JHMB John Hancock Mortgage-Backed Securities ETF

ETF

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JHMB — —
Key stats
About

John Hancock Mortgage-Backed Securities ETF (JHMB) ETF

No description available.

Exchange
ARCX
Inception
2021-08-18
Has Options
No
Fund profile
holdings as of Jun 30, 2026SEC filingthrough Jun 2026flows, SEC filings
Taxable Bond Mortgage & Securitized#23 of 45 by assets John Hancock Actively managed
Expense ratio
0.39%
prospectus, filed Aug 26, 2025
Assets
$201M
SEC filing, Jun 30, 2026
Trailing yield
5.00%
paid monthly
Average daily volume
$1.7M
30 sessions
Holdings
412
top 10 are 6.9%
Listed
Aug 18, 2021
NYSE Arca
Last fee change
-1 bp
filed Aug 24, 2023
Closure risk, 12 months
1.4%
low · model
FrenzyCap ETF score
53
how it is built
Cost38
Liquidity41
Scale48
Diversification100

Moves with. Long Treasuries (41% of its variance, beta 0.23); US large-cap stocks (14% of its variance, beta 0.11); High yield over Treasuries (12% of its variance, beta -0.28). These factors explain 71% of its daily moves over the last year.

Stated objective. To seek a high level of current income while seeking to outperform the benchmark over a market cycle. (from the fund's prospectus)

All 412 holdingsFlow historyOverlap toolAll Mortgage & Securitized ETFs

Fund flows
through Jun 2026SEC filings
Jun 2026
+$1.1M
latest reported month
Latest 3 months
−$11M
−5.4% of assets
Latest 12 months
+$55M
+27.3% of assets
Jul 2025: −$2.7MAug 2025: $0AugSep 2025: +$15MOct 2025: +$6.1MOctNov 2025: +$18M+$18MDec 2025: +$4.4MDecJan 2026: +$17MFeb 2026: +$6.7MFebMar 2026: +$1.1MApr 2026: +$3.3MAprMay 2026: −$15M−$15MJun 2026: +$1.1MJun
View as a table
Net flows of JHMB by month, Jul 2025 to Jun 2026
MonthNet flow
Jun 2026+$1.1M
May 2026−$15M
Apr 2026+$3.3M
Mar 2026+$1.1M
Feb 2026+$6.7M
Jan 2026+$17M
Dec 2025+$4.4M
Nov 2025+$18M
Oct 2025+$6.1M
Sep 2025+$15M
Aug 2025$0
Jul 2025−$2.7M

Net creations and redemptions from the fund's SEC filings, which become public about 60 days after each quarter. Every month since 59 months ago

Similar funds
FundOverlapFeeAssets1Y
MBBiShares MBS ETF—0.04%$35.2B−5.7%compare
VMBSVanguard Mortgage-Backed Securities ETF—0.03%$15.7B−5.2%compare
SPMBState Street SPDR Portfolio Mortgage Backed Bond ETF—0.04%$6.9B−5.7%compare
JMTGJPMorgan Mortgage-Backed Securities ETF—0.24%$6.7B−5.4%compare
SMBSSchwab Mortgage-Backed Securities ETF—0.03%$6.4B−6.3%compare

The largest other funds in the Mortgage & Securitized category.

Under the hood
fiscal year to Mar 31, 2026SEC census
Authorized participants
4 active
of 16 with agreements; top 3 did 97%
Created · redeemed
$82M · $2.7M
over the fiscal year
Redemptions in kind
99%
creations 97% in kind
Creation unit
25,000
shares
Securities lending
not authorized

From the fund's annual census filing with the SEC. In-kind redemptions are what let an ETF shed appreciated securities without realising gains.

ETF Profile
holdings as of 2026-06-30
Holdings
412
AUM
$203.8M
Provider
Nport
Inception
2021-08-18
Exchange
ARCX
Data As Of
2026-06-30
Expense Ratio
0.39%
Dividend Yield
5.00%
Distribution
Monthly
Recent distributions
Ex-Date Pay Date Amount Type
2026-09-28 2026-09-30 $0.0837 CD
2026-08-27 2026-08-31 $0.0930 CD
2026-07-29 2026-07-31 $0.0996 CD
2026-06-26 2026-06-30 $0.0905 CD
2026-05-27 2026-05-29 $0.0865 CD
2026-04-28 2026-04-30 $0.0932 CD
Asset Allocation
Top Holdings
top 50 of 412 holdings
Symbol Name Weight % Asset Class Country
— JH COLLATERAL 2.24% Short-term investment US
— Towd Point Mortgage Trust 2019-1 0.95% Mortgage-backed US
— FREDDIE MAC POOL FR 09/52 FIXED 3.5 0.76% Mortgage-backed US
— NY COMMERCIAL MORTGAGE TRUST 2 NY 2025 299P A 144A 0.69% Mortgage-backed US
— Fannie Mae Pool 0.67% Mortgage-backed US
— MANHATTAN WEST 2026-2MW MORTGA MNW 2026 2MW B 144A 0.65% Mortgage-backed US
— Fannie Mae Pool 0.65% Mortgage-backed US
— FREDDIE MAC POOL FR 04/52 FIXED 3.5 0.64% Mortgage-backed US
— GINNIE MAE II POOL G2 02/51 FIXED 2 0.63% Mortgage-backed US
— ESTN TRUST 2026-TOWN ESTN 2026 TOWN A 144A 0.63% Mortgage-backed US
— HOUSTON GALLERIA MALL TRUST 20 HGMT 2025 HGLR A 144A 0.60% Mortgage-backed US
— FREDDIE MAC POOL FR 08/51 FIXED 2.5 0.60% Mortgage-backed US
— Fannie Mae Pool 0.59% Mortgage-backed US
— FREDDIE MAC POOL FR 07/52 FIXED 4 0.59% Mortgage-backed US
— Sonic Capital LLC 0.58% Other US
— FREDDIE MAC POOL FR 05/51 FIXED 2 0.57% Mortgage-backed US
— FREDDIE MAC POOL FR 10/52 FIXED 4.5 0.57% Mortgage-backed US
— FREDDIE MAC POOL FR 03/52 FIXED 2 0.57% Mortgage-backed US
— Fannie Mae Pool 0.56% Mortgage-backed US
— BBCMS MORTGAGE TRUST 2025-C32 BBCMS 2025 C32 A5 0.54% Mortgage-backed US
— Fannie Mae Pool 0.54% Mortgage-backed US
— GINNIE MAE II POOL G2 10/51 FIXED 3 0.54% Mortgage-backed US
— FREDDIE MAC POOL FR 12/54 FIXED 5 0.53% Mortgage-backed US
— FREDDIE MAC POOL FR 02/55 FIXED 5.5 0.53% Mortgage-backed US
— Freddie Mac Mscr Trust Mn13 0.52% Mortgage-backed US
— Fannie Mae Pool 0.52% Mortgage-backed US
— FREDDIE MAC POOL FR 10/54 FIXED 5 0.52% Mortgage-backed US
— BANK 2026-BNK52 BANK 2026 BNK52 A5 0.52% Mortgage-backed US
— BAHA TRUST 2024-MAR BAHA 2024 MAR B 144A 0.51% Mortgage-backed US
— FREDDIE MAC POOL FR 03/52 FIXED 3 0.51% Mortgage-backed US
— PENN COMMERCIAL MORTGAGE TRUST P11 2025 P11 B 144A 0.51% Mortgage-backed US
— FREDDIE MAC POOL FR 06/52 FIXED 4.5 0.51% Mortgage-backed US
— FREDDIE MAC POOL FR 09/51 FIXED 3 0.51% Mortgage-backed US
— Fannie Mae Pool 0.51% Mortgage-backed US
— FREDDIE MAC POOL FR 11/52 FIXED 4 0.50% Mortgage-backed US
— PROVIDENT FUNDING MORTGAGE TRU PFMT 2026 2 A1 144A 0.50% Mortgage-backed US
— FREDDIE MAC POOL FR 12/51 FIXED 2.5 0.49% Mortgage-backed US
— FREDDIE MAC POOL FR 09/52 FIXED 5 0.49% Mortgage-backed US
— FREDDIE MAC POOL FR 05/51 FIXED 2.5 0.49% Mortgage-backed US
— Fannie Mae Pool 0.49% Mortgage-backed US
— Fannie Mae Pool 0.49% Mortgage-backed US
— Kinetic ABS Issuer LLC 0.49% Other US
— Fannie Mae Pool 0.49% Mortgage-backed US
— Fannie Mae Pool 0.49% Mortgage-backed US
— OBX 2026-INV3 TRUST OBX 2026 INV3 A2 144A 0.49% Mortgage-backed US
— CONSOLIDATED COMMUNICATIONS LL CNSL 2026 1A B 144A 0.49% Other US
— FREDDIE MAC POOL FR 11/54 FIXED 5 0.49% Mortgage-backed US
— FREDDIE MAC POOL FR 01/52 FIXED 2.5 0.48% Mortgage-backed US
— FREDDIE MAC POOL FR 10/55 FIXED 5.5 0.48% Mortgage-backed US
— PGandE Wildfire Recovery Funding LLC 0.48% Debt US
Non-Equity Breakdown
John Hancock Mortgage-Backed Securities ETF · NPORT-P period 2026-06-30 (filed 2026-08-27)
Net assets: $201M · 412 total positions · equity 0.00% · non-equity 101.49%
Non-equity holdings — 412 positions, 101.49% of NAV
Category Weight Value Positions
Mortgage-backed (US Govt-Sponsored Entity) 54.21% $108.9M 209
Mortgage-backed (Corporate) 25.86% $51.9M 110
ABS-O 15.14% $30.4M 69
Mortgage-backed (US Govt Agency) 3.26% $6.6M 20
Short-term investment 2.24% $4.5M 1
Corporate 0.73% $1.5M 2
CBO/CDO (Corporate) 0.05% $100221 1
Chart
Seasonality
'21'22'23'24'25'26Avg
Jan---0.82%3.40%0.26%0.56%0.39%0.76%
Feb---1.42%-2.17%-2.44%1.78%1.62%-0.53%
Mar---2.81%1.31%0.19%-0.73%-1.95%-0.80%
Apr---2.16%0.16%-2.28%-0.42%-0.45%-1.03%
May--0.07%-0.61%1.21%-1.05%0.05%-0.07%
Jun---1.52%-0.61%0.51%1.43%0.09%-0.02%
Jul--1.27%-0.16%2.68%-0.69%-1.51%0.32%
Aug0.18%-1.89%0.15%0.70%0.66%-0.31%-0.08%
Sep-0.36%-4.02%-2.41%0.52%0.96%-3.26%-1.43%
Oct-0.93%-2.34%-1.13%-3.30%0.25%1.34%*-1.02%
Nov-0.17%2.33%2.71%1.25%0.41%--1.31%
Dec-0.67%-0.91%2.04%-1.83%-0.40%---0.35%
Total-1.94%-13.48%2.53%-2.68%2.75%-4.02%-2.81%
Technical Indicators

Quick-reference for reading the values below. Indicators combine to confirm a view — no single one is a trade signal on its own.

Trend Indicators
  • SMA 20 / 50 / 200 — price above = uptrend, below = downtrend. SMA 50 crossing SMA 200 is the golden/death cross.
  • EMA 12 / 26 — faster-reacting averages; 12 above 26 is short-term bullish.
  • MACD — bullish when MACD > signal (green badge), bearish when below. Divergence from price often precedes reversals.
  • ADX (14) — trend strength regardless of direction. <20 range, 20–25 weak trend, 25–50 trend, >50 strong trend.
  • +DI / −DI — +DI > −DI favors bulls; the reverse favors bears. Read alongside ADX.
Momentum Oscillators
  • RSI (14) — <30 oversold, >70 overbought. 40–60 is neutral; trending names can stay extreme.
  • Stochastic %K / %D — <20 oversold, >80 overbought. %K crossing %D is an early momentum signal.
  • Williams %R — inverted scale: <−80 oversold, >−20 overbought.

Oscillators work best in range-bound markets; in strong trends they give premature reversal signals.

Volume & Volatility
  • Bollinger Bands — price at upper band = overbought, lower = oversold. Narrow bands (squeeze) often precede expansion.
  • OBV — cumulative volume; rising OBV confirms uptrend, falling OBV confirms downtrend. Divergence from price is a warning.
  • Vol SMA 20 / Vol ROC — today's volume vs. 20-day average. Positive ROC with price move = conviction.
  • ATR / True Range — average daily $ move; sizing and stop-loss reference.
  • HV 20 / 30 / 60 — realized (historical) volatility. Compare to IV on the options cards: IV > HV = rich premium.

Confluence matters: trend + momentum + volume agreeing carries far more weight than any single indicator. For how these feed the spread scanner score, see the algorithm docs →

Trend Indicators

SMA 20: $20.90
SMA 50: $21.24
SMA 200: $21.84
Current: $21.13
EMA 12: $20.98
EMA 26: $21.03
MACD: -0.0473 | Signal: 0.0500
BEARISH
ADX (14): 29.94
TREND
+DI: 24.13
−DI: 24.64

Momentum Oscillators

RSI (14): 57.82
NEUTRAL
Stoch %K: 87.27
Stoch %D: 81.52
Williams %R: 0.00

Volume & Volatility

BB Upper: $21.10
BB Lower: $20.70
OVERBOUGHT
OBV: -3,864,200
Vol SMA 20: 110,903
Vol ROC: -94.39%
ATR: $0.11
True Range: $0.12
HV 20: 4.8%
HV 30: 5.1%
HV 60: 4.8%

Data Summary

Data Points: 500
Last Updated:
Date Range: 2024-10-23T00:00:00 – 2026-10-21T00:00:00
AI Analysis

Click Frenzy-Pro™ for an AI analysis of this ticker.

Analysis includes technical indicators, news sentiment, risk assessment, and specific price levels to watch.

News
All JHMB news →

JHMB Options Activity & IV Rank

Loading options activity...
Spread Scanner GPU
Full Algorithm Docs ↗

Each spread is ranked by a composite score built in three stages. Full documentation →

Stage 1 — Base Score (GPU scanner)

score = P(profit) × (credit / spread_width)
P(profit) from short leg delta (1 − |delta|), penalised above 85%. Credit uses mid-price to handle illiquid chains fairly.

Stage 2 — Skew Adjustment (±25% cap)

RR and BF (30-delta) from the persisted per-symbol skew snapshot — wing strikes picked by real greeks.delta, not a moneyness proxy. Put skew boosts bull puts, penalises bear calls. High butterfly boosts iron condors. Calendars are skew-neutral.

Stage 3 — Technical Overlay (±50% cap, 5 groups)
Group 1 · Directional Bias (±0.25)
  • RSI <40 bullish / >60 bearish
  • MACD crossover + histogram trend
  • Price vs SMA 50 & SMA 200
Group 2 · Momentum (±0.10)
  • Stochastic %K <20 / >80
  • Williams %R <−80 / >−20
Group 3 · Volatility (up to −0.25 / +0.15)
  • Blended ATR + straddle expected-move penalty
  • Bollinger Band signal (+ counter-trend penalty)
  • BB width — vol contraction boost for ICs
Group 4 · IV Regime (±0.15)
  • IV rank ≥ 75 → strong boost for credit spreads
  • IV rank < 25 → penalty (selling cheap vol)
Group 5 · Liquidity (penalty up to −0.10)
  • Min open interest across all legs
  • OI < 100 → −0.10 · OI < 500 → −0.05

score = base_score × skew_multiplier × tech_multiplier
Both multipliers are shown per spread. Beta is informational only — ATR already captures realized vol. Full algorithm documentation →

Enter a ticker to scan for optimal spread opportunities.

Evaluates all bull put, bear call, iron condor, and calendar spread combinations using GPU-accelerated analysis.

Skew (Wing IV − ATM IV)
DTE:
Wing Δ:
Metric:
Wing vs ATM
IV(put wing) − IV(ATM), in vol points

How much the OTM put trades above (or below) the at-the-money strike. Measures the height of the put-side tail relative to ATM — i.e. how expensive crash insurance is on this name.

  • Positive (typical) — wing IV > ATM IV. Standard equity put skew: portfolios bid up crash protection, so OTM puts trade richer than ATM.
  • Near zero or negative (unusual) — wing IV ≤ ATM IV. Flat or inverted put side. Common when there's no fear demand, in tightly mean-reverting names, or right after an earnings catalyst clears.
  • Percentile vs own 3-yr history: high = wings rich (good time to sell wing premium); low = wings cheap (good time to buy protection).
  • Not directional — high or low wings don't predict up or down moves. It's a price tag on tail insurance, not a forecast.
Risk Reversal
IV(call wing) − IV(put wing), equal delta on each side

Which side of the smile is the market paying up for? Measures the tilt of the surface — call skew vs put skew at matched deltas.

  • Negative (typical) — puts richer than calls. Standard equity behavior: hedging demand makes puts carry a premium. Most large-caps sit in the −1 to −5 vol-point range.
  • Strongly negative (< −5 pts) — heavy downside hedging, elevated fear, or an upcoming catalyst (earnings, FDA, macro event). Worth flagging.
  • Positive — calls richer than puts. Unusual for equities; signals bullish momentum, short-squeeze positioning, or takeover/M&A speculation.
  • Near zero — symmetric surface. Market sees roughly equal up/down risk. Rare for large-caps; more common in commodities and FX.
Reading them together

Wing-vs-ATM tells you how expensive the tails are. Risk Reversal tells you which side is favored. Combined:

  • High wing percentile + deeply negative RR → strong put bid; stress or major event priced in. Owning protection costs a premium; selling put premium is dangerous.
  • Low wing percentile + near-zero RR → complacency; insurance cheap and balanced. Good environment to add cheap downside hedges.
  • Positive RR + elevated wings → call-side fear-of-missing-out; common in squeeze setups. Upside calls expensive, downside puts not bid.
14 DTE / 10d —
— pts EXTREME
ATM — / Wing —
30 DTE / 10d —
— pts EXTREME
ATM — / Wing —

Percentile is the rank of today's reading within ~3 years of this symbol's own history. High percentile = wings are rich relative to history; not a directional signal. Skew is read off the chain in real time, not from CBOE SKEW.

Volatility Surface

Enter a ticker to render the implied volatility surface.

Volatility Smile

Enter a ticker to render the implied volatility smile.

IV Rank (7 DTE)
IV Rank (30 DTE)
Straddle Price (30 DTE)
Beta Analysis

Risk Metrics

Beta: 0.1335
Alpha: -7.92%
Correlation: 0.3979
R-Squared: 15.8%
Stock Volatility: 4.3%
Market Volatility: 12.8%

Analysis Details

Benchmark: SPY
Data Points: 251
Period: 252 trading days
Interpretation:
Low volatility - stock moves less than market
Beta & Alpha Over Time

JHMB Institutional Ownership (13F)

Latest filings — 2026-09-30

Institutional managers with $100M+ AUM file Form 13F-HR quarterly, due 45 days after quarter end. Holdings are reported gross at quarter-end market value — they are a snapshot, not a real-time position.

  • Shares — long equity positions in this name, aggregated across share classes.
  • Calls / Puts — notional value of long call / put exposure where this ticker is the underlying.
  • % of Float — holder's reported shares divided by the latest diluted shares outstanding. Sums above 100% indicate large custodian / prime broker positions where the same shares are reported by multiple filers.
  • Custodian badge — filers with more than 5,000 holdings are typically broker-dealers / custodians reporting customer-held shares, not active managers.

Each filer is counted once at its latest 13F-HR filing. New filings are ingested on a weekly cadence.

38 filers8,530,815 shares$187.07M value
# Filer Shares Value % of Total % of Float Period
1 HighTower Advisors, LLC 2,026,281 $44.47M 23.77% — 2026-06-30
2 LPL Financial LLC Custodian 1,349,904 $29.62M 15.84% — 2026-06-30
3 Private Advisor Group, LLC 758,492 $16.65M 8.90% — 2026-06-30
4 CABOT WEALTH MANAGEMENT INC 688,349 $15.11M 8.07% — 2026-06-30
5 JOURNEY STRATEGIC WEALTH LLC 524,652 $11.55M 6.17% — 2026-03-31
6 FIDELITY D & D BANCORP INC 450,540 $9.89M 5.29% — 2026-06-30
7 FLAGSHIP HARBOR ADVISORS, LLC 436,320 $9.58M 5.12% — 2026-06-30
8 COMMONWEALTH EQUITY SERVICES, LLC 335,668 $7.37M 3.94% — 2026-06-30
9 FFG RETIREMENT ADVISORS LLC 321,016 $7.04M 3.77% — 2026-06-30
10 The Manufacturers Life Insurance Company 266,812 $5.86M 3.13% — 2026-06-30
11 Kestra Advisory Services, LLC 223,128 $4.90M 2.62% — 2026-06-30
12 Jones Financial Companies LLLP Custodian 193,101 $4.25M 2.27% — 2026-06-30
13 Peak Wealth Management LLC 178,328 $3.91M 2.09% — 2026-06-30
14 IAMS WEALTH MANAGEMENT, LLC 164,039 $3.41M 1.82% — 2026-09-30
15 Gladstone Institutional Advisory LLC 153,869 $3.38M 1.80% — 2026-06-30
16 Raymond James Financial, Inc. Custodian 109,485 $2.40M 1.28% — 2026-06-30
17 J. R. Prunier Capital Management LLC 78,499 $1.73M 0.92% — 2026-03-31
18 Goldman Sachs Group Inc Custodian 41,496 $910.63K 0.49% — 2026-06-30
19 Jane Street Group, LLC Custodian 34,846 $764.70K 0.41% — 2026-06-30
20 OSAIC HOLDINGS, INC. Custodian 25,108 $551.27K 0.29% — 2026-06-30
21 FLOW TRADERS U.S. LLC 25,050 $550.00K 0.29% — 2026-06-30
22 NATIXIS ADVISORS, LLC 21,458 $470.00K 0.25% — 2026-06-30
23 Envestnet Asset Management, Inc. 20,089 $440.84K 0.24% — 2026-06-30
24 Legacy Capital Wealth Partners, LLC 18,113 $397.49K 0.21% — 2026-06-30
25 Cetera Investment Advisers Custodian 17,672 $387.81K 0.21% — 2026-06-30
# Filer Notional Value % of Total Period
# Filer Notional Value % of Total Period
Constituent Performance

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Constituents
Symbol Name Weight % Price 1 Day 1 Week 1 Month