Annual
report
John
Hancock
ETFs
Multifactor
April
30, 2022
A
message to shareholders
Dear
shareholder,
Although
global equities performed quite well through mid-November, the major world
indexes nonetheless finished the 12 months ended April 30, 2022, in negative
territory. The initial gains reflected the backdrop of steady economic growth,
robust corporate earnings, and supportive central bank policy that was in place
throughout most of 2021. The picture changed in late November, however, as
rising inflation prompted the U.S. Federal Reserve and other central banks to
announce plans to tighten monetary policy. The conflict between Russia and
Ukraine in February 2022 further weighed on sentiment by fueling fears that
inflation could accelerate even more quickly than expected.
While
stocks experienced a relief rally in the second half of March, the leading
indexes gave back all of the gains in April and ultimately finished the month at
or near their lows for the period. Growth stocks were especially poor
performers, while the value style held up better due in part to the heavy
representation of commodity-related companies in the category. Emerging-market
equities were a notable laggard at the regional level, while the United States
and Canada outperformed.
In
these uncertain times, your financial professional can assist with positioning
your portfolio so that it’s sufficiently diversified to help meet your long-term
objectives and to withstand the inevitable bouts of market volatility along the
way.
On
behalf of everyone at John Hancock Investment Management, I’d like to take this
opportunity to welcome new shareholders and thank existing shareholders for the
continued trust you’ve placed in us.
Sincerely,
Andrew
G. Arnott
President and CEO,
John
Hancock Investment Management
Head of Wealth and Asset Management,
United
States and Europe
This
commentary reflects the CEO’s views as of this report’s period end and are
subject to change at any time. Diversification does not guarantee investment
returns and does not eliminate risk of loss. All investments entail risks,
including the possible loss of principal. For more up-to-date information, you
can visit our website at jhinvestments.com.
John
Hancock
Multifactor
ETFs
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Multifactor
exchange-traded funds (ETFs) at a glance
Many
traditional indexes and index funds are weighted by market capitalization, a
bias that can expose investors to certain risks and potentially reduce returns.
Strategic beta strategies such as John Hancock Multifactor ETFs offer a
different approach. Each ETF seeks to improve on cap-weighted strategies by
tracking an index that combines active management insight with the discipline of
a rules based approach.
STRATEGIC
BETA1:
STRIKING A BALANCE BETWEEN ACTIVE AND PASSIVE INVESTING
PHILOSOPHY
BACKING INDEX DESIGN
According
to Dimensional Fund Advisors, subadvisor for all John Hancock Multifactor ETFs,
there are four key factors that drive higher expected returns, and these factors
guide Dimensional’s index construction and semiannual reconstitution.
Market
Equity
premium—stocks over bonds
Company
size
Small-cap
premium—small company stocks over large company stocks
Relative
price2
Value
premium—value stocks over growth stocks
Profitability3
Profitability
premium—stocks of highly profitable companies over stocks of less profitable
companies
To
be considered a true factor, a premium must be sensible, persistent across time
periods, pervasive across markets, robust in data, and cost effective.
WHY
MULTIFACTOR?
Individual
factors can be volatile: there’s no telling which will be the best performing
from year to year. Adopting a multifactor approach is one way investors can
pursue more consistent—and more attractive—risk-adjusted returns.
1 Strategic beta (also known as
smart beta) defines a set of investment strategies that seek to improve on
traditional market-capitalization weighted indexes in order to lower risk and
achieve better diversification.
2 Relative price as measured by
the price-to-book ratio; value stocks are those with lower price-to-book
ratios.
3 Profitability is a measure of
current profitability, based on information from individual companies’ income
statements.
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JOHN
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Discussion
of fund performance
Could
you tell us about your investment philosophy and how it drives the composition
of the ETFs you manage?
We’ve identified
four characteristics, or dimensions, of expected returns that academic research
has shown to account for most of the variation in historical asset returns and
that we believe will account for most of the variation in future returns. These
dimensions are the overall market, company size, relative price, and
profitability.
The
overall market dimension reflects the excess return over the risk-free rate,
which is typically measured by short-term U.S. Treasury bills, that market
participants demand for investing in a broadly diversified portfolio of equity
securities without any style or market capitalization bias. That premium is
called the equity premium.
The
company size dimension reflects the excess return that investors demand for
investing in small-capitalization stocks relative to large-capitalization
stocks. The premium associated with this dimension is the small-cap, or size,
premium.
The
relative price dimension reflects the excess return that investors expect from
investing in low relative price, or value, stocks—as measured, for instance, by
their price-to-book ratios—in comparison with high relative price, or growth,
stocks. The premium associated with this dimension is the value premium.
Finally,
the profitability dimension provides a way to discern differences in expected
returns of companies with similar price-driven characteristics. Our research
shows that if two companies trade at the same relative price, the one with
higher profitability should have a higher expected return over time. The premium
associated with this dimension is called the profitability premium.
Relative
to a cap-weighted measure of the market, we believe that incorporating the four
dimensions of expected returns—market, company size, relative price, and
profitability—into a single investment strategy offers the potential for
outperformance over time, and an ETF is a vehicle well suited to our systematic
and transparent investment approach. The indexes developed for John Hancock
Multifactor ETFs are designed to capture these dimensions over time, and the
funds are, in turn, designed to track their respective indexes.
Theoretical
and empirical research suggests that investors can systematically pursue higher
expected returns by targeting the size, relative price, and profitability
dimensions in equity markets. We integrate these dimensions to emphasize stocks
with smaller market capitalizations, lower relative prices, and higher
profitability.
What
drives changes to the composition of the funds?
Changes
are made to the funds as a result of regularly scheduled reconstitutions, a
semiannual process by which the list of stocks and their weights in each index
are updated, as well as any unscheduled changes to the index driven by company
events. Reconstitution ensures that the indexes that the funds track maintain
their intended exposure to the dimensions of expected returns. In addition, we
impose a maximum issuer cap in each index at the time of reconstitution to
control stock-specific risk.
How
did the broad equity market perform during the 12 months ended April 30,
2022?
The
U.S. market had mixed returns for the period but outperformed both developed and
emerging markets. Along the market capitalization dimension, U.S. small caps
underperformed large caps, while mid caps outperformed small caps and
underperformed large caps. Along the relative price dimension, U.S. large-cap
value stocks outperformed large-cap growth stocks and U.S. small-cap value
outperformed small-cap growth. Along the profitability dimension, stocks with
higher profitability outperformed stocks with lower profitability among both
large and small caps.
Most
developed and emerging-market currencies depreciated relative to the U.S.
dollar, and currency movements had a negative impact on the U.S.
dollar-denominated returns of the respective markets.
JOHN
HANCOCK MULTIFACTOR CONSUMER DISCRETIONARY ETF (JHMC)
On
a NAV basis, the fund outperformed the Russell 1000 Consumer Discretionary
Index, a cap-weighted benchmark used as a proxy for the consumer discretionary
sector of the U.S. stock market. The fund’s emphasis on stocks with smaller
market capitalizations contributed positively to relative performance, as these
stocks outperformed. The fund’s focus on the consumer discretionary sector also
contributed positively to relative performance as stocks held by the index
outside of the consumer discretionary sector underperformed.
Compared
with its benchmark, the fund emphasizes stocks with lower relative prices,
smaller market capitalizations, and higher profitability. In absolute terms, the
fund’s largest industry exposures were to specialty retail, and hotels,
restaurants, and leisure. Changes were made to the fund as a result of regularly
scheduled reconstitutions during the period. Notable changes in
composition
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included
increased weights in Lululemon Athletica, Inc. and decreased weights in
Amazon.com, Inc., O’Reilly Automotive, Inc. and Lowe’s Companies, Inc.
JOHN
HANCOCK MULTIFACTOR CONSUMER STAPLES ETF (JHMS)
On
a NAV basis, the fund underperformed the Russell 1000 Consumer Staples Index, a
cap-weighted benchmark used as a proxy for the consumer staples sector of the
U.S. stock market. The fund’s emphasis on stocks with smaller market
capitalizations detracted from relative performance, as these stocks
underperformed.
Compared
with the benchmark, the fund emphasizes stocks with lower relative prices,
smaller market capitalizations, and higher profitability. In absolute terms, the
fund’s largest industry exposures were to food products and beverages. Changes
were made to the fund as a result of regularly scheduled reconstitutions during
the period. Notable changes in composition included increased weights in General
Mills, Inc. and The Kroger Company, and decreased weights in Walmart, Inc. and
Archer-Daniels-Midland Company. We sold the fund’s position in Walmart prior to
period end.
JOHN
HANCOCK MULTIFACTOR DEVELOPED INTERNATIONAL ETF (JHMD)
On
a NAV basis, the fund outperformed the MSCI EAFE Index, a cap-weighted benchmark
used as a proxy for developed ex-U.S. stock markets. With low relative price
(value) stocks outperforming high relative price (growth) stocks, the fund’s
emphasis on value stocks contributed positively to relative performance. On a
country basis, selection in Japan and Netherlands contributed positively to
relative performance.
Compared
with the benchmark, the fund emphasizes stocks with lower relative prices,
smaller market capitalizations, and higher profitability. In absolute terms, the
fund’s largest sector exposures were to industrials, financials, and consumer
discretionary. Changes were made to the fund as a result of regularly scheduled
reconstitutions during the period. Notable changes in composition included
increased weights in BT Group PLC and Veolia Environnement S.A., and
decreased weights in Toyota Motor Corp. and AstraZeneca PLC.
JOHN
HANCOCK MULTIFACTOR EMERGING MARKETS ETF (JHEM)
On
a NAV basis, the fund outperformed the MSCI Emerging Markets Index, a
cap-weighted benchmark used as a proxy for emerging markets. With low relative
price (value) stocks outperforming high relative price (growth) stocks, the
fund’s emphasis on value stocks contributed positively to relative performance.
On a country basis, the fund’s underweight in China and Russia also contributed
to relative performance, as both countries underperformed over the period.
Compared
with the benchmark, the fund emphasizes stocks with lower relative prices,
smaller market capitalizations, and higher profitability. In absolute terms, the
fund’s largest sector exposures were to financials, information technology, and
materials. Changes were made to the fund as a result of regularly scheduled
reconstitutions during the period. Notable changes in composition included an
increased weight in Reliance Industries, Ltd. and decreased weights in NetEase,
Inc., Tencent Holdings, Ltd., and Taiwan Semiconductor Manufacturing Company,
Ltd.
JOHN
HANCOCK MULTIFACTOR ENERGY ETF (JHME)
On
a NAV basis, the fund outperformed the Russell 1000 Energy Index, a cap-weighted
benchmark used as a proxy for the energy sector of the U.S. stock market. The
fund’s emphasis on stocks with higher profitability contributed positively to
relative performance, as these stocks outperformed for the period. The fund’s
focus on the energy sector also contributed positively to relative performance
as stocks held by the index outside of the energy sector underperformed.
Compared
with the benchmark, the fund emphasizes stocks with lower relative prices,
smaller market capitalizations, and higher profitability. In absolute terms, the
fund’s largest industry exposures were to oil, gas, and consumable fuels and
energy equipment and services. Changes were made to the fund as a result of
regularly scheduled reconstitutions during the period. Notable changes in
composition included increased weights in Valero Energy Corp. and Baker Hughes
Company, and decreased weights in EOG Resources, Inc. and Pioneer Natural
Resources Company.
JOHN
HANCOCK MULTIFACTOR FINANCIALS ETF (JHMF)
On
a NAV basis, the fund underperformed the Russell 1000 Financials Index, a
cap-weighted benchmark used as a proxy for the financials sector of the U.S.
stock market. The fund holds financials sector companies involved in the IT
services industry, which aren’t included in the benchmark. The fund’s inclusion
of these companies detracted from relative performance, as those stocks
generally underperformed other financials sector stocks.
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Compared
with the benchmark, the fund emphasizes stocks with lower relative prices,
smaller market capitalizations, and higher profitability. In absolute terms, the
fund’s largest industry exposures were to banks, insurance, and capital markets.
Changes were made to the fund as a result of regularly scheduled reconstitutions
during the period. Notable changes in composition included increased weights in
S&P Global, Inc. and Visa, Inc., and decreased weights in Prudential
Financial, Inc. and CME Group, Inc.
JOHN
HANCOCK MULTIFACTOR HEALTHCARE ETF (JHMH)
On
a NAV basis, the fund underperformed the Russell 1000 Health Care Index, a
cap-weighted benchmark used as a proxy for the healthcare sector of the U.S.
stock market. The fund’s emphasis on stocks with smaller market capitalizations
detracted from relative performance, as these stocks underperformed.
Compared
with the benchmark, the fund emphasizes stocks with lower relative prices,
smaller market capitalizations, and higher profitability. In absolute terms, the
fund’s largest industry exposures were to healthcare providers and services,
pharmaceuticals, and healthcare equipment and supplies. Changes were made
to the fund as a result of regularly scheduled reconstitutions during the
period. Notable changes in composition included increased weights in Moderna,
Inc., Vertex Pharmaceuticals, Inc., and Centene Corp., and a decreased
weight in UnitedHealth Group, Inc. .
JOHN
HANCOCK MULTIFACTOR INDUSTRIALS ETF (JHMI)
On
a NAV basis, the fund outperformed the Russell 1000 Industrials Index, a
cap-weighted benchmark used as a proxy for the industrials sector of the U.S.
stock market. The fund’s emphasis on stocks with smaller market capitalizations
contributed positively to relative performance, as these stocks outperformed.
The fund’s emphasis on stocks with higher profitability also contributed
positively to relative performance, as these stocks outperformed for the period.
Additionally, the fund’s focus on the industrials sector contributed positively
to relative performance as stocks held by the index outside of the industrials
sector underperformed.
Compared
with the benchmark, the fund emphasizes stocks with lower relative price,
smaller market capitalization, and higher profitability. In absolute terms, the
fund’s largest industry exposures were to machinery and aerospace and defense.
Changes were made to the fund as a result of regularly scheduled reconstitutions
during the period. Notable changes in composition for the period included
decreased weights in Trane Technologies PLC, Carrier Global Corp., Paychex,
Inc., and Paccar, Inc.
JOHN
HANCOCK MULTIFACTOR LARGE CAP ETF (JHML)
On
a NAV basis, the fund outperformed the Russell 1000 Index, a cap-weighted
benchmark used as a proxy for the broad large-cap U.S. stock market. The fund’s
emphasis on stocks with higher profitability contributed positively to relative
performance, as these stocks outperformed for the period.
Compared
with the benchmark, the fund emphasizes stocks with lower relative prices,
smaller market capitalizations, and higher profitability. In absolute terms, the
fund’s largest sector exposures were to information technology, healthcare, and
financials. Changes were made to the fund as a result of regularly scheduled
reconstitutions during the period. Notable changes in composition included
increased weights in Tesla, Inc., Advanced Micro Devices, Inc., and UnitedHealth
Group, Inc., and a decreased weight in Amazon.com, Inc.
JOHN
HANCOCK MULTIFACTOR MATERIALS ETF (JHMA)
On
a NAV basis, the fund underperformed the Russell 1000 Basic Materials Index, a
cap-weighted benchmark used as a proxy for the materials sector of the U.S.
stock market. The fund’s emphasis on stocks with higher profitability detracted
from relative performance, as these stocks underperformed for the period.
Compared
with the benchmark, the fund emphasizes stocks with lower relative prices,
smaller market capitalizations, and higher profitability. In absolute terms, the
fund’s largest industry exposures were to chemicals and metals and mining.
Changes were made to the fund as a result of regularly scheduled reconstitutions
during the period. Notable changes in composition included increased weights in
Cleveland-Cliffs, Inc., The Mosaic Company, and CF Industries Holdings,
Inc., and a decreased weight in PPG Industries, Inc.
JOHN
HANCOCK MULTIFACTOR MEDIA AND COMMUNICATIONS ETF (JHCS)
On
a NAV basis, the fund underperformed the Russell 1000 Telecommunications Index,
a cap-weighted benchmark used as a proxy for the telecommunication sector of the
U.S. stock market. The fund holds companies involved in the media,
entertainment, interactive media and services, diversified telecommunication
services, and wireless telecommunication services industries. The benchmark
contains only companies in the diversified telecommunication services and the
wireless telecommunication services industries. The
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fund’s
greater exposure to securities outside of the telecommunication services
industries detracted from relative performance, as those stocks generally
underperformed relative to telecommunication services stocks.
Compared
with the benchmark, the fund emphasizes stocks with lower relative prices,
smaller market capitalizations, and higher profitability. In absolute terms, the
fund’s largest industry exposures were to media and entertainment. Notable
changes in composition for the period include increased weights in Verizon
Communications, Inc., Paramount Global, and T-Mobile US, Inc., and a
decreased weight in Electronic Arts, Inc.
JOHN
HANCOCK MULTIFACTOR MID CAP ETF (JHMM)
On
a NAV basis, the fund outperformed the Russell Midcap Index, a cap-weighted
benchmark used as a proxy for the broad mid-cap U.S. stock market. The fund’s
emphasis on stocks with higher profitability contributed positively to relative
performance, as these stocks outperformed. With low relative price (value)
mid-cap stocks outperforming high relative price (growth) mid-cap stocks, the
fund’s greater emphasis on value stocks also contributed positively to relative
performance.
Compared
with the benchmark, the fund emphasizes stocks with lower relative prices,
smaller market capitalizations, and higher profitability. In absolute terms, the
fund’s largest sector exposures were to information technology, industrials, and
financials. Changes were made to the fund as a result of regularly scheduled
reconstitutions during the period. Notable changes in composition included
increased weights in Cleveland-Cliffs, Inc. and Occidental Petroleum Corp., and
decreased weights in Palo Alto Networks, Inc. and Pioneer Natural Resources
Company. We sold the fund’s positions in Palo Alto Networks and Pioneer Natural
Resources prior to period end.
JOHN
HANCOCK MULTIFACTOR SMALL CAP ETF (JHSC)
On
a NAV basis, the fund outperformed the Russell 2000 Index, a cap-weighted
benchmark used as a proxy for the broad small-cap U.S. stock market. The fund’s
lesser exposure to stocks with the lowest profitability and highest relative
prices contributed positively to relative performance, as those stocks
underperformed. Additionally, the fund’s lesser exposure to micro caps
contributed positively to relative performance, as micro caps underperformed
small caps for the period.
Compared
with the benchmark, the fund emphasizes stocks with higher profitability. In
absolute terms, the fund’s largest sector exposures were to industrials,
financials, and information technology. Changes were made to the fund as a
result of regularly scheduled reconstitutions during the period. Notable changes
in composition included increased weights in Shockwave Medical, Inc. and Euronet
Worldwide, Inc., and decreased weights in Regal Rexnord Corp. and Tenet
Healthcare Corp. We sold the fund’s positions in Regal Rexnord and Tenet
Healthcare prior to period end.
JOHN
HANCOCK MULTIFACTOR TECHNOLOGY ETF (JHMT)
On
a NAV basis, the fund underperformed the Russell 1000 Technology Index, a
cap-weighted benchmark used as a proxy for the information technology sector of
the U.S. stock market. The fund’s greater emphasis on low relative price (value)
stocks detracted from relative performance as these stocks underperformed. The
fund’s greater emphasis on stocks with smaller market capitalizations also
detracted from relative performance as these stocks underperformed.
Compared
with the benchmark, the fund emphasizes stocks with lower relative prices,
smaller market capitalizations, and higher profitability. In absolute terms, its
largest industry exposures were to semiconductors and semiconductor equipment
and software. Changes were made to the fund as a result of regularly scheduled
reconstitutions during the period. Notable changes in composition included
increased weights in NVIDIA Corp., Broadcom, Inc., Advanced Micro Devices, Inc.,
and Apple, Inc.
JOHN
HANCOCK MULTIFACTOR UTILITIES ETF (JHMU)
On
a NAV basis, the fund outperformed the Russell 1000 Utilities Index, a
cap-weighted benchmark used as a proxy for the utilities sector of the U.S.
stock market. The fund’s greater emphasis on low relative price (value) stocks
contributed positively to relative performance as these stocks outperformed. The
fund’s emphasis on stocks with higher profitability also contributed positively
to relative performance, as these stocks outperformed.
Compared
with the benchmark, the fund emphasizes stocks with lower relative prices,
smaller market capitalizations, and higher profitability. In absolute terms, the
fund’s largest industry exposures were to electric utilities and
multi-utilities. Changes were made to the fund as a result of regularly
scheduled reconstitutions during the period. Notable changes in composition
included increased weights in Exelon Corp. and Consolidated Edison, Inc., and
decreased weights in American Electric Power Company, Inc and Sempra
Energy.
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HANCOCK MULTIFACTOR ETFS | ANNUAL REPORT |
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Notes
about risk
Each
fund is subject to various risks as described in the fund’s prospectus.
Political tensions and armed conflicts, including the Russian invasion of
Ukraine, and any resulting economic sanctions on entities and/or individuals of
a particular country could lead such a country into an economic recession. The
COVID-19 disease has resulted in significant disruptions to global business
activity. A widespread health crisis such as a global pandemic could cause
substantial market volatility, exchange-trading suspensions, and closures, which
may lead to less liquidity in certain instruments, industries, sectors, or the
markets, generally, and may ultimately affect fund performance. For more
information, please refer to the “Principal risk” section of the prospectus.
Current and future portfolio holdings are subject to change and risk. Investing
involves risk, including the potential loss of principal. There is no guarantee
that a fund’s investment strategy will be successful and there can be no
assurance that active trading markets for shares will develop of be maintained
by market makers or authorized participants.
A
note about the performance shown on the following pages
Net
asset value (NAV) performance is based on the NAV calculated each business day.
It is calculated in accordance with the standard formula for valuing investment
company shares as of the close of regular trading hours on the NYSE (see Note 2
to financial statements). Market price is determined using the bid/ask midpoint
at 4 p.m., Eastern time, when the NAV is typically calculated. Your returns may
differ if you traded shares at other times during the day.
The
past performance shown here reflects reinvested distributions and the beneficial
effect of any expense reductions, and does not guarantee future results. Returns
for periods shorter than one year are cumulative. Shares will fluctuate in value
and, when redeemed, may be worth more or less than their original cost. Current
performance may be lower or higher than the performance cited. For the most
recent month-end performance, visit jhinvestments.com/etf.
The
views expressed in this report are exclusively those of the portfolio management
team at Dimensional Fund Advisors and are subject to change. They are not meant
as investment advice. Please note that the holdings discussed in this report may
not have been held by the fund for the entire period. Portfolio composition is
subject to review in accordance with the fund’s investment strategy and may vary
in the future. Current and future portfolio holdings are subject to risk. A
price-to-book ratio is calculated by dividing the market price of a stock by its
book value per share. A price-to-earnings ratio is calculated by dividing the
market price of a stock by its earnings per share. Actual performance data
provided for any MSCI IMI indexes in the market performance commentary are net
dividends.
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Multifactor
Consumer Discretionary ETF
AVERAGE
ANNUAL TOTAL RETURNS AS OF 4/30/2022 (%)
Average annual total returns (%) |
Cumulative total returns (%) |
|
1-Year
|
5-Year
|
Since
fund inception1
|
5-year
|
Since
fund inception1
|
Net
asset value |
-11.87
|
11.38
|
10.79
|
71.45
|
96.48
|
Market
price |
-11.91
|
11.32
|
10.79
|
70.98
|
96.47
|
John
Hancock Dimensional Consumer Discretionary Index2
|
-11.54
|
11.84
|
11.27
|
74.96
|
102.12
|
Russell
1000 Consumer Discretionary Index3
|
-14.86
|
13.78
|
13.77
|
90.72
|
133.98
|
1
|
From
9-28-15. |
2
|
The
John Hancock Dimensional Consumer Discretionary Index is a rules-based
index of U.S. consumer discretionary stocks that have been selected based
on sources of expected returns. Securities eligible for inclusion in the
index are classified according to their market capitalization, as defined
by free-float market cap; relative price, as defined by price/book; and
profitability, as defined by operating income over book, and are weighted
accordingly in favor of smaller, less expensive, more profitable
companies. The index is reconstituted and rebalanced on a semiannual
basis. Index performance assumes reinvestment of dividends and, unless
otherwise indicated, does not reflect the management fees, operating
expenses, transaction costs, and other expenses that apply to an ETF.
|
3
|
The
Russell 1000 Consumer Discretionary Index comprises securities of the
Russell 1000 Index classified in the consumer discretionary sector.
Effective 9-21-20, the underlying components of the Russell 1000 Consumer
Discretionary Index reflect a new company classification methodology.
Consequently, the custom blended benchmark’s performance consists of 100%
of the prior methodology through 9-18-20 and 100% of the current
methodology thereafter. |
INDUSTRY COMPOSITION (% of net assets) |
Specialty
retail |
25.8
|
Hotels,
restaurants and leisure |
21.7
|
Automobiles
|
10.1
|
Textiles,
apparel and luxury goods |
9.7
|
Multiline
retail |
8.5
|
Internet
and direct marketing retail |
7.6
|
Food
and staples retailing |
4.0
|
Leisure
products |
2.6
|
Household
durables |
2.5
|
Distributors
|
1.9
|
Other
|
5.6
|
TOTAL
|
100.0
|
GROWTH
OF $10,000
This
chart shows what happened to a hypothetical $10,000 investment in John Hancock
Multifactor Consumer Discretionary ETF for the periods indicated, assuming all
distributions were reinvested. For comparison, we’ve shown the same investment
in two separate indexes.
TOP TEN HOLDINGS4
(% of net assets) |
Tesla,
Inc. |
6.4
|
The
Home Depot, Inc. |
5.2
|
Amazon.com,
Inc. |
5.2
|
Walmart,
Inc. |
4.0
|
Target
Corp. |
3.0
|
NIKE,
Inc., Class B |
2.7
|
McDonald’s
Corp. |
2.4
|
Lululemon
Athletica, Inc. |
2.3
|
The
TJX Companies, Inc. |
2.2
|
Dollar
Tree, Inc. |
2.2
|
TOTAL
|
35.6
|
The
value of a $10,000 investment calculated at market value from inception through
period end would be $19,647.
The
chart and table above do not reflect the deduction of taxes that a shareholder
would pay on fund distributions or the redemption or sale of fund shares.
It
is not possible to invest directly in an index. Unlike an index, the fund’s
total returns are reduced by operating expenses and management fees.
4
|
Listed
holdings are a portion of the fund’s total and may change at any time.
They are not recommendations to buy or sell any security. Data excludes
cash and cash equivalents. |
The
expense ratios of the fund, both net (including any fee waivers and/or expense
limitations) and gross (excluding any fee waivers and/or expense limitations),
are set forth according to the most recent publicly available prospectus for the
fund and may differ from those disclosed in the Financial highlights table in
this report. Net expenses reflect contractual expense limitations in effect
until August 31, 2022 and are subject to change. Had the contractual fee waivers
and expense limitations not been in place, gross expenses would apply. The
expense ratios are as follows:
Gross
(%) |
0.71
|
Net
(%) |
0.40
|
Please
refer to the most recent prospectus and annual or semiannual report for more
information on expenses and any expense limitation arrangements for the
fund.
8
|
JOHN
HANCOCK MULTIFACTOR ETFS | ANNUAL REPORT |
|
Multifactor
Consumer Staples ETF
AVERAGE
ANNUAL TOTAL RETURNS AS OF 4/30/2022 (%)
Average annual total returns (%) |
Cumulative total returns (%) |
|
1-Year
|
5-Year
|
Since
fund inception1
|
5-year
|
Since
fund inception1
|
Net
asset value |
13.01
|
10.21
|
9.57
|
62.57
|
74.54
|
Market
price |
13.01
|
10.21
|
9.57
|
62.56
|
74.56
|
John
Hancock Dimensional Consumer Staples Index2
|
13.51
|
10.68
|
10.05
|
66.07
|
79.22
|
Russell
1000 Consumer Staples Index3
|
15.77
|
8.54
|
8.40
|
50.66
|
63.48
|
1
|
From
3-28-16. |
2
|
The
John Hancock Dimensional Consumer Staples Index is a rules-based index of
U.S. consumer staples stocks that have been selected based on sources of
expected returns. Securities eligible for inclusion in the index are
classified according to their market capitalization, as defined by
free-float market cap; relative price, as defined by price/book; and
profitability, as defined by operating income over book, and are weighted
accordingly in favor of smaller, less expensive, more profitable
companies. The index is reconstituted and rebalanced on a semiannual
basis. Index performance assumes reinvestment of dividends and, unless
otherwise indicated, does not reflect the management fees, operating
expenses, transaction costs, and other expenses that apply to an ETF.
|
3
|
The
Russell 1000 Consumer Staples Index comprises securities of the
Russell 1000 Index classified in the consumer staples sector. Effective
9-21-20, the underlying components of the Russell 1000 Consumer Staples
Index reflect a new company classification methodology. Consequently, the
custom blended benchmark’s performance consists of 100% of the prior
methodology through 9-18-20 and 100% of the current methodology
thereafter. |
INDUSTRY COMPOSITION (% of net assets) |
Food
products |
33.5
|
Beverages
|
20.4
|
Food
and staples retailing |
18.7
|
Household
products |
15.5
|
Tobacco
|
6.5
|
Chemicals
|
4.5
|
Household
durables |
0.8
|
Short-term
investments and other |
0.1
|
TOTAL
|
100.0
|
GROWTH
OF $10,000
This
chart shows what happened to a hypothetical $10,000 investment in John Hancock
Multifactor Consumer Staples ETF for the periods indicated, assuming all
distributions were reinvested. For comparison, we’ve shown the same investment
in two separate indexes.
TOP TEN HOLDINGS4
(% of net assets) |
PepsiCo,
Inc. |
6.1
|
The
Coca-Cola Company |
6.0
|
The
Procter & Gamble Company |
6.0
|
Costco
Wholesale Corp. |
5.9
|
The
Kroger Company |
5.0
|
General
Mills, Inc. |
4.7
|
Corteva,
Inc. |
4.1
|
Philip
Morris International, Inc. |
3.9
|
Tyson
Foods, Inc., Class A |
3.2
|
The
Hershey Company |
3.2
|
TOTAL
|
48.1
|
The
value of a $10,000 investment calculated at market value from inception through
period end would be $17,456.
The
chart and table above do not reflect the deduction of taxes that a shareholder
would pay on fund distributions or the redemption or sale of fund shares.
It
is not possible to invest directly in an index. Unlike an index, the fund’s
total returns are reduced by operating expenses and management fees.
4
|
Listed
holdings are a portion of the fund’s total and may change at any time.
They are not recommendations to buy or sell any security. Data excludes
cash and cash equivalents. |
The
expense ratios of the fund, both net (including any fee waivers and/or expense
limitations) and gross (excluding any fee waivers and/or expense limitations),
are set forth according to the most recent publicly available prospectus for the
fund and may differ from those disclosed in the Financial highlights table in
this report. Net expenses reflect contractual expense limitations in effect
until August 31, 2022 and are subject to change. Had the contractual fee waivers
and expense limitations not been in place, gross expenses would apply. The
expense ratios are as follows:
Gross
(%) |
0.94
|
Net
(%) |
0.40
|
Please
refer to the most recent prospectus and annual or semiannual report for more
information on expenses and any expense limitation arrangements for the
fund.
|
ANNUAL
REPORT | JOHN HANCOCK MULTIFACTOR ETFS |
9
|
Multifactor
Developed International ETF
AVERAGE
ANNUAL TOTAL RETURNS AS OF 4/30/2022 (%)
Average annual total returns (%) |
Cumulative total returns (%) |
|
1-Year
|
5-Year
|
Since
fund inception1
|
5-year
|
Since
fund inception1
|
Net
asset value |
-7.45
|
4.61
|
5.91
|
25.29
|
36.18
|
Market
price |
-8.12
|
4.22
|
5.70
|
22.94
|
34.69
|
John
Hancock Dimensional Developed International Index2
|
-6.94
|
5.32
|
6.66
|
29.61
|
41.42
|
MSCI
EAFE Index3
|
-8.15
|
4.77
|
6.17
|
26.25
|
37.95
|
1
|
From
12-15-16. |
2
|
The
John Hancock Dimensional Developed International Index is a rules-based
index of large-cap stocks in developed markets outside of North America
that have been selected based on sources of expected returns. Securities
eligible for inclusion in the index are classified according to their
market capitalization, as defined by free-float market cap; relative
price, as defined by price/book; and profitability, as defined by
operating income over book, and are weighted accordingly in favor of
smaller, less expensive, more profitable companies. The index is
reconstituted and rebalanced on a semiannual basis. Index performance
assumes reinvestment of dividends and, unless otherwise indicated, does
not reflect the management fees, operating expenses, transaction costs,
and other expenses that apply to an ETF. |
3
|
The
MSCI Europe, Australasia, and Far East (EAFE) Index tracks the performance
of publicly traded large- and mid-cap stocks of companies in those
regions. |
SECTOR COMPOSITION (% of net assets) |
Industrials
|
17.4
|
Financials
|
16.3
|
Consumer
discretionary |
11.7
|
Materials
|
10.3
|
Health
care |
10.2
|
Consumer
staples |
9.0
|
Information
technology |
6.2
|
Communication
services |
5.8
|
Utilities
|
5.4
|
Energy
|
4.3
|
Real
estate |
2.3
|
Short-term
investments and other |
1.1
|
TOTAL
|
100.0
|
|
GROWTH
OF $10,000
This
chart shows what happened to a hypothetical $10,000 investment in John Hancock
Multifactor Developed International ETF for the periods indicated, assuming all
distributions were reinvested. For comparison, we’ve shown the same investment
in two separate indexes.
TOP TEN HOLDINGS4
(% of net assets) |
Nestle
SA |
1.6
|
ASML
Holding NV |
1.1
|
Roche
Holding AG |
1.1
|
Shell
PLC |
1.0
|
Novartis
AG |
0.9
|
Toyota
Motor Corp. |
0.9
|
LVMH
Moet Hennessy Louis Vuitton SE |
0.8
|
Novo
Nordisk A/S, B Shares |
0.8
|
Cie
de Saint-Gobain |
0.8
|
TotalEnergies
SE |
0.7
|
TOTAL
|
9.7
|
The
value of a $10,000 investment calculated at market value from inception through
period end would be $13,469.
The
chart and table above do not reflect the deduction of taxes that a shareholder
would pay on fund distributions or the redemption or sale of fund shares.
It
is not possible to invest directly in an index. Unlike an index, the fund’s
total returns are reduced by operating expenses and management fees.
4
|
Listed
holdings are a portion of the fund’s total and may change at any time.
They are not recommendations to buy or sell any security. Data excludes
cash and cash equivalents. |
The
expense ratios of the fund, both net (including any fee waivers and/or expense
limitations) and gross (excluding any fee waivers and/or expense limitations),
are set forth according to the most recent publicly available prospectus for the
fund and may differ from those disclosed in the Financial highlights table in
this report. Net expenses reflect contractual expense limitations in effect
until August 31, 2022 and are subject to change. Had the contractual fee waivers
and expense limitations not been in place, gross expenses would apply. The
expense ratios are as follows:
Gross
(%) |
0.43
|
Net
(%) |
0.39
|
Please
refer to the most recent prospectus and annual or semiannual report for more
information on expenses and any expense limitation arrangements for the
fund.
10
|
JOHN
HANCOCK MULTIFACTOR ETFS | ANNUAL REPORT |
|
Multifactor
Emerging Markets ETF
AVERAGE
ANNUAL TOTAL RETURNS AS OF 4/30/2022 (%)
Average annual total returns (%) |
Cumulative total returns (%) |
|
1-Year
|
Since
fund inception1
|
Since
fund inception1
|
Net
asset value |
-13.33
|
3.47
|
13.04
|
Market
price |
-13.65
|
3.29
|
12.32
|
John
Hancock Dimensional Emerging Markets Index2
|
-12.55
|
4.30
|
16.34
|
MSCI
Emerging Markets Index3
|
-18.33
|
3.02
|
11.26
|
1
|
From
9-27-18. |
2
|
The
John Hancock Dimensional Emerging Markets Index is a rules-based index of
large-cap stocks in emerging markets, which may include frontier markets
(emerging markets in an earlier stage of development) that have been
selected based on sources of expected returns. Securities eligible for
inclusion in the index are classified according to their market
capitalization, as defined by free-float market cap; relative price, as
defined by price/book; and profitability, as defined by operating income
over book, and are weighted accordingly in favor of smaller, less
expensive, more profitable companies. The index is reconstituted and
rebalanced on a semiannual basis. Index performance assumes reinvestment
of dividends and, unless otherwise indicated, does not reflect the
management fees, operating expenses, transaction costs, and other expenses
that apply to an ETF. |
3
|
The
MSCI Emerging Markets (EM) Index tracks the performance of publicly traded
large- and mid-cap emerging-market stocks.
|
SECTOR COMPOSITION (% of net assets) |
Financials
|
24.6
|
Information
technology |
17.2
|
Materials
|
11.7
|
Consumer
discretionary |
10.8
|
Communication
services |
9.0
|
Consumer
staples |
6.9
|
Energy
|
6.0
|
Industrials
|
5.3
|
Health
care |
3.4
|
Utilities
|
3.3
|
Real
estate |
1.7
|
Short-term
investments and other |
0.1
|
TOTAL
|
100.0
|
|
GROWTH
OF $10,000
This
chart shows what happened to a hypothetical $10,000 investment in John Hancock
Multifactor Emerging Markets ETF for the periods indicated, assuming all
distributions were reinvested. For comparison, we’ve shown the same investment
in two separate indexes.
TOP TEN HOLDINGS4
(% of net assets) |
Samsung
Electronics Company, Ltd. |
3.7
|
Taiwan
Semiconductor Manufacturing Company, Ltd. |
3.6
|
Tencent
Holdings, Ltd. |
3.2
|
Reliance
Industries, Ltd. |
1.6
|
Alibaba
Group Holding, Ltd., ADR |
1.3
|
HDFC
Bank, Ltd. |
1.1
|
China
Construction Bank Corp., H Shares |
1.1
|
Infosys,
Ltd. |
1.0
|
Vale
SA |
0.9
|
Ping
An Insurance Group Company of China, Ltd., H Shares |
0.9
|
TOTAL
|
18.4
|
The
value of a $10,000 investment calculated at market value from inception through
period end would be $11,232.
The
chart and table above do not reflect the deduction of taxes that a shareholder
would pay on fund distributions or the redemption or sale of fund shares.
It
is not possible to invest directly in an index. Unlike an index, the fund’s
total returns are reduced by operating expenses and management fees.
4
|
Listed
holdings are a portion of the fund’s total and may change at any time.
They are not recommendations to buy or sell any security. Data excludes
cash and cash equivalents. |
The
expense ratios of the fund, both net (including any fee waivers and/or expense
limitations) and gross (excluding any fee waivers and/or expense limitations),
are set forth according to the most recent publicly available prospectus for the
fund and may differ from those disclosed in the Financial highlights table in
this report. Net expenses reflect contractual expense limitations in effect
until August 31, 2022 and are subject to change. Had the contractual fee waivers
and expense limitations not been in place, gross expenses would apply. The
expense ratios are as follows:
Gross
(%) |
0.55
|
Net
(%) |
0.49
|
Please
refer to the most recent prospectus and annual or semiannual report for more
information on expenses and any expense limitation arrangements for the
fund.
|
ANNUAL
REPORT | JOHN HANCOCK MULTIFACTOR ETFS |
11
|
AVERAGE
ANNUAL TOTAL RETURNS AS OF 4/30/2022 (%)
Average annual total returns (%) |
Cumulative total returns (%) |
|
1-Year
|
5-Year
|
Since
fund inception1
|
5-year
|
Since
fund inception1
|
Net
asset value |
64.77
|
5.51
|
6.27
|
30.73
|
44.84
|
Market
price |
64.95
|
5.50
|
6.29
|
30.68
|
45.03
|
John
Hancock Dimensional Energy Index2
|
65.55
|
5.92
|
6.70
|
33.31
|
48.50
|
Russell
1000 Energy Index3
|
57.31
|
6.72
|
7.20
|
38.43
|
52.77
|
1
|
From
3-28-16. |
2
|
The
John Hancock Dimensional Energy Index is a rules-based index of U.S.
energy stocks that have been selected based on sources of expected
returns. Securities eligible for inclusion in the index are classified
according to their market capitalization, as defined by free-float market
cap; relative price, as defined by price/book; and profitability, as
defined by operating income over book, and are weighted accordingly in
favor of smaller, less expensive, more profitable companies. The index is
reconstituted and rebalanced on a semiannual basis. Index performance
assumes reinvestment of dividends and, unless otherwise indicated, does
not reflect the management fees, operating expenses, transaction costs,
and other expenses that apply to an ETF. |
3
|
The
Russell 1000 Energy Index comprises securities of the Russell 1000
Index classified in the energy sector. Effective 9-21-20, the underlying
components of the Russell 1000 Energy Index reflect a new company
classification methodology. Consequently, the custom blended benchmark’s
performance consists of 100% of the prior methodology through 9-18-20 and
100% of the current methodology thereafter.
|
INDUSTRY COMPOSITION (% of net assets) |
Oil,
gas and consumable fuels |
88.8
|
Energy
equipment and services |
11.0
|
Short-term
investments and other |
0.2
|
TOTAL
|
100.0
|
GROWTH
OF $10,000
This
chart shows what happened to a hypothetical $10,000 investment in John Hancock
Multifactor Energy ETF for the periods indicated, assuming all distributions
were reinvested. For comparison, we’ve shown the same investment in two separate
indexes.
TOP TEN HOLDINGS4
(% of net assets) |
Valero
Energy Corp. |
6.1
|
Chevron
Corp. |
6.0
|
Exxon
Mobil Corp. |
6.0
|
Occidental
Petroleum Corp. |
5.8
|
ConocoPhillips
|
5.5
|
The
Williams Companies, Inc. |
4.5
|
EOG
Resources, Inc. |
4.2
|
Devon
Energy Corp. |
4.0
|
Marathon
Oil Corp. |
3.8
|
Kinder
Morgan, Inc. |
3.8
|
TOTAL
|
49.7
|
The
value of a $10,000 investment calculated at market value from inception through
period end would be $14,503.
The
chart and table above do not reflect the deduction of taxes that a shareholder
would pay on fund distributions or the redemption or sale of fund shares.
It
is not possible to invest directly in an index. Unlike an index, the fund’s
total returns are reduced by operating expenses and management fees.
4
|
Listed
holdings are a portion of the fund’s total and may change at any time.
They are not recommendations to buy or sell any security. Data excludes
cash and cash equivalents. |
The
expense ratios of the fund, both net (including any fee waivers and/or expense
limitations) and gross (excluding any fee waivers and/or expense limitations),
are set forth according to the most recent publicly available prospectus for the
fund and may differ from those disclosed in the Financial highlights table in
this report. Net expenses reflect contractual expense limitations in effect
until August 31, 2022 and are subject to change. Had the contractual fee waivers
and expense limitations not been in place, gross expenses would apply. The
expense ratios are as follows:
Gross
(%) |
1.18
|
Net
(%) |
0.40
|
Please
refer to the most recent prospectus and annual or semiannual report for more
information on expenses and any expense limitation arrangements for the
fund.
12
|
JOHN
HANCOCK MULTIFACTOR ETFS | ANNUAL REPORT |
|
Multifactor
Financials ETF
AVERAGE
ANNUAL TOTAL RETURNS AS OF 4/30/2022 (%)
Average annual total returns (%) |
Cumulative total returns (%) |
|
1-Year
|
5-Year
|
Since
fund inception1
|
5-year
|
Since
fund inception1
|
Net
asset value |
-5.92
|
10.03
|
11.62
|
61.29
|
106.36
|
Market
price |
-5.94
|
10.04
|
11.62
|
61.31
|
106.36
|
John
Hancock Dimensional Financials Index2
|
-5.55
|
10.50
|
12.11
|
64.78
|
112.42
|
Russell
1000 Financials Index3
|
-3.31
|
13.03
|
13.72
|
84.45
|
133.35
|
1
|
From
9-28-15. |
2
|
The
John Hancock Dimensional Financials Index is a rules-based index of U.S.
financial stocks that have been selected based on sources of expected
returns. Securities eligible for inclusion in the index are classified
according to their market capitalization, as defined by free-float market
cap; relative price, as defined by price/book; and profitability, as
defined by operating income over book, and are weighted accordingly in
favor of smaller, less expensive, more profitable companies. The index is
reconstituted and rebalanced on a semiannual basis. Index performance
assumes reinvestment of dividends and, unless otherwise indicated, does
not reflect the management fees, operating expenses, transaction costs,
and other expenses that apply to an ETF. |
3
|
The
Russell 1000 Financials Index comprises securities of the Russell
1000 Index classified in the financials sector. Effective 9-21-20, the
underlying components of the Russell 1000 Financials Index reflect a new
company classification methodology. Consequently, the custom blended
benchmark’s performance consists of 100% of the prior methodology through
9-18-20 and 100% of the current methodology thereafter.
|
INDUSTRY COMPOSITION (% of net assets) |
Banks
|
26.1
|
Insurance
|
25.5
|
Capital
markets |
21.5
|
IT
services |
12.2
|
Consumer
finance |
6.6
|
Diversified
financial services |
6.2
|
Professional
services |
1.6
|
Thrifts
and mortgage finance |
0.2
|
Short-term
investments and other |
0.1
|
TOTAL
|
100.0
|
GROWTH
OF $10,000
This
chart shows what happened to a hypothetical $10,000 investment in John Hancock
Multifactor Financials ETF for the periods indicated, assuming all distributions
were reinvested. For comparison, we’ve shown the same investment in two separate
indexes.
TOP TEN HOLDINGS4
(% of net assets) |
Berkshire
Hathaway, Inc., Class B |
4.4
|
Visa,
Inc., Class A |
3.8
|
Mastercard,
Inc., Class A |
3.5
|
JPMorgan
Chase & Co. |
3.3
|
Bank
of America Corp. |
2.9
|
Wells
Fargo & Company |
2.5
|
The
Travelers Companies, Inc. |
2.1
|
The
Allstate Corp. |
1.8
|
The
Goldman Sachs Group, Inc. |
1.8
|
Marsh
& McLennan Companies, Inc. |
1.5
|
TOTAL
|
27.6
|
The
value of a $10,000 investment calculated at market value from inception through
period end would be $20,636.
The
chart and table above do not reflect the deduction of taxes that a shareholder
would pay on fund distributions or the redemption or sale of fund shares.
It
is not possible to invest directly in an index. Unlike an index, the fund’s
total returns are reduced by operating expenses and management fees.
4
|
Listed
holdings are a portion of the fund’s total and may change at any time.
They are not recommendations to buy or sell any security. Data excludes
cash and cash equivalents. |
The
expense ratios of the fund, both net (including any fee waivers and/or expense
limitations) and gross (excluding any fee waivers and/or expense limitations),
are set forth according to the most recent publicly available prospectus for the
fund and may differ from those disclosed in the Financial highlights table in
this report. Net expenses reflect contractual expense limitations in effect
until August 31, 2022 and are subject to change. Had the contractual fee waivers
and expense limitations not been in place, gross expenses would apply. The
expense ratios are as follows:
Gross
(%) |
0.81
|
Net
(%) |
0.40
|
Please
refer to the most recent prospectus and annual or semiannual report for more
information on expenses and any expense limitation arrangements for the
fund.
|
ANNUAL
REPORT | JOHN HANCOCK MULTIFACTOR ETFS |
13
|
Multifactor
Healthcare ETF
AVERAGE
ANNUAL TOTAL RETURNS AS OF 4/30/2022 (%)
Average annual total returns (%) |
Cumulative total returns (%) |
|
1-Year
|
5-Year
|
Since
fund inception1
|
5-year
|
Since
fund inception1
|
Net
asset value |
1.23
|
12.02
|
11.40
|
76.39
|
103.64
|
Market
price |
1.21
|
11.98
|
11.40
|
76.07
|
103.65
|
John
Hancock Dimensional Healthcare Index2
|
1.61
|
12.50
|
11.89
|
80.22
|
109.59
|
Russell
1000 Health Care Index3
|
5.34
|
13.53
|
12.51
|
88.59
|
117.40
|
1
|
From
9-28-15. |
2
|
The
John Hancock Dimensional Healthcare Index is a rules-based index of U.S.
healthcare stocks that have been selected based on sources of expected
returns. Securities eligible for inclusion in the index are classified
according to their market capitalization, as defined by free-float market
cap; relative price, as defined by price/book; and profitability, as
defined by operating income over book, and are weighted accordingly in
favor of smaller, less expensive, more profitable companies. The index is
reconstituted and rebalanced on a semiannual basis. Index performance
assumes reinvestment of dividends and, unless otherwise indicated, does
not reflect the management fees, operating expenses, transaction costs,
and other expenses that apply to an ETF. |
3
|
The
Russell 1000 Health Care Index comprises securities of the Russell
1000 Index classified in the healthcare sector. Effective 9-21-20, the
underlying components of the Russell 1000 Health Care Index reflect a new
company classification methodology. Consequently, the custom blended
benchmark’s performance consists of 100% of the prior methodology through
9-18-20 and 100% of the current methodology thereafter.
|
INDUSTRY COMPOSITION (% of net assets) |
Health
care providers and services |
23.6
|
Pharmaceuticals
|
23.2
|
Health
care equipment and supplies |
19.5
|
Biotechnology
|
16.4
|
Life
sciences tools and services |
14.3
|
Health
care technology |
2.4
|
Diversified
consumer services |
0.6
|
TOTAL
|
100.0
|
GROWTH
OF $10,000
This
chart shows what happened to a hypothetical $10,000 investment in John Hancock
Multifactor Healthcare ETF for the periods indicated, assuming all distributions
were reinvested. For comparison, we’ve shown the same investment in two separate
indexes.
TOP TEN HOLDINGS4
(% of net assets) |
Johnson
& Johnson |
6.7
|
UnitedHealth
Group, Inc. |
5.8
|
Pfizer,
Inc. |
3.9
|
Merck
& Company, Inc. |
3.2
|
AbbVie,
Inc. |
3.1
|
Eli
Lilly & Company |
3.0
|
Thermo
Fisher Scientific, Inc. |
3.0
|
Bristol-Myers
Squibb Company |
2.8
|
Abbott
Laboratories |
2.6
|
Danaher
Corp. |
2.1
|
TOTAL
|
36.2
|
The
value of a $10,000 investment calculated at market value from inception through
period end would be $20,365.
The
chart and table above do not reflect the deduction of taxes that a shareholder
would pay on fund distributions or the redemption or sale of fund shares.
It
is not possible to invest directly in an index. Unlike an index, the fund’s
total returns are reduced by operating expenses and management fees.
4
|
Listed
holdings are a portion of the fund’s total and may change at any time.
They are not recommendations to buy or sell any security. Data excludes
cash and cash equivalents. |
The
expense ratios of the fund, both net (including any fee waivers and/or expense
limitations) and gross (excluding any fee waivers and/or expense limitations),
are set forth according to the most recent publicly available prospectus for the
fund and may differ from those disclosed in the Financial highlights table in
this report. Net expenses reflect contractual expense limitations in effect
until August 31, 2022 and are subject to change. Had the contractual fee waivers
and expense limitations not been in place, gross expenses would apply. The
expense ratios are as follows:
Gross
(%) |
0.67
|
Net
(%) |
0.40
|
Please
refer to the most recent prospectus and annual or semiannual report for more
information on expenses and any expense limitation arrangements for the
fund.
14
|
JOHN
HANCOCK MULTIFACTOR ETFS | ANNUAL REPORT |
|
Multifactor
Industrials ETF
AVERAGE
ANNUAL TOTAL RETURNS AS OF 4/30/2022 (%)
Average annual total returns (%) |
Cumulative total returns (%) |
|
1-Year
|
5-Year
|
Since
fund inception1
|
5-year
|
Since
fund inception1
|
Net
asset value |
-6.34
|
10.86
|
12.55
|
67.41
|
105.51
|
Market
price |
-6.35
|
10.89
|
12.55
|
67.65
|
105.51
|
John
Hancock Dimensional Industrials Index2
|
-6.21
|
11.28
|
13.00
|
70.62
|
110.58
|
Russell
1000 Industrials Index3
|
-11.29
|
8.31
|
10.34
|
49.04
|
82.13
|
1
|
From
3-28-16. |
2
|
The
John Hancock Dimensional Industrials Index is a rules-based index of U.S.
industrial stocks that have been selected based on sources of expected
returns. Securities eligible for inclusion in the index are classified
according to their market capitalization, as defined by free-float market
cap; relative price, as defined by price/book; and profitability, as
defined by operating income over book, and are weighted accordingly in
favor of smaller, less expensive, more profitable companies. The index is
reconstituted and rebalanced on a semiannual basis. Index performance
assumes reinvestment of dividends and, unless otherwise indicated, does
not reflect the management fees, operating expenses, transaction costs,
and other expenses that apply to an ETF. |
3
|
The
Russell 1000 Industrials Index comprises securities of the Russell
1000 Index classified in the industrials sector. Effective 9-21-20, the
underlying components of the Russell 1000 Industrials Index reflect a new
company classification methodology. Consequently, the custom blended
benchmark’s performance consists of 100% of the prior methodology through
9-18-20 and 100% of the current methodology thereafter.
|
INDUSTRY COMPOSITION (% of net assets) |
Machinery
|
20.4
|
Aerospace
and defense |
12.3
|
Road
and rail |
8.9
|
IT
services |
7.3
|
Electrical
equipment |
6.9
|
Building
products |
6.2
|
Commercial
services and supplies |
5.7
|
Air
freight and logistics |
4.8
|
Household
durables |
4.8
|
Professional
services |
4.7
|
Other
|
18.0
|
TOTAL
|
100.0
|
GROWTH
OF $10,000
This
chart shows what happened to a hypothetical $10,000 investment in John Hancock
Multifactor Industrials ETF for the periods indicated, assuming all
distributions were reinvested. For comparison, we’ve shown the same investment
in two separate indexes.
TOP TEN HOLDINGS4
(% of net assets) |
Accenture
PLC, Class A |
2.8
|
Union
Pacific Corp. |
2.2
|
Raytheon
Technologies Corp. |
2.1
|
Caterpillar,
Inc. |
2.0
|
United
Parcel Service, Inc., Class B |
1.8
|
Honeywell
International, Inc. |
1.8
|
Deere
& Company |
1.8
|
CSX
Corp. |
1.8
|
Waste
Management, Inc. |
1.6
|
Norfolk
Southern Corp. |
1.6
|
TOTAL
|
19.5
|
The
value of a $10,000 investment calculated at market value from inception through
period end would be $20,551.
The
chart and table above do not reflect the deduction of taxes that a shareholder
would pay on fund distributions or the redemption or sale of fund shares.
It
is not possible to invest directly in an index. Unlike an index, the fund’s
total returns are reduced by operating expenses and management fees.
4
|
Listed
holdings are a portion of the fund’s total and may change at any time.
They are not recommendations to buy or sell any security. Data excludes
cash and cash equivalents. |
The
expense ratios of the fund, both net (including any fee waivers and/or expense
limitations) and gross (excluding any fee waivers and/or expense limitations),
are set forth according to the most recent publicly available prospectus for the
fund and may differ from those disclosed in the Financial highlights table in
this report. Net expenses reflect contractual expense limitations in effect
until August 31, 2022 and are subject to change. Had the contractual fee waivers
and expense limitations not been in place, gross expenses would apply. The
expense ratios are as follows:
Gross
(%) |
0.73
|
Net
(%) |
0.40
|
Please
refer to the most recent prospectus and annual or semiannual report for more
information on expenses and any expense limitation arrangements for the
fund.
|
ANNUAL
REPORT | JOHN HANCOCK MULTIFACTOR ETFS |
15
|
Multifactor
Large Cap ETF
AVERAGE
ANNUAL TOTAL RETURNS AS OF 4/30/2022 (%)
Average annual total returns (%) |
Cumulative total returns (%) |
|
1-Year
|
5-Year
|
Since
fund inception1
|
5-year
|
Since
fund inception1
|
Net
asset value |
-1.06
|
12.66
|
13.45
|
81.45
|
129.72
|
Market
price |
-1.03
|
12.66
|
13.46
|
81.46
|
129.81
|
John
Hancock Dimensional Large Cap Index2
|
-0.77
|
13.01
|
13.81
|
84.29
|
134.51
|
Russell
1000 Index3
|
-2.10
|
13.44
|
14.10
|
87.85
|
138.48
|
1
|
From
9-28-15. |
2
|
The
John Hancock Dimensional Large Cap Index is a rules-based index of
large-cap U.S. stocks that have been selected based on sources of expected
returns. Securities eligible for inclusion in the index are classified
according to their market capitalization, as defined by free-float market
cap; relative price, as defined by price/book; and profitability, as
defined by operating income over book, and are weighted accordingly in
favor of smaller, less expensive, more profitable companies. The index is
reconstituted and rebalanced on a semiannual basis. Index performance
assumes reinvestment of dividends and, unless otherwise indicated, does
not reflect the management fees, operating expenses, transaction costs,
and other expenses that apply to an ETF. |
3
|
The
Russell 1000 Index tracks the performance of 1,000 publicly traded
large-cap companies in the United States. |
SECTOR COMPOSITION (% of net assets) |
Information
technology |
23.0
|
Health
care |
13.4
|
Financials
|
12.9
|
Industrials
|
10.7
|
Consumer
discretionary |
10.7
|
Communication
services |
6.5
|
Consumer
staples |
6.3
|
Materials
|
4.4
|
Energy
|
4.3
|
Utilities
|
4.2
|
Real
estate |
3.5
|
Short-term
investments and other |
0.1
|
TOTAL
|
100.0
|
|
GROWTH
OF $10,000
This
chart shows what happened to a hypothetical $10,000 investment in John Hancock
Multifactor Large Cap ETF for the periods indicated, assuming all distributions
were reinvested. For comparison, we’ve shown the same investment in two separate
indexes.
TOP TEN HOLDINGS4
(% of net assets) |
Apple,
Inc. |
4.0
|
Microsoft
Corp. |
3.9
|
Amazon.com,
Inc. |
2.0
|
Alphabet,
Inc., Class A |
1.7
|
Berkshire
Hathaway, Inc., Class B |
1.0
|
Johnson
& Johnson |
1.0
|
Meta
Platforms, Inc., Class A |
0.9
|
UnitedHealth
Group, Inc. |
0.9
|
Tesla,
Inc. |
0.8
|
The
Procter & Gamble Company |
0.7
|
TOTAL
|
16.9
|
The
value of a $10,000 investment calculated at market value from inception through
period end would be $22,981.
The
chart and table above do not reflect the deduction of taxes that a shareholder
would pay on fund distributions or the redemption or sale of fund shares.
It
is not possible to invest directly in an index. Unlike an index, the fund’s
total returns are reduced by operating expenses and management fees.
4
|
Listed
holdings are a portion of the fund’s total and may change at any time.
They are not recommendations to buy or sell any security. Data excludes
cash and cash equivalents. |
The
expense ratios of the fund, both net (including any fee waivers and/or expense
limitations) and gross (excluding any fee waivers and/or expense limitations),
are set forth according to the most recent publicly available prospectus for the
fund and may differ from those disclosed in the Financial highlights table in
this report. Net expenses reflect contractual expense limitations in effect
until August 31, 2022 and are subject to change. Had the contractual fee waivers
and expense limitations not been in place, gross expenses would apply. The
expense ratios are as follows:
Gross
(%) |
0.31
|
Net
(%) |
0.29
|
Please
refer to the most recent prospectus and annual or semiannual report for more
information on expenses and any expense limitation arrangements for the
fund.
16
|
JOHN
HANCOCK MULTIFACTOR ETFS | ANNUAL REPORT |
|
Multifactor
Materials ETF
AVERAGE
ANNUAL TOTAL RETURNS AS OF 4/30/2022 (%)
Average annual total returns (%) |
Cumulative total returns (%) |
|
1-Year
|
5-Year
|
Since
fund inception1
|
5-year
|
Since
fund inception1
|
Net
asset value |
5.19
|
11.31
|
13.23
|
70.87
|
113.26
|
Market
price |
5.09
|
11.24
|
13.22
|
70.31
|
113.06
|
John
Hancock Dimensional Materials Index2
|
5.72
|
11.71
|
13.67
|
73.96
|
118.29
|
Russell
1000 Basic Materials Index3
|
8.80
|
12.62
|
14.00
|
81.19
|
122.20
|
1
|
From
3-28-16. |
2
|
The
John Hancock Dimensional Materials Index is a rules-based index of U.S.
materials stocks that have been selected based on sources of expected
returns. Securities eligible for inclusion in the index are classified
according to their market capitalization, as defined by free-float market
cap; relative price, as defined by price/book; and profitability, as
defined by operating income over book, and are weighted accordingly in
favor of smaller, less expensive, more profitable companies. The index is
reconstituted and rebalanced on a semiannual basis. Index performance
assumes reinvestment of dividends and, unless otherwise indicated, does
not reflect the management fees, operating expenses, transaction costs,
and other expenses that apply to an ETF. |
3
|
The
Russell 1000 Basic Materials Index comprises securities of the
Russell 1000 Index classified in the materials sector. Effective 9-21-20,
the underlying components of the Russell 1000 Basic Materials Index
reflect a new company classification methodology. Consequently, the custom
blended benchmark’s performance consists of 100% of the prior methodology
through 9-18-20 and 100% of the current methodology thereafter.
|
INDUSTRY COMPOSITION (% of net assets) |
Chemicals
|
49.5
|
Metals
and mining |
24.5
|
Containers
and packaging |
18.8
|
Construction
materials |
4.5
|
Building
products |
1.6
|
Construction
and engineering |
0.7
|
Machinery
|
0.4
|
TOTAL
|
100.0
|
GROWTH
OF $10,000
This
chart shows what happened to a hypothetical $10,000 investment in John Hancock
Multifactor Materials ETF for the periods indicated, assuming all distributions
were reinvested. For comparison, we’ve shown the same investment in two separate
indexes.
TOP TEN HOLDINGS4
(% of net assets) |
Nucor
Corp. |
6.7
|
Linde
PLC |
5.3
|
LyondellBasell
Industries NV, Class A |
4.6
|
Dow,
Inc. |
4.1
|
Newmont
Corp. |
3.7
|
DuPont
de Nemours, Inc. |
3.7
|
The
Sherwin-Williams Company |
3.5
|
International
Flavors & Fragrances, Inc. |
3.3
|
Freeport-McMoRan,
Inc. |
3.3
|
PPG
Industries, Inc. |
3.1
|
TOTAL
|
41.3
|
The
value of a $10,000 investment calculated at market value from inception through
period end would be $21,306.
The
chart and table above do not reflect the deduction of taxes that a shareholder
would pay on fund distributions or the redemption or sale of fund shares.
It
is not possible to invest directly in an index. Unlike an index, the fund’s
total returns are reduced by operating expenses and management fees.
4
|
Listed
holdings are a portion of the fund’s total and may change at any time.
They are not recommendations to buy or sell any security. Data excludes
cash and cash equivalents. |
The
expense ratios of the fund, both net (including any fee waivers and/or expense
limitations) and gross (excluding any fee waivers and/or expense limitations),
are set forth according to the most recent publicly available prospectus for the
fund and may differ from those disclosed in the Financial highlights table in
this report. Net expenses reflect contractual expense limitations in effect
until August 31, 2022 and are subject to change. Had the contractual fee waivers
and expense limitations not been in place, gross expenses would apply. The
expense ratios are as follows:
Gross
(%) |
0.92
|
Net
(%) |
0.40
|
Please
refer to the most recent prospectus and annual or semiannual report for more
information on expenses and any expense limitation arrangements for the
fund.
|
ANNUAL
REPORT | JOHN HANCOCK MULTIFACTOR ETFS |
17
|
Multifactor
Media and Communications ETF
AVERAGE
ANNUAL TOTAL RETURNS AS OF 4/30/2022 (%)
Average annual total returns (%) |
Cumulative total returns (%) |
|
1-Year
|
Since
fund inception1
|
Since
fund inception1
|
Net
asset value |
-27.19
|
4.32
|
14.18
|
Market
price |
-27.33
|
4.32
|
14.17
|
John
Hancock Dimensional Media and Communications Index2
|
-26.95
|
4.67
|
15.39
|
Russell
1000 Telecommunications Index3
|
-17.60
|
-0.48
|
-1.51
|
1
|
From
3-12-19. |
2
|
The
John Hancock Dimensional Media and Communications Index is a rules-based
index of U.S. media and communication stocks that have been selected based
on sources of expected returns. Securities eligible for inclusion in the
index are classified according to their market capitalization, as defined
by free-float market cap; relative price, as defined by price/book; and
profitability, as defined by operating income over book, and are weighted
accordingly in favor of smaller, less expensive, more profitable
companies. The index is reconstituted and rebalanced on a semiannual
basis. Index performance assumes reinvestment of dividends and, unless
otherwise indicated, does not reflect the management fees, operating
expenses, transaction costs, and other expenses that apply to an ETF.
|
3
|
The
Russell 1000 Telecommunications Index comprises securities of the
Russell 1000 Index classified in the telecommunications sector. Effective
9-21-20, the underlying components of the Russell 1000 Telecommunications
Index reflect a new company classification methodology. Consequently, the
custom blended benchmark’s performance consists of 100% of the prior
methodology through 9-18-20 and 100% of the current methodology
thereafter. |
INDUSTRY COMPOSITION (% of net assets) |
Media
|
30.1
|
Entertainment
|
27.5
|
Interactive
media and services |
18.1
|
Diversified
telecommunication services |
17.8
|
Wireless
telecommunication services |
4.1
|
Software
|
2.0
|
Real
estate management and development |
0.3
|
Short-term
investments and other |
0.1
|
TOTAL
|
100.0
|
GROWTH
OF $10,000
This
chart shows what happened to a hypothetical $10,000 investment in John Hancock
Multifactor Media and Communications ETF for the periods indicated, assuming all
distributions were reinvested. For comparison, we’ve shown the same investment
in two separate indexes.
TOP TEN HOLDINGS4
(% of net assets) |
Verizon
Communications, Inc. |
6.2
|
Comcast
Corp., Class A |
6.1
|
AT&T,
Inc. |
5.7
|
The
Walt Disney Company |
5.4
|
Meta
Platforms, Inc., Class A |
4.6
|
T-Mobile
US, Inc. |
4.1
|
Activision
Blizzard, Inc. |
3.7
|
Electronic
Arts, Inc. |
3.6
|
Alphabet,
Inc., Class A |
3.2
|
Omnicom
Group, Inc. |
3.1
|
TOTAL
|
45.7
|
The
value of a $10,000 investment calculated at market value from inception through
period end would be $11,417.
The
chart and table above do not reflect the deduction of taxes that a shareholder
would pay on fund distributions or the redemption or sale of fund shares.
It
is not possible to invest directly in an index. Unlike an index, the fund’s
total returns are reduced by operating expenses and management fees.
4
|
Listed
holdings are a portion of the fund’s total and may change at any time.
They are not recommendations to buy or sell any security. Data excludes
cash and cash equivalents. |
The
expense ratios of the fund, both net (including any fee waivers and/or expense
limitations) and gross (excluding any fee waivers and/or expense limitations),
are set forth according to the most recent publicly available prospectus for the
fund and may differ from those disclosed in the Financial highlights table in
this report. Net expenses reflect contractual expense limitations in effect
until August 31, 2022 and are subject to change. Had the contractual fee waivers
and expense limitations not been in place, gross expenses would apply. The
expense ratios are as follows:
Gross
(%) |
0.77
|
Net
(%) |
0.40
|
Please
refer to the most recent prospectus and annual or semiannual report for more
information on expenses and any expense limitation arrangements for the
fund.
18
|
JOHN
HANCOCK MULTIFACTOR ETFS | ANNUAL REPORT |
|
AVERAGE
ANNUAL TOTAL RETURNS AS OF 4/30/2022 (%)
Average annual total returns (%) |
Cumulative total returns (%) |
|
1-Year
|
5-Year
|
Since
fund inception1
|
5-year
|
Since
fund inception1
|
Net
asset value |
-4.72
|
10.89
|
11.81
|
67.67
|
108.69
|
Market
price |
-4.67
|
10.90
|
11.82
|
67.73
|
108.79
|
John
Hancock Dimensional Mid Cap Index2
|
-4.34
|
11.33
|
12.28
|
71.05
|
114.47
|
Russell
Midcap Index3
|
-6.10
|
10.66
|
11.50
|
65.94
|
104.83
|
1
|
From
9-28-15. |
2
|
The
John Hancock Dimensional Mid Cap Index is a rules-based index of mid-cap
U.S. stocks that have been selected based on sources of expected returns.
Securities eligible for inclusion in the index are classified according to
their market capitalization, as defined by free-float market cap; relative
price, as defined by price/book; and profitability, as defined by
operating income over book, and are weighted accordingly in favor of
smaller, less expensive, more profitable companies. The index is
reconstituted and rebalanced on a semiannual basis. Index performance
assumes reinvestment of dividends and, unless otherwise indicated, does
not reflect the management fees, operating expenses, transaction costs,
and other expenses that apply to an ETF. |
3
|
The
Russell Midcap Index tracks the performance of approximately 800 publicly
traded mid-cap companies in the United States.
|
SECTOR COMPOSITION (% of net assets) |
Information
technology |
16.1
|
Industrials
|
15.5
|
Financials
|
13.7
|
Consumer
discretionary |
12.4
|
Health
care |
10.8
|
Materials
|
7.9
|
Real
estate |
6.4
|
Utilities
|
5.2
|
Energy
|
5.1
|
Consumer
staples |
3.7
|
Communication
services |
3.1
|
Short-term
investments and other |
0.1
|
TOTAL
|
100.0
|
|
GROWTH
OF $10,000
This
chart shows what happened to a hypothetical $10,000 investment in John Hancock
Multifactor Mid Cap ETF for the periods indicated, assuming all distributions
were reinvested. For comparison, we’ve shown the same investment in two separate
indexes.
TOP TEN HOLDINGS4
(% of net assets) |
Nucor
Corp. |
0.6
|
Occidental
Petroleum Corp. |
0.5
|
Dollar
Tree, Inc. |
0.5
|
Parker-Hannifin
Corp. |
0.4
|
Republic
Services, Inc. |
0.4
|
United
Rentals, Inc. |
0.4
|
ON
Semiconductor Corp. |
0.4
|
Steel
Dynamics, Inc. |
0.4
|
Cerner
Corp. |
0.4
|
Laboratory
Corp. of America Holdings |
0.4
|
TOTAL
|
4.4
|
The
value of a $10,000 investment calculated at market value from inception through
period end would be $20,879.
The
chart and table above do not reflect the deduction of taxes that a shareholder
would pay on fund distributions or the redemption or sale of fund shares.
It
is not possible to invest directly in an index. Unlike an index, the fund’s
total returns are reduced by operating expenses and management fees.
4
|
Listed
holdings are a portion of the fund’s total and may change at any time.
They are not recommendations to buy or sell any security. Data excludes
cash and cash equivalents. |
The
expense ratios of the fund, both net (including any fee waivers and/or expense
limitations) and gross (excluding any fee waivers and/or expense limitations),
are set forth according to the most recent publicly available prospectus for the
fund and may differ from those disclosed in the Financial highlights table in
this report. Net expenses reflect contractual expense limitations in effect
until August 31, 2022 and are subject to change. Had the contractual fee waivers
and expense limitations not been in place, gross expenses would apply. The
expense ratios are as follows:
Gross
(%) |
0.42
|
Net
(%) |
0.41
|
Please
refer to the most recent prospectus and annual or semiannual report for more
information on expenses and any expense limitation arrangements for the
fund.
|
ANNUAL
REPORT | JOHN HANCOCK MULTIFACTOR ETFS |
19
|
Multifactor
Small Cap ETF
AVERAGE
ANNUAL TOTAL RETURNS AS OF 4/30/2022 (%)
Average annual total returns (%) |
Cumulative total returns (%) |
|
1-Year
|
Since
fund inception1
|
Since
fund inception1
|
Net
asset value |
-8.39
|
6.73
|
33.86
|
Market
price |
-8.36
|
6.73
|
33.86
|
John
Hancock Dimensional Small Cap Index2
|
-8.00
|
7.18
|
36.37
|
Russell
2000 Index3
|
-16.87
|
6.65
|
33.41
|
1
|
From
11-8-17. |
2
|
The
John Hancock Dimensional Small Cap Index is a rules-based index of
small-cap U.S. stocks that have been selected based on sources of expected
returns. Securities eligible for inclusion in the index are classified
according to their market capitalization, as defined by free-float market
cap; relative price, as defined by price/book; and profitability, as
defined by operating income over book, and are weighted accordingly in
favor of smaller, less expensive, more profitable companies. The index is
reconstituted and rebalanced on a semiannual basis. Index performance
assumes reinvestment of dividends and, unless otherwise indicated, does
not reflect the management fees, operating expenses, transaction costs,
and other expenses that apply to an ETF. |
3
|
The
Russell 2000 Index tracks the performance of approximately 2,000 publicly
traded small-cap companies in the United States.
|
SECTOR COMPOSITION (% of net assets) |
Industrials
|
18.1
|
Financials
|
16.6
|
Information
technology |
14.3
|
Consumer
discretionary |
12.7
|
Health
care |
9.9
|
Real
estate |
9.4
|
Materials
|
5.5
|
Energy
|
4.1
|
Utilities
|
4.0
|
Consumer
staples |
2.9
|
Communication
services |
2.4
|
Short-term
investments and other |
0.1
|
TOTAL
|
100.0
|
|
GROWTH
OF $10,000
This
chart shows what happened to a hypothetical $10,000 investment in John Hancock
Multifactor Small Cap ETF for the periods indicated, assuming all distributions
were reinvested. For comparison, we’ve shown the same investment in two separate
indexes.
TOP TEN HOLDINGS4
(% of net assets) |
American
Campus Communities, Inc. |
0.6
|
Brixmor
Property Group, Inc. |
0.5
|
Popular,
Inc. |
0.5
|
Pure
Storage, Inc., Class A |
0.5
|
Nielsen
Holdings PLC |
0.5
|
Ashland
Global Holdings, Inc. |
0.5
|
Nexstar
Media Group, Inc., Class A |
0.4
|
Skechers
USA, Inc., Class A |
0.4
|
Murphy
USA, Inc. |
0.4
|
KBR,
Inc. |
0.4
|
TOTAL
|
4.7
|
The
value of a $10,000 investment calculated at market value from inception through
period end would be $13,386.
The
chart and table above do not reflect the deduction of taxes that a shareholder
would pay on fund distributions or the redemption or sale of fund shares.
It
is not possible to invest directly in an index. Unlike an index, the fund’s
total returns are reduced by operating expenses and management fees.
4
|
Listed
holdings are a portion of the fund’s total and may change at any time.
They are not recommendations to buy or sell any security. Data excludes
cash and cash equivalents. |
The
expense ratios of the fund, both net (including any fee waivers and/or expense
limitations) and gross (excluding any fee waivers and/or expense limitations),
are set forth according to the most recent publicly available prospectus for the
fund and may differ from those disclosed in the Financial highlights table in
this report. Net expenses reflect contractual expense limitations in effect
until August 31, 2022 and are subject to change. Had the contractual fee waivers
and expense limitations not been in place, gross expenses would apply. The
expense ratios are as follows:
Gross
(%) |
0.45
|
Net
(%) |
0.42
|
Please
refer to the most recent prospectus and annual or semiannual report for more
information on expenses and any expense limitation arrangements for the
fund.
20
|
JOHN
HANCOCK MULTIFACTOR ETFS | ANNUAL REPORT |
|
Multifactor
Technology ETF
AVERAGE
ANNUAL TOTAL RETURNS AS OF 4/30/2022 (%)
Average annual total returns (%) |
Cumulative total returns (%) |
|
1-Year
|
5-Year
|
Since
fund inception1
|
5-year
|
Since
fund inception1
|
Net
asset value |
-6.23
|
18.72
|
20.25
|
135.89
|
237.08
|
Market
price |
-6.25
|
18.70
|
20.24
|
135.68
|
236.86
|
John
Hancock Dimensional Technology Index2
|
-5.67
|
19.19
|
20.72
|
140.53
|
245.83
|
Russell
1000 Technology Index3
|
-2.19
|
22.40
|
23.05
|
174.71
|
292.26
|
1
|
From
9-28-15. |
2
|
The
John Hancock Dimensional Technology Index is a rules-based index of U.S.
technology stocks that have been selected based on sources of expected
returns. Securities eligible for inclusion in the index are classified
according to their market capitalization, as defined by free-float market
cap; relative price, as defined by price/book; and profitability, as
defined by operating income over book, and are weighted accordingly in
favor of smaller, less expensive, more profitable companies. The index is
reconstituted and rebalanced on a semiannual basis. Index performance
assumes reinvestment of dividends and, unless otherwise indicated, does
not reflect the management fees, operating expenses, transaction costs,
and other expenses that apply to an ETF. |
3
|
The
Russell 1000 Technology Index comprises securities of the Russell
1000 Index classified in the technology sector. Effective 9-21-20, the
underlying components of the Russell 1000 Technology Index reflect a new
company classification methodology. Consequently, the custom blended
benchmark’s performance consists of 100% of the prior methodology through
9-18-20 and 100% of the current methodology thereafter.
|
INDUSTRY COMPOSITION (% of net assets) |
Semiconductors
and semiconductor equipment |
33.0
|
Software
|
31.5
|
Technology
hardware, storage and peripherals |
11.3
|
IT
services |
8.2
|
Electronic
equipment, instruments and components |
7.5
|
Communications
equipment |
5.8
|
Industrial
conglomerates |
0.8
|
Electrical
equipment |
0.7
|
Professional
services |
0.5
|
Interactive
media and services |
0.4
|
Other
|
0.3
|
TOTAL
|
100.0
|
GROWTH
OF $10,000
This
chart shows what happened to a hypothetical $10,000 investment in John Hancock
Multifactor Technology ETF for the periods indicated, assuming all distributions
were reinvested. For comparison, we’ve shown the same investment in two separate
indexes.
TOP TEN HOLDINGS4
(% of net assets) |
Apple,
Inc. |
6.5
|
Microsoft
Corp. |
6.3
|
NVIDIA
Corp. |
4.2
|
Broadcom,
Inc. |
3.5
|
Cisco
Systems, Inc. |
2.6
|
Texas
Instruments, Inc. |
2.6
|
Intel
Corp. |
2.5
|
Qualcomm,
Inc. |
2.2
|
IBM
Corp. |
2.2
|
Adobe,
Inc. |
2.0
|
TOTAL
|
34.6
|
The
value of a $10,000 investment calculated at market value from inception through
period end would be $33,686.
The
chart and table above do not reflect the deduction of taxes that a shareholder
would pay on fund distributions or the redemption or sale of fund shares.
It
is not possible to invest directly in an index. Unlike an index, the fund’s
total returns are reduced by operating expenses and management fees.
4
|
Listed
holdings are a portion of the fund’s total and may change at any time.
They are not recommendations to buy or sell any security. Data excludes
cash and cash equivalents. |
The
expense ratios of the fund, both net (including any fee waivers and/or expense
limitations) and gross (excluding any fee waivers and/or expense limitations),
are set forth according to the most recent publicly available prospectus for the
fund and may differ from those disclosed in the Financial highlights table in
this report. Net expenses reflect contractual expense limitations in effect
until August 31, 2022 and are subject to change. Had the contractual fee waivers
and expense limitations not been in place, gross expenses would apply. The
expense ratios are as follows:
Gross
(%) |
0.67
|
Net
(%) |
0.40
|
Please
refer to the most recent prospectus and annual or semiannual report for more
information on expenses and any expense limitation arrangements for the
fund.
|
ANNUAL
REPORT | JOHN HANCOCK MULTIFACTOR ETFS |
21
|
Multifactor
Utilities ETF
AVERAGE
ANNUAL TOTAL RETURNS AS OF 4/30/2022 (%)
Average annual total returns (%) |
Cumulative total returns (%) |
|
1-Year
|
5-Year
|
Since
fund inception1
|
5-year
|
Since
fund inception1
|
Net
asset value |
12.15
|
9.09
|
9.12
|
54.51
|
70.20
|
Market
price |
12.15
|
9.09
|
9.12
|
54.52
|
70.23
|
John
Hancock Dimensional Utilities Index2
|
12.53
|
9.54
|
9.60
|
57.72
|
74.82
|
Russell
1000 Utilities Index3
|
9.99
|
9.35
|
8.75
|
56.38
|
66.69
|
1
|
From
3-28-16. |
2
|
The
John Hancock Dimensional Utilities Index is a rules-based index of U.S.
utility stocks that have been selected based on sources of expected
returns. Securities eligible for inclusion in the index are classified
according to their market capitalization, as defined by free-float market
cap; relative price, as defined by price/book; and profitability, as
defined by operating income over book, and are weighted accordingly in
favor of smaller, less expensive, more profitable companies. The index is
reconstituted and rebalanced on a semiannual basis. Index performance
assumes reinvestment of dividends and, unless otherwise indicated, does
not reflect the management fees, operating expenses, transaction costs,
and other expenses that apply to an ETF. |
3
|
The
Russell 1000 Utilities Index comprises securities of the Russell 1000
Index classified in the utility sector. Effective 9-21-20, the underlying
components of the Russell 1000 Utilities Index reflect a new company
classification methodology. Consequently, the custom blended benchmark’s
performance consists of 100% of the prior methodology through 9-18-20 and
100% of the current methodology thereafter.
|
INDUSTRY COMPOSITION (% of net assets) |
Electric
utilities |
55.9
|
Multi-utilities
|
32.7
|
Gas
utilities |
4.1
|
Water
utilities |
3.7
|
Independent
power and renewable electricity producers |
3.5
|
Short-term
investments and other |
0.1
|
TOTAL
|
100.0
|
GROWTH
OF $10,000
This
chart shows what happened to a hypothetical $10,000 investment in John Hancock
Multifactor Utilities ETF for the periods indicated, assuming all distributions
were reinvested. For comparison, we’ve shown the same investment in two separate
indexes.
TOP TEN HOLDINGS4
(% of net assets) |
Exelon
Corp. |
6.2
|
Xcel
Energy, Inc. |
5.7
|
Duke
Energy Corp. |
5.3
|
Consolidated
Edison, Inc. |
5.2
|
The
Southern Company |
4.3
|
Entergy
Corp. |
4.2
|
Edison
International |
4.1
|
WEC
Energy Group, Inc. |
3.8
|
Public
Service Enterprise Group, Inc. |
3.7
|
Eversource
Energy |
3.6
|
TOTAL
|
46.1
|
The
value of a $10,000 investment calculated at market value from inception through
period end would be $17,023.
The
chart and table above do not reflect the deduction of taxes that a shareholder
would pay on fund distributions or the redemption or sale of fund shares.
It
is not possible to invest directly in an index. Unlike an index, the fund’s
total returns are reduced by operating expenses and management fees.
4
|
Listed
holdings are a portion of the fund’s total and may change at any time.
They are not recommendations to buy or sell any security. Data excludes
cash and cash equivalents. |
The
expense ratios of the fund, both net (including any fee waivers and/or expense
limitations) and gross (excluding any fee waivers and/or expense limitations),
are set forth according to the most recent publicly available prospectus for the
fund and may differ from those disclosed in the Financial highlights table in
this report. Net expenses reflect contractual expense limitations in effect
until August 31, 2022 and are subject to change. Had the contractual fee waivers
and expense limitations not been in place, gross expenses would apply. The
expense ratios are as follows:
Gross
(%) |
0.94
|
Net
(%) |
0.40
|
Please
refer to the most recent prospectus and annual or semiannual report for more
information on expenses and any expense limitation arrangements for the
fund.
22
|
JOHN
HANCOCK MULTIFACTOR ETFS | ANNUAL REPORT |
|
These
examples are intended to help you understand your ongoing operating expenses of
investing in the fund so you can compare these costs with the ongoing costs of
investing in other funds.
Understanding
fund expenses
As
a shareholder of a fund, you incur two types of costs:
■Transaction
costs, which may include
creation and redemption fees and brokerage charges.
■Ongoing operating
expenses, including
management fees, and other fund expenses.
We
are presenting only your ongoing operating expenses here.
Actual
expenses/actual returns
The
first line of each fund in the following table is intended to provide
information about a fund’s actual ongoing operating expenses, and is based on
the fund’s actual NAV return. It assumes an account value of $1,000.00 on
November 1, 2021, with the same investment held until April 30, 2022.
Together
with the value of your account, you may use this information to estimate the
operating expenses that you paid over the period. Simply divide your account
value at April 30, 2022, by $1,000.00, then multiply it by the “expenses paid”
from the table. For example, for an account value of $8,600.00, the operating
expenses should be calculated as follows:
Hypothetical
example for comparison purposes
The
second line of each fund in the following table allows you to compare a fund’s
ongoing operating expenses with those of any other fund. It provides an example
of the fund’s hypothetical account values and hypothetical expenses based on the
fund’s actual expense ratio and an assumed 5% annualized return before expenses
(which is not the fund’s actual return). It assumes an account value of
$1,000.00 on November 1, 2021, with the same investment held until April 30,
2022. Look in any other fund shareholder report to find its hypothetical example
and you will be able to compare these expenses. Please remember that these
hypothetical account values and expenses may not be used to estimate the actual
ending account balance or expenses you paid for the period.
Remember,
these examples do not include any transaction costs. A fund charges a
transaction fee per creation unit to those creating or redeeming creation units,
and those buying or selling shares in the secondary market will incur customary
brokerage commissions and charges. Therefore, these examples will not help you
to determine the relative total costs of owning different funds. If transaction
costs were included, your expenses would have been higher. See the prospectus
for details regarding transaction costs.
SHAREHOLDER
EXPENSE EXAMPLE CHART
|
Account value
on 11-1-2021 |
Ending value
on 4-30-2022 |
Expenses paid
during 4-30-20221
|
Annualized expense ratio
|
Multifactor Consumer Discretionary ETF |
Actual
expenses/actual returns |
$1,000.00
|
$820.20 |
$1.81
|
0.40%
|
Hypothetical
example for comparison purposes |
1,000.00
|
1,022.80
|
2.01
|
0.40%
|
Multifactor Consumer Staples ETF |
Actual
expenses/actual returns |
$1,000.00
|
$1,118.10
|
$2.10
|
0.40%
|
Hypothetical
example for comparison purposes |
1,000.00
|
1,022.80
|
2.01
|
0.40%
|
Multifactor Developed International ETF |
Actual
expenses/actual returns |
$1,000.00
|
$892.70 |
$1.83
|
0.39%
|
Hypothetical
example for comparison purposes |
1,000.00
|
1,022.90
|
1.96
|
0.39%
|
Multifactor Emerging Markets ETF |
Actual
expenses/actual returns |
$1,000.00
|
$900.10 |
$2.31
|
0.49%
|
Hypothetical
example for comparison purposes |
1,000.00
|
1,022.40
|
2.46
|
0.49%
|
|
ANNUAL | JOHN HANCOCK MULTIFACTOR ETFS |
23
|
SHAREHOLDER
EXPENSE EXAMPLE CHART (continued)
|
Account value
on 11-1-2021 |
Ending value
on 4-30-2022 |
Expenses paid
during 4-30-20221
|
Annualized expense ratio
|
Multifactor Energy ETF |
Actual
expenses/actual returns |
$1,000.00
|
$1,336.70
|
$2.32
|
0.40%
|
Hypothetical
example for comparison purposes |
1,000.00
|
1,022.80
|
2.01
|
0.40%
|
Multifactor Financials ETF |
Actual
expenses/actual returns |
$1,000.00
|
$869.90 |
$1.85
|
0.40%
|
Hypothetical
example for comparison purposes |
1,000.00
|
1,022.80
|
2.01
|
0.40%
|
Multifactor Healthcare ETF |
Actual
expenses/actual returns |
$1,000.00
|
$933.90 |
$1.92
|
0.40%
|
Hypothetical
example for comparison purposes |
1,000.00
|
1,022.80
|
2.01
|
0.40%
|
Multifactor Industrials ETF |
Actual
expenses/actual returns |
$1,000.00
|
$883.80 |
$1.87
|
0.40%
|
Hypothetical
example for comparison purposes |
1,000.00
|
1,022.80
|
2.01
|
0.40%
|
Multifactor Large Cap ETF |
Actual
expenses/actual returns |
$1,000.00
|
$907.90 |
$1.37
|
0.29%
|
Hypothetical
example for comparison purposes |
1,000.00
|
1,023.40
|
1.45
|
0.29%
|
Multifactor Materials ETF |
Actual
expenses/actual returns |
$1,000.00
|
$1,036.90
|
$2.02
|
0.40%
|
Hypothetical
example for comparison purposes |
1,000.00
|
1,022.80
|
2.01
|
0.40%
|
Multifactor Media and Communications ETF |
Actual
expenses/actual returns |
$1,000.00
|
$749.20 |
$1.73
|
0.40%
|
Hypothetical
example for comparison purposes |
1,000.00
|
1,022.80
|
2.01
|
0.40%
|
Multifactor Mid Cap ETF |
Actual
expenses/actual returns |
$1,000.00
|
$894.90 |
$1.93
|
0.41%
|
Hypothetical
example for comparison purposes |
1,000.00
|
1,022.80
|
2.06
|
0.41%
|
Multifactor Small Cap ETF |
Actual
expenses/actual returns |
$1,000.00
|
$888.60 |
$1.97
|
0.42%
|
Hypothetical
example for comparison purposes |
1,000.00
|
1,022.70
|
2.11
|
0.42%
|
Multifactor Technology ETF |
Actual
expenses/actual returns |
$1,000.00
|
$809.80 |
$1.79
|
0.40%
|
Hypothetical
example for comparison purposes |
1,000.00
|
1,022.80
|
2.01
|
0.40%
|
Multifactor Utilities ETF |
Actual
expenses/actual returns |
$1,000.00
|
$1,110.40
|
$2.09
|
0.40%
|
Hypothetical
example for comparison purposes |
1,000.00
|
1,022.80
|
2.01
|
0.40%
|
|
|
1
|
Expenses
are equal to the annualized expense ratio, multiplied by the average
account value over the period, multiplied by 181/365 (to reflect the
one-half year period). |
24
|
JOHN
HANCOCK MULTIFACTOR ETFS | ANNUAL |
|
MULTIFACTOR
CONSUMER DISCRETIONARY ETF
As
of 4-30-22
|
Shares
or Principal Amount |
Value
|
COMMON STOCKS – 99.9% |
|
$16,059,355 |
(Cost
$17,685,532) |
|
|
Consumer discretionary – 91.0% |
14,621,327
|
Auto components – 0.2% |
|
Fox
Factory Holding Corp. (A) |
415
|
33,980
|
Automobiles – 10.1% |
|
Ford
Motor Company |
16,292
|
230,695
|
General
Motors Company (A) |
6,542
|
248,007
|
Harley-Davidson,
Inc. |
1,677
|
61,127
|
Rivian
Automotive, Inc., Class A (A) |
370
|
11,189
|
Tesla,
Inc. (A) |
1,180
|
1,027,494
|
Thor
Industries, Inc. |
520
|
39,806
|
Distributors – 1.9% |
|
Genuine
Parts Company |
1,424
|
185,191
|
LKQ
Corp. |
2,291
|
113,702
|
Diversified consumer services – 0.4% |
|
Bright
Horizons Family Solutions, Inc. (A) |
594
|
67,859
|
Hotels, restaurants and leisure – 21.7% |
|
Airbnb,
Inc., Class A (A) |
586
|
89,781
|
Booking
Holdings, Inc. (A) |
79
|
174,614
|
Boyd
Gaming Corp. |
1,136
|
68,819
|
Caesars
Entertainment, Inc. (A) |
1,617
|
107,175
|
Carnival
Corp. (A) |
6,470
|
111,931
|
Chipotle
Mexican Grill, Inc. (A) |
109
|
158,661
|
Choice
Hotels International, Inc. |
290
|
40,733
|
Churchill
Downs, Inc. |
325
|
65,956
|
Darden
Restaurants, Inc. |
1,405
|
185,081
|
Domino’s
Pizza, Inc. |
260
|
87,880
|
DraftKings,
Inc., Class A (A) |
2,308
|
31,573
|
Expedia
Group, Inc. (A) |
865
|
151,159
|
Hilton
Grand Vacations, Inc. (A) |
636
|
29,784
|
Hilton
Worldwide Holdings, Inc. (A) |
1,780
|
276,416
|
Hyatt
Hotels Corp., Class A (A) |
388
|
36,844
|
Las
Vegas Sands Corp. (A) |
1,633
|
57,857
|
Light
& Wonder, Inc. (A) |
549
|
30,777
|
Marriott
International, Inc., Class A (A) |
1,177
|
208,941
|
Marriott
Vacations Worldwide Corp. |
335
|
50,026
|
McDonald’s
Corp. |
1,574
|
392,178
|
MGM
Resorts International |
3,220
|
132,149
|
Norwegian
Cruise Line Holdings, Ltd. (A)(B) |
2,814
|
56,364
|
Penn
National Gaming, Inc. (A) |
1,412
|
51,637
|
Planet
Fitness, Inc., Class A (A) |
629
|
50,339
|
Red
Rock Resorts, Inc., Class A |
450
|
19,782
|
Royal
Caribbean Cruises, Ltd. (A) |
1,703
|
132,374
|
SeaWorld
Entertainment, Inc. (A) |
348
|
23,469
|
Starbucks
Corp. |
2,514
|
187,645
|
Texas
Roadhouse, Inc. |
655
|
53,926
|
Vail
Resorts, Inc. |
343
|
87,177
|
Wyndham
Hotels & Resorts, Inc. |
877
|
77,141
|
Wynn
Resorts, Ltd. (A) |
655
|
46,164
|
MULTIFACTOR
CONSUMER DISCRETIONARY ETF (continued)
|
Shares
or Principal Amount |
Value
|
Consumer discretionary (continued) |
|
Hotels, restaurants and leisure (continued) |
|
Yum!
Brands, Inc. |
1,891
|
$221,266
|
Household durables – 2.5% |
|
Garmin,
Ltd. |
1,347
|
147,820
|
Helen
of Troy, Ltd. (A) |
243
|
52,126
|
Tempur
Sealy International, Inc. |
2,173
|
58,910
|
Whirlpool
Corp. |
776
|
140,860
|
Internet and direct marketing retail – 7.6% |
|
Amazon.com,
Inc. (A) |
333
|
827,715
|
Chewy,
Inc., Class A (A)(B) |
440
|
12,786
|
DoorDash,
Inc., Class A (A) |
466
|
37,946
|
eBay,
Inc. |
4,304
|
223,464
|
Etsy,
Inc. (A) |
946
|
88,158
|
Wayfair,
Inc., Class A (A)(B) |
344
|
26,467
|
Leisure products – 2.6% |
|
Brunswick
Corp. |
949
|
71,754
|
Hasbro,
Inc. |
1,176
|
103,559
|
Mattel,
Inc. (A) |
4,072
|
98,990
|
Peloton
Interactive, Inc., Class A (A) |
1,553
|
27,271
|
Polaris,
Inc. |
791
|
75,098
|
YETI
Holdings, Inc. (A) |
780
|
38,119
|
Multiline retail – 8.5% |
|
Dollar
General Corp. |
1,433
|
340,380
|
Dollar
Tree, Inc. (A) |
2,200
|
357,390
|
Kohl’s
Corp. |
1,695
|
98,107
|
Macy’s,
Inc. |
3,929
|
94,964
|
Target
Corp. |
2,075
|
474,449
|
Specialty retail – 25.8% |
|
Advance
Auto Parts, Inc. |
654
|
130,558
|
AutoNation,
Inc. (A) |
803
|
93,076
|
AutoZone,
Inc. (A) |
134
|
262,033
|
Bath
& Body Works, Inc. |
1,557
|
82,350
|
Best
Buy Company, Inc. |
3,191
|
286,967
|
Burlington
Stores, Inc. (A) |
481
|
97,912
|
CarMax,
Inc. (A) |
1,665
|
142,824
|
Carvana
Company (A) |
232
|
13,447
|
Dick’s
Sporting Goods, Inc. (B) |
792
|
76,365
|
Five
Below, Inc. (A) |
605
|
95,046
|
Floor
& Decor Holdings, Inc., Class A (A) |
954
|
76,053
|
GameStop
Corp., Class A (A) |
485
|
60,659
|
Lithia
Motors, Inc. |
276
|
78,144
|
Lowe’s
Companies, Inc. |
1,429
|
282,556
|
O’Reilly
Automotive, Inc. (A) |
227
|
137,687
|
Penske
Automotive Group, Inc. |
307
|
32,180
|
RH
(A) |
155
|
52,099
|
Ross
Stores, Inc. |
2,611
|
260,499
|
The
Gap, Inc. |
2,708
|
33,633
|
The
Home Depot, Inc. |
2,770
|
832,108
|
The
TJX Companies, Inc. |
5,847
|
358,304
|
Tractor
Supply Company |
1,309
|
263,698
|
SEE
NOTES TO FINANCIAL STATEMENTS |
ANNUAL
REPORT | JOHN HANCOCK MULTIFACTOR ETFS |
25
|
MULTIFACTOR
CONSUMER DISCRETIONARY ETF (continued)
|
Shares
or Principal Amount |
Value
|
Consumer discretionary (continued) |
|
Specialty retail (continued) |
|
Ulta
Beauty, Inc. (A) |
664
|
$263,475
|
Williams-Sonoma,
Inc. |
1,019
|
132,959
|
Textiles, apparel and luxury goods – 9.7% |
|
Capri
Holdings, Ltd. (A) |
1,356
|
64,681
|
Columbia
Sportswear Company |
342
|
28,099
|
Crocs,
Inc. (A) |
409
|
27,170
|
Deckers
Outdoor Corp. (A) |
306
|
81,320
|
Hanesbrands,
Inc. |
5,392
|
71,498
|
Levi
Strauss & Company, Class A |
1,137
|
20,591
|
Lululemon
Athletica, Inc. (A) |
1,055
|
374,135
|
NIKE,
Inc., Class B |
3,524
|
439,443
|
PVH
Corp. |
573
|
41,703
|
Ralph
Lauren Corp. |
465
|
48,518
|
Skechers
USA, Inc., Class A (A) |
1,224
|
46,879
|
Tapestry,
Inc. |
3,226
|
106,200
|
Under
Armour, Inc., Class A (A) |
1,602
|
24,607
|
Under
Armour, Inc., Class C (A) |
1,668
|
23,669
|
VF
Corp. |
3,215
|
167,180
|
Consumer staples – 5.1% |
816,143
|
Food and staples retailing – 4.0% |
|
Walmart,
Inc. |
4,168
|
637,662
|
Personal products – 1.1% |
|
Coty,
Inc., Class A (A) |
2,667
|
21,629
|
The
Estee Lauder Companies, Inc., Class A |
594
|
156,852
|
Industrials – 3.8% |
621,885
|
Building products – 1.3% |
|
Allegion
PLC |
972
|
111,041
|
Fortune
Brands Home & Security, Inc. |
1,436
|
102,315
|
Commercial services and supplies – 0.4% |
|
Rollins,
Inc. |
2,060
|
69,092
|
Road and rail – 1.7% |
|
Avis
Budget Group, Inc. (A) |
266
|
71,200
|
Lyft,
Inc., Class A (A) |
1,872
|
61,027
|
Uber
Technologies, Inc. (A) |
4,629
|
145,721
|
Trading companies and distributors – 0.4% |
|
SiteOne
Landscape Supply, Inc. (A) |
436
|
61,489
|
|
SHORT-TERM INVESTMENTS – 0.5% |
|
$81,608 |
(Cost
$81,609) |
|
|
Short-term funds – 0.5% |
81,608
|
John
Hancock Collateral Trust, 0.3773% (C)(D) |
1,301
|
13,009
|
|
State
Street Institutional U.S. Government Money Market Fund, Premier Class,
0.2918% (C) |
68,599
|
68,599
|
Total investments (Multifactor Consumer
Discretionary ETF) (Cost $17,767,141) 100.4% |
$16,140,963 |
Other assets and liabilities, net (0.4%) |
|
(71,435) |
Total net assets 100.0% |
|
$16,069,528 |
MULTIFACTOR
CONSUMER DISCRETIONARY ETF (continued)
The percentage shown for each investment category is the total
value of the category as a percentage of the net assets of the fund.
|
Security Abbreviations and Legend |
(A)
|
Non-income
producing security. |
(B)
|
All
or a portion of this security is on loan as of 4-30-22. |
(C)
|
The
rate shown is the annualized seven-day yield as of 4-30-22. |
(D)
|
Investment
is an affiliate of the fund, the advisor and/or subadvisor. This security
represents the investment of cash collateral received for securities
lending. |
MULTIFACTOR
CONSUMER STAPLES ETF
As
of 4-30-22
|
Shares
or Principal Amount |
Value
|
COMMON STOCKS – 99.9% |
|
$37,623,263 |
(Cost
$33,166,938) |
|
|
Consumer discretionary – 0.8% |
285,440
|
Household durables – 0.8% |
|
Newell
Brands, Inc. |
12,330
|
285,440
|
Consumer staples – 94.6% |
35,647,517
|
Beverages – 20.4% |
|
Brown-Forman
Corp., Class A |
896
|
55,928
|
Brown-Forman
Corp., Class B |
8,311
|
560,494
|
Constellation
Brands, Inc., Class A |
4,823
|
1,186,892
|
Keurig
Dr. Pepper, Inc. |
14,741
|
551,313
|
Molson
Coors Beverage Company, Class B |
6,696
|
362,521
|
Monster
Beverage Corp. (A) |
5,047
|
432,427
|
PepsiCo,
Inc. |
13,289
|
2,281,854
|
The
Coca-Cola Company |
34,942
|
2,257,603
|
Food and staples retailing – 18.7% |
|
Albertsons
Companies, Inc., Class A |
4,902
|
153,335
|
BJ’s
Wholesale Club Holdings, Inc. (A) |
4,841
|
311,518
|
Casey’s
General Stores, Inc. |
1,301
|
261,891
|
Costco
Wholesale Corp. |
4,202
|
2,234,287
|
Performance
Food Group Company (A) |
4,290
|
211,283
|
Sysco
Corp. |
9,414
|
804,709
|
The
Kroger Company |
34,796
|
1,877,592
|
U.S.
Foods Holding Corp. (A) |
7,137
|
268,494
|
Walgreens
Boots Alliance, Inc. |
21,920
|
929,408
|
Food products – 33.5% |
|
Archer-Daniels-Midland
Company |
10,442
|
935,186
|
Bunge,
Ltd. |
6,174
|
698,403
|
Campbell
Soup Company |
8,444
|
398,726
|
Conagra
Brands, Inc. |
14,644
|
511,515
|
Darling
Ingredients, Inc. (A) |
6,393
|
469,182
|
Flowers
Foods, Inc. |
8,495
|
225,287
|
General
Mills, Inc. |
25,167
|
1,780,062
|
Hormel
Foods Corp. |
8,953
|
469,048
|
Ingredion,
Inc. |
2,770
|
235,755
|
Kellogg
Company |
13,606
|
932,011
|
Lamb
Weston Holdings, Inc. |
4,697
|
310,472
|
McCormick
& Company, Inc. |
8,169
|
821,556
|
Mondelez
International, Inc., Class A |
16,947
|
1,092,743
|
Pilgrim’s
Pride Corp. (A) |
2,039
|
57,806
|
26
|
JOHN
HANCOCK MULTIFACTOR ETFS | ANNUAL REPORT |
SEE
NOTES TO FINANCIAL STATEMENTS |
MULTIFACTOR
CONSUMER STAPLES ETF (continued)
|
Shares
or Principal Amount |
Value
|
Consumer staples (continued) |
|
Food products (continued) |
|
Post
Holdings, Inc. (A) |
2,426
|
$180,470
|
The
Hershey Company |
5,327
|
1,202,677
|
The
J.M. Smucker Company |
3,722
|
509,653
|
The
Kraft Heinz Company |
13,211
|
563,185
|
Tyson
Foods, Inc., Class A |
13,042
|
1,214,993
|
Household products – 15.5% |
|
Church
& Dwight Company, Inc. |
9,480
|
924,869
|
Colgate-Palmolive
Company |
15,404
|
1,186,878
|
Kimberly-Clark
Corp. |
6,309
|
875,878
|
Reynolds
Consumer Products, Inc. |
2,648
|
78,354
|
The
Clorox Company |
3,739
|
536,434
|
The
Procter & Gamble Company |
13,990
|
2,246,095
|
Tobacco – 6.5% |
|
Altria
Group, Inc. |
17,474
|
971,030
|
Philip
Morris International, Inc. |
14,777
|
1,477,700
|
Materials – 4.5% |
1,690,306
|
Chemicals – 4.5% |
|
Corteva,
Inc. |
26,448
|
1,525,785
|
The
Scotts Miracle-Gro Company |
1,583
|
164,521
|
|
SHORT-TERM INVESTMENTS – 0.2% |
|
$68,033 |
(Cost
$68,033) |
|
|
Short-term funds – 0.2% |
68,033
|
State
Street Institutional U.S. Government Money Market Fund, Premier Class,
0.2918% (B) |
68,033
|
68,033
|
Total investments (Multifactor Consumer Staples
ETF) (Cost $33,234,971) 100.1% |
$37,691,296 |
Other assets and liabilities, net (0.1%) |
|
(23,501) |
Total net assets 100.0% |
|
$37,667,795 |
The percentage shown for each investment category is the total
value of the category as a percentage of the net assets of the fund.
|
Security Abbreviations and Legend |
(A)
|
Non-income
producing security. |
(B)
|
The
rate shown is the annualized seven-day yield as of 4-30-22.
|
MULTIFACTOR
DEVELOPED INTERNATIONAL ETF
As
of 4-30-22
|
Shares
or Principal Amount |
Value
|
COMMON STOCKS - 98.2% |
$474,103,536 |
(Cost
$458,091,146) |
|
|
Australia - 7.0% |
33,742,572
|
Ampol,
Ltd. |
3,157
|
75,943
|
APA
Group |
71,873
|
586,870
|
Aristocrat
Leisure, Ltd. |
16,385
|
391,937
|
ASX,
Ltd. |
3,680
|
226,659
|
Aurizon
Holdings, Ltd. |
222,528
|
637,302
|
Australia
& New Zealand Banking Group, Ltd. |
61,522
|
1,193,573
|
MULTIFACTOR
DEVELOPED INTERNATIONAL ETF (continued)
|
Shares
or Principal Amount |
Value
|
Australia (continued) |
|
BHP
Group, Ltd. |
96,514
|
$3,292,895
|
BlueScope
Steel, Ltd. |
50,257
|
733,589
|
Brambles,
Ltd. |
77,558
|
581,480
|
CIMIC
Group, Ltd. (A) |
2,133
|
33,348
|
Cochlear,
Ltd. |
3,240
|
533,583
|
Coles
Group, Ltd. |
30,053
|
399,379
|
Commonwealth
Bank of Australia |
34,454
|
2,543,475
|
Computershare,
Ltd. |
33,384
|
600,938
|
Crown
Resorts, Ltd. (B) |
22,972
|
210,593
|
CSL,
Ltd. |
9,886
|
1,920,066
|
Dexus
|
26,259
|
208,443
|
Domino’s
Pizza Enterprises, Ltd. |
2,556
|
136,795
|
EBOS
Group, Ltd. |
583
|
16,044
|
Endeavour
Group, Ltd. |
70,748
|
392,161
|
Evolution
Mining, Ltd. |
90,669
|
260,957
|
Fortescue
Metals Group, Ltd. |
64,772
|
995,634
|
Goodman
Group |
23,092
|
393,520
|
Insurance
Australia Group, Ltd. |
125,937
|
406,317
|
Lendlease
Corp., Ltd. |
39,955
|
347,827
|
Macquarie
Group, Ltd. |
5,598
|
823,412
|
Medibank
Private, Ltd. |
210,976
|
479,776
|
Mineral
Resources, Ltd. |
9,470
|
393,966
|
Mirvac
Group |
96,918
|
166,677
|
National
Australia Bank, Ltd. |
56,004
|
1,298,650
|
Newcrest
Mining, Ltd. |
14,986
|
286,267
|
Northern
Star Resources, Ltd. |
65,667
|
458,263
|
Origin
Energy, Ltd. |
107,069
|
520,446
|
OZ
Minerals, Ltd. |
19,404
|
344,736
|
Qantas
Airways, Ltd. (B) |
34,540
|
137,457
|
QBE
Insurance Group, Ltd. |
87,105
|
762,623
|
Ramsay
Health Care, Ltd. |
11,049
|
636,874
|
REA
Group, Ltd. |
1,439
|
132,348
|
Reece,
Ltd. |
7,632
|
94,969
|
Rio
Tinto, Ltd. |
16,622
|
1,332,796
|
Santos,
Ltd. |
83,814
|
476,500
|
Scentre
Group |
112,988
|
240,082
|
SEEK,
Ltd. |
9,413
|
189,844
|
Sonic
Healthcare, Ltd. |
38,981
|
1,017,489
|
South32,
Ltd. |
112,439
|
381,146
|
Stockland
|
71,115
|
210,238
|
Suncorp
Group, Ltd. |
72,984
|
594,385
|
Tabcorp
Holdings, Ltd. |
129,998
|
504,412
|
Telstra
Corp., Ltd. |
109,948
|
315,664
|
The
GPT Group |
47,102
|
170,378
|
TPG
Telecom, Ltd. |
9,213
|
38,498
|
Transurban
Group |
39,753
|
405,112
|
Treasury
Wine Estates, Ltd. |
39,796
|
318,727
|
Vicinity
Centres |
75,780
|
100,975
|
Wesfarmers,
Ltd. |
21,523
|
755,742
|
Westpac
Banking Corp. |
79,922
|
1,355,735
|
WiseTech
Global, Ltd. |
3,894
|
125,274
|
SEE
NOTES TO FINANCIAL STATEMENTS |
ANNUAL
REPORT | JOHN HANCOCK MULTIFACTOR ETFS |
27
|
MULTIFACTOR
DEVELOPED INTERNATIONAL ETF (continued)
|
Shares
or Principal Amount |
Value
|
Australia (continued) |
|
Woodside
Petroleum, Ltd. |
29,806
|
$659,808
|
Woolworths
Group, Ltd. |
32,666
|
893,975
|
Austria - 0.2% |
1,010,619
|
ANDRITZ
AG |
2,356
|
101,307
|
BAWAG
Group AG (B)(C) |
758
|
36,560
|
CA
Immobilien Anlagen AG |
1,172
|
33,383
|
Erste
Group Bank AG |
8,179
|
255,919
|
Mayr
Melnhof Karton AG |
449
|
79,766
|
OMV
AG |
4,218
|
218,484
|
Raiffeisen
Bank International AG |
4,776
|
55,322
|
Telekom
Austria AG (B) |
2,788
|
20,000
|
Verbund
AG |
1,135
|
122,371
|
voestalpine
AG |
3,310
|
87,507
|
Belgium - 1.0% |
4,597,253
|
Ackermans
& van Haaren NV |
2,207
|
396,738
|
Ageas
SA/NV |
17,012
|
823,400
|
Anheuser-Busch
InBev SA/NV (A) |
24,961
|
1,458,827
|
D’ieteren
Group |
466
|
76,199
|
Elia
Group SA/NV |
805
|
128,829
|
Etablissements
Franz Colruyt NV |
3,801
|
140,065
|
KBC
Group NV |
8,585
|
588,870
|
Proximus
SADP |
11,458
|
200,654
|
Solvay
SA |
2,998
|
286,418
|
UCB
SA |
1,228
|
140,430
|
Umicore
SA |
5,688
|
221,601
|
Warehouses
De Pauw CVA |
3,485
|
135,222
|
Chile - 0.1% |
535,425
|
Antofagasta
PLC |
27,496
|
535,425
|
Denmark - 2.6% |
12,590,869
|
A.P.
Moller - Maersk A/S, Series A |
85
|
243,501
|
A.P.
Moller - Maersk A/S, Series B |
99
|
290,346
|
Carlsberg
A/S, Class B |
6,728
|
866,750
|
Coloplast
A/S, B Shares |
5,172
|
703,409
|
Danske
Bank A/S |
44,545
|
689,215
|
Demant
A/S (B) |
3,066
|
136,053
|
DSV
A/S |
5,398
|
895,673
|
Genmab
A/S (B) |
4,563
|
1,621,022
|
Novo
Nordisk A/S, B Shares |
33,150
|
3,818,834
|
Novozymes
A/S, B Shares |
15,329
|
1,074,354
|
Orsted
A/S (C) |
5,376
|
604,517
|
Pandora
A/S |
7,335
|
654,307
|
Tryg
A/S |
11,346
|
271,932
|
Vestas
Wind Systems A/S |
27,807
|
720,956
|
Finland - 1.4% |
6,882,105
|
Elisa
OYJ |
9,268
|
545,181
|
Fortum
OYJ |
13,511
|
226,630
|
Kesko
OYJ, A Shares |
8,718
|
206,014
|
Kesko
OYJ, B Shares |
18,996
|
481,557
|
MULTIFACTOR
DEVELOPED INTERNATIONAL ETF (continued)
|
Shares
or Principal Amount |
Value
|
Finland (continued) |
|
Kone
OYJ, Class B |
10,863
|
$528,188
|
Metso
Outotec OYJ |
47,399
|
410,429
|
Neste
OYJ |
11,574
|
503,052
|
Nokia
OYJ (B) |
147,613
|
758,456
|
Nordea
Bank ABP |
74,817
|
756,132
|
Orion
OYJ, Class A |
1,012
|
41,210
|
Orion
OYJ, Class B |
6,434
|
254,126
|
Sampo
OYJ, A Shares |
7,023
|
343,848
|
Stora
Enso OYJ, R Shares |
57,571
|
1,147,579
|
UPM-Kymmene
OYJ |
12,714
|
443,154
|
Wartsila
OYJ ABP |
29,128
|
236,549
|
France - 11.3% |
54,618,261
|
Air
Liquide SA |
12,056
|
2,102,874
|
Airbus
SE |
13,836
|
1,540,493
|
AXA
SA (A) |
53,004
|
1,423,636
|
BNP
Paribas SA |
25,889
|
1,357,523
|
Capgemini
SE |
13,400
|
2,772,135
|
Cie
de Saint-Gobain |
62,107
|
3,690,730
|
Cie
Generale des Etablissements Michelin SCA |
26,999
|
3,390,854
|
Credit
Agricole SA |
103,420
|
1,132,052
|
Danone
SA (A) |
37,377
|
2,272,796
|
Dassault
Systemes SE |
7,704
|
345,696
|
Electricite
de France SA |
68,903
|
631,233
|
Engie
SA (A) |
163,521
|
1,953,119
|
EssilorLuxottica
SA |
6,018
|
1,039,916
|
Hermes
International |
670
|
838,638
|
Kering
SA |
1,499
|
811,401
|
Legrand
SA |
20,070
|
1,794,611
|
L’Oreal
SA |
2,932
|
1,079,188
|
LVMH
Moet Hennessy Louis Vuitton SE |
6,172
|
4,033,659
|
Orange
SA |
286,318
|
3,418,616
|
Pernod
Ricard SA |
8,520
|
1,776,513
|
Safran
SA |
17,314
|
1,884,625
|
Sanofi
(A) |
21,789
|
2,325,755
|
Sartorius
Stedim Biotech |
1,170
|
386,210
|
Schneider
Electric SE |
6,990
|
1,015,414
|
Societe
Generale SA |
61,291
|
1,498,148
|
Teleperformance
|
3,261
|
1,178,954
|
Thales
SA |
7,126
|
917,144
|
TotalEnergies
SE |
72,483
|
3,611,105
|
Veolia
Environnement SA (A) |
65,497
|
1,927,781
|
Vinci
SA (A) |
25,193
|
2,467,442
|
Germany - 8.1% |
38,973,353
|
adidas
AG |
4,091
|
836,057
|
Allianz
SE |
10,199
|
2,326,190
|
BASF
SE |
26,148
|
1,390,552
|
Bayer
AG |
44,927
|
2,981,193
|
Bayerische
Motoren Werke AG |
21,066
|
1,744,773
|
Beiersdorf
AG |
4,381
|
442,855
|
Carl
Zeiss Meditec AG, Bearer Shares |
1,375
|
174,647
|
28
|
JOHN
HANCOCK MULTIFACTOR ETFS | ANNUAL REPORT |
SEE
NOTES TO FINANCIAL STATEMENTS |
MULTIFACTOR
DEVELOPED INTERNATIONAL ETF (continued)
|
Shares
or Principal Amount |
Value
|
Germany (continued) |
|
Continental
AG (B) |
14,836
|
$1,033,295
|
Daimler
Truck Holding AG (B) |
20,564
|
559,705
|
Delivery
Hero SE (B)(C) |
4,427
|
158,042
|
Deutsche
Bank AG (B) |
148,949
|
1,512,570
|
Deutsche
Boerse AG |
12,282
|
2,153,437
|
Deutsche
Post AG |
24,315
|
1,049,644
|
Deutsche
Telekom AG |
129,867
|
2,407,147
|
Deutsche
Wohnen SE |
4,832
|
139,111
|
E.ON
SE |
142,222
|
1,489,869
|
Evonik
Industries AG |
18,380
|
484,944
|
Fresenius
Medical Care AG & Company KGaA |
20,088
|
1,259,643
|
Fresenius
SE & Company KGaA |
41,341
|
1,474,109
|
Hannover
Rueck SE |
4,320
|
678,595
|
Hapag-Lloyd
AG (C) |
729
|
294,549
|
HeidelbergCement
AG |
13,356
|
778,609
|
Henkel
AG & Company KGaA |
1,967
|
125,750
|
Infineon
Technologies AG |
16,477
|
477,147
|
Knorr-Bremse
AG |
4,137
|
298,258
|
Mercedes-Benz
Group AG |
43,872
|
3,105,574
|
Merck
KGaA |
2,243
|
418,709
|
MTU
Aero Engines AG |
804
|
164,250
|
Muenchener
Rueckversicherungs-Gesellschaft AG |
4,302
|
1,031,577
|
Puma
SE |
5,193
|
387,210
|
RWE
AG |
45,219
|
1,888,593
|
SAP
SE |
11,496
|
1,183,179
|
Siemens
AG |
9,708
|
1,206,239
|
Siemens
Energy AG |
23,211
|
451,285
|
Siemens
Healthineers AG (C) |
3,160
|
170,883
|
Symrise
AG |
7,997
|
957,114
|
Volkswagen
AG |
1,806
|
398,576
|
Vonovia
SE |
22,334
|
895,328
|
Zalando
SE (B)(C) |
11,129
|
444,145
|
Hong Kong - 2.7% |
12,938,454
|
AIA
Group, Ltd. |
312,124
|
3,092,936
|
BOC
Hong Kong Holdings, Ltd. |
98,295
|
358,921
|
Budweiser
Brewing Company APAC, Ltd. (C) |
20,000
|
50,420
|
Chow
Tai Fook Jewellery Group, Ltd. (B) |
117,000
|
198,028
|
CK
Asset Holdings, Ltd. |
136,969
|
932,195
|
CK
Hutchison Holdings, Ltd. |
73,773
|
519,015
|
CK
Infrastructure Holdings, Ltd. |
42,929
|
289,161
|
CLP
Holdings, Ltd. |
193,071
|
1,882,443
|
Galaxy
Entertainment Group, Ltd. |
22,641
|
131,584
|
Hang
Seng Bank, Ltd. |
19,589
|
348,281
|
Henderson
Land Development Company, Ltd. |
93,398
|
379,132
|
Hong
Kong & China Gas Company, Ltd. |
114,065
|
126,333
|
Hong
Kong Exchanges & Clearing, Ltd. |
31,025
|
1,335,718
|
Link
REIT |
50,786
|
440,793
|
MTR
Corp., Ltd. |
40,913
|
218,223
|
Orient
Overseas International, Ltd. |
8,500
|
238,983
|
MULTIFACTOR
DEVELOPED INTERNATIONAL ETF (continued)
|
Shares
or Principal Amount |
Value
|
Hong Kong (continued) |
|
Power
Assets Holdings, Ltd. |
94,573
|
$637,024
|
Sun
Hung Kai Properties, Ltd. |
41,162
|
477,136
|
Swire
Properties, Ltd. |
78,801
|
190,621
|
Techtronic
Industries Company, Ltd. |
45,577
|
618,060
|
Wharf
Real Estate Investment Company, Ltd. |
99,993
|
473,447
|
Ireland - 1.0% |
5,004,409
|
CRH
PLC |
37,503
|
1,510,546
|
DCC
PLC |
5,940
|
453,277
|
Experian
PLC |
24,230
|
849,348
|
Flutter
Entertainment PLC (B) |
3,129
|
318,805
|
James
Hardie Industries PLC, CHESS Depositary Interest |
11,310
|
333,876
|
Kerry
Group PLC, Class A |
1,699
|
188,198
|
Kingspan
Group PLC |
10,073
|
946,397
|
Smurfit
Kappa Group PLC |
9,413
|
403,962
|
Israel - 0.4% |
2,157,376
|
Azrieli
Group, Ltd. |
399
|
34,508
|
Bank
Hapoalim BM |
29,877
|
278,782
|
Bank
Leumi Le-Israel BM |
58,032
|
613,048
|
CyberArk
Software, Ltd. (B) |
224
|
35,199
|
Elbit
Systems, Ltd. |
545
|
118,784
|
ICL
Group, Ltd. |
19,324
|
213,275
|
Israel
Discount Bank, Ltd., Class A |
23,668
|
140,951
|
Mizrahi
Tefahot Bank, Ltd. |
6,479
|
241,396
|
Nice,
Ltd. (B) |
654
|
134,517
|
Teva
Pharmaceutical Industries, Ltd. (B) |
30,881
|
275,490
|
Wix.com,
Ltd. (B) |
488
|
36,824
|
ZIM
Integrated Shipping Services, Ltd. |
622
|
34,602
|
Italy - 2.3% |
11,070,106
|
Amplifon
SpA |
7,737
|
311,957
|
Assicurazioni
Generali SpA (A) |
25,802
|
492,679
|
Atlantia
SpA (B) |
21,067
|
507,388
|
Davide
Campari-Milano NV |
24,728
|
281,346
|
DiaSorin
SpA |
1,610
|
212,394
|
Enel
SpA |
170,552
|
1,118,767
|
Eni
SpA |
106,639
|
1,506,359
|
Ferrari
NV |
3,241
|
694,076
|
FinecoBank
Banca Fineco SpA |
30,234
|
425,006
|
Infrastrutture
Wireless Italiane SpA (C) |
15,347
|
164,817
|
Intesa
Sanpaolo SpA |
383,737
|
791,349
|
Mediobanca
Banca di Credito Finanziario SpA |
64,172
|
650,716
|
Moncler
SpA |
13,247
|
702,659
|
Nexi
SpA (B)(C) |
7,870
|
78,226
|
Poste
Italiane SpA (C) |
23,037
|
227,913
|
PRADA
SpA |
30,200
|
188,602
|
Prysmian
SpA |
11,022
|
363,016
|
Recordati
Industria Chimica e Farmaceutica SpA |
6,936
|
336,515
|
Snam
SpA |
55,046
|
303,362
|
Telecom
Italia SpA (A) |
1,411,480
|
414,102
|
SEE
NOTES TO FINANCIAL STATEMENTS |
ANNUAL
REPORT | JOHN HANCOCK MULTIFACTOR ETFS |
29
|
MULTIFACTOR
DEVELOPED INTERNATIONAL ETF (continued)
|
Shares
or Principal Amount |
Value
|
Italy (continued) |
|
Terna
- Rete Elettrica Nazionale |
84,905
|
$695,605
|
UniCredit
SpA (A) |
50,950
|
478,641
|
UnipolSai
Assicurazioni SpA (A) |
44,009
|
124,611
|
Japan - 21.5% |
103,905,157
|
Acom
Company, Ltd. |
17,900
|
46,284
|
Advantest
Corp. |
5,100
|
353,882
|
Aeon
Company, Ltd. |
17,600
|
335,332
|
AGC,
Inc. |
25,100
|
947,353
|
Aisin
Corp. |
19,500
|
568,926
|
Ajinomoto
Company, Inc. |
13,600
|
355,326
|
ANA
Holdings, Inc. (B) |
10,400
|
196,947
|
Asahi
Group Holdings, Ltd. |
8,000
|
300,278
|
Asahi
Intecc Company, Ltd. |
9,000
|
176,443
|
Asahi
Kasei Corp. |
59,000
|
487,948
|
Astellas
Pharma, Inc. |
20,300
|
309,921
|
Azbil
Corp. |
1,800
|
55,225
|
Bandai
Namco Holdings, Inc. |
4,501
|
307,768
|
BayCurrent
Consulting, Inc. |
600
|
199,830
|
Bridgestone
Corp. |
21,300
|
783,707
|
Brother
Industries, Ltd. |
13,500
|
235,906
|
Canon,
Inc. |
20,800
|
480,827
|
Capcom
Company, Ltd. |
7,500
|
198,846
|
Central
Japan Railway Company |
4,444
|
562,875
|
Chubu
Electric Power Company, Inc. |
30,400
|
307,848
|
Chugai
Pharmaceutical Company, Ltd. |
12,300
|
370,538
|
Concordia
Financial Group, Ltd. |
78,500
|
285,983
|
Cosmos
Pharmaceutical Corp. |
700
|
65,321
|
CyberAgent,
Inc. |
24,600
|
263,165
|
Dai
Nippon Printing Company, Ltd. |
19,724
|
413,936
|
Daifuku
Company, Ltd. |
4,600
|
285,814
|
Dai-ichi
Life Holdings, Inc. |
26,200
|
526,690
|
Daiichi
Sankyo Company, Ltd. |
20,400
|
513,621
|
Daikin
Industries, Ltd. |
5,647
|
873,681
|
Daito
Trust Construction Company, Ltd. |
4,086
|
394,850
|
Daiwa
House Industry Company, Ltd. |
27,400
|
664,697
|
Daiwa
House REIT Investment Corp. |
44
|
106,977
|
Daiwa
Securities Group, Inc. |
84,800
|
416,277
|
Denso
Corp. |
9,800
|
601,872
|
Dentsu
Group, Inc. |
12,200
|
443,046
|
Disco
Corp. |
1,798
|
445,475
|
East
Japan Railway Company |
8,700
|
457,898
|
Eisai
Company, Ltd. |
2,872
|
125,556
|
ENEOS
Holdings, Inc. |
316,500
|
1,114,444
|
FANUC
Corp. |
1,970
|
306,615
|
Fast
Retailing Company, Ltd. |
1,419
|
658,900
|
Fuji
Electric Company, Ltd. |
11,393
|
505,633
|
FUJIFILM
Holdings Corp. |
9,900
|
548,107
|
Fujitsu,
Ltd. |
3,400
|
490,344
|
GLP
J-REIT |
88
|
119,407
|
GMO
Payment Gateway, Inc. |
2,500
|
213,994
|
MULTIFACTOR
DEVELOPED INTERNATIONAL ETF (continued)
|
Shares
or Principal Amount |
Value
|
Japan (continued) |
|
Hakuhodo
DY Holdings, Inc. |
11,900
|
$141,448
|
Hamamatsu
Photonics KK |
3,700
|
167,351
|
Hankyu
Hanshin Holdings, Inc. |
20,200
|
535,559
|
Hikari
Tsushin, Inc. |
541
|
63,679
|
Hino
Motors, Ltd. |
27,900
|
145,142
|
Hirose
Electric Company, Ltd. |
1,005
|
129,077
|
Hitachi
Construction Machinery Company, Ltd. |
8,700
|
198,429
|
Hitachi
Metals, Ltd. (B) |
8,500
|
133,050
|
Hitachi,
Ltd. |
34,600
|
1,621,575
|
Honda
Motor Company, Ltd. |
44,854
|
1,183,666
|
Hoshizaki
Corp. |
2,100
|
133,722
|
Hoya
Corp. |
10,200
|
1,022,677
|
Hulic
Company, Ltd. |
42,400
|
359,333
|
Ibiden
Company, Ltd. |
4,900
|
186,832
|
Idemitsu
Kosan Company, Ltd. |
22,659
|
595,507
|
Iida
Group Holdings Company, Ltd. |
9,100
|
145,954
|
Inpex
Corp. |
49,000
|
579,407
|
Isuzu
Motors, Ltd. |
57,500
|
673,259
|
ITOCHU
Corp. |
55,300
|
1,678,293
|
Itochu
Techno-Solutions Corp. |
5,500
|
129,689
|
Japan
Airlines Company, Ltd. (B) |
14,200
|
235,753
|
Japan
Exchange Group, Inc. |
21,700
|
326,857
|
Japan
Metropolitan Fund Investment Corp. |
126
|
100,462
|
Japan
Post Bank Company, Ltd. |
8,000
|
60,636
|
Japan
Post Holdings Company, Ltd. |
35,600
|
250,458
|
Japan
Post Insurance Company, Ltd. |
10,600
|
172,221
|
Japan
Real Estate Investment Corp. |
37
|
179,631
|
Japan
Tobacco, Inc. |
46,100
|
791,165
|
JFE
Holdings, Inc. |
44,400
|
546,604
|
JSR
Corp. |
8,700
|
238,720
|
Kajima
Corp. |
36,700
|
410,736
|
Kakaku.com,
Inc. |
4,600
|
97,390
|
Kansai
Paint Company, Ltd. |
7,300
|
101,477
|
Kao
Corp. |
12,800
|
516,801
|
Kawasaki
Kisen Kaisha, Ltd. |
1,700
|
89,881
|
KDDI
Corp. |
39,900
|
1,335,030
|
Keio
Corp. |
4,370
|
168,479
|
Keisei
Electric Railway Company, Ltd. |
8,200
|
202,215
|
Keyence
Corp. |
1,770
|
722,017
|
Kikkoman
Corp. |
1,500
|
84,748
|
Kintetsu
Group Holdings Company, Ltd. |
7,100
|
204,681
|
Kirin
Holdings Company, Ltd. |
8,000
|
117,351
|
Kobayashi
Pharmaceutical Company, Ltd. |
1,400
|
96,064
|
Kobe
Bussan Company, Ltd. |
6,900
|
170,423
|
Koei
Tecmo Holdings Company, Ltd. |
950
|
29,073
|
Koito
Manufacturing Company, Ltd. |
5,600
|
206,823
|
Komatsu,
Ltd. |
22,300
|
502,766
|
Konami
Holdings Corp. |
5,600
|
347,515
|
Kose
Corp. |
800
|
82,989
|
Kubota
Corp. |
21,500
|
368,152
|
Kyocera
Corp. |
8,200
|
434,367
|
30
|
JOHN
HANCOCK MULTIFACTOR ETFS | ANNUAL REPORT |
SEE
NOTES TO FINANCIAL STATEMENTS |
MULTIFACTOR
DEVELOPED INTERNATIONAL ETF (continued)
|
Shares
or Principal Amount |
Value
|
Japan (continued) |
|
Kyowa
Kirin Company, Ltd. |
4,600
|
$97,035
|
Lasertec
Corp. |
2,100
|
287,137
|
Lawson,
Inc. |
4,300
|
158,313
|
Lixil
Corp. |
40,100
|
710,014
|
M3,
Inc. |
9,900
|
321,085
|
Makita
Corp. |
2,500
|
74,695
|
Marubeni
Corp. |
41,900
|
460,040
|
Mazda
Motor Corp. |
52,400
|
375,730
|
Medipal
Holdings Corp. |
4,100
|
67,373
|
MEIJI
Holdings Company, Ltd. |
5,900
|
294,636
|
Mercari,
Inc. (A)(B) |
2,200
|
37,527
|
MINEBEA
MITSUMI, Inc. |
35,000
|
680,766
|
MISUMI
Group, Inc. |
15,900
|
402,532
|
Mitsubishi
Chemical Holdings Corp. |
132,500
|
810,995
|
Mitsubishi
Corp. |
32,400
|
1,096,088
|
Mitsubishi
Electric Corp. |
33,800
|
356,888
|
Mitsubishi
Estate Company, Ltd. |
17,300
|
251,502
|
Mitsubishi
HC Capital, Inc. |
83,000
|
374,768
|
Mitsubishi
Heavy Industries, Ltd. |
26,400
|
903,705
|
Mitsubishi
UFJ Financial Group, Inc. |
287,070
|
1,671,325
|
Mitsui
& Company, Ltd. |
38,100
|
926,328
|
Mitsui
Chemicals, Inc. |
21,900
|
502,875
|
Mitsui
Fudosan Company, Ltd. |
17,700
|
375,080
|
Mitsui
O.S.K. Lines, Ltd. |
13,500
|
319,890
|
Mizuho
Financial Group, Inc. |
51,500
|
627,453
|
MonotaRO
Company, Ltd. |
6,300
|
109,846
|
MS&AD
Insurance Group Holdings, Inc. |
11,800
|
353,472
|
Murata
Manufacturing Company, Ltd. |
10,700
|
643,685
|
NEC
Corp. |
15,003
|
584,788
|
Nexon
Company, Ltd. |
3,800
|
87,169
|
NGK
Insulators, Ltd. |
15,900
|
215,011
|
Nidec
Corp. |
8,600
|
566,806
|
Nihon
M&A Center Holdings, Inc. |
14,300
|
178,143
|
Nintendo
Company, Ltd. |
2,017
|
932,683
|
Nippon
Building Fund, Inc. |
32
|
166,471
|
Nippon
Express Holdings, Inc. |
10,300
|
607,379
|
Nippon
Paint Holdings Company, Ltd. |
10,500
|
84,204
|
Nippon
Prologis REIT, Inc. |
49
|
136,342
|
Nippon
Sanso Holdings Corp. |
15,400
|
277,785
|
Nippon
Shinyaku Company, Ltd. |
1,500
|
101,999
|
Nippon
Steel Corp. |
29,700
|
474,407
|
Nippon
Telegraph & Telephone Corp. |
67,666
|
2,009,193
|
Nippon
Yusen KK |
9,000
|
657,147
|
Nissan
Chemical Corp. |
7,900
|
421,341
|
Nissan
Motor Company, Ltd. (B) |
64,000
|
255,387
|
Nisshin
Seifun Group, Inc. |
8,700
|
116,707
|
Nissin
Foods Holdings Company, Ltd. |
2,316
|
161,777
|
Nitori
Holdings Company, Ltd. |
2,201
|
226,793
|
Nitto
Denko Corp. |
13,994
|
945,103
|
Nomura
Holdings, Inc. |
73,500
|
283,652
|
Nomura
Real Estate Master Fund, Inc. |
108
|
135,875
|
MULTIFACTOR
DEVELOPED INTERNATIONAL ETF (continued)
|
Shares
or Principal Amount |
Value
|
Japan (continued) |
|
Nomura
Research Institute, Ltd. |
9,800
|
$280,627
|
NTT
Data Corp. |
16,200
|
300,468
|
Obayashi
Corp. |
55,000
|
380,364
|
Obic
Company, Ltd. |
700
|
104,168
|
Odakyu
Electric Railway Company, Ltd. |
13,700
|
208,947
|
Oji
Holdings Corp. |
76,500
|
363,723
|
Olympus
Corp. |
31,000
|
552,478
|
Omron
Corp. |
2,000
|
119,265
|
Ono
Pharmaceutical Company, Ltd. |
7,365
|
189,469
|
Oracle
Corp. Japan |
1,400
|
90,553
|
Oriental
Land Company, Ltd. |
2,100
|
320,527
|
ORIX
Corp. |
47,800
|
875,866
|
Osaka
Gas Company, Ltd. |
34,100
|
617,201
|
Otsuka
Corp. |
7,000
|
230,974
|
Otsuka
Holdings Company, Ltd. |
7,200
|
242,464
|
Pan
Pacific International Holdings Corp. |
9,400
|
145,905
|
Panasonic
Holdings Corp. |
96,704
|
866,201
|
Rakuten
Group, Inc. |
9,300
|
65,895
|
Recruit
Holdings Company, Ltd. |
24,900
|
925,966
|
Renesas
Electronics Corp. (B) |
20,000
|
217,351
|
Resona
Holdings, Inc. |
143,200
|
624,372
|
Ricoh
Company, Ltd. |
37,800
|
277,461
|
Rohm
Company, Ltd. |
5,200
|
367,644
|
Ryohin
Keikaku Company, Ltd. |
14,600
|
131,734
|
Santen
Pharmaceutical Company, Ltd. |
12,900
|
105,841
|
SBI
Holdings, Inc. |
22,100
|
496,892
|
SCSK
Corp. |
8,200
|
131,392
|
Secom
Company, Ltd. |
2,261
|
160,099
|
Seiko
Epson Corp. |
39,000
|
547,252
|
Sekisui
Chemical Company, Ltd. |
35,800
|
486,047
|
Sekisui
House, Ltd. |
32,900
|
573,642
|
Seven
& i Holdings Company, Ltd. |
20,400
|
900,333
|
SG
Holdings Company, Ltd. |
19,800
|
350,428
|
Sharp
Corp. |
11,500
|
97,638
|
Shimadzu
Corp. |
17,100
|
565,557
|
Shimano,
Inc. |
1,286
|
231,274
|
Shimizu
Corp. |
49,400
|
260,421
|
Shin-Etsu
Chemical Company, Ltd. |
5,798
|
804,855
|
Shionogi
& Company, Ltd. |
2,871
|
161,123
|
Shiseido
Company, Ltd. |
4,477
|
212,032
|
SMC
Corp. |
645
|
313,887
|
SoftBank
Corp. |
45,100
|
527,373
|
SoftBank
Group Corp. |
27,836
|
1,132,046
|
Sompo
Holdings, Inc. |
11,500
|
469,107
|
Sony
Group Corp. |
22,900
|
1,983,158
|
Square
Enix Holdings Company, Ltd. |
3,600
|
144,767
|
Stanley
Electric Company, Ltd. |
9,900
|
171,470
|
Subaru
Corp. |
27,900
|
421,859
|
SUMCO
Corp. |
17,100
|
250,376
|
Sumitomo
Chemical Company, Ltd. |
145,600
|
619,216
|
Sumitomo
Corp. |
29,300
|
466,208
|
SEE
NOTES TO FINANCIAL STATEMENTS |
ANNUAL
REPORT | JOHN HANCOCK MULTIFACTOR ETFS |
31
|
MULTIFACTOR
DEVELOPED INTERNATIONAL ETF (continued)
|
Shares
or Principal Amount |
Value
|
Japan (continued) |
|
Sumitomo
Electric Industries, Ltd. |
47,000
|
$507,329
|
Sumitomo
Metal Mining Company, Ltd. |
6,100
|
267,004
|
Sumitomo
Mitsui Financial Group, Inc. |
31,900
|
963,943
|
Sumitomo
Mitsui Trust Holdings, Inc. |
17,075
|
531,254
|
Sumitomo
Pharma Company, Ltd. |
9,500
|
84,837
|
Sumitomo
Realty & Development Company, Ltd. |
5,700
|
151,079
|
Suntory
Beverage & Food, Ltd. |
5,700
|
225,695
|
Suzuki
Motor Corp. |
11,000
|
331,800
|
Sysmex
Corp. |
3,748
|
249,076
|
T&D
Holdings, Inc. |
40,000
|
515,591
|
Taisei
Corp. |
16,161
|
439,700
|
Taisho
Pharmaceutical Holdings Company, Ltd. |
2,729
|
107,424
|
Taiyo
Yuden Company, Ltd. |
5,200
|
207,904
|
Takeda
Pharmaceutical Company, Ltd. |
47,647
|
1,386,088
|
TDK
Corp. |
15,800
|
495,732
|
Terumo
Corp. |
7,900
|
237,439
|
The
Chiba Bank, Ltd. |
59,500
|
343,976
|
The
Kansai Electric Power Company, Inc. |
65,100
|
572,816
|
The
Shizuoka Bank, Ltd. |
41,100
|
266,788
|
TIS,
Inc. |
6,400
|
144,884
|
Tobu
Railway Company, Ltd. |
17,400
|
392,561
|
Toho
Company, Ltd. |
4,200
|
156,576
|
Tokio
Marine Holdings, Inc. |
16,900
|
915,569
|
Tokyo
Century Corp. |
5,500
|
170,018
|
Tokyo
Electron, Ltd. |
3,057
|
1,309,064
|
Tokyo
Gas Company, Ltd. |
20,400
|
392,223
|
Tokyu
Corp. |
26,800
|
329,105
|
TOPPAN,
Inc. |
22,300
|
370,404
|
Toray
Industries, Inc. |
139,200
|
664,950
|
Toshiba
Corp. |
8,800
|
367,187
|
Tosoh
Corp. |
22,300
|
308,785
|
TOTO,
Ltd. |
7,500
|
253,840
|
Toyo
Suisan Kaisha, Ltd. |
1,600
|
49,460
|
Toyota
Industries Corp. |
4,300
|
258,544
|
Toyota
Motor Corp. |
238,840
|
4,121,078
|
Toyota
Tsusho Corp. |
8,800
|
318,895
|
Trend
Micro, Inc. |
8,400
|
470,701
|
Tsuruha
Holdings, Inc. (A) |
1,600
|
82,124
|
Unicharm
Corp. |
10,400
|
363,390
|
USS
Company, Ltd. |
15,400
|
256,865
|
Welcia
Holdings Company, Ltd. |
4,700
|
97,185
|
West
Japan Railway Company |
10,081
|
376,909
|
Yakult
Honsha Company, Ltd. |
3,300
|
171,164
|
Yamaha
Corp. |
4,766
|
183,930
|
Yamaha
Motor Company, Ltd. |
38,600
|
801,436
|
Yamato
Holdings Company, Ltd. |
28,900
|
545,388
|
Yaskawa
Electric Corp. |
9,900
|
340,036
|
Z
Holdings Corp. |
40,400
|
160,465
|
ZOZO,
Inc. |
9,700
|
206,638
|
MULTIFACTOR
DEVELOPED INTERNATIONAL ETF (continued)
|
Shares
or Principal Amount |
Value
|
Luxembourg - 0.5% |
$2,494,514
|
ArcelorMittal
SA |
50,829
|
1,507,584
|
Eurofins
Scientific SE |
6,423
|
601,162
|
Tenaris
SA |
24,691
|
385,768
|
Macau - 0.0% |
124,103
|
Sands
China, Ltd. (B) |
55,200
|
124,103
|
Malaysia - 0.0% |
72,998
|
Lynas
Rare Earths, Ltd. (B) |
11,214
|
72,998
|
Mexico - 0.0% |
99,104
|
Fresnillo
PLC |
10,180
|
99,104
|
Netherlands - 4.2% |
20,274,812
|
Adyen
NV (B)(C) |
349
|
597,552
|
Akzo
Nobel NV |
17,043
|
1,494,098
|
Argenx
SE (B) |
497
|
143,609
|
ASM
International NV |
1,459
|
446,206
|
ASML
Holding NV |
9,070
|
5,243,483
|
Heineken
Holding NV (A) |
9,734
|
767,086
|
Heineken
NV (A) |
5,348
|
526,951
|
ING
Groep NV (A) |
94,214
|
904,459
|
JDE
Peet’s NV (A) |
2,951
|
87,168
|
Koninklijke
Ahold Delhaize NV |
79,937
|
2,368,817
|
Koninklijke
DSM NV |
4,959
|
840,179
|
Koninklijke
Philips NV |
26,131
|
689,173
|
Prosus
NV (B) |
8,004
|
393,398
|
Stellantis
NV |
135,978
|
1,862,268
|
Universal
Music Group NV |
21,554
|
506,725
|
Wolters
Kluwer NV |
33,406
|
3,403,640
|
New Zealand - 0.2% |
748,302
|
Auckland
International Airport, Ltd. (B) |
20,810
|
105,825
|
Contact
Energy, Ltd. |
6,256
|
33,215
|
Fisher
& Paykel Healthcare Corp., Ltd. |
9,714
|
135,555
|
Fletcher
Building, Ltd. |
14,910
|
59,903
|
Infratil,
Ltd. |
5,296
|
28,874
|
Mainfreight,
Ltd. |
1,192
|
62,899
|
Meridian
Energy, Ltd. |
28,482
|
87,625
|
Spark
New Zealand, Ltd. |
47,117
|
150,460
|
Xero,
Ltd. (B) |
1,226
|
83,946
|
Norway - 0.7% |
3,349,502
|
Adevinta
ASA (B) |
2,057
|
16,272
|
Aker
ASA, A Shares (A) |
240
|
19,952
|
Aker
BP ASA (A) |
2,250
|
82,233
|
DNB
Bank ASA (A) |
23,601
|
465,482
|
Equinor
ASA |
39,149
|
1,349,082
|
Gjensidige
Forsikring ASA |
3,096
|
66,994
|
Kongsberg
Gruppen ASA |
2,316
|
100,927
|
Mowi
ASA |
5,124
|
146,682
|
Norsk
Hydro ASA |
32,532
|
279,139
|
Orkla
ASA |
10,647
|
87,265
|
Salmar
ASA |
643
|
53,350
|
32
|
JOHN
HANCOCK MULTIFACTOR ETFS | ANNUAL REPORT |
SEE
NOTES TO FINANCIAL STATEMENTS |
MULTIFACTOR
DEVELOPED INTERNATIONAL ETF (continued)
|
Shares
or Principal Amount |
Value
|
Norway (continued) |
|
Schibsted
ASA, A Shares |
893
|
$18,950
|
Schibsted
ASA, B Shares |
1,453
|
28,307
|
Telenor
ASA |
17,233
|
245,828
|
TOMRA
Systems ASA |
2,361
|
94,475
|
Yara
International ASA |
5,709
|
294,564
|
Portugal - 0.2% |
806,214
|
EDP
- Energias de Portugal SA |
73,892
|
346,264
|
Galp
Energia SGPS SA |
24,204
|
296,961
|
Jeronimo
Martins SGPS SA |
7,803
|
162,989
|
Singapore - 1.6% |
7,599,011
|
Ascendas
Real Estate Investment Trust |
62,992
|
130,464
|
CapitaLand
Integrated Commercial Trust |
104,159
|
175,748
|
Capitaland
Investment, Ltd. (B) |
26,400
|
80,869
|
DBS
Group Holdings, Ltd. |
43,412
|
1,066,359
|
Genting
Singapore, Ltd. |
477,100
|
279,854
|
Great
Eastern Holdings, Ltd. |
7,000
|
103,411
|
Jardine
Cycle & Carriage, Ltd. |
10,100
|
212,108
|
Keppel
Corp., Ltd. |
112,700
|
560,684
|
Mapletree
Logistics Trust |
35,800
|
46,406
|
Oversea-Chinese
Banking Corp., Ltd. |
139,468
|
1,251,364
|
Sea,
Ltd., ADR (B) |
3,770
|
312,005
|
Singapore
Airlines, Ltd. (A)(B) |
159,200
|
634,079
|
Singapore
Exchange, Ltd. |
61,500
|
436,009
|
Singapore
Technologies Engineering, Ltd. |
79,200
|
235,151
|
Singapore
Telecommunications, Ltd. |
212,700
|
426,663
|
United
Overseas Bank, Ltd. |
63,824
|
1,386,112
|
Wilmar
International, Ltd. |
81,400
|
261,725
|
Spain - 2.9% |
13,845,582
|
Aena
SME SA (B)(C) |
3,261
|
468,898
|
Amadeus
IT Group SA (B) |
5,548
|
353,513
|
Banco
Bilbao Vizcaya Argentaria SA |
183,224
|
977,865
|
Banco
Santander SA (A) |
439,077
|
1,304,615
|
CaixaBank
SA (A) |
280,149
|
912,638
|
Cellnex
Telecom SA (B)(C) |
6,118
|
287,599
|
EDP
Renovaveis SA |
2,598
|
62,051
|
Endesa
SA |
15,518
|
327,905
|
Ferrovial
SA |
24,745
|
641,916
|
Grifols
SA (A) |
16,930
|
285,765
|
Iberdrola
SA |
245,553
|
2,852,099
|
Industria
de Diseno Textil SA (A) |
33,938
|
719,638
|
Naturgy
Energy Group SA |
33,326
|
1,010,068
|
Repsol
SA |
164,386
|
2,477,291
|
Siemens
Gamesa Renewable Energy SA (B) |
6,249
|
101,028
|
Telefonica
SA |
217,427
|
1,062,693
|
Sweden - 3.2% |
15,466,287
|
Alfa
Laval AB (A) |
3,805
|
107,584
|
Assa
Abloy AB, B Shares (A) |
11,100
|
284,489
|
Atlas
Copco AB, A Shares (A) |
18,077
|
834,137
|
Atlas
Copco AB, B Shares (A) |
10,115
|
407,044
|
MULTIFACTOR
DEVELOPED INTERNATIONAL ETF (continued)
|
Shares
or Principal Amount |
Value
|
Sweden (continued) |
|
Beijer
Ref AB |
7,244
|
$119,089
|
Boliden
AB (A) |
17,315
|
762,377
|
Castellum
AB |
15,116
|
302,371
|
Electrolux
AB, B Shares |
37,059
|
572,307
|
Epiroc
AB, A Shares (A) |
17,267
|
355,448
|
Epiroc
AB, B Shares |
10,718
|
189,389
|
EQT
AB |
2,741
|
79,599
|
Essity
AB, A Shares |
424
|
11,322
|
Essity
AB, B Shares |
12,269
|
326,978
|
Evolution
AB (C) |
2,007
|
210,345
|
Fabege
AB |
12,881
|
158,031
|
Fastighets
AB Balder, B Shares (B) |
2,611
|
131,065
|
Getinge
AB, B Shares |
9,008
|
263,617
|
Hennes
& Mauritz AB, B Shares (A) |
21,623
|
276,388
|
Hexagon
AB, B Shares (A) |
23,272
|
305,355
|
Holmen
AB, B Shares |
5,489
|
321,381
|
Husqvarna
AB, A Shares |
57
|
556
|
Husqvarna
AB, B Shares |
54,993
|
530,650
|
Indutrade
AB |
16,691
|
400,174
|
Lifco
AB, B Shares |
8,895
|
190,101
|
Lundin
Energy AB |
3,498
|
146,444
|
Nibe
Industrier AB, B Shares |
16,097
|
160,159
|
Sagax
AB, B Shares |
5,516
|
142,725
|
Samhallsbyggnadsbolaget
i Norden AB (A) |
53,663
|
170,140
|
Samhallsbyggnadsbolaget
i Norden AB, Class D (A) |
5,087
|
13,401
|
Sandvik
AB (A) |
31,702
|
609,383
|
Securitas
AB, B Shares (A) |
21,679
|
258,886
|
Sinch
AB (A)(B)(C) |
8,533
|
38,647
|
Skandinaviska
Enskilda Banken AB, A Shares |
33,542
|
382,056
|
Skandinaviska
Enskilda Banken AB, C Shares |
313
|
3,854
|
Skanska
AB, B Shares |
34,927
|
676,011
|
SKF
AB, B Shares |
38,794
|
643,110
|
Svenska
Cellulosa AB SCA, B Shares |
16,388
|
321,540
|
Svenska
Handelsbanken AB, A Shares |
39,321
|
401,427
|
Svenska
Handelsbanken AB, B Shares (A) |
1,561
|
17,756
|
Sweco
AB, B Shares |
7,803
|
111,308
|
Swedbank
AB, A Shares |
26,008
|
416,809
|
Swedish
Match AB (A) |
19,695
|
158,150
|
Swedish
Orphan Biovitrum AB (B) |
13,402
|
283,960
|
Tele2
AB, B Shares (A) |
55,061
|
732,584
|
Telefonaktiebolaget
LM Ericsson, B Shares |
51,088
|
413,937
|
Telia
Company AB |
78,965
|
329,621
|
Trelleborg
AB, B Shares (A) |
17,692
|
393,824
|
Vitrolife
AB |
797
|
20,785
|
Volvo
AB, A Shares |
14,008
|
232,576
|
Volvo
AB, B Shares |
77,103
|
1,247,397
|
Switzerland - 10.3% |
49,486,963
|
ABB,
Ltd. |
63,410
|
1,933,690
|
Alcon,
Inc. |
31,147
|
2,255,843
|
SEE
NOTES TO FINANCIAL STATEMENTS |
ANNUAL
REPORT | JOHN HANCOCK MULTIFACTOR ETFS |
33
|
MULTIFACTOR
DEVELOPED INTERNATIONAL ETF (continued)
|
Shares
or Principal Amount |
Value
|
Switzerland (continued) |
|
Chocoladefabriken
Lindt & Spruengli AG |
5
|
$594,447
|
Cie
Financiere Richemont SA, A Shares |
13,453
|
1,600,805
|
Coca-Cola
HBC AG |
19,659
|
404,166
|
Geberit
AG |
1,620
|
934,631
|
Givaudan
SA |
457
|
1,833,838
|
Glencore
PLC (B) |
392,359
|
2,449,735
|
Holcim,
Ltd. (B) |
36,956
|
1,833,237
|
Kuehne
+ Nagel International AG |
3,008
|
852,522
|
Lonza
Group AG |
1,483
|
883,704
|
Nestle
SA |
60,288
|
7,825,975
|
Novartis
AG |
49,077
|
4,374,029
|
Partners
Group Holding AG |
1,537
|
1,658,690
|
Roche
Holding AG |
13,812
|
5,156,822
|
Roche
Holding AG, Bearer Shares |
933
|
377,564
|
Schindler
Holding AG |
1,039
|
202,737
|
Schindler
Holding AG, Participation Certificates |
2,211
|
431,426
|
Sika
AG |
9,374
|
2,906,891
|
Sonova
Holding AG |
1,708
|
625,026
|
STMicroelectronics
NV |
58,531
|
2,206,540
|
Straumann
Holding AG |
4,790
|
575,155
|
Swiss
Re AG |
24,780
|
2,050,512
|
Swisscom
AG |
3,465
|
2,059,045
|
UBS
Group AG |
100,136
|
1,724,384
|
Zurich
Insurance Group AG |
3,778
|
1,735,549
|
United Arab Emirates - 0.0% |
52
|
NMC
Health PLC (B) |
5,181
|
52
|
United Kingdom - 14.8% |
71,647,076
|
3i
Group PLC |
100,832
|
1,677,379
|
Admiral
Group PLC |
20,623
|
653,519
|
Anglo
American PLC |
45,496
|
2,048,332
|
Ashtead
Group PLC |
21,000
|
1,101,815
|
Associated
British Foods PLC |
10,766
|
217,146
|
AstraZeneca
PLC |
15,595
|
2,092,660
|
Auto
Trader Group PLC (C) |
60,317
|
480,722
|
AVEVA
Group PLC |
6,133
|
167,475
|
Aviva
PLC |
177,781
|
967,144
|
B&M
European Value Retail SA |
53,555
|
329,602
|
BAE
Systems PLC |
88,980
|
826,687
|
Barclays
PLC |
466,570
|
868,124
|
Barratt
Developments PLC |
77,580
|
481,652
|
BP
PLC |
441,959
|
2,172,632
|
British
American Tobacco PLC |
43,699
|
1,839,045
|
BT
Group PLC |
658,599
|
1,466,457
|
Bunzl
PLC |
24,580
|
957,592
|
Burberry
Group PLC |
34,822
|
695,570
|
CNH
Industrial NV |
27,771
|
402,248
|
Coca-Cola
Europacific Partners PLC |
13,996
|
719,060
|
Compass
Group PLC |
27,552
|
588,748
|
Croda
International PLC |
7,601
|
744,740
|
Diageo
PLC |
53,498
|
2,699,097
|
MULTIFACTOR
DEVELOPED INTERNATIONAL ETF (continued)
|
Shares
or Principal Amount |
Value
|
United Kingdom (continued) |
|
Entain
PLC (B) |
34,509
|
$657,906
|
Ferguson
PLC |
6,077
|
773,649
|
GlaxoSmithKline
PLC |
98,983
|
2,233,190
|
Halma
PLC |
20,260
|
629,552
|
Hargreaves
Lansdown PLC |
23,456
|
270,106
|
Howden
Joinery Group PLC |
18,623
|
178,024
|
HSBC
Holdings PLC |
483,057
|
3,040,276
|
Imperial
Brands PLC |
58,492
|
1,223,456
|
Informa
PLC (B) |
97,384
|
702,539
|
InterContinental
Hotels Group PLC |
6,683
|
433,957
|
Intermediate
Capital Group PLC |
12,016
|
233,457
|
Intertek
Group PLC |
11,197
|
704,017
|
J
Sainsbury PLC |
164,324
|
481,319
|
JD
Sports Fashion PLC |
164,497
|
275,506
|
Kingfisher
PLC |
139,496
|
443,623
|
Land
Securities Group PLC |
25,340
|
239,435
|
Legal
& General Group PLC |
292,157
|
924,711
|
Lloyds
Banking Group PLC |
1,710,771
|
985,445
|
London
Stock Exchange Group PLC |
4,283
|
425,668
|
M&G
PLC |
146,654
|
394,394
|
Meggitt
PLC (B) |
22,985
|
223,647
|
Melrose
Industries PLC |
265,436
|
393,574
|
Mondi
PLC |
51,564
|
977,553
|
National
Grid PLC |
94,787
|
1,420,921
|
NatWest
Group PLC |
106,282
|
290,893
|
Next
PLC |
13,044
|
986,863
|
Ocado
Group PLC (B) |
7,317
|
84,883
|
Persimmon
PLC |
20,880
|
550,512
|
Phoenix
Group Holdings PLC |
31,283
|
239,190
|
Prudential
PLC |
29,263
|
371,071
|
Reckitt
Benckiser Group PLC |
13,211
|
1,034,993
|
RELX
PLC |
51,316
|
1,541,745
|
Rentokil
Initial PLC |
122,737
|
847,530
|
Rightmove
PLC |
50,635
|
393,131
|
Rio
Tinto PLC |
34,804
|
2,493,319
|
Rolls-Royce
Holdings PLC (B) |
321,027
|
335,700
|
Schroders
PLC |
8,175
|
291,490
|
Schroders
PLC, Non-Voting Shares |
3,353
|
99,559
|
Segro
PLC |
31,107
|
524,311
|
Severn
Trent PLC |
15,165
|
598,988
|
Shell
PLC |
168,333
|
4,592,466
|
Smith
& Nephew PLC |
18,395
|
300,927
|
Smiths
Group PLC |
26,158
|
485,231
|
Spirax-Sarco
Engineering PLC |
4,844
|
738,920
|
SSE
PLC |
49,423
|
1,159,416
|
St.
James’s Place PLC |
34,617
|
564,132
|
Standard
Chartered PLC |
200,433
|
1,388,570
|
Taylor
Wimpey PLC |
243,728
|
388,315
|
Tesco
PLC |
354,232
|
1,209,689
|
The
Sage Group PLC |
62,513
|
578,749
|
Unilever
PLC |
60,641
|
2,831,454
|
34
|
JOHN
HANCOCK MULTIFACTOR ETFS | ANNUAL REPORT |
SEE
NOTES TO FINANCIAL STATEMENTS |
MULTIFACTOR
DEVELOPED INTERNATIONAL ETF (continued)
|
Shares
or Principal Amount |
Value
|
United Kingdom (continued) |
|
United
Utilities Group PLC |
64,036
|
$925,372
|
Vodafone
Group PLC |
1,130,909
|
1,725,694
|
Whitbread
PLC (B) |
15,544
|
549,752
|
WPP
PLC |
84,075
|
1,060,840
|
United States - 0.0% |
63,057
|
|
Carnival
PLC (B) |
3,904
|
63,057
|
|
PREFERRED SECURITIES - 0.7% |
$3,206,422 |
(Cost
$3,388,818) |
|
|
Germany - 0.7% |
3,206,422
|
Bayerische
Motoren Werke AG |
6,265
|
466,944
|
Henkel
AG & Company KGaA |
3,281
|
212,385
|
Porsche
Automobil Holding SE |
11,566
|
970,512
|
Sartorius
AG |
914
|
346,253
|
Volkswagen
AG |
7,703
|
1,210,328
|
|
SHORT-TERM INVESTMENTS - 2.4% |
$11,698,442 |
(Cost
$11,699,008) |
|
|
Short-term funds - 2.4% |
11,698,442
|
John
Hancock Collateral Trust, 0.3773% (D)(E) |
1,087,154
|
10,869,912
|
|
State
Street Institutional U.S. Government Money Market Fund, Premier Class,
0.2918% (D) |
828,530
|
828,530
|
Total investments (Multifactor Developed
International ETF) (Cost $473,178,972) - 101.3% |
$489,008,400 |
Other assets and liabilities, net - (1.3%) |
(6,340,406) |
Total net assets - 100.0% |
$482,667,994 |
The percentage shown for each investment category is the total
value of the category as a percentage of the net assets of the fund.
|
Security Abbreviations and Legend |
ADR
|
American
Depositary Receipt |
(A)
|
All
or a portion of this security is on loan as of 4-30-22. |
(B)
|
Non-income
producing security. |
(C)
|
These
securities are exempt from registration under Rule 144A of the Securities
Act of 1933. Such securities may be resold, normally to qualified
institutional buyers, in transactions exempt from registration. |
(D)
|
The
rate shown is the annualized seven-day yield as of 4-30-22. |
(E)
|
Investment
is an affiliate of the fund, the advisor and/or subadvisor. This security
represents the investment of cash collateral received for securities
lending. |
MULTIFACTOR
EMERGING MARKETS ETF
As
of 4-30-22
|
Shares
or Principal Amount |
Value
|
COMMON STOCKS - 98.2% |
$648,999,744 |
(Cost
$606,299,177) |
|
|
Brazil - 4.3% |
28,386,524
|
Ambev
SA |
314,100
|
920,951
|
Americanas
SA |
44,371
|
215,037
|
Atacadao
SA |
37,400
|
155,349
|
B3
SA - Brasil Bolsa Balcao |
426,600
|
1,145,709
|
Banco
Bradesco SA |
164,805
|
496,192
|
MULTIFACTOR
EMERGING MARKETS ETF (continued)
|
Shares
or Principal Amount |
Value
|
Brazil (continued) |
|
Banco
BTG Pactual SA |
72,548
|
$338,260
|
Banco
do Brasil SA |
104,400
|
700,329
|
Banco
Inter SA |
45,634
|
46,996
|
BB
Seguridade Participacoes SA |
108,600
|
557,671
|
Caixa
Seguridade Participacoes S/A |
26,600
|
42,111
|
CCR
SA |
186,400
|
467,110
|
Centrais
Eletricas Brasileiras SA |
52,720
|
430,941
|
Cia
de Saneamento Basico do Estado de Sao Paulo |
61,500
|
553,006
|
Cia
Energetica de Minas Gerais |
22,300
|
86,233
|
Cia
Siderurgica Nacional SA |
83,600
|
355,691
|
Cosan
SA |
63,000
|
267,154
|
CPFL
Energia SA |
39,900
|
291,261
|
Energisa
SA |
24,500
|
235,689
|
Engie
Brasil Energia SA |
42,725
|
361,491
|
Equatorial
Energia SA |
152,459
|
789,356
|
Hapvida
Participacoes e Investimentos SA (A) |
255,663
|
452,761
|
Hypera
SA |
46,600
|
352,121
|
JBS
SA |
197,200
|
1,507,213
|
Klabin
SA |
84,300
|
353,052
|
Localiza
Rent a Car SA |
66,585
|
711,807
|
Lojas
Renner SA |
106,984
|
513,079
|
Magazine
Luiza SA |
165,428
|
163,016
|
Natura
& Company Holding SA |
86,600
|
325,087
|
Neoenergia
SA |
45,600
|
172,927
|
Pagseguro
Digital, Ltd., Class A (B) |
16,124
|
237,184
|
Petro
Rio SA (B) |
24,500
|
132,093
|
Petroleo
Brasileiro SA |
565,900
|
3,821,271
|
Raia
Drogasil SA |
174,000
|
735,394
|
Rede
D’Or Sao Luiz SA (A) |
27,236
|
202,007
|
Rumo
SA |
146,090
|
482,915
|
Sendas
Distribuidora SA |
40,300
|
124,346
|
StoneCo,
Ltd., Class A (B) |
14,526
|
136,835
|
Suzano
SA |
80,365
|
805,078
|
Telefonica
Brasil SA |
61,800
|
663,774
|
TIM
SA |
157,300
|
428,174
|
TOTVS
SA |
23,900
|
154,292
|
Vale
SA |
366,700
|
6,167,449
|
Vibra
Energia SA |
166,500
|
710,084
|
WEG
SA |
95,100
|
578,028
|
Chile - 0.4% |
2,469,737
|
Banco
de Chile |
3,808,662
|
380,174
|
Banco
de Credito e Inversiones SA |
7,116
|
220,141
|
Banco
Santander Chile |
5,927,541
|
285,103
|
Cencosud
SA |
266,630
|
426,646
|
Cia
Sud Americana de Vapores SA |
827,839
|
93,551
|
Empresas
CMPC SA |
176,441
|
262,888
|
Empresas
COPEC SA |
39,076
|
287,212
|
Enel
Americas SA |
2,420,244
|
253,359
|
Enel
Chile SA |
3,767,221
|
99,320
|
SEE
NOTES TO FINANCIAL STATEMENTS |
ANNUAL
REPORT | JOHN HANCOCK MULTIFACTOR ETFS |
35
|
MULTIFACTOR
EMERGING MARKETS ETF (continued)
|
Shares
or Principal Amount |
Value
|
Chile (continued) |
|
Falabella
SA |
57,467
|
$161,343
|
China - 23.5% |
155,536,539
|
360
Security Technology, Inc., Class A |
23,600
|
29,343
|
Agricultural
Bank of China, Ltd., H Shares |
3,925,000
|
1,480,726
|
Aier
Eye Hospital Group Company, Ltd., A Shares |
45,231
|
246,652
|
Airtac
International Group |
16,743
|
461,241
|
Alibaba
Group Holding, Ltd., ADR (B) |
89,849
|
8,723,439
|
Aluminum
Corp. of China, Ltd., H Shares (B) |
596,000
|
284,853
|
Anhui
Conch Cement Company, Ltd., H Shares |
286,000
|
1,563,748
|
Anhui
Gujing Distillery Company, Ltd., A Shares |
2,800
|
83,107
|
ANTA
Sports Products, Ltd. |
165,600
|
1,938,576
|
Asymchem
Laboratories Tianjin Company, Ltd., Class A |
800
|
32,434
|
Avary
Holding Shenzhen Company, Ltd., A Shares |
19,200
|
85,900
|
Baidu,
Inc., ADR (B) |
35,991
|
4,469,002
|
Bank
of Beijing Company, Ltd., Class A |
98,600
|
68,408
|
Bank
of China, Ltd., H Shares |
8,333,000
|
3,292,354
|
Bank
of Communications Company, Ltd., H Shares |
3,737,000
|
2,605,276
|
Bank
of Hangzhou Company, Ltd., A Shares |
33,900
|
78,639
|
Bank
of Jiangsu Company, Ltd., Class A |
90,700
|
100,931
|
Bank
of Nanjing Company, Ltd., Class A |
61,300
|
107,952
|
Bank
of Ningbo Company, Ltd., A Shares |
74,315
|
409,652
|
Bank
of Shanghai Company, Ltd., A Shares |
125,000
|
123,159
|
Baoshan
Iron & Steel Company, Ltd., A Shares |
237,300
|
232,725
|
Beijing
Kingsoft Office Software, Inc., Class A |
710
|
20,340
|
Bilibili,
Inc., Class Z (B) |
20,000
|
518,981
|
BOE
Technology Group Company, Ltd., A Shares |
489,100
|
282,159
|
BYD
Company, Ltd., H Shares |
62,000
|
1,863,283
|
Changchun
High & New Technology Industry Group, Inc., A Shares |
3,300
|
78,665
|
Chaozhou
Three-Circle Group Company, Ltd., Class A |
4,200
|
18,268
|
China
CITIC Bank Corp., Ltd., H Shares |
1,720,000
|
879,055
|
China
Coal Energy Company, Ltd., H Shares |
203,000
|
173,087
|
China
Construction Bank Corp., H Shares |
9,715,000
|
6,921,465
|
China
Eastern Airlines Corp., Ltd., H Shares (B)(C) |
106,000
|
36,071
|
China
Energy Engineering Corp., Ltd., H Shares (C) |
364,000
|
50,567
|
China
Everbright Bank Company, Ltd., H Shares |
555,000
|
202,303
|
China
Feihe, Ltd. (A) |
380,000
|
363,720
|
China
Galaxy Securities Company, Ltd., H Shares |
196,000
|
107,416
|
China
Hongqiao Group, Ltd. |
324,000
|
412,528
|
China
International Capital Corp., Ltd., H Shares (A) |
258,800
|
525,111
|
China
Jushi Company, Ltd., Class A |
26,800
|
63,999
|
China
Life Insurance Company, Ltd., H Shares |
930,000
|
1,365,459
|
China
Longyuan Power Group Corp., H Shares |
527,000
|
1,035,711
|
China
Merchants Bank Company, Ltd., H Shares |
411,500
|
2,512,168
|
MULTIFACTOR
EMERGING MARKETS ETF (continued)
|
Shares
or Principal Amount |
Value
|
China (continued) |
|
China
Merchants Securities Company, Ltd., H Shares (A) |
125,140
|
$130,943
|
China
Merchants Shekou Industrial Zone Holdings Company, Ltd., A Shares |
40,700
|
96,822
|
China
Minsheng Banking Corp., Ltd., H Shares (C) |
1,012,500
|
385,842
|
China
Molybdenum Company, Ltd., H Shares |
654,000
|
332,578
|
China
National Building Material Company, Ltd., H Shares |
502,000
|
675,633
|
China
Northern Rare Earth Group High-Tech Company, Ltd., Class A |
22,300
|
107,251
|
China
Pacific Insurance Group Company, Ltd., H Shares |
500,600
|
1,120,363
|
China
Petroleum & Chemical Corp., H Shares |
4,102,000
|
2,033,708
|
China
Resources Microelectronics, Ltd., Class A |
2,249
|
16,621
|
China
Resources Mixc Lifestyle Services, Ltd. (A) |
18,600
|
90,438
|
China
Shenhua Energy Company, Ltd., H Shares |
405,000
|
1,305,927
|
China
Southern Airlines Company, Ltd., H Shares (B) |
144,000
|
81,304
|
China
Tourism Group Duty Free Corp., Ltd., A Shares |
13,000
|
359,173
|
China
Tower Corp., Ltd., H Shares (A) |
4,896,000
|
574,080
|
China
Vanke Company, Ltd., H Shares |
338,772
|
804,816
|
Chongqing
Brewery Company, Ltd., Class A |
1,300
|
24,759
|
Chongqing
Zhifei Biological Products Company, Ltd., A Shares |
12,400
|
177,896
|
CITIC
Securities Company, Ltd., H Shares |
351,750
|
780,954
|
CITIC,
Ltd. |
395,000
|
411,304
|
Contemporary
Amperex Technology Company, Ltd., A Shares |
10,900
|
677,382
|
COSCO
SHIPPING Holdings Company, Ltd., H Shares (B)(C) |
639,699
|
1,015,868
|
Country
Garden Holdings Company, Ltd. |
1,883,284
|
1,312,945
|
Country
Garden Services Holdings Company, Ltd. |
203,000
|
875,786
|
CSC
Financial Company, Ltd., H Shares (A) |
138,000
|
128,042
|
CSPC
Pharmaceutical Group, Ltd. |
1,699,840
|
1,754,836
|
East
Money Information Company, Ltd., A Shares |
70,272
|
243,024
|
Ecovacs
Robotics Company, Ltd., Class A |
2,900
|
47,592
|
ENN
Energy Holdings, Ltd. |
163,300
|
2,204,071
|
Eve
Energy Company, Ltd., A Shares |
14,700
|
147,000
|
Flat
Glass Group Company, Ltd., H Shares (C) |
35,000
|
126,686
|
Focus
Media Information Technology Company, Ltd., A Shares |
116,200
|
102,846
|
Foshan
Haitian Flavouring & Food Company, Ltd., Class A |
7,370
|
91,210
|
Fuyao
Glass Industry Group Company, Ltd. , H Shares (A) |
131,200
|
545,123
|
Ganfeng
Lithium Company, Ltd., H Shares (A) |
18,000
|
219,777
|
GF
Securities Company, Ltd., H Shares |
209,000
|
264,242
|
Gigadevice
Semiconductor Beijing, Inc., Class A |
2,200
|
41,685
|
GoerTek,
Inc., A Shares |
42,800
|
227,743
|
Gotion
High-tech Company, Ltd., Class A (B) |
3,700
|
15,054
|
36
|
JOHN
HANCOCK MULTIFACTOR ETFS | ANNUAL REPORT |
SEE
NOTES TO FINANCIAL STATEMENTS |
MULTIFACTOR
EMERGING MARKETS ETF (continued)
|
Shares
or Principal Amount |
Value
|
China (continued) |
|
Great
Wall Motor Company, Ltd., H Shares |
383,000
|
$551,595
|
Guangdong
Haid Group Company, Ltd., A Shares |
11,800
|
110,494
|
Guangzhou
Automobile Group Company, Ltd., H Shares |
278,000
|
239,871
|
Guangzhou
Tinci Materials Technology Company, Ltd., Class A (B) |
5,800
|
65,969
|
Guotai
Junan Securities Company, Ltd., H Shares (A) |
154,000
|
200,200
|
Haier
Smart Home Company, Ltd., H Shares |
376,000
|
1,360,973
|
Haitong
Securities Company, Ltd., H Shares |
431,200
|
303,362
|
Hangzhou
First Applied Material Company, Ltd., Class A |
3,400
|
47,869
|
Hangzhou
Silan Microelectronics Company, Ltd., Class A |
2,500
|
15,940
|
Hangzhou
Tigermed Consulting Company, Ltd., A Shares |
3,800
|
51,661
|
Hansoh
Pharmaceutical Group Company, Ltd. (A) |
126,000
|
209,086
|
Henan
Shuanghui Investment & Development Company, Ltd., A Shares |
16,500
|
74,522
|
Hengli
Petrochemical Company, Ltd., A Shares |
87,900
|
279,567
|
Huadong
Medicine Company, Ltd., Class A |
4,800
|
24,849
|
Huaneng
Power International, Inc., H Shares |
198,000
|
100,689
|
Huatai
Securities Company, Ltd., H Shares (A) |
231,800
|
322,020
|
Huaxia
Bank Company, Ltd., Class A |
94,009
|
77,782
|
Huayu
Automotive Systems Company, Ltd., Class A |
11,700
|
34,814
|
Huazhu
Group, Ltd., ADR |
10,831
|
327,529
|
Huizhou
Desay Sv Automotive Company, Ltd., Class A |
1,200
|
21,776
|
Hundsun
Technologies, Inc., Class A |
2,900
|
16,765
|
Iflytek
Company, Ltd., A Shares |
14,400
|
80,887
|
Imeik
Technology Development Company, Ltd., Class A |
300
|
23,569
|
Industrial
& Commercial Bank of China, Ltd., H Shares |
6,783,000
|
4,097,732
|
Industrial
Bank Company, Ltd., A Shares |
160,900
|
500,263
|
Inner
Mongolia BaoTou Steel Union Company, Ltd., Class A |
253,000
|
72,209
|
Inner
Mongolia Yili Industrial Group Company, Ltd., A Shares |
46,900
|
273,910
|
JA
Solar Technology Company, Ltd., Class A |
5,500
|
67,992
|
JD.com,
Inc., ADR (B) |
73,100
|
4,507,346
|
Jiangsu
Eastern Shenghong Company, Ltd., Class A |
8,200
|
15,250
|
Jiangsu
Hengli Hydraulic Company, Ltd., A Shares |
6,100
|
42,534
|
Jiangsu
Hengrui Medicine Company, Ltd., A Shares |
34,851
|
155,975
|
Jiangsu
King’s Luck Brewery JSC, Ltd., Class A |
4,100
|
27,935
|
Jiangsu
Yanghe Brewery Joint-Stock Company, Ltd., A Shares |
9,890
|
238,819
|
KE
Holdings, Inc., ADR (B) |
13,257
|
187,984
|
Kweichow
Moutai Company, Ltd., A Shares |
6,000
|
1,665,444
|
MULTIFACTOR
EMERGING MARKETS ETF (continued)
|
Shares
or Principal Amount |
Value
|
China (continued) |
|
LB
Group Company, Ltd., Class A |
9,200
|
$25,559
|
Lenovo
Group, Ltd. |
1,518,000
|
1,485,855
|
Lens
Technology Company, Ltd., A Shares |
62,500
|
96,402
|
Li
Auto, Inc., ADR (B) |
20,911
|
469,034
|
Li
Ning Company, Ltd. |
259,500
|
2,068,750
|
Longfor
Group Holdings, Ltd. (A) |
312,000
|
1,550,824
|
LONGi
Green Energy Technology Company, Ltd., A Shares |
41,640
|
429,612
|
Luxshare
Precision Industry Company, Ltd., A Shares |
57,500
|
269,561
|
Luzhou
Laojiao Company, Ltd., A Shares |
11,700
|
374,304
|
Mango
Excellent Media Company, Ltd., A Shares |
11,715
|
63,670
|
Meituan,
Class B (A)(B) |
183,200
|
4,016,033
|
Metallurgical
Corp. of China, Ltd., H Shares |
375,000
|
97,022
|
Montage
Technology Company, Ltd., Class A |
1,968
|
17,344
|
Muyuan
Foods Company, Ltd., A Shares |
38,460
|
304,959
|
NARI
Technology Company, Ltd., A Shares |
37,300
|
181,205
|
NAURA
Technology Group Company, Ltd., Class A |
2,300
|
83,452
|
NetEase,
Inc., ADR |
26,851
|
2,559,706
|
New
China Life Insurance Company, Ltd., H Shares |
145,600
|
372,065
|
New
Hope Liuhe Company, Ltd., A Shares (B) |
12,800
|
27,263
|
Ninestar
Corp., Class A |
3,100
|
19,258
|
Ningbo
Ronbay New Energy Technology Company, Ltd., Class A |
1,067
|
15,117
|
Ningxia
Baofeng Energy Group Company, Ltd., Class A |
18,300
|
39,173
|
NIO,
Inc., ADR (B) |
126,865
|
2,118,646
|
Nongfu
Spring Company, Ltd., H Shares (A) |
78,800
|
421,812
|
Oppein
Home Group, Inc., Class A |
2,400
|
42,440
|
Orient
Securities Company, Ltd., H Shares (A) |
71,200
|
43,467
|
PetroChina
Company, Ltd., H Shares |
1,504,000
|
728,408
|
Pharmaron
Beijing Company, Ltd., H Shares (A) |
13,500
|
171,887
|
PICC
Property & Casualty Company, Ltd., H Shares |
1,302,000
|
1,337,487
|
Pinduoduo,
Inc., ADR (B) |
27,891
|
1,201,823
|
Ping
An Bank Company, Ltd., A Shares |
216,200
|
502,837
|
Ping
An Insurance Group Company of China, Ltd., H Shares |
922,000
|
6,040,007
|
Poly
Developments and Holdings Group Company, Ltd., A Shares |
127,000
|
349,361
|
Postal
Savings Bank of China Company, Ltd., H Shares (A) |
1,163,000
|
889,353
|
Rongsheng
Petrochemical Company, Ltd., A Shares |
88,350
|
184,023
|
SAIC
Motor Corp., Ltd., Class A |
25,200
|
61,020
|
Sangfor
Technologies, Inc., A Shares |
1,500
|
20,301
|
Sany
Heavy Industry Company, Ltd., A Shares |
77,900
|
195,134
|
Satellite
Chemical Company, Ltd., Class A |
11,600
|
63,468
|
SDIC
Power Holdings Company, Ltd., Class A |
23,200
|
34,094
|
Seazen
Holdings Company, Ltd., A Shares |
21,800
|
91,741
|
SEE
NOTES TO FINANCIAL STATEMENTS |
ANNUAL
REPORT | JOHN HANCOCK MULTIFACTOR ETFS |
37
|
MULTIFACTOR
EMERGING MARKETS ETF (continued)
|
Shares
or Principal Amount |
Value
|
China (continued) |
|
SF
Holding Company, Ltd., A Shares (B) |
24,700
|
$192,365
|
SG
Micro Corp., Class A |
900
|
38,257
|
Shaanxi
Coal Industry Company, Ltd., A Shares |
88,200
|
230,442
|
Shandong
Gold Mining Company, Ltd., H Shares (A)(C) |
82,720
|
152,870
|
Shandong
Hualu Hengsheng Chemical Company, Ltd., Class A |
13,100
|
60,061
|
Shanghai
Baosight Software Company, Ltd., Class A |
6,000
|
43,349
|
Shanghai
Fosun Pharmaceutical Group Company, Ltd., H Shares |
56,500
|
244,113
|
Shanghai
International Airport Company, Ltd., A Shares (B) |
14,500
|
108,745
|
Shanghai
Pudong Development Bank Company, Ltd., Class A |
198,000
|
241,375
|
Shanghai
Putailai New Energy Technology Company, Ltd., Class A (B) |
3,200
|
57,685
|
Shanxi
Xinghuacun Fen Wine Factory Company, Ltd., A Shares |
9,145
|
377,629
|
Shenwan
Hongyuan Group Company, Ltd., H Shares (A) |
184,000
|
38,694
|
Shenzhen
Inovance Technology Company, Ltd., A Shares |
19,150
|
167,748
|
Shenzhen
Kangtai Biological Products Company, Ltd., A Shares |
3,000
|
29,481
|
Shenzhen
Mindray Bio-Medical Electronics Company, Ltd., A Shares |
8,500
|
403,256
|
Shenzhen
Transsion Holdings Company, Ltd., Class A |
2,141
|
27,498
|
Shenzhou
International Group Holdings, Ltd. |
146,200
|
2,029,171
|
Silergy
Corp. |
5,000
|
460,552
|
Smoore
International Holdings, Ltd. (A)(C) |
225,000
|
483,486
|
Sungrow
Power Supply Company, Ltd., A Shares |
9,600
|
92,109
|
Sunny
Optical Technology Group Company, Ltd. |
111,500
|
1,655,557
|
TBEA
Company, Ltd., Class A |
23,800
|
70,023
|
TCL
Technology Group Corp., A Shares |
152,500
|
96,774
|
Tencent
Holdings, Ltd. |
440,500
|
21,188,055
|
Tencent
Music Entertainment Group, ADR (B) |
38,614
|
164,110
|
The
People’s Insurance Company Group of China, Ltd., H Shares |
1,076,000
|
345,586
|
Tianjin
Zhonghuan Semiconductor Company, Ltd., Class A |
12,400
|
73,455
|
Tingyi
Cayman Islands Holding Corp. |
218,000
|
399,539
|
Tongwei
Company, Ltd., A Shares |
38,100
|
237,727
|
Trip.com
Group, Ltd., ADR (B) |
60,745
|
1,436,619
|
Tsingtao
Brewery Company, Ltd., H Shares |
28,000
|
229,998
|
Unigroup
Guoxin Microelectronics Company, Ltd., Class A |
3,300
|
91,681
|
Walvax
Biotechnology Company, Ltd., Class A |
5,200
|
42,195
|
Wanhua
Chemical Group Company, Ltd., A Shares |
36,300
|
429,020
|
Want
Want China Holdings, Ltd. |
359,000
|
324,402
|
Weichai
Power Company, Ltd., H Shares |
393,000
|
555,980
|
Wens
Foodstuffs Group Company, Ltd., Class A |
20,100
|
56,940
|
MULTIFACTOR
EMERGING MARKETS ETF (continued)
|
Shares
or Principal Amount |
Value
|
China (continued) |
|
Will
Semiconductor Company, Ltd., A Shares |
6,200
|
$141,658
|
Wingtech
Technology Company, Ltd., A Shares |
7,800
|
77,893
|
Wuliangye
Yibin Company, Ltd., A Shares |
22,900
|
563,652
|
WuXi
AppTec Company, Ltd., H Shares (A) |
40,780
|
566,522
|
WuXi
Biologics Cayman, Inc. (A)(B) |
243,500
|
1,862,060
|
Wuxi
Lead Intelligent Equipment Company, Ltd., Class A |
5,700
|
38,309
|
Xinyi
Solar Holdings, Ltd. |
924,006
|
1,394,344
|
XPeng,
Inc., ADR (B) |
22,203
|
546,416
|
Yankuang
Energy Group Company, Ltd., H Shares |
194,000
|
553,851
|
Yealink
Network Technology Corp., Ltd., Class A |
2,500
|
29,444
|
Yonyou
Network Technology Company, Ltd., A Shares |
14,100
|
40,971
|
Yum
China Holdings, Inc. |
64,640
|
2,701,952
|
Yunnan
Baiyao Group Company, Ltd., A Shares |
8,600
|
99,591
|
Yunnan
Energy New Material Company, Ltd., A Shares (B) |
6,700
|
206,432
|
Zhangzhou
Pientzehuang Pharmaceutical Company, Ltd., A Shares |
5,400
|
250,981
|
Zhejiang
Chint Electrics Company, Ltd., Class A |
18,700
|
92,804
|
Zhejiang
Huayou Cobalt Company, Ltd., A Shares |
9,200
|
114,962
|
Zhejiang
Jingsheng Mechanical & Electrical Company, Ltd., Class A |
7,000
|
53,719
|
Zhejiang
NHU Company, Ltd., A Shares |
31,140
|
126,555
|
Zhejiang
Sanhua Intelligent Controls Company, Ltd., Class A |
13,700
|
34,858
|
Zhongsheng
Group Holdings, Ltd. |
84,000
|
559,918
|
Zijin
Mining Group Company, Ltd., H Shares |
1,012,000
|
1,509,071
|
ZTO
Express Cayman, Inc., ADR |
81,264
|
2,235,573
|
Hong Kong - 1.6% |
10,701,258
|
Alibaba
Health Information Technology, Ltd. (B) |
434,000
|
251,678
|
China
Gas Holdings, Ltd. |
476,600
|
584,349
|
China
Mengniu Dairy Company, Ltd. (B) |
304,000
|
1,650,542
|
China
Resources Beer Holdings Company, Ltd. |
244,000
|
1,446,060
|
China
Resources Gas Group, Ltd. |
162,000
|
616,315
|
China
Resources Land, Ltd. |
680,000
|
3,059,335
|
China
Resources Power Holdings Company, Ltd. |
106,000
|
202,107
|
Geely
Automobile Holdings, Ltd. |
1,021,000
|
1,618,786
|
Sino
Biopharmaceutical, Ltd. |
1,938,500
|
1,025,315
|
The
Wharf Holdings, Ltd. |
84,000
|
246,771
|
India - 19.4% |
127,874,562
|
Aarti
Industries, Ltd. |
12,587
|
145,872
|
ABB
India, Ltd. |
3,731
|
102,838
|
ACC,
Ltd. |
18,528
|
565,917
|
Adani
Enterprises, Ltd. |
20,804
|
636,020
|
Adani
Green Energy, Ltd. (B) |
23,090
|
869,320
|
Adani
Ports & Special Economic Zone, Ltd. |
80,083
|
897,604
|
Adani
Total Gas, Ltd. |
27,230
|
882,257
|
Adani
Transmission, Ltd. (B) |
17,963
|
653,029
|
38
|
JOHN
HANCOCK MULTIFACTOR ETFS | ANNUAL REPORT |
SEE
NOTES TO FINANCIAL STATEMENTS |
MULTIFACTOR
EMERGING MARKETS ETF (continued)
|
Shares
or Principal Amount |
Value
|
India (continued) |
|
Alkem
Laboratories, Ltd. |
3,978
|
$169,648
|
Ambuja
Cements, Ltd. |
131,129
|
638,127
|
Apollo
Hospitals Enterprise, Ltd. |
11,499
|
667,895
|
Ashok
Leyland, Ltd. |
171,829
|
285,248
|
Asian
Paints, Ltd. |
50,202
|
2,127,342
|
Astral,
Ltd. |
8,372
|
236,016
|
AU
Small Finance Bank, Ltd. (A)(B) |
17,095
|
310,614
|
Aurobindo
Pharma, Ltd. |
65,150
|
535,399
|
Avenue
Supermarts, Ltd. (A)(B) |
10,136
|
521,336
|
Axis
Bank, Ltd. (B) |
258,275
|
2,466,439
|
Bajaj
Auto, Ltd. |
12,634
|
617,284
|
Bajaj
Finance, Ltd. |
18,432
|
1,607,093
|
Bajaj
Finserv, Ltd. |
2,852
|
555,905
|
Bajaj
Holdings & Investment, Ltd. |
4,749
|
323,299
|
Balkrishna
Industries, Ltd. |
7,524
|
210,205
|
Bandhan
Bank, Ltd. (A) |
142,934
|
623,586
|
Bank
of Baroda (B) |
131,965
|
194,644
|
Berger
Paints India, Ltd. |
36,274
|
340,852
|
Bharat
Electronics, Ltd. |
215,309
|
669,509
|
Bharat
Petroleum Corp., Ltd. |
224,482
|
1,065,256
|
Bharti
Airtel, Ltd. (B) |
297,774
|
2,880,647
|
Biocon,
Ltd. (B) |
34,446
|
166,907
|
Bosch,
Ltd. |
892
|
169,339
|
Britannia
Industries, Ltd. |
14,120
|
607,340
|
Canara
Bank (B) |
20,969
|
62,845
|
Cholamandalam
Investment and Finance Company, Ltd. |
62,543
|
609,496
|
Cipla,
Ltd. |
109,903
|
1,408,967
|
Coal
India, Ltd. |
354,392
|
847,704
|
Colgate-Palmolive
India, Ltd. |
15,330
|
332,711
|
Container
Corp. of India, Ltd. |
31,299
|
266,283
|
Dabur
India, Ltd. |
98,851
|
720,603
|
Dalmia
Bharat, Ltd. |
5,814
|
115,565
|
Divi’s
Laboratories, Ltd. |
16,160
|
948,777
|
DLF,
Ltd. |
82,581
|
399,712
|
Dr.
Reddy’s Laboratories, Ltd. |
12,307
|
666,221
|
Eicher
Motors, Ltd. |
15,027
|
517,377
|
GAIL
India, Ltd. |
224,990
|
468,567
|
Godrej
Consumer Products, Ltd. (B) |
69,253
|
709,449
|
Godrej
Properties, Ltd. (B) |
9,181
|
188,562
|
Grasim
Industries, Ltd. |
51,050
|
1,125,648
|
Gujarat
Gas, Ltd. |
22,494
|
141,834
|
Havells
India, Ltd. |
36,628
|
626,690
|
HCL
Technologies, Ltd. |
133,235
|
1,892,489
|
HDFC
Asset Management Company, Ltd. (A) |
5,672
|
151,145
|
HDFC
Bank, Ltd. |
391,388
|
7,075,883
|
HDFC
Life Insurance Company, Ltd. (A) |
53,527
|
407,251
|
Hero
MotoCorp, Ltd. |
27,795
|
908,653
|
Hindalco
Industries, Ltd. |
288,384
|
1,823,656
|
Hindustan
Aeronautics, Ltd. |
18,732
|
390,605
|
Hindustan
Petroleum Corp., Ltd. |
157,594
|
558,797
|
MULTIFACTOR
EMERGING MARKETS ETF (continued)
|
Shares
or Principal Amount |
Value
|
India (continued) |
|
Hindustan
Unilever, Ltd. |
97,010
|
$2,849,036
|
Honeywell
Automation India, Ltd. |
230
|
120,352
|
Housing
Development Finance Corp., Ltd. |
181,683
|
5,292,972
|
ICICI
Bank, Ltd. |
475,138
|
4,618,521
|
ICICI
Lombard General Insurance Company, Ltd. (A) |
23,089
|
388,051
|
ICICI
Prudential Life Insurance Company, Ltd. (A) |
29,574
|
203,111
|
Indian
Oil Corp., Ltd. |
544,154
|
899,419
|
Indian
Railway Catering & Tourism Corp, Ltd. |
17,781
|
173,757
|
Indus
Towers, Ltd. (B) |
206,269
|
565,980
|
Info
Edge India, Ltd. |
4,932
|
300,785
|
Infosys,
Ltd. |
333,361
|
6,837,951
|
InterGlobe
Aviation, Ltd. (A)(B) |
7,872
|
191,954
|
ITC,
Ltd. |
415,625
|
1,410,926
|
Jindal
Steel & Power, Ltd. |
72,946
|
516,064
|
JSW
Energy, Ltd. |
38,569
|
160,951
|
JSW
Steel, Ltd. |
275,629
|
2,618,642
|
Jubilant
Foodworks, Ltd. |
44,985
|
320,605
|
Kotak
Mahindra Bank, Ltd. |
86,242
|
2,019,186
|
L&T
Technology Services, Ltd. (A) |
2,273
|
121,325
|
Larsen
& Toubro Infotech, Ltd. (A) |
5,293
|
334,302
|
Larsen
& Toubro, Ltd. |
81,666
|
1,815,097
|
Lupin,
Ltd. |
30,237
|
294,746
|
Mahindra
& Mahindra, Ltd. |
132,620
|
1,603,046
|
Marico,
Ltd. |
78,734
|
536,669
|
Maruti
Suzuki India, Ltd. |
10,731
|
1,078,259
|
Max
Healthcare Institute, Ltd. (B) |
17,108
|
91,994
|
Mindtree,
Ltd. |
4,899
|
227,895
|
Motherson
Sumi Systems, Ltd. |
200,510
|
360,534
|
Mphasis,
Ltd. |
7,220
|
267,766
|
Muthoot
Finance, Ltd. |
23,936
|
395,257
|
Nestle
India, Ltd. |
4,275
|
1,023,481
|
NMDC,
Ltd. |
166,016
|
348,570
|
NTPC,
Ltd. |
934,046
|
1,912,874
|
Oil
& Natural Gas Corp., Ltd. |
462,941
|
971,091
|
Oracle
Financial Services Software, Ltd. |
1,366
|
64,045
|
Page
Industries, Ltd. |
364
|
217,474
|
Petronet
LNG, Ltd. |
167,430
|
446,049
|
PI
Industries, Ltd. |
5,543
|
205,927
|
Pidilite
Industries, Ltd. |
19,813
|
628,532
|
Piramal
Enterprises, Ltd. |
15,667
|
444,294
|
Power
Grid Corp. of India, Ltd. |
744,623
|
2,237,498
|
Procter
& Gamble Hygiene & Health Care, Ltd. |
1,498
|
275,472
|
Punjab
National Bank (B) |
247,148
|
113,321
|
Reliance
Industries, Ltd. |
284,001
|
10,401,512
|
SBI
Cards & Payment Services, Ltd. |
7,167
|
77,626
|
SBI
Life Insurance Company, Ltd. (A) |
27,395
|
395,842
|
Shree
Cement, Ltd. |
1,291
|
436,240
|
Shriram
Transport Finance Company, Ltd. |
23,085
|
362,496
|
Siemens,
Ltd. |
8,950
|
266,946
|
SEE
NOTES TO FINANCIAL STATEMENTS |
ANNUAL
REPORT | JOHN HANCOCK MULTIFACTOR ETFS |
39
|
MULTIFACTOR
EMERGING MARKETS ETF (continued)
|
Shares
or Principal Amount |
Value
|
India (continued) |
|
Sona
Blw Precision Forgings, Ltd. (A) |
6,679
|
$55,525
|
SRF,
Ltd. |
13,769
|
453,908
|
State
Bank of India |
226,707
|
1,470,700
|
Steel
Authority of India, Ltd. |
234,775
|
297,145
|
Sun
Pharmaceutical Industries, Ltd. |
136,428
|
1,659,784
|
Tata
Communications, Ltd. |
10,493
|
150,307
|
Tata
Consultancy Services, Ltd. |
91,046
|
4,225,806
|
Tata
Consumer Products, Ltd. |
65,049
|
701,483
|
Tata
Elxsi, Ltd. |
1,996
|
202,100
|
Tata
Motors, Ltd. (B) |
399,312
|
2,282,492
|
Tata
Power Company, Ltd. |
153,051
|
485,226
|
Tata
Steel, Ltd. |
146,670
|
2,436,745
|
Tech
Mahindra, Ltd. |
111,678
|
1,832,970
|
Titan
Company, Ltd. |
42,390
|
1,367,676
|
Torrent
Pharmaceuticals, Ltd. |
6,377
|
235,668
|
Trent,
Ltd. |
6,154
|
98,755
|
UltraTech
Cement, Ltd. |
10,727
|
928,268
|
United
Breweries, Ltd. |
7,119
|
148,033
|
United
Spirits, Ltd. (B) |
34,850
|
393,440
|
UPL,
Ltd. |
114,142
|
1,236,349
|
Varun
Beverages, Ltd. |
12,963
|
183,882
|
Vedanta,
Ltd. |
372,101
|
1,992,846
|
Voltas,
Ltd. |
8,357
|
137,732
|
Wipro,
Ltd. |
165,935
|
1,102,724
|
Zydus
Lifesciences, Ltd. |
52,697
|
242,278
|
Indonesia - 2.4% |
15,684,927
|
Adaro
Energy Indonesia Tbk PT |
1,211,300
|
279,074
|
Aneka
Tambang Tbk (B) |
714,500
|
128,144
|
Astra
International Tbk PT |
2,538,600
|
1,326,474
|
Bank
Central Asia Tbk PT |
4,693,800
|
2,630,691
|
Bank
Jago Tbk PT (B) |
175,100
|
140,713
|
Bank
Mandiri Persero Tbk PT |
2,263,400
|
1,397,353
|
Bank
Negara Indonesia Persero Tbk PT |
1,318,200
|
838,821
|
Bank
Rakyat Indonesia Persero Tbk PT |
7,471,750
|
2,509,997
|
Barito
Pacific Tbk PT |
3,014,300
|
176,737
|
Charoen
Pokphand Indonesia Tbk PT |
1,264,900
|
449,351
|
Elang
Mahkota Teknologi Tbk PT (B) |
1,839,500
|
379,396
|
Gudang
Garam Tbk PT |
87,900
|
186,144
|
Indah
Kiat Pulp & Paper Tbk PT |
318,100
|
166,214
|
Indocement
Tunggal Prakarsa Tbk PT |
258,900
|
187,072
|
Indofood
CBP Sukses Makmur Tbk PT |
423,500
|
222,749
|
Indofood
Sukses Makmur Tbk PT |
871,400
|
378,687
|
Kalbe
Farma Tbk PT |
3,022,900
|
341,971
|
Mayora
Indah Tbk PT |
721,900
|
87,144
|
Merdeka
Copper Gold Tbk PT (B) |
1,013,389
|
370,488
|
Sarana
Menara Nusantara Tbk PT |
2,874,100
|
200,237
|
Semen
Indonesia Persero Tbk PT |
563,400
|
248,725
|
Telkom
Indonesia Persero Tbk PT |
6,376,000
|
2,031,946
|
Tower
Bersama Infrastructure Tbk PT (B) |
798,300
|
165,750
|
United
Tractors Tbk PT |
344,500
|
719,441
|
MULTIFACTOR
EMERGING MARKETS ETF (continued)
|
Shares
or Principal Amount |
Value
|
Indonesia (continued) |
|
Vale
Indonesia Tbk PT |
241,500
|
$121,608
|
Malaysia - 2.0% |
13,194,658
|
Axiata
Group BHD |
345,295
|
278,393
|
CIMB
Group Holdings BHD |
720,672
|
860,800
|
Dialog
Group BHD |
434,400
|
249,454
|
DiGi.Com
BHD |
358,700
|
314,743
|
Genting
BHD |
383,500
|
407,857
|
Genting
Malaysia BHD |
450,500
|
315,614
|
HAP
Seng Consolidated BHD |
70,600
|
121,140
|
Hartalega
Holdings BHD |
231,800
|
234,276
|
Hong
Leong Bank BHD |
72,900
|
351,313
|
Hong
Leong Financial Group BHD |
42,200
|
188,051
|
IHH
Healthcare BHD |
206,200
|
313,077
|
IOI
Corp. BHD |
303,800
|
325,886
|
Kuala
Lumpur Kepong BHD |
53,875
|
364,570
|
Malayan
Banking BHD |
614,786
|
1,280,834
|
Maxis
BHD |
218,700
|
190,895
|
MISC
BHD |
171,100
|
306,946
|
Nestle
Malaysia BHD |
6,200
|
189,696
|
Petronas
Chemicals Group BHD |
175,900
|
412,932
|
Petronas
Dagangan BHD |
55,000
|
274,653
|
Petronas
Gas BHD |
74,000
|
288,623
|
PPB
Group BHD |
92,300
|
364,239
|
Press
Metal Aluminium Holdings BHD |
375,400
|
516,515
|
Public
Bank BHD |
2,041,300
|
2,199,081
|
RHB
Bank BHD |
309,403
|
444,187
|
Sime
Darby BHD |
489,300
|
262,998
|
Sime
Darby Plantation BHD |
208,538
|
251,002
|
Telekom
Malaysia BHD |
207,500
|
237,837
|
Tenaga
Nasional BHD |
600,100
|
1,246,102
|
Top
Glove Corp. BHD |
635,400
|
245,199
|
Westports
Holdings BHD |
174,300
|
157,745
|
Mexico - 2.6% |
17,390,532
|
America
Movil SAB de CV, Series L |
2,606,088
|
2,541,154
|
Arca
Continental SAB de CV |
67,464
|
428,648
|
Cemex
SAB de CV (B) |
2,537,888
|
1,120,434
|
El
Puerto de Liverpool SAB de CV, Series C1 |
23,956
|
121,350
|
Fibra
Uno Administracion SA de CV |
288,240
|
314,955
|
Fomento
Economico Mexicano SAB de CV |
164,448
|
1,229,865
|
Gruma
SAB de CV, Class B |
12,155
|
144,751
|
Grupo
Aeroportuario del Pacifico SAB de CV, Series B (B) |
39,428
|
607,363
|
Grupo
Aeroportuario del Sureste SAB de CV, Series B |
21,319
|
464,853
|
Grupo
Bimbo SAB de CV, Series A |
287,100
|
883,872
|
Grupo
Carso SAB de CV, Series A1 |
59,004
|
192,290
|
Grupo
Elektra SAB de CV (B) |
4,301
|
254,583
|
Grupo
Financiero Banorte SAB de CV, Series O |
323,204
|
2,130,041
|
Grupo
Financiero Inbursa SAB de CV, Series O (B) |
373,140
|
633,891
|
Grupo
Mexico SAB de CV, Series B |
472,108
|
2,211,275
|
40
|
JOHN
HANCOCK MULTIFACTOR ETFS | ANNUAL REPORT |
SEE
NOTES TO FINANCIAL STATEMENTS |
MULTIFACTOR
EMERGING MARKETS ETF (continued)
|
Shares
or Principal Amount |
Value
|
Mexico (continued) |
|
Grupo
Televisa SAB |
485,852
|
$902,023
|
Industrias
Penoles SAB de CV |
14,543
|
159,999
|
Kimberly-Clark
de Mexico SAB de CV, Class A |
181,400
|
252,432
|
Orbia
Advance Corp. SAB de CV |
217,000
|
521,646
|
Wal-Mart
de Mexico SAB de CV |
641,940
|
2,275,107
|
Philippines - 1.1% |
7,062,930
|
Aboitiz
Equity Ventures, Inc. |
375,270
|
363,733
|
Aboitiz
Power Corp. |
462,000
|
284,519
|
AC
Energy Corp. |
498,000
|
68,874
|
Ayala
Corp. |
30,640
|
432,851
|
Ayala
Land, Inc. |
754,300
|
463,084
|
Bank
of the Philippine Islands |
413,440
|
751,565
|
BDO
Unibank, Inc. |
267,150
|
665,252
|
Emperador,
Inc. |
145,700
|
54,423
|
Globe
Telecom, Inc. |
5,575
|
242,415
|
International
Container Terminal Services, Inc. |
96,880
|
400,102
|
JG
Summit Holdings, Inc. |
368,903
|
393,600
|
Jollibee
Foods Corp. |
49,880
|
205,425
|
Manila
Electric Company |
48,470
|
327,188
|
Metropolitan
Bank & Trust Company |
358,952
|
351,354
|
Monde
Nissin Corp. (A)(B) |
395,600
|
98,360
|
PLDT,
Inc. |
16,090
|
575,116
|
SM
Investments Corp. |
31,405
|
512,237
|
SM
Prime Holdings, Inc. |
829,600
|
556,192
|
Universal
Robina Corp. |
161,270
|
316,640
|
Poland - 0.8% |
5,523,202
|
Allegro.eu
SA (A)(B) |
29,430
|
152,767
|
Bank
Polska Kasa Opieki SA |
27,440
|
605,985
|
CD
Projekt SA |
6,281
|
171,236
|
Cyfrowy
Polsat SA |
37,473
|
204,524
|
Dino
Polska SA (A)(B) |
6,649
|
431,670
|
ING
Bank Slaski SA |
2,649
|
117,598
|
KGHM
Polska Miedz SA |
17,803
|
581,518
|
LPP
SA |
179
|
379,371
|
mBank
SA (B) |
1,399
|
94,326
|
PGE
Polska Grupa Energetyczna SA (B) |
117,127
|
260,828
|
Polski
Koncern Naftowy ORLEN SA |
56,596
|
960,612
|
Polskie
Gornictwo Naftowe i Gazownictwo SA |
219,574
|
308,263
|
Powszechna
Kasa Oszczednosci Bank Polski SA (B) |
105,745
|
781,840
|
Powszechny
Zaklad Ubezpieczen SA |
43,078
|
298,020
|
Santander
Bank Polska SA |
2,864
|
174,644
|
Romania - 0.0% |
249,878
|
NEPI
Rockcastle PLC |
41,121
|
249,878
|
Russia - 0.3% |
1,660,008
|
Gazprom
PJSC, ADR (D) |
551,670
|
409,891
|
Lukoil
PJSC, ADR (D) |
57,062
|
407,594
|
MMC
Norilsk Nickel PJSC, ADR (D) |
94,236
|
340,475
|
Novatek
PJSC, GDR (D) |
5,960
|
104,008
|
MULTIFACTOR
EMERGING MARKETS ETF (continued)
|
Shares
or Principal Amount |
Value
|
Russia (continued) |
|
Novolipetsk
Steel PJSC, GDR (D) |
6,243
|
$17,162
|
Novolipetsk
Steel PJSC, GDR (London Stock Exchange) (D) |
174
|
478
|
Polyus
PJSC, GDR (D) |
6,556
|
75,728
|
Polyus
PJSC, GDR (London Stock Exchange) (D) |
318
|
3,673
|
Rosneft
Oil Company PJSC, GDR (D) |
223,704
|
158,606
|
Sberbank
of Russia PJSC, ADR (D) |
263,203
|
142,393
|
Saudi Arabia - 3.9% |
25,720,868
|
Al
Rajhi Bank |
103,768
|
4,885,739
|
Alinma
Bank |
97,684
|
1,079,504
|
Almarai
Company JSC |
26,094
|
361,760
|
Bank
AlBilad (B) |
33,933
|
468,628
|
Bank
Al-Jazira |
36,725
|
309,893
|
Banque
Saudi Fransi |
64,477
|
931,709
|
Bupa
Arabia for Cooperative Insurance Company |
2,683
|
118,885
|
Dr
Sulaiman Al Habib Medical Services Group Company |
10,097
|
538,392
|
Etihad
Etisalat Company |
79,415
|
915,724
|
Jarir
Marketing Company |
7,535
|
385,710
|
Mouwasat
Medical Services Company |
4,007
|
257,462
|
Riyad
Bank |
136,978
|
1,490,003
|
SABIC
Agri-Nutrients Company |
24,826
|
1,076,226
|
Sahara
International Petrochemical Company |
54,147
|
827,190
|
Saudi
Arabian Mining Company (B) |
32,542
|
1,197,290
|
Saudi
Basic Industries Corp. |
68,244
|
2,383,482
|
Saudi
Electricity Company |
93,960
|
677,620
|
Saudi
Industrial Investment Group |
13,681
|
120,367
|
Saudi
Kayan Petrochemical Company (B) |
127,795
|
643,268
|
Saudi
Research & Media Group (B) |
1,961
|
138,234
|
Saudi
Telecom Company |
50,448
|
1,560,192
|
The
Saudi British Bank |
35,178
|
420,639
|
The
Saudi National Bank |
194,316
|
4,092,717
|
The
Savola Group |
22,354
|
212,765
|
Yanbu
National Petrochemical Company |
38,519
|
627,469
|
South Africa - 4.7% |
30,748,792
|
Absa
Group, Ltd. (C) |
142,277
|
1,545,808
|
African
Rainbow Minerals, Ltd. |
18,320
|
303,348
|
Anglo
American Platinum, Ltd. |
6,362
|
705,810
|
AngloGold
Ashanti, Ltd. |
63,688
|
1,325,322
|
Aspen
Pharmacare Holdings, Ltd. |
46,982
|
505,369
|
Bid
Corp., Ltd. |
35,915
|
750,488
|
Capitec
Bank Holdings, Ltd. (C) |
11,329
|
1,592,424
|
Clicks
Group, Ltd. |
30,990
|
609,014
|
Discovery,
Ltd. (B) |
78,974
|
760,268
|
Exxaro
Resources, Ltd. (C) |
30,906
|
442,596
|
FirstRand,
Ltd. |
619,554
|
2,682,890
|
Gold
Fields, Ltd. |
150,258
|
2,067,725
|
Impala
Platinum Holdings, Ltd. |
117,641
|
1,533,786
|
Investec,
Ltd. |
29,914
|
182,004
|
SEE
NOTES TO FINANCIAL STATEMENTS |
ANNUAL
REPORT | JOHN HANCOCK MULTIFACTOR ETFS |
41
|
MULTIFACTOR
EMERGING MARKETS ETF (continued)
|
Shares
or Principal Amount |
Value
|
South Africa (continued) |
|
Kumba
Iron Ore, Ltd. |
6,043
|
$204,028
|
Mr.
Price Group, Ltd. |
15,052
|
204,687
|
MTN
Group, Ltd. |
197,949
|
2,111,247
|
Naspers,
Ltd., N Shares |
25,532
|
2,595,373
|
Nedbank
Group, Ltd. |
79,284
|
1,111,292
|
Northam
Platinum Holdings, Ltd. (B) |
41,473
|
495,486
|
Old
Mutual, Ltd. |
658,261
|
528,100
|
Pepkor
Holdings, Ltd. (A) |
99,095
|
134,205
|
Sanlam,
Ltd. |
352,274
|
1,466,226
|
Sasol,
Ltd. (B) |
65,426
|
1,624,786
|
Shoprite
Holdings, Ltd. |
69,820
|
1,010,997
|
Sibanye
Stillwater, Ltd. |
338,319
|
1,193,381
|
Standard
Bank Group, Ltd. (C) |
159,622
|
1,695,503
|
The
Bidvest Group, Ltd. |
24,356
|
335,783
|
Vodacom
Group, Ltd. |
86,562
|
831,783
|
Woolworths
Holdings, Ltd. |
52,986
|
199,063
|
South Korea - 12.6% |
83,527,679
|
Amorepacific
Corp. |
2,604
|
375,258
|
AMOREPACIFIC
Group |
4,019
|
159,992
|
Celltrion
Healthcare Company, Ltd. |
6,602
|
337,459
|
Celltrion
Pharm, Inc. (B) |
1,090
|
80,188
|
Celltrion,
Inc. |
9,696
|
1,358,675
|
CJ
CheilJedang Corp. |
1,604
|
508,274
|
CJ
Logistics Corp. (B) |
672
|
65,809
|
Coway
Company, Ltd. |
10,307
|
581,820
|
DB
Insurance Company, Ltd. |
5,479
|
293,580
|
Doosan
Enerbility (B) |
13,498
|
221,384
|
Ecopro
BM Company, Ltd. |
557
|
211,270
|
E-MART,
Inc. |
3,204
|
336,726
|
F&F
Company, Ltd. |
725
|
81,389
|
GS
Holdings Corp. |
7,807
|
271,629
|
Hana
Financial Group, Inc. |
50,394
|
1,885,763
|
Hanjin
Kal Corp. (B) |
1,495
|
68,441
|
Hankook
Tire & Technology Company, Ltd. |
14,962
|
415,148
|
Hanmi
Pharm Company, Ltd. |
623
|
154,758
|
Hanmi
Science Company, Ltd. |
1,068
|
43,536
|
Hanon
Systems |
23,646
|
214,621
|
Hanwha
Solutions Corp. (B) |
16,988
|
432,815
|
HD
Hyundai Company, Ltd. |
7,334
|
340,424
|
HLB,
Inc. (B) |
4,356
|
107,860
|
HMM
Company, Ltd. |
32,269
|
729,649
|
HYBE
Company, Ltd. (B) |
932
|
186,623
|
Hyundai
Engineering & Construction Company, Ltd. |
11,888
|
421,664
|
Hyundai
Glovis Company, Ltd. |
4,053
|
674,424
|
Hyundai
Mobis Company, Ltd. |
7,448
|
1,230,462
|
Hyundai
Motor Company |
15,936
|
2,359,949
|
Hyundai
Steel Company |
12,274
|
425,095
|
Iljin
Materials Company, Ltd. |
682
|
47,783
|
Industrial
Bank of Korea |
52,425
|
469,571
|
MULTIFACTOR
EMERGING MARKETS ETF (continued)
|
Shares
or Principal Amount |
Value
|
South Korea (continued) |
|
Kakao
Corp. |
19,107
|
$1,367,611
|
Kakao
Games Corp. (B) |
2,117
|
101,973
|
Kangwon
Land, Inc. (B) |
9,579
|
204,393
|
KB
Financial Group, Inc. |
49,056
|
2,284,854
|
Kia
Corp. |
32,399
|
2,161,653
|
Korea
Electric Power Corp. (B) |
39,589
|
728,110
|
Korea
Investment Holdings Company, Ltd. |
7,633
|
429,052
|
Korea
Shipbuilding & Offshore Engineering Company, Ltd. (B) |
6,559
|
479,392
|
Korea
Zinc Company, Ltd. |
1,644
|
753,936
|
Korean
Air Lines Company, Ltd. (B) |
18,935
|
454,530
|
KT&G
Corp. |
13,686
|
900,051
|
Kumho
Petrochemical Company, Ltd. |
2,395
|
294,608
|
L&F
Company, Ltd. (B) |
760
|
132,697
|
LG
Chem, Ltd. |
3,737
|
1,544,190
|
LG
Corp. |
21,154
|
1,234,545
|
LG
Display Company, Ltd. |
45,106
|
601,533
|
LG
Electronics, Inc. |
20,439
|
1,895,815
|
LG
Household & Health Care, Ltd. |
1,217
|
880,775
|
LG
Innotek Company, Ltd. |
1,557
|
432,638
|
LG
Uplus Corp. |
64,653
|
720,654
|
Lotte
Chemical Corp. |
3,158
|
494,066
|
Lotte
Corp. |
7,269
|
198,219
|
Macquarie
Korea Infrastructure Fund |
20,293
|
229,427
|
Meritz
Financial Group, Inc. |
4,445
|
133,952
|
Meritz
Fire & Marine Insurance Company, Ltd. |
3,557
|
125,599
|
Mirae
Asset Securities Company, Ltd. |
53,234
|
341,189
|
NAVER
Corp. |
8,330
|
1,900,115
|
NCSoft
Corp. |
1,706
|
572,515
|
Netmarble
Corp. (A) |
2,780
|
211,599
|
Orion
Corp. |
2,693
|
203,690
|
Pearl
Abyss Corp. (B) |
1,846
|
100,237
|
POSCO
Chemical Company, Ltd. |
2,171
|
235,076
|
POSCO
Holdings, Inc. |
8,681
|
1,997,459
|
S-1
Corp. |
1,829
|
100,333
|
Samsung
Biologics Company, Ltd. (A)(B) |
1,033
|
689,215
|
Samsung
C&T Corp. |
10,971
|
1,008,878
|
Samsung
Card Company, Ltd. |
4,386
|
116,809
|
Samsung
Electro-Mechanics Company, Ltd. |
7,316
|
966,924
|
Samsung
Electronics Company, Ltd. |
452,327
|
24,272,962
|
Samsung
Engineering Company, Ltd. (B) |
4,955
|
102,572
|
Samsung
Fire & Marine Insurance Company, Ltd. |
5,934
|
992,150
|
Samsung
Heavy Industries Company, Ltd. (B) |
103,036
|
497,132
|
Samsung
Life Insurance Company, Ltd. |
13,229
|
685,675
|
Samsung
SDI Company, Ltd. |
3,880
|
1,887,484
|
Samsung
SDS Company, Ltd. |
3,685
|
435,687
|
SD
Biosensor, Inc. |
1,753
|
63,644
|
Seegene,
Inc. |
4,280
|
138,180
|
Shinhan
Financial Group Company, Ltd. |
67,014
|
2,248,917
|
SK
Biopharmaceuticals Company, Ltd. (B) |
1,151
|
84,126
|
42
|
JOHN
HANCOCK MULTIFACTOR ETFS | ANNUAL REPORT |
SEE
NOTES TO FINANCIAL STATEMENTS |
MULTIFACTOR
EMERGING MARKETS ETF (continued)
|
Shares
or Principal Amount |
Value
|
South Korea (continued) |
|
SK
Bioscience Company, Ltd. (B) |
1,287
|
$138,844
|
SK
Hynix, Inc. |
52,203
|
4,675,826
|
SK
IE Technology Company, Ltd. (A)(B) |
1,670
|
168,861
|
SK
Innovation Company, Ltd. (B) |
6,599
|
1,077,066
|
SK
Telecom Company, Ltd. |
18,833
|
854,682
|
SK,
Inc. |
4,807
|
1,025,697
|
SKC
Company, Ltd. |
1,012
|
122,068
|
S-Oil
Corp. |
7,764
|
639,788
|
Woori
Financial Group, Inc. |
78,822
|
925,656
|
Yuhan
Corp. |
3,501
|
170,311
|
Taiwan - 15.9% |
105,348,568
|
Accton
Technology Corp. |
60,000
|
474,292
|
Advanced
Energy Solution Holding Company, Ltd. |
1,000
|
31,212
|
Advantech
Company, Ltd. |
42,989
|
538,903
|
ASE
Technology Holding Company, Ltd. |
497,000
|
1,611,956
|
Asia
Cement Corp. |
429,000
|
700,070
|
ASMedia
Technology, Inc. |
3,000
|
145,036
|
Asustek
Computer, Inc. |
109,000
|
1,320,181
|
AU
Optronics Corp. |
1,484,000
|
863,449
|
Catcher
Technology Company, Ltd. |
125,000
|
614,917
|
Cathay
Financial Holding Company, Ltd. |
1,052,359
|
2,231,427
|
Chailease
Holding Company, Ltd. |
251,806
|
2,020,394
|
Chang
Hwa Commercial Bank, Ltd. |
1,050,712
|
659,469
|
Cheng
Shin Rubber Industry Company, Ltd. |
384,000
|
435,779
|
China
Airlines, Ltd. |
297,000
|
280,621
|
China
Development Financial Holding Corp. |
3,188,159
|
1,941,526
|
China
Steel Corp. |
1,466,000
|
1,795,478
|
Chunghwa
Telecom Company, Ltd. |
365,000
|
1,622,195
|
Compal
Electronics, Inc. |
712,000
|
537,463
|
CTBC
Financial Holding Company, Ltd. |
2,342,000
|
2,324,083
|
Delta
Electronics, Inc. |
134,000
|
1,136,537
|
E
Ink Holdings, Inc. |
29,000
|
171,193
|
E.Sun
Financial Holding Company, Ltd. |
1,781,510
|
2,045,906
|
Eclat
Textile Company, Ltd. |
26,000
|
430,018
|
eMemory
Technology, Inc. |
5,000
|
217,978
|
Eva
Airways Corp. |
149,000
|
180,212
|
Evergreen
Marine Corp. Taiwan, Ltd. |
340,000
|
1,672,576
|
Far
Eastern New Century Corp. |
691,000
|
704,468
|
Far
EasTone Telecommunications Company, Ltd. |
330,000
|
927,007
|
Feng
TAY Enterprise Company, Ltd. |
102,680
|
667,104
|
First
Financial Holding Company, Ltd. |
1,843,354
|
1,738,571
|
Formosa
Chemicals & Fibre Corp. |
483,000
|
1,309,281
|
Formosa
Petrochemical Corp. |
202,000
|
627,748
|
Formosa
Plastics Corp. |
514,000
|
1,839,731
|
Formosa
Sumco Technology Corp. |
3,000
|
19,847
|
Fubon
Financial Holding Company, Ltd. |
958,883
|
2,420,346
|
Giant
Manufacturing Company, Ltd. |
16,000
|
134,892
|
Globalwafers
Company, Ltd. |
39,000
|
688,029
|
Hiwin
Technologies Corp. |
28,962
|
216,659
|
MULTIFACTOR
EMERGING MARKETS ETF (continued)
|
Shares
or Principal Amount |
Value
|
Taiwan (continued) |
|
Hon
Hai Precision Industry Company, Ltd. |
1,169,800
|
$4,048,094
|
Hotai
Motor Company, Ltd. |
38,000
|
747,740
|
Hua
Nan Financial Holdings Company, Ltd. |
1,761,067
|
1,418,987
|
Innolux
Corp. |
1,600,000
|
740,954
|
Inventec
Corp. |
479,000
|
412,770
|
Kinsus
Interconnect Technology Corp. |
14,000
|
81,457
|
Largan
Precision Company, Ltd. |
12,000
|
688,029
|
Lite-On
Technology Corp. |
399,000
|
879,883
|
MediaTek,
Inc. |
128,000
|
3,604,349
|
Mega
Financial Holding Company, Ltd. |
1,351,000
|
1,906,723
|
Micro-Star
International Company, Ltd. |
118,000
|
484,402
|
momo.com,
Inc. |
6,600
|
177,117
|
Nan
Ya Plastics Corp. |
674,000
|
1,982,521
|
Nan
Ya Printed Circuit Board Corp. |
23,000
|
315,245
|
Nanya
Technology Corp. |
188,000
|
418,409
|
Nien
Made Enterprise Company, Ltd. |
8,000
|
85,088
|
Novatek
Microelectronics Corp. |
78,000
|
1,054,537
|
Oneness
Biotech Company, Ltd. (B) |
14,000
|
92,382
|
Pegatron
Corp. |
394,000
|
939,702
|
Phison
Electronics Corp. |
10,000
|
131,465
|
Pou
Chen Corp. |
473,000
|
496,662
|
President
Chain Store Corp. |
93,000
|
862,937
|
Quanta
Computer, Inc. |
410,000
|
1,165,646
|
Realtek
Semiconductor Corp. |
56,000
|
774,202
|
Ruentex
Development Company, Ltd. |
78,000
|
207,203
|
Shin
Kong Financial Holding Company, Ltd. |
2,511,140
|
837,458
|
Sino-American
Silicon Products, Inc. |
90,000
|
454,954
|
SinoPac
Financial Holdings Company, Ltd. |
2,062,000
|
1,276,704
|
Synnex
Technology International Corp. |
78,000
|
205,086
|
TA
Chen Stainless Pipe |
198,000
|
298,254
|
Taishin
Financial Holding Company, Ltd. |
2,078,390
|
1,367,942
|
Taiwan
Cement Corp. |
829,164
|
1,291,195
|
Taiwan
Cooperative Financial Holding Company, Ltd. |
1,679,159
|
1,623,587
|
Taiwan
High Speed Rail Corp. |
347,000
|
329,630
|
Taiwan
Mobile Company, Ltd. |
214,000
|
787,739
|
Taiwan
Semiconductor Manufacturing Company, Ltd. |
1,298,000
|
23,691,676
|
The
Shanghai Commercial & Savings Bank, Ltd. |
383,000
|
636,698
|
Unimicron
Technology Corp. |
139,000
|
1,004,461
|
Uni-President
Enterprises Corp. |
819,000
|
1,900,548
|
United
Microelectronics Corp. |
1,117,000
|
1,811,423
|
Vanguard
International Semiconductor Corp. |
143,000
|
511,832
|
Voltronic
Power Technology Corp. |
4,000
|
177,096
|
Walsin
Technology Corp. (B) |
42,000
|
174,552
|
Wan
Hai Lines, Ltd. |
116,000
|
574,579
|
Win
Semiconductors Corp. |
45,000
|
298,468
|
Winbond
Electronics Corp. |
310,000
|
286,594
|
Wiwynn
Corp. |
17,000
|
588,285
|
Yageo
Corp. |
67,000
|
919,459
|
Yang
Ming Marine Transport Corp. (B) |
222,000
|
948,992
|
SEE
NOTES TO FINANCIAL STATEMENTS |
ANNUAL
REPORT | JOHN HANCOCK MULTIFACTOR ETFS |
43
|
MULTIFACTOR
EMERGING MARKETS ETF (continued)
|
Shares
or Principal Amount |
Value
|
Taiwan (continued) |
|
Yuanta
Financial Holding Company, Ltd. |
2,234,360
|
$1,982,274
|
Zhen
Ding Technology Holding, Ltd. |
99,000
|
356,024
|
Thailand - 2.2% |
14,607,335
|
Advanced
Info Service PCL, NVDR |
128,800
|
808,526
|
Airports
of Thailand PCL, NVDR (B) |
298,000
|
580,774
|
Asset
World Corp. PCL, NVDR |
454,400
|
64,213
|
B
Grimm Power PCL, NVDR |
90,200
|
85,591
|
Bangkok
Bank PCL, NVDR |
70,500
|
268,620
|
Bangkok
Dusit Medical Services PCL, NVDR |
283,200
|
212,917
|
Bangkok
Expressway & Metro PCL, NVDR |
787,500
|
189,690
|
Bank
of Ayudhya PCL, NVDR |
127,400
|
127,400
|
Berli
Jucker PCL, NVDR |
190,000
|
190,000
|
BTS
Group Holdings PCL, NVDR |
937,500
|
246,350
|
Bumrungrad
Hospital PCL, NVDR |
36,300
|
170,107
|
Carabao
Group PCL, NVDR |
38,900
|
124,366
|
Central
Pattana PCL, NVDR |
137,000
|
242,000
|
Central
Retail Corp. PCL, NVDR |
370,000
|
426,715
|
Charoen
Pokphand Foods PCL, NVDR |
812,000
|
571,364
|
CP
ALL PCL, NVDR |
538,800
|
1,022,540
|
Delta
Electronics Thailand PCL, NVDR |
35,100
|
372,009
|
Electricity
Generating PCL, NVDR |
39,100
|
190,077
|
Energy
Absolute PCL, NVDR |
235,800
|
609,293
|
Global
Power Synergy PCL, NVDR |
90,786
|
176,271
|
Gulf
Energy Development PCL, NVDR |
348,240
|
495,670
|
Home
Product Center PCL, NVDR |
488,500
|
213,942
|
Indorama
Ventures PCL, NVDR |
305,900
|
404,145
|
Intouch
Holdings PCL, NVDR |
71,100
|
145,314
|
Kasikornbank
PCL, NVDR |
89,400
|
399,364
|
Krung
Thai Bank PCL, NVDR |
574,800
|
255,094
|
Krungthai
Card PCL, NVDR |
106,300
|
179,236
|
Land
& Houses PCL, NVDR |
510,600
|
142,372
|
Minor
International PCL, NVDR (B) |
271,129
|
277,066
|
Muangthai
Capital PCL, NVDR |
85,600
|
115,591
|
Osotspa
PCL, NVDR |
103,100
|
105,358
|
PTT
Exploration & Production PCL, NVDR |
283,200
|
1,248,561
|
PTT
Global Chemical PCL, NVDR |
218,900
|
319,562
|
PTT
Oil & Retail Business PCL, NVDR |
118,400
|
86,423
|
PTT
PCL, NVDR |
1,253,200
|
1,372,117
|
SCB
X PCL, NVDR |
100,200
|
336,438
|
SCG
Packaging PCL, NVDR |
75,100
|
121,147
|
Thai
Beverage PCL |
1,025,500
|
508,703
|
Thai
Oil PCL, NVDR |
164,300
|
271,035
|
The
Siam Cement PCL, NVDR |
38,600
|
416,993
|
TMBThanachart
Bank PCL, NVDR |
2,749,589
|
104,364
|
True
Corp. PCL, NVDR |
2,913,500
|
410,017
|
Turkey - 0.3% |
2,260,654
|
Akbank
T.A.S. |
369,230
|
221,697
|
Aselsan
Elektronik Sanayi Ve Ticaret AS |
41,070
|
67,731
|
BIM
Birlesik Magazalar AS |
57,714
|
324,583
|
Enka
Insaat ve Sanayi AS |
162,689
|
173,793
|
MULTIFACTOR
EMERGING MARKETS ETF (continued)
|
Shares
or Principal Amount |
Value
|
Turkey (continued) |
|
Eregli
Demir ve Celik Fabrikalari TAS |
134,101
|
$302,937
|
Ford
Otomotiv Sanayi AS |
10,269
|
206,610
|
KOC
Holding AS |
91,998
|
248,945
|
Turkcell
Iletisim Hizmetleri AS |
131,193
|
191,102
|
Turkiye
Garanti Bankasi AS |
240,162
|
242,167
|
Turkiye
Is Bankasi AS, Class C |
184,386
|
130,694
|
Turkiye
Petrol Rafinerileri AS (B) |
9,540
|
150,395
|
United Kingdom - 0.0% |
67,581
|
Pepco
Group NV (A)(B) |
7,178
|
67,581
|
United States - 0.2% |
983,512
|
BeiGene,
Ltd., ADR (B) |
4,017
|
642,720
|
Parade
Technologies, Ltd. |
7,000
|
340,792
|
|
PREFERRED SECURITIES - 1.7% |
$11,169,468 |
(Cost
$13,583,148) |
|
|
Brazil - 1.6% |
10,479,368
|
Banco
Bradesco SA |
516,447
|
1,875,069
|
Banco
Inter SA (A) |
65,366
|
69,033
|
Braskem
SA, A Shares |
26,900
|
218,472
|
Centrais
Eletricas Brasileiras SA, B Shares |
30,160
|
244,522
|
Cia
Energetica de Minas Gerais |
125,200
|
370,882
|
Cia
Paranaense de Energia, B Shares |
88,500
|
132,959
|
Gerdau
SA |
191,200
|
1,079,897
|
Itau
Unibanco Holding SA |
407,450
|
1,963,942
|
Petroleo
Brasileiro SA |
707,100
|
4,323,531
|
Raizen
SA |
67,100
|
93,492
|
Usinas
Siderurgicas de Minas Gerais SA, A Shares |
47,100
|
107,569
|
Chile - 0.1% |
690,100
|
|
Sociedad
Quimica y Minera de Chile SA, B Shares |
9,300
|
690,100
|
|
WARRANTS - 0.0% |
$281 |
(Cost
$0) |
|
|
TMBThanachart
Bank PCL (Expiration Date: 4-21-23; Strike Price: THB 0.95) (B) |
27,496
|
281
|
|
SHORT-TERM INVESTMENTS - 0.6% |
$3,804,687 |
(Cost
$3,804,813) |
|
|
Short-term funds - 0.6% |
3,804,687
|
John
Hancock Collateral Trust, 0.3773% (E)(F) |
276,780
|
2,767,388
|
|
State
Street Institutional U.S. Government Money Market Fund, Premier Class,
0.2918% (E) |
1,037,299
|
1,037,299
|
Total investments (Multifactor Emerging Markets
ETF) (Cost $623,687,138) - 100.5% |
$663,974,180 |
Other assets and liabilities, net - (0.5%) |
(3,121,589) |
Total net assets - 100.0% |
$660,852,591 |
The percentage shown for each investment category is the total
value of the category as a percentage of the net assets of the fund.
|
Currency Abbreviations |
THB
|
Thai
Bhat |
44
|
JOHN
HANCOCK MULTIFACTOR ETFS | ANNUAL REPORT |
SEE
NOTES TO FINANCIAL STATEMENTS |
MULTIFACTOR
EMERGING MARKETS ETF (continued)
Security Abbreviations and Legend |
ADR
|
American
Depositary Receipt |
GDR
|
Global
Depositary Receipt |
NVDR
|
Non-Voting
Depositary Receipt |
(A)
|
These
securities are exempt from registration under Rule 144A of the Securities
Act of 1933. Such securities may be resold, normally to qualified
institutional buyers, in transactions exempt from registration. |
(B)
|
Non-income
producing security. |
(C)
|
All
or a portion of this security is on loan as of 4-30-22. |
(D)
|
Security
is valued using significant unobservable inputs and is classified as Level
3 in the fair value hierarchy. Refer to Note 2 to the financial
statements. |
(E)
|
The
rate shown is the annualized seven-day yield as of 4-30-22. |
(F)
|
Investment
is an affiliate of the fund, the advisor and/or subadvisor. This security
represents the investment of cash collateral received for securities
lending. |
MULTIFACTOR
ENERGY ETF
As
of 4-30-22
|
Shares
or Principal Amount |
Value
|
COMMON STOCKS – 99.8% |
|
$30,518,875 |
(Cost
$24,622,889) |
|
|
Energy – 99.8% |
30,518,875
|
Energy equipment and services – 11.0% |
|
Baker
Hughes Company |
33,970
|
1,053,749
|
Halliburton
Company |
29,929
|
1,066,071
|
NOV,
Inc. |
13,688
|
248,163
|
Schlumberger
NV |
25,348
|
988,825
|
Oil, gas and consumable fuels – 88.8% |
|
Antero
Resources Corp. (A) |
9,616
|
338,483
|
APA
Corp. |
8,378
|
342,912
|
Cheniere
Energy, Inc. |
7,037
|
955,695
|
Chesapeake
Energy Corp. (B) |
3,150
|
258,363
|
Chevron
Corp. |
11,670
|
1,828,339
|
ConocoPhillips
|
17,719
|
1,692,519
|
Continental
Resources, Inc. |
3,439
|
191,105
|
Coterra
Energy, Inc. |
29,112
|
838,134
|
Devon
Energy Corp. |
21,149
|
1,230,237
|
Diamondback
Energy, Inc. |
5,612
|
708,403
|
EOG
Resources, Inc. |
10,967
|
1,280,507
|
EQT
Corp. (A) |
13,422
|
533,525
|
Exxon
Mobil Corp. |
21,434
|
1,827,249
|
Hess
Corp. |
11,087
|
1,142,737
|
HF
Sinclair Corp. (A) |
6,840
|
260,057
|
Kinder
Morgan, Inc. |
64,344
|
1,167,844
|
Marathon
Oil Corp. |
47,026
|
1,171,888
|
Marathon
Petroleum Corp. |
11,386
|
993,542
|
Matador
Resources Company (A) |
3,840
|
187,469
|
Murphy
Oil Corp. |
5,128
|
195,274
|
New
Fortress Energy, Inc. |
1,739
|
67,438
|
Occidental
Petroleum Corp. |
32,030
|
1,764,533
|
ONEOK,
Inc. |
17,143
|
1,085,666
|
Ovintiv,
Inc. |
11,368
|
581,928
|
PDC
Energy, Inc. |
3,541
|
246,949
|
Phillips
66 |
13,290
|
1,153,040
|
Pioneer
Natural Resources Company |
3,128
|
727,166
|
MULTIFACTOR
ENERGY ETF (continued)
|
Shares
or Principal Amount |
Value
|
Energy (continued) |
|
Oil, gas and consumable fuels (continued) |
|
Range
Resources Corp. (A) |
10,045
|
$300,747
|
Southwestern
Energy Company (A) |
21,454
|
160,905
|
Targa
Resources Corp. |
9,250
|
679,043
|
The
Williams Companies, Inc. |
40,299
|
1,381,853
|
Valero
Energy Corp. |
16,761
|
1,868,517
|
|
SHORT-TERM INVESTMENTS – 0.3% |
|
$84,093 |
(Cost
$84,093) |
|
|
Short-term funds – 0.3% |
84,093
|
State
Street Institutional U.S. Government Money Market Fund, Premier Class,
0.2918% (C) |
84,093
|
84,093
|
Total investments (Multifactor Energy ETF) (Cost
$24,706,982) 100.1% |
$30,602,968 |
Other assets and liabilities, net (0.1%) |
|
(32,270) |
Total net assets 100.0% |
|
$30,570,698 |
The percentage shown for each investment category is the total
value of the category as a percentage of the net assets of the fund.
|
Security Abbreviations and Legend |
(A)
|
Non-income
producing security. |
(B)
|
All
or a portion of this security is on loan as of 4-30-22. |
(C)
|
The
rate shown is the annualized seven-day yield as of 4-30-22.
|
MULTIFACTOR
FINANCIALS ETF
As
of 4-30-22
|
Shares
or Principal Amount |
Value
|
COMMON STOCKS – 99.9% |
|
$25,612,148 |
(Cost
$24,377,674) |
|
|
Financials – 86.1% |
22,083,790
|
Banks – 26.1% |
|
Bank
of America Corp. |
20,721
|
739,325
|
Bank
OZK |
955
|
36,691
|
BOK
Financial Corp. |
274
|
22,723
|
Cadence
Bank |
934
|
23,387
|
Citigroup,
Inc. |
7,896
|
380,666
|
Citizens
Financial Group, Inc. |
4,616
|
181,870
|
Comerica,
Inc. |
1,516
|
124,160
|
Commerce
Bancshares, Inc. |
1,194
|
81,634
|
Cullen/Frost
Bankers, Inc. |
555
|
73,421
|
East
West Bancorp, Inc. |
1,459
|
104,027
|
Fifth
Third Bancorp |
6,726
|
252,427
|
First
Citizens BancShares, Inc., Class A |
78
|
49,872
|
First
Financial Bankshares, Inc. |
1,188
|
47,496
|
First
Horizon Corp. |
5,457
|
122,128
|
First
Republic Bank |
1,417
|
211,445
|
Glacier
Bancorp, Inc. |
547
|
25,031
|
Huntington
Bancshares, Inc. |
13,196
|
173,527
|
JPMorgan
Chase & Co. |
7,056
|
842,204
|
KeyCorp
|
11,159
|
215,480
|
SEE
NOTES TO FINANCIAL STATEMENTS |
ANNUAL
REPORT | JOHN HANCOCK MULTIFACTOR ETFS |
45
|
MULTIFACTOR
FINANCIALS ETF (continued)
|
Shares
or Principal Amount |
Value
|
Financials (continued) |
|
Banks (continued) |
|
M&T
Bank Corp. |
1,730
|
$288,287
|
Old
National Bancorp |
1,188
|
18,010
|
PacWest
Bancorp |
775
|
25,490
|
Pinnacle
Financial Partners, Inc. |
593
|
45,987
|
Popular,
Inc. |
901
|
70,269
|
Prosperity
Bancshares, Inc. |
845
|
55,246
|
Regions
Financial Corp. |
10,943
|
226,739
|
Signature
Bank |
539
|
130,573
|
SouthState
Corp. |
361
|
27,956
|
SVB
Financial Group (A) |
513
|
250,159
|
Synovus
Financial Corp. |
1,400
|
58,156
|
The
PNC Financial Services Group, Inc. |
1,837
|
305,126
|
Truist
Financial Corp. |
6,680
|
322,978
|
U.S.
Bancorp |
4,719
|
229,155
|
Valley
National Bancorp |
2,638
|
31,603
|
Webster
Financial Corp. |
758
|
37,892
|
Wells
Fargo & Company |
14,680
|
640,488
|
Western
Alliance Bancorp |
1,007
|
76,643
|
Wintrust
Financial Corp. |
320
|
27,942
|
Zions
Bancorp NA |
1,928
|
108,951
|
Capital markets – 21.5% |
|
Affiliated
Managers Group, Inc. |
324
|
40,685
|
Ameriprise
Financial, Inc. |
1,106
|
293,632
|
Ares
Management Corp., Class A |
1,037
|
68,670
|
BlackRock,
Inc. |
408
|
254,869
|
Cboe
Global Markets, Inc. |
969
|
109,478
|
CME
Group, Inc. |
804
|
176,349
|
FactSet
Research Systems, Inc. |
372
|
150,098
|
Franklin
Resources, Inc. |
3,055
|
75,122
|
Houlihan
Lokey, Inc. |
410
|
34,149
|
Interactive
Brokers Group, Inc., Class A |
680
|
40,501
|
Intercontinental
Exchange, Inc. |
2,163
|
250,497
|
Invesco,
Ltd. |
4,338
|
79,732
|
Janus
Henderson Group PLC |
1,656
|
50,475
|
Jefferies
Financial Group, Inc. |
2,329
|
71,640
|
KKR
& Company, Inc. |
2,693
|
137,262
|
LPL
Financial Holdings, Inc. |
849
|
159,502
|
MarketAxess
Holdings, Inc. |
315
|
83,037
|
Moody’s
Corp. |
750
|
237,360
|
Morgan
Stanley |
4,711
|
379,659
|
Morningstar,
Inc. |
227
|
57,483
|
MSCI,
Inc. |
451
|
189,984
|
Nasdaq,
Inc. |
1,059
|
166,655
|
Northern
Trust Corp. |
2,067
|
213,004
|
Raymond
James Financial, Inc. |
1,901
|
185,271
|
Robinhood
Markets, Inc., Class A (A)(B) |
2,604
|
25,532
|
S&P
Global, Inc. |
917
|
345,251
|
SEI
Investments Company |
1,452
|
80,905
|
State
Street Corp. |
3,284
|
219,929
|
MULTIFACTOR
FINANCIALS ETF (continued)
|
Shares
or Principal Amount |
Value
|
Financials (continued) |
|
Capital markets (continued) |
|
Stifel
Financial Corp. |
907
|
$56,098
|
T.
Rowe Price Group, Inc. |
1,177
|
144,818
|
The
Bank of New York Mellon Corp. |
4,332
|
182,204
|
The
Blackstone Group, Inc. |
1,977
|
200,804
|
The
Charles Schwab Corp. |
3,861
|
256,100
|
The
Goldman Sachs Group, Inc. |
1,482
|
452,736
|
Tradeweb
Markets, Inc., Class A |
595
|
42,358
|
Virtu
Financial, Inc., Class A |
663
|
19,147
|
Consumer finance – 6.6% |
|
Ally
Financial, Inc. |
5,162
|
206,274
|
American
Express Company |
2,034
|
355,360
|
Capital
One Financial Corp. |
2,878
|
358,656
|
Credit
Acceptance Corp. (A)(B) |
113
|
57,913
|
Discover
Financial Services |
3,204
|
360,322
|
OneMain
Holdings, Inc. |
1,261
|
57,918
|
SLM
Corp. |
3,209
|
53,687
|
Synchrony
Financial |
6,303
|
232,013
|
Upstart
Holdings, Inc. (A)(B) |
272
|
20,405
|
Diversified financial services – 6.2% |
|
Apollo
Global Management, Inc. |
3,868
|
192,472
|
Berkshire
Hathaway, Inc., Class B (A) |
3,527
|
1,138,626
|
Equitable
Holdings, Inc. |
5,507
|
158,767
|
Voya
Financial, Inc. |
1,522
|
96,099
|
Insurance – 25.5% |
|
Aflac,
Inc. |
6,134
|
351,356
|
Alleghany
Corp. (A) |
133
|
111,255
|
American
Financial Group, Inc. |
816
|
113,000
|
American
International Group, Inc. |
4,963
|
290,385
|
Aon
PLC, Class A |
989
|
284,822
|
Arch
Capital Group, Ltd. (A) |
3,785
|
172,861
|
Arthur
J. Gallagher & Company |
1,622
|
273,291
|
Assurant,
Inc. |
569
|
103,490
|
Brown
& Brown, Inc. |
2,324
|
144,042
|
Chubb,
Ltd. |
1,272
|
262,604
|
Cincinnati
Financial Corp. |
1,270
|
155,778
|
CNA
Financial Corp. |
310
|
14,706
|
Erie
Indemnity Company, Class A |
269
|
43,115
|
Everest
Re Group, Ltd. |
398
|
109,335
|
Fidelity
National Financial, Inc. |
3,546
|
141,202
|
First
American Financial Corp. |
1,393
|
81,226
|
Globe
Life, Inc. |
1,055
|
103,474
|
Lincoln
National Corp. |
1,789
|
107,608
|
Loews
Corp. |
2,448
|
153,832
|
Markel
Corp. (A) |
115
|
155,627
|
Marsh
& McLennan Companies, Inc. |
2,444
|
395,195
|
MetLife,
Inc. |
3,183
|
209,059
|
Old
Republic International Corp. |
3,818
|
84,034
|
Primerica,
Inc. |
426
|
55,193
|
Principal
Financial Group, Inc. |
2,801
|
190,860
|
46
|
JOHN
HANCOCK MULTIFACTOR ETFS | ANNUAL REPORT |
SEE
NOTES TO FINANCIAL STATEMENTS |
MULTIFACTOR
FINANCIALS ETF (continued)
|
Shares
or Principal Amount |
Value
|
Financials (continued) |
|
Insurance (continued) |
|
Prudential
Financial, Inc. |
1,894
|
$205,518
|
Reinsurance
Group of America, Inc. |
668
|
71,690
|
RenaissanceRe
Holdings, Ltd. |
402
|
57,695
|
Ryan
Specialty Group Holdings, Inc., Class A (A) |
348
|
12,873
|
The
Allstate Corp. |
3,619
|
457,948
|
The
Hartford Financial Services Group, Inc. |
4,758
|
332,727
|
The
Progressive Corp. |
2,830
|
303,829
|
The
Travelers Companies, Inc. |
3,151
|
539,010
|
Unum
Group |
2,283
|
69,677
|
W.R.
Berkley Corp. |
2,038
|
135,507
|
Willis
Towers Watson PLC |
1,115
|
239,569
|
Thrifts and mortgage finance – 0.2% |
|
New
York Community Bancorp, Inc. |
4,553
|
42,070
|
Rocket
Companies, Inc., Class A |
413
|
3,655
|
Industrials – 1.6% |
400,151
|
Professional services – 1.6% |
|
Dun
& Bradstreet Holdings, Inc. (A) |
1,151
|
18,174
|
Equifax,
Inc. |
1,120
|
227,942
|
TransUnion
|
1,760
|
154,035
|
Information technology – 12.2% |
3,128,207
|
IT services – 12.2% |
|
Affirm
Holdings, Inc. (A)(B) |
456
|
13,087
|
Block,
Inc. (A) |
717
|
71,370
|
Euronet
Worldwide, Inc. (A) |
422
|
51,336
|
Fidelity
National Information Services, Inc. |
1,445
|
143,272
|
Fiserv,
Inc. (A) |
1,372
|
134,346
|
FleetCor
Technologies, Inc. (A) |
820
|
204,606
|
Global
Payments, Inc. |
1,084
|
148,486
|
Jack
Henry & Associates, Inc. |
664
|
125,881
|
Marqeta,
Inc., Class A (A) |
879
|
8,175
|
Mastercard,
Inc., Class A |
2,439
|
886,284
|
PayPal
Holdings, Inc. (A) |
2,723
|
239,433
|
The
Western Union Company |
3,502
|
58,694
|
Visa,
Inc., Class A |
4,600
|
980,398
|
WEX,
Inc. (A) |
378
|
62,839
|
|
SHORT-TERM INVESTMENTS – 0.6% |
|
$146,212 |
(Cost
$146,219) |
|
|
Short-term funds – 0.6% |
146,212
|
John
Hancock Collateral Trust, 0.3773% (C)(D) |
8,003
|
80,018
|
|
State
Street Institutional U.S. Government Money Market Fund, Premier Class,
0.2918% (C) |
66,194
|
66,194
|
Total investments (Multifactor Financials ETF)
(Cost $24,523,893) 100.5% |
$25,758,360 |
Other assets and liabilities, net (0.5%) |
|
(118,221) |
Total net assets 100.0% |
|
$25,640,139 |
The percentage shown for each investment category is the total
value of the category as a percentage of the net assets of the fund.
|
MULTIFACTOR
FINANCIALS ETF (continued)
Security Abbreviations and Legend |
(A)
|
Non-income
producing security. |
(B)
|
All
or a portion of this security is on loan as of 4-30-22. |
(C)
|
The
rate shown is the annualized seven-day yield as of 4-30-22. |
(D)
|
Investment
is an affiliate of the fund, the advisor and/or subadvisor. This security
represents the investment of cash collateral received for securities
lending. |
MULTIFACTOR
HEALTHCARE ETF
As
of 4-30-22
|
Shares
or Principal Amount |
Value
|
COMMON STOCKS – 100.0% |
|
$41,005,414 |
(Cost
$36,809,580) |
|
|
Consumer discretionary – 0.6% |
249,646
|
Diversified consumer services – 0.6% |
|
Service
Corp. International |
3,805
|
249,646
|
Health care – 99.4% |
40,755,768
|
Biotechnology – 16.4% |
|
AbbVie,
Inc. |
8,771
|
1,288,284
|
Alnylam
Pharmaceuticals, Inc. (A) |
1,168
|
155,846
|
Amgen,
Inc. |
2,980
|
694,906
|
Beam
Therapeutics, Inc. (A) |
484
|
18,165
|
Biogen,
Inc. (A) |
1,484
|
307,841
|
Biohaven
Pharmaceutical Holding Company, Ltd. (A) |
483
|
43,069
|
BioMarin
Pharmaceutical, Inc. (A) |
2,737
|
222,655
|
Exact
Sciences Corp. (A) |
1,469
|
80,868
|
Exelixis,
Inc. (A) |
5,601
|
125,126
|
Gilead
Sciences, Inc. |
14,421
|
855,742
|
Halozyme
Therapeutics, Inc. (A) |
1,905
|
76,010
|
Horizon
Therapeutics PLC (A) |
3,132
|
308,690
|
Incyte
Corp. (A) |
2,129
|
159,590
|
Intellia
Therapeutics, Inc. (A) |
624
|
30,595
|
Mirati
Therapeutics, Inc. (A) |
337
|
20,823
|
Moderna,
Inc. (A) |
3,185
|
428,096
|
Natera,
Inc. (A) |
655
|
23,004
|
Neurocrine
Biosciences, Inc. (A) |
957
|
86,159
|
Novavax,
Inc. (A) |
575
|
25,915
|
Regeneron
Pharmaceuticals, Inc. (A) |
1,181
|
778,409
|
Sarepta
Therapeutics, Inc. (A) |
692
|
50,045
|
Seagen,
Inc. (A) |
1,393
|
182,497
|
United
Therapeutics Corp. (A) |
863
|
153,234
|
Vertex
Pharmaceuticals, Inc. (A) |
2,245
|
613,379
|
Health care equipment and supplies – 19.5% |
|
Abbott
Laboratories |
9,411
|
1,068,149
|
ABIOMED,
Inc. (A) |
500
|
143,290
|
Align
Technology, Inc. (A) |
419
|
121,472
|
Baxter
International, Inc. |
4,294
|
305,132
|
Becton,
Dickinson and Company |
2,288
|
565,571
|
Boston
Scientific Corp. (A) |
10,348
|
435,754
|
Dentsply
Sirona, Inc. |
3,777
|
151,042
|
Dexcom,
Inc. (A) |
764
|
312,155
|
Edwards
Lifesciences Corp. (A) |
3,862
|
408,522
|
SEE
NOTES TO FINANCIAL STATEMENTS |
ANNUAL
REPORT | JOHN HANCOCK MULTIFACTOR ETFS |
47
|
MULTIFACTOR
HEALTHCARE ETF (continued)
|
Shares
or Principal Amount |
Value
|
Health care (continued) |
|
Health care equipment and supplies (continued) |
|
Embecta
Corp. (A) |
457
|
$13,907
|
Envista
Holdings Corp. (A) |
2,381
|
94,335
|
Globus
Medical, Inc., Class A (A) |
1,175
|
77,809
|
Hologic,
Inc. (A) |
5,927
|
426,685
|
ICU
Medical, Inc. (A) |
256
|
54,781
|
IDEXX
Laboratories, Inc. (A) |
669
|
287,991
|
Insulet
Corp. (A) |
660
|
157,733
|
Integra
LifeSciences Holdings Corp. (A) |
1,063
|
65,013
|
Intuitive
Surgical, Inc. (A) |
1,291
|
308,936
|
Masimo
Corp. (A) |
698
|
78,853
|
Medtronic
PLC |
6,726
|
701,925
|
Novocure,
Ltd. (A) |
684
|
52,381
|
Penumbra,
Inc. (A) |
324
|
55,909
|
ResMed,
Inc. |
2,316
|
463,131
|
Shockwave
Medical, Inc. (A) |
269
|
40,654
|
STERIS
PLC |
1,461
|
327,337
|
Stryker
Corp. |
1,409
|
339,935
|
Tandem
Diabetes Care, Inc. (A) |
519
|
50,073
|
Teleflex,
Inc. |
721
|
205,932
|
The
Cooper Companies, Inc. |
823
|
297,136
|
Zimmer
Biomet Holdings, Inc. |
3,161
|
381,691
|
Health care providers and services – 23.6% |
|
Acadia
Healthcare Company, Inc. (A) |
1,098
|
74,532
|
agilon
health, Inc. (A) |
1,567
|
27,846
|
Amedisys,
Inc. (A) |
445
|
56,804
|
AmerisourceBergen
Corp. |
2,272
|
343,731
|
Anthem,
Inc. |
1,546
|
775,984
|
Cardinal
Health, Inc. |
4,915
|
285,316
|
Centene
Corp. (A) |
4,803
|
386,882
|
Chemed
Corp. |
264
|
129,727
|
Cigna
Corp. |
2,780
|
686,048
|
CVS
Health Corp. |
8,290
|
796,918
|
DaVita,
Inc. (A) |
1,248
|
135,246
|
Encompass
Health Corp. |
2,131
|
146,677
|
Guardant
Health, Inc. (A) |
886
|
54,666
|
HCA
Healthcare, Inc. |
1,538
|
329,978
|
Henry
Schein, Inc. (A) |
2,868
|
232,595
|
Humana,
Inc. |
1,227
|
545,475
|
Laboratory
Corp. of America Holdings (A) |
2,233
|
536,545
|
McKesson
Corp. |
1,908
|
590,736
|
Molina
Healthcare, Inc. (A) |
1,068
|
334,765
|
Quest
Diagnostics, Inc. |
3,174
|
424,808
|
R1
RCM, Inc. (A) |
2,640
|
59,453
|
Tenet
Healthcare Corp. (A) |
1,833
|
132,911
|
UnitedHealth
Group, Inc. |
4,672
|
2,375,946
|
Universal
Health Services, Inc., Class B |
1,652
|
202,420
|
Health care technology – 2.4% |
|
Cerner
Corp. |
6,002
|
562,027
|
Change
Healthcare, Inc. (A) |
3,577
|
84,274
|
MULTIFACTOR
HEALTHCARE ETF (continued)
|
Shares
or Principal Amount |
Value
|
Health care (continued) |
|
Health care technology (continued) |
|
Doximity,
Inc., Class A (A) |
597
|
$23,802
|
Inspire
Medical Systems, Inc. (A) |
218
|
44,856
|
Omnicell,
Inc. (A) |
559
|
61,026
|
Teladoc
Health, Inc. (A) |
1,631
|
55,063
|
Veeva
Systems, Inc., Class A (A) |
771
|
140,283
|
Life sciences tools and services – 14.3% |
|
10X
Genomics, Inc., Class A (A) |
633
|
30,232
|
Agilent
Technologies, Inc. |
3,977
|
474,337
|
Avantor,
Inc. (A) |
8,747
|
278,854
|
Bio-Rad
Laboratories, Inc., Class A (A) |
364
|
186,390
|
Bio-Techne
Corp. |
542
|
205,792
|
Bruker
Corp. |
1,936
|
111,301
|
Charles
River Laboratories International, Inc. (A) |
798
|
192,725
|
Danaher
Corp. |
3,416
|
857,860
|
Illumina,
Inc. (A) |
869
|
257,789
|
IQVIA
Holdings, Inc. (A) |
1,653
|
360,337
|
Maravai
LifeSciences Holdings, Inc., Class A (A) |
1,539
|
47,293
|
Medpace
Holdings, Inc. (A) |
391
|
52,226
|
Mettler-Toledo
International, Inc. (A) |
353
|
450,968
|
PerkinElmer,
Inc. |
2,279
|
334,124
|
Repligen
Corp. (A) |
529
|
83,180
|
Sotera
Health Company (A) |
1,513
|
30,835
|
Syneos
Health, Inc. (A) |
1,548
|
113,143
|
Thermo
Fisher Scientific, Inc. |
2,212
|
1,223,059
|
Waters
Corp. (A) |
901
|
273,021
|
West
Pharmaceutical Services, Inc. |
1,025
|
322,937
|
Pharmaceuticals – 23.2% |
|
Bristol-Myers
Squibb Company |
15,361
|
1,156,222
|
Catalent,
Inc. (A) |
2,688
|
243,425
|
Elanco
Animal Health, Inc. (A) |
6,634
|
167,907
|
Eli
Lilly & Company |
4,229
|
1,235,418
|
Jazz
Pharmaceuticals PLC (A) |
1,151
|
184,413
|
Johnson
& Johnson |
15,272
|
2,755,985
|
Merck
& Company, Inc. |
14,878
|
1,319,530
|
Organon
& Company |
2,925
|
94,565
|
Pfizer,
Inc. |
32,605
|
1,599,927
|
Royalty
Pharma PLC, Class A |
4,315
|
183,733
|
Viatris,
Inc. |
14,097
|
145,622
|
Zoetis,
Inc. |
2,387
|
423,096
|
|
SHORT-TERM INVESTMENTS – 0.1% |
|
$58,371 |
(Cost
$58,371) |
|
|
Short-term funds – 0.1% |
58,371
|
State
Street Institutional U.S. Government Money Market Fund, Premier Class,
0.2918% (B) |
58,371
|
58,371
|
Total investments (Multifactor Healthcare ETF)
(Cost $36,867,951) 100.1% |
$41,063,785 |
Other assets and liabilities, net (0.1%) |
|
(39,695) |
Total net assets 100.0% |
|
$41,024,090 |
48
|
JOHN
HANCOCK MULTIFACTOR ETFS | ANNUAL REPORT |
SEE
NOTES TO FINANCIAL STATEMENTS |
MULTIFACTOR
HEALTHCARE ETF (continued)
The percentage shown for each investment category is the total
value of the category as a percentage of the net assets of the fund.
|
Security Abbreviations and Legend |
(A)
|
Non-income
producing security. |
(B)
|
The
rate shown is the annualized seven-day yield as of 4-30-22.
|
MULTIFACTOR
INDUSTRIALS ETF
As
of 4-30-22
|
Shares
or Principal Amount |
Value
|
COMMON STOCKS – 100.0% |
|
$15,751,642 |
(Cost
$16,750,980) |
|
|
Consumer discretionary – 8.4% |
1,317,406
|
Auto components – 2.4% |
|
Aptiv
PLC (A) |
1,527
|
162,473
|
Autoliv,
Inc. |
647
|
47,671
|
BorgWarner,
Inc. |
1,812
|
66,736
|
Gentex
Corp. |
1,735
|
50,922
|
Lear
Corp. |
456
|
58,341
|
Distributors – 0.7% |
|
Pool
Corp. |
257
|
104,142
|
Diversified consumer services – 0.1% |
|
ADT,
Inc. |
1,577
|
10,802
|
Hotels, restaurants and leisure – 0.4% |
|
Aramark
|
1,851
|
67,099
|
Household durables – 4.8% |
|
D.R.
Horton, Inc. |
2,850
|
198,332
|
Leggett
& Platt, Inc. |
1,345
|
47,922
|
Lennar
Corp., A Shares |
2,020
|
154,510
|
Lennar
Corp., B Shares |
93
|
6,064
|
Mohawk
Industries, Inc. (A) |
373
|
52,615
|
NVR,
Inc. (A) |
28
|
122,534
|
PulteGroup,
Inc. |
2,132
|
89,032
|
Toll
Brothers, Inc. |
796
|
36,911
|
TopBuild
Corp. (A) |
228
|
41,300
|
Health care – 0.1% |
18,488
|
Health care equipment and supplies – 0.1% |
|
Enovis
Corp. (A) |
285
|
18,488
|
Industrials – 81.6% |
12,855,610
|
Aerospace and defense – 12.3% |
|
Axon
Enterprise, Inc. (A) |
287
|
32,201
|
BWX
Technologies, Inc. |
608
|
31,567
|
Curtiss-Wright
Corp. |
141
|
20,150
|
General
Dynamics Corp. |
856
|
202,470
|
HEICO
Corp. |
221
|
31,212
|
HEICO
Corp., Class A |
382
|
44,556
|
Howmet
Aerospace, Inc. |
2,150
|
73,358
|
Huntington
Ingalls Industries, Inc. |
347
|
73,821
|
L3Harris
Technologies, Inc. |
623
|
144,698
|
Lockheed
Martin Corp. |
556
|
240,259
|
Northrop
Grumman Corp. |
539
|
236,837
|
Raytheon
Technologies Corp. |
3,452
|
327,629
|
MULTIFACTOR
INDUSTRIALS ETF (continued)
|
Shares
or Principal Amount |
Value
|
Industrials (continued) |
|
Aerospace and defense (continued) |
|
Spirit
AeroSystems Holdings, Inc., Class A |
199
|
$8,366
|
Textron,
Inc. |
1,656
|
114,678
|
The
Boeing Company (A) |
976
|
145,268
|
TransDigm
Group, Inc. (A) |
268
|
159,409
|
Woodward,
Inc. |
401
|
44,302
|
Air freight and logistics – 4.8% |
|
C.H.
Robinson Worldwide, Inc. |
993
|
105,407
|
Expeditors
International of Washington, Inc. |
1,256
|
124,432
|
FedEx
Corp. |
945
|
187,809
|
GXO
Logistics, Inc. (A) |
781
|
46,227
|
United
Parcel Service, Inc., Class B |
1,606
|
289,048
|
Airlines – 1.0% |
|
Alaska
Air Group, Inc. (A) |
291
|
15,827
|
American
Airlines Group, Inc. (A) |
975
|
18,301
|
Delta
Air Lines, Inc. (A) |
857
|
36,877
|
Southwest
Airlines Company (A) |
1,129
|
52,747
|
United
Airlines Holdings, Inc. (A) |
714
|
36,057
|
Building products – 6.2% |
|
A.O.
Smith Corp. |
935
|
54,632
|
Advanced
Drainage Systems, Inc. |
350
|
35,861
|
Builders
FirstSource, Inc. (A) |
1,556
|
95,803
|
Carlisle
Companies, Inc. |
413
|
107,116
|
Carrier
Global Corp. |
4,915
|
188,097
|
Johnson
Controls International PLC |
2,432
|
145,604
|
Lennox
International, Inc. |
197
|
41,998
|
Masco
Corp. |
1,527
|
80,458
|
Trane
Technologies PLC |
1,219
|
170,526
|
Trex
Company, Inc. (A) |
654
|
38,056
|
UFP
Industries, Inc. |
260
|
20,116
|
Commercial services and supplies – 5.7% |
|
Cintas
Corp. |
480
|
190,685
|
Clean
Harbors, Inc. (A) |
218
|
22,875
|
Copart,
Inc. (A) |
789
|
89,670
|
IAA,
Inc. (A) |
812
|
29,760
|
MSA
Safety, Inc. |
215
|
25,948
|
Republic
Services, Inc. |
1,574
|
211,341
|
Stericycle,
Inc. (A) |
584
|
29,311
|
Tetra
Tech, Inc. |
322
|
44,848
|
Waste
Management, Inc. |
1,585
|
260,637
|
Construction and engineering – 2.1% |
|
AECOM
|
1,109
|
78,251
|
EMCOR
Group, Inc. |
502
|
53,453
|
MasTec,
Inc. (A) |
450
|
32,405
|
Quanta
Services, Inc. |
983
|
114,008
|
WillScot
Mobile Mini Holdings Corp. (A) |
1,434
|
50,333
|
Electrical equipment – 6.9% |
|
Acuity
Brands, Inc. |
205
|
35,358
|
AMETEK,
Inc. |
1,589
|
200,627
|
Eaton
Corp. PLC |
1,362
|
197,517
|
SEE
NOTES TO FINANCIAL STATEMENTS |
ANNUAL
REPORT | JOHN HANCOCK MULTIFACTOR ETFS |
49
|
MULTIFACTOR
INDUSTRIALS ETF (continued)
|
Shares
or Principal Amount |
Value
|
Industrials (continued) |
|
Electrical equipment (continued) |
|
Emerson
Electric Company |
2,264
|
$204,168
|
Generac
Holdings, Inc. (A) |
358
|
78,538
|
Hubbell,
Inc. |
430
|
84,005
|
nVent
Electric PLC |
870
|
29,389
|
Regal
Rexnord Corp. |
427
|
54,331
|
Rockwell
Automation, Inc. |
732
|
184,954
|
Sunrun,
Inc. (A) |
1,068
|
21,339
|
Industrial conglomerates – 4.3% |
|
3M
Company |
1,560
|
224,983
|
General
Electric Company |
2,218
|
165,352
|
Honeywell
International, Inc. |
1,488
|
287,943
|
Machinery – 20.4% |
|
AGCO
Corp. |
498
|
63,445
|
Caterpillar,
Inc. |
1,486
|
312,862
|
Chart
Industries, Inc. (A) |
170
|
28,699
|
Crane
Company |
270
|
25,982
|
Cummins,
Inc. |
1,083
|
204,893
|
Deere
& Company |
749
|
282,785
|
Donaldson
Company, Inc. |
944
|
46,294
|
Dover
Corp. |
1,022
|
136,233
|
Esab
Corp. (A) |
285
|
13,395
|
Fortive
Corp. |
2,220
|
127,650
|
Graco,
Inc. |
1,123
|
69,648
|
IDEX
Corp. |
510
|
96,808
|
Illinois
Tool Works, Inc. |
983
|
193,759
|
Ingersoll
Rand, Inc. |
2,582
|
113,505
|
ITT,
Inc. |
774
|
54,350
|
Lincoln
Electric Holdings, Inc. |
496
|
66,826
|
Nordson
Corp. |
347
|
74,844
|
Oshkosh
Corp. |
589
|
54,447
|
Otis
Worldwide Corp. |
2,172
|
158,208
|
PACCAR,
Inc. |
2,425
|
201,396
|
Parker-Hannifin
Corp. |
904
|
244,821
|
Pentair
PLC |
1,229
|
62,372
|
Snap-on,
Inc. |
437
|
92,858
|
Stanley
Black & Decker, Inc. |
1,120
|
134,568
|
The
Middleby Corp. (A) |
456
|
70,174
|
The
Timken Company |
492
|
28,359
|
The
Toro Company |
731
|
58,575
|
Wabtec
Corp. |
1,154
|
103,756
|
Xylem,
Inc. |
1,069
|
86,055
|
Professional services – 4.7% |
|
ASGN,
Inc. (A) |
253
|
28,703
|
CACI
International, Inc., Class A (A) |
185
|
49,081
|
Clarivate
PLC (A) |
2,281
|
35,766
|
Exponent,
Inc. |
222
|
21,270
|
Jacobs
Engineering Group, Inc. |
916
|
126,912
|
KBR,
Inc. |
424
|
20,874
|
Leidos
Holdings, Inc. |
976
|
101,026
|
MULTIFACTOR
INDUSTRIALS ETF (continued)
|
Shares
or Principal Amount |
Value
|
Industrials (continued) |
|
Professional services (continued) |
|
ManpowerGroup,
Inc. |
448
|
$40,410
|
Robert
Half International, Inc. |
897
|
88,184
|
TriNet
Group, Inc. (A) |
418
|
37,077
|
Verisk
Analytics, Inc. |
899
|
183,441
|
Road and rail – 8.9% |
|
AMERCO
|
81
|
43,374
|
CSX
Corp. |
8,071
|
277,158
|
J.B.
Hunt Transport Services, Inc. |
670
|
114,470
|
Knight-Swift
Transportation Holdings, Inc. |
1,090
|
52,200
|
Landstar
System, Inc. |
329
|
50,962
|
Norfolk
Southern Corp. |
962
|
248,081
|
Old
Dominion Freight Line, Inc. |
694
|
194,403
|
Saia,
Inc. (A) |
175
|
36,043
|
Union
Pacific Corp. |
1,470
|
344,406
|
XPO
Logistics, Inc. (A) |
853
|
45,883
|
Trading companies and distributors – 4.3% |
|
Fastenal
Company |
3,433
|
189,879
|
United
Rentals, Inc. (A) |
729
|
230,743
|
Univar
Solutions, Inc. (A) |
698
|
20,326
|
W.W.
Grainger, Inc. |
302
|
151,009
|
Watsco,
Inc. |
200
|
53,356
|
WESCO
International, Inc. (A) |
318
|
39,197
|
Information technology – 9.6% |
1,512,200
|
Electronic equipment, instruments and components – 2.3% |
|
Arrow
Electronics, Inc. (A) |
597
|
70,362
|
CDW
Corp. |
908
|
148,167
|
TD
SYNNEX Corp. |
255
|
25,523
|
Teledyne
Technologies, Inc. (A) |
278
|
119,971
|
IT services – 7.3% |
|
Accenture
PLC, Class A |
1,476
|
443,332
|
Automatic
Data Processing, Inc. |
1,007
|
219,707
|
Broadridge
Financial Solutions, Inc. |
782
|
112,710
|
Gartner,
Inc. (A) |
433
|
125,808
|
Genpact,
Ltd. |
1,295
|
52,150
|
Globant
SA (A) |
125
|
26,999
|
Maximus,
Inc. |
406
|
29,589
|
Paychex,
Inc. |
1,088
|
137,882
|
Materials – 0.3% |
47,938
|
Paper and forest products – 0.3% |
|
Louisiana-Pacific
Corp. |
743
|
47,938
|
50
|
JOHN
HANCOCK MULTIFACTOR ETFS | ANNUAL REPORT |
SEE
NOTES TO FINANCIAL STATEMENTS |
MULTIFACTOR
INDUSTRIALS ETF (continued)
|
Shares
or Principal Amount |
Value
|
|
SHORT-TERM INVESTMENTS – 0.4% |
|
$64,780 |
(Cost
$64,780) |
|
|
Short-term funds – 0.4% |
64,780
|
State
Street Institutional U.S. Government Money Market Fund, Premier Class,
0.2918% (B) |
64,780
|
$64,780
|
Total investments (Multifactor Industrials ETF)
(Cost $16,815,760) 100.4% |
$15,816,422 |
Other assets and liabilities, net (0.4%) |
|
(55,757) |
Total net assets 100.0% |
|
$15,760,665 |
The percentage shown for each investment category is the total
value of the category as a percentage of the net assets of the fund.
|
Security Abbreviations and Legend |
(A)
|
Non-income
producing security. |
(B)
|
The
rate shown is the annualized seven-day yield as of 4-30-22.
|
MULTIFACTOR
LARGE CAP ETF
As
of 4-30-22
|
Shares
or Principal Amount |
Value
|
COMMON STOCKS – 99.9% |
|
$781,157,581 |
(Cost
$671,313,478) |
|
|
Communication services – 6.5% |
50,910,780
|
Diversified telecommunication services – 0.8% |
|
AT&T,
Inc. |
121,022
|
2,282,475
|
Lumen
Technologies, Inc. |
65,214
|
656,053
|
Verizon
Communications, Inc. |
78,438
|
3,631,679
|
Entertainment – 1.1% |
|
Activision
Blizzard, Inc. |
16,213
|
1,225,703
|
Electronic
Arts, Inc. |
8,219
|
970,253
|
Endeavor
Group Holdings, Inc., Class A (A) |
555
|
12,626
|
Liberty
Media Corp.-Liberty Formula One, Series A (A) |
891
|
51,161
|
Liberty
Media Corp.-Liberty Formula One, Series C (A) |
7,606
|
474,082
|
Live
Nation Entertainment, Inc. (A) |
4,715
|
494,509
|
Netflix,
Inc. (A) |
5,104
|
971,597
|
Playtika
Holding Corp. (A) |
1,045
|
18,371
|
Roku,
Inc. (A) |
1,769
|
164,340
|
Spotify
Technology SA (A) |
1,127
|
114,560
|
Take-Two
Interactive Software, Inc. (A) |
3,614
|
431,909
|
The
Walt Disney Company (A) |
24,468
|
2,731,363
|
Warner
Bros Discovery, Inc. (A) |
52,123
|
946,032
|
Warner
Music Group Corp., Class A |
2,578
|
76,747
|
Zynga,
Inc., Class A (A) |
20,818
|
172,165
|
Interactive media and services – 3.2% |
|
Alphabet,
Inc., Class A (A) |
5,801
|
13,238,984
|
Alphabet,
Inc., Class C (A) |
1,154
|
2,653,427
|
Match
Group, Inc. (A) |
6,165
|
487,960
|
Meta
Platforms, Inc., Class A (A) |
35,000
|
7,016,450
|
Pinterest,
Inc., Class A (A) |
7,053
|
144,728
|
MULTIFACTOR
LARGE CAP ETF (continued)
|
Shares
or Principal Amount |
Value
|
Communication services (continued) |
|
Interactive media and services (continued) |
|
Snap,
Inc., Class A (A) |
11,053
|
$314,568
|
Twitter,
Inc. (A) |
12,732
|
624,123
|
ZoomInfo
Technologies, Inc. (A) |
3,342
|
158,411
|
Media – 1.2% |
|
Cable
One, Inc. |
192
|
223,910
|
Charter
Communications, Inc., Class A (A) |
2,187
|
937,108
|
Comcast
Corp., Class A |
83,609
|
3,324,294
|
DISH
Network Corp., Class A (A) |
10,402
|
296,561
|
Fox
Corp., Class A |
13,247
|
474,772
|
Fox
Corp., Class B |
5,059
|
168,161
|
Liberty
Broadband Corp., Series A (A) |
516
|
55,553
|
Liberty
Broadband Corp., Series C (A) |
6,992
|
781,845
|
Liberty
Media Corp.-Liberty SiriusXM, Series A |
5,203
|
217,641
|
Liberty
Media Corp.-Liberty SiriusXM, Series C (A) |
3,892
|
162,997
|
News
Corp., Class A |
14,536
|
288,685
|
News
Corp., Class B |
4,382
|
87,246
|
Omnicom
Group, Inc. |
12,951
|
985,960
|
Paramount
Global, Class A |
239
|
7,540
|
Paramount
Global, Class B |
17,390
|
506,397
|
Sirius
XM Holdings, Inc. (B) |
33,546
|
201,276
|
The
Interpublic Group of Companies, Inc. |
23,679
|
772,409
|
The
New York Times Company, Class A |
3,139
|
120,286
|
Wireless telecommunication services – 0.2% |
|
T-Mobile
US, Inc. (A) |
10,020
|
1,233,863
|
Consumer discretionary – 10.7% |
83,476,288
|
Auto components – 0.3% |
|
Aptiv
PLC (A) |
7,955
|
846,412
|
Autoliv,
Inc. |
4,069
|
299,804
|
BorgWarner,
Inc. |
10,303
|
379,459
|
Gentex
Corp. |
10,685
|
313,605
|
Lear
Corp. |
3,509
|
448,941
|
Automobiles – 1.1% |
|
Ford
Motor Company |
80,004
|
1,132,857
|
General
Motors Company (A) |
28,492
|
1,080,132
|
Rivian
Automotive, Inc., Class A (A) |
421
|
12,731
|
Tesla,
Inc. (A) |
6,942
|
6,044,816
|
Distributors – 0.3% |
|
Genuine
Parts Company |
6,972
|
906,709
|
LKQ
Corp. |
11,441
|
567,817
|
Pool
Corp. |
1,456
|
590,000
|
Diversified consumer services – 0.1% |
|
Bright
Horizons Family Solutions, Inc. (A) |
1,903
|
217,399
|
Service
Corp. International |
9,538
|
625,788
|
Hotels, restaurants and leisure – 2.0% |
|
Airbnb,
Inc., Class A (A) |
797
|
122,108
|
Aramark
|
11,058
|
400,853
|
Booking
Holdings, Inc. (A) |
521
|
1,151,572
|
SEE
NOTES TO FINANCIAL STATEMENTS |
ANNUAL
REPORT | JOHN HANCOCK MULTIFACTOR ETFS |
51
|
MULTIFACTOR
LARGE CAP ETF (continued)
|
Shares
or Principal Amount |
Value
|
Consumer discretionary (continued) |
|
Hotels, restaurants and leisure (continued) |
|
Boyd
Gaming Corp. |
1,147
|
$69,485
|
Caesars
Entertainment, Inc. (A) |
5,643
|
374,018
|
Carnival
Corp. (A) |
20,539
|
355,325
|
Chipotle
Mexican Grill, Inc. (A) |
635
|
924,312
|
Choice
Hotels International, Inc. |
258
|
36,239
|
Churchill
Downs, Inc. |
808
|
163,976
|
Darden
Restaurants, Inc. |
5,933
|
781,554
|
Domino’s
Pizza, Inc. |
1,321
|
446,498
|
DraftKings,
Inc., Class A (A) |
5,963
|
81,574
|
Expedia
Group, Inc. (A) |
4,818
|
841,946
|
Hilton
Worldwide Holdings, Inc. (A) |
8,496
|
1,319,344
|
Hyatt
Hotels Corp., Class A (A) |
1,589
|
150,891
|
Las
Vegas Sands Corp. (A) |
9,149
|
324,149
|
Marriott
International, Inc., Class A (A) |
6,687
|
1,187,076
|
McDonald’s
Corp. |
10,450
|
2,603,722
|
MGM
Resorts International |
19,985
|
820,184
|
Norwegian
Cruise Line Holdings, Ltd. (A)(B) |
6,190
|
123,986
|
Penn
National Gaming, Inc. (A) |
4,078
|
149,132
|
Royal
Caribbean Cruises, Ltd. (A) |
7,254
|
563,853
|
Starbucks
Corp. |
17,432
|
1,301,124
|
Vail
Resorts, Inc. |
1,651
|
419,618
|
Wyndham
Hotels & Resorts, Inc. |
875
|
76,965
|
Wynn
Resorts, Ltd. (A) |
3,401
|
239,702
|
Yum!
Brands, Inc. |
8,385
|
981,129
|
Household durables – 0.7% |
|
D.R.
Horton, Inc. |
15,786
|
1,098,548
|
Garmin,
Ltd. |
6,131
|
672,816
|
Lennar
Corp., A Shares |
10,815
|
827,239
|
Lennar
Corp., B Shares |
535
|
34,882
|
Mohawk
Industries, Inc. (A) |
2,864
|
403,996
|
Newell
Brands, Inc. |
16,356
|
378,641
|
NVR,
Inc. (A) |
203
|
888,371
|
PulteGroup,
Inc. |
11,852
|
494,940
|
Whirlpool
Corp. |
3,749
|
680,518
|
Internet and direct marketing retail – 2.1% |
|
Amazon.com,
Inc. (A) |
6,128
|
15,231,941
|
Chewy,
Inc., Class A (A)(B) |
1,337
|
38,853
|
DoorDash,
Inc., Class A (A) |
797
|
64,900
|
eBay,
Inc. |
21,440
|
1,113,165
|
Etsy,
Inc. (A) |
3,260
|
303,799
|
Wayfair,
Inc., Class A (A)(B) |
1,239
|
95,329
|
Leisure products – 0.1% |
|
Hasbro,
Inc. |
6,103
|
537,430
|
Mattel,
Inc. (A) |
4,444
|
108,034
|
Peloton
Interactive, Inc., Class A (A) |
4,006
|
70,345
|
Multiline retail – 0.9% |
|
Dollar
General Corp. |
7,194
|
1,708,791
|
Dollar
Tree, Inc. (A) |
10,573
|
1,717,584
|
Kohl’s
Corp. |
3,361
|
194,535
|
MULTIFACTOR
LARGE CAP ETF (continued)
|
Shares
or Principal Amount |
Value
|
Consumer discretionary (continued) |
|
Multiline retail (continued) |
|
Target
Corp. |
14,591
|
$3,336,232
|
Specialty retail – 2.4% |
|
Advance
Auto Parts, Inc. |
2,932
|
585,315
|
AutoZone,
Inc. (A) |
804
|
1,572,198
|
Bath
& Body Works, Inc. |
5,698
|
301,367
|
Best
Buy Company, Inc. |
15,329
|
1,378,537
|
Burlington
Stores, Inc. (A) |
2,232
|
454,346
|
CarMax,
Inc. (A) |
8,199
|
703,310
|
Carvana
Company (A) |
753
|
43,644
|
Dick’s
Sporting Goods, Inc. (B) |
1,598
|
154,079
|
Five
Below, Inc. (A) |
1,659
|
260,629
|
Floor
& Decor Holdings, Inc., Class A (A) |
3,076
|
245,219
|
Lithia
Motors, Inc. |
829
|
234,715
|
Lowe’s
Companies, Inc. |
10,135
|
2,003,994
|
O’Reilly
Automotive, Inc. (A) |
1,505
|
912,858
|
RH
(A) |
470
|
157,976
|
Ross
Stores, Inc. |
11,614
|
1,158,729
|
The
Home Depot, Inc. |
13,458
|
4,042,783
|
The
TJX Companies, Inc. |
25,574
|
1,567,175
|
Tractor
Supply Company |
7,192
|
1,448,828
|
Ulta
Beauty, Inc. (A) |
2,870
|
1,138,816
|
Williams-Sonoma,
Inc. |
3,240
|
422,755
|
Textiles, apparel and luxury goods – 0.7% |
|
Capri
Holdings, Ltd. (A) |
2,692
|
128,408
|
Deckers
Outdoor Corp. (A) |
888
|
235,986
|
Levi
Strauss & Company, Class A |
1,947
|
35,260
|
Lululemon
Athletica, Inc. (A) |
3,408
|
1,208,579
|
NIKE,
Inc., Class B |
20,272
|
2,527,918
|
Ralph
Lauren Corp. |
1,034
|
107,888
|
Tapestry,
Inc. |
8,283
|
272,676
|
Under
Armour, Inc., Class A (A) |
3,366
|
51,702
|
Under
Armour, Inc., Class C (A) |
3,388
|
48,076
|
VF
Corp. |
11,439
|
594,828
|
Consumer staples – 6.3% |
49,638,325
|
Beverages – 1.4% |
|
Brown-Forman
Corp., Class A |
2,301
|
143,628
|
Brown-Forman
Corp., Class B |
7,477
|
504,249
|
Constellation
Brands, Inc., Class A |
4,724
|
1,162,529
|
Keurig
Dr. Pepper, Inc. |
11,658
|
436,009
|
Molson
Coors Beverage Company, Class B |
7,863
|
425,703
|
Monster
Beverage Corp. (A) |
8,537
|
731,450
|
PepsiCo,
Inc. |
21,248
|
3,648,494
|
The
Coca-Cola Company |
54,464
|
3,518,919
|
Food and staples retailing – 1.6% |
|
Albertsons
Companies, Inc., Class A |
3,493
|
109,261
|
BJ’s
Wholesale Club Holdings, Inc. (A) |
1,037
|
66,731
|
Costco
Wholesale Corp. |
6,931
|
3,685,351
|
Performance
Food Group Company (A) |
1,433
|
70,575
|
52
|
JOHN
HANCOCK MULTIFACTOR ETFS | ANNUAL REPORT |
SEE
NOTES TO FINANCIAL STATEMENTS |
MULTIFACTOR
LARGE CAP ETF (continued)
|
Shares
or Principal Amount |
Value
|
Consumer staples (continued) |
|
Food and staples retailing (continued) |
|
Sysco
Corp. |
13,453
|
$1,149,962
|
The
Kroger Company |
45,934
|
2,478,599
|
U.S.
Foods Holding Corp. (A) |
8,268
|
311,042
|
Walgreens
Boots Alliance, Inc. |
17,002
|
720,885
|
Walmart,
Inc. |
25,127
|
3,844,180
|
Food products – 1.6% |
|
Archer-Daniels-Midland
Company |
16,364
|
1,465,560
|
Bunge,
Ltd. |
6,652
|
752,474
|
Campbell
Soup Company |
9,618
|
454,162
|
Conagra
Brands, Inc. |
20,018
|
699,229
|
Darling
Ingredients, Inc. (A) |
3,869
|
283,946
|
General
Mills, Inc. |
20,056
|
1,418,561
|
Hormel
Foods Corp. |
10,361
|
542,813
|
Kellogg
Company |
11,716
|
802,546
|
Lamb
Weston Holdings, Inc. |
5,839
|
385,958
|
McCormick
& Company, Inc. |
11,060
|
1,112,304
|
Mondelez
International, Inc., Class A |
25,415
|
1,638,759
|
The
Hershey Company |
5,192
|
1,172,198
|
The
J.M. Smucker Company |
4,347
|
595,235
|
The
Kraft Heinz Company |
13,701
|
584,074
|
Tyson
Foods, Inc., Class A |
10,631
|
990,384
|
Household products – 1.2% |
|
Church
& Dwight Company, Inc. |
9,424
|
919,405
|
Colgate-Palmolive
Company |
14,126
|
1,088,408
|
Kimberly-Clark
Corp. |
6,512
|
904,061
|
The
Clorox Company |
5,839
|
837,721
|
The
Procter & Gamble Company |
35,924
|
5,767,598
|
Personal products – 0.1% |
|
The
Estee Lauder Companies, Inc., Class A |
3,292
|
869,286
|
Tobacco – 0.4% |
|
Altria
Group, Inc. |
27,545
|
1,530,676
|
Philip
Morris International, Inc. |
18,154
|
1,815,400
|
Energy – 4.3% |
33,229,024
|
Energy equipment and services – 0.4% |
|
Baker
Hughes Company |
19,529
|
605,790
|
Halliburton
Company |
26,319
|
937,483
|
Schlumberger
NV |
34,157
|
1,332,465
|
Oil, gas and consumable fuels – 3.9% |
|
APA
Corp. |
1,457
|
59,635
|
Cheniere
Energy, Inc. |
6,610
|
897,704
|
Chesapeake
Energy Corp. |
790
|
64,796
|
Chevron
Corp. |
30,907
|
4,842,200
|
ConocoPhillips
|
26,592
|
2,540,068
|
Continental
Resources, Inc. |
3,323
|
184,659
|
Coterra
Energy, Inc. |
6,342
|
182,586
|
Devon
Energy Corp. |
12,538
|
729,335
|
Diamondback
Energy, Inc. |
5,799
|
732,008
|
EOG
Resources, Inc. |
16,540
|
1,931,210
|
MULTIFACTOR
LARGE CAP ETF (continued)
|
Shares
or Principal Amount |
Value
|
Energy (continued) |
|
Oil, gas and consumable fuels (continued) |
|
EQT
Corp. (A) |
3,064
|
$121,794
|
Exxon
Mobil Corp. |
62,740
|
5,348,585
|
Hess
Corp. |
10,793
|
1,112,435
|
Kinder
Morgan, Inc. |
57,642
|
1,046,202
|
Marathon
Oil Corp. |
27,531
|
686,073
|
Marathon
Petroleum Corp. |
16,402
|
1,431,239
|
Occidental
Petroleum Corp. |
27,239
|
1,500,597
|
ONEOK,
Inc. |
15,876
|
1,005,427
|
Ovintiv,
Inc. |
2,465
|
126,183
|
Phillips
66 |
11,228
|
974,141
|
Pioneer
Natural Resources Company |
4,474
|
1,040,071
|
Targa
Resources Corp. |
3,506
|
257,375
|
Texas
Pacific Land Corp. |
130
|
177,658
|
The
Williams Companies, Inc. |
39,828
|
1,365,702
|
Valero
Energy Corp. |
17,901
|
1,995,603
|
Financials – 12.9% |
100,671,200
|
Banks – 3.8% |
|
Bank
of America Corp. |
104,329
|
3,722,459
|
Citigroup,
Inc. |
38,705
|
1,865,968
|
Citizens
Financial Group, Inc. |
19,976
|
787,054
|
Comerica,
Inc. |
7,309
|
598,607
|
Commerce
Bancshares, Inc. |
4,466
|
305,340
|
Cullen/Frost
Bankers, Inc. |
338
|
44,714
|
East
West Bancorp, Inc. |
5,851
|
417,176
|
Fifth
Third Bancorp |
37,085
|
1,391,800
|
First
Citizens BancShares, Inc., Class A |
128
|
81,841
|
First
Horizon Corp. |
15,507
|
347,047
|
First
Republic Bank |
6,158
|
918,897
|
Huntington
Bancshares, Inc. |
48,572
|
638,722
|
JPMorgan
Chase & Co. |
47,074
|
5,618,753
|
KeyCorp
|
46,218
|
892,470
|
M&T
Bank Corp. |
6,138
|
1,022,836
|
Regions
Financial Corp. |
56,432
|
1,169,271
|
Signature
Bank |
2,111
|
511,390
|
SVB
Financial Group (A) |
2,174
|
1,060,129
|
The
PNC Financial Services Group, Inc. |
8,939
|
1,484,768
|
Truist
Financial Corp. |
30,811
|
1,489,712
|
U.S.
Bancorp |
28,227
|
1,370,703
|
Webster
Financial Corp. |
1,090
|
54,489
|
Wells
Fargo & Company |
71,308
|
3,111,168
|
Western
Alliance Bancorp |
2,335
|
177,717
|
Zions
Bancorp NA |
8,264
|
466,999
|
Capital markets – 3.3% |
|
Ameriprise
Financial, Inc. |
6,050
|
1,606,215
|
Ares
Management Corp., Class A |
3,547
|
234,882
|
BlackRock,
Inc. |
1,763
|
1,101,311
|
Cboe
Global Markets, Inc. |
3,812
|
430,680
|
CME
Group, Inc. |
4,584
|
1,005,455
|
FactSet
Research Systems, Inc. |
1,572
|
634,286
|
SEE
NOTES TO FINANCIAL STATEMENTS |
ANNUAL
REPORT | JOHN HANCOCK MULTIFACTOR ETFS |
53
|
MULTIFACTOR
LARGE CAP ETF (continued)
|
Shares
or Principal Amount |
Value
|
Financials (continued) |
|
Capital markets (continued) |
|
Franklin
Resources, Inc. |
13,412
|
$329,801
|
Intercontinental
Exchange, Inc. |
10,797
|
1,250,401
|
Invesco,
Ltd. |
9,254
|
170,089
|
Jefferies
Financial Group, Inc. |
3,193
|
98,217
|
KKR
& Company, Inc. |
10,618
|
541,199
|
LPL
Financial Holdings, Inc. |
3,297
|
619,407
|
MarketAxess
Holdings, Inc. |
1,347
|
355,083
|
Moody’s
Corp. |
3,934
|
1,245,032
|
Morgan
Stanley |
28,213
|
2,273,686
|
Morningstar,
Inc. |
854
|
216,258
|
MSCI,
Inc. |
1,898
|
799,533
|
Nasdaq,
Inc. |
4,773
|
751,127
|
Northern
Trust Corp. |
9,451
|
973,926
|
Raymond
James Financial, Inc. |
8,347
|
813,499
|
Robinhood
Markets, Inc., Class A (A)(B) |
5,046
|
49,476
|
S&P
Global, Inc. |
6,792
|
2,557,188
|
SEI
Investments Company |
6,964
|
388,034
|
State
Street Corp. |
13,589
|
910,055
|
Stifel
Financial Corp. |
827
|
51,150
|
T.
Rowe Price Group, Inc. |
6,855
|
843,439
|
The
Bank of New York Mellon Corp. |
25,458
|
1,070,763
|
The
Blackstone Group, Inc. |
8,084
|
821,092
|
The
Charles Schwab Corp. |
23,629
|
1,567,312
|
The
Goldman Sachs Group, Inc. |
6,225
|
1,901,675
|
Tradeweb
Markets, Inc., Class A |
1,986
|
141,383
|
Consumer finance – 1.0% |
|
Ally
Financial, Inc. |
25,292
|
1,010,668
|
American
Express Company |
12,351
|
2,157,843
|
Capital
One Financial Corp. |
14,653
|
1,826,057
|
Credit
Acceptance Corp. (A)(B) |
161
|
82,513
|
Discover
Financial Services |
15,088
|
1,696,796
|
Synchrony
Financial |
27,495
|
1,012,091
|
Upstart
Holdings, Inc. (A)(B) |
590
|
44,262
|
Diversified financial services – 1.2% |
|
Apollo
Global Management, Inc. |
12,610
|
627,474
|
Berkshire
Hathaway, Inc., Class B (A) |
23,483
|
7,581,017
|
Equitable
Holdings, Inc. |
18,260
|
526,436
|
Voya
Financial, Inc. |
6,420
|
405,359
|
Insurance – 3.6% |
|
Aflac,
Inc. |
25,362
|
1,452,735
|
Alleghany
Corp. (A) |
576
|
481,824
|
American
Financial Group, Inc. |
3,471
|
480,664
|
American
International Group, Inc. |
23,057
|
1,349,065
|
Aon
PLC, Class A |
5,977
|
1,721,316
|
Arch
Capital Group, Ltd. (A) |
15,399
|
703,272
|
Arthur
J. Gallagher & Company |
7,542
|
1,270,752
|
Assurant,
Inc. |
1,909
|
347,209
|
Brown
& Brown, Inc. |
9,370
|
580,753
|
Chubb,
Ltd. |
6,757
|
1,394,983
|
MULTIFACTOR
LARGE CAP ETF (continued)
|
Shares
or Principal Amount |
Value
|
Financials (continued) |
|
Insurance (continued) |
|
Cincinnati
Financial Corp. |
6,532
|
$801,215
|
CNA
Financial Corp. |
1,532
|
72,678
|
Erie
Indemnity Company, Class A |
1,008
|
161,562
|
Everest
Re Group, Ltd. |
1,846
|
507,115
|
Fidelity
National Financial, Inc. |
13,929
|
554,653
|
Globe
Life, Inc. |
5,120
|
502,170
|
Lincoln
National Corp. |
9,175
|
551,876
|
Loews
Corp. |
12,442
|
781,855
|
Markel
Corp. (A) |
490
|
663,107
|
Marsh
& McLennan Companies, Inc. |
10,595
|
1,713,212
|
MetLife,
Inc. |
16,001
|
1,050,946
|
Old
Republic International Corp. |
3,606
|
79,368
|
Principal
Financial Group, Inc. |
14,452
|
984,759
|
Prudential
Financial, Inc. |
10,996
|
1,193,176
|
Reinsurance
Group of America, Inc. |
3,176
|
340,848
|
Ryan
Specialty Group Holdings, Inc., Class A (A) |
385
|
14,241
|
The
Allstate Corp. |
13,740
|
1,738,660
|
The
Hartford Financial Services Group, Inc. |
21,085
|
1,474,474
|
The
Progressive Corp. |
15,143
|
1,625,752
|
The
Travelers Companies, Inc. |
12,288
|
2,101,985
|
W.R.
Berkley Corp. |
10,194
|
677,799
|
Willis
Towers Watson PLC |
4,725
|
1,015,214
|
Thrifts and mortgage finance – 0.0% |
|
Rocket
Companies, Inc., Class A |
1,103
|
9,762
|
Health care – 13.4% |
104,761,924
|
Biotechnology – 1.8% |
|
AbbVie,
Inc. |
24,045
|
3,531,730
|
Alnylam
Pharmaceuticals, Inc. (A) |
2,496
|
333,041
|
Amgen,
Inc. |
10,249
|
2,389,964
|
Biogen,
Inc. (A) |
4,477
|
928,709
|
Biohaven
Pharmaceutical Holding Company, Ltd. (A) |
476
|
42,445
|
BioMarin
Pharmaceutical, Inc. (A) |
5,884
|
478,663
|
Exact
Sciences Corp. (A) |
3,001
|
165,205
|
Gilead
Sciences, Inc. |
27,731
|
1,645,558
|
Horizon
Therapeutics PLC (A) |
6,355
|
626,349
|
Incyte
Corp. (A) |
4,529
|
339,494
|
Intellia
Therapeutics, Inc. (A) |
334
|
16,376
|
Moderna,
Inc. (A) |
4,867
|
654,173
|
Neurocrine
Biosciences, Inc. (A) |
2,102
|
189,243
|
Regeneron
Pharmaceuticals, Inc. (A) |
2,024
|
1,334,039
|
Seagen,
Inc. (A) |
3,114
|
407,965
|
United
Therapeutics Corp. (A) |
425
|
75,463
|
Vertex
Pharmaceuticals, Inc. (A) |
4,381
|
1,196,977
|
Health care equipment and supplies – 2.6% |
|
Abbott
Laboratories |
27,080
|
3,073,580
|
ABIOMED,
Inc. (A) |
1,192
|
341,603
|
Align
Technology, Inc. (A) |
1,169
|
338,905
|
Baxter
International, Inc. |
11,151
|
792,390
|
54
|
JOHN
HANCOCK MULTIFACTOR ETFS | ANNUAL REPORT |
SEE
NOTES TO FINANCIAL STATEMENTS |
MULTIFACTOR
LARGE CAP ETF (continued)
|
Shares
or Principal Amount |
Value
|
Health care (continued) |
|
Health care equipment and supplies (continued) |
|
Becton,
Dickinson and Company |
5,024
|
$1,241,883
|
Boston
Scientific Corp. (A) |
24,542
|
1,033,464
|
Dentsply
Sirona, Inc. |
8,666
|
346,553
|
Dexcom,
Inc. (A) |
1,664
|
679,877
|
Edwards
Lifesciences Corp. (A) |
12,367
|
1,308,181
|
Embecta
Corp. (A) |
995
|
30,278
|
Envista
Holdings Corp. (A) |
1,514
|
59,985
|
Globus
Medical, Inc., Class A (A) |
458
|
30,329
|
Hologic,
Inc. (A) |
14,134
|
1,017,507
|
IDEXX
Laboratories, Inc. (A) |
2,401
|
1,033,582
|
Insulet
Corp. (A) |
1,329
|
317,618
|
Intuitive
Surgical, Inc. (A) |
4,497
|
1,076,132
|
Masimo
Corp. (A) |
1,372
|
154,995
|
Medtronic
PLC |
18,686
|
1,950,071
|
Novocure,
Ltd. (A) |
1,378
|
105,527
|
Penumbra,
Inc. (A) |
577
|
99,567
|
ResMed,
Inc. |
5,868
|
1,173,424
|
STERIS
PLC |
3,465
|
776,333
|
Stryker
Corp. |
5,041
|
1,216,192
|
Teleflex,
Inc. |
1,628
|
464,989
|
The
Cooper Companies, Inc. |
1,904
|
687,420
|
Zimmer
Biomet Holdings, Inc. |
7,972
|
962,619
|
Health care providers and services – 3.5% |
|
agilon
health, Inc. (A) |
1,373
|
24,398
|
AmerisourceBergen
Corp. |
6,626
|
1,002,448
|
Anthem,
Inc. |
5,567
|
2,794,244
|
Cardinal
Health, Inc. |
12,988
|
753,953
|
Centene
Corp. (A) |
16,676
|
1,343,252
|
Cigna
Corp. |
8,962
|
2,211,642
|
CVS
Health Corp. |
25,016
|
2,404,788
|
DaVita,
Inc. (A) |
3,439
|
372,684
|
HCA
Healthcare, Inc. |
5,072
|
1,088,198
|
Henry
Schein, Inc. (A) |
8,158
|
661,614
|
Humana,
Inc. |
3,785
|
1,682,660
|
Laboratory
Corp. of America Holdings (A) |
5,777
|
1,388,098
|
McKesson
Corp. |
6,815
|
2,109,992
|
Molina
Healthcare, Inc. (A) |
2,758
|
864,495
|
Quest
Diagnostics, Inc. |
9,590
|
1,283,526
|
Tenet
Healthcare Corp. (A) |
999
|
72,437
|
UnitedHealth
Group, Inc. |
13,473
|
6,851,694
|
Universal
Health Services, Inc., Class B |
4,552
|
557,757
|
Health care technology – 0.2% |
|
Cerner
Corp. |
14,073
|
1,317,796
|
Doximity,
Inc., Class A (A) |
536
|
21,370
|
Teladoc
Health, Inc. (A) |
2,296
|
77,513
|
Veeva
Systems, Inc., Class A (A) |
2,281
|
415,028
|
Life sciences tools and services – 2.0% |
|
10X
Genomics, Inc., Class A (A) |
1,070
|
51,103
|
Agilent
Technologies, Inc. |
8,643
|
1,030,851
|
MULTIFACTOR
LARGE CAP ETF (continued)
|
Shares
or Principal Amount |
Value
|
Health care (continued) |
|
Life sciences tools and services (continued) |
|
Avantor,
Inc. (A) |
16,912
|
$539,155
|
Bio-Rad
Laboratories, Inc., Class A (A) |
798
|
408,624
|
Bio-Techne
Corp. |
1,099
|
417,279
|
Bruker
Corp. |
3,513
|
201,962
|
Charles
River Laboratories International, Inc. (A) |
1,768
|
426,990
|
Danaher
Corp. |
9,613
|
2,414,113
|
Illumina,
Inc. (A) |
2,820
|
836,553
|
IQVIA
Holdings, Inc. (A) |
5,720
|
1,246,903
|
Maravai
LifeSciences Holdings, Inc., Class A (A) |
1,436
|
44,128
|
Mettler-Toledo
International, Inc. (A) |
1,131
|
1,444,886
|
PerkinElmer,
Inc. |
5,165
|
757,241
|
Repligen
Corp. (A) |
936
|
147,177
|
Syneos
Health, Inc. (A) |
2,820
|
206,114
|
Thermo
Fisher Scientific, Inc. |
6,170
|
3,411,516
|
Waters
Corp. (A) |
2,765
|
837,850
|
West
Pharmaceutical Services, Inc. |
2,506
|
789,540
|
Pharmaceuticals – 3.3% |
|
Bristol-Myers
Squibb Company |
35,413
|
2,665,537
|
Catalent,
Inc. (A) |
6,047
|
547,616
|
Elanco
Animal Health, Inc. (A) |
15,176
|
384,105
|
Eli
Lilly & Company |
12,446
|
3,635,850
|
Jazz
Pharmaceuticals PLC (A) |
2,458
|
393,821
|
Johnson
& Johnson |
41,240
|
7,442,170
|
Merck
& Company, Inc. |
40,958
|
3,632,565
|
Organon
& Company |
5,351
|
172,998
|
Pfizer,
Inc. |
94,116
|
4,618,272
|
Royalty
Pharma PLC, Class A |
5,946
|
253,181
|
Viatris,
Inc. |
32,762
|
338,431
|
Zoetis,
Inc. |
8,448
|
1,497,408
|
Industrials – 10.7% |
83,635,220
|
Aerospace and defense – 1.6% |
|
Axon
Enterprise, Inc. (A) |
903
|
101,317
|
General
Dynamics Corp. |
5,112
|
1,209,141
|
HEICO
Corp. |
1,188
|
167,781
|
HEICO
Corp., Class A |
2,187
|
255,092
|
Howmet
Aerospace, Inc. |
16,799
|
573,182
|
Huntington
Ingalls Industries, Inc. |
1,953
|
415,481
|
L3Harris
Technologies, Inc. |
4,424
|
1,027,518
|
Lockheed
Martin Corp. |
3,919
|
1,693,478
|
Northrop
Grumman Corp. |
3,234
|
1,421,020
|
Raytheon
Technologies Corp. |
27,412
|
2,601,673
|
Textron,
Inc. |
11,889
|
823,313
|
The
Boeing Company (A) |
7,053
|
1,049,769
|
TransDigm
Group, Inc. (A) |
1,469
|
873,776
|
Woodward,
Inc. |
1,339
|
147,933
|
Air freight and logistics – 0.6% |
|
C.H.
Robinson Worldwide, Inc. |
6,498
|
689,763
|
Expeditors
International of Washington, Inc. |
7,818
|
774,529
|
FedEx
Corp. |
5,447
|
1,082,537
|
SEE
NOTES TO FINANCIAL STATEMENTS |
ANNUAL
REPORT | JOHN HANCOCK MULTIFACTOR ETFS |
55
|
MULTIFACTOR
LARGE CAP ETF (continued)
|
Shares
or Principal Amount |
Value
|
Industrials (continued) |
|
Air freight and logistics (continued) |
|
GXO
Logistics, Inc. (A) |
4,298
|
$254,399
|
United
Parcel Service, Inc., Class B |
9,638
|
1,734,647
|
Airlines – 0.1% |
|
American
Airlines Group, Inc. (A) |
6,101
|
114,516
|
Delta
Air Lines, Inc. (A) |
5,162
|
222,121
|
Southwest
Airlines Company (A) |
7,384
|
344,980
|
United
Airlines Holdings, Inc. (A) |
4,108
|
207,454
|
Building products – 0.9% |
|
A.O.
Smith Corp. |
5,132
|
299,863
|
Advanced
Drainage Systems, Inc. |
900
|
92,214
|
Allegion
PLC |
5,299
|
605,358
|
Builders
FirstSource, Inc. (A) |
5,455
|
335,864
|
Carlisle
Companies, Inc. |
2,841
|
736,842
|
Carrier
Global Corp. |
29,031
|
1,111,016
|
Fortune
Brands Home & Security, Inc. |
6,134
|
437,048
|
Johnson
Controls International PLC |
20,277
|
1,213,984
|
Lennox
International, Inc. |
1,409
|
300,385
|
Masco
Corp. |
10,567
|
556,775
|
Owens
Corning |
5,701
|
518,392
|
Trane
Technologies PLC |
6,739
|
942,719
|
Trex
Company, Inc. (A) |
3,073
|
178,818
|
Commercial services and supplies – 0.8% |
|
Cintas
Corp. |
2,510
|
997,123
|
Copart,
Inc. (A) |
9,200
|
1,045,580
|
Republic
Services, Inc. |
12,748
|
1,711,674
|
Rollins,
Inc. |
8,547
|
286,666
|
Tetra
Tech, Inc. |
383
|
53,344
|
Waste
Management, Inc. |
12,103
|
1,990,217
|
Construction and engineering – 0.1% |
|
AECOM
|
4,801
|
338,759
|
Quanta
Services, Inc. |
4,761
|
552,181
|
WillScot
Mobile Mini Holdings Corp. (A) |
1,789
|
62,794
|
Electrical equipment – 0.9% |
|
AMETEK,
Inc. |
9,627
|
1,215,505
|
Eaton
Corp. PLC |
10,120
|
1,467,602
|
Emerson
Electric Company |
14,504
|
1,307,971
|
Generac
Holdings, Inc. (A) |
1,571
|
344,646
|
Hubbell,
Inc. |
2,319
|
453,040
|
Plug
Power, Inc. (A)(B) |
7,930
|
166,689
|
Regal
Rexnord Corp. |
467
|
59,421
|
Rockwell
Automation, Inc. |
5,693
|
1,438,450
|
Sensata
Technologies Holding PLC (A) |
7,057
|
320,458
|
Industrial conglomerates – 0.7% |
|
3M
Company |
9,554
|
1,377,878
|
General
Electric Company |
13,842
|
1,031,921
|
Honeywell
International, Inc. |
11,346
|
2,195,564
|
Roper
Technologies, Inc. |
2,461
|
1,156,473
|
MULTIFACTOR
LARGE CAP ETF (continued)
|
Shares
or Principal Amount |
Value
|
Industrials (continued) |
|
Machinery – 2.4% |
|
AGCO
Corp. |
1,274
|
$162,308
|
Caterpillar,
Inc. |
10,694
|
2,251,515
|
Cummins,
Inc. |
6,516
|
1,232,762
|
Deere
& Company |
5,746
|
2,169,402
|
Dover
Corp. |
7,638
|
1,018,145
|
Fortive
Corp. |
11,770
|
676,775
|
Graco,
Inc. |
5,863
|
363,623
|
IDEX
Corp. |
3,045
|
578,002
|
Illinois
Tool Works, Inc. |
7,362
|
1,451,124
|
Ingersoll
Rand, Inc. |
13,204
|
580,448
|
ITT,
Inc. |
984
|
69,096
|
Lincoln
Electric Holdings, Inc. |
2,455
|
330,762
|
Nordson
Corp. |
1,875
|
404,419
|
Otis
Worldwide Corp. |
11,478
|
836,058
|
PACCAR,
Inc. |
17,917
|
1,488,007
|
Parker-Hannifin
Corp. |
6,380
|
1,727,832
|
Pentair
PLC |
6,808
|
345,506
|
Snap-on,
Inc. |
2,582
|
548,649
|
Stanley
Black & Decker, Inc. |
7,122
|
855,708
|
The
Middleby Corp. (A) |
1,319
|
202,981
|
The
Toro Company |
4,067
|
325,889
|
Wabtec
Corp. |
6,384
|
573,985
|
Xylem,
Inc. |
6,486
|
522,123
|
Professional services – 0.8% |
|
Booz
Allen Hamilton Holding Corp. |
5,453
|
445,128
|
Clarivate
PLC (A) |
7,366
|
115,499
|
CoStar
Group, Inc. (A) |
10,780
|
685,824
|
Dun
& Bradstreet Holdings, Inc. (A) |
2,826
|
44,623
|
Equifax,
Inc. |
4,959
|
1,009,256
|
Jacobs
Engineering Group, Inc. |
5,153
|
713,948
|
Leidos
Holdings, Inc. |
5,965
|
617,437
|
Robert
Half International, Inc. |
5,555
|
546,112
|
TransUnion
|
7,426
|
649,924
|
Verisk
Analytics, Inc. |
6,068
|
1,238,175
|
Road and rail – 1.3% |
|
AMERCO
|
413
|
221,153
|
Avis
Budget Group, Inc. (A) |
254
|
67,988
|
CSX
Corp. |
51,644
|
1,773,455
|
J.B.
Hunt Transport Services, Inc. |
5,197
|
887,907
|
Knight-Swift
Transportation Holdings, Inc. |
4,523
|
216,606
|
Lyft,
Inc., Class A (A) |
4,748
|
154,785
|
Norfolk
Southern Corp. |
7,534
|
1,942,868
|
Old
Dominion Freight Line, Inc. |
3,979
|
1,114,597
|
Uber
Technologies, Inc. (A) |
16,183
|
509,441
|
Union
Pacific Corp. |
11,610
|
2,720,107
|
XPO
Logistics, Inc. (A) |
4,660
|
250,661
|
Trading companies and distributors – 0.5% |
|
Fastenal
Company |
23,468
|
1,298,015
|
SiteOne
Landscape Supply, Inc. (A) |
500
|
70,515
|
56
|
JOHN
HANCOCK MULTIFACTOR ETFS | ANNUAL REPORT |
SEE
NOTES TO FINANCIAL STATEMENTS |
MULTIFACTOR
LARGE CAP ETF (continued)
|
Shares
or Principal Amount |
Value
|
Industrials (continued) |
|
Trading companies and distributors (continued) |
|
United
Rentals, Inc. (A) |
4,610
|
$1,459,157
|
W.W.
Grainger, Inc. |
2,354
|
1,177,071
|
Watsco,
Inc. |
1,129
|
301,195
|
Information technology – 23.0% |
179,933,359
|
Communications equipment – 0.9% |
|
Arista
Networks, Inc. (A) |
7,982
|
922,480
|
Ciena
Corp. (A) |
5,041
|
278,112
|
Cisco
Systems, Inc. |
72,672
|
3,559,475
|
F5,
Inc. (A) |
2,757
|
461,549
|
Juniper
Networks, Inc. |
16,766
|
528,464
|
Motorola
Solutions, Inc. |
6,071
|
1,297,312
|
Ubiquiti,
Inc. (B) |
287
|
81,006
|
Electronic equipment, instruments and components – 1.2% |
|
Amphenol
Corp., Class A |
20,905
|
1,494,708
|
Arrow
Electronics, Inc. (A) |
4,729
|
557,360
|
CDW
Corp. |
5,767
|
941,059
|
Cognex
Corp. |
5,292
|
357,898
|
Corning,
Inc. |
37,402
|
1,316,176
|
Flex,
Ltd. (A) |
32,158
|
530,285
|
Jabil,
Inc. |
3,543
|
204,537
|
Keysight
Technologies, Inc. (A) |
8,098
|
1,135,906
|
TE
Connectivity, Ltd. |
9,468
|
1,181,417
|
Teledyne
Technologies, Inc. (A) |
1,373
|
592,518
|
Trimble,
Inc. (A) |
9,698
|
646,857
|
Zebra
Technologies Corp., Class A (A) |
2,082
|
769,632
|
IT services – 4.2% |
|
Accenture
PLC, Class A |
10,473
|
3,145,670
|
Affirm
Holdings, Inc. (A)(B) |
854
|
24,510
|
Akamai
Technologies, Inc. (A) |
7,463
|
837,946
|
Amdocs,
Ltd. |
7,311
|
582,614
|
Automatic
Data Processing, Inc. |
7,300
|
1,592,714
|
Block,
Inc. (A) |
3,509
|
349,286
|
Broadridge
Financial Solutions, Inc. |
4,677
|
674,096
|
Cloudflare,
Inc., Class A (A) |
3,913
|
337,066
|
Cognizant
Technology Solutions Corp., Class A |
15,311
|
1,238,660
|
Concentrix
Corp. |
725
|
114,173
|
DXC
Technology Company (A) |
3,742
|
107,395
|
EPAM
Systems, Inc. (A) |
1,675
|
443,858
|
Fidelity
National Information Services, Inc. |
9,283
|
920,409
|
Fiserv,
Inc. (A) |
8,471
|
829,480
|
FleetCor
Technologies, Inc. (A) |
3,550
|
885,796
|
Gartner,
Inc. (A) |
3,862
|
1,122,104
|
Genpact,
Ltd. |
7,122
|
286,803
|
Global
Payments, Inc. |
6,447
|
883,110
|
Globant
SA (A) |
448
|
96,764
|
GoDaddy,
Inc., Class A (A) |
4,677
|
377,948
|
IBM
Corp. |
17,717
|
2,342,365
|
Jack
Henry & Associates, Inc. |
3,196
|
605,898
|
Mastercard,
Inc., Class A |
13,193
|
4,794,072
|
MULTIFACTOR
LARGE CAP ETF (continued)
|
Shares
or Principal Amount |
Value
|
Information technology (continued) |
|
IT services (continued) |
|
MongoDB,
Inc. (A) |
1,023
|
$363,093
|
Okta,
Inc. (A) |
2,350
|
280,379
|
Paychex,
Inc. |
8,381
|
1,062,124
|
PayPal
Holdings, Inc. (A) |
14,543
|
1,278,766
|
Snowflake,
Inc., Class A (A) |
1,536
|
263,332
|
The
Western Union Company |
19,190
|
321,624
|
Twilio,
Inc., Class A (A) |
2,817
|
314,997
|
VeriSign,
Inc. (A) |
3,710
|
662,940
|
Visa,
Inc., Class A |
24,944
|
5,316,315
|
WEX,
Inc. (A) |
1,329
|
220,933
|
Semiconductors and semiconductor equipment – 4.8% |
|
Advanced
Micro Devices, Inc. (A) |
23,522
|
2,011,601
|
Analog
Devices, Inc. |
10,174
|
1,570,662
|
Applied
Materials, Inc. |
18,619
|
2,054,607
|
Broadcom,
Inc. |
6,576
|
3,645,669
|
Enphase
Energy, Inc. (A) |
2,764
|
446,110
|
Entegris,
Inc. |
4,900
|
545,811
|
First
Solar, Inc. (A) |
3,017
|
220,332
|
Intel
Corp. |
76,418
|
3,331,061
|
KLA
Corp. |
5,476
|
1,748,268
|
Lam
Research Corp. |
3,510
|
1,634,818
|
Lattice
Semiconductor Corp. (A) |
1,813
|
87,097
|
Marvell
Technology, Inc. |
23,441
|
1,361,453
|
Microchip
Technology, Inc. |
21,163
|
1,379,828
|
Micron
Technology, Inc. |
21,406
|
1,459,675
|
MKS
Instruments, Inc. |
1,408
|
160,484
|
Monolithic
Power Systems, Inc. |
1,228
|
481,671
|
NVIDIA
Corp. |
26,606
|
4,934,615
|
NXP
Semiconductors NV |
2,297
|
392,557
|
ON
Semiconductor Corp. (A) |
18,056
|
940,898
|
Qorvo,
Inc. (A) |
4,894
|
556,839
|
Qualcomm,
Inc. |
20,275
|
2,832,215
|
Skyworks
Solutions, Inc. |
8,129
|
921,016
|
SolarEdge
Technologies, Inc. (A) |
1,210
|
302,996
|
Synaptics,
Inc. (A) |
299
|
44,384
|
Teradyne,
Inc. |
7,884
|
831,447
|
Texas
Instruments, Inc. |
16,565
|
2,820,191
|
Universal
Display Corp. |
1,162
|
148,422
|
Wolfspeed,
Inc. (A) |
3,424
|
314,015
|
Software – 7.2% |
|
Adobe,
Inc. (A) |
5,631
|
2,229,594
|
ANSYS,
Inc. (A) |
3,225
|
889,100
|
AppLovin
Corp., Class A (A) |
1,389
|
52,990
|
Asana,
Inc., Class A (A) |
470
|
12,596
|
Aspen
Technology, Inc. (A) |
2,468
|
391,277
|
Atlassian
Corp. PLC, Class A (A) |
1,906
|
428,526
|
Autodesk,
Inc. (A) |
3,737
|
707,339
|
Avalara,
Inc. (A) |
1,999
|
152,064
|
Bentley
Systems, Inc., Class B |
1,253
|
53,115
|
SEE
NOTES TO FINANCIAL STATEMENTS |
ANNUAL
REPORT | JOHN HANCOCK MULTIFACTOR ETFS |
57
|
MULTIFACTOR
LARGE CAP ETF (continued)
|
Shares
or Principal Amount |
Value
|
Information technology (continued) |
|
Software (continued) |
|
Bill.com
Holdings, Inc. (A) |
1,891
|
$322,813
|
Black
Knight, Inc. (A) |
4,834
|
318,029
|
Cadence
Design Systems, Inc. (A) |
7,470
|
1,126,850
|
Ceridian
HCM Holding, Inc. (A) |
3,834
|
215,202
|
Citrix
Systems, Inc. |
5,576
|
558,158
|
Confluent,
Inc., Class A (A) |
918
|
28,678
|
Coupa
Software, Inc. (A) |
1,197
|
103,301
|
Crowdstrike
Holdings, Inc., Class A (A) |
1,862
|
370,091
|
Datadog,
Inc., Class A (A) |
2,862
|
345,672
|
DocuSign,
Inc. (A) |
1,903
|
154,143
|
Dolby
Laboratories, Inc., Class A |
2,378
|
184,224
|
Dropbox,
Inc., Class A (A) |
8,461
|
184,027
|
Dynatrace,
Inc. (A) |
2,962
|
113,622
|
Elastic
NV (A) |
1,227
|
93,424
|
Fair
Isaac Corp. (A) |
950
|
354,835
|
Five9,
Inc. (A) |
988
|
108,779
|
Fortinet,
Inc. (A) |
3,520
|
1,017,315
|
Guidewire
Software, Inc. (A) |
2,921
|
253,952
|
HubSpot,
Inc. (A) |
978
|
371,083
|
Intuit,
Inc. |
4,330
|
1,813,188
|
Manhattan
Associates, Inc. (A) |
1,651
|
215,538
|
Microsoft
Corp. |
110,335
|
30,620,169
|
NortonLifeLock,
Inc. |
24,780
|
620,491
|
Oracle
Corp. |
23,150
|
1,699,210
|
Palantir
Technologies, Inc., Class A (A) |
5,684
|
59,114
|
Palo
Alto Networks, Inc. (A) |
1,563
|
877,281
|
Paycom
Software, Inc. (A) |
1,578
|
444,160
|
Paylocity
Holding Corp. (A) |
941
|
178,442
|
Pegasystems,
Inc. |
897
|
68,701
|
Procore
Technologies, Inc. (A) |
642
|
35,612
|
PTC,
Inc. (A) |
3,294
|
376,208
|
Qualtrics
International, Inc., Class A (A) |
1,106
|
20,505
|
RingCentral,
Inc., Class A (A) |
1,418
|
120,317
|
salesforce.com,
Inc. (A) |
11,351
|
1,997,095
|
SentinelOne,
Inc., Class A (A) |
1,836
|
61,084
|
ServiceNow,
Inc. (A) |
2,083
|
995,882
|
Splunk,
Inc. (A) |
3,790
|
462,456
|
SS&C
Technologies Holdings, Inc. |
9,363
|
605,412
|
Synopsys,
Inc. (A) |
4,363
|
1,251,265
|
The
Trade Desk, Inc., Class A (A) |
9,323
|
549,311
|
Tyler
Technologies, Inc. (A) |
1,434
|
566,014
|
UiPath,
Inc., Class A (A) |
2,454
|
43,755
|
Unity
Software, Inc. (A) |
2,082
|
138,266
|
VMware,
Inc., Class A |
3,539
|
382,354
|
Workday,
Inc., Class A (A) |
2,730
|
564,291
|
Zendesk,
Inc. (A) |
2,417
|
294,971
|
Zoom
Video Communications, Inc., Class A (A) |
1,170
|
116,497
|
Zscaler,
Inc. (A) |
1,361
|
275,929
|
MULTIFACTOR
LARGE CAP ETF (continued)
|
Shares
or Principal Amount |
Value
|
Information technology (continued) |
|
Technology hardware, storage and peripherals – 4.7% |
|
Apple,
Inc. |
199,654
|
$31,475,435
|
Dell
Technologies, Inc., Class C |
7,177
|
337,391
|
Hewlett
Packard Enterprise Company |
49,129
|
757,078
|
HP,
Inc. |
37,475
|
1,372,709
|
NetApp,
Inc. |
12,430
|
910,498
|
Seagate
Technology Holdings PLC |
11,844
|
971,682
|
Western
Digital Corp. (A) |
15,103
|
801,516
|
Materials – 4.4% |
34,661,048
|
Chemicals – 2.4% |
|
Air
Products & Chemicals, Inc. |
4,762
|
1,114,641
|
Albemarle
Corp. |
4,460
|
860,022
|
Celanese
Corp. |
6,242
|
917,199
|
CF
Industries Holdings, Inc. |
9,955
|
963,943
|
Corteva,
Inc. |
25,958
|
1,497,517
|
Dow,
Inc. |
18,432
|
1,225,728
|
DuPont
de Nemours, Inc. |
15,200
|
1,002,136
|
Eastman
Chemical Company |
6,679
|
685,733
|
Ecolab,
Inc. |
5,497
|
930,862
|
FMC
Corp. |
5,537
|
733,874
|
Huntsman
Corp. |
1,801
|
61,000
|
International
Flavors & Fragrances, Inc. |
7,437
|
902,108
|
Linde
PLC |
6,634
|
2,069,543
|
LyondellBasell
Industries NV, Class A |
11,861
|
1,257,622
|
Olin
Corp. |
1,817
|
104,296
|
PPG
Industries, Inc. |
9,727
|
1,244,959
|
RPM
International, Inc. |
5,778
|
478,996
|
The
Mosaic Company |
15,046
|
939,171
|
The
Scotts Miracle-Gro Company |
1,161
|
120,663
|
The
Sherwin-Williams Company |
6,147
|
1,690,179
|
Westlake
Corp. |
1,733
|
219,311
|
Construction materials – 0.2% |
|
Martin
Marietta Materials, Inc. |
2,506
|
887,675
|
Vulcan
Materials Company |
5,079
|
875,061
|
Containers and packaging – 0.8% |
|
Amcor
PLC |
59,372
|
704,152
|
AptarGroup,
Inc. |
2,502
|
287,305
|
Avery
Dennison Corp. |
3,419
|
617,471
|
Ball
Corp. |
14,460
|
1,173,574
|
Berry
Global Group, Inc. (A) |
6,623
|
373,206
|
Crown
Holdings, Inc. |
6,080
|
669,043
|
International
Paper Company |
22,410
|
1,037,135
|
Packaging
Corp. of America |
4,864
|
783,931
|
Sealed
Air Corp. |
2,281
|
146,463
|
Westrock
Company |
10,963
|
542,997
|
Metals and mining – 1.0% |
|
Alcoa
Corp. |
3,750
|
254,250
|
Cleveland-Cliffs,
Inc. (A) |
11,567
|
294,843
|
Freeport-McMoRan,
Inc. |
33,318
|
1,351,045
|
58
|
JOHN
HANCOCK MULTIFACTOR ETFS | ANNUAL REPORT |
SEE
NOTES TO FINANCIAL STATEMENTS |
MULTIFACTOR
LARGE CAP ETF (continued)
|
Shares
or Principal Amount |
Value
|
Materials (continued) |
|
Metals and mining (continued) |
|
MP
Materials Corp. (A) |
373
|
$14,189
|
Newmont
Corp. |
19,744
|
1,438,350
|
Nucor
Corp. |
15,249
|
2,360,240
|
Reliance
Steel & Aluminum Company |
3,394
|
672,861
|
Royal
Gold, Inc. |
445
|
58,064
|
Southern
Copper Corp. |
2,493
|
155,239
|
Steel
Dynamics, Inc. |
11,014
|
944,451
|
Real estate – 3.5% |
27,752,782
|
Equity real estate investment trusts – 3.3% |
|
Alexandria
Real Estate Equities, Inc. |
3,699
|
673,810
|
American
Homes 4 Rent, Class A |
7,683
|
304,324
|
American
Tower Corp. |
5,728
|
1,380,563
|
Americold
Realty Trust |
3,904
|
102,988
|
Apartment
Income REIT Corp. |
849
|
41,745
|
AvalonBay
Communities, Inc. |
3,947
|
897,864
|
Boston
Properties, Inc. |
4,529
|
532,610
|
Camden
Property Trust |
2,782
|
436,468
|
Crown
Castle International Corp. |
6,110
|
1,131,633
|
CubeSmart
|
4,776
|
226,908
|
Digital
Realty Trust, Inc. |
6,187
|
904,044
|
Duke
Realty Corp. |
10,498
|
574,766
|
EastGroup
Properties, Inc. |
217
|
40,688
|
Equinix,
Inc. |
1,277
|
918,265
|
Equity
LifeStyle Properties, Inc. |
4,809
|
371,640
|
Equity
Residential |
9,452
|
770,338
|
Essex
Property Trust, Inc. |
1,874
|
617,052
|
Extra
Space Storage, Inc. |
3,645
|
692,550
|
Federal
Realty Investment Trust |
2,192
|
256,596
|
Gaming
and Leisure Properties, Inc. |
6,332
|
281,014
|
Healthpeak
Properties, Inc. |
14,623
|
479,781
|
Host
Hotels & Resorts, Inc. |
21,149
|
430,382
|
Invitation
Homes, Inc. |
14,538
|
578,903
|
Iron
Mountain, Inc. |
8,199
|
440,532
|
Kilroy
Realty Corp. |
3,011
|
210,770
|
Kimco
Realty Corp. |
9,007
|
228,147
|
Lamar
Advertising Company, Class A |
2,392
|
264,101
|
Life
Storage, Inc. |
903
|
119,638
|
Medical
Properties Trust, Inc. |
13,943
|
256,412
|
Mid-America
Apartment Communities, Inc. |
3,216
|
632,523
|
National
Retail Properties, Inc. |
4,682
|
205,259
|
Prologis,
Inc. |
10,311
|
1,652,750
|
Public
Storage |
2,210
|
821,015
|
Realty
Income Corp. |
14,071
|
975,965
|
Regency
Centers Corp. |
4,652
|
320,197
|
Rexford
Industrial Realty, Inc. |
1,675
|
130,717
|
SBA
Communications Corp. |
2,703
|
938,238
|
Simon
Property Group, Inc. |
6,663
|
786,234
|
STORE
Capital Corp. |
5,941
|
168,903
|
Sun
Communities, Inc. |
2,895
|
508,275
|
MULTIFACTOR
LARGE CAP ETF (continued)
|
Shares
or Principal Amount |
Value
|
Real estate (continued) |
|
Equity real estate investment trusts (continued) |
|
UDR,
Inc. |
8,457
|
$449,997
|
Ventas,
Inc. |
10,630
|
590,497
|
VICI
Properties, Inc. |
19,978
|
595,541
|
Vornado
Realty Trust |
5,175
|
200,324
|
Welltower,
Inc. |
10,806
|
981,293
|
Weyerhaeuser
Company |
28,070
|
1,157,045
|
WP
Carey, Inc. |
4,528
|
365,727
|
Real estate management and development – 0.2% |
|
CBRE
Group, Inc., Class A (A) |
17,439
|
1,448,135
|
Jones
Lang LaSalle, Inc. (A) |
2,442
|
534,139
|
Zillow
Group, Inc., Class A (A) |
848
|
32,775
|
Zillow
Group, Inc., Class C (A) |
2,328
|
92,701
|
Utilities – 4.2% |
32,487,631
|
Electric utilities – 2.3% |
|
Alliant
Energy Corp. |
10,473
|
615,917
|
American
Electric Power Company, Inc. |
15,004
|
1,487,046
|
Avangrid,
Inc. |
2,032
|
90,119
|
Duke
Energy Corp. |
15,766
|
1,736,783
|
Edison
International |
18,877
|
1,298,549
|
Entergy
Corp. |
11,536
|
1,371,054
|
Evergy,
Inc. |
11,769
|
798,527
|
Eversource
Energy |
14,078
|
1,230,417
|
Exelon
Corp. |
38,857
|
1,817,730
|
FirstEnergy
Corp. |
22,517
|
975,211
|
NextEra
Energy, Inc. |
21,620
|
1,535,452
|
NRG
Energy, Inc. |
9,948
|
357,133
|
PG&E
Corp. (A) |
15,037
|
190,218
|
Pinnacle
West Capital Corp. |
6,118
|
435,602
|
PPL
Corp. |
39,467
|
1,117,311
|
The
Southern Company |
22,535
|
1,653,844
|
Xcel
Energy, Inc. |
18,966
|
1,389,449
|
Gas utilities – 0.1% |
|
Atmos
Energy Corp. |
4,791
|
543,299
|
UGI
Corp. |
11,136
|
381,965
|
Independent power and renewable electricity producers –
0.2% |
|
Brookfield
Renewable Corp., Class A |
2,887
|
103,643
|
The
AES Corp. |
33,975
|
693,770
|
Vistra
Corp. |
14,831
|
371,072
|
Multi-utilities – 1.4% |
|
Ameren
Corp. |
12,870
|
1,195,623
|
CenterPoint
Energy, Inc. |
28,981
|
887,108
|
CMS
Energy Corp. |
12,461
|
855,946
|
Consolidated
Edison, Inc. |
16,677
|
1,546,625
|
Dominion
Energy, Inc. |
11,708
|
955,841
|
DTE
Energy Company |
9,298
|
1,218,410
|
NiSource,
Inc. |
20,524
|
597,659
|
Public
Service Enterprise Group, Inc. |
22,013
|
1,533,426
|
SEE
NOTES TO FINANCIAL STATEMENTS |
ANNUAL
REPORT | JOHN HANCOCK MULTIFACTOR ETFS |
59
|
MULTIFACTOR
LARGE CAP ETF (continued)
|
Shares
or Principal Amount |
Value
|
Utilities (continued) |
|
Multi-utilities (continued) |
|
Sempra
Energy |
6,572
|
$1,060,458
|
WEC
Energy Group, Inc. |
11,770
|
1,177,589
|
Water utilities – 0.2% |
|
American
Water Works Company, Inc. |
6,321
|
973,940
|
Essential
Utilities, Inc. |
6,499
|
290,895
|
|
SHORT-TERM INVESTMENTS – 0.1% |
|
$949,947 |
(Cost
$949,973) |
|
|
Short-term funds – 0.1% |
949,947
|
John
Hancock Collateral Trust, 0.3773% (C)(D) |
46,845
|
468,378
|
|
State
Street Institutional U.S. Government Money Market Fund, Premier Class,
0.2918% (C) |
481,569
|
481,569
|
Total investments (Multifactor Large Cap ETF)
(Cost $672,263,451) 100.0% |
$782,107,528 |
Other assets and liabilities, net (0.0%) |
|
(247,565) |
Total net assets 100.0% |
|
$781,859,963 |
The percentage shown for each investment category is the total
value of the category as a percentage of the net assets of the fund.
|
Security Abbreviations and Legend |
(A)
|
Non-income
producing security. |
(B)
|
All
or a portion of this security is on loan as of 4-30-22. |
(C)
|
The
rate shown is the annualized seven-day yield as of 4-30-22. |
(D)
|
Investment
is an affiliate of the fund, the advisor and/or subadvisor. This security
represents the investment of cash collateral received for securities
lending. |
MULTIFACTOR
MATERIALS ETF
As
of 4-30-22
|
Shares
or Principal Amount |
Value
|
COMMON STOCKS – 100.0% |
|
$18,452,841 |
(Cost
$15,309,329) |
|
|
Industrials – 2.7% |
494,073
|
Building products – 1.6% |
|
Owens
Corning |
3,121
|
283,793
|
Construction and engineering – 0.7% |
|
MDU
Resources Group, Inc. |
5,196
|
133,849
|
Machinery – 0.4% |
|
RBC
Bearings, Inc. (A) |
454
|
76,431
|
Materials – 97.3% |
17,958,768
|
Chemicals – 49.5% |
|
Air
Products & Chemicals, Inc. |
2,016
|
471,885
|
Albemarle
Corp. |
1,566
|
301,972
|
Ashland
Global Holdings, Inc. |
1,252
|
131,422
|
Axalta
Coating Systems, Ltd. (A) |
5,464
|
138,622
|
Celanese
Corp. |
2,347
|
344,868
|
CF
Industries Holdings, Inc. |
3,437
|
332,805
|
Dow,
Inc. |
11,234
|
747,061
|
DuPont
de Nemours, Inc. |
10,264
|
676,706
|
MULTIFACTOR
MATERIALS ETF (continued)
|
Shares
or Principal Amount |
Value
|
Materials (continued) |
|
Chemicals (continued) |
|
Eastman
Chemical Company |
2,442
|
$250,720
|
Ecolab,
Inc. |
1,973
|
334,108
|
Element
Solutions, Inc. |
2,818
|
58,107
|
FMC
Corp. |
2,494
|
330,555
|
Huntsman
Corp. |
5,101
|
172,771
|
International
Flavors & Fragrances, Inc. |
5,011
|
607,834
|
Linde
PLC |
3,127
|
975,499
|
LyondellBasell
Industries NV, Class A |
8,071
|
855,768
|
Olin
Corp. |
4,402
|
252,675
|
PPG
Industries, Inc. |
4,531
|
579,923
|
RPM
International, Inc. |
2,305
|
191,085
|
The
Mosaic Company |
8,597
|
536,625
|
The
Sherwin-Williams Company |
2,368
|
651,105
|
Valvoline,
Inc. |
2,655
|
80,261
|
Westlake
Corp. |
937
|
118,577
|
Construction materials – 4.5% |
|
Eagle
Materials, Inc. |
852
|
105,069
|
Martin
Marietta Materials, Inc. |
1,013
|
358,825
|
Vulcan
Materials Company |
2,118
|
364,910
|
Containers and packaging – 18.8% |
|
Amcor
PLC |
33,875
|
401,758
|
AptarGroup,
Inc. |
1,302
|
149,509
|
Ardagh
Metal Packaging SA (A) |
737
|
5,255
|
Avery
Dennison Corp. |
1,654
|
298,712
|
Ball
Corp. |
5,883
|
477,464
|
Berry
Global Group, Inc. (A) |
4,365
|
245,968
|
Crown
Holdings, Inc. |
2,598
|
285,884
|
Graphic
Packaging Holding Company |
9,329
|
203,372
|
International
Paper Company |
9,425
|
436,189
|
Packaging
Corp. of America |
2,095
|
337,651
|
Sealed
Air Corp. |
3,141
|
201,684
|
Sonoco
Products Company |
2,597
|
160,780
|
Westrock
Company |
5,368
|
265,877
|
Metals and mining – 24.5% |
|
Alcoa
Corp. |
4,254
|
288,421
|
Cleveland-Cliffs,
Inc. (A) |
14,488
|
369,299
|
Freeport-McMoRan,
Inc. |
14,956
|
606,466
|
MP
Materials Corp. (A) |
740
|
28,150
|
Newmont
Corp. |
9,339
|
680,346
|
Nucor
Corp. |
8,051
|
1,246,131
|
Reliance
Steel & Aluminum Company |
1,648
|
326,716
|
Royal
Gold, Inc. |
1,168
|
152,401
|
Southern
Copper Corp. |
1,109
|
69,057
|
Steel
Dynamics, Inc. |
6,113
|
524,190
|
U.S.
Steel Corp. |
7,469
|
227,730
|
60
|
JOHN
HANCOCK MULTIFACTOR ETFS | ANNUAL REPORT |
SEE
NOTES TO FINANCIAL STATEMENTS |
MULTIFACTOR
MATERIALS ETF (continued)
|
Shares
or Principal Amount |
Value
|
|
SHORT-TERM INVESTMENTS – 0.3% |
|
$63,178 |
(Cost
$63,178) |
|
|
Short-term funds – 0.3% |
63,178
|
State
Street Institutional U.S. Government Money Market Fund, Premier Class,
0.2918% (B) |
63,178
|
$63,178
|
Total investments (Multifactor Materials ETF)
(Cost $15,372,507) 100.3% |
$18,516,019 |
Other assets and liabilities, net (0.3%) |
|
(53,666) |
Total net assets 100.0% |
|
$18,462,353 |
The percentage shown for each investment category is the total
value of the category as a percentage of the net assets of the fund.
|
Security Abbreviations and Legend |
(A)
|
Non-income
producing security. |
(B)
|
The
rate shown is the annualized seven-day yield as of 4-30-22.
|
MULTIFACTOR
MEDIA AND COMMUNICATIONS ETF
As
of 4-30-22
|
Shares
or Principal Amount |
Value
|
COMMON STOCKS – 99.9% |
|
$15,032,638 |
(Cost
$17,832,071) |
|
|
Communication services – 97.6% |
14,672,905
|
Diversified telecommunication services – 17.8% |
|
AT&T,
Inc. |
45,270
|
853,792
|
Frontier
Communications Parent, Inc. (A) |
16,306
|
430,315
|
Iridium
Communications, Inc. (A) |
2,942
|
105,059
|
Lumen
Technologies, Inc. |
35,072
|
352,824
|
Verizon
Communications, Inc. |
19,985
|
925,305
|
Entertainment – 27.5% |
|
Activision
Blizzard, Inc. |
7,285
|
550,746
|
Electronic
Arts, Inc. |
4,620
|
545,391
|
Endeavor
Group Holdings, Inc., Class A (A) |
3,491
|
79,420
|
Liberty
Media Corp.-Liberty Formula One, Series A (A) |
658
|
37,782
|
Liberty
Media Corp.-Liberty Formula One, Series C (A) |
4,223
|
263,220
|
Live
Nation Entertainment, Inc. (A) |
2,513
|
263,563
|
Netflix,
Inc. (A) |
2,047
|
389,667
|
Playtika
Holding Corp. (A) |
3,207
|
56,379
|
ROBLOX
Corp., Class A (A) |
6,652
|
203,884
|
Spotify
Technology SA (A) |
866
|
88,029
|
Take-Two
Interactive Software, Inc. (A) |
1,871
|
223,603
|
The
Walt Disney Company (A) |
7,224
|
806,415
|
Warner
Bros Discovery, Inc. (A) |
21,401
|
388,428
|
Warner
Music Group Corp., Class A |
2,468
|
73,472
|
Zynga,
Inc., Class A (A) |
20,188
|
166,955
|
Interactive media and services – 18.1% |
|
Alphabet,
Inc., Class A (A) |
208
|
474,696
|
Alphabet,
Inc., Class C (A) |
190
|
436,873
|
CarGurus,
Inc. (A) |
2,759
|
90,164
|
MULTIFACTOR
MEDIA AND COMMUNICATIONS ETF (continued)
|
Shares
or Principal Amount |
Value
|
Communication services (continued) |
|
Interactive media and services (continued) |
|
Match
Group, Inc. (A) |
4,450
|
$352,218
|
Meta
Platforms, Inc., Class A (A) |
3,415
|
684,605
|
Pinterest,
Inc., Class A (A) |
7,495
|
153,797
|
Snap,
Inc., Class A (A) |
4,779
|
136,010
|
Twitter,
Inc. (A) |
8,116
|
397,846
|
Media – 30.1% |
|
Altice
USA, Inc., Class A (A) |
4,346
|
40,331
|
Cable
One, Inc. |
162
|
188,924
|
Charter
Communications, Inc., Class A (A) |
798
|
341,935
|
Comcast
Corp., Class A |
22,938
|
912,015
|
DISH
Network Corp., Class A (A) |
6,593
|
187,966
|
Fox
Corp., Class A |
6,676
|
239,268
|
Fox
Corp., Class B |
3,219
|
107,000
|
Liberty
Broadband Corp., Series A (A) |
491
|
52,861
|
Liberty
Broadband Corp., Series C (A) |
2,813
|
314,550
|
Liberty
Media Corp.-Liberty SiriusXM, Series A |
1,667
|
69,731
|
Liberty
Media Corp.-Liberty SiriusXM, Series C (A) |
3,363
|
140,842
|
News
Corp., Class A |
8,370
|
166,228
|
News
Corp., Class B |
2,902
|
57,779
|
Nexstar
Media Group, Inc., Class A |
1,386
|
219,570
|
Omnicom
Group, Inc. |
6,199
|
471,930
|
Paramount
Global, Class A |
303
|
9,560
|
Paramount
Global, Class B |
14,267
|
415,455
|
Sirius
XM Holdings, Inc. (B) |
14,753
|
88,518
|
The
Interpublic Group of Companies, Inc. |
11,916
|
388,700
|
The
New York Times Company, Class A |
2,993
|
114,692
|
Wireless telecommunication services – 4.1% |
|
T-Mobile
US, Inc. (A) |
4,991
|
614,592
|
Information technology – 2.0% |
307,080
|
Software – 2.0% |
|
Unity
Software, Inc. (A) |
4,624
|
307,080
|
Real estate – 0.3% |
52,653
|
Real estate management and development – 0.3% |
|
Zillow
Group, Inc., Class A (A) |
331
|
12,793
|
Zillow
Group, Inc., Class C (A) |
1,001
|
39,860
|
|
SHORT-TERM INVESTMENTS – 0.3% |
|
$44,336 |
(Cost
$44,336) |
|
|
Short-term funds – 0.3% |
44,336
|
State
Street Institutional U.S. Government Money Market Fund, Premier Class,
0.2918% (C) |
44,336
|
44,336
|
Total investments (Multifactor Media and
Communications ETF) (Cost $17,876,407) 100.2% |
$15,076,974 |
Other assets and liabilities, net (0.2%) |
|
(37,087) |
Total net assets 100.0% |
|
$15,039,887 |
SEE
NOTES TO FINANCIAL STATEMENTS |
ANNUAL
REPORT | JOHN HANCOCK MULTIFACTOR ETFS |
61
|
MULTIFACTOR
MEDIA AND COMMUNICATIONS ETF (continued)
The percentage shown for each investment category is the total
value of the category as a percentage of the net assets of the fund.
|
Security Abbreviations and Legend |
(A)
|
Non-income
producing security. |
(B)
|
All
or a portion of this security is on loan as of 4-30-22. |
(C)
|
The
rate shown is the annualized seven-day yield as of 4-30-22.
|
MULTIFACTOR
MID CAP ETF
As
of 4-30-22
|
Shares
or Principal Amount |
Value
|
COMMON STOCKS – 99.9% |
|
$2,407,968,788 |
(Cost
$2,096,969,894) |
|
|
Communication services – 3.1% |
74,235,035
|
Diversified telecommunication services – 0.3% |
|
Frontier
Communications Parent, Inc. (A) |
64,018
|
1,689,435
|
Lumen
Technologies, Inc. |
670,732
|
6,747,564
|
Entertainment – 0.8% |
|
Endeavor
Group Holdings, Inc., Class A (A) |
12,055
|
274,251
|
Liberty
Media Corp.-Liberty Formula One, Series A (A) |
8,831
|
507,076
|
Liberty
Media Corp.-Liberty Formula One, Series C (A) |
89,595
|
5,584,456
|
Live
Nation Entertainment, Inc. (A) |
27,673
|
2,902,344
|
Playtika
Holding Corp. (A) |
24,937
|
438,392
|
Take-Two
Interactive Software, Inc. (A) |
28,080
|
3,355,841
|
Warner
Bros Discovery, Inc. (A) |
147,680
|
2,680,392
|
Warner
Music Group Corp., Class A |
22,213
|
661,281
|
Zynga,
Inc., Class A (A) |
321,315
|
2,657,275
|
Interactive media and services – 0.1% |
|
CarGurus,
Inc. (A) |
12,750
|
416,670
|
ZoomInfo
Technologies, Inc. (A) |
31,060
|
1,472,244
|
Media – 1.9% |
|
Altice
USA, Inc., Class A (A) |
65,306
|
606,040
|
Cable
One, Inc. |
2,399
|
2,797,714
|
DISH
Network Corp., Class A (A) |
88,664
|
2,527,811
|
Fox
Corp., Class A |
93,123
|
3,337,528
|
Fox
Corp., Class B |
42,948
|
1,427,592
|
Liberty
Broadband Corp., Series A (A) |
6,003
|
646,283
|
Liberty
Broadband Corp., Series C (A) |
38,741
|
4,332,019
|
Liberty
Media Corp.-Liberty SiriusXM, Series A |
29,463
|
1,232,437
|
Liberty
Media Corp.-Liberty SiriusXM, Series C (A) |
43,487
|
1,821,236
|
News
Corp., Class A |
196,135
|
3,895,241
|
News
Corp., Class B |
53,788
|
1,070,919
|
Nexstar
Media Group, Inc., Class A |
25,336
|
4,013,729
|
Omnicom
Group, Inc. |
74,379
|
5,662,473
|
Paramount
Global, Class A |
1,411
|
44,517
|
Paramount
Global, Class B |
84,075
|
2,448,264
|
Sirius
XM Holdings, Inc. (B) |
139,688
|
838,128
|
The
Interpublic Group of Companies, Inc. |
187,659
|
6,121,437
|
The
New York Times Company, Class A |
52,830
|
2,024,446
|
MULTIFACTOR
MID CAP ETF (continued)
|
Shares
or Principal Amount |
Value
|
Consumer discretionary – 12.4% |
$299,059,109
|
Auto components – 0.7% |
|
Autoliv,
Inc. |
47,316
|
3,486,243
|
BorgWarner,
Inc. |
119,560
|
4,403,395
|
Gentex
Corp. |
120,474
|
3,535,912
|
Lear
Corp. |
32,478
|
4,155,235
|
QuantumScape
Corp. (A)(B) |
18,260
|
272,804
|
Automobiles – 0.1% |
|
Harley-Davidson,
Inc. |
85,651
|
3,121,979
|
Distributors – 0.8% |
|
Genuine
Parts Company |
45,715
|
5,945,236
|
LKQ
Corp. |
143,011
|
7,097,636
|
Pool
Corp. |
13,625
|
5,521,123
|
Diversified consumer services – 0.4% |
|
ADT,
Inc. |
93,475
|
640,304
|
Bright
Horizons Family Solutions, Inc. (A) |
20,395
|
2,329,925
|
Service
Corp. International |
104,889
|
6,881,767
|
Hotels, restaurants and leisure – 2.5% |
|
Aramark
|
114,635
|
4,155,519
|
Boyd
Gaming Corp. |
34,936
|
2,116,423
|
Caesars
Entertainment, Inc. (A) |
42,528
|
2,818,756
|
Carnival
Corp. (A) |
97,378
|
1,684,639
|
Choice
Hotels International, Inc. |
13,013
|
1,827,806
|
Churchill
Downs, Inc. |
12,297
|
2,495,553
|
Darden
Restaurants, Inc. |
40,031
|
5,273,284
|
Domino’s
Pizza, Inc. |
9,859
|
3,332,342
|
DraftKings,
Inc., Class A (A) |
39,597
|
541,687
|
Expedia
Group, Inc. (A) |
26,724
|
4,670,019
|
Hilton
Grand Vacations, Inc. (A) |
13,776
|
645,130
|
Hyatt
Hotels Corp., Class A (A) |
17,525
|
1,664,174
|
Light
& Wonder, Inc. (A) |
18,768
|
1,052,134
|
Marriott
Vacations Worldwide Corp. |
17,523
|
2,616,710
|
MGM
Resorts International |
120,997
|
4,965,717
|
Norwegian
Cruise Line Holdings, Ltd. (A) |
122,616
|
2,455,998
|
Penn
National Gaming, Inc. (A) |
47,217
|
1,726,726
|
Planet
Fitness, Inc., Class A (A) |
25,074
|
2,006,672
|
Royal
Caribbean Cruises, Ltd. (A) |
42,551
|
3,307,489
|
Texas
Roadhouse, Inc. |
26,714
|
2,199,364
|
Vail
Resorts, Inc. |
17,939
|
4,559,376
|
Wyndham
Hotels & Resorts, Inc. |
36,784
|
3,235,521
|
Wynn
Resorts, Ltd. (A) |
25,044
|
1,765,101
|
Household durables – 2.1% |
|
D.R.
Horton, Inc. |
99,924
|
6,953,711
|
Garmin,
Ltd. |
41,757
|
4,582,413
|
Lennar
Corp., A Shares |
74,332
|
5,685,655
|
Lennar
Corp., B Shares |
4,517
|
294,508
|
Mohawk
Industries, Inc. (A) |
24,026
|
3,389,108
|
Newell
Brands, Inc. |
172,897
|
4,002,566
|
NVR,
Inc. (A) |
1,288
|
5,636,558
|
PulteGroup,
Inc. |
138,747
|
5,794,075
|
Tempur
Sealy International, Inc. |
73,606
|
1,995,459
|
62
|
JOHN
HANCOCK MULTIFACTOR ETFS | ANNUAL REPORT |
SEE
NOTES TO FINANCIAL STATEMENTS |
MULTIFACTOR
MID CAP ETF (continued)
|
Shares
or Principal Amount |
Value
|
Consumer discretionary (continued) |
|
Household durables (continued) |
|
Toll
Brothers, Inc. |
60,363
|
$2,799,032
|
TopBuild
Corp. (A) |
13,434
|
2,433,435
|
Whirlpool
Corp. |
41,368
|
7,509,119
|
Internet and direct marketing retail – 0.1% |
|
Etsy,
Inc. (A) |
31,248
|
2,912,001
|
Global-e
Online, Ltd. (A) |
8,008
|
180,500
|
Wayfair,
Inc., Class A (A)(B) |
7,490
|
576,281
|
Leisure products – 0.7% |
|
Brunswick
Corp. |
46,129
|
3,487,814
|
Hasbro,
Inc. |
54,272
|
4,779,192
|
Mattel,
Inc. (A) |
127,684
|
3,103,998
|
Peloton
Interactive, Inc., Class A (A) |
21,615
|
379,559
|
Polaris,
Inc. |
29,175
|
2,769,875
|
YETI
Holdings, Inc. (A) |
29,760
|
1,454,371
|
Multiline retail – 0.8% |
|
Dollar
Tree, Inc. (A) |
74,246
|
12,061,263
|
Kohl’s
Corp. |
74,120
|
4,290,066
|
Macy’s,
Inc. |
121,706
|
2,941,634
|
Specialty retail – 3.2% |
|
Advance
Auto Parts, Inc. |
33,168
|
6,621,328
|
AutoNation,
Inc. (A) |
41,245
|
4,780,708
|
AutoZone,
Inc. (A) |
3,506
|
6,855,878
|
Bath
& Body Works, Inc. |
65,861
|
3,483,388
|
Best
Buy Company, Inc. |
81,825
|
7,358,522
|
Burlington
Stores, Inc. (A) |
14,126
|
2,875,489
|
CarMax,
Inc. (A) |
58,780
|
5,042,148
|
Dick’s
Sporting Goods, Inc. (B) |
35,968
|
3,468,035
|
Five
Below, Inc. (A) |
21,281
|
3,343,245
|
Floor
& Decor Holdings, Inc., Class A (A) |
38,280
|
3,051,682
|
GameStop
Corp., Class A (A) |
12,135
|
1,517,724
|
Lithia
Motors, Inc. |
14,042
|
3,975,711
|
Penske
Automotive Group, Inc. |
10,172
|
1,066,229
|
RH
(A) |
6,196
|
2,082,600
|
The
Gap, Inc. |
123,400
|
1,532,628
|
Tractor
Supply Company |
37,846
|
7,624,077
|
Ulta
Beauty, Inc. (A) |
16,405
|
6,509,504
|
Williams-Sonoma,
Inc. |
41,974
|
5,476,768
|
Textiles, apparel and luxury goods – 1.0% |
|
Capri
Holdings, Ltd. (A) |
69,276
|
3,304,465
|
Columbia
Sportswear Company |
15,134
|
1,243,409
|
Deckers
Outdoor Corp. (A) |
13,229
|
3,515,607
|
Hanesbrands,
Inc. |
182,502
|
2,419,977
|
Levi
Strauss & Company, Class A |
33,249
|
602,139
|
PVH
Corp. |
31,752
|
2,310,911
|
Ralph
Lauren Corp. |
19,547
|
2,039,534
|
Skechers
USA, Inc., Class A (A) |
61,783
|
2,366,289
|
Tapestry,
Inc. |
123,561
|
4,067,628
|
Under
Armour, Inc., Class A (A) |
64,808
|
995,451
|
Under
Armour, Inc., Class C (A) |
71,046
|
1,008,143
|
MULTIFACTOR
MID CAP ETF (continued)
|
Shares
or Principal Amount |
Value
|
Consumer staples – 3.7% |
$89,607,633
|
Beverages – 0.1% |
|
Molson
Coors Beverage Company, Class B |
62,541
|
3,385,970
|
Food and staples retailing – 0.9% |
|
Albertsons
Companies, Inc., Class A |
40,776
|
1,275,473
|
BJ’s
Wholesale Club Holdings, Inc. (A) |
47,380
|
3,048,903
|
Casey’s
General Stores, Inc. |
17,585
|
3,539,861
|
Performance
Food Group Company (A) |
51,495
|
2,536,129
|
The
Kroger Company |
132,278
|
7,137,721
|
U.S.
Foods Holding Corp. (A) |
99,991
|
3,761,661
|
Food products – 2.2% |
|
Bunge,
Ltd. |
62,855
|
7,110,158
|
Campbell
Soup Company |
68,556
|
3,237,214
|
Conagra
Brands, Inc. |
126,992
|
4,435,831
|
Darling
Ingredients, Inc. (A) |
71,560
|
5,251,788
|
Flowers
Foods, Inc. |
29,572
|
784,249
|
Hormel
Foods Corp. |
49,442
|
2,590,266
|
Ingredion,
Inc. |
34,318
|
2,920,805
|
Kellogg
Company |
25,505
|
1,747,093
|
Lamb
Weston Holdings, Inc. |
55,388
|
3,661,147
|
McCormick
& Company, Inc. |
56,786
|
5,710,968
|
Pilgrim’s
Pride Corp. (A) |
24,246
|
687,374
|
Post
Holdings, Inc. (A) |
32,199
|
2,395,284
|
The
J.M. Smucker Company |
40,093
|
5,489,934
|
Tyson
Foods, Inc., Class A |
74,905
|
6,978,150
|
Household products – 0.5% |
|
Church
& Dwight Company, Inc. |
60,374
|
5,890,087
|
Reynolds
Consumer Products, Inc. |
18,999
|
562,180
|
The
Clorox Company |
31,964
|
4,585,875
|
Personal products – 0.0% |
|
Coty,
Inc., Class A (A) |
108,941
|
883,512
|
Energy – 5.1% |
122,595,067
|
Energy equipment and services – 0.5% |
|
Baker
Hughes Company |
158,849
|
4,927,496
|
Halliburton
Company |
182,454
|
6,499,011
|
NOV,
Inc. |
57,231
|
1,037,598
|
Oil, gas and consumable fuels – 4.6% |
|
Antero
Resources Corp. (A) |
45,679
|
1,607,901
|
APA
Corp. |
106,596
|
4,362,974
|
Cheniere
Energy, Inc. |
49,815
|
6,765,375
|
Chesapeake
Energy Corp. |
13,488
|
1,106,286
|
Continental
Resources, Inc. |
29,666
|
1,648,540
|
Coterra
Energy, Inc. |
241,036
|
6,939,426
|
Devon
Energy Corp. |
125,244
|
7,285,443
|
Diamondback
Energy, Inc. |
61,484
|
7,761,125
|
EQT
Corp. (A) |
95,013
|
3,776,767
|
Hess
Corp. |
61,893
|
6,379,312
|
Marathon
Oil Corp. |
333,968
|
8,322,483
|
Matador
Resources Company (A) |
19,282
|
941,347
|
New
Fortress Energy, Inc. |
12,671
|
491,381
|
SEE
NOTES TO FINANCIAL STATEMENTS |
ANNUAL
REPORT | JOHN HANCOCK MULTIFACTOR ETFS |
63
|
MULTIFACTOR
MID CAP ETF (continued)
|
Shares
or Principal Amount |
Value
|
Energy (continued) |
|
Oil, gas and consumable fuels (continued) |
|
Occidental
Petroleum Corp. |
237,847
|
$13,102,991
|
ONEOK,
Inc. |
101,464
|
6,425,715
|
Ovintiv,
Inc. |
123,411
|
6,317,409
|
PDC
Energy, Inc. |
15,106
|
1,053,492
|
Phillips
66 |
44,636
|
3,872,619
|
Range
Resources Corp. (A) |
46,058
|
1,378,977
|
Targa
Resources Corp. |
84,494
|
6,202,705
|
Texas
Pacific Land Corp. |
2,317
|
3,166,412
|
The
Williams Companies, Inc. |
149,210
|
5,116,411
|
Valero
Energy Corp. |
54,771
|
6,105,871
|
Financials – 13.7% |
329,526,718
|
Banks – 4.5% |
|
Bank
OZK |
18,761
|
720,798
|
BOK
Financial Corp. |
11,842
|
982,057
|
Cadence
Bank |
25,759
|
645,005
|
Citizens
Financial Group, Inc. |
148,131
|
5,836,361
|
Comerica,
Inc. |
54,618
|
4,473,214
|
Commerce
Bancshares, Inc. |
51,646
|
3,531,037
|
Cullen/Frost
Bankers, Inc. |
23,681
|
3,132,759
|
East
West Bancorp, Inc. |
69,349
|
4,944,584
|
Fifth
Third Bancorp |
226,329
|
8,494,127
|
First
Citizens BancShares, Inc., Class A |
2,867
|
1,833,102
|
First
Financial Bankshares, Inc. |
47,124
|
1,884,018
|
First
Horizon Corp. |
257,496
|
5,762,760
|
First
Republic Bank |
43,868
|
6,545,983
|
Glacier
Bancorp, Inc. |
12,620
|
577,491
|
Huntington
Bancshares, Inc. |
440,906
|
5,797,914
|
KeyCorp
|
309,784
|
5,981,929
|
M&T
Bank Corp. |
55,071
|
9,177,031
|
PacWest
Bancorp |
22,947
|
754,727
|
Pinnacle
Financial Partners, Inc. |
20,133
|
1,561,314
|
Popular,
Inc. |
16,102
|
1,255,795
|
Prosperity
Bancshares, Inc. |
38,037
|
2,486,859
|
Regions
Financial Corp. |
334,009
|
6,920,666
|
Signature
Bank |
16,366
|
3,964,664
|
SouthState
Corp. |
8,629
|
668,230
|
SVB
Financial Group (A) |
15,947
|
7,776,395
|
Synovus
Financial Corp. |
55,439
|
2,302,936
|
Valley
National Bancorp |
64,500
|
772,710
|
Webster
Financial Corp. |
20,818
|
1,040,692
|
Western
Alliance Bancorp |
36,494
|
2,777,558
|
Wintrust
Financial Corp. |
10,269
|
896,689
|
Zions
Bancorp NA |
83,315
|
4,708,131
|
Capital markets – 3.2% |
|
Affiliated
Managers Group, Inc. |
13,070
|
1,641,200
|
Ameriprise
Financial, Inc. |
34,331
|
9,114,537
|
Ares
Management Corp., Class A |
31,251
|
2,069,441
|
Cboe
Global Markets, Inc. |
42,336
|
4,783,121
|
FactSet
Research Systems, Inc. |
13,114
|
5,291,368
|
MULTIFACTOR
MID CAP ETF (continued)
|
Shares
or Principal Amount |
Value
|
Financials (continued) |
|
Capital markets (continued) |
|
Franklin
Resources, Inc. |
95,717
|
$2,353,681
|
Houlihan
Lokey, Inc. |
7,250
|
603,853
|
Interactive
Brokers Group, Inc., Class A |
25,179
|
1,499,661
|
Invesco,
Ltd. |
180,631
|
3,319,998
|
Janus
Henderson Group PLC |
30,493
|
929,427
|
Jefferies
Financial Group, Inc. |
104,521
|
3,215,066
|
LPL
Financial Holdings, Inc. |
30,575
|
5,744,125
|
MarketAxess
Holdings, Inc. |
12,528
|
3,302,506
|
Morningstar,
Inc. |
8,608
|
2,179,804
|
Nasdaq,
Inc. |
37,014
|
5,824,893
|
Northern
Trust Corp. |
56,105
|
5,781,620
|
Raymond
James Financial, Inc. |
60,261
|
5,873,037
|
Robinhood
Markets, Inc., Class A (A)(B) |
69,304
|
679,526
|
SEI
Investments Company |
57,948
|
3,228,863
|
State
Street Corp. |
67,935
|
4,549,607
|
Stifel
Financial Corp. |
43,746
|
2,705,690
|
Tradeweb
Markets, Inc., Class A |
15,137
|
1,077,603
|
Virtu
Financial, Inc., Class A |
18,250
|
527,060
|
Consumer finance – 0.8% |
|
Ally
Financial, Inc. |
169,399
|
6,769,184
|
Credit
Acceptance Corp. (A)(B) |
4,499
|
2,305,738
|
OneMain
Holdings, Inc. |
50,570
|
2,322,680
|
Synchrony
Financial |
172,069
|
6,333,860
|
Upstart
Holdings, Inc. (A)(B) |
8,691
|
651,999
|
Diversified financial services – 0.7% |
|
Apollo
Global Management, Inc. |
129,027
|
6,420,384
|
Equitable
Holdings, Inc. |
230,676
|
6,650,389
|
Voya
Financial, Inc. |
72,642
|
4,586,616
|
Insurance – 4.4% |
|
Alleghany
Corp. (A) |
5,157
|
4,313,831
|
American
Financial Group, Inc. |
38,513
|
5,333,280
|
Arch
Capital Group, Ltd. (A) |
98,901
|
4,516,809
|
Arthur
J. Gallagher & Company |
54,089
|
9,113,456
|
Assurant,
Inc. |
26,458
|
4,812,181
|
Brown
& Brown, Inc. |
63,904
|
3,960,770
|
Cincinnati
Financial Corp. |
41,995
|
5,151,107
|
CNA
Financial Corp. |
10,237
|
485,643
|
Erie
Indemnity Company, Class A |
9,478
|
1,519,134
|
Everest
Re Group, Ltd. |
16,465
|
4,523,100
|
Fidelity
National Financial, Inc. |
147,021
|
5,854,376
|
First
American Financial Corp. |
58,054
|
3,385,129
|
Globe
Life, Inc. |
45,377
|
4,450,576
|
Lincoln
National Corp. |
68,985
|
4,149,448
|
Loews
Corp. |
73,177
|
4,598,443
|
Markel
Corp. (A) |
3,549
|
4,802,791
|
Old
Republic International Corp. |
148,436
|
3,267,076
|
Principal
Financial Group, Inc. |
87,740
|
5,978,604
|
Reinsurance
Group of America, Inc. |
34,312
|
3,682,364
|
RenaissanceRe
Holdings, Ltd. |
18,965
|
2,721,857
|
64
|
JOHN
HANCOCK MULTIFACTOR ETFS | ANNUAL REPORT |
SEE
NOTES TO FINANCIAL STATEMENTS |
MULTIFACTOR
MID CAP ETF (continued)
|
Shares
or Principal Amount |
Value
|
Financials (continued) |
|
Insurance (continued) |
|
Ryan
Specialty Group Holdings, Inc., Class A (A) |
9,427
|
$348,705
|
The
Hartford Financial Services Group, Inc. |
132,207
|
9,245,236
|
W.R.
Berkley Corp. |
65,160
|
4,332,488
|
Willis
Towers Watson PLC |
30,366
|
6,524,439
|
Thrifts and mortgage finance – 0.1% |
|
New
York Community Bancorp, Inc. |
206,905
|
1,911,802
|
Health care – 10.8% |
260,390,738
|
Biotechnology – 1.6% |
|
Alnylam
Pharmaceuticals, Inc. (A) |
23,067
|
3,077,830
|
Beam
Therapeutics, Inc. (A) |
5,420
|
203,413
|
Biohaven
Pharmaceutical Holding Company, Ltd. (A) |
8,751
|
780,327
|
BioMarin
Pharmaceutical, Inc. (A) |
60,165
|
4,894,423
|
Exact
Sciences Corp. (A) |
34,099
|
1,877,150
|
Exelixis,
Inc. (A) |
162,575
|
3,631,926
|
Horizon
Therapeutics PLC (A) |
81,018
|
7,985,134
|
Incyte
Corp. (A) |
37,451
|
2,807,327
|
Intellia
Therapeutics, Inc. (A) |
11,495
|
563,600
|
Natera,
Inc. (A) |
16,794
|
589,805
|
Neurocrine
Biosciences, Inc. (A) |
34,278
|
3,086,048
|
Novavax,
Inc. (A) |
9,357
|
421,720
|
Sarepta
Therapeutics, Inc. (A) |
15,174
|
1,097,384
|
Seagen,
Inc. (A) |
19,818
|
2,596,356
|
United
Therapeutics Corp. (A) |
22,433
|
3,983,203
|
Health care equipment and supplies – 2.5% |
|
ABIOMED,
Inc. (A) |
12,047
|
3,452,429
|
Dentsply
Sirona, Inc. |
112,273
|
4,489,797
|
Enovis
Corp. (A) |
12,406
|
804,777
|
Envista
Holdings Corp. (A) |
67,577
|
2,677,401
|
Globus
Medical, Inc., Class A (A) |
36,505
|
2,417,361
|
Hologic,
Inc. (A) |
103,023
|
7,416,626
|
Insulet
Corp. (A) |
13,337
|
3,187,410
|
Integra
LifeSciences Holdings Corp. (A) |
31,655
|
1,936,020
|
Masimo
Corp. (A) |
20,421
|
2,306,960
|
Novocure,
Ltd. (A) |
19,780
|
1,514,752
|
Penumbra,
Inc. (A) |
10,290
|
1,775,642
|
ResMed,
Inc. |
41,461
|
8,290,956
|
Shockwave
Medical, Inc. (A) |
4,845
|
732,225
|
STERIS
PLC |
31,265
|
7,004,923
|
Tandem
Diabetes Care, Inc. (A) |
15,220
|
1,468,426
|
Teleflex,
Inc. |
14,379
|
4,106,930
|
The
Cooper Companies, Inc. |
16,130
|
5,823,575
|
Health care providers and services – 2.7% |
|
agilon
health, Inc. (A) |
21,677
|
385,200
|
Amedisys,
Inc. (A) |
13,068
|
1,668,130
|
AmerisourceBergen
Corp. |
40,170
|
6,077,319
|
Cardinal
Health, Inc. |
96,725
|
5,614,886
|
Chemed
Corp. |
7,076
|
3,477,076
|
DaVita,
Inc. (A) |
34,327
|
3,720,017
|
MULTIFACTOR
MID CAP ETF (continued)
|
Shares
or Principal Amount |
Value
|
Health care (continued) |
|
Health care providers and services (continued) |
|
Encompass
Health Corp. |
59,947
|
$4,126,152
|
Guardant
Health, Inc. (A) |
19,991
|
1,233,445
|
Henry
Schein, Inc. (A) |
76,201
|
6,179,901
|
Laboratory
Corp. of America Holdings (A) |
38,785
|
9,319,260
|
Molina
Healthcare, Inc. (A) |
21,665
|
6,790,894
|
Quest
Diagnostics, Inc. |
56,855
|
7,609,473
|
R1
RCM, Inc. (A) |
19,691
|
443,441
|
Tenet
Healthcare Corp. (A) |
31,122
|
2,256,656
|
Universal
Health Services, Inc., Class B |
45,344
|
5,556,000
|
Health care technology – 0.6% |
|
Cerner
Corp. |
101,629
|
9,516,540
|
Change
Healthcare, Inc. (A) |
124,654
|
2,936,848
|
Doximity,
Inc., Class A (A) |
9,777
|
389,809
|
Inspire
Medical Systems, Inc. (A) |
4,615
|
949,582
|
Omnicell,
Inc. (A) |
12,502
|
1,364,843
|
Teladoc
Health, Inc. (A) |
18,836
|
635,903
|
Life sciences tools and services – 2.5% |
|
10X
Genomics, Inc., Class A (A) |
9,967
|
476,024
|
Avantor,
Inc. (A) |
141,970
|
4,526,004
|
Azenta,
Inc. |
28,529
|
2,138,534
|
Bio-Rad
Laboratories, Inc., Class A (A) |
8,102
|
4,148,710
|
Bio-Techne
Corp. |
12,852
|
4,879,776
|
Bruker
Corp. |
53,182
|
3,057,433
|
Charles
River Laboratories International, Inc. (A) |
18,421
|
4,448,856
|
Maravai
LifeSciences Holdings, Inc., Class A (A) |
26,277
|
807,492
|
Medpace
Holdings, Inc. (A) |
13,211
|
1,764,593
|
Mettler-Toledo
International, Inc. (A) |
7,069
|
9,030,860
|
PerkinElmer,
Inc. |
45,620
|
6,688,348
|
Repligen
Corp. (A) |
17,475
|
2,747,769
|
Sotera
Health Company (A) |
34,870
|
710,651
|
Syneos
Health, Inc. (A) |
51,082
|
3,733,583
|
Waters
Corp. (A) |
16,743
|
5,073,464
|
West
Pharmaceutical Services, Inc. |
21,233
|
6,689,669
|
Pharmaceuticals – 0.9% |
|
Catalent,
Inc. (A) |
68,323
|
6,187,331
|
Elanco
Animal Health, Inc. (A) |
156,366
|
3,957,623
|
Jazz
Pharmaceuticals PLC (A) |
32,517
|
5,209,874
|
Organon
& Company |
52,204
|
1,687,755
|
Royalty
Pharma PLC, Class A |
27,192
|
1,157,835
|
Viatris,
Inc. |
388,705
|
4,015,323
|
Industrials – 15.5% |
374,266,946
|
Aerospace and defense – 0.9% |
|
Axon
Enterprise, Inc. (A) |
13,903
|
1,559,917
|
HEICO
Corp. |
9,760
|
1,378,405
|
HEICO
Corp., Class A |
15,924
|
1,857,375
|
Howmet
Aerospace, Inc. |
122,794
|
4,189,731
|
Huntington
Ingalls Industries, Inc. |
18,798
|
3,999,087
|
Textron,
Inc. |
75,622
|
5,236,824
|
SEE
NOTES TO FINANCIAL STATEMENTS |
ANNUAL
REPORT | JOHN HANCOCK MULTIFACTOR ETFS |
65
|
MULTIFACTOR
MID CAP ETF (continued)
|
Shares
or Principal Amount |
Value
|
Industrials (continued) |
|
Aerospace and defense (continued) |
|
Woodward,
Inc. |
24,505
|
$2,707,312
|
Air freight and logistics – 0.6% |
|
C.H.
Robinson Worldwide, Inc. |
55,599
|
5,901,834
|
Expeditors
International of Washington, Inc. |
58,382
|
5,783,905
|
GXO
Logistics, Inc. (A) |
49,091
|
2,905,696
|
Airlines – 0.2% |
|
Alaska
Air Group, Inc. (A) |
18,009
|
979,510
|
American
Airlines Group, Inc. (A) |
47,497
|
891,519
|
Delta
Air Lines, Inc. (A) |
23,150
|
996,145
|
Southwest
Airlines Company (A) |
15,303
|
714,956
|
United
Airlines Holdings, Inc. (A) |
27,663
|
1,396,982
|
Building products – 1.8% |
|
A.O.
Smith Corp. |
56,914
|
3,325,485
|
Advanced
Drainage Systems, Inc. |
18,285
|
1,873,481
|
Allegion
PLC |
39,720
|
4,537,613
|
Builders
FirstSource, Inc. (A) |
90,570
|
5,576,395
|
Carlisle
Companies, Inc. |
27,973
|
7,255,077
|
Fortune
Brands Home & Security, Inc. |
72,742
|
5,182,868
|
Lennox
International, Inc. |
11,204
|
2,388,581
|
Masco
Corp. |
88,639
|
4,670,389
|
Owens
Corning |
59,712
|
5,429,612
|
Trex
Company, Inc. (A) |
39,707
|
2,310,550
|
Commercial services and supplies – 1.0% |
|
Copart,
Inc. (A) |
62,117
|
7,059,597
|
MSA
Safety, Inc. |
12,442
|
1,501,625
|
Republic
Services, Inc. |
73,980
|
9,933,295
|
Rollins,
Inc. |
66,719
|
2,237,755
|
Stericycle,
Inc. (A) |
34,856
|
1,749,423
|
Tetra
Tech, Inc. |
17,275
|
2,406,062
|
Construction and engineering – 0.8% |
|
AECOM
|
60,554
|
4,272,690
|
EMCOR
Group, Inc. |
25,280
|
2,691,814
|
MasTec,
Inc. (A) |
25,394
|
1,828,622
|
MDU
Resources Group, Inc. |
100,994
|
2,601,605
|
Quanta
Services, Inc. |
52,755
|
6,118,525
|
WillScot
Mobile Mini Holdings Corp. (A) |
75,308
|
2,643,311
|
Electrical equipment – 1.6% |
|
Acuity
Brands, Inc. |
10,900
|
1,880,032
|
AMETEK,
Inc. |
68,991
|
8,710,804
|
Generac
Holdings, Inc. (A) |
17,121
|
3,756,005
|
Hubbell,
Inc. |
30,550
|
5,968,248
|
Plug
Power, Inc. (A)(B) |
174,092
|
3,659,414
|
Regal
Rexnord Corp. |
10,985
|
1,397,731
|
Rockwell
Automation, Inc. |
33,701
|
8,515,232
|
Sensata
Technologies Holding PLC (A) |
97,154
|
4,411,763
|
Sunrun,
Inc. (A) |
51,794
|
1,034,844
|
Machinery – 3.8% |
|
AGCO
Corp. |
35,570
|
4,531,618
|
MULTIFACTOR
MID CAP ETF (continued)
|
Shares
or Principal Amount |
Value
|
Industrials (continued) |
|
Machinery (continued) |
|
Chart
Industries, Inc. (A) |
5,395
|
$910,784
|
Crane
Company |
8,660
|
833,352
|
Cummins,
Inc. |
14,948
|
2,828,012
|
Donaldson
Company, Inc. |
63,136
|
3,096,189
|
Dover
Corp. |
51,136
|
6,816,429
|
Esab
Corp. (A) |
12,340
|
579,980
|
Fortive
Corp. |
64,493
|
3,708,348
|
Graco,
Inc. |
67,418
|
4,181,264
|
IDEX
Corp. |
21,994
|
4,174,901
|
Ingersoll
Rand, Inc. |
90,662
|
3,985,502
|
ITT,
Inc. |
40,026
|
2,810,626
|
Lincoln
Electric Holdings, Inc. |
26,682
|
3,594,866
|
Nordson
Corp. |
21,906
|
4,724,905
|
Oshkosh
Corp. |
36,163
|
3,342,908
|
Parker-Hannifin
Corp. |
38,791
|
10,505,379
|
Pentair
PLC |
69,617
|
3,533,063
|
Snap-on,
Inc. |
26,351
|
5,599,324
|
Stanley
Black & Decker, Inc. |
43,605
|
5,239,141
|
The
Middleby Corp. (A) |
26,039
|
4,007,142
|
The
Toro Company |
46,327
|
3,712,183
|
Wabtec
Corp. |
60,354
|
5,426,428
|
Xylem,
Inc. |
46,860
|
3,772,230
|
Professional services – 2.2% |
|
ASGN,
Inc. (A) |
7,825
|
887,746
|
Booz
Allen Hamilton Holding Corp. |
55,506
|
4,530,955
|
CACI
International, Inc., Class A (A) |
10,248
|
2,718,794
|
Clarivate
PLC (A) |
94,202
|
1,477,087
|
Dun
& Bradstreet Holdings, Inc. (A) |
56,998
|
899,998
|
Equifax,
Inc. |
27,659
|
5,629,160
|
Jacobs
Engineering Group, Inc. |
39,855
|
5,521,910
|
KBR,
Inc. |
15,687
|
772,271
|
Leidos
Holdings, Inc. |
60,984
|
6,312,454
|
ManpowerGroup,
Inc. |
17,073
|
1,539,985
|
Nielsen
Holdings PLC |
185,962
|
4,985,641
|
Robert
Half International, Inc. |
58,078
|
5,709,648
|
TransUnion
|
44,124
|
3,861,732
|
TriNet
Group, Inc. (A) |
17,467
|
1,549,323
|
Verisk
Analytics, Inc. |
36,684
|
7,485,370
|
Road and rail – 1.2% |
|
AMERCO
|
5,264
|
2,818,767
|
Avis
Budget Group, Inc. (A) |
3,964
|
1,061,044
|
J.B.
Hunt Transport Services, Inc. |
29,149
|
4,980,107
|
Knight-Swift
Transportation Holdings, Inc. |
66,219
|
3,171,228
|
Landstar
System, Inc. |
17,102
|
2,649,100
|
Lyft,
Inc., Class A (A) |
34,980
|
1,140,348
|
Old
Dominion Freight Line, Inc. |
29,516
|
8,268,022
|
Saia,
Inc. (A) |
7,956
|
1,638,618
|
XPO
Logistics, Inc. (A) |
51,691
|
2,780,459
|
66
|
JOHN
HANCOCK MULTIFACTOR ETFS | ANNUAL REPORT |
SEE
NOTES TO FINANCIAL STATEMENTS |
MULTIFACTOR
MID CAP ETF (continued)
|
Shares
or Principal Amount |
Value
|
Industrials (continued) |
|
Trading companies and distributors – 1.4% |
|
Fastenal
Company |
155,625
|
$8,607,619
|
SiteOne
Landscape Supply, Inc. (A) |
15,818
|
2,230,813
|
United
Rentals, Inc. (A) |
31,206
|
9,877,323
|
W.W.
Grainger, Inc. |
15,171
|
7,585,955
|
Watsco,
Inc. |
11,791
|
3,145,603
|
WESCO
International, Inc. (A) |
8,824
|
1,087,646
|
Information technology – 16.1% |
387,656,347
|
Communications equipment – 1.5% |
|
Arista
Networks, Inc. (A) |
71,837
|
8,302,202
|
Ciena
Corp. (A) |
90,198
|
4,976,224
|
F5,
Inc. (A) |
32,156
|
5,383,236
|
Juniper
Networks, Inc. |
157,318
|
4,958,663
|
Lumentum
Holdings, Inc. (A) |
38,207
|
3,102,790
|
Motorola
Solutions, Inc. |
37,793
|
8,075,986
|
Ubiquiti,
Inc. (B) |
1,662
|
469,100
|
Electronic equipment, instruments and components – 3.0% |
|
Arrow
Electronics, Inc. (A) |
47,446
|
5,591,986
|
CDW
Corp. |
45,220
|
7,379,000
|
Cognex
Corp. |
67,682
|
4,577,334
|
Coherent,
Inc. (A) |
8,152
|
2,183,921
|
Corning,
Inc. |
135,142
|
4,755,647
|
Flex,
Ltd. (A) |
334,598
|
5,517,521
|
II-VI,
Inc. (A) |
56,169
|
3,438,104
|
IPG
Photonics Corp. (A) |
15,231
|
1,439,025
|
Jabil,
Inc. |
102,964
|
5,944,112
|
Keysight
Technologies, Inc. (A) |
60,699
|
8,514,249
|
Littelfuse,
Inc. |
12,881
|
2,952,969
|
TD
SYNNEX Corp. |
13,156
|
1,316,784
|
Teledyne
Technologies, Inc. (A) |
14,337
|
6,187,132
|
Trimble,
Inc. (A) |
89,804
|
5,989,927
|
Zebra
Technologies Corp., Class A (A) |
17,438
|
6,446,131
|
IT services – 3.3% |
|
Affirm
Holdings, Inc. (A)(B) |
8,066
|
231,494
|
Akamai
Technologies, Inc. (A) |
66,638
|
7,482,115
|
Amdocs,
Ltd. |
73,687
|
5,872,117
|
Broadridge
Financial Solutions, Inc. |
38,663
|
5,572,498
|
Cloudflare,
Inc., Class A (A) |
30,924
|
2,663,793
|
Concentrix
Corp. |
28,432
|
4,477,471
|
DigitalOcean
Holdings, Inc. (A) |
9,059
|
357,196
|
DXC
Technology Company (A) |
122,789
|
3,524,044
|
EPAM
Systems, Inc. (A) |
16,194
|
4,291,248
|
Euronet
Worldwide, Inc. (A) |
19,617
|
2,386,408
|
FleetCor
Technologies, Inc. (A) |
21,097
|
5,264,123
|
Gartner,
Inc. (A) |
26,090
|
7,580,450
|
Genpact,
Ltd. |
87,905
|
3,539,934
|
Globant
SA (A) |
6,891
|
1,488,387
|
GoDaddy,
Inc., Class A (A) |
54,541
|
4,407,458
|
Jack
Henry & Associates, Inc. |
26,692
|
5,060,269
|
Marqeta,
Inc., Class A (A) |
21,958
|
204,209
|
MULTIFACTOR
MID CAP ETF (continued)
|
Shares
or Principal Amount |
Value
|
Information technology (continued) |
|
IT services (continued) |
|
MongoDB,
Inc. (A) |
8,374
|
$2,972,184
|
Okta,
Inc. (A) |
14,079
|
1,679,765
|
Switch,
Inc., Class A |
18,362
|
548,289
|
The
Western Union Company |
156,238
|
2,618,549
|
VeriSign,
Inc. (A) |
23,204
|
4,146,323
|
WEX,
Inc. (A) |
17,109
|
2,844,200
|
Semiconductors and semiconductor equipment – 3.0% |
|
Amkor
Technology, Inc. |
51,492
|
968,565
|
Enphase
Energy, Inc. (A) |
32,594
|
5,260,672
|
Entegris,
Inc. |
50,353
|
5,608,821
|
First
Solar, Inc. (A) |
46,743
|
3,413,641
|
Lattice
Semiconductor Corp. (A) |
47,051
|
2,260,330
|
MKS
Instruments, Inc. |
32,833
|
3,742,305
|
Monolithic
Power Systems, Inc. |
13,454
|
5,277,197
|
ON
Semiconductor Corp. (A) |
187,985
|
9,795,898
|
Power
Integrations, Inc. |
13,879
|
1,110,320
|
Qorvo,
Inc. (A) |
51,067
|
5,810,403
|
Silicon
Laboratories, Inc. (A) |
17,622
|
2,377,384
|
Skyworks
Solutions, Inc. |
59,450
|
6,735,685
|
SolarEdge
Technologies, Inc. (A) |
16,711
|
4,184,602
|
Synaptics,
Inc. (A) |
13,579
|
2,015,667
|
Teradyne,
Inc. |
74,681
|
7,875,858
|
Universal
Display Corp. |
18,545
|
2,368,753
|
Wolfspeed,
Inc. (A) |
47,911
|
4,393,918
|
Software – 4.2% |
|
Anaplan,
Inc. (A) |
26,389
|
1,715,021
|
ANSYS,
Inc. (A) |
27,245
|
7,511,174
|
AppLovin
Corp., Class A (A) |
13,671
|
521,549
|
Asana,
Inc., Class A (A) |
9,720
|
260,496
|
Aspen
Technology, Inc. (A) |
30,946
|
4,906,179
|
Avalara,
Inc. (A) |
25,134
|
1,911,943
|
Bentley
Systems, Inc., Class B |
21,058
|
892,649
|
Bill.com
Holdings, Inc. (A) |
20,828
|
3,555,548
|
Black
Knight, Inc. (A) |
44,265
|
2,912,194
|
Ceridian
HCM Holding, Inc. (A) |
50,543
|
2,836,979
|
Citrix
Systems, Inc. |
33,258
|
3,329,126
|
Confluent,
Inc., Class A (A) |
9,732
|
304,028
|
Coupa
Software, Inc. (A) |
11,769
|
1,015,665
|
Dolby
Laboratories, Inc., Class A |
34,021
|
2,635,607
|
Dropbox,
Inc., Class A (A) |
129,057
|
2,806,990
|
Dynatrace,
Inc. (A) |
45,349
|
1,739,588
|
Elastic
NV (A) |
15,204
|
1,157,633
|
Fair
Isaac Corp. (A) |
10,650
|
3,977,882
|
Five9,
Inc. (A) |
16,063
|
1,768,536
|
Guidewire
Software, Inc. (A) |
34,420
|
2,992,475
|
HubSpot,
Inc. (A) |
9,505
|
3,606,482
|
Manhattan
Associates, Inc. (A) |
24,194
|
3,158,527
|
Monday.com,
Ltd. (A) |
1,231
|
159,291
|
NortonLifeLock,
Inc. |
153,324
|
3,839,233
|
SEE
NOTES TO FINANCIAL STATEMENTS |
ANNUAL
REPORT | JOHN HANCOCK MULTIFACTOR ETFS |
67
|
MULTIFACTOR
MID CAP ETF (continued)
|
Shares
or Principal Amount |
Value
|
Information technology (continued) |
|
Software (continued) |
|
Nutanix,
Inc., Class A (A) |
42,913
|
$1,074,112
|
Paycom
Software, Inc. (A) |
13,799
|
3,884,005
|
Paylocity
Holding Corp. (A) |
14,906
|
2,826,625
|
Pegasystems,
Inc. |
10,414
|
797,608
|
Procore
Technologies, Inc. (A) |
7,012
|
388,956
|
PTC,
Inc. (A) |
42,385
|
4,840,791
|
Qualtrics
International, Inc., Class A (A) |
10,885
|
201,808
|
Rapid7,
Inc. (A) |
8,034
|
767,408
|
RingCentral,
Inc., Class A (A) |
11,719
|
994,357
|
SentinelOne,
Inc., Class A (A) |
21,868
|
727,548
|
Smartsheet,
Inc., Class A (A) |
30,661
|
1,481,846
|
Splunk,
Inc. (A) |
19,713
|
2,405,380
|
SS&C
Technologies Holdings, Inc. |
83,041
|
5,369,431
|
Tenable
Holdings, Inc. (A) |
9,119
|
503,642
|
The
Trade Desk, Inc., Class A (A) |
77,848
|
4,586,804
|
Tyler
Technologies, Inc. (A) |
12,738
|
5,027,816
|
UiPath,
Inc., Class A (A) |
17,817
|
317,677
|
Workiva,
Inc. (A) |
4,077
|
393,471
|
Zendesk,
Inc. (A) |
24,847
|
3,032,328
|
Zscaler,
Inc. (A) |
12,220
|
2,477,483
|
Technology hardware, storage and peripherals – 1.1% |
|
Hewlett
Packard Enterprise Company |
402,623
|
6,204,420
|
NetApp,
Inc. |
85,659
|
6,274,522
|
Pure
Storage, Inc., Class A (A) |
76,916
|
2,253,639
|
Seagate
Technology Holdings PLC |
70,971
|
5,822,461
|
Western
Digital Corp. (A) |
105,009
|
5,572,828
|
Materials – 7.9% |
190,721,575
|
Chemicals – 2.9% |
|
Albemarle
Corp. |
27,259
|
5,256,353
|
Axalta
Coating Systems, Ltd. (A) |
99,342
|
2,520,307
|
Celanese
Corp. |
37,323
|
5,484,242
|
CF
Industries Holdings, Inc. |
59,192
|
5,731,561
|
Corteva,
Inc. |
122,074
|
7,042,449
|
Eastman
Chemical Company |
40,018
|
4,108,648
|
Element
Solutions, Inc. |
27,631
|
569,751
|
FMC
Corp. |
40,892
|
5,419,826
|
Huntsman
Corp. |
107,839
|
3,652,507
|
International
Flavors & Fragrances, Inc. |
22,241
|
2,697,833
|
LyondellBasell
Industries NV, Class A |
57,919
|
6,141,152
|
Olin
Corp. |
58,399
|
3,352,103
|
RPM
International, Inc. |
58,006
|
4,808,697
|
The
Mosaic Company |
131,795
|
8,226,644
|
The
Scotts Miracle-Gro Company |
14,921
|
1,550,740
|
Valvoline,
Inc. |
26,138
|
790,152
|
Westlake
Corp. |
17,321
|
2,191,973
|
Construction materials – 0.6% |
|
Eagle
Materials, Inc. |
7,401
|
912,691
|
Martin
Marietta Materials, Inc. |
16,922
|
5,994,111
|
Vulcan
Materials Company |
36,579
|
6,302,196
|
MULTIFACTOR
MID CAP ETF (continued)
|
Shares
or Principal Amount |
Value
|
Materials (continued) |
|
Containers and packaging – 2.5% |
|
Amcor
PLC |
426,443
|
$5,057,614
|
AptarGroup,
Inc. |
30,426
|
3,493,818
|
Avery
Dennison Corp. |
29,994
|
5,416,916
|
Ball
Corp. |
88,384
|
7,173,245
|
Berry
Global Group, Inc. (A) |
80,417
|
4,531,498
|
Crown
Holdings, Inc. |
42,845
|
4,714,664
|
Graphic
Packaging Holding Company |
121,527
|
2,649,289
|
International
Paper Company |
125,272
|
5,797,588
|
Packaging
Corp. of America |
46,377
|
7,474,581
|
Sealed
Air Corp. |
68,872
|
4,422,271
|
Sonoco
Products Company |
62,683
|
3,880,705
|
Westrock
Company |
117,088
|
5,799,369
|
Metals and mining – 1.9% |
|
Alcoa
Corp. |
60,280
|
4,086,984
|
Cleveland-Cliffs,
Inc. (A) |
217,784
|
5,551,314
|
MP
Materials Corp. (A) |
7,176
|
272,975
|
Nucor
Corp. |
92,278
|
14,282,775
|
Reliance
Steel & Aluminum Company |
34,907
|
6,920,313
|
Royal
Gold, Inc. |
22,787
|
2,973,248
|
Steel
Dynamics, Inc. |
111,968
|
9,601,256
|
U.S.
Steel Corp. |
90,574
|
2,761,601
|
Paper and forest products – 0.0% |
|
Louisiana-Pacific
Corp. |
17,136
|
1,105,615
|
Real estate – 6.4% |
153,367,066
|
Equity real estate investment trusts – 5.8% |
|
Alexandria
Real Estate Equities, Inc. |
23,470
|
4,275,295
|
American
Campus Communities, Inc. |
39,334
|
2,543,730
|
American
Homes 4 Rent, Class A |
79,565
|
3,151,570
|
Americold
Realty Trust |
54,264
|
1,431,484
|
Apartment
Income REIT Corp. |
43,290
|
2,128,569
|
Boston
Properties, Inc. |
18,467
|
2,171,719
|
Brixmor
Property Group, Inc. |
76,301
|
1,936,519
|
Camden
Property Trust |
26,390
|
4,140,327
|
Cousins
Properties, Inc. |
15,851
|
569,051
|
CubeSmart
|
59,322
|
2,818,388
|
Douglas
Emmett, Inc. |
47,315
|
1,393,900
|
Duke
Realty Corp. |
91,444
|
5,006,559
|
EastGroup
Properties, Inc. |
11,050
|
2,071,875
|
Equity
LifeStyle Properties, Inc. |
46,398
|
3,585,637
|
Essex
Property Trust, Inc. |
11,395
|
3,752,032
|
Extra
Space Storage, Inc. |
29,092
|
5,527,480
|
Federal
Realty Investment Trust |
21,949
|
2,569,350
|
First
Industrial Realty Trust, Inc. |
35,782
|
2,075,356
|
Gaming
and Leisure Properties, Inc. |
64,318
|
2,854,433
|
Healthcare
Trust of America, Inc., Class A |
62,020
|
1,889,129
|
Healthpeak
Properties, Inc. |
91,358
|
2,997,456
|
Host
Hotels & Resorts, Inc. |
194,043
|
3,948,775
|
Invitation
Homes, Inc. |
99,481
|
3,961,333
|
Iron
Mountain, Inc. |
81,909
|
4,400,971
|
68
|
JOHN
HANCOCK MULTIFACTOR ETFS | ANNUAL REPORT |
SEE
NOTES TO FINANCIAL STATEMENTS |
MULTIFACTOR
MID CAP ETF (continued)
|
Shares
or Principal Amount |
Value
|
Real estate (continued) |
|
Equity real estate investment trusts (continued) |
|
Kilroy
Realty Corp. |
32,444
|
$2,271,080
|
Kimco
Realty Corp. |
154,918
|
3,924,073
|
Lamar
Advertising Company, Class A |
29,507
|
3,257,868
|
Life
Storage, Inc. |
22,305
|
2,955,189
|
Medical
Properties Trust, Inc. |
164,278
|
3,021,072
|
Mid-America
Apartment Communities, Inc. |
21,189
|
4,167,453
|
National
Retail Properties, Inc. |
49,615
|
2,175,122
|
National
Storage Affiliates Trust |
16,189
|
916,297
|
Omega
Healthcare Investors, Inc. |
67,065
|
1,708,816
|
Rayonier,
Inc. |
15,524
|
670,637
|
Realty
Income Corp. |
108,978
|
7,558,714
|
Regency
Centers Corp. |
47,459
|
3,266,603
|
Rexford
Industrial Realty, Inc. |
39,515
|
3,083,751
|
Spirit
Realty Capital, Inc. |
13,640
|
592,658
|
STAG
Industrial, Inc. |
33,283
|
1,242,122
|
STORE
Capital Corp. |
68,885
|
1,958,401
|
Sun
Communities, Inc. |
20,534
|
3,605,154
|
UDR,
Inc. |
66,298
|
3,527,717
|
Ventas,
Inc. |
59,651
|
3,313,613
|
VICI
Properties, Inc. |
162,682
|
4,849,546
|
Vornado
Realty Trust |
44,133
|
1,708,388
|
Weyerhaeuser
Company |
151,275
|
6,235,556
|
WP
Carey, Inc. |
41,410
|
3,344,686
|
Real estate management and development – 0.6% |
|
CBRE
Group, Inc., Class A (A) |
88,105
|
7,316,239
|
Jones
Lang LaSalle, Inc. (A) |
25,124
|
5,495,373
|
Utilities – 5.2% |
126,542,554
|
Electric utilities – 2.4% |
|
Alliant
Energy Corp. |
74,648
|
4,390,049
|
Avangrid,
Inc. |
14,300
|
634,205
|
Edison
International |
92,408
|
6,356,746
|
Entergy
Corp. |
65,189
|
7,747,713
|
Evergy,
Inc. |
108,255
|
7,345,102
|
Eversource
Energy |
76,177
|
6,657,870
|
FirstEnergy
Corp. |
147,388
|
6,383,374
|
NRG
Energy, Inc. |
107,183
|
3,847,870
|
OGE
Energy Corp. |
95,319
|
3,686,939
|
PG&E
Corp. (A) |
134,932
|
1,706,890
|
Pinnacle
West Capital Corp. |
49,588
|
3,530,666
|
PPL
Corp. |
166,418
|
4,711,294
|
Gas utilities – 0.4% |
|
Atmos
Energy Corp. |
38,969
|
4,419,085
|
National
Fuel Gas Company |
15,740
|
1,103,846
|
UGI
Corp. |
117,439
|
4,028,158
|
Independent power and renewable electricity producers –
0.4% |
|
Brookfield
Renewable Corp., Class A |
41,635
|
1,494,697
|
Clearway
Energy, Inc., Class A |
6,412
|
182,229
|
Clearway
Energy, Inc., Class C |
18,555
|
566,484
|
MULTIFACTOR
MID CAP ETF (continued)
|
Shares
or Principal Amount |
Value
|
Utilities (continued) |
|
Independent power and renewable electricity
producers (continued) |
|
The
AES Corp. |
242,870
|
$4,959,405
|
Vistra
Corp. |
159,064
|
3,979,781
|
Multi-utilities – 1.6% |
|
Ameren
Corp. |
76,765
|
7,131,469
|
CenterPoint
Energy, Inc. |
261,826
|
8,014,494
|
CMS
Energy Corp. |
85,776
|
5,891,953
|
DTE
Energy Company |
53,327
|
6,987,970
|
NiSource,
Inc. |
167,761
|
4,885,200
|
WEC
Energy Group, Inc. |
64,752
|
6,478,438
|
Water utilities – 0.4% |
|
American
Water Works Company, Inc. |
42,361
|
6,526,983
|
Essential
Utilities, Inc. |
64,648
|
2,893,644
|
|
SHORT-TERM INVESTMENTS – 0.4% |
|
$10,684,271 |
(Cost
$10,684,737) |
|
|
Short-term funds – 0.4% |
10,684,271
|
John
Hancock Collateral Trust, 0.3773% (C)(D) |
790,373
|
7,902,546
|
|
State
Street Institutional U.S. Government Money Market Fund, Premier Class,
0.2918% (C) |
2,781,725
|
2,781,725
|
Total investments (Multifactor Mid Cap ETF)
(Cost $2,107,654,631) 100.3% |
$2,418,653,059 |
Other assets and liabilities, net (0.3%) |
|
(8,050,498) |
Total net assets 100.0% |
|
$2,410,602,561 |
The percentage shown for each investment category is the total
value of the category as a percentage of the net assets of the fund.
|
Security Abbreviations and Legend |
(A)
|
Non-income
producing security. |
(B)
|
All
or a portion of this security is on loan as of 4-30-22. |
(C)
|
The
rate shown is the annualized seven-day yield as of 4-30-22. |
(D)
|
Investment
is an affiliate of the fund, the advisor and/or subadvisor. This security
represents the investment of cash collateral received for securities
lending. |
MULTIFACTOR
SMALL CAP ETF
As
of 4-30-22
|
Shares
or Principal Amount |
Value
|
COMMON STOCKS – 99.9% |
|
$376,248,689 |
(Cost
$352,055,707) |
|
|
Communication services – 2.4% |
9,214,024
|
Diversified telecommunication services – 0.6% |
|
Frontier
Communications Parent, Inc. (A) |
45,787
|
1,208,319
|
Iridium
Communications, Inc. (A) |
32,056
|
1,144,720
|
Entertainment – 0.4% |
|
Madison
Square Garden Sports Corp. (A) |
5,613
|
909,923
|
World
Wrestling Entertainment, Inc., Class A |
13,186
|
769,931
|
Interactive media and services – 0.7% |
|
CarGurus,
Inc. (A) |
19,889
|
649,973
|
SEE
NOTES TO FINANCIAL STATEMENTS |
ANNUAL
REPORT | JOHN HANCOCK MULTIFACTOR ETFS |
69
|
MULTIFACTOR
SMALL CAP ETF (continued)
|
Shares
or Principal Amount |
Value
|
Communication services (continued) |
|
Interactive media and services (continued) |
|
TripAdvisor,
Inc. (A) |
29,690
|
$762,142
|
Ziff
Davis, Inc. (A) |
12,417
|
1,097,166
|
Media – 0.7% |
|
Nexstar
Media Group, Inc., Class A |
10,523
|
1,667,054
|
TEGNA,
Inc. |
45,569
|
1,004,796
|
Consumer discretionary – 12.7% |
47,771,129
|
Auto components – 0.7% |
|
Adient
PLC (A) |
24,232
|
827,280
|
Fox
Factory Holding Corp. (A) |
12,700
|
1,039,876
|
The
Goodyear Tire & Rubber Company (A) |
64,587
|
860,299
|
Automobiles – 0.7% |
|
Harley-Davidson,
Inc. |
43,601
|
1,589,256
|
Thor
Industries, Inc. |
12,352
|
945,546
|
Diversified consumer services – 0.7% |
|
ADT,
Inc. |
36,170
|
247,765
|
H&R
Block, Inc. |
32,452
|
846,024
|
Mister
Car Wash, Inc. (A) |
12,826
|
184,694
|
Terminix
Global Holdings, Inc. (A) |
25,460
|
1,168,359
|
Hotels, restaurants and leisure – 3.1% |
|
Hilton
Grand Vacations, Inc. (A) |
19,446
|
910,656
|
International
Game Technology PLC |
19,634
|
428,610
|
Light
& Wonder, Inc. (A) |
19,758
|
1,107,633
|
Marriott
Vacations Worldwide Corp. |
9,993
|
1,492,255
|
Papa
John’s International, Inc. |
6,653
|
605,756
|
Planet
Fitness, Inc., Class A (A) |
12,649
|
1,012,299
|
Red
Rock Resorts, Inc., Class A |
11,868
|
521,717
|
SeaWorld
Entertainment, Inc. (A) |
10,450
|
704,748
|
Six
Flags Entertainment Corp. (A) |
15,407
|
589,626
|
Texas
Roadhouse, Inc. |
19,049
|
1,568,304
|
The
Wendy’s Company |
55,884
|
1,104,268
|
Travel
+ Leisure Company |
18,546
|
1,028,932
|
Wingstop,
Inc. |
8,591
|
788,310
|
Household durables – 2.1% |
|
Cricut,
Inc., Class A (A)(B) |
3,566
|
41,437
|
Helen
of Troy, Ltd. (A) |
6,100
|
1,308,511
|
Leggett
& Platt, Inc. |
32,140
|
1,145,148
|
Meritage
Homes Corp. (A) |
6,007
|
495,878
|
Skyline
Champion Corp. (A) |
8,919
|
455,226
|
Sonos,
Inc. (A) |
27,534
|
628,326
|
Taylor
Morrison Home Corp. (A) |
18,088
|
473,725
|
Tempur
Sealy International, Inc. |
30,750
|
833,633
|
Toll
Brothers, Inc. |
21,933
|
1,017,033
|
TopBuild
Corp. (A) |
8,569
|
1,552,189
|
Internet and direct marketing retail – 0.2% |
|
Global-e
Online, Ltd. (A) |
10,553
|
237,865
|
Revolve
Group, Inc. (A) |
8,265
|
349,279
|
Leisure products – 0.8% |
|
Brunswick
Corp. |
20,185
|
1,526,188
|
MULTIFACTOR
SMALL CAP ETF (continued)
|
Shares
or Principal Amount |
Value
|
Consumer discretionary (continued) |
|
Leisure products (continued) |
|
Polaris,
Inc. |
7,519
|
$713,854
|
YETI
Holdings, Inc. (A) |
14,158
|
691,901
|
Multiline retail – 0.4% |
|
Dillard’s,
Inc., Class A |
861
|
261,580
|
Macy’s,
Inc. |
54,423
|
1,315,404
|
Specialty retail – 2.1% |
|
American
Eagle Outfitters, Inc. (B) |
36,626
|
553,419
|
Asbury
Automotive Group, Inc. (A) |
4,457
|
818,795
|
AutoNation,
Inc. (A) |
14,101
|
1,634,447
|
Leslie’s,
Inc. (A) |
30,186
|
591,646
|
Murphy
USA, Inc. |
7,032
|
1,642,675
|
Penske
Automotive Group, Inc. |
8,935
|
936,567
|
Petco
Health & Wellness Company, Inc. (A) |
14,802
|
285,087
|
Signet
Jewelers, Ltd. |
10,245
|
719,199
|
Victoria’s
Secret & Company (A) |
18,390
|
866,537
|
Textiles, apparel and luxury goods – 1.9% |
|
Carter’s,
Inc. |
11,808
|
994,706
|
Columbia
Sportswear Company |
6,975
|
573,066
|
Crocs,
Inc. (A) |
11,767
|
781,682
|
Hanesbrands,
Inc. |
83,590
|
1,108,403
|
PVH
Corp. |
19,503
|
1,419,428
|
Skechers
USA, Inc., Class A (A) |
43,346
|
1,660,152
|
Steven
Madden, Ltd. |
13,783
|
565,930
|
Consumer staples – 2.9% |
10,929,467
|
Beverages – 0.2% |
|
Coca-Cola
Consolidated, Inc. |
987
|
435,761
|
National
Beverage Corp. |
6,516
|
287,225
|
Food and staples retailing – 0.3% |
|
Casey’s
General Stores, Inc. |
6,326
|
1,273,424
|
Food products – 1.9% |
|
Flowers
Foods, Inc. |
41,998
|
1,113,787
|
Freshpet,
Inc. (A) |
10,721
|
1,000,805
|
Ingredion,
Inc. |
13,748
|
1,170,092
|
Lancaster
Colony Corp. |
5,668
|
879,560
|
Pilgrim’s
Pride Corp. (A) |
9,791
|
277,575
|
Post
Holdings, Inc. (A) |
11,836
|
880,480
|
Sanderson
Farms, Inc. |
4,226
|
800,278
|
Seaboard
Corp. |
79
|
333,774
|
The
Simply Good Foods Company (A) |
13,986
|
582,517
|
Household products – 0.2% |
|
Reynolds
Consumer Products, Inc. |
10,261
|
303,623
|
Spectrum
Brands Holdings, Inc. |
7,151
|
608,336
|
Personal products – 0.3% |
|
BellRing
Brands, Inc. (A) |
7,482
|
160,339
|
Coty,
Inc., Class A (A) |
36,938
|
299,567
|
Herbalife
Nutrition, Ltd. (A) |
19,651
|
522,324
|
70
|
JOHN
HANCOCK MULTIFACTOR ETFS | ANNUAL REPORT |
SEE
NOTES TO FINANCIAL STATEMENTS |
MULTIFACTOR
SMALL CAP ETF (continued)
|
Shares
or Principal Amount |
Value
|
Energy – 4.1% |
$15,543,394
|
Energy equipment and services – 0.9% |
|
Cactus,
Inc., Class A |
9,242
|
461,453
|
ChampionX
Corp. |
40,713
|
859,044
|
Helmerich
& Payne, Inc. |
14,647
|
674,201
|
NOV,
Inc. |
74,426
|
1,349,343
|
Oil, gas and consumable fuels – 3.2% |
|
Antero
Midstream Corp. |
86,717
|
890,584
|
Antero
Resources Corp. (A) |
27,973
|
984,650
|
Civitas
Resources, Inc. |
7,439
|
436,074
|
Denbury,
Inc. (A) |
7,828
|
500,835
|
DT
Midstream, Inc. |
18,191
|
977,766
|
EnLink
Midstream LLC (A) |
38,652
|
381,495
|
HF
Sinclair Corp. (A) |
30,774
|
1,170,027
|
Magnolia
Oil & Gas Corp., Class A |
27,811
|
646,328
|
Matador
Resources Company (A) |
17,638
|
861,087
|
Murphy
Oil Corp. |
23,608
|
898,993
|
PDC
Energy, Inc. |
17,516
|
1,221,566
|
Range
Resources Corp. (A) |
42,017
|
1,257,989
|
SM
Energy Company |
18,130
|
644,159
|
Southwestern
Energy Company (A) |
177,040
|
1,327,800
|
Financials – 16.6% |
62,696,396
|
Banks – 7.7% |
|
Associated
Banc-Corp |
25,397
|
506,670
|
Bank
OZK |
33,888
|
1,301,977
|
BankUnited,
Inc. |
18,409
|
691,074
|
BOK
Financial Corp. |
8,440
|
699,929
|
Cadence
Bank |
34,757
|
870,315
|
Cathay
General Bancorp |
12,941
|
518,805
|
Community
Bank System, Inc. |
14,015
|
902,566
|
Eastern
Bankshares, Inc. |
33,803
|
647,665
|
First
Financial Bankshares, Inc. |
37,240
|
1,488,855
|
First
Hawaiian, Inc. |
27,095
|
639,713
|
First
Interstate BancSystem, Inc., Class A |
15,256
|
496,125
|
FNB
Corp. |
74,083
|
853,436
|
Glacier
Bancorp, Inc. |
24,718
|
1,131,096
|
Hancock
Whitney Corp. |
17,311
|
809,635
|
Home
BancShares, Inc. |
31,888
|
689,419
|
Independent
Bank Corp. |
8,124
|
626,848
|
Old
National Bancorp |
51,610
|
782,408
|
Pacific
Premier Bancorp, Inc. |
20,217
|
634,005
|
PacWest
Bancorp |
26,706
|
878,360
|
Pinnacle
Financial Partners, Inc. |
20,508
|
1,590,395
|
Popular,
Inc. |
22,643
|
1,765,928
|
Prosperity
Bancshares, Inc. |
18,517
|
1,210,641
|
ServisFirst
Bancshares, Inc. |
9,322
|
748,743
|
SouthState
Corp. |
19,476
|
1,508,221
|
Synovus
Financial Corp. |
38,347
|
1,592,934
|
UMB
Financial Corp. |
8,552
|
771,219
|
Umpqua
Holdings Corp. |
45,889
|
759,004
|
United
Bankshares, Inc. |
35,611
|
1,184,422
|
MULTIFACTOR
SMALL CAP ETF (continued)
|
Shares
or Principal Amount |
Value
|
Financials (continued) |
|
Banks (continued) |
|
United
Community Banks, Inc. |
18,913
|
$570,038
|
Valley
National Bancorp |
105,563
|
1,264,645
|
Wintrust
Financial Corp. |
12,305
|
1,074,473
|
Capital markets – 2.5% |
|
Affiliated
Managers Group, Inc. |
11,147
|
1,399,729
|
Cohen
& Steers, Inc. |
6,658
|
517,260
|
Evercore,
Inc., Class A |
7,304
|
772,398
|
Hamilton
Lane, Inc., Class A |
8,386
|
575,112
|
Houlihan
Lokey, Inc. |
14,397
|
1,199,126
|
Interactive
Brokers Group, Inc., Class A |
22,663
|
1,349,808
|
Janus
Henderson Group PLC |
46,020
|
1,402,690
|
Lazard,
Ltd., Class A |
29,394
|
963,241
|
Moelis
& Company, Class A |
12,694
|
561,836
|
Virtu
Financial, Inc., Class A |
22,054
|
636,920
|
Consumer finance – 0.9% |
|
FirstCash
Holdings, Inc. |
8,640
|
689,299
|
OneMain
Holdings, Inc. |
25,192
|
1,157,069
|
SLM
Corp. |
88,073
|
1,473,461
|
Insurance – 3.7% |
|
American
Equity Investment Life Holding Company |
13,208
|
498,206
|
Assured
Guaranty, Ltd. |
12,694
|
700,074
|
Axis
Capital Holdings, Ltd. |
22,904
|
1,313,086
|
Brighthouse
Financial, Inc. (A) |
17,393
|
893,304
|
Enstar
Group, Ltd. (A) |
3,037
|
715,973
|
First
American Financial Corp. |
12,858
|
749,750
|
Kinsale
Capital Group, Inc. |
6,073
|
1,346,323
|
Primerica,
Inc. |
10,918
|
1,414,536
|
RenaissanceRe
Holdings, Ltd. |
7,795
|
1,118,738
|
RLI
Corp. |
10,824
|
1,242,379
|
Selective
Insurance Group, Inc. |
15,278
|
1,258,296
|
The
Hanover Insurance Group, Inc. |
9,119
|
1,338,852
|
Unum
Group |
47,453
|
1,448,266
|
Mortgage real estate investment trusts – 0.2% |
|
Hannon
Armstrong Sustainable Infrastructure Capital, Inc. |
21,260
|
850,187
|
Thrifts and mortgage finance – 1.6% |
|
Essent
Group, Ltd. |
30,028
|
1,217,035
|
MGIC
Investment Corp. |
92,043
|
1,202,082
|
Mr.
Cooper Group, Inc. (A) |
9,309
|
418,626
|
New
York Community Bancorp, Inc. |
123,982
|
1,145,594
|
Radian
Group, Inc. |
49,339
|
1,055,361
|
TFS
Financial Corp. |
15,104
|
226,409
|
Walker
& Dunlop, Inc. |
5,309
|
635,806
|
Health care – 9.9% |
37,115,249
|
Biotechnology – 2.3% |
|
ACADIA
Pharmaceuticals, Inc. (A) |
21,337
|
393,454
|
Alkermes
PLC (A) |
34,134
|
984,766
|
SEE
NOTES TO FINANCIAL STATEMENTS |
ANNUAL
REPORT | JOHN HANCOCK MULTIFACTOR ETFS |
71
|
MULTIFACTOR
SMALL CAP ETF (continued)
|
Shares
or Principal Amount |
Value
|
Health care (continued) |
|
Biotechnology (continued) |
|
Beam
Therapeutics, Inc. (A) |
12,145
|
$455,802
|
Blueprint
Medicines Corp. (A) |
16,040
|
935,934
|
Denali
Therapeutics, Inc. (A) |
17,470
|
415,786
|
Exelixis,
Inc. (A) |
59,605
|
1,331,576
|
Halozyme
Therapeutics, Inc. (A) |
37,622
|
1,501,118
|
Natera,
Inc. (A) |
17,505
|
614,776
|
Sarepta
Therapeutics, Inc. (A) |
13,907
|
1,005,754
|
Ultragenyx
Pharmaceutical, Inc. (A) |
13,589
|
960,606
|
Health care equipment and supplies – 2.7% |
|
CONMED
Corp. |
6,131
|
815,178
|
Enovis
Corp. (A) |
10,007
|
649,154
|
ICU
Medical, Inc. (A) |
5,632
|
1,205,192
|
Inari
Medical, Inc. (A) |
5,966
|
481,456
|
Integra
LifeSciences Holdings Corp. (A) |
19,632
|
1,200,693
|
LivaNova
PLC (A) |
11,093
|
850,389
|
Merit
Medical Systems, Inc. (A) |
10,683
|
662,453
|
Neogen
Corp. (A) |
30,044
|
793,162
|
Ortho
Clinical Diagnostics Holdings PLC (A) |
22,814
|
401,755
|
Quidel
Corp. (A) |
6,322
|
636,120
|
Shockwave
Medical, Inc. (A) |
5,849
|
883,959
|
STAAR
Surgical Company (A) |
9,921
|
566,390
|
Tandem
Diabetes Care, Inc. (A) |
10,718
|
1,034,073
|
Health care providers and services – 2.7% |
|
Acadia
Healthcare Company, Inc. (A) |
16,379
|
1,111,807
|
AMN
Healthcare Services, Inc. (A) |
9,501
|
928,723
|
Chemed
Corp. |
466
|
228,988
|
Encompass
Health Corp. |
16,412
|
1,129,638
|
HealthEquity,
Inc. (A) |
20,581
|
1,282,608
|
LHC
Group, Inc. (A) |
5,906
|
979,510
|
LifeStance
Health Group, Inc. (A)(B) |
12,299
|
83,264
|
Option
Care Health, Inc. (A) |
26,796
|
800,664
|
Premier,
Inc., Class A |
33,290
|
1,205,431
|
Progyny,
Inc. (A) |
12,132
|
466,475
|
R1
RCM, Inc. (A) |
18,109
|
407,815
|
Surgery
Partners, Inc. (A) |
7,260
|
371,422
|
The
Ensign Group, Inc. |
14,956
|
1,201,415
|
Health care technology – 1.1% |
|
Certara,
Inc. (A) |
25,112
|
460,805
|
Change
Healthcare, Inc. (A) |
65,654
|
1,546,808
|
Definitive
Healthcare Corp. (A) |
5,034
|
119,054
|
Inspire
Medical Systems, Inc. (A) |
5,686
|
1,169,951
|
Omnicell,
Inc. (A) |
8,443
|
921,722
|
Life sciences tools and services – 0.8% |
|
Azenta,
Inc. |
20,245
|
1,517,565
|
Medpace
Holdings, Inc. (A) |
7,714
|
1,030,359
|
Sotera
Health Company (A) |
21,581
|
439,821
|
Stevanato
Group SpA (A) |
5,104
|
81,664
|
Pharmaceuticals – 0.3% |
|
Perrigo
Company PLC |
24,787
|
850,194
|
MULTIFACTOR
SMALL CAP ETF (continued)
|
Shares
or Principal Amount |
Value
|
Industrials – 18.1% |
$68,233,386
|
Aerospace and defense – 1.2% |
|
BWX
Technologies, Inc. |
18,933
|
983,001
|
Curtiss-Wright
Corp. |
10,155
|
1,451,251
|
Hexcel
Corp. |
18,323
|
996,038
|
Parsons
Corp. (A) |
6,548
|
241,818
|
Spirit
AeroSystems Holdings, Inc., Class A |
25,176
|
1,058,399
|
Airlines – 0.3% |
|
Alaska
Air Group, Inc. (A) |
6,970
|
379,098
|
Copa
Holdings SA, Class A (A) |
6,184
|
466,088
|
JetBlue
Airways Corp. (A) |
27,619
|
304,085
|
Building products – 1.6% |
|
Armstrong
World Industries, Inc. |
13,279
|
1,124,200
|
Hayward
Holdings, Inc. (A) |
17,536
|
278,822
|
Resideo
Technologies, Inc. (A) |
30,166
|
678,433
|
Simpson
Manufacturing Company, Inc. |
11,776
|
1,220,818
|
The
AZEK Company, Inc. (A) |
24,828
|
527,347
|
UFP
Industries, Inc. |
16,714
|
1,293,162
|
Zurn
Water Solutions Corp. |
28,541
|
891,050
|
Commercial services and supplies – 1.5% |
|
Casella
Waste Systems, Inc., Class A (A) |
8,829
|
726,097
|
Clean
Harbors, Inc. (A) |
13,107
|
1,375,318
|
Driven
Brands Holdings, Inc. (A) |
11,049
|
308,157
|
IAA,
Inc. (A) |
27,848
|
1,020,629
|
MSA
Safety, Inc. |
9,785
|
1,180,952
|
Stericycle,
Inc. (A) |
18,678
|
937,449
|
Construction and engineering – 1.5% |
|
API
Group Corp. (A) |
37,363
|
693,457
|
EMCOR
Group, Inc. |
13,910
|
1,481,137
|
MasTec,
Inc. (A) |
15,267
|
1,099,377
|
MDU
Resources Group, Inc. |
50,741
|
1,307,088
|
Valmont
Industries, Inc. |
4,234
|
1,053,462
|
Electrical equipment – 1.2% |
|
Acuity
Brands, Inc. |
9,358
|
1,614,068
|
Atkore,
Inc. (A) |
8,710
|
837,031
|
Bloom
Energy Corp., Class A (A) |
31,072
|
576,696
|
nVent
Electric PLC |
45,501
|
1,537,024
|
Machinery – 3.8% |
|
Allison
Transmission Holdings, Inc. |
29,169
|
1,092,087
|
Chart
Industries, Inc. (A) |
7,441
|
1,256,190
|
Crane
Company |
13,255
|
1,275,529
|
Donaldson
Company, Inc. |
22,660
|
1,111,246
|
Esab
Corp. (A) |
10,007
|
470,329
|
Evoqua
Water Technologies Corp. (A) |
23,487
|
979,173
|
Flowserve
Corp. |
35,365
|
1,156,789
|
Franklin
Electric Company, Inc. |
8,066
|
564,136
|
Gates
Industrial Corp. PLC (A) |
19,354
|
246,764
|
Hillenbrand,
Inc. |
11,017
|
449,714
|
John
Bean Technologies Corp. |
8,794
|
1,036,725
|
Oshkosh
Corp. |
16,562
|
1,530,991
|
RBC
Bearings, Inc. (A) |
6,640
|
1,117,844
|
72
|
JOHN
HANCOCK MULTIFACTOR ETFS | ANNUAL REPORT |
SEE
NOTES TO FINANCIAL STATEMENTS |
MULTIFACTOR
SMALL CAP ETF (continued)
|
Shares
or Principal Amount |
Value
|
Industrials (continued) |
|
Machinery (continued) |
|
The
Timken Company |
18,025
|
$1,038,961
|
Watts
Water Technologies, Inc., Class A |
7,368
|
939,125
|
Marine – 0.1% |
|
Kirby
Corp. (A) |
2,367
|
154,328
|
Matson,
Inc. |
1,787
|
153,718
|
Professional services – 3.6% |
|
Alight,
Inc., Class A (A) |
50,220
|
431,390
|
ASGN,
Inc. (A) |
13,843
|
1,570,488
|
CACI
International, Inc., Class A (A) |
4,207
|
1,116,117
|
Exponent,
Inc. |
13,331
|
1,277,243
|
FTI
Consulting, Inc. (A) |
9,073
|
1,430,903
|
KBR,
Inc. |
33,301
|
1,639,408
|
Korn
Ferry |
10,886
|
668,836
|
ManpowerGroup,
Inc. |
15,417
|
1,390,613
|
Nielsen
Holdings PLC |
63,369
|
1,698,923
|
Science
Applications International Corp. |
14,699
|
1,223,398
|
TriNet
Group, Inc. (A) |
11,304
|
1,002,665
|
Road and rail – 1.1% |
|
Landstar
System, Inc. |
9,665
|
1,497,109
|
Ryder
System, Inc. |
10,326
|
721,787
|
Saia,
Inc. (A) |
7,356
|
1,515,042
|
Schneider
National, Inc., Class B |
15,107
|
356,978
|
Trading companies and distributors – 2.2% |
|
Air
Lease Corp. |
31,538
|
1,270,351
|
Applied
Industrial Technologies, Inc. |
6,482
|
678,601
|
Beacon
Roofing Supply, Inc. (A) |
10,906
|
650,325
|
Core
& Main, Inc., Class A (A) |
8,420
|
200,059
|
GATX
Corp. |
5,527
|
571,437
|
Herc
Holdings, Inc. |
5,219
|
667,093
|
MSC
Industrial Direct Company, Inc., Class A |
10,333
|
856,192
|
Triton
International, Ltd. |
13,212
|
807,121
|
Univar
Solutions, Inc. (A) |
48,878
|
1,423,327
|
WESCO
International, Inc. (A) |
10,975
|
1,352,779
|
Information technology – 14.3% |
53,727,045
|
Communications equipment – 0.6% |
|
Calix,
Inc. (A) |
10,691
|
426,678
|
Lumentum
Holdings, Inc. (A) |
12,940
|
1,050,857
|
Viavi
Solutions, Inc. (A) |
66,328
|
951,144
|
Electronic equipment, instruments and components – 2.8% |
|
Avnet,
Inc. |
20,414
|
891,275
|
Coherent,
Inc. (A) |
5,093
|
1,364,415
|
Fabrinet
(A) |
7,413
|
727,882
|
II-VI,
Inc. (A) |
15,561
|
952,489
|
Insight
Enterprises, Inc. (A) |
5,817
|
578,035
|
Littelfuse,
Inc. |
6,629
|
1,519,698
|
National
Instruments Corp. |
34,503
|
1,246,938
|
Novanta,
Inc. (A) |
9,650
|
1,241,955
|
Rogers
Corp. (A) |
3,684
|
997,332
|
MULTIFACTOR
SMALL CAP ETF (continued)
|
Shares
or Principal Amount |
Value
|
Information technology (continued) |
|
Electronic equipment, instruments and
components (continued) |
|
Vontier
Corp. |
33,264
|
$852,224
|
IT services – 2.0% |
|
DigitalOcean
Holdings, Inc. (A) |
11,439
|
451,040
|
Euronet
Worldwide, Inc. (A) |
12,038
|
1,464,423
|
ExlService
Holdings, Inc. (A) |
6,247
|
850,529
|
Kyndryl
Holdings, Inc. (A) |
40,387
|
480,201
|
Marqeta,
Inc., Class A (A) |
48,794
|
453,784
|
Maximus,
Inc. |
16,598
|
1,209,662
|
Perficient,
Inc. (A) |
6,609
|
657,001
|
Sabre
Corp. (A) |
78,909
|
826,177
|
Squarespace,
Inc., Class A (A) |
9,845
|
196,605
|
Switch,
Inc., Class A |
23,364
|
697,649
|
TTEC
Holdings, Inc. |
3,912
|
288,745
|
Semiconductors and semiconductor equipment – 2.7% |
|
Allegro
MicroSystems, Inc. (A) |
13,683
|
332,634
|
Amkor
Technology, Inc. |
27,167
|
511,011
|
Cirrus
Logic, Inc. (A) |
16,639
|
1,261,236
|
CMC
Materials, Inc. |
8,259
|
1,477,618
|
Diodes,
Inc. (A) |
9,304
|
679,471
|
MACOM
Technology Solutions Holdings, Inc. (A) |
10,119
|
515,563
|
MaxLinear,
Inc. (A) |
15,086
|
722,167
|
Onto
Innovation, Inc. (A) |
10,344
|
735,872
|
Power
Integrations, Inc. |
15,894
|
1,271,520
|
Semtech
Corp. (A) |
17,859
|
1,064,396
|
Silicon
Laboratories, Inc. (A) |
11,447
|
1,544,315
|
Software – 5.7% |
|
ACI
Worldwide, Inc. (A) |
32,287
|
891,767
|
Altair
Engineering, Inc., Class A (A) |
12,406
|
673,894
|
Anaplan,
Inc. (A) |
23,021
|
1,496,135
|
Appfolio,
Inc., Class A (A) |
3,316
|
344,400
|
Box,
Inc., Class A (A) |
26,345
|
806,684
|
CDK
Global, Inc. |
22,844
|
1,242,942
|
Datto
Holding Corp. (A) |
6,140
|
213,058
|
DoubleVerify
Holdings, Inc. (A) |
10,668
|
232,029
|
Envestnet,
Inc. (A) |
13,456
|
1,071,636
|
Freshworks,
Inc., Class A (A) |
13,054
|
237,191
|
Jamf
Holding Corp. (A) |
12,983
|
399,876
|
Mandiant,
Inc. (A) |
65,379
|
1,437,030
|
Monday.com,
Ltd. (A) |
2,316
|
299,690
|
NCR
Corp. (A) |
30,266
|
1,060,218
|
Nutanix,
Inc., Class A (A) |
44,242
|
1,107,377
|
Paycor
HCM, Inc. (A) |
8,030
|
197,779
|
Q2
Holdings, Inc. (A) |
14,272
|
738,291
|
Qualys,
Inc. (A) |
9,147
|
1,246,553
|
Rapid7,
Inc. (A) |
10,952
|
1,046,135
|
Smartsheet,
Inc., Class A (A) |
22,340
|
1,079,692
|
SPS
Commerce, Inc. (A) |
7,577
|
906,437
|
Tenable
Holdings, Inc. (A) |
16,267
|
898,426
|
SEE
NOTES TO FINANCIAL STATEMENTS |
ANNUAL
REPORT | JOHN HANCOCK MULTIFACTOR ETFS |
73
|
MULTIFACTOR
SMALL CAP ETF (continued)
|
Shares
or Principal Amount |
Value
|
Information technology (continued) |
|
Software (continued) |
|
Teradata
Corp. (A) |
22,806
|
$943,028
|
Varonis
Systems, Inc. (A) |
27,230
|
1,176,336
|
Vonage
Holdings Corp. (A) |
43,578
|
869,817
|
Workiva,
Inc. (A) |
8,975
|
866,177
|
Technology hardware, storage and peripherals – 0.5% |
|
Pure
Storage, Inc., Class A (A) |
59,792
|
1,751,906
|
Materials – 5.5% |
20,552,956
|
Chemicals – 3.0% |
|
Ashland
Global Holdings, Inc. |
16,183
|
1,698,730
|
Avient
Corp. |
19,194
|
945,113
|
Axalta
Coating Systems, Ltd. (A) |
50,235
|
1,274,462
|
Balchem
Corp. |
8,212
|
1,011,718
|
Cabot
Corp. |
9,706
|
639,140
|
Element
Solutions, Inc. |
48,897
|
1,008,256
|
HB
Fuller Company |
9,259
|
617,575
|
Livent
Corp. (A) |
36,619
|
782,182
|
The
Chemours Company |
47,464
|
1,569,634
|
Valvoline,
Inc. |
51,752
|
1,564,463
|
Construction materials – 0.6% |
|
Eagle
Materials, Inc. |
11,067
|
1,364,782
|
Summit
Materials, Inc., Class A (A) |
24,711
|
686,966
|
Containers and packaging – 1.0% |
|
Ardagh
Metal Packaging SA (A) |
19,820
|
141,317
|
Graphic
Packaging Holding Company |
70,706
|
1,541,391
|
Silgan
Holdings, Inc. |
20,754
|
920,855
|
Sonoco
Products Company |
20,424
|
1,264,450
|
Metals and mining – 0.5% |
|
Commercial
Metals Company |
22,632
|
927,912
|
U.S.
Steel Corp. |
33,855
|
1,032,239
|
Paper and forest products – 0.4% |
|
Louisiana-Pacific
Corp. |
24,206
|
1,561,771
|
Real estate – 9.4% |
35,357,837
|
Equity real estate investment trusts – 8.8% |
|
Agree
Realty Corp. |
14,540
|
987,557
|
American
Campus Communities, Inc. |
34,327
|
2,219,928
|
Apple
Hospitality REIT, Inc. |
36,492
|
645,543
|
Brixmor
Property Group, Inc. |
74,866
|
1,900,099
|
Broadstone
Net Lease, Inc. |
30,021
|
621,134
|
Cousins
Properties, Inc. |
38,603
|
1,385,848
|
DigitalBridge
Group, Inc. (A) |
96,167
|
669,322
|
Douglas
Emmett, Inc. |
44,388
|
1,307,670
|
EPR
Properties |
13,862
|
728,032
|
First
Industrial Realty Trust, Inc. |
28,065
|
1,627,770
|
Healthcare
Realty Trust, Inc. |
32,760
|
887,141
|
Healthcare
Trust of America, Inc., Class A |
41,195
|
1,254,800
|
Highwoods
Properties, Inc. |
26,247
|
1,071,927
|
Hudson
Pacific Properties, Inc. |
40,228
|
936,508
|
MULTIFACTOR
SMALL CAP ETF (continued)
|
Shares
or Principal Amount |
Value
|
Real estate (continued) |
|
Equity real estate investment trusts (continued) |
|
Independence
Realty Trust, Inc. |
36,438
|
$993,300
|
Kite
Realty Group Trust |
35,896
|
800,481
|
LXP
Industrial Trust |
52,722
|
661,661
|
National
Storage Affiliates Trust |
14,568
|
824,549
|
Omega
Healthcare Investors, Inc. |
41,026
|
1,045,342
|
Outfront
Media, Inc. |
28,309
|
724,710
|
Park
Hotels & Resorts, Inc. |
46,999
|
926,350
|
Phillips
Edison & Company, Inc. |
18,172
|
615,304
|
Physicians
Realty Trust |
50,475
|
865,142
|
PotlatchDeltic
Corp. |
11,398
|
631,335
|
PS
Business Parks, Inc. |
5,175
|
968,760
|
Rayonier,
Inc. |
35,036
|
1,513,555
|
Ryman
Hospitality Properties, Inc. (A) |
10,730
|
1,003,040
|
Safehold,
Inc. |
3,667
|
157,864
|
SL
Green Realty Corp. |
18,430
|
1,275,725
|
Spirit
Realty Capital, Inc. |
27,497
|
1,194,745
|
STAG
Industrial, Inc. |
38,317
|
1,429,990
|
Terreno
Realty Corp. |
17,656
|
1,284,474
|
Real estate management and development – 0.6% |
|
Cushman
& Wakefield PLC (A) |
33,735
|
603,857
|
eXp
World Holdings, Inc. (B) |
14,456
|
193,566
|
Newmark
Group, Inc., Class A |
35,358
|
429,600
|
The
Howard Hughes Corp. (A) |
9,684
|
971,208
|
Utilities – 4.0% |
15,107,806
|
Electric utilities – 1.5% |
|
Hawaiian
Electric Industries, Inc. |
27,123
|
1,115,027
|
IDACORP,
Inc. |
12,842
|
1,350,722
|
OGE
Energy Corp. |
26,200
|
1,013,416
|
PNM
Resources, Inc. |
21,559
|
1,005,943
|
Portland
General Electric Company |
21,888
|
1,035,959
|
Gas utilities – 1.6% |
|
National
Fuel Gas Company |
21,867
|
1,533,533
|
New
Jersey Resources Corp. |
24,114
|
1,040,760
|
ONE
Gas, Inc. |
12,189
|
1,028,386
|
South
Jersey Industries, Inc. |
19,538
|
668,004
|
Southwest
Gas Holdings, Inc. |
13,010
|
1,146,311
|
Spire,
Inc. |
8,121
|
590,803
|
Independent power and renewable electricity producers –
0.6% |
|
Atlantica
Sustainable Infrastructure PLC |
17,274
|
533,767
|
Clearway
Energy, Inc., Class A |
10,223
|
290,538
|
Clearway
Energy, Inc., Class C |
22,705
|
693,184
|
Ormat
Technologies, Inc. |
12,046
|
935,974
|
Multi-utilities – 0.3% |
|
Black
Hills Corp. |
15,367
|
1,125,479
|
74
|
JOHN
HANCOCK MULTIFACTOR ETFS | ANNUAL REPORT |
SEE
NOTES TO FINANCIAL STATEMENTS |
MULTIFACTOR
SMALL CAP ETF (continued)
|
Shares
or Principal Amount |
Value
|
|
SHORT-TERM INVESTMENTS – 0.3% |
|
$1,344,031 |
(Cost
$1,344,081) |
|
|
Short-term funds – 0.3% |
1,344,031
|
John
Hancock Collateral Trust, 0.3773% (C)(D) |
76,146
|
$761,349
|
|
State
Street Institutional U.S. Government Money Market Fund, Premier Class,
0.2918% (C) |
582,682
|
582,682
|
Total investments (Multifactor Small Cap ETF)
(Cost $353,399,788) 100.2% |
$377,592,720 |
Other assets and liabilities, net (0.2%) |
|
(907,888) |
Total net assets 100.0% |
|
$376,684,832 |
The percentage shown for each investment category is the total
value of the category as a percentage of the net assets of the fund.
|
Security Abbreviations and Legend |
(A)
|
Non-income
producing security. |
(B)
|
All
or a portion of this security is on loan as of 4-30-22. |
(C)
|
The
rate shown is the annualized seven-day yield as of 4-30-22. |
(D)
|
Investment
is an affiliate of the fund, the advisor and/or subadvisor. This security
represents the investment of cash collateral received for securities
lending. |
MULTIFACTOR
TECHNOLOGY ETF
As
of 4-30-22
|
Shares
or Principal Amount |
Value
|
COMMON STOCKS – 99.9% |
|
$54,595,900 |
(Cost
$50,066,665) |
|
|
Communication services – 0.4% |
194,340
|
Interactive media and services – 0.4% |
|
ZoomInfo
Technologies, Inc. (A) |
4,100
|
194,340
|
Consumer discretionary – 0.0% |
28,243
|
Internet and direct marketing retail – 0.0% |
|
Global-e
Online, Ltd. (A) |
1,253
|
28,243
|
Health care – 0.2% |
101,121
|
Life sciences tools and services – 0.2% |
|
Azenta,
Inc. |
1,349
|
101,121
|
Industrials – 2.0% |
1,115,757
|
Electrical equipment – 0.7% |
|
Plug
Power, Inc. (A)(B) |
10,534
|
221,425
|
Sensata
Technologies Holding PLC (A) |
3,589
|
162,976
|
Industrial conglomerates – 0.8% |
|
Roper
Technologies, Inc. |
913
|
429,037
|
Professional services – 0.5% |
|
Alight,
Inc., Class A (A) |
4,614
|
39,634
|
Booz
Allen Hamilton Holding Corp. |
3,218
|
262,685
|
Information technology – 97.3% |
53,156,439
|
Communications equipment – 5.8% |
|
Arista
Networks, Inc. (A) |
4,180
|
483,083
|
Ciena
Corp. (A) |
3,309
|
182,558
|
MULTIFACTOR
TECHNOLOGY ETF (continued)
|
Shares
or Principal Amount |
Value
|
Information technology (continued) |
|
Communications equipment (continued) |
|
Cisco
Systems, Inc. |
29,084
|
$1,424,534
|
F5,
Inc. (A) |
1,222
|
204,575
|
Juniper
Networks, Inc. |
6,554
|
206,582
|
Lumentum
Holdings, Inc. (A) |
1,410
|
114,506
|
Motorola
Solutions, Inc. |
2,527
|
539,995
|
Ubiquiti,
Inc. (B) |
133
|
37,539
|
Electronic equipment, instruments and components – 7.5% |
|
Amphenol
Corp., Class A |
7,518
|
537,537
|
Cognex
Corp. |
2,842
|
192,204
|
Coherent,
Inc. (A) |
445
|
119,216
|
Corning,
Inc. |
14,785
|
520,284
|
Flex,
Ltd. (A) |
11,389
|
187,805
|
II-VI,
Inc. (A) |
2,164
|
132,458
|
IPG
Photonics Corp. (A) |
639
|
60,373
|
Jabil,
Inc. |
4,970
|
286,918
|
Keysight
Technologies, Inc. (A) |
4,243
|
595,166
|
Littelfuse,
Inc. |
590
|
135,258
|
National
Instruments Corp. |
2,672
|
96,566
|
TE
Connectivity, Ltd. |
3,485
|
434,858
|
Trimble,
Inc. (A) |
5,272
|
351,642
|
Zebra
Technologies Corp., Class A (A) |
1,145
|
423,261
|
IT services – 8.2% |
|
Akamai
Technologies, Inc. (A) |
3,524
|
395,675
|
Amdocs,
Ltd. |
2,574
|
205,122
|
Cloudflare,
Inc., Class A (A) |
2,560
|
220,518
|
Cognizant
Technology Solutions Corp., Class A |
5,626
|
455,143
|
Concentrix
Corp. |
966
|
152,126
|
DigitalOcean
Holdings, Inc. (A) |
936
|
36,906
|
DXC
Technology Company (A) |
4,730
|
135,751
|
EPAM
Systems, Inc. (A) |
881
|
233,456
|
GoDaddy,
Inc., Class A (A) |
3,046
|
246,147
|
IBM
Corp. |
8,968
|
1,185,659
|
MongoDB,
Inc. (A) |
643
|
228,220
|
Okta,
Inc. (A) |
1,260
|
150,331
|
Snowflake,
Inc., Class A (A) |
1,894
|
324,707
|
Switch,
Inc., Class A |
1,964
|
58,645
|
Twilio,
Inc., Class A (A) |
1,333
|
149,056
|
VeriSign,
Inc. (A) |
1,638
|
292,694
|
Semiconductors and semiconductor equipment – 33.0% |
|
Advanced
Micro Devices, Inc. (A) |
8,604
|
735,814
|
Allegro
MicroSystems, Inc. (A) |
1,114
|
27,081
|
Amkor
Technology, Inc. |
2,625
|
49,376
|
Analog
Devices, Inc. |
3,648
|
563,178
|
Applied
Materials, Inc. |
7,725
|
852,454
|
Broadcom,
Inc. |
3,480
|
1,929,277
|
CMC
Materials, Inc. |
586
|
104,841
|
Enphase
Energy, Inc. (A) |
1,412
|
227,897
|
Entegris,
Inc. |
2,914
|
324,590
|
First
Solar, Inc. (A) |
1,750
|
127,803
|
SEE
NOTES TO FINANCIAL STATEMENTS |
ANNUAL
REPORT | JOHN HANCOCK MULTIFACTOR ETFS |
75
|
MULTIFACTOR
TECHNOLOGY ETF (continued)
|
Shares
or Principal Amount |
Value
|
Information technology (continued) |
|
Semiconductors and semiconductor equipment (continued) |
|
Intel
Corp. |
30,869
|
$1,345,580
|
KLA
Corp. |
2,001
|
638,839
|
Lam
Research Corp. |
1,848
|
860,724
|
Lattice
Semiconductor Corp. (A) |
1,984
|
95,311
|
Marvell
Technology, Inc. |
8,572
|
497,862
|
Microchip
Technology, Inc. |
12,148
|
792,050
|
Micron
Technology, Inc. |
8,952
|
610,437
|
MKS
Instruments, Inc. |
1,181
|
134,610
|
Monolithic
Power Systems, Inc. |
725
|
284,374
|
NVIDIA
Corp. |
12,230
|
2,268,298
|
NXP
Semiconductors NV |
2,889
|
493,730
|
ON
Semiconductor Corp. (A) |
9,593
|
499,891
|
Power
Integrations, Inc. |
1,055
|
84,400
|
Qorvo,
Inc. (A) |
2,505
|
285,019
|
Qualcomm,
Inc. |
8,721
|
1,218,236
|
Silicon
Laboratories, Inc. (A) |
810
|
109,277
|
Skyworks
Solutions, Inc. |
3,870
|
438,471
|
SolarEdge
Technologies, Inc. (A) |
853
|
213,600
|
Synaptics,
Inc. (A) |
716
|
106,283
|
Teradyne,
Inc. |
4,162
|
438,925
|
Texas
Instruments, Inc. |
8,184
|
1,393,326
|
Universal
Display Corp. |
733
|
93,626
|
Wolfspeed,
Inc. (A) |
2,286
|
209,649
|
Software – 31.5% |
|
Adobe,
Inc. (A) |
2,791
|
1,105,096
|
Altair
Engineering, Inc., Class A (A) |
870
|
47,258
|
Anaplan,
Inc. (A) |
1,503
|
97,680
|
ANSYS,
Inc. (A) |
1,619
|
446,342
|
AppLovin
Corp., Class A (A) |
2,586
|
98,656
|
Asana,
Inc., Class A (A) |
617
|
16,536
|
Aspen
Technology, Inc. (A) |
1,552
|
246,054
|
Atlassian
Corp. PLC, Class A (A) |
1,138
|
255,857
|
Autodesk,
Inc. (A) |
1,847
|
349,600
|
Avalara,
Inc. (A) |
1,312
|
99,804
|
Bentley
Systems, Inc., Class B |
2,047
|
86,772
|
Bill.com
Holdings, Inc. (A) |
1,752
|
299,084
|
Cadence
Design Systems, Inc. (A) |
2,803
|
422,833
|
CDK
Global, Inc. |
2,865
|
155,885
|
Ceridian
HCM Holding, Inc. (A) |
2,433
|
136,564
|
Citrix
Systems, Inc. |
2,165
|
216,717
|
Confluent,
Inc., Class A (A) |
1,567
|
48,953
|
Coupa
Software, Inc. (A) |
740
|
63,862
|
Crowdstrike
Holdings, Inc., Class A (A) |
1,208
|
240,102
|
Datadog,
Inc., Class A (A) |
1,665
|
201,099
|
DocuSign,
Inc. (A) |
1,150
|
93,150
|
Dolby
Laboratories, Inc., Class A |
1,207
|
93,506
|
Dropbox,
Inc., Class A (A) |
4,855
|
105,596
|
Dynatrace,
Inc. (A) |
3,071
|
117,804
|
Elastic
NV (A) |
805
|
61,293
|
MULTIFACTOR
TECHNOLOGY ETF (continued)
|
Shares
or Principal Amount |
Value
|
Information technology (continued) |
|
Software (continued) |
|
Fair
Isaac Corp. (A) |
507
|
$189,370
|
Five9,
Inc. (A) |
681
|
74,978
|
Fortinet,
Inc. (A) |
1,322
|
382,071
|
Freshworks,
Inc., Class A (A) |
1,244
|
22,603
|
Guidewire
Software, Inc. (A) |
1,588
|
138,061
|
HubSpot,
Inc. (A) |
563
|
213,619
|
Intuit,
Inc. |
1,663
|
696,381
|
Manhattan
Associates, Inc. (A) |
1,241
|
162,013
|
Microsoft
Corp. |
12,406
|
3,442,913
|
MicroStrategy,
Inc., Class A (A) |
92
|
32,584
|
Monday.com,
Ltd. (A) |
171
|
22,127
|
NCino,
Inc. (A) |
547
|
20,507
|
NCR
Corp. (A) |
2,789
|
97,699
|
NortonLifeLock,
Inc. |
10,314
|
258,263
|
Nutanix,
Inc., Class A (A) |
2,154
|
53,915
|
Oracle
Corp. |
8,240
|
604,816
|
Palantir
Technologies, Inc., Class A (A) |
8,060
|
83,824
|
Palo
Alto Networks, Inc. (A) |
604
|
339,013
|
Paycom
Software, Inc. (A) |
876
|
246,568
|
Paylocity
Holding Corp. (A) |
612
|
116,054
|
Pegasystems,
Inc. |
615
|
47,103
|
Procore
Technologies, Inc. (A) |
1,080
|
59,908
|
PTC,
Inc. (A) |
1,901
|
217,113
|
Qualtrics
International, Inc., Class A (A) |
899
|
16,667
|
Rapid7,
Inc. (A) |
552
|
52,727
|
RingCentral,
Inc., Class A (A) |
826
|
70,086
|
salesforce.com,
Inc. (A) |
6,001
|
1,055,816
|
SentinelOne,
Inc., Class A (A) |
3,080
|
102,472
|
ServiceNow,
Inc. (A) |
829
|
396,345
|
Smartsheet,
Inc., Class A (A) |
1,900
|
91,827
|
Splunk,
Inc. (A) |
1,399
|
170,706
|
SS&C
Technologies Holdings, Inc. |
5,034
|
325,498
|
Synopsys,
Inc. (A) |
1,555
|
445,958
|
Tenable
Holdings, Inc. (A) |
1,088
|
60,090
|
Teradata
Corp. (A) |
2,670
|
110,405
|
The
Trade Desk, Inc., Class A (A) |
5,427
|
319,759
|
Tyler
Technologies, Inc. (A) |
764
|
301,558
|
UiPath,
Inc., Class A (A) |
4,064
|
72,461
|
VMware,
Inc., Class A |
1,955
|
211,218
|
Workday,
Inc., Class A (A) |
1,560
|
322,452
|
Workiva,
Inc. (A) |
417
|
40,245
|
Zendesk,
Inc. (A) |
1,431
|
174,639
|
Zoom
Video Communications, Inc., Class A (A) |
798
|
79,457
|
Zscaler,
Inc. (A) |
837
|
169,693
|
Technology hardware, storage and peripherals – 11.3% |
|
Apple,
Inc. |
22,453
|
3,539,716
|
Dell
Technologies, Inc., Class C |
8,001
|
376,127
|
Hewlett
Packard Enterprise Company |
26,244
|
404,420
|
HP,
Inc. |
17,140
|
627,838
|
76
|
JOHN
HANCOCK MULTIFACTOR ETFS | ANNUAL REPORT |
SEE
NOTES TO FINANCIAL STATEMENTS |
MULTIFACTOR
TECHNOLOGY ETF (continued)
|
Shares
or Principal Amount |
Value
|
Information technology (continued) |
|
Technology hardware, storage and peripherals (continued) |
|
NetApp,
Inc. |
5,120
|
$375,040
|
Pure
Storage, Inc., Class A (A) |
4,519
|
132,407
|
Seagate
Technology Holdings PLC |
4,397
|
360,730
|
Western
Digital Corp. (A) |
6,229
|
330,573
|
|
SHORT-TERM INVESTMENTS – 0.6% |
|
$333,483 |
(Cost
$333,494) |
|
|
Short-term funds – 0.6% |
333,483
|
John
Hancock Collateral Trust, 0.3773% (C)(D) |
21,832
|
218,292
|
|
State
Street Institutional U.S. Government Money Market Fund, Premier Class,
0.2918% (C) |
115,191
|
115,191
|
Total investments (Multifactor Technology ETF)
(Cost $50,400,159) 100.5% |
$54,929,383 |
Other assets and liabilities, net (0.5%) |
|
(300,181) |
Total net assets 100.0% |
|
$54,629,202 |
The percentage shown for each investment category is the total
value of the category as a percentage of the net assets of the fund.
|
Security Abbreviations and Legend |
(A)
|
Non-income
producing security. |
(B)
|
All
or a portion of this security is on loan as of 4-30-22. |
(C)
|
The
rate shown is the annualized seven-day yield as of 4-30-22. |
(D)
|
Investment
is an affiliate of the fund, the advisor and/or subadvisor. This security
represents the investment of cash collateral received for securities
lending. |
MULTIFACTOR
UTILITIES ETF
As
of 4-30-22
|
Shares
or Principal Amount |
Value
|
COMMON STOCKS – 99.9% |
|
$19,284,047 |
(Cost
$17,820,917) |
|
|
Utilities – 99.9% |
19,284,047
|
Electric utilities – 55.9% |
|
Alliant
Energy Corp. |
7,019
|
412,787
|
American
Electric Power Company, Inc. |
6,891
|
682,967
|
Avangrid,
Inc. |
1,458
|
64,662
|
Duke
Energy Corp. |
9,349
|
1,029,886
|
Edison
International |
11,605
|
798,308
|
Entergy
Corp. |
6,856
|
814,836
|
Evergy,
Inc. |
7,803
|
529,434
|
Eversource
Energy |
7,894
|
689,936
|
Exelon
Corp. |
25,578
|
1,196,541
|
FirstEnergy
Corp. |
14,665
|
635,141
|
IDACORP,
Inc. |
1,485
|
156,192
|
NextEra
Energy, Inc. |
7,786
|
552,962
|
NRG
Energy, Inc. |
7,300
|
262,070
|
OGE
Energy Corp. |
6,216
|
240,435
|
Pinnacle
West Capital Corp. |
3,860
|
274,832
|
PPL
Corp. |
18,694
|
529,227
|
The
Southern Company |
11,237
|
824,683
|
MULTIFACTOR
UTILITIES ETF (continued)
|
Shares
or Principal Amount |
Value
|
Utilities (continued) |
|
Electric utilities (continued) |
|
Xcel
Energy, Inc. |
15,012
|
$1,099,779
|
Gas utilities – 4.1% |
|
Atmos
Energy Corp. |
3,163
|
358,684
|
National
Fuel Gas Company |
2,983
|
209,198
|
UGI
Corp. |
6,708
|
230,084
|
Independent power and renewable electricity producers –
3.5% |
|
Brookfield
Renewable Corp., Class A |
2,910
|
104,469
|
Clearway
Energy, Inc., Class A |
716
|
20,349
|
Clearway
Energy, Inc., Class C |
1,588
|
48,482
|
The
AES Corp. |
13,597
|
277,651
|
Vistra
Corp. |
9,098
|
227,632
|
Multi-utilities – 32.7% |
|
Ameren
Corp. |
6,618
|
614,812
|
CenterPoint
Energy, Inc. |
22,277
|
681,899
|
CMS
Energy Corp. |
7,109
|
488,317
|
Consolidated
Edison, Inc. |
10,869
|
1,007,991
|
Dominion
Energy, Inc. |
7,861
|
641,772
|
DTE
Energy Company |
4,435
|
581,162
|
NiSource,
Inc. |
12,441
|
362,282
|
Public
Service Enterprise Group, Inc. |
10,067
|
701,267
|
Sempra
Energy |
3,053
|
492,632
|
WEC
Energy Group, Inc. |
7,368
|
737,168
|
Water utilities – 3.7% |
|
American
Water Works Company, Inc. |
3,243
|
499,681
|
Essential
Utilities, Inc. |
4,554
|
203,837
|
|
SHORT-TERM INVESTMENTS – 0.3% |
|
$59,454 |
(Cost
$59,454) |
|
|
Short-term funds – 0.3% |
59,454
|
State
Street Institutional U.S. Government Money Market Fund, Premier Class,
0.2918% (A) |
59,454
|
59,454
|
Total investments (Multifactor Utilities ETF)
(Cost $17,880,371) 100.2% |
$19,343,501 |
Other assets and liabilities, net (0.2%) |
|
(38,768) |
Total net assets 100.0% |
|
$19,304,733 |
The percentage shown for each investment category is the total
value of the category as a percentage of the net assets of the fund.
|
Security Abbreviations and Legend |
(A)
|
The
rate shown is the annualized seven-day yield as of 4-30-22.
|
SEE
NOTES TO FINANCIAL STATEMENTS |
ANNUAL
REPORT | JOHN HANCOCK MULTIFACTOR ETFS |
77
|
STATEMENTS
OF ASSETS AND LIABILITIES 4-30-22
|
Multifactor
Consumer Discretionary ETF |
Multifactor
Consumer Staples ETF |
Multifactor
Developed International ETF |
Multifactor
Emerging Markets ETF |
Assets |
|
|
|
|
Unaffiliated
investments, at value |
$16,127,954
|
$37,691,296
|
$478,138,488
|
$661,206,792
|
Affiliated
investments, at value |
13,009
|
—
|
10,869,912
|
2,767,388
|
Total
investments, at value |
16,140,963
|
37,691,296
|
489,008,400
|
663,974,180
|
Cash
|
—
|
—
|
160,738
|
19,503
|
Foreign
currency, at value |
—
|
—
|
1,771,441
|
3,561,732
|
Dividends
and interest receivable |
5,952
|
45,464
|
2,896,902
|
1,288,271
|
Receivable
for securities lending income |
217
|
—
|
19,675
|
2,346
|
Receivable
from affiliates |
4,832
|
648
|
—
|
—
|
Other
assets |
8,363
|
8,089
|
19,115
|
24,564
|
Total
assets |
16,160,327
|
37,745,497
|
493,876,271
|
668,870,596
|
Liabilities |
|
|
|
|
Foreign
capital gains tax payable |
—
|
—
|
—
|
4,578,836
|
Payable
for investments purchased |
—
|
—
|
98
|
278
|
Payable
upon return of securities loaned |
13,068
|
—
|
10,865,481
|
2,767,894
|
Payable
to affiliates |
|
|
|
|
Investment
management fees |
—
|
—
|
129,671
|
162,323
|
Accounting
and legal services fees |
809
|
1,307
|
23,319
|
31,490
|
Trustees’
fees |
12
|
6
|
222
|
274
|
Other
liabilities and accrued expenses |
76,910
|
76,389
|
189,486
|
476,910
|
Total
liabilities |
90,799
|
77,702
|
11,208,277
|
8,018,005
|
Net
assets |
$16,069,528
|
$37,667,795
|
$482,667,994
|
$660,852,591
|
Net assets consist of |
|
|
|
|
Paid-in
capital |
$23,134,152
|
$34,695,578
|
$496,838,962
|
$657,760,182
|
Total
distributable earnings (loss) |
(7,064,624)
|
2,972,217
|
(14,170,968)
|
3,092,409
|
Net
assets |
$16,069,528
|
$37,667,795
|
$482,667,994
|
$660,852,591
|
Unaffiliated
investments, at cost |
$17,754,131
|
$33,234,971
|
$462,308,494
|
$620,919,624
|
Affiliated
investments, at cost |
$13,010
|
—
|
$10,870,478
|
$2,767,514
|
Foreign
currency, at cost |
—
|
—
|
$1,808,704
|
$3,631,400
|
Securities
loaned, at value |
$104,995
|
—
|
$15,654,606
|
$5,117,096
|
Net asset value per share |
|
|
|
|
Based
on net asset values and shares outstanding-the fund has an unlimited
number of shares authorized with no par value. |
|
|
|
|
Net
assets |
$16,069,528
|
$37,667,795
|
$482,667,994
|
$660,852,591
|
Shares
outstanding |
350,000
|
980,000
|
16,100,000
|
25,100,000
|
Net
asset value per share |
$45.91
|
$38.44
|
$29.98
|
$26.33
|
78
|
JOHN
HANCOCK MULTIFACTOR ETFS | ANNUAL |
SEE
NOTES TO FINANCIAL STATEMENTS |
STATEMENTS
OF ASSETS AND LIABILITIES 4-30-22
Continued
|
Multifactor
Energy ETF |
Multifactor
Financials ETF |
Multifactor
Healthcare ETF |
Multifactor
Industrials ETF |
Assets |
|
|
|
|
Unaffiliated
investments, at value |
$30,602,968
|
$25,678,342
|
$41,063,785
|
$15,816,422
|
Affiliated
investments, at value |
—
|
80,018
|
—
|
—
|
Total
investments, at value |
30,602,968
|
25,758,360
|
41,063,785
|
15,816,422
|
Dividends
and interest receivable |
38,241
|
31,041
|
30,777
|
8,315
|
Receivable
for securities lending income |
11
|
51
|
8
|
3
|
Receivable
from affiliates |
850
|
1,981
|
—
|
5,097
|
Other
assets |
7,944
|
8,224
|
8,718
|
8,294
|
Total
assets |
30,650,014
|
25,799,657
|
41,103,288
|
15,838,131
|
Liabilities |
|
|
|
|
Payable
upon return of securities loaned |
—
|
80,025
|
—
|
—
|
Payable
to affiliates |
|
|
|
|
Investment
management fees |
—
|
—
|
1,045
|
—
|
Accounting
and legal services fees |
1,631
|
1,315
|
1,896
|
765
|
Trustees’
fees |
—
|
13
|
21
|
8
|
Other
liabilities and accrued expenses |
77,685
|
78,165
|
76,236
|
76,693
|
Total
liabilities |
79,316
|
159,518
|
79,198
|
77,466
|
Net
assets |
$30,570,698
|
$25,640,139
|
$41,024,090
|
$15,760,665
|
Net assets consist of |
|
|
|
|
Paid-in
capital |
$33,707,412
|
$27,257,339
|
$41,024,864
|
$20,087,632
|
Total
distributable earnings (loss) |
(3,136,714)
|
(1,617,200)
|
(774)
|
(4,326,967)
|
Net
assets |
$30,570,698
|
$25,640,139
|
$41,024,090
|
$15,760,665
|
Unaffiliated
investments, at cost |
$24,706,982
|
$24,443,868
|
$36,867,951
|
$16,815,760
|
Affiliated
investments, at cost |
—
|
$80,025
|
—
|
—
|
Securities
loaned, at value |
$51,427
|
$104,807
|
—
|
—
|
Net asset value per share |
|
|
|
|
Based
on net asset values and shares outstanding-the fund has an unlimited
number of shares authorized with no par value. |
|
|
|
|
Net
assets |
$30,570,698
|
$25,640,139
|
$41,024,090
|
$15,760,665
|
Shares
outstanding |
1,000,000
|
550,000
|
880,000
|
330,000
|
Net
asset value per share |
$30.57
|
$46.62
|
$46.62
|
$47.76
|
SEE
NOTES TO FINANCIAL STATEMENTS |
ANNUAL | JOHN HANCOCK MULTIFACTOR ETFS |
79
|
STATEMENTS
OF ASSETS AND LIABILITIES 4-30-22
Continued
|
Multifactor
Large Cap ETF |
Multifactor
Materials ETF |
Multifactor
Media and Communications ETF |
Multifactor
Mid Cap ETF |
Assets |
|
|
|
|
Unaffiliated
investments, at value |
$781,639,150
|
$18,516,019
|
$15,076,974
|
$2,410,750,513
|
Affiliated
investments, at value |
468,378
|
—
|
—
|
7,902,546
|
Total
investments, at value |
782,107,528
|
18,516,019
|
15,076,974
|
2,418,653,059
|
Dividends
and interest receivable |
601,906
|
11,334
|
28,751
|
1,148,341
|
Receivable
for investments sold |
1,298,583
|
—
|
—
|
—
|
Receivable
for securities lending income |
848
|
—
|
247
|
7,016
|
Receivable
from affiliates |
—
|
4,753
|
4,423
|
—
|
Other
assets |
29,619
|
8,026
|
6,505
|
61,768
|
Total
assets |
784,038,484
|
18,540,132
|
15,116,900
|
2,419,870,184
|
Liabilities |
|
|
|
|
Payable
for fund shares repurchased |
1,305,275
|
—
|
—
|
—
|
Payable
upon return of securities loaned |
472,056
|
—
|
—
|
7,909,808
|
Payable
to affiliates |
|
|
|
|
Investment
management fees |
175,930
|
—
|
—
|
754,145
|
Accounting
and legal services fees |
39,142
|
853
|
806
|
119,297
|
Trustees’
fees |
276
|
6
|
7
|
957
|
Other
liabilities and accrued expenses |
185,842
|
76,920
|
76,200
|
483,416
|
Total
liabilities |
2,178,521
|
77,779
|
77,013
|
9,267,623
|
Net
assets |
$781,859,963
|
$18,462,353
|
$15,039,887
|
$2,410,602,561
|
Net assets consist of |
|
|
|
|
Paid-in
capital |
$705,848,494
|
$17,489,995
|
$19,922,346
|
$2,168,629,922
|
Total
distributable earnings (loss) |
76,011,469
|
972,358
|
(4,882,459)
|
241,972,639
|
Net
assets |
$781,859,963
|
$18,462,353
|
$15,039,887
|
$2,410,602,561
|
Unaffiliated
investments, at cost |
$671,795,047
|
$15,372,507
|
$17,876,407
|
$2,099,751,619
|
Affiliated
investments, at cost |
$468,404
|
—
|
—
|
$7,903,012
|
Securities
loaned, at value |
$838,381
|
—
|
$65,184
|
$11,553,159
|
Net asset value per share |
|
|
|
|
Based
on net asset values and shares outstanding-the fund has an unlimited
number of shares authorized with no par value. |
|
|
|
|
Net
assets |
$781,859,963
|
$18,462,353
|
$15,039,887
|
$2,410,602,561
|
Shares
outstanding |
14,975,000
|
380,000
|
540,000
|
49,450,000
|
Net
asset value per share |
$52.21
|
$48.59
|
$27.85
|
$48.75
|
80
|
JOHN
HANCOCK MULTIFACTOR ETFS | ANNUAL |
SEE
NOTES TO FINANCIAL STATEMENTS |
STATEMENTS
OF ASSETS AND LIABILITIES 4-30-22
Continued
|
Multifactor
Small Cap ETF |
Multifactor
Technology ETF |
Multifactor
Utilities ETF |
Assets |
|
|
|
Unaffiliated
investments, at value |
$376,831,371
|
$54,711,091
|
$19,343,501
|
Affiliated
investments, at value |
761,349
|
218,292
|
—
|
Total
investments, at value |
377,592,720
|
54,929,383
|
19,343,501
|
Dividends
and interest receivable |
104,609
|
267
|
21,892
|
Receivable
for investments sold |
4,348
|
—
|
—
|
Receivable
for securities lending income |
879
|
113
|
—
|
Receivable
from affiliates |
—
|
—
|
6,552
|
Other
assets |
16,994
|
9,019
|
7,986
|
Total
assets |
377,719,550
|
54,938,782
|
19,379,931
|
Liabilities |
|
|
|
Payable
for investments purchased |
132
|
—
|
—
|
Payable
upon return of securities loaned |
762,141
|
218,311
|
—
|
Payable
to affiliates |
|
|
|
Investment
management fees |
128,820
|
8,344
|
—
|
Accounting
and legal services fees |
19,298
|
2,930
|
897
|
Trustees’
fees |
162
|
39
|
6
|
Other
liabilities and accrued expenses |
124,165
|
79,956
|
74,295
|
Total
liabilities |
1,034,718
|
309,580
|
75,198
|
Net
assets |
$376,684,832
|
$54,629,202
|
$19,304,733
|
Net assets consist of |
|
|
|
Paid-in
capital |
$426,049,776
|
$54,151,822
|
$19,888,333
|
Total
distributable earnings (loss) |
(49,364,944)
|
477,380
|
(583,600)
|
Net
assets |
$376,684,832
|
$54,629,202
|
$19,304,733
|
Unaffiliated
investments, at cost |
$352,638,389
|
$50,181,856
|
$17,880,371
|
Affiliated
investments, at cost |
$761,399
|
$218,303
|
—
|
Securities
loaned, at value |
$784,466
|
$232,857
|
—
|
Net asset value per share |
|
|
|
Based
on net asset values and shares outstanding-the fund has an unlimited
number of shares authorized with no par value. |
|
|
|
Net
assets |
$376,684,832
|
$54,629,202
|
$19,304,733
|
Shares
outstanding |
11,775,000
|
690,000
|
530,000
|
Net
asset value per share |
$31.99
|
$79.17
|
$36.42
|
SEE
NOTES TO FINANCIAL STATEMENTS |
ANNUAL | JOHN HANCOCK MULTIFACTOR ETFS |
81
|
STATEMENTS
OF OPERATIONS For the year ended 4-30-22
|
Multifactor
Consumer Discretionary ETF |
Multifactor
Consumer Staples ETF |
Multifactor
Developed International ETF |
Multifactor
Emerging Markets ETF |
Investment income |
|
|
|
|
Dividends
from unaffiliated investments |
$239,813
|
$548,082
|
$15,400,705
|
$21,525,562
|
Securities
lending |
1,460
|
525
|
175,080
|
60,281
|
Interest
|
43
|
35
|
534
|
244
|
Non-cash
dividends |
—
|
—
|
2,922,046
|
1,944,782
|
Less
foreign taxes withheld |
—
|
—
|
(1,556,428)
|
(2,763,254)
|
Total
investment income |
241,316
|
548,642
|
16,941,937
|
20,767,615
|
Expenses |
|
|
|
|
Investment
management fees |
106,102
|
89,446
|
1,789,620
|
3,125,189
|
Accounting
and legal services fees |
3,756
|
3,365
|
70,799
|
99,228
|
Transfer
agent fees |
10,000
|
10,000
|
10,000
|
10,000
|
Trustees’
fees |
557
|
381
|
8,085
|
11,551
|
Custodian
fees |
61,426
|
61,332
|
165,472
|
599,064
|
Printing
and postage |
18,666
|
16,960
|
23,961
|
22,219
|
Professional
fees |
17,229
|
17,042
|
58,944
|
65,859
|
Stock
exchange listing fees |
8,383
|
8,407
|
9,379
|
11,029
|
Other
|
12,028
|
10,851
|
25,894
|
27,908
|
Total
expenses |
238,147
|
217,784
|
2,162,154
|
3,972,047
|
Less
expense reductions |
(126,459)
|
(123,631)
|
(166,407)
|
(490,144)
|
Net
expenses |
111,688
|
94,153
|
1,995,747
|
3,481,903
|
Net
investment income |
129,628
|
454,489
|
14,946,190
|
17,285,712
|
Realized and unrealized gain (loss) |
|
|
|
|
Net
realized gain (loss) on |
|
|
|
|
Unaffiliated
investments and foreign currency transactions |
(310,051)
|
(378,916)
|
(9,909,962)
|
(11,036,616)1
|
Affiliated
investments |
(28)
|
(63)
|
(491)
|
(421)
|
Capital
gain distributions received from affiliated investments |
27
|
23
|
82
|
—
|
Futures
contracts |
(24)
|
603
|
479,478
|
289,605
|
Redemptions
in kind |
12,075,596
|
1,067,402
|
22,078,070
|
10,196,299
|
|
11,765,520
|
689,049
|
12,647,177
|
(551,133)
|
Change in net unrealized appreciation (depreciation) of
|
|
|
|
|
Unaffiliated
investments and translation of assets and liabilities in foreign
currencies |
(13,811,241)
|
1,789,170
|
(66,945,142)
|
(115,024,702)2
|
Affiliated
investments |
1
|
8
|
(352)
|
(97)
|
|
(13,811,240)
|
1,789,178
|
(66,945,494)
|
(115,024,799)
|
Net
realized and unrealized gain (loss) |
(2,045,720)
|
2,478,227
|
(54,298,317)
|
(115,575,932)
|
Increase
(decrease) in net assets from operations |
$(1,916,092)
|
$2,932,716
|
$(39,352,127)
|
$(98,290,220)
|
|
|
1
|
Net
of foreign taxes of $427,823. |
2
|
Net
of $1,623,276 increase in deferred foreign withholding taxes.
|
82
|
JOHN
HANCOCK MULTIFACTOR ETFS | ANNUAL |
SEE
NOTES TO FINANCIAL STATEMENTS |
STATEMENTS
OF OPERATIONS For the year
ended 4-30-22
Continued
|
Multifactor
Energy ETF |
Multifactor
Financials ETF |
Multifactor
Healthcare ETF |
Multifactor
Industrials ETF |
Investment income |
|
|
|
|
Dividends
from unaffiliated investments |
$727,232
|
$651,810
|
$570,789
|
$314,253
|
Securities
lending |
55
|
329
|
336
|
138
|
Interest
|
42
|
39
|
48
|
42
|
Less
foreign taxes withheld |
—
|
(147)
|
—
|
—
|
Total
investment income |
727,329
|
652,031
|
571,173
|
314,433
|
Expenses |
|
|
|
|
Investment
management fees |
88,900
|
133,347
|
186,939
|
90,041
|
Accounting
and legal services fees |
3,458
|
4,833
|
6,815
|
3,323
|
Transfer
agent fees |
10,000
|
10,000
|
10,000
|
10,000
|
Trustees’
fees |
326
|
577
|
774
|
498
|
Custodian
fees |
62,078
|
62,158
|
61,861
|
62,044
|
Printing
and postage |
17,066
|
18,105
|
18,654
|
18,057
|
Professional
fees |
17,189
|
17,334
|
20,792
|
17,101
|
Stock
exchange listing fees |
8,407
|
8,383
|
8,383
|
8,407
|
Other
|
10,292
|
10,803
|
11,046
|
11,056
|
Total
expenses |
217,716
|
265,540
|
325,264
|
220,527
|
Less
expense reductions |
(124,137)
|
(125,174)
|
(128,485)
|
(125,748)
|
Net
expenses |
93,579
|
140,366
|
196,779
|
94,779
|
Net
investment income |
633,750
|
511,665
|
374,394
|
219,654
|
Realized and unrealized gain (loss) |
|
|
|
|
Net
realized gain (loss) on |
|
|
|
|
Unaffiliated
investments and foreign currency transactions |
(670,802)
|
(179,741)
|
(301,663)
|
(359,291)
|
Affiliated
investments |
(4)
|
(5)
|
(16)
|
(2)
|
Capital
gain distributions received from affiliated investments |
—
|
—
|
1
|
—
|
Futures
contracts |
(290)
|
(58)
|
4,005
|
6,294
|
Redemptions
in kind |
4,656,480
|
4,383,461
|
7,384,258
|
11,448,046
|
|
3,985,384
|
4,203,657
|
7,086,585
|
11,095,047
|
Change in net unrealized appreciation (depreciation) of
|
|
|
|
|
Unaffiliated
investments and translation of assets and liabilities in foreign
currencies |
6,709,394
|
(6,225,734)
|
(6,365,736)
|
(11,860,821)
|
Affiliated
investments |
—
|
(7)
|
—
|
—
|
|
6,709,394
|
(6,225,741)
|
(6,365,736)
|
(11,860,821)
|
Net
realized and unrealized gain (loss) |
10,694,778
|
(2,022,084)
|
720,849
|
(765,774)
|
Increase
(decrease) in net assets from operations |
$11,328,528
|
$(1,510,419)
|
$1,095,243
|
$(546,120)
|
SEE
NOTES TO FINANCIAL STATEMENTS |
ANNUAL | JOHN HANCOCK MULTIFACTOR ETFS |
83
|
STATEMENTS
OF OPERATIONS For the year
ended 4-30-22
Continued
|
Multifactor
Large Cap ETF |
Multifactor
Materials ETF |
Multifactor
Media and Communications ETF |
Multifactor
Mid Cap ETF |
Investment income |
|
|
|
|
Dividends
from unaffiliated investments |
$10,788,759
|
$401,810
|
$286,646
|
$30,020,094
|
Securities
lending |
7,967
|
191
|
2,303
|
56,134
|
Interest
|
280
|
36
|
41
|
1,405
|
Less
foreign taxes withheld |
(603)
|
(79)
|
—
|
(6,739)
|
Total
investment income |
10,796,403
|
401,958
|
288,990
|
30,070,894
|
Expenses |
|
|
|
|
Investment
management fees |
1,985,360
|
81,533
|
84,049
|
8,934,386
|
Accounting
and legal services fees |
116,873
|
3,013
|
2,994
|
341,569
|
Transfer
agent fees |
10,382
|
10,000
|
10,000
|
10,000
|
Trustees’
fees |
12,560
|
394
|
424
|
37,085
|
Custodian
fees |
137,969
|
62,062
|
60,131
|
407,660
|
Printing
and postage |
38,518
|
17,112
|
17,057
|
106,908
|
Professional
fees |
70,630
|
16,819
|
16,737
|
140,934
|
Stock
exchange listing fees |
8,383
|
8,407
|
9,958
|
10,244
|
Other
|
30,007
|
10,399
|
9,630
|
59,183
|
Total
expenses |
2,410,682
|
209,739
|
210,980
|
10,047,969
|
Less
expense reductions |
(196,229)
|
(123,914)
|
(122,504)
|
(216,821)
|
Net
expenses |
2,214,453
|
85,825
|
88,476
|
9,831,148
|
Net
investment income |
8,581,950
|
316,133
|
200,514
|
20,239,746
|
Realized and unrealized gain (loss) |
|
|
|
|
Net
realized gain (loss) on |
|
|
|
|
Unaffiliated
investments and foreign currency transactions |
(2,740,310)
|
(192,325)
|
(964,833)
|
(10,552,036)
|
Affiliated
investments |
(331)
|
—
|
(9)
|
(1,398)
|
Capital
gain distributions received from affiliated investments |
116
|
—
|
—
|
663
|
Futures
contracts |
16,954
|
(53)
|
—
|
238,395
|
Redemptions
in kind |
29,797,666
|
5,013,071
|
4,038,130
|
97,519,846
|
|
27,074,095
|
4,820,693
|
3,073,288
|
87,205,470
|
Change in net unrealized appreciation (depreciation) of
|
|
|
|
|
Unaffiliated
investments and translation of assets and liabilities in foreign
currencies |
(49,027,513)
|
(4,183,347)
|
(8,858,157)
|
(234,507,553)
|
Affiliated
investments |
(22)
|
—
|
—
|
(410)
|
|
(49,027,535)
|
(4,183,347)
|
(8,858,157)
|
(234,507,963)
|
Net
realized and unrealized gain (loss) |
(21,953,440)
|
637,346
|
(5,784,869)
|
(147,302,493)
|
Increase
(decrease) in net assets from operations |
$(13,371,490)
|
$953,479
|
$(5,584,355)
|
$(127,062,747)
|
84
|
JOHN
HANCOCK MULTIFACTOR ETFS | ANNUAL |
SEE
NOTES TO FINANCIAL STATEMENTS |
STATEMENTS
OF OPERATIONS For the year
ended 4-30-22
Continued
|
Multifactor
Small Cap ETF |
Multifactor
Technology ETF |
Multifactor
Utilities ETF |
Investment income |
|
|
|
Dividends
from unaffiliated investments |
$5,593,635
|
$570,251
|
$513,217
|
Securities
lending |
7,192
|
1,500
|
23
|
Interest
|
318
|
65
|
31
|
Less
foreign taxes withheld |
(11,222)
|
(560)
|
(364)
|
Total
investment income |
5,589,923
|
571,256
|
512,907
|
Expenses |
|
|
|
Investment
management fees |
1,656,673
|
257,843
|
67,358
|
Accounting
and legal services fees |
62,032
|
9,259
|
2,555
|
Transfer
agent fees |
10,000
|
10,000
|
10,000
|
Trustees’
fees |
7,188
|
1,064
|
307
|
Custodian
fees |
83,521
|
61,844
|
62,110
|
Printing
and postage |
24,797
|
19,691
|
16,556
|
Professional
fees |
50,328
|
18,850
|
18,972
|
Stock
exchange listing fees |
10,832
|
8,383
|
8,407
|
Other
|
19,781
|
11,426
|
10,766
|
Total
expenses |
1,925,152
|
398,360
|
197,031
|
Less
expense reductions |
(140,995)
|
(126,947)
|
(126,128)
|
Net
expenses |
1,784,157
|
271,413
|
70,903
|
Net
investment income |
3,805,766
|
299,843
|
442,004
|
Realized and unrealized gain (loss) |
|
|
|
Net
realized gain (loss) on |
|
|
|
Unaffiliated
investments and foreign currency transactions |
(12,953,469)
|
(1,666,909)
|
(171,768)
|
Affiliated
investments |
(751)
|
(10)
|
(27)
|
Capital
gain distributions received from affiliated investments |
258
|
—
|
—
|
Futures
contracts |
(14,253)
|
506
|
455
|
Redemptions
in kind |
42,499,809
|
9,801,822
|
460,487
|
|
29,531,594
|
8,135,409
|
289,147
|
Change in net unrealized appreciation (depreciation) of
|
|
|
|
Unaffiliated
investments and translation of assets and liabilities in foreign
currencies |
(65,353,894)
|
(13,101,739)
|
1,322,713
|
Affiliated
investments |
(46)
|
(10)
|
—
|
|
(65,353,940)
|
(13,101,749)
|
1,322,713
|
Net
realized and unrealized gain (loss) |
(35,822,346)
|
(4,966,340)
|
1,611,860
|
Increase
(decrease) in net assets from operations |
$(32,016,580)
|
$(4,666,497)
|
$2,053,864
|
SEE
NOTES TO FINANCIAL STATEMENTS |
ANNUAL | JOHN HANCOCK MULTIFACTOR ETFS |
85
|
STATEMENTS
OF CHANGES IN NET ASSETS
|
Multifactor Consumer Discretionary ETF |
Multifactor Consumer Staples ETF |
Multifactor Developed International ETF |
|
Year
ended 4-30-22 |
Year
ended 4-30-21 |
Year
ended 4-30-22 |
Year
ended 4-30-21 |
Year
ended 4-30-22 |
Year
ended 4-30-21 |
Increase (decrease) in net assets |
|
|
|
|
|
|
From
operations |
|
|
|
|
|
|
Net
investment income |
$129,628
|
$164,837
|
$454,489
|
$513,045
|
$14,946,190
|
$11,281,728
|
Net
realized gain |
11,765,520
|
7,030,879
|
689,049
|
1,412,404
|
12,647,177
|
30,563,800
|
Change
in net unrealized appreciation (depreciation) |
(13,811,240)
|
14,748,233
|
1,789,178
|
3,480,570
|
(66,945,494)
|
115,721,656
|
Increase
(decrease) in net assets resulting from operations |
(1,916,092)
|
21,943,949
|
2,932,716
|
5,406,019
|
(39,352,127)
|
157,567,184
|
Distributions
to shareholders |
|
|
|
|
|
|
From
earnings |
(123,066)
|
(247,807)
|
(441,221)
|
(558,496)
|
(16,282,455)
|
(9,397,948)
|
From fund share transactions |
|
|
|
|
|
|
Shares
issued |
4,853,413
|
20,031,773
|
16,912,306
|
5,503,576
|
123,309,794
|
54,554,414
|
Shares
repurchased |
(36,432,882)
|
(23,211,076)
|
(3,588,070)
|
(7,710,219)
|
(69,777,522)
|
(150,990,640)
|
Total
from fund share transactions |
(31,579,469)
|
(3,179,303)
|
13,324,236
|
(2,206,643)
|
53,532,272
|
(96,436,226)
|
Total
increase (decrease) |
(33,618,627)
|
18,516,839
|
15,815,731
|
2,640,880
|
(2,102,310)
|
51,733,010
|
Net assets |
|
|
|
|
|
|
Beginning
of year |
49,688,155
|
31,171,316
|
21,852,064
|
19,211,184
|
484,770,304
|
433,037,294
|
End
of year |
$16,069,528
|
$49,688,155
|
$37,667,795
|
$21,852,064
|
$482,667,994
|
$484,770,304
|
Share activity |
|
|
|
|
|
|
Shares
outstanding |
|
|
|
|
|
|
Beginning
of year |
950,000
|
1,040,000
|
630,000
|
690,000
|
14,500,000
|
17,800,000
|
Shares
issued |
90,000
|
450,000
|
450,000
|
180,000
|
3,700,000
|
1,800,000
|
Shares
repurchased |
(690,000)
|
(540,000)
|
(100,000)
|
(240,000)
|
(2,100,000)
|
(5,100,000)
|
End
of year |
350,000
|
950,000
|
980,000
|
630,000
|
16,100,000
|
14,500,000
|
86
|
JOHN
HANCOCK MULTIFACTOR ETFS | ANNUAL |
SEE
NOTES TO FINANCIAL STATEMENTS |
STATEMENTS
OF CHANGES IN NET ASSETS
Continued
|
Multifactor Emerging Markets ETF |
Multifactor Energy ETF |
Multifactor Financials ETF |
|
Year
ended 4-30-22 |
Year
ended 4-30-21 |
Year
ended 4-30-22 |
Year
ended 4-30-21 |
Year
ended 4-30-22 |
Year
ended 4-30-21 |
Increase (decrease) in net assets |
|
|
|
|
|
|
From
operations |
|
|
|
|
|
|
Net
investment income |
$17,285,712
|
$13,343,232
|
$633,750
|
$450,012
|
$511,665
|
$533,810
|
Net
realized gain (loss) |
(551,133)
|
22,118,632
|
3,985,384
|
(3,941,842)
|
4,203,657
|
514,851
|
Change
in net unrealized appreciation (depreciation) |
(115,024,799)
|
237,608,075
|
6,709,394
|
8,268,496
|
(6,225,741)
|
13,276,539
|
Increase
(decrease) in net assets resulting from operations |
(98,290,220)
|
273,069,939
|
11,328,528
|
4,776,666
|
(1,510,419)
|
14,325,200
|
Distributions
to shareholders |
|
|
|
|
|
|
From
earnings |
(18,823,632)
|
(13,029,002)
|
(566,184)
|
(500,319)
|
(550,658)
|
(551,255)
|
From fund share transactions |
|
|
|
|
|
|
Shares
issued |
71,215,603
|
54,036,551
|
16,574,059
|
5,745,399
|
5,602,478
|
5,840,995
|
Shares
repurchased |
(29,222,676)
|
(263,216,902)
|
(17,325,749)
|
(4,477,954)
|
(15,179,175)
|
(12,694,923)
|
Total
from fund share transactions |
41,992,927
|
(209,180,351)
|
(751,690)
|
1,267,445
|
(9,576,697)
|
(6,853,928)
|
Total
increase (decrease) |
(75,120,925)
|
50,860,586
|
10,010,654
|
5,543,792
|
(11,637,774)
|
6,920,017
|
Net assets |
|
|
|
|
|
|
Beginning
of year |
735,973,516
|
685,112,930
|
20,560,044
|
15,016,252
|
37,277,913
|
30,357,896
|
End
of year |
$660,852,591
|
$735,973,516
|
$30,570,698
|
$20,560,044
|
$25,640,139
|
$37,277,913
|
Share activity |
|
|
|
|
|
|
Shares
outstanding |
|
|
|
|
|
|
Beginning
of year |
23,600,000
|
31,700,000
|
1,080,000
|
1,080,000
|
740,000
|
970,000
|
Shares
issued |
2,500,000
|
1,900,000
|
680,000
|
360,000
|
110,000
|
140,000
|
Shares
repurchased |
(1,000,000)
|
(10,000,000)
|
(760,000)
|
(360,000)
|
(300,000)
|
(370,000)
|
End
of year |
25,100,000
|
23,600,000
|
1,000,000
|
1,080,000
|
550,000
|
740,000
|
SEE
NOTES TO FINANCIAL STATEMENTS |
ANNUAL | JOHN HANCOCK MULTIFACTOR ETFS |
87
|
STATEMENTS
OF CHANGES IN NET ASSETS
Continued
|
Multifactor Healthcare ETF |
Multifactor Industrials ETF |
Multifactor Large Cap ETF |
|
Year
ended 4-30-22 |
Year
ended 4-30-21 |
Year
ended 4-30-22 |
Year
ended 4-30-21 |
Year
ended 4-30-22 |
Year
ended 4-30-21 |
Increase (decrease) in net assets |
|
|
|
|
|
|
From
operations |
|
|
|
|
|
|
Net
investment income |
$374,394
|
$854,524
|
$219,654
|
$374,804
|
$8,581,950
|
$12,991,730
|
Net
realized gain |
7,086,585
|
3,974,327
|
11,095,047
|
3,278,792
|
27,074,095
|
195,388,330
|
Change
in net unrealized appreciation (depreciation) |
(6,365,736)
|
7,034,279
|
(11,860,821)
|
13,959,322
|
(49,027,535)
|
146,531,945
|
Increase
(decrease) in net assets resulting from operations |
1,095,243
|
11,863,130
|
(546,120)
|
17,612,918
|
(13,371,490)
|
354,912,005
|
Distributions
to shareholders |
|
|
|
|
|
|
From
earnings |
(390,884)
|
(1,198,927)
|
(274,172)
|
(366,029)
|
(8,541,390)
|
(15,992,156)
|
From fund share transactions |
|
|
|
|
|
|
Shares
issued |
9,309,572
|
12,813,470
|
8,425,505
|
25,764,261
|
170,026,286
|
208,314,848
|
Shares
repurchased |
(20,957,298)
|
(14,717,132)
|
(42,803,943)
|
(14,299,595)
|
(72,014,924)
|
(630,687,338)
|
Total
from fund share transactions |
(11,647,726)
|
(1,903,662)
|
(34,378,438)
|
11,464,666
|
98,011,362
|
(422,372,490)
|
Total
increase (decrease) |
(10,943,367)
|
8,760,541
|
(35,198,730)
|
28,711,555
|
76,098,482
|
(83,452,641)
|
Net assets |
|
|
|
|
|
|
Beginning
of year |
51,967,457
|
43,206,916
|
50,959,395
|
22,247,840
|
705,761,481
|
789,214,122
|
End
of year |
$41,024,090
|
$51,967,457
|
$15,760,665
|
$50,959,395
|
$781,859,963
|
$705,761,481
|
Share activity |
|
|
|
|
|
|
Shares
outstanding |
|
|
|
|
|
|
Beginning
of year |
1,120,000
|
1,170,000
|
990,000
|
700,000
|
13,225,000
|
21,825,000
|
Shares
issued |
190,000
|
300,000
|
160,000
|
610,000
|
3,050,000
|
4,675,000
|
Shares
repurchased |
(430,000)
|
(350,000)
|
(820,000)
|
(320,000)
|
(1,300,000)
|
(13,275,000)
|
End
of year |
880,000
|
1,120,000
|
330,000
|
990,000
|
14,975,000
|
13,225,000
|
88
|
JOHN
HANCOCK MULTIFACTOR ETFS | ANNUAL |
SEE
NOTES TO FINANCIAL STATEMENTS |
STATEMENTS
OF CHANGES IN NET ASSETS
Continued
|
Multifactor Materials ETF |
Multifactor Media and Communications ETF |
Multifactor Mid Cap ETF |
|
Year
ended 4-30-22 |
Year
ended 4-30-21 |
Year
ended 4-30-22 |
Year
ended 4-30-21 |
Year
ended 4-30-22 |
Year
ended 4-30-21 |
Increase (decrease) in net assets |
|
|
|
|
|
|
From
operations |
|
|
|
|
|
|
Net
investment income |
$316,133
|
$398,633
|
$200,514
|
$259,294
|
$20,239,746
|
$16,266,095
|
Net
realized gain |
4,820,693
|
2,161,603
|
3,073,288
|
5,560,156
|
87,205,470
|
135,910,077
|
Change
in net unrealized appreciation (depreciation) |
(4,183,347)
|
9,578,099
|
(8,858,157)
|
6,775,861
|
(234,507,963)
|
664,505,714
|
Increase
(decrease) in net assets resulting from operations |
953,479
|
12,138,335
|
(5,584,355)
|
12,595,311
|
(127,062,747)
|
816,681,886
|
Distributions
to shareholders |
|
|
|
|
|
|
From
earnings |
(351,166)
|
(388,841)
|
(213,311)
|
(245,994)
|
(18,319,101)
|
(19,552,628)
|
From fund share transactions |
|
|
|
|
|
|
Shares
issued |
5,772,208
|
3,964,212
|
2,916,232
|
11,325,278
|
605,048,219
|
447,810,930
|
Shares
repurchased |
(15,112,550)
|
(5,678,762)
|
(13,337,646)
|
(14,768,131)
|
(212,516,812)
|
(412,696,585)
|
Total
from fund share transactions |
(9,340,342)
|
(1,714,550)
|
(10,421,414)
|
(3,442,853)
|
392,531,407
|
35,114,345
|
Total
increase (decrease) |
(8,738,029)
|
10,034,944
|
(16,219,080)
|
8,906,464
|
247,149,559
|
832,243,603
|
Net assets |
|
|
|
|
|
|
Beginning
of year |
27,200,382
|
17,165,438
|
31,258,967
|
22,352,503
|
2,163,453,002
|
1,331,209,399
|
End
of year |
$18,462,353
|
$27,200,382
|
$15,039,887
|
$31,258,967
|
$2,410,602,561
|
$2,163,453,002
|
Share activity |
|
|
|
|
|
|
Shares
outstanding |
|
|
|
|
|
|
Beginning
of year |
580,000
|
610,000
|
810,000
|
890,000
|
41,975,000
|
41,100,000
|
Shares
issued |
120,000
|
100,000
|
80,000
|
350,000
|
11,525,000
|
10,175,000
|
Shares
repurchased |
(320,000)
|
(130,000)
|
(350,000)
|
(430,000)
|
(4,050,000)
|
(9,300,000)
|
End
of year |
380,000
|
580,000
|
540,000
|
810,000
|
49,450,000
|
41,975,000
|
SEE
NOTES TO FINANCIAL STATEMENTS |
ANNUAL | JOHN HANCOCK MULTIFACTOR ETFS |
89
|
STATEMENTS
OF CHANGES IN NET ASSETS
Continued
|
Multifactor Small Cap ETF |
Multifactor Technology ETF |
Multifactor Utilities ETF |
|
Year
ended 4-30-22 |
Year
ended 4-30-21 |
Year
ended 4-30-22 |
Year
ended 4-30-21 |
Year
ended 4-30-22 |
Year
ended 4-30-21 |
Increase (decrease) in net assets |
|
|
|
|
|
|
From
operations |
|
|
|
|
|
|
Net
investment income |
$3,805,766
|
$6,411,675
|
$299,843
|
$355,175
|
$442,004
|
$646,585
|
Net
realized gain (loss) |
29,531,594
|
104,173,049
|
8,135,409
|
6,240,602
|
289,147
|
(1,094,964)
|
Change
in net unrealized appreciation (depreciation) |
(65,353,940)
|
143,292,343
|
(13,101,749)
|
14,622,167
|
1,322,713
|
3,861,303
|
Increase
(decrease) in net assets resulting from operations |
(32,016,580)
|
253,877,067
|
(4,666,497)
|
21,217,944
|
2,053,864
|
3,412,924
|
Distributions
to shareholders |
|
|
|
|
|
|
From
earnings |
(4,761,782)
|
(6,392,741)
|
(330,326)
|
(476,955)
|
(471,177)
|
(763,275)
|
From fund share transactions |
|
|
|
|
|
|
Shares
issued |
109,353,746
|
86,845,386
|
23,352,622
|
14,150,067
|
3,159,412
|
—
|
Shares
repurchased |
(122,188,867)
|
(371,277,175)
|
(20,551,832)
|
(14,332,508)
|
(2,787,310)
|
(10,753,405)
|
Total
from fund share transactions |
(12,835,121)
|
(284,431,789)
|
2,800,790
|
(182,441)
|
372,102
|
(10,753,405)
|
Total
increase (decrease) |
(49,613,483)
|
(36,947,463)
|
(2,196,033)
|
20,558,548
|
1,954,789
|
(8,103,756)
|
Net assets |
|
|
|
|
|
|
Beginning
of year |
426,298,315
|
463,245,778
|
56,825,235
|
36,266,687
|
17,349,944
|
25,453,700
|
End
of year |
$376,684,832
|
$426,298,315
|
$54,629,202
|
$56,825,235
|
$19,304,733
|
$17,349,944
|
Share activity |
|
|
|
|
|
|
Shares
outstanding |
|
|
|
|
|
|
Beginning
of year |
12,075,000
|
21,275,000
|
670,000
|
680,000
|
520,000
|
870,000
|
Shares
issued |
3,225,000
|
2,950,000
|
250,000
|
190,000
|
90,000
|
—
|
Shares
repurchased |
(3,525,000)
|
(12,150,000)
|
(230,000)
|
(200,000)
|
(80,000)
|
(350,000)
|
End
of year |
11,775,000
|
12,075,000
|
690,000
|
670,000
|
530,000
|
520,000
|
90
|
JOHN
HANCOCK MULTIFACTOR ETFS | ANNUAL |
SEE
NOTES TO FINANCIAL STATEMENTS |
MULTIFACTOR
CONSUMER DISCRETIONARY ETF
Period
ended |
4-30-22
|
4-30-21
|
4-30-20
|
4-30-19
|
4-30-18
|
Per share operating performance |
|
|
|
|
|
Net
asset value, beginning of period |
$52.30
|
$29.97
|
$33.73
|
$30.65
|
$28.04
|
Net
investment income1
|
0.24
|
0.17
|
0.41
|
0.37
|
0.32
|
Net
realized and unrealized gain (loss) on investments |
(6.42)
|
22.41
|
(3.76)
|
3.11
|
2.58
|
Total
from investment operations |
(6.18)
|
22.58
|
(3.35)
|
3.48
|
2.90
|
Less
distributions |
|
|
|
|
|
From
net investment income |
(0.21)
|
(0.25)
|
(0.41)
|
(0.40)
|
(0.29)
|
Net
asset value, end of period |
$45.91
|
$52.30
|
$29.97
|
$33.73
|
$30.65
|
Total
return (%)2
|
(11.87)
|
75.70
|
(10.08)
|
11.57
|
10.37
|
Ratios and supplemental data |
|
|
|
|
|
Net
assets, end of period (in millions) |
$16
|
$50
|
$31
|
$42
|
$47
|
Ratios
(as a percentage of average net assets): |
|
|
|
|
|
Expenses
before reductions |
0.85
|
0.71
|
0.73
|
0.73
|
0.85
|
Expenses
including reductions |
0.40
|
0.40
|
0.40
|
0.47
|
0.50
|
Net
investment income |
0.46
|
0.41
|
1.23
|
1.17
|
1.08
|
Portfolio
turnover (%)3
|
10
|
17
|
20
|
42
|
9
|
|
|
1
|
Based
on average daily shares outstanding. |
2
|
Total
returns would have been lower had certain expenses not been reduced during
the applicable periods. |
3
|
Portfolio
turnover rate excludes securities received or delivered from in-kind
transactions. |
MULTIFACTOR
CONSUMER STAPLES ETF
Period
ended |
4-30-22
|
4-30-21
|
4-30-20
|
4-30-19
|
4-30-18
|
Per share operating performance |
|
|
|
|
|
Net
asset value, beginning of period |
$34.69
|
$27.84
|
$28.02
|
$25.35
|
$26.48
|
Net
investment income1
|
0.69
|
0.70
|
0.65
|
0.75
|
0.55
|
Net
realized and unrealized gain (loss) on investments |
3.76
|
6.89
|
(0.17)
|
2.66
|
(1.24)
|
Total
from investment operations |
4.45
|
7.59
|
0.48
|
3.41
|
(0.69)
|
Less
distributions |
|
|
|
|
|
From
net investment income |
(0.70)
|
(0.74)
|
(0.66)
|
(0.74)
|
(0.44)
|
Net
asset value, end of period |
$38.44
|
$34.69
|
$27.84
|
$28.02
|
$25.35
|
Total
return (%)2
|
13.01
|
27.69
|
1.62
|
13.89
|
(2.67)
|
Ratios and supplemental data |
|
|
|
|
|
Net
assets, end of period (in millions) |
$38
|
$22
|
$19
|
$29
|
$22
|
Ratios
(as a percentage of average net assets): |
|
|
|
|
|
Expenses
before reductions |
0.93
|
0.94
|
0.83
|
0.91
|
1.07
|
Expenses
including reductions |
0.40
|
0.40
|
0.40
|
0.47
|
0.50
|
Net
investment income |
1.93
|
2.25
|
2.27
|
2.87
|
2.05
|
Portfolio
turnover (%)3
|
16
|
10
|
12
|
14
|
14
|
|
|
1
|
Based
on average daily shares outstanding. |
2
|
Total
returns would have been lower had certain expenses not been reduced during
the applicable periods. |
3
|
Portfolio
turnover rate excludes securities received or delivered from in-kind
transactions. |
SEE
NOTES TO FINANCIAL STATEMENTS |
ANNUAL | JOHN HANCOCK MULTIFACTOR ETFS |
91
|
MULTIFACTOR
DEVELOPED INTERNATIONAL ETF
Period
ended |
4-30-22
|
4-30-21
|
4-30-20
|
4-30-19
|
4-30-18
|
Per share operating performance |
|
|
|
|
|
Net
asset value, beginning of period |
$33.43
|
$24.33
|
$28.75
|
$30.68
|
$27.17
|
Net
investment income1
|
0.97
|
0.70
|
0.73
|
0.91
|
0.77
|
Net
realized and unrealized gain (loss) on investments |
(3.34)
|
8.99
|
(4.21)
|
(2.31)
|
3.43
|
Total
from investment operations |
(2.37)
|
9.69
|
(3.48)
|
(1.40)
|
4.20
|
Less
distributions |
|
|
|
|
|
From
net investment income |
(1.08)
|
(0.59)
|
(0.94)
|
(0.53)
|
(0.69)
|
Net
asset value, end of period |
$29.98
|
$33.43
|
$24.33
|
$28.75
|
$30.68
|
Total
return (%)2
|
(7.45)
|
40.26
|
(12.57)
|
(4.54)
|
15.64
|
Ratios and supplemental data |
|
|
|
|
|
Net
assets, end of period (in millions) |
$483
|
$485
|
$433
|
$512
|
$68
|
Ratios
(as a percentage of average net assets): |
|
|
|
|
|
Expenses
before reductions |
0.42
|
0.43
|
0.52
|
0.55
|
0.80
|
Expenses
including reductions |
0.39
|
0.39
|
0.45
|
0.45
|
0.45
|
Net
investment income |
2.92
|
2.43
|
2.46
|
3.28
|
2.60
|
Portfolio
turnover (%)3
|
10
|
8
|
10
|
17
|
15
|
|
|
1
|
Based
on average daily shares outstanding. |
2
|
Total
returns would have been lower had certain expenses not been reduced during
the applicable periods. |
3
|
Portfolio
turnover rate excludes securities received or delivered from in-kind
transactions. |
MULTIFACTOR
EMERGING MARKETS ETF
Period
ended |
4-30-22
|
4-30-21
|
4-30-20
|
4-30-191
|
Per share operating performance |
|
|
|
|
Net
asset value, beginning of period |
$31.19
|
$21.61
|
$25.87
|
$25.00
|
Net
investment income2
|
0.72
|
0.50
|
0.66
|
0.14
|
Net
realized and unrealized gain (loss) on investments |
(4.79)
|
9.57
|
(4.29)
|
0.78
|
Total
from investment operations |
(4.07)
|
10.07
|
(3.63)
|
0.92
|
Less
distributions |
|
|
|
|
From
net investment income |
(0.79)
|
(0.49)
|
(0.63)
|
(0.05)
|
Net
asset value, end of period |
$26.33
|
$31.19
|
$21.61
|
$25.87
|
Total
return (%)3
|
(13.33)
|
46.99
|
(14.44)
|
3.714
|
Ratios and supplemental data |
|
|
|
|
Net
assets, end of period (in millions) |
$661
|
$736
|
$685
|
$818
|
Ratios
(as a percentage of average net assets): |
|
|
|
|
Expenses
before reductions |
0.56
|
0.55
|
0.67
|
0.715
|
Expenses
including reductions |
0.49
|
0.49
|
0.55
|
0.555
|
Net
investment income |
2.43
|
1.89
|
2.69
|
0.975
|
Portfolio
turnover (%)6
|
12
|
25
|
22
|
3
|
|
|
1
|
Period
from 9-27-18 (commencement of operations) to 4-30-19. |
2
|
Based
on average daily shares outstanding. |
3
|
Total
returns would have been lower had certain expenses not been reduced during
the applicable periods. |
4
|
Not
annualized. |
5
|
Annualized.
|
6
|
Portfolio
turnover rate excludes securities received or delivered from in-kind
transactions. |
92
|
JOHN
HANCOCK MULTIFACTOR ETFS | ANNUAL |
SEE
NOTES TO FINANCIAL STATEMENTS |
MULTIFACTOR
ENERGY ETF
Period
ended |
4-30-22
|
4-30-21
|
4-30-20
|
4-30-19
|
4-30-18
|
Per share operating performance |
|
|
|
|
|
Net
asset value, beginning of period |
$19.04
|
$13.90
|
$26.78
|
$31.39
|
$27.42
|
Net
investment income1
|
0.64
|
0.43
|
1.352
|
0.51
|
0.663
|
Net
realized and unrealized gain (loss) on investments |
11.46
|
5.20
|
(12.80)
|
(4.59)
|
3.85
|
Total
from investment operations |
12.10
|
5.63
|
(11.45)
|
(4.08)
|
4.51
|
Less
distributions |
|
|
|
|
|
From
net investment income |
(0.57)
|
(0.49)
|
(1.43)
|
(0.53)
|
(0.54)
|
Net
asset value, end of period |
$30.57
|
$19.04
|
$13.90
|
$26.78
|
$31.39
|
Total
return (%)4
|
64.77
|
41.67
|
(44.93)
|
(12.84)
|
16.69
|
Ratios and supplemental data |
|
|
|
|
|
Net
assets, end of period (in millions) |
$31
|
$21
|
$15
|
$26
|
$37
|
Ratios
(as a percentage of average net assets): |
|
|
|
|
|
Expenses
before reductions |
0.93
|
1.18
|
1.05
|
0.86
|
1.07
|
Expenses
including reductions |
0.40
|
0.40
|
0.40
|
0.48
|
0.50
|
Net
investment income |
2.71
|
2.91
|
6.382
|
1.72
|
2.353
|
Portfolio
turnover (%)5
|
18
|
37
|
22
|
25
|
16
|
|
|
1
|
Based
on average daily shares outstanding. |
2
|
Net
investment income (loss) per share and ratio of net investment income
(loss) to average net assets reflect a special dividend received by the
fund, which amounted to $0.82 and 3.84%, respectively. |
3
|
Net
investment income (loss) per share and ratio of net investment income
(loss) to average net assets reflect a special dividend received by the
fund, which amounted to $0.16 and 0.58%, respectively. |
4
|
Total
returns would have been lower had certain expenses not been reduced during
the applicable periods. |
5
|
Portfolio
turnover rate excludes securities received or delivered from in-kind
transactions. |
MULTIFACTOR
FINANCIALS ETF
Period
ended |
4-30-22
|
4-30-21
|
4-30-20
|
4-30-19
|
4-30-18
|
Per share operating performance |
|
|
|
|
|
Net
asset value, beginning of period |
$50.38
|
$31.30
|
$38.10
|
$36.86
|
$31.48
|
Net
investment income1
|
0.76
|
0.69
|
0.70
|
0.57
|
0.45
|
Net
realized and unrealized gain (loss) on investments |
(3.66)
|
19.11
|
(6.64)
|
1.21
|
5.30
|
Total
from investment operations |
(2.90)
|
19.80
|
(5.94)
|
1.78
|
5.75
|
Less
distributions |
|
|
|
|
|
From
net investment income |
(0.86)
|
(0.72)
|
(0.86)
|
(0.54)
|
(0.37)
|
Net
asset value, end of period |
$46.62
|
$50.38
|
$31.30
|
$38.10
|
$36.86
|
Total
return (%)2
|
(5.92)
|
64.14
|
(16.06)
|
5.15
|
18.33
|
Ratios and supplemental data |
|
|
|
|
|
Net
assets, end of period (in millions) |
$26
|
$37
|
$30
|
$48
|
$69
|
Ratios
(as a percentage of average net assets): |
|
|
|
|
|
Expenses
before reductions |
0.76
|
0.81
|
0.72
|
0.66
|
0.75
|
Expenses
including reductions |
0.40
|
0.40
|
0.40
|
0.47
|
0.50
|
Net
investment income |
1.46
|
1.82
|
1.86
|
1.57
|
1.26
|
Portfolio
turnover (%)3
|
7
|
11
|
10
|
9
|
8
|
|
|
1
|
Based
on average daily shares outstanding. |
2
|
Total
returns would have been lower had certain expenses not been reduced during
the applicable periods. |
3
|
Portfolio
turnover rate excludes securities received or delivered from in-kind
transactions. |
SEE
NOTES TO FINANCIAL STATEMENTS |
ANNUAL | JOHN HANCOCK MULTIFACTOR ETFS |
93
|
MULTIFACTOR
HEALTHCARE ETF
Period
ended |
4-30-22
|
4-30-21
|
4-30-20
|
4-30-19
|
4-30-18
|
Per share operating performance |
|
|
|
|
|
Net
asset value, beginning of period |
$46.40
|
$36.93
|
$33.33
|
$31.14
|
$28.59
|
Net
investment income1
|
0.37
|
0.75
|
0.60
|
0.73
|
0.24
|
Net
realized and unrealized gain (loss) on investments |
0.23
|
9.81
|
3.91
|
1.71
|
2.62
|
Total
from investment operations |
0.60
|
10.56
|
4.51
|
2.44
|
2.86
|
Less
distributions |
|
|
|
|
|
From
net investment income |
(0.38)
|
(1.09)
|
(0.91)
|
(0.25)
|
(0.31)
|
Net
asset value, end of period |
$46.62
|
$46.40
|
$36.93
|
$33.33
|
$31.14
|
Total
return (%)2
|
1.23
|
29.08
|
13.70
|
7.89
|
10.04
|
Ratios and supplemental data |
|
|
|
|
|
Net
assets, end of period (in millions) |
$41
|
$52
|
$43
|
$54
|
$41
|
Ratios
(as a percentage of average net assets): |
|
|
|
|
|
Expenses
before reductions |
0.66
|
0.67
|
0.68
|
0.66
|
0.86
|
Expenses
including reductions |
0.40
|
0.40
|
0.40
|
0.46
|
0.50
|
Net
investment income |
0.76
|
1.82
|
1.72
|
2.18
|
0.79
|
Portfolio
turnover (%)3
|
47
|
11
|
10
|
21
|
11
|
|
|
1
|
Based
on average daily shares outstanding. |
2
|
Total
returns would have been lower had certain expenses not been reduced during
the applicable periods. |
3
|
Portfolio
turnover rate excludes securities received or delivered from in-kind
transactions. |
MULTIFACTOR
INDUSTRIALS ETF
Period
ended |
4-30-22
|
4-30-21
|
4-30-20
|
4-30-19
|
4-30-18
|
Per share operating performance |
|
|
|
|
|
Net
asset value, beginning of period |
$51.47
|
$31.78
|
$37.41
|
$33.75
|
$30.40
|
Net
investment income1
|
0.49
|
0.42
|
0.52
|
0.59
|
0.33
|
Net
realized and unrealized gain (loss) on investments |
(3.70)
|
19.70
|
(5.64)
|
3.69
|
3.33
|
Total
from investment operations |
(3.21)
|
20.12
|
(5.12)
|
4.28
|
3.66
|
Less
distributions |
|
|
|
|
|
From
net investment income |
(0.50)
|
(0.43)
|
(0.51)
|
(0.62)
|
(0.31)
|
Net
asset value, end of period |
$47.76
|
$51.47
|
$31.78
|
$37.41
|
$33.75
|
Total
return (%)2
|
(6.34)
|
63.78
|
(13.92)
|
13.16
|
12.04
|
Ratios and supplemental data |
|
|
|
|
|
Net
assets, end of period (in millions) |
$16
|
$51
|
$22
|
$32
|
$32
|
Ratios
(as a percentage of average net assets): |
|
|
|
|
|
Expenses
before reductions |
0.93
|
0.73
|
0.86
|
0.90
|
0.98
|
Expenses
including reductions |
0.40
|
0.40
|
0.40
|
0.47
|
0.50
|
Net
investment income |
0.93
|
1.01
|
1.42
|
1.70
|
0.98
|
Portfolio
turnover (%)3
|
36
|
13
|
21
|
49
|
3
|
|
|
1
|
Based
on average daily shares outstanding. |
2
|
Total
returns would have been lower had certain expenses not been reduced during
the applicable periods. |
3
|
Portfolio
turnover rate excludes securities received or delivered from in-kind
transactions. |
94
|
JOHN
HANCOCK MULTIFACTOR ETFS | ANNUAL |
SEE
NOTES TO FINANCIAL STATEMENTS |
MULTIFACTOR
LARGE CAP ETF
Period
ended |
4-30-22
|
4-30-21
|
4-30-20
|
4-30-19
|
4-30-18
|
Per share operating performance |
|
|
|
|
|
Net
asset value, beginning of period |
$53.37
|
$36.16
|
$37.97
|
$34.52
|
$31.09
|
Net
investment income1
|
0.63
|
0.66
|
0.73
|
0.70
|
0.51
|
Net
realized and unrealized gain (loss) on investments |
(1.15)
|
17.30
|
(1.83)
|
3.25
|
3.42
|
Total
from investment operations |
(0.52)
|
17.96
|
(1.10)
|
3.95
|
3.93
|
Less
distributions |
|
|
|
|
|
From
net investment income |
(0.64)
|
(0.75)
|
(0.71)
|
(0.50)
|
(0.50)
|
Net
asset value, end of period |
$52.21
|
$53.37
|
$36.16
|
$37.97
|
$34.52
|
Total
return (%)2
|
(1.06)
|
50.22
|
(3.04)
|
11.74
|
12.69
|
Ratios and supplemental data |
|
|
|
|
|
Net
assets, end of period (in millions) |
$782
|
$706
|
$789
|
$922
|
$401
|
Ratios
(as a percentage of average net assets): |
|
|
|
|
|
Expenses
before reductions |
0.32
|
0.31
|
0.34
|
0.35
|
0.40
|
Expenses
including reductions |
0.29
|
0.29
|
0.33
|
0.34
|
0.35
|
Net
investment income |
1.12
|
1.50
|
1.92
|
1.96
|
1.53
|
Portfolio
turnover (%)3
|
4
|
7
|
6
|
6
|
5
|
|
|
1
|
Based
on average daily shares outstanding. |
2
|
Total
returns would have been lower had certain expenses not been reduced during
the applicable periods. |
3
|
Portfolio
turnover rate excludes securities received or delivered from in-kind
transactions. |
MULTIFACTOR
MATERIALS ETF
Period
ended |
4-30-22
|
4-30-21
|
4-30-20
|
4-30-19
|
4-30-18
|
Per share operating performance |
|
|
|
|
|
Net
asset value, beginning of period |
$46.90
|
$28.14
|
$32.51
|
$34.00
|
$30.85
|
Net
investment income1
|
0.71
|
0.63
|
0.58
|
0.55
|
0.44
|
Net
realized and unrealized gain (loss) on investments |
1.71
|
18.74
|
(4.31)
|
(1.54)
|
3.13
|
Total
from investment operations |
2.42
|
19.37
|
(3.73)
|
(0.99)
|
3.57
|
Less
distributions |
|
|
|
|
|
From
net investment income |
(0.73)
|
(0.61)
|
(0.64)
|
(0.50)
|
(0.42)
|
Net
asset value, end of period |
$48.59
|
$46.90
|
$28.14
|
$32.51
|
$34.00
|
Total
return (%)2
|
5.19
|
69.61
|
(11.77)
|
(2.76)
|
11.62
|
Ratios and supplemental data |
|
|
|
|
|
Net
assets, end of period (in millions) |
$18
|
$27
|
$17
|
$23
|
$23
|
Ratios
(as a percentage of average net assets): |
|
|
|
|
|
Expenses
before reductions |
0.98
|
0.92
|
1.01
|
1.01
|
1.05
|
Expenses
including reductions |
0.40
|
0.40
|
0.40
|
0.47
|
0.50
|
Net
investment income |
1.47
|
1.71
|
1.82
|
1.68
|
1.32
|
Portfolio
turnover (%)3
|
18
|
16
|
20
|
46
|
10
|
|
|
1
|
Based
on average daily shares outstanding. |
2
|
Total
returns would have been lower had certain expenses not been reduced during
the applicable periods. |
3
|
Portfolio
turnover rate excludes securities received or delivered from in-kind
transactions. |
SEE
NOTES TO FINANCIAL STATEMENTS |
ANNUAL | JOHN HANCOCK MULTIFACTOR ETFS |
95
|
MULTIFACTOR
MEDIA AND COMMUNICATIONS ETF
Period
ended |
4-30-22
|
4-30-21
|
4-30-20
|
4-30-191
|
Per share operating performance |
|
|
|
|
Net
asset value, beginning of period |
$38.59
|
$25.12
|
$26.51
|
$25.00
|
Net
investment income2
|
0.33
|
0.29
|
0.29
|
0.04
|
Net
realized and unrealized gain (loss) on investments |
(10.74)
|
13.45
|
(1.48)
|
1.47
|
Total
from investment operations |
(10.41)
|
13.74
|
(1.19)
|
1.51
|
Less
distributions |
|
|
|
|
From
net investment income |
(0.33)
|
(0.27)
|
(0.20)
|
—
|
Net
asset value, end of period |
$27.85
|
$38.59
|
$25.12
|
$26.51
|
Total
return (%)3
|
(27.19)
|
55.00
|
(4.60)
|
6.054
|
Ratios and supplemental data |
|
|
|
|
Net
assets, end of period (in millions) |
$15
|
$31
|
$22
|
$24
|
Ratios
(as a percentage of average net assets): |
|
|
|
|
Expenses
before reductions |
0.95
|
0.77
|
1.02
|
2.985
|
Expenses
including reductions |
0.40
|
0.40
|
0.40
|
0.405
|
Net
investment income |
0.91
|
0.91
|
1.07
|
1.295
|
Portfolio
turnover (%)6
|
17
|
20
|
19
|
0
|
|
|
1
|
Period
from 3-12-19 (commencement of operations) to 4-30-19. |
2
|
Based
on average daily shares outstanding. |
3
|
Total
returns would have been lower had certain expenses not been reduced during
the applicable periods. |
4
|
Not
annualized. |
5
|
Annualized.
|
6
|
Portfolio
turnover rate excludes securities received or delivered from in-kind
transactions. |
MULTIFACTOR
MID CAP ETF
Period
ended |
4-30-22
|
4-30-21
|
4-30-20
|
4-30-19
|
4-30-18
|
Per share operating performance |
|
|
|
|
|
Net
asset value, beginning of period |
$51.54
|
$32.39
|
$36.60
|
$34.04
|
$30.65
|
Net
investment income1
|
0.44
|
0.39
|
0.48
|
0.53
|
0.34
|
Net
realized and unrealized gain (loss) on investments |
(2.83)
|
19.23
|
(4.29)
|
2.44
|
3.36
|
Total
from investment operations |
(2.39)
|
19.62
|
(3.81)
|
2.97
|
3.70
|
Less
distributions |
|
|
|
|
|
From
net investment income |
(0.40)
|
(0.47)
|
(0.40)
|
(0.41)
|
(0.31)
|
Net
asset value, end of period |
$48.75
|
$51.54
|
$32.39
|
$36.60
|
$34.04
|
Total
return (%)2
|
(4.72)
|
61.03
|
(10.56)
|
8.98
|
12.11
|
Ratios and supplemental data |
|
|
|
|
|
Net
assets, end of period (in millions) |
$2,411
|
$2,163
|
$1,331
|
$1,030
|
$332
|
Ratios
(as a percentage of average net assets): |
|
|
|
|
|
Expenses
before reductions |
0.42
|
0.42
|
0.43
|
0.45
|
0.52
|
Expenses
including reductions |
0.41
|
0.41
|
0.42
|
0.44
|
0.45
|
Net
investment income |
0.84
|
0.96
|
1.33
|
1.53
|
1.03
|
Portfolio
turnover (%)3
|
10
|
20
|
11
|
13
|
11
|
|
|
1
|
Based
on average daily shares outstanding. |
2
|
Total
returns would have been lower had certain expenses not been reduced during
the applicable periods. |
3
|
Portfolio
turnover rate excludes securities received or delivered from in-kind
transactions. |
96
|
JOHN
HANCOCK MULTIFACTOR ETFS | ANNUAL |
SEE
NOTES TO FINANCIAL STATEMENTS |
MULTIFACTOR
SMALL CAP ETF
Period
ended |
4-30-22
|
4-30-21
|
4-30-20
|
4-30-19
|
4-30-181
|
Per share operating performance |
|
|
|
|
|
Net
asset value, beginning of period |
$35.30
|
$21.77
|
$26.89
|
$25.69
|
$25.00
|
Net
investment income2
|
0.31
|
0.36
|
0.33
|
0.29
|
0.13
|
Net
realized and unrealized gain (loss) on investments |
(3.23)
|
13.51
|
(5.13)
|
1.16
|
0.56
|
Total
from investment operations |
(2.92)
|
13.87
|
(4.80)
|
1.45
|
0.69
|
Less
distributions |
|
|
|
|
|
From
net investment income |
(0.39)
|
(0.34)
|
(0.32)
|
(0.25)
|
—
|
Net
asset value, end of period |
$31.99
|
$35.30
|
$21.77
|
$26.89
|
$25.69
|
Total
return (%)3
|
(8.39)
|
64.17
|
(18.07)
|
5.71
|
2.774
|
Ratios and supplemental data |
|
|
|
|
|
Net
assets, end of period (in millions) |
$377
|
$426
|
$463
|
$439
|
$39
|
Ratios
(as a percentage of average net assets): |
|
|
|
|
|
Expenses
before reductions |
0.45
|
0.45
|
0.55
|
0.60
|
0.905,6
|
Expenses
including reductions |
0.42
|
0.42
|
0.49
|
0.50
|
0.515,6
|
Net
investment income |
0.90
|
1.31
|
1.30
|
1.13
|
1.055
|
Portfolio
turnover (%)7
|
40
|
56
|
36
|
33
|
17
|
|
|
1
|
Period
from 11-8-17 (commencement of operations) to 4-30-18. |
2
|
Based
on average daily shares outstanding. |
3
|
Total
returns would have been lower had certain expenses not been reduced during
the applicable periods. |
4
|
Not
annualized. |
5
|
Annualized.
|
6
|
Certain
expenses are presented unannualized due to the short reporting period.
|
7
|
Portfolio
turnover rate excludes securities received or delivered from in-kind
transactions. |
MULTIFACTOR
TECHNOLOGY ETF
Period
ended |
4-30-22
|
4-30-21
|
4-30-20
|
4-30-19
|
4-30-18
|
Per share operating performance |
|
|
|
|
|
Net
asset value, beginning of period |
$84.81
|
$53.33
|
$50.65
|
$42.87
|
$35.10
|
Net
investment income1
|
0.41
|
0.54
|
0.69
|
0.43
|
0.28
|
Net
realized and unrealized gain (loss) on investments |
(5.61)
|
31.66
|
2.66
|
7.72
|
7.77
|
Total
from investment operations |
(5.20)
|
32.20
|
3.35
|
8.15
|
8.05
|
Less
distributions |
|
|
|
|
|
From
net investment income |
(0.44)
|
(0.72)
|
(0.67)
|
(0.37)
|
(0.28)
|
Net
asset value, end of period |
$79.17
|
$84.81
|
$53.33
|
$50.65
|
$42.87
|
Total
return (%)2
|
(6.23)
|
60.79
|
6.65
|
19.25
|
23.02
|
Ratios and supplemental data |
|
|
|
|
|
Net
assets, end of period (in millions) |
$55
|
$57
|
$36
|
$62
|
$63
|
Ratios
(as a percentage of average net assets): |
|
|
|
|
|
Expenses
before reductions |
0.59
|
0.67
|
0.66
|
0.64
|
0.74
|
Expenses
including reductions |
0.40
|
0.40
|
0.40
|
0.47
|
0.50
|
Net
investment income |
0.44
|
0.76
|
1.35
|
0.96
|
0.70
|
Portfolio
turnover (%)3
|
23
|
12
|
21
|
27
|
7
|
|
|
1
|
Based
on average daily shares outstanding. |
2
|
Total
returns would have been lower had certain expenses not been reduced during
the applicable periods. |
3
|
Portfolio
turnover rate excludes securities received or delivered from in-kind
transactions. |
SEE
NOTES TO FINANCIAL STATEMENTS |
ANNUAL | JOHN HANCOCK MULTIFACTOR ETFS |
97
|
MULTIFACTOR
UTILITIES ETF
Period
ended |
4-30-22
|
4-30-21
|
4-30-20
|
4-30-19
|
4-30-18
|
Per share operating performance |
|
|
|
|
|
Net
asset value, beginning of period |
$33.37
|
$29.26
|
$31.68
|
$27.45
|
$27.02
|
Net
investment income1
|
0.85
|
0.88
|
0.87
|
0.84
|
0.77
|
Net
realized and unrealized gain (loss) on investments |
3.11
|
4.23
|
(2.40)
|
4.05
|
0.34
|
Total
from investment operations |
3.96
|
5.11
|
(1.53)
|
4.89
|
1.11
|
Less
distributions |
|
|
|
|
|
From
net investment income |
(0.91)
|
(1.00)
|
(0.89)
|
(0.66)
|
(0.68)
|
Net
asset value, end of period |
$36.42
|
$33.37
|
$29.26
|
$31.68
|
$27.45
|
Total
return (%)2
|
12.15
|
18.01
|
(5.16)
|
18.21
|
4.14
|
Ratios and supplemental data |
|
|
|
|
|
Net
assets, end of period (in millions) |
$19
|
$17
|
$25
|
$29
|
$18
|
Ratios
(as a percentage of average net assets): |
|
|
|
|
|
Expenses
before reductions |
1.11
|
0.94
|
0.77
|
0.87
|
1.16
|
Expenses
including reductions |
0.40
|
0.40
|
0.40
|
0.46
|
0.50
|
Net
investment income |
2.49
|
2.89
|
2.66
|
2.86
|
2.78
|
Portfolio
turnover (%)3
|
14
|
17
|
11
|
19
|
12
|
|
|
1
|
Based
on average daily shares outstanding. |
2
|
Total
returns would have been lower had certain expenses not been reduced during
the applicable periods. |
3
|
Portfolio
turnover rate excludes securities received or delivered from in-kind
transactions. |
98
|
JOHN
HANCOCK MULTIFACTOR ETFS | ANNUAL |
SEE
NOTES TO FINANCIAL STATEMENTS |
Notes
to financial statements
Note
1—Organization
John
Hancock Exchange-Traded Fund Trust (the Trust) is an open-end management
investment company organized as a Massachusetts business trust. The Trust is
registered under the Investment Company Act of 1940, as amended (the 1940 Act).
It is a series company with multiple investment series, fifteen of which are
presented in this report (the funds).
The
investment objective of each fund is to seek to provide investment results that
closely correspond, before fees and expenses, to the performance of their
respective Index as listed below:
Fund
|
Index
|
Multifactor
Consumer Discretionary ETF |
John
Hancock Dimensional Consumer Discretionary Index |
Multifactor
Consumer Staples ETF |
John
Hancock Dimensional Consumer Staples Index |
Multifactor
Developed International ETF |
John
Hancock Dimensional Developed International Index |
Multifactor
Emerging Markets ETF |
John
Hancock Dimensional Emerging Markets Index |
Multifactor
Energy ETF |
John
Hancock Dimensional Energy Index |
Multifactor
Financials ETF |
John
Hancock Dimensional Financials Index |
Multifactor
Healthcare ETF |
John
Hancock Dimensional Healthcare Index |
Multifactor
Industrials ETF |
John
Hancock Dimensional Industrials Index |
Multifactor
Large Cap ETF |
John
Hancock Dimensional Large Cap Index |
Multifactor
Materials ETF |
John
Hancock Dimensional Materials Index |
Multifactor
Media and Communications ETF |
John
Hancock Dimensional Media and Communications Index |
Multifactor
Mid Cap ETF |
John
Hancock Dimensional Mid Cap Index |
Multifactor
Small Cap ETF |
John
Hancock Dimensional Small Cap Index |
Multifactor
Technology ETF |
John
Hancock Dimensional Technology Index |
Multifactor
Utilities ETF |
John
Hancock Dimensional Utilities Index |
Note
2—Significant accounting policies
The
financial statements have been prepared in conformity with accounting principles
generally accepted in the United States of America (US GAAP), which require
management to make certain estimates and assumptions as of the date of the
financial statements. Actual results could differ from those estimates and those
differences could be significant. The funds qualify as investment companies
under Topic 946 of Accounting Standards Codification of US GAAP.
Events
or transactions occurring after the end of the fiscal period through the date
that the financial statements were issued have been evaluated in the preparation
of the financial statements. The following summarizes the significant accounting
policies of the funds:
Security
valuation. Investments are stated at value as
of the scheduled close of regular trading on the New York Stock Exchange (NYSE),
normally at 4:00 P.M., Eastern Time. In case of emergency or other disruption
resulting in the NYSE not opening for trading or the NYSE closing at a time
other than the regularly scheduled close, the net asset value (NAV) may be
determined as of the regularly scheduled close of the NYSE pursuant to the
funds’ Valuation Policies and Procedures.
In
order to value the securities, the funds use the following valuation techniques:
Equity securities, including exchange-traded funds and closed-end funds, held by
the funds are typically valued at the last sale price or official closing price
on the exchange or principal market where the security trades. In the event
there were no sales during the day or closing prices are not available, the
securities are valued using the last available bid price. Investments in
open-end mutual funds, including John Hancock Collateral Trust (JHCT), are
valued at their respective NAVs each business day. Foreign securities and
currencies are valued in U.S. dollars based on foreign currency exchange rates
supplied by an independent pricing vendor valued at London close.
In
certain instances, the Pricing Committee may determine to value equity
securities using prices obtained from another exchange or market if trading on
the exchange or market on which prices are typically obtained did not open for
trading as scheduled, or if trading closed earlier than scheduled, and trading
occurred as normal on another exchange or market.
Other
portfolio securities and assets, for which reliable market quotations are not
readily available, are valued at fair value as determined in good faith by the
funds’ Pricing Committee following procedures established by the Board of
Trustees. The frequency with which these fair valuation procedures are used
cannot be predicted and fair value of securities may differ significantly from
the value that would have been used had a ready market for such securities
existed. Trading in foreign securities may be completed before the scheduled
daily close of trading on the NYSE. Significant events at the issuer or market
level may affect the values of securities between the time when the valuation of
the securities is generally determined and the close of the NYSE. If a
significant event occurs, these securities may be fair valued, as determined in
good faith by the funds’ Pricing Committee, following procedures established by
the Board of Trustees. The funds may use fair value adjustment factors provided
by an independent pricing vendor to value certain foreign securities in order to
adjust for events that may occur between the close of foreign exchanges or
markets and the close of the NYSE.
The
funds use a three-tier hierarchy to prioritize the pricing assumptions, referred
to as inputs, used in valuation techniques to measure fair value. Level 1
includes securities valued using quoted prices in active markets for identical
securities, including registered investment companies. Level 2 includes
securities valued using other significant observable inputs. Observable inputs
may include quoted prices for similar securities, interest rates, prepayment
speeds and credit risk. Prices for securities valued using these inputs are
received from independent pricing vendors and brokers and are based on an
evaluation of the inputs described. Level 3 includes securities valued using
significant unobservable inputs when market prices are not readily available or
reliable, including the funds’ own assumptions in determining
|
ANNUAL
REPORT | JOHN HANCOCK MULTIFACTOR ETFS |
99
|
the
fair value of investments. Factors used in determining value may include market
or issuer specific events or trends, changes in interest rates and credit
quality. The inputs or methodology used for valuing securities are not
necessarily an indication of the risks associated with investing in those
securities. Changes in valuation techniques and related inputs may result in
transfers into or out of an assigned level within the disclosure
hierarchy.
The
following is a summary of the values by input classification of the funds’
investments as of April 30, 2022, by major security category or type:
|
Total value
at 4-30-22 |
Level
1 quoted price |
Level
2 significant observable inputs |
Level
3 significant unobservable inputs |
Multifactor
Consumer Discretionary ETF |
|
|
|
|
Investments
in securities: |
|
|
|
|
Assets
|
|
|
|
|
Common
stocks |
$16,059,355 |
$16,059,355 |
—
|
—
|
Short-term
investments |
81,608 |
81,608 |
—
|
—
|
Total
investments in securities |
$16,140,963 |
$16,140,963 |
—
|
—
|
|
Multifactor
Consumer Staples ETF |
|
|
|
|
Investments
in securities: |
|
|
|
|
Assets
|
|
|
|
|
Common
stocks |
$37,623,263 |
$37,623,263 |
—
|
—
|
Short-term
investments |
68,033 |
68,033 |
—
|
—
|
Total
investments in securities |
$37,691,296 |
$37,691,296 |
—
|
—
|
|
Multifactor
Developed International ETF |
|
|
|
|
Investments
in securities: |
|
|
|
|
Assets
|
|
|
|
|
Common
stocks |
|
|
|
|
Australia
|
$33,742,572 |
$33,742,572 |
—
|
—
|
Austria
|
1,010,619 |
1,010,619 |
—
|
—
|
Belgium
|
4,597,253 |
4,597,253 |
—
|
—
|
Chile
|
535,425 |
535,425 |
—
|
—
|
Denmark
|
12,590,869 |
12,590,869 |
—
|
—
|
Finland
|
6,882,105 |
6,882,105 |
—
|
—
|
France
|
54,618,261 |
54,618,261 |
—
|
—
|
Germany
|
38,973,353 |
38,973,353 |
—
|
—
|
Hong
Kong |
12,938,454 |
12,938,454 |
—
|
—
|
Ireland
|
5,004,409 |
5,004,409 |
—
|
—
|
Israel
|
2,157,376 |
2,157,376 |
—
|
—
|
Italy
|
11,070,106 |
11,070,106 |
—
|
—
|
Japan
|
103,905,157 |
103,905,157 |
—
|
—
|
Luxembourg
|
2,494,514 |
2,494,514 |
—
|
—
|
Macau
|
124,103 |
124,103 |
—
|
—
|
Malaysia
|
72,998 |
72,998 |
—
|
—
|
Mexico
|
99,104 |
99,104 |
—
|
—
|
Netherlands
|
20,274,812 |
20,274,812 |
—
|
—
|
New
Zealand |
748,302 |
748,302 |
—
|
—
|
Norway
|
3,349,502 |
3,349,502 |
—
|
—
|
Portugal
|
806,214 |
806,214 |
—
|
—
|
Singapore
|
7,599,011 |
7,599,011 |
—
|
—
|
Spain
|
13,845,582 |
13,845,582 |
—
|
—
|
Sweden
|
15,466,287 |
15,466,287 |
—
|
—
|
Switzerland
|
49,486,963 |
49,486,963 |
—
|
—
|
United
Arab Emirates |
52 |
—
|
$52 |
—
|
United
Kingdom |
71,647,076 |
71,647,076 |
—
|
—
|
United
States |
63,057 |
63,057 |
—
|
—
|
Preferred
securities |
3,206,422 |
3,206,422 |
—
|
—
|
Short-term
investments |
11,698,442 |
11,698,442 |
—
|
—
|
Total
investments in securities |
$489,008,400 |
$489,008,348 |
$52 |
—
|
|
100
|
JOHN
HANCOCK MULTIFACTOR ETFS | ANNUAL REPORT |
|
|
Total value
at 4-30-22 |
Level
1 quoted price |
Level
2 significant observable inputs |
Level
3 significant unobservable inputs |
Multifactor
Emerging Markets ETF |
|
|
|
|
Investments
in securities: |
|
|
|
|
Assets
|
|
|
|
|
Common
stocks |
|
|
|
|
Brazil
|
$28,386,524 |
$28,386,524 |
—
|
—
|
Chile
|
2,469,737 |
2,469,737 |
—
|
—
|
China
|
155,536,539 |
155,536,539 |
—
|
—
|
Hong
Kong |
10,701,258 |
10,701,258 |
—
|
—
|
India
|
127,874,562 |
127,874,562 |
—
|
—
|
Indonesia
|
15,684,927 |
15,684,927 |
—
|
—
|
Malaysia
|
13,194,658 |
13,194,658 |
—
|
—
|
Mexico
|
17,390,532 |
17,390,532 |
—
|
—
|
Philippines
|
7,062,930 |
7,062,930 |
—
|
—
|
Poland
|
5,523,202 |
5,523,202 |
—
|
—
|
Romania
|
249,878 |
249,878 |
—
|
—
|
Russia
|
1,660,008 |
—
|
—
|
$1,660,008 |
Saudi
Arabia |
25,720,868 |
25,720,868 |
—
|
—
|
South
Africa |
30,748,792 |
30,748,792 |
—
|
—
|
South
Korea |
83,527,679 |
83,527,679 |
—
|
—
|
Taiwan
|
105,348,568 |
105,348,568 |
—
|
—
|
Thailand
|
14,607,335 |
14,607,335 |
—
|
—
|
Turkey
|
2,260,654 |
2,260,654 |
—
|
—
|
United
Kingdom |
67,581 |
67,581 |
—
|
—
|
United
States |
983,512 |
983,512 |
—
|
—
|
Preferred
securities |
11,169,468 |
11,169,468 |
—
|
—
|
Warrants
|
281 |
—
|
$281 |
—
|
Short-term
investments |
3,804,687 |
3,804,687 |
—
|
—
|
Total
investments in securities |
$663,974,180 |
$662,313,891 |
$281 |
$1,660,008 |
|
Multifactor
Energy ETF |
|
|
|
|
Investments
in securities: |
|
|
|
|
Assets
|
|
|
|
|
Common
stocks |
$30,518,875 |
$30,518,875 |
—
|
—
|
Short-term
investments |
84,093 |
84,093 |
—
|
—
|
Total
investments in securities |
$30,602,968 |
$30,602,968 |
—
|
—
|
|
Multifactor
Financials ETF |
|
|
|
|
Investments
in securities: |
|
|
|
|
Assets
|
|
|
|
|
Common
stocks |
$25,612,148 |
$25,612,148 |
—
|
—
|
Short-term
investments |
146,212 |
146,212 |
—
|
—
|
Total
investments in securities |
$25,758,360 |
$25,758,360 |
—
|
—
|
|
Multifactor
Healthcare ETF |
|
|
|
|
Investments
in securities: |
|
|
|
|
Assets
|
|
|
|
|
Common
stocks |
$41,005,414 |
$41,005,414 |
—
|
—
|
Short-term
investments |
58,371 |
58,371 |
—
|
—
|
Total
investments in securities |
$41,063,785 |
$41,063,785 |
—
|
—
|
|
Multifactor
Industrials ETF |
|
|
|
|
Investments
in securities: |
|
|
|
|
Assets
|
|
|
|
|
Common
stocks |
$15,751,642 |
$15,751,642 |
—
|
—
|
|
ANNUAL
REPORT | JOHN HANCOCK MULTIFACTOR ETFS |
101
|
|
Total value
at 4-30-22 |
Level
1 quoted price |
Level
2 significant observable inputs |
Level
3 significant unobservable inputs |
Multifactor
Industrials ETF (continued) |
|
|
|
|
Short-term
investments |
$64,780 |
$64,780 |
—
|
—
|
Total
investments in securities |
$15,816,422 |
$15,816,422 |
—
|
—
|
|
Multifactor
Large Cap ETF |
|
|
|
|
Investments
in securities: |
|
|
|
|
Assets
|
|
|
|
|
Common
stocks |
$781,157,581 |
$781,157,581 |
—
|
—
|
Short-term
investments |
949,947 |
949,947 |
—
|
—
|
Total
investments in securities |
$782,107,528 |
$782,107,528 |
—
|
—
|
|
Multifactor
Materials ETF |
|
|
|
|
Investments
in securities: |
|
|
|
|
Assets
|
|
|
|
|
Common
stocks |
$18,452,841 |
$18,452,841 |
—
|
—
|
Short-term
investments |
63,178 |
63,178 |
—
|
—
|
Total
investments in securities |
$18,516,019 |
$18,516,019 |
—
|
—
|
|
Multifactor
Media and Communications ETF |
|
|
|
|
Investments
in securities: |
|
|
|
|
Assets
|
|
|
|
|
Common
stocks |
$15,032,638 |
$15,032,638 |
—
|
—
|
Short-term
investments |
44,336 |
44,336 |
—
|
—
|
Total
investments in securities |
$15,076,974 |
$15,076,974 |
—
|
—
|
|
Multifactor
Mid Cap ETF |
|
|
|
|
Investments
in securities: |
|
|
|
|
Assets
|
|
|
|
|
Common
stocks |
$2,407,968,788 |
$2,407,968,788 |
—
|
—
|
Short-term
investments |
10,684,271 |
10,684,271 |
—
|
—
|
Total
investments in securities |
$2,418,653,059 |
$2,418,653,059 |
—
|
—
|
|
Multifactor
Small Cap ETF |
|
|
|
|
Investments
in securities: |
|
|
|
|
Assets
|
|
|
|
|
Common
stocks |
$376,248,689 |
$376,248,689 |
—
|
—
|
Short-term
investments |
1,344,031 |
1,344,031 |
—
|
—
|
Total
investments in securities |
$377,592,720 |
$377,592,720 |
—
|
—
|
|
Multifactor
Technology ETF |
|
|
|
|
Investments
in securities: |
|
|
|
|
Assets
|
|
|
|
|
Common
stocks |
$54,595,900 |
$54,595,900 |
—
|
—
|
Short-term
investments |
333,483 |
333,483 |
—
|
—
|
Total
investments in securities |
$54,929,383 |
$54,929,383 |
—
|
—
|
|
Multifactor
Utilities ETF |
|
|
|
|
Investments
in securities: |
|
|
|
|
Assets
|
|
|
|
|
Common
stocks |
$19,284,047 |
$19,284,047 |
—
|
—
|
Short-term
investments |
59,454 |
59,454 |
—
|
—
|
Total
investments in securities |
$19,343,501 |
$19,343,501 |
—
|
—
|
102
|
JOHN
HANCOCK MULTIFACTOR ETFS | ANNUAL REPORT |
|
Security
transactions and related investment income.
Investment security transactions are accounted for on a trade date plus one
basis for daily NAV calculations. However, for financial reporting purposes,
investment transactions are reported on trade date. Interest income is accrued
as earned. Capital gain distributions from underlying funds are recorded on
ex-date. Dividend income is recorded on ex-date, except for dividends of certain
foreign securities where the dividend may not be known until after the ex-date.
In those cases, dividend income, net of withholding taxes, is recorded when the
fund becomes aware of the dividends. Non-cash dividends, if any, are recorded at
the fair market value of the securities received. Gains and losses on securities
sold are determined on the basis of identified cost and may include proceeds
from litigation.
Real
estate investment trusts. The funds may invest
in real estate investment trusts (REITs). Distributions from REITs may be
recorded as income and subsequently characterized by the REIT at the end of
their fiscal year as a reduction of cost of investments and/or as a realized
gain. As a result, the funds will estimate the components of distributions from
these securities. Such estimates are revised when the actual components of the
distributions are known.
Securities
lending. The funds may lend their securities
to earn additional income. The funds receive collateral from the borrower in an
amount not less than the market value of the loaned securities. The funds may
invest their cash collateral in JHCT, an affiliate of the funds, which has a
floating NAV and is registered with the Securities and Exchange Commission (SEC)
as an investment company. JHCT invests in short-term money market investments.
Each fund will receive the benefit of any gains and bear any losses generated by
JHCT with respect to the cash collateral. Effective November 19, 2021, JHCT
converted to a prime money market fund.
The
funds have the right to recall loaned securities on demand. If a borrower fails
to return loaned securities when due, then the lending agent is responsible and
indemnifies the funds for the lent securities. The lending agent uses the
collateral received from the borrower to purchase replacement securities of the
same issue, type, class and series of the loaned securities. If the value of the
collateral is less than the purchase cost of replacement securities, the lending
agent is responsible for satisfying the shortfall but only to the extent that
the shortfall is not due to any decrease in the value of JHCT.
Although
the risk of loss on securities lent is mitigated by receiving collateral from
the borrower and through lending agent indemnification, the funds could
experience a delay in recovering securities or could experience a lower than
expected return if the borrower fails to return the securities on a timely
basis. During the existence of the loan, the funds will receive from the
borrower amounts equivalent to any dividends, interest or other distributions on
the loaned securities, as well as interest on such amounts. The funds receive
compensation for lending their securities by retaining a portion of the return
on the investment of the collateral and compensation from fees earned from
borrowers of the securities. Securities lending income received by the funds is
net of fees retained by the securities lending agent. Net income received from
JHCT is a component of securities lending income as recorded on the Statements
of operations.
Obligations
to repay collateral received by the funds are shown on the Statements of assets
and liabilities as Payable upon return of securities loaned and are secured by
the loaned securities. The following table summarizes the values of securities
loaned by the funds and the corresponding cash collateral received at April 30,
2022. In addition, non-cash collateral in the form of U.S. Treasuries was
pledged, as indicated below. This non-cash collateral cannot be sold or
repledged by the funds, and accordingly, is not reflected in the funds’ net
assets.
Fund
|
Market
value of securities on loan |
Cash
collateral received |
Non-cash
collateral |
Multifactor
Consumer Discretionary ETF |
$104,995 |
$13,068 |
$102,256 |
Multifactor
Developed International ETF |
15,654,606 |
10,865,481 |
5,557,382 |
Multifactor
Emerging Markets ETF |
5,117,096 |
2,767,894 |
2,596,984 |
Multifactor
Energy ETF |
51,427 |
— |
54,653 |
Multifactor
Financials ETF |
104,807 |
80,025 |
32,802 |
Multifactor
Large Cap ETF |
838,381 |
472,056 |
431,825 |
Multifactor
Media and Communications ETF |
65,184 |
— |
70,492 |
Multifactor
Mid Cap ETF |
11,553,159 |
7,909,808 |
4,488,855 |
Multifactor
Small Cap ETF |
784,466 |
762,141 |
79,683 |
Multifactor
Technology ETF |
232,857 |
218,311 |
27,970
|
Foreign
investing. Assets, including investments, and
liabilities denominated in foreign currencies are translated into U.S. dollar
values each day at the prevailing exchange rate. Purchases and sales of
securities, income and expenses are translated into U.S. dollars at the
prevailing exchange rate on the date of the transaction. The effect of changes
in foreign currency exchange rates on the value of securities is reflected as a
component of the realized and unrealized gains (losses) on investments. Foreign
investments are subject to a decline in the value of a foreign currency versus
the U.S. dollar, which reduces the dollar value of securities denominated in
that currency.
Funds
that invest internationally generally carry more risk than funds that invest
strictly in U.S. securities. These risks are heightened for investments in
emerging markets. Risks can result from differences in economic and political
conditions, regulations, market practices (including higher transaction costs),
accounting standards and other factors.
There
may be unexpected restrictions on investments or on exposures to investments in
companies located in certain foreign countries, such as China. For example, a
government may restrict investment in companies or industries considered
important to national interests, or intervene in the financial markets, such as
by imposing trading restrictions, or banning or curtailing short selling. As a
result of forced sales of a security, or inability to participate in an
investment the manager otherwise believes is attractive, a fund may incur
losses.
Trading
in certain Chinese securities through Hong Kong Stock Connect or Bond Connect,
mutual market access programs that enable foreign investment in the People’s
Republic of China, is subject to certain restrictions and risks. Securities
offered through these programs may lose purchase eligibility and any changes in
laws, regulations and policies impacting these programs may affect security
prices, which could adversely affect the funds’ performance.
|
ANNUAL
REPORT | JOHN HANCOCK MULTIFACTOR ETFS |
103
|
Foreign
taxes. The funds may be subject to withholding
tax on income, capital gains or repatriations imposed by certain countries, a
portion of which may be recoverable. Foreign taxes are accrued based upon the
funds’ understanding of the tax rules and rates that exist in the foreign
markets in which it invests. Taxes are accrued based on gains realized by the
funds as a result of certain foreign security sales. In certain circumstances,
estimated taxes are accrued based on unrealized appreciation of such securities.
Investment income is recorded net of foreign withholding taxes.
Overdraft. The funds may have the ability to borrow from banks
for temporary or emergency purposes, including meeting redemption requests that
otherwise might require the untimely sale of securities. Pursuant to the funds’
custodian agreement, the custodian may loan money to the funds to make properly
authorized payments. The funds are obligated to repay the custodian for any
overdraft, including any related costs or expenses. The custodian may have a
lien, security interest or security entitlement in any fund property that is not
otherwise segregated or pledged, to the extent of any overdraft, and to the
maximum extent permitted by law.
Line
of credit. The funds and other affiliated
funds have entered into a syndicated line of credit agreement with Citibank,
N.A. as the administrative agent that enables them to participate in a $1
billion unsecured committed line of credit. Excluding commitments designated for
a certain fund and subject to the needs of all other affiliated funds, a fund
can borrow up to an aggregate commitment amount of $750 million, subject to
asset coverage and other limitations as specified in the agreement. Prior to
June 24, 2021, a fund could borrow up to an aggregate commitment amount of $850
million.
A
commitment fee payable at the end of each calendar quarter, based on the average
daily unused portion of each line of credit, is charged to each participating
fund based on a combination of fixed and asset-based allocations and is
reflected in Other expenses on the Statements of operations.
Commitment
fees for the year ended April 30, 2022 were as follows:
Fund
|
Commitment
fee |
Multifactor
Consumer Discretionary ETF |
$3,741 |
Multifactor
Consumer Staples ETF |
3,700 |
Multifactor
Developed International ETF |
5,158 |
Multifactor
Emerging Markets ETF |
5,778 |
Multifactor
Energy ETF |
3,701 |
Multifactor
Financials ETF |
3,744 |
Multifactor
Healthcare ETF |
3,792 |
Multifactor
Industrials ETF |
3,734 |
Multifactor
Large Cap ETF |
5,647 |
Multifactor
Materials ETF |
3,705 |
Multifactor
Media and Communications ETF |
3,707 |
Multifactor
Mid Cap ETF |
10,675 |
Multifactor
Small Cap ETF |
4,828 |
Multifactor
Technology ETF |
3,839 |
Multifactor
Utilities ETF |
3,685 |
Expenses. Within the John Hancock group of funds complex,
expenses that are directly attributable to an individual fund are allocated to
such fund. Expenses that are not readily attributable to a specific fund are
allocated among all funds in an equitable manner, taking into consideration,
among other things, the nature and type of expense and the fund’s relative net
assets. Expense estimates are accrued in the period to which they relate and
adjustments are made when actual amounts are known.
Federal
income taxes. Each fund intends to continue to
qualify as a regulated investment company by complying with the applicable
provisions of the Internal Revenue Code and will not be subject to federal
income tax on taxable income that is distributed to shareholders. Therefore, no
federal income tax provision is required.
For
federal income tax purposes, as of April 30, 2022, certain funds have short-term
and long-term capital loss carryforwards available to offset future net realized
capital gains. These carryforwards do not expire. The following table details
the capital loss carryforwards available as of April 30, 2022:
|
No Expiration Date |
Fund
|
Short
Term |
Long
Term |
Multifactor
Consumer Discretionary ETF |
$2,318,053 |
$3,149,758 |
Multifactor
Consumer Staples ETF |
1,024,113 |
606,339 |
Multifactor
Developed International ETF |
12,179,222 |
20,805,806 |
Multifactor
Emerging Markets ETF |
17,614,284 |
12,928,210 |
Multifactor
Energy ETF |
3,994,267 |
5,197,737 |
Multifactor
Financials ETF |
2,046,986 |
915,020 |
Multifactor
Healthcare ETF |
2,044,742 |
2,035,625 |
Multifactor
Industrials ETF |
1,340,840 |
1,735,915 |
Multifactor
Large Cap ETF |
14,174,353 |
21,776,731 |
Multifactor
Materials ETF |
1,250,429 |
902,632 |
Multifactor
Media and Communications ETF |
1,830,175 |
332,415 |
Multifactor
Mid Cap ETF |
67,609,853 |
3,994,981 |
Multifactor
Small Cap ETF |
52,117,176 |
21,813,893
|
104
|
JOHN
HANCOCK MULTIFACTOR ETFS | ANNUAL REPORT |
|
|
No Expiration Date |
Fund
|
Short
Term |
Long
Term |
Multifactor
Technology ETF |
$2,682,996 |
$723,322 |
Multifactor
Utilities ETF |
1,460,873 |
648,762
|
Due
to certain Internal Revenue Code rules, utilization of the capital loss
carryforwards may be limited in future years.
As
of April 30, 2022, the funds had no uncertain tax positions that would require
financial statement recognition, derecognition or disclosure. The funds’ federal
tax returns are subject to examination by the Internal Revenue Service for a
period of three years.
For
federal income tax purposes, the costs of investments owned on April 30, 2022,
including short-term investments, were as follows:
Fund
|
Aggregate cost
|
Unrealized appreciation
|
Unrealized (depreciation)
|
Net
unrealized appreciation/ (depreciation) |
Multifactor
Consumer Discretionary ETF |
$17,770,034 |
$1,202,756 |
$(2,831,827) |
$(1,629,071) |
Multifactor
Consumer Staples ETF |
33,237,555 |
4,812,213 |
(358,472) |
4,453,741 |
Multifactor
Developed International ETF |
474,502,335 |
51,498,572 |
(36,992,507) |
14,506,065 |
Multifactor
Emerging Markets ETF |
627,465,150 |
122,077,362 |
(85,568,332) |
36,509,030 |
Multifactor
Energy ETF |
24,737,504 |
5,940,657 |
(75,193) |
5,865,464 |
Multifactor
Financials ETF |
24,534,061 |
2,730,924 |
(1,506,625) |
1,224,299 |
Multifactor
Healthcare ETF |
37,082,902 |
6,087,760 |
(2,106,877) |
3,980,883 |
Multifactor
Industrials ETF |
17,105,978 |
568,701 |
(1,858,257) |
(1,289,556) |
Multifactor
Large Cap ETF |
672,628,536 |
143,287,954 |
(33,808,962) |
109,478,992 |
Multifactor
Materials ETF |
15,452,997 |
3,416,382 |
(353,360) |
3,063,022 |
Multifactor
Media and Communications ETF |
17,878,743 |
735,225 |
(3,536,994) |
(2,801,769) |
Multifactor
Mid Cap ETF |
2,109,969,440 |
405,080,950 |
(96,397,331) |
308,683,619 |
Multifactor
Small Cap ETF |
353,474,491 |
44,442,040 |
(20,323,811) |
24,118,229 |
Multifactor
Technology ETF |
51,120,810 |
6,387,173 |
(2,578,600) |
3,808,573 |
Multifactor
Utilities ETF |
17,893,537 |
1,770,049 |
(320,085) |
1,449,964
|
Distribution
of income and gains. Distributions to
shareholders from net investment income and net realized gains, if any, are
recorded on the ex-date. The funds generally declare and pay dividends at least
semiannually from net investment income, if any. Capital gain distributions, if
any, are typically distributed annually.
The
tax character of distributions for the year ended April 30, 2022 was as
follows:
Fund
|
Ordinary Income
|
Multifactor
Consumer Discretionary ETF |
$123,066 |
Multifactor
Consumer Staples ETF |
441,221 |
Multifactor
Developed International ETF |
16,282,455 |
Multifactor
Emerging Markets ETF |
18,823,632 |
Multifactor
Energy ETF |
566,184 |
Multifactor
Financials ETF |
550,658 |
Multifactor
Healthcare ETF |
390,884 |
Multifactor
Industrials ETF |
274,172 |
Multifactor
Large Cap ETF |
8,541,390 |
Multifactor
Materials ETF |
351,166 |
Multifactor
Media and Communications ETF |
213,311 |
Multifactor
Mid Cap ETF |
18,319,101 |
Multifactor
Small Cap ETF |
4,761,782 |
Multifactor
Technology ETF |
330,326 |
Multifactor
Utilities ETF |
471,177
|
The
tax character of distributions for the year ended April 30, 2021 was as
follows:
Fund
|
Ordinary Income
|
Multifactor
Consumer Discretionary ETF |
$247,807 |
Multifactor
Consumer Staples ETF |
558,496 |
Multifactor
Developed International ETF |
9,397,948 |
Multifactor
Emerging Markets ETF |
13,029,002 |
Multifactor
Energy ETF |
500,319
|
|
ANNUAL
REPORT | JOHN HANCOCK MULTIFACTOR ETFS |
105
|
Fund
|
Ordinary Income
|
Multifactor
Financials ETF |
$551,255 |
Multifactor
Healthcare ETF |
1,198,927 |
Multifactor
Industrials ETF |
366,029 |
Multifactor
Large Cap ETF |
15,992,156 |
Multifactor
Materials ETF |
388,841 |
Multifactor
Media and Communications ETF |
245,994 |
Multifactor
Mid Cap ETF |
19,552,628 |
Multifactor
Small Cap ETF |
6,392,741 |
Multifactor
Technology ETF |
476,955 |
Multifactor
Utilities ETF |
763,275
|
As of April
30,
2022, the components of distributable earnings on a tax basis were as follows:
Fund
|
Undistributed Ordinary
Income |
Multifactor
Consumer Discretionary ETF |
$32,258 |
Multifactor
Consumer Staples ETF |
148,928 |
Multifactor
Developed International ETF |
4,468,459 |
Multifactor
Emerging Markets ETF |
1,818,536 |
Multifactor
Energy ETF |
189,826 |
Multifactor
Financials ETF |
120,507 |
Multifactor
Healthcare ETF |
98,710 |
Multifactor
Industrials ETF |
39,344 |
Multifactor
Large Cap ETF |
2,483,561 |
Multifactor
Materials ETF |
62,397 |
Multifactor
Media and Communications ETF |
81,900 |
Multifactor
Mid Cap ETF |
4,893,854 |
Multifactor
Small Cap ETF |
447,896 |
Multifactor
Technology ETF |
75,125 |
Multifactor
Utilities ETF |
76,071
|
Such
distributions and distributable earnings, on a tax basis, are determined in
conformity with income tax regulations, which may differ from US GAAP.
Distributions in excess of tax basis earnings and profits, if any, are reported
in the funds’ financial statements as a return of capital.
Capital
accounts within the financial statements are adjusted for permanent book-tax
differences. These adjustments have no impact on net assets or the results of
operations. Temporary book-tax differences, if any, will reverse in a subsequent
period. Book-tax differences are primarily attributable to investments in
passive foreign investment companies, wash sale loss deferrals and
redemptions-in-kind.
Note
3—Derivative instruments
The
funds may invest in derivatives in order to meet their investment objective.
Derivatives include a variety of different instruments that may be traded in the
over-the-counter (OTC) market, on a regulated exchange or through a clearing
facility. The risks in using derivatives vary depending upon the structure of
the instruments, including the use of leverage, optionality, the liquidity or
lack of liquidity of the contract, the creditworthiness of the counterparty or
clearing organization and the volatility of the position. Some derivatives
involve risks that are potentially greater than the risks associated with
investing directly in the referenced securities or other referenced underlying
instrument. Specifically, the funds are exposed to the risk that the
counterparty to an OTC derivatives contract will be unable or unwilling to make
timely settlement payments or otherwise honor its obligations. OTC derivatives
transactions typically can only be closed out with the other party to the
transaction.
Certain
derivatives are traded or cleared on an exchange or central clearinghouse.
Exchange-traded or centrally-cleared transactions generally present less
counterparty risk to a fund than OTC transactions. The exchange or clearinghouse
stands between the funds and the broker to the contract and therefore, credit
risk is generally limited to the failure of the exchange or clearinghouse and
the clearing member.
Futures. A futures contract is a contractual agreement to
buy or sell a particular currency or financial instrument at a pre-determined
price in the future. Futures are traded on an exchange and cleared through a
central clearinghouse. Risks related to the use of futures contracts include
possible illiquidity of the futures markets and contract prices that can be
highly volatile and imperfectly correlated to movements in the underlying
financial instrument and potential losses in excess of the amounts recognized on
the Statements of assets and liabilities. Use of long futures contracts subjects
the funds to the risk of loss up to the notional value of the futures contracts.
Use of short futures contracts subjects the funds to unlimited risk of
loss.
Upon
entering into a futures contract, the fund is required to deposit initial margin
with the broker in the form of cash or securities. The amount of required margin
is set by the broker and is generally based on a percentage of the contract
value. The margin deposit must then be maintained at the established level over
the life of the contract. Cash that has been pledged by a fund, if any, is
detailed in the Statements of assets and liabilities as Collateral held at
broker for futures contracts. Securities
106
|
JOHN
HANCOCK MULTIFACTOR ETFS | ANNUAL REPORT |
|
pledged
by the funds, if any, are identified in the Funds’ investments. Subsequent
payments, referred to as variation margin, are made or received by a fund
periodically and are based on changes in the market value of open futures
contracts. Futures contracts are marked-to-market daily and unrealized gain or
loss is recorded by the fund. Receivable/Payable for futures variation margin is
included in the Statements of assets and liabilities. When the contract is
closed, a fund records a realized gain or loss equal to the difference between
the value of the contract at the time it was opened and the value at the time it
was closed.
The
following table details how the funds used futures contracts during the year
ended April 30, 2022. In addition, the table summarizes the range of notional
contract amounts held by the funds, as measured at each quarter end:
Fund
|
Reason
|
USD
Notional range |
Multifactor
Consumer Discretionary ETF |
The
fund used futures contracts to meet the transactional needs of the
portfolio and to equitize cash balances, if needed. As of April 30, 2022,
there were no open futures contracts. |
Up
to $22,000, as measured during the period |
Multifactor
Consumer Staples ETF |
The
fund used futures contracts to meet the transactional needs of the
portfolio and to equitize cash balances, if needed. As of April 30, 2022,
there were no open futures contracts. |
Up
to $67,000, as measured during the period |
Multifactor
Developed International ETF |
The
fund used futures contracts to meet the transactional needs of the
portfolio and to equitize cash balances, if needed. As of April 30, 2022,
there were no open futures contracts. |
Up
to $27.4 million, as measured during the period |
Multifactor
Emerging Markets ETF |
The
fund used futures contracts to meet the transactional needs of the
portfolio and to equitize cash balances, if needed. As of April 30, 2022,
there were no open futures contracts. |
Up
to $10.6 million, as measured during the period |
Multifactor
Energy ETF |
The
fund used futures contracts to meet the transactional needs of the
portfolio and to equitize cash balances, if needed. As of April 30, 2022,
there were no open futures contracts. |
Up
to $87,000, as measured during the period |
Multifactor
Financials ETF |
The
fund used futures contracts to meet the transactional needs of the
portfolio and to equitize cash balances, if needed. As of April 30, 2022,
there were no open futures contracts. |
Up
to $43,000, as measured during the period |
Multifactor
Healthcare ETF |
The
fund used futures contracts to meet the transactional needs of the
portfolio and to equitize cash balances, if needed. As of April 30, 2022,
there were no open futures contracts. |
Up
to $350,000, as measured during the period |
Multifactor
Industrials ETF |
The
fund used futures contracts to meet the transactional needs of the
portfolio and to equitize cash balances, if needed. As of April 30, 2022,
there were no open futures contracts. |
Up
to $182,000, as measured during the period |
Multifactor
Large Cap ETF |
The
fund used futures contracts to meet the transactional needs of the
portfolio and to equitize cash balances, if needed. As of April 30, 2022,
there were no open futures contracts. |
Up
to $1.5 million, as measured during the period |
Multifactor
Materials ETF |
The
fund used futures contracts to meet the transactional needs of the
portfolio and to equitize cash balances, if needed. As of April 30, 2022,
there were no open futures contracts. |
Up
to $23,000, as measured during the period |
Multifactor
Mid Cap ETF |
The
fund used futures contracts to meet the transactional needs of the
portfolio and to equitize cash balances, if needed. As of April 30, 2022,
there were no open futures contracts. |
Up
to $19.8 million, as measured during the period |
Multifactor
Small Cap ETF |
The
fund used futures contracts to meet the transactional needs of the
portfolio and to equitize cash balances, if needed. As of April 30, 2022,
there were no open futures contracts. |
Up
to $1.4 million, as measured during the period |
Multifactor
Technology ETF |
The
fund used futures contracts to meet the transactional needs of the
portfolio and to equitize cash balances, if needed. As of April 30, 2022,
there were no open futures contracts. |
Up
to $390,000, as measured during the period |
Multifactor
Utilities ETF |
The
fund used futures contracts to meet the transactional needs of the
portfolio and to equitize cash balances, if needed. As of April 30, 2022,
there were no open futures contracts. |
Up
to $65,000, as measured during the period |
Effect
of derivative instruments on the Statements of operations
The
table below summarizes the net realized gain (loss) included in the net increase
(decrease) in net assets from operations, classified by derivative instrument
and risk category, for the year ended April 30, 2022:
|
|
Statements
of operations location - Net realized gain (loss) on: |
Fund
|
Risk
|
Futures
contracts |
Multifactor
Consumer Discretionary ETF |
Equity
|
$(24) |
Multifactor
Consumer Staples ETF |
Equity
|
$603 |
Multifactor
Developed International ETF |
Equity
|
$479,478 |
|
ANNUAL
REPORT | JOHN HANCOCK MULTIFACTOR ETFS |
107
|
|
|
Statements
of operations location - Net realized gain (loss) on: |
Fund
|
Risk
|
Futures
contracts |
Multifactor
Emerging Markets ETF |
Equity
|
$289,605 |
Multifactor
Energy ETF |
Equity
|
$(290) |
Multifactor
Financials ETF |
Equity
|
$(58) |
Multifactor
Healthcare ETF |
Equity
|
$4,005 |
Multifactor
Industrials ETF |
Equity
|
$6,294 |
Multifactor
Large Cap ETF |
Equity
|
$16,954 |
Multifactor
Materials ETF |
Equity
|
$(53) |
Multifactor
Mid Cap ETF |
Equity
|
$238,395 |
Multifactor
Small Cap ETF |
Equity
|
$(14,253) |
Multifactor
Technology ETF |
Equity
|
$506 |
Multifactor
Utilities ETF |
Equity
|
$455 |
Note
4—Guarantees and indemnifications
Under
the Trust’s organizational documents, its Officers and Trustees are indemnified
against certain liabilities arising out of the performance of their duties to
the Trust, including the funds. Additionally, in the normal course of business,
the Trust enters into contracts with service providers that contain general
indemnification clauses. The Trust’s maximum exposure under these arrangements
is unknown, as this would involve future claims that may be made against the
Trust that have not yet occurred. The risk of material loss from such claims is
considered remote.
Note
5—Fees and transactions with affiliates
John
Hancock Investment Management LLC (the Advisor) serves as investment advisor for
the funds. The Advisor is an indirect, principally owned subsidiary of John
Hancock Life Insurance Company (U.S.A.), which in turn is a subsidiary of
Manulife Financial Corporation (MFC).
Management
fee. The funds have an investment management
agreement with the Advisor under which each fund pays a monthly management fee
to the Advisor equivalent on an annual basis as detailed below. The Advisor has
a subadvisory agreement with Dimensional Fund Advisors LP. The funds are not
responsible for payment of the subadvisory fees.
The
management fee structure is as follows:
Fund
|
Average
daily net assets |
Multifactor
Consumer Discretionary ETF |
0.38%
|
Multifactor
Consumer Staples ETF |
0.38%
|
Multifactor
Developed International ETF |
0.35%
|
Multifactor
Emerging Markets ETF |
0.44%
|
Multifactor
Energy ETF |
0.38%
|
Multifactor
Financials ETF |
0.38%
|
Multifactor
Healthcare ETF |
0.38%
|
Multifactor
Industrials ETF |
0.38%
|
Fund
|
Average
daily net assets |
Multifactor
Large Cap ETF |
0.26%
|
Multifactor
Materials ETF |
0.38%
|
Multifactor
Media and Communications ETF |
0.38%
|
Multifactor
Mid Cap ETF |
0.37%
|
Multifactor
Small Cap ETF |
0.39%
|
Multifactor
Technology ETF |
0.38%
|
Multifactor
Utilities ETF |
0.38%
|
The
Advisor has contractually agreed to waive a portion of its management fee and/or
reimburse expenses for certain funds of the John Hancock group of funds complex,
including the funds (the participating portfolios). This waiver is based upon
aggregate net assets of all the participating portfolios. The amount of the
reimbursement is calculated daily and allocated among all the participating
portfolios in proportion to the daily net assets of the funds. During the year
ended April 30, 2022, this waiver amounted to 0.01% of the funds’ average daily
net assets. This arrangement expires on July 31, 2023, unless renewed by mutual
agreement of the funds and the Advisor based upon a determination that this is
appropriate under the circumstances at that time.
The
Advisor has contractually agreed to reduce its management fee or, if necessary,
make a payment to each fund, in an amount equal to the amount by which expenses
of the fund exceed the following:
Fund
|
Expense limitation
as a percentage of average net assets |
Multifactor
Consumer Discretionary ETF |
0.40%
|
Multifactor
Consumer Staples ETF |
0.40%
|
Multifactor
Developed International ETF |
0.39%
|
Multifactor
Emerging Markets ETF |
0.49%
|
Fund
|
Expense limitation
as a percentage of average net assets |
Multifactor
Energy ETF |
0.40%
|
Multifactor
Financials ETF |
0.40%
|
Multifactor
Healthcare ETF |
0.40%
|
Multifactor
Industrials ETF |
0.40%
|
108
|
JOHN
HANCOCK MULTIFACTOR ETFS | ANNUAL REPORT |
|
Fund
|
Expense limitation
as a percentage of average net assets |
Multifactor
Large Cap ETF |
0.29%
|
Multifactor
Materials ETF |
0.40%
|
Multifactor
Media and Communications ETF |
0.40%
|
Multifactor
Mid Cap ETF |
0.42%
|
Fund
|
Expense limitation
as a percentage of average net assets |
Multifactor
Small Cap ETF |
0.42%
|
Multifactor
Technology ETF |
0.40%
|
Multifactor
Utilities ETF |
0.40%
|
Expenses
means all the expenses of the funds, excluding taxes, brokerage commissions,
interest expense, litigation and indemnification expenses and other
extraordinary expenses not incurred in the ordinary course of the funds’
business, borrowing costs, prime brokerage fees, acquired fund fees and expenses
paid indirectly, and short dividend expense. The funds’ expense limitation
agreement expires on August 31, 2022, unless renewed by mutual agreement of the
funds and the Advisor based upon a determination that this is appropriate under
the circumstances at that time.
The
expense reductions described above amount to the following for the year ended
April 30, 2022.
Fund
|
Expense
reimbursement |
Multifactor
Consumer Discretionary ETF |
$126,459 |
Multifactor
Consumer Staples ETF |
123,631 |
Multifactor
Developed International ETF |
166,407 |
Multifactor
Emerging Markets ETF |
490,144 |
Multifactor
Energy ETF |
124,137 |
Multifactor
Financials ETF |
125,174 |
Multifactor
Healthcare ETF |
128,485 |
Multifactor
Industrials ETF |
125,748
|
Fund
|
Expense
reimbursement |
Multifactor
Large Cap ETF |
$196,229 |
Multifactor
Materials ETF |
123,914 |
Multifactor
Media and Communications ETF |
122,504 |
Multifactor
Mid Cap ETF |
216,821 |
Multifactor
Small Cap ETF |
140,995 |
Multifactor
Technology ETF |
126,947 |
Multifactor
Utilities ETF |
126,128
|
Expenses
waived or reimbursed in the current fiscal period are not subject to recapture
in future fiscal periods.
The
investment management fees, including the impact of the waivers and
reimbursements as described above, incurred for the year ended April 30, 2022,
were equivalent to a net annual effective rate of the funds’ average daily net
assets:
Fund
|
Net
Annual Effective Rate |
Multifactor
Consumer Discretionary ETF |
0.00%
|
Multifactor
Consumer Staples ETF |
0.00%
|
Multifactor
Developed International ETF |
0.32%
|
Multifactor
Emerging Markets ETF |
0.37%
|
Multifactor
Energy ETF |
0.00%
|
Multifactor
Financials ETF |
0.02%
|
Multifactor
Healthcare ETF |
0.12%
|
Multifactor
Industrials ETF |
0.00%
|
Fund
|
Net
Annual Effective Rate |
Multifactor
Large Cap ETF |
0.23%
|
Multifactor
Materials ETF |
0.00%
|
Multifactor
Media and Communications ETF |
0.00%
|
Multifactor
Mid Cap ETF |
0.36%
|
Multifactor
Small Cap ETF |
0.36%
|
Multifactor
Technology ETF |
0.19%
|
Multifactor
Utilities ETF |
0.00%
|
Accounting
and legal services. Pursuant to a service
agreement, the funds reimburse the Advisor for all expenses associated with
providing the administrative, financial, legal, compliance, accounting and
recordkeeping services to the funds, including the preparation of all tax
returns, periodic reports to shareholders and regulatory reports, among other
services. These accounting and legal services fees incurred, for the year ended
April 30, 2022, amounted to an annual rate of 0.01% of the funds’ average daily
net assets.
Trustee
expenses. The funds compensate each Trustee
who is not an employee of the Advisor or its affiliates. The costs of paying
Trustee compensation and expenses are allocated to each fund based on their net
assets relative to other funds within the John Hancock group of funds
complex.
Note
6—Capital share transactions
Each
fund will issue and redeem shares only in a large number of specified shares,
each called a “creation unit,” or multiples thereof. Multifactor Large Cap ETF,
Multifactor Mid Cap ETF, and Multifactor Small Cap ETF issue and redeem shares
at NAV in creation units of 25,000 shares. Multifactor Consumer Discretionary
ETF, Multifactor Consumer Staples ETF, Multifactor Energy ETF, Multifactor
Financials ETF, Multifactor Healthcare ETF, Multifactor Industrials ETF,
Multifactor Materials ETF, Multifactor Media and Communications ETF, Multifactor
Technology ETF, and Multifactor Utilities ETF issue and redeem shares at NAV in
creation units of 10,000 shares. Multifactor Developed International ETF and
Multifactor Emerging Markets ETF issue and redeem shares at NAV in creation
units of 100,000 shares.
Only
authorized participants may engage in creation or redemption transactions
directly with the funds. Such transactions generally take place when an
authorized participant deposits into a fund a designated portfolio of securities
(including any portion of such securities for which cash may be substituted) and
a specified amount of cash approximating the holdings of the fund in exchange
for a specified number of creation units. Similarly, shares can be redeemed only
in creation units, generally for a designated portfolio of securities (including
any portion of such securities for which cash may be substituted) held by a fund
and a specified amount of cash. For
|
ANNUAL
REPORT | JOHN HANCOCK MULTIFACTOR ETFS |
109
|
purposes
of US GAAP, in-kind redemption transactions are treated as a sale of securities
and any resulting gains and losses are recognized based on the market value of
the securities on the date of the transfer. Authorized participants pay a
transaction fee to the custodian when purchasing and redeeming creation units of
the funds. The transaction fee is used to defray the costs associated with the
issuance and redemption of creation units. Individual shares of the funds may
only be purchased and sold in secondary market transactions through brokers.
Secondary market transactions may be subject to brokerage commissions. Shares of
the funds are listed and traded on the NYSE Arca, Inc., trade at market prices
rather than NAV, and may trade at a price greater than or less than NAV.
Authorized
participants transacting in creation or redemption of units for cash may also
pay an additional variable charge to compensate the relevant fund for the costs
associated with purchasing or selling the applicable securities. For the year
ended April 30, 2022, such variable charges were $44,044 and $8,445 for
Multifactor Developed International ETF and Multifactor Emerging Markets ETF,
respectively. These charges are included in shares issued or repurchased on the
Statements of Changes in Net Assets.
Affiliates
of the funds or the Advisor, excluding affiliated funds, owned the following
percentage of shares outstanding on April 30, 2022:
Fund
|
%
by Fund |
Multifactor
Consumer Staples ETF |
40%
|
Multifactor
Energy ETF |
40%
|
Multifactor
Materials ETF |
74%
|
Multifactor
Media and Communications ETF |
72%
|
Multifactor
Utilities ETF |
69%
|
Such
concentration of shareholders’ capital could have a material effect on a fund if
such shareholders redeem from the fund.
Note
7—Purchase and sale of securities
Purchases
and sales of securities, other than short-term investments, are aggregated below
for the year ended April 30, 2022. In addition, purchases and sales of in-kind
transactions are aggregated below for the year ended April 30, 2022:
|
Purchases |
Sales and maturities |
Fund
|
In-kind
transactions |
Non
in-kind transactions |
In-kind
transactions |
Non
in-kind transactions |
Multifactor
Consumer Discretionary ETF |
$4,863,972 |
$2,898,271 |
$36,497,230 |
$2,840,447 |
Multifactor
Consumer Staples ETF |
16,882,706 |
3,725,607 |
3,534,250 |
3,765,118 |
Multifactor
Developed International ETF |
71,593,905 |
99,227,238 |
68,185,870 |
49,078,718 |
Multifactor
Emerging Markets ETF |
11,018,855 |
134,800,387 |
25,411,656 |
83,550,032 |
Multifactor
Energy ETF |
16,586,079 |
4,398,915 |
17,330,047 |
4,235,752 |
Multifactor
Financials ETF |
5,598,642 |
2,331,826 |
15,104,904 |
2,423,671 |
Multifactor
Healthcare ETF |
9,309,890 |
22,656,095 |
20,954,124 |
22,664,685 |
Multifactor
Industrials ETF |
8,434,784 |
8,886,445 |
42,846,175 |
8,887,325 |
Multifactor
Large Cap ETF |
169,339,076 |
33,659,059 |
71,653,064 |
32,969,615 |
Multifactor
Materials ETF |
5,773,108 |
3,928,847 |
15,082,965 |
3,989,890 |
Multifactor
Media and Communications ETF |
2,899,780 |
3,863,149 |
13,158,388 |
4,033,822 |
Multifactor
Mid Cap ETF |
600,963,070 |
247,873,525 |
207,821,259 |
244,831,147 |
Multifactor
Small Cap ETF |
109,043,651 |
167,090,141 |
118,721,095 |
170,578,866 |
Multifactor
Technology ETF |
23,336,684 |
15,642,995 |
20,452,515 |
15,746,164 |
Multifactor
Utilities ETF |
3,158,631 |
2,528,626 |
2,758,417 |
2,504,656 |
Note
8—Industry or sector risk
Certain
funds may invest a large percentage of their assets in one or more particular
industries or sectors of the economy. If a large percentage of a fund’s assets
are economically tied to a single or small number of industries or sectors of
the economy, the fund will be less diversified than a more broadly diversified
fund, and it may cause the fund to underperform if that industry or sector
underperforms. In addition, focusing on a particular industry or sector may make
the fund’s NAV more volatile. Further, a fund that invests in particular
industries or sectors is particularly susceptible to the impact of market,
economic, regulatory and other factors affecting those industries or sectors.
Financial services companies can be hurt by economic declines, changes in
interest rates, and regulatory and market impacts.
Note
9—Emerging-market risk
Foreign
investing especially in emerging markets, has additional risks, such as currency
and market volatility and political and social instability. Funds that invest a
significant portion of assets in the securities of issuers based in countries
with emerging market economies are subject to greater levels of foreign
investment risk than funds investing primarily in more-developed foreign
markets, since emerging-market securities may present other risks greater than,
or in addition to, the risks of investing in developed foreign countries.
Note
10—Investment by affiliated funds
Certain
investors in the funds are affiliated funds that are managed by the Advisor and
its affiliates. The affiliated funds do not invest in the funds for the purpose
of exercising management or control; however, this investment may represent a
significant portion of the funds’ net assets. At April 30, 2022, funds within
the John Hancock group of funds complex had the following affiliate ownership as
a percentage of the funds’ net assets (funds with an affiliate ownership of 5%
or more are disclosed separately):
Fund
|
Affiliated
fund |
Affiliated
Concentration |
110
|
JOHN
HANCOCK MULTIFACTOR ETFS | ANNUAL REPORT |
|
Multifactor
Developed International ETF |
John
Hancock Variable Insurance Trust Managed Volatility Growth Portfolio |
39.50%
|
|
John
Hancock Variable Insurance Trust Managed Volatility Balanced Portfolio |
17.91%
|
|
Other
affiliated funds |
2.68%
|
|
Total
|
60.09%
|
Multifactor
Emerging Markets ETF |
John
Hancock Funds II Multimanager Lifestyle Growth Portfolio |
27.39%
|
|
John
Hancock Variable Insurance Trust Managed Volatility Growth Portfolio |
19.50%
|
|
John
Hancock Funds II Multimanager Lifestyle Balanced Portfolio |
17.42%
|
|
John
Hancock Funds II Multimanager Lifestyle Aggressive Portfolio |
10.59%
|
|
John
Hancock Variable Insurance Trust Managed Volatility Balanced Portfolio |
9.46%
|
|
Other
affiliated funds |
6.20%
|
|
Total
|
90.56%
|
Multifactor
Mid Cap ETF |
John
Hancock Variable Insurance Trust Managed Volatility Growth Portfolio |
5.66%
|
|
Other
affiliated funds |
4.03%
|
|
Total
|
9.69%
|
Multifactor
Small Cap ETF |
John
Hancock Variable Insurance Trust Managed Volatility Growth Portfolio |
34.00%
|
|
John
Hancock Variable Insurance Trust Managed Volatility Balanced Portfolio |
16.15%
|
|
Other
affiliated funds |
4.11%
|
|
Total
|
54.26%
|
Note
11—Investment in affiliated underlying funds
The
funds may invest in affiliated underlying funds that are managed by the Advisor
and its affiliates. Information regarding the funds’ fiscal year to date
purchases and sales of the affiliated underlying funds as well as income and
capital gains earned by the funds, if any, is as follows:
|
|
|
|
|
|
|
Dividends and distributions |
Affiliate
|
Ending share amount
|
Beginning value
|
Cost
of purchases |
Proceeds from
shares sold |
Realized gain (loss)
|
Change
in unrealized appreciation (depreciation) |
Income distributions received
|
Capital
gain distributions received |
Ending value
|
Multifactor Consumer Discretionary ETF |
John
Hancock Collateral Trust* |
1,301
|
$67,404 |
$1,448,956 |
$(1,503,324) |
$(28) |
$1 |
$1,460 |
$27 |
$13,009 |
Multifactor Consumer Staples ETF |
John
Hancock Collateral Trust* |
—
|
$133,358 |
$669,275 |
$(802,578) |
$(63) |
$8 |
$525 |
$23 |
—
|
Multifactor Developed International ETF |
John
Hancock Collateral Trust* |
1,087,154
|
$9,839,807 |
$57,835,277 |
$(56,804,329) |
$(491) |
$(352) |
$175,080 |
$82 |
$10,869,912 |
Multifactor Emerging Markets ETF |
John
Hancock Collateral Trust* |
276,780
|
$1,165,140 |
$12,232,410 |
$(10,629,644) |
$(421) |
$(97) |
$60,281 |
—
|
$2,767,388 |
Multifactor Energy ETF |
John
Hancock Collateral Trust* |
—
|
—
|
$221,829 |
$(221,825) |
$(4) |
—
|
$55 |
—
|
—
|
|
ANNUAL
REPORT | JOHN HANCOCK MULTIFACTOR ETFS |
111
|
|
|
|
|
|
|
|
Dividends and distributions |
Affiliate
|
Ending share amount
|
Beginning value
|
Cost
of purchases |
Proceeds from
shares sold |
Realized gain (loss)
|
Change
in unrealized appreciation (depreciation) |
Income distributions received
|
Capital
gain distributions received |
Ending value
|
Multifactor Financials ETF |
John
Hancock Collateral Trust* |
8,003
|
$17,009 |
$690,120 |
$(627,099) |
$(5) |
$(7) |
$329 |
—
|
$80,018 |
Multifactor Healthcare ETF |
John
Hancock Collateral Trust* |
—
|
—
|
$710,593 |
$(710,577) |
$(16) |
—
|
$336 |
$1 |
—
|
Multifactor Industrials ETF |
John
Hancock Collateral Trust* |
—
|
$2,898 |
$135,442 |
$(138,338) |
$(2) |
—
|
$138 |
—
|
—
|
Multifactor Large Cap ETF |
John
Hancock Collateral Trust* |
46,845
|
$375,359 |
$6,763,948 |
$(6,670,576) |
$(331) |
$(22) |
$7,967 |
$116 |
$468,378 |
Multifactor Materials ETF |
John
Hancock Collateral Trust* |
—
|
—
|
$31,219 |
$(31,219) |
—
|
—
|
$191 |
—
|
—
|
Multifactor Media and Communications ETF |
John
Hancock Collateral Trust* |
—
|
—
|
$357,250 |
$(357,241) |
$(9) |
—
|
$2,303 |
—
|
—
|
Multifactor Mid Cap ETF |
John
Hancock Collateral Trust* |
790,373
|
$3,521,824 |
$69,306,468 |
$(64,923,938) |
$(1,398) |
$(410) |
$56,134 |
$663 |
$7,902,546 |
Multifactor Small Cap ETF |
John
Hancock Collateral Trust* |
76,146
|
$920,269 |
$17,125,515 |
$(17,283,638) |
$(751) |
$(46) |
$7,192 |
$258 |
$761,349 |
Multifactor Technology ETF |
John
Hancock Collateral Trust* |
21,832
|
$60,831 |
$1,547,656 |
$(1,390,175) |
$(10) |
$(10) |
$1,500 |
—
|
$218,292 |
Multifactor Utilities ETF |
John
Hancock Collateral Trust |
—
|
—
|
$182,374 |
$(182,347) |
$(27) |
—
|
$23 |
—
|
—
|
*
|
Refer
to the Securities lending note within Note 2 for details regarding this
investment. |
Note
12—Coronavirus (COVID-19) pandemic
The
COVID-19 disease has resulted in significant disruptions to global business
activity. A widespread health crisis such as a global pandemic could cause
substantial market volatility, exchange-trading suspensions, and closures, which
may lead to less liquidity in certain instruments, industries, sectors or the
markets generally, and may ultimately affect fund performance.
112
|
JOHN
HANCOCK MULTIFACTOR ETFS | ANNUAL REPORT |
|
Report
of Independent Registered Public Accounting Firm
To
the Board of Trustees of John Hancock Exchange-Traded Fund Trust and
Shareholders of Multifactor Consumer Discretionary ETF, Multifactor Consumer
Staples ETF, Multifactor Developed International ETF, Multifactor Emerging
Markets ETF, Multifactor Energy ETF, Multifactor Financials ETF, Multifactor
Healthcare ETF, Multifactor Industrials ETF, Multifactor Large Cap ETF,
Multifactor Materials ETF, Multifactor Media and Communications ETF, Multifactor
Mid Cap ETF, Multifactor Small Cap ETF, Multifactor Technology ETF, and
Multifactor Utilities ETF
Opinions
on the Financial Statements
We
have audited the accompanying statements of assets and liabilities, including
the funds’ investments, of Multifactor Consumer Discretionary ETF, Multifactor
Consumer Staples ETF, Multifactor Developed International ETF, Multifactor
Emerging Markets ETF, Multifactor Energy ETF, Multifactor Financials ETF,
Multifactor Healthcare ETF, Multifactor Industrials ETF, Multifactor Large Cap
ETF, Multifactor Materials ETF, Multifactor Media and Communications ETF,
Multifactor Mid Cap ETF, Multifactor Small Cap ETF, Multifactor Technology ETF,
and Multifactor Utilities ETF (fifteen of the funds constituting John Hancock
Exchange-Traded Fund Trust, hereafter collectively referred to as the “Funds”)
as of April 30, 2022, the related statements of operations for the year ended
April 30, 2022, the statements of changes in net assets for each of the two
years in the period ended April 30, 2022, including the related notes, and the
financial highlights for each of the periods indicated therein (collectively
referred to as the “financial statements”). In our opinion, the financial
statements present fairly, in all material respects, the financial position of
each of the Funds as of April 30, 2022, the results of each of their operations
for the year then ended, the changes in each of their net assets for each of the
two years in the period ended April 30, 2022, and each of the financial
highlights for each of the periods indicated therein, in conformity with
accounting principles generally accepted in the United States of America.
Basis
for Opinions
These
financial statements are the responsibility of the Funds’ management. Our
responsibility is to express an opinion on the Funds’ financial statements based
on our audits. We are a public accounting firm registered with the Public
Company Accounting Oversight Board (United States) (PCAOB) and are required to
be independent with respect to the Funds in accordance with the U.S. federal
securities laws and the applicable rules and regulations of the Securities and
Exchange Commission and the PCAOB.
We
conducted our audits of these financial statements in accordance with the
standards of the PCAOB. Those standards require that we plan and perform the
audit to obtain reasonable assurance about whether the financial statements are
free of material misstatement, whether due to error or fraud.
Our
audits included performing procedures to assess the risks of material
misstatement of the financial statements, whether due to error or fraud, and
performing procedures that respond to those risks. Such procedures included
examining, on a test basis, evidence regarding the amounts and disclosures in
the financial statements. Our audits also included evaluating the accounting
principles used and significant estimates made by management, as well as
evaluating the overall presentation of the financial statements. Our procedures
included confirmation of securities owned as of April 30, 2022 by correspondence
with the custodian, transfer agent and brokers; when replies were not received
from brokers, we performed other auditing procedures. We believe that our audits
provide a reasonable basis for our opinions.
/s/
PricewaterhouseCoopers LLP
Boston,
Massachusetts
June
7, 2022
We
have served as the auditor of one or more investment companies in the John
Hancock group of funds since 1988.
|
ANNUAL
REPORT | JOHN HANCOCK MULTIFACTOR ETFS |
113
|
(Unaudited)
For
federal income tax purposes, the following information is furnished with respect
to the distributions of the funds, if any, paid during its taxable year ended
April 30, 2022.
Each
fund reports the maximum amount allowable of its net taxable income as eligible
for the corporate dividends-received deduction.
Each
fund reports the maximum amount allowable of its net taxable income as qualified
dividend income as provided in the Jobs and Growth Tax Relief Reconciliation Act
of 2003.
Each
fund reports the maximum amount allowable as Section 163(j) Interest
Dividends.
Each
fund reports the maximum amount allowable of its Section 199A dividends as
defined in Proposed Treasury Regulation §1.199A-3(d).
Fund
|
Foreign
sourced income |
Foreign
tax credit |
Multifactor
Developed International ETF |
$18,322,669
|
$1,256,059
|
Multifactor
Emerging Markets ETF |
23,815,225
|
3,112,026
|
Eligible
shareholders will be mailed a 2022 Form 1099-DIV in early 2023. This will
reflect the tax character of all distributions paid in calendar year 2022.
Please
consult a tax advisor regarding the tax consequences of your investment in the
fund.
114
|
JOHN
HANCOCK MULTIFACTOR ETFS | ANNUAL REPORT |
|
STATEMENT
REGARDING LIQUIDITY RISK MANAGEMENT
Operation
of the Liquidity Risk Management Program
This
section describes operation and effectiveness of the Liquidity Risk Management
Program (LRMP) established in accordance with Rule 22e-4 under the Investment
Company Act of 1940, as amended (the Liquidity Rule). The Board of Trustees (the
Board) of each Fund in the John Hancock Group of Funds (each a Fund and
collectively, the Funds) that is subject to the requirements of the Liquidity
Rule has appointed John Hancock Investment Management LLC and John Hancock
Variable Trust Advisers LLC (together, the Advisor) to serve as Administrator of
the LRMP with respect to each of the Funds, including John Hancock Multifactor
Consumer Discretionary ETF, John Hancock Multifactor Consumer Staples ETF, John
Hancock Multifactor Developed International ETF, John Hancock Multifactor
Emerging Markets ETF, John Hancock Multifactor Energy ETF, John Hancock
Multifactor Financials ETF, John Hancock Multifactor Healthcare ETF, John
Hancock Multifactor Industrials ETF, John Hancock Multifactor Large Cap ETF,
John Hancock Multifactor Materials ETF, John Hancock Multifactor Media and
Communications ETF, John Hancock Multifactor Mid Cap ETF, John Hancock
Multifactor Small Cap ETF, John Hancock Multifactor Technology ETF, and John
Hancock Multifactor Utilities ETF, subject to the oversight of the Board. In
order to provide a mechanism and process to perform the functions necessary to
administer the LRMP, the Advisor established the Liquidity Risk Management
Committee (the Committee). The Funds’ subadvisor(s), Dimensional Fund Advisors
LP (the Subadvisor) executes the day-to-day investment management and
security-level activities of the Fund in accordance with the requirements of the
LRMP, subject to the supervision of the Advisor and the Board.
The
Committee receives monthly reports and holds quarterly meetings to: (1) review
the day-to-day operations of the LRMP; (2) monitor current market and liquidity
conditions; (3) review and approve month-end liquidity classifications; (4)
monitor illiquid investment levels against the 15% limit on illiquid investments
and established Highly Liquid Investment Minimums (HLIMs), if any; (5) review
quarterly testing and determinations, as applicable; (6) review
redemption-in-kind activities; and (7) review other LRMP related material. The
Advisor also conducts daily, monthly, quarterly, and annual quantitative and
qualitative assessments of each subadvisor to a Fund that is subject to the
requirements of the Liquidity Rule and is a part of the LRMP to monitor
investment performance issues, risks and trends. In addition, the Advisor may
conduct ad-hoc reviews and meetings with subadvisors as issues and trends are
identified, including potential liquidity issues. The Committee also monitors
global events, such as the ongoing COVID-19 Coronavirus pandemic and amendments
to the Office of Foreign Assets Control sanctioned company lists, that could
impact the markets and liquidity of portfolio investments and their
classifications.
The
Committee provided the Board at a meeting held by videoconference on March
22-24, 2022 with a written report which addressed the Committee’s assessment of
the adequacy and effectiveness of the implementation and operation of the LRMP
and any material changes to the LRMP. The report, which covered the period
January 1, 2021 through December 31, 2021, included an assessment of important
aspects of the LRMP including, but not limited to: (1) Security-level liquidity
classifications; (2) Fund-level liquidity risk assessment; (3) Reasonably
Anticipated Trade Size (RATS) determination; (4) HLIM determination; (5)
Compliance with the 15% limit on illiquid investments; (6) Operation of the
Fund’s Redemption-In-Kind Procedures; and (7) Review of liquidity management
facilities.
Additionally,
the report included a discussion of notable changes and enhancements to the LRMP
implemented during 2021 and key initiatives for 2022.
The
report also covered material liquidity matters which occurred or were reported
during this period applicable to the Fund, if any, and the Committee’s actions
to address such matters.
The
report stated, in relevant part, that during the period covered by the
report:
•
|
The
Fund’s investment strategy remained appropriate for an open-end fund
structure; |
•
|
The
Fund was able to meet requests for redemption without significant dilution
of remaining shareholders’ interests in the Fund; |
•
|
The
Fund did not report any breaches of the 15% limit on illiquid investments
that would require reporting to the Securities and Exchange Commission;
|
•
|
The
Fund continued to qualify as a Primarily Highly Liquid Fund under the
Liquidity Rule and therefore is not required to establish a HLIM; and
|
•
|
The
Chief Compliance Officer’s office, as a part of their annual Rule 38a-1
assessment of the Fund’s policies and procedures, reviewed the LRMP’s
control environment and deemed it to be operating effectively and in
compliance with the Board approved procedures. |
Adequacy
and Effectiveness
Based
on the review and assessment conducted by the Committee, the Committee has
determined that the LRMP has been implemented, and is operating in a manner that
is adequate and effective at assessing and managing the liquidity risk of the
Fund.
|
ANNUAL
REPORT | JOHN HANCOCK MULTIFACTOR ETFS |
115
|
This
chart provides information about the Trustees and Officers who oversee your John
Hancock fund. Officers elected by the Trustees manage the day-to-day operations
of the fund and execute policies formulated by the Trustees.
Independent
Trustees |
|
|
Name,
year of birth Position(s) held with Trust Principal occupation(s)
and other directorships during past 5 years |
Trustee of
the Trust since1
|
Number
of John Hancock funds overseen by Trustee |
Hassell H. McClellan, Born: 1945 |
2015 |
189 |
Trustee
and Chairperson of the Board |
|
|
Director/Trustee, Virtus Funds (2008-2020); Director, The Barnes
Group (2010-2021); Associate Professor, The Wallace E. Carroll School of
Management, Boston College (retired 2013). Trustee (since 2005) and
Chairperson of the Board (since 2017) of various trusts within the John
Hancock Fund Complex. |
James R. Boyle, Born: 1959 |
2015 |
189 |
Trustee
|
|
|
Foresters Financial, Chief Executive Officer (2018–2022) and
board member (2017–2022). Manulife Financial and John Hancock, more than
20 years, retiring in 2012 as Chief Executive Officer, John Hancock and
Senior Executive Vice President, Manulife Financial. Trustee of various
trusts within the John Hancock Fund Complex (2005–2014 and since 2015).
|
Peter S. Burgess,2
Born: 1942 |
2015 |
189 |
Trustee
|
|
|
Consultant (financial, accounting, and auditing matters) (since
1999); Certified Public Accountant; Partner, Arthur Andersen (independent
public accounting firm) (prior to 1999); Director, Lincoln Educational
Services Corporation (2004-2021); Director, Symetra Financial Corporation
(2010–2016); Director, PMA Capital Corporation (2004–2010). Trustee of
various trusts within the John Hancock Fund Complex (since 2005). |
William H. Cunningham,2
Born: 1944 |
2015 |
189 |
Trustee
|
|
|
Professor, University of Texas, Austin, Texas (since 1971);
former Chancellor, University of Texas System and former President of the
University of Texas, Austin, Texas; Chairman (since 2009) and Director
(since 2006), Lincoln National Corporation (insurance); Director,
Southwest Airlines (since 2000). Trustee of various trusts within the John
Hancock Fund Complex (since 1986). |
Grace K. Fey, Born: 1946 |
2015 |
189 |
Trustee
|
|
|
Chief Executive Officer, Grace Fey Advisors (since 2007);
Director and Executive Vice President, Frontier Capital Management Company
(1988–2007); Director, Fiduciary Trust (since 2009). Trustee of various
trusts within the John Hancock Fund Complex (since 2008). |
Deborah C. Jackson, Born: 1952 |
2015 |
189 |
Trustee
|
|
|
President, Cambridge College, Cambridge, Massachusetts (since
2011); Board of Directors, Amwell Corporation (since 2020); Board of
Directors, Massachusetts Women’s Forum (2018-2020); Board of Directors,
National Association of Corporate Directors/New England (2015-2020); Board
of Directors, Association of Independent Colleges and Universities of
Massachusetts (2014-2017); Chief Executive Officer, American Red Cross of
Massachusetts Bay (2002–2011); Board of Directors of Eastern Bank
Corporation (since 2001); Board of Directors of Eastern Bank Charitable
Foundation (since 2001); Board of Directors of American Student Assistance
Corporation (1996–2009); Board of Directors of Boston Stock Exchange
(2002–2008); Board of Directors of Harvard Pilgrim Healthcare (health
benefits company) (2007–2011). Trustee of various trusts within the John
Hancock Fund Complex (since 2008). |
Steven R. Pruchansky, Born: 1944 |
2015 |
189 |
Trustee
and Vice Chairperson of the Board |
|
|
Managing Director, Pru Realty (since 2017); Chairman and Chief
Executive Officer, Greenscapes of Southwest Florida, Inc. (2014-2020);
Director and President, Greenscapes of Southwest Florida, Inc. (until
2000); Member, Board of Advisors, First American Bank (until 2010);
Managing Director, Jon James, LLC (real estate) (since 2000); Partner,
Right Funding, LLC (2014-2017); Director, First Signature Bank & Trust
Company (until 1991); Director, Mast Realty Trust (until 1994); President,
Maxwell Building Corp. (until 1991). Trustee (since 1992), Chairperson of
the Board (2011–2012), and Vice Chairperson of the Board (since 2012) of
various trusts within the John Hancock Fund Complex. |
Frances G. Rathke,2
Born: 1960 |
2020 |
189 |
Trustee
|
|
|
Director, Audit Committee Chair, Oatly Group AB (plant-based
drink company) (since 2021); Director, Audit Committee Chair and
Compensation Committee Member, Green Mountain Power Corporation (since
2016); Director, Treasurer and Finance & Audit Committee Chair, Flynn
Center for Performing Arts (since 2016); Director, Audit Committee Chair
and Compensation Committee Member, Planet Fitness (since 2016); Chief
Financial Officer and Treasurer, Keurig Green Mountain, Inc. (2003-retired
2015). Trustee of various trusts within the John Hancock Fund Complex
(since 2020). |
116
|
JOHN
HANCOCK MULTIFACTOR ETFS | ANNUAL REPORT |
|
Independent
Trustees (continued) |
|
|
Name,
year of birth Position(s) held with Trust Principal occupation(s)
and other directorships during past 5 years |
Trustee of
the Trust since1
|
Number
of John Hancock funds overseen by Trustee |
Gregory A. Russo, Born: 1949 |
2015 |
189 |
Trustee
|
|
|
Director and Audit Committee Chairman (2012-2020), and Member,
Audit Committee and Finance Committee (2011-2020), NCH Healthcare System,
Inc. (holding company for multi-entity healthcare system); Director and
Member (2012-2018) and Finance Committee Chairman (2014-2018), The
Moorings, Inc. (nonprofit continuing care community); Vice Chairman, Risk
& Regulatory Matters, KPMG LLP (KPMG) (2002–2006); Vice Chairman,
Industrial Markets, KPMG (1998–2002); Chairman and Treasurer, Westchester
County, New York, Chamber of Commerce (1986–1992); Director, Treasurer,
and Chairman of Audit and Finance Committees, Putnam Hospital Center
(1989–1995); Director and Chairman of Fundraising Campaign, United Way of
Westchester and Putnam Counties, New York (1990–1995). Trustee of various
trusts within the John Hancock Fund Complex (since 2008).
|
Non-Independent
Trustees3
|
|
|
Name,
year of birth Position(s) held with Trust Principal occupation(s)
and other directorships during past 5 years |
Trustee of
the Trust since1
|
Number
of John Hancock funds overseen by Trustee |
Andrew G. Arnott, Born: 1971 |
2017 |
189 |
President
and Non-Independent Trustee |
|
|
Head of Wealth and Asset Management, United States and Europe,
for John Hancock and Manulife (since 2018); Director and Executive Vice
President, John Hancock Investment Management LLC (since 2005, including
prior positions); Director and Executive Vice President, John Hancock
Variable Trust Advisers LLC (since 2006, including prior positions);
President, John Hancock Investment Management Distributors LLC (since
2004, including prior positions); President of various trusts within the
John Hancock Fund Complex (since 2007, including prior positions). Trustee
of various trusts within the John Hancock Fund Complex (since 2017).
|
Marianne Harrison, Born: 1963 |
2018 |
189 |
Non-Independent
Trustee |
|
|
President and CEO, John Hancock (since 2017); President and CEO,
Manulife Canadian Division (2013–2017); Member, Board of Directors, Boston
Medical Center (since 2021); Member, Board of Directors, CAE Inc. (since
2019); Member, Board of Directors, MA Competitive Partnership Board (since
2018); Member, Board of Directors, American Council of Life Insurers
(ACLI) (since 2018); Member, Board of Directors, Communitech, an
industry-led innovation center that fosters technology companies in Canada
(2017-2019); Member, Board of Directors, Manulife Assurance Canada
(2015-2017); Board Member, St. Mary’s General Hospital Foundation
(2014-2017); Member, Board of Directors, Manulife Bank of Canada (2013-
2017); Member, Standing Committee of the Canadian Life & Health
Assurance Association (2013-2017); Member, Board of Directors, John
Hancock USA, John Hancock Life & Health, John Hancock New York
(2012–2013). Trustee of various trusts within the John Hancock Fund
Complex (since 2018). |
Principal
officers who are not Trustees |
|
Name,
year of birth Position(s) held with Trust Principal
occupation(s) during past 5 years |
Current Position(s) with
the Trust since |
Charles A. Rizzo, Born: 1957 |
2015 |
Chief
Financial Officer |
|
Vice President, John Hancock Financial Services (since 2008);
Senior Vice President, John Hancock Investment Management LLC and John
Hancock Variable Trust Advisers LLC (since 2008); Chief Financial Officer
of various trusts within the John Hancock Fund Complex (since 2007).
|
Salvatore Schiavone, Born: 1965 |
2015 |
Treasurer
|
|
Assistant Vice President, John Hancock Financial Services (since
2007); Vice President, John Hancock Investment Management LLC and John
Hancock Variable Trust Advisers LLC (since 2007); Treasurer of various
trusts within the John Hancock Fund Complex (since 2007, including prior
positions). |
Christopher (Kit) Sechler, Born: 1973 |
2018 |
Secretary
and Chief Legal Officer |
|
Vice President and Deputy Chief Counsel, John Hancock Investment
Management (since 2015); Assistant Vice President and Senior Counsel
(2009–2015), John Hancock Investment Management; Assistant Secretary of
John Hancock Investment Management LLC and John Hancock Variable Trust
Advisers LLC (since 2009); Chief Legal Officer and Secretary of various
trusts within the John Hancock Fund Complex (since 2009, including prior
positions). |
|
ANNUAL
REPORT | JOHN HANCOCK MULTIFACTOR ETFS |
117
|
Principal
officers who are not Trustees (continued) |
|
Name,
year of birth Position(s) held with Trust Principal
occupation(s) during past 5 years |
Current Position(s) with
the Trust since |
Trevor Swanberg, Born: 1979 |
2020 |
Chief
Compliance Officer |
|
Chief Compliance Officer, John Hancock Investment Management LLC
and John Hancock Variable Trust Advisers LLC (since 2020); Deputy Chief
Compliance Officer, John Hancock Investment Management LLC and John
Hancock Variable Trust Advisers LLC (2019–2020); Assistant Chief
Compliance Officer, John Hancock Investment Management LLC and John
Hancock Variable Trust Advisers LLC (2016–2019); Vice President, State
Street Global Advisors (2015–2016); Chief Compliance Officer of various
trusts within the John Hancock Fund Complex (since 2016, including prior
positions). |
The
business address for all Trustees and Officers is 200 Berkeley Street, Boston,
Massachusetts 02116-5023.
The
Statement of Additional Information of the fund includes additional information
about members of the Board of Trustees of the Trust and is available without
charge, upon request, by calling 800-225-6020.
1
|
Each
Trustee holds office until his or her successor is elected and qualified,
or until the Trustee’s death, retirement, resignation, or removal. |
2
|
Member
of the Audit Committee. |
3
|
The
Trustee is a Non-Independent Trustee due to current or former positions
with the Advisor and certain affiliates. |
118
|
JOHN
HANCOCK MULTIFACTOR ETFS | ANNUAL REPORT |
|
Trustees
Hassell
H. McClellan, Chairperson
Steven R.
Pruchansky, Vice Chairperson
Andrew
G. Arnott†
James
R. Boyle
Peter S. Burgess*
William
H. Cunningham*
Grace
K. Fey
Marianne Harrison†
Deborah
C. Jackson
Frances G. Rathke*
Gregory
A. Russo
Officers
Andrew
G. Arnott
President
Charles
A. Rizzo
Chief Financial
Officer
Salvatore
Schiavone
Treasurer
Christopher
(Kit) Sechler
Secretary and Chief Legal
Officer
Trevor
Swanberg
Chief Compliance
Officer
† Non-Independent Trustee
*
Member of the Audit Committee
Investment
advisor
John
Hancock Investment Management LLC
Subadvisor
Dimensional
Fund Advisors LP
Portfolio
Managers
Joseph
F. Hohn
Joel P. Schneider
Andres Torres
Principal
distributor
Foreside
Fund Services, LLC
Custodian
State
Street Bank and Trust Company
Transfer
agent
State
Street Bank and Trust Company
Legal
counsel
Dechert
LLP
Independent
registered public accounting firm
PricewaterhouseCoopers
LLP
The
funds’ proxy voting policies and procedures, as well as the funds’ proxy voting
record for the most recent twelve-month period ended June 30, are available free
of charge on the Securities and Exchange Commission (SEC) website at sec.gov or
on our website.
All
of the funds’ holdings as of the end of the third month of every fiscal quarter
are filed with the SEC on Form N-PORT within 60 days of the end of the fiscal
quarter. The funds’ Form N-PORT filings are available on our website and the
SEC’s website, sec.gov.
We
make this information on your funds’, as well as monthly portfolio holdings, and
other funds’ details available on our website at jhinvestments.com/etf or by
calling 800-225-6020.
You can also contact us: |
|
800-225-6020 |
Regular mail: |
jhinvestments.com/etf |
John Hancock Investment Management 200 Berkeley
Street Boston, MA 02116 |
|
ANNUAL
REPORT | JOHN HANCOCK MULTIFACTOR ETFS |
119
|
John
Hancock family of funds
U.S.
EQUITY FUNDS
Blue
Chip Growth
Classic
Value
Disciplined
Value
Disciplined
Value Mid Cap
Equity
Income
Financial
Industries
Fundamental
All Cap Core
Fundamental
Large Cap Core
Mid
Cap Growth
New
Opportunities
Regional
Bank
Small
Cap Core
Small
Cap Growth
Small
Cap Value
U.S.
Global Leaders Growth
U.S.
Growth
INTERNATIONAL
EQUITY FUNDS
Disciplined
Value International
Emerging
Markets
Emerging
Markets Equity
Fundamental
Global Franchise
Global
Environmental Opportunities
Global
Equity
Global
Shareholder Yield
Global
Thematic Opportunities
International
Dynamic Growth
International
Growth
International
Small Company
FIXED-INCOME
FUNDS
Bond
California
Municipal Bond
Emerging
Markets Debt
Floating
Rate Income
Government
Income
High
Yield
High
Yield Municipal Bond
Income
Investment
Grade Bond
Money
Market
Municipal
Opportunities
Opportunistic
Fixed Income
Short
Duration Bond
Strategic
Income Opportunities
ALTERNATIVE
FUNDS
Absolute
Return Currency
Alternative
Asset Allocation
Diversified
Macro
Infrastructure
Multi-Asset
Absolute Return
Real
Estate Securities
Seaport
Long/Short
A
fund’s investment objectives, risks, charges, and expenses should be considered
carefully before investing. The prospectus contains this and other important
information about the fund. To obtain a prospectus, contact your financial
professional, call John Hancock Investment Management at 800-225-5291, or visit
our website at jhinvestments.com. Please read the prospectus carefully before
investing or sending money.
EXCHANGE-TRADED
FUNDS
John
Hancock Corporate Bond ETF
John
Hancock Mortgage-Backed Securities ETF
John
Hancock Multifactor Consumer Discretionary ETF
John
Hancock Multifactor Consumer Staples ETF
John
Hancock Multifactor Developed International ETF
John
Hancock Multifactor Emerging Markets ETF
John
Hancock Multifactor Energy ETF
John
Hancock Multifactor Financials ETF
John
Hancock Multifactor Healthcare ETF
John
Hancock Multifactor Industrials ETF
John
Hancock Multifactor Large Cap ETF
John
Hancock Multifactor Materials ETF
John
Hancock Multifactor Media and
Communications
ETF
John
Hancock Multifactor Mid Cap ETF
John
Hancock Multifactor Small Cap ETF
John
Hancock Multifactor Technology ETF
John
Hancock Multifactor Utilities ETF
John
Hancock Preferred Income ETF
ENVIRONMENTAL,SOCIAL,
AND
GOVERNANCE FUNDS
ESG
Core Bond
ESG
International Equity
ESG
Large Cap Core
ASSET
ALLOCATION/TARGET DATE FUNDS
Balanced
Multi-Asset
High Income
Multi-Index
Lifetime Portfolios
Multi-Index
Preservation Portfolios
Multimanager
Lifestyle Portfolios
Multimanager
Lifetime Portfolios
CLOSED-END
FUNDS
Financial
Opportunities
Hedged
Equity & Income
Income
Securities Trust
Investors
Trust
Preferred
Income
Preferred
Income II
Preferred
Income III
Premium
Dividend
Tax-Advantaged
Dividend Income
Tax-Advantaged
Global Shareholder Yield
John
Hancock ETF shares are bought and sold at market price (not NAV), and are not
individually redeemed from the fund. Brokerage commissions will reduce
returns.
John
Hancock ETFs are distributed by Foreside Fund Services, LLC, and are subadvised
by Manulife Investment Management (US) LLC or Dimensional Fund Advisors LP.
Foreside is not affiliated with John Hancock Investment Management Distributors
LLC, Manulife Investment Management (US) LLC or Dimensional Fund Advisors
LP.
Dimensional
Fund Advisors LP receives compensation from John Hancock in connection with
licensing rights to the John Hancock Dimensional indexes. Dimensional Fund
Advisors LP does not sponsor, endorse, or sell, and makes no representation as
to the advisability of investing in, John Hancock Multifactor
ETFs.
A
trusted brand
John
Hancock Investment Management is a premier asset manager
with a heritage of
financial stewardship dating back to 1862. Helping
our shareholders pursue
their financial goals is at the core of everything
we do. It’s why we support
the role of professional financial advice
and operate with the highest
standards of conduct and integrity.
A
better way to invest
We
serve investors globally through a unique multimanager approach:
We search
the world to find proven portfolio teams with specialized
expertise for every
strategy we offer, then we apply robust investment
oversight to ensure they
continue to meet our uncompromising
standards and serve the best interests of
our shareholders.
Results for investors
Our
unique approach to asset management enables us to provide
a diverse set of
investments backed by some of the world’s best
managers, along with strong
risk-adjusted returns across asset classes.
“A
trusted brand” is based on a survey of 6,651 respondents conducted by Medallia
between 3/18/20 and 5/13/20.
John
Hancock Investment Management LLC, 200 Berkeley Street, Boston, MA 02116,
800-225-6020, jhinvestments.com/etf
Manulife
Investment Management, the Stylized M Design, and Manulife Investment Management
& Stylized M Design are trademarks of The Manufacturers Life Insurance
Company and are used by its affiliates under license.
NOT
FDIC INSURED. MAY LOSE VALUE. NO BANK GUARANTEE. NOT INSURED BY ANY GOVERNMENT
AGENCY.
This
report is for the information of the shareholders of John Hancock Multifactor
ETFs. It is not authorized for distribution to prospective investors unless
preceded or accompanied by a prospectus.
JHAN-20180615-0136
|
ETFA
4/2022 |
6/2022