0001145549-22-079127.txt : 20221228
0001145549-22-079127.hdr.sgml : 20221228
20221228122936
ACCESSION NUMBER: 0001145549-22-079127
CONFORMED SUBMISSION TYPE: NPORT-P
PUBLIC DOCUMENT COUNT: 1
CONFORMED PERIOD OF REPORT: 20221031
FILED AS OF DATE: 20221228
DATE AS OF CHANGE: 20221228
PERIOD START: 20230430
FILER:
COMPANY DATA:
COMPANY CONFORMED NAME: John Hancock Exchange-Traded Fund Trust
CENTRAL INDEX KEY: 0001478482
IRS NUMBER: 001017025
STATE OF INCORPORATION: MA
FISCAL YEAR END: 0430
FILING VALUES:
FORM TYPE: NPORT-P
SEC ACT: 1940 Act
SEC FILE NUMBER: 811-22733
FILM NUMBER: 221493349
BUSINESS ADDRESS:
STREET 1: C/O JOHN HANCOCK FUNDS
STREET 2: 200 BERKELEY STREET
CITY: BOSTON
STATE: MA
ZIP: 02116
BUSINESS PHONE: 617-663-3000
MAIL ADDRESS:
STREET 1: C/O JOHN HANCOCK FUNDS
STREET 2: 200 BERKELEY STREET
CITY: BOSTON
STATE: MA
ZIP: 02116
0001478482
S000072179
John Hancock Mortgage-Backed Securities ETF
C000227987
John Hancock Mortgage-Backed Securities ETF
JHMB
NPORT-P
1
primary_doc.xml
NPORT-P
false
0001478482
XXXXXXXX
S000072179
C000227987
John Hancock Exchange-Traded Fund Trust
811-22733
0001478482
5493009IOCA1ISM4Y592
200 Berkeley Street
Boston
02116
617-312-0176
John Hancock Mortgage-Backed Securities ETF
S000072179
549300DHVXX83H8NVG29
2023-04-30
2022-10-31
N
23419338.340000000000
101917.600000000000
23317420.740000000000
0.000000000000
0.000000000000
0.000000000000
0.000000000000
0.000000000000
0.000000000000
0.000000000000
0.000000000000
0.000000000000
0.000000000000
0.000000000000
0.000000000000
0.000000000000
103784.850000000000
USD
N
AMSR 2020-SFR1 TRUST AMSR 2020 SFR1 C 144A
N/A
AMSR 2020-SFR1 TRUST AMSR 2020 SFR1 C 144A
00180AAC3
150000
PA
USD
135681.62
0.5818894873
Long
ABS-O
CORP
US
N
2
2037-04-17
Fixed
2.419000000000
N
N
N
N
N
N
ANGEL OAK MORTGAGE TRUST 2021- AOMT 2021 2 A3 144A
N/A
ANGEL OAK MORTGAGE TRUST 2021- AOMT 2021 2 A3 144A
03465DAC7
166178.06
PA
USD
127085.88
0.5450254615
Long
ABS-MBS
CORP
US
N
2
2066-04-25
Variable
1.447000000000
N
N
N
N
N
N
COLUMBIA CENT CLO 28 LTD CECLO 2018 28A BR 144A
N/A
COLUMBIA CENT CLO 28 LTD CECLO 2018 28A BR 144A
197361AU2
350000
PA
USD
321137.25
1.3772417352
Long
ABS-CBDO
CORP
KY
N
2
2030-11-07
Floating
5.013290000000
N
N
N
N
N
N
CONNECTICUT AVENUE SECURITIES CAS 2019 R01 2B1 144A
N/A
CONNECTICUT AVENUE SECURITIES CAS 2019 R01 2B1 144A
20754FAL6
200000
PA
USD
196045.3
0.8407675196
Long
ABS-MBS
USGSE
US
N
2
2031-07-25
Floating
7.935570000000
N
N
N
N
N
N
ANGEL OAK MORTGAGE TRUST 2020- AOMT 2020 3 A2 144A
N/A
ANGEL OAK MORTGAGE TRUST 2020- AOMT 2020 3 A2 144A
03465LAB1
116824.78
PA
USD
105305.85
0.4516187754
Long
ABS-MBS
CORP
US
N
2
2065-04-25
Variable
2.410000000000
N
N
N
N
N
N
APEX CREDIT CLO 2019-II LTD APEXC 2019 2A D 144A
N/A
APEX CREDIT CLO 2019-II LTD APEXC 2019 2A D 144A
03755CAN4
150000
PA
USD
128226.15
0.5499156679
Long
ABS-CBDO
CORP
KY
N
2
2032-10-25
Floating
8.408430000000
N
N
N
N
N
N
CONNECTICUT AVENUE SECURITIES CAS 2021 R01 1B1 144A
N/A
CONNECTICUT AVENUE SECURITIES CAS 2021 R01 1B1 144A
20754RAF3
200000
PA
USD
180654.7
0.7747627922
Long
ABS-MBS
USGSE
US
N
2
2041-10-25
Floating
6.096820000000
N
N
N
N
N
N
DBGS 2018-BIOD MORTGAGE TRUST DBGS 2018 BIOD D 144A
N/A
DBGS 2018-BIOD MORTGAGE TRUST DBGS 2018 BIOD D 144A
23306GAG2
91376.27
PA
USD
87258.37
0.3742196488
Long
ABS-MBS
CORP
US
N
2
2035-05-15
Floating
4.614000000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
GOVERNMENT NATIONAL MORTGAGE A GNR 2021 62 IA
38380RP79
19177117.6
PA
USD
101853.51
0.4368129354
Long
ABS-MBS
USGA
US
N
2
2063-02-16
Variable
0.100000000000
N
N
N
N
N
N
DIAMOND INFRASTRUCTURE FUNDING DNFRA 2021 1A C 144A
N/A
DIAMOND INFRASTRUCTURE FUNDING DNFRA 2021 1A C 144A
25265LAE0
200000
PA
USD
154199.76
0.6613071048
Long
ABS-O
CORP
US
N
2
2049-04-15
Fixed
3.475000000000
N
N
N
N
N
N
ELARA HGV TIMESHARE ISSUER 202 EHGVT 2021 A D 144A
N/A
ELARA HGV TIMESHARE ISSUER 202 EHGVT 2021 A D 144A
28416LAD4
153560.65
PA
USD
134162.36
0.5753739296
Long
ABS-O
CORP
US
N
2
2035-08-27
Fixed
3.320000000000
N
N
N
N
N
N
VERUS SECURITIZATION TRUST 202 VERUS 2021 3 A3 144A
N/A
VERUS SECURITIZATION TRUST 202 VERUS 2021 3 A3 144A
92539LAC4
89491.05
PA
USD
68915.09
0.2955519428
Long
ABS-MBS
CORP
US
N
2
2066-06-25
Variable
1.437000000000
N
N
N
N
N
N
VISIO 2019-2 TRUST VISIO 2019 2 A1 144A
N/A
VISIO 2019-2 TRUST VISIO 2019 2 A1 144A
92837DAA5
65147.29
PA
USD
58779.12
0.2520824265
Long
ABS-MBS
CORP
US
N
2
2054-11-25
Variable
2.722000000000
N
N
N
N
N
N
VOYA CLO 2018-2 LTD VOYA 2018 2A E 144A
N/A
VOYA CLO 2018-2 LTD VOYA 2018 2A E 144A
92917TAA3
200000
PA
USD
152430.2
0.6537181007
Long
ABS-CBDO
CORP
KY
N
2
2031-07-15
Floating
9.329140000000
N
N
N
N
N
N
US LONG BONDCBT 1222
N/A
US LONG BONDCBT 1222
ADI23W4B7
8
NC
USD
-55542.61
-0.2382022035
N/A
DIR
CORP
US
N
1
CHICAGO BOARD OF TRADE
N/A
Long
US 20yr 6%
US 20yr 6%
2022-12-20
1023792.610000000000
USD
-55542.610000000000
N
N
N
MADISON PARK FUNDING XLI LTD ATRM 12A DR 144A
N/A
ATRIUM XII ATRM 12A DR 144A
04965CAQ1
250000
PA
USD
226235.75
0.9702434610
Long
ABS-CBDO
CORP
KY
N
2
2027-04-22
Floating
7.124570000000
N
N
N
N
N
N
BX COMMERCIAL MORTGAGE TRUST 2 BX 2021 MC E 144A
N/A
BX COMMERCIAL MORTGAGE TRUST 2 BX 2021 MC E 144A
05608GAJ8
100000
PA
USD
90247.83
0.3870403635
Long
ABS-MBS
CORP
US
N
2
2034-04-15
Floating
5.512000000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
GOVERNMENT NATIONAL MORTGAGE A GNR 2021 178 IA
38381D5A4
39260689.2
PA
USD
207206.14
0.8886323334
Long
ABS-MBS
USGA
US
N
2
2061-10-16
Variable
0.099880000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
GOVERNMENT NATIONAL MORTGAGE A GNR 2021 153 IA
38381DS27
19553935.6
PA
USD
103135.28
0.4423099842
Long
ABS-MBS
USGA
US
N
2
2061-08-16
Variable
0.100000000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
GOVERNMENT NATIONAL MORTGAGE A GNR 2022 141 BC
38381HPW5
265000
PA
USD
170463.08
0.7310546132
Long
ABS-MBS
USGA
US
N
2
2064-06-01
Fixed
2.100000000000
N
N
N
N
N
N
Hertz Vehicle Financing LLC
5493004IHDYOZ9K9WF47
HERTZ VEHICLE FINANCING LLC HERTZ 2022 2A A 144A
42806MAN9
200000
PA
USD
170668.64
0.7319361858
Long
ABS-O
CORP
US
N
2
2028-06-26
Fixed
2.330000000000
N
N
N
N
N
N
IMPERIAL FUND MORTGAGE TRUST 2 IMPRL 2021 NQM2 M1 144A
N/A
IMPERIAL FUND MORTGAGE TRUST 2 IMPRL 2021 NQM2 M1 144A
452761AD1
200000
PA
USD
114922.54
0.4928612872
Long
ABS-MBS
CORP
US
N
2
2056-09-25
Variable
2.489000000000
N
N
N
N
N
N
IMPERIAL FUND MORTGAGE TRUST 2 IMPRL 2022 NQM5 A3 144A
N/A
IMPERIAL FUND MORTGAGE TRUST 2 IMPRL 2022 NQM5 A3 144A
45276QAC8
97965.01
PA
USD
91973.02
0.3944390807
Long
ABS-MBS
CORP
US
N
2
2067-08-25
Variable
6.250000000000
N
N
N
N
N
N
BX COMMERCIAL MORTGAGE TRUST 2 BX 2021 VOLT F 144A
N/A
BX COMMERCIAL MORTGAGE TRUST 2 BX 2021 VOLT F 144A
05609VAQ8
200000
PA
USD
182049.58
0.7807449290
Long
ABS-MBS
CORP
US
N
2
2036-09-15
Floating
5.812140000000
N
N
N
N
N
N
BARINGS CLO LTD 2013-I BABSN 2013 IA DR 144A
N/A
BARINGS CLO LTD 2013-I BABSN 2013 IA DR 144A
06760EAG1
250000
PA
USD
233764.75
1.0025326240
Long
ABS-CBDO
CORP
KY
N
2
2028-01-20
Floating
6.792570000000
N
N
N
N
N
N
TRK 2021-INV1 TRUST TRK 2021 INV1 A1 144A
N/A
TRK 2021-INV1 TRUST TRK 2021 INV1 A1 144A
89688WAA9
156269.01
PA
USD
129567.32
0.5556674619
Long
ABS-MBS
CORP
US
N
2
2056-07-25
Variable
1.153000000000
N
N
N
N
N
N
United States Treasury Note/Bond
N/A
UNITED STATES TREASURY NOTE/BO 08/52 3
912810TJ7
100000
PA
USD
80078.13
0.3434261915
Long
DBT
UST
US
N
2
2052-08-15
Fixed
3.000000000000
N
N
N
N
N
N
United States Treasury Note/Bond
N/A
UNITED STATES TREASURY NOTE/BO 08/42 3.375
912810TK4
100000
PA
USD
86265.63
0.3699621453
Long
DBT
UST
US
N
2
2042-08-15
Fixed
3.375000000000
N
N
N
N
N
N
Vantage Data Centers Issuer LLC
N/A
VANTAGE DATA CENTERS ISSUER LL VDC 2021 1A A2 144A
92212KAD8
125000
PA
USD
107816.74
0.4623870762
Long
ABS-O
CORP
US
N
2
2046-10-15
Fixed
2.165000000000
N
N
N
N
N
N
VERUS SECURITIZATION TRUST 201 VERUS 2019 4 A1 144A
N/A
VERUS SECURITIZATION TRUST 201 VERUS 2019 4 A1 144A
92537KAA2
72294.72
PA
USD
68646.49
0.2944000143
Long
ABS-MBS
CORP
US
N
2
2059-11-25
Variable
2.642000000000
N
N
N
N
N
N
VERUS SECURITIZATION TRUST 202 VERUS 2021 1 A2 144A
N/A
VERUS SECURITIZATION TRUST 202 VERUS 2021 1 A2 144A
92537QAE1
106295.14
PA
USD
82405.53
0.3534075699
Long
ABS-MBS
CORP
US
N
2
2066-01-25
Variable
1.052000000000
N
N
N
N
N
N
VERUS SECURITIZATION TRUST 202 VERUS 2020 INV1 A2 144A
N/A
VERUS SECURITIZATION TRUST 202 VERUS 2020 INV1 A2 144A
92537TAD7
170000
PA
USD
161135.25
0.6910509177
Long
ABS-MBS
CORP
US
N
2
2060-03-25
Variable
3.035000000000
N
N
N
N
N
N
VERUS SECURITIZATION TRUST 202 VERUS 2020 5 A1 144A
N/A
VERUS SECURITIZATION TRUST 202 VERUS 2020 5 A1 144A
92538CAA9
113248.58
PA
USD
102413
0.4392123861
Long
ABS-MBS
CORP
US
N
2
2065-05-25
Variable
1.218000000000
N
N
N
N
N
N
VERUS SECURITIZATION TRUST 202 VERUS 2022 4 A1 144A
N/A
VERUS SECURITIZATION TRUST 202 VERUS 2022 4 A1 144A
92538NAA5
89590.64
PA
USD
83850.46
0.3596043530
Long
ABS-MBS
CORP
US
N
2
2067-04-25
Variable
4.474000000000
N
N
N
N
N
N
VERUS SECURITIZATION TRUST 202 VERUS 2021 3 A1 144A
N/A
VERUS SECURITIZATION TRUST 202 VERUS 2021 3 A1 144A
92539LAA8
107388.33
PA
USD
83591.27
0.3584927807
Long
ABS-MBS
CORP
US
N
2
2066-06-25
Variable
1.046000000000
N
N
N
N
N
N
KNDL 2019-KNSQ MORTGAGE TRUST KNDL 2019 KNSQ E 144A
N/A
KNDL 2019-KNSQ MORTGAGE TRUST KNDL 2019 KNSQ E 144A
482598AN9
275000
PA
USD
265375.85
1.1381012204
Long
ABS-MBS
CORP
US
N
2
2036-05-15
Floating
5.212000000000
N
N
N
N
N
N
LCM XV Limited Partnership
N/A
LCM XV LP LCM 15A DR 144A
50184NAQ5
250000
PA
USD
212376.5
0.9108061409
Long
ABS-CBDO
CORP
KY
N
2
2030-07-20
Floating
7.942570000000
N
N
N
N
N
N
BELLEMEADE RE 2021-3 LTD BMIR 2021 3A M2 144A
N/A
BELLEMEADE RE 2021-3 LTD BMIR 2021 3A M2 144A
078777AE9
200000
PA
USD
171686.02
0.7362993614
Long
ABS-MBS
CORP
US
N
2
2031-09-25
Floating
6.146820000000
N
N
N
N
N
N
BRAVO RESIDENTIAL FUNDING TRUS BRAVO 2021 NQM1 M1 144A
N/A
BRAVO RESIDENTIAL FUNDING TRUS BRAVO 2021 NQM1 M1 144A
10569TAD0
100000
PA
USD
88628.87
0.3800972285
Long
ABS-MBS
CORP
US
N
2
2049-02-25
Variable
2.316000000000
N
N
N
N
N
N
BUNKER HILL LOAN DEPOSITARY TR BHLD 2019 3 M1 144A
N/A
BUNKER HILL LOAN DEPOSITARY TR BHLD 2019 3 M1 144A
12062BAE5
100000
PA
USD
95525.61
0.4096748567
Long
ABS-MBS
CORP
US
N
2
2059-11-25
Variable
3.269000000000
N
N
N
N
N
N
CAMB COMMERCIAL MORTGAGE TRUST CAMB 2019 LIFE F 144A
N/A
CAMB COMMERCIAL MORTGAGE TRUST CAMB 2019 LIFE F 144A
12482HAQ7
200000
PA
USD
186310.9
0.7990201921
Long
ABS-MBS
CORP
US
N
2
2037-12-15
Floating
5.962000000000
N
N
N
N
N
N
LIFE 2021-BMR MORTGAGE TRUST LIFE 2021 BMR F 144A
N/A
LIFE 2021-BMR MORTGAGE TRUST LIFE 2021 BMR F 144A
53218CAL4
201508.88
PA
USD
187381.43
0.8036113089
Long
ABS-MBS
CORP
US
N
2
2038-03-15
Floating
5.762000000000
N
N
N
N
N
N
MFA 2020-NQM3 TRUST MFRA 2020 NQM3 M1 144A
N/A
MFA 2020-NQM3 TRUST MFRA 2020 NQM3 M1 144A
552757AD8
100000
PA
USD
85855.44
0.3682029885
Long
ABS-MBS
CORP
US
N
2
2065-01-26
Variable
2.654000000000
N
N
N
N
N
N
CLI FUNDING VIII LLC CLIF 2021 1A A 144A
N/A
CLI FUNDING VIII LLC CLIF 2021 1A A 144A
12565KAA5
145370.84
PA
USD
123312.39
0.5288423251
Long
ABS-O
CORP
US
N
2
2046-02-18
Fixed
1.640000000000
N
N
N
N
N
N
COLT 2021-1 MORTGAGE LOAN TRUS COLT 2021 1 A1 144A
N/A
COLT 2021-1 MORTGAGE LOAN TRUS COLT 2021 1 A1 144A
19688EAA6
204255.61
PA
USD
160277.54
0.6873725091
Long
ABS-MBS
CORP
US
N
2
2066-06-25
Variable
0.910000000000
N
N
N
N
N
N
COLT 2021-4 MORTGAGE LOAN TRUS COLT 2021 4 A1 144A
N/A
COLT 2021-4 MORTGAGE LOAN TRUS COLT 2021 4 A1 144A
19688GAA1
173193.63
PA
USD
136283.94
0.5844726204
Long
ABS-MBS
CORP
US
N
2
2066-10-25
Variable
1.397000000000
N
N
N
N
N
N
COLT 2021-4 MORTGAGE LOAN TRUS COLT 2021 4 B1 144A
N/A
COLT 2021-4 MORTGAGE LOAN TRUS COLT 2021 4 B1 144A
19688GAE3
200000
PA
USD
124961.72
0.5359157061
Long
ABS-MBS
CORP
US
N
2
2066-10-25
Variable
3.764000000000
N
N
N
N
N
N
NEW RESIDENTIAL MORTGAGE LOAN NRZT 2019 4A A1B 144A
N/A
NEW RESIDENTIAL MORTGAGE LOAN NRZT 2019 4A A1B 144A
64830WAD3
81613.78
PA
USD
73402.65
0.3147974676
Long
ABS-MBS
CORP
US
N
2
2058-12-25
Variable
3.500000000000
N
N
N
N
N
N
AMSR 2020-SFR4 TRUST AMSR 2020 SFR4 D 144A
N/A
AMSR 2020-SFR4 TRUST AMSR 2020 SFR4 D 144A
66981FAD2
314000
PA
USD
275576.89
1.1818497984
Long
ABS-O
CORP
US
N
2
2037-11-17
Fixed
2.006000000000
N
N
N
N
N
N
COLT 2021-HX1 MORTGAGE LOAN TR COLT 2021 HX1 B1 144A
N/A
COLT 2021-HX1 MORTGAGE LOAN TR COLT 2021 HX1 B1 144A
19688KAE4
100000
PA
USD
65200.76
0.2796225223
Long
ABS-MBS
CORP
US
N
2
2066-10-25
Variable
3.110000000000
N
N
N
N
N
N
Driven Brands Funding LLC
N/A
DRIVEN BRANDS FUNDING LLC HONK 2019 1A A2 144A
26208LAD0
202125
PA
USD
179531.67
0.7699465220
Long
ABS-O
CORP
US
N
2
2049-04-20
Fixed
4.641000000000
N
N
N
N
N
N
OBX 2022-NQM1 TRUST OBX 2022 NQM1 A1 144A
N/A
OBX 2022-NQM1 TRUST OBX 2022 NQM1 A1 144A
67114VAA1
134192.69
PA
USD
106773.86
0.4579145403
Long
ABS-MBS
CORP
US
N
2
2061-11-25
Variable
2.305000000000
N
N
N
N
N
N
OAKTOWN RE VII LTD OMIR 2021 2 M1B 144A
N/A
OAKTOWN RE VII LTD OMIR 2021 2 M1B 144A
67389JAB4
200000
PA
USD
186750.8
0.8009067644
Long
ABS-MBS
CORP
BM
N
2
2034-04-25
Floating
5.896820000000
N
N
N
N
N
N
EAGLE RE 2021-2 LTD EMIR 2021 2 M1B 144A
N/A
EAGLE RE 2021-2 LTD EMIR 2021 2 M1B 144A
26982AAB0
200000
PA
USD
194706.9
0.8350276052
Long
ABS-MBS
CORP
BM
N
2
2034-04-25
Floating
5.046820000000
N
N
N
N
N
N
PKHL COMMERCIAL MORTGAGE TRUST PKHL 2021 MF F 144A
N/A
PKHL COMMERCIAL MORTGAGE TRUST PKHL 2021 MF F 144A
69356GAQ2
300000
PA
USD
279582.69
1.1990292285
Long
ABS-MBS
CORP
US
N
2
2038-07-15
Floating
6.763000000000
N
N
N
N
N
N
PROGRESS RESIDENTIAL 2020-SFR1 PROG 2020 SFR1 C 144A
N/A
PROGRESS RESIDENTIAL 2020-SFR1 PROG 2020 SFR1 C 144A
74331CAC2
300000
PA
USD
269477.28
1.1556907730
Long
ABS-O
CORP
US
N
2
2037-04-17
Fixed
2.183000000000
N
N
N
N
N
N
FREMF 2016-K56 MORTGAGE TRUST FREMF 2016 K56 B 144A
N/A
FREMF 2016-K56 MORTGAGE TRUST FREMF 2016 K56 B 144A
30289UAS1
200000
PA
USD
186655.96
0.8005000299
Long
ABS-MBS
CORP
US
N
2
2049-06-25
Variable
3.944224000000
N
N
N
N
N
N
FREMF 2018-K730 MORTGAGE TRUST FREMF 2018 K730 B 144A
N/A
FREMF 2018-K730 MORTGAGE TRUST FREMF 2018 K730 B 144A
30296GAS3
200000
PA
USD
190660.12
0.8176724267
Long
ABS-MBS
CORP
US
N
2
2050-02-25
Variable
3.794890000000
N
N
N
N
N
N
FREDDIE MAC POOL FR 09/47 FIXED 3.5
S6XOOCT0IEG5ABCC6L87
FREDDIE MAC POOL FR 09/47 FIXED 3.5
3132A5HL2
362196.74
PA
USD
324857.01
1.3931944430
Long
ABS-MBS
USGSE
US
N
2
2047-09-01
Fixed
3.500000000000
N
N
N
N
N
N
FREDDIE MAC POOL FR 01/52 FIXED 2.5
S6XOOCT0IEG5ABCC6L87
FREDDIE MAC POOL FR 01/52 FIXED 2.5
3132DM4H5
267235.22
PA
USD
220791.4
0.9468946092
Long
ABS-MBS
USGSE
US
N
2
2052-01-01
Fixed
2.500000000000
N
N
N
N
N
N
FREDDIE MAC WHOLE LOAN SECURIT FWLS 2016 SC01 M2
N/A
FREDDIE MAC WHOLE LOAN SECURIT FWLS 2016 SC01 M2
3137G1AY3
99469.5
PA
USD
96121.2
0.4122291272
Long
ABS-MBS
USGSE
US
N
2
2046-07-25
Variable
3.905666000000
N
N
N
N
N
N
FREDDIE MAC REMICS FHR 5150 IS
S6XOOCT0IEG5ABCC6L87
FREDDIE MAC REMICS FHR 5150 IS
3137H2Z98
1741000
PA
USD
153574.48
0.6586255046
Long
ABS-MBS
USGSE
US
N
2
2051-08-25
Floating
1.500000000000
N
N
N
N
N
N
FREDDIE MAC REMICS FHR 5250 AY
S6XOOCT0IEG5ABCC6L87
FREDDIE MAC REMICS FHR 5250 AY
3137H8N23
449998.5
PA
USD
291704.78
1.2510164964
Long
ABS-MBS
USGSE
US
N
2
2055-01-25
Fixed
2.000000000000
N
N
N
N
N
N
Fannie Mae Pool
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL FN 11/46 FIXED VAR
3138ERNB2
216610.03
PA
USD
188784.87
0.8096301564
Long
ABS-MBS
USGSE
US
N
2
2046-11-01
Fixed
3.000000000000
N
N
N
N
N
N
Fannie Mae Pool
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL FN 11/46 FIXED 3
3138WJGH5
374947.44
PA
USD
326782.67
1.4014529036
Long
ABS-MBS
USGSE
US
N
2
2046-11-01
Fixed
3.000000000000
N
N
N
N
N
N
Fannie Mae Pool
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL FN 04/47 FIXED 4
3138WKNK7
118211.11
PA
USD
109580.13
0.4699496193
Long
ABS-MBS
USGSE
US
N
2
2047-04-01
Fixed
4.000000000000
N
N
N
N
N
N
Fannie Mae Pool
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL FN 04/47 FIXED 3
3138WKP74
220543.19
PA
USD
191799.27
0.8225578298
Long
ABS-MBS
USGSE
US
N
2
2047-04-01
Fixed
3.000000000000
N
N
N
N
N
N
Fannie Mae Pool
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL FN 12/46 FIXED 3.5
3140F5CP6
169992.43
PA
USD
153317.46
0.6575232386
Long
ABS-MBS
USGSE
US
N
2
2046-12-01
Fixed
3.500000000000
N
N
N
N
N
N
Fannie Mae Pool
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL FN 03/48 FIXED 4
3140H1V98
133091.74
PA
USD
123207.91
0.5283942481
Long
ABS-MBS
USGSE
US
N
2
2048-03-01
Fixed
4.000000000000
N
N
N
N
N
N
Fannie Mae Pool
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL FN 02/48 FIXED VAR
3140JAD88
261888.31
PA
USD
234971.46
1.0077077676
Long
ABS-MBS
USGSE
US
N
2
2048-02-01
Fixed
3.500000000000
N
N
N
N
N
N
Fannie Mae Pool
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL FN 04/51 FIXED 2.5
3140QHRQ0
264438.31
PA
USD
217158.38
0.9313138980
Long
ABS-MBS
USGSE
US
N
2
2051-04-01
Fixed
2.500000000000
N
N
N
N
N
N
Fannie Mae Pool
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL FN 05/50 FIXED VAR
3140X6PC9
240796.25
PA
USD
208208.72
0.8929320370
Long
ABS-MBS
USGSE
US
N
2
2050-05-01
Fixed
3.000000000000
N
N
N
N
N
N
Fannie Mae Pool
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL FN 04/50 FIXED VAR
3140X6RB9
121851.55
PA
USD
112716.78
0.4834015788
Long
ABS-MBS
USGSE
US
N
2
2050-04-01
Fixed
4.000000000000
N
N
N
N
N
N
Fannie Mae Pool
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL FN 11/48 FIXED VAR
3140X6WM9
229377.55
PA
USD
205981.34
0.8833796083
Long
ABS-MBS
USGSE
US
N
2
2048-11-01
Fixed
3.500000000000
N
N
N
N
N
N
Fannie Mae Pool
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL FN 07/51 FIXED VAR
3140XB6D7
234562.24
PA
USD
200839.25
0.8613270406
Long
ABS-MBS
USGSE
US
N
2
2051-07-01
Fixed
3.000000000000
N
N
N
N
N
N
Fannie Mae Pool
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL FN 04/51 FIXED VAR
3140XBLN8
219232.03
PA
USD
196031.41
0.8407079504
Long
ABS-MBS
USGSE
US
N
2
2051-04-01
Fixed
3.500000000000
N
N
N
N
N
N
Fannie Mae Pool
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL FN 06/49 FIXED VAR
3140XBM23
119980.72
PA
USD
111258.03
0.4771455267
Long
ABS-MBS
USGSE
US
N
2
2049-06-01
Fixed
4.000000000000
N
N
N
N
N
N
Fannie Mae Pool
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL FN 08/51 FIXED VAR
3140XCAK4
525430.95
PA
USD
433621.72
1.8596470203
Long
ABS-MBS
USGSE
US
N
2
2051-08-01
Fixed
2.500000000000
N
N
N
N
N
N
Fannie Mae Pool
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL FN 08/51 FIXED VAR
3140XCAU2
398245.74
PA
USD
315450.97
1.3528553330
Long
ABS-MBS
USGSE
US
N
2
2051-08-01
Fixed
2.000000000000
N
N
N
N
N
N
Fannie Mae Pool
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL FN 07/51 FIXED VAR
3140XCB64
307800.9
PA
USD
254787.95
1.0926935395
Long
ABS-MBS
USGSE
US
N
2
2051-07-01
Fixed
2.500000000000
N
N
N
N
N
N
Fannie Mae Pool
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL FN 08/51 FIXED VAR
3140XCB72
571093.11
PA
USD
471840.67
2.0235542999
Long
ABS-MBS
USGSE
US
N
2
2051-08-01
Fixed
2.500000000000
N
N
N
N
N
N
Fannie Mae Pool
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL FN 07/51 FIXED VAR
3140XCBW7
299080.69
PA
USD
237556.44
1.0187938136
Long
ABS-MBS
USGSE
US
N
2
2051-07-01
Fixed
2.000000000000
N
N
N
N
N
N
PROGRESS RESIDENTIAL 2021-SFR4 PROG 2021 SFR4 A 144A
N/A
PROGRESS RESIDENTIAL 2021-SFR4 PROG 2021 SFR4 A 144A
74333EAA0
200000
PA
USD
173478.14
0.7439851171
Long
ABS-O
CORP
US
N
2
2038-05-17
Fixed
1.558000000000
N
N
N
N
N
N
PROGRESS RESIDENTIAL 2021-SFR4 PROG 2021 SFR4 E1 144A
N/A
PROGRESS RESIDENTIAL 2021-SFR4 PROG 2021 SFR4 E1 144A
74333EAE2
150000
PA
USD
124514.46
0.5339975694
Long
ABS-O
CORP
US
N
2
2038-05-17
Fixed
2.409000000000
N
N
N
N
N
N
PROGRESS RESIDENTIAL 2021-SFR5 PROG 2021 SFR5 E2 144A
N/A
PROGRESS RESIDENTIAL 2021-SFR5 PROG 2021 SFR5 E2 144A
74333FAF6
225000
PA
USD
183478.7
0.7868739088
Long
ABS-O
CORP
US
N
2
2038-07-17
Fixed
2.359000000000
N
N
N
N
N
N
State Street Bank and Trust Company
571474TGEMMWANRLN572
SSC GOVERNMENT MM GVMXX
7839989D1
128.76
NS
USD
128.76
0.0005522052
Long
STIV
RF
US
N
1
N
N
N
PROGRESS RESIDENTIAL 2021-SFR3 PROG 2021 SFR3 E2 144A
N/A
PROGRESS RESIDENTIAL 2021-SFR3 PROG 2021 SFR3 E2 144A
74333VAL8
100000
PA
USD
83180.73
0.3567321229
Long
ABS-O
CORP
US
N
2
2026-05-17
Fixed
2.688000000000
N
N
N
N
N
N
READY CAPITAL MORTGAGE TRUST 2 RCMT 2019 5 E 144A
N/A
READY CAPITAL MORTGAGE TRUST 2 RCMT 2019 5 E 144A
75575MAN8
250000
PA
USD
196116
0.8410707264
Long
ABS-MBS
CORP
US
N
2
2052-02-25
Variable
5.413429000000
N
N
N
N
N
N
STORE MASTER FUNDING I-VII AND STR 2019 1 A2 144A
N/A
STORE MASTER FUNDING LLC 11/49 3.65
86212XAB6
190850.21
PA
USD
154958.82
0.6645624391
Long
ABS-O
CORP
US
N
2
2049-11-20
Fixed
3.650000000000
N
N
N
N
N
N
TIF FUNDING II LLC TIF 2021 1A A 144A
N/A
TIF FUNDING II LLC TIF 2021 1A A 144A
872480AE8
129656.26
PA
USD
106497.06
0.4567274451
Long
ABS-O
CORP
US
N
2
2046-02-20
Fixed
1.650000000000
N
N
N
N
N
N
Taco Bell Funding LLC
N/A
TACO BELL FUNDING LLC BELL 2021 1A A2I 144A
87342RAG9
198500
PA
USD
164722.84
0.7064367961
Long
ABS-O
CORP
US
N
2
2051-08-25
Fixed
1.946000000000
N
N
N
N
N
N
TOWD POINT MORTGAGE TRUST 2019 TPMT 2019 4 B1B 144A
N/A
TOWD POINT MORTGAGE TRUST 2019 TPMT 2019 4 B1B 144A
89178BBA1
315000
PA
USD
202138.02
0.8668969963
Long
ABS-MBS
CORP
US
N
2
2059-10-25
Variable
3.500000000000
N
N
N
N
N
N
TRIANGLE RE 2021-3 LTD TMIR 2021 3 M1B 144A
N/A
MORTGAGE INSURANCE-LINKED NOTE TMIR 2021 3 M1B 144A
89600HAC3
200000
PA
USD
191071.68
0.8194374589
Long
ABS-MBS
CORP
BM
N
2
2034-02-25
Floating
5.896820000000
N
N
N
N
N
N
TRICON RESIDENTIAL 2021-SFR1 T TCN 2021 SFR1 G 144A
N/A
TRICON RESIDENTIAL 2021-SFR1 T TCN 2021 SFR1 G 144A
89614YAH9
100000
PA
USD
81743.49
0.3505683193
Long
ABS-O
CORP
US
N
2
2038-07-17
Fixed
4.133000000000
N
N
N
N
N
N
Fannie Mae Pool
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL FN 02/47 FIXED 3.5
31418CGE8
198634.62
PA
USD
178343.12
0.7648492601
Long
ABS-MBS
USGSE
US
N
2
2047-02-01
Fixed
3.500000000000
N
N
N
N
N
N
FIRSTKEY HOMES 2021-SFR2 TRUST FKH 2021 SFR2 E1 144A
N/A
FIRSTKEY HOMES 2021-SFR2 TRUST FKH 2021 SFR2 E1 144A
33767TAJ9
200000
PA
USD
163200.98
0.6999100879
Long
ABS-O
CORP
US
N
2
2038-09-17
Fixed
2.258000000000
N
N
N
N
N
N
FREDDIE MAC STACR REMIC TRUST STACR 2021 HQA2 M2 144A
N/A
FREDDIE MAC STACR REMIC TRUST STACR 2021 HQA2 M2 144A
35564KFV6
300000
PA
USD
264234.3
1.1332055245
Long
ABS-MBS
USGSE
US
N
2
2033-12-25
Floating
5.046820000000
N
N
N
N
N
N
Freddie Mac STACR Trust 2019-HQA2
N/A
FREDDIE MAC STACR TRUST 2019-H STACR 2019 HQA2 B1 144A
35564MBD6
200000
PA
USD
193172.94
0.8284490045
Long
ABS-MBS
USGSE
US
N
2
2049-04-25
Floating
7.685570000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
GOVERNMENT NATIONAL MORTGAGE A GNR 2014 103 DA
38378XDV0
103990.17
PA
USD
99238.21
0.4255968578
Long
ABS-MBS
USGA
US
N
2
2054-09-16
Variable
3.250000000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
GOVERNMENT NATIONAL MORTGAGE A GNR 2014 135 IO
38378XPE5
15140206.4
PA
USD
280004.49
1.2008381764
Long
ABS-MBS
USGA
US
N
2
2056-01-16
Variable
0.421270000000
N
N
N
N
N
N
FREDDIE MAC POOL FR 05/51 FIXED 3
S6XOOCT0IEG5ABCC6L87
FREDDIE MAC POOL FR 05/51 FIXED 3
3132DMUU7
281262.82
PA
USD
242715.41
1.0409187736
Long
ABS-MBS
USGSE
US
N
2
2051-05-01
Fixed
3.000000000000
N
N
N
N
N
N
FREDDIE MAC POOL FR 02/52 FIXED 3
S6XOOCT0IEG5ABCC6L87
FREDDIE MAC POOL FR 02/52 FIXED 3
3133B4ZR9
305370.35
PA
USD
260107.44
1.1155069118
Long
ABS-MBS
USGSE
US
N
2
2052-02-01
Fixed
3.000000000000
N
N
N
N
N
N
FREDDIE MAC POOL FR 06/51 FIXED 3
S6XOOCT0IEG5ABCC6L87
FREDDIE MAC POOL FR 06/51 FIXED 3
3133KMAX3
249920.04
PA
USD
213364.26
0.9150422870
Long
ABS-MBS
USGSE
US
N
2
2051-06-01
Fixed
3.000000000000
N
N
N
N
N
N
FREDDIE MAC POOL FR 09/51 FIXED 2.5
S6XOOCT0IEG5ABCC6L87
FREDDIE MAC POOL FR 09/51 FIXED 2.5
3133KMM77
182397.8
PA
USD
150698.19
0.6462901351
Long
ABS-MBS
USGSE
US
N
2
2051-09-01
Fixed
2.500000000000
N
N
N
N
N
N
FANNIE MAE REMICS FNR 2022 22 B
B1V7KEBTPIMZEU4LTD58
FANNIE MAE REMICS FNR 2022 22 B
3136BMH27
400000
PA
USD
239840.28
1.0285883789
Long
ABS-MBS
USGSE
US
N
2
2054-07-25
Fixed
2.000000000000
N
N
N
N
N
N
FREDDIE MAC MULTIFAMILY STRUCT FHMS X2FX X1
S6XOOCT0IEG5ABCC6L87
FREDDIE MAC MULTIFAMILY STRUCT FHMS X2FX X1
3137BQZQ3
15999707.7
PA
USD
150880.44
0.6470717395
Long
ABS-MBS
USGSE
US
N
2
2025-09-25
Variable
0.632205000000
N
N
N
N
N
N
FREDDIE MAC MULTIFAMILY STRUCT FHMS K118 X1
S6XOOCT0IEG5ABCC6L87
FREDDIE MAC MULTIFAMILY STRUCT FHMS K118 X1
3137F62P1
3187104.64
PA
USD
180582.94
0.7744550395
Long
ABS-MBS
USGSE
US
N
2
2030-09-25
Variable
0.959349000000
N
N
N
N
N
N
FREDDIE MAC MULTIFAMILY STRUCT FHMS K109 X1
S6XOOCT0IEG5ABCC6L87
FREDDIE MAC MULTIFAMILY STRUCT FHMS K109 X1
3137FTG27
1990769.28
PA
USD
174009.16
0.7462624702
Long
ABS-MBS
USGSE
US
N
2
2030-04-25
Variable
1.582697000000
N
N
N
N
N
N
FREDDIE MAC MULTIFAMILY STRUCT FHMS K116 X1
S6XOOCT0IEG5ABCC6L87
FREDDIE MAC MULTIFAMILY STRUCT FHMS K116 X1
3137FWHV5
2739453.61
PA
USD
221102.67
0.9482295339
Long
ABS-MBS
USGSE
US
N
2
2030-07-25
Variable
1.425223000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
GOVERNMENT NATIONAL MORTGAGE A GNR 2016 26 IO
38379UEH5
5271687.13
PA
USD
135883.01
0.5827531763
Long
ABS-MBS
USGA
US
N
2
2058-02-16
Variable
0.675090000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
GOVERNMENT NATIONAL MORTGAGE A GNR 2017 159 IO
38380JAH1
3971191.63
PA
USD
135519.69
0.5811950280
Long
ABS-MBS
USGA
US
N
2
2059-06-16
Variable
0.434490000000
N
N
N
N
N
N
Fannie Mae Pool
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL FN 04/50 FIXED VAR
3140X6XJ5
229725.08
PA
USD
206275.48
0.8846410686
Long
ABS-MBS
USGSE
US
N
2
2050-04-01
Fixed
3.500000000000
N
N
N
N
N
N
Fannie Mae Pool
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL FN 06/49 FIXED VAR
3140X9MU6
115090.98
PA
USD
106615.88
0.4572370211
Long
ABS-MBS
USGSE
US
N
2
2049-06-01
Fixed
4.000000000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
GOVERNMENT NATIONAL MORTGAGE A GNR 2018 23 IO
38380JPT9
2059263.82
PA
USD
88065.65
0.3776817813
Long
ABS-MBS
USGA
US
N
2
2059-11-16
Variable
0.561910000000
N
N
N
N
N
N
Fannie Mae Pool
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL FN 09/51 FIXED VAR
3140XCJ74
565100.92
PA
USD
449383.11
1.9272419322
Long
ABS-MBS
USGSE
US
N
2
2051-09-01
Fixed
2.000000000000
N
N
N
N
N
N
Fannie Mae Pool
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL FN 08/51 FIXED VAR
3140XCJR0
545479.01
PA
USD
434120.18
1.8617847353
Long
ABS-MBS
USGSE
US
N
2
2051-08-01
Fixed
2.000000000000
N
N
N
N
N
N
Fannie Mae Pool
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL FN 08/51 FIXED VAR
3140XCLU0
314749.05
PA
USD
259850.9
1.1144067043
Long
ABS-MBS
USGSE
US
N
2
2051-08-01
Fixed
2.500000000000
N
N
N
N
N
N
Fannie Mae Pool
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL FN 08/51 FIXED VAR
3140XCML9
516469.8
PA
USD
442862.58
1.8992777329
Long
ABS-MBS
USGSE
US
N
2
2051-08-01
Fixed
3.000000000000
N
N
N
N
N
N
Fannie Mae Pool
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL FN 08/51 FIXED VAR
3140XCRR1
447109.85
PA
USD
369404.93
1.5842443901
Long
ABS-MBS
USGSE
US
N
2
2051-08-01
Fixed
2.500000000000
N
N
N
N
N
N
Fannie Mae Pool
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL FN 11/50 FIXED VAR
3140XCSB5
261839.82
PA
USD
226854.43
0.9728967562
Long
ABS-MBS
USGSE
US
N
2
2050-11-01
Fixed
3.000000000000
N
N
N
N
N
N
Fannie Mae Pool
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL FN 12/51 FIXED VAR
3140XD6E1
271511.25
PA
USD
223900.04
0.9602264440
Long
ABS-MBS
USGSE
US
N
2
2051-12-01
Fixed
2.500000000000
N
N
N
N
N
N
Fannie Mae Pool
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL FN 09/51 FIXED VAR
3140XDA48
456981.44
PA
USD
377275.29
1.6179975230
Long
ABS-MBS
USGSE
US
N
2
2051-09-01
Fixed
2.500000000000
N
N
N
N
N
N
Fannie Mae Pool
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL FN 01/52 FIXED VAR
3140XFPZ8
271347.06
PA
USD
223425.46
0.9581911417
Long
ABS-MBS
USGSE
US
N
2
2052-01-01
Fixed
2.500000000000
N
N
N
N
N
N
Fannie Mae Pool
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL FN 02/52 FIXED VAR
3140XFWE7
299357.13
PA
USD
255500.02
1.0957473507
Long
ABS-MBS
USGSE
US
N
2
2052-02-01
Fixed
3.000000000000
N
N
N
N
N
N
Fannie Mae Pool
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL FN 03/52 FIXED VAR
3140XFZA2
565060.73
PA
USD
466326.93
1.9999078594
Long
ABS-MBS
USGSE
US
N
2
2052-03-01
Fixed
2.500000000000
N
N
N
N
N
N
Fannie Mae Pool
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL FN 03/52 FIXED VAR
3140XGKW8
145128.13
PA
USD
128794.61
0.5523535876
Long
ABS-MBS
USGSE
US
N
2
2052-03-01
Fixed
3.500000000000
N
N
N
N
N
N
JH COLLATERAL
N/A
JH COLLATERAL
N/A
22744.52
NS
USD
227240.5
0.9745524710
Long
EC
RF
US
N
1
N
N
N
2022-11-30
John Hancock Exchange-Traded Fund Trust
/s/Salvatore Schiavone
Salvatore Schiavone
Treasurer