FREDDIE MAC GOLD POOL FG 12/40 FIXED 4

NPORT-P/A false 0001145549-23-064084 0000315554 XXXXXXXX S000000594 C000001658 C000001660 C000173133 C000193020 John Hancock Bond Trust 811-03006 0000315554 5493008M2ED2L3NBQL64 200 Berkeley Street Boston 02116 617-543-9634 Government Income Fund S000000594 54930017ZK7R20Y6NO70 2024-05-31 2023-08-31 N 192692924.570000000000 2206906.300000000000 190486018.270000000000 0.000000000000 0.000000000000 0.000000000000 0.000000000000 0.000000000000 0.000000000000 0.000000000000 0.000000000000 0.000000000000 0.000000000000 1500000.000000000000 0.000000000000 0.000000000000 208107.290000000000 USD N Fund's Designated Reference Portfolio is the Fund's Securities Portfolio N/A FREDDIE MAC GOLD POOL FG 12/40 FIXED 4 S6XOOCT0IEG5ABCC6L87 FREDDIE MAC GOLD POOL FG 12/40 FIXED 4 312944AG6 265471.33 PA USD 252255.08 0.1324270843 Long ABS-MBS USGSE US N 2 2040-12-01 Fixed 4.000000000000 N N N N N N FREDDIE MAC POOL FR 12/37 FIXED 4.5 S6XOOCT0IEG5ABCC6L87 FREDDIE MAC POOL FR 12/37 FIXED 4.5 3132D6DC1 150505.24 PA USD 146616.73 0.0769698119 Long ABS-MBS USGSE US N 2 2037-12-01 Fixed 4.500000000000 N N N N N N FREDDIE MAC POOL FR 03/52 FIXED 3.5 S6XOOCT0IEG5ABCC6L87 FREDDIE MAC POOL FR 03/52 FIXED 3.5 3133KNWL3 251484.39 PA USD 226249.26 0.1187747332 Long ABS-MBS USGSE US N 2 2052-03-01 Fixed 3.500000000000 N N N N N N FREDDIE MAC MULTIFAMILY STRUCT FHMS K038 X1 S6XOOCT0IEG5ABCC6L87 FREDDIE MAC MULTIFAMILY STRUCT FHMS K038 X1 3137BBBE9 6078892.72 PA USD 20578.88 0.0108033546 Long ABS-MBS USGSE US N 2 2024-03-25 Variable 1.229386000000 N N N N N N FREDDIE MAC REMICS FHR 4459 CA S6XOOCT0IEG5ABCC6L87 FREDDIE MAC REMICS FHR 4459 CA 3137BHTF4 27552.63 PA USD 27119.84 0.0142371814 Long ABS-MBS USGSE US N 2 2034-12-15 Fixed 5.000000000000 N N N N N N FREDDIE MAC MULTIFAMILY STRUCT FHMS K048 X1 S6XOOCT0IEG5ABCC6L87 FREDDIE MAC MULTIFAMILY STRUCT FHMS K048 X1 3137BLAD0 4710441.01 PA USD 14590.12 0.0076594178 Long ABS-MBS USGSE US N 2 2025-06-25 Variable 0.335245000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 FANNIE MAE POOL FN 11/41 FIXED VAR 3138EJ4A3 174555.8 PA USD 169723.01 0.0890999831 Long ABS-MBS USGSE US N 2 2041-11-01 Fixed 4.500000000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 FANNIE MAE POOL FN 10/52 FIXED 5.5 3140QQN27 255921.29 PA USD 254235.97 0.1334669979 Long ABS-MBS USGSE US N 2 2052-10-01 Fixed 5.500000000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 FANNIE MAE POOL FN 12/37 FIXED VAR 3140XJUA9 251854.76 PA USD 245347.74 0.1288009179 Long ABS-MBS USGSE US N 2 2037-12-01 Fixed 4.500000000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 GOVERNMENT NATIONAL MORTGAGE A GNR 2012 114 IO 38378BE47 595793.86 PA USD 9238.74 0.0048500883 Long ABS-MBS USGA US N 2 2053-01-16 Variable 0.620460000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 GOVERNMENT NATIONAL MORTGAGE A GNR 2015 7 IO 38378X2M2 4487073.38 PA USD 92741.97 0.0486870222 Long ABS-MBS USGA US N 2 2057-01-16 Variable 0.454210000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 GOVERNMENT NATIONAL MORTGAGE A GNR 2017 140 IO 38379R4P5 594290.22 PA USD 18662.2 0.0097971495 Long ABS-MBS USGA US N 2 2059-02-16 Variable 0.485960000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 GOVERNMENT NATIONAL MORTGAGE A GNR 2017 109 IO 38379RG98 804991.45 PA USD 13420.33 0.0070453097 Long ABS-MBS USGA US N 2 2057-04-16 Variable 0.229920000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 GOVERNMENT NATIONAL MORTGAGE A GNR 2017 41 IO 38379RPH0 753029.92 PA USD 21771.07 0.0114292220 Long ABS-MBS USGA US N 2 2058-07-16 Variable 0.592190000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 GOVERNMENT NATIONAL MORTGAGE A GNR 2017 54 IO 38379RSG9 4012917.09 PA USD 140619.84 0.0738216071 Long ABS-MBS USGA US N 2 2058-12-16 Variable 0.682570000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 GOVERNMENT NATIONAL MORTGAGE A GNR 2017 61 IO 38379RSQ7 668054.57 PA USD 24616.07 0.0129227700 Long ABS-MBS USGA US N 2 2059-05-16 Variable 0.745100000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 GOVERNMENT NATIONAL MORTGAGE A GNR 2017 124 IO 38379RW58 763826.01 PA USD 23450.6 0.0123109298 Long ABS-MBS USGA US N 2 2059-01-16 Variable 0.619230000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 GOVERNMENT NATIONAL MORTGAGE A GNR 2017 74 IO 38379RZB2 1203232.98 PA USD 25426.96 0.0133484653 Long ABS-MBS USGA US N 2 2058-09-16 Variable 0.442230000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 GOVERNMENT NATIONAL MORTGAGE A GNR 2017 46 IO 38379U7Q3 1031468.4 PA USD 36321.61 0.0190678614 Long ABS-MBS USGA US N 2 2057-11-16 Variable 0.643660000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 GOVERNMENT NATIONAL MORTGAGE A GNR 2018 68 A 38380JH68 164935.89 PA USD 157307.42 0.0825821346 Long ABS-MBS USGA US N 2 2050-04-16 Fixed 2.850000000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 GOVERNMENT NATIONAL MORTGAGE A GNR 2020 118 IO 38380P2F0 2413259.25 PA USD 142613.97 0.0748684713 Long ABS-MBS USGA US N 2 2062-06-16 Variable 0.881680000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 GOVERNMENT NATIONAL MORTGAGE A GNR 2020 137 IO 38380P4X9 2264611.92 PA USD 125300.07 0.0657791428 Long ABS-MBS USGA US N 2 2062-09-16 Variable 0.795080000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 GOVERNMENT NATIONAL MORTGAGE A GNR 2020 120 IO 38380PV76 3270620.5 PA USD 184538.55 0.0968777403 Long ABS-MBS USGA US N 2 2062-05-16 Variable 0.761210000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 GOVERNMENT NATIONAL MORTGAGE A GNR 2020 119 IO 38380PY57 1255164.56 PA USD 60449.35 0.0317342714 Long ABS-MBS USGA US N 2 2062-08-16 Variable 0.602250000000 N N N N N N FREDDIE MAC GOLD POOL FG 11/43 FIXED 4 S6XOOCT0IEG5ABCC6L87 FREDDIE MAC GOLD POOL FG 11/43 FIXED 4 3128M9YE6 585598.25 PA USD 554584.97 0.2911420875 Long ABS-MBS USGSE US N 2 2043-11-01 Fixed 4.000000000000 N N N N N N FREDDIE MAC GOLD POOL FG 01/41 FIXED 4 S6XOOCT0IEG5ABCC6L87 FREDDIE MAC GOLD POOL FG 01/41 FIXED 4 3129447K1 341215.4 PA USD 324188.24 0.1701900449 Long ABS-MBS USGSE US N 2 2041-01-01 Fixed 4.000000000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 GOVERNMENT NATIONAL MORTGAGE A GNR 2021 40 IO 38380RE71 754927.48 PA USD 46110.52 0.0242067740 Long ABS-MBS USGA US N 2 2063-02-16 Variable 0.824090000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 GOVERNMENT NATIONAL MORTGAGE A GNR 2020 170 IO 38380RGN4 2779952.26 PA USD 171789.37 0.0901847661 Long ABS-MBS USGA US N 2 2062-11-16 Variable 0.833460000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 GOVERNMENT NATIONAL MORTGAGE A GNR 2022 53 IO 38381E3Q9 2405815.08 PA USD 123636.76 0.0649059501 Long ABS-MBS USGA US N 2 2064-06-16 Variable 0.711800000000 N N N N N N TOWD POINT MORTGAGE TRUST 2017 TPMT 2017 3 A1 144A N/A TOWD POINT MORTGAGE TRUST 2017 TPMT 2017 3 A1 144A 89169DAA9 163988.79 PA USD 159817.87 0.0839000528 Long ABS-MBS CORP US N 2 2057-07-25 Variable 2.750000000000 N N N N N N TOWD POINT MORTGAGE TRUST 2017 TPMT 2017 5 A1 144A N/A TOWD POINT MORTGAGE TRUST 2017 TPMT 2017 5 A1 144A 89169EAA7 109414.98 PA USD 109655.18 0.0575659993 Long ABS-MBS CORP US N 2 2057-02-25 Floating 5.118053000000 N N N N N N TOWD POINT MORTGAGE TRUST 2017 TPMT 2017 1 A1 144A N/A TOWD POINT MORTGAGE TRUST 2017 TPMT 2017 1 A1 144A 89173FAA8 6229.22 PA USD 6151.63 0.0032294391 Long ABS-MBS CORP US N 2 2056-10-25 Variable 2.750000000000 N N N N N N FREDDIE MAC GOLD POOL FG 01/41 FIXED 4 S6XOOCT0IEG5ABCC6L87 FREDDIE MAC GOLD POOL FG 01/41 FIXED 4 312944WJ6 285697.45 PA USD 271321.81 0.1424366011 Long ABS-MBS USGSE US N 2 2041-01-01 Fixed 4.000000000000 N N N N N N FANNIE MAE REMICS FNR 2014 49 CA B1V7KEBTPIMZEU4LTD58 FANNIE MAE REMICS FNR 2014 49 CA 3136AKXB4 349889.25 PA USD 327004.85 0.1716686888 Long ABS-MBS USGSE US N 2 2044-08-25 Fixed 3.000000000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 FANNIE MAE POOL FN 09/41 FIXED 4 3138ASR38 569157.48 PA USD 539559.47 0.2832541070 Long ABS-MBS USGSE US N 2 2041-09-01 Fixed 4.000000000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 FANNIE MAE POOL FN 01/42 FIXED 4 3138E2LN3 311922.85 PA USD 295717.05 0.1552434413 Long ABS-MBS USGSE US N 2 2042-01-01 Fixed 4.000000000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 FANNIE MAE POOL FN 12/43 FIXED 4 3138WAN94 562083.18 PA USD 531759.47 0.2791593183 Long ABS-MBS USGSE US N 2 2043-12-01 Fixed 4.000000000000 N N N N N N US 5YR NOTE CBT 1223 N/A US 5YR NOTE CBT 1223 ADI2FFB72 18 NC USD 4328.41 0.0022722980 N/A DIR CORP US N 1 CHICAGO BOARD OF TRADE 549300EX04Q2QBFQTQ27 Long US 5yr 6% US 5yr 6% 2023-12-29 1920546.590000000000 USD 4328.410000000000 N N N US 2YR NOTE CBT 1223 N/A US 2YR NOTE CBT 1223 ADI2GMSD5 28 NC USD 1045.58 0.0005489012 N/A DIR CORP US N 1 CHICAGO BOARD OF TRADE 549300EX04Q2QBFQTQ27 Long US 2yr 6% US 2yr 6% 2023-12-29 5706579.420000000000 USD 1045.580000000000 N N N FREDDIE MAC POOL FR 01/38 FIXED 4.5 S6XOOCT0IEG5ABCC6L87 FREDDIE MAC POOL FR 01/38 FIXED 4.5 3132D6DJ6 1010161.67 PA USD 984062.73 0.5166062785 Long ABS-MBS USGSE US N 2 2038-01-01 Fixed 4.500000000000 N N N N N N FREDDIE MAC GOLD POOL FG 12/44 FIXED 3.5 S6XOOCT0IEG5ABCC6L87 FREDDIE MAC GOLD POOL FG 12/44 FIXED 3.5 3132QLRW5 1471166.77 PA USD 1347336.31 0.7073150682 Long ABS-MBS USGSE US N 2 2044-12-01 Fixed 3.500000000000 N N N N N N FREDDIE MAC POOL FR 09/52 FIXED 5.5 S6XOOCT0IEG5ABCC6L87 FREDDIE MAC POOL FR 09/52 FIXED 5.5 3133KPZF8 1127742.34 PA USD 1122430.34 0.5892455258 Long ABS-MBS USGSE US N 2 2052-09-01 Fixed 5.500000000000 N N N N N N Federal Home Loan Mortgage Corporation S6XOOCT0IEG5ABCC6L87 FEDERAL HOME LOAN MORTGAGE COR NOTES 09/28 6.25 3134H1AS2 1500000 PA USD 1499840.72 0.7873757526 Long DBT USGSE US N 2 2028-09-13 Fixed 6.250000000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 FANNIE MAE POOL FN 06/41 FIXED VAR 3138EGNK6 1065009.49 PA USD 1035436.73 0.5435762369 Long ABS-MBS USGSE US N 2 2041-06-01 Fixed 4.500000000000 N N N N N N CITIGROUP MORTGAGE LOAN TRUST INC. 549300R1KUK063S4I339 CITIGROUP MORTGAGE LOAN TRUST CMLTI 2018 RP1 A1 144A 17326QAA1 445519.63 PA USD 423311.14 0.2222268825 Long ABS-MBS CORP US N 2 2064-09-25 Variable 3.000000000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 FANNIE MAE POOL FN 07/41 FIXED VAR 3138EGS62 986844 PA USD 959383.68 0.5036504457 Long ABS-MBS USGSE US N 2 2041-07-01 Fixed 4.500000000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 FANNIE MAE POOL FN 11/42 FIXED VAR 3138ETCE4 1329207 PA USD 1259915.17 0.6614213376 Long ABS-MBS USGSE US N 2 2042-11-01 Fixed 4.000000000000 N N N N N N FREDDIE MAC GOLD POOL FG 04/43 FIXED 3 S6XOOCT0IEG5ABCC6L87 FREDDIE MAC GOLD POOL FG 04/43 FIXED 3 3132L5AE3 532702.58 PA USD 476025.64 0.2499005672 Long ABS-MBS USGSE US N 2 2043-04-01 Fixed 3.000000000000 N N N N N N FREDDIE MAC GOLD POOL FG 02/47 FIXED 3.5 S6XOOCT0IEG5ABCC6L87 FREDDIE MAC GOLD POOL FG 02/47 FIXED 3.5 3132WKVH8 429632.94 PA USD 393067.27 0.2063496699 Long ABS-MBS USGSE US N 2 2047-02-01 Fixed 3.500000000000 N N N N N N FREDDIE MAC GOLD POOL FG 06/47 FIXED 4 S6XOOCT0IEG5ABCC6L87 FREDDIE MAC GOLD POOL FG 06/47 FIXED 4 3132WNMM1 422673.7 PA USD 399188.22 0.2095630029 Long ABS-MBS USGSE US N 2 2047-06-01 Fixed 4.000000000000 N N N N N N FREDDIE MAC POOL FR 06/49 FIXED 3.5 S6XOOCT0IEG5ABCC6L87 FREDDIE MAC POOL FR 06/49 FIXED 3.5 31334WD81 428618.06 PA USD 388086.48 0.2037348901 Long ABS-MBS USGSE US N 2 2049-06-01 Fixed 3.500000000000 N N N N N N FREDDIE MAC GOLD POOL FG 12/46 FIXED 4 S6XOOCT0IEG5ABCC6L87 FREDDIE MAC GOLD POOL FG 12/46 FIXED 4 31335B5Z5 426199.7 PA USD 401585.99 0.2108217672 Long ABS-MBS USGSE US N 2 2046-12-01 Fixed 4.000000000000 N N N N N N FREDDIE MAC REMICS FHR 4083 PB S6XOOCT0IEG5ABCC6L87 FREDDIE MAC REMICS FHR 4083 PB 3137ARZY5 496281.62 PA USD 477858.95 0.2508630052 Long ABS-MBS USGSE US N 2 2041-09-15 Fixed 3.500000000000 N N N N N N FREDDIE MAC MULTIFAMILY STRUCT FHMS K050 X1 S6XOOCT0IEG5ABCC6L87 FREDDIE MAC MULTIFAMILY STRUCT FHMS K050 X1 3137BLWA2 68237662.18 PA USD 329990.51 0.1732360795 Long ABS-MBS USGSE US N 2 2025-08-25 Variable 0.424337000000 N N N N N N FREDDIE MAC MULTIFAMILY STRUCT FHMS K053 X1 S6XOOCT0IEG5ABCC6L87 FREDDIE MAC MULTIFAMILY STRUCT FHMS K053 X1 3137BN6H2 26479413.48 PA USD 436097.4 0.2289393227 Long ABS-MBS USGSE US N 2 2025-12-25 Variable 1.010068000000 N N N N N N FREDDIE MAC MULTIFAMILY STRUCT FHMS K054 X1 S6XOOCT0IEG5ABCC6L87 FREDDIE MAC MULTIFAMILY STRUCT FHMS K054 X1 3137BNGU2 20412111.12 PA USD 450930.07 0.2367260727 Long ABS-MBS USGSE US N 2 2026-01-25 Variable 1.289412000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 FANNIE MAE POOL FN 03/44 FIXED VAR 3138ENHB8 405004.44 PA USD 372300.74 0.1954478042 Long ABS-MBS USGSE US N 2 2044-03-01 Fixed 3.500000000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 FANNIE MAE POOL FN 03/28 FIXED 3 3138WMJG7 374915.62 PA USD 358969.67 0.1884493535 Long ABS-MBS USGSE US N 2 2028-03-01 Fixed 3.000000000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 FANNIE MAE POOL FN 04/48 FIXED 4.5 3140Q8WW1 509318.22 PA USD 491402.39 0.2579729444 Long ABS-MBS USGSE US N 2 2048-04-01 Fixed 4.500000000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 FANNIE MAE POOL FN 07/50 FIXED VAR 3140X7JY6 501605.1 PA USD 422627.83 0.2218681633 Long ABS-MBS USGSE US N 2 2050-07-01 Fixed 2.500000000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 FANNIE MAE POOL FN 06/49 FIXED VAR 3140XDXC5 533067.89 PA USD 484075.11 0.2541263209 Long ABS-MBS USGSE US N 2 2049-06-01 Fixed 3.500000000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 FANNIE MAE POOL FN 02/42 FIXED 4.5 31418ADX3 525723.87 PA USD 510972.06 0.2682464911 Long ABS-MBS USGSE US N 2 2042-02-01 Fixed 4.500000000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 FANNIE MAE POOL FN 08/40 FIXED VAR 31419AG43 510005.87 PA USD 495703.37 0.2602308424 Long ABS-MBS USGSE US N 2 2040-08-01 Fixed 4.500000000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 FANNIE MAE POOL FN 07/42 FIXED 4 3138M1D54 839043.87 PA USD 794364.7 0.4170199510 Long ABS-MBS USGSE US N 2 2042-07-01 Fixed 4.000000000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 FANNIE MAE POOL FN 11/43 FIXED 4 3138WAEP8 1355852.28 PA USD 1283976.79 0.6740530364 Long ABS-MBS USGSE US N 2 2043-11-01 Fixed 4.000000000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 FANNIE MAE POOL FN 12/40 FIXED 4 31419LZZ9 501903.76 PA USD 476343.31 0.2500673353 Long ABS-MBS USGSE US N 2 2040-12-01 Fixed 4.000000000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 GOVERNMENT NATIONAL MORTGAGE A GNR 2017 89 IO 38379RZH9 1019447.44 PA USD 29774.08 0.0156305855 Long ABS-MBS USGA US N 2 2059-07-16 Variable 0.493870000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 GOVERNMENT NATIONAL MORTGAGE A GNR 2017 20 IO 38379U6A9 1366432.14 PA USD 33126 0.0173902527 Long ABS-MBS USGA US N 2 2058-12-16 Variable 0.528600000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 GOVERNMENT NATIONAL MORTGAGE A GNR 2018 9 IO 38380JMW5 1170568.99 PA USD 34307.5 0.0180105082 Long ABS-MBS USGA US N 2 2060-01-16 Variable 0.443270000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 FANNIE MAE POOL FN 04/45 FIXED 3.5 3138WEKG3 1530056.19 PA USD 1398039.58 0.7339329116 Long ABS-MBS USGSE US N 2 2045-04-01 Fixed 3.500000000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 FANNIE MAE POOL FN 01/45 FIXED 3.5 3138YH3S7 1860932.91 PA USD 1707346.02 0.8963104145 Long ABS-MBS USGSE US N 2 2045-01-01 Fixed 3.500000000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 FANNIE MAE POOL FN 10/49 FIXED 3 3140JWQJ2 1136829.35 PA USD 993083.53 0.5213419541 Long ABS-MBS USGSE US N 2 2049-10-01 Fixed 3.000000000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 FANNIE MAE POOL FN 09/50 FIXED 2.5 3140KMU73 939340.17 PA USD 789974.19 0.4147150521 Long ABS-MBS USGSE US N 2 2050-09-01 Fixed 2.500000000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 FANNIE MAE POOL FN 10/50 FIXED 2 3140KQLP4 1088411.25 PA USD 881050.84 0.4625278265 Long ABS-MBS USGSE US N 2 2050-10-01 Fixed 2.000000000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 FANNIE MAE POOL FN 11/49 FIXED VAR 3140X5FJ7 954745.6 PA USD 834023.27 0.4378396260 Long ABS-MBS USGSE US N 2 2049-11-01 Fixed 3.000000000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 GOVERNMENT NATIONAL MORTGAGE A GNR 2018 114 IO 38380MFV8 766932.53 PA USD 31330.04 0.0164474224 Long ABS-MBS USGA US N 2 2060-04-16 Variable 0.710400000000 N N N N N N Pennsylvania Higher Education Assistance Agency N/A PENNSYLVANIA HIGHER EDUCATION PASSTD 10/36 FLOATING VAR 709163GH6 382933.84 PA USD 380650.75 0.1998313333 Long DBT MUN US N 2 2036-10-25 Floating 5.460620000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 FANNIE MAE POOL FN 08/50 FIXED VAR 3140X7S59 2256145.21 PA USD 1897391.95 0.9960793801 Long ABS-MBS USGSE US N 2 2050-08-01 Fixed 2.500000000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 FANNIE MAE POOL FN 06/49 FIXED VAR 3140XFAS0 2072056.62 PA USD 1944083.71 1.0205912894 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 12/52 FIXED VAR 3140XJV26 1481804.39 PA USD 1471583.2 0.7725413200 Long ABS-MBS USGSE US N 2 2052-12-01 Fixed 5.500000000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 FANNIE MAE POOL FN 07/43 FIXED 3.5 31417HBT0 941914.84 PA USD 863864.01 0.4535052062 Long ABS-MBS USGSE US N 2 2043-07-01 Fixed 3.500000000000 N N N N N N SEASONED CREDIT RISK TRANSFER SCRT 2018 3 MA N/A SEASONED CREDIT RISK TRANSFER SCRT 2018 3 MA 35563PGG8 893413.18 PA USD 835451.93 0.4385896338 Long ABS-MBS CORP US N 2 2057-08-25 Variable 3.500000000000 N N N N N N United States Treasury Note/Bond N/A UNITED STATES TREASURY NOTE/BO 11/48 3.375 912810SE9 1900000 PA USD 1614703.13 0.8476754067 Long DBT UST US N 2 2048-11-15 Fixed 3.375000000000 N N N N N N United States Treasury Note/Bond N/A UNITED STATES TREASURY NOTE/BO 08/52 3 912810TJ7 10405000 PA USD 8291890.79 4.3530180668 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 05/53 3.625 912810TR9 5844000 PA USD 5270557.5 2.7668999268 Long DBT UST US N 2 2053-05-15 Fixed 3.625000000000 N N N N N N United States Treasury Note/Bond N/A UNITED STATES TREASURY NOTE/BO 08/53 4.125 912810TT5 1050000 PA USD 1035890.63 0.5438145221 Long DBT UST US N 2 2053-08-15 Fixed 4.125000000000 N N N N N N United States Treasury Note/Bond N/A UNITED STATES TREASURY NOTE/BO 08/43 4.375 912810TU2 16500000 PA USD 16456171.88 8.6390444976 Long DBT UST US N 2 2043-08-15 Fixed 4.375000000000 N N N N N N United States Treasury Note/Bond N/A UNITED STATES TREASURY NOTE/BO 07/26 4.5 91282CHM6 34150000 PA USD 34088636.55 17.8956108483 Long DBT UST US N 2 2026-07-15 Fixed 4.500000000000 N N N N N N United States Treasury Note/Bond N/A UNITED STATES TREASURY NOTE/BO 07/25 4.75 91282CHN4 16550000 PA USD 16505392.62 8.6648840529 Long DBT UST US N 2 2025-07-31 Fixed 4.750000000000 N N N N N N United States Treasury Note/Bond N/A UNITED STATES TREASURY NOTE/BO 07/28 4.125 91282CHQ7 32000000 PA USD 31812499.84 16.7007007280 Long DBT UST US N 2 2028-07-31 Fixed 4.125000000000 N N N N N N United States Treasury Note/Bond N/A UNITED STATES TREASURY NOTE/BO 07/30 4 91282CHR5 19150000 PA USD 18922593.75 9.9338491727 Long DBT UST US N 2 2030-07-31 Fixed 4.000000000000 N N N N N N JH COLLATERAL N/A JH COLLATERAL N/A 158206.41 NS USD 1581526.2 0.8302584171 Long STIV RF US N 1 N N N Federal Home Loan Banks N/A FEDERAL HOME LOAN BANKS BONDS 06/28 6 3130AWEK2 2500000 PA USD 2483164.68 1.3035941969 Long DBT USGSE US N 2 2028-06-26 Fixed 6.000000000000 N N N N N N FREDDIE MAC POOL FR 06/53 FIXED 5.5 S6XOOCT0IEG5ABCC6L87 FREDDIE MAC POOL FR 06/53 FIXED 5.5 3132DQKM7 692105.45 PA USD 687255.73 0.3607906429 Long ABS-MBS USGSE US N 2 2053-06-01 Fixed 5.500000000000 N N N N N N FREDDIE MAC POOL FR 10/52 FIXED 5 S6XOOCT0IEG5ABCC6L87 FREDDIE MAC POOL FR 10/52 FIXED 5 3133KP6W3 664943.2 PA USD 647850.24 0.3401038280 Long ABS-MBS USGSE US N 2 2052-10-01 Fixed 5.000000000000 N N N N N N FANNIE MAE REMICS FNR 2014 44 DA B1V7KEBTPIMZEU4LTD58 FANNIE MAE REMICS FNR 2014 44 DA 3136AKSF1 598455.96 PA USD 558088.73 0.2929814666 Long ABS-MBS USGSE US N 2 2036-07-25 Fixed 3.000000000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 FANNIE MAE POOL FN 10/41 FIXED VAR 3138EHB76 610114.15 PA USD 578396.33 0.3036424065 Long ABS-MBS USGSE US N 2 2041-10-01 Fixed 4.000000000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 FANNIE MAE POOL FN 05/48 FIXED VAR 3140J8SY0 639475.06 PA USD 576905.81 0.3028599239 Long ABS-MBS USGSE US N 2 2048-05-01 Fixed 3.500000000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 FANNIE MAE POOL FN 10/52 FIXED 5 3140N3AR0 651204.08 PA USD 635278.3 0.3335039001 Long ABS-MBS USGSE US N 2 2052-10-01 Fixed 5.000000000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 FANNIE MAE POOL FN 09/50 FIXED 2.5 3140QEXU1 2432601.16 PA USD 2045789.36 1.0739840008 Long ABS-MBS USGSE US N 2 2050-09-01 Fixed 2.500000000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 FANNIE MAE POOL FN 10/50 FIXED VAR 3140X7Y37 874700.47 PA USD 737799.7 0.3873248581 Long ABS-MBS USGSE US N 2 2050-10-01 Fixed 2.500000000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 FANNIE MAE POOL FN 03/52 FIXED VAR 3140XGKX6 2260672.78 PA USD 2041597.31 1.0717832881 Long ABS-MBS USGSE US N 2 2052-03-01 Fixed 3.500000000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 FANNIE MAE POOL FN 10/52 FIXED VAR 3140XJJK0 654853.06 PA USD 638838.04 0.3353726671 Long ABS-MBS USGSE US N 2 2052-10-01 Fixed 5.000000000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 FANNIE MAE POOL FN 11/37 FIXED VAR 3140XJVC4 784022.36 PA USD 764256.06 0.4012137305 Long ABS-MBS USGSE US N 2 2037-11-01 Fixed 4.500000000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 FANNIE MAE POOL FN 05/53 FIXED VAR 3140XLFY9 685627.8 PA USD 682184.03 0.3581281378 Long ABS-MBS USGSE US N 2 2053-05-01 Fixed 5.500000000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 FANNIE MAE POOL FN 09/40 FIXED VAR 31419ANB9 736981.2 PA USD 699454.19 0.3671945040 Long ABS-MBS USGSE US N 2 2040-09-01 Fixed 4.000000000000 N N N N N N SEASONED CREDIT RISK TRANSFER SCRT 2019 1 MA N/A SEASONED CREDIT RISK TRANSFER SCRT 2019 1 MA 35563PJF7 688597.96 PA USD 641055.85 0.3365369573 Long ABS-MBS CORP US N 2 2058-07-25 Fixed 3.500000000000 N N N N N N United States Treasury Note/Bond N/A UNITED STATES TREASURY NOTE/BO 08/33 3.875 91282CHT1 3339000 PA USD 3279524.06 1.7216613008 Long DBT UST US N 2 2033-08-15 Fixed 3.875000000000 N N N N N N 2023-12-04 John Hancock Bond Trust /s/Salvatore Schiavone Salvatore Schiavone Treasurer XXXX