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 |
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 |
Notes to Funds’ investments (unaudited) |
Total value at 1-31-23 | Level 1 quoted price | Level 2 significant observable inputs | Level 3 significant unobservable inputs | |
Multifactor Developed International ETF | ||||
Investments in securities: | ||||
Assets | ||||
Common stocks | ||||
Australia | $36,647,447 | $36,647,447 | — | — |
Austria | 1,305,882 | 1,305,882 | — | — |
Belgium | 4,506,996 | 4,506,996 | — | — |
Chile | 571,868 | 571,868 | — | — |
Denmark | 12,783,832 | 12,783,832 | — | — |
Finland | 6,627,279 | 6,627,279 | — | — |
France | 51,618,536 | 51,618,536 | — | — |
Germany | 33,833,407 | 33,833,407 | — | — |
Hong Kong | 11,459,333 | 11,459,333 | — | — |
Ireland | 4,741,101 | 4,741,101 | — | — |
Israel | 2,013,014 | 2,013,014 | — | — |
Italy | 10,556,846 | 10,556,846 | — | — |
Japan | 110,592,671 | 110,592,671 | — | — |
Luxembourg | 1,627,609 | 1,627,609 | — | — |
Macau | 242,218 | 242,218 | — | — |
Malaysia | 290,134 | 290,134 | — | — |
Mexico | 96,420 | 96,420 | — | — |
Netherlands | 21,145,602 | 21,145,602 | — | — |
New Zealand | 696,276 | 696,276 | — | — |
Norway | 2,980,287 | 2,980,287 | — | — |
42 | | |
Total value at 1-31-23 | Level 1 quoted price | Level 2 significant observable inputs | Level 3 significant unobservable inputs | |
Multifactor Developed International ETF (continued) | ||||
Portugal | $1,225,785 | $1,225,785 | — | — |
Singapore | 8,082,503 | 8,082,503 | — | — |
Spain | 13,740,087 | 13,740,087 | — | — |
Sweden | 14,067,327 | 14,067,327 | — | — |
Switzerland | 50,649,042 | 50,649,042 | — | — |
United Arab Emirates | 98 | — | $98 | — |
United Kingdom | 71,123,159 | 71,123,159 | — | — |
United States | 36,099 | 36,099 | — | — |
Preferred securities | 2,890,013 | 2,890,013 | — | — |
Short-term investments | 407,660 | 407,660 | — | — |
Total investments in securities | $476,558,531 | $476,558,433 | $98 | — |
Multifactor Emerging Markets ETF | ||||
Investments in securities: | ||||
Assets | ||||
Common stocks | ||||
Brazil | $30,506,015 | $30,506,015 | — | — |
Chile | 3,028,556 | 3,028,556 | — | — |
China | 184,570,574 | 184,570,574 | — | — |
Hong Kong | 11,316,776 | 11,316,776 | — | — |
India | 137,905,941 | 137,804,371 | — | $101,570 |
Indonesia | 16,681,387 | 16,681,387 | — | — |
Malaysia | 13,986,767 | 13,986,767 | — | — |
Mexico | 21,007,662 | 21,007,662 | — | — |
Netherlands | 353,101 | 353,101 | — | — |
Philippines | 7,833,896 | 7,833,896 | — | — |
Poland | 5,593,650 | 5,593,650 | — | — |
Russia | 427,470 | — | — | 427,470 |
Saudi Arabia | 23,419,906 | 23,419,906 | — | — |
South Africa | 30,457,581 | 30,457,581 | — | — |
South Korea | 93,090,934 | 93,090,934 | — | — |
Taiwan | 112,945,307 | 112,945,307 | — | — |
Thailand | 18,053,314 | 18,053,314 | — | — |
Turkey | 3,411,265 | 3,411,265 | — | — |
United Kingdom | 96,655 | 96,655 | — | — |
United States | 1,456,542 | 1,456,542 | — | — |
Preferred securities | 11,681,602 | 11,681,602 | — | — |
Short-term investments | 577,063 | 577,063 | — | — |
Total investments in securities | $728,401,964 | $727,872,924 | — | $529,040 |
Multifactor Large Cap ETF | ||||
Investments in securities: | ||||
Assets | ||||
Common stocks | ||||
Communication services | $45,523,884 | $45,523,884 | — | — |
Consumer discretionary | 80,178,540 | 80,178,540 | — | — |
Consumer staples | 46,602,263 | 46,602,263 | — | — |
Energy | 38,662,493 | 38,662,493 | — | — |
Financials | 104,476,258 | 104,476,258 | — | — |
Health care | 103,234,326 | 103,233,133 | — | $1,193 |
Industrials | 85,676,672 | 85,676,672 | — | — |
Information technology | 167,013,522 | 167,013,522 | — | — |
Materials | 34,563,066 | 34,563,066 | — | — |
Real estate | 24,734,453 | 24,734,453 | — | — |
| | 43 |
Total value at 1-31-23 | Level 1 quoted price | Level 2 significant observable inputs | Level 3 significant unobservable inputs | |
Multifactor Large Cap ETF (continued) | ||||
Utilities | $31,873,140 | $31,873,140 | — | — |
Short-term investments | 333,099 | 333,099 | — | — |
Total investments in securities | $762,871,716 | $762,870,523 | — | $1,193 |
Multifactor Mid Cap ETF | ||||
Investments in securities: | ||||
Assets | ||||
Common stocks | ||||
Communication services | $96,781,353 | $96,781,353 | — | — |
Consumer discretionary | 378,208,975 | 378,208,975 | — | — |
Consumer staples | 115,472,314 | 115,472,314 | — | — |
Energy | 142,126,766 | 142,126,766 | — | — |
Financials | 443,866,253 | 443,866,253 | — | — |
Health care | 329,848,254 | 329,829,567 | — | $18,687 |
Industrials | 512,635,035 | 512,635,035 | — | — |
Information technology | 448,370,302 | 448,370,302 | — | — |
Materials | 233,728,042 | 233,728,042 | — | — |
Real estate | 164,331,139 | 164,331,139 | — | — |
Utilities | 166,845,441 | 166,845,441 | — | — |
Short-term investments | 3,056,244 | 3,056,244 | — | — |
Total investments in securities | $3,035,270,118 | $3,035,251,431 | — | $18,687 |
Multifactor Small Cap ETF | ||||
Investments in securities: | ||||
Assets | ||||
Common stocks | $355,737,865 | $355,737,865 | — | — |
Short-term investments | 708,843 | 708,843 | — | — |
Total investments in securities | $356,446,708 | $356,446,708 | — | — |
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 | 39,285 | $10,869,912 | $39,232,788 | $(49,711,233) | $723 | $573 | $80,076 | — | $392,763 |
Multifactor Emerging Markets ETF | |||||||||
John Hancock Collateral Trust | 56,976 | $2,767,388 | $4,780,606 | $(6,978,329) | $(222) | $187 | $18,421 | — | $569,630 |
Multifactor Large Cap ETF | |||||||||
John Hancock Collateral Trust | 3,099 | $468,378 | $3,395,257 | $(3,832,613) | $(63) | $26 | $9,084 | — | $30,985 |
Multifactor Mid Cap ETF | |||||||||
John Hancock Collateral Trust | 19,312 | $7,902,546 | $56,903,251 | $(64,610,111) | $(3,072) | $468 | $212,341 | — | $193,082 |
44 | | |
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 Small Cap ETF | |||||||||
John Hancock Collateral Trust | 32,291 | $761,349 | $12,482,392 | $(12,920,596) | $(378) | $72 | $15,905 | — | $322,839 |
| | 45 |