Funds’ investments |
Rate (%) | Maturity date | Par value^ | Value | ||
Corporate bonds 98.6% | $23,598,499 | ||||
(Cost $25,785,126) | |||||
Communication services 8.8% | 2,110,525 | ||||
Diversified telecommunication services 1.3% | |||||
AT&T, Inc. | 3.500 | 06-01-41 | 411,000 | 306,019 | |
Entertainment 3.5% | |||||
Netflix, Inc. (A) | 4.875 | 06-15-30 | 335,000 | 327,224 | |
TWDC Enterprises 18 Corp. | 4.125 | 12-01-41 | 293,000 | 254,446 | |
Warnermedia Holdings, Inc. | 4.279 | 03-15-32 | 296,000 | 262,536 | |
Media 3.0% | |||||
Charter Communications Operating LLC | 2.800 | 04-01-31 | 300,000 | 242,657 | |
Comcast Corp. | 3.750 | 04-01-40 | 575,000 | 480,942 | |
Wireless telecommunication services 1.0% | |||||
T-Mobile USA, Inc. | 4.500 | 04-15-50 | 277,000 | 236,701 | |
Consumer discretionary 4.2% | 1,007,570 | ||||
Automobiles 3.2% | |||||
General Motors Financial Company, Inc. | 2.900 | 02-26-25 | 557,000 | 532,578 | |
Nissan Motor Acceptance Company LLC (A) | 2.000 | 03-09-26 | 272,000 | 243,155 | |
Specialty retail 1.0% | |||||
The Home Depot, Inc. | 3.625 | 04-15-52 | 294,000 | 231,837 | |
Consumer staples 2.7% | 649,307 | ||||
Beverages 1.8% | |||||
Anheuser-Busch InBev Worldwide, Inc. | 4.600 | 04-15-48 | 155,000 | 141,689 | |
PepsiCo, Inc. | 2.750 | 10-21-51 | 400,000 | 281,610 | |
Food products 0.9% | |||||
Kraft Heinz Foods Company | 5.200 | 07-15-45 | 239,000 | 226,008 | |
Energy 8.5% | 2,037,792 | ||||
Oil, gas and consumable fuels 8.5% | |||||
Cheniere Energy Partners LP | 3.250 | 01-31-32 | 300,000 | 249,641 | |
Continental Resources, Inc. | 4.900 | 06-01-44 | 375,000 | 297,153 | |
Enbridge, Inc. (5.750% to 4-15-30, then 5 Year CMT + 5.314%) | 5.750 | 07-15-80 | 406,000 | 371,127 | |
Energy Transfer LP | 5.250 | 04-15-29 | 291,000 | 288,356 | |
Kinder Morgan, Inc. | 3.600 | 02-15-51 | 123,000 | 85,676 | |
MPLX LP | 4.500 | 04-15-38 | 291,000 | 250,820 | |
Targa Resources Partners LP | 4.875 | 02-01-31 | 272,000 | 252,606 | |
Var Energi ASA (A) | 8.000 | 11-15-32 | 225,000 | 242,413 | |
Financials 40.8% | 9,763,397 | ||||
Banks 25.3% | |||||
Bank of America Corp. (2.592% to 4-29-30, then SOFR + 2.150%) | 2.592 | 04-29-31 | 707,000 | 594,224 | |
Bank of America Corp. (2.972% to 7-21-51, then SOFR + 1.560%) | 2.972 | 07-21-52 | 235,000 | 161,050 | |
Barclays PLC | 4.375 | 01-12-26 | 575,000 | 555,793 | |
Citigroup, Inc. (2.976% to 11-5-29, then SOFR + 1.422%) | 2.976 | 11-05-30 | 575,000 | 498,320 | |
Citizens Financial Group, Inc. | 3.250 | 04-30-30 | 575,000 | 487,360 | |
Credit Agricole SA (A) | 3.250 | 01-14-30 | 362,000 | 313,052 | |
Fifth Third Bank NA (5.852% to 10-27-24, then SOFR + 1.230%) | 5.852 | 10-27-25 | 300,000 | 295,291 | |
JPMorgan Chase & Co. (2.739% to 10-15-29, then 3 month CME Term SOFR + 1.510%) | 2.739 | 10-15-30 | 636,000 | 551,892 | |
JPMorgan Chase & Co. (6.750% to 2-1-24, then 3 month CME Term SOFR + 4.042%) (B) | 6.750 | 02-01-24 | 170,000 | 169,894 | |
Lloyds Banking Group PLC | 4.450 | 05-08-25 | 575,000 | 560,318 |
2 | JOHN HANCOCK ETFS | QUARTERLY REPORT | SEE NOTES TO FUNDS’ INVESTMENTS |
Rate (%) | Maturity date | Par value^ | Value | ||
Financials (continued) | |||||
Banks (continued) | |||||
Santander Holdings USA, Inc. | 4.400 | 07-13-27 | 575,000 | $546,458 | |
The PNC Financial Services Group, Inc. (5.582% to 6-12-28, then SOFR + 1.841%) | 5.582 | 06-12-29 | 250,000 | 250,509 | |
U.S. Bancorp (5.727% to 10-21-25, then SOFR + 1.430%) | 5.727 | 10-21-26 | 340,000 | 341,067 | |
Wells Fargo & Company (2.879% to 10-30-29, then 3 month CME Term SOFR + 1.432%) | 2.879 | 10-30-30 | 575,000 | 497,749 | |
Wells Fargo & Company (4.478% to 4-4-30, then 3 month CME Term SOFR + 4.032%) | 4.478 | 04-04-31 | 250,000 | 236,988 | |
Capital markets 10.0% | |||||
Ares Capital Corp. | 3.875 | 01-15-26 | 291,000 | 271,791 | |
Blackstone Private Credit Fund | 2.350 | 11-22-24 | 306,000 | 288,943 | |
Deutsche Bank AG (2.311% to 11-16-26, then SOFR + 1.219%) | 2.311 | 11-16-27 | 291,000 | 255,641 | |
Morgan Stanley (4.431% to 1-23-29, then 3 month CME Term SOFR + 1.890%) | 4.431 | 01-23-30 | 506,000 | 482,984 | |
The Bank of New York Mellon Corp. (4.414% to 7-24-25, then SOFR + 1.345%) | 4.414 | 07-24-26 | 347,000 | 340,443 | |
The Charles Schwab Corp. (5.643% to 5-19-28, then SOFR + 2.210%) | 5.643 | 05-19-29 | 235,000 | 237,056 | |
The Goldman Sachs Group, Inc. (1.431% to 3-9-26, then SOFR + 0.798%) | 1.431 | 03-09-27 | 575,000 | 515,594 | |
Consumer finance 1.5% | |||||
Ally Financial, Inc. | 8.000 | 11-01-31 | 340,000 | 360,739 | |
Financial services 0.9% | |||||
Visa, Inc. | 2.700 | 04-15-40 | 291,000 | 221,442 | |
Insurance 3.1% | |||||
Athene Global Funding (A) | 1.450 | 01-08-26 | 272,000 | 241,209 | |
Prudential Financial, Inc. (3.700% to 7-1-30, then 5 Year CMT + 3.035%) | 3.700 | 10-01-50 | 291,000 | 248,476 | |
Teachers Insurance & Annuity Association of America (A) | 4.270 | 05-15-47 | 291,000 | 239,114 | |
Health care 6.8% | 1,626,477 | ||||
Biotechnology 0.9% | |||||
AbbVie, Inc. | 4.250 | 11-21-49 | 252,000 | 216,186 | |
Health care providers and services 4.1% | |||||
Centene Corp. | 2.500 | 03-01-31 | 305,000 | 244,046 | |
HCA, Inc. | 4.125 | 06-15-29 | 291,000 | 269,975 | |
UnitedHealth Group, Inc. | 3.500 | 08-15-39 | 277,000 | 230,474 | |
Universal Health Services, Inc. | 2.650 | 10-15-30 | 291,000 | 237,080 | |
Pharmaceuticals 1.8% | |||||
Bristol-Myers Squibb Company | 3.700 | 03-15-52 | 293,000 | 232,021 | |
Viatris, Inc. | 4.000 | 06-22-50 | 291,000 | 196,695 | |
Industrials 5.7% | 1,354,590 | ||||
Aerospace and defense 1.0% | |||||
The Boeing Company | 3.750 | 02-01-50 | 301,000 | 228,582 | |
Passenger airlines 2.7% | |||||
Delta Air Lines, Inc. (A) | 4.750 | 10-20-28 | 291,000 | 281,645 | |
United Airlines 2020-1 Class A Pass Through Trust | 5.875 | 10-15-27 | 369,899 | 366,333 | |
Trading companies and distributors 2.0% | |||||
AerCap Ireland Capital DAC | 3.850 | 10-29-41 | 272,000 | 205,847 | |
Air Lease Corp. | 2.875 | 01-15-26 | 291,000 | 272,183 | |
Information technology 5.8% | 1,378,215 | ||||
Communications equipment 0.6% | |||||
Motorola Solutions, Inc. | 2.300 | 11-15-30 | 181,000 | 145,587 | |
Software 2.6% | |||||
Microsoft Corp. | 2.525 | 06-01-50 | 619,000 | 421,653 | |
Oracle Corp. | 3.950 | 03-25-51 | 274,000 | 205,722 |
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 2.6% | |||||
Apple, Inc. | 2.700 | 08-05-51 | 575,000 | $397,390 | |
Dell International LLC (A) | 3.450 | 12-15-51 | 213,000 | 142,635 | |
Dell International LLC | 8.350 | 07-15-46 | 52,000 | 65,228 | |
Materials 2.2% | 534,239 | ||||
Construction materials 1.1% | |||||
Vulcan Materials Company | 3.500 | 06-01-30 | 291,000 | 263,286 | |
Metals and mining 1.1% | |||||
Freeport-McMoRan, Inc. | 5.450 | 03-15-43 | 291,000 | 270,953 | |
Real estate 5.7% | 1,362,944 | ||||
Hotel and resort REITs 1.6% | |||||
Host Hotels & Resorts LP | 3.375 | 12-15-29 | 433,000 | 372,753 | |
Specialized REITs 4.1% | |||||
American Tower Corp. | 2.950 | 01-15-51 | 366,000 | 228,726 | |
Crown Castle, Inc. | 2.900 | 04-01-41 | 350,000 | 240,637 | |
GLP Capital LP | 5.375 | 04-15-26 | 291,000 | 285,576 | |
VICI Properties LP | 5.125 | 05-15-32 | 250,000 | 235,252 | |
Utilities 7.4% | 1,773,443 | ||||
Electric utilities 5.0% | |||||
Duke Energy Corp. | 3.300 | 06-15-41 | 290,000 | 213,524 | |
NextEra Energy Capital Holdings, Inc. | 2.750 | 11-01-29 | 362,000 | 315,838 | |
NRG Energy, Inc. (A) | 4.450 | 06-15-29 | 389,000 | 345,946 | |
Vistra Operations Company LLC (A) | 4.300 | 07-15-29 | 362,000 | 322,774 | |
Multi-utilities 2.4% | |||||
CenterPoint Energy Resources Corp. | 1.750 | 10-01-30 | 362,000 | 289,902 | |
Dominion Energy, Inc. | 3.375 | 04-01-30 | 320,000 | 285,459 | |
Yield (%) | Shares | Value | |||
Short-term investments 0.6% | $141,445 | ||||
(Cost $141,445) | |||||
Short-term funds 0.6% | 141,445 | ||||
John Hancock Collateral Trust (C) | 5.2927(D) | 14,152 | 141,445 |
Total investments (Cost $25,926,571) 99.2% | $23,739,944 | ||||
Other assets and liabilities, net 0.8% | 200,173 | ||||
Total net assets 100.0% | $23,940,117 |
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 | |
CMT | Constant Maturity Treasury |
SOFR | Secured Overnight Financing Rate |
CME | Chicago Mercantile Exchange |
(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 $2,699,167 or 11.3% of the fund’s net assets as of 7-31-23. |
(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 7-31-23. |
4 | JOHN HANCOCK ETFS | QUARTERLY REPORT | SEE NOTES TO FUNDS’ INVESTMENTS |
United States | 89.5% |
United Kingdom | 4.7% |
Canada | 1.5% |
France | 1.3% |
Germany | 1.1% |
Norway | 1.0% |
Other countries | 0.9% |
TOTAL | 100.0% |
Shares | Value | ||||
Common stocks 97.3% | $6,445,193 | ||||
(Cost $5,622,112) | |||||
Australia 4.3% | 284,237 | ||||
BHP Group, Ltd. | 3,565 | 110,529 | |||
Fortescue Metals Group, Ltd. | 7,176 | 104,835 | |||
South32, Ltd. | 11,714 | 30,627 | |||
Woodside Energy Group, Ltd. | 1,494 | 38,246 | |||
Belgium 1.9% | 127,746 | ||||
Solvay SA | 1,062 | 127,746 | |||
Canada 5.8% | 381,922 | ||||
Canadian Imperial Bank of Commerce | 358 | 15,797 | |||
Laurentian Bank of Canada | 4,414 | 133,233 | |||
Martinrea International, Inc. | 12,726 | 142,802 | |||
Power Corp. of Canada | 3,174 | 90,090 | |||
Denmark 2.2% | 142,250 | ||||
AP Moller - Maersk A/S, Series B | 69 | 142,250 | |||
France 5.0% | 329,678 | ||||
Klepierre SA | 3,946 | 105,069 | |||
Publicis Groupe SA | 1,529 | 123,771 | |||
Sanofi | 942 | 100,838 | |||
Germany 7.4% | 492,235 | ||||
BASF SE | 2,115 | 113,726 | |||
Bayerische Motoren Werke AG | 1,032 | 126,140 | |||
Deutsche Telekom AG | 3,211 | 70,246 | |||
Fresenius SE & Company KGaA | 1,823 | 57,344 | |||
Mercedes-Benz Group AG | 1,558 | 124,779 | |||
Hong Kong 6.8% | 448,518 | ||||
CK Hutchison Holdings, Ltd. | 19,000 | 117,186 | |||
Jardine Matheson Holdings, Ltd. | 2,300 | 113,574 | |||
Swire Pacific, Ltd., Class A | 17,689 | 147,320 | |||
WH Group, Ltd. (A) | 130,171 | 70,438 | |||
Italy 5.6% | 372,841 | ||||
Assicurazioni Generali SpA | 5,773 | 123,354 | |||
Eni SpA | 7,774 | 119,003 | |||
Poste Italiane SpA (A) | 11,385 | 130,484 | |||
Japan 25.5% | 1,691,599 | ||||
Daiwa House Industry Company, Ltd. | 2,100 | 57,082 | |||
FUJIFILM Holdings Corp. | 1,917 | 111,272 | |||
ITOCHU Corp. | 2,145 | 86,808 | |||
JFE Holdings, Inc. | 9,000 | 145,503 |
SEE NOTES TO FUNDS’ INVESTMENTS | QUARTERLY REPORT | JOHN HANCOCK ETFS | 5 |
Shares | Value | ||||
Japan (continued) | |||||
Komatsu, Ltd. | 2,300 | $64,169 | |||
Marubeni Corp. | 7,586 | 134,202 | |||
Mitsubishi Corp. | 2,300 | 117,606 | |||
Mitsui & Company, Ltd. | 3,396 | 132,441 | |||
Mizuho Financial Group, Inc. | 8,291 | 140,284 | |||
Nippon Steel Corp. | 5,100 | 116,516 | |||
Ricoh Company, Ltd. | 6,900 | 61,361 | |||
Seiko Epson Corp. | 4,168 | 68,425 | |||
Sojitz Corp. | 2,672 | 63,471 | |||
Sumitomo Corp. | 5,895 | 126,422 | |||
Toyota Tsusho Corp. | 2,300 | 134,280 | |||
Yamaha Motor Company, Ltd. | 4,500 | 131,757 | |||
Netherlands 4.3% | 283,303 | ||||
ABN AMRO Bank NV (A) | 7,818 | 133,261 | |||
ASML Holding NV | 82 | 58,965 | |||
Koninklijke Ahold Delhaize NV | 2,632 | 91,077 | |||
Norway 1.4% | 92,125 | ||||
Yara International ASA | 2,249 | 92,125 | |||
Singapore 2.8% | 184,815 | ||||
Oversea-Chinese Banking Corp., Ltd. | 10,818 | 108,359 | |||
Wilmar International, Ltd. | 26,300 | 76,456 | |||
Spain 5.3% | 352,563 | ||||
Banco Bilbao Vizcaya Argentaria SA | 17,177 | 136,547 | |||
Repsol SA | 6,052 | 92,750 | |||
Telefonica SA | 28,837 | 123,266 | |||
Switzerland 4.3% | 285,830 | ||||
ABB, Ltd. | 3,180 | 127,882 | |||
Adecco Group AG | 3,450 | 140,929 | |||
Novartis AG | 162 | 17,019 | |||
United Kingdom 14.7% | 975,531 | ||||
Barclays PLC | 58,795 | 117,225 | |||
BP PLC | 9,476 | 58,889 | |||
British American Tobacco PLC | 2,628 | 88,438 | |||
GSK PLC | 5,952 | 106,035 | |||
Imperial Brands PLC | 3,916 | 92,684 | |||
J Sainsbury PLC | 36,906 | 131,724 | |||
Land Securities Group PLC | 14,250 | 118,699 | |||
Standard Chartered PLC | 13,347 | 128,350 | |||
Tesco PLC | 22,665 | 75,238 | |||
The British Land Company PLC | 13,394 | 58,249 | |||
Preferred securities 1.7% | $111,257 | ||||
(Cost $107,094) | |||||
Germany 1.7% | 111,257 | ||||
Volkswagen AG | 837 | 111,257 | |||
6 | JOHN HANCOCK ETFS | QUARTERLY REPORT | SEE NOTES TO FUNDS’ INVESTMENTS |
Yield (%) | Shares | Value | |||
Short-term investments 0.8% | $49,826 | ||||
(Cost $49,824) | |||||
Short-term funds 0.8% | 49,826 | ||||
John Hancock Collateral Trust (B) | 5.2927(C) | 4,985 | 49,826 |
Total investments (Cost $5,779,030) 99.8% | $6,606,276 | ||||
Other assets and liabilities, net 0.2% | 16,291 | ||||
Total net assets 100.0% | $6,622,567 |
The percentage shown for each investment category is the total value of the category as a percentage of the net assets of the fund. | |
Security Abbreviations and Legend | |
(A) | These securities are exempt from registration under Rule 144A of the Securities Act of 1933. Such securities may be resold, normally to qualified institutional buyers, in transactions exempt from registration. |
(B) | Investment is an affiliate of the fund, the advisor and/or subadvisor. |
(C) | The rate shown is the annualized seven-day yield as of 7-31-23. |
Industrials | 22.7% |
Financials | 19.0% |
Materials | 12.7% |
Consumer discretionary | 9.6% |
Consumer staples | 9.5% |
Real estate | 7.3% |
Communication services | 4.8% |
Energy | 4.7% |
Information technology | 4.5% |
Health care | 4.2% |
Short-term investments and other | 1.0% |
TOTAL | 100.0% |
Rate (%) | Maturity date | Par value^ | Value | ||
U.S. Government and Agency obligations 45.9% | $12,312,229 | ||||
(Cost $14,104,407) | |||||
U.S. Government 1.2% | 327,815 | ||||
U.S. Treasury | |||||
Bond | 3.000 | 08-15-52 | 100,000 | 82,633 | |
Bond | 3.375 | 08-15-42 | 84,000 | 74,721 | |
Bond | 3.875 | 02-15-43 | 100,000 | 95,531 | |
Bond | 4.000 | 11-15-52 | 75,000 | 74,930 | |
U.S. Government Agency 44.7% | 11,984,414 | ||||
Federal Home Loan Mortgage Corp. | |||||
30 Yr Pass Thru | 2.500 | 09-01-51 | 172,527 | 146,875 | |
30 Yr Pass Thru | 2.500 | 01-01-52 | 251,610 | 214,199 | |
30 Yr Pass Thru | 3.000 | 05-01-51 | 264,111 | 234,438 | |
30 Yr Pass Thru | 3.000 | 06-01-51 | 233,129 | 205,626 | |
30 Yr Pass Thru | 3.000 | 02-01-52 | 289,777 | 254,912 | |
30 Yr Pass Thru | 3.500 | 09-01-47 | 336,052 | 308,631 | |
30 Yr Pass Thru | 3.500 | 05-01-52 | 210,977 | 192,147 | |
30 Yr Pass Thru | 3.500 | 07-01-52 | 290,947 | 264,706 | |
30 Yr Pass Thru | 4.000 | 07-01-52 | 208,782 | 195,095 | |
30 Yr Pass Thru | 4.000 | 09-01-52 | 207,464 | 193,947 | |
30 Yr Pass Thru | 4.000 | 10-01-52 | 313,938 | 294,240 | |
30 Yr Pass Thru | 4.500 | 10-01-52 | 124,799 | 120,052 |
SEE NOTES TO FUNDS’ INVESTMENTS | QUARTERLY REPORT | JOHN HANCOCK ETFS | 7 |
Rate (%) | Maturity date | Par value^ | Value | ||
U.S. Government Agency (continued) | |||||
Federal National Mortgage Association | |||||
30 Yr Pass Thru | 2.000 | 07-01-51 | 286,040 | $233,664 | |
30 Yr Pass Thru | 2.000 | 08-01-51 | 519,483 | 426,797 | |
30 Yr Pass Thru | 2.000 | 08-01-51 | 376,171 | 307,056 | |
30 Yr Pass Thru | 2.000 | 09-01-51 | 541,118 | 442,543 | |
30 Yr Pass Thru | 2.500 | 04-01-51 | 255,526 | 215,855 | |
30 Yr Pass Thru | 2.500 | 07-01-51 | 287,484 | 245,368 | |
30 Yr Pass Thru | 2.500 | 08-01-51 | 498,199 | 423,812 | |
30 Yr Pass Thru | 2.500 | 08-01-51 | 537,037 | 457,858 | |
30 Yr Pass Thru | 2.500 | 08-01-51 | 296,077 | 252,239 | |
30 Yr Pass Thru | 2.500 | 08-01-51 | 421,732 | 359,421 | |
30 Yr Pass Thru | 2.500 | 08-01-51 | 195,782 | 165,081 | |
30 Yr Pass Thru | 2.500 | 09-01-51 | 431,339 | 367,070 | |
30 Yr Pass Thru | 2.500 | 12-01-51 | 258,004 | 219,319 | |
30 Yr Pass Thru | 2.500 | 01-01-52 | 256,463 | 218,010 | |
30 Yr Pass Thru | 2.500 | 03-01-52 | 536,833 | 456,846 | |
30 Yr Pass Thru | 3.000 | 11-01-46 | 348,558 | 311,658 | |
30 Yr Pass Thru | 3.000 | 11-01-46 | 202,698 | 181,239 | |
30 Yr Pass Thru | 3.000 | 04-01-47 | 204,404 | 182,700 | |
30 Yr Pass Thru | 3.000 | 05-01-50 | 225,420 | 200,164 | |
30 Yr Pass Thru | 3.000 | 07-01-50 | 296,572 | 261,028 | |
30 Yr Pass Thru | 3.000 | 11-01-50 | 240,703 | 214,337 | |
30 Yr Pass Thru | 3.000 | 07-01-51 | 219,451 | 193,836 | |
30 Yr Pass Thru | 3.000 | 08-01-51 | 479,335 | 423,834 | |
30 Yr Pass Thru | 3.000 | 02-01-52 | 281,993 | 248,417 | |
30 Yr Pass Thru | 3.000 | 03-01-52 | 213,970 | 188,560 | |
30 Yr Pass Thru | 3.500 | 12-01-46 | 158,367 | 145,989 | |
30 Yr Pass Thru | 3.500 | 02-01-47 | 184,164 | 169,482 | |
30 Yr Pass Thru | 3.500 | 02-01-48 | 243,817 | 224,151 | |
30 Yr Pass Thru | 3.500 | 11-01-48 | 213,413 | 196,366 | |
30 Yr Pass Thru | 3.500 | 04-01-50 | 211,363 | 194,677 | |
30 Yr Pass Thru | 3.500 | 04-01-51 | 206,449 | 189,555 | |
30 Yr Pass Thru | 3.500 | 03-01-52 | 133,001 | 121,732 | |
30 Yr Pass Thru | 4.000 | 04-01-47 | 105,258 | 99,854 | |
30 Yr Pass Thru | 4.000 | 03-01-48 | 121,917 | 115,468 | |
30 Yr Pass Thru | 4.000 | 06-01-49 | 104,241 | 98,759 | |
30 Yr Pass Thru | 4.000 | 06-01-49 | 111,264 | 105,656 | |
30 Yr Pass Thru | 4.000 | 04-01-50 | 112,959 | 107,319 | |
30 Yr Pass Thru | 4.000 | 06-01-52 | 270,016 | 252,956 | |
30 Yr Pass Thru | 4.500 | 10-01-52 | 146,345 | 140,870 | |
Collateralized mortgage obligations 36.0% | $9,641,549 | ||||
(Cost $10,709,986) | |||||
Commercial and residential 18.5% | 4,955,474 | ||||
Agate Bay Mortgage Trust | |||||
Series 2013-1, Class A1 (A)(B) | 3.500 | 07-25-43 | 92,345 | 82,260 | |
Angel Oak Mortgage Trust LLC | |||||
Series 2020-3, Class A2 (A)(B) | 2.410 | 04-25-65 | 97,901 | 89,634 | |
Series 2021-2, Class A3 (A)(B) | 1.447 | 04-25-66 | 153,042 | 125,712 | |
Arroyo Mortgage Trust | |||||
Series 2019-1, Class A3 (A)(B) | 4.208 | 01-25-49 | 178,090 | 164,841 | |
Bellemeade Re, Ltd. | |||||
Series 2021-3A, Class M2 (1 month SOFR + 3.150%) (A)(C) | 8.219 | 09-25-31 | 200,000 | 195,162 | |
BRAVO Residential Funding Trust | |||||
Series 2021-NQM1, Class M1 (A)(B) | 2.316 | 02-25-49 | 100,000 | 71,160 | |
Bunker Hill Loan Depositary Trust |
8 | JOHN HANCOCK ETFS | QUARTERLY REPORT | SEE NOTES TO FUNDS’ INVESTMENTS |
Rate (%) | Maturity date | Par value^ | Value | ||
Commercial and residential (continued) | |||||
Series 2019-3, Class M1 (A) | 3.269 | 11-25-59 | 100,000 | $88,223 | |
COLT Mortgage Loan Trust | |||||
Series 2021-1, Class A1 (A)(B) | 0.910 | 06-25-66 | 191,338 | 153,952 | |
Series 2021-4, Class A1 (A)(B) | 1.397 | 10-25-66 | 161,859 | 127,124 | |
Series 2021-4, Class B1 (A)(B) | 3.764 | 10-25-66 | 200,000 | 132,268 | |
Series 2021-HX1, Class B1 (A)(B) | 3.110 | 10-25-66 | 100,000 | 63,712 | |
DBGS Mortgage Trust | |||||
Series 2018-BIOD, Class D (1 month CME Term SOFR + 1.596%) (A)(C) | 6.818 | 05-15-35 | 91,376 | 89,541 | |
Ellington Financial Mortgage Trust | |||||
Series 2022-3, Class A1 (A) | 5.000 | 08-25-67 | 309,683 | 298,730 | |
Extended Stay America Trust | |||||
Series 2021-ESH, Class C (1 month CME Term SOFR + 1.814%) (A)(C) | 7.036 | 07-15-38 | 192,165 | 187,951 | |
Flagstar Mortgage Trust | |||||
Series 2021-6INV, Class A4 (A)(B) | 2.500 | 08-25-51 | 203,724 | 163,464 | |
Imperial Fund Mortgage Trust | |||||
Series 2021-NQM2, Class M1 (A)(B) | 2.489 | 09-25-56 | 200,000 | 117,973 | |
Series 2022-NQM5, Class A3 (6.250% to 7-1-26, then 7.250% thereafter) (A) | 6.250 | 08-25-67 | 91,947 | 90,079 | |
JPMorgan Mortgage Trust | |||||
Series 2019-INV3, Class A15 (A)(B) | 3.500 | 05-25-50 | 154,295 | 135,465 | |
Series 2019-INV3, Class B3 (A)(B) | 4.374 | 05-25-50 | 215,838 | 185,833 | |
KNDL Mortgage Trust | |||||
Series 2019-KNSQ, Class E (1 month CME Term SOFR + 1.996%) (A)(C) | 7.218 | 05-15-36 | 125,000 | 123,230 | |
MFA Trust | |||||
Series 2020-NQM3, Class M1 (A)(B) | 2.654 | 01-26-65 | 100,000 | 82,147 | |
Series 2023-NQM1, Class A2 (5.750% to 1-1-27, then 6.750% thereafter) (A) | 5.750 | 11-25-67 | 144,374 | 140,556 | |
New Residential Mortgage Loan Trust | |||||
Series 2019-4A, Class A1B (A)(B) | 3.500 | 12-25-58 | 71,957 | 66,025 | |
Oaktown RE VII, Ltd. | |||||
Series 2021-2, Class M1B (1 month SOFR + 2.900%) (A)(C) | 7.969 | 04-25-34 | 200,000 | 202,863 | |
OBX Trust | |||||
Series 2020-EXP2, Class A8 (A)(B) | 3.000 | 05-25-60 | 84,682 | 73,064 | |
Series 2022-NQM1, Class A1 (A)(B) | 2.305 | 11-25-61 | 125,598 | 105,107 | |
PKHL Commercial Mortgage Trust | |||||
Series 2021-MF, Class F (1 month CME Term SOFR + 3.464%) (A)(C) | 8.686 | 07-15-38 | 300,000 | 232,235 | |
Ready Capital Mortgage Trust | |||||
Series 2019-5, Class E (A)(B) | 5.334 | 02-25-52 | 250,000 | 185,059 | |
Towd Point Mortgage Trust | |||||
Series 2019-4, Class B1B (A)(B) | 3.500 | 10-25-59 | 315,000 | 222,982 | |
Triangle RE, Ltd. | |||||
Series 2021-3, Class M1B (1 month SOFR + 2.900%) (A)(C) | 7.969 | 02-25-34 | 200,000 | 200,483 | |
TRK Trust | |||||
Series 2021-INV1, Class A1 (A)(B) | 1.153 | 07-25-56 | 136,286 | 114,585 | |
Verus Securitization Trust | |||||
Series 2019-4, Class A1 (2.642% to 10-25-23, then 3.642% thereafter) (A) | 2.642 | 11-25-59 | 59,787 | 57,396 | |
Series 2020-5, Class A1 (1.218% to 10-1-24, then 2.218% thereafter) (A) | 1.218 | 05-25-65 | 88,815 | 80,201 | |
Series 2020-INV1, Class A2 (A)(B) | 3.035 | 03-25-60 | 170,000 | 161,283 | |
Series 2021-1, Class A2 (A)(B) | 1.052 | 01-25-66 | 89,663 | 76,336 | |
Series 2021-3, Class A1 (A)(B) | 1.046 | 06-25-66 | 94,425 | 79,070 | |
Series 2021-3, Class A3 (A)(B) | 1.437 | 06-25-66 | 78,688 | 65,527 | |
Series 2022-4, Class A1 (4.474% to 4-1-26, then 5.474% thereafter) (A) | 4.474 | 04-25-67 | 83,005 | 79,497 | |
Visio Trust | |||||
Series 2019-2, Class A1 (A)(B) | 2.722 | 11-25-54 | 47,442 | 44,744 | |
U.S. Government Agency 17.5% | 4,686,075 | ||||
Federal Home Loan Mortgage Corp. | |||||
Series 2016-SC01, Class M2 (B) | 3.902 | 07-25-46 | 81,360 | 78,592 | |
Series 2019-HQA2, Class B1 (1 month SOFR + 4.214%) (A)(C) | 9.283 | 04-25-49 | 200,000 | 212,322 | |
Series 2021-HQA1, Class M2 (1 month SOFR + 2.250%) (A)(C) | 7.319 | 08-25-33 | 94,572 | 94,240 | |
Series 2021-HQA2, Class M2 (1 month SOFR + 2.050%) (A)(C) | 7.119 | 12-25-33 | 300,000 | 295,131 | |
Series 2021-HQA3, Class B1 (1 month SOFR + 3.350%) (A)(C) | 8.419 | 09-25-41 | 200,000 | 199,254 |
SEE NOTES TO FUNDS’ INVESTMENTS | QUARTERLY REPORT | JOHN HANCOCK ETFS | 9 |
Rate (%) | Maturity date | Par value^ | Value | ||
U.S. Government Agency (continued) | |||||
Series 2022-DNA3, Class M2 (1 month SOFR + 4.350%) (A)(C) | 9.419 | 04-25-42 | 250,000 | $260,847 | |
Series 2023-DNA1, Class M1B (1 month SOFR + 3.100%) (A)(C) | 8.169 | 03-25-43 | 250,000 | 254,064 | |
Series 5150, Class IS IO | 0.083 | 08-25-51 | 1,741,000 | 138,853 | |
Series 5250, Class AY | 2.000 | 01-25-55 | 449,996 | 293,308 | |
Series K109, Class X1 IO | 1.581 | 04-25-30 | 1,984,269 | 161,927 | |
Series K116, Class X1 IO | 1.424 | 07-25-30 | 2,734,135 | 204,973 | |
Series K118, Class X1 IO | 0.958 | 09-25-30 | 3,181,254 | 168,236 | |
Series X2FX, Class X1 IO | 0.638 | 09-25-25 | 7,891,932 | 110,598 | |
Federal National Mortgage Association | |||||
Series 2021-R01, Class 1B1 (1 month SOFR + 3.100%) (A)(C) | 8.169 | 10-25-41 | 200,000 | 201,161 | |
Series 2022-22, Class B | 2.000 | 07-25-54 | 400,000 | 243,215 | |
Series 2022-R05, Class 2M2 (1 month SOFR + 3.000%) (A)(C) | 8.069 | 04-25-42 | 200,000 | 201,497 | |
Series 2023-R03, Class 2M2 (1 month SOFR + 3.900%) (A)(C) | 8.969 | 04-25-43 | 100,000 | 104,386 | |
Series 2023-R04, Class 1B1 (1 month SOFR + 5.350%) (A)(C) | 10.419 | 05-25-43 | 200,000 | 213,002 | |
Government National Mortgage Association | |||||
Series 2014-103, Class DA (B) | 3.250 | 09-16-54 | 100,307 | 94,394 | |
Series 2014-135, Class IO | 0.425 | 01-16-56 | 14,445,852 | 265,609 | |
Series 2016-26, Class IO | 0.636 | 02-16-58 | 5,153,176 | 120,280 | |
Series 2017-159, Class IO | 0.433 | 06-16-59 | 3,912,671 | 115,142 | |
Series 2018-23, Class IO | 0.566 | 11-16-59 | 1,764,250 | 66,427 | |
Series 2021-153, Class IA IO | 0.100 | 08-16-61 | 19,271,733 | 108,887 | |
Series 2021-178, Class IA IO | 0.100 | 10-16-61 | 38,265,260 | 230,131 | |
Series 2021-62, Class IA IO | 0.100 | 02-16-63 | 18,210,298 | 97,578 | |
Series 2022-141, Class BC | 2.100 | 06-16-64 | 265,000 | 152,021 | |
Asset backed securities 16.4% | $4,390,273 | ||||
(Cost $4,653,227) | |||||
Asset backed securities 16.4% | 4,390,273 | ||||
AMMC CLO, Ltd. | |||||
Series 2020-23A, Class CR (3 month CME Term SOFR + 2.262%) (A)(C) | 7.570 | 10-17-31 | 140,000 | 135,542 | |
AMSR Trust | |||||
Series 2020-SFR1, Class C (A) | 2.419 | 04-17-37 | 150,000 | 139,510 | |
Series 2020-SFR4, Class D (A) | 2.006 | 11-17-37 | 314,000 | 280,778 | |
Apex Credit CLO, Ltd. | |||||
Series 2019-2A, Class D (3 month CME Term SOFR + 4.312%) (A)(C) | 9.663 | 10-25-32 | 150,000 | 138,317 | |
CARS-DB4 LP | |||||
Series 2020-1A, Class B1 (A) | 4.170 | 02-15-50 | 100,000 | 93,305 | |
CARS-DB6 LP | |||||
Series 2022-1A, Class B (A) | 4.680 | 03-15-52 | 175,000 | 146,397 | |
CLI Funding VIII LLC | |||||
Series 2021-1A, Class A (A) | 1.640 | 02-18-46 | 131,346 | 112,168 | |
Columbia Cent CLO XXVIII, Ltd. | |||||
Series 2018-28A, Class BR (3 month LIBOR + 2.150%) (A)(C) | 7.474 | 11-07-30 | 350,000 | 333,223 | |
DB Master Finance LLC | |||||
Series 2021-1A, Class A23 (A) | 2.791 | 11-20-51 | 197,000 | 156,061 | |
Diamond Infrastructure Funding LLC | |||||
Series 2021-1A, Class C (A) | 3.475 | 04-15-49 | 200,000 | 174,263 | |
Driven Brands Funding LLC | |||||
Series 2019-1A, Class A2 (A) | 4.641 | 04-20-49 | 200,550 | 188,295 | |
Elara HGV Timeshare Issuer LLC | |||||
Series 2021-A, Class D (A) | 3.320 | 08-27-35 | 114,593 | 100,832 | |
FirstKey Homes Trust | |||||
Series 2021-SFR2, Class E1 (A) | 2.258 | 09-17-38 | 200,000 | 171,524 | |
Series 2022-SFR1, Class D (A) | 5.197 | 05-17-39 | 200,000 | 187,838 | |
Hertz Vehicle Financing LLC | |||||
Series 2022-2A, Class A (A) | 2.330 | 06-26-28 | 200,000 | 175,791 | |
LCM XV LP | |||||
Series 15A, Class DR (3 month CME Term SOFR + 3.962%) (A)(C) | 9.288 | 07-20-30 | 250,000 | 236,818 |
10 | JOHN HANCOCK ETFS | QUARTERLY REPORT | SEE NOTES TO FUNDS’ INVESTMENTS |
Rate (%) | Maturity date | Par value^ | Value | ||
Asset backed securities (continued) | |||||
Madison Park Funding XLI, Ltd. | |||||
Series 12A, Class DR (3 month CME Term SOFR + 3.062%) (A)(C) | 8.407 | 04-22-27 | 250,000 | $246,587 | |
Progress Residential Trust | |||||
Series 2020-SFR1, Class C (A) | 2.183 | 04-17-37 | 300,000 | 278,408 | |
Series 2021-SFR3, Class E2 (A) | 2.688 | 05-17-26 | 100,000 | 87,057 | |
Series 2021-SFR4, Class E1 (A) | 2.409 | 05-17-38 | 150,000 | 129,726 | |
Series 2021-SFR5, Class E2 (A) | 2.359 | 07-17-38 | 225,000 | 193,137 | |
Store Master Funding I-VII & XIV | |||||
Series 2019-1, Class A2 (A) | 3.650 | 11-20-49 | 190,100 | 155,107 | |
Taco Bell Funding LLC | |||||
Series 2021-1A, Class A2I (A) | 1.946 | 08-25-51 | 197,000 | 169,506 | |
Tricon Residential Trust | |||||
Series 2021-SFR1, Class G (A) | 4.133 | 07-17-38 | 100,000 | 87,498 | |
Vantage Data Centers LLC | |||||
Series 2021-1A, Class A2 (A) | 2.165 | 10-15-46 | 125,000 | 109,885 | |
Voya CLO, Ltd. | |||||
Series 2018-2A, Class E (3 month CME Term SOFR + 5.512%) (A)(C) | 10.820 | 07-15-31 | 200,000 | 162,700 | |
Yield (%) | Shares | Value | |||
Short-term investments 1.2% | $320,011 | ||||
(Cost $320,007) | |||||
Short-term funds 1.2% | 320,011 | ||||
John Hancock Collateral Trust (D) | 5.2927(E) | 32,017 | 320,011 |
Total investments (Cost $29,787,627) 99.5% | $26,664,062 | ||||
Other assets and liabilities, net 0.5% | 130,873 | ||||
Total net assets 100.0% | $26,794,935 |
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 | |
SOFR | Secured Overnight Financing Rate |
CME | Chicago Mercantile Exchange |
IO | Interest-Only Security - (Interest Tranche of Stripped Mortgage Pool). Rate shown is the annualized yield at the end of the period. |
LIBOR | London Interbank Offered Rate |
(A) | These securities are exempt from registration under Rule 144A of the Securities Act of 1933. Such securities may be resold, normally to qualified institutional buyers, in transactions exempt from registration. Rule 144A securities amounted to $11,381,651 or 42.5% of the fund’s net assets as of 7-31-23. |
(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 7-31-23. |
Open contracts | Number of contracts | Position | Expiration date | Notional basis^ | Notional value^ | Unrealized appreciation (depreciation) |
U.S. Treasury Long Bond Futures | 8 | Long | Sep 2023 | $1,017,449 | $995,500 | $(21,949) |
$(21,949) |
SEE NOTES TO FUNDS’ INVESTMENTS | QUARTERLY REPORT | JOHN HANCOCK ETFS | 11 |
Shares | Value | ||||
Preferred securities 53.9% | $17,449,180 | ||||
(Cost $18,430,962) | |||||
Communication services 3.5% | 1,127,623 | ||||
Diversified telecommunication services 0.8% | |||||
Qwest Corp., 6.500% | 16,925 | 245,074 | |||
Media 0.1% | |||||
Paramount Global, 5.750% | 2,202 | 50,316 | |||
Wireless telecommunication services 2.6% | |||||
Telephone & Data Systems, Inc., 6.000% | 14,390 | 200,309 | |||
Telephone & Data Systems, Inc., 6.625% | 12,580 | 193,984 | |||
U.S. Cellular Corp., 5.500% | 7,016 | 101,241 | |||
U.S. Cellular Corp., 5.500% | 7,133 | 102,715 | |||
U.S. Cellular Corp., 6.250% | 14,276 | 233,984 | |||
Consumer discretionary 0.6% | 179,028 | ||||
Broadline retail 0.6% | |||||
Qurate Retail, Inc., 8.000% | 4,193 | 150,109 | |||
QVC, Inc., 6.250% | 2,589 | 28,919 | |||
Energy 0.8% | 253,322 | ||||
Oil, gas and consumable fuels 0.8% | |||||
NuStar Logistics LP, 12.304% (3 month CME Term SOFR + 6.996%) (A) | 9,643 | 253,322 | |||
Financials 29.4% | 9,537,023 | ||||
Banks 11.8% | |||||
Bank of America Corp., 4.250% | 8,200 | 151,372 | |||
Bank of America Corp., 6.450% (6.450% to 12-15-66, then 3 month LIBOR + 1.327%) | 6,845 | 172,973 | |||
Bank of America Corp., 7.250% | 331 | 403,158 | |||
Citigroup Capital XIII, 12.001% (3 month CME Term SOFR + 6.632%) (A) | 19,562 | 567,102 | |||
Citigroup, Inc., 7.125% (7.125% to 9-30-23, then 3 month CME Term SOFR + 4.302%) | 16,349 | 416,246 | |||
Fifth Third Bancorp, 6.000% | 12,447 | 304,827 | |||
Fulton Financial Corp., 5.125% | 7,073 | 117,447 | |||
Huntington Bancshares, Inc., 6.875% (6.875% to 4-15-28, then 5 Year CMT + 2.704%) | 7,431 | 177,415 | |||
KeyCorp, 5.650% | 7,264 | 150,074 | |||
Pinnacle Financial Partners, Inc., 6.750% | 5,152 | 121,124 | |||
Regions Financial Corp., 4.450% | 8,792 | 150,783 | |||
Synovus Financial Corp., 8.862% (3 month LIBOR + 3.352%) (A) | 9,148 | 223,669 | |||
Wells Fargo & Company, 4.750% | 26,726 | 510,467 | |||
Wells Fargo & Company, 7.500% | 179 | 211,039 | |||
WesBanco, Inc., 6.750% (6.750% to 11-15-25, then 5 Year CMT + 6.557%) | 5,982 | 139,321 | |||
Capital markets 4.4% | |||||
Brookfield Finance, Inc., 4.625% | 9,600 | 162,912 | |||
Morgan Stanley, 6.375% (6.375% to 10-15-24, then 3 month LIBOR + 3.708%) | 12,483 | 312,325 | |||
Morgan Stanley, 6.500% | 13,159 | 342,792 | |||
Morgan Stanley, 6.875% (6.875% to 1-15-24, then 3 month LIBOR + 3.940%) | 5,884 | 150,630 | |||
Morgan Stanley, 7.125% (7.125% to 10-15-23, then 3 month LIBOR + 4.320%) | 18,768 | 473,141 | |||
Consumer finance 0.7% | |||||
Navient Corp., 6.000% | 11,750 | 224,543 | |||
Financial services 0.8% | |||||
KKR Group Finance Company IX LLC, 4.625% | 10,644 | 193,827 | |||
National Rural Utilities Cooperative Finance Corp., 5.500% | 2,832 | 67,996 |
12 | JOHN HANCOCK ETFS | QUARTERLY REPORT | SEE NOTES TO FUNDS’ INVESTMENTS |
Shares | Value | ||||
Financials (continued) | |||||
Insurance 11.7% | |||||
AEGON Funding Company LLC, 5.100% | 16,165 | $343,021 | |||
American Equity Investment Life Holding Company, 6.625% (6.625% to 9-1-25, then 5 Year CMT + 6.297%) | 8,428 | 195,530 | |||
American Financial Group, Inc., 5.125% | 7,982 | 167,303 | |||
American International Group, Inc., 5.850% | 15,065 | 372,708 | |||
Athene Holding, Ltd., 7.750% (7.750% to 12-30-27, then 5 Year CMT + 3.962%) | 18,256 | 454,027 | |||
Athene Holding, Ltd., Series A, 6.350% (6.350% to 6-30-29, then 3 month LIBOR + 4.253%) | 17,088 | 365,512 | |||
Brighthouse Financial, Inc., 6.600% | 17,864 | 407,478 | |||
Enstar Group, Ltd., 7.000% (7.000% to 9-1-28, then 3 month LIBOR + 4.015%) | 4,334 | 103,149 | |||
Lincoln National Corp., 9.000% | 13,938 | 379,114 | |||
Reinsurance Group of America, Inc., 7.125% (7.125% to 10-15-27, then 5 Year CMT + 3.456%) | 17,956 | 462,187 | |||
RenaissanceRe Holdings, Ltd., 4.200% | 11,490 | 207,395 | |||
The Allstate Corp., 7.375% | 5,299 | 142,225 | |||
Unum Group, 6.250% | 7,988 | 192,191 | |||
Industrials 0.7% | 240,392 | ||||
Trading companies and distributors 0.7% | |||||
WESCO International, Inc., 10.625% (10.625% to 6-22-25, then 5 Year CMT + 10.325%) | 8,864 | 240,392 | |||
Real estate 1.1% | 339,832 | ||||
Hotel and resort REITs 0.6% | |||||
Pebblebrook Hotel Trust, 6.375% | 10,641 | 208,032 | |||
Office REITs 0.4% | |||||
Vornado Realty Trust, 5.400% | 7,334 | 114,410 | |||
Specialized REITs 0.1% | |||||
Public Storage, 4.625% | 789 | 17,390 | |||
Utilities 17.8% | 5,771,960 | ||||
Electric utilities 4.2% | |||||
Duke Energy Corp., 5.750% | 13,351 | 336,979 | |||
NextEra Energy Capital Holdings, Inc., 5.650% | 236 | 5,992 | |||
NextEra Energy, Inc., 6.219% | 2,945 | 145,778 | |||
NextEra Energy, Inc., 6.926% | 11,038 | 504,768 | |||
SCE Trust III, 5.750% (5.750% to 3-15-24, then 3 month LIBOR + 2.990%) | 5,453 | 128,146 | |||
SCE Trust VI, 5.000% | 11,708 | 231,701 | |||
Gas utilities 0.7% | |||||
South Jersey Industries, Inc., 5.625% | 5,620 | 73,060 | |||
UGI Corp., 7.250% | 2,201 | 147,313 | |||
Independent power and renewable electricity producers 1.1% | |||||
The AES Corp., 6.875% | 4,396 | 376,254 | |||
Multi-utilities 11.8% | |||||
Algonquin Power & Utilities Corp., 6.200% (6.200% to 7-1-24, then 3 month LIBOR + 4.010%) | 18,238 | 423,122 | |||
Algonquin Power & Utilities Corp., 6.875% (6.875% to 10-17-23, then 3 month LIBOR + 3.677%) | 26,340 | 652,705 | |||
CMS Energy Corp., 5.625% | 10,955 | 270,041 | |||
CMS Energy Corp., 5.875% | 16,710 | 409,061 | |||
DTE Energy Company, 5.250% | 12,349 | 295,635 | |||
Integrys Holding, Inc., 6.000% (6.000% to 8-1-23, then 3 month LIBOR + 3.220%) | 11,304 | 276,948 | |||
NiSource, Inc., 6.500% (6.500% to 3-15-24, then 5 Year CMT + 3.632%) | 20,714 | 523,029 |
SEE NOTES TO FUNDS’ INVESTMENTS | QUARTERLY REPORT | JOHN HANCOCK ETFS | 13 |
Shares | Value | ||||
Utilities (continued) | |||||
Multi-utilities (continued) | |||||
NiSource, Inc., 7.750% | 5,194 | $534,930 | |||
Sempra, 5.750% | 17,926 | 436,498 | |||
Common stocks 1.8% | $599,843 | ||||
(Cost $648,579) | |||||
Communication services 0.5% | 171,286 | ||||
Diversified telecommunication services 0.5% | |||||
Verizon Communications, Inc. | 5,026 | 171,286 | |||
Utilities 1.3% | 428,557 | ||||
Multi-utilities 1.3% | |||||
Algonquin Power & Utilities Corp. | 14,503 | 428,557 | |||
Rate (%) | Maturity date | Par value^ | Value | ||
Corporate bonds 41.3% | $13,374,826 | ||||
(Cost $13,789,791) | |||||
Communication services 1.1% | 344,620 | ||||
Media 1.1% | |||||
Paramount Global (6.375% to 3-30-27, then 5 Year CMT + 3.999%) | 6.375 | 03-30-62 | 418,000 | 344,620 | |
Consumer discretionary 1.7% | 536,628 | ||||
Automobiles 1.7% | |||||
General Motors Financial Company, Inc. (5.700% to 9-30-30, then 5 Year CMT + 4.997%) (B) | 5.700 | 09-30-30 | 155,000 | 139,925 | |
General Motors Financial Company, Inc. (6.500% to 9-30-28, then 3 month LIBOR + 3.436%) (B) | 6.500 | 09-30-28 | 448,000 | 396,703 | |
Energy 4.6% | 1,502,331 | ||||
Oil, gas and consumable fuels 4.6% | |||||
Enbridge, Inc. (7.375% to 10-15-27, then 5 Year CMT + 3.708%) | 7.375 | 01-15-83 | 260,000 | 257,150 | |
Enbridge, Inc. (7.625% to 10-15-32, then 5 Year CMT + 4.418%) | 7.625 | 01-15-83 | 162,000 | 163,685 | |
Energy Transfer LP (6.625% to 2-15-28, then 3 month LIBOR + 4.155%) (B) | 6.625 | 02-15-28 | 851,000 | 674,418 | |
Energy Transfer LP (7.125% to 5-15-30, then 5 Year CMT + 5.306%) (B) | 7.125 | 05-15-30 | 381,000 | 334,633 | |
Transcanada Trust (5.600% to 12-7-31, then 5 Year CMT + 3.986%) | 5.600 | 03-07-82 | 86,000 | 72,445 | |
Financials 26.8% | 8,678,032 | ||||
Banks 21.0% | |||||
Bank of America Corp. (5.875% to 3-15-28, then 3 month CME Term SOFR + 3.193%) (B) | 5.875 | 03-15-28 | 380,000 | 354,369 | |
Bank of America Corp. (6.125% to 4-27-27, then 5 Year CMT + 3.231%) (B) | 6.125 | 04-27-27 | 442,000 | 439,039 | |
Bank of America Corp. (6.500% to 10-23-24, then 3 month CME Term SOFR + 4.436%) (B) | 6.500 | 10-23-24 | 63,000 | 62,717 | |
Barclays PLC (8.000% to 6-15-24, then 5 Year CMT + 5.672%) (B) | 8.000 | 06-15-24 | 357,000 | 351,531 | |
BNP Paribas SA (7.750% to 8-16-29, then 5 Year CMT + 4.899%) (B)(C) | 7.750 | 08-16-29 | 229,000 | 227,947 | |
Citigroup, Inc. (7.375% to 5-15-28, then 5 Year CMT + 3.209%) (B) | 7.375 | 05-15-28 | 290,000 | 295,075 | |
Citizens Financial Group, Inc. (6.375% to 4-6-24, then 3 month CME Term SOFR + 3.419%) (B) | 6.375 | 04-06-24 | 378,000 | 335,477 | |
CoBank ACB (6.450% to 10-1-27, then 5 Year CMT + 3.487%) (B) | 6.450 | 10-01-27 | 263,000 | 248,817 | |
Comerica, Inc. (5.625% to 7-1-25, then 5 Year CMT + 5.291%) (B) | 5.625 | 07-01-25 | 224,000 | 198,907 | |
Huntington Bancshares, Inc. (5.625% to 7-15-30, then 10 Year CMT + 4.945%) (B) | 5.625 | 07-15-30 | 213,000 | 195,127 | |
JPMorgan Chase & Co. (4.600% to 2-1-25, then 3 month CME Term SOFR + 3.125%) (B) | 4.600 | 02-01-25 | 465,000 | 439,425 | |
JPMorgan Chase & Co. (6.750% to 2-1-24, then 3 month CME Term SOFR + 4.042%) (B) | 6.750 | 02-01-24 | 362,000 | 361,774 |
14 | JOHN HANCOCK ETFS | QUARTERLY REPORT | SEE NOTES TO FUNDS’ INVESTMENTS |
Rate (%) | Maturity date | Par value^ | Value | ||
Financials (continued) | |||||
Banks (continued) | |||||
KeyCorp (5.000% to 9-15-26, then 3 month CME Term SOFR + 3.868%) (B) | 5.000 | 09-15-26 | 161,000 | $129,127 | |
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 | 372,000 | 362,514 | |
M&T Bank Corp. (3.500% to 9-1-26, then 5 Year CMT + 2.679%) (B) | 3.500 | 09-01-26 | 463,000 | 345,685 | |
The Bank of Nova Scotia (8.625% to 10-27-27, then 5 Year CMT + 4.389%) | 8.625 | 10-27-82 | 321,000 | 333,826 | |
The PNC Financial Services Group, Inc. (6.000% to 5-15-27, then 5 Year CMT + 3.000%) (B) | 6.000 | 05-15-27 | 464,000 | 428,335 | |
The PNC Financial Services Group, Inc. (6.200% to 9-15-27, then 5 Year CMT + 3.238%) (B) | 6.200 | 09-15-27 | 466,000 | 448,525 | |
The PNC Financial Services Group, Inc. (6.250% to 3-15-30, then 7 Year CMT + 2.808%) (B) | 6.250 | 03-15-30 | 411,000 | 375,827 | |
The Toronto-Dominion Bank (8.125% to 10-31-27, then 5 Year CMT + 4.075%) | 8.125 | 10-31-82 | 497,000 | 510,568 | |
Wells Fargo & Company (5.900% to 6-15-24, then 3 month LIBOR + 3.110%) (B) | 5.900 | 06-15-24 | 120,000 | 118,764 | |
Wells Fargo & Company (7.625% to 9-15-28, then 5 Year CMT + 3.606%) (B) | 7.625 | 09-15-28 | 223,000 | 229,275 | |
Capital markets 1.3% | |||||
The Charles Schwab Corp. (4.000% to 6-1-26, then 5 Year CMT + 3.168%) (B) | 4.000 | 06-01-26 | 178,000 | 158,908 | |
The Charles Schwab Corp. (4.000% to 12-1-30, then 10 Year CMT + 3.079%) (B) | 4.000 | 12-01-30 | 193,000 | 151,165 | |
The Charles Schwab Corp. (5.000% to 6-1-27, then 5 Year CMT + 3.256%) (B) | 5.000 | 06-01-27 | 110,000 | 99,241 | |
Consumer finance 0.7% | |||||
Discover Financial Services (6.125% to 6-23-25, then 5 Year CMT + 5.783%) (B) | 6.125 | 06-23-25 | 236,000 | 226,502 | |
Insurance 3.8% | |||||
Enstar Finance LLC (5.750% to 9-1-25, then 5 Year CMT + 5.468%) | 5.750 | 09-01-40 | 236,000 | 205,956 | |
Markel Group, Inc. (6.000% to 6-1-25, then 5 Year CMT + 5.662%) (B) | 6.000 | 06-01-25 | 261,000 | 253,581 | |
MetLife, Inc. (5.875% to 3-15-28, then 3 month CME Term SOFR + 3.221%) (B) | 5.875 | 03-15-28 | 409,000 | 398,683 | |
SBL Holdings, Inc. (6.500% to 11-13-26, then 5 Year CMT + 5.620%) (B)(C) | 6.500 | 11-13-26 | 332,000 | 188,410 | |
SBL Holdings, Inc. (7.000% to 5-13-25, then 5 Year CMT + 5.580%) (B)(C) | 7.000 | 05-13-25 | 326,000 | 202,935 | |
Utilities 7.1% | 2,313,215 | ||||
Electric utilities 3.5% | |||||
Edison International (5.000% to 12-15-26, then 5 Year CMT + 3.901%) (B) | 5.000 | 12-15-26 | 172,000 | 148,603 | |
Edison International (5.375% to 3-15-26, then 5 Year CMT + 4.698%) (B) | 5.375 | 03-15-26 | 463,000 | 410,903 | |
NextEra Energy Capital Holdings, Inc. (5.650% to 5-1-29, then 3 month LIBOR + 3.156%) | 5.650 | 05-01-79 | 328,000 | 305,114 | |
NRG Energy, Inc. (10.250% to 3-15-28, then 5 Year CMT + 5.920%) (B)(C) | 10.250 | 03-15-28 | 295,000 | 285,883 | |
Independent power and renewable electricity producers 1.6% | |||||
Vistra Corp. (7.000% to 12-15-26, then 5 Year CMT + 5.740%) (B)(C) | 7.000 | 12-15-26 | 165,000 | 146,850 | |
Vistra Corp. (8.000% to 10-15-26, then 5 Year CMT + 6.930%) (B)(C) | 8.000 | 10-15-26 | 379,000 | 362,684 | |
Multi-utilities 2.0% | |||||
CenterPoint Energy, Inc. (6.125% to 9-1-23, then 3 month LIBOR + 3.270%) (B) | 6.125 | 09-01-23 | 314,000 | 307,688 | |
Dominion Energy, Inc. (4.350% to 1-15-27, then 5 Year CMT + 3.195%) (B) | 4.350 | 01-15-27 | 123,000 | 105,583 | |
Dominion Energy, Inc. (5.750% to 10-1-24, then 3 month LIBOR + 3.057%) | 5.750 | 10-01-54 | 249,000 | 239,907 | |
Capital preferred securities 0.7% | $224,896 | ||||
(Cost $234,953) | |||||
Financials 0.7% | 224,896 | ||||
Insurance 0.7% | |||||
MetLife Capital Trust IV (7.875% to 12-15-37, then 3 month LIBOR + 3.960%) (C) | 7.875 | 12-15-37 | 215,000 | 224,896 | |
SEE NOTES TO FUNDS’ INVESTMENTS | QUARTERLY REPORT | JOHN HANCOCK ETFS | 15 |
Yield (%) | Shares | Value | |||
Short-term investments 1.6% | $525,450 | ||||
(Cost $525,454) | |||||
Short-term funds 1.6% | 525,450 | ||||
John Hancock Collateral Trust (D) | 5.2927(E) | 52,571 | 525,450 | ||
Total investments (Cost $33,629,739) 99.3% | $32,174,195 | ||||
Other assets and liabilities, net 0.7% | 227,164 | ||||
Total net assets 100.0% | $32,401,359 |
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 | |
CME | Chicago Mercantile Exchange |
CMT | Constant Maturity Treasury |
LIBOR | London Interbank Offered Rate |
SOFR | Secured Overnight Financing Rate |
(A) | Variable rate obligation. The coupon rate shown represents the rate at period end. |
(B) | Perpetual bonds have no stated maturity date. Date shown as maturity date is next call date. |
(C) | These securities are exempt from registration under Rule 144A of the Securities Act of 1933. Such securities may be resold, normally to qualified institutional buyers, in transactions exempt from registration. |
(D) | Investment is an affiliate of the fund, the advisor and/or subadvisor. |
(E) | The rate shown is the annualized seven-day yield as of 7-31-23. |
United States | 84.4% |
Canada | 9.2% |
Bermuda | 3.5% |
United Kingdom | 2.2% |
Other countries | 0.7% |
TOTAL | 100.0% |
Shares | Value | ||||
Common stocks 99.2% | $7,404,304 | ||||
(Cost $6,486,289) | |||||
Communication services 4.3% | 322,039 | ||||
Diversified telecommunication services 2.0% | |||||
Verizon Communications, Inc. | 4,354 | 148,384 | |||
Media 2.3% | |||||
Comcast Corp., Class A | 605 | 27,382 | |||
Omnicom Group, Inc. | 572 | 48,403 | |||
Paramount Global, Class B | 1,145 | 18,354 | |||
The Interpublic Group of Companies, Inc. | 2,323 | 79,516 | |||
Consumer discretionary 5.9% | 441,640 | ||||
Hotels, restaurants and leisure 1.4% | |||||
Starbucks Corp. | 1,042 | 105,836 | |||
Household durables 0.3% | |||||
Garmin, Ltd. | 227 | 24,037 | |||
Leisure products 0.4% | |||||
Hasbro, Inc. | 427 | 27,567 | |||
Specialty retail 2.5% | |||||
Best Buy Company, Inc. | 1,008 | 83,714 | |||
Dick’s Sporting Goods, Inc. | 301 | 42,441 |
16 | JOHN HANCOCK ETFS | QUARTERLY REPORT | SEE NOTES TO FUNDS’ INVESTMENTS |
Shares | Value | ||||
Consumer discretionary (continued) | |||||
Specialty retail (continued) | |||||
The Home Depot, Inc. | 185 | $61,760 | |||
Textiles, apparel and luxury goods 1.3% | |||||
NIKE, Inc., Class B | 151 | 16,669 | |||
VF Corp. | 4,019 | 79,616 | |||
Consumer staples 4.7% | 347,987 | ||||
Consumer staples distribution and retail 0.3% | |||||
Target Corp. | 160 | 21,835 | |||
Food products 0.4% | |||||
Archer-Daniels-Midland Company | 378 | 32,115 | |||
Tobacco 4.0% | |||||
Altria Group, Inc. | 3,220 | 146,252 | |||
Philip Morris International, Inc. | 1,482 | 147,785 | |||
Energy 4.9% | 363,283 | ||||
Oil, gas and consumable fuels 4.9% | |||||
Chevron Corp. | 405 | 66,282 | |||
Exxon Mobil Corp. | 1,208 | 129,546 | |||
Kinder Morgan, Inc. | 2,176 | 38,537 | |||
ONEOK, Inc. | 1,923 | 128,918 | |||
Financials 12.0% | 893,332 | ||||
Banks 1.5% | |||||
Huntington Bancshares, Inc. | 1,467 | 17,956 | |||
KeyCorp | 5,822 | 71,669 | |||
Truist Financial Corp. | 692 | 22,988 | |||
Capital markets 5.9% | |||||
BlackRock, Inc. | 184 | 135,948 | |||
CME Group, Inc. | 541 | 107,637 | |||
Franklin Resources, Inc. | 680 | 19,883 | |||
T. Rowe Price Group, Inc. | 1,184 | 145,940 | |||
The Charles Schwab Corp. | 416 | 27,498 | |||
Consumer finance 1.3% | |||||
Ally Financial, Inc. | 1,173 | 35,823 | |||
American Express Company | 126 | 21,279 | |||
OneMain Holdings, Inc. | 502 | 22,831 | |||
Synchrony Financial | 513 | 17,719 | |||
Financial services 0.2% | |||||
Voya Financial, Inc. | 245 | 18,194 | |||
Insurance 3.1% | |||||
Fidelity National Financial, Inc. | 1,402 | 54,916 | |||
Principal Financial Group, Inc. | 456 | 36,421 | |||
Prudential Financial, Inc. | 1,416 | 136,630 | |||
Health care 9.9% | 741,005 | ||||
Biotechnology 2.4% | |||||
Amgen, Inc. | 214 | 50,108 | |||
Gilead Sciences, Inc. | 1,652 | 125,783 | |||
Health care equipment and supplies 1.0% | |||||
Abbott Laboratories | 706 | 78,599 | |||
Health care providers and services 0.5% | |||||
UnitedHealth Group, Inc. | 80 | 40,510 |
SEE NOTES TO FUNDS’ INVESTMENTS | QUARTERLY REPORT | JOHN HANCOCK ETFS | 17 |
Shares | Value | ||||
Health care (continued) | |||||
Life sciences tools and services 0.7% | |||||
Danaher Corp. | 126 | $32,138 | |||
Thermo Fisher Scientific, Inc. | 36 | 19,752 | |||
Pharmaceuticals 5.3% | |||||
Eli Lilly & Company | 325 | 147,729 | |||
Merck & Company, Inc. | 1,375 | 146,644 | |||
Pfizer, Inc. | 2,766 | 99,742 | |||
Industrials 12.5% | 936,869 | ||||
Air freight and logistics 1.8% | |||||
United Parcel Service, Inc., Class B | 725 | 135,669 | |||
Electrical equipment 1.3% | |||||
Rockwell Automation, Inc. | 295 | 99,206 | |||
Ground transportation 0.9% | |||||
Old Dominion Freight Line, Inc. | 76 | 31,881 | |||
Union Pacific Corp. | 151 | 35,035 | |||
Industrial conglomerates 1.6% | |||||
3M Company | 1,060 | 118,190 | |||
Machinery 2.3% | |||||
AGCO Corp. | 1,052 | 140,021 | |||
Caterpillar, Inc. | 119 | 31,555 | |||
Professional services 2.3% | |||||
Automatic Data Processing, Inc. | 227 | 56,128 | |||
Paychex, Inc. | 955 | 119,824 | |||
Trading companies and distributors 2.3% | |||||
W.W. Grainger, Inc. | 25 | 18,462 | |||
Watsco, Inc. | 399 | 150,898 | |||
Information technology 31.5% | 2,350,656 | ||||
Communications equipment 1.8% | |||||
Cisco Systems, Inc. | 2,648 | 137,802 | |||
IT services 0.8% | |||||
Accenture PLC, Class A | 178 | 56,310 | |||
Semiconductors and semiconductor equipment 11.7% | |||||
Analog Devices, Inc. | 94 | 18,756 | |||
Broadcom, Inc. | 166 | 149,176 | |||
KLA Corp. | 185 | 95,081 | |||
Lam Research Corp. | 159 | 114,240 | |||
Monolithic Power Systems, Inc. | 254 | 142,110 | |||
NVIDIA Corp. | 440 | 205,608 | |||
NXP Semiconductors NV | 126 | 28,095 | |||
Qualcomm, Inc. | 527 | 69,654 | |||
Texas Instruments, Inc. | 277 | 49,860 | |||
Software 9.7% | |||||
Gen Digital, Inc. | 914 | 17,777 | |||
Intuit, Inc. | 285 | 145,835 | |||
Microsoft Corp. | 1,239 | 416,205 | |||
Oracle Corp. | 1,218 | 142,786 | |||
Technology hardware, storage and peripherals 7.5% | |||||
Apple, Inc. | 2,604 | 511,558 | |||
HP, Inc. | 1,517 | 49,803 |
18 | JOHN HANCOCK ETFS | QUARTERLY REPORT | SEE NOTES TO FUNDS’ INVESTMENTS |
Shares | Value | ||||
Materials 5.4% | $401,892 | ||||
Chemicals 2.0% | |||||
LyondellBasell Industries NV, Class A | 1,488 | 147,104 | |||
Containers and packaging 1.1% | |||||
International Paper Company | 1,384 | 49,907 | |||
Packaging Corp. of America | 227 | 34,810 | |||
Metals and mining 2.3% | |||||
Southern Copper Corp. | 1,945 | 170,071 | |||
Real estate 5.3% | 399,317 | ||||
Specialized REITs 5.3% | |||||
Gaming and Leisure Properties, Inc. | 2,424 | 115,043 | |||
Public Storage | 495 | 139,466 | |||
VICI Properties, Inc. | 4,600 | 144,808 | |||
Utilities 2.8% | 206,284 | ||||
Electric utilities 2.8% | |||||
Evergy, Inc. | 474 | 28,426 | |||
Exelon Corp. | 1,133 | 47,427 | |||
NextEra Energy, Inc. | 680 | 49,844 | |||
The Southern Company | 1,114 | 80,587 | |||
Yield (%) | Shares | Value | |||
Short-term investments 0.2% | $18,486 | ||||
(Cost $18,486) | |||||
Short-term funds 0.2% | 18,486 | ||||
John Hancock Collateral Trust (A) | 5.2927(B) | 1,850 | 18,486 |
Total investments (Cost $6,504,775) 99.4% | $7,422,790 | ||||
Other assets and liabilities, net 0.6% | 41,370 | ||||
Total net assets 100.0% | $7,464,160 |
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 7-31-23. |
SEE NOTES TO FUNDS’ INVESTMENTS | QUARTERLY REPORT | JOHN HANCOCK ETFS | 19 |
Notes to Funds’ investments (unaudited) |
Total value at 7-31-23 | Level 1 quoted price | Level 2 significant observable inputs | Level 3 significant unobservable inputs | |
Corporate Bond ETF | ||||
Investments in securities: | ||||
Assets | ||||
Corporate bonds | $23,598,499 | — | $23,598,499 | — |
Short-term investments | 141,445 | $141,445 | — | — |
Total investments in securities | $23,739,944 | $141,445 | $23,598,499 | — |
International High Dividend ETF | ||||
Investments in securities: | ||||
Assets | ||||
Common stocks | $6,445,193 | $6,445,193 | — | — |
Preferred securities | 111,257 | 111,257 | — | — |
Short-term investments | 49,826 | 49,826 | — | — |
Total investments in securities | $6,606,276 | $6,606,276 | — | — |
Mortgage-Backed Securities ETF | ||||
Investments in securities: |
20 | | |
Total value at 7-31-23 | 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 | $12,312,229 | — | $12,312,229 | — |
Collateralized mortgage obligations | 9,641,549 | — | 9,641,549 | — |
Asset backed securities | 4,390,273 | — | 4,390,273 | — |
Short-term investments | 320,011 | $320,011 | — | — |
Total investments in securities | $26,664,062 | $320,011 | $26,344,051 | — |
Derivatives: | ||||
Liabilities | ||||
Futures | $(21,949) | $(21,949) | — | — |
Preferred Income ETF | ||||
Investments in securities: | ||||
Assets | ||||
Preferred securities | ||||
Communication services | $1,127,623 | $1,127,623 | — | — |
Consumer discretionary | 179,028 | 179,028 | — | — |
Energy | 253,322 | 253,322 | — | — |
Financials | 9,537,023 | 9,359,608 | $177,415 | — |
Industrials | 240,392 | 240,392 | — | — |
Real estate | 339,832 | 339,832 | — | — |
Utilities | 5,771,960 | 5,421,952 | 350,008 | — |
Common stocks | 599,843 | 599,843 | — | — |
Corporate bonds | 13,374,826 | — | 13,374,826 | — |
Capital preferred securities | 224,896 | — | 224,896 | — |
Short-term investments | 525,450 | 525,450 | — | — |
Total investments in securities | $32,174,195 | $18,047,050 | $14,127,145 | — |
U.S. High Dividend ETF | ||||
Investments in securities: | ||||
Assets | ||||
Common stocks | $7,404,304 | $7,404,304 | — | — |
Short-term investments | 18,486 | 18,486 | — | — |
Total investments in securities | $7,422,790 | $7,422,790 | — | — |
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 | 14,152 | $55,879 | $1,709,096 | $(1,623,470) | $(54) | $(6) | $1,624 | — | $141,445 |
International High Dividend ETF | |||||||||
John Hancock Collateral Trust | 4,985 | $94,864 | $453,467 | $(498,464) | $(43) | $2 | $1,993 | — | $49,826 |
| | 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 | 32,017 | $291,462 | $1,508,176 | $(1,479,556) | $(60) | $(11) | $3,419 | — | $320,011 |
Preferred Income ETF | |||||||||
John Hancock Collateral Trust | 52,571 | $411,966 | $7,568,248 | $(7,454,546) | $(210) | $(8) | $8,220 | — | $525,450 |
U.S. High Dividend ETF | |||||||||
John Hancock Collateral Trust | 1,850 | $18,765 | $975,543 | $(975,787) | $(34) | $(1) | $3,497 | — | $18,486 |
22 | | |