1% | ||
Veeva Systems, Inc., Class A (B) | 16,514 | 3,182,413 |
Life sciences tools and services – 2.0% | ||
10X Genomics, Inc., Class A (B) | 16,683 | 588,576 |
Avantor, Inc. (B) | 301,142 | 5,248,905 |
Bio-Rad Laboratories, Inc., Class A (B) | 12,588 | 3,465,225 |
Bio-Techne Corp. | 84,914 | 4,638,852 |
Bruker Corp. | 72,905 | 4,155,585 |
Charles River Laboratories International, Inc. (B) | 35,473 | 5,972,234 |
Medpace Holdings, Inc. (B) | 10,055 | 2,440,047 |
Mettler-Toledo International, Inc. (B) | 8,473 | 8,347,600 |
Shares or Principal Amount | Value | |
Health care (continued) | ||
Life sciences tools and services (continued) | ||
Repligen Corp. (B) | 26,452 | $3,559,381 |
Revvity, Inc. | 62,596 | 5,186,079 |
Waters Corp. (B) | 22,989 | 5,483,566 |
West Pharmaceutical Services, Inc. | 29,587 | 9,417,246 |
Pharmaceuticals – 0.9% | ||
Catalent, Inc. (B) | 97,936 | 3,368,019 |
Elanco Animal Health, Inc. (B) | 281,859 | 2,483,178 |
Intra-Cellular Therapies, Inc. (B) | 15,685 | 780,486 |
Jazz Pharmaceuticals PLC (B) | 44,611 | 5,666,489 |
Organon & Company | 106,269 | 1,571,719 |
Perrigo Company PLC | 57,406 | 1,586,702 |
Royalty Pharma PLC, Class A | 94,097 | 2,528,386 |
Viatris, Inc. | 887,118 | 7,895,350 |
Industrials – 19.3% | 574,849,537 | |
Aerospace and defense – 1.4% | ||
Axon Enterprise, Inc. (B) | 18,418 | 3,766,297 |
BWX Technologies, Inc. | 35,515 | 2,638,054 |
Curtiss-Wright Corp. | 18,805 | 3,738,622 |
HEICO Corp. | 13,381 | 2,119,684 |
HEICO Corp., Class A | 21,827 | 2,774,867 |
Hexcel Corp. | 29,332 | 1,816,237 |
Howmet Aerospace, Inc. | 155,820 | 6,871,662 |
Huntington Ingalls Industries, Inc. | 25,805 | 5,672,455 |
Textron, Inc. | 100,768 | 7,658,368 |
Woodward, Inc. | 33,630 | 4,193,661 |
Air freight and logistics – 0.6% | ||
C.H. Robinson Worldwide, Inc. | 63,767 | 5,218,054 |
Expeditors International of Washington, Inc. | 76,603 | 8,368,878 |
GXO Logistics, Inc. (B) | 72,308 | 3,652,277 |
Building products – 2.4% | ||
A.O. Smith Corp. | 78,021 | 5,442,745 |
AAON, Inc. | 16,789 | 914,665 |
Advanced Drainage Systems, Inc. | 39,959 | 4,268,820 |
Allegion PLC | 54,449 | 5,355,604 |
Builders FirstSource, Inc. (B) | 82,853 | 8,991,208 |
Carlisle Companies, Inc. | 31,858 | 8,094,799 |
Fortune Brands Innovations, Inc. | 99,981 | 5,578,940 |
Lennox International, Inc. | 16,969 | 6,287,693 |
Masco Corp. | 121,553 | 6,331,696 |
Owens Corning | 82,008 | 9,297,247 |
Simpson Manufacturing Company, Inc. | 15,285 | 2,035,656 |
Trex Company, Inc. (B) | 57,264 | 3,218,809 |
UFP Industries, Inc. | 36,079 | 3,433,638 |
Zurn Elkay Water Solutions Corp. | 39,352 | 1,041,254 |
Commercial services and supplies – 0.5% | ||
Clean Harbors, Inc. (B) | 32,070 | 4,928,197 |
MSA Safety, Inc. | 18,115 | 2,859,996 |
Rollins, Inc. | 91,465 | 3,439,999 |
40 | JOHN HANCOCK MULTIFACTOR ETFS | SEMIANNUAL REPORT | SEE NOTES TO FINANCIAL STATEMENTS |
Shares or Principal Amount | Value | |
Industrials (continued) | ||
Commercial services and supplies (continued) | ||
Tetra Tech, Inc. | 25,434 | $3,838,245 |
Vestis Corp. (B) | 85,305 | 1,304,313 |
Construction and engineering – 1.2% | ||
AECOM | 83,202 | 6,369,113 |
API Group Corp. (B) | 82,822 | 2,142,605 |
Comfort Systems USA, Inc. | 12,222 | 2,222,571 |
EMCOR Group, Inc. | 34,731 | 7,177,161 |
Fluor Corp. (B) | 8,461 | 281,667 |
MasTec, Inc. (B) | 35,565 | 2,113,984 |
Quanta Services, Inc. | 55,197 | 9,224,523 |
Valmont Industries, Inc. | 7,459 | 1,468,752 |
WillScot Mobile Mini Holdings Corp. (B) | 125,731 | 4,955,059 |
Electrical equipment – 2.0% | ||
Acuity Brands, Inc. | 19,800 | 3,207,006 |
AMETEK, Inc. | 94,078 | 13,243,360 |
Atkore, Inc. (B) | 22,527 | 2,799,656 |
Generac Holdings, Inc. (B) | 23,475 | 1,973,543 |
Hubbell, Inc. | 28,191 | 7,614,389 |
NEXTracker, Inc., Class A (B) | 10,203 | 354,656 |
nVent Electric PLC | 90,584 | 4,359,808 |
Plug Power, Inc. (B)(C) | 239,060 | 1,408,063 |
Regal Rexnord Corp. | 35,408 | 4,192,661 |
Rockwell Automation, Inc. | 45,502 | 11,958,381 |
Sensata Technologies Holding PLC | 147,787 | 4,711,450 |
Vertiv Holdings Company | 79,432 | 3,119,295 |
Ground transportation – 1.1% | ||
Avis Budget Group, Inc. (B) | 9,910 | 1,613,348 |
Hertz Global Holdings, Inc. (B) | 133,670 | 1,126,838 |
J.B. Hunt Transport Services, Inc. | 40,042 | 6,882,019 |
Knight-Swift Transportation Holdings, Inc. | 112,778 | 5,513,716 |
Landstar System, Inc. | 23,449 | 3,863,926 |
Ryder System, Inc. | 7,329 | 714,871 |
Saia, Inc. (B) | 16,960 | 6,079,990 |
Schneider National, Inc., Class B | 17,867 | 452,571 |
U-Haul Holding Company (B)(C) | 7,822 | 384,217 |
U-Haul Holding Company, Series N | 69,739 | 3,292,378 |
XPO, Inc. (B) | 38,082 | 2,886,996 |
Machinery – 4.4% | ||
AGCO Corp. | 49,752 | 5,704,564 |
Allison Transmission Holdings, Inc. | 35,138 | 1,771,658 |
Chart Industries, Inc. (B) | 18,463 | 2,145,954 |
Crane Company | 25,445 | 2,476,562 |
Cummins, Inc. | 20,517 | 4,437,827 |
Donaldson Company, Inc. | 86,609 | 4,993,875 |
Dover Corp. | 70,208 | 9,123,530 |
Flowserve Corp. | 36,716 | 1,348,212 |
Fortive Corp. | 101,413 | 6,620,241 |
Graco, Inc. | 92,664 | 6,889,568 |
IDEX Corp. | 30,245 | 5,789,195 |
Shares or Principal Amount | Value | |
Industrials (continued) | ||
Machinery (continued) | ||
Ingersoll Rand, Inc. | 124,665 | $7,564,672 |
ITT, Inc. | 54,900 | 5,124,915 |
Lincoln Electric Holdings, Inc. | 36,697 | 6,414,636 |
Nordson Corp. | 24,167 | 5,137,663 |
Oshkosh Corp. | 49,612 | 4,352,461 |
Pentair PLC | 95,471 | 5,548,775 |
RBC Bearings, Inc. (B) | 11,701 | 2,572,348 |
Snap-on, Inc. | 32,896 | 8,485,194 |
Stanley Black & Decker, Inc. | 62,484 | 5,314,264 |
Symbotic, Inc. (B)(C) | 1,246 | 42,401 |
The Middleby Corp. (B) | 36,795 | 4,153,052 |
The Timken Company | 37,247 | 2,574,513 |
The Toro Company | 63,542 | 5,136,735 |
Wabtec Corp. | 82,917 | 8,790,860 |
Watts Water Technologies, Inc., Class A | 11,208 | 1,939,096 |
Xylem, Inc. | 75,461 | 7,058,622 |
Passenger airlines – 0.2% | ||
Alaska Air Group, Inc. (B) | 25,201 | 797,108 |
American Airlines Group, Inc. (B)(C) | 71,449 | 796,656 |
Delta Air Lines, Inc. | 62,873 | 1,964,781 |
Southwest Airlines Company | 50,811 | 1,129,529 |
United Airlines Holdings, Inc. (B) | 45,766 | 1,602,268 |
Professional services – 3.4% | ||
Booz Allen Hamilton Holding Corp. | 66,107 | 7,928,213 |
Broadridge Financial Solutions, Inc. | 53,090 | 9,059,278 |
CACI International, Inc., Class A (B) | 14,784 | 4,801,252 |
Ceridian HCM Holding, Inc. (B) | 75,846 | 4,854,902 |
Clarivate PLC (B)(C) | 132,781 | 847,143 |
Dun & Bradstreet Holdings, Inc. | 115,094 | 1,008,223 |
Equifax, Inc. | 40,519 | 6,870,807 |
ExlService Holdings, Inc. (B) | 56,666 | 1,479,549 |
FTI Consulting, Inc. (B) | 16,388 | 3,478,517 |
Genpact, Ltd. | 120,537 | 4,042,811 |
Jacobs Solutions, Inc. | 30,829 | 4,109,506 |
KBR, Inc. | 61,194 | 3,558,431 |
Leidos Holdings, Inc. | 83,815 | 8,307,743 |
Parsons Corp. (B) | 11,744 | 664,123 |
Paycom Software, Inc. | 21,062 | 5,159,558 |
Paylocity Holding Corp. (B) | 17,270 | 3,098,238 |
Robert Half, Inc. | 82,082 | 6,137,271 |
Science Applications International Corp. | 30,925 | 3,378,247 |
SS&C Technologies Holdings, Inc. | 117,941 | 5,926,535 |
TransUnion | 60,525 | 2,655,837 |
TriNet Group, Inc. (B) | 23,648 | 2,429,832 |
Verisk Analytics, Inc. | 50,356 | 11,448,940 |
Trading companies and distributors – 2.1% | ||
Applied Industrial Technologies, Inc. | 19,539 | 2,999,432 |
Beacon Roofing Supply, Inc. (B) | 6,145 | 437,340 |
Core & Main, Inc., Class A (B) | 51,219 | 1,540,668 |
SEE NOTES TO FINANCIAL STATEMENTS | SEMIANNUAL REPORT | JOHN HANCOCK MULTIFACTOR ETFS | 41 |
Shares or Principal Amount | Value | |
Industrials (continued) | ||
Trading companies and distributors (continued) | ||
Fastenal Company | 213,656 | $12,464,691 |
MSC Industrial Direct Company, Inc., Class A | 18,632 | 1,765,382 |
SiteOne Landscape Supply, Inc. (B) | 23,100 | 3,182,487 |
United Rentals, Inc. | 39,513 | 16,052,947 |
W.W. Grainger, Inc. | 19,849 | 14,486,396 |
Watsco, Inc. | 13,276 | 4,631,864 |
WESCO International, Inc. | 41,969 | 5,380,426 |
Information technology – 13.5% | 403,306,728 | |
Communications equipment – 0.6% | ||
Ciena Corp. (B) | 123,652 | 5,218,114 |
F5, Inc. (B) | 44,217 | 6,702,855 |
Juniper Networks, Inc. | 244,165 | 6,572,922 |
Ubiquiti, Inc. (C) | 1,697 | 206,101 |
Electronic equipment, instruments and components – 3.3% | ||
Arrow Electronics, Inc. (B) | 65,165 | 7,390,363 |
CDW Corp. | 61,616 | 12,347,846 |
Cognex Corp. | 100,732 | 3,625,345 |
Coherent Corp. (B) | 95,207 | 2,818,127 |
Corning, Inc. | 185,336 | 4,959,591 |
Fabrinet (B) | 10,868 | 1,684,540 |
Flex, Ltd. (B) | 459,371 | 11,815,022 |
Insight Enterprises, Inc. (B) | 12,284 | 1,760,297 |
IPG Photonics Corp. (B) | 15,485 | 1,330,162 |
Jabil, Inc. | 89,192 | 10,952,778 |
Keysight Technologies, Inc. (B) | 83,328 | 10,170,182 |
Littelfuse, Inc. | 20,353 | 4,409,885 |
Novanta, Inc. (B) | 16,041 | 2,118,374 |
TD SYNNEX Corp. | 25,605 | 2,347,466 |
Teledyne Technologies, Inc. (B) | 19,687 | 7,374,553 |
Trimble, Inc. (B) | 123,140 | 5,803,588 |
Vontier Corp. | 11,162 | 329,949 |
Zebra Technologies Corp., Class A (B) | 28,145 | 5,894,407 |
IT services – 2.0% | ||
Akamai Technologies, Inc. (B) | 91,494 | 9,454,075 |
Amdocs, Ltd. | 101,230 | 8,114,597 |
Cloudflare, Inc., Class A (B) | 47,599 | 2,698,387 |
EPAM Systems, Inc. (B) | 22,768 | 4,953,634 |
Gartner, Inc. (B) | 30,265 | 10,049,191 |
Globant SA (B) | 23,049 | 3,925,014 |
GoDaddy, Inc., Class A (B) | 74,838 | 5,480,387 |
MongoDB, Inc. (B) | 12,018 | 4,141,283 |
Okta, Inc. (B) | 37,718 | 2,542,570 |
Twilio, Inc., Class A (B) | 62,101 | 3,183,297 |
VeriSign, Inc. (B) | 31,883 | 6,365,760 |
Semiconductors and semiconductor equipment – 2.4% | ||
Allegro MicroSystems, Inc. (B) | 32,201 | 835,938 |
Amkor Technology, Inc. | 85,706 | 1,787,827 |
Axcelis Technologies, Inc. (B) | 11,091 | 1,414,103 |
Shares or Principal Amount | Value | |
Information technology (continued) | ||
Semiconductors and semiconductor equipment (continued) | ||
Enphase Energy, Inc. (B) | 44,842 | $3,568,526 |
Entegris, Inc. | 69,061 | 6,080,130 |
First Solar, Inc. (B) | 54,556 | 7,771,502 |
Lattice Semiconductor Corp. (B) | 69,719 | 3,877,074 |
MACOM Technology Solutions Holdings, Inc. (B) | 18,609 | 1,312,679 |
MKS Instruments, Inc. | 54,202 | 3,558,903 |
Monolithic Power Systems, Inc. | 18,479 | 8,162,913 |
Onto Innovation, Inc. (B) | 20,287 | 2,279,650 |
Qorvo, Inc. (B) | 77,162 | 6,745,502 |
Rambus, Inc. (B) | 32,485 | 1,764,910 |
Skyworks Solutions, Inc. | 85,095 | 7,381,140 |
SolarEdge Technologies, Inc. (B) | 22,473 | 1,706,824 |
Teradyne, Inc. | 84,072 | 7,000,675 |
Universal Display Corp. | 30,856 | 4,294,538 |
Wolfspeed, Inc. (B) | 58,190 | 1,969,150 |
Software – 3.9% | ||
Altair Engineering, Inc., Class A (B) | 13,208 | 820,481 |
ANSYS, Inc. (B) | 37,403 | 10,407,759 |
Appfolio, Inc., Class A (B) | 3,383 | 634,549 |
AppLovin Corp., Class A (B) | 44,675 | 1,627,957 |
Aspen Technology, Inc. (B) | 20,059 | 3,565,487 |
Bentley Systems, Inc., Class B | 65,454 | 3,183,683 |
BILL Holdings, Inc. (B) | 43,417 | 3,963,538 |
CCC Intelligent Solutions Holdings, Inc. (B) | 64,065 | 689,980 |
Confluent, Inc., Class A (B) | 39,621 | 1,145,443 |
DocuSign, Inc. (B) | 50,207 | 1,952,048 |
Dolby Laboratories, Inc., Class A | 46,676 | 3,777,955 |
DoubleVerify Holdings, Inc. (B) | 32,270 | 898,074 |
Dropbox, Inc., Class A (B) | 169,750 | 4,464,425 |
Dynatrace, Inc. (B) | 74,783 | 3,343,548 |
Elastic NV (B) | 23,324 | 1,750,233 |
Fair Isaac Corp. (B) | 9,676 | 8,184,638 |
Five9, Inc. (B) | 15,179 | 878,409 |
Freshworks, Inc., Class A (B) | 39,192 | 703,104 |
Gen Digital, Inc. | 377,776 | 6,293,748 |
Gitlab, Inc., Class A (B) | 26,073 | 1,128,439 |
Guidewire Software, Inc. (B) | 47,221 | 4,256,029 |
HashiCorp, Inc., Class A (B) | 28,044 | 552,186 |
HubSpot, Inc. (B) | 13,033 | 5,522,994 |
Informatica, Inc., Class A (B) | 17,494 | 335,535 |
Manhattan Associates, Inc. (B) | 34,604 | 6,747,088 |
New Relic, Inc. (B) | 9,933 | 860,893 |
Nutanix, Inc., Class A (B) | 55,221 | 1,998,448 |
Procore Technologies, Inc. (B) | 25,327 | 1,547,226 |
PTC, Inc. (B) | 56,991 | 8,002,676 |
Qualys, Inc. (B) | 11,496 | 1,758,313 |
Samsara, Inc., Class A (B) | 29,419 | 678,696 |
SentinelOne, Inc., Class A (B) | 10,181 | 159,129 |
Smartsheet, Inc., Class A (B) | 36,790 | 1,454,677 |
42 | JOHN HANCOCK MULTIFACTOR ETFS | SEMIANNUAL REPORT | SEE NOTES TO FINANCIAL STATEMENTS |
Shares or Principal Amount | Value | |
Information technology (continued) | ||
Software (continued) | ||
Splunk, Inc. (B) | 30,305 | $4,459,684 |
SPS Commerce, Inc. (B) | 14,414 | 2,311,141 |
Tenable Holdings, Inc. (B) | 20,133 | 847,801 |
Tyler Technologies, Inc. (B) | 17,539 | 6,540,293 |
UiPath, Inc., Class A (B) | 134,217 | 2,084,390 |
Unity Software, Inc. (B) | 53,257 | 1,351,130 |
Workiva, Inc. (B) | 8,426 | 733,820 |
Zoom Video Communications, Inc., Class A (B) | 51,277 | 3,075,594 |
Zscaler, Inc. (B) | 16,748 | 2,657,740 |
Technology hardware, storage and peripherals – 1.3% | ||
Hewlett Packard Enterprise Company | 606,140 | 9,322,433 |
NetApp, Inc. | 106,856 | 7,776,980 |
Pure Storage, Inc., Class A (B) | 130,974 | 4,428,231 |
Seagate Technology Holdings PLC | 75,423 | 5,147,620 |
Super Micro Computer, Inc. (B) | 18,510 | 4,432,590 |
Western Digital Corp. (B) | 164,315 | 6,597,247 |
Materials – 6.3% | 189,308,719 | |
Chemicals – 2.1% | ||
Albemarle Corp. | 32,792 | 4,157,370 |
Axalta Coating Systems, Ltd. (B) | 136,218 | 3,572,998 |
Celanese Corp. | 39,702 | 4,546,276 |
CF Industries Holdings, Inc. | 81,197 | 6,477,897 |
Eastman Chemical Company | 70,184 | 5,244,850 |
FMC Corp. | 41,967 | 2,232,644 |
Huntsman Corp. | 142,454 | 3,323,452 |
International Flavors & Fragrances, Inc. | 62,816 | 4,293,474 |
LyondellBasell Industries NV, Class A | 86,920 | 7,843,661 |
Olin Corp. | 99,452 | 4,248,589 |
RPM International, Inc. | 71,919 | 6,564,047 |
The Chemours Company | 65,464 | 1,578,337 |
The Mosaic Company | 181,124 | 5,882,908 |
Westlake Corp. | 19,165 | 2,210,874 |
Construction materials – 0.6% | ||
Eagle Materials, Inc. | 11,336 | 1,744,724 |
Martin Marietta Materials, Inc. | 21,021 | 8,596,328 |
Vulcan Materials Company | 37,084 | 7,286,635 |
Containers and packaging – 2.2% | ||
Amcor PLC | 584,788 | 5,198,765 |
AptarGroup, Inc. | 41,746 | 5,104,283 |
Avery Dennison Corp. | 39,205 | 6,824,414 |
Ball Corp. | 121,223 | 5,836,887 |
Berry Global Group, Inc. | 110,243 | 6,063,365 |
Crown Holdings, Inc. | 64,879 | 5,229,247 |
Graphic Packaging Holding Company | 209,477 | 4,505,850 |
International Paper Company | 209,932 | 7,081,006 |
Packaging Corp. of America | 48,410 | 7,409,151 |
Sealed Air Corp. | 94,411 | 2,906,915 |
Silgan Holdings, Inc. | 22,234 | 890,694 |
Shares or Principal Amount | Value | |
Materials (continued) | ||
Containers and packaging (continued) | ||
Sonoco Products Company | 85,931 | $4,452,085 |
Westrock Company | 161,078 | 5,787,533 |
Metals and mining – 1.4% | ||
Alcoa Corp. | 123,213 | 3,159,181 |
ATI, Inc. (B) | 31,617 | 1,194,174 |
Cleveland-Cliffs, Inc. (B) | 421,864 | 7,078,878 |
Commercial Metals Company | 67,152 | 2,839,858 |
Reliance Steel & Aluminum Company | 31,738 | 8,073,512 |
Royal Gold, Inc. | 32,181 | 3,357,444 |
Steel Dynamics, Inc. | 102,318 | 10,897,890 |
U.S. Steel Corp. | 165,610 | 5,612,523 |
Real estate – 5.3% | 157,806,066 | |
Diversified REITs – 0.1% | ||
WP Carey, Inc. | 56,765 | 3,045,442 |
Health care REITs – 0.4% | ||
Healthcare Realty Trust, Inc. | 151,147 | 2,168,959 |
Healthpeak Properties, Inc. | 185,018 | 2,877,030 |
Omega Healthcare Investors, Inc. | 99,441 | 3,291,497 |
Ventas, Inc. | 98,374 | 4,176,960 |
Hotel and resort REITs – 0.2% | ||
Host Hotels & Resorts, Inc. | 290,762 | 4,500,996 |
Ryman Hospitality Properties, Inc. | 2,071 | 177,278 |
Industrial REITs – 0.5% | ||
Americold Realty Trust, Inc. | 109,050 | 2,859,291 |
EastGroup Properties, Inc. | 18,093 | 2,953,682 |
First Industrial Realty Trust, Inc. | 54,504 | 2,305,519 |
Rexford Industrial Realty, Inc. | 79,858 | 3,453,060 |
STAG Industrial, Inc. | 72,222 | 2,399,215 |
Terreno Realty Corp. | 19,147 | 1,020,152 |
Office REITs – 0.2% | ||
Alexandria Real Estate Equities, Inc. | 37,155 | 3,460,245 |
Boston Properties, Inc. | 54,131 | 2,899,798 |
Real estate management and development – 0.6% | ||
CBRE Group, Inc., Class A (B) | 116,723 | 8,093,573 |
CoStar Group, Inc. (B) | 19,866 | 1,458,363 |
Jones Lang LaSalle, Inc. (B) | 34,465 | 4,408,763 |
Zillow Group, Inc., Class A (B) | 8,575 | 304,670 |
Zillow Group, Inc., Class C (B) | 65,481 | 2,373,686 |
Residential REITs – 1.3% | ||
American Homes 4 Rent, Class A | 124,691 | 4,082,383 |
Apartment Income REIT Corp. | 62,155 | 1,815,548 |
AvalonBay Communities, Inc. | 21,374 | 3,542,527 |
Camden Property Trust | 40,697 | 3,454,361 |
Equity LifeStyle Properties, Inc. | 68,069 | 4,478,940 |
Equity Residential | 55,797 | 3,087,248 |
Essex Property Trust, Inc. | 15,925 | 3,406,676 |
Invitation Homes, Inc. | 151,804 | 4,507,061 |
Mid-America Apartment Communities, Inc. | 29,085 | 3,436,393 |
SEE NOTES TO FINANCIAL STATEMENTS | SEMIANNUAL REPORT | JOHN HANCOCK MULTIFACTOR ETFS | 43 |
Shares or Principal Amount | Value | |
Real estate (continued) | ||
Residential REITs (continued) | ||
Sun Communities, Inc. | 30,407 | $3,382,475 |
UDR, Inc. | 116,757 | 3,714,040 |
Retail REITs – 0.7% | ||
Agree Realty Corp. | 33,730 | 1,886,856 |
Brixmor Property Group, Inc. | 122,851 | 2,554,072 |
Federal Realty Investment Trust | 33,468 | 3,051,947 |
Kimco Realty Corp. | 241,019 | 4,323,881 |
NNN REIT, Inc. | 74,790 | 2,717,121 |
Regency Centers Corp. | 70,061 | 4,221,876 |
Spirit Realty Capital, Inc. | 54,804 | 1,972,396 |
Specialized REITs – 1.3% | ||
CubeSmart | 92,383 | 3,149,336 |
Extra Space Storage, Inc. | 70,344 | 7,286,935 |
Gaming and Leisure Properties, Inc. | 99,882 | 4,533,644 |
Iron Mountain, Inc. | 107,108 | 6,326,870 |
Lamar Advertising Company, Class A | 40,450 | 3,327,822 |
SBA Communications Corp. | 15,004 | 3,130,285 |
VICI Properties, Inc. | 223,495 | 6,235,511 |
Weyerhaeuser Company | 207,448 | 5,951,683 |
Utilities – 5.6% | 167,128,593 | |
Electric utilities – 2.8% | ||
Alliant Energy Corp. | 120,350 | 5,871,877 |
Avangrid, Inc. | 32,836 | 980,811 |
Constellation Energy Corp. | 48,191 | 5,441,728 |
Edison International | 165,143 | 10,413,918 |
Entergy Corp. | 104,294 | 9,969,463 |
Evergy, Inc. | 147,392 | 7,242,843 |
Eversource Energy | 104,523 | 5,622,292 |
FirstEnergy Corp. | 202,565 | 7,211,314 |
IDACORP, Inc. | 14,191 | 1,344,030 |
NRG Energy, Inc. | 107,432 | 4,552,968 |
OGE Energy Corp. | 138,087 | 4,722,575 |
PG&E Corp. (B) | 487,654 | 7,948,760 |
Pinnacle West Capital Corp. | 81,208 | 6,024,009 |
PPL Corp. | 245,475 | 6,031,321 |
Gas utilities – 0.4% | ||
Atmos Energy Corp. | 53,423 | 5,751,520 |
National Fuel Gas Company | 53,681 | 2,735,047 |
UGI Corp. | 175,612 | 3,652,730 |
Independent power and renewable electricity producers –0.5% | ||
Brookfield Renewable Corp., Class A | 51,898 | 1,181,198 |
Clearway Energy, Inc., Class A | 16,352 | 333,090 |
Clearway Energy, Inc., Class C | 43,533 | 945,101 |
The AES Corp. | 331,086 | 4,933,181 |
Vistra Corp. | 224,382 | 7,341,779 |
Multi-utilities – 1.6% | ||
Ameren Corp. | 106,284 | 8,046,762 |
Shares or Principal Amount | Value | |
Utilities (continued) | ||
Multi-utilities (continued) | ||
CenterPoint Energy, Inc. | 341,831 | $9,188,417 |
CMS Energy Corp. | 117,621 | 6,391,525 |
DTE Energy Company | 73,258 | 7,060,606 |
NiSource, Inc. | 317,148 | 7,979,444 |
WEC Energy Group, Inc. | 95,146 | 7,743,933 |
Water utilities – 0.3% | ||
American Water Works Company, Inc. | 57,494 | 6,764,169 |
Essential Utilities, Inc. | 110,645 | 3,702,182 |
SHORT-TERM INVESTMENTS – 0.2% | $5,901,973 | |
(Cost $5,902,010) | ||
Short-term funds – 0.2% | 5,901,973 | |
John Hancock Collateral Trust, 5.5153% (D)(E) | 212,634 | 2,125,616 |
State Street Institutional U.S. Government Money Market Fund, Premier Class, 5.2868% (D) | 3,776,357 | 3,776,357 |
Total investments (Multifactor Mid Cap ETF) (Cost $2,980,979,358) 100.1% | $2,986,173,824 | |
Other assets and liabilities, net (0.1%) | (1,729,966) | |
Total net assets 100.0% | $2,984,443,858 |
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) | 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. |
(B) | Non-income producing security. |
(C) | All or a portion of this security is on loan as of 10-31-23. |
(D) | The rate shown is the annualized seven-day yield as of 10-31-23. |
(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% | $321,037,240 | |
(Cost $328,570,899) | ||
Communication services – 1.5% | 4,729,249 | |
Diversified telecommunication services – 0.7% | ||
Frontier Communications Parent, Inc. (A) | 41,940 | 751,565 |
Iridium Communications, Inc. | 37,268 | 1,380,779 |
Entertainment – 0.3% | ||
Madison Square Garden Sports Corp. (A) | 5,173 | 869,788 |
Media – 0.5% | ||
Nexstar Media Group, Inc. | 10,880 | 1,524,070 |
Wireless telecommunication services – 0.0% | ||
United States Cellular Corp. (A) | 4,831 | 203,047 |
44 | JOHN HANCOCK MULTIFACTOR ETFS | SEMIANNUAL REPORT | SEE NOTES TO FINANCIAL STATEMENTS |
Shares or Principal Amount | Value | |
Consumer discretionary – 12.3% | $39,662,132 | |
Automobile components – 0.6% | ||
Fox Factory Holding Corp. (A) | 11,641 | 948,392 |
Visteon Corp. (A) | 8,123 | 935,201 |
Automobiles – 0.8% | ||
Harley-Davidson, Inc. | 44,100 | 1,184,085 |
Thor Industries, Inc. | 14,567 | 1,280,876 |
Broadline retail – 0.5% | ||
Dillard’s, Inc., Class A | 851 | 264,193 |
Ollie’s Bargain Outlet Holdings, Inc. (A) | 17,635 | 1,362,127 |
Diversified consumer services – 1.6% | ||
ADT, Inc. | 116,852 | 661,382 |
Bright Horizons Family Solutions, Inc. (A) | 16,976 | 1,257,243 |
Duolingo, Inc. (A) | 11,683 | 1,706,302 |
H&R Block, Inc. | 41,339 | 1,696,966 |
Hotels, restaurants and leisure – 2.6% | ||
Dutch Bros, Inc., Class A (A) | 11,772 | 286,530 |
Hilton Grand Vacations, Inc. (A) | 22,846 | 821,314 |
International Game Technology PLC | 19,634 | 499,096 |
Marriott Vacations Worldwide Corp. | 9,491 | 852,861 |
Planet Fitness, Inc., Class A (A) | 28,457 | 1,572,818 |
Red Rock Resorts, Inc., Class A | 11,450 | 452,848 |
The Wendy’s Company | 51,793 | 985,103 |
Wingstop, Inc. | 8,327 | 1,521,926 |
Wyndham Hotels & Resorts, Inc. | 18,968 | 1,373,283 |
Household durables – 1.4% | ||
Installed Building Products, Inc. | 7,033 | 785,375 |
Leggett & Platt, Inc. | 37,757 | 884,647 |
Newell Brands, Inc. | 112,145 | 753,614 |
Skyline Champion Corp. (A) | 15,596 | 914,393 |
Taylor Morrison Home Corp. (A) | 30,677 | 1,175,543 |
Leisure products – 0.9% | ||
Acushnet Holdings Corp. | 8,689 | 442,791 |
Brunswick Corp. | 19,073 | 1,325,001 |
Polaris, Inc. | 1,543 | 133,346 |
YETI Holdings, Inc. (A) | 25,226 | 1,072,610 |
Specialty retail – 1.9% | ||
Academy Sports & Outdoors, Inc. | 21,372 | 958,320 |
Asbury Automotive Group, Inc. (A) | 5,864 | 1,122,194 |
Murphy USA, Inc. | 4,485 | 1,626,665 |
The Gap, Inc. | 82,227 | 1,052,506 |
Valvoline, Inc. | 46,934 | 1,392,532 |
Textiles, apparel and luxury goods – 2.0% | ||
Capri Holdings, Ltd. (A) | 38,581 | 1,974,573 |
Columbia Sportswear Company | 10,583 | 781,025 |
Crocs, Inc. (A) | 20,843 | 1,861,696 |
Levi Strauss & Company, Class A | 31,866 | 435,608 |
PVH Corp. | 17,581 | 1,307,147 |
Shares or Principal Amount | Value | |
Consumer staples – 3.9% | $12,531,532 | |
Beverages – 0.6% | ||
Coca-Cola Consolidated, Inc. | 1,091 | 694,323 |
National Beverage Corp. (A) | 6,547 | 303,650 |
The Boston Beer Company, Inc., Class A (A) | 2,696 | 900,329 |
Consumer staples distribution and retail – 0.5% | ||
Sprouts Farmers Market, Inc. (A) | 35,848 | 1,506,333 |
Food products – 1.9% | ||
Flowers Foods, Inc. | 48,985 | 1,074,241 |
Hostess Brands, Inc. (A) | 37,873 | 1,264,958 |
Ingredion, Inc. | 13,882 | 1,299,078 |
Lancaster Colony Corp. | 5,348 | 904,721 |
Pilgrim’s Pride Corp. (A) | 11,924 | 304,062 |
Post Holdings, Inc. (A) | 14,548 | 1,167,913 |
Seaboard Corp. | 74 | 259,514 |
Household products – 0.1% | ||
Reynolds Consumer Products, Inc. | 15,630 | 397,471 |
Personal care products – 0.8% | ||
BellRing Brands, Inc. (A) | 37,538 | 1,641,537 |
e.l.f. Beauty, Inc. (A) | 1,437 | 133,109 |
Inter Parfums, Inc. | 5,352 | 680,293 |
Energy – 6.6% | 21,158,108 | |
Energy equipment and services – 2.2% | ||
Cactus, Inc., Class A | 19,023 | 892,940 |
Helmerich & Payne, Inc. | 25,654 | 1,015,129 |
Patterson-UTI Energy, Inc. | 17,864 | 226,873 |
Seadrill, Ltd. (A) | 21,562 | 852,130 |
Transocean, Ltd. (A) | 199,623 | 1,321,504 |
Valaris, Ltd. (A) | 17,879 | 1,180,729 |
Weatherford International PLC (A) | 15,629 | 1,454,904 |
Oil, gas and consumable fuels – 4.4% | ||
Antero Midstream Corp. | 95,762 | 1,181,703 |
California Resources Corp. | 24,273 | 1,276,517 |
Chord Energy Corp. | 8,362 | 1,382,406 |
Denbury, Inc. (A) | 14,373 | 1,277,616 |
DT Midstream, Inc. | 28,347 | 1,529,888 |
EnLink Midstream LLC (A) | 71,155 | 874,495 |
Equitrans Midstream Corp. | 145,360 | 1,289,343 |
Kinetik Holdings, Inc. (B) | 5,504 | 195,062 |
Magnolia Oil & Gas Corp., Class A | 53,186 | 1,194,026 |
Northern Oil and Gas, Inc. | 28,743 | 1,102,007 |
PBF Energy, Inc., Class A | 32,163 | 1,528,707 |
SM Energy Company | 34,279 | 1,382,129 |
Financials – 14.0% | 44,946,343 | |
Banks – 5.7% | ||
Bank OZK | 33,165 | 1,187,639 |
BOK Financial Corp. | 8,596 | 563,210 |
Cadence Bank | 52,064 | 1,102,716 |
Commerce Bancshares, Inc. | 2,242 | 98,334 |
SEE NOTES TO FINANCIAL STATEMENTS | SEMIANNUAL REPORT | JOHN HANCOCK MULTIFACTOR ETFS | 45 |
Shares or Principal Amount | Value | |
Financials (continued) | ||
Banks (continued) | ||
First Financial Bankshares, Inc. | 35,275 | $848,364 |
FNB Corp. | 103,116 | 1,102,310 |
Home BancShares, Inc. | 54,656 | 1,117,715 |
Old National Bancorp | 83,180 | 1,139,566 |
Pinnacle Financial Partners, Inc. | 20,662 | 1,288,482 |
Popular, Inc. | 21,064 | 1,370,003 |
Prosperity Bancshares, Inc. | 26,646 | 1,453,273 |
SouthState Corp. | 21,246 | 1,404,361 |
Synovus Financial Corp. | 38,665 | 1,007,997 |
United Bankshares, Inc. | 36,885 | 1,049,009 |
Valley National Bancorp | 124,389 | 967,746 |
Western Alliance Bancorp | 34,842 | 1,432,006 |
Wintrust Financial Corp. | 17,379 | 1,298,038 |
Capital markets – 1.4% | ||
Affiliated Managers Group, Inc. | 10,264 | 1,260,009 |
Evercore, Inc., Class A | 10,119 | 1,317,291 |
Hamilton Lane, Inc., Class A | 9,600 | 807,552 |
Janus Henderson Group PLC | 43,424 | 1,001,792 |
Consumer finance – 0.9% | ||
Credit Acceptance Corp. (A) | 1,387 | 558,170 |
FirstCash Holdings, Inc. | 10,724 | 1,168,058 |
OneMain Holdings, Inc. | 34,572 | 1,242,172 |
Financial services – 2.9% | ||
Affirm Holdings, Inc. (A) | 72,825 | 1,282,448 |
Enact Holdings, Inc. | 8,823 | 243,162 |
Essent Group, Ltd. | 28,977 | 1,368,873 |
Euronet Worldwide, Inc. (A) | 13,668 | 1,050,249 |
MGIC Investment Corp. | 87,306 | 1,470,233 |
NCR Atleos Corp. (A) | 19,601 | 432,398 |
Radian Group, Inc. | 46,256 | 1,172,127 |
Shift4 Payments, Inc., Class A (A) | 16,436 | 731,731 |
TFS Financial Corp. | 14,255 | 169,064 |
The Western Union Company | 106,908 | 1,206,991 |
Insurance – 3.1% | ||
American Equity Investment Life Holding Company | 21,933 | 1,161,572 |
Axis Capital Holdings, Ltd. | 21,246 | 1,213,147 |
Enstar Group, Ltd. (A) | 3,646 | 863,993 |
First American Financial Corp. | 23,596 | 1,213,778 |
Lincoln National Corp. | 5,112 | 111,288 |
RLI Corp. | 12,524 | 1,668,698 |
Selective Insurance Group, Inc. | 16,884 | 1,757,793 |
The Hanover Insurance Group, Inc. | 8,861 | 1,038,598 |
White Mountains Insurance Group, Ltd. | 702 | 1,004,387 |
Health care – 9.6% | 31,043,013 | |
Biotechnology – 2.6% | ||
Alkermes PLC (A) | 48,217 | 1,166,369 |
Bridgebio Pharma, Inc. (A) | 40,554 | 1,056,026 |
Shares or Principal Amount | Value | |
Health care (continued) | ||
Biotechnology (continued) | ||
CRISPR Therapeutics AG (A)(B) | 22,687 | $883,205 |
Halozyme Therapeutics, Inc. (A) | 36,974 | 1,252,309 |
Ionis Pharmaceuticals, Inc. (A) | 40,104 | 1,775,404 |
Natera, Inc. (A) | 19,501 | 769,704 |
Vaxcyte, Inc. (A) | 29,960 | 1,441,076 |
Health care equipment and supplies – 2.9% | ||
Envista Holdings Corp. (A) | 54,915 | 1,277,872 |
Globus Medical, Inc., Class A (A) | 22,632 | 1,034,509 |
Haemonetics Corp. (A) | 14,484 | 1,234,471 |
Inspire Medical Systems, Inc. (A) | 549 | 80,791 |
Lantheus Holdings, Inc. (A) | 19,314 | 1,247,684 |
Masimo Corp. (A) | 16,471 | 1,336,292 |
Merit Medical Systems, Inc. (A) | 16,452 | 1,130,910 |
Neogen Corp. (A) | 69,492 | 1,034,736 |
QuidelOrtho Corp. (A) | 13,738 | 839,117 |
Health care providers and services – 1.6% | ||
HealthEquity, Inc. (A) | 24,297 | 1,741,609 |
Option Care Health, Inc. (A) | 53,941 | 1,495,784 |
Surgery Partners, Inc. (A)(B) | 19,289 | 446,155 |
The Ensign Group, Inc. | 15,180 | 1,466,388 |
Health care technology – 0.5% | ||
Doximity, Inc., Class A (A) | 39,295 | 802,797 |
Teladoc Health, Inc. (A) | 55,084 | 911,089 |
Life sciences tools and services – 0.4% | ||
10X Genomics, Inc., Class A (A) | 27,980 | 987,134 |
Sotera Health Company (A)(B) | 28,578 | 361,797 |
Pharmaceuticals – 1.6% | ||
Elanco Animal Health, Inc. (A) | 164,043 | 1,445,219 |
Intra-Cellular Therapies, Inc. (A) | 29,244 | 1,455,181 |
Organon & Company | 86,127 | 1,273,818 |
Perrigo Company PLC | 39,637 | 1,095,567 |
Industrials – 20.2% | 64,982,535 | |
Aerospace and defense – 1.0% | ||
BWX Technologies, Inc. | 20,254 | 1,504,467 |
Hexcel Corp. | 24,539 | 1,519,455 |
Building products – 2.0% | ||
AAON, Inc. | 20,029 | 1,091,180 |
Simpson Manufacturing Company, Inc. | 10,552 | 1,405,315 |
The AZEK Company, Inc. (A) | 43,274 | 1,133,779 |
UFP Industries, Inc. | 15,513 | 1,476,372 |
Zurn Elkay Water Solutions Corp. | 48,641 | 1,287,041 |
Commercial services and supplies – 0.7% | ||
Casella Waste Systems, Inc., Class A (A) | 16,796 | 1,267,258 |
Stericycle, Inc. (A) | 27,001 | 1,113,521 |
Construction and engineering – 2.3% | ||
API Group Corp. (A) | 42,277 | 1,093,706 |
Arcosa, Inc. | 16,880 | 1,165,902 |
46 | JOHN HANCOCK MULTIFACTOR ETFS | SEMIANNUAL REPORT | SEE NOTES TO FINANCIAL STATEMENTS |
Shares or Principal Amount | Value | |
Industrials (continued) | ||
Construction and engineering (continued) | ||
Comfort Systems USA, Inc. | 7,679 | $1,396,426 |
Fluor Corp. (A) | 41,440 | 1,379,538 |
MDU Resources Group, Inc. | 58,158 | 1,082,320 |
Valmont Industries, Inc. | 6,730 | 1,325,204 |
Electrical equipment – 1.9% | ||
Acuity Brands, Inc. | 8,649 | 1,400,879 |
Array Technologies, Inc. (A) | 50,479 | 874,801 |
Atkore, Inc. (A) | 10,864 | 1,350,178 |
EnerSys | 11,823 | 1,011,812 |
Sensata Technologies Holding PLC | 50,154 | 1,598,910 |
Ground transportation – 1.0% | ||
Hertz Global Holdings, Inc. (A) | 34,723 | 292,715 |
Landstar System, Inc. | 8,956 | 1,475,770 |
Ryder System, Inc. | 12,268 | 1,196,621 |
Schneider National, Inc., Class B | 12,626 | 319,817 |
Machinery – 4.0% | ||
Allison Transmission Holdings, Inc. | 26,946 | 1,358,617 |
Crane Company | 13,605 | 1,324,175 |
Esab Corp. | 19,858 | 1,257,011 |
Flowserve Corp. | 36,807 | 1,351,553 |
Franklin Electric Company, Inc. | 11,692 | 1,013,930 |
Mueller Industries, Inc. | 32,354 | 1,220,069 |
Oshkosh Corp. | 14,989 | 1,314,985 |
RBC Bearings, Inc. (A) | 2,244 | 493,321 |
Terex Corp. | 19,383 | 887,741 |
The Timken Company | 18,011 | 1,244,920 |
Watts Water Technologies, Inc., Class A | 7,599 | 1,314,703 |
Marine transportation – 0.1% | ||
Kirby Corp. (A) | 4,318 | 322,555 |
Passenger airlines – 0.3% | ||
Alaska Air Group, Inc. (A) | 9,189 | 290,648 |
Copa Holdings SA, Class A | 8,410 | 686,677 |
Professional services – 4.6% | ||
Alight, Inc., Class A (A) | 104,712 | 695,288 |
ASGN, Inc. (A) | 13,121 | 1,095,079 |
Clarivate PLC (A)(B) | 166,795 | 1,064,152 |
Dun & Bradstreet Holdings, Inc. | 76,847 | 673,180 |
ExlService Holdings, Inc. (A) | 45,935 | 1,199,363 |
Exponent, Inc. | 14,364 | 1,052,738 |
FTI Consulting, Inc. (A) | 8,476 | 1,799,116 |
Insperity, Inc. | 10,477 | 1,108,886 |
ManpowerGroup, Inc. | 14,371 | 1,005,539 |
Maximus, Inc. | 16,924 | 1,264,561 |
Parsons Corp. (A) | 12,299 | 695,508 |
Paycor HCM, Inc. (A)(B) | 18,233 | 393,468 |
Science Applications International Corp. | 15,173 | 1,657,499 |
TriNet Group, Inc. (A) | 10,658 | 1,095,110 |
Shares or Principal Amount | Value | |
Industrials (continued) | ||
Trading companies and distributors – 2.3% | ||
Air Lease Corp. | 29,466 | $1,020,408 |
Applied Industrial Technologies, Inc. | 11,067 | 1,698,895 |
Beacon Roofing Supply, Inc. (A) | 13,976 | 994,672 |
Boise Cascade Company | 13,733 | 1,287,469 |
GATX Corp. | 10,202 | 1,066,925 |
MSC Industrial Direct Company, Inc., Class A | 13,412 | 1,270,787 |
Information technology – 14.9% | 47,949,271 | |
Electronic equipment, instruments and components – 4.4% | ||
Advanced Energy Industries, Inc. | 10,918 | 952,705 |
Avnet, Inc. | 26,559 | 1,230,478 |
Badger Meter, Inc. | 8,531 | 1,181,970 |
Belden, Inc. | 12,167 | 862,640 |
Coherent Corp. (A) | 44,587 | 1,319,775 |
Fabrinet (A) | 10,340 | 1,602,700 |
Insight Enterprises, Inc. (A) | 10,290 | 1,474,557 |
IPG Photonics Corp. (A) | 8,395 | 721,131 |
Littelfuse, Inc. | 6,015 | 1,303,270 |
Novanta, Inc. (A) | 9,818 | 1,296,565 |
Vishay Intertechnology, Inc. | 44,371 | 986,811 |
Vontier Corp. | 44,727 | 1,322,130 |
IT services – 0.8% | ||
DXC Technology Company (A) | 59,880 | 1,207,780 |
Kyndryl Holdings, Inc. (A) | 67,686 | 990,246 |
Squarespace, Inc., Class A (A) | 16,208 | 460,469 |
Semiconductors and semiconductor equipment – 3.1% | ||
Amkor Technology, Inc. | 25,446 | 530,804 |
Axcelis Technologies, Inc. (A) | 9,340 | 1,190,850 |
Cirrus Logic, Inc. (A) | 15,912 | 1,064,990 |
Diodes, Inc. (A) | 13,010 | 846,691 |
MACOM Technology Solutions Holdings, Inc. (A) | 15,908 | 1,122,150 |
MKS Instruments, Inc. | 2,902 | 190,545 |
Onto Innovation, Inc. (A) | 10,800 | 1,213,596 |
Power Integrations, Inc. | 15,578 | 1,080,023 |
Rambus, Inc. (A) | 31,184 | 1,694,227 |
Silicon Laboratories, Inc. (A) | 8,976 | 827,408 |
Software – 6.6% | ||
Altair Engineering, Inc., Class A (A) | 15,582 | 967,954 |
Aurora Innovation, Inc. (A)(B) | 243,851 | 426,739 |
Blackbaud, Inc. (A) | 18,594 | 1,216,048 |
Box, Inc., Class A (A) | 38,562 | 958,651 |
DoubleVerify Holdings, Inc. (A) | 33,408 | 929,745 |
Elastic NV (A) | 23,363 | 1,753,160 |
Five9, Inc. (A) | 23,552 | 1,362,954 |
Freshworks, Inc., Class A (A) | 33,706 | 604,686 |
HashiCorp, Inc., Class A (A) | 34,131 | 672,039 |
Informatica, Inc., Class A (A) | 11,415 | 218,940 |
Instructure Holdings, Inc. (A) | 5,259 | 129,529 |
NCR Voyix Corp. (A) | 39,203 | 599,414 |
SEE NOTES TO FINANCIAL STATEMENTS | SEMIANNUAL REPORT | JOHN HANCOCK MULTIFACTOR ETFS | 47 |
Shares or Principal Amount | Value | |
Information technology (continued) | ||
Software (continued) | ||
New Relic, Inc. (A) | 16,229 | $1,406,567 |
PowerSchool Holdings, Inc., Class A (A) | 17,466 | 347,923 |
Qualys, Inc. (A) | 10,299 | 1,575,232 |
SentinelOne, Inc., Class A (A) | 82,620 | 1,291,351 |
Smartsheet, Inc., Class A (A) | 38,038 | 1,504,023 |
SPS Commerce, Inc. (A) | 8,241 | 1,321,362 |
Tenable Holdings, Inc. (A) | 32,865 | 1,383,945 |
Teradata Corp. (A) | 28,416 | 1,213,932 |
Workiva, Inc. (A) | 15,967 | 1,390,566 |
Materials – 7.5% | 24,147,334 | |
Chemicals – 3.5% | ||
Ashland, Inc. | 14,171 | 1,085,924 |
Axalta Coating Systems, Ltd. (A) | 65,080 | 1,707,048 |
Balchem Corp. | 9,245 | 1,074,639 |
Cabot Corp. | 16,267 | 1,081,430 |
Element Solutions, Inc. | 65,112 | 1,186,992 |
HB Fuller Company | 15,746 | 1,041,598 |
Huntsman Corp. | 48,960 | 1,142,237 |
Livent Corp. (A) | 52,569 | 766,982 |
NewMarket Corp. | 2,044 | 985,515 |
Olin Corp. | 5,216 | 222,828 |
The Chemours Company | 40,830 | 984,411 |
Construction materials – 0.8% | ||
Eagle Materials, Inc. | 10,093 | 1,553,414 |
Summit Materials, Inc., Class A (A) | 34,837 | 1,146,137 |
Containers and packaging – 1.3% | ||
Sealed Air Corp. | 50,211 | 1,545,997 |
Silgan Holdings, Inc. | 24,471 | 980,308 |
Sonoco Products Company | 28,403 | 1,471,559 |
Metals and mining – 1.6% | ||
Alcoa Corp. | 58,066 | 1,488,812 |
ATI, Inc. (A) | 37,339 | 1,410,294 |
Commercial Metals Company | 25,472 | 1,077,211 |
U.S. Steel Corp. | 13,835 | 468,868 |
Worthington Industries, Inc. | 11,096 | 683,736 |
Paper and forest products – 0.3% | ||
Louisiana-Pacific Corp. | 20,308 | 1,041,394 |
Real estate – 5.7% | 18,378,967 | |
Diversified REITs – 0.3% | ||
Essential Properties Realty Trust, Inc. | 45,590 | 1,000,701 |
Health care REITs – 0.3% | ||
Healthcare Realty Trust, Inc. | 16,378 | 235,024 |
Medical Properties Trust, Inc. | 131,145 | 626,873 |
Hotel and resort REITs – 0.4% | ||
Ryman Hospitality Properties, Inc. | 16,732 | 1,432,259 |
Industrial REITs – 0.8% | ||
STAG Industrial, Inc. | 38,502 | 1,279,036 |
Shares or Principal Amount | Value | |
Real estate (continued) | ||
Industrial REITs (continued) | ||
Terreno Realty Corp. | 23,944 | $1,275,736 |
Office REITs – 0.6% | ||
Kilroy Realty Corp. | 34,405 | 983,295 |
Vornado Realty Trust | 51,515 | 989,088 |
Residential REITs – 0.7% | ||
Apartment Income REIT Corp. | 42,885 | 1,252,671 |
Independence Realty Trust, Inc. | 78,575 | 973,544 |
Retail REITs – 1.7% | ||
Agree Realty Corp. | 27,691 | 1,549,035 |
Kite Realty Group Trust | 62,710 | 1,336,977 |
Phillips Edison & Company, Inc. | 34,039 | 1,201,917 |
Spirit Realty Capital, Inc. | 41,085 | 1,478,649 |
Specialized REITs – 0.9% | ||
National Storage Affiliates Trust | 24,453 | 697,400 |
PotlatchDeltic Corp. | 22,910 | 981,694 |
Rayonier, Inc. | 42,990 | 1,085,068 |
Utilities – 3.6% | 11,508,756 | |
Electric utilities – 1.1% | ||
IDACORP, Inc. | 14,562 | 1,379,167 |
PNM Resources, Inc. | 24,598 | 1,039,511 |
Portland General Electric Company | 30,043 | 1,202,321 |
Gas utilities – 1.9% | ||
National Fuel Gas Company | 26,482 | 1,349,258 |
New Jersey Resources Corp. | 28,324 | 1,149,388 |
ONE Gas, Inc. | 15,930 | 962,172 |
Southwest Gas Holdings, Inc. | 20,149 | 1,180,933 |
UGI Corp. | 68,660 | 1,428,128 |
Independent power and renewable electricity producers –0.6% | ||
Clearway Energy, Inc., Class A | 12,694 | 258,577 |
Clearway Energy, Inc., Class C | 28,936 | 628,201 |
Ormat Technologies, Inc. | 15,130 | 931,100 |
SHORT-TERM INVESTMENTS – 0.2% | $524,924 | |
(Cost $524,924) | ||
Short-term funds – 0.2% | 524,924 | |
John Hancock Collateral Trust, 5.5153% (C)(D) | 1,447 | 14,466 |
State Street Institutional U.S. Government Money Market Fund, Premier Class, 5.2868% (C) | 510,458 | 510,458 |
Total investments (Multifactor Small Cap ETF) (Cost $329,095,823) 100.0% | $321,562,164 | |
Other assets and liabilities, net (0.0%) | (66,858) | |
Total net assets 100.0% | $321,495,306 |
The percentage shown for each investment category is the total value of the category as a percentage of the net assets of the fund. | |
Security Abbreviations and Legend | |
(A) | Non-income producing security. |
(B) | All or a portion of this security is on loan as of 10-31-23. |
48 | JOHN HANCOCK MULTIFACTOR ETFS | SEMIANNUAL REPORT | SEE NOTES TO FINANCIAL STATEMENTS |
(C) | The rate shown is the annualized seven-day yield as of 10-31-23. |
(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 | SEMIANNUAL REPORT | JOHN HANCOCK MULTIFACTOR ETFS | 49 |
Multifactor Developed International ETF | Multifactor Emerging Markets ETF | Multifactor Large Cap ETF | Multifactor Mid Cap ETF | |
Assets | ||||
Unaffiliated investments, at value | $467,183,294 | $617,596,689 | $671,761,570 | $2,984,048,208 |
Affiliated investments, at value | 745,490 | 1,964,393 | 213,595 | 2,125,616 |
Total investments, at value | 467,928,784 | 619,561,082 | 671,975,165 | 2,986,173,824 |
Cash | 121,583 | 1,740 | 3,017 | — |
Foreign currency, at value | 1,421,233 | 1,232,703 | — | — |
Dividends and interest receivable | 2,096,574 | 944,705 | 539,896 | 1,641,347 |
Receivable for investments sold | 278,338 | 499 | 20,567,267 | 4,551,010 |
Receivable for securities lending income | 6,213 | 6,482 | 2,322 | 18,151 |
Other assets | 38,704 | 55,162 | 63,271 | 194,321 |
Total assets | 471,891,429 | 621,802,373 | 693,150,938 | 2,992,578,653 |
Liabilities | ||||
Due to custodian | — | — | — | 71,052 |
Foreign capital gains tax payable | — | 4,083,746 | — | — |
Payable for investments purchased | 404,570 | 5,459 | 3,017 | — |
Payable for fund shares repurchased | — | — | 20,637,183 | 4,486,198 |
Payable upon return of securities loaned | 742,796 | 1,964,197 | 213,532 | 2,130,792 |
Payable to affiliates | ||||
Investment management fees | 122,898 | 188,025 | 134,091 | 933,241 |
Accounting and legal services fees | 30,208 | 40,082 | 45,683 | 190,776 |
Trustees’ fees | 582 | 893 | 953 | 3,298 |
Other liabilities and accrued expenses | 88,363 | 184,043 | 118,125 | 319,438 |
Total liabilities | 1,389,417 | 6,466,445 | 21,152,584 | 8,134,795 |
Net assets | $470,502,012 | $615,335,928 | $671,998,354 | $2,984,443,858 |
Net assets consist of | ||||
Paid-in capital | $518,460,430 | $696,537,960 | $653,571,331 | $3,084,519,940 |
Total distributable earnings (loss) | (47,958,418) | (81,202,032) | 18,427,023 | (100,076,082) |
Net assets | $470,502,012 | $615,335,928 | $671,998,354 | $2,984,443,858 |
Unaffiliated investments, at cost | $459,038,099 | $630,912,656 | $644,109,794 | $2,978,853,705 |
Affiliated investments, at cost | $745,509 | $1,964,441 | $213,599 | $2,125,653 |
Foreign currency, at cost | $1,423,226 | $1,282,927 | — | — |
Securities loaned, at value | $4,724,503 | $3,887,748 | $1,236,855 | $18,759,181 |
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 | $470,502,012 | $615,335,928 | $671,998,354 | $2,984,443,858 |
Shares outstanding | 16,400,000 | 26,700,000 | 13,025,000 | 66,525,000 |
Net asset value per share | $28.69 | $23.05 | $51.59 | $44.86 |
50 | JOHN HANCOCK MULTIFACTOR ETFS | SEMIANNUAL | SEE NOTES TO FINANCIAL STATEMENTS |
Multifactor Small Cap ETF | |
Assets | |
Unaffiliated investments, at value | $321,547,698 |
Affiliated investments, at value | 14,466 |
Total investments, at value | 321,562,164 |
Dividends and interest receivable | 93,824 |
Receivable for investments sold | 8,894 |
Receivable for securities lending income | 858 |
Other assets | 33,384 |
Total assets | 321,699,124 |
Liabilities | |
Payable for investments purchased | 2,536 |
Payable upon return of securities loaned | 15,662 |
Payable to affiliates | |
Investment management fees | 95,108 |
Accounting and legal services fees | 21,285 |
Trustees’ fees | 454 |
Other liabilities and accrued expenses | 68,773 |
Total liabilities | 203,818 |
Net assets | $321,495,306 |
Net assets consist of | |
Paid-in capital | $418,639,668 |
Total distributable earnings (loss) | (97,144,362) |
Net assets | $321,495,306 |
Unaffiliated investments, at cost | $329,081,357 |
Affiliated investments, at cost | $14,466 |
Securities loaned, at value | $2,460,673 |
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 | $321,495,306 |
Shares outstanding | 10,650,000 |
Net asset value per share | $30.19 |
SEE NOTES TO FINANCIAL STATEMENTS | SEMIANNUAL | JOHN HANCOCK MULTIFACTOR ETFS | 51 |
Multifactor Developed International ETF | Multifactor Emerging Markets ETF | Multifactor Large Cap ETF | Multifactor Mid Cap ETF | |
Investment income | ||||
Dividends from unaffiliated investments | $8,969,450 | $15,101,279 | $6,776,370 | $29,402,821 |
Securities lending | 75,759 | 50,759 | 11,436 | 85,145 |
Interest | 4,912 | 929 | 348 | 665 |
Less foreign taxes withheld | (798,861) | (2,178,228) | (1,509) | (8,856) |
Total investment income | 8,251,260 | 12,974,739 | 6,786,645 | 29,479,775 |
Expenses | ||||
Investment management fees | 874,101 | 1,471,407 | 982,324 | 5,784,133 |
Accounting and legal services fees | 49,515 | 66,899 | 74,303 | 307,512 |
Transfer agent fees | 5,033 | 5,033 | 5,033 | 5,033 |
Trustees’ fees | 5,729 | 8,170 | 8,963 | 35,407 |
Custodian fees | 79,574 | 292,997 | 67,583 | 236,646 |
Printing and postage | 15,259 | 12,320 | 24,390 | 79,846 |
Professional fees | 29,251 | 33,562 | 40,155 | 99,822 |
Stock exchange listing fees | 4,509 | 6,871 | 4,509 | 9,266 |
Other | 15,276 | 21,410 | 18,216 | 40,304 |
Total expenses | 1,078,247 | 1,918,669 | 1,225,476 | 6,597,969 |
Less expense reductions | (103,769) | (275,746) | (129,807) | (113,387) |
Net expenses | 974,478 | 1,642,923 | 1,095,669 | 6,484,582 |
Net investment income | 7,276,782 | 11,331,816 | 5,690,976 | 22,995,193 |
Realized and unrealized gain (loss) | ||||
Net realized gain (loss) on | ||||
Unaffiliated investments and foreign currency transactions | (9,660,875) | (10,791,508)1 | (6,053,871) | (31,639,632) |
Affiliated investments | (817) | (407) | (17) | (330) |
Futures contracts | (11,926) | 20,286 | 6,212 | 29,169 |
Redemptions in kind | 7,201,821 | 4,775,606 | 43,514,629 | 73,637,478 |
(2,471,797) | (5,996,023) | 37,466,953 | 42,026,685 | |
Change in net unrealized appreciation (depreciation) of | ||||
Unaffiliated investments and translation of assets and liabilities in foreign currencies | (37,771,671) | (28,041,080) | (46,486,703) | (228,086,613) |
Affiliated investments | 173 | (33) | (1) | 29 |
(37,771,498) | (28,041,113) | (46,486,704) | (228,086,584) | |
Net realized and unrealized loss | (40,243,295) | (34,037,136) | (9,019,751) | (186,059,899) |
Decrease in net assets from operations | $(32,966,513) | $(22,705,320) | $(3,328,775) | $(163,064,706) |
1 | Net of foreign capital gains taxes of $1,088,333. |
52 | JOHN HANCOCK MULTIFACTOR ETFS | SEMIANNUAL | SEE NOTES TO FINANCIAL STATEMENTS |
Multifactor Small Cap ETF | |
Investment income | |
Dividends from unaffiliated investments | $2,906,610 |
Securities lending | 18,735 |
Interest | 126 |
Less foreign taxes withheld | (2,337) |
Total investment income | 2,923,134 |
Expenses | |
Investment management fees | 686,950 |
Accounting and legal services fees | 34,705 |
Transfer agent fees | 5,033 |
Trustees’ fees | 4,151 |
Custodian fees | 36,386 |
Printing and postage | 13,155 |
Professional fees | 27,178 |
Stock exchange listing fees | 4,509 |
Other | 13,770 |
Total expenses | 825,837 |
Less expense reductions | (86,044) |
Net expenses | 739,793 |
Net investment income | 2,183,341 |
Realized and unrealized gain (loss) | |
Net realized gain (loss) on | |
Unaffiliated investments and foreign currency transactions | (7,692,075) |
Affiliated investments | (108) |
Futures contracts | (7,670) |
Redemptions in kind | 18,591,080 |
10,891,227 | |
Change in net unrealized appreciation (depreciation) of | |
Unaffiliated investments and translation of assets and liabilities in foreign currencies | (26,211,688) |
Affiliated investments | 49 |
(26,211,639) | |
Net realized and unrealized loss | (15,320,412) |
Decrease in net assets from operations | $(13,137,071) |
SEE NOTES TO FINANCIAL STATEMENTS | SEMIANNUAL | JOHN HANCOCK MULTIFACTOR ETFS | 53 |
Multifactor Developed International ETF | Multifactor Emerging Markets ETF | Multifactor Large Cap ETF | ||||
Six months ended 10-31-23 (unaudited) | Year ended 4-30-23 | Six months ended 10-31-23 (unaudited) | Year ended 4-30-23 | Six months ended 10-31-23 (unaudited) | Year ended 4-30-23 | |
Increase (decrease) in net assets | ||||||
From operations | ||||||
Net investment income | $7,276,782 | $14,607,913 | $11,331,816 | $22,024,982 | $5,690,976 | $11,130,723 |
Net realized gain (loss) | (2,471,797) | (12,094,702) | (5,996,023) | (29,379,018) | 37,466,953 | 33,436,167 |
Change in net unrealized appreciation (depreciation) | (37,771,498) | 30,229,461 | (28,041,113) | (25,012,607) | (46,486,704) | (35,705,601) |
Increase (decrease) in net assets resulting from operations | (32,966,513) | 32,742,672 | (22,705,320) | (32,366,643) | (3,328,775) | 8,861,289 |
Distributions to shareholders | ||||||
From earnings | (10,678,560) | (12,810,369) | (9,167,659) | (18,390,167) | (4,962,354) | (10,582,221) |
From fund share transactions | ||||||
Shares issued | 54,944,861 | 39,519,440 | 7,452,047 | 104,872,084 | 78,506,979 | 86,066,757 |
Shares repurchased | (27,474,545) | (55,442,968) | (63,612,151) | (11,598,854) | (116,829,054) | (147,594,230) |
Total from fund share transactions | 27,470,316 | (15,923,528) | (56,160,104) | 93,273,230 | (38,322,075) | (61,527,473) |
Total increase (decrease) | (16,174,757) | 4,008,775 | (88,033,083) | 42,516,420 | (46,613,204) | (63,248,405) |
Net assets | ||||||
Beginning of period | 486,676,769 | 482,667,994 | 703,369,011 | 660,852,591 | 718,611,558 | 781,859,963 |
End of period | $470,502,012 | $486,676,769 | $615,335,928 | $703,369,011 | $671,998,354 | $718,611,558 |
Share activity | ||||||
Shares outstanding | ||||||
Beginning of period | 15,500,000 | 16,100,000 | 29,000,000 | 25,100,000 | 13,750,000 | 14,975,000 |
Shares issued | 1,800,000 | 1,400,000 | 300,000 | 4,400,000 | 1,450,000 | 1,725,000 |
Shares repurchased | (900,000) | (2,000,000) | (2,600,000) | (500,000) | (2,175,000) | (2,950,000) |
End of period | 16,400,000 | 15,500,000 | 26,700,000 | 29,000,000 | 13,025,000 | 13,750,000 |
54 | JOHN HANCOCK MULTIFACTOR ETFS | SEMIANNUAL | SEE NOTES TO FINANCIAL STATEMENTS |
Multifactor Mid Cap ETF | Multifactor Small Cap ETF | |||
Six months ended 10-31-23 (unaudited) | Year ended 4-30-23 | Six months ended 10-31-23 (unaudited) | Year ended 4-30-23 | |
Increase (decrease) in net assets | ||||
From operations | ||||
Net investment income | $22,995,193 | $33,830,805 | $2,183,341 | $3,827,817 |
Net realized gain | 42,026,685 | 10,409,634 | 10,891,227 | 154,396 |
Change in net unrealized depreciation | (228,086,584) | (77,717,378) | (26,211,639) | (5,514,952) |
Decrease in net assets resulting from operations | (163,064,706) | (33,476,939) | (13,137,071) | (1,532,739) |
Distributions to shareholders | ||||
From earnings | (15,783,040) | (30,114,715) | (1,517,724) | (3,723,992) |
From fund share transactions | ||||
Shares issued | 375,341,659 | 860,188,790 | 61,572,209 | 82,315,085 |
Shares repurchased | (172,898,337) | (246,351,415) | (65,259,290) | (113,906,004) |
Total from fund share transactions | 202,443,322 | 613,837,375 | (3,687,081) | (31,590,919) |
Total increase (decrease) | 23,595,576 | 550,245,721 | (18,341,876) | (36,847,650) |
Net assets | ||||
Beginning of period | 2,960,848,282 | 2,410,602,561 | 339,837,182 | 376,684,832 |
End of period | $2,984,443,858 | $2,960,848,282 | $321,495,306 | $339,837,182 |
Share activity | ||||
Shares outstanding | ||||
Beginning of period | 62,300,000 | 49,450,000 | 10,750,000 | 11,775,000 |
Shares issued | 7,825,000 | 18,050,000 | 1,875,000 | 2,625,000 |
Shares repurchased | (3,600,000) | (5,200,000) | (1,975,000) | (3,650,000) |
End of period | 66,525,000 | 62,300,000 | 10,650,000 | 10,750,000 |
SEE NOTES TO FINANCIAL STATEMENTS | SEMIANNUAL | JOHN HANCOCK MULTIFACTOR ETFS | 55 |
Period ended | 10-31-231 | 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 | $31.40 | $29.98 | $33.43 | $24.33 | $28.75 | $30.68 |
Net investment income2 | 0.45 | 0.92 | 0.97 | 0.70 | 0.73 | 0.91 |
Net realized and unrealized gain (loss) on investments | (2.49) | 1.30 | (3.34) | 8.99 | (4.21) | (2.31) |
Total from investment operations | (2.04) | 2.22 | (2.37) | 9.69 | (3.48) | (1.40) |
Less distributions | ||||||
From net investment income | (0.67) | (0.80) | (1.08) | (0.59) | (0.94) | (0.53) |
Net asset value, end of period | $28.69 | $31.40 | $29.98 | $33.43 | $24.33 | $28.75 |
Total return (%)3 | (6.64)4 | 7.79 | (7.45) | 40.26 | (12.57) | (4.54) |
Ratios and supplemental data | ||||||
Net assets, end of period (in millions) | $471 | $487 | $483 | $485 | $433 | $512 |
Ratios (as a percentage of average net assets): | ||||||
Expenses before reductions | 0.435 | 0.43 | 0.42 | 0.43 | 0.52 | 0.55 |
Expenses including reductions | 0.395 | 0.39 | 0.39 | 0.39 | 0.45 | 0.45 |
Net investment income | 2.915 | 3.26 | 2.92 | 2.43 | 2.46 | 3.28 |
Portfolio turnover (%)6 | 9 | 12 | 10 | 8 | 10 | 17 |
1 | Six months ended 10-31-23. Unaudited. |
2 | Based on average daily shares outstanding. |
3 | Total returns would have been lower had certain expenses not been reduced during the applicable periods. |
4 | Not annualized. |
5 | Annualized. |
6 | Portfolio turnover rate excludes securities received or delivered from in-kind transactions. |
Period ended | 10-31-231 | 4-30-23 | 4-30-22 | 4-30-21 | 4-30-20 | 4-30-192 |
Per share operating performance | ||||||
Net asset value, beginning of period | $24.25 | $26.33 | $31.19 | $21.61 | $25.87 | $25.00 |
Net investment income3 | 0.42 | 0.79 | 0.72 | 0.50 | 0.66 | 0.14 |
Net realized and unrealized gain (loss) on investments | (1.28) | (2.21) | (4.79) | 9.57 | (4.29) | 0.78 |
Total from investment operations | (0.86) | (1.42) | (4.07) | 10.07 | (3.63) | 0.92 |
Less distributions | ||||||
From net investment income | (0.34) | (0.66) | (0.79) | (0.49) | (0.63) | (0.05) |
Net asset value, end of period | $23.05 | $24.25 | $26.33 | $31.19 | $21.61 | $25.87 |
Total return (%)4 | (3.67)5 | (5.32) | (13.33) | 46.99 | (14.44) | 3.715 |
Ratios and supplemental data | ||||||
Net assets, end of period (in millions) | $615 | $703 | $661 | $736 | $685 | $818 |
Ratios (as a percentage of average net assets): | ||||||
Expenses before reductions | 0.576 | 0.58 | 0.56 | 0.55 | 0.67 | 0.716 |
Expenses including reductions | 0.496 | 0.49 | 0.49 | 0.49 | 0.55 | 0.556 |
Net investment income | 3.396 | 3.28 | 2.43 | 1.89 | 2.69 | 0.976 |
Portfolio turnover (%)7 | 7 | 10 | 12 | 25 | 22 | 3 |
1 | Six months ended 10-31-23. Unaudited. |
2 | Period from 9-27-18 (commencement of operations) to 4-30-19. |
3 | Based on average daily shares outstanding. |
4 | Total returns would have been lower had certain expenses not been reduced during the applicable periods. |
5 | Not annualized. |
6 | Annualized. |
7 | Portfolio turnover rate excludes securities received or delivered from in-kind transactions. |
56 | JOHN HANCOCK MULTIFACTOR ETFS | SEMIANNUAL | SEE NOTES TO FINANCIAL STATEMENTS |
Period ended | 10-31-231 | 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 | $52.26 | $52.21 | $53.37 | $36.16 | $37.97 | $34.52 |
Net investment income2 | 0.41 | 0.76 | 0.63 | 0.66 | 0.73 | 0.70 |
Net realized and unrealized gain (loss) on investments | (0.73) | 0.013 | (1.15) | 17.30 | (1.83) | 3.25 |
Total from investment operations | (0.32) | 0.77 | (0.52) | 17.96 | (1.10) | 3.95 |
Less distributions | ||||||
From net investment income | (0.35) | (0.72) | (0.64) | (0.75) | (0.71) | (0.50) |
Net asset value, end of period | $51.59 | $52.26 | $52.21 | $53.37 | $36.16 | $37.97 |
Total return (%)4 | (0.64)5 | 1.57 | (1.06) | 50.22 | (3.04) | 11.74 |
Ratios and supplemental data | ||||||
Net assets, end of period (in millions) | $672 | $719 | $782 | $706 | $789 | $922 |
Ratios (as a percentage of average net assets): | ||||||
Expenses before reductions | 0.326 | 0.32 | 0.32 | 0.31 | 0.34 | 0.35 |
Expenses including reductions | 0.296 | 0.29 | 0.29 | 0.29 | 0.33 | 0.34 |
Net investment income | 1.516 | 1.51 | 1.12 | 1.50 | 1.92 | 1.96 |
Portfolio turnover (%)7 | 3 | 5 | 4 | 7 | 6 | 6 |
1 | Six months ended 10-31-23. Unaudited. |
2 | Based on average daily shares outstanding. |
3 | 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. |
4 | Total returns would have been lower had certain expenses not been reduced during the applicable periods. |
5 | Not annualized. |
6 | Annualized. |
7 | Portfolio turnover rate excludes securities received or delivered from in-kind transactions. |
Period ended | 10-31-231 | 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 | $47.53 | $48.75 | $51.54 | $32.39 | $36.60 | $34.04 |
Net investment income2 | 0.36 | 0.60 | 0.44 | 0.39 | 0.48 | 0.53 |
Net realized and unrealized gain (loss) on investments | (2.78) | (1.28) | (2.83) | 19.23 | (4.29) | 2.44 |
Total from investment operations | (2.42) | (0.68) | (2.39) | 19.62 | (3.81) | 2.97 |
Less distributions | ||||||
From net investment income | (0.25) | (0.54) | (0.40) | (0.47) | (0.40) | (0.41) |
Net asset value, end of period | $44.86 | $47.53 | $48.75 | $51.54 | $32.39 | $36.60 |
Total return (%)3 | (5.13)4 | (1.37) | (4.72) | 61.03 | (10.56) | 8.98 |
Ratios and supplemental data | ||||||
Net assets, end of period (in millions) | $2,984 | $2,961 | $2,411 | $2,163 | $1,331 | $1,030 |
Ratios (as a percentage of average net assets): | ||||||
Expenses before reductions | 0.425 | 0.42 | 0.42 | 0.42 | 0.43 | 0.45 |
Expenses including reductions | 0.415 | 0.42 | 0.41 | 0.41 | 0.42 | 0.44 |
Net investment income | 1.475 | 1.28 | 0.84 | 0.96 | 1.33 | 1.53 |
Portfolio turnover (%)6 | 8 | 14 | 10 | 20 | 11 | 13 |
1 | Six months ended 10-31-23. Unaudited. |
2 | Based on average daily shares outstanding. |
3 | Total returns would have been lower had certain expenses not been reduced during the applicable periods. |
4 | Not annualized. |
5 | Annualized. |
6 | Portfolio turnover rate excludes securities received or delivered from in-kind transactions. |
SEE NOTES TO FINANCIAL STATEMENTS | SEMIANNUAL | JOHN HANCOCK MULTIFACTOR ETFS | 57 |
Period ended | 10-31-231 | 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 | $31.61 | $31.99 | $35.30 | $21.77 | $26.89 | $25.69 |
Net investment income2 | 0.20 | 0.35 | 0.31 | 0.36 | 0.33 | 0.29 |
Net realized and unrealized gain (loss) on investments | (1.48) | (0.38) | (3.23) | 13.51 | (5.13) | 1.16 |
Total from investment operations | (1.28) | (0.03) | (2.92) | 13.87 | (4.80) | 1.45 |
Less distributions | ||||||
From net investment income | (0.14) | (0.35) | (0.39) | (0.34) | (0.32) | (0.25) |
Net asset value, end of period | $30.19 | $31.61 | $31.99 | $35.30 | $21.77 | $26.89 |
Total return (%)3 | (4.10)4 | (0.06) | (8.39) | 64.17 | (18.07) | 5.71 |
Ratios and supplemental data | ||||||
Net assets, end of period (in millions) | $321 | $340 | $377 | $426 | $463 | $439 |
Ratios (as a percentage of average net assets): | ||||||
Expenses before reductions | 0.475 | 0.47 | 0.45 | 0.45 | 0.55 | 0.60 |
Expenses including reductions | 0.425 | 0.42 | 0.42 | 0.42 | 0.49 | 0.50 |
Net investment income | 1.245 | 1.12 | 0.90 | 1.31 | 1.30 | 1.13 |
Portfolio turnover (%)6 | 28 | 44 | 40 | 56 | 36 | 33 |
1 | Six months ended 10-31-23. Unaudited. |
2 | Based on average daily shares outstanding. |
3 | Total returns would have been lower had certain expenses not been reduced during the applicable periods. |
4 | Not annualized. |
5 | Annualized. |
6 | Portfolio turnover rate excludes securities received or delivered from in-kind transactions. |
58 | JOHN HANCOCK MULTIFACTOR ETFS | SEMIANNUAL | SEE NOTES TO FINANCIAL STATEMENTS |
Fund | 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 10-31-23 | Level 1 quoted price | Level 2 significant observable inputs | Level 3 significant unobservable inputs | |
Multifactor Developed International ETF | ||||
Investments in securities: |
SEMIANNUAL REPORT | JOHN HANCOCK MULTIFACTOR ETFS | 59 |
Total value at 10-31-23 | Level 1 quoted price | Level 2 significant observable inputs | Level 3 significant unobservable inputs | |
Multifactor Developed International ETF (continued) | ||||
Assets | ||||
Common stocks | ||||
Australia | $32,475,057 | $32,475,057 | — | — |
Austria | 907,691 | 907,691 | — | — |
Belgium | 4,889,746 | 4,889,746 | — | — |
Chile | 256,581 | 256,581 | — | — |
Denmark | 14,797,771 | 14,797,771 | — | — |
Finland | 6,113,654 | 6,113,654 | — | — |
France | 57,705,550 | 57,705,550 | — | — |
Germany | 34,325,307 | 34,325,307 | — | — |
Hong Kong | 8,723,191 | 8,723,191 | — | — |
Ireland | 3,459,687 | 3,459,687 | — | — |
Israel | 1,708,454 | 1,708,454 | — | — |
Italy | 10,988,626 | 10,988,626 | — | — |
Japan | 112,950,718 | 112,950,718 | — | — |
Luxembourg | 1,076,712 | 1,076,712 | — | — |
Macau | 83,736 | 83,736 | — | — |
Netherlands | 19,006,395 | 19,006,395 | — | — |
New Zealand | 1,050,743 | 1,050,743 | — | — |
Norway | 2,784,239 | 2,784,239 | — | — |
Portugal | 1,213,502 | 1,213,502 | — | — |
Singapore | 7,292,042 | 7,292,042 | — | — |
Spain | 14,891,731 | 14,891,731 | — | — |
Sweden | 12,770,537 | 12,770,537 | — | — |
Switzerland | 45,318,363 | 45,318,363 | — | — |
United Arab Emirates | 1 | — | $1 | — |
United Kingdom | 68,615,676 | 68,615,676 | — | — |
United States | 313,662 | 313,662 | — | — |
Preferred securities | 2,926,857 | 2,926,857 | — | — |
Rights | — | — | — | — |
Short-term investments | 1,282,555 | 1,282,555 | — | — |
Total investments in securities | $467,928,784 | $467,928,783 | $1 | — |
Level 3 includes securities valued at $0. Refer to Funds’ investments. | ||||
Multifactor Emerging Markets ETF | ||||
Investments in securities: | ||||
Assets | ||||
Common stocks | ||||
Brazil | $25,639,024 | $25,639,024 | — | — |
Chile | 2,477,553 | 2,477,553 | — | — |
China | 143,676,522 | 143,676,522 | — | — |
Hong Kong | 5,340,244 | 5,340,244 | — | — |
India | 127,708,544 | 127,708,544 | — | — |
Indonesia | 14,397,869 | 14,397,869 | — | — |
Ireland | 3,507,408 | 3,507,408 | — | — |
Malaysia | 11,616,781 | 11,616,781 | — | — |
Mexico | 16,960,067 | 16,960,067 | — | — |
Netherlands | 330,230 | 330,230 | — | — |
Philippines | 6,156,713 | 6,156,713 | — | — |
Poland | 6,391,647 | 6,391,647 | — | — |
Russia | 350,526 | — | — | $350,526 |
Saudi Arabia | 22,627,433 | 22,627,433 | — | — |
South Africa | 20,678,981 | 20,678,981 | — | — |
South Korea | 75,657,047 | 75,657,047 | — | — |
60 | JOHN HANCOCK MULTIFACTOR ETFS | SEMIANNUAL REPORT |
Total value at 10-31-23 | Level 1 quoted price | Level 2 significant observable inputs | Level 3 significant unobservable inputs | |
Multifactor Emerging Markets ETF (continued) | ||||
Taiwan | $103,526,070 | $103,526,070 | — | — |
Thailand | 12,842,025 | 12,842,025 | — | — |
Turkey | 3,962,049 | 3,962,049 | — | — |
United Kingdom | 37,272 | 37,272 | — | — |
United States | 1,056,001 | 1,056,001 | — | — |
Preferred securities | 11,629,275 | 11,629,275 | — | — |
Rights | 1,249 | 135 | $1,114 | — |
Short-term investments | 2,990,552 | 2,990,552 | — | — |
Total investments in securities | $619,561,082 | $619,209,442 | $1,114 | $350,526 |
Multifactor Large Cap ETF | ||||
Investments in securities: | ||||
Assets | ||||
Common stocks | ||||
Communication services | $45,173,182 | $45,173,182 | — | — |
Consumer discretionary | 67,790,430 | 67,790,430 | — | — |
Consumer staples | 43,229,413 | 43,229,413 | — | — |
Energy | 34,580,385 | 34,580,385 | — | — |
Financials | 94,590,458 | 94,590,458 | — | — |
Health care | 84,475,689 | 84,457,531 | — | $18,158 |
Industrials | 79,340,592 | 79,340,592 | — | — |
Information technology | 149,693,824 | 149,693,824 | — | — |
Materials | 27,020,852 | 27,020,852 | — | — |
Real estate | 19,183,087 | 19,183,087 | — | — |
Utilities | 26,064,244 | 26,064,244 | — | — |
Short-term investments | 833,009 | 833,009 | — | — |
Total investments in securities | $671,975,165 | $671,957,007 | — | $18,158 |
Level 3 includes securities valued at $0. Refer to Funds’ investments. | ||||
Multifactor Mid Cap ETF | ||||
Investments in securities: | ||||
Assets | ||||
Common stocks | ||||
Communication services | $89,493,572 | $89,493,572 | — | — |
Consumer discretionary | 361,241,311 | 361,241,311 | — | — |
Consumer staples | 135,556,210 | 135,556,210 | — | — |
Energy | 174,713,660 | 174,713,660 | — | — |
Financials | 417,016,980 | 417,016,980 | — | — |
Health care | 309,850,475 | 309,566,133 | — | $284,342 |
Industrials | 574,849,537 | 574,849,537 | — | — |
Information technology | 403,306,728 | 403,306,728 | — | — |
Materials | 189,308,719 | 189,308,719 | — | — |
Real estate | 157,806,066 | 157,806,066 | — | — |
Utilities | 167,128,593 | 167,128,593 | — | — |
Short-term investments | 5,901,973 | 5,901,973 | — | — |
Total investments in securities | $2,986,173,824 | $2,985,889,482 | — | $284,342 |
Level 3 includes securities valued at $0. Refer to Funds’ investments. | ||||
Multifactor Small Cap ETF | ||||
Investments in securities: | ||||
Assets | ||||
Common stocks | $321,037,240 | $321,037,240 | — | — |
Short-term investments | 524,924 | 524,924 | — | — |
Total investments in securities | $321,562,164 | $321,562,164 | — | — |
SEMIANNUAL REPORT | JOHN HANCOCK MULTIFACTOR ETFS | 61 |
Fund | Market value of securities on loan | Cash collateral received | Non-cash collateral |
Multifactor Developed International ETF | $4,724,503 | $742,796 | $4,329,002 |
Multifactor Emerging Markets ETF | 3,887,748 | 1,964,197 | 2,176,751 |
Multifactor Large Cap ETF | 1,236,855 | 213,532 | 1,046,039 |
Multifactor Mid Cap ETF | 18,759,181 | 2,130,792 | 16,889,486 |
Multifactor Small Cap ETF | 2,460,673 | 15,662 | 2,478,006 |
62 | JOHN HANCOCK MULTIFACTOR ETFS | SEMIANNUAL REPORT |
Fund | Commitment fee |
Multifactor Developed International ETF | $2,936 |
Multifactor Emerging Markets ETF | 3,264 |
Multifactor Large Cap ETF | 3,426 |
Multifactor Mid Cap ETF | 7,779 |
Multifactor Small Cap ETF | 2,706 |
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 | $462,033,433 | $45,498,259 | $(39,602,908) | $5,895,351 |
Multifactor Emerging Markets ETF | 639,709,179 | 94,131,968 | (114,280,065) | (20,148,097) |
Multifactor Large Cap ETF | 645,128,792 | 90,604,840 | (63,758,467) | 26,846,373 |
Multifactor Mid Cap ETF | 2,984,188,175 | 308,123,467 | (306,137,818) | 1,985,649 |
Multifactor Small Cap ETF | 329,259,735 | 22,488,137 | (30,185,708) | (7,697,571) |
SEMIANNUAL REPORT | JOHN HANCOCK MULTIFACTOR ETFS | 63 |
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 October 31, 2023, there were no open futures contracts. | Up to $2.4 million, as measured during the period |
Multifactor Emerging Markets ETF | The fund used futures contracts to meet the transactional needs of the portfolio and to equitize cash balances, if needed. As of October 31, 2023, there were no open futures contracts. | Up to $11.0 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 October 31, 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 October 31, 2023, there were no open futures contracts. | Up to $10.1 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 October 31, 2023, there were no open futures contracts. | Up to $2.0 million, as measured during the period |
Statements of operations location - Net realized gain (loss) on: | ||
Fund | Risk | Futures contracts |
Multifactor Developed International ETF | Equity | $(11,926) |
Multifactor Emerging Markets ETF | Equity | $20,286 |
Multifactor Large Cap ETF | Equity | $6,212 |
Multifactor Mid Cap ETF | Equity | $29,169 |
64 | JOHN HANCOCK MULTIFACTOR ETFS | SEMIANNUAL REPORT |
Statements of operations location - Net realized gain (loss) on: | ||
Fund | Risk | Futures contracts |
Multifactor Small Cap ETF | Equity | $(7,670) |
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% |
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 | $103,769 |
Multifactor Emerging Markets ETF | 275,746 |
Multifactor Large Cap ETF | 129,807 |
Fund | Expense reimbursement |
Multifactor Mid Cap ETF | $113,387 |
Multifactor Small Cap ETF | 86,044 |
Fund | Net Annual Effective Rate |
Multifactor Developed International ETF | 0.31% |
Fund | Net Annual Effective Rate |
Multifactor Emerging Markets ETF | 0.36% |
SEMIANNUAL REPORT | JOHN HANCOCK MULTIFACTOR ETFS | 65 |
Fund | Net Annual Effective Rate |
Multifactor Large Cap ETF | 0.23% |
Multifactor Mid Cap ETF | 0.36% |
Fund | Net Annual Effective Rate |
Multifactor Small Cap ETF | 0.34% |
Purchases | Sales and maturities | |||
Fund | In-kind transactions | Non in-kind transactions | In-kind transactions | Non in-kind transactions |
Multifactor Developed International ETF | $53,995,401 | $43,007,753 | $27,124,418 | $43,872,495 |
Multifactor Emerging Markets ETF | — | 47,065,872 | 25,259,840 | 75,145,664 |
Multifactor Large Cap ETF | 77,991,360 | 25,275,864 | 116,141,282 | 24,996,231 |
Multifactor Mid Cap ETF | 369,747,218 | 249,637,084 | 167,718,525 | 244,490,164 |
Multifactor Small Cap ETF | 60,476,655 | 98,721,099 | 64,919,993 | 97,351,591 |
Fund | Affiliated Fund | Affiliated Concentration |
Multifactor Developed International ETF | John Hancock Variable Insurance Trust Managed Volatility Growth Portfolio | 40.46% |
John Hancock Variable Insurance Trust Managed Volatility Balanced Portfolio | 17.27% | |
Other affiliated funds | 2.06% |
66 | JOHN HANCOCK MULTIFACTOR ETFS | SEMIANNUAL REPORT |
Fund | Affiliated Fund | Affiliated Concentration |
Total | 59.79% | |
Multifactor Emerging Markets ETF | John Hancock Funds II Multimanager Lifestyle Growth Portfolio | 28.41% |
John Hancock Funds II Multimanager Lifestyle Balanced Portfolio | 18.69% | |
John Hancock Variable Insurance Trust Managed Volatility Growth Portfolio | 18.12% | |
John Hancock Funds II Multimanager Lifestyle Aggressive Portfolio | 9.14% | |
John Hancock Variable Insurance Trust Managed Volatility Balanced Portfolio | 8.94% | |
Other affiliated funds | 5.46% | |
Total | 88.76% | |
Multifactor Mid Cap ETF | Total other affiliated funds | 6.39% |
Multifactor Small Cap ETF | John Hancock Variable Insurance Trust Managed Volatility Growth Portfolio | 32.48% |
John Hancock Variable Insurance Trust Managed Volatility Balanced Portfolio | 14.96% | |
Other affiliated funds | 3.87% | |
Total | 51.31% |
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* | 74,574 | $17,292,826 | $27,740,058 | $(44,286,750) | $(817) | $173 | $75,759 | — | $745,490 |
Multifactor Emerging Markets ETF | |||||||||
John Hancock Collateral Trust* | 196,506 | $323,200 | $7,231,726 | $(5,590,093) | $(407) | $(33) | $50,759 | — | $1,964,393 |
Multifactor Large Cap ETF | |||||||||
John Hancock Collateral Trust* | 21,367 | $188,958 | $2,408,487 | $(2,383,832) | $(17) | $(1) | $11,436 | — | $213,595 |
Multifactor Mid Cap ETF | |||||||||
John Hancock Collateral Trust* | 212,634 | $1,147,133 | $27,770,123 | $(26,791,339) | $(330) | $29 | $85,145 | — | $2,125,616 |
Multifactor Small Cap ETF | |||||||||
John Hancock Collateral Trust* | 1,447 | $619,623 | $12,833,105 | $(13,438,203) | $(108) | $49 | $18,735 | — | $14,466 |
* | Refer to the Securities lending note within Note 2 for details regarding this investment. |
SEMIANNUAL REPORT | JOHN HANCOCK MULTIFACTOR ETFS | 67 |
68 | JOHN HANCOCK MULTIFACTOR ETFS | SEMIANNUAL REPORT |
SEMIANNUAL REPORT | JOHN HANCOCK MULTIFACTOR ETFS | 69 |
70 | JOHN HANCOCK MULTIFACTOR ETFS | SEMIANNUAL REPORT |
SEMIANNUAL REPORT | JOHN HANCOCK MULTIFACTOR ETFS | 71 |
Portfolio (subadvisor) | Performance of fund, as of 12.31.2022 | Fees and expenses | Comments |
Multifactor Developed International ETF(Dimensional Fund Advisors LP) | Benchmark Index – The fund outperformed for the one-year period and underperformed for the three- and five-year periods.Morningstar Category – The fund outperformed the peer group median for the one- and three-year periods and underperformed the peer group median for the five-year period. | Subadvisor fee comparative data not provided due to limited size of Lipper peer group for this purpose.Net management fees for this fund are higher than the peer group median.Net total expenses for this fund are higher than the peer group median. | The Board took into account management’s discussion of the factors that contributed to the fund’s performance relative to the benchmark index for the three- and five-year periods and peer group median for the five-year period.The Board also noted the fund’s favorable performance relative to the benchmark index for the one-year period and peer group median for the one- and three-year periods.The Board took into account management’s discussion of the fund’s expenses. |
Multifactor Emerging Markets ETF(Dimensional Fund Advisors LP) | Benchmark Index - The fund outperformed for the one- and three-year periods and for the period since September 30, 2018.Morningstar Category - The fund outperformed the peer group median for the one- and three-year periods and for the period since September 30, 2018. | Subadvisor fee comparative data not provided due to limited size of Lipper peer group for this purpose.Net management fees for this fund are lower than the peer group median.Net total expenses for this fund are higher than the peer group median. | The Board took into account management’s discussion of the fund’s performance, including the favorable performance relative to the benchmark index and peer group median for the one- and three-year periods and for the period since September 30, 2018.The Board took into account management’s discussion of the fund’s expenses. |
Multifactor Large Cap ETF(Dimensional Fund Advisors LP) | Benchmark Index – The fund outperformed for the one- and three- year periods and underperformed for the five-year period.Morningstar Category – The fund outperformed the peer group median for the one- and three-year periods and underperformed for the five-year period. | Subadvisor fee comparative data not provided due to limited size of Lipper peer group for this purpose.Net management fees for this fund are equal to the peer group median.Net total expenses for this fund are equal to than the peer group median. | The Board took into account management’s discussion of the factors that contributed to the Fund’s performance relative to the benchmark index and relative to the peer group median for the five-year period.The Board also noted the fund’s favorable performance relative to the benchmark index and relative to the peer group median for the one- and three-year periods.The Board took into account management’s discussion of the fund’s expenses. |
72 | JOHN HANCOCK MULTIFACTOR ETFS | SEMIANNUAL REPORT |
Portfolio (subadvisor) | Performance of fund, as of 12.31.2022 | Fees and expenses | Comments |
Multifactor Mid Cap ETF(Dimensional Fund Advisors LP) | Benchmark Index – The fund outperformed for the one-, three- and five-year periods.Morningstar Category – The fund outperformed the peer group median for the five-year period and underperformed for the one- and three-year periods. | Subadvisor fee comparative data not provided due to limited size of Lipper peer group for this purpose.Net management fees for this fund are lower than the peer group median.Net total expenses for this fund are lower than the peer group median. | The Board took into account management’s discussion of the factors that contributed to the Fund’s performance relative to the peer group median for the one- and three-year periods, including the impact of past and current market conditions on the fund’s strategy and management’s plans for the fund.The Board took into account management’s discussion of the fund’s performance, including the favorable performance relative to the benchmark index for the one-, three- and five-year periods and the peer group median for the five-year period. |
Multifactor Small Cap ETF(Dimensional Fund Advisors LP) | Benchmark Index – The fund outperformed for the one-, three- and five-year periods.Morningstar Category – The fund outperformed the peer group median for the one-year period and underperformed the peer group median for the three- and five-year periods. | Subadvisor fee comparative data not provided due to limited size of Lipper peer group for this purpose.Net management fees for this fund are higher than the peer group median.Net total expenses for this fund are higher than the peer group median. | The Board took into account management’s discussion of the factors that contributed to the fund’s performance relative to the peer group median for the three- and five-year periods.The Board also noted the fund’s favorable performance relative to the benchmark index for the one-, three- and five-year periods and relative to the peer group median for the one-year period.The Board took into account management’s discussion of the fund’s expenses. |
SEMIANNUAL REPORT | JOHN HANCOCK MULTIFACTOR ETFS | 73 |
Steven R. Pruchansky, Vice Chairperson
Andrew G. Arnott†
James R. Boyle
William H. Cunningham*
Grace K. Fey
Noni L. Ellison
Dean C. Garfield
Deborah C. Jackson
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
You can also contact us: | |
800-225-6020 | Regular mail: |
jhinvestments.com/etf | John Hancock Investment Management 200 Berkeley Street Boston, MA 02116 |
74 | JOHN HANCOCK MULTIFACTOR ETFS | SEMIANNUAL REPORT |
GOVERNANCE FUNDS
with a heritage of financial stewardship dating back to 1862. Helping
our shareholders pursue their financial goals is at the core of everything
we do. It’s why we support the role of professional financial advice
and operate with the highest standards of conduct and integrity.
We search the world to find proven portfolio teams with specialized
expertise for every strategy we offer, then we apply robust investment
oversight to ensure they continue to meet our uncompromising
standards and serve the best interests of our shareholders.
a diverse set of investments backed by some of the world’s best
managers, along with strong risk-adjusted returns across asset classes.
JHAN-20180615-0136 | ETFSA 10/2023 |
United States and Europe
Manulife Investment Management
John Hancock Investment Management
COUNTRY COMPOSITION AS OF 10/31/2023 (% of net assets) | |
United States | 86.8 |
United Kingdom | 5.0 |
Switzerland | 2.2 |
Canada | 1.5 |
France | 1.3 |
Germany | 1.1 |
Norway | 1.1 |
Ireland | 1.0 |
TOTAL | 100.0 |
2 | JOHN HANCOCK ETFS | SEMIANNUAL REPORT |
TOP 10 HOLDINGS AS OF 10/31/2023 (% of net assets) | |
Eni SpA | 2.2 |
Mizuho Financial Group, Inc. | 2.1 |
Assicurazioni Generali SpA | 2.1 |
RWE AG | 2.0 |
Publicis Groupe SA | 2.0 |
J Sainsbury PLC | 2.0 |
AP Moller - Maersk A/S, Series B | 2.0 |
Sumitomo Corp. | 2.0 |
Mitsui & Company, Ltd. | 2.0 |
Adecco Group AG | 2.0 |
TOTAL | 20.4 |
Cash and cash equivalents are not included. |
TOP 10 COUNTRIES AS OF 10/31/2023 (% of net assets) | |
Japan | 25.5 |
Germany | 13.3 |
United Kingdom | 10.9 |
Italy | 6.2 |
Hong Kong | 6.0 |
France | 5.1 |
Spain | 4.9 |
Canada | 4.9 |
Netherlands | 4.1 |
Australia | 4.0 |
TOTAL | 84.9 |
Cash and cash equivalents are not included. |
SEMIANNUAL REPORT | JOHN HANCOCK ETFS | 3 |
4 | JOHN HANCOCK ETFS | SEMIANNUAL REPORT |
COUNTRY COMPOSITION AS OF 10/31/2023 (% of net assets) | |
United States | 83.9 |
Canada | 9.4 |
Bermuda | 3.7 |
United Kingdom | 2.3 |
Other countries | 0.7 |
TOTAL | 100.0 |
SEMIANNUAL REPORT | JOHN HANCOCK ETFS | 5 |
TOP 10 HOLDINGS AS OF 10/31/2023 (% of net assets) | |
Apple, Inc. | 6.5 |
Microsoft Corp. | 6.3 |
NVIDIA Corp. | 2.5 |
Verizon Communications, Inc. | 2.2 |
CME Group, Inc. | 2.2 |
Eli Lilly & Company | 2.1 |
ONEOK, Inc. | 2.1 |
IBM Corp. | 2.1 |
Broadcom, Inc. | 2.1 |
Merck & Company, Inc. | 2.0 |
TOTAL | 30.1 |
Cash and cash equivalents are not included. |
6 | JOHN HANCOCK ETFS | SEMIANNUAL REPORT |
Account value on 5-1-2023 | Ending value on 10-31-2023 | Expenses paid during 10-31-20231 | Annualized expense ratio | |
Corporate Bond ETF | ||||
Actual expenses/actual returns | $1,000.00 | $941.50 | $1.42 | 0.29% |
Hypothetical example for comparison purposes | 1,000.00 | 1,023.70 | 1.48 | 0.29% |
International High Dividend ETF | ||||
Actual expenses/actual returns | $1,000.00 | $958.70 | $2.26 | 0.46% |
Hypothetical example for comparison purposes | 1,000.00 | 1,022.80 | 2.34 | 0.46% |
Mortgage-Backed Securities ETF | ||||
Actual expenses/actual returns | $1,000.00 | $948.40 | $1.91 | 0.39% |
Hypothetical example for comparison purposes | 1,000.00 | 1,023.20 | 1.98 | 0.39% |
Preferred Income ETF | ||||
Actual expenses/actual returns | $1,000.00 | $975.70 | $2.68 | 0.54% |
Hypothetical example for comparison purposes | 1,000.00 | 1,022.40 | 2.75 | 0.54% |
SEMIANNUAL | JOHN HANCOCK ETFS | 7 |
Account value on 5-1-2023 | Ending value on 10-31-2023 | Expenses paid during 10-31-20231 | Annualized expense ratio | |
U.S. High Dividend ETF | ||||
Actual expenses/actual returns | $1,000.00 | $986.10 | $1.70 | 0.34% |
Hypothetical example for comparison purposes | 1,000.00 | 1,023.40 | 1.73 | 0.34% |
1 | Expenses are equal to the annualized expense ratio, multiplied by the average account value over the period, multiplied by 184/366 (to reflect the one-half year period). |
8 | JOHN HANCOCK ETFS | SEMIANNUAL |
Rate (%) | Maturity date | Par value^ | Value | ||
Corporate bonds 97.0% | $22,602,519 | ||||
(Cost $26,150,695) | |||||
Communication services 7.3% | 1,708,239 | ||||
Entertainment 3.5% | |||||
Netflix, Inc. (A) | 4.875 | 06-15-30 | 350,000 | 327,582 | |
TWDC Enterprises 18 Corp. | 4.125 | 12-01-41 | 306,000 | 233,325 | |
Warnermedia Holdings, Inc. | 4.279 | 03-15-32 | 309,000 | 256,197 | |
Media 2.9% | |||||
Charter Communications Operating LLC | 2.800 | 04-01-31 | 313,000 | 239,362 | |
Comcast Corp. | 3.750 | 04-01-40 | 600,000 | 440,935 | |
Wireless telecommunication services 0.9% | |||||
T-Mobile USA, Inc. | 4.500 | 04-15-50 | 289,000 | 210,838 | |
Consumer discretionary 3.4% | 801,235 | ||||
Automobiles 2.5% | |||||
General Motors Company | 5.600 | 10-15-32 | 376,000 | 343,339 | |
Nissan Motor Acceptance Company LLC (A) | 2.000 | 03-09-26 | 284,000 | 253,446 | |
Specialty retail 0.9% | |||||
The Home Depot, Inc. | 3.625 | 04-15-52 | 307,000 | 204,450 | |
Consumer staples 2.5% | 579,293 | ||||
Beverages 1.6% | |||||
Anheuser-Busch InBev Worldwide, Inc. | 4.600 | 04-15-48 | 162,000 | 131,236 | |
PepsiCo, Inc. | 2.750 | 10-21-51 | 417,000 | 242,290 | |
Food products 0.9% | |||||
Kraft Heinz Foods Company | 5.200 | 07-15-45 | 249,000 | 205,767 | |
Energy 9.9% | 2,307,350 | ||||
Oil, gas and consumable fuels 9.9% | |||||
Cheniere Energy Partners LP | 3.250 | 01-31-32 | 313,000 | 242,712 | |
Continental Resources, Inc. | 4.900 | 06-01-44 | 391,000 | 276,085 | |
Enbridge, Inc. (5.750% to 7-15-30, then 5 Year CMT + 5.314% to 7-15-50, then 5 Year CMT + 6.064%) | 5.750 | 07-15-80 | 424,000 | 353,427 | |
Energy Transfer LP | 5.250 | 04-15-29 | 304,000 | 288,518 | |
Kinder Morgan, Inc. | 3.600 | 02-15-51 | 128,000 | 77,062 | |
MPLX LP | 4.500 | 04-15-38 | 304,000 | 236,833 | |
Occidental Petroleum Corp. | 6.450 | 09-15-36 | 350,000 | 339,948 | |
Targa Resources Partners LP | 4.875 | 02-01-31 | 284,000 | 250,355 | |
Var Energi ASA (A) | 8.000 | 11-15-32 | 235,000 | 242,410 | |
Financials 39.1% | 9,118,357 | ||||
Banks 23.3% | |||||
Bank of America Corp. (2.592% to 4-29-30, then Overnight SOFR + 2.150%) | 2.592 | 04-29-31 | 738,000 | 581,813 | |
Barclays PLC | 4.375 | 01-12-26 | 600,000 | 572,716 | |
Citigroup, Inc. (2.976% to 11-5-29, then Overnight SOFR + 1.422%) | 2.976 | 11-05-30 | 600,000 | 492,545 | |
Citizens Financial Group, Inc. | 3.250 | 04-30-30 | 600,000 | 462,779 | |
Credit Agricole SA (A) | 3.250 | 01-14-30 | 378,000 | 307,181 | |
Fifth Third Bank NA (5.852% to 10-27-24, then SOFR Compounded Index + 1.230%) | 5.852 | 10-27-25 | 313,000 | 304,918 | |
JPMorgan Chase & Co. (2.739% to 10-15-29, then 3 month CME Term SOFR + 1.510%) | 2.739 | 10-15-30 | 664,000 | 545,519 | |
Lloyds Banking Group PLC | 4.450 | 05-08-25 | 600,000 | 582,772 | |
The PNC Financial Services Group, Inc. (5.582% to 6-12-28, then Overnight SOFR + 1.841%) | 5.582 | 06-12-29 | 261,000 | 249,897 | |
Truist Financial Corp. (4.916% to 7-28-32, then Overnight SOFR + 2.240%) | 4.916 | 07-28-33 | 318,000 | 259,676 | |
U.S. Bancorp (5.727% to 10-21-25, then Overnight SOFR + 1.430%) | 5.727 | 10-21-26 | 355,000 | 349,907 | |
Wells Fargo & Company (2.879% to 10-30-29, then 3 month CME Term SOFR + 1.432%) | 2.879 | 10-30-30 | 600,000 | 490,649 | |
Wells Fargo & Company (4.478% to 4-4-30, then 3 month CME Term SOFR + 4.032%) | 4.478 | 04-04-31 | 261,000 | 231,902 |
SEE NOTES TO FINANCIAL STATEMENTS | SEMIANNUAL REPORT | JOHN HANCOCK ETFS | 9 |
Rate (%) | Maturity date | Par value^ | Value | ||
Financials (continued) | |||||
Capital markets 10.4% | |||||
Ares Capital Corp. | 3.875 | 01-15-26 | 304,000 | $284,301 | |
Deutsche Bank AG (2.311% to 11-16-26, then Overnight SOFR + 1.219%) | 2.311 | 11-16-27 | 304,000 | 262,938 | |
Morgan Stanley (4.431% to 1-23-29, then 3 month CME Term SOFR + 1.890%) | 4.431 | 01-23-30 | 528,000 | 480,757 | |
State Street Corp. (5.159% to 5-18-33, then Overnight SOFR + 1.890%) | 5.159 | 05-18-34 | 315,000 | 284,868 | |
The Bank of New York Mellon Corp. (4.414% to 7-24-25, then Overnight SOFR + 1.345%) | 4.414 | 07-24-26 | 362,000 | 351,500 | |
The Charles Schwab Corp. (5.643% to 5-19-28, then Overnight SOFR + 2.210%) | 5.643 | 05-19-29 | 245,000 | 235,849 | |
UBS Group AG (4.194% to 4-1-30, then Overnight SOFR + 3.730%) (A) | 4.194 | 04-01-31 | 610,000 | 521,527 | |
Consumer finance 1.5% | |||||
Ally Financial, Inc. | 8.000 | 11-01-31 | 355,000 | 346,495 | |
Financial services 0.9% | |||||
Visa, Inc. | 2.700 | 04-15-40 | 304,000 | 203,366 | |
Insurance 3.0% | |||||
Athene Global Funding (A) | 1.450 | 01-08-26 | 284,000 | 254,366 | |
Prudential Financial, Inc. (3.700% to 10-1-30, then 5 Year CMT + 3.035%) | 3.700 | 10-01-50 | 304,000 | 239,510 | |
Teachers Insurance & Annuity Association of America (A) | 4.270 | 05-15-47 | 304,000 | 220,606 | |
Health care 6.6% | 1,532,695 | ||||
Biotechnology 0.9% | |||||
AbbVie, Inc. | 4.250 | 11-21-49 | 263,000 | 197,378 | |
Health care providers and services 4.1% | |||||
Centene Corp. | 2.500 | 03-01-31 | 318,000 | 240,564 | |
HCA, Inc. | 4.125 | 06-15-29 | 304,000 | 269,822 | |
UnitedHealth Group, Inc. | 3.500 | 08-15-39 | 289,000 | 212,213 | |
Universal Health Services, Inc. | 2.650 | 10-15-30 | 304,000 | 232,397 | |
Pharmaceuticals 1.6% | |||||
Bristol-Myers Squibb Company | 3.700 | 03-15-52 | 306,000 | 205,421 | |
Viatris, Inc. | 4.000 | 06-22-50 | 304,000 | 174,900 | |
Industrials 5.8% | 1,345,455 | ||||
Aerospace and defense 0.9% | |||||
The Boeing Company | 3.750 | 02-01-50 | 314,000 | 199,714 | |
Passenger airlines 2.7% | |||||
Delta Air Lines, Inc. (A) | 4.750 | 10-20-28 | 304,000 | 285,754 | |
United Airlines 2020-1 Class A Pass Through Trust | 5.875 | 10-15-27 | 348,640 | 343,250 | |
Trading companies and distributors 2.2% | |||||
AerCap Ireland Capital DAC | 3.300 | 01-30-32 | 303,000 | 234,579 | |
Air Lease Corp. | 2.875 | 01-15-26 | 304,000 | 282,158 | |
Information technology 5.3% | 1,239,479 | ||||
Communications equipment 0.6% | |||||
Motorola Solutions, Inc. | 2.300 | 11-15-30 | 189,000 | 144,459 | |
Software 2.4% | |||||
Microsoft Corp. | 2.525 | 06-01-50 | 646,000 | 369,784 | |
Oracle Corp. | 3.950 | 03-25-51 | 286,000 | 185,654 | |
Technology hardware, storage and peripherals 2.3% | |||||
Apple, Inc. | 2.700 | 08-05-51 | 600,000 | 346,988 | |
Dell International LLC | 3.450 | 12-15-51 | 222,000 | 132,268 | |
Dell International LLC | 8.350 | 07-15-46 | 54,000 | 60,326 | |
Materials 2.2% | 509,439 | ||||
Construction materials 1.1% | |||||
Vulcan Materials Company | 3.500 | 06-01-30 | 304,000 | 259,402 | |
Metals and mining 1.1% | |||||
Freeport-McMoRan, Inc. | 5.450 | 03-15-43 | 304,000 | 250,037 |
10 | JOHN HANCOCK ETFS | SEMIANNUAL REPORT | SEE NOTES TO FINANCIAL STATEMENTS |
Rate (%) | Maturity date | Par value^ | Value | ||
Real estate 5.3% | $1,236,132 | ||||
Hotel and resort REITs 1.3% | |||||
Host Hotels & Resorts LP | 3.375 | 12-15-29 | 359,000 | 295,822 | |
Specialized REITs 4.0% | |||||
American Tower Corp. | 2.950 | 01-15-51 | 382,000 | 203,330 | |
Crown Castle, Inc. | 2.900 | 04-01-41 | 365,000 | 220,081 | |
GLP Capital LP | 5.375 | 04-15-26 | 304,000 | 291,354 | |
VICI Properties LP | 5.125 | 05-15-32 | 261,000 | 225,545 | |
Utilities 9.6% | 2,224,845 | ||||
Electric utilities 5.1% | |||||
Duke Energy Corp. | 3.300 | 06-15-41 | 303,000 | 198,133 | |
NextEra Energy Capital Holdings, Inc. | 2.750 | 11-01-29 | 378,000 | 313,576 | |
NRG Energy, Inc. (A) | 4.450 | 06-15-29 | 406,000 | 350,942 | |
Vistra Operations Company LLC (A) | 4.300 | 07-15-29 | 378,000 | 328,916 | |
Gas utilities 1.1% | |||||
Southern California Gas Company | 2.550 | 02-01-30 | 292,000 | 237,620 | |
Multi-utilities 3.4% | |||||
CenterPoint Energy Resources Corp. | 1.750 | 10-01-30 | 378,000 | 284,621 | |
Dominion Energy, Inc. | 3.375 | 04-01-30 | 334,000 | 280,881 | |
Wisconsin Electric Power Company | 4.750 | 09-30-32 | 250,000 | 230,156 | |
Yield (%) | Shares | Value | |||
Short-term investments 0.9% | $203,650 | ||||
(Cost $203,644) | |||||
Short-term funds 0.9% | 203,650 | ||||
John Hancock Collateral Trust (B) | 5.5153(C) | 20,372 | 203,650 |
Total investments (Cost $26,354,339) 97.9% | $22,806,169 | ||||
Other assets and liabilities, net 2.1% | 490,073 | ||||
Total net assets 100.0% | $23,296,242 |
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 |
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 $3,092,730 or 13.3% of the fund’s net assets as of 10-31-23. |
(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 10-31-23. |
Shares | Value | ||||
Common stocks 97.5% | $5,626,963 | ||||
(Cost $5,686,085) | |||||
Australia 4.0% | 228,950 | ||||
BHP Group, Ltd. | 3,745 | 105,516 | |||
Fortescue Metals Group, Ltd. | 6,447 | 91,027 | |||
Woodside Energy Group, Ltd. | 1,494 | 32,407 | |||
Belgium 1.9% | 111,962 | ||||
Solvay SA | 1,062 | 111,962 | |||
Canada 4.9% | 280,099 | ||||
Canadian Imperial Bank of Commerce | 439 | 15,467 | |||
Laurentian Bank of Canada | 4,562 | 83,468 | |||
Martinrea International, Inc. | 12,726 | 104,778 |
SEE NOTES TO FINANCIAL STATEMENTS | SEMIANNUAL REPORT | JOHN HANCOCK ETFS | 11 |
Shares | Value | ||||
Canada (continued) | |||||
Power Corp. of Canada | 3,174 | $76,386 | |||
Denmark 2.0% | 114,569 | ||||
AP Moller - Maersk A/S, Series B | 69 | 114,569 | |||
Finland 1.6% | 93,535 | ||||
Fortum OYJ | 7,901 | 93,535 | |||
France 5.1% | 293,675 | ||||
Klepierre SA | 3,946 | 95,514 | |||
Publicis Groupe SA | 1,529 | 115,910 | |||
Sanofi | 908 | 82,251 | |||
Germany 11.8% | 679,088 | ||||
BASF SE | 1,619 | 74,501 | |||
Bayer AG | 905 | 38,895 | |||
Bayerische Motoren Werke AG | 1,200 | 111,150 | |||
Deutsche Telekom AG | 3,211 | 69,493 | |||
DWS Group GmbH & Company KGaA (A) | 2,519 | 73,647 | |||
Fresenius SE & Company KGaA | 4,063 | 104,101 | |||
Mercedes-Benz Group AG | 1,558 | 91,282 | |||
RWE AG | 3,038 | 116,019 | |||
Hong Kong 6.0% | 349,012 | ||||
CK Hutchison Holdings, Ltd. | 19,000 | 96,037 | |||
Jardine Matheson Holdings, Ltd. | 2,070 | 83,732 | |||
Swire Pacific, Ltd., Class A | 16,762 | 107,325 | |||
WH Group, Ltd. (A) | 103,743 | 61,918 | |||
Italy 6.2% | 357,774 | ||||
Assicurazioni Generali SpA | 5,986 | 118,603 | |||
Eni SpA | 7,774 | 126,774 | |||
Poste Italiane SpA (A) | 11,385 | 112,397 | |||
Japan 25.5% | 1,470,730 | ||||
Daiwa House Industry Company, Ltd. | 2,100 | 57,227 | |||
FUJIFILM Holdings Corp. | 1,917 | 103,834 | |||
Japan Tobacco, Inc. | 1,962 | 45,615 | |||
JFE Holdings, Inc. | 8,200 | 112,865 | |||
Komatsu, Ltd. | 2,300 | 52,593 | |||
Marubeni Corp. | 7,586 | 109,098 | |||
Mitsubishi Corp. | 2,300 | 105,626 | |||
Mitsui & Company, Ltd. | 3,196 | 114,317 | |||
Mizuho Financial Group, Inc. | 7,091 | 119,186 | |||
Nippon Steel Corp. | 5,100 | 108,840 | |||
Ricoh Company, Ltd. | 6,900 | 55,243 | |||
Seiko Epson Corp. | 4,168 | 57,148 | |||
Shionogi & Company, Ltd. | 916 | 42,260 | |||
Sojitz Corp. | 2,672 | 54,800 | |||
Sumitomo Corp. | 5,895 | 114,381 | |||
Toyota Tsusho Corp. | 2,100 | 109,628 | |||
Yamaha Motor Company, Ltd. | 4,500 | 108,069 | |||
Netherlands 4.1% | 235,303 | ||||
ABN AMRO Bank NV (A) | 7,818 | 104,824 | |||
ASML Holding NV | 88 | 52,582 | |||
Koninklijke Ahold Delhaize NV | 2,632 | 77,897 | |||
Norway 1.8% | 104,942 | ||||
Yara International ASA | 3,212 | 104,942 |
12 | JOHN HANCOCK ETFS | SEMIANNUAL REPORT | SEE NOTES TO FINANCIAL STATEMENTS |
Shares | Value | ||||
Singapore 2.9% | $168,461 | ||||
Oversea-Chinese Banking Corp., Ltd. | 10,818 | 100,122 | |||
Wilmar International, Ltd. | 26,300 | 68,339 | |||
Spain 4.9% | 285,769 | ||||
Banco Bilbao Vizcaya Argentaria SA | 11,465 | 89,944 | |||
Repsol SA | 6,052 | 88,438 | |||
Telefonica SA | 27,865 | 107,387 | |||
Switzerland 3.9% | 222,912 | ||||
ABB, Ltd. | 2,806 | 93,857 | |||
Adecco Group AG | 3,008 | 113,174 | |||
Novartis AG | 162 | 15,049 | |||
Sandoz Group AG (B) | 32 | 832 | |||
United Kingdom 10.9% | 630,182 | ||||
British American Tobacco PLC | 3,765 | 112,114 | |||
GSK PLC | 5,582 | 98,717 | |||
Imperial Brands PLC | 3,916 | 83,205 | |||
J Sainsbury PLC | 36,906 | 115,228 | |||
Land Securities Group PLC | 14,250 | 98,390 | |||
Tesco PLC | 22,665 | 74,175 | |||
The British Land Company PLC | 13,394 | 48,353 | |||
Preferred securities 1.5% | $88,320 | ||||
(Cost $107,094) | |||||
Germany 1.5% | 88,320 | ||||
Volkswagen AG | 837 | 88,320 | |||
Yield (%) | Shares | Value | |||
Short-term investments 0.6% | $35,171 | ||||
(Cost $35,172) | |||||
Short-term funds 0.6% | 35,171 | ||||
John Hancock Collateral Trust (C) | 5.5153(D) | 3,518 | 35,171 |
Total investments (Cost $5,828,351) 99.6% | $5,750,454 | ||||
Other assets and liabilities, net 0.4% | 20,664 | ||||
Total net assets 100.0% | $5,771,118 |
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) | Non-income producing security. |
(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 10-31-23. |
Rate (%) | Maturity date | Par value^ | Value | ||
U.S. Government and Agency obligations 50.4% | $14,009,136 | ||||
(Cost $16,955,998) | |||||
U.S. Government 1.0% | 279,405 | ||||
U.S. Treasury | |||||
Bond | 3.000 | 08-15-52 | 100,000 | 68,594 | |
Bond | 3.375 | 08-15-42 | 84,000 | 64,992 | |
Bond | 3.875 | 02-15-43 | 100,000 | 83,141 | |
Bond | 4.000 | 11-15-52 | 75,000 | 62,678 | |
U.S. Government Agency 49.4% | 13,729,731 | ||||
Federal Home Loan Mortgage Corp. | |||||
30 Yr Pass Thru | 2.500 | 09-01-51 | 168,609 | 131,038 |
SEE NOTES TO FINANCIAL STATEMENTS | SEMIANNUAL REPORT | JOHN HANCOCK ETFS | 13 |
Rate (%) | Maturity date | Par value^ | Value | ||
U.S. Government Agency (continued) | |||||
30 Yr Pass Thru | 2.500 | 01-01-52 | 246,253 | $191,381 | |
30 Yr Pass Thru | 2.500 | 04-01-52 | 125,156 | 97,072 | |
30 Yr Pass Thru | 3.000 | 05-01-51 | 257,392 | 209,136 | |
30 Yr Pass Thru | 3.000 | 06-01-51 | 226,329 | 182,836 | |
30 Yr Pass Thru | 3.000 | 02-01-52 | 284,152 | 228,748 | |
30 Yr Pass Thru | 3.500 | 09-01-47 | 327,687 | 278,266 | |
30 Yr Pass Thru | 3.500 | 05-01-52 | 208,333 | 174,666 | |
30 Yr Pass Thru | 3.500 | 07-01-52 | 285,771 | 239,144 | |
30 Yr Pass Thru | 4.000 | 07-01-52 | 203,857 | 176,534 | |
30 Yr Pass Thru | 4.000 | 09-01-52 | 204,336 | 176,862 | |
30 Yr Pass Thru | 4.000 | 10-01-52 | 308,355 | 267,460 | |
30 Yr Pass Thru | 4.500 | 07-01-52 | 892,674 | 802,312 | |
30 Yr Pass Thru | 4.500 | 10-01-52 | 123,106 | 110,529 | |
30 Yr Pass Thru | 5.000 | 07-01-53 | 304,103 | 280,717 | |
30 Yr Pass Thru | 5.000 | 07-01-53 | 153,529 | 141,972 | |
30 Yr Pass Thru | 5.500 | 07-01-53 | 399,403 | 380,015 | |
30 Yr Pass Thru | 6.000 | 04-01-53 | 147,139 | 143,751 | |
Federal National Mortgage Association | |||||
30 Yr Pass Thru | 2.000 | 07-01-51 | 280,728 | 208,778 | |
30 Yr Pass Thru | 2.000 | 08-01-51 | 511,157 | 381,747 | |
30 Yr Pass Thru | 2.000 | 08-01-51 | 367,453 | 273,047 | |
30 Yr Pass Thru | 2.000 | 09-01-51 | 528,379 | 393,618 | |
30 Yr Pass Thru | 2.500 | 04-01-51 | 250,363 | 192,149 | |
30 Yr Pass Thru | 2.500 | 07-01-51 | 276,909 | 215,638 | |
30 Yr Pass Thru | 2.500 | 08-01-51 | 483,290 | 375,297 | |
30 Yr Pass Thru | 2.500 | 08-01-51 | 530,362 | 411,851 | |
30 Yr Pass Thru | 2.500 | 08-01-51 | 288,038 | 223,585 | |
30 Yr Pass Thru | 2.500 | 08-01-51 | 414,512 | 322,147 | |
30 Yr Pass Thru | 2.500 | 08-01-51 | 193,272 | 148,213 | |
30 Yr Pass Thru | 2.500 | 09-01-51 | 420,663 | 326,532 | |
30 Yr Pass Thru | 2.500 | 12-01-51 | 251,623 | 195,083 | |
30 Yr Pass Thru | 2.500 | 01-01-52 | 250,185 | 193,967 | |
30 Yr Pass Thru | 2.500 | 03-01-52 | 524,230 | 406,597 | |
30 Yr Pass Thru | 3.000 | 11-01-46 | 340,286 | 279,467 | |
30 Yr Pass Thru | 3.000 | 11-01-46 | 197,686 | 162,354 | |
30 Yr Pass Thru | 3.000 | 04-01-47 | 200,065 | 164,307 | |
30 Yr Pass Thru | 3.000 | 05-01-50 | 220,695 | 179,492 | |
30 Yr Pass Thru | 3.000 | 07-01-50 | 292,638 | 234,985 | |
30 Yr Pass Thru | 3.000 | 11-01-50 | 237,134 | 193,380 | |
30 Yr Pass Thru | 3.000 | 07-01-51 | 214,039 | 172,773 | |
30 Yr Pass Thru | 3.000 | 08-01-51 | 471,978 | 381,869 | |
30 Yr Pass Thru | 3.000 | 02-01-52 | 276,500 | 222,674 | |
30 Yr Pass Thru | 3.000 | 03-01-52 | 208,416 | 168,365 | |
30 Yr Pass Thru | 3.000 | 03-01-52 | 123,105 | 99,141 | |
30 Yr Pass Thru | 3.500 | 12-01-46 | 154,250 | 131,372 | |
30 Yr Pass Thru | 3.500 | 02-01-47 | 180,148 | 153,260 | |
30 Yr Pass Thru | 3.500 | 02-01-48 | 234,928 | 199,570 | |
30 Yr Pass Thru | 3.500 | 11-01-48 | 209,022 | 177,384 | |
30 Yr Pass Thru | 3.500 | 04-01-50 | 207,909 | 176,260 | |
30 Yr Pass Thru | 3.500 | 04-01-51 | 200,716 | 169,660 | |
30 Yr Pass Thru | 3.500 | 03-01-52 | 128,428 | 108,155 | |
30 Yr Pass Thru | 4.000 | 04-01-47 | 103,234 | 91,083 | |
30 Yr Pass Thru | 4.000 | 03-01-48 | 118,658 | 104,469 | |
30 Yr Pass Thru | 4.000 | 06-01-49 | 101,319 | 89,267 | |
30 Yr Pass Thru | 4.000 | 06-01-49 | 108,035 | 95,691 | |
30 Yr Pass Thru | 4.000 | 04-01-50 | 110,166 | 97,105 | |
30 Yr Pass Thru | 4.000 | 06-01-52 | 261,772 | 227,095 |
14 | JOHN HANCOCK ETFS | SEMIANNUAL REPORT | SEE NOTES TO FINANCIAL STATEMENTS |
Rate (%) | Maturity date | Par value^ | Value | ||
U.S. Government Agency (continued) | |||||
30 Yr Pass Thru | 4.000 | 07-01-52 | 368,578 | $320,099 | |
30 Yr Pass Thru | 4.500 | 10-01-52 | 144,033 | 129,453 | |
30 Yr Pass Thru | 4.500 | 11-01-52 | 260,976 | 234,558 | |
30 Yr Pass Thru | 5.000 | 06-01-53 | 205,725 | 190,155 | |
30 Yr Pass Thru | 5.000 | 07-01-53 | 113,865 | 105,278 | |
30 Yr Pass Thru | 5.500 | 06-01-53 | 200,177 | 190,322 | |
Collateralized mortgage obligations 32.8% | $9,131,175 | ||||
(Cost $10,506,531) | |||||
Commercial and residential 17.9% | 4,981,192 | ||||
Agate Bay Mortgage Trust | |||||
Series 2013-1, Class A1 (A)(B) | 3.500 | 07-25-43 | 90,059 | 76,638 | |
Angel Oak Mortgage Trust LLC | |||||
Series 2020-3, Class A2 (A)(B) | 2.410 | 04-25-65 | 92,399 | 84,488 | |
Series 2021-2, Class A3 (A)(B) | 1.447 | 04-25-66 | 148,397 | 119,273 | |
Arroyo Mortgage Trust | |||||
Series 2019-1, Class A3 (A)(B) | 4.208 | 01-25-49 | 172,991 | 156,680 | |
Bellemeade Re, Ltd. | |||||
Series 2021-3A, Class M2 (30 day Average SOFR + 3.150%) (A)(C) | 8.471 | 09-25-31 | 200,000 | 199,761 | |
BRAVO Residential Funding Trust | |||||
Series 2021-NQM1, Class M1 (A)(B) | 2.316 | 02-25-49 | 100,000 | 70,188 | |
Bunker Hill Loan Depositary Trust | |||||
Series 2019-3, Class M1 (A) | 3.269 | 11-25-59 | 100,000 | 87,717 | |
COLT Mortgage Loan Trust | |||||
Series 2021-1, Class A1 (A)(B) | 0.910 | 06-25-66 | 188,537 | 143,437 | |
Series 2021-4, Class A1 (A)(B) | 1.397 | 10-25-66 | 157,207 | 118,928 | |
Series 2021-4, Class B1 (A)(B) | 3.764 | 10-25-66 | 200,000 | 116,650 | |
Series 2021-HX1, Class B1 (A)(B) | 3.110 | 10-25-66 | 100,000 | 59,145 | |
CSMC Trust | |||||
Series 2022-NQM4, Class A1A (4.819% to 6-1-26, then 5.819% thereafter) (A) | 4.819 | 06-25-67 | 281,088 | 268,147 | |
Ellington Financial Mortgage Trust | |||||
Series 2022-3, Class A1 (5.000% to 7-1-26, then 6.000% thereafter) (A) | 5.000 | 08-25-67 | 301,951 | 284,223 | |
Extended Stay America Trust | |||||
Series 2021-ESH, Class C (1 month CME Term SOFR + 1.814%) (A)(C) | 7.148 | 07-15-38 | 189,470 | 185,433 | |
Flagstar Mortgage Trust | |||||
Series 2021-6INV, Class A4 (A)(B) | 2.500 | 08-25-51 | 199,610 | 145,817 | |
Imperial Fund Mortgage Trust | |||||
Series 2021-NQM2, Class M1 (A)(B) | 2.489 | 09-25-56 | 200,000 | 104,627 | |
Series 2022-NQM5, Class A3 (6.250% to 7-1-26, then 7.250% thereafter) (A) | 6.250 | 08-25-67 | 88,391 | 86,030 | |
JPMorgan Mortgage Trust | |||||
Series 2019-INV3, Class A15 (A)(B) | 3.500 | 05-25-50 | 147,677 | 122,320 | |
Series 2019-INV3, Class B3 (A)(B) | 4.364 | 05-25-50 | 214,665 | 172,937 | |
Series 2022-DSC1, Class A1 (A)(B) | 4.750 | 01-25-63 | 233,181 | 208,246 | |
MFA Trust | |||||
Series 2020-NQM3, Class M1 (A)(B) | 2.654 | 01-26-65 | 100,000 | 77,702 | |
Series 2023-NQM1, Class A2 (5.750% to 1-1-27, then 6.750% thereafter) (A) | 5.750 | 11-25-67 | 136,975 | 132,111 | |
New Residential Mortgage Loan Trust | |||||
Series 2019-4A, Class A1B (A)(B) | 3.500 | 12-25-58 | 69,157 | 61,245 | |
Oaktown RE VII, Ltd. | |||||
Series 2021-2, Class M1B (30 day Average SOFR + 2.900%) (A)(C) | 8.221 | 04-25-34 | 200,000 | 201,899 | |
OBX Trust | |||||
Series 2020-EXP2, Class A8 (A)(B) | 3.000 | 05-25-60 | 82,950 | 65,652 | |
PKHL Commercial Mortgage Trust | |||||
Series 2021-MF, Class F (1 month CME Term SOFR + 3.464%) (A)(C) | 8.799 | 07-15-38 | 300,000 | 233,688 | |
Ready Capital Mortgage Trust | |||||
Series 2019-5, Class E (A)(B) | 5.317 | 02-25-52 | 250,000 | 181,431 | |
Towd Point Mortgage Trust | |||||
Series 2019-4, Class B1B (A)(B) | 3.500 | 10-25-59 | 315,000 | 200,521 | |
Triangle RE, Ltd. | |||||
Series 2021-3, Class M1B (30 day Average SOFR + 2.900%) (A)(C) | 8.221 | 02-25-34 | 200,000 | 200,670 | |
TRK Trust | |||||
Series 2021-INV1, Class A1 (A)(B) | 1.153 | 07-25-56 | 129,254 | 107,331 | |
Verus Securitization Trust | |||||
Series 2019-4, Class A1 (A) | 3.642 | 11-25-59 | 56,156 | 53,433 |
SEE NOTES TO FINANCIAL STATEMENTS | SEMIANNUAL REPORT | JOHN HANCOCK ETFS | 15 |
Rate (%) | Maturity date | Par value^ | Value | ||
Commercial and residential (continued) | |||||
Series 2020-5, Class A1 (1.218% to 10-1-24, then 2.218% thereafter) (A) | 1.218 | 05-25-65 | 84,129 | $76,046 | |
Series 2020-INV1, Class A2 (A)(B) | 3.035 | 03-25-60 | 170,000 | 162,426 | |
Series 2021-1, Class A2 (A)(B) | 1.052 | 01-25-66 | 86,712 | 71,732 | |
Series 2021-3, Class A1 (A)(B) | 1.046 | 06-25-66 | 91,173 | 72,641 | |
Series 2021-3, Class A3 (A)(B) | 1.437 | 06-25-66 | 75,978 | 60,405 | |
Series 2022-4, Class A1 (4.474% to 4-1-26, then 5.474% thereafter) (A) | 4.474 | 04-25-67 | 80,018 | 74,108 | |
Series 2023-6, Class M1 (A)(B) | 7.458 | 09-25-68 | 100,000 | 97,096 | |
Visio Trust | |||||
Series 2019-2, Class A1 (A)(B) | 2.722 | 11-25-54 | 43,122 | 40,370 | |
U.S. Government Agency 14.9% | 4,149,983 | ||||
Federal Home Loan Mortgage Corp. | |||||
Series 2016-SC01, Class M2 (B) | 3.903 | 07-25-46 | 78,907 | 75,867 | |
Series 2019-HQA2, Class B1 (30 day Average SOFR + 4.214%) (A)(C) | 9.535 | 04-25-49 | 200,000 | 212,713 | |
Series 2021-HQA1, Class M2 (30 day Average SOFR + 2.250%) (A)(C) | 7.571 | 08-25-33 | 90,677 | 89,628 | |
Series 2021-HQA3, Class B1 (30 day Average SOFR + 3.350%) (A)(C) | 8.671 | 09-25-41 | 200,000 | 198,500 | |
Series 2022-DNA3, Class M2 (30 day Average SOFR + 4.350%) (A)(C) | 9.671 | 04-25-42 | 250,000 | 259,258 | |
Series 2023-DNA1, Class M1B (30 day Average SOFR + 3.100%) (A)(C) | 8.421 | 03-25-43 | 250,000 | 256,496 | |
Series 2023-HQA1, Class M1B (30 day Average SOFR + 3.500%) (A)(C) | 8.821 | 05-25-43 | 200,000 | 205,778 | |
Series 5150, Class IS IO | 0.000 | 08-25-51 | 1,741,000 | 62,851 | |
Series 5250, Class AY | 2.000 | 01-25-55 | 449,994 | 252,161 | |
Series K109, Class X1 IO | 1.580 | 04-25-30 | 1,981,495 | 153,132 | |
Series K116, Class X1 IO | 1.424 | 07-25-30 | 2,730,892 | 193,830 | |
Series K118, Class X1 IO | 0.958 | 09-25-30 | 3,178,373 | 158,785 | |
Series X2FX, Class X1 IO | 0.638 | 09-25-25 | 7,817,344 | 105,074 | |
Federal National Mortgage Association | |||||
Series 2021-R01, Class 1B1 (30 day Average SOFR + 3.100%) (A)(C) | 8.421 | 10-25-41 | 200,000 | 199,377 | |
Series 2022-22, Class B | 2.000 | 07-25-54 | 400,000 | 208,124 | |
Series 2022-R02, Class 2B1 (30 day Average SOFR + 4.500%) (A)(C) | 9.821 | 01-25-42 | 200,000 | 203,965 | |
Series 2023-R03, Class 2M2 (30 day Average SOFR + 3.900%) (A)(C) | 9.221 | 04-25-43 | 100,000 | 103,840 | |
Series 2023-R04, Class 1B1 (30 day Average SOFR + 5.350%) (A)(C) | 10.671 | 05-25-43 | 200,000 | 210,585 | |
Government National Mortgage Association | |||||
Series 2014-103, Class DA (B) | 3.250 | 09-16-54 | 99,055 | 91,560 | |
Series 2014-135, Class IO | 0.425 | 01-16-56 | 14,363,236 | 257,023 | |
Series 2016-26, Class IO | 0.633 | 02-16-58 | 5,112,952 | 114,776 | |
Series 2017-159, Class IO | 0.433 | 06-16-59 | 3,892,825 | 107,982 | |
Series 2018-23, Class IO | 0.566 | 11-16-59 | 1,755,625 | 63,255 | |
Series 2021-178, Class IA IO | 0.100 | 10-16-61 | 38,078,319 | 233,725 | |
Series 2022-141, Class BC | 2.100 | 06-16-64 | 265,000 | 131,698 | |
Asset backed securities 15.1% | $4,190,255 | ||||
(Cost $4,430,933) | |||||
Asset backed securities 15.1% | 4,190,255 | ||||
AMMC CLO, Ltd. | |||||
Series 2020-23A, Class CR (3 month CME Term SOFR + 2.262%) (A)(C) | 7.664 | 10-17-31 | 140,000 | 136,095 | |
AMSR Trust | |||||
Series 2020-SFR1, Class C (A) | 2.419 | 04-17-37 | 150,000 | 141,237 | |
Series 2020-SFR4, Class D (A) | 2.006 | 11-17-37 | 314,000 | 283,031 | |
Apex Credit CLO, Ltd. | |||||
Series 2019-2A, Class D (3 month CME Term SOFR + 4.312%) (A)(C) | 9.690 | 10-25-32 | 150,000 | 144,147 | |
CARS-DB4 LP | |||||
Series 2020-1A, Class B1 (A) | 4.170 | 02-15-50 | 100,000 | 94,652 | |
CARS-DB6 LP | |||||
Series 2022-1A, Class B (A) | 4.680 | 03-15-52 | 175,000 | 142,968 | |
CLI Funding VIII LLC | |||||
Series 2021-1A, Class A (A) | 1.640 | 02-18-46 | 126,671 | 107,765 | |
Columbia Cent CLO XXVIII, Ltd. | |||||
Series 2018-28A, Class BR (3 month CME Term SOFR + 2.412%) (A)(C) | 7.781 | 11-07-30 | 350,000 | 335,209 | |
DB Master Finance LLC | |||||
Series 2021-1A, Class A23 (A) | 2.791 | 11-20-51 | 196,500 | 148,394 |
16 | JOHN HANCOCK ETFS | SEMIANNUAL REPORT | SEE NOTES TO FINANCIAL STATEMENTS |
Rate (%) | Maturity date | Par value^ | Value | ||
Asset backed securities (continued) | |||||
Diamond Infrastructure Funding LLC | |||||
Series 2021-1A, Class C (A) | 3.475 | 04-15-49 | 200,000 | $173,686 | |
Driven Brands Funding LLC | |||||
Series 2019-1A, Class A2 (A) | 4.641 | 04-20-49 | 200,025 | 187,510 | |
Elara HGV Timeshare Issuer LLC | |||||
Series 2021-A, Class D (A) | 3.320 | 08-27-35 | 103,118 | 92,228 | |
FirstKey Homes Trust | |||||
Series 2021-SFR2, Class E1 (A) | 2.258 | 09-17-38 | 200,000 | 171,323 | |
Series 2022-SFR1, Class D (A) | 5.197 | 05-17-39 | 200,000 | 184,875 | |
Hertz Vehicle Financing LLC | |||||
Series 2022-2A, Class A (A) | 2.330 | 06-26-28 | 200,000 | 174,426 | |
Hilton Grand Vacations Trust | |||||
Series 2023-1A, Class C (A) | 6.940 | 01-25-38 | 95,550 | 94,980 | |
LCM XV LP | |||||
Series 15A, Class DR (3 month CME Term SOFR + 3.962%) (A)(C) | 9.377 | 07-20-30 | 250,000 | 238,794 | |
Madison Park Funding XLI, Ltd. | |||||
Series 12A, Class DR (3 month CME Term SOFR + 3.062%) (A)(C) | 8.474 | 04-22-27 | 250,000 | 250,000 | |
Progress Residential Trust | |||||
Series 2021-SFR3, Class E2 (A) | 2.688 | 05-17-26 | 100,000 | 87,279 | |
Series 2021-SFR4, Class E1 (A) | 2.409 | 05-17-38 | 150,000 | 130,287 | |
Series 2021-SFR5, Class E2 (A) | 2.359 | 07-17-38 | 225,000 | 193,550 | |
Store Master Funding I-VII & XIV | |||||
Series 2019-1, Class A2 (A) | 3.650 | 11-20-49 | 189,850 | 143,645 | |
Taco Bell Funding LLC | |||||
Series 2021-1A, Class A2I (A) | 1.946 | 08-25-51 | 196,500 | 169,349 | |
Tricon Residential Trust | |||||
Series 2021-SFR1, Class G (A) | 4.133 | 07-17-38 | 100,000 | 87,437 | |
Vantage Data Centers LLC | |||||
Series 2021-1A, Class A2 (A) | 2.165 | 10-15-46 | 125,000 | 108,992 | |
Voya CLO, Ltd. | |||||
Series 2018-2A, Class E (3 month CME Term SOFR + 5.512%) (A)(C) | 10.905 | 07-15-31 | 200,000 | 168,396 | |
Yield (%) | Shares | Value | |||
Short-term investments 1.2% | $341,541 | ||||
(Cost $341,542) | |||||
Short-term funds 1.2% | 341,541 | ||||
John Hancock Collateral Trust (D) | 5.5153(E) | 34,166 | 341,541 |
Total investments (Cost $32,235,004) 99.5% | $27,672,107 | ||||
Other assets and liabilities, net 0.5% | 142,064 | ||||
Total net assets 100.0% | $27,814,171 |
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. |
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 $11,111,587 or 39.9% of the fund’s net assets as of 10-31-23. |
(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 10-31-23. |
SEE NOTES TO FINANCIAL STATEMENTS | SEMIANNUAL REPORT | JOHN HANCOCK ETFS | 17 |
Open contracts | Number of contracts | Position | Expiration date | Notional basis^ | Notional value^ | Unrealized appreciation (depreciation) |
U.S. Treasury Long Bond Futures | 12 | Long | Dec 2023 | $1,434,612 | $1,313,250 | $(121,362) |
$(121,362) |
Shares | Value | ||||
Preferred securities 54.2% | $17,017,158 | ||||
(Cost $19,156,809) | |||||
Communication services 3.3% | 1,048,271 | ||||
Diversified telecommunication services 0.5% | |||||
Qwest Corp., 6.500% | 12,104 | 146,337 | |||
Media 0.1% | |||||
Paramount Global, 5.750% | 2,202 | 34,241 | |||
Wireless telecommunication services 2.7% | |||||
Telephone & Data Systems, Inc., 6.000% | 17,241 | 221,547 | |||
Telephone & Data Systems, Inc., 6.625% | 12,909 | 190,408 | |||
U.S. Cellular Corp., 5.500% | 7,200 | 106,992 | |||
U.S. Cellular Corp., 5.500% | 7,319 | 107,004 | |||
U.S. Cellular Corp., 6.250% | 14,651 | 241,742 | |||
Consumer discretionary 0.4% | 123,331 | ||||
Broadline retail 0.4% | |||||
Qurate Retail, Inc., 8.000% | 4,263 | 101,459 | |||
QVC, Inc., 6.250% | 2,632 | 21,872 | |||
Energy 0.8% | 257,072 | ||||
Oil, gas and consumable fuels 0.8% | |||||
NuStar Logistics LP, 12.389% (3 month CME Term SOFR + 6.996%) (A) | 9,895 | 257,072 | |||
Financials 31.9% | 10,014,877 | ||||
Banks 12.8% | |||||
Bank of America Corp., 4.250% | 8,414 | 136,812 | |||
Bank of America Corp., 6.450% (6.450% to 12-15-66, then 3 month LIBOR + 1.327%) | 7,023 | 174,802 | |||
Bank of America Corp., 7.250% | 339 | 357,035 | |||
Citigroup Capital XIII, 12.022% (3 month CME Term SOFR + 6.632%) (A) | 20,074 | 575,522 | |||
Citigroup, Inc., 9.696% (3 month CME Term SOFR + 4.302%) (A) | 15,767 | 403,635 | |||
Fifth Third Bancorp, 6.000% | 12,773 | 295,695 | |||
First Citizens BancShares, Inc., 5.375% | 5,616 | 107,827 | |||
Fulton Financial Corp., 5.125% | 7,259 | 110,772 | |||
Huntington Bancshares, Inc., 6.875% (6.875% to 4-15-28, then 5 Year CMT + 2.704%) | 9,010 | 199,572 | |||
JPMorgan Chase & Co., 6.000% | 3,210 | 76,751 | |||
KeyCorp, 5.650% | 9,679 | 148,089 | |||
KeyCorp, 6.200% (6.200% to 12-15-27, then 5 Year CMT + 3.132%) | 1,540 | 25,733 | |||
Pinnacle Financial Partners, Inc., 6.750% | 5,285 | 117,274 | |||
Regions Financial Corp., 4.450% | 9,021 | 133,330 | |||
Synovus Financial Corp., 9.011% (3 month CME Term SOFR + 3.614%) (A) | 9,386 | 233,336 | |||
Truist Financial Corp., 4.750% | 5,242 | 93,465 | |||
Wells Fargo & Company, 4.750% | 27,426 | 488,183 | |||
Wells Fargo & Company, 7.500% | 184 | 194,359 | |||
WesBanco, Inc., 6.750% (6.750% to 11-15-25, then 5 Year CMT + 6.557%) | 6,139 | 141,443 | |||
Capital markets 4.4% | |||||
Brookfield Finance, Inc., 4.625% | 9,852 | 145,908 |
18 | JOHN HANCOCK ETFS | SEMIANNUAL REPORT | SEE NOTES TO FINANCIAL STATEMENTS |
Shares | Value | ||||
Financials (continued) | |||||
Capital markets (continued) | |||||
Carlyle Finance LLC, 4.625% | 1,963 | $32,075 | |||
Morgan Stanley, 6.375% | 12,810 | 301,291 | |||
Morgan Stanley, 6.500% | 13,502 | 332,959 | |||
Morgan Stanley, 6.875% | 6,039 | 147,654 | |||
Morgan Stanley, 7.125% | 15,513 | 389,376 | |||
State Street Corp., 5.350% | 1,359 | 29,721 | |||
Consumer finance 0.6% | |||||
Navient Corp., 6.000% | 12,057 | 207,260 | |||
Financial services 2.3% | |||||
Apollo Global Management, Inc., 7.625% (7.625% to 12-15-28, then 5 Year CMT + 3.226%) | 15,316 | 400,667 | |||
KKR Group Finance Company IX LLC, 4.625% | 15,256 | 252,639 | |||
National Rural Utilities Cooperative Finance Corp., 5.500% | 2,905 | 65,653 | |||
Insurance 11.8% | |||||
AEGON Funding Company LLC, 5.100% | 16,588 | 309,034 | |||
American Equity Investment Life Holding Company, 6.625% (6.625% to 9-1-25, then 5 Year CMT + 6.297%) | 8,649 | 198,235 | |||
American Financial Group, Inc., 5.125% | 8,191 | 156,530 | |||
American International Group, Inc., 5.850% | 15,460 | 346,304 | |||
Athene Holding, Ltd., 7.750% (7.750% to 12-30-27, then 5 Year CMT + 3.962%) | 18,733 | 466,452 | |||
Athene Holding, Ltd., Series A, 6.350% (6.350% to 6-30-29, then 3 month LIBOR + 4.253%) | 17,535 | 370,515 | |||
Brighthouse Financial, Inc., 6.600% | 18,332 | 357,841 | |||
Enstar Group, Ltd., 7.000% (7.000% to 9-1-28, then 3 month LIBOR + 4.015%) | 5,833 | 138,767 | |||
Lincoln National Corp., 9.000% | 14,303 | 379,030 | |||
Reinsurance Group of America, Inc., 7.125% (7.125% to 10-15-27, then 5 Year CMT + 3.456%) | 18,348 | 467,874 | |||
RenaissanceRe Holdings, Ltd., 4.200% | 11,790 | 181,920 | |||
The Allstate Corp., 7.375% | 5,437 | 140,111 | |||
Unum Group, 6.250% | 8,196 | 183,426 | |||
Industrials 0.8% | 242,499 | ||||
Trading companies and distributors 0.8% | |||||
WESCO International, Inc., 10.625% (10.625% to 6-22-25, then 5 Year CMT + 10.325%) | 9,096 | 242,499 | |||
Real estate 1.3% | 397,038 | ||||
Hotel and resort REITs 0.6% | |||||
Pebblebrook Hotel Trust, 6.375% | 10,918 | 192,812 | |||
Office REITs 0.4% | |||||
Vornado Realty Trust, 5.400% | 7,524 | 106,916 | |||
Specialized REITs 0.3% | |||||
Public Storage, 4.625% | 5,260 | 97,310 | |||
Utilities 15.7% | 4,934,070 | ||||
Electric utilities 4.0% | |||||
Duke Energy Corp., 5.750% | 13,700 | 314,278 | |||
NextEra Energy Capital Holdings, Inc., 5.650% | 239 | 5,301 | |||
NextEra Energy, Inc., 6.926% | 15,041 | 564,639 | |||
SCE Trust III, 5.750% (5.750% to 3-15-24, then 3 month CME Term SOFR + 3.252%) | 5,543 | 133,808 | |||
SCE Trust VI, 5.000% | 13,758 | 241,040 | |||
Gas utilities 0.9% | |||||
South Jersey Industries, Inc., 5.625% | 8,041 | 100,513 | |||
UGI Corp., 7.250% | 3,387 | 171,992 | |||
Independent power and renewable electricity producers 1.1% | |||||
The AES Corp., 6.875% | 6,050 | 364,694 | |||
Multi-utilities 9.7% | |||||
Algonquin Power & Utilities Corp., 6.200% (6.200% to 7-1-24, then 3 month LIBOR + 4.010% to 7-1-29, then 3 month LIBOR + 4.260% to 7-1-49, then 3 month LIBOR + 5.010%) | 20,228 | 497,407 | |||
Algonquin Power & Utilities Corp., 9.341% (3 month LIBOR + 3.677%) (A) | 25,514 | 639,891 |
SEE NOTES TO FINANCIAL STATEMENTS | SEMIANNUAL REPORT | JOHN HANCOCK ETFS | 19 |
Shares | Value | ||||
Utilities (continued) | |||||
Multi-utilities (continued) | |||||
CMS Energy Corp., 5.625% | 11,242 | $241,591 | |||
CMS Energy Corp., 5.875% | 2,777 | 61,233 | |||
CMS Energy Corp., 5.875% | 17,145 | 380,790 | |||
DTE Energy Company, 5.250% | 12,671 | 272,173 | |||
NiSource, Inc., 6.500% (6.500% to 3-15-24, then 5 Year CMT + 3.632% to 3-15-44, then 5 Year CMT + 4.632%) | 21,254 | 531,350 | |||
Sempra, 5.750% | 18,372 | 413,370 | |||
Common stocks 1.6% | $492,857 | ||||
(Cost $709,393) | |||||
Communication services 0.6% | 181,165 | ||||
Diversified telecommunication services 0.6% | |||||
Verizon Communications, Inc. | 5,157 | 181,165 | |||
Utilities 1.0% | 311,692 | ||||
Multi-utilities 1.0% | |||||
Algonquin Power & Utilities Corp. | 16,677 | 311,692 | |||
Rate (%) | Maturity date | Par value^ | Value | ||
Corporate bonds 42.6% | $13,348,597 | ||||
(Cost $14,407,250) | |||||
Communication services 1.0% | 315,718 | ||||
Media 1.0% | |||||
Paramount Global (6.375% to 3-30-27, then 5 Year CMT + 3.999% to 3-30-32, then 5 Year CMT + 4.249% to 3-30-47, then 5 Year CMT + 4.999%) | 6.375 | 03-30-62 | 429,000 | 315,718 | |
Consumer discretionary 1.6% | 511,244 | ||||
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 | 160,000 | 134,362 | |
General Motors Financial Company, Inc. (6.500% to 9-30-28, then 3 month LIBOR + 3.436%) (B) | 6.500 | 09-30-28 | 460,000 | 376,882 | |
Energy 4.9% | 1,517,793 | ||||
Oil, gas and consumable fuels 4.9% | |||||
Enbridge, Inc. (7.375% to 1-15-28, then 5 Year CMT + 3.708% to 1-15-33, then 5 Year CMT + 3.958% to 1-15-48, then 5 Year CMT + 4.708%) | 7.375 | 01-15-83 | 101,000 | 93,436 | |
Enbridge, Inc. (7.625% to 1-15-33, then 5 Year CMT + 4.418% to 1-15-53, then 5 Year CMT + 5.168%) | 7.625 | 01-15-83 | 167,000 | 149,372 | |
Enbridge, Inc. (8.500% to 1-15-34, then 5 Year CMT + 4.431% to 1-15-54, then 5 Year CMT + 5.181%) | 8.500 | 01-15-84 | 288,000 | 275,895 | |
Energy Transfer LP (6.625% to 2-15-28, then 3 month LIBOR + 4.155%) (B) | 6.625 | 02-15-28 | 873,000 | 674,393 | |
Energy Transfer LP (7.125% to 5-15-30, then 5 Year CMT + 5.306%) (B) | 7.125 | 05-15-30 | 391,000 | 324,697 | |
Financials 28.2% | 8,847,563 | ||||
Banks 21.8% | |||||
Bank of America Corp. (5.875% to 3-15-28, then 3 month CME Term SOFR + 3.193%) (B) | 5.875 | 03-15-28 | 390,000 | 335,790 | |
Bank of America Corp. (6.125% to 4-27-27, then 5 Year CMT + 3.231%) (B) | 6.125 | 04-27-27 | 453,000 | 425,920 | |
Bank of America Corp. (6.500% to 10-23-24, then 3 month CME Term SOFR + 4.436%) (B) | 6.500 | 10-23-24 | 65,000 | 64,147 | |
Barclays PLC (8.000% to 6-15-24, then 5 Year CMT + 5.672%) (B) | 8.000 | 06-15-24 | 366,000 | 357,964 | |
BNP Paribas SA (7.750% to 8-16-29, then 5 Year CMT + 4.899%) (B)(C) | 7.750 | 08-16-29 | 235,000 | 217,886 | |
Citigroup, Inc. (7.375% to 5-15-28, then 5 Year CMT + 3.209%) (B) | 7.375 | 05-15-28 | 298,000 | 284,226 | |
Citigroup, Inc. (7.625% to 11-15-28, then 5 Year CMT + 3.211%) (B) | 7.625 | 11-15-28 | 227,000 | 218,588 | |
Citizens Financial Group, Inc. (6.375% to 4-6-24, then 3 month CME Term SOFR + 3.419%) (B) | 6.375 | 04-06-24 | 388,000 | 315,503 | |
CoBank ACB (6.450% to 10-1-27, then 5 Year CMT + 3.487%) (B) | 6.450 | 10-01-27 | 270,000 | 250,813 | |
Comerica, Inc. (5.625% to 10-1-25, then 5 Year CMT + 5.291%) (B) | 5.625 | 07-01-25 | 270,000 | 232,135 | |
Huntington Bancshares, Inc. (5.625% to 7-15-30, then 10 Year CMT + 4.945%) (B) | 5.625 | 07-15-30 | 219,000 | 170,306 | |
JPMorgan Chase & Co. (4.600% to 2-1-25, then 3 month CME Term SOFR + 3.125%) (B) | 4.600 | 02-01-25 | 478,000 | 445,335 | |
JPMorgan Chase & Co. (6.750% to 2-1-24, then 3 month CME Term SOFR + 4.042%) (B) | 6.750 | 02-01-24 | 372,000 | 371,718 | |
KeyCorp (5.000% to 9-15-26, then 3 month CME Term SOFR + 3.868%) (B) | 5.000 | 09-15-26 | 167,000 | 111,231 |
20 | JOHN HANCOCK ETFS | SEMIANNUAL REPORT | SEE NOTES TO FINANCIAL STATEMENTS |
Rate (%) | Maturity date | Par value^ | Value | ||
Financials (continued) | |||||
Banks (continued) | |||||
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 | 382,000 | $372,286 | |
M&T Bank Corp. (3.500% to 9-1-26, then 5 Year CMT + 2.679%) (B) | 3.500 | 09-01-26 | 476,000 | 318,305 | |
The Bank of Nova Scotia (8.625% to 10-27-27, then 5 Year CMT + 4.389%) | 8.625 | 10-27-82 | 329,000 | 321,843 | |
The PNC Financial Services Group, Inc. (6.000% to 5-15-27, then 5 Year CMT + 3.000%) (B) | 6.000 | 05-15-27 | 477,000 | 399,850 | |
The PNC Financial Services Group, Inc. (6.200% to 9-15-27, then 5 Year CMT + 3.238%) (B) | 6.200 | 09-15-27 | 479,000 | 426,159 | |
The PNC Financial Services Group, Inc. (6.250% to 3-15-30, then 7 Year CMT + 2.808%) (B) | 6.250 | 03-15-30 | 422,000 | 347,306 | |
The Toronto-Dominion Bank (8.125% to 10-31-27, then 5 Year CMT + 4.075%) | 8.125 | 10-31-82 | 510,000 | 500,342 | |
Wells Fargo & Company (5.900% to 6-15-24, then 3 month LIBOR + 3.110%) (B) | 5.900 | 06-15-24 | 123,000 | 120,947 | |
Wells Fargo & Company (7.625% to 9-15-28, then 5 Year CMT + 3.606%) (B) | 7.625 | 09-15-28 | 229,000 | 229,297 | |
Capital markets 1.6% | |||||
The Charles Schwab Corp. (4.000% to 12-1-30, then 10 Year CMT + 3.079%) (B) | 4.000 | 12-01-30 | 198,000 | 135,119 | |
The Charles Schwab Corp. (5.000% to 6-1-27, then 5 Year CMT + 3.256%) (B) | 5.000 | 06-01-27 | 113,000 | 89,246 | |
The Goldman Sachs Group, Inc. (7.500% to 2-10-29, then 5 Year CMT + 3.156%) (B) | 7.500 | 02-10-29 | 291,000 | 285,399 | |
Consumer finance 0.7% | |||||
Discover Financial Services (6.125% to 9-23-25, then 5 Year CMT + 5.783%) (B) | 6.125 | 06-23-25 | 242,000 | 223,466 | |
Insurance 4.1% | |||||
Enstar Finance LLC (5.750% to 9-1-25, then 5 Year CMT + 5.468%) | 5.750 | 09-01-40 | 241,000 | 212,039 | |
Markel Group, Inc. (6.000% to 6-1-25, then 5 Year CMT + 5.662%) (B) | 6.000 | 06-01-25 | 268,000 | 259,105 | |
MetLife, Inc. (5.875% to 3-15-28, then 3 month CME Term SOFR + 3.221%) (B) | 5.875 | 03-15-28 | 420,000 | 369,904 | |
SBL Holdings, Inc. (6.500% to 11-13-26, then 5 Year CMT + 5.620%) (B)(C) | 6.500 | 11-13-26 | 341,000 | 192,340 | |
SBL Holdings, Inc. (7.000% to 5-13-25, then 5 Year CMT + 5.580%) (B)(C) | 7.000 | 05-13-25 | 400,000 | 243,048 | |
Utilities 6.9% | 2,156,279 | ||||
Electric utilities 3.9% | |||||
Edison International (5.000% to 3-15-27, then 5 Year CMT + 3.901% to 3-15-32, then 5 Year CMT + 4.151% to 3-15-47, then 5 Year CMT + 4.901%) (B) | 5.000 | 12-15-26 | 177,000 | 157,523 | |
Edison International (5.375% to 3-15-26, then 5 Year CMT + 4.698%) (B) | 5.375 | 03-15-26 | 476,000 | 426,578 | |
NextEra Energy Capital Holdings, Inc. (5.650% to 5-1-29, then 3 month LIBOR + 3.156%) | 5.650 | 05-01-79 | 336,000 | 296,926 | |
NRG Energy, Inc. (10.250% to 3-15-28, then 5 Year CMT + 5.920%) (B)(C) | 10.250 | 03-15-28 | 357,000 | 344,638 | |
Independent power and renewable electricity producers 1.9% | |||||
Vistra Corp. (7.000% to 12-15-26, then 5 Year CMT + 5.740%) (B)(C) | 7.000 | 12-15-26 | 170,000 | 154,700 | |
Vistra Corp. (8.000% to 10-15-26, then 5 Year CMT + 6.930%) (B)(C) | 8.000 | 10-15-26 | 459,000 | 436,050 | |
Multi-utilities 1.1% | |||||
Dominion Energy, Inc. (4.350% to 4-15-27, then 5 Year CMT + 3.195%) (B) | 4.350 | 01-15-27 | 123,000 | 100,079 | |
Dominion Energy, Inc. (5.750% to 10-1-24, then 3 month LIBOR + 3.057%) | 5.750 | 10-01-54 | 255,000 | 239,785 | |
Capital preferred securities 0.7% | $225,036 | ||||
(Cost $241,177) | |||||
Financials 0.7% | 225,036 | ||||
Insurance 0.7% | |||||
MetLife Capital Trust IV (7.875% to 12-15-37, then 3 month LIBOR + 3.960%) (C) | 7.875 | 12-15-67 | 221,000 | 225,036 | |
Yield (%) | Shares | Value | |||
Short-term investments 0.4% | $137,856 | ||||
(Cost $137,857) | |||||
Short-term funds 0.4% | 137,856 | ||||
John Hancock Collateral Trust (D) | 5.5153(E) | 13,790 | 137,856 | ||
Total investments (Cost $34,652,486) 99.5% | $31,221,504 | ||||
Other assets and liabilities, net 0.5% | 144,596 | ||||
Total net assets 100.0% | $31,366,100 |
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. |
SEE NOTES TO FINANCIAL STATEMENTS | SEMIANNUAL REPORT | JOHN HANCOCK ETFS | 21 |
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 10-31-23. |
Shares | Value | ||||
Common stocks 98.8% | $6,634,341 | ||||
(Cost $6,406,528) | |||||
Communication services 4.9% | 327,042 | ||||
Diversified telecommunication services 2.2% | |||||
Verizon Communications, Inc. | 4,237 | 148,846 | |||
Entertainment 0.5% | |||||
TKO Group Holdings, Inc. | 354 | 29,021 | |||
Media 2.2% | |||||
Comcast Corp., Class A | 605 | 24,980 | |||
Omnicom Group, Inc. | 572 | 42,849 | |||
Paramount Global, Class B | 1,413 | 15,373 | |||
The Interpublic Group of Companies, Inc. | 2,323 | 65,973 | |||
Consumer discretionary 5.4% | 361,250 | ||||
Automobiles 0.2% | |||||
Ford Motor Company | 1,496 | 14,586 | |||
Hotels, restaurants and leisure 1.4% | |||||
Starbucks Corp. | 1,042 | 96,114 | |||
Household durables 0.4% | |||||
Garmin, Ltd. | 227 | 23,274 | |||
Leisure products 0.3% | |||||
Hasbro, Inc. | 427 | 19,279 | |||
Specialty retail 2.9% | |||||
Best Buy Company, Inc. | 1,008 | 67,355 | |||
Dick’s Sporting Goods, Inc. | 301 | 32,192 | |||
The Home Depot, Inc. | 185 | 52,668 | |||
Williams-Sonoma, Inc. | 268 | 40,264 | |||
Textiles, apparel and luxury goods 0.2% | |||||
NIKE, Inc., Class B | 151 | 15,518 | |||
Consumer staples 2.6% | 174,126 | ||||
Consumer staples distribution and retail 0.3% | |||||
Target Corp. | 160 | 17,726 | |||
Food products 0.4% | |||||
Archer-Daniels-Midland Company | 378 | 27,053 | |||
Tobacco 1.9% | |||||
Altria Group, Inc. | 3,220 | 129,347 | |||
Energy 6.5% | 436,944 | ||||
Oil, gas and consumable fuels 6.5% | |||||
Chevron Corp. | 405 | 59,021 | |||
Exxon Mobil Corp. | 1,172 | 124,056 | |||
Kinder Morgan, Inc. | 2,176 | 35,251 | |||
ONEOK, Inc. | 2,158 | 140,702 |
22 | JOHN HANCOCK ETFS | SEMIANNUAL REPORT | SEE NOTES TO FINANCIAL STATEMENTS |
Shares | Value | ||||
Energy (continued) | |||||
Oil, gas and consumable fuels (continued) | |||||
Pioneer Natural Resources Company | 326 | $77,914 | |||
Financials 13.8% | 926,967 | ||||
Banks 1.9% | |||||
Huntington Bancshares, Inc. | 1,467 | 14,157 | |||
Truist Financial Corp. | 3,866 | 109,640 | |||
Capital markets 6.2% | |||||
BlackRock, Inc. | 184 | 112,660 | |||
CME Group, Inc. | 687 | 146,647 | |||
Franklin Resources, Inc. | 821 | 18,711 | |||
T. Rowe Price Group, Inc. | 1,309 | 118,465 | |||
The Charles Schwab Corp. | 416 | 21,649 | |||
Consumer finance 0.9% | |||||
Ally Financial, Inc. | 1,173 | 28,375 | |||
American Express Company | 126 | 18,400 | |||
Synchrony Financial | 513 | 14,390 | |||
Financial services 1.6% | |||||
The Western Union Company | 7,874 | 88,897 | |||
Voya Financial, Inc. | 297 | 19,831 | |||
Insurance 3.2% | |||||
Fidelity National Financial, Inc. | 1,402 | 54,804 | |||
Principal Financial Group, Inc. | 456 | 30,862 | |||
Prudential Financial, Inc. | 1,416 | 129,479 | |||
Health care 11.0% | 740,987 | ||||
Biotechnology 2.7% | |||||
Amgen, Inc. | 214 | 54,720 | |||
Gilead Sciences, Inc. | 1,652 | 129,748 | |||
Health care equipment and supplies 1.2% | |||||
Abbott Laboratories | 706 | 66,752 | |||
Medtronic PLC | 220 | 15,523 | |||
Health care providers and services 0.6% | |||||
UnitedHealth Group, Inc. | 80 | 42,845 | |||
Life sciences tools and services 0.7% | |||||
Danaher Corp. | 145 | 27,843 | |||
Thermo Fisher Scientific, Inc. | 36 | 16,012 | |||
Pharmaceuticals 5.8% | |||||
Eli Lilly & Company | 255 | 141,252 | |||
Johnson & Johnson | 169 | 25,069 | |||
Merck & Company, Inc. | 1,331 | 136,694 | |||
Pfizer, Inc. | 2,766 | 84,529 | |||
Industrials 10.6% | 712,432 | ||||
Air freight and logistics 1.9% | |||||
United Parcel Service, Inc., Class B | 883 | 124,724 | |||
Commercial services and supplies 0.0% | |||||
Veralto Corp. (A) | 42 | 2,898 | |||
Electrical equipment 1.2% | |||||
Rockwell Automation, Inc. | 295 | 77,529 | |||
Ground transportation 0.9% | |||||
Old Dominion Freight Line, Inc. | 76 | 28,626 | |||
Union Pacific Corp. | 151 | 31,349 | |||
Machinery 2.2% | |||||
AGCO Corp. | 1,052 | 120,622 | |||
Caterpillar, Inc. | 119 | 26,900 |
SEE NOTES TO FINANCIAL STATEMENTS | SEMIANNUAL REPORT | JOHN HANCOCK ETFS | 23 |
Shares | Value | ||||
Industrials (continued) | |||||
Professional services 2.3% | |||||
Automatic Data Processing, Inc. | 227 | $49,536 | |||
Paychex, Inc. | 955 | 106,053 | |||
Trading companies and distributors 2.1% | |||||
W.W. Grainger, Inc. | 25 | 18,246 | |||
Watsco, Inc. | 361 | 125,949 | |||
Information technology 32.3% | 2,170,568 | ||||
Communications equipment 1.9% | |||||
Cisco Systems, Inc. | 2,524 | 131,576 | |||
IT services 2.1% | |||||
IBM Corp. | 967 | 139,867 | |||
Semiconductors and semiconductor equipment 11.7% | |||||
Analog Devices, Inc. | 94 | 14,789 | |||
Broadcom, Inc. | 166 | 139,667 | |||
KLA Corp. | 185 | 86,895 | |||
Lam Research Corp. | 159 | 93,527 | |||
Marvell Technology, Inc. | 661 | 31,212 | |||
Monolithic Power Systems, Inc. | 243 | 107,343 | |||
NVIDIA Corp. | 420 | 171,276 | |||
NXP Semiconductors NV | 126 | 21,726 | |||
Qualcomm, Inc. | 527 | 57,438 | |||
Texas Instruments, Inc. | 445 | 63,194 | |||
Software 8.6% | |||||
Gen Digital, Inc. | 1,129 | 18,809 | |||
Microsoft Corp. | 1,253 | 423,652 | |||
Oracle Corp. | 1,280 | 132,352 | |||
Technology hardware, storage and peripherals 8.0% | |||||
Apple, Inc. | 2,574 | 439,562 | |||
HP, Inc. | 1,517 | 39,943 | |||
Seagate Technology Holdings PLC | 846 | 57,740 | |||
Materials 3.5% | 236,308 | ||||
Chemicals 3.0% | |||||
Dow, Inc. | 1,392 | 67,289 | |||
LyondellBasell Industries NV, Class A | 1,488 | 134,277 | |||
Containers and packaging 0.5% | |||||
Packaging Corp. of America | 227 | 34,742 | |||
Real estate 5.4% | 362,017 | ||||
Specialized REITs 5.4% | |||||
Gaming and Leisure Properties, Inc. | 2,424 | 110,025 | |||
Public Storage | 518 | 123,652 | |||
VICI Properties, Inc. | 4,600 | 128,340 | |||
Utilities 2.8% | 185,700 | ||||
Electric utilities 2.8% | |||||
Evergy, Inc. | 474 | 23,292 | |||
Exelon Corp. | 1,133 | 44,119 | |||
NextEra Energy, Inc. | 743 | 43,317 | |||
The Southern Company | 1,114 | 74,972 | |||
Yield (%) | Shares | Value | |||
Short-term investments 1.4% | $94,253 | ||||
(Cost $94,257) | |||||
Short-term funds 1.4% | 94,253 | ||||
John Hancock Collateral Trust (B) | 5.5153(C) | 9,429 | 94,253 |
24 | JOHN HANCOCK ETFS | SEMIANNUAL REPORT | SEE NOTES TO FINANCIAL STATEMENTS |
Total investments (Cost $6,500,785) 100.2% | $6,728,594 | ||||
Other assets and liabilities, net (0.2%) | (13,219) | ||||
Total net assets 100.0% | $6,715,375 |
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) | Investment is an affiliate of the fund, the advisor and/or subadvisor. |
(C) | The rate shown is the annualized seven-day yield as of 10-31-23. |
SEE NOTES TO FINANCIAL STATEMENTS | SEMIANNUAL REPORT | JOHN HANCOCK ETFS | 25 |
Corporate Bond ETF | International High Dividend ETF | Mortgage-Backed Securities ETF | Preferred Income ETF | U.S. High Dividend ETF | |
Assets | |||||
Unaffiliated investments, at value | $22,602,519 | $5,715,283 | $27,330,566 | $31,083,648 | $6,634,341 |
Affiliated investments, at value | 203,650 | 35,171 | 341,541 | 137,856 | 94,253 |
Total investments, at value | 22,806,169 | 5,750,454 | 27,672,107 | 31,221,504 | 6,728,594 |
Receivable for futures variation margin | — | — | 22,519 | — | — |
Foreign currency, at value | — | 75 | — | — | — |
Collateral held at broker for futures contracts | — | — | 50,000 | — | — |
Dividends and interest receivable | 254,328 | 41,090 | 115,456 | 186,863 | 8,337 |
Receivable for investments sold | 1,093,409 | — | — | — | — |
Receivable from affiliates | 7,300 | 11,849 | 3,818 | 2,911 | 11,242 |
Other assets | 2,116 | 960 | 78 | 1,408 | 1,018 |
Total assets | 24,163,322 | 5,804,428 | 27,863,978 | 31,412,686 | 6,749,191 |
Liabilities | |||||
Payable for investments purchased | 816,650 | — | — | — | — |
Payable to affiliates | |||||
Accounting and legal services fees | 1,390 | 374 | 1,671 | 1,886 | 426 |
Other liabilities and accrued expenses | 49,040 | 32,936 | 48,136 | 44,700 | 33,390 |
Total liabilities | 867,080 | 33,310 | 49,807 | 46,586 | 33,816 |
Net assets | $23,296,242 | $5,771,118 | $27,814,171 | $31,366,100 | $6,715,375 |
Net assets consist of | |||||
Paid-in capital | $28,491,107 | $5,849,122 | $33,120,583 | $36,416,628 | $6,561,749 |
Total distributable earnings (loss) | (5,194,865) | (78,004) | (5,306,412) | (5,050,528) | 153,626 |
Net assets | $23,296,242 | $5,771,118 | $27,814,171 | $31,366,100 | $6,715,375 |
Unaffiliated investments, at cost | $26,150,695 | $5,793,179 | $31,893,462 | $34,514,629 | $6,406,528 |
Affiliated investments, at cost | $203,644 | $35,172 | $341,542 | $137,857 | $94,257 |
Foreign currency, at cost | — | $75 | — | — | — |
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 | $23,296,242 | $5,771,118 | $27,814,171 | $31,366,100 | $6,715,375 |
Shares outstanding | 1,200,000 | 230,000 | 1,375,000 | 1,575,000 | 250,000 |
Net asset value per share | $19.41 | $25.09 | $20.23 | $19.91 | $26.86 |
26 | JOHN HANCOCK ETFS | SEMIANNUAL | SEE NOTES TO FINANCIAL STATEMENTS |
Corporate Bond ETF | International High Dividend ETF | Mortgage-Backed Securities ETF | Preferred Income ETF | U.S. High Dividend ETF | |
Investment income | |||||
Interest | $553,402 | — | $538,211 | $418,136 | $174 |
Dividends from affiliated investments | 3,322 | $2,285 | 16,681 | 16,609 | 1,930 |
Dividends from unaffiliated investments | — | 203,817 | — | 634,807 | 114,459 |
Less foreign taxes withheld | — | (20,992) | — | (3,230) | (38) |
Total investment income | 556,724 | 185,110 | 554,892 | 1,066,322 | 116,525 |
Expenses | |||||
Investment management fees | 28,412 | 12,247 | 46,787 | 71,403 | 10,234 |
Accounting and legal services fees | 2,380 | 625 | 2,749 | 2,875 | 691 |
Transfer agent fees | 5,033 | 4,581 | 5,033 | 5,033 | 4,669 |
Trustees’ fees | 269 | 64 | 325 | 294 | 75 |
Custodian fees | 30,782 | 16,904 | 27,591 | 23,482 | 17,183 |
Printing and postage | 8,704 | 5,187 | 8,690 | 8,742 | 5,539 |
Professional fees | 16,329 | 17,959 | 16,381 | 16,343 | 18,072 |
Stock exchange listing fees | 9,261 | 6,645 | 10,600 | 11,469 | 6,871 |
Other | 5,788 | 4,206 | 5,546 | 7,232 | 4,109 |
Total expenses | 106,958 | 68,418 | 123,702 | 146,873 | 67,443 |
Less expense reductions | (72,628) | (53,806) | (70,039) | (68,186) | (55,445) |
Net expenses | 34,330 | 14,612 | 53,663 | 78,687 | 11,998 |
Net investment income | 522,394 | 170,498 | 501,229 | 987,635 | 104,527 |
Realized and unrealized gain (loss) | |||||
Net realized gain (loss) on | |||||
Unaffiliated investments and foreign currency transactions | (542,999) | (103,068) | 9,037 | (150,420) | (162,954) |
Affiliated investments | (35) | (20) | (27) | (139) | (38) |
Futures contracts | — | 5,941 | (50,258) | — | 4,877 |
Redemptions in kind | — | 89,273 | — | — | 173,095 |
(543,034) | (7,874) | (41,248) | (150,559) | 14,980 | |
Change in net unrealized appreciation (depreciation) of | |||||
Unaffiliated investments and translation of assets and liabilities in foreign currencies | (1,376,420) | (400,191) | (1,761,946) | (1,678,686) | (207,614) |
Affiliated investments | — | (1) | (16) | (5) | (5) |
Futures | — | — | (173,225) | — | — |
(1,376,420) | (400,192) | (1,935,187) | (1,678,691) | (207,619) | |
Net realized and unrealized loss | (1,919,454) | (408,066) | (1,976,435) | (1,829,250) | (192,639) |
Decrease in net assets from operations | $(1,397,060) | $(237,568) | $(1,475,206) | $(841,615) | $(88,112) |
SEE NOTES TO FINANCIAL STATEMENTS | SEMIANNUAL | JOHN HANCOCK ETFS | 27 |
Corporate Bond ETF | International High Dividend ETF | Mortgage-Backed Securities ETF | ||||
Six months ended 10-31-23 (unaudited) | Year ended 4-30-23 | Six months ended 10-31-23 (unaudited) | Period ended 4-30-231 | Six months ended 10-31-23 (unaudited) | Year ended 4-30-23 | |
Increase (decrease) in net assets | ||||||
From operations | ||||||
Net investment income | $522,394 | $659,866 | $170,498 | $128,771 | $501,229 | $950,280 |
Net realized gain (loss) | (543,034) | (889,664) | (7,874) | 26,965 | (41,248) | (270,616) |
Change in net unrealized appreciation (depreciation) | (1,376,420) | 394,697 | (400,192) | 321,439 | (1,935,187) | (703,870) |
Increase (decrease) in net assets resulting from operations | (1,397,060) | 164,899 | (237,568) | 477,175 | (1,475,206) | (24,206) |
Distributions to shareholders | ||||||
From earnings | (554,032) | (745,320) | (241,424) | (32,005) | (623,037) | (1,045,754) |
From fund share transactions | ||||||
Shares issued | 970,331 | 6,317,023 | 817,978 | 6,331,932 | 3,191,333 | 2,745,725 |
Shares repurchased | — | — | (825,604) | (519,366) | — | — |
Total from fund share transactions | 970,331 | 6,317,023 | (7,626) | 5,812,566 | 3,191,333 | 2,745,725 |
Total increase (decrease) | (980,761) | 5,736,602 | (486,618) | 6,257,736 | 1,093,090 | 1,675,765 |
Net assets | ||||||
Beginning of period | 24,277,003 | 18,540,401 | 6,257,736 | — | 26,721,081 | 25,045,316 |
End of period | $23,296,242 | $24,277,003 | $5,771,118 | $6,257,736 | $27,814,171 | $26,721,081 |
Share activity | ||||||
Shares outstanding | ||||||
Beginning of period | 1,150,000 | 850,000 | 230,000 | — | 1,225,000 | 1,100,000 |
Shares issued | 50,000 | 300,000 | 30,000 | 250,000 | 150,000 | 125,000 |
Shares repurchased | — | — | (30,000) | (20,000) | — | — |
End of period | 1,200,000 | 1,150,000 | 230,000 | 230,000 | 1,375,000 | 1,225,000 |
1 | Period from 12-20-22 (commencement of operations) to 4-30-23. |
28 | JOHN HANCOCK ETFS | SEMIANNUAL | SEE NOTES TO FINANCIAL STATEMENTS |
Preferred Income ETF | U.S. High Dividend ETF | |||
Six months ended 10-31-23 (unaudited) | Year ended 4-30-23 | Six months ended 10-31-23 (unaudited) | Period ended 4-30-232 | |
Increase (decrease) in net assets | ||||
From operations | ||||
Net investment income | $987,635 | $1,168,691 | $104,527 | $105,275 |
Net realized gain (loss) | (150,559) | (1,420,037) | 14,980 | 44,062 |
Change in net unrealized appreciation (depreciation) | (1,678,691) | (828,783) | (207,619) | 435,428 |
Increase (decrease) in net assets resulting from operations | (841,615) | (1,080,129) | (88,112) | 584,765 |
Distributions to shareholders | ||||
From earnings | (1,008,536) | (1,204,301) | (100,930) | (93,368) |
From fund share transactions | ||||
Shares issued | 8,396,167 | 21,727,785 | 1,707,558 | 7,241,376 |
Shares repurchased | — | (9,198,424) | (1,435,852) | (1,100,062) |
Total from fund share transactions | 8,396,167 | 12,529,361 | 271,706 | 6,141,314 |
Total increase | 6,546,016 | 10,244,931 | 82,664 | 6,632,711 |
Net assets | ||||
Beginning of period | 24,820,084 | 14,575,153 | 6,632,711 | — |
End of period | $31,366,100 | $24,820,084 | $6,715,375 | $6,632,711 |
Share activity | ||||
Shares outstanding | ||||
Beginning of period | 1,175,000 | 625,000 | 240,000 | — |
Shares issued | 400,000 | 975,000 | 60,000 | 280,000 |
Shares repurchased | — | (425,000) | (50,000) | (40,000) |
End of period | 1,575,000 | 1,175,000 | 250,000 | 240,000 |
2 | Period from 9-27-22 (commencement of operations) to 4-30-23. |
SEE NOTES TO FINANCIAL STATEMENTS | SEMIANNUAL | JOHN HANCOCK ETFS | 29 |
Period ended | 10-31-231 | 4-30-23 | 4-30-22 | 4-30-212 |
Per share operating performance | ||||
Net asset value, beginning of period | $21.11 | $21.81 | $25.23 | $25.00 |
Net investment income3 | 0.45 | 0.72 | 0.60 | 0.05 |
Net realized and unrealized gain (loss) on investments | (1.67) | (0.62) | (3.23) | 0.22 |
Total from investment operations | (1.22) | 0.10 | (2.63) | 0.27 |
Less distributions | ||||
From net investment income | (0.48) | (0.80) | (0.79) | (0.04) |
Net asset value, end of period | $19.41 | $21.11 | $21.81 | $25.23 |
Total return (%)4 | (5.85)5 | 0.57 | (10.77) | 1.105 |
Ratios and supplemental data | ||||
Net assets, end of period (in millions) | $23 | $24 | $19 | $20 |
Ratios (as a percentage of average net assets): | ||||
Expenses before reductions | 0.906 | 0.98 | 0.94 | 0.727 |
Expenses including reductions | 0.296 | 0.29 | 0.29 | 0.297 |
Net investment income | 4.416 | 3.45 | 2.39 | 2.276 |
Portfolio turnover (%) | 258 | 378 | 36 | —9 |
1 | Six months ended 10-31-23. Unaudited. |
2 | Period from 3-30-21 (commencement of operations) to 4-30-21. |
3 | Based on average daily shares outstanding. |
4 | Total returns would have been lower had certain expenses not been reduced during the applicable periods. |
5 | Not annualized. |
6 | Annualized. |
7 | Annualized. Certain expenses are presented unannualized. |
8 | Portfolio turnover rate excludes securities received or delivered from in-kind transactions. |
9 | Portfolio turnover for the period is 0% due to no sales activity. |
Period ended | 10-31-231 | 4-30-232 |
Per share operating performance | ||
Net asset value, beginning of period | $27.21 | $24.91 |
Net investment income3 | 0.74 | 0.594 |
Net realized and unrealized gain (loss) on investments | (1.81) | 1.85 |
Total from investment operations | (1.07) | 2.44 |
Less distributions | ||
From net investment income | (1.05) | (0.14) |
Net asset value, end of period | $25.09 | $27.21 |
Total return (%)5 | (4.13)6 | 9.796 |
Ratios and supplemental data | ||
Net assets, end of period (in millions) | $6 | $6 |
Ratios (as a percentage of average net assets): | ||
Expenses before reductions | 2.177 | 1.658 |
Expenses including reductions | 0.467 | 0.468 |
Net investment income | 5.437 | 6.114,7 |
Portfolio turnover (%) | 109 | 59 |
1 | Six months ended 10-31-23. Unaudited. |
2 | Period from 12-20-22 (commencement of operations) to 4-30-23. |
3 | Based on average daily shares outstanding. |
4 | Net investment income (loss) per share and ratio of net investment income (loss) to average net assets reflect a special dividend received by the fund, which amounted to $0.08 and 0.81%, respectively. |
5 | Total returns would have been lower had certain expenses not been reduced during the applicable periods. |
6 | Not annualized. |
7 | Annualized. |
8 | Annualized. Certain expenses are presented unannualized. |
9 | Portfolio turnover rate excludes securities received or delivered from in-kind transactions. |
30 | JOHN HANCOCK ETFS | SEMIANNUAL | SEE NOTES TO FINANCIAL STATEMENTS |
Period ended | 10-31-231 | 4-30-23 | 4-30-222 |
Per share operating performance | |||
Net asset value, beginning of period | $21.81 | $22.77 | $25.00 |
Net investment income3 | 0.39 | 0.84 | 0.38 |
Net realized and unrealized gain (loss) on investments | (1.49) | (0.88) | (2.22) |
Total from investment operations | (1.10) | (0.04) | (1.84) |
Less distributions | |||
From net investment income | (0.48) | (0.92) | (0.39) |
Net asset value, end of period | $20.23 | $21.81 | $22.77 |
Total return (%)4 | (5.16)5 | (0.03) | (7.43)5 |
Ratios and supplemental data | |||
Net assets, end of period (in millions) | $28 | $27 | $25 |
Ratios (as a percentage of average net assets): | |||
Expenses before reductions | 0.906 | 0.97 | 0.937 |
Expenses including reductions | 0.396 | 0.39 | 0.397 |
Net investment income | 3.646 | 3.85 | 2.206 |
Portfolio turnover (%) | 11 | 20 | 33 |
1 | Six months ended 10-31-23. Unaudited. |
2 | Period from 8-18-21 (commencement of operations) to 4-30-22. |
3 | Based on average daily shares outstanding. |
4 | Total returns would have been lower had certain expenses not been reduced during the applicable periods. |
5 | Not annualized. |
6 | Annualized. |
7 | Annualized. Certain expenses are presented unannualized. |
Period ended | 10-31-231 | 4-30-23 | 4-30-222 |
Per share operating performance | |||
Net asset value, beginning of period | $21.12 | $23.32 | $25.00 |
Net investment income3 | 0.71 | 1.32 | 0.43 |
Net realized and unrealized gain (loss) on investments | (1.20) | (2.19) | (1.68) |
Total from investment operations | (0.49) | (0.87) | (1.25) |
Less distributions | |||
From net investment income | (0.72) | (1.33) | (0.43) |
Net asset value, end of period | $19.91 | $21.12 | $23.32 |
Total return (%)4 | (2.43)5 | (3.81) | (5.05)5 |
Ratios and supplemental data | |||
Net assets, end of period (in millions) | $31 | $25 | $15 |
Ratios (as a percentage of average net assets): | |||
Expenses before reductions | 1.016 | 1.55 | 1.157 |
Expenses including reductions | 0.546 | 0.54 | 0.547 |
Net investment income | 6.786 | 5.93 | 4.576 |
Portfolio turnover (%) | 10 | 478 | 15 |
1 | Six months ended 10-31-23. Unaudited. |
2 | Period from 12-14-21 (commencement of operations) to 4-30-22. |
3 | Based on average daily shares outstanding. |
4 | Total returns would have been lower had certain expenses not been reduced during the applicable periods. |
5 | Not annualized. |
6 | Annualized. |
7 | Annualized. Certain expenses are presented unannualized. |
8 | Portfolio turnover rate excludes securities received or delivered from in-kind transactions. |
SEE NOTES TO FINANCIAL STATEMENTS | SEMIANNUAL | JOHN HANCOCK ETFS | 31 |
Period ended | 10-31-231 | 4-30-232 |
Per share operating performance | ||
Net asset value, beginning of period | $27.64 | $24.95 |
Net investment income3 | 0.42 | 0.49 |
Net realized and unrealized gain (loss) on investments | (0.80) | 2.61 |
Total from investment operations | (0.38) | 3.10 |
Less distributions | ||
From net investment income | (0.40) | (0.41) |
Net asset value, end of period | $26.86 | $27.64 |
Total return (%)4 | (1.39)5 | 12.455 |
Ratios and supplemental data | ||
Net assets, end of period (in millions) | $7 | $7 |
Ratios (as a percentage of average net assets): | ||
Expenses before reductions | 1.916 | 1.567 |
Expenses including reductions | 0.346 | 0.347 |
Net investment income | 2.966 | 3.016 |
Portfolio turnover (%) | 128 | 158 |
1 | Six months ended 10-31-23. Unaudited. |
2 | Period from 9-27-22 (commencement of operations) to 4-30-23. |
3 | Based on average daily shares outstanding. |
4 | Total returns would have been lower had certain expenses not been reduced during the applicable periods. |
5 | Not annualized. |
6 | Annualized. |
7 | Annualized. Certain expenses are presented unannualized. |
8 | Portfolio turnover rate excludes securities received or delivered from in-kind transactions. |
32 | JOHN HANCOCK ETFS | SEMIANNUAL | SEE NOTES TO FINANCIAL STATEMENTS |
SEMIANNUAL REPORT | JOHN HANCOCK ETFS | 33 |
Total value at 10-31-23 | Level 1 quoted price | Level 2 significant observable inputs | Level 3 significant unobservable inputs | |
Corporate Bond ETF | ||||
Investments in securities: | ||||
Assets | ||||
Corporate bonds | $22,602,519 | — | $22,602,519 | — |
Short-term investments | 203,650 | $203,650 | — | — |
Total investments in securities | $22,806,169 | $203,650 | $22,602,519 | — |
International High Dividend ETF | ||||
Investments in securities: | ||||
Assets | ||||
Common stocks | $5,626,963 | $5,626,963 | — | — |
Preferred securities | 88,320 | 88,320 | — | — |
Short-term investments | 35,171 | 35,171 | — | — |
Total investments in securities | $5,750,454 | $5,750,454 | — | — |
Mortgage-Backed Securities ETF | ||||
Investments in securities: | ||||
Assets | ||||
U.S. Government and Agency obligations | $14,009,136 | — | $14,009,136 | — |
Collateralized mortgage obligations | 9,131,175 | — | 9,131,175 | — |
Asset backed securities | 4,190,255 | — | 4,190,255 | — |
Short-term investments | 341,541 | $341,541 | — | — |
Total investments in securities | $27,672,107 | $341,541 | $27,330,566 | — |
Derivatives: | ||||
Liabilities | ||||
Futures | $(121,362) | $(121,362) | — | — |
Preferred Income ETF | ||||
Investments in securities: | ||||
Assets | ||||
Preferred securities | ||||
Communication services | $1,048,271 | $1,048,271 | — | — |
Consumer discretionary | 123,331 | 123,331 | — | — |
Energy | 257,072 | 257,072 | — | — |
Financials | 10,014,877 | 10,014,877 | — | — |
Industrials | 242,499 | 242,499 | — | — |
Real estate | 397,038 | 397,038 | — | — |
Utilities | 4,934,070 | 4,833,557 | $100,513 | — |
Common stocks | 492,857 | 492,857 | — | — |
Corporate bonds | 13,348,597 | — | 13,348,597 | — |
Capital preferred securities | 225,036 | — | 225,036 | — |
Short-term investments | 137,856 | 137,856 | — | — |
Total investments in securities | $31,221,504 | $17,547,358 | $13,674,146 | — |
U.S. High Dividend ETF | ||||
Investments in securities: | ||||
Assets | ||||
Common stocks | $6,634,341 | $6,634,341 | — | — |
Short-term investments | 94,253 | 94,253 | — | — |
Total investments in securities | $6,728,594 | $6,728,594 | — | — |
34 | JOHN HANCOCK ETFS | SEMIANNUAL REPORT |
Fund | Commitment fee |
Corporate Bond ETF | $2,053 |
International High Dividend ETF | 2,022 |
Mortgage-Backed Securities ETF | 2,058 |
SEMIANNUAL REPORT | JOHN HANCOCK ETFS | 35 |
Fund | Commitment fee |
Preferred Income ETF | $2,057 |
U.S. High Dividend ETF | 2,023 |
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 | $26,516,016 | $2,304 | $(3,712,151) | $(3,709,847) |
International High Dividend ETF | 5,833,130 | 320,537 | (403,213) | (82,676) |
Mortgage-Backed Securities ETF | 32,268,747 | 119,869 | (4,837,871) | (4,718,002) |
Preferred Income ETF | 34,772,265 | 75,688 | (3,626,449) | (3,550,761) |
U.S. High Dividend ETF | 6,501,038 | 601,041 | (373,485) | 227,556 |
36 | JOHN HANCOCK ETFS | SEMIANNUAL REPORT |
Fund | Reason | USD Notional range |
International High Dividend ETF | The fund used futures contracts to manage against changes in certain securities markets. At October 31, 2023, there were no open futures contracts. | Up to $524,000 |
Mortgage-Backed Securities ETF | The fund used futures contracts to manage against changes in interest rates. | From $1.0 million to $1.3 million |
U.S. High Dividend ETF | The fund used futures contracts to manage against changes in certain securities markets. At October 31, 2023, there were no open futures contracts. | Up to $683,000 |
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 | — | $(121,362) |
1 | Reflects cumulative appreciation/depreciation on open futures as disclosed in the Derivatives section of the Funds’ investments. Only the period end variation margin receivable/payable is separately reported on the Statements of assets and liabilities. |
Statements of operations location - Net realized gain (loss) on: | ||
Fund | Risk | Futures contracts |
International High Dividend ETF | Equity | $5,941 |
Mortgage-Backed Securities ETF | Interest rate | $(50,258) |
U.S. High Dividend ETF | Equity | $4,877 |
Statements of operations location - Change in net unrealized appreciation (depreciation) of: | ||
Fund | Risk | Futures contracts |
Mortgage-Backed Securities ETF | Interest rate | $(173,225) |
SEMIANNUAL REPORT | JOHN HANCOCK ETFS | 37 |
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 | $72,628 |
International High Dividend ETF | 53,806 |
Mortgage-Backed Securities ETF | 70,039 |
Fund | Expense reimbursement |
Preferred Income ETF | $68,186 |
U.S. High Dividend ETF | 55,445 |
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 | 0.02% |
U.S. High Dividend ETF | 0.00% |
38 | JOHN HANCOCK ETFS | SEMIANNUAL REPORT |
Purchases | Sales and maturities | |||
Fund | In-kind transactions | Non in-kind transactions | In-kind transactions | Non in-kind transactions |
Corporate Bond ETF | $956,116 | $5,841,740 | — | $6,244,116 |
International High Dividend ETF | — | 1,252,215 | $623,847 | 616,856 |
Mortgage-Backed Securities ETF | — | 5,866,117 | — | 2,985,759 |
Preferred Income ETF | — | 11,700,162 | — | 2,956,983 |
U.S. High Dividend ETF | 276,513 | 1,978,092 | 1,163,695 | 848,353 |
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 | 20,372 | $55,879 | $2,380,681 | $(2,232,875) | $(35) | — | $3,322 | — | $203,650 |
International High Dividend ETF | |||||||||
John Hancock Collateral Trust | 3,518 | $94,864 | $1,097,731 | $(1,157,403) | $(20) | $(1) | $2,285 | — | $35,171 |
Mortgage-Backed Securities ETF | |||||||||
John Hancock Collateral Trust | 34,166 | $291,462 | $6,302,041 | $(6,251,919) | $(27) | $(16) | $16,681 | — | $341,541 |
Preferred Income ETF | |||||||||
John Hancock Collateral Trust | 13,790 | $411,966 | $9,751,848 | $(10,025,814) | $(139) | $(5) | $16,609 | — | $137,856 |
U.S. High Dividend ETF | |||||||||
John Hancock Collateral Trust | 9,429 | $18,765 | $1,588,220 | $(1,512,689) | $(38) | $(5) | $1,930 | — | $94,253 |
SEMIANNUAL REPORT | JOHN HANCOCK ETFS | 39 |
40 | JOHN HANCOCK ETFS | SEMIANNUAL REPORT |
SEMIANNUAL REPORT | JOHN HANCOCK ETFS | 41 |
42 | JOHN HANCOCK ETFS | SEMIANNUAL REPORT |
SEMIANNUAL REPORT | JOHN HANCOCK ETFS | 43 |
44 | JOHN HANCOCK ETFS | SEMIANNUAL REPORT |
Portfolio (subadvisors) | Performance of fund, as of 12.31.2022 | Fees and expenses | Comments |
Corporate Bond ETF(Manulife Investment Management (US) LLC) | Benchmark Index – The fund underperformed for the one-year period and for the period since March 31, 2021.Morningstar Category – The fund underperformed the peer group median for the one-year period and for the period since March 31, 2021. | Subadvisor fee comparative data not provided due to limited size of Lipper peer group for this purpose.Net management fees for this fund are lower than the peer group median.Net total expenses for this fund are lower than the peer group median. | The Board took into account management’s discussion of the factors that contributed to the fund’s performance relative to the benchmark index and relative to the peer group median for the one-year period and for the period since March 31, 2021, including the impact of past and current market conditions on the fund’s strategy and management’s outlook for the fund.The Board also noted the relatively limited performance history of the fund. |
Mortgage-Backed Securities ETF(Manulife Investment Management (US) LLC) | Benchmark Index - The fund outperformed for the one-year period and for the period since August 31, 2021.Morningstar Category - The fund outperformed the peer group median for the one-year period and for the period since August 31, 2021. | Subadvisor fee comparative data not provided due to limited size of Lipper peer group for this purpose.Net management fees for this fund are lower than the peer group median.Net total expenses for this fund are higher than the peer group median. | The Board took into account management’s discussion of the fund’s performance, including the favorable performance relative to the benchmark index and to the peer group median for the one-year period and for the period since August 31, 2021.The Board also noted the relatively limited performance history of the fund.The Board took into account management’s discussion of the fund’s expenses. |
Preferred Income ETF(Manulife Investment Management (US) LLC) | Benchmark Index - The fund outperformed for the one-year period.Morningstar Category - The fund outperformed the peer group median for the one-year period. | Subadvisor fee comparative data not provided due to limited size of Lipper peer group for this purpose.Net management fees for this fund are lower than the peer group median.Net total expenses for this fund are lower than the peer group median. | The Board took into account management’s discussion of the fund’s performance, including the favorable performance relative to the benchmark index and to the peer group median for the one-year period.The Board also noted the relatively limited performance history of the fund. |
SEMIANNUAL REPORT | JOHN HANCOCK ETFS | 45 |
Steven R. Pruchansky, Vice Chairperson
Andrew G. Arnott†
James R. Boyle
William H. Cunningham*
Grace K. Fey
Noni L. Ellison
Dean C. Garfield
Deborah C. Jackson
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 |
46 | JOHN HANCOCK ETFS | SEMIANNUAL REPORT |
GOVERNANCE FUNDS
with a heritage of financial stewardship dating back to 1862. Helping
our shareholders pursue their financial goals is at the core of everything
we do. It’s why we support the role of professional financial advice
and operate with the highest standards of conduct and integrity.
We search the world to find proven portfolio teams with specialized
expertise for every strategy we offer, then we apply robust investment
oversight to ensure they continue to meet our uncompromising
standards and serve the best interests of our shareholders.
a diverse set of investments backed by some of the world’s best
managers, along with strong risk-adjusted returns across asset classes.
JHAN-20180615-0136 | ETF2SA 10/2023 |
ITEM 2. CODE OF ETHICS.
Not Applicable.
ITEM 3. AUDIT COMMITTEE FINANCIAL EXPERT.
Not Applicable.
ITEM 4. PRINCIPAL ACCOUNTANT FEES AND SERVICES.
Not Applicable.
ITEM 5. AUDIT COMMITTEE OF LISTED REGISTRANTS.
Not Applicable.
ITEM 6. SCHEDULE OF INVESTMENTS.
(a)Not Applicable.
(b)Not Applicable.
ITEM 7. DISCLOSURE OF PROXY VOTING POLICIES AND PROCEDURES FOR CLOSED- END MANAGEMENT INVESTMENT COMPANIES.
Not Applicable.
ITEM 8. PORTFOLIO MANAGERS OF CLOSED-END MANAGEMENT INVESTMENT COMPANIES.
Not Applicable.
ITEM 9. PURCHASES OF EQUITY SECURITIES BY CLOSED-END MANAGEMENT INVESTMENT COMPANY AND AFFILIATED PURCHASERS.
Not Applicable.
ITEM 10. SUBMISSION OF MATTERS TO A VOTE OF SECURITY HOLDERS.
The registrant has adopted procedures by which shareholders may recommend nominees to the registrant's Board of Trustees. A copy of the procedures is filed as an exhibit to this Form N-CSR. See attached "John Hancock Funds – Nominating and Governance Committee Charter."
ITEM 11. CONTROLS AND PROCEDURES.
(a)Based upon their evaluation of the registrant's disclosure controls and procedures as conducted within 90 days of the filing date of this Form N-CSR, the registrant's principal executive officer and principal financial officer have concluded that those disclosure controls and procedures provide reasonable assurance that the material information required to be disclosed by the registrant on this report is recorded, processed, summarized and reported within the time periods specified in the Securities and Exchange Commission's rules and forms.
(b)There were no changes in the registrant's internal control over financial reporting that occurred during the period covered by this report that have materially affected, or are reasonably likely to materially affect, the registrant's internal control over financial reporting.
ITEM 12. DISCLOSURE OF SECURITIES LENDING ACTIVITIES FOR CLOSED-END MANAGEMENT INVESTMENT COMPANIES.
Not applicable.
ITEM 13. EXHIBITS.
(a)(1) Not applicable.
SIGNATURES
Pursuant to the requirements of the Securities Exchange Act of 1934 and the Investment Company Act of 1940, the registrant has duly caused this report to be signed on its behalf by the undersigned, thereunto duly authorized.
John Hancock Exchange-Traded Fund Trust
By: | /s/ Kristie M. Feinberg |
| ------------------------------ |
| Kristie M. Feinberg |
| President |
Date: | December 1, 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.
By: | /s/ Kristie M. Feinberg |
| ------------------------------ |
| Kristie M. Feinberg |
| President |
Date: | December 1, 2023 |
By: | /s/ Charles A. Rizzo |
| ----------------------- |
| Charles A. Rizzo |
| Chief Financial Officer |
Date: | December 1, 2023 |