# EDGAR Filing Document

**Accession Number:** 0001478482
**File Stem:** 0001145549-23-020308
**Filing Date:** 2023-3
**Character Count:** 171049
**Document Hash:** 8ecf0dd030264d503fa66aa6d9d54caa
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001145549-23-020308.hdr.sgml**: 20230330

**ACCESSION NUMBER**: 0001145549-23-020308

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 3

**CONFORMED PERIOD OF REPORT**: 20230131

**FILED AS OF DATE**: 20230330

**DATE AS OF CHANGE**: 20230330

**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:** 23779027

**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

## Series and Classes Contracts Data

### John Hancock Mortgage-Backed Securities ETF (Series ID: S000072179)

| Class ID   | Class Name                                  | Ticker Symbol   |
|:---|:---|:---|
| C000227987 | John Hancock Mortgage-Backed Securities ETF | JHMB            |

## Nport-Ex

## John Hancock

## ETFs
Quarterly portfolio holdings 1/31/2023

![](imgbd95f7541.gif)

------

Funds' investments

#### CORPORATE BOND ETF

------

#### As of 1-31-23 (unaudited)

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | &nbsp;&nbsp;**Rate (%)** | &nbsp;&nbsp;**Maturity date** | **Par value^** | **Value** |
| **Corporate bonds 98.4%** | **Corporate bonds 98.4%** | **Corporate bonds 98.4%** |  | **$18899046** |
| (Cost $21,194,788) |  |  |  |  |
| **Communication services 9.1%** | **Communication services 9.1%** | **Communication services 9.1%** |  | &nbsp;&nbsp;&nbsp;**1750487** |
| **Diversified telecommunication services 2.7%** | **Diversified telecommunication services 2.7%** | **Diversified telecommunication services 2.7%** |  |  |
| AT&T, Inc. | &nbsp;&nbsp;3.500 | &nbsp;&nbsp;06-01-41 | 321000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;257705 |
| Verizon Communications, Inc. | &nbsp;&nbsp;2.650 | &nbsp;&nbsp;11-20-40 | 372000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;268686 |
| **Entertainment 1.6%** | **Entertainment 1.6%** | **Entertainment 1.6%** |  |  |
| TWDC Enterprises 18 Corp. | &nbsp;&nbsp;4.125 | &nbsp;&nbsp;12-01-41 | 228000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;208742 |
| WarnerMedia Holdings, Inc. (A) | &nbsp;&nbsp;4.279 | &nbsp;&nbsp;03-15-32 | 106000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;94335 |
| **Media 3.8%** | **Media 3.8%** | **Media 3.8%** |  |  |
| Charter Communications Operating LLC | &nbsp;&nbsp;3.500 | &nbsp;&nbsp;06-01-41 | 472000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;331718 |
| Comcast Corp. | &nbsp;&nbsp;3.750 | &nbsp;&nbsp;04-01-40 | 450000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;397664 |
| **Wireless telecommunication services 1.0%** | **Wireless telecommunication services 1.0%** | **Wireless telecommunication services 1.0%** |  |  |
| T-Mobile USA, Inc. | &nbsp;&nbsp;4.500 | &nbsp;&nbsp;04-15-50 | 217000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;191637 |
| **Consumer discretionary 7.7%** | **Consumer discretionary 7.7%** | **Consumer discretionary 7.7%** |  | &nbsp;&nbsp;&nbsp;**1470488** |
| **Automobiles 3.7%** | **Automobiles 3.7%** | **Automobiles 3.7%** |  |  |
| General Motors Financial Company, Inc. | &nbsp;&nbsp;2.700 | &nbsp;&nbsp;08-20-27 | 326000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;292710 |
| Hyundai Capital America (A) | &nbsp;&nbsp;0.800 | &nbsp;&nbsp;01-08-24 | 226000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;216856 |
| Nissan Motor Acceptance Company LLC (A) | &nbsp;&nbsp;2.000 | &nbsp;&nbsp;03-09-26 | 212000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;187991 |
| **Hotels, restaurants and leisure 3.0%** | **Hotels, restaurants and leisure 3.0%** | **Hotels, restaurants and leisure 3.0%** |  |  |
| Expedia Group, Inc. | &nbsp;&nbsp;3.250 | &nbsp;&nbsp;02-15-30 | 338000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;297126 |
| Marriott International, Inc. | &nbsp;&nbsp;4.625 | &nbsp;&nbsp;06-15-30 | 292000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;284821 |
| **Specialty retail 1.0%** | **Specialty retail 1.0%** | **Specialty retail 1.0%** |  |  |
| The Home Depot, Inc. | &nbsp;&nbsp;3.625 | &nbsp;&nbsp;04-15-52 | 229000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;190984 |
| **Consumer staples 1.1%** | **Consumer staples 1.1%** | **Consumer staples 1.1%** |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**220104** |
| **Beverages 0.6%** | **Beverages 0.6%** | **Beverages 0.6%** |  |  |
| Anheuser-Busch InBev Worldwide, Inc. | &nbsp;&nbsp;4.600 | &nbsp;&nbsp;04-15-48 | 120000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;113523 |
| **Food products 0.5%** | **Food products 0.5%** | **Food products 0.5%** |  |  |
| Kraft Heinz Foods Company | &nbsp;&nbsp;5.200 | &nbsp;&nbsp;07-15-45 | 109000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;106581 |
| **Energy 10.5%** | **Energy 10.5%** | **Energy 10.5%** |  | &nbsp;&nbsp;&nbsp;**2024671** |
| **Oil, gas and consumable fuels 10.5%** | **Oil, gas and consumable fuels 10.5%** | **Oil, gas and consumable fuels 10.5%** |  |  |
| Aker BP ASA (A) | &nbsp;&nbsp;3.750 | &nbsp;&nbsp;01-15-30 | 338000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;306293 |
| Cenovus Energy, Inc. | &nbsp;&nbsp;5.400 | &nbsp;&nbsp;06-15-47 | 226000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;218162 |
| Enbridge, Inc. (5.750% to 4-15-30, then 5 Year CMT + 5.314%) | &nbsp;&nbsp;5.750 | &nbsp;&nbsp;07-15-80 | 316000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;299028 |
| Energy Transfer LP | &nbsp;&nbsp;5.250 | &nbsp;&nbsp;04-15-29 | 226000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;228114 |
| Kinder Morgan, Inc. | &nbsp;&nbsp;3.600 | &nbsp;&nbsp;02-15-51 | 98000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;72561 |
| MPLX LP | &nbsp;&nbsp;4.500 | &nbsp;&nbsp;04-15-38 | 226000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;205301 |
| Sabine Pass Liquefaction LLC | &nbsp;&nbsp;5.750 | &nbsp;&nbsp;05-15-24 | 304000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;305746 |
| Targa Resources Partners LP | &nbsp;&nbsp;4.875 | &nbsp;&nbsp;02-01-31 | 212000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;198183 |
| The Williams Companies, Inc. | &nbsp;&nbsp;2.600 | &nbsp;&nbsp;03-15-31 | 226000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;191283 |
| **Financials 36.3%** | **Financials 36.3%** | **Financials 36.3%** |  | &nbsp;&nbsp;&nbsp;**6967185** |
| **Banks 22.2%** | **Banks 22.2%** | **Banks 22.2%** |  |  |
| Bank of America Corp. (2.592% to 4-29-30, then SOFR + 2.150%) | &nbsp;&nbsp;2.592 | &nbsp;&nbsp;04-29-31 | 552000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;472091 |
| Bank of America Corp. (2.972% to 7-21-51, then SOFR + 1.560%) | &nbsp;&nbsp;2.972 | &nbsp;&nbsp;07-21-52 | 185000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;130442 |
| Barclays PLC | &nbsp;&nbsp;4.375 | &nbsp;&nbsp;01-12-26 | 450000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;440916 |
| Citigroup, Inc. (2.976% to 11-5-29, then SOFR + 1.422%) | &nbsp;&nbsp;2.976 | &nbsp;&nbsp;11-05-30 | 450000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;395742 |
| Citizens Financial Group, Inc. | &nbsp;&nbsp;3.250 | &nbsp;&nbsp;04-30-30 | 450000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;405951 |
| Credit Agricole SA (A) | &nbsp;&nbsp;3.250 | &nbsp;&nbsp;01-14-30 | 282000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;243577 |
| JPMorgan Chase & Co. (2.739% to 10-15-29, then SOFR + 1.510%) | &nbsp;&nbsp;2.739 | &nbsp;&nbsp;10-15-30 | 496000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;433510 |
| JPMorgan Chase & Co. (6.750% to 2-1-24, then 3 month LIBOR + 3.780%) (B) | &nbsp;&nbsp;6.750 | &nbsp;&nbsp;02-01-24 | 180000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;181814 |

---

2 JOHN HANCOCK ETFS \| QUARTERLY REPORT SEE NOTES TO FUNDS' INVESTMENTS

------

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | &nbsp;&nbsp;**Rate (%)** | &nbsp;&nbsp;**Maturity date** | **Par value^** | **Value** |
| **Financials (continued)** | **Financials (continued)** | **Financials (continued)** |  |  |
| **Banks (continued)** | **Banks (continued)** | **Banks (continued)** |  |  |
| Lloyds Banking Group PLC | &nbsp;&nbsp;4.450 | &nbsp;&nbsp;05-08-25 | 450000 | &nbsp;&nbsp;&nbsp;$443856 |
| Santander Holdings USA, Inc. | &nbsp;&nbsp;4.400 | &nbsp;&nbsp;07-13-27 | 450000 | &nbsp;&nbsp;&nbsp;&nbsp;437728 |
| U.S. Bancorp (5.727% to 10-21-25, then SOFR + 1.430%) | &nbsp;&nbsp;5.727 | &nbsp;&nbsp;10-21-26 | 265000 | &nbsp;&nbsp;&nbsp;&nbsp;272284 |
| Wells Fargo & Company (2.879% to 10-30-29, then 3 month CME Term SOFR + 1.432%) | &nbsp;&nbsp;2.879 | &nbsp;&nbsp;10-30-30 | 450000 | &nbsp;&nbsp;&nbsp;&nbsp;398247 |
| **Capital markets 8.8%** | **Capital markets 8.8%** | **Capital markets 8.8%** |  |  |
| Ares Capital Corp. | &nbsp;&nbsp;3.875 | &nbsp;&nbsp;01-15-26 | 226000 | &nbsp;&nbsp;&nbsp;&nbsp;212590 |
| Blackstone Private Credit Fund | &nbsp;&nbsp;2.350 | &nbsp;&nbsp;11-22-24 | 241000 | &nbsp;&nbsp;&nbsp;&nbsp;225610 |
| Deutsche Bank AG (2.311% to 11-16-26, then SOFR + 1.219%) | &nbsp;&nbsp;2.311 | &nbsp;&nbsp;11-16-27 | 226000 | &nbsp;&nbsp;&nbsp;&nbsp;199744 |
| Morgan Stanley (4.431% to 1-23-29, then 3 month LIBOR + 1.628%) | &nbsp;&nbsp;4.431 | &nbsp;&nbsp;01-23-30 | 396000 | &nbsp;&nbsp;&nbsp;&nbsp;385895 |
| The Bank of New York Mellon Corp. (4.414% to 7-24-25, then SOFR + 1.345%) | &nbsp;&nbsp;4.414 | &nbsp;&nbsp;07-24-26 | 272000 | &nbsp;&nbsp;&nbsp;&nbsp;270121 |
| The Goldman Sachs Group, Inc. (1.431% to 3-9-26, then SOFR + 0.798%) | &nbsp;&nbsp;1.431 | &nbsp;&nbsp;03-09-27 | 450000 | &nbsp;&nbsp;&nbsp;&nbsp;403212 |
| **Consumer finance 2.2%** | **Consumer finance 2.2%** | **Consumer finance 2.2%** |  |  |
| Ally Financial, Inc. | &nbsp;&nbsp;3.875 | &nbsp;&nbsp;05-21-24 | 436000 | &nbsp;&nbsp;&nbsp;&nbsp;427263 |
| **Insurance 3.1%** | **Insurance 3.1%** | **Insurance 3.1%** |  |  |
| Athene Global Funding (A) | &nbsp;&nbsp;1.450 | &nbsp;&nbsp;01-08-26 | 212000 | &nbsp;&nbsp;&nbsp;&nbsp;188755 |
| Prudential Financial, Inc. (3.700% to 7-1-30, then 5 Year CMT + 3.035%) | &nbsp;&nbsp;3.700 | &nbsp;&nbsp;10-01-50 | 226000 | &nbsp;&nbsp;&nbsp;&nbsp;194572 |
| Teachers Insurance & Annuity Association of America (A) | &nbsp;&nbsp;4.270 | &nbsp;&nbsp;05-15-47 | 226000 | &nbsp;&nbsp;&nbsp;&nbsp;203265 |
| **Health care 5.8%** | **Health care 5.8%** | **Health care 5.8%** |  | **1119664** |
| **Biotechnology 0.9%** | **Biotechnology 0.9%** | **Biotechnology 0.9%** |  |  |
| AbbVie, Inc. | &nbsp;&nbsp;4.250 | &nbsp;&nbsp;11-21-49 | 197000 | &nbsp;&nbsp;&nbsp;&nbsp;176347 |
| **Health care providers and services 3.1%** | **Health care providers and services 3.1%** | **Health care providers and services 3.1%** |  |  |
| HCA, Inc. | &nbsp;&nbsp;4.125 | &nbsp;&nbsp;06-15-29 | 226000 | &nbsp;&nbsp;&nbsp;&nbsp;214818 |
| UnitedHealth Group, Inc. | &nbsp;&nbsp;3.500 | &nbsp;&nbsp;08-15-39 | 217000 | &nbsp;&nbsp;&nbsp;&nbsp;188530 |
| Universal Health Services, Inc. | &nbsp;&nbsp;2.650 | &nbsp;&nbsp;10-15-30 | 226000 | &nbsp;&nbsp;&nbsp;&nbsp;190539 |
| **Pharmaceuticals 1.8%** | **Pharmaceuticals 1.8%** | **Pharmaceuticals 1.8%** |  |  |
| Bristol-Myers Squibb Company | &nbsp;&nbsp;3.700 | &nbsp;&nbsp;03-15-52 | 228000 | &nbsp;&nbsp;&nbsp;&nbsp;192779 |
| Viatris, Inc. | &nbsp;&nbsp;4.000 | &nbsp;&nbsp;06-22-50 | 226000 | &nbsp;&nbsp;&nbsp;&nbsp;156651 |
| **Industrials 5.1%** | **Industrials 5.1%** | **Industrials 5.1%** |  | &nbsp;&nbsp;&nbsp;**971984** |
| **Aerospace and defense 0.9%** | **Aerospace and defense 0.9%** | **Aerospace and defense 0.9%** |  |  |
| The Boeing Company | &nbsp;&nbsp;3.750 | &nbsp;&nbsp;02-01-50 | 236000 | &nbsp;&nbsp;&nbsp;&nbsp;181539 |
| **Airlines 2.2%** | **Airlines 2.2%** | **Airlines 2.2%** |  |  |
| Delta Air Lines, Inc. (A) | &nbsp;&nbsp;4.750 | &nbsp;&nbsp;10-20-28 | 226000 | &nbsp;&nbsp;&nbsp;&nbsp;220194 |
| United Airlines 2020-1 Class A Pass Through Trust | &nbsp;&nbsp;5.875 | &nbsp;&nbsp;10-15-27 | 192824 | &nbsp;&nbsp;&nbsp;&nbsp;192824 |
| **Trading companies and distributors 2.0%** | **Trading companies and distributors 2.0%** | **Trading companies and distributors 2.0%** |  |  |
| AerCap Ireland Capital DAC | &nbsp;&nbsp;3.850 | &nbsp;&nbsp;10-29-41 | 212000 | &nbsp;&nbsp;&nbsp;&nbsp;165389 |
| Air Lease Corp. | &nbsp;&nbsp;2.875 | &nbsp;&nbsp;01-15-26 | 226000 | &nbsp;&nbsp;&nbsp;&nbsp;212038 |
| **Information technology 10.6%** | **Information technology 10.6%** | **Information technology 10.6%** |  | **2031668** |
| **Communications equipment 0.6%** | **Communications equipment 0.6%** | **Communications equipment 0.6%** |  |  |
| Motorola Solutions, Inc. | &nbsp;&nbsp;2.300 | &nbsp;&nbsp;11-15-30 | 141000 | &nbsp;&nbsp;&nbsp;&nbsp;114094 |
| **IT services 0.9%** | **IT services 0.9%** | **IT services 0.9%** |  |  |
| Visa, Inc. | &nbsp;&nbsp;2.700 | &nbsp;&nbsp;04-15-40 | 226000 | &nbsp;&nbsp;&nbsp;&nbsp;180677 |
| **Semiconductors and semiconductor equipment 3.9%** | **Semiconductors and semiconductor equipment 3.9%** | **Semiconductors and semiconductor equipment 3.9%** |  |  |
| Broadcom Corp. | &nbsp;&nbsp;3.625 | &nbsp;&nbsp;01-15-24 | 219000 | &nbsp;&nbsp;&nbsp;&nbsp;215906 |
| Micron Technology, Inc. | &nbsp;&nbsp;4.185 | &nbsp;&nbsp;02-15-27 | 226000 | &nbsp;&nbsp;&nbsp;&nbsp;220306 |
| NVIDIA Corp. | &nbsp;&nbsp;2.850 | &nbsp;&nbsp;04-01-30 | 338000 | &nbsp;&nbsp;&nbsp;&nbsp;307213 |
| **Software 2.7%** | **Software 2.7%** | **Software 2.7%** |  |  |
| Microsoft Corp. | &nbsp;&nbsp;2.525 | &nbsp;&nbsp;06-01-50 | 484000 | &nbsp;&nbsp;&nbsp;&nbsp;344905 |
| Oracle Corp. | &nbsp;&nbsp;3.950 | &nbsp;&nbsp;03-25-51 | 214000 | &nbsp;&nbsp;&nbsp;&nbsp;166332 |

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SEE NOTES TO FUNDS' INVESTMENTS QUARTERLY REPORT \| JOHN HANCOCK ETFS 3

------

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | &nbsp;&nbsp;**Rate (%)** | &nbsp;&nbsp;**Maturity date** | **Par value^** | **Value** |
| **Information technology (continued)** | **Information technology (continued)** | **Information technology (continued)** |  |  |
| **Technology hardware, storage and peripherals 2.5%** | **Technology hardware, storage and peripherals 2.5%** | **Technology hardware, storage and peripherals 2.5%** |  |  |
| Apple, Inc. | &nbsp;&nbsp;2.700 | &nbsp;&nbsp;08-05-51 | 450000 | &nbsp;&nbsp;&nbsp;$319948 |
| Dell International LLC (A) | &nbsp;&nbsp;3.450 | &nbsp;&nbsp;12-15-51 | 168000 | &nbsp;&nbsp;&nbsp;&nbsp;111595 |
| Dell International LLC | &nbsp;&nbsp;8.350 | &nbsp;&nbsp;07-15-46 | 42000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;50692 |
| **Materials 3.2%** | **Materials 3.2%** | **Materials 3.2%** |  | &nbsp;&nbsp;&nbsp;**612727** |
| **Chemicals 1.0%** | **Chemicals 1.0%** | **Chemicals 1.0%** |  |  |
| Braskem Netherlands Finance BV (A) | &nbsp;&nbsp;4.500 | &nbsp;&nbsp;01-31-30 | 212000 | &nbsp;&nbsp;&nbsp;&nbsp;186660 |
| **Construction materials 1.1%** | **Construction materials 1.1%** | **Construction materials 1.1%** |  |  |
| Vulcan Materials Company | &nbsp;&nbsp;3.500 | &nbsp;&nbsp;06-01-30 | 226000 | &nbsp;&nbsp;&nbsp;&nbsp;206508 |
| **Metals and mining 1.1%** | **Metals and mining 1.1%** | **Metals and mining 1.1%** |  |  |
| Freeport-McMoRan, Inc. | &nbsp;&nbsp;5.450 | &nbsp;&nbsp;03-15-43 | 226000 | &nbsp;&nbsp;&nbsp;&nbsp;219559 |
| **Real estate 3.7%** | **Real estate 3.7%** | **Real estate 3.7%** |  | &nbsp;&nbsp;&nbsp;**708470** |
| **Equity real estate investment trusts 3.7%** | **Equity real estate investment trusts 3.7%** | **Equity real estate investment trusts 3.7%** |  |  |
| American Tower Corp. | &nbsp;&nbsp;2.950 | &nbsp;&nbsp;01-15-51 | 286000 | &nbsp;&nbsp;&nbsp;&nbsp;188363 |
| GLP Capital LP | &nbsp;&nbsp;5.375 | &nbsp;&nbsp;04-15-26 | 226000 | &nbsp;&nbsp;&nbsp;&nbsp;225769 |
| Host Hotels & Resorts LP | &nbsp;&nbsp;3.375 | &nbsp;&nbsp;12-15-29 | 338000 | &nbsp;&nbsp;&nbsp;&nbsp;294338 |
| **Utilities 5.3%** | **Utilities 5.3%** | **Utilities 5.3%** |  | **1021598** |
| **Electric utilities 4.1%** | **Electric utilities 4.1%** | **Electric utilities 4.1%** |  |  |
| NextEra Energy Capital Holdings, Inc. | &nbsp;&nbsp;2.750 | &nbsp;&nbsp;11-01-29 | 282000 | &nbsp;&nbsp;&nbsp;&nbsp;250776 |
| NRG Energy, Inc. (A) | &nbsp;&nbsp;4.450 | &nbsp;&nbsp;06-15-29 | 304000 | &nbsp;&nbsp;&nbsp;&nbsp;278195 |
| Vistra Operations Company LLC (A) | &nbsp;&nbsp;4.300 | &nbsp;&nbsp;07-15-29 | 282000 | &nbsp;&nbsp;&nbsp;&nbsp;260692 |
| **Multi-utilities 1.2%** | **Multi-utilities 1.2%** | **Multi-utilities 1.2%** |  |  |
| CenterPoint Energy Resources Corp. | &nbsp;&nbsp;1.750 | &nbsp;&nbsp;10-01-30 | 282000 | &nbsp;&nbsp;&nbsp;&nbsp;231935 |

---

---

| | | | |
|:---|:---|:---|:---|
|  | &nbsp;&nbsp;**Yield (%)** | **Shares** | **Value** |
| **Short-term investments 0.9%** |  |  | **$176280** |
| (Cost $176,241) |  |  |  |
| **Short-term funds 0.9%** |  |  | &nbsp;&nbsp;&nbsp;**176280** |
| John Hancock Collateral Trust (C) | &nbsp;&nbsp;4.3787(D) | 17632 | &nbsp;&nbsp;&nbsp;176280 |

---

---

| | |
|:---|:---|
| **Total investments (Cost $21,371,029) 99.3%** | **$19075326** |
| **Other assets and liabilities, net 0.7%** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**132111** |
| **Total net assets 100.0%** | **$19207437** |

---

---

| | |
|:---|:---|
| The percentage shown for each investment category is the total value of the category as a percentage of the net assets of the fund. | 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. | ^All par values are denominated in U.S. dollars unless otherwise indicated. |
| **Security Abbreviations and Legend** | **Security Abbreviations and Legend** |
| CME | Chicago Mercantile Exchange |
| CMT | Constant Maturity Treasury |
| LIBOR | London Interbank Offered Rate |
| SOFR | Secured Overnight Financing Rate |
| (A) | These securities are exempt from registration under Rule 144A of the Securities Act of 1933. Such securities may be resold, normally to qualified institutional buyers, in transactions exempt from registration. Rule 144A securities amounted to $2,498,408 or 13.0% of the fund's net assets as of 1-31-23. |
| (B) | Perpetual bonds have no stated maturity date. Date shown as maturity date is next call date. |
| (C) | Investment is an affiliate of the fund, the advisor and/or subadvisor. |
| (D) | The rate shown is the annualized seven-day yield as of 1-31-23. |

---

The fund had the following country composition as a percentage of net assets on 1-31-23:

---

| | |
|:---|:---|
| United States | &nbsp;&nbsp;&nbsp;&nbsp;86.9% |
| United Kingdom | &nbsp;&nbsp;&nbsp;&nbsp;4.6% |

---

4 JOHN HANCOCK ETFS \| QUARTERLY REPORT SEE NOTES TO FUNDS' INVESTMENTS

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---

| | |
|:---|:---|
| Canada | &nbsp;&nbsp;&nbsp;&nbsp;2.7% |
| Norway | &nbsp;&nbsp;&nbsp;&nbsp;1.6% |
| France | &nbsp;&nbsp;&nbsp;&nbsp;1.3% |
| Germany | &nbsp;&nbsp;&nbsp;&nbsp;1.0% |
| Netherlands | &nbsp;&nbsp;&nbsp;&nbsp;1.0% |
| Other countries | &nbsp;&nbsp;&nbsp;&nbsp;0.9% |
| **TOTAL** | **100.0%** |

---

#### INTERNATIONAL HIGH DIVIDEND ETF

------

#### As of 1-31-23 (unaudited)

---

| | | |
|:---|:---|:---|
|  | **Shares** | **Value** |
| **Common stocks 96.4%** |  | **$5256593** |
| (Cost $4,800,265) |  |  |
| **Australia 7.6%** |  | **414835** |
| BHP Group, Ltd. | 3100 | 107866 |
| Fortescue Metals Group, Ltd. | 6240 | 97790 |
| South32, Ltd. | 33280 | 106466 |
| Woodside Energy Group, Ltd. | 4020 | 102713 |
| **Belgium 2.0%** |  | **111194** |
| Solvay SA | 960 | 111194 |
| **Canada 2.4%** |  | **130138** |
| Power Corp. of Canada | 2760 | 74649 |
| West Fraser Timber Company, Ltd. | 640 | 55489 |
| **France 6.2%** |  | **340206** |
| Klepierre SA (A) | 4160 | 105088 |
| LVMH Moet Hennessy Louis Vuitton SE | 40 | 34754 |
| Publicis Groupe SA | 1520 | 106873 |
| Sanofi | 960 | 93491 |
| **Germany 8.2%** |  | **446614** |
| BASF SE | 1900 | 108127 |
| Bayerische Motoren Werke AG | 1120 | 113403 |
| Deutsche Telekom AG | 3060 | 67962 |
| Fresenius SE & Company KGaA | 1600 | 46101 |
| Mercedes-Benz Group AG | 1500 | 111021 |
| **Hong Kong 7.2%** |  | **392882** |
| CK Hutchison Holdings, Ltd. | 20000 | 127063 |
| Hongkong Land Holdings, Ltd. | 14000 | 68180 |
| Jardine Matheson Holdings, Ltd. | 2000 | 106040 |
| Swire Pacific, Ltd., Class A | 10000 | 91599 |
| **Israel 0.8%** |  | **43955** |
| ICL Group, Ltd. | 5584 | 43955 |
| **Italy 5.6%** |  | **306590** |
| Assicurazioni Generali SpA | 5020 | 97590 |
| Eni SpA | 6760 | 103782 |
| Poste Italiane SpA (B) | 9900 | 105218 |
| **Japan 21.6%** |  | **1174180** |
| Daiwa House Industry Company, Ltd. | 2000 | 47845 |
| FUJIFILM Holdings Corp. | 2000 | 105133 |
| ITOCHU Corp. | 2000 | 64332 |
| JFE Holdings, Inc. | 8000 | 105010 |
| Komatsu, Ltd. | 2000 | 48522 |
| Marubeni Corp. | 8000 | 97597 |

---

SEE NOTES TO FUNDS' INVESTMENTS QUARTERLY REPORT \| JOHN HANCOCK ETFS 5

------

---

| | | |
|:---|:---|:---|
|  | **Shares** | **Value** |
| **Japan (continued)** |  |  |
| Mitsubishi Corp. | 2000 | $66685 |
| Mitsui & Company, Ltd. | 4000 | 117498 |
| Nippon Steel Corp. | 6000 | 124342 |
| Ricoh Company, Ltd. | 6000 | 46369 |
| Seiko Epson Corp. | 4000 | 61732 |
| Sumitomo Corp. | 6000 | 107178 |
| Toyota Tsusho Corp. | 2000 | 83971 |
| Yamaha Motor Company, Ltd. | 4000 | 97966 |
| **Luxembourg 1.8%** |  | **97612** |
| Aroundtown SA | 35260 | 97612 |
| **Netherlands 3.9%** |  | **212872** |
| ABN AMRO Bank NV (B) | 5180 | 85567 |
| ASML Holding NV | 80 | 52356 |
| Koninklijke Ahold Delhaize NV | 2520 | 74949 |
| **Norway 1.6%** |  | **86065** |
| Norsk Hydro ASA | 10700 | 86065 |
| **Singapore 3.3%** |  | **178887** |
| Oversea-Chinese Banking Corp., Ltd. | 10000 | 98376 |
| Wilmar International, Ltd. | 26000 | 80511 |
| **Spain 5.8%** |  | **318174** |
| CaixaBank SA | 25340 | 111926 |
| Endesa SA | 5100 | 101195 |
| Telefonica SA | 27740 | 105053 |
| **Sweden 0.9%** |  | **49243** |
| Atlas Copco AB, A Shares | 4180 | 49243 |
| **Switzerland 2.0%** |  | **110563** |
| Adecco Group AG | 3000 | 110563 |
| **United Kingdom 15.5%** |  | **842583** |
| Barclays PLC | 44520 | 101856 |
| BP PLC | 8240 | 49590 |
| British American Tobacco PLC | 2286 | 87131 |
| GSK PLC | 5600 | 98131 |
| Imperial Brands PLC | 3406 | 85162 |
| J Sainsbury PLC | 36680 | 118582 |
| Land Securities Group PLC | 11480 | 100118 |
| Standard Chartered PLC | 9580 | 80104 |
| Tesco PLC | 20840 | 63088 |
| The British Land Company PLC | 10800 | 58821 |
| **Preferred securities 3.5%** |  | **$187708** |
| (Cost $179,088) |  |  |
| **Germany 3.5%** |  | **187708** |
| Henkel AG & Company KGaA | 1220 | 86654 |
| Volkswagen AG | 733 | 101054 |

---

6 JOHN HANCOCK ETFS \| QUARTERLY REPORT SEE NOTES TO FUNDS' INVESTMENTS

------

---

| | | | |
|:---|:---|:---|:---|
|  | &nbsp;&nbsp;**Yield (%)** | **Shares** | **Value** |
| **Short-term investments 0.0%** |  |  | **$3132** |
| (Cost $3,132) |  |  |  |
| **Short-term funds 0.0%** |  |  | **3132** |
| John Hancock Collateral Trust (C) | &nbsp;&nbsp;4.3787(D) | 313 | 3132 |

---

---

| | |
|:---|:---|
| **Total investments (Cost $4,982,485) 99.9%** | **$5447433** |
| **Other assets and liabilities, net 0.1%** | **3113** |
| **Total net assets 100.0%** | **$5450546** |

---

---

| | |
|:---|:---|
| The percentage shown for each investment category is the total value of the category as a percentage of the net assets of the fund. | 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** | **Security Abbreviations and Legend** |
| (A) | Non-income producing security. |
| (B) | These securities are exempt from registration under Rule 144A of the Securities Act of 1933. Such securities may be resold, normally to qualified institutional buyers, in transactions exempt from registration. |
| (C) | Investment is an affiliate of the fund, the advisor and/or subadvisor. |
| (D) | The rate shown is the annualized seven-day yield as of 1-31-23. |

---

The fund had the following sector composition as a percentage of net assets on 1-31-23:

---

| | |
|:---|:---|
| Industrials | &nbsp;&nbsp;&nbsp;&nbsp;17.9% |
| Materials | &nbsp;&nbsp;&nbsp;&nbsp;17.4% |
| Financials | &nbsp;&nbsp;&nbsp;&nbsp;13.9% |
| Consumer staples | &nbsp;&nbsp;&nbsp;&nbsp;10.9% |
| Real estate | &nbsp;&nbsp;&nbsp;&nbsp;10.4% |
| Consumer discretionary | &nbsp;&nbsp;&nbsp;&nbsp;8.4% |
| Communication services | &nbsp;&nbsp;&nbsp;&nbsp;5.1% |
| Information technology | &nbsp;&nbsp;&nbsp;&nbsp;4.9% |
| Energy | &nbsp;&nbsp;&nbsp;&nbsp;4.7% |
| Health care | &nbsp;&nbsp;&nbsp;&nbsp;4.4% |
| Utilities | &nbsp;&nbsp;&nbsp;&nbsp;1.9% |
| Short-term investments and other | &nbsp;&nbsp;&nbsp;&nbsp;0.1% |
| **TOTAL** | **100.0%** |

---

#### MORTGAGE-BACKED SECURITIES ETF

------

#### As of 1-31-23 (unaudited)

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | &nbsp;&nbsp;**Rate (%)** | &nbsp;&nbsp;**Maturity date** | **Par value^** | **Value** |
| **U.S. Government and Agency obligations 46.7%** | **U.S. Government and Agency obligations 46.7%** |  |  | **$11475810** |
| (Cost $12,879,303) |  |  |  |  |
| **U.S. Government 1.1%** | **U.S. Government 1.1%** |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**263234** |
| U.S. Treasury |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Bond | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;08-15-52 | &nbsp;&nbsp;&nbsp;&nbsp;100000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;88484 |
| &nbsp;&nbsp;&nbsp;&nbsp;Bond | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.375 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;08-15-42 | &nbsp;&nbsp;&nbsp;&nbsp;100000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;94547 |
| &nbsp;&nbsp;&nbsp;&nbsp;Bond | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11-15-52 | &nbsp;&nbsp;&nbsp;&nbsp;75000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;80203 |
| **U.S. Government Agency 45.6%** | **U.S. Government Agency 45.6%** |  |  | &nbsp;&nbsp;**11212576** |
| Federal Home Loan Mortgage Corp. |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;30 Yr Pass Thru | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;09-01-51 | &nbsp;&nbsp;&nbsp;&nbsp;179112 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;158325 |
| &nbsp;&nbsp;&nbsp;&nbsp;30 Yr Pass Thru | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;01-01-52 | &nbsp;&nbsp;&nbsp;&nbsp;261906 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;231509 |
| &nbsp;&nbsp;&nbsp;&nbsp;30 Yr Pass Thru | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;05-01-51 | &nbsp;&nbsp;&nbsp;&nbsp;275442 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;253686 |
| &nbsp;&nbsp;&nbsp;&nbsp;30 Yr Pass Thru | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;06-01-51 | &nbsp;&nbsp;&nbsp;&nbsp;245493 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;223954 |
| &nbsp;&nbsp;&nbsp;&nbsp;30 Yr Pass Thru | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;02-01-52 | &nbsp;&nbsp;&nbsp;&nbsp;299557 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;273227 |
| &nbsp;&nbsp;&nbsp;&nbsp;30 Yr Pass Thru | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;09-01-47 | &nbsp;&nbsp;&nbsp;&nbsp;352725 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;336852 |
| &nbsp;&nbsp;&nbsp;&nbsp;30 Yr Pass Thru | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10-01-52 | &nbsp;&nbsp;&nbsp;&nbsp;323993 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;314312 |
| Federal National Mortgage Association |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;30 Yr Pass Thru | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;07-01-51 | &nbsp;&nbsp;&nbsp;&nbsp;295139 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;251338 |
| &nbsp;&nbsp;&nbsp;&nbsp;30 Yr Pass Thru | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;08-01-51 | &nbsp;&nbsp;&nbsp;&nbsp;532309 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;452977 |
| &nbsp;&nbsp;&nbsp;&nbsp;30 Yr Pass Thru | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;08-01-51 | &nbsp;&nbsp;&nbsp;&nbsp;389831 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;331124 |
| &nbsp;&nbsp;&nbsp;&nbsp;30 Yr Pass Thru | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;09-01-51 | &nbsp;&nbsp;&nbsp;&nbsp;554849 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;471811 |

---

SEE NOTES TO FUNDS' INVESTMENTS QUARTERLY REPORT \| JOHN HANCOCK ETFS 7

------

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | &nbsp;&nbsp;**Rate (%)** | &nbsp;&nbsp;**Maturity date** | **Par value^** | **Value** |
| **U.S. Government Agency (continued)** | **U.S. Government Agency (continued)** |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;30 Yr Pass Thru | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;04-01-51 | &nbsp;&nbsp;&nbsp;&nbsp;261797 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$229654 |
| &nbsp;&nbsp;&nbsp;&nbsp;30 Yr Pass Thru | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;07-01-51 | &nbsp;&nbsp;&nbsp;&nbsp;299612 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;265448 |
| &nbsp;&nbsp;&nbsp;&nbsp;30 Yr Pass Thru | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;08-01-51 | &nbsp;&nbsp;&nbsp;&nbsp;514450 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;454181 |
| &nbsp;&nbsp;&nbsp;&nbsp;30 Yr Pass Thru | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;08-01-51 | &nbsp;&nbsp;&nbsp;&nbsp;560024 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;494590 |
| &nbsp;&nbsp;&nbsp;&nbsp;30 Yr Pass Thru | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;08-01-51 | &nbsp;&nbsp;&nbsp;&nbsp;309568 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;273156 |
| &nbsp;&nbsp;&nbsp;&nbsp;30 Yr Pass Thru | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;08-01-51 | &nbsp;&nbsp;&nbsp;&nbsp;439636 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;388886 |
| &nbsp;&nbsp;&nbsp;&nbsp;30 Yr Pass Thru | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;08-01-51 | &nbsp;&nbsp;&nbsp;&nbsp;202007 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;177110 |
| &nbsp;&nbsp;&nbsp;&nbsp;30 Yr Pass Thru | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;09-01-51 | &nbsp;&nbsp;&nbsp;&nbsp;449918 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;396717 |
| &nbsp;&nbsp;&nbsp;&nbsp;30 Yr Pass Thru | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12-01-51 | &nbsp;&nbsp;&nbsp;&nbsp;267322 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;235524 |
| &nbsp;&nbsp;&nbsp;&nbsp;30 Yr Pass Thru | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;01-01-52 | &nbsp;&nbsp;&nbsp;&nbsp;266288 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;234634 |
| &nbsp;&nbsp;&nbsp;&nbsp;30 Yr Pass Thru | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;03-01-52 | &nbsp;&nbsp;&nbsp;&nbsp;556434 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;490637 |
| &nbsp;&nbsp;&nbsp;&nbsp;30 Yr Pass Thru | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11-01-46 | &nbsp;&nbsp;&nbsp;&nbsp;363034 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;337535 |
| &nbsp;&nbsp;&nbsp;&nbsp;30 Yr Pass Thru | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11-01-46 | &nbsp;&nbsp;&nbsp;&nbsp;214098 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;199060 |
| &nbsp;&nbsp;&nbsp;&nbsp;30 Yr Pass Thru | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;04-01-47 | &nbsp;&nbsp;&nbsp;&nbsp;217479 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;202204 |
| &nbsp;&nbsp;&nbsp;&nbsp;30 Yr Pass Thru | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;05-01-50 | &nbsp;&nbsp;&nbsp;&nbsp;236951 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;218531 |
| &nbsp;&nbsp;&nbsp;&nbsp;30 Yr Pass Thru | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11-01-50 | &nbsp;&nbsp;&nbsp;&nbsp;255332 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;235962 |
| &nbsp;&nbsp;&nbsp;&nbsp;30 Yr Pass Thru | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;07-01-51 | &nbsp;&nbsp;&nbsp;&nbsp;230848 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;211532 |
| &nbsp;&nbsp;&nbsp;&nbsp;30 Yr Pass Thru | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;08-01-51 | &nbsp;&nbsp;&nbsp;&nbsp;504451 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;462832 |
| &nbsp;&nbsp;&nbsp;&nbsp;30 Yr Pass Thru | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;02-01-52 | &nbsp;&nbsp;&nbsp;&nbsp;295021 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;269274 |
| &nbsp;&nbsp;&nbsp;&nbsp;30 Yr Pass Thru | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;03-01-52 | &nbsp;&nbsp;&nbsp;&nbsp;222227 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;203389 |
| &nbsp;&nbsp;&nbsp;&nbsp;30 Yr Pass Thru | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12-01-46 | &nbsp;&nbsp;&nbsp;&nbsp;165858 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;159120 |
| &nbsp;&nbsp;&nbsp;&nbsp;30 Yr Pass Thru | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;02-01-47 | &nbsp;&nbsp;&nbsp;&nbsp;193228 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;185016 |
| &nbsp;&nbsp;&nbsp;&nbsp;30 Yr Pass Thru | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;02-01-48 | &nbsp;&nbsp;&nbsp;&nbsp;256233 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;244942 |
| &nbsp;&nbsp;&nbsp;&nbsp;30 Yr Pass Thru | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11-01-48 | &nbsp;&nbsp;&nbsp;&nbsp;223382 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;213347 |
| &nbsp;&nbsp;&nbsp;&nbsp;30 Yr Pass Thru | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;04-01-50 | &nbsp;&nbsp;&nbsp;&nbsp;221419 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;211732 |
| &nbsp;&nbsp;&nbsp;&nbsp;30 Yr Pass Thru | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;04-01-51 | &nbsp;&nbsp;&nbsp;&nbsp;214653 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;204926 |
| &nbsp;&nbsp;&nbsp;&nbsp;30 Yr Pass Thru | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;03-01-52 | &nbsp;&nbsp;&nbsp;&nbsp;139579 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;132491 |
| &nbsp;&nbsp;&nbsp;&nbsp;30 Yr Pass Thru | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;04-01-47 | &nbsp;&nbsp;&nbsp;&nbsp;114099 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;112303 |
| &nbsp;&nbsp;&nbsp;&nbsp;30 Yr Pass Thru | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;03-01-48 | &nbsp;&nbsp;&nbsp;&nbsp;130444 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;127901 |
| &nbsp;&nbsp;&nbsp;&nbsp;30 Yr Pass Thru | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;06-01-49 | &nbsp;&nbsp;&nbsp;&nbsp;111541 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;109646 |
| &nbsp;&nbsp;&nbsp;&nbsp;30 Yr Pass Thru | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;06-01-49 | &nbsp;&nbsp;&nbsp;&nbsp;116317 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;114631 |
| &nbsp;&nbsp;&nbsp;&nbsp;30 Yr Pass Thru | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;04-01-50 | &nbsp;&nbsp;&nbsp;&nbsp;118039 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;116550 |
| **Collateralized mortgage obligations 35.1%** | **Collateralized mortgage obligations 35.1%** |  |  | **$8616971** |
| (Cost $9,665,066) |  |  |  |  |
| **Commercial and residential 20.7%** | **Commercial and residential 20.7%** | **Commercial and residential 20.7%** |  | &nbsp;&nbsp;**5082827** |
| Angel Oak Mortgage Trust LLC | Angel Oak Mortgage Trust LLC | Angel Oak Mortgage Trust LLC |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2020-3, Class A2 (A)(B) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.410 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;04-25-65 | &nbsp;&nbsp;&nbsp;&nbsp;112286 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;104699 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2021-2, Class A3 (A)(B) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.447 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;04-25-66 | &nbsp;&nbsp;&nbsp;&nbsp;161940 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;137463 |
| Bellemeade Re, Ltd. | Bellemeade Re, Ltd. | Bellemeade Re, Ltd. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2021-3A, Class M2 (1 month SOFR + 3.150%) (A)(C) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.460 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;09-25-31 | &nbsp;&nbsp;&nbsp;&nbsp;200000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;182045 |
| BRAVO Residential Funding Trust | BRAVO Residential Funding Trust | BRAVO Residential Funding Trust |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2021-NQM1, Class M1 (A)(B) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.316 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;02-25-49 | &nbsp;&nbsp;&nbsp;&nbsp;100000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;74130 |
| Bunker Hill Loan Depositary Trust | Bunker Hill Loan Depositary Trust | Bunker Hill Loan Depositary Trust |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2019-3, Class M1 (A) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.269 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11-25-59 | &nbsp;&nbsp;&nbsp;&nbsp;100000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;87385 |
| BX Commercial Mortgage Trust | BX Commercial Mortgage Trust | BX Commercial Mortgage Trust |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2021-MC, Class E (1 month LIBOR + 2.100%) (A)(C) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.559 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;04-15-34 | &nbsp;&nbsp;&nbsp;&nbsp;100000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;92738 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2021-VOLT, Class F (1 month LIBOR + 2.400%) (A)(C) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.859 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;09-15-36 | &nbsp;&nbsp;&nbsp;&nbsp;200000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;189174 |
| CAMB Commercial Mortgage Trust | CAMB Commercial Mortgage Trust | CAMB Commercial Mortgage Trust |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2019-LIFE, Class F (1 month LIBOR + 2.550%) (A)(C) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.009 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12-15-37 | &nbsp;&nbsp;&nbsp;&nbsp;200000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;193985 |
| COLT Mortgage Loan Trust | COLT Mortgage Loan Trust | COLT Mortgage Loan Trust |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2021-1, Class A1 (A)(B) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.910 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;06-25-66 | &nbsp;&nbsp;&nbsp;&nbsp;197134 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;160659 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2021-4, Class A1 (A)(B) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.397 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10-25-66 | &nbsp;&nbsp;&nbsp;&nbsp;168819 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;140434 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2021-4, Class B1 (A)(B) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.764 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10-25-66 | &nbsp;&nbsp;&nbsp;&nbsp;200000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;140250 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2021-HX1, Class B1 (A)(B) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.110 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10-25-66 | &nbsp;&nbsp;&nbsp;&nbsp;100000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;65512 |
| DBGS Mortgage Trust | DBGS Mortgage Trust | DBGS Mortgage Trust |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2018-BIOD, Class D (1 month LIBOR + 1.300%) (A)(C) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.759 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;05-15-35 | &nbsp;&nbsp;&nbsp;&nbsp;91376 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;89312 |

---

8 JOHN HANCOCK ETFS \| QUARTERLY REPORT SEE NOTES TO FUNDS' INVESTMENTS

------

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | &nbsp;&nbsp;**Rate (%)** | &nbsp;&nbsp;**Maturity date** | **Par value^** | **Value** |
| **Commercial and residential (continued)** | **Commercial and residential (continued)** | **Commercial and residential (continued)** |  |  |
| Eagle RE, Ltd. | Eagle RE, Ltd. | Eagle RE, Ltd. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2021-2, Class M1B (1 month SOFR + 2.050%) (A)(C) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.360 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;04-25-34 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;200000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$198049 |
| Flagstar Mortgage Trust | Flagstar Mortgage Trust | Flagstar Mortgage Trust |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2021-6INV, Class A4 (A)(B) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;08-25-51 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;210188 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;175466 |
| Imperial Fund Mortgage Trust | Imperial Fund Mortgage Trust | Imperial Fund Mortgage Trust |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2021-NQM2, Class M1 (A)(B) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.489 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;09-25-56 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;200000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;126135 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2022-NQM5, Class A3 (6.250% to 7-1-26, then 7.250% thereafter) (A) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.250 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;08-25-67 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;95538 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;94606 |
| JPMorgan Mortgage Trust | JPMorgan Mortgage Trust | JPMorgan Mortgage Trust |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2019-INV3, Class B3 (A)(B) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.388 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;05-25-50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;218131 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;186675 |
| KNDL Mortgage Trust | KNDL Mortgage Trust | KNDL Mortgage Trust |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2019-KNSQ, Class E (1 month LIBOR + 1.800%) (A)(C) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.259 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;05-15-36 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;275000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;270848 |
| Life Mortgage Trust | Life Mortgage Trust | Life Mortgage Trust |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2021-BMR, Class F (1 month LIBOR + 2.350%) (A)(C) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.809 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;03-15-38 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;201509 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;192930 |
| MFA Trust | MFA Trust | MFA Trust |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2020-NQM3, Class M1 (A)(B) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.654 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;01-26-65 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;100000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;81409 |
| New Residential Mortgage Loan Trust | New Residential Mortgage Loan Trust | New Residential Mortgage Loan Trust |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2019-4A, Class A1B (A)(B) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12-25-58 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;77403 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;72158 |
| Oaktown RE VII, Ltd. | Oaktown RE VII, Ltd. | Oaktown RE VII, Ltd. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2021-2, Class M1B (1 month SOFR + 2.900%) (A)(C) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.210 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;04-25-34 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;200000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;187046 |
| OBX Trust | OBX Trust | OBX Trust |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2022-NQM1, Class A1 (A)(B) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.305 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11-25-61 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;130157 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;114731 |
| PKHL Commercial Mortgage Trust | PKHL Commercial Mortgage Trust | PKHL Commercial Mortgage Trust |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2021-MF, Class F (1 month LIBOR + 3.350%) (A)(C) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.810 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;07-15-38 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;300000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;273636 |
| Ready Capital Mortgage Trust | Ready Capital Mortgage Trust | Ready Capital Mortgage Trust |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2019-5, Class E (A)(B) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.409 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;02-25-52 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;250000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;195279 |
| Towd Point Mortgage Trust | Towd Point Mortgage Trust | Towd Point Mortgage Trust |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2019-4, Class B1B (A)(B) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10-25-59 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;315000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;225242 |
| Triangle RE, Ltd. | Triangle RE, Ltd. | Triangle RE, Ltd. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2021-3, Class M1B (1 month SOFR + 2.900%) (A)(C) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.210 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;02-25-34 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;200000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;194048 |
| TRK Trust | TRK Trust | TRK Trust |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2021-INV1, Class A1 (A)(B) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.153 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;07-25-56 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;149104 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;129548 |
| Verus Securitization Trust | Verus Securitization Trust | Verus Securitization Trust |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2019-4, Class A1 (2.642% to 10-25-23, then 3.642% thereafter) (A) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.642 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11-25-59 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;67751 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;64654 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2020-5, Class A1 (1.218% to 10-1-24, then 2.218% thereafter) (A) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.218 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;05-25-65 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;104865 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;96301 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2020-INV1, Class A2 (A)(B) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.035 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;03-25-60 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;170000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;160178 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2021-1, Class A2 (A)(B) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.052 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;01-25-66 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;101236 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;84962 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2021-3, Class A1 (A)(B) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.046 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;06-25-66 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;103069 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;87753 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2021-3, Class A3 (A)(B) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.437 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;06-25-66 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;85892 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;71901 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2022-4, Class A1 (4.474% to 4-1-26, then 5.474% thereafter) (A) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.474 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;04-25-67 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;87290 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;85267 |
| Visio Trust | Visio Trust | Visio Trust |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2019-2, Class A1 (A)(B) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.722 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11-25-54 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;59634 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;56219 |
| **U.S. Government Agency 14.4%** | **U.S. Government Agency 14.4%** | **U.S. Government Agency 14.4%** |  | **3534144** |
| Federal Home Loan Mortgage Corp. | Federal Home Loan Mortgage Corp. | Federal Home Loan Mortgage Corp. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2016-SC01, Class M2 (B) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.904 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;07-25-46 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;96325 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;93216 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2019-HQA2, Class B1 (1 month LIBOR + 4.100%) (A)(C) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8.606 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;04-25-49 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;200000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;206648 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2021-HQA2, Class M2 (1 month SOFR + 2.050%) (A)(C) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.360 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12-25-33 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;300000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;286886 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 5150, Class IS IO | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.555 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;08-25-51 | &nbsp;&nbsp;&nbsp;&nbsp;1741000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;161255 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 5250, Class AY | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;01-25-55 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;449998 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;320907 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series K109, Class X1 IO | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.582 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;04-25-30 | &nbsp;&nbsp;&nbsp;&nbsp;1989028 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;173857 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series K116, Class X1 IO | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.425 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;07-25-30 | &nbsp;&nbsp;&nbsp;&nbsp;2737792 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;221383 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series K118, Class X1 IO | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.959 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;09-25-30 | &nbsp;&nbsp;&nbsp;&nbsp;3185198 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;180062 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series X2FX, Class X1 IO | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.637 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;09-25-25 | &nbsp;&nbsp;&nbsp;&nbsp;8043485 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;127631 |
| Federal National Mortgage Association | Federal National Mortgage Association | Federal National Mortgage Association |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2021-R01, Class 1B1 (1 month SOFR + 3.100%) (A)(C) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.410 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10-25-41 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;200000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;191312 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2022-22, Class B | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;07-25-54 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;400000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;264069 |
| Government National Mortgage Association | Government National Mortgage Association | Government National Mortgage Association |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2014-103, Class DA (B) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.250 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;09-16-54 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;102774 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;97961 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2014-135, Class IO | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.420 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;01-16-56 | &nbsp;&nbsp;&nbsp;&nbsp;14608768 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;269390 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2016-26, Class IO | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.642 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;02-16-58 | &nbsp;&nbsp;&nbsp;&nbsp;5232540 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;132042 |

---

SEE NOTES TO FUNDS' INVESTMENTS QUARTERLY REPORT \| JOHN HANCOCK ETFS 9

------

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | &nbsp;&nbsp;**Rate (%)** | &nbsp;&nbsp;**Maturity date** | **Par value^** | **Value** |
| **U.S. Government Agency (continued)** | **U.S. Government Agency (continued)** | **U.S. Government Agency (continued)** |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2017-159, Class IO | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.434 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;06-16-59 | &nbsp;&nbsp;&nbsp;&nbsp;3951852 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$130418 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2018-23, Class IO | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.568 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11-16-59 | &nbsp;&nbsp;&nbsp;&nbsp;1793669 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;74572 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2021-153, Class IA IO | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;08-16-61 | &nbsp;&nbsp;&nbsp;&nbsp;19460510 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;105904 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2021-178, Class IA IO | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10-16-61 | &nbsp;&nbsp;&nbsp;&nbsp;38635536 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;210579 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2021-62, Class IA IO | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;02-16-63 | &nbsp;&nbsp;&nbsp;&nbsp;18382256 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;102483 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2022-141, Class BC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;06-16-64 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;265000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;183569 |
| **Asset backed securities 16.9%** |  |  |  | **$4160606** |
| (Cost $4,454,391) |  |  |  |  |
| **Asset backed securities 16.9%** |  |  |  | &nbsp;&nbsp;&nbsp;**4160606** |
| AMMC CLO, Ltd. |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2020-23A, Class CR (3 month LIBOR + 2.000%) (A)(C) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.792 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10-17-31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;140000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;132857 |
| AMSR Trust |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2020-SFR1, Class C (A) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.419 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;04-17-37 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;150000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;139174 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2020-SFR4, Class D (A) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.006 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11-17-37 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;314000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;281154 |
| Apex Credit CLO, Ltd. |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2019-2A, Class D (3 month LIBOR + 4.050%) (A)(C) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8.868 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10-25-32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;150000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;136542 |
| Barings CLO, Ltd. |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2013-IA, Class DR (3 month LIBOR + 2.550%) (A)(C) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.358 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;01-20-28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;250000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;245309 |
| CLI Funding VIII LLC |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2021-1A, Class A (A) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.640 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;02-18-46 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;140696 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;123113 |
| Columbia Cent CLO XXVIII, Ltd. |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2018-28A, Class BR (3 month LIBOR + 2.150%) (A)(C) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.682 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11-07-30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;350000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;330518 |
| Diamond Infrastructure Funding LLC |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2021-1A, Class C (A) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.475 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;04-15-49 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;200000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;159184 |
| Driven Brands Funding LLC |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2019-1A, Class A2 (A) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.641 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;04-20-49 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;201600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;189124 |
| Elara HGV Timeshare Issuer LLC |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2021-A, Class D (A) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.320 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;08-27-35 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;137718 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;123155 |
| FirstKey Homes Trust |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2021-SFR2, Class E1 (A) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.258 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;09-17-38 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;200000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;169821 |
| Hertz Vehicle Financing LLC |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2022-2A, Class A (A) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.330 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;06-26-28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;200000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;179079 |
| LCM XV LP |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 15A, Class DR (3 month LIBOR + 3.700%) (A)(C) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8.508 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;07-20-30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;250000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;221366 |
| Madison Park Funding XLI, Ltd. |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 12A, Class DR (3 month LIBOR + 2.800%) (A)(C) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.615 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;04-22-27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;250000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;242515 |
| Progress Residential Trust |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2020-SFR1, Class C (A) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.183 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;04-17-37 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;300000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;278667 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2021-SFR3, Class E2 (A) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.688 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;05-17-26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;100000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;86201 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2021-SFR4, Class E1 (A) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.409 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;05-17-38 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;150000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;129673 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2021-SFR5, Class E2 (A) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.359 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;07-17-38 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;225000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;190566 |
| Store Master Funding I-VII & XIV |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2019-1, Class A2 (A) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.650 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11-20-49 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;190600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;162724 |
| Taco Bell Funding LLC |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2021-1A, Class A2I (A) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.946 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;08-25-51 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;198000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;172953 |
| TIF Funding II LLC |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2021-1A, Class A (A) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.650 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;02-20-46 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;126750 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;108137 |
| Tricon Residential Trust |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2021-SFR1, Class G (A) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.133 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;07-17-38 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;100000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;85414 |
| Vantage Data Centers Issuer LLC |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2021-1A, Class A2 (A) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.165 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10-15-46 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;125000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;110214 |
| Voya CLO, Ltd. |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2018-2A, Class E (3 month LIBOR + 5.250%) (A)(C) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10.042 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;07-15-31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;200000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;163146 |

---

10 JOHN HANCOCK ETFS \| QUARTERLY REPORT SEE NOTES TO FUNDS' INVESTMENTS

------

---

| | | | |
|:---|:---|:---|:---|
|  | &nbsp;&nbsp;**Yield (%)** | **Shares** | **Value** |
| **Short-term investments 0.8%** |  |  | **$188524** |
| (Cost $188,463) |  |  |  |
| **Short-term funds 0.8%** |  |  | &nbsp;&nbsp;&nbsp;**188524** |
| John Hancock Collateral Trust (D) | &nbsp;&nbsp;4.3787(E) | 18857 | &nbsp;&nbsp;&nbsp;188524 |

---

---

| | |
|:---|:---|
| **Total investments (Cost $27,187,223) 99.5%** | **$24441911** |
| **Other assets and liabilities, net 0.5%** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**121395** |
| **Total net assets 100.0%** | **$24563306** |

---

---

| | |
|:---|:---|
| The percentage shown for each investment category is the total value of the category as a percentage of the net assets of the fund. | 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. | ^All par values are denominated in U.S. dollars unless otherwise indicated. |
| **Security Abbreviations and Legend** | **Security Abbreviations and Legend** |
| IO | Interest-Only Security - (Interest Tranche of Stripped Mortgage Pool). Rate shown is the annualized yield at the end of the period. |
| LIBOR | London Interbank Offered Rate |
| SOFR | Secured Overnight Financing Rate |
| (A) | These securities are exempt from registration under Rule 144A of the Securities Act of 1933. Such securities may be resold, normally to qualified institutional buyers, in transactions exempt from registration. Rule 144A securities amounted to $9,928,279 or 40.4% of the fund's net assets as of 1-31-23. |
| (B) | Variable or floating rate security, the interest rate of which adjusts periodically based on a weighted average of interest rates and prepayments on the underlying pool of assets. The interest rate shown is the current rate as of period end. |
| (C) | Variable rate obligation. The coupon rate shown represents the rate at period end. |
| (D) | Investment is an affiliate of the fund, the advisor and/or subadvisor. |
| (E) | The rate shown is the annualized seven-day yield as of 1-31-23. |

---

#### DERIVATIVES

#### FUTURES

---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
| **Open contracts** | &nbsp;&nbsp;**Number of<br> contracts** | &nbsp;&nbsp;**Position** | &nbsp;&nbsp;**Expiration<br> date** | &nbsp;&nbsp;**Notional<br> basis^** | &nbsp;&nbsp;**Notional<br> value^** | &nbsp;&nbsp;**Unrealized<br> appreciation<br> (depreciation)** |
| U.S. Treasury Long Bond Futures | &nbsp;&nbsp;8 | &nbsp;&nbsp;Long | &nbsp;&nbsp;Mar 2023 | &nbsp;&nbsp;$1002199 | &nbsp;&nbsp;$1039000 | &nbsp;&nbsp;&nbsp;$36801 |
|  |  |  |  |  |  | &nbsp;&nbsp;**$36801** |

---

^ Notional basis refers to the contractual amount agreed upon at inception of open contracts; notional value represents the current value of the open contract.

#### PREFERRED INCOME ETF

------

#### As of 1-31-23 (unaudited)

---

| | | |
|:---|:---|:---|
|  | **Shares** | **Value** |
| **Preferred securities 54.4%** |  | **$10670021** |
| (Cost $11,040,161) |  |  |
| **Communication services 4.5%** |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**877822** |
| **Diversified telecommunication services 1.2%** |  |  |
| Qwest Corp., 6.500% | 11345 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;233707 |
| **Media 0.3%** |  |  |
| Paramount Global, 5.750% | &nbsp;&nbsp;1700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;55828 |
| **Wireless telecommunication services 3.0%** |  |  |
| Telephone & Data Systems, Inc., 6.000% | &nbsp;&nbsp;8227 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;142492 |
| Telephone & Data Systems, Inc., 6.625% | &nbsp;&nbsp;7083 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;137056 |
| U.S. Cellular Corp., 5.500% | &nbsp;&nbsp;3968 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;73606 |
| U.S. Cellular Corp., 5.500% | &nbsp;&nbsp;4040 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;75588 |
| U.S. Cellular Corp., 6.250% | &nbsp;&nbsp;8066 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;159545 |
| **Consumer discretionary 1.2%** |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**235501** |
| **Internet and direct marketing retail 1.2%** |  |  |
| Qurate Retail, Inc., 8.000% | &nbsp;&nbsp;4193 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;197490 |
| QVC, Inc., 6.250% | &nbsp;&nbsp;2509 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;38011 |
| **Energy 1.4%** |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**287425** |
| **Oil, gas and consumable fuels 1.4%** |  |  |
| Enbridge, Inc., 6.375% (6.375% to 4-15-23, then 3 month LIBOR + 3.593%) | &nbsp;&nbsp;6059 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;151596 |

---

SEE NOTES TO FUNDS' INVESTMENTS QUARTERLY REPORT \| JOHN HANCOCK ETFS 11

------

---

| | | |
|:---|:---|:---|
|  | **Shares** | **Value** |
| **Energy (continued)** |  |  |
| **Oil, gas and consumable fuels (continued)** |  |  |
| NuStar Logistics LP, 11.526% (3 month LIBOR + 6.734%) (A) | &nbsp;&nbsp;5418 | &nbsp;&nbsp;&nbsp;$135829 |
| **Financials 29.5%** |  | **5791816** |
| **Banks 13.8%** |  |  |
| Bank of America Corp., 4.250% | &nbsp;&nbsp;4710 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;91139 |
| Bank of America Corp., 6.450% (6.450% to 12-15-66, then 3 month LIBOR + 1.327%) | &nbsp;&nbsp;3900 | &nbsp;&nbsp;&nbsp;&nbsp;100035 |
| Bank of America Corp., 7.250% | &nbsp;&nbsp;&nbsp;&nbsp;197 | &nbsp;&nbsp;&nbsp;&nbsp;245107 |
| Citigroup Capital XIII, 11.184% (3 month LIBOR + 6.370%) (A) | 11227 | &nbsp;&nbsp;&nbsp;&nbsp;322439 |
| Citigroup, Inc., 7.125% (7.125% to 9-30-23, then 3 month LIBOR + 4.040%) | &nbsp;&nbsp;9175 | &nbsp;&nbsp;&nbsp;&nbsp;233412 |
| Fifth Third Bancorp, 6.000% | &nbsp;&nbsp;6641 | &nbsp;&nbsp;&nbsp;&nbsp;165959 |
| First Republic Bank, 4.125% | &nbsp;&nbsp;6120 | &nbsp;&nbsp;&nbsp;&nbsp;115301 |
| First Republic Bank, 4.250% | 13912 | &nbsp;&nbsp;&nbsp;&nbsp;263632 |
| Fulton Financial Corp., 5.125% | &nbsp;&nbsp;3975 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;84071 |
| PacWest Bancorp, 7.750% (7.750% to 9-1-27, then 5 Year CMT + 4.820%) | &nbsp;&nbsp;7672 | &nbsp;&nbsp;&nbsp;&nbsp;198551 |
| Pinnacle Financial Partners, Inc., 6.750% | &nbsp;&nbsp;5065 | &nbsp;&nbsp;&nbsp;&nbsp;129968 |
| Synovus Financial Corp., 6.300% (6.300% to 6-21-23, then 3 month LIBOR + 3.352%) | &nbsp;&nbsp;5416 | &nbsp;&nbsp;&nbsp;&nbsp;134858 |
| Wells Fargo & Company, 4.750% | 14355 | &nbsp;&nbsp;&nbsp;&nbsp;304757 |
| Wells Fargo & Company, 6.625% (6.625% to 3-15-24, then 3 month LIBOR + 3.690%) | &nbsp;&nbsp;9325 | &nbsp;&nbsp;&nbsp;&nbsp;236389 |
| WesBanco, Inc., 6.750% (6.750% to 11-15-25, then 5 Year CMT + 6.557%) | &nbsp;&nbsp;3190 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;80707 |
| **Capital markets 4.8%** |  |  |
| Brookfield Finance, Inc., 4.625% | &nbsp;&nbsp;3507 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;66773 |
| Morgan Stanley, 6.375% (6.375% to 10-15-24, then 3 month LIBOR + 3.708%) | &nbsp;&nbsp;6675 | &nbsp;&nbsp;&nbsp;&nbsp;170613 |
| Morgan Stanley, 6.500% | &nbsp;&nbsp;6999 | &nbsp;&nbsp;&nbsp;&nbsp;182254 |
| Morgan Stanley, 6.875% (6.875% to 1-15-24, then 3 month LIBOR + 3.940%) | &nbsp;&nbsp;3291 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;82999 |
| Morgan Stanley, 7.125% (7.125% to 10-15-23, then 3 month LIBOR + 4.320%) | 17067 | &nbsp;&nbsp;&nbsp;&nbsp;434184 |
| **Consumer finance 0.5%** |  |  |
| Navient Corp., 6.000% | &nbsp;&nbsp;5240 | &nbsp;&nbsp;&nbsp;&nbsp;106739 |
| **Insurance 10.4%** |  |  |
| AEGON Funding Company LLC, 5.100% | &nbsp;&nbsp;7932 | &nbsp;&nbsp;&nbsp;&nbsp;179660 |
| American Equity Investment Life Holding Company, 6.625% (6.625% to 9-1-25, then 5 Year CMT + 6.297%) | &nbsp;&nbsp;4565 | &nbsp;&nbsp;&nbsp;&nbsp;117366 |
| American Financial Group, Inc., 5.125% | &nbsp;&nbsp;4293 | &nbsp;&nbsp;&nbsp;&nbsp;100027 |
| American International Group, Inc., 5.850% | &nbsp;&nbsp;8474 | &nbsp;&nbsp;&nbsp;&nbsp;214901 |
| Athene Holding, Ltd., 7.750% (7.750% to 12-30-27, then 5 Year CMT + 3.962%) | &nbsp;&nbsp;9785 | &nbsp;&nbsp;&nbsp;&nbsp;258226 |
| Athene Holding, Ltd., Series A, 6.350% (6.350% to 6-30-29, then 3 month LIBOR + 4.253%) | &nbsp;&nbsp;9205 | &nbsp;&nbsp;&nbsp;&nbsp;234451 |
| Brighthouse Financial, Inc., 6.600% | &nbsp;&nbsp;9549 | &nbsp;&nbsp;&nbsp;&nbsp;248369 |
| Lincoln National Corp., 9.000% | &nbsp;&nbsp;7491 | &nbsp;&nbsp;&nbsp;&nbsp;215366 |
| Reinsurance Group of America, Inc., 7.125% (7.125% to 10-15-27, then 5 Year CMT + 3.456%) | &nbsp;&nbsp;9586 | &nbsp;&nbsp;&nbsp;&nbsp;255371 |
| RenaissanceRe Holdings, Ltd., 4.200% | &nbsp;&nbsp;6127 | &nbsp;&nbsp;&nbsp;&nbsp;111389 |
| Unum Group, 6.250% | &nbsp;&nbsp;4250 | &nbsp;&nbsp;&nbsp;&nbsp;106803 |
| **Health care 1.1%** |  | &nbsp;&nbsp;&nbsp;**214030** |
| **Health care equipment and supplies 1.1%** |  |  |
| Becton, Dickinson and Company, 6.000% | &nbsp;&nbsp;4250 | &nbsp;&nbsp;&nbsp;&nbsp;214030 |
| **Industrials 0.7%** |  | &nbsp;&nbsp;&nbsp;**130995** |
| **Trading companies and distributors 0.7%** |  |  |
| WESCO International, Inc., 10.625% (10.625% to 6-22-25, then 5 Year CMT + 10.325%) | &nbsp;&nbsp;4816 | &nbsp;&nbsp;&nbsp;&nbsp;130995 |

---

12 JOHN HANCOCK ETFS \| QUARTERLY REPORT SEE NOTES TO FUNDS' INVESTMENTS

------

---

| | | |
|:---|:---|:---|
|  | **Shares** | **Value** |
| **Real estate 0.9%** |  | **$171837** |
| **Equity real estate investment trusts 0.9%** |  |  |
| Pebblebrook Hotel Trust, 6.375% | &nbsp;&nbsp;5687 | &nbsp;&nbsp;&nbsp;&nbsp;119939 |
| Vornado Realty Trust, 5.400% | &nbsp;&nbsp;2720 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;51898 |
| **Utilities 15.1%** |  | **2960595** |
| **Electric utilities 2.5%** |  |  |
| Duke Energy Corp., 5.750% | &nbsp;&nbsp;7027 | &nbsp;&nbsp;&nbsp;&nbsp;181156 |
| NextEra Energy Capital Holdings, Inc., 5.650% | &nbsp;&nbsp;&nbsp;&nbsp;106 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2731 |
| NextEra Energy, Inc., 6.219% | &nbsp;&nbsp;2011 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;96307 |
| NextEra Energy, Inc., 6.926% | &nbsp;&nbsp;3084 | &nbsp;&nbsp;&nbsp;&nbsp;147878 |
| SCE Trust III, 5.750% (5.750% to 3-15-24, then 3 month LIBOR + 2.990%) | &nbsp;&nbsp;3243 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;72481 |
| **Gas utilities 1.2%** |  |  |
| South Jersey Industries, Inc., 5.625% | &nbsp;&nbsp;5483 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;86577 |
| Spire, Inc., 7.500% | &nbsp;&nbsp;&nbsp;&nbsp;981 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;50718 |
| UGI Corp., 7.250% | &nbsp;&nbsp;1089 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;99611 |
| **Independent power and renewable electricity producers 1.0%** |  |  |
| The AES Corp., 6.875% | &nbsp;&nbsp;1891 | &nbsp;&nbsp;&nbsp;&nbsp;188797 |
| **Multi-utilities 10.4%** |  |  |
| Algonquin Power & Utilities Corp., 6.200% (6.200% to 7-1-24, then 3 month LIBOR + 4.010%) | &nbsp;&nbsp;9836 | &nbsp;&nbsp;&nbsp;&nbsp;228195 |
| Algonquin Power & Utilities Corp., 6.875% (6.875% to 10-17-23, then 3 month LIBOR + 3.677%) | 14863 | &nbsp;&nbsp;&nbsp;&nbsp;370832 |
| CMS Energy Corp., 5.625% | &nbsp;&nbsp;6500 | &nbsp;&nbsp;&nbsp;&nbsp;160550 |
| CMS Energy Corp., 5.875% | &nbsp;&nbsp;4665 | &nbsp;&nbsp;&nbsp;&nbsp;117325 |
| DTE Energy Company, 5.250% | &nbsp;&nbsp;6975 | &nbsp;&nbsp;&nbsp;&nbsp;172980 |
| Integrys Holding, Inc., 6.000% (6.000% to 8-1-23, then 3 month LIBOR + 3.220%) | &nbsp;&nbsp;7300 | &nbsp;&nbsp;&nbsp;&nbsp;178485 |
| NiSource, Inc., 6.500% (6.500% to 3-15-24, then 5 Year CMT + 3.632%) | &nbsp;&nbsp;9871 | &nbsp;&nbsp;&nbsp;&nbsp;252007 |
| NiSource, Inc., 7.750% | &nbsp;&nbsp;2988 | &nbsp;&nbsp;&nbsp;&nbsp;315383 |
| Sempra Energy, 5.750% | &nbsp;&nbsp;9667 | &nbsp;&nbsp;&nbsp;&nbsp;238582 |
| **Common stocks 1.5%** |  | **$303409** |
| (Cost $363,831) |  |  |
| **Energy 0.7%** |  | &nbsp;&nbsp;&nbsp;**142383** |
| **Oil, gas and consumable fuels 0.7%** |  |  |
| Equitrans Midstream Corp. | &nbsp;&nbsp;7450 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;54013 |
| The Williams Companies, Inc. | &nbsp;&nbsp;2741 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;88370 |
| **Utilities 0.8%** |  | &nbsp;&nbsp;&nbsp;**161026** |
| **Multi-utilities 0.8%** |  |  |
| Algonquin Power & Utilities Corp. | &nbsp;&nbsp;5953 | &nbsp;&nbsp;&nbsp;&nbsp;161026 |

---

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | &nbsp;&nbsp;**Rate (%)** | &nbsp;&nbsp;**Maturity date** | **Par value^** | **Value** |
| **Corporate bonds 39.6%** | **Corporate bonds 39.6%** | **Corporate bonds 39.6%** |  | **$7776861** |
| (Cost $7,877,565) |  |  |  |  |
| **Communication services 1.1%** | **Communication services 1.1%** |  |  | &nbsp;&nbsp;&nbsp;&nbsp;**206775** |
| **Media 1.1%** | **Media 1.1%** |  |  |  |
| Paramount Global (6.375% to 3-30-27, then 5 Year CMT + 3.999%) | &nbsp;&nbsp;6.375 | &nbsp;&nbsp;03-30-62 | 237000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;206775 |
| **Consumer discretionary 1.5%** | **Consumer discretionary 1.5%** |  |  | &nbsp;&nbsp;&nbsp;&nbsp;**292967** |
| **Automobiles 1.5%** | **Automobiles 1.5%** |  |  |  |
| General Motors Financial Company, Inc. (5.700% to 9-30-30, then 5 Year CMT + 4.997%) (B) | &nbsp;&nbsp;5.700 | &nbsp;&nbsp;09-30-30 | &nbsp;&nbsp;78000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;72150 |
| General Motors Financial Company, Inc. (6.500% to 9-30-28, then 3 month LIBOR + 3.436%) (B) | &nbsp;&nbsp;6.500 | &nbsp;&nbsp;09-30-28 | 236000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;220817 |

---

SEE NOTES TO FUNDS' INVESTMENTS QUARTERLY REPORT \| JOHN HANCOCK ETFS 13

------

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | &nbsp;&nbsp;**Rate (%)** | &nbsp;&nbsp;**Maturity date** | **Par value^** | **Value** |
| **Energy 4.2%** | **Energy 4.2%** |  |  | **$827498** |
| **Oil, gas and consumable fuels 4.2%** | **Oil, gas and consumable fuels 4.2%** |  |  |  |
| Enbridge, Inc. (7.375% to 10-15-27, then 5 Year CMT + 3.708%) | &nbsp;&nbsp;7.375 | &nbsp;&nbsp;01-15-83 | 141000 | &nbsp;&nbsp;&nbsp;&nbsp;141242 |
| Energy Transfer LP (6.625% to 2-15-28, then 3 month LIBOR + 4.155%) (B) | &nbsp;&nbsp;6.625 | &nbsp;&nbsp;02-15-28 | 451000 | &nbsp;&nbsp;&nbsp;&nbsp;376666 |
| Energy Transfer LP (7.125% to 5-15-30, then 5 Year CMT + 5.306%) (B) | &nbsp;&nbsp;7.125 | &nbsp;&nbsp;05-15-30 | 155000 | &nbsp;&nbsp;&nbsp;&nbsp;141593 |
| MPLX LP (6.875% to 2-15-23, then 3 month LIBOR + 4.652%) (B) | &nbsp;&nbsp;6.875 | &nbsp;&nbsp;02-15-23 | 108000 | &nbsp;&nbsp;&nbsp;&nbsp;108032 |
| Transcanada Trust (5.600% to 12-7-31, then 5 Year CMT + 3.986%) | &nbsp;&nbsp;5.600 | &nbsp;&nbsp;03-07-82 | &nbsp;&nbsp;67000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;59965 |
| **Financials 27.5%** | **Financials 27.5%** |  |  | **5399770** |
| **Banks 19.2%** | **Banks 19.2%** |  |  |  |
| Bank of America Corp. (5.875% to 3-15-28, then 3 month LIBOR + 2.931%) (B) | &nbsp;&nbsp;5.875 | &nbsp;&nbsp;03-15-28 | 204000 | &nbsp;&nbsp;&nbsp;&nbsp;195330 |
| Bank of America Corp. (6.125% to 4-27-27, then 5 Year CMT + 3.231%) (B) | &nbsp;&nbsp;6.125 | &nbsp;&nbsp;04-27-27 | 265000 | &nbsp;&nbsp;&nbsp;&nbsp;265265 |
| Bank of America Corp. (6.500% to 10-23-24, then 3 month LIBOR + 4.174%) (B) | &nbsp;&nbsp;6.500 | &nbsp;&nbsp;10-23-24 | &nbsp;&nbsp;28000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;28139 |
| Barclays PLC (8.000% to 6-15-24, then 5 Year CMT + 5.672%) (B) | &nbsp;&nbsp;8.000 | &nbsp;&nbsp;06-15-24 | 190000 | &nbsp;&nbsp;&nbsp;&nbsp;189288 |
| BNP Paribas SA (7.750% to 8-16-29, then 5 Year CMT + 4.899%) (B)(C) | &nbsp;&nbsp;7.750 | &nbsp;&nbsp;08-16-29 | 125000 | &nbsp;&nbsp;&nbsp;&nbsp;129375 |
| Citizens Financial Group, Inc. (6.375% to 4-6-24, then 3 month LIBOR + 3.157%) (B) | &nbsp;&nbsp;6.375 | &nbsp;&nbsp;04-06-24 | 214000 | &nbsp;&nbsp;&nbsp;&nbsp;204991 |
| CoBank ACB (6.450% to 10-1-27, then 5 Year CMT + 3.487%) (B) | &nbsp;&nbsp;6.450 | &nbsp;&nbsp;10-01-27 | 147000 | &nbsp;&nbsp;&nbsp;&nbsp;148418 |
| Comerica, Inc. (5.625% to 7-1-25, then 5 Year CMT + 5.291%) (B) | &nbsp;&nbsp;5.625 | &nbsp;&nbsp;07-01-25 | 137000 | &nbsp;&nbsp;&nbsp;&nbsp;134306 |
| Huntington Bancshares, Inc. (5.625% to 7-15-30, then 10 Year CMT + 4.945%) (B) | &nbsp;&nbsp;5.625 | &nbsp;&nbsp;07-15-30 | &nbsp;&nbsp;96000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;94291 |
| JPMorgan Chase & Co. (4.600% to 2-1-25, then SOFR + 3.125%) (B) | &nbsp;&nbsp;4.600 | &nbsp;&nbsp;02-01-25 | 248000 | &nbsp;&nbsp;&nbsp;&nbsp;233120 |
| JPMorgan Chase & Co. (6.750% to 2-1-24, then 3 month LIBOR + 3.780%) (B) | &nbsp;&nbsp;6.750 | &nbsp;&nbsp;02-01-24 | 193000 | &nbsp;&nbsp;&nbsp;&nbsp;194945 |
| Lloyds Banking Group PLC (7.500% to 6-27-24, then 5 Year U.S. Swap Rate + 4.760%) (B) | &nbsp;&nbsp;7.500 | &nbsp;&nbsp;06-27-24 | 173000 | &nbsp;&nbsp;&nbsp;&nbsp;171718 |
| M&T Bank Corp. (3.500% to 9-1-26, then 5 Year CMT + 2.679%) (B) | &nbsp;&nbsp;3.500 | &nbsp;&nbsp;09-01-26 | 261000 | &nbsp;&nbsp;&nbsp;&nbsp;219240 |
| SVB Financial Group (4.100% to 2-15-31, then 10 Year CMT + 3.064%) (B) | &nbsp;&nbsp;4.100 | &nbsp;&nbsp;02-15-31 | 160000 | &nbsp;&nbsp;&nbsp;&nbsp;118800 |
| SVB Financial Group (4.700% to 11-15-31, then 10 Year CMT + 3.064%) (B) | &nbsp;&nbsp;4.700 | &nbsp;&nbsp;11-15-31 | 239000 | &nbsp;&nbsp;&nbsp;&nbsp;182835 |
| The Bank of Nova Scotia (8.625% to 10-27-27, then 5 Year CMT + 4.389%) | &nbsp;&nbsp;8.625 | &nbsp;&nbsp;10-27-82 | 131000 | &nbsp;&nbsp;&nbsp;&nbsp;139484 |
| The PNC Financial Services Group, Inc. (3.400% to 9-15-26, then 5 Year CMT + 2.595%) (B) | &nbsp;&nbsp;3.400 | &nbsp;&nbsp;09-15-26 | 105000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;89513 |
| The PNC Financial Services Group, Inc. (6.000% to 5-15-27, then 5 Year CMT + 3.000%) (B) | &nbsp;&nbsp;6.000 | &nbsp;&nbsp;05-15-27 | 263000 | &nbsp;&nbsp;&nbsp;&nbsp;261659 |
| The PNC Financial Services Group, Inc. (6.200% to 9-15-27, then 5 Year CMT + 3.238%) (B) | &nbsp;&nbsp;6.200 | &nbsp;&nbsp;09-15-27 | 251000 | &nbsp;&nbsp;&nbsp;&nbsp;251075 |
| The Toronto-Dominion Bank (8.125% to 10-31-27, then 5 Year CMT + 4.075%) | &nbsp;&nbsp;8.125 | &nbsp;&nbsp;10-31-82 | 264000 | &nbsp;&nbsp;&nbsp;&nbsp;280170 |
| U.S. Bancorp (3.700% to 1-15-27, then 5 Year CMT + 2.541%) (B) | &nbsp;&nbsp;3.700 | &nbsp;&nbsp;01-15-27 | 204000 | &nbsp;&nbsp;&nbsp;&nbsp;178245 |
| Wells Fargo & Company (5.900% to 6-15-24, then 3 month LIBOR + 3.110%) (B) | &nbsp;&nbsp;5.900 | &nbsp;&nbsp;06-15-24 | &nbsp;&nbsp;64000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;62640 |
| **Capital markets 2.5%** | **Capital markets 2.5%** |  |  |  |
| The Bank of New York Mellon Corp. (3.750% to 12-20-26, then 5 Year CMT + 2.630%) (B) | &nbsp;&nbsp;3.750 | &nbsp;&nbsp;12-20-26 | &nbsp;&nbsp;92000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;79930 |
| The Charles Schwab Corp. (4.000% to 6-1-26, then 5 Year CMT + 3.168%) (B) | &nbsp;&nbsp;4.000 | &nbsp;&nbsp;06-01-26 | 138000 | &nbsp;&nbsp;&nbsp;&nbsp;127153 |
| The Charles Schwab Corp. (4.000% to 12-1-30, then 10 Year CMT + 3.079%) (B) | &nbsp;&nbsp;4.000 | &nbsp;&nbsp;12-01-30 | 107000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;92047 |
| The Charles Schwab Corp. (5.000% to 6-1-27, then 5 Year CMT + 3.256%) (B) | &nbsp;&nbsp;5.000 | &nbsp;&nbsp;06-01-27 | &nbsp;&nbsp;91000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;87815 |
| The Charles Schwab Corp. (5.375% to 6-1-25, then 5 Year CMT + 4.971%) (B) | &nbsp;&nbsp;5.375 | &nbsp;&nbsp;06-01-25 | 109000 | &nbsp;&nbsp;&nbsp;&nbsp;108150 |
| **Consumer finance 1.4%** | **Consumer finance 1.4%** |  |  |  |
| American Express Company (3.550% to 9-15-26, then 5 Year CMT + 2.854%) (B) | &nbsp;&nbsp;3.550 | &nbsp;&nbsp;09-15-26 | 172000 | &nbsp;&nbsp;&nbsp;&nbsp;152186 |
| Discover Financial Services (6.125% to 6-23-25, then 5 Year CMT + 5.783%) (B) | &nbsp;&nbsp;6.125 | &nbsp;&nbsp;06-23-25 | 126000 | &nbsp;&nbsp;&nbsp;&nbsp;124910 |
| **Diversified financial services 0.6%** | **Diversified financial services 0.6%** |  |  |  |
| Enstar Finance LLC (5.750% to 9-1-25, then 5 Year CMT + 5.468%) | &nbsp;&nbsp;5.750 | &nbsp;&nbsp;09-01-40 | 125000 | &nbsp;&nbsp;&nbsp;&nbsp;112038 |
| **Insurance 3.8%** | **Insurance 3.8%** |  |  |  |
| Markel Corp. (6.000% to 6-1-25, then 5 Year CMT + 5.662%) (B) | &nbsp;&nbsp;6.000 | &nbsp;&nbsp;06-01-25 | 125000 | &nbsp;&nbsp;&nbsp;&nbsp;124688 |
| MetLife, Inc. (5.875% to 3-15-28, then 3 month LIBOR + 2.959%) (B) | &nbsp;&nbsp;5.875 | &nbsp;&nbsp;03-15-28 | 216000 | &nbsp;&nbsp;&nbsp;&nbsp;214380 |

---

14 JOHN HANCOCK ETFS \| QUARTERLY REPORT SEE NOTES TO FUNDS' INVESTMENTS

------

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | &nbsp;&nbsp;**Rate (%)** | &nbsp;&nbsp;**Maturity date** | **Par value^** | **Value** |
| **Financials (continued)** | **Financials (continued)** |  |  |  |
| **Insurance (continued)** | **Insurance (continued)** |  |  |  |
| SBL Holdings, Inc. (6.500% to 11-13-26, then 5 Year CMT + 5.620%) (B)(C) | &nbsp;&nbsp;6.500 | &nbsp;&nbsp;11-13-26 | 226000 | &nbsp;&nbsp;&nbsp;$173184 |
| SBL Holdings, Inc. (7.000% to 5-13-25, then 5 Year CMT + 5.580%) (B)(C) | &nbsp;&nbsp;7.000 | &nbsp;&nbsp;05-13-25 | 278000 | &nbsp;&nbsp;&nbsp;&nbsp;230442 |
| **Utilities 5.3%** | **Utilities 5.3%** |  |  | **1049851** |
| **Electric utilities 2.6%** | **Electric utilities 2.6%** |  |  |  |
| Edison International (5.000% to 12-15-26, then 5 Year CMT + 3.901%) (B) | &nbsp;&nbsp;5.000 | &nbsp;&nbsp;12-15-26 | &nbsp;&nbsp;95000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;84464 |
| Edison International (5.375% to 3-15-26, then 5 Year CMT + 4.698%) (B) | &nbsp;&nbsp;5.375 | &nbsp;&nbsp;03-15-26 | 270000 | &nbsp;&nbsp;&nbsp;&nbsp;252229 |
| NextEra Energy Capital Holdings, Inc. (5.650% to 5-1-29, then 3 month LIBOR + 3.156%) | &nbsp;&nbsp;5.650 | &nbsp;&nbsp;05-01-79 | 182000 | &nbsp;&nbsp;&nbsp;&nbsp;173668 |
| **Independent power and renewable electricity producers 1.7%** | **Independent power and renewable electricity producers 1.7%** |  |  |  |
| Vistra Corp. (7.000% to 12-15-26, then 5 Year CMT + 5.740%) (B)(C) | &nbsp;&nbsp;7.000 | &nbsp;&nbsp;12-15-26 | &nbsp;&nbsp;94000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;87890 |
| Vistra Corp. (8.000% to 10-15-26, then 5 Year CMT + 6.930%) (B)(C) | &nbsp;&nbsp;8.000 | &nbsp;&nbsp;10-15-26 | 249000 | &nbsp;&nbsp;&nbsp;&nbsp;244082 |
| **Multi-utilities 1.0%** | **Multi-utilities 1.0%** |  |  |  |
| CenterPoint Energy, Inc. (6.125% to 9-1-23, then 3 month LIBOR + 3.270%) (B) | &nbsp;&nbsp;6.125 | &nbsp;&nbsp;09-01-23 | &nbsp;&nbsp;12000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11805 |
| Dominion Energy, Inc. (4.350% to 1-15-27, then 5 Year CMT + 3.195%) (B) | &nbsp;&nbsp;4.350 | &nbsp;&nbsp;01-15-27 | &nbsp;&nbsp;72000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;64440 |
| Dominion Energy, Inc. (5.750% to 10-1-24, then 3 month LIBOR + 3.057%) | &nbsp;&nbsp;5.750 | &nbsp;&nbsp;10-01-54 | 136000 | &nbsp;&nbsp;&nbsp;&nbsp;131273 |
| **Capital preferred securities 0.6%** | **Capital preferred securities 0.6%** | **Capital preferred securities 0.6%** |  | **$125400** |
| (Cost $127,951) |  |  |  |  |
| **Financials 0.6%** | **Financials 0.6%** |  |  | &nbsp;&nbsp;&nbsp;**125400** |
| **Insurance 0.6%** | **Insurance 0.6%** |  |  |  |
| MetLife Capital Trust IV (7.875% to 12-15-37, then 3 month LIBOR + 3.960%) (C) | &nbsp;&nbsp;7.875 | &nbsp;&nbsp;12-15-37 | 114000 | &nbsp;&nbsp;&nbsp;&nbsp;125400 |

---

---

| | | | |
|:---|:---|:---|:---|
|  | &nbsp;&nbsp;**Yield (%)** | **Shares** | **Value** |
| **Short-term investments 3.7%** | **Short-term investments 3.7%** |  | &nbsp;&nbsp;&nbsp;&nbsp;**$723073** |
| (Cost $723,000) |  |  |  |
| **Short-term funds 3.7%** |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**723073** |
| John Hancock Collateral Trust (D) | &nbsp;&nbsp;4.3787(E) | 72323 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;723073 |
| **Total investments (Cost $20,132,508) 99.8%** |  |  | **$19598764** |
| **Other assets and liabilities, net 0.2%** |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**33195** |
| **Total net assets 100.0%** |  |  | **$19631959** |

---

---

| | |
|:---|:---|
| 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. | 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. | ^All par values are denominated in U.S. dollars unless otherwise indicated. |
| **Security Abbreviations and Legend** | **Security Abbreviations and Legend** |
| CMT | Constant Maturity Treasury |
| LIBOR | London Interbank Offered Rate |
| SOFR | Secured Overnight Financing Rate |
| (A) | Variable rate obligation. The coupon rate shown represents the rate at period end. |
| (B) | Perpetual bonds have no stated maturity date. Date shown as maturity date is next call date. |
| (C) | These securities are exempt from registration under Rule 144A of the Securities Act of 1933. Such securities may be resold, normally to qualified institutional buyers, in transactions exempt from registration. |
| (D) | Investment is an affiliate of the fund, the advisor and/or subadvisor. |
| (E) | The rate shown is the annualized seven-day yield as of 1-31-23. |

---

The fund had the following country composition as a percentage of net assets on 1-31-23:

---

| | |
|:---|:---|
| United States | &nbsp;&nbsp;&nbsp;&nbsp;86.3% |
| Canada | &nbsp;&nbsp;&nbsp;&nbsp;8.2% |
| Bermuda | &nbsp;&nbsp;&nbsp;&nbsp;3.1% |
| United Kingdom | &nbsp;&nbsp;&nbsp;&nbsp;1.8% |

---

SEE NOTES TO FUNDS' INVESTMENTS QUARTERLY REPORT \| JOHN HANCOCK ETFS 15

------

---

| | |
|:---|:---|
| Other countries | &nbsp;&nbsp;&nbsp;&nbsp;0.6% |
| **TOTAL** | **100.0%** |

---

#### U.S. HIGH DIVIDEND ETF

------

#### As of 1-31-23 (unaudited)

---

| | | |
|:---|:---|:---|
|  | **Shares** | **Value** |
| **Common stocks 99.5%** |  | **$6236300** |
| (Cost $5,569,258) |  |  |
| **Communication services 6.8%** |  | &nbsp;&nbsp;&nbsp;&nbsp;**423554** |
| **Diversified telecommunication services 4.1%** |  |  |
| AT&T, Inc. | 6401 | &nbsp;&nbsp;&nbsp;&nbsp;130388 |
| Verizon Communications, Inc. | 3046 | &nbsp;&nbsp;&nbsp;&nbsp;126622 |
| **Media 2.7%** |  |  |
| Comcast Corp., Class A | 533 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20974 |
| Omnicom Group, Inc. | 555 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;47724 |
| Paramount Global, Class B | 1007 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;23322 |
| The Interpublic Group of Companies, Inc. | 2044 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;74524 |
| **Consumer discretionary 10.3%** |  | &nbsp;&nbsp;&nbsp;&nbsp;**645733** |
| **Auto components 0.4%** |  |  |
| Lear Corp. | 178 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;25949 |
| **Automobiles 1.0%** |  |  |
| Ford Motor Company | 4821 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;65132 |
| **Hotels, restaurants and leisure 2.0%** |  |  |
| Starbucks Corp. | 1160 | &nbsp;&nbsp;&nbsp;&nbsp;126602 |
| **Household durables 1.3%** |  |  |
| Garmin, Ltd. | 200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;19776 |
| Whirlpool Corp. | 390 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;60680 |
| **Leisure products 0.4%** |  |  |
| Hasbro, Inc. | 376 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;22248 |
| **Multiline retail 0.3%** |  |  |
| Target Corp. | 114 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;19624 |
| **Specialty retail 2.3%** |  |  |
| Best Buy Company, Inc. | 888 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;78783 |
| The Home Depot, Inc. | 200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;64834 |
| **Textiles, apparel and luxury goods 2.6%** |  |  |
| NIKE, Inc., Class B | 289 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;36798 |
| VF Corp. | 4050 | &nbsp;&nbsp;&nbsp;&nbsp;125307 |
| **Consumer staples 2.7%** |  | &nbsp;&nbsp;&nbsp;&nbsp;**171267** |
| **Food and staples retailing 0.3%** |  |  |
| Walgreens Boots Alliance, Inc. | 428 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15776 |
| **Food products 0.4%** |  |  |
| Archer-Daniels-Midland Company | 333 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;27589 |
| **Tobacco 2.0%** |  |  |
| Philip Morris International, Inc. | 1227 | &nbsp;&nbsp;&nbsp;&nbsp;127902 |
| **Energy 6.6%** |  | &nbsp;&nbsp;&nbsp;&nbsp;**410519** |
| **Oil, gas and consumable fuels 6.6%** |  |  |
| Chevron Corp. | 555 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;96581 |
| Exxon Mobil Corp. | 1101 | &nbsp;&nbsp;&nbsp;&nbsp;127727 |
| Kinder Morgan, Inc. | 3537 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;64727 |
| ONEOK, Inc. | 1774 | &nbsp;&nbsp;&nbsp;&nbsp;121484 |

---

16 JOHN HANCOCK ETFS \| QUARTERLY REPORT SEE NOTES TO FUNDS' INVESTMENTS

------

---

| | | |
|:---|:---|:---|
|  | **Shares** | **Value** |
| **Financials 12.9%** |  | **$807596** |
| **Banks 1.4%** |  |  |
| Huntington Bancshares, Inc. | 1290 | &nbsp;&nbsp;&nbsp;&nbsp;19569 |
| Truist Financial Corp. | 1393 | &nbsp;&nbsp;&nbsp;&nbsp;68800 |
| **Capital markets 7.5%** |  |  |
| BlackRock, Inc. | 163 | &nbsp;&nbsp;&nbsp;123751 |
| CME Group, Inc. | 475 | &nbsp;&nbsp;&nbsp;&nbsp;83914 |
| Franklin Resources, Inc. | 599 | &nbsp;&nbsp;&nbsp;&nbsp;18689 |
| T. Rowe Price Group, Inc. | 1043 | &nbsp;&nbsp;&nbsp;121478 |
| The Carlyle Group, Inc. | 2765 | &nbsp;&nbsp;&nbsp;&nbsp;99457 |
| The Charles Schwab Corp. | 289 | &nbsp;&nbsp;&nbsp;&nbsp;22374 |
| **Consumer finance 0.3%** |  |  |
| American Express Company | 111 | &nbsp;&nbsp;&nbsp;&nbsp;19417 |
| **Insurance 3.7%** |  |  |
| Fidelity National Financial, Inc. | 1234 | &nbsp;&nbsp;&nbsp;&nbsp;54333 |
| Principal Financial Group, Inc. | 488 | &nbsp;&nbsp;&nbsp;&nbsp;45164 |
| Prudential Financial, Inc. | 1245 | &nbsp;&nbsp;&nbsp;130650 |
| **Health care 12.6%** |  | &nbsp;&nbsp;**790259** |
| **Biotechnology 4.6%** |  |  |
| AbbVie, Inc. | 781 | &nbsp;&nbsp;&nbsp;115393 |
| Amgen, Inc. | 200 | &nbsp;&nbsp;&nbsp;&nbsp;50480 |
| Gilead Sciences, Inc. | 1454 | &nbsp;&nbsp;&nbsp;122049 |
| **Health care equipment and supplies 1.1%** |  |  |
| Abbott Laboratories | 622 | &nbsp;&nbsp;&nbsp;&nbsp;68762 |
| **Health care providers and services 1.6%** |  |  |
| UnitedHealth Group, Inc. | 200 | &nbsp;&nbsp;&nbsp;&nbsp;99838 |
| **Life sciences tools and services 1.2%** |  |  |
| Agilent Technologies, Inc. | 133 | &nbsp;&nbsp;&nbsp;&nbsp;20227 |
| Danaher Corp. | 111 | &nbsp;&nbsp;&nbsp;&nbsp;29346 |
| Thermo Fisher Scientific, Inc. | 44 | &nbsp;&nbsp;&nbsp;&nbsp;25095 |
| **Pharmaceuticals 4.1%** |  |  |
| Eli Lilly & Company | 214 | &nbsp;&nbsp;&nbsp;&nbsp;73648 |
| Merck & Company, Inc. | 726 | &nbsp;&nbsp;&nbsp;&nbsp;77980 |
| Pfizer, Inc. | 2433 | &nbsp;&nbsp;&nbsp;107441 |
| **Industrials 6.6%** |  | &nbsp;&nbsp;**412574** |
| **Air freight and logistics 2.0%** |  |  |
| United Parcel Service, Inc., Class B | 666 | &nbsp;&nbsp;&nbsp;123363 |
| **Electrical equipment 1.1%** |  |  |
| Rockwell Automation, Inc. | 244 | &nbsp;&nbsp;&nbsp;&nbsp;68815 |
| **Industrial conglomerates 1.7%** |  |  |
| 3M Company | 934 | &nbsp;&nbsp;&nbsp;107485 |
| **Machinery 0.8%** |  |  |
| Caterpillar, Inc. | 200 | &nbsp;&nbsp;&nbsp;&nbsp;50458 |
| **Road and rail 0.8%** |  |  |
| Old Dominion Freight Line, Inc. | 67 | &nbsp;&nbsp;&nbsp;&nbsp;22327 |
| Union Pacific Corp. | 133 | &nbsp;&nbsp;&nbsp;&nbsp;27157 |
| **Trading companies and distributors 0.2%** |  |  |
| W.W. Grainger, Inc. | 22 | &nbsp;&nbsp;&nbsp;&nbsp;12969 |

---

SEE NOTES TO FUNDS' INVESTMENTS QUARTERLY REPORT \| JOHN HANCOCK ETFS 17

------

---

| | | |
|:---|:---|:---|
|  | **Shares** | **Value** |
| **Information technology 31.0%** |  | **$1944557** |
| **Communications equipment 2.0%** |  |  |
| Cisco Systems, Inc. | 2530 | &nbsp;&nbsp;&nbsp;&nbsp;123135 |
| **IT services 9.8%** |  |  |
| Automatic Data Processing, Inc. | 200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;45162 |
| Fidelity National Information Services, Inc. | 311 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;23337 |
| IBM Corp. | 867 | &nbsp;&nbsp;&nbsp;&nbsp;116811 |
| Mastercard, Inc., Class A | 244 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;90426 |
| Paychex, Inc. | 955 | &nbsp;&nbsp;&nbsp;&nbsp;110646 |
| The Western Union Company | 8079 | &nbsp;&nbsp;&nbsp;&nbsp;114479 |
| Visa, Inc., Class A | 488 | &nbsp;&nbsp;&nbsp;&nbsp;112342 |
| **Semiconductors and semiconductor equipment 7.0%** |  |  |
| Broadcom, Inc. | 212 | &nbsp;&nbsp;&nbsp;&nbsp;124022 |
| KLA Corp. | 229 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;89878 |
| Lam Research Corp. | 67 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;33507 |
| Monolithic Power Systems, Inc. | 159 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;67823 |
| NXP Semiconductors NV | 111 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20458 |
| Qualcomm, Inc. | 464 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;61809 |
| Texas Instruments, Inc. | 244 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;43239 |
| **Software 6.3%** |  |  |
| Gen Digital, Inc. | 803 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;18477 |
| Microsoft Corp. | 1238 | &nbsp;&nbsp;&nbsp;&nbsp;306789 |
| Oracle Corp. | 821 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;72626 |
| **Technology hardware, storage and peripherals 5.9%** |  |  |
| Apple, Inc. | 2292 | &nbsp;&nbsp;&nbsp;&nbsp;330718 |
| HP, Inc. | 1334 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;38873 |
| **Materials 3.3%** |  | &nbsp;&nbsp;&nbsp;&nbsp;**209180** |
| **Chemicals 2.1%** |  |  |
| LyondellBasell Industries NV, Class A | 1341 | &nbsp;&nbsp;&nbsp;&nbsp;129661 |
| **Containers and packaging 1.2%** |  |  |
| International Paper Company | 1219 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;50979 |
| Packaging Corp. of America | 200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;28540 |
| **Real estate 3.7%** |  | &nbsp;&nbsp;&nbsp;&nbsp;**234081** |
| **Equity real estate investment trusts 3.7%** |  |  |
| Gaming and Leisure Properties, Inc. | 2133 | &nbsp;&nbsp;&nbsp;&nbsp;114243 |
| Medical Properties Trust, Inc. | 7789 | &nbsp;&nbsp;&nbsp;&nbsp;100868 |
| VICI Properties, Inc. | 555 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;18970 |
| **Utilities 3.0%** |  | &nbsp;&nbsp;&nbsp;&nbsp;**186980** |
| **Electric utilities 3.0%** |  |  |
| Evergy, Inc. | 417 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;26125 |
| Exelon Corp. | 1112 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;46915 |
| NextEra Energy, Inc. | 599 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;44703 |
| The Southern Company | 1023 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;69237 |

---

---

| | | | |
|:---|:---|:---|:---|
|  | &nbsp;&nbsp;**Yield (%)** | **Shares** | **Value** |
| **Short-term investments 0.8%** |  |  | **$52642** |
| (Cost $52,637) |  |  |  |
| **Short-term funds 0.8%** |  |  | &nbsp;&nbsp;&nbsp;**52642** |
| John Hancock Collateral Trust (A) | &nbsp;&nbsp;4.3787(B) | 5265 | &nbsp;&nbsp;&nbsp;52642 |

---

18 JOHN HANCOCK ETFS \| QUARTERLY REPORT SEE NOTES TO FUNDS' INVESTMENTS

------

---

| | |
|:---|:---|
| **Total investments (Cost $5,621,895) 100.3%** | **$6288942** |
| **Other assets and liabilities, net (0.3%)** | &nbsp;&nbsp;&nbsp;&nbsp;**(21389)** |
| **Total net assets 100.0%** | **$6267553** |

---

---

| | |
|:---|:---|
| The percentage shown for each investment category is the total value of the category as a percentage of the net assets of the fund. | 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** | **Security Abbreviations and Legend** |
| (A) | Investment is an affiliate of the fund, the advisor and/or subadvisor. |
| (B) | The rate shown is the annualized seven-day yield as of 1-31-23. |

---

SEE NOTES TO FUNDS' INVESTMENTS QUARTERLY REPORT \| JOHN HANCOCK ETFS 19

------

Notes to Funds' investments (unaudited)

**Security valuation. Investments are stated at value as of the scheduled close of regular trading on the New York Stock Exchange (NYSE), normally at 4:00 P.M., Eastern Time. In case of emergency or other disruption resulting in the NYSE not opening for trading or the NYSE closing at a time other than the regularly scheduled close, the net asset value (NAV) may be determined as of the regularly scheduled close of the NYSE pursuant to the Advisor's Valuation Policies and Procedures.**

In order to value the securities, the funds use the following valuation techniques: Debt obligations are typically valued based on evaluated prices provided by an independent pricing vendor. Independent pricing vendors utilize matrix pricing, which takes into account factors such as institutional-size trading in similar groups of securities, yield, quality, coupon rate, maturity, type of issue, trading characteristics and other market data, as well as broker supplied prices. Equity securities, including exchange-traded or closed-end funds, are typically valued at the last sale price or official closing price on the exchange or principal market where the security trades. In the event there were no sales during the day or closing prices are not available, the securities are valued using the last available bid price. Investments by the funds in open-end mutual funds, including John Hancock Collateral Trust (JHCT), are valued at their respective NAVs each business day. Futures contracts whose settlement prices are determined as of the close of the NYSE are typically valued based on the settlement price while other futures contracts are typically valued at the last traded price on the exchange on which they trade. Foreign securities and currencies are valued in U.S. dollars based on foreign currency exchange rates supplied by an independent pricing vendor valued at London close.

In certain instances, the Pricing Committee of the Advisor may determine to value equity securities using prices obtained from another exchange or market if trading on the exchange or market on which prices are typically obtained did not open for trading as scheduled, or if trading closed earlier than scheduled, and trading occurred as normal on another exchange or market.

Other portfolio securities and assets, for which reliable market quotations are not readily available, are valued at fair value as determined in good faith by the Pricing Committee following procedures established by the Advisor and adopted by the Board of Trustees. The frequency with which these fair valuation procedures are used cannot be predicted and fair value of securities may differ significantly from the value that would have been used had a ready market for such securities existed. Trading in foreign securities may be completed before the scheduled daily close of trading on the NYSE. Significant events at the issuer or market level may affect the values of securities between the time when the valuation of the securities is generally determined and the close of the NYSE. If a significant event occurs, these securities may be fair valued, as determined in good faith by the Pricing Committee, following procedures established by the Advisor and adopted by the Board of Trustees. The Advisor uses fair value adjustment factors provided by an independent pricing vendor to value certain foreign securities in order to adjust for events that may occur between the close of foreign exchanges or markets and the close of the NYSE.

The funds use a three tier hierarchy to prioritize the pricing assumptions, referred to as inputs, used in valuation techniques to measure fair value. Level 1 includes securities valued using quoted prices in active markets for identical securities, including registered investment companies. Level 2 includes securities valued using other significant observable inputs. Observable inputs may include quoted prices for similar securities, interest rates, prepayment speeds and credit risk. Prices for securities valued using these inputs are received from independent pricing vendors and brokers and are based on an evaluation of the inputs described. Level 3 includes securities valued using significant unobservable inputs when market prices are not readily available or reliable, including the Advisor's assumptions in determining the fair value of investments. Factors used in determining value may include market or issuer specific events or trends, changes in interest rates and credit quality. The inputs or methodology used for valuing securities are not necessarily an indication of the risks associated with investing in those securities. Changes in valuation techniques and related inputs may result in transfers into or out of an assigned level within the disclosure hierarchy.

The following is a summary of the values by input classification of the funds' investments as of January 31, 2023, by major security category or type:

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | **Total<br> value at<br> 1-31-23** | **Level 1<br> quoted<br> price** | **Level 2<br> significant<br> observable<br> inputs** | **Level 3<br> significant<br> unobservable<br> inputs** |
| **Corporate Bond ETF** |  |  |  |  |
| **Investments in securities:** |  |  |  |  |
| **Assets** |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Corporate bonds | **$18899046** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | $18899046 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Short-term investments | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**176280** | $176280 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| **Total investments in securities** | **$19075326** | **$176280** | **$18899046** | **—** |
| **International High Dividend ETF** |  |  |  |  |
| **Investments in securities:** |  |  |  |  |
| **Assets** |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Common stocks | **$5256593** | $5256593 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Preferred securities | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**187708** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;187708 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Short-term investments | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**3132** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3132 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| **Total investments in securities** | **$5447433** | **$5447433** | **—** | **—** |
| **Mortgage-Backed Securities ETF** |  |  |  |  |
| **Investments in securities:** |  |  |  |  |

---

---

| | |
|:---|:---|
| 20 | \| |

---

------

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | **Total<br> value at<br> 1-31-23** | **Level 1<br> quoted<br> price** | **Level 2<br> significant<br> observable<br> inputs** | **Level 3<br> significant<br> unobservable<br> inputs** |
| **Mortgage-Backed Securities ETF (continued)** |  |  |  |  |
| **Assets** |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;U.S. Government and Agency obligations | **$11475810** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | $11475810 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Collateralized mortgage obligations | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**8616971** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8616971 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Asset backed securities | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**4160606** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4160606 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Short-term investments | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**188524** | $188524 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| **Total investments in securities** | **$24441911** | **$188524** | **$24253387** | **—** |
| **Derivatives:** |  |  |  |  |
| **Assets** |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Futures | **$36801** | $36801 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| **Preferred Income ETF** |  |  |  |  |
| **Investments in securities:** |  |  |  |  |
| **Assets** |  |  |  |  |
| **Preferred securities** |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Communication services | **$877822** | $877822 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Consumer discretionary | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**235501** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;235501 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Energy | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**287425** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;287425 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Financials | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**5791816** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5791816 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Health care | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**214030** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;214030 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Industrials | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**130995** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;130995 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Real estate | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**171837** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;171837 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Utilities | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**2960595** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2731392 | $229203 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| **Common stocks** | **303409** | 303409 |  |  |
| **Corporate bonds** | **7776861** |  | 7776861 |  |
| **Capital preferred securities** | **125400** |  | 125400 |  |
| **Short-term investments** | **723073** | 723073 |  |  |
| **Total investments in securities** | **$19598764** | **$11467300** | **$8131464** | **—** |
| **U.S. High Dividend ETF** |  |  |  |  |
| **Investments in securities:** |  |  |  |  |
| **Assets** |  |  |  |  |
| Common stocks | **$6236300** | $6236300 |  |  |
| Short-term investments | **52642** | 52642 |  |  |
| **Total investments in securities** | **$6288942** | **$6288942** | **—** | **—** |

---

**Investment in affiliated underlying funds. The funds may invest in affiliated underlying funds that are managed by the Advisor and its affiliates. Information regarding the funds' fiscal year to date purchases and sales of the affiliated underlying funds as well as income and capital gains earned by the funds, if any, is as follows:**

---

| | | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|
|  |  |  |  |  |  |  | **Dividends and distributions** | **Dividends and distributions** |  |
| **Affiliate** | **Ending<br> share<br> amount** | **Beginning<br> value** | **Cost of<br> purchases** | **Proceeds<br> from shares<br> sold** | **Realized<br> gain<br> (loss)** | **Change in<br> unrealized<br> appreciation<br> (depreciation)** | **Income<br> distributions<br> received** | **Capital gain<br> distributions<br> received** | **Ending<br> value** |
| **Corporate Bond ETF** | **Corporate Bond ETF** | **Corporate Bond ETF** | **Corporate Bond ETF** | **Corporate Bond ETF** | **Corporate Bond ETF** | **Corporate Bond ETF** | **Corporate Bond ETF** | **Corporate Bond ETF** | **Corporate Bond ETF** |
| John Hancock Collateral Trust | 17632 |  | $730325 | $(554081) | $(3) | $39 | $2226 |  | $176280 |
| **International High Dividend ETF** | **International High Dividend ETF** | **International High Dividend ETF** | **International High Dividend ETF** | **International High Dividend ETF** | **International High Dividend ETF** | **International High Dividend ETF** | **International High Dividend ETF** | **International High Dividend ETF** | **International High Dividend ETF** |
| John Hancock Collateral Trust | &nbsp;&nbsp;&nbsp;&nbsp;313 |  | &nbsp;&nbsp;&nbsp;&nbsp;$3132 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |  |  | $5 |  | $3132 |

---

---

| | |
|:---|:---|
| \| | 21 |

---

------

---

| | | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|
|  |  |  |  |  |  |  | **Dividends and distributions** | **Dividends and distributions** |  |
| **Affiliate** | **Ending<br> share<br> amount** | **Beginning<br> value** | **Cost of<br> purchases** | **Proceeds<br> from shares<br> sold** | **Realized<br> gain<br> (loss)** | **Change in<br> unrealized<br> appreciation<br> (depreciation)** | **Income<br> distributions<br> received** | **Capital gain<br> distributions<br> received** | **Ending<br> value** |
| **Mortgage-Backed Securities ETF** | **Mortgage-Backed Securities ETF** | **Mortgage-Backed Securities ETF** | **Mortgage-Backed Securities ETF** | **Mortgage-Backed Securities ETF** | **Mortgage-Backed Securities ETF** | **Mortgage-Backed Securities ETF** | **Mortgage-Backed Securities ETF** | **Mortgage-Backed Securities ETF** | **Mortgage-Backed Securities ETF** |
| John Hancock Collateral Trust | 18857 |  | $4090971 | $(3902563) | $55 | $61 | $4416 |  | $188524 |
| **Preferred Income ETF** | **Preferred Income ETF** | **Preferred Income ETF** | **Preferred Income ETF** | **Preferred Income ETF** | **Preferred Income ETF** | **Preferred Income ETF** | **Preferred Income ETF** | **Preferred Income ETF** | **Preferred Income ETF** |
| John Hancock Collateral Trust | 72323 |  | $3594843 | $(2871847) | $4 | $73 | $5318 |  | $723073 |
| **U.S. High Dividend ETF** | **U.S. High Dividend ETF** | **U.S. High Dividend ETF** | **U.S. High Dividend ETF** | **U.S. High Dividend ETF** | **U.S. High Dividend ETF** | **U.S. High Dividend ETF** | **U.S. High Dividend ETF** | **U.S. High Dividend ETF** | **U.S. High Dividend ETF** |
| John Hancock Collateral Trust | &nbsp;&nbsp;5265 |  | &nbsp;&nbsp;&nbsp;$782509 | &nbsp;&nbsp;&nbsp;$(729895) | $23 | $5 | $587 |  | $52642 |

---

For additional information on the funds' significant accounting policies and risks, please refer to the funds' most recent semiannual or annual shareholder report and prospectus.

---

| | |
|:---|:---|
| 22 | \| |

---

## Form NPORT-P: Monthly Portfolio Investments Report

### NPORT-P: Part A: General Information

**Item A.1. Information about the Registrant.**

- **a. Name of Registrant:** John Hancock Exchange-Traded Fund Trust

- **b. Investment Company Act file number:** 811-22733

- **c. CIK number of Registrant:** 0001478482

- **d. LEI of Registrant:** 5493009IOCA1ISM4Y592

- **e. Address and telephone number of Registrant.**

  - **Street Address 1:** 200 Berkeley Street

  - **City:** Boston

  - **State:** MA

  - **Foreign country:** US

  - **Zip / Postal Code:** 02116

  - **Telephone number:** 617-312-0176

**Item A.2. Information about the Series.**

- **a. Name of Series:** John Hancock Mortgage-Backed Securities ETF

- **b. EDGAR series identifier (if any):** S000072179

- **c. LEI of Series:** 549300DHVXX83H8NVG29

**Item A.3. Reporting period.**

- **a. Date of fiscal year-end:** 2023-04-30

- **b. Date as of which information is reported:** 2023-01-31

**Item A.4. Final filing**

Does the Fund anticipate that this will be its final filing on Form N-PORT? **No**

### Fund Information

**Total Assets:** $24612215.60

**Total Liabilities:** $44409.73

**Net Assets:** $24567805.87

**Cash Not Reported:** $13948.32

**Currency Risk Metrics (dv01):**

- 

**Credit Spread Risk - Investment Grade (dv01):**

- **3-Month:** -56.210292000000 | **1-Year:** -1100.882168000000 | **5-Year:** -2956.693701000000 | **10-Year:** -5785.412502000000 | **30-Year:** -2209.215903000000

**Credit Spread Risk - Non-Investment Grade (dv01):**

- **3-Month:** -14.143785000000 | **1-Year:** -268.144670000000 | **5-Year:** -438.303114000000 | **10-Year:** -157.958438000000 | **30-Year:** -98.422415000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000227987 | 3.15%                | -0.19%               | 3.72%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-99486.15               | $676825.07                                 |
| Month 2  | $46.60                   | $-108665.21                                |
| Month 3  | $0.27                    | $799089.41                                 |

### Schedule of Portfolio Investments

| Name                                                   | Title                                                  | Identifiers                                   | Payoff Profile   | Asset Category   | Issuer Category   | Country   |   Balance | Units   | Value (USD)   | % of Net Assets   | Maturity Date   | Coupon Type   | Annualized Rate (%)   | Restricted?   |   Fair Value Level | Lending Status   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| FREDDIE MAC POOL FR 02/52 FIXED 3                      | FREDDIE MAC POOL FR 02/52 FIXED 3                      | CUSIP: 3133B4ZR9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    299557 | PA      | $273227.42    | 1.11%             | 2052-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL FR 06/51 FIXED 3                      | FREDDIE MAC POOL FR 06/51 FIXED 3                      | CUSIP: 3133KMAX3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    245493 | PA      | $223954.03    | 0.91%             | 2051-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| COLT 2021-1 MORTGAGE LOAN TRUS COLT 2021 1 A1 144A     | COLT 2021-1 MORTGAGE LOAN TRUS COLT 2021 1 A1 144A     | CUSIP: 19688EAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    197134 | PA      | $160659.16    | 0.65%             | 2066-06-25      | Variable      | 0.91%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                        | FANNIE MAE POOL FN 08/51 FIXED VAR                     | CUSIP: 3140XCAK4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    514450 | PA      | $454180.81    | 1.85%             | 2051-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Ammc Clo 23 Limited                                    | AMMC CLO 23 LTD AMMC 2020 23A CR 144A                  | CUSIP: 00177JBC8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    140000 | PA      | $132856.78    | 0.54%             | 2031-10-17      | Floating      | 6.79%                 | No            |                  2 | On Loan: No      |
| AMSR 2020-SFR1 TRUST AMSR 2020 SFR1 C 144A             | AMSR 2020-SFR1 TRUST AMSR 2020 SFR1 C 144A             | CUSIP: 00180AAC3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    150000 | PA      | $139174.34    | 0.57%             | 2037-04-17      | Fixed         | 2.42%                 | No            |                  2 | On Loan: No      |
| ANGEL OAK MORTGAGE TRUST 2021- AOMT 2021 2 A3 144A     | ANGEL OAK MORTGAGE TRUST 2021- AOMT 2021 2 A3 144A     | CUSIP: 03465DAC7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    161940 | PA      | $137462.70    | 0.56%             | 2066-04-25      | Variable      | 1.45%                 | No            |                  2 | On Loan: No      |
| ANGEL OAK MORTGAGE TRUST 2020- AOMT 2020 3 A2 144A     | ANGEL OAK MORTGAGE TRUST 2020- AOMT 2020 3 A2 144A     | CUSIP: 03465LAB1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    112286 | PA      | $104699.24    | 0.43%             | 2065-04-25      | Variable      | 2.41%                 | No            |                  2 | On Loan: No      |
| APEX CREDIT CLO 2019-II LTD APEXC 2019 2A D 144A       | APEX CREDIT CLO 2019-II LTD APEXC 2019 2A D 144A       | CUSIP: 03755CAN4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    150000 | PA      | $136541.55    | 0.56%             | 2032-10-25      | Floating      | 8.87%                 | No            |                  2 | On Loan: No      |
| MADISON PARK FUNDING XLI LTD ATRM 12A DR 144A          | ATRIUM XII ATRM 12A DR 144A                            | CUSIP: 04965CAQ1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    250000 | PA      | $242514.75    | 0.99%             | 2027-04-22      | Floating      | 7.62%                 | No            |                  2 | On Loan: No      |
| BX COMMERCIAL MORTGAGE TRUST 2 BX 2021 MC E 144A       | BX COMMERCIAL MORTGAGE TRUST 2 BX 2021 MC E 144A       | CUSIP: 05608GAJ8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    100000 | PA      | $92738.07     | 0.38%             | 2034-04-15      | Floating      | 6.56%                 | No            |                  2 | On Loan: No      |
| BX COMMERCIAL MORTGAGE TRUST 2 BX 2021 VOLT F 144A     | BX COMMERCIAL MORTGAGE TRUST 2 BX 2021 VOLT F 144A     | CUSIP: 05609VAQ8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    200000 | PA      | $189173.88    | 0.77%             | 2036-09-15      | Floating      | 6.86%                 | No            |                  2 | On Loan: No      |
| BARINGS CLO LTD 2013-I BABSN 2013 IA DR 144A           | BARINGS CLO LTD 2013-I BABSN 2013 IA DR 144A           | CUSIP: 06760EAG1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    250000 | PA      | $245309.25    | 1.00%             | 2028-01-20      | Floating      | 7.36%                 | No            |                  2 | On Loan: No      |
| BELLEMEADE RE 2021-3 LTD BMIR 2021 3A M2 144A          | BELLEMEADE RE 2021-3 LTD BMIR 2021 3A M2 144A          | CUSIP: 078777AE9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    200000 | PA      | $182045.16    | 0.74%             | 2031-09-25      | Floating      | 7.46%                 | No            |                  2 | On Loan: No      |
| BRAVO RESIDENTIAL FUNDING TRUS BRAVO 2021 NQM1 M1 144A | BRAVO RESIDENTIAL FUNDING TRUS BRAVO 2021 NQM1 M1 144A | CUSIP: 10569TAD0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    100000 | PA      | $74129.91     | 0.30%             | 2049-02-25      | Variable      | 2.32%                 | No            |                  2 | On Loan: No      |
| BUNKER HILL LOAN DEPOSITARY TR BHLD 2019 3 M1 144A     | BUNKER HILL LOAN DEPOSITARY TR BHLD 2019 3 M1 144A     | CUSIP: 12062BAE5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    100000 | PA      | $87384.70     | 0.36%             | 2059-11-25      | Variable      | 3.27%                 | No            |                  2 | On Loan: No      |
| CAMB COMMERCIAL MORTGAGE TRUST CAMB 2019 LIFE F 144A   | CAMB COMMERCIAL MORTGAGE TRUST CAMB 2019 LIFE F 144A   | CUSIP: 12482HAQ7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    200000 | PA      | $193984.62    | 0.79%             | 2037-12-15      | Floating      | 7.01%                 | No            |                  2 | On Loan: No      |
| CLI FUNDING VIII LLC CLIF 2021 1A A 144A               | CLI FUNDING VIII LLC CLIF 2021 1A A 144A               | CUSIP: 12565KAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    140696 | PA      | $123112.62    | 0.50%             | 2046-02-18      | Fixed         | 1.64%                 | No            |                  2 | On Loan: No      |
| COLT 2021-4 MORTGAGE LOAN TRUS COLT 2021 4 A1 144A     | COLT 2021-4 MORTGAGE LOAN TRUS COLT 2021 4 A1 144A     | CUSIP: 19688GAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    168819 | PA      | $140434.36    | 0.57%             | 2066-10-25      | Variable      | 1.40%                 | No            |                  2 | On Loan: No      |
| COLT 2021-4 MORTGAGE LOAN TRUS COLT 2021 4 B1 144A     | COLT 2021-4 MORTGAGE LOAN TRUS COLT 2021 4 B1 144A     | CUSIP: 19688GAE3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    200000 | PA      | $140250.12    | 0.57%             | 2066-10-25      | Variable      | 3.76%                 | No            |                  2 | On Loan: No      |
| COLT 2021-HX1 MORTGAGE LOAN TR COLT 2021 HX1 B1 144A   | COLT 2021-HX1 MORTGAGE LOAN TR COLT 2021 HX1 B1 144A   | CUSIP: 19688KAE4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    100000 | PA      | $65512.12     | 0.27%             | 2066-10-25      | Variable      | 3.11%                 | No            |                  2 | On Loan: No      |
| CONNECTICUT AVENUE SECURITIES CAS 2021 R01 1B1 144A    | CONNECTICUT AVENUE SECURITIES CAS 2021 R01 1B1 144A    | CUSIP: 20754RAF3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    200000 | PA      | $191312.00    | 0.78%             | 2041-10-25      | Floating      | 7.41%                 | No            |                  2 | On Loan: No      |
| DBGS 2018-BIOD MORTGAGE TRUST DBGS 2018 BIOD D 144A    | DBGS 2018-BIOD MORTGAGE TRUST DBGS 2018 BIOD D 144A    | CUSIP: 23306GAG2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     91376 | PA      | $89312.45     | 0.36%             | 2035-05-15      | Floating      | 5.76%                 | No            |                  2 | On Loan: No      |
| DIAMOND INFRASTRUCTURE FUNDING DNFRA 2021 1A C 144A    | DIAMOND INFRASTRUCTURE FUNDING DNFRA 2021 1A C 144A    | CUSIP: 25265LAE0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    200000 | PA      | $159183.92    | 0.65%             | 2049-04-15      | Fixed         | 3.48%                 | No            |                  2 | On Loan: No      |
| Driven Brands Funding LLC                              | DRIVEN BRANDS FUNDING LLC HONK 2019 1A A2 144A         | CUSIP: 26208LAD0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    201600 | PA      | $189124.19    | 0.77%             | 2049-04-20      | Fixed         | 4.64%                 | No            |                  2 | On Loan: No      |
| EAGLE RE 2021-2 LTD EMIR 2021 2 M1B 144A               | EAGLE RE 2021-2 LTD EMIR 2021 2 M1B 144A               | CUSIP: 26982AAB0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | BM        |    200000 | PA      | $198049.48    | 0.81%             | 2034-04-25      | Floating      | 6.36%                 | No            |                  2 | On Loan: No      |
| ELARA HGV TIMESHARE ISSUER 202 EHGVT 2021 A D 144A     | ELARA HGV TIMESHARE ISSUER 202 EHGVT 2021 A D 144A     | CUSIP: 28416LAD4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    137718 | PA      | $123154.57    | 0.50%             | 2035-08-27      | Fixed         | 3.32%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL FR 09/47 FIXED 3.5                    | FREDDIE MAC POOL FR 09/47 FIXED 3.5                    | CUSIP: 3132A5HL2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    352725 | PA      | $336851.77    | 1.37%             | 2047-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL FR 01/52 FIXED 2.5                    | FREDDIE MAC POOL FR 01/52 FIXED 2.5                    | CUSIP: 3132DM4H5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    261906 | PA      | $231509.30    | 0.94%             | 2052-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL FR 05/51 FIXED 3                      | FREDDIE MAC POOL FR 05/51 FIXED 3                      | CUSIP: 3132DMUU7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    275442 | PA      | $253685.56    | 1.03%             | 2051-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL FR 10/52 FIXED 4                      | FREDDIE MAC POOL FR 10/52 FIXED 4                      | CUSIP: 3132DNZ48<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    323993 | PA      | $314311.68    | 1.28%             | 2052-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL FR 09/51 FIXED 2.5                    | FREDDIE MAC POOL FR 09/51 FIXED 2.5                    | CUSIP: 3133KMM77<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    179112 | PA      | $158324.59    | 0.64%             | 2051-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE REMICS FNR 2022 22 B                        | FANNIE MAE REMICS FNR 2022 22 B                        | CUSIP: 3136BMH27<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    400000 | PA      | $264069.32    | 1.07%             | 2054-07-25      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC WHOLE LOAN SECURIT FWLS 2016 SC01 M2       | FREDDIE MAC WHOLE LOAN SECURIT FWLS 2016 SC01 M2       | CUSIP: 3137G1AY3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     96325 | PA      | $93215.63     | 0.38%             | 2046-07-25      | Variable      | 3.90%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC REMICS FHR 5150 IS                         | FREDDIE MAC REMICS FHR 5150 IS                         | CUSIP: 3137H2Z98<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1741000 | PA      | $161255.42    | 0.66%             | 2051-08-25      | Floating      | 0.55%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC REMICS FHR 5250 AY                         | FREDDIE MAC REMICS FHR 5250 AY                         | CUSIP: 3137H8N23<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    449998 | PA      | $320906.89    | 1.31%             | 2055-01-25      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                        | FANNIE MAE POOL FN 11/46 FIXED VAR                     | CUSIP: 3138ERNB2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    214098 | PA      | $199060.01    | 0.81%             | 2046-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                        | FANNIE MAE POOL FN 04/47 FIXED 4                       | CUSIP: 3138WKNK7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    114099 | PA      | $112303.15    | 0.46%             | 2047-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                        | FANNIE MAE POOL FN 04/47 FIXED 3                       | CUSIP: 3138WKP74<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    217479 | PA      | $202203.97    | 0.82%             | 2047-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                        | FANNIE MAE POOL FN 12/46 FIXED 3.5                     | CUSIP: 3140F5CP6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    165858 | PA      | $159120.25    | 0.65%             | 2046-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                        | FANNIE MAE POOL FN 03/48 FIXED 4                       | CUSIP: 3140H1V98<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    130444 | PA      | $127901.49    | 0.52%             | 2048-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                        | FANNIE MAE POOL FN 02/48 FIXED VAR                     | CUSIP: 3140JAD88<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    256233 | PA      | $244941.93    | 1.00%             | 2048-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                        | FANNIE MAE POOL FN 04/51 FIXED 2.5                     | CUSIP: 3140QHRQ0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    261797 | PA      | $229653.69    | 0.93%             | 2051-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                        | FANNIE MAE POOL FN 03/52 FIXED 3                       | CUSIP: 3140QNPA4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    222227 | PA      | $203389.41    | 0.83%             | 2052-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                        | FANNIE MAE POOL FN 05/50 FIXED VAR                     | CUSIP: 3140X6PC9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    236951 | PA      | $218530.98    | 0.89%             | 2050-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                        | FANNIE MAE POOL FN 04/50 FIXED VAR                     | CUSIP: 3140X6RB9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    118039 | PA      | $116550.01    | 0.47%             | 2050-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                        | FANNIE MAE POOL FN 11/48 FIXED VAR                     | CUSIP: 3140X6WM9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    223382 | PA      | $213346.76    | 0.87%             | 2048-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                        | FANNIE MAE POOL FN 04/50 FIXED VAR                     | CUSIP: 3140X6XJ5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    221419 | PA      | $211732.05    | 0.86%             | 2050-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                        | FANNIE MAE POOL FN 04/51 FIXED VAR                     | CUSIP: 3140XBLN8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    214653 | PA      | $204926.29    | 0.83%             | 2051-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                        | FANNIE MAE POOL FN 07/51 FIXED VAR                     | CUSIP: 3140XCB64<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    299612 | PA      | $265447.52    | 1.08%             | 2051-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                        | FANNIE MAE POOL FN 08/51 FIXED VAR                     | CUSIP: 3140XCB72<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    560024 | PA      | $494590.09    | 2.01%             | 2051-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                        | FANNIE MAE POOL FN 09/51 FIXED VAR                     | CUSIP: 3140XCJ74<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    554849 | PA      | $471810.98    | 1.92%             | 2051-09-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                        | FANNIE MAE POOL FN 08/51 FIXED VAR                     | CUSIP: 3140XCJR0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    532309 | PA      | $452977.19    | 1.84%             | 2051-08-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                        | FANNIE MAE POOL FN 08/51 FIXED VAR                     | CUSIP: 3140XCLU0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    309568 | PA      | $273156.03    | 1.11%             | 2051-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                        | FANNIE MAE POOL FN 08/51 FIXED VAR                     | CUSIP: 3140XCLY2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    202007 | PA      | $177110.43    | 0.72%             | 2051-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                        | FANNIE MAE POOL FN 08/51 FIXED VAR                     | CUSIP: 3140XCML9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    504451 | PA      | $462831.98    | 1.88%             | 2051-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                        | FANNIE MAE POOL FN 03/52 FIXED VAR                     | CUSIP: 3140XGKW8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    139579 | PA      | $132490.96    | 0.54%             | 2052-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association               | GOVERNMENT NATIONAL MORTGAGE A GNR 2014 135 IO         | CUSIP: 38378XPE5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  14608768 | PA      | $269390.06    | 1.10%             | 2056-01-16      | Variable      | 0.42%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association               | GOVERNMENT NATIONAL MORTGAGE A GNR 2021 153 IA         | CUSIP: 38381DS27<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  19460510 | PA      | $105904.10    | 0.43%             | 2061-08-16      | Variable      | 0.10%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association               | GOVERNMENT NATIONAL MORTGAGE A GNR 2022 141 BC         | CUSIP: 38381HPW5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    265000 | PA      | $183569.13    | 0.75%             | 2064-06-16      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| Hertz Vehicle Financing LLC                            | HERTZ VEHICLE FINANCING LLC HERTZ 2022 2A A 144A       | CUSIP: 42806MAN9<br>LEI: 5493004IHDYOZ9K9WF47 | Long             | ABS-O            | CORP              | US        |    200000 | PA      | $179079.46    | 0.73%             | 2028-06-26      | Fixed         | 2.33%                 | No            |                  2 | On Loan: No      |
| IMPERIAL FUND MORTGAGE TRUST 2 IMPRL 2021 NQM2 M1 144A | IMPERIAL FUND MORTGAGE TRUST 2 IMPRL 2021 NQM2 M1 144A | CUSIP: 452761AD1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    200000 | PA      | $126135.38    | 0.51%             | 2056-09-25      | Variable      | 2.49%                 | No            |                  2 | On Loan: No      |
| IMPERIAL FUND MORTGAGE TRUST 2 IMPRL 2022 NQM5 A3 144A | IMPERIAL FUND MORTGAGE TRUST 2 IMPRL 2022 NQM5 A3 144A | CUSIP: 45276QAC8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     95538 | PA      | $94605.57     | 0.39%             | 2067-08-25      | Variable      | 6.25%                 | No            |                  2 | On Loan: No      |
| JP MORGAN MORTGAGE TRUST 2019- JPMMT 2019 INV3 B3 144A | JP MORGAN MORTGAGE TRUST 2019- JPMMT 2019 INV3 B3 144A | CUSIP: 46591LBW0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    218131 | PA      | $186674.75    | 0.76%             | 2050-05-25      | Variable      | 4.39%                 | No            |                  2 | On Loan: No      |
| LCM XV Limited Partnership                             | LCM XV LP LCM 15A DR 144A                              | CUSIP: 50184NAQ5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    250000 | PA      | $221365.75    | 0.90%             | 2030-07-20      | Floating      | 8.51%                 | No            |                  2 | On Loan: No      |
| LIFE 2021-BMR MORTGAGE TRUST LIFE 2021 BMR F 144A      | LIFE 2021-BMR MORTGAGE TRUST LIFE 2021 BMR F 144A      | CUSIP: 53218CAL4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    201509 | PA      | $192929.60    | 0.79%             | 2038-03-15      | Floating      | 6.81%                 | No            |                  2 | On Loan: No      |
| MFA 2020-NQM3 TRUST MFRA 2020 NQM3 M1 144A             | MFA 2020-NQM3 TRUST MFRA 2020 NQM3 M1 144A             | CUSIP: 552757AD8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    100000 | PA      | $81409.17     | 0.33%             | 2065-01-26      | Variable      | 2.65%                 | No            |                  2 | On Loan: No      |
| NEW RESIDENTIAL MORTGAGE LOAN NRZT 2019 4A A1B 144A    | NEW RESIDENTIAL MORTGAGE LOAN NRZT 2019 4A A1B 144A    | CUSIP: 64830WAD3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     77403 | PA      | $72157.50     | 0.29%             | 2058-12-25      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| AMSR 2020-SFR4 TRUST AMSR 2020 SFR4 D 144A             | AMSR 2020-SFR4 TRUST AMSR 2020 SFR4 D 144A             | CUSIP: 66981FAD2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    314000 | PA      | $281154.22    | 1.14%             | 2037-11-17      | Fixed         | 2.01%                 | No            |                  2 | On Loan: No      |
| OBX 2022-NQM1 TRUST OBX 2022 NQM1 A1 144A              | OBX 2022-NQM1 TRUST OBX 2022 NQM1 A1 144A              | CUSIP: 67114VAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    130157 | PA      | $114730.93    | 0.47%             | 2061-11-25      | Variable      | 2.31%                 | No            |                  2 | On Loan: No      |
| OAKTOWN RE VII LTD OMIR 2021 2 M1B 144A                | OAKTOWN RE VII LTD OMIR 2021 2 M1B 144A                | CUSIP: 67389JAB4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | BM        |    200000 | PA      | $187045.74    | 0.76%             | 2034-04-25      | Floating      | 7.21%                 | No            |                  2 | On Loan: No      |
| PKHL COMMERCIAL MORTGAGE TRUST PKHL 2021 MF F 144A     | PKHL COMMERCIAL MORTGAGE TRUST PKHL 2021 MF F 144A     | CUSIP: 69356GAQ2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    300000 | PA      | $273635.79    | 1.11%             | 2038-07-15      | Floating      | 7.81%                 | No            |                  2 | On Loan: No      |
| PROGRESS RESIDENTIAL 2020-SFR1 PROG 2020 SFR1 C 144A   | PROGRESS RESIDENTIAL 2020-SFR1 PROG 2020 SFR1 C 144A   | CUSIP: 74331CAC2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    300000 | PA      | $278667.39    | 1.13%             | 2037-04-17      | Fixed         | 2.18%                 | No            |                  2 | On Loan: No      |
| PROGRESS RESIDENTIAL 2021-SFR4 PROG 2021 SFR4 E1 144A  | PROGRESS RESIDENTIAL 2021-SFR4 PROG 2021 SFR4 E1 144A  | CUSIP: 74333EAE2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    150000 | PA      | $129672.89    | 0.53%             | 2038-05-17      | Fixed         | 2.41%                 | No            |                  2 | On Loan: No      |
| PROGRESS RESIDENTIAL 2021-SFR5 PROG 2021 SFR5 E2 144A  | PROGRESS RESIDENTIAL 2021-SFR5 PROG 2021 SFR5 E2 144A  | CUSIP: 74333FAF6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    225000 | PA      | $190566.14    | 0.78%             | 2038-07-17      | Fixed         | 2.36%                 | No            |                  2 | On Loan: No      |
| PROGRESS RESIDENTIAL 2021-SFR3 PROG 2021 SFR3 E2 144A  | PROGRESS RESIDENTIAL 2021-SFR3 PROG 2021 SFR3 E2 144A  | CUSIP: 74333VAL8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    100000 | PA      | $86200.51     | 0.35%             | 2026-05-17      | Fixed         | 2.69%                 | No            |                  2 | On Loan: No      |
| READY CAPITAL MORTGAGE TRUST 2 RCMT 2019 5 E 144A      | READY CAPITAL MORTGAGE TRUST 2 RCMT 2019 5 E 144A      | CUSIP: 75575MAN8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    250000 | PA      | $195278.93    | 0.79%             | 2052-02-25      | Variable      | 5.41%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                        | FANNIE MAE POOL FN 08/51 FIXED VAR                     | CUSIP: 3140XCAU2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    389831 | PA      | $331124.37    | 1.35%             | 2051-08-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                        | FANNIE MAE POOL FN 08/51 FIXED VAR                     | CUSIP: 3140XCRR1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    439636 | PA      | $388886.37    | 1.58%             | 2051-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                        | FANNIE MAE POOL FN 12/51 FIXED VAR                     | CUSIP: 3140XD6E1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    267322 | PA      | $235523.52    | 0.96%             | 2051-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                        | FANNIE MAE POOL FN 09/51 FIXED VAR                     | CUSIP: 3140XDA48<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    449918 | PA      | $396716.58    | 1.61%             | 2051-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                        | FANNIE MAE POOL FN 01/52 FIXED VAR                     | CUSIP: 3140XFPZ8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    266288 | PA      | $234633.83    | 0.96%             | 2052-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                        | FANNIE MAE POOL FN 02/52 FIXED VAR                     | CUSIP: 3140XFWE7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    295020 | PA      | $269274.33    | 1.10%             | 2052-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                        | FANNIE MAE POOL FN 03/52 FIXED VAR                     | CUSIP: 3140XFZA2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    556434 | PA      | $490637.23    | 2.00%             | 2052-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                        | FANNIE MAE POOL FN 02/47 FIXED 3.5                     | CUSIP: 31418CGE8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    193228 | PA      | $185015.78    | 0.75%             | 2047-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FIRSTKEY HOMES 2021-SFR2 TRUST FKH 2021 SFR2 E1 144A   | FIRSTKEY HOMES 2021-SFR2 TRUST FKH 2021 SFR2 E1 144A   | CUSIP: 33767TAJ9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    200000 | PA      | $169821.48    | 0.69%             | 2038-09-17      | Fixed         | 2.26%                 | No            |                  2 | On Loan: No      |
| FLAGSTAR MORTGAGE TRUST 2021-6 FSMT 2021 6INV A4 144A  | FLAGSTAR MORTGAGE TRUST 2021-6 FSMT 2021 6INV A4 144A  | CUSIP: 33851GAD7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    210188 | PA      | $175465.70    | 0.71%             | 2051-08-25      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC STACR REMIC TRUST STACR 2021 HQA2 M2 144A  | FREDDIE MAC STACR REMIC TRUST STACR 2021 HQA2 M2 144A  | CUSIP: 35564KFV6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    300000 | PA      | $286885.95    | 1.17%             | 2033-12-25      | Floating      | 6.36%                 | No            |                  2 | On Loan: No      |
| Freddie Mac STACR Trust 2019-HQA2                      | FREDDIE MAC STACR TRUST 2019-H STACR 2019 HQA2 B1 144A | CUSIP: 35564MBD6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    200000 | PA      | $206647.74    | 0.84%             | 2049-04-25      | Floating      | 8.61%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association               | GOVERNMENT NATIONAL MORTGAGE A GNR 2016 26 IO          | CUSIP: 38379UEH5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   5232540 | PA      | $132041.58    | 0.54%             | 2058-02-16      | Variable      | 0.64%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association               | GOVERNMENT NATIONAL MORTGAGE A GNR 2017 159 IO         | CUSIP: 38380JAH1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   3951852 | PA      | $130418.24    | 0.53%             | 2059-06-16      | Variable      | 0.43%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association               | GOVERNMENT NATIONAL MORTGAGE A GNR 2018 23 IO          | CUSIP: 38380JPT9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1793669 | PA      | $74572.33     | 0.30%             | 2059-11-16      | Variable      | 0.57%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association               | GOVERNMENT NATIONAL MORTGAGE A GNR 2021 62 IA          | CUSIP: 38380RP79<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  18382256 | PA      | $102482.92    | 0.42%             | 2063-02-16      | Variable      | 0.10%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC MULTIFAMILY STRUCT FHMS X2FX X1            | FREDDIE MAC MULTIFAMILY STRUCT FHMS X2FX X1            | CUSIP: 3137BQZQ3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   8043485 | PA      | $127630.81    | 0.52%             | 2025-09-25      | Variable      | 0.64%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC MULTIFAMILY STRUCT FHMS K118 X1            | FREDDIE MAC MULTIFAMILY STRUCT FHMS K118 X1            | CUSIP: 3137F62P1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   3185198 | PA      | $180062.43    | 0.73%             | 2030-09-25      | Variable      | 0.96%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association               | GOVERNMENT NATIONAL MORTGAGE A GNR 2021 178 IA         | CUSIP: 38381D5A4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  38635536 | PA      | $210579.13    | 0.86%             | 2061-10-16      | Variable      | 0.10%                 | No            |                  2 | On Loan: No      |
| STORE MASTER FUNDING I-VII AND STR 2019 1 A2 144A      | STORE MASTER FUNDING LLC 11/49 3.65                    | CUSIP: 86212XAB6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    190600 | PA      | $162724.27    | 0.66%             | 2049-11-20      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| TIF FUNDING II LLC TIF 2021 1A A 144A                  | TIF FUNDING II LLC TIF 2021 1A A 144A                  | CUSIP: 872480AE8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    126750 | PA      | $108136.91    | 0.44%             | 2046-02-20      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| Taco Bell Funding LLC                                  | TACO BELL FUNDING LLC BELL 2021 1A A2I 144A            | CUSIP: 87342RAG9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    198000 | PA      | $172953.00    | 0.70%             | 2051-08-25      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| TOWD POINT MORTGAGE TRUST 2019 TPMT 2019 4 B1B 144A    | TOWD POINT MORTGAGE TRUST 2019 TPMT 2019 4 B1B 144A    | CUSIP: 89178BBA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    315000 | PA      | $225241.88    | 0.92%             | 2059-10-25      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| TRIANGLE RE 2021-3 LTD TMIR 2021 3 M1B 144A            | MORTGAGE INSURANCE-LINKED NOTE TMIR 2021 3 M1B 144A    | CUSIP: 89600HAC3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | BM        |    200000 | PA      | $194048.32    | 0.79%             | 2034-02-25      | Floating      | 7.21%                 | No            |                  2 | On Loan: No      |
| TRICON RESIDENTIAL 2021-SFR1 T TCN 2021 SFR1 G 144A    | TRICON RESIDENTIAL 2021-SFR1 T TCN 2021 SFR1 G 144A    | CUSIP: 89614YAH9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    100000 | PA      | $85413.74     | 0.35%             | 2038-07-17      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| TRK 2021-INV1 TRUST TRK 2021 INV1 A1 144A              | TRK 2021-INV1 TRUST TRK 2021 INV1 A1 144A              | CUSIP: 89688WAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    149104 | PA      | $129547.52    | 0.53%             | 2056-07-25      | Variable      | 1.15%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                       | UNITED STATES TREASURY NOTE/BO 08/52 3                 | CUSIP: 912810TJ7<br>LEI: N/A                  | Long             | DBT              | UST               | US        |    100000 | PA      | $88484.38     | 0.36%             | 2052-08-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                       | UNITED STATES TREASURY NOTE/BO 08/42 3.375             | CUSIP: 912810TK4<br>LEI: N/A                  | Long             | DBT              | UST               | US        |    100000 | PA      | $94546.88     | 0.38%             | 2042-08-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                       | UNITED STATES TREASURY NOTE/BO 11/52 4                 | CUSIP: 912810TL2<br>LEI: N/A                  | Long             | DBT              | UST               | US        |     75000 | PA      | $80203.13     | 0.33%             | 2052-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Vantage Data Centers Issuer LLC                        | VANTAGE DATA CENTERS ISSUER LL VDC 2021 1A A2 144A     | CUSIP: 92212KAD8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    125000 | PA      | $110214.38    | 0.45%             | 2046-10-15      | Fixed         | 2.17%                 | No            |                  2 | On Loan: No      |
| VERUS SECURITIZATION TRUST 201 VERUS 2019 4 A1 144A    | VERUS SECURITIZATION TRUST 201 VERUS 2019 4 A1 144A    | CUSIP: 92537KAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     67750 | PA      | $64653.52     | 0.26%             | 2059-11-25      | Variable      | 2.64%                 | No            |                  2 | On Loan: No      |
| VERUS SECURITIZATION TRUST 202 VERUS 2021 1 A2 144A    | VERUS SECURITIZATION TRUST 202 VERUS 2021 1 A2 144A    | CUSIP: 92537QAE1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    101236 | PA      | $84961.62     | 0.35%             | 2066-01-25      | Variable      | 1.05%                 | No            |                  2 | On Loan: No      |
| VERUS SECURITIZATION TRUST 202 VERUS 2020 INV1 A2 144A | VERUS SECURITIZATION TRUST 202 VERUS 2020 INV1 A2 144A | CUSIP: 92537TAD7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    170000 | PA      | $160177.86    | 0.65%             | 2060-03-25      | Variable      | 3.04%                 | No            |                  2 | On Loan: No      |
| VERUS SECURITIZATION TRUST 202 VERUS 2020 5 A1 144A    | VERUS SECURITIZATION TRUST 202 VERUS 2020 5 A1 144A    | CUSIP: 92538CAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    104865 | PA      | $96301.11     | 0.39%             | 2065-05-25      | Variable      | 1.22%                 | No            |                  2 | On Loan: No      |
| VERUS SECURITIZATION TRUST 202 VERUS 2022 4 A1 144A    | VERUS SECURITIZATION TRUST 202 VERUS 2022 4 A1 144A    | CUSIP: 92538NAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     87290 | PA      | $85267.32     | 0.35%             | 2067-04-25      | Variable      | 4.47%                 | No            |                  2 | On Loan: No      |
| VERUS SECURITIZATION TRUST 202 VERUS 2021 3 A1 144A    | VERUS SECURITIZATION TRUST 202 VERUS 2021 3 A1 144A    | CUSIP: 92539LAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    103069 | PA      | $87753.41     | 0.36%             | 2066-06-25      | Variable      | 1.05%                 | No            |                  2 | On Loan: No      |
| VERUS SECURITIZATION TRUST 202 VERUS 2021 3 A3 144A    | VERUS SECURITIZATION TRUST 202 VERUS 2021 3 A3 144A    | CUSIP: 92539LAC4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     85892 | PA      | $71900.60     | 0.29%             | 2066-06-25      | Variable      | 1.44%                 | No            |                  2 | On Loan: No      |
| JH COLLATERAL                                          | JH COLLATERAL                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             | RF                | US        |     18857 | NS      | $188524.42    | 0.77%             |  |  |  | No            |                  1 | On Loan: No      |
| VISIO 2019-2 TRUST VISIO 2019 2 A1 144A                | VISIO 2019-2 TRUST VISIO 2019 2 A1 144A                | CUSIP: 92837DAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     59634 | PA      | $56218.84     | 0.23%             | 2054-11-25      | Variable      | 2.72%                 | No            |                  2 | On Loan: No      |
| VOYA CLO 2018-2 LTD VOYA 2018 2A E 144A                | VOYA CLO 2018-2 LTD VOYA 2018 2A E 144A                | CUSIP: 92917TAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    200000 | PA      | $163145.80    | 0.66%             | 2031-07-15      | Floating      | 10.04%                | No            |                  2 | On Loan: No      |
| US LONG BONDCBT 0323                                   | US LONG BONDCBT 0323                                   | CUSIP: ADI26YSS7<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |         8 | NC      | $41301.14     | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| FREDDIE MAC MULTIFAMILY STRUCT FHMS K109 X1            | FREDDIE MAC MULTIFAMILY STRUCT FHMS K109 X1            | CUSIP: 3137FTG27<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1989028 | PA      | $173856.98    | 0.71%             | 2030-04-25      | Variable      | 1.58%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC MULTIFAMILY STRUCT FHMS K116 X1            | FREDDIE MAC MULTIFAMILY STRUCT FHMS K116 X1            | CUSIP: 3137FWHV5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2737792 | PA      | $221383.35    | 0.90%             | 2030-07-25      | Variable      | 1.43%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                        | FANNIE MAE POOL FN 11/46 FIXED 3                       | CUSIP: 3138WJGH5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    363034 | PA      | $337535.45    | 1.37%             | 2046-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                        | FANNIE MAE POOL FN 06/49 FIXED VAR                     | CUSIP: 3140X9MU6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    111541 | PA      | $109645.56    | 0.45%             | 2049-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                        | FANNIE MAE POOL FN 07/51 FIXED VAR                     | CUSIP: 3140XB6D7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    230848 | PA      | $211532.14    | 0.86%             | 2051-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association               | GOVERNMENT NATIONAL MORTGAGE A GNR 2014 103 DA         | CUSIP: 38378XDV0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    102774 | PA      | $97961.42     | 0.40%             | 2054-09-16      | Variable      | 3.25%                 | No            |                  2 | On Loan: No      |
| COLUMBIA CENT CLO 28 LTD CECLO 2018 28A BR 144A        | COLUMBIA CENT CLO 28 LTD CECLO 2018 28A BR 144A        | CUSIP: 197361AU2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    350000 | PA      | $330517.60    | 1.35%             | 2030-11-07      | Floating      | 6.68%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                        | FANNIE MAE POOL FN 06/49 FIXED VAR                     | CUSIP: 3140XBM23<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    116317 | PA      | $114631.09    | 0.47%             | 2049-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                        | FANNIE MAE POOL FN 07/51 FIXED VAR                     | CUSIP: 3140XCBW7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    295139 | PA      | $251337.80    | 1.02%             | 2051-07-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                        | FANNIE MAE POOL FN 11/50 FIXED VAR                     | CUSIP: 3140XCSB5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    255332 | PA      | $235962.18    | 0.96%             | 2050-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| KNDL 2019-KNSQ MORTGAGE TRUST KNDL 2019 KNSQ E 144A    | KNDL 2019-KNSQ MORTGAGE TRUST KNDL 2019 KNSQ E 144A    | CUSIP: 482598AN9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    275000 | PA      | $270847.50    | 1.10%             | 2036-05-15      | Floating      | 6.26%                 | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2023-02-28

**Name of Applicant:** John Hancock Exchange-Traded Fund Trust

**Signature:** /s/Salvatore Schiavone

**Name of Signer:** Salvatore Schiavone

**Title:** Treasurer