John Hancock
ETFs
Quarterly portfolio holdings 1/31/2023
Funds’ investments |
CORPORATE BOND ETF
As of 1-31-23 (unaudited)
Rate (%) | Maturity date | Par value^ | Value | ||
Corporate bonds 98.4% | $18,899,046 | ||||
(Cost $21,194,788) | |||||
Communication services 9.1% | 1,750,487 | ||||
Diversified telecommunication services 2.7% | |||||
AT&T, Inc. | 3.500 | 06-01-41 | 321,000 | 257,705 | |
Verizon Communications, Inc. | 2.650 | 11-20-40 | 372,000 | 268,686 | |
Entertainment 1.6% | |||||
TWDC Enterprises 18 Corp. | 4.125 | 12-01-41 | 228,000 | 208,742 | |
WarnerMedia Holdings, Inc. (A) | 4.279 | 03-15-32 | 106,000 | 94,335 | |
Media 3.8% | |||||
Charter Communications Operating LLC | 3.500 | 06-01-41 | 472,000 | 331,718 | |
Comcast Corp. | 3.750 | 04-01-40 | 450,000 | 397,664 | |
Wireless telecommunication services 1.0% | |||||
T-Mobile USA, Inc. | 4.500 | 04-15-50 | 217,000 | 191,637 | |
Consumer discretionary 7.7% | 1,470,488 | ||||
Automobiles 3.7% | |||||
General Motors Financial Company, Inc. | 2.700 | 08-20-27 | 326,000 | 292,710 | |
Hyundai Capital America (A) | 0.800 | 01-08-24 | 226,000 | 216,856 | |
Nissan Motor Acceptance Company LLC (A) | 2.000 | 03-09-26 | 212,000 | 187,991 | |
Hotels, restaurants and leisure 3.0% | |||||
Expedia Group, Inc. | 3.250 | 02-15-30 | 338,000 | 297,126 | |
Marriott International, Inc. | 4.625 | 06-15-30 | 292,000 | 284,821 | |
Specialty retail 1.0% | |||||
The Home Depot, Inc. | 3.625 | 04-15-52 | 229,000 | 190,984 | |
Consumer staples 1.1% | 220,104 | ||||
Beverages 0.6% | |||||
Anheuser-Busch InBev Worldwide, Inc. | 4.600 | 04-15-48 | 120,000 | 113,523 | |
Food products 0.5% | |||||
Kraft Heinz Foods Company | 5.200 | 07-15-45 | 109,000 | 106,581 | |
Energy 10.5% | 2,024,671 | ||||
Oil, gas and consumable fuels 10.5% | |||||
Aker BP ASA (A) | 3.750 | 01-15-30 | 338,000 | 306,293 | |
Cenovus Energy, Inc. | 5.400 | 06-15-47 | 226,000 | 218,162 | |
Enbridge, Inc. (5.750% to 4-15-30, then 5 Year CMT + 5.314%) | 5.750 | 07-15-80 | 316,000 | 299,028 | |
Energy Transfer LP | 5.250 | 04-15-29 | 226,000 | 228,114 | |
Kinder Morgan, Inc. | 3.600 | 02-15-51 | 98,000 | 72,561 | |
MPLX LP | 4.500 | 04-15-38 | 226,000 | 205,301 | |
Sabine Pass Liquefaction LLC | 5.750 | 05-15-24 | 304,000 | 305,746 | |
Targa Resources Partners LP | 4.875 | 02-01-31 | 212,000 | 198,183 | |
The Williams Companies, Inc. | 2.600 | 03-15-31 | 226,000 | 191,283 | |
Financials 36.3% | 6,967,185 | ||||
Banks 22.2% | |||||
Bank of America Corp. (2.592% to 4-29-30, then SOFR + 2.150%) | 2.592 | 04-29-31 | 552,000 | 472,091 | |
Bank of America Corp. (2.972% to 7-21-51, then SOFR + 1.560%) | 2.972 | 07-21-52 | 185,000 | 130,442 | |
Barclays PLC | 4.375 | 01-12-26 | 450,000 | 440,916 | |
Citigroup, Inc. (2.976% to 11-5-29, then SOFR + 1.422%) | 2.976 | 11-05-30 | 450,000 | 395,742 | |
Citizens Financial Group, Inc. | 3.250 | 04-30-30 | 450,000 | 405,951 | |
Credit Agricole SA (A) | 3.250 | 01-14-30 | 282,000 | 243,577 | |
JPMorgan Chase & Co. (2.739% to 10-15-29, then SOFR + 1.510%) | 2.739 | 10-15-30 | 496,000 | 433,510 | |
JPMorgan Chase & Co. (6.750% to 2-1-24, then 3 month LIBOR + 3.780%) (B) | 6.750 | 02-01-24 | 180,000 | 181,814 |
2 | JOHN HANCOCK ETFS | QUARTERLY REPORT | SEE NOTES TO FUNDS’ INVESTMENTS |
Rate (%) | Maturity date | Par value^ | Value | ||
Financials (continued) | |||||
Banks (continued) | |||||
Lloyds Banking Group PLC | 4.450 | 05-08-25 | 450,000 | $443,856 | |
Santander Holdings USA, Inc. | 4.400 | 07-13-27 | 450,000 | 437,728 | |
U.S. Bancorp (5.727% to 10-21-25, then SOFR + 1.430%) | 5.727 | 10-21-26 | 265,000 | 272,284 | |
Wells Fargo & Company (2.879% to 10-30-29, then 3 month CME Term SOFR + 1.432%) | 2.879 | 10-30-30 | 450,000 | 398,247 | |
Capital markets 8.8% | |||||
Ares Capital Corp. | 3.875 | 01-15-26 | 226,000 | 212,590 | |
Blackstone Private Credit Fund | 2.350 | 11-22-24 | 241,000 | 225,610 | |
Deutsche Bank AG (2.311% to 11-16-26, then SOFR + 1.219%) | 2.311 | 11-16-27 | 226,000 | 199,744 | |
Morgan Stanley (4.431% to 1-23-29, then 3 month LIBOR + 1.628%) | 4.431 | 01-23-30 | 396,000 | 385,895 | |
The Bank of New York Mellon Corp. (4.414% to 7-24-25, then SOFR + 1.345%) | 4.414 | 07-24-26 | 272,000 | 270,121 | |
The Goldman Sachs Group, Inc. (1.431% to 3-9-26, then SOFR + 0.798%) | 1.431 | 03-09-27 | 450,000 | 403,212 | |
Consumer finance 2.2% | |||||
Ally Financial, Inc. | 3.875 | 05-21-24 | 436,000 | 427,263 | |
Insurance 3.1% | |||||
Athene Global Funding (A) | 1.450 | 01-08-26 | 212,000 | 188,755 | |
Prudential Financial, Inc. (3.700% to 7-1-30, then 5 Year CMT + 3.035%) | 3.700 | 10-01-50 | 226,000 | 194,572 | |
Teachers Insurance & Annuity Association of America (A) | 4.270 | 05-15-47 | 226,000 | 203,265 | |
Health care 5.8% | 1,119,664 | ||||
Biotechnology 0.9% | |||||
AbbVie, Inc. | 4.250 | 11-21-49 | 197,000 | 176,347 | |
Health care providers and services 3.1% | |||||
HCA, Inc. | 4.125 | 06-15-29 | 226,000 | 214,818 | |
UnitedHealth Group, Inc. | 3.500 | 08-15-39 | 217,000 | 188,530 | |
Universal Health Services, Inc. | 2.650 | 10-15-30 | 226,000 | 190,539 | |
Pharmaceuticals 1.8% | |||||
Bristol-Myers Squibb Company | 3.700 | 03-15-52 | 228,000 | 192,779 | |
Viatris, Inc. | 4.000 | 06-22-50 | 226,000 | 156,651 | |
Industrials 5.1% | 971,984 | ||||
Aerospace and defense 0.9% | |||||
The Boeing Company | 3.750 | 02-01-50 | 236,000 | 181,539 | |
Airlines 2.2% | |||||
Delta Air Lines, Inc. (A) | 4.750 | 10-20-28 | 226,000 | 220,194 | |
United Airlines 2020-1 Class A Pass Through Trust | 5.875 | 10-15-27 | 192,824 | 192,824 | |
Trading companies and distributors 2.0% | |||||
AerCap Ireland Capital DAC | 3.850 | 10-29-41 | 212,000 | 165,389 | |
Air Lease Corp. | 2.875 | 01-15-26 | 226,000 | 212,038 | |
Information technology 10.6% | 2,031,668 | ||||
Communications equipment 0.6% | |||||
Motorola Solutions, Inc. | 2.300 | 11-15-30 | 141,000 | 114,094 | |
IT services 0.9% | |||||
Visa, Inc. | 2.700 | 04-15-40 | 226,000 | 180,677 | |
Semiconductors and semiconductor equipment 3.9% | |||||
Broadcom Corp. | 3.625 | 01-15-24 | 219,000 | 215,906 | |
Micron Technology, Inc. | 4.185 | 02-15-27 | 226,000 | 220,306 | |
NVIDIA Corp. | 2.850 | 04-01-30 | 338,000 | 307,213 | |
Software 2.7% | |||||
Microsoft Corp. | 2.525 | 06-01-50 | 484,000 | 344,905 | |
Oracle Corp. | 3.950 | 03-25-51 | 214,000 | 166,332 |
SEE NOTES TO FUNDS’ INVESTMENTS | QUARTERLY REPORT | JOHN HANCOCK ETFS | 3 |
Rate (%) | Maturity date | Par value^ | Value | ||
Information technology (continued) | |||||
Technology hardware, storage and peripherals 2.5% | |||||
Apple, Inc. | 2.700 | 08-05-51 | 450,000 | $319,948 | |
Dell International LLC (A) | 3.450 | 12-15-51 | 168,000 | 111,595 | |
Dell International LLC | 8.350 | 07-15-46 | 42,000 | 50,692 | |
Materials 3.2% | 612,727 | ||||
Chemicals 1.0% | |||||
Braskem Netherlands Finance BV (A) | 4.500 | 01-31-30 | 212,000 | 186,660 | |
Construction materials 1.1% | |||||
Vulcan Materials Company | 3.500 | 06-01-30 | 226,000 | 206,508 | |
Metals and mining 1.1% | |||||
Freeport-McMoRan, Inc. | 5.450 | 03-15-43 | 226,000 | 219,559 | |
Real estate 3.7% | 708,470 | ||||
Equity real estate investment trusts 3.7% | |||||
American Tower Corp. | 2.950 | 01-15-51 | 286,000 | 188,363 | |
GLP Capital LP | 5.375 | 04-15-26 | 226,000 | 225,769 | |
Host Hotels & Resorts LP | 3.375 | 12-15-29 | 338,000 | 294,338 | |
Utilities 5.3% | 1,021,598 | ||||
Electric utilities 4.1% | |||||
NextEra Energy Capital Holdings, Inc. | 2.750 | 11-01-29 | 282,000 | 250,776 | |
NRG Energy, Inc. (A) | 4.450 | 06-15-29 | 304,000 | 278,195 | |
Vistra Operations Company LLC (A) | 4.300 | 07-15-29 | 282,000 | 260,692 | |
Multi-utilities 1.2% | |||||
CenterPoint Energy Resources Corp. | 1.750 | 10-01-30 | 282,000 | 231,935 | |
Yield (%) | Shares | Value | |||
Short-term investments 0.9% | $176,280 | ||||
(Cost $176,241) | |||||
Short-term funds 0.9% | 176,280 | ||||
John Hancock Collateral Trust (C) | 4.3787(D) | 17,632 | 176,280 |
Total investments (Cost $21,371,029) 99.3% | $19,075,326 | ||||
Other assets and liabilities, net 0.7% | 132,111 | ||||
Total net assets 100.0% | $19,207,437 |
The percentage shown for each investment category is the total value of the category as a percentage of the net assets of the fund. | |
^All par values are denominated in U.S. dollars unless otherwise indicated. | |
Security Abbreviations and Legend | |
CME | Chicago Mercantile Exchange |
CMT | Constant Maturity Treasury |
LIBOR | London Interbank Offered Rate |
SOFR | Secured Overnight Financing Rate |
(A) | These securities are exempt from registration under Rule 144A of the Securities Act of 1933. Such securities may be resold, normally to qualified institutional buyers, in transactions exempt from registration. Rule 144A securities amounted to $2,498,408 or 13.0% of the fund’s net assets as of 1-31-23. |
(B) | Perpetual bonds have no stated maturity date. Date shown as maturity date is next call date. |
(C) | Investment is an affiliate of the fund, the advisor and/or subadvisor. |
(D) | The rate shown is the annualized seven-day yield as of 1-31-23. |
The fund had the following country
composition as a percentage of net assets on 1-31-23:
United States | 86.9% |
United Kingdom | 4.6% |
4 | JOHN HANCOCK ETFS | QUARTERLY REPORT | SEE NOTES TO FUNDS’ INVESTMENTS |
Canada | 2.7% |
Norway | 1.6% |
France | 1.3% |
Germany | 1.0% |
Netherlands | 1.0% |
Other countries | 0.9% |
TOTAL | 100.0% |
INTERNATIONAL HIGH DIVIDEND
ETF
As of 1-31-23 (unaudited)
Shares | Value | ||||
Common stocks 96.4% | $5,256,593 | ||||
(Cost $4,800,265) | |||||
Australia 7.6% | 414,835 | ||||
BHP Group, Ltd. | 3,100 | 107,866 | |||
Fortescue Metals Group, Ltd. | 6,240 | 97,790 | |||
South32, Ltd. | 33,280 | 106,466 | |||
Woodside Energy Group, Ltd. | 4,020 | 102,713 | |||
Belgium 2.0% | 111,194 | ||||
Solvay SA | 960 | 111,194 | |||
Canada 2.4% | 130,138 | ||||
Power Corp. of Canada | 2,760 | 74,649 | |||
West Fraser Timber Company, Ltd. | 640 | 55,489 | |||
France 6.2% | 340,206 | ||||
Klepierre SA (A) | 4,160 | 105,088 | |||
LVMH Moet Hennessy Louis Vuitton SE | 40 | 34,754 | |||
Publicis Groupe SA | 1,520 | 106,873 | |||
Sanofi | 960 | 93,491 | |||
Germany 8.2% | 446,614 | ||||
BASF SE | 1,900 | 108,127 | |||
Bayerische Motoren Werke AG | 1,120 | 113,403 | |||
Deutsche Telekom AG | 3,060 | 67,962 | |||
Fresenius SE & Company KGaA | 1,600 | 46,101 | |||
Mercedes-Benz Group AG | 1,500 | 111,021 | |||
Hong Kong 7.2% | 392,882 | ||||
CK Hutchison Holdings, Ltd. | 20,000 | 127,063 | |||
Hongkong Land Holdings, Ltd. | 14,000 | 68,180 | |||
Jardine Matheson Holdings, Ltd. | 2,000 | 106,040 | |||
Swire Pacific, Ltd., Class A | 10,000 | 91,599 | |||
Israel 0.8% | 43,955 | ||||
ICL Group, Ltd. | 5,584 | 43,955 | |||
Italy 5.6% | 306,590 | ||||
Assicurazioni Generali SpA | 5,020 | 97,590 | |||
Eni SpA | 6,760 | 103,782 | |||
Poste Italiane SpA (B) | 9,900 | 105,218 | |||
Japan 21.6% | 1,174,180 | ||||
Daiwa House Industry Company, Ltd. | 2,000 | 47,845 | |||
FUJIFILM Holdings Corp. | 2,000 | 105,133 | |||
ITOCHU Corp. | 2,000 | 64,332 | |||
JFE Holdings, Inc. | 8,000 | 105,010 | |||
Komatsu, Ltd. | 2,000 | 48,522 | |||
Marubeni Corp. | 8,000 | 97,597 |
SEE NOTES TO FUNDS’ INVESTMENTS | QUARTERLY REPORT | JOHN HANCOCK ETFS | 5 |
Shares | Value | ||||
Japan (continued) | |||||
Mitsubishi Corp. | 2,000 | $66,685 | |||
Mitsui & Company, Ltd. | 4,000 | 117,498 | |||
Nippon Steel Corp. | 6,000 | 124,342 | |||
Ricoh Company, Ltd. | 6,000 | 46,369 | |||
Seiko Epson Corp. | 4,000 | 61,732 | |||
Sumitomo Corp. | 6,000 | 107,178 | |||
Toyota Tsusho Corp. | 2,000 | 83,971 | |||
Yamaha Motor Company, Ltd. | 4,000 | 97,966 | |||
Luxembourg 1.8% | 97,612 | ||||
Aroundtown SA | 35,260 | 97,612 | |||
Netherlands 3.9% | 212,872 | ||||
ABN AMRO Bank NV (B) | 5,180 | 85,567 | |||
ASML Holding NV | 80 | 52,356 | |||
Koninklijke Ahold Delhaize NV | 2,520 | 74,949 | |||
Norway 1.6% | 86,065 | ||||
Norsk Hydro ASA | 10,700 | 86,065 | |||
Singapore 3.3% | 178,887 | ||||
Oversea-Chinese Banking Corp., Ltd. | 10,000 | 98,376 | |||
Wilmar International, Ltd. | 26,000 | 80,511 | |||
Spain 5.8% | 318,174 | ||||
CaixaBank SA | 25,340 | 111,926 | |||
Endesa SA | 5,100 | 101,195 | |||
Telefonica SA | 27,740 | 105,053 | |||
Sweden 0.9% | 49,243 | ||||
Atlas Copco AB, A Shares | 4,180 | 49,243 | |||
Switzerland 2.0% | 110,563 | ||||
Adecco Group AG | 3,000 | 110,563 | |||
United Kingdom 15.5% | 842,583 | ||||
Barclays PLC | 44,520 | 101,856 | |||
BP PLC | 8,240 | 49,590 | |||
British American Tobacco PLC | 2,286 | 87,131 | |||
GSK PLC | 5,600 | 98,131 | |||
Imperial Brands PLC | 3,406 | 85,162 | |||
J Sainsbury PLC | 36,680 | 118,582 | |||
Land Securities Group PLC | 11,480 | 100,118 | |||
Standard Chartered PLC | 9,580 | 80,104 | |||
Tesco PLC | 20,840 | 63,088 | |||
The British Land Company PLC | 10,800 | 58,821 | |||
Preferred securities 3.5% | $187,708 | ||||
(Cost $179,088) | |||||
Germany 3.5% | 187,708 | ||||
Henkel AG & Company KGaA | 1,220 | 86,654 | |||
Volkswagen AG | 733 | 101,054 | |||
6 | JOHN HANCOCK ETFS | QUARTERLY REPORT | SEE NOTES TO FUNDS’ INVESTMENTS |
Yield (%) | Shares | Value | |||
Short-term investments 0.0% | $3,132 | ||||
(Cost $3,132) | |||||
Short-term funds 0.0% | 3,132 | ||||
John Hancock Collateral Trust (C) | 4.3787(D) | 313 | 3,132 |
Total investments (Cost $4,982,485) 99.9% | $5,447,433 | ||||
Other assets and liabilities, net 0.1% | 3,113 | ||||
Total net assets 100.0% | $5,450,546 |
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) | These securities are exempt from registration under Rule 144A of the Securities Act of 1933. Such securities may be resold, normally to qualified institutional buyers, in transactions exempt from registration. |
(C) | Investment is an affiliate of the fund, the advisor and/or subadvisor. |
(D) | The rate shown is the annualized seven-day yield as of 1-31-23. |
The fund had the following sector
composition as a percentage of net assets on 1-31-23:
Industrials | 17.9% |
Materials | 17.4% |
Financials | 13.9% |
Consumer staples | 10.9% |
Real estate | 10.4% |
Consumer discretionary | 8.4% |
Communication services | 5.1% |
Information technology | 4.9% |
Energy | 4.7% |
Health care | 4.4% |
Utilities | 1.9% |
Short-term investments and other | 0.1% |
TOTAL | 100.0% |
MORTGAGE-BACKED SECURITIES ETF
As of 1-31-23 (unaudited)
Rate (%) | Maturity date | Par value^ | Value | ||
U.S. Government and Agency obligations 46.7% | $11,475,810 | ||||
(Cost $12,879,303) | |||||
U.S. Government 1.1% | 263,234 | ||||
U.S. Treasury | |||||
Bond | 3.000 | 08-15-52 | 100,000 | 88,484 | |
Bond | 3.375 | 08-15-42 | 100,000 | 94,547 | |
Bond | 4.000 | 11-15-52 | 75,000 | 80,203 | |
U.S. Government Agency 45.6% | 11,212,576 | ||||
Federal Home Loan Mortgage Corp. | |||||
30 Yr Pass Thru | 2.500 | 09-01-51 | 179,112 | 158,325 | |
30 Yr Pass Thru | 2.500 | 01-01-52 | 261,906 | 231,509 | |
30 Yr Pass Thru | 3.000 | 05-01-51 | 275,442 | 253,686 | |
30 Yr Pass Thru | 3.000 | 06-01-51 | 245,493 | 223,954 | |
30 Yr Pass Thru | 3.000 | 02-01-52 | 299,557 | 273,227 | |
30 Yr Pass Thru | 3.500 | 09-01-47 | 352,725 | 336,852 | |
30 Yr Pass Thru | 4.000 | 10-01-52 | 323,993 | 314,312 | |
Federal National Mortgage Association | |||||
30 Yr Pass Thru | 2.000 | 07-01-51 | 295,139 | 251,338 | |
30 Yr Pass Thru | 2.000 | 08-01-51 | 532,309 | 452,977 | |
30 Yr Pass Thru | 2.000 | 08-01-51 | 389,831 | 331,124 | |
30 Yr Pass Thru | 2.000 | 09-01-51 | 554,849 | 471,811 |
SEE NOTES TO FUNDS’ INVESTMENTS | QUARTERLY REPORT | JOHN HANCOCK ETFS | 7 |
Rate (%) | Maturity date | Par value^ | Value | ||
U.S. Government Agency (continued) | |||||
30 Yr Pass Thru | 2.500 | 04-01-51 | 261,797 | $229,654 | |
30 Yr Pass Thru | 2.500 | 07-01-51 | 299,612 | 265,448 | |
30 Yr Pass Thru | 2.500 | 08-01-51 | 514,450 | 454,181 | |
30 Yr Pass Thru | 2.500 | 08-01-51 | 560,024 | 494,590 | |
30 Yr Pass Thru | 2.500 | 08-01-51 | 309,568 | 273,156 | |
30 Yr Pass Thru | 2.500 | 08-01-51 | 439,636 | 388,886 | |
30 Yr Pass Thru | 2.500 | 08-01-51 | 202,007 | 177,110 | |
30 Yr Pass Thru | 2.500 | 09-01-51 | 449,918 | 396,717 | |
30 Yr Pass Thru | 2.500 | 12-01-51 | 267,322 | 235,524 | |
30 Yr Pass Thru | 2.500 | 01-01-52 | 266,288 | 234,634 | |
30 Yr Pass Thru | 2.500 | 03-01-52 | 556,434 | 490,637 | |
30 Yr Pass Thru | 3.000 | 11-01-46 | 363,034 | 337,535 | |
30 Yr Pass Thru | 3.000 | 11-01-46 | 214,098 | 199,060 | |
30 Yr Pass Thru | 3.000 | 04-01-47 | 217,479 | 202,204 | |
30 Yr Pass Thru | 3.000 | 05-01-50 | 236,951 | 218,531 | |
30 Yr Pass Thru | 3.000 | 11-01-50 | 255,332 | 235,962 | |
30 Yr Pass Thru | 3.000 | 07-01-51 | 230,848 | 211,532 | |
30 Yr Pass Thru | 3.000 | 08-01-51 | 504,451 | 462,832 | |
30 Yr Pass Thru | 3.000 | 02-01-52 | 295,021 | 269,274 | |
30 Yr Pass Thru | 3.000 | 03-01-52 | 222,227 | 203,389 | |
30 Yr Pass Thru | 3.500 | 12-01-46 | 165,858 | 159,120 | |
30 Yr Pass Thru | 3.500 | 02-01-47 | 193,228 | 185,016 | |
30 Yr Pass Thru | 3.500 | 02-01-48 | 256,233 | 244,942 | |
30 Yr Pass Thru | 3.500 | 11-01-48 | 223,382 | 213,347 | |
30 Yr Pass Thru | 3.500 | 04-01-50 | 221,419 | 211,732 | |
30 Yr Pass Thru | 3.500 | 04-01-51 | 214,653 | 204,926 | |
30 Yr Pass Thru | 3.500 | 03-01-52 | 139,579 | 132,491 | |
30 Yr Pass Thru | 4.000 | 04-01-47 | 114,099 | 112,303 | |
30 Yr Pass Thru | 4.000 | 03-01-48 | 130,444 | 127,901 | |
30 Yr Pass Thru | 4.000 | 06-01-49 | 111,541 | 109,646 | |
30 Yr Pass Thru | 4.000 | 06-01-49 | 116,317 | 114,631 | |
30 Yr Pass Thru | 4.000 | 04-01-50 | 118,039 | 116,550 | |
Collateralized mortgage obligations 35.1% | $8,616,971 | ||||
(Cost $9,665,066) | |||||
Commercial and residential 20.7% | 5,082,827 | ||||
Angel Oak Mortgage Trust LLC | |||||
Series 2020-3, Class A2 (A)(B) | 2.410 | 04-25-65 | 112,286 | 104,699 | |
Series 2021-2, Class A3 (A)(B) | 1.447 | 04-25-66 | 161,940 | 137,463 | |
Bellemeade Re, Ltd. | |||||
Series 2021-3A, Class M2 (1 month SOFR + 3.150%) (A)(C) | 7.460 | 09-25-31 | 200,000 | 182,045 | |
BRAVO Residential Funding Trust | |||||
Series 2021-NQM1, Class M1 (A)(B) | 2.316 | 02-25-49 | 100,000 | 74,130 | |
Bunker Hill Loan Depositary Trust | |||||
Series 2019-3, Class M1 (A) | 3.269 | 11-25-59 | 100,000 | 87,385 | |
BX Commercial Mortgage Trust | |||||
Series 2021-MC, Class E (1 month LIBOR + 2.100%) (A)(C) | 6.559 | 04-15-34 | 100,000 | 92,738 | |
Series 2021-VOLT, Class F (1 month LIBOR + 2.400%) (A)(C) | 6.859 | 09-15-36 | 200,000 | 189,174 | |
CAMB Commercial Mortgage Trust | |||||
Series 2019-LIFE, Class F (1 month LIBOR + 2.550%) (A)(C) | 7.009 | 12-15-37 | 200,000 | 193,985 | |
COLT Mortgage Loan Trust | |||||
Series 2021-1, Class A1 (A)(B) | 0.910 | 06-25-66 | 197,134 | 160,659 | |
Series 2021-4, Class A1 (A)(B) | 1.397 | 10-25-66 | 168,819 | 140,434 | |
Series 2021-4, Class B1 (A)(B) | 3.764 | 10-25-66 | 200,000 | 140,250 | |
Series 2021-HX1, Class B1 (A)(B) | 3.110 | 10-25-66 | 100,000 | 65,512 | |
DBGS Mortgage Trust | |||||
Series 2018-BIOD, Class D (1 month LIBOR + 1.300%) (A)(C) | 5.759 | 05-15-35 | 91,376 | 89,312 |
8 | JOHN HANCOCK ETFS | QUARTERLY REPORT | SEE NOTES TO FUNDS’ INVESTMENTS |
Rate (%) | Maturity date | Par value^ | Value | ||
Commercial and residential (continued) | |||||
Eagle RE, Ltd. | |||||
Series 2021-2, Class M1B (1 month SOFR + 2.050%) (A)(C) | 6.360 | 04-25-34 | 200,000 | $198,049 | |
Flagstar Mortgage Trust | |||||
Series 2021-6INV, Class A4 (A)(B) | 2.500 | 08-25-51 | 210,188 | 175,466 | |
Imperial Fund Mortgage Trust | |||||
Series 2021-NQM2, Class M1 (A)(B) | 2.489 | 09-25-56 | 200,000 | 126,135 | |
Series 2022-NQM5, Class A3 (6.250% to 7-1-26, then 7.250% thereafter) (A) | 6.250 | 08-25-67 | 95,538 | 94,606 | |
JPMorgan Mortgage Trust | |||||
Series 2019-INV3, Class B3 (A)(B) | 4.388 | 05-25-50 | 218,131 | 186,675 | |
KNDL Mortgage Trust | |||||
Series 2019-KNSQ, Class E (1 month LIBOR + 1.800%) (A)(C) | 6.259 | 05-15-36 | 275,000 | 270,848 | |
Life Mortgage Trust | |||||
Series 2021-BMR, Class F (1 month LIBOR + 2.350%) (A)(C) | 6.809 | 03-15-38 | 201,509 | 192,930 | |
MFA Trust | |||||
Series 2020-NQM3, Class M1 (A)(B) | 2.654 | 01-26-65 | 100,000 | 81,409 | |
New Residential Mortgage Loan Trust | |||||
Series 2019-4A, Class A1B (A)(B) | 3.500 | 12-25-58 | 77,403 | 72,158 | |
Oaktown RE VII, Ltd. | |||||
Series 2021-2, Class M1B (1 month SOFR + 2.900%) (A)(C) | 7.210 | 04-25-34 | 200,000 | 187,046 | |
OBX Trust | |||||
Series 2022-NQM1, Class A1 (A)(B) | 2.305 | 11-25-61 | 130,157 | 114,731 | |
PKHL Commercial Mortgage Trust | |||||
Series 2021-MF, Class F (1 month LIBOR + 3.350%) (A)(C) | 7.810 | 07-15-38 | 300,000 | 273,636 | |
Ready Capital Mortgage Trust | |||||
Series 2019-5, Class E (A)(B) | 5.409 | 02-25-52 | 250,000 | 195,279 | |
Towd Point Mortgage Trust | |||||
Series 2019-4, Class B1B (A)(B) | 3.500 | 10-25-59 | 315,000 | 225,242 | |
Triangle RE, Ltd. | |||||
Series 2021-3, Class M1B (1 month SOFR + 2.900%) (A)(C) | 7.210 | 02-25-34 | 200,000 | 194,048 | |
TRK Trust | |||||
Series 2021-INV1, Class A1 (A)(B) | 1.153 | 07-25-56 | 149,104 | 129,548 | |
Verus Securitization Trust | |||||
Series 2019-4, Class A1 (2.642% to 10-25-23, then 3.642% thereafter) (A) | 2.642 | 11-25-59 | 67,751 | 64,654 | |
Series 2020-5, Class A1 (1.218% to 10-1-24, then 2.218% thereafter) (A) | 1.218 | 05-25-65 | 104,865 | 96,301 | |
Series 2020-INV1, Class A2 (A)(B) | 3.035 | 03-25-60 | 170,000 | 160,178 | |
Series 2021-1, Class A2 (A)(B) | 1.052 | 01-25-66 | 101,236 | 84,962 | |
Series 2021-3, Class A1 (A)(B) | 1.046 | 06-25-66 | 103,069 | 87,753 | |
Series 2021-3, Class A3 (A)(B) | 1.437 | 06-25-66 | 85,892 | 71,901 | |
Series 2022-4, Class A1 (4.474% to 4-1-26, then 5.474% thereafter) (A) | 4.474 | 04-25-67 | 87,290 | 85,267 | |
Visio Trust | |||||
Series 2019-2, Class A1 (A)(B) | 2.722 | 11-25-54 | 59,634 | 56,219 | |
U.S. Government Agency 14.4% | 3,534,144 | ||||
Federal Home Loan Mortgage Corp. | |||||
Series 2016-SC01, Class M2 (B) | 3.904 | 07-25-46 | 96,325 | 93,216 | |
Series 2019-HQA2, Class B1 (1 month LIBOR + 4.100%) (A)(C) | 8.606 | 04-25-49 | 200,000 | 206,648 | |
Series 2021-HQA2, Class M2 (1 month SOFR + 2.050%) (A)(C) | 6.360 | 12-25-33 | 300,000 | 286,886 | |
Series 5150, Class IS IO | 0.555 | 08-25-51 | 1,741,000 | 161,255 | |
Series 5250, Class AY | 2.000 | 01-25-55 | 449,998 | 320,907 | |
Series K109, Class X1 IO | 1.582 | 04-25-30 | 1,989,028 | 173,857 | |
Series K116, Class X1 IO | 1.425 | 07-25-30 | 2,737,792 | 221,383 | |
Series K118, Class X1 IO | 0.959 | 09-25-30 | 3,185,198 | 180,062 | |
Series X2FX, Class X1 IO | 0.637 | 09-25-25 | 8,043,485 | 127,631 | |
Federal National Mortgage Association | |||||
Series 2021-R01, Class 1B1 (1 month SOFR + 3.100%) (A)(C) | 7.410 | 10-25-41 | 200,000 | 191,312 | |
Series 2022-22, Class B | 2.000 | 07-25-54 | 400,000 | 264,069 | |
Government National Mortgage Association | |||||
Series 2014-103, Class DA (B) | 3.250 | 09-16-54 | 102,774 | 97,961 | |
Series 2014-135, Class IO | 0.420 | 01-16-56 | 14,608,768 | 269,390 | |
Series 2016-26, Class IO | 0.642 | 02-16-58 | 5,232,540 | 132,042 |
SEE NOTES TO FUNDS’ INVESTMENTS | QUARTERLY REPORT | JOHN HANCOCK ETFS | 9 |
Rate (%) | Maturity date | Par value^ | Value | ||
U.S. Government Agency (continued) | |||||
Series 2017-159, Class IO | 0.434 | 06-16-59 | 3,951,852 | $130,418 | |
Series 2018-23, Class IO | 0.568 | 11-16-59 | 1,793,669 | 74,572 | |
Series 2021-153, Class IA IO | 0.100 | 08-16-61 | 19,460,510 | 105,904 | |
Series 2021-178, Class IA IO | 0.100 | 10-16-61 | 38,635,536 | 210,579 | |
Series 2021-62, Class IA IO | 0.100 | 02-16-63 | 18,382,256 | 102,483 | |
Series 2022-141, Class BC | 2.100 | 06-16-64 | 265,000 | 183,569 | |
Asset backed securities 16.9% | $4,160,606 | ||||
(Cost $4,454,391) | |||||
Asset backed securities 16.9% | 4,160,606 | ||||
AMMC CLO, Ltd. | |||||
Series 2020-23A, Class CR (3 month LIBOR + 2.000%) (A)(C) | 6.792 | 10-17-31 | 140,000 | 132,857 | |
AMSR Trust | |||||
Series 2020-SFR1, Class C (A) | 2.419 | 04-17-37 | 150,000 | 139,174 | |
Series 2020-SFR4, Class D (A) | 2.006 | 11-17-37 | 314,000 | 281,154 | |
Apex Credit CLO, Ltd. | |||||
Series 2019-2A, Class D (3 month LIBOR + 4.050%) (A)(C) | 8.868 | 10-25-32 | 150,000 | 136,542 | |
Barings CLO, Ltd. | |||||
Series 2013-IA, Class DR (3 month LIBOR + 2.550%) (A)(C) | 7.358 | 01-20-28 | 250,000 | 245,309 | |
CLI Funding VIII LLC | |||||
Series 2021-1A, Class A (A) | 1.640 | 02-18-46 | 140,696 | 123,113 | |
Columbia Cent CLO XXVIII, Ltd. | |||||
Series 2018-28A, Class BR (3 month LIBOR + 2.150%) (A)(C) | 6.682 | 11-07-30 | 350,000 | 330,518 | |
Diamond Infrastructure Funding LLC | |||||
Series 2021-1A, Class C (A) | 3.475 | 04-15-49 | 200,000 | 159,184 | |
Driven Brands Funding LLC | |||||
Series 2019-1A, Class A2 (A) | 4.641 | 04-20-49 | 201,600 | 189,124 | |
Elara HGV Timeshare Issuer LLC | |||||
Series 2021-A, Class D (A) | 3.320 | 08-27-35 | 137,718 | 123,155 | |
FirstKey Homes Trust | |||||
Series 2021-SFR2, Class E1 (A) | 2.258 | 09-17-38 | 200,000 | 169,821 | |
Hertz Vehicle Financing LLC | |||||
Series 2022-2A, Class A (A) | 2.330 | 06-26-28 | 200,000 | 179,079 | |
LCM XV LP | |||||
Series 15A, Class DR (3 month LIBOR + 3.700%) (A)(C) | 8.508 | 07-20-30 | 250,000 | 221,366 | |
Madison Park Funding XLI, Ltd. | |||||
Series 12A, Class DR (3 month LIBOR + 2.800%) (A)(C) | 7.615 | 04-22-27 | 250,000 | 242,515 | |
Progress Residential Trust | |||||
Series 2020-SFR1, Class C (A) | 2.183 | 04-17-37 | 300,000 | 278,667 | |
Series 2021-SFR3, Class E2 (A) | 2.688 | 05-17-26 | 100,000 | 86,201 | |
Series 2021-SFR4, Class E1 (A) | 2.409 | 05-17-38 | 150,000 | 129,673 | |
Series 2021-SFR5, Class E2 (A) | 2.359 | 07-17-38 | 225,000 | 190,566 | |
Store Master Funding I-VII & XIV | |||||
Series 2019-1, Class A2 (A) | 3.650 | 11-20-49 | 190,600 | 162,724 | |
Taco Bell Funding LLC | |||||
Series 2021-1A, Class A2I (A) | 1.946 | 08-25-51 | 198,000 | 172,953 | |
TIF Funding II LLC | |||||
Series 2021-1A, Class A (A) | 1.650 | 02-20-46 | 126,750 | 108,137 | |
Tricon Residential Trust | |||||
Series 2021-SFR1, Class G (A) | 4.133 | 07-17-38 | 100,000 | 85,414 | |
Vantage Data Centers Issuer LLC | |||||
Series 2021-1A, Class A2 (A) | 2.165 | 10-15-46 | 125,000 | 110,214 | |
Voya CLO, Ltd. | |||||
Series 2018-2A, Class E (3 month LIBOR + 5.250%) (A)(C) | 10.042 | 07-15-31 | 200,000 | 163,146 | |
10 | JOHN HANCOCK ETFS | QUARTERLY REPORT | SEE NOTES TO FUNDS’ INVESTMENTS |
Yield (%) | Shares | Value | |||
Short-term investments 0.8% | $188,524 | ||||
(Cost $188,463) | |||||
Short-term funds 0.8% | 188,524 | ||||
John Hancock Collateral Trust (D) | 4.3787(E) | 18,857 | 188,524 |
Total investments (Cost $27,187,223) 99.5% | $24,441,911 | ||||
Other assets and liabilities, net 0.5% | 121,395 | ||||
Total net assets 100.0% | $24,563,306 |
The percentage shown for each investment category is the total value of the category as a percentage of the net assets of the fund. | |
^All par values are denominated in U.S. dollars unless otherwise indicated. | |
Security Abbreviations and Legend | |
IO | Interest-Only Security - (Interest Tranche of Stripped Mortgage Pool). Rate shown is the annualized yield at the end of the period. |
LIBOR | London Interbank Offered Rate |
SOFR | Secured Overnight Financing Rate |
(A) | These securities are exempt from registration under Rule 144A of the Securities Act of 1933. Such securities may be resold, normally to qualified institutional buyers, in transactions exempt from registration. Rule 144A securities amounted to $9,928,279 or 40.4% of the fund’s net assets as of 1-31-23. |
(B) | Variable or floating rate security, the interest rate of which adjusts periodically based on a weighted average of interest rates and prepayments on the underlying pool of assets. The interest rate shown is the current rate as of period end. |
(C) | Variable rate obligation. The coupon rate shown represents the rate at period end. |
(D) | Investment is an affiliate of the fund, the advisor and/or subadvisor. |
(E) | The rate shown is the annualized seven-day yield as of 1-31-23. |
DERIVATIVES
FUTURES
Open contracts | Number of contracts | Position | Expiration date | Notional basis^ | Notional value^ | Unrealized appreciation (depreciation) |
U.S. Treasury Long Bond Futures | 8 | Long | Mar 2023 | $1,002,199 | $1,039,000 | $36,801 |
$36,801 |
^ Notional basis refers to the
contractual amount agreed upon at inception of open contracts; notional value represents the current value of the open contract.
PREFERRED INCOME ETF
As of 1-31-23 (unaudited)
Shares | Value | ||||
Preferred securities 54.4% | $10,670,021 | ||||
(Cost $11,040,161) | |||||
Communication services 4.5% | 877,822 | ||||
Diversified telecommunication services 1.2% | |||||
Qwest Corp., 6.500% | 11,345 | 233,707 | |||
Media 0.3% | |||||
Paramount Global, 5.750% | 1,700 | 55,828 | |||
Wireless telecommunication services 3.0% | |||||
Telephone & Data Systems, Inc., 6.000% | 8,227 | 142,492 | |||
Telephone & Data Systems, Inc., 6.625% | 7,083 | 137,056 | |||
U.S. Cellular Corp., 5.500% | 3,968 | 73,606 | |||
U.S. Cellular Corp., 5.500% | 4,040 | 75,588 | |||
U.S. Cellular Corp., 6.250% | 8,066 | 159,545 | |||
Consumer discretionary 1.2% | 235,501 | ||||
Internet and direct marketing retail 1.2% | |||||
Qurate Retail, Inc., 8.000% | 4,193 | 197,490 | |||
QVC, Inc., 6.250% | 2,509 | 38,011 | |||
Energy 1.4% | 287,425 | ||||
Oil, gas and consumable fuels 1.4% | |||||
Enbridge, Inc., 6.375% (6.375% to 4-15-23, then 3 month LIBOR + 3.593%) | 6,059 | 151,596 |
SEE NOTES TO FUNDS’ INVESTMENTS | QUARTERLY REPORT | JOHN HANCOCK ETFS | 11 |
Shares | Value | ||||
Energy (continued) | |||||
Oil, gas and consumable fuels (continued) | |||||
NuStar Logistics LP, 11.526% (3 month LIBOR + 6.734%) (A) | 5,418 | $135,829 | |||
Financials 29.5% | 5,791,816 | ||||
Banks 13.8% | |||||
Bank of America Corp., 4.250% | 4,710 | 91,139 | |||
Bank of America Corp., 6.450% (6.450% to 12-15-66, then 3 month LIBOR + 1.327%) | 3,900 | 100,035 | |||
Bank of America Corp., 7.250% | 197 | 245,107 | |||
Citigroup Capital XIII, 11.184% (3 month LIBOR + 6.370%) (A) | 11,227 | 322,439 | |||
Citigroup, Inc., 7.125% (7.125% to 9-30-23, then 3 month LIBOR + 4.040%) | 9,175 | 233,412 | |||
Fifth Third Bancorp, 6.000% | 6,641 | 165,959 | |||
First Republic Bank, 4.125% | 6,120 | 115,301 | |||
First Republic Bank, 4.250% | 13,912 | 263,632 | |||
Fulton Financial Corp., 5.125% | 3,975 | 84,071 | |||
PacWest Bancorp, 7.750% (7.750% to 9-1-27, then 5 Year CMT + 4.820%) | 7,672 | 198,551 | |||
Pinnacle Financial Partners, Inc., 6.750% | 5,065 | 129,968 | |||
Synovus Financial Corp., 6.300% (6.300% to 6-21-23, then 3 month LIBOR + 3.352%) | 5,416 | 134,858 | |||
Wells Fargo & Company, 4.750% | 14,355 | 304,757 | |||
Wells Fargo & Company, 6.625% (6.625% to 3-15-24, then 3 month LIBOR + 3.690%) | 9,325 | 236,389 | |||
WesBanco, Inc., 6.750% (6.750% to 11-15-25, then 5 Year CMT + 6.557%) | 3,190 | 80,707 | |||
Capital markets 4.8% | |||||
Brookfield Finance, Inc., 4.625% | 3,507 | 66,773 | |||
Morgan Stanley, 6.375% (6.375% to 10-15-24, then 3 month LIBOR + 3.708%) | 6,675 | 170,613 | |||
Morgan Stanley, 6.500% | 6,999 | 182,254 | |||
Morgan Stanley, 6.875% (6.875% to 1-15-24, then 3 month LIBOR + 3.940%) | 3,291 | 82,999 | |||
Morgan Stanley, 7.125% (7.125% to 10-15-23, then 3 month LIBOR + 4.320%) | 17,067 | 434,184 | |||
Consumer finance 0.5% | |||||
Navient Corp., 6.000% | 5,240 | 106,739 | |||
Insurance 10.4% | |||||
AEGON Funding Company LLC, 5.100% | 7,932 | 179,660 | |||
American Equity Investment Life Holding Company, 6.625% (6.625% to 9-1-25, then 5 Year CMT + 6.297%) | 4,565 | 117,366 | |||
American Financial Group, Inc., 5.125% | 4,293 | 100,027 | |||
American International Group, Inc., 5.850% | 8,474 | 214,901 | |||
Athene Holding, Ltd., 7.750% (7.750% to 12-30-27, then 5 Year CMT + 3.962%) | 9,785 | 258,226 | |||
Athene Holding, Ltd., Series A, 6.350% (6.350% to 6-30-29, then 3 month LIBOR + 4.253%) | 9,205 | 234,451 | |||
Brighthouse Financial, Inc., 6.600% | 9,549 | 248,369 | |||
Lincoln National Corp., 9.000% | 7,491 | 215,366 | |||
Reinsurance Group of America, Inc., 7.125% (7.125% to 10-15-27, then 5 Year CMT + 3.456%) | 9,586 | 255,371 | |||
RenaissanceRe Holdings, Ltd., 4.200% | 6,127 | 111,389 | |||
Unum Group, 6.250% | 4,250 | 106,803 | |||
Health care 1.1% | 214,030 | ||||
Health care equipment and supplies 1.1% | |||||
Becton, Dickinson and Company, 6.000% | 4,250 | 214,030 | |||
Industrials 0.7% | 130,995 | ||||
Trading companies and distributors 0.7% | |||||
WESCO International, Inc., 10.625% (10.625% to 6-22-25, then 5 Year CMT + 10.325%) | 4,816 | 130,995 |
12 | JOHN HANCOCK ETFS | QUARTERLY REPORT | SEE NOTES TO FUNDS’ INVESTMENTS |
Shares | Value | ||||
Real estate 0.9% | $171,837 | ||||
Equity real estate investment trusts 0.9% | |||||
Pebblebrook Hotel Trust, 6.375% | 5,687 | 119,939 | |||
Vornado Realty Trust, 5.400% | 2,720 | 51,898 | |||
Utilities 15.1% | 2,960,595 | ||||
Electric utilities 2.5% | |||||
Duke Energy Corp., 5.750% | 7,027 | 181,156 | |||
NextEra Energy Capital Holdings, Inc., 5.650% | 106 | 2,731 | |||
NextEra Energy, Inc., 6.219% | 2,011 | 96,307 | |||
NextEra Energy, Inc., 6.926% | 3,084 | 147,878 | |||
SCE Trust III, 5.750% (5.750% to 3-15-24, then 3 month LIBOR + 2.990%) | 3,243 | 72,481 | |||
Gas utilities 1.2% | |||||
South Jersey Industries, Inc., 5.625% | 5,483 | 86,577 | |||
Spire, Inc., 7.500% | 981 | 50,718 | |||
UGI Corp., 7.250% | 1,089 | 99,611 | |||
Independent power and renewable electricity producers 1.0% | |||||
The AES Corp., 6.875% | 1,891 | 188,797 | |||
Multi-utilities 10.4% | |||||
Algonquin Power & Utilities Corp., 6.200% (6.200% to 7-1-24, then 3 month LIBOR + 4.010%) | 9,836 | 228,195 | |||
Algonquin Power & Utilities Corp., 6.875% (6.875% to 10-17-23, then 3 month LIBOR + 3.677%) | 14,863 | 370,832 | |||
CMS Energy Corp., 5.625% | 6,500 | 160,550 | |||
CMS Energy Corp., 5.875% | 4,665 | 117,325 | |||
DTE Energy Company, 5.250% | 6,975 | 172,980 | |||
Integrys Holding, Inc., 6.000% (6.000% to 8-1-23, then 3 month LIBOR + 3.220%) | 7,300 | 178,485 | |||
NiSource, Inc., 6.500% (6.500% to 3-15-24, then 5 Year CMT + 3.632%) | 9,871 | 252,007 | |||
NiSource, Inc., 7.750% | 2,988 | 315,383 | |||
Sempra Energy, 5.750% | 9,667 | 238,582 | |||
Common stocks 1.5% | $303,409 | ||||
(Cost $363,831) | |||||
Energy 0.7% | 142,383 | ||||
Oil, gas and consumable fuels 0.7% | |||||
Equitrans Midstream Corp. | 7,450 | 54,013 | |||
The Williams Companies, Inc. | 2,741 | 88,370 | |||
Utilities 0.8% | 161,026 | ||||
Multi-utilities 0.8% | |||||
Algonquin Power & Utilities Corp. | 5,953 | 161,026 | |||
Rate (%) | Maturity date | Par value^ | Value | ||
Corporate bonds 39.6% | $7,776,861 | ||||
(Cost $7,877,565) | |||||
Communication services 1.1% | 206,775 | ||||
Media 1.1% | |||||
Paramount Global (6.375% to 3-30-27, then 5 Year CMT + 3.999%) | 6.375 | 03-30-62 | 237,000 | 206,775 | |
Consumer discretionary 1.5% | 292,967 | ||||
Automobiles 1.5% | |||||
General Motors Financial Company, Inc. (5.700% to 9-30-30, then 5 Year CMT + 4.997%) (B) | 5.700 | 09-30-30 | 78,000 | 72,150 | |
General Motors Financial Company, Inc. (6.500% to 9-30-28, then 3 month LIBOR + 3.436%) (B) | 6.500 | 09-30-28 | 236,000 | 220,817 |
SEE NOTES TO FUNDS’ INVESTMENTS | QUARTERLY REPORT | JOHN HANCOCK ETFS | 13 |
Rate (%) | Maturity date | Par value^ | Value | ||
Energy 4.2% | $827,498 | ||||
Oil, gas and consumable fuels 4.2% | |||||
Enbridge, Inc. (7.375% to 10-15-27, then 5 Year CMT + 3.708%) | 7.375 | 01-15-83 | 141,000 | 141,242 | |
Energy Transfer LP (6.625% to 2-15-28, then 3 month LIBOR + 4.155%) (B) | 6.625 | 02-15-28 | 451,000 | 376,666 | |
Energy Transfer LP (7.125% to 5-15-30, then 5 Year CMT + 5.306%) (B) | 7.125 | 05-15-30 | 155,000 | 141,593 | |
MPLX LP (6.875% to 2-15-23, then 3 month LIBOR + 4.652%) (B) | 6.875 | 02-15-23 | 108,000 | 108,032 | |
Transcanada Trust (5.600% to 12-7-31, then 5 Year CMT + 3.986%) | 5.600 | 03-07-82 | 67,000 | 59,965 | |
Financials 27.5% | 5,399,770 | ||||
Banks 19.2% | |||||
Bank of America Corp. (5.875% to 3-15-28, then 3 month LIBOR + 2.931%) (B) | 5.875 | 03-15-28 | 204,000 | 195,330 | |
Bank of America Corp. (6.125% to 4-27-27, then 5 Year CMT + 3.231%) (B) | 6.125 | 04-27-27 | 265,000 | 265,265 | |
Bank of America Corp. (6.500% to 10-23-24, then 3 month LIBOR + 4.174%) (B) | 6.500 | 10-23-24 | 28,000 | 28,139 | |
Barclays PLC (8.000% to 6-15-24, then 5 Year CMT + 5.672%) (B) | 8.000 | 06-15-24 | 190,000 | 189,288 | |
BNP Paribas SA (7.750% to 8-16-29, then 5 Year CMT + 4.899%) (B)(C) | 7.750 | 08-16-29 | 125,000 | 129,375 | |
Citizens Financial Group, Inc. (6.375% to 4-6-24, then 3 month LIBOR + 3.157%) (B) | 6.375 | 04-06-24 | 214,000 | 204,991 | |
CoBank ACB (6.450% to 10-1-27, then 5 Year CMT + 3.487%) (B) | 6.450 | 10-01-27 | 147,000 | 148,418 | |
Comerica, Inc. (5.625% to 7-1-25, then 5 Year CMT + 5.291%) (B) | 5.625 | 07-01-25 | 137,000 | 134,306 | |
Huntington Bancshares, Inc. (5.625% to 7-15-30, then 10 Year CMT + 4.945%) (B) | 5.625 | 07-15-30 | 96,000 | 94,291 | |
JPMorgan Chase & Co. (4.600% to 2-1-25, then SOFR + 3.125%) (B) | 4.600 | 02-01-25 | 248,000 | 233,120 | |
JPMorgan Chase & Co. (6.750% to 2-1-24, then 3 month LIBOR + 3.780%) (B) | 6.750 | 02-01-24 | 193,000 | 194,945 | |
Lloyds Banking Group PLC (7.500% to 6-27-24, then 5 Year U.S. Swap Rate + 4.760%) (B) | 7.500 | 06-27-24 | 173,000 | 171,718 | |
M&T Bank Corp. (3.500% to 9-1-26, then 5 Year CMT + 2.679%) (B) | 3.500 | 09-01-26 | 261,000 | 219,240 | |
SVB Financial Group (4.100% to 2-15-31, then 10 Year CMT + 3.064%) (B) | 4.100 | 02-15-31 | 160,000 | 118,800 | |
SVB Financial Group (4.700% to 11-15-31, then 10 Year CMT + 3.064%) (B) | 4.700 | 11-15-31 | 239,000 | 182,835 | |
The Bank of Nova Scotia (8.625% to 10-27-27, then 5 Year CMT + 4.389%) | 8.625 | 10-27-82 | 131,000 | 139,484 | |
The PNC Financial Services Group, Inc. (3.400% to 9-15-26, then 5 Year CMT + 2.595%) (B) | 3.400 | 09-15-26 | 105,000 | 89,513 | |
The PNC Financial Services Group, Inc. (6.000% to 5-15-27, then 5 Year CMT + 3.000%) (B) | 6.000 | 05-15-27 | 263,000 | 261,659 | |
The PNC Financial Services Group, Inc. (6.200% to 9-15-27, then 5 Year CMT + 3.238%) (B) | 6.200 | 09-15-27 | 251,000 | 251,075 | |
The Toronto-Dominion Bank (8.125% to 10-31-27, then 5 Year CMT + 4.075%) | 8.125 | 10-31-82 | 264,000 | 280,170 | |
U.S. Bancorp (3.700% to 1-15-27, then 5 Year CMT + 2.541%) (B) | 3.700 | 01-15-27 | 204,000 | 178,245 | |
Wells Fargo & Company (5.900% to 6-15-24, then 3 month LIBOR + 3.110%) (B) | 5.900 | 06-15-24 | 64,000 | 62,640 | |
Capital markets 2.5% | |||||
The Bank of New York Mellon Corp. (3.750% to 12-20-26, then 5 Year CMT + 2.630%) (B) | 3.750 | 12-20-26 | 92,000 | 79,930 | |
The Charles Schwab Corp. (4.000% to 6-1-26, then 5 Year CMT + 3.168%) (B) | 4.000 | 06-01-26 | 138,000 | 127,153 | |
The Charles Schwab Corp. (4.000% to 12-1-30, then 10 Year CMT + 3.079%) (B) | 4.000 | 12-01-30 | 107,000 | 92,047 | |
The Charles Schwab Corp. (5.000% to 6-1-27, then 5 Year CMT + 3.256%) (B) | 5.000 | 06-01-27 | 91,000 | 87,815 | |
The Charles Schwab Corp. (5.375% to 6-1-25, then 5 Year CMT + 4.971%) (B) | 5.375 | 06-01-25 | 109,000 | 108,150 | |
Consumer finance 1.4% | |||||
American Express Company (3.550% to 9-15-26, then 5 Year CMT + 2.854%) (B) | 3.550 | 09-15-26 | 172,000 | 152,186 | |
Discover Financial Services (6.125% to 6-23-25, then 5 Year CMT + 5.783%) (B) | 6.125 | 06-23-25 | 126,000 | 124,910 | |
Diversified financial services 0.6% | |||||
Enstar Finance LLC (5.750% to 9-1-25, then 5 Year CMT + 5.468%) | 5.750 | 09-01-40 | 125,000 | 112,038 | |
Insurance 3.8% | |||||
Markel Corp. (6.000% to 6-1-25, then 5 Year CMT + 5.662%) (B) | 6.000 | 06-01-25 | 125,000 | 124,688 | |
MetLife, Inc. (5.875% to 3-15-28, then 3 month LIBOR + 2.959%) (B) | 5.875 | 03-15-28 | 216,000 | 214,380 |
14 | JOHN HANCOCK ETFS | QUARTERLY REPORT | SEE NOTES TO FUNDS’ INVESTMENTS |
Rate (%) | Maturity date | Par value^ | Value | ||
Financials (continued) | |||||
Insurance (continued) | |||||
SBL Holdings, Inc. (6.500% to 11-13-26, then 5 Year CMT + 5.620%) (B)(C) | 6.500 | 11-13-26 | 226,000 | $173,184 | |
SBL Holdings, Inc. (7.000% to 5-13-25, then 5 Year CMT + 5.580%) (B)(C) | 7.000 | 05-13-25 | 278,000 | 230,442 | |
Utilities 5.3% | 1,049,851 | ||||
Electric utilities 2.6% | |||||
Edison International (5.000% to 12-15-26, then 5 Year CMT + 3.901%) (B) | 5.000 | 12-15-26 | 95,000 | 84,464 | |
Edison International (5.375% to 3-15-26, then 5 Year CMT + 4.698%) (B) | 5.375 | 03-15-26 | 270,000 | 252,229 | |
NextEra Energy Capital Holdings, Inc. (5.650% to 5-1-29, then 3 month LIBOR + 3.156%) | 5.650 | 05-01-79 | 182,000 | 173,668 | |
Independent power and renewable electricity producers 1.7% | |||||
Vistra Corp. (7.000% to 12-15-26, then 5 Year CMT + 5.740%) (B)(C) | 7.000 | 12-15-26 | 94,000 | 87,890 | |
Vistra Corp. (8.000% to 10-15-26, then 5 Year CMT + 6.930%) (B)(C) | 8.000 | 10-15-26 | 249,000 | 244,082 | |
Multi-utilities 1.0% | |||||
CenterPoint Energy, Inc. (6.125% to 9-1-23, then 3 month LIBOR + 3.270%) (B) | 6.125 | 09-01-23 | 12,000 | 11,805 | |
Dominion Energy, Inc. (4.350% to 1-15-27, then 5 Year CMT + 3.195%) (B) | 4.350 | 01-15-27 | 72,000 | 64,440 | |
Dominion Energy, Inc. (5.750% to 10-1-24, then 3 month LIBOR + 3.057%) | 5.750 | 10-01-54 | 136,000 | 131,273 | |
Capital preferred securities 0.6% | $125,400 | ||||
(Cost $127,951) | |||||
Financials 0.6% | 125,400 | ||||
Insurance 0.6% | |||||
MetLife Capital Trust IV (7.875% to 12-15-37, then 3 month LIBOR + 3.960%) (C) | 7.875 | 12-15-37 | 114,000 | 125,400 | |
Yield (%) | Shares | Value | |||
Short-term investments 3.7% | $723,073 | ||||
(Cost $723,000) | |||||
Short-term funds 3.7% | 723,073 | ||||
John Hancock Collateral Trust (D) | 4.3787(E) | 72,323 | 723,073 | ||
Total investments (Cost $20,132,508) 99.8% | $19,598,764 | ||||
Other assets and liabilities, net 0.2% | 33,195 | ||||
Total net assets 100.0% | $19,631,959 |
The percentage shown for each investment category is the total value of the category as a percentage of the net assets of the fund unless otherwise indicated. | |
^All par values are denominated in U.S. dollars unless otherwise indicated. | |
Security Abbreviations and Legend | |
CMT | Constant Maturity Treasury |
LIBOR | London Interbank Offered Rate |
SOFR | Secured Overnight Financing Rate |
(A) | Variable rate obligation. The coupon rate shown represents the rate at period end. |
(B) | Perpetual bonds have no stated maturity date. Date shown as maturity date is next call date. |
(C) | These securities are exempt from registration under Rule 144A of the Securities Act of 1933. Such securities may be resold, normally to qualified institutional buyers, in transactions exempt from registration. |
(D) | Investment is an affiliate of the fund, the advisor and/or subadvisor. |
(E) | The rate shown is the annualized seven-day yield as of 1-31-23. |
The fund had the following country
composition as a percentage of net assets on 1-31-23:
United States | 86.3% |
Canada | 8.2% |
Bermuda | 3.1% |
United Kingdom | 1.8% |
SEE NOTES TO FUNDS’ INVESTMENTS | QUARTERLY REPORT | JOHN HANCOCK ETFS | 15 |
Other countries | 0.6% |
TOTAL | 100.0% |
U.S. HIGH DIVIDEND ETF
As of 1-31-23 (unaudited)
Shares | Value | ||||
Common stocks 99.5% | $6,236,300 | ||||
(Cost $5,569,258) | |||||
Communication services 6.8% | 423,554 | ||||
Diversified telecommunication services 4.1% | |||||
AT&T, Inc. | 6,401 | 130,388 | |||
Verizon Communications, Inc. | 3,046 | 126,622 | |||
Media 2.7% | |||||
Comcast Corp., Class A | 533 | 20,974 | |||
Omnicom Group, Inc. | 555 | 47,724 | |||
Paramount Global, Class B | 1,007 | 23,322 | |||
The Interpublic Group of Companies, Inc. | 2,044 | 74,524 | |||
Consumer discretionary 10.3% | 645,733 | ||||
Auto components 0.4% | |||||
Lear Corp. | 178 | 25,949 | |||
Automobiles 1.0% | |||||
Ford Motor Company | 4,821 | 65,132 | |||
Hotels, restaurants and leisure 2.0% | |||||
Starbucks Corp. | 1,160 | 126,602 | |||
Household durables 1.3% | |||||
Garmin, Ltd. | 200 | 19,776 | |||
Whirlpool Corp. | 390 | 60,680 | |||
Leisure products 0.4% | |||||
Hasbro, Inc. | 376 | 22,248 | |||
Multiline retail 0.3% | |||||
Target Corp. | 114 | 19,624 | |||
Specialty retail 2.3% | |||||
Best Buy Company, Inc. | 888 | 78,783 | |||
The Home Depot, Inc. | 200 | 64,834 | |||
Textiles, apparel and luxury goods 2.6% | |||||
NIKE, Inc., Class B | 289 | 36,798 | |||
VF Corp. | 4,050 | 125,307 | |||
Consumer staples 2.7% | 171,267 | ||||
Food and staples retailing 0.3% | |||||
Walgreens Boots Alliance, Inc. | 428 | 15,776 | |||
Food products 0.4% | |||||
Archer-Daniels-Midland Company | 333 | 27,589 | |||
Tobacco 2.0% | |||||
Philip Morris International, Inc. | 1,227 | 127,902 | |||
Energy 6.6% | 410,519 | ||||
Oil, gas and consumable fuels 6.6% | |||||
Chevron Corp. | 555 | 96,581 | |||
Exxon Mobil Corp. | 1,101 | 127,727 | |||
Kinder Morgan, Inc. | 3,537 | 64,727 | |||
ONEOK, Inc. | 1,774 | 121,484 |
16 | JOHN HANCOCK ETFS | QUARTERLY REPORT | SEE NOTES TO FUNDS’ INVESTMENTS |
Shares | Value | ||||
Financials 12.9% | $807,596 | ||||
Banks 1.4% | |||||
Huntington Bancshares, Inc. | 1,290 | 19,569 | |||
Truist Financial Corp. | 1,393 | 68,800 | |||
Capital markets 7.5% | |||||
BlackRock, Inc. | 163 | 123,751 | |||
CME Group, Inc. | 475 | 83,914 | |||
Franklin Resources, Inc. | 599 | 18,689 | |||
T. Rowe Price Group, Inc. | 1,043 | 121,478 | |||
The Carlyle Group, Inc. | 2,765 | 99,457 | |||
The Charles Schwab Corp. | 289 | 22,374 | |||
Consumer finance 0.3% | |||||
American Express Company | 111 | 19,417 | |||
Insurance 3.7% | |||||
Fidelity National Financial, Inc. | 1,234 | 54,333 | |||
Principal Financial Group, Inc. | 488 | 45,164 | |||
Prudential Financial, Inc. | 1,245 | 130,650 | |||
Health care 12.6% | 790,259 | ||||
Biotechnology 4.6% | |||||
AbbVie, Inc. | 781 | 115,393 | |||
Amgen, Inc. | 200 | 50,480 | |||
Gilead Sciences, Inc. | 1,454 | 122,049 | |||
Health care equipment and supplies 1.1% | |||||
Abbott Laboratories | 622 | 68,762 | |||
Health care providers and services 1.6% | |||||
UnitedHealth Group, Inc. | 200 | 99,838 | |||
Life sciences tools and services 1.2% | |||||
Agilent Technologies, Inc. | 133 | 20,227 | |||
Danaher Corp. | 111 | 29,346 | |||
Thermo Fisher Scientific, Inc. | 44 | 25,095 | |||
Pharmaceuticals 4.1% | |||||
Eli Lilly & Company | 214 | 73,648 | |||
Merck & Company, Inc. | 726 | 77,980 | |||
Pfizer, Inc. | 2,433 | 107,441 | |||
Industrials 6.6% | 412,574 | ||||
Air freight and logistics 2.0% | |||||
United Parcel Service, Inc., Class B | 666 | 123,363 | |||
Electrical equipment 1.1% | |||||
Rockwell Automation, Inc. | 244 | 68,815 | |||
Industrial conglomerates 1.7% | |||||
3M Company | 934 | 107,485 | |||
Machinery 0.8% | |||||
Caterpillar, Inc. | 200 | 50,458 | |||
Road and rail 0.8% | |||||
Old Dominion Freight Line, Inc. | 67 | 22,327 | |||
Union Pacific Corp. | 133 | 27,157 | |||
Trading companies and distributors 0.2% | |||||
W.W. Grainger, Inc. | 22 | 12,969 |
SEE NOTES TO FUNDS’ INVESTMENTS | QUARTERLY REPORT | JOHN HANCOCK ETFS | 17 |
Shares | Value | ||||
Information technology 31.0% | $1,944,557 | ||||
Communications equipment 2.0% | |||||
Cisco Systems, Inc. | 2,530 | 123,135 | |||
IT services 9.8% | |||||
Automatic Data Processing, Inc. | 200 | 45,162 | |||
Fidelity National Information Services, Inc. | 311 | 23,337 | |||
IBM Corp. | 867 | 116,811 | |||
Mastercard, Inc., Class A | 244 | 90,426 | |||
Paychex, Inc. | 955 | 110,646 | |||
The Western Union Company | 8,079 | 114,479 | |||
Visa, Inc., Class A | 488 | 112,342 | |||
Semiconductors and semiconductor equipment 7.0% | |||||
Broadcom, Inc. | 212 | 124,022 | |||
KLA Corp. | 229 | 89,878 | |||
Lam Research Corp. | 67 | 33,507 | |||
Monolithic Power Systems, Inc. | 159 | 67,823 | |||
NXP Semiconductors NV | 111 | 20,458 | |||
Qualcomm, Inc. | 464 | 61,809 | |||
Texas Instruments, Inc. | 244 | 43,239 | |||
Software 6.3% | |||||
Gen Digital, Inc. | 803 | 18,477 | |||
Microsoft Corp. | 1,238 | 306,789 | |||
Oracle Corp. | 821 | 72,626 | |||
Technology hardware, storage and peripherals 5.9% | |||||
Apple, Inc. | 2,292 | 330,718 | |||
HP, Inc. | 1,334 | 38,873 | |||
Materials 3.3% | 209,180 | ||||
Chemicals 2.1% | |||||
LyondellBasell Industries NV, Class A | 1,341 | 129,661 | |||
Containers and packaging 1.2% | |||||
International Paper Company | 1,219 | 50,979 | |||
Packaging Corp. of America | 200 | 28,540 | |||
Real estate 3.7% | 234,081 | ||||
Equity real estate investment trusts 3.7% | |||||
Gaming and Leisure Properties, Inc. | 2,133 | 114,243 | |||
Medical Properties Trust, Inc. | 7,789 | 100,868 | |||
VICI Properties, Inc. | 555 | 18,970 | |||
Utilities 3.0% | 186,980 | ||||
Electric utilities 3.0% | |||||
Evergy, Inc. | 417 | 26,125 | |||
Exelon Corp. | 1,112 | 46,915 | |||
NextEra Energy, Inc. | 599 | 44,703 | |||
The Southern Company | 1,023 | 69,237 | |||
Yield (%) | Shares | Value | |||
Short-term investments 0.8% | $52,642 | ||||
(Cost $52,637) | |||||
Short-term funds 0.8% | 52,642 | ||||
John Hancock Collateral Trust (A) | 4.3787(B) | 5,265 | 52,642 |
18 | JOHN HANCOCK ETFS | QUARTERLY REPORT | SEE NOTES TO FUNDS’ INVESTMENTS |
Total investments (Cost $5,621,895) 100.3% | $6,288,942 | ||||
Other assets and liabilities, net (0.3%) | (21,389) | ||||
Total net assets 100.0% | $6,267,553 |
The percentage shown for each investment category is the total value of the category as a percentage of the net assets of the fund. | |
Security Abbreviations and Legend | |
(A) | Investment is an affiliate of the fund, the advisor and/or subadvisor. |
(B) | The rate shown is the annualized seven-day yield as of 1-31-23. |
SEE NOTES TO FUNDS’ INVESTMENTS | QUARTERLY REPORT | JOHN HANCOCK ETFS | 19 |
Notes to Funds’ investments (unaudited) |
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 Advisor’s Valuation Policies and Procedures.
In order to value the securities,
the funds use the following valuation techniques: Debt obligations are typically valued based on evaluated prices provided by an independent pricing vendor. Independent pricing vendors utilize matrix pricing, which
takes into account factors such as institutional-size trading in similar groups of securities, yield, quality, coupon rate, maturity, type of issue, trading characteristics and other market data, as well as broker
supplied prices. Equity securities, including exchange-traded or closed-end 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 by the funds in open-end mutual funds, including John
Hancock Collateral Trust (JHCT), are valued at their respective NAVs each business day. Futures contracts whose settlement prices are determined as of the close of the NYSE are typically valued based on the settlement
price while other futures contracts are typically valued at the last traded price on the exchange on which they trade. 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 of the Advisor 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 Pricing Committee following procedures established by the Advisor and adopted 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 Pricing Committee, following procedures established by the Advisor and adopted by the Board of Trustees. The Advisor uses 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 Advisor’s assumptions in determining 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 January 31, 2023, by major security category or type:
Total value at 1-31-23 | Level 1 quoted price | Level 2 significant observable inputs | Level 3 significant unobservable inputs | |
Corporate Bond ETF | ||||
Investments in securities: | ||||
Assets | ||||
Corporate bonds | $18,899,046 | — | $18,899,046 | — |
Short-term investments | 176,280 | $176,280 | — | — |
Total investments in securities | $19,075,326 | $176,280 | $18,899,046 | — |
International High Dividend ETF | ||||
Investments in securities: | ||||
Assets | ||||
Common stocks | $5,256,593 | $5,256,593 | — | — |
Preferred securities | 187,708 | 187,708 | — | — |
Short-term investments | 3,132 | 3,132 | — | — |
Total investments in securities | $5,447,433 | $5,447,433 | — | — |
Mortgage-Backed Securities ETF | ||||
Investments in securities: |
20 | | |
Total value at 1-31-23 | Level 1 quoted price | Level 2 significant observable inputs | Level 3 significant unobservable inputs | |
Mortgage-Backed Securities ETF (continued) | ||||
Assets | ||||
U.S. Government and Agency obligations | $11,475,810 | — | $11,475,810 | — |
Collateralized mortgage obligations | 8,616,971 | — | 8,616,971 | — |
Asset backed securities | 4,160,606 | — | 4,160,606 | — |
Short-term investments | 188,524 | $188,524 | — | — |
Total investments in securities | $24,441,911 | $188,524 | $24,253,387 | — |
Derivatives: | ||||
Assets | ||||
Futures | $36,801 | $36,801 | — | — |
Preferred Income ETF | ||||
Investments in securities: | ||||
Assets | ||||
Preferred securities | ||||
Communication services | $877,822 | $877,822 | — | — |
Consumer discretionary | 235,501 | 235,501 | — | — |
Energy | 287,425 | 287,425 | — | — |
Financials | 5,791,816 | 5,791,816 | — | — |
Health care | 214,030 | 214,030 | — | — |
Industrials | 130,995 | 130,995 | — | — |
Real estate | 171,837 | 171,837 | — | — |
Utilities | 2,960,595 | 2,731,392 | $229,203 | — |
Common stocks | 303,409 | 303,409 | — | — |
Corporate bonds | 7,776,861 | — | 7,776,861 | — |
Capital preferred securities | 125,400 | — | 125,400 | — |
Short-term investments | 723,073 | 723,073 | — | — |
Total investments in securities | $19,598,764 | $11,467,300 | $8,131,464 | — |
U.S. High Dividend ETF | ||||
Investments in securities: | ||||
Assets | ||||
Common stocks | $6,236,300 | $6,236,300 | — | — |
Short-term investments | 52,642 | 52,642 | — | — |
Total investments in securities | $6,288,942 | $6,288,942 | — | — |
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 |
Corporate Bond ETF | |||||||||
John Hancock Collateral Trust | 17,632 | — | $730,325 | $(554,081) | $(3) | $39 | $2,226 | — | $176,280 |
International High Dividend ETF | |||||||||
John Hancock Collateral Trust | 313 | — | $3,132 | — | — | — | $5 | — | $3,132 |
| | 21 |
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 |
Mortgage-Backed Securities ETF | |||||||||
John Hancock Collateral Trust | 18,857 | — | $4,090,971 | $(3,902,563) | $55 | $61 | $4,416 | — | $188,524 |
Preferred Income ETF | |||||||||
John Hancock Collateral Trust | 72,323 | — | $3,594,843 | $(2,871,847) | $4 | $73 | $5,318 | — | $723,073 |
U.S. High Dividend ETF | |||||||||
John Hancock Collateral Trust | 5,265 | — | $782,509 | $(729,895) | $23 | $5 | $587 | — | $52,642 |
For additional information on the
funds’ significant accounting policies and risks, please refer to the funds’ most recent semiannual or annual shareholder report and prospectus.
22 | | |