Funds' investments |
2 | JOHN HANCOCK MULTIFACTOR ETFS | QUARTERLY REPORT | SEE NOTES TO FUNDS' INVESTMENTS |
SEE NOTES TO FUNDS' INVESTMENTS | QUARTERLY REPORT | JOHN HANCOCK MULTIFACTOR ETFS | 3 |
4 | JOHN HANCOCK MULTIFACTOR ETFS | QUARTERLY REPORT | SEE NOTES TO FUNDS' INVESTMENTS |
SEE NOTES TO FUNDS' INVESTMENTS | QUARTERLY REPORT | JOHN HANCOCK MULTIFACTOR ETFS | 5 |
6 | JOHN HANCOCK MULTIFACTOR ETFS | QUARTERLY REPORT | SEE NOTES TO FUNDS' INVESTMENTS |
SEE NOTES TO FUNDS' INVESTMENTS | QUARTERLY REPORT | JOHN HANCOCK MULTIFACTOR ETFS | 7 |
8 | JOHN HANCOCK MULTIFACTOR ETFS | QUARTERLY REPORT | SEE NOTES TO FUNDS' INVESTMENTS |
SEE NOTES TO FUNDS' INVESTMENTS | QUARTERLY REPORT | JOHN HANCOCK MULTIFACTOR ETFS | 9 |
10 | JOHN HANCOCK MULTIFACTOR ETFS | QUARTERLY REPORT | SEE NOTES TO FUNDS' INVESTMENTS |
SEE NOTES TO FUNDS' INVESTMENTS | QUARTERLY REPORT | JOHN HANCOCK MULTIFACTOR ETFS | 11 |
12 | JOHN HANCOCK MULTIFACTOR ETFS | QUARTERLY REPORT | SEE NOTES TO FUNDS' INVESTMENTS |
SEE NOTES TO FUNDS' INVESTMENTS | QUARTERLY REPORT | JOHN HANCOCK MULTIFACTOR ETFS | 13 |
14 | JOHN HANCOCK MULTIFACTOR ETFS | QUARTERLY REPORT | SEE NOTES TO FUNDS' INVESTMENTS |
SEE NOTES TO FUNDS' INVESTMENTS | QUARTERLY REPORT | JOHN HANCOCK MULTIFACTOR ETFS | 15 |
16 | JOHN HANCOCK MULTIFACTOR ETFS | QUARTERLY REPORT | SEE NOTES TO FUNDS' INVESTMENTS |
SEE NOTES TO FUNDS' INVESTMENTS | QUARTERLY REPORT | JOHN HANCOCK MULTIFACTOR ETFS | 17 |
18 | JOHN HANCOCK MULTIFACTOR ETFS | QUARTERLY REPORT | SEE NOTES TO FUNDS' INVESTMENTS |
SEE NOTES TO FUNDS' INVESTMENTS | QUARTERLY REPORT | JOHN HANCOCK MULTIFACTOR ETFS | 19 |
Open contracts | Number of contracts | Position | Expiration date | Notional basis^ | Notional value^ | Unrealized appreciation (depreciation) |
S&P 500 Index E-Mini Futures | 2 | Long | Mar 2021 | $374,504 | $370,520 | $(3,984) |
$(3,984) |
20 | JOHN HANCOCK MULTIFACTOR ETFS | QUARTERLY REPORT | SEE NOTES TO FUNDS' INVESTMENTS |
SEE NOTES TO FUNDS' INVESTMENTS | QUARTERLY REPORT | JOHN HANCOCK MULTIFACTOR ETFS | 21 |
22 | JOHN HANCOCK MULTIFACTOR ETFS | QUARTERLY REPORT | SEE NOTES TO FUNDS' INVESTMENTS |
SEE NOTES TO FUNDS' INVESTMENTS | QUARTERLY REPORT | JOHN HANCOCK MULTIFACTOR ETFS | 23 |
24 | JOHN HANCOCK MULTIFACTOR ETFS | QUARTERLY REPORT | SEE NOTES TO FUNDS' INVESTMENTS |
SEE NOTES TO FUNDS' INVESTMENTS | QUARTERLY REPORT | JOHN HANCOCK MULTIFACTOR ETFS | 25 |
26 | JOHN HANCOCK MULTIFACTOR ETFS | QUARTERLY REPORT | SEE NOTES TO FUNDS' INVESTMENTS |
SEE NOTES TO FUNDS' INVESTMENTS | QUARTERLY REPORT | JOHN HANCOCK MULTIFACTOR ETFS | 27 |
28 | JOHN HANCOCK MULTIFACTOR ETFS | QUARTERLY REPORT | SEE NOTES TO FUNDS' INVESTMENTS |
SEE NOTES TO FUNDS' INVESTMENTS | QUARTERLY REPORT | JOHN HANCOCK MULTIFACTOR ETFS | 29 |
30 | JOHN HANCOCK MULTIFACTOR ETFS | QUARTERLY REPORT | SEE NOTES TO FUNDS' INVESTMENTS |
SEE NOTES TO FUNDS' INVESTMENTS | QUARTERLY REPORT | JOHN HANCOCK MULTIFACTOR ETFS | 31 |
32 | JOHN HANCOCK MULTIFACTOR ETFS | QUARTERLY REPORT | SEE NOTES TO FUNDS' INVESTMENTS |
SEE NOTES TO FUNDS' INVESTMENTS | QUARTERLY REPORT | JOHN HANCOCK MULTIFACTOR ETFS | 33 |
34 | JOHN HANCOCK MULTIFACTOR ETFS | QUARTERLY REPORT | SEE NOTES TO FUNDS' INVESTMENTS |
SEE NOTES TO FUNDS' INVESTMENTS | QUARTERLY REPORT | JOHN HANCOCK MULTIFACTOR ETFS | 35 |
36 | JOHN HANCOCK MULTIFACTOR ETFS | QUARTERLY REPORT | SEE NOTES TO FUNDS' INVESTMENTS |
SEE NOTES TO FUNDS' INVESTMENTS | QUARTERLY REPORT | JOHN HANCOCK MULTIFACTOR ETFS | 37 |
38 | JOHN HANCOCK MULTIFACTOR ETFS | QUARTERLY REPORT | SEE NOTES TO FUNDS' INVESTMENTS |
SEE NOTES TO FUNDS' INVESTMENTS | QUARTERLY REPORT | JOHN HANCOCK MULTIFACTOR ETFS | 39 |
40 | JOHN HANCOCK MULTIFACTOR ETFS | QUARTERLY REPORT | SEE NOTES TO FUNDS' INVESTMENTS |
SEE NOTES TO FUNDS' INVESTMENTS | QUARTERLY REPORT | JOHN HANCOCK MULTIFACTOR ETFS | 41 |
42 | JOHN HANCOCK MULTIFACTOR ETFS | QUARTERLY REPORT | SEE NOTES TO FUNDS' INVESTMENTS |
SEE NOTES TO FUNDS' INVESTMENTS | QUARTERLY REPORT | JOHN HANCOCK MULTIFACTOR ETFS | 43 |
44 | JOHN HANCOCK MULTIFACTOR ETFS | QUARTERLY REPORT | SEE NOTES TO FUNDS' INVESTMENTS |
SEE NOTES TO FUNDS' INVESTMENTS | QUARTERLY REPORT | JOHN HANCOCK MULTIFACTOR ETFS | 45 |
46 | JOHN HANCOCK MULTIFACTOR ETFS | QUARTERLY REPORT | SEE NOTES TO FUNDS' INVESTMENTS |
SEE NOTES TO FUNDS' INVESTMENTS | QUARTERLY REPORT | JOHN HANCOCK MULTIFACTOR ETFS | 47 |
48 | JOHN HANCOCK MULTIFACTOR ETFS | QUARTERLY REPORT | SEE NOTES TO FUNDS' INVESTMENTS |
SEE NOTES TO FUNDS' INVESTMENTS | QUARTERLY REPORT | JOHN HANCOCK MULTIFACTOR ETFS | 49 |
50 | JOHN HANCOCK MULTIFACTOR ETFS | QUARTERLY REPORT | SEE NOTES TO FUNDS' INVESTMENTS |
SEE NOTES TO FUNDS' INVESTMENTS | QUARTERLY REPORT | JOHN HANCOCK MULTIFACTOR ETFS | 51 |
Shares or Principal Amount | Value | |
Utilities (continued) | ||
Multi-utilities (continued) | ||
Consolidated Edison, Inc. | 12,016 | $850,492 |
Dominion Energy, Inc. | 5,708 | 416,056 |
DTE Energy Company | 6,892 | 818,218 |
NiSource, Inc. | 10,844 | 240,195 |
Public Service Enterprise Group, Inc. | 17,593 | 992,773 |
Sempra Energy | 3,922 | 485,387 |
WEC Energy Group, Inc. | 8,612 | 765,607 |
Water utilities – 4.8% | ||
American Water Works Company, Inc. | 4,848 | 770,929 |
Essential Utilities, Inc. | 5,576 | 258,169 |
SHORT-TERM INVESTMENTS – 0.3% | $65,019 | |
(Cost $65,019) | ||
Short-term funds – 0.3% | 65,019 | |
State Street Institutional U.S. Government Money Market Fund, Premier Class, 0.0300% (A) | 65,019 | 65,019 |
Total investments (Multifactor Utilities ETF) (Cost $23,340,950) 100.2% | $21,567,513 | |
Other assets and liabilities, net (0.2%) | (38,365) | |
Total net assets 100.0% | $21,529,148 |
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 1-31-21. |
52 | JOHN HANCOCK MULTIFACTOR ETFS | QUARTERLY REPORT | SEE NOTES TO FUNDS' INVESTMENTS |
Notes to Funds' investments (unaudited) |
Total value at 1-31-21 | Level 1 quoted price | Level 2 significant observable inputs | Level 3 significant unobservable inputs | |
Multifactor Consumer Discretionary ETF | ||||
Investments in securities: | ||||
Assets | ||||
Common stocks | $43,046,466 | $43,046,466 | — | — |
Short-term investments | 79,721 | 79,721 | — | — |
Total investments in securities | $43,126,187 | $43,126,187 | — | — |
Multifactor Consumer Staples ETF | ||||
Investments in securities: | ||||
Assets | ||||
Common stocks | $24,259,506 | $24,259,506 | — | — |
Short-term investments | 57,481 | 57,481 | — | — |
Total investments in securities | $24,316,987 | $24,316,987 | — | — |
Multifactor Developed International ETF | ||||
Investments in securities: | ||||
Assets | ||||
Common stocks | ||||
Australia | $32,689,750 | $32,689,750 | — | — |
Austria | 652,999 | 652,999 | — | — |
Belgium | 4,443,508 | 4,443,508 | — | — |
Chile | 406,245 | 406,245 | — | — |
| | 53 |
Total value at 1-31-21 | Level 1 quoted price | Level 2 significant observable inputs | Level 3 significant unobservable inputs | |
Multifactor Developed International ETF (continued) | ||||
Czech Republic | $206,484 | $206,484 | — | — |
Denmark | 11,218,986 | 11,218,986 | — | — |
Finland | 7,422,885 | 7,422,885 | — | — |
France | 44,877,192 | 44,877,192 | — | — |
Germany | 38,395,465 | 38,395,465 | — | — |
Hong Kong | 14,611,419 | 14,611,419 | — | — |
Ireland | 4,972,817 | 4,972,817 | — | — |
Isle of Man | 356,643 | 356,643 | — | — |
Israel | 1,806,799 | 1,806,799 | — | — |
Italy | 9,328,949 | 9,328,949 | — | — |
Japan | 119,410,408 | 119,410,408 | — | — |
Jordan | 155,689 | 155,689 | — | — |
Luxembourg | 540,502 | 540,502 | — | — |
Macau | 224,397 | 224,397 | — | — |
Mexico | 96,234 | 96,234 | — | — |
Netherlands | 21,860,549 | 21,860,549 | — | — |
New Zealand | 1,320,750 | 1,320,750 | — | — |
Norway | 2,844,512 | 2,844,512 | — | — |
Portugal | 585,855 | 585,855 | — | — |
Singapore | 5,751,758 | 5,751,758 | — | — |
Spain | 10,598,925 | 10,560,535 | $38,390 | — |
Sweden | 17,255,091 | 17,255,091 | — | — |
Switzerland | 45,510,366 | 45,510,366 | — | — |
United Arab Emirates | 2,493 | — | 2,493 | — |
United Kingdom | 62,889,204 | 62,889,204 | — | — |
United States | 44,410 | 44,410 | — | — |
Preferred securities | 3,910,077 | 3,910,077 | — | — |
Warrants | 17,146 | 17,146 | — | — |
Short-term investments | 209,438 | 209,438 | — | — |
Total investments in securities | $464,617,945 | $464,577,062 | $40,883 | — |
Multifactor Emerging Markets ETF | ||||
Investments in securities: | ||||
Assets | ||||
Common stocks | ||||
Brazil | $29,967,027 | $29,967,027 | — | — |
Chile | 3,600,506 | 3,600,506 | — | — |
China | 233,715,168 | 233,608,866 | $106,302 | — |
Hong Kong | 18,124,598 | 18,124,598 | — | — |
India | 86,915,195 | 86,915,195 | — | — |
Indonesia | 12,661,865 | 12,661,865 | — | — |
Malaysia | 14,498,500 | 14,498,500 | — | — |
Mexico | 15,202,670 | 15,202,670 | — | — |
Philippines | 7,411,416 | 7,411,416 | — | — |
Poland | 5,805,327 | 5,805,327 | — | — |
Russia | 17,604,003 | 17,604,003 | — | — |
Saudi Arabia | 9,000,280 | 9,000,280 | — | — |
South Africa | 29,955,899 | 29,955,899 | — | — |
South Korea | 109,845,292 | 109,845,292 | — | — |
Taiwan | 105,165,022 | 105,165,022 | — | — |
Thailand | 14,351,808 | 14,351,808 | — | — |
Turkey | 2,854,594 | 2,854,594 | — | — |
54 | | |
Total value at 1-31-21 | Level 1 quoted price | Level 2 significant observable inputs | Level 3 significant unobservable inputs | |
Multifactor Emerging Markets ETF (continued) | ||||
Preferred securities | $8,896,201 | $8,896,201 | — | — |
Investment companies | 109,855 | 109,855 | — | — |
Rights | 10,589 | 1,110 | $9,479 | — |
Warrants | 3,876 | 3,876 | — | — |
Short-term investments | 5,783,466 | 5,783,466 | — | — |
Total investments in securities | $731,483,157 | $731,367,376 | $115,781 | — |
Multifactor Energy ETF | ||||
Investments in securities: | ||||
Assets | ||||
Common stocks | $14,441,645 | $14,441,645 | — | — |
Short-term investments | 478,498 | 478,498 | — | — |
Total investments in securities | $14,920,143 | $14,920,143 | — | — |
Derivatives: | ||||
Liabilities | ||||
Futures | $(3,984) | $(3,984) | — | — |
Multifactor Financials ETF | ||||
Investments in securities: | ||||
Assets | ||||
Common stocks | $28,625,830 | $28,625,830 | — | — |
Short-term investments | 67,931 | 67,931 | — | — |
Total investments in securities | $28,693,761 | $28,693,761 | — | — |
Multifactor Healthcare ETF | ||||
Investments in securities: | ||||
Assets | ||||
Common stocks | $52,387,494 | $52,387,494 | — | — |
Short-term investments | 96,327 | 96,327 | — | — |
Total investments in securities | $52,483,821 | $52,483,821 | — | — |
Multifactor Industrials ETF | ||||
Investments in securities: | ||||
Assets | ||||
Common stocks | $43,164,114 | $43,164,114 | — | — |
Short-term investments | 162,395 | 162,395 | — | — |
Total investments in securities | $43,326,509 | $43,326,509 | — | — |
Multifactor Large Cap ETF | ||||
Investments in securities: | ||||
Assets | ||||
Common stocks | $977,616,041 | $977,616,041 | — | — |
Short-term investments | 1,566,142 | 1,566,142 | — | — |
Total investments in securities | $979,182,183 | $979,182,183 | — | — |
Multifactor Materials ETF | ||||
Investments in securities: | ||||
Assets | ||||
Common stocks | $25,679,952 | $25,679,952 | — | — |
Short-term investments | 470,742 | 470,742 | — | — |
Total investments in securities | $26,150,694 | $26,150,694 | — | — |
| | 55 |
Total value at 1-31-21 | Level 1 quoted price | Level 2 significant observable inputs | Level 3 significant unobservable inputs | |
Multifactor Media and Communications ETF | ||||
Investments in securities: | ||||
Assets | ||||
Common stocks | $30,719,509 | $30,719,509 | — | — |
Short-term investments | 22,242 | 22,242 | — | — |
Total investments in securities | $30,741,751 | $30,741,751 | — | — |
Multifactor Mid Cap ETF | ||||
Investments in securities: | ||||
Assets | ||||
Common stocks | $1,976,245,856 | $1,976,245,856 | — | — |
Short-term investments | 5,138,380 | 5,138,380 | — | — |
Total investments in securities | $1,981,384,236 | $1,981,384,236 | — | — |
Multifactor Small Cap ETF | ||||
Investments in securities: | ||||
Assets | ||||
Common stocks | $548,112,230 | $548,112,230 | — | — |
Short-term investments | 3,245,637 | 3,245,637 | — | — |
Total investments in securities | $551,357,867 | $551,357,867 | — | — |
Multifactor Technology ETF | ||||
Investments in securities: | ||||
Assets | ||||
Common stocks | $53,050,264 | $53,050,264 | — | — |
Short-term investments | 270,051 | 270,051 | — | — |
Total investments in securities | $53,320,315 | $53,320,315 | — | — |
Multifactor Utilities ETF | ||||
Investments in securities: | ||||
Assets | ||||
Common stocks | $21,502,494 | $21,502,494 | — | — |
Short-term investments | 65,019 | 65,019 | — | — |
Total investments in securities | $21,567,513 | $21,567,513 | — | — |
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 | — | $645,028 | $5,244,655 | $(5,889,825) | $319 | $(177) | $2,869 | — | — |
Multifactor Consumer Staples ETF | |||||||||
John Hancock Collateral Trust | — | — | $1,335,558 | $(1,335,540) | $(18) | — | $132 | — | — |
56 | | |
Dividends and distributions | |||||||||
Affiliate | Ending share amount | Beginning value | Cost of purchases | Proceeds from shares sold | Realized gain (loss) | Change in unrealized appreciation (depreciation) | Income distributions received | Capital gain distributions received | Ending value |
Multifactor Developed International ETF | |||||||||
John Hancock Collateral Trust | 7,353 | $10,542,966 | $47,603,953 | $(58,074,088) | $3,920 | $(3,171) | $50,662 | — | $73,580 |
Multifactor Emerging Markets ETF | |||||||||
John Hancock Collateral Trust | 569,859 | $6,738,757 | $28,792,501 | $(29,828,823) | $2,593 | $(2,624) | $52,199 | — | $5,702,404 |
Multifactor Energy ETF | |||||||||
John Hancock Collateral Trust | — | $59,622 | $350,376 | $(410,002) | $18 | $(14) | $364 | — | — |
Multifactor Financials ETF | |||||||||
John Hancock Collateral Trust | 685 | $35,481 | $430,559 | $(459,168) | $(7) | $(8) | $424 | — | $6,857 |
Multifactor Healthcare ETF | |||||||||
John Hancock Collateral Trust | 3,742 | $183,786 | $2,490,206 | $(2,636,485) | $(4) | $(61) | $686 | — | $37,442 |
Multifactor Industrials ETF | |||||||||
John Hancock Collateral Trust | 8,715 | $95,357 | $1,009,561 | $(1,017,694) | $5 | $(20) | $1,282 | — | $87,209 |
Multifactor Large Cap ETF | |||||||||
John Hancock Collateral Trust | 121,446 | $1,882,757 | $19,685,111 | $(20,352,451) | $828 | $(970) | $23,335 | — | $1,215,275 |
Multifactor Materials ETF | |||||||||
John Hancock Collateral Trust | 39,705 | — | $889,840 | $(492,452) | $(34) | $(43) | $4,079 | — | $397,311 |
Multifactor Media and Communications ETF | |||||||||
John Hancock Collateral Trust | — | $150,711 | $4,829,264 | $(4,980,007) | $61 | $(29) | $5,407 | — | — |
Multifactor Mid Cap ETF | |||||||||
John Hancock Collateral Trust | 377,467 | $9,727,116 | $83,023,170 | $(88,971,506) | $2,012 | $(3,593) | $94,130 | — | $3,777,199 |
Multifactor Small Cap ETF | |||||||||
John Hancock Collateral Trust | 290,055 | $12,670,705 | $95,720,188 | $(105,486,386) | $3,415 | $(5,426) | $55,198 | — | $2,902,496 |
Multifactor Technology ETF | |||||||||
John Hancock Collateral Trust | 17,693 | $149,493 | $3,949,140 | $(3,921,505) | $(39) | $(40) | $710 | — | $177,049 |
| | 57 |
58 | | |