# EDGAR Filing Document

**Accession Number:** 0000792858
**File Stem:** 0001193125-26-184483
**Filing Date:** 2026-4
**Character Count:** 358883
**Document Hash:** d55eb57ef34ea1f10c2405b9e8abb90d
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001193125-26-184483.hdr.sgml**: 20260428

**ACCESSION NUMBER**: 0001193125-26-184483

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 3

**CONFORMED PERIOD OF REPORT**: 20260228

**FILED AS OF DATE**: 20260428

**DATE AS OF CHANGE**: 20260428

**PERIOD START**: 20260531

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** JOHN HANCOCK STRATEGIC SERIES
- **CENTRAL INDEX KEY:** 0000792858

**ORGANIZATION NAME:**
- **EIN:** 000000000
- **STATE OF INCORPORATION:** MA
- **FISCAL YEAR END:** 0531

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-04651
- **FILM NUMBER:** 26903846

**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

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** HANCOCK JOHN STRATEGIC SERIES
- **DATE OF NAME CHANGE:** 19920703

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** HANCOCK JOHN HIGH INCOME TRUST
- **DATE OF NAME CHANGE:** 19911118

## Series and Classes Contracts Data

### John Hancock Managed Account Shares Securitized Debt Portfolio (Series ID: S000065850)

| Class ID   | Class Name                                                     | Ticker Symbol   |
|:---|:---|:---|
| C000212732 | John Hancock Managed Account Shares Securitized Debt Portfolio | JMAEX           |

## Nport-Ex

![](imgbad646e71.gif)

#### Quarterly portfolio holdings

## John Hancock

## Managed Account Shares

## Fixed income
February 28, 2026

Manulife, Manulife Investments, Stylized M Design, and Manulife Investments & Stylized M Design are trademarks of The Manufacturers Life Insurance Company and John Hancock and the Stylized John Hancock Design are trademarks of John Hancock Life Insurance Company (U.S.A.). Each are used by it and by its affiliates under license.

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Portfolios' investments

#### MANAGED ACCOUNT SHARES BOND COMPLETION PORTFOLIO

------

#### As of 2-28-26 (unaudited)

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | &nbsp;&nbsp;**Rate (%)** | &nbsp;&nbsp;**Maturity date** | **Par value^** | &nbsp;&nbsp;**Value** |
| **U.S. Government and Agency obligations 82.8%** | **U.S. Government and Agency obligations 82.8%** | **U.S. Government and Agency obligations 82.8%** |  | **$923822** |
| (Cost $907,790) |  |  |  |  |
| **U.S. Government 27.8%** | **U.S. Government 27.8%** |  |  | &nbsp;&nbsp;**310767** |
| U.S. Treasury |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Bond | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.375 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;02-15-42 | &nbsp;&nbsp;&nbsp;&nbsp;41000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;31173 |
| &nbsp;&nbsp;&nbsp;&nbsp;Bond | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.875 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;05-15-49 | &nbsp;&nbsp;&nbsp;&nbsp;117000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;87142 |
| &nbsp;&nbsp;&nbsp;&nbsp;Bond | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.750 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;05-15-55 | &nbsp;&nbsp;&nbsp;&nbsp;56000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;56991 |
| &nbsp;&nbsp;&nbsp;&nbsp;Note | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.125 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;02-28-27 | &nbsp;&nbsp;&nbsp;&nbsp;28000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;28162 |
| &nbsp;&nbsp;&nbsp;&nbsp;Note | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.250 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;06-30-31 | &nbsp;&nbsp;&nbsp;&nbsp;79000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;81614 |
| &nbsp;&nbsp;&nbsp;&nbsp;Note | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.250 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11-15-34 | &nbsp;&nbsp;&nbsp;&nbsp;25000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;25685 |
| **U.S. Government Agency 55.0%** | **U.S. Government Agency 55.0%** |  |  | &nbsp;&nbsp;**613055** |
| Federal Home Loan Mortgage Corp. |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;30 Yr Pass Thru | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;09-01-52 | &nbsp;&nbsp;&nbsp;&nbsp;14847 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14828 |
| &nbsp;&nbsp;&nbsp;&nbsp;30 Yr Pass Thru | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10-01-53 | &nbsp;&nbsp;&nbsp;&nbsp;11605 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11552 |
| Federal National Mortgage Association |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;30 Yr Pass Thru | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11-01-50 | &nbsp;&nbsp;&nbsp;&nbsp;231016 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;217839 |
| &nbsp;&nbsp;&nbsp;&nbsp;30 Yr Pass Thru | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;06-01-52 | &nbsp;&nbsp;&nbsp;&nbsp;31465 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;29906 |
| &nbsp;&nbsp;&nbsp;&nbsp;30 Yr Pass Thru | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;09-01-52 | &nbsp;&nbsp;&nbsp;&nbsp;13052 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12341 |
| &nbsp;&nbsp;&nbsp;&nbsp;30 Yr Pass Thru | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;08-01-52 | &nbsp;&nbsp;&nbsp;&nbsp;19286 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;19347 |
| &nbsp;&nbsp;&nbsp;&nbsp;30 Yr Pass Thru | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;02-01-53 | &nbsp;&nbsp;&nbsp;&nbsp;307416 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;307242 |
| **Corporate bonds 15.7%** | **Corporate bonds 15.7%** | **Corporate bonds 15.7%** |  | **$174694** |
| (Cost $170,388) |  |  |  |  |
| **Communication services 3.1%** | **Communication services 3.1%** | **Communication services 3.1%** |  | &nbsp;&nbsp;&nbsp;**34690** |
| **Interactive media and services 1.5%** | **Interactive media and services 1.5%** | **Interactive media and services 1.5%** |  |  |
| Alphabet, Inc. | &nbsp;&nbsp;4.100 | &nbsp;&nbsp;11-15-30 | 17000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;17154 |
| **Wireless telecommunication services 1.6%** | **Wireless telecommunication services 1.6%** | **Wireless telecommunication services 1.6%** |  |  |
| T-Mobile USA, Inc. | &nbsp;&nbsp;5.050 | &nbsp;&nbsp;07-15-33 | 17000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;17536 |
| **Financials 7.0%** | **Financials 7.0%** | **Financials 7.0%** |  | &nbsp;&nbsp;&nbsp;**77673** |
| **Banks 5.5%** | **Banks 5.5%** | **Banks 5.5%** |  |  |
| Bank of America Corp. (5.015% to 7-22-32, then Overnight SOFR + 2.160%) | &nbsp;&nbsp;5.015 | &nbsp;&nbsp;07-22-33 | 25000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;25735 |
| JPMorgan Chase & Co. (4.912% to 7-25-32, then Overnight SOFR + 2.080%) | &nbsp;&nbsp;4.912 | &nbsp;&nbsp;07-25-33 | 18000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;18456 |
| Wells Fargo & Company (3.350% to 3-2-32, then Overnight SOFR + 1.500%) | &nbsp;&nbsp;3.350 | &nbsp;&nbsp;03-02-33 | 18000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16903 |
| **Capital markets 1.5%** | **Capital markets 1.5%** | **Capital markets 1.5%** |  |  |
| Morgan Stanley (2.943% to 1-21-32, then Overnight SOFR + 1.290%) | &nbsp;&nbsp;2.943 | &nbsp;&nbsp;01-21-33 | 18000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16579 |
| **Health care 2.4%** | **Health care 2.4%** | **Health care 2.4%** |  | &nbsp;&nbsp;&nbsp;**27224** |
| **Biotechnology 2.4%** | **Biotechnology 2.4%** | **Biotechnology 2.4%** |  |  |
| Amgen, Inc. | &nbsp;&nbsp;5.250 | &nbsp;&nbsp;03-02-33 | 26000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;27224 |
| **Information technology 1.6%** | **Information technology 1.6%** | **Information technology 1.6%** |  | &nbsp;&nbsp;&nbsp;**17597** |
| **Software 1.6%** | **Software 1.6%** | **Software 1.6%** |  |  |
| Oracle Corp. | &nbsp;&nbsp;4.900 | &nbsp;&nbsp;02-06-33 | 18000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;17597 |
| **Utilities 1.6%** | **Utilities 1.6%** | **Utilities 1.6%** |  | &nbsp;&nbsp;&nbsp;**17510** |
| **Multi-utilities 1.6%** | **Multi-utilities 1.6%** | **Multi-utilities 1.6%** |  |  |
| Dominion Energy, Inc. | &nbsp;&nbsp;3.375 | &nbsp;&nbsp;04-01-30 | 18000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;17510 |

---

---

| | | | |
|:---|:---|:---|:---|
|  | &nbsp;&nbsp;**Yield (%)** | **Shares** | &nbsp;&nbsp;**Value** |
| **Short-term investments 3.2%** |  |  | &nbsp;&nbsp;**$35941** |
| (Cost $35,933) |  |  |  |
| **Short-term funds 3.2%** |  |  | &nbsp;&nbsp;&nbsp;&nbsp;**35941** |
| John Hancock Collateral Trust (A) | &nbsp;&nbsp;3.5447(B) | 3593 | &nbsp;&nbsp;&nbsp;35941 |

---

2 JOHN HANCOCK MANAGED ACCOUNT SHARES \| QUARTERLY REPORT SEE NOTES TO PORTFOLIOS' INVESTMENTS

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---

| | |
|:---|:---|
| **Total investments (Cost $1,114,111) 101.7%** | **$1134457** |
| **Other assets and liabilities, net (1.7%)** | &nbsp;&nbsp;&nbsp;&nbsp;**(19176)** |
| **Total net assets 100.0%** | &nbsp;&nbsp;**$1115281** |

---

---

| | |
|:---|:---|
| The percentage shown for each investment category is the total value of the category as a percentage of the net assets of the portfolio. | The percentage shown for each investment category is the total value of the category as a percentage of the net assets of the portfolio. |
| ^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** |
| SOFR | Secured Overnight Financing Rate |
| (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 2-28-26. |

---

#### MANAGED ACCOUNT SHARES INVESTMENT-GRADE CORPORATE BOND PORTFOLIO

------

#### As of 2-28-26 (unaudited)

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | &nbsp;&nbsp;**Rate (%)** | &nbsp;&nbsp;**Maturity date** | **Par value^** | &nbsp;&nbsp;**Value** |
| **Corporate bonds 97.5%** | **Corporate bonds 97.5%** | **Corporate bonds 97.5%** |  | **$452965034** |
| (Cost $440,724,538) |  |  |  |  |
| **Communication services 4.6%** | **Communication services 4.6%** | **Communication services 4.6%** |  | &nbsp;&nbsp;&nbsp;**21161294** |
| **Diversified telecommunication services 1.1%** | **Diversified telecommunication services 1.1%** | **Diversified telecommunication services 1.1%** |  |  |
| AT&T, Inc. | &nbsp;&nbsp;2.750 | &nbsp;&nbsp;06-01-31 | 3325000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3098110 |
| AT&T, Inc. | &nbsp;&nbsp;4.500 | &nbsp;&nbsp;05-15-35 | 1086000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1058372 |
| AT&T, Inc. | &nbsp;&nbsp;4.750 | &nbsp;&nbsp;04-30-33 | 1122000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1137318 |
| **Entertainment 0.4%** | **Entertainment 0.4%** | **Entertainment 0.4%** |  |  |
| WMG Acquisition Corp. (A) | &nbsp;&nbsp;3.875 | &nbsp;&nbsp;07-15-30 | 2052000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1969591 |
| **Media 2.2%** | **Media 2.2%** | **Media 2.2%** |  |  |
| Charter Communications Operating LLC | &nbsp;&nbsp;2.800 | &nbsp;&nbsp;04-01-31 | 2499000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2271637 |
| Charter Communications Operating LLC | &nbsp;&nbsp;6.384 | &nbsp;&nbsp;10-23-35 | 3994000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4172004 |
| News Corp. (A) | &nbsp;&nbsp;3.875 | &nbsp;&nbsp;05-15-29 | 1453000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1417517 |
| News Corp. (A) | &nbsp;&nbsp;5.125 | &nbsp;&nbsp;02-15-32 | 2124000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2113142 |
| **Wireless telecommunication services 0.9%** | **Wireless telecommunication services 0.9%** | **Wireless telecommunication services 0.9%** |  |  |
| T-Mobile USA, Inc. | &nbsp;&nbsp;3.875 | &nbsp;&nbsp;04-15-30 | 3954000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3923603 |
| **Consumer discretionary 1.7%** | **Consumer discretionary 1.7%** | **Consumer discretionary 1.7%** |  | &nbsp;&nbsp;&nbsp;&nbsp;**7776605** |
| **Automobiles 0.9%** | **Automobiles 0.9%** | **Automobiles 0.9%** |  |  |
| General Motors Financial Company, Inc. | &nbsp;&nbsp;5.600 | &nbsp;&nbsp;06-18-31 | 3297000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3464248 |
| Hyundai Capital America (A) | &nbsp;&nbsp;5.400 | &nbsp;&nbsp;01-08-31 | 559000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;584471 |
| **Broadline retail 0.4%** | **Broadline retail 0.4%** | **Broadline retail 0.4%** |  |  |
| MercadoLibre, Inc. | &nbsp;&nbsp;4.900 | &nbsp;&nbsp;01-15-33 | 2022000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2010374 |
| **Hotels, restaurants and leisure 0.4%** | **Hotels, restaurants and leisure 0.4%** | **Hotels, restaurants and leisure 0.4%** |  |  |
| Marriott International, Inc. | &nbsp;&nbsp;4.500 | &nbsp;&nbsp;05-01-33 | 846000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;843217 |
| Royal Caribbean Cruises, Ltd. | &nbsp;&nbsp;5.375 | &nbsp;&nbsp;01-15-36 | 856000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;874295 |
| **Consumer staples 2.6%** | **Consumer staples 2.6%** | **Consumer staples 2.6%** |  | &nbsp;&nbsp;&nbsp;**12279219** |
| **Food products 2.6%** | **Food products 2.6%** | **Food products 2.6%** |  |  |
| Bimbo Bakeries USA, Inc. (A) | &nbsp;&nbsp;6.050 | &nbsp;&nbsp;01-15-29 | 770000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;807234 |
| JBS NV | &nbsp;&nbsp;3.625 | &nbsp;&nbsp;01-15-32 | 2822000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2670736 |
| JBS NV | &nbsp;&nbsp;5.750 | &nbsp;&nbsp;04-01-33 | 1837000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1931819 |
| JBS NV | &nbsp;&nbsp;5.950 | &nbsp;&nbsp;04-20-35 | 427000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;452736 |
| Mars, Inc. (A) | &nbsp;&nbsp;4.800 | &nbsp;&nbsp;03-01-30 | 2172000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2232804 |
| Mars, Inc. (A) | &nbsp;&nbsp;5.000 | &nbsp;&nbsp;03-01-32 | 2185000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2263363 |
| Pilgrim's Pride Corp. | &nbsp;&nbsp;6.250 | &nbsp;&nbsp;07-01-33 | 1782000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1920527 |
| **Energy 13.9%** | **Energy 13.9%** | **Energy 13.9%** |  | &nbsp;&nbsp;&nbsp;**64752317** |
| **Oil, gas and consumable fuels 13.9%** | **Oil, gas and consumable fuels 13.9%** | **Oil, gas and consumable fuels 13.9%** |  |  |
| Aker BP ASA (A) | &nbsp;&nbsp;3.100 | &nbsp;&nbsp;07-15-31 | 1622000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1514472 |
| Aker BP ASA (A) | &nbsp;&nbsp;3.750 | &nbsp;&nbsp;01-15-30 | 1000000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;974551 |
| Aker BP ASA (A) | &nbsp;&nbsp;4.000 | &nbsp;&nbsp;01-15-31 | 612000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;598949 |
| Antero Resources Corp. (A) | &nbsp;&nbsp;5.375 | &nbsp;&nbsp;03-01-30 | 1575000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1599735 |
| Cheniere Energy Partners LP | &nbsp;&nbsp;3.250 | &nbsp;&nbsp;01-31-32 | 2791000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2602182 |
| Cheniere Energy Partners LP | &nbsp;&nbsp;5.550 | &nbsp;&nbsp;10-30-35 | 1118000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1160182 |

---

SEE NOTES TO PORTFOLIOS' INVESTMENTS QUARTERLY REPORT \| JOHN HANCOCK MANAGED ACCOUNT SHARES 3

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---

| | | | | |
|:---|:---|:---|:---|:---|
|  | &nbsp;&nbsp;**Rate (%)** | &nbsp;&nbsp;**Maturity date** | **Par value^** | &nbsp;&nbsp;**Value** |
| **Energy (continued)** | **Energy (continued)** | **Energy (continued)** |  |  |
| **Oil, gas and consumable fuels (continued)** | **Oil, gas and consumable fuels (continued)** | **Oil, gas and consumable fuels (continued)** |  |  |
| Cheniere Energy Partners LP | &nbsp;&nbsp;5.950 | &nbsp;&nbsp;06-30-33 | 1310000 | &nbsp;&nbsp;&nbsp;&nbsp;$1405213 |
| Columbia Pipelines Holding Company LLC (A) | &nbsp;&nbsp;4.999 | &nbsp;&nbsp;11-17-32 | 1649000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1682241 |
| Columbia Pipelines Holding Company LLC (A) | &nbsp;&nbsp;5.681 | &nbsp;&nbsp;01-15-34 | 2449000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2562072 |
| Columbia Pipelines Operating Company LLC (A) | &nbsp;&nbsp;6.036 | &nbsp;&nbsp;11-15-33 | 1947000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2109495 |
| Continental Resources, Inc. (A) | &nbsp;&nbsp;2.875 | &nbsp;&nbsp;04-01-32 | 2600000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2315903 |
| Continental Resources, Inc. (A) | &nbsp;&nbsp;5.750 | &nbsp;&nbsp;01-15-31 | 1444000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1497602 |
| Devon Energy Corp. | &nbsp;&nbsp;5.200 | &nbsp;&nbsp;09-15-34 | 2000000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2051057 |
| DT Midstream, Inc. (A) | &nbsp;&nbsp;4.375 | &nbsp;&nbsp;06-15-31 | 3222000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3176224 |
| DT Midstream, Inc. (A) | &nbsp;&nbsp;5.800 | &nbsp;&nbsp;12-15-34 | 896000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;944637 |
| Enbridge, Inc. (5.750% to 7-15-30, then 5 Year CMT + 5.314% to 7-15-50, then 5 Year CMT + 6.064%) | &nbsp;&nbsp;5.750 | &nbsp;&nbsp;07-15-80 | 2940000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2992217 |
| Enbridge, Inc. (6.250% to 3-1-28, then 3 month CME Term SOFR + 3.903% to 3-1-48, then 3 month CME Term SOFR + 4.653%) | &nbsp;&nbsp;6.250 | &nbsp;&nbsp;03-01-78 | 1771000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1804520 |
| Enbridge, Inc. (8.500% to 1-15-34, then 5 Year CMT + 4.431% to 1-15-54, then 5 Year CMT + 5.181%) | &nbsp;&nbsp;8.500 | &nbsp;&nbsp;01-15-84 | 870000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1004084 |
| Energy Transfer LP | &nbsp;&nbsp;5.150 | &nbsp;&nbsp;03-15-45 | 2104000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1902808 |
| Energy Transfer LP | &nbsp;&nbsp;5.600 | &nbsp;&nbsp;09-01-34 | 1283000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1340486 |
| Enterprise Products Operating LLC (5.250% to 8-16-27, then 3 month CME Term SOFR + 3.295%) | &nbsp;&nbsp;5.250 | &nbsp;&nbsp;08-16-77 | 2119000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2120695 |
| Expand Energy Corp. | &nbsp;&nbsp;4.750 | &nbsp;&nbsp;02-01-32 | 1613000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1610338 |
| MPLX LP | &nbsp;&nbsp;4.950 | &nbsp;&nbsp;09-01-32 | 663000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;674992 |
| MPLX LP | &nbsp;&nbsp;5.000 | &nbsp;&nbsp;03-01-33 | 1476000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1500305 |
| Occidental Petroleum Corp. | &nbsp;&nbsp;5.375 | &nbsp;&nbsp;01-01-32 | 524000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;545477 |
| Occidental Petroleum Corp. | &nbsp;&nbsp;6.450 | &nbsp;&nbsp;09-15-36 | 2321000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2528159 |
| Occidental Petroleum Corp. | &nbsp;&nbsp;6.625 | &nbsp;&nbsp;09-01-30 | 1702000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1841949 |
| Ovintiv, Inc. | &nbsp;&nbsp;6.250 | &nbsp;&nbsp;07-15-33 | 723000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;780231 |
| Ovintiv, Inc. | &nbsp;&nbsp;7.200 | &nbsp;&nbsp;11-01-31 | 1160000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1298818 |
| Plains All American Pipeline LP | &nbsp;&nbsp;4.700 | &nbsp;&nbsp;01-15-31 | 826000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;838963 |
| Repsol E&P Capital Markets US LLC (A) | &nbsp;&nbsp;5.204 | &nbsp;&nbsp;09-16-30 | 829000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;849393 |
| Targa Resources Corp. | &nbsp;&nbsp;5.500 | &nbsp;&nbsp;02-15-35 | 1290000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1334854 |
| Targa Resources Corp. | &nbsp;&nbsp;6.150 | &nbsp;&nbsp;03-01-29 | 1297000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1372290 |
| Targa Resources Partners LP | &nbsp;&nbsp;4.000 | &nbsp;&nbsp;01-15-32 | 1772000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1719266 |
| Var Energi ASA (A) | &nbsp;&nbsp;5.875 | &nbsp;&nbsp;05-22-30 | 3388000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3557245 |
| Var Energi ASA (A) | &nbsp;&nbsp;8.000 | &nbsp;&nbsp;11-15-32 | 2338000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2721637 |
| Viper Energy Partners LLC | &nbsp;&nbsp;4.900 | &nbsp;&nbsp;08-01-30 | 1061000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1082485 |
| Western Midstream Operating LP | &nbsp;&nbsp;4.050 | &nbsp;&nbsp;02-01-30 | 1237000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1221960 |
| Western Midstream Operating LP | &nbsp;&nbsp;5.450 | &nbsp;&nbsp;11-15-34 | 675000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;686660 |
| Whistler Pipeline LLC (A) | &nbsp;&nbsp;5.400 | &nbsp;&nbsp;09-30-29 | 523000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;542929 |
| Whistler Pipeline LLC (A) | &nbsp;&nbsp;5.700 | &nbsp;&nbsp;09-30-31 | 653000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;685041 |
| **Financials 34.4%** | **Financials 34.4%** | **Financials 34.4%** |  | **159612630** |
| **Banks 17.8%** | **Banks 17.8%** | **Banks 17.8%** |  |  |
| Bank of America Corp. (6.625% to 5-1-30, then 5 Year CMT + 2.684%) (B) | &nbsp;&nbsp;6.625 | &nbsp;&nbsp;05-01-30 | 1773000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1856170 |
| Bank of Montreal (7.700% to 5-26-29, then 5 Year CMT + 3.452%) | &nbsp;&nbsp;7.700 | &nbsp;&nbsp;05-26-84 | 2000000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2118460 |
| Barclays PLC (5.690% to 3-12-29, then Overnight SOFR + 1.740%) | &nbsp;&nbsp;5.690 | &nbsp;&nbsp;03-12-30 | 6011000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6266476 |
| BNP Paribas SA (5.497% to 5-20-29, then Overnight SOFR + 1.590%) (A) | &nbsp;&nbsp;5.497 | &nbsp;&nbsp;05-20-30 | 926000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;961481 |
| BNP Paribas SA (9.250% to 11-17-27, then 5 Year CMT + 4.969%) (A)(B) | &nbsp;&nbsp;9.250 | &nbsp;&nbsp;11-17-27 | 707000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;755257 |
| BPCE SA (5.936% to 5-30-34, then Overnight SOFR + 1.850%) (A) | &nbsp;&nbsp;5.936 | &nbsp;&nbsp;05-30-35 | 1900000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2005100 |
| Citizens Financial Group, Inc. | &nbsp;&nbsp;3.250 | &nbsp;&nbsp;04-30-30 | 337000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;324121 |
| Citizens Financial Group, Inc. (5.253% to 3-5-30, then Overnight SOFR + 1.259%) | &nbsp;&nbsp;5.253 | &nbsp;&nbsp;03-05-31 | 1352000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1394672 |
| Citizens Financial Group, Inc. (5.718% to 7-23-31, then Overnight SOFR + 1.910%) | &nbsp;&nbsp;5.718 | &nbsp;&nbsp;07-23-32 | 3011000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3171908 |
| Citizens Financial Group, Inc. (6.645% to 4-25-34, then Overnight SOFR + 2.325%) | &nbsp;&nbsp;6.645 | &nbsp;&nbsp;04-25-35 | 823000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;910911 |
| Credit Agricole SA (A) | &nbsp;&nbsp;3.250 | &nbsp;&nbsp;01-14-30 | 409000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;393207 |
| Credit Agricole SA (5.862% to 1-9-35, then Overnight SOFR + 1.740%) (A) | &nbsp;&nbsp;5.862 | &nbsp;&nbsp;01-09-36 | 2310000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2455254 |
| Danske Bank A/S (5.019% to 3-4-30, then 1 Year CMT + 0.930%) (A) | &nbsp;&nbsp;5.019 | &nbsp;&nbsp;03-04-31 | 1897000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1950228 |
| Fifth Third Bancorp (5.631% to 1-29-31, then Overnight SOFR + 1.840%) | &nbsp;&nbsp;5.631 | &nbsp;&nbsp;01-29-32 | 1164000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1227825 |
| Fifth Third Financial Corp. (5.982% to 1-30-29, then Overnight SOFR + 2.155%) | &nbsp;&nbsp;5.982 | &nbsp;&nbsp;01-30-30 | 1660000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1740037 |
| First Citizens BancShares, Inc. (5.231% to 3-12-30, then Overnight SOFR + 1.410%) | &nbsp;&nbsp;5.231 | &nbsp;&nbsp;03-12-31 | 1802000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1835091 |

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4 JOHN HANCOCK MANAGED ACCOUNT SHARES \| QUARTERLY REPORT SEE NOTES TO PORTFOLIOS' INVESTMENTS

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| | | | | |
|:---|:---|:---|:---|:---|
|  | &nbsp;&nbsp;**Rate (%)** | &nbsp;&nbsp;**Maturity date** | **Par value^** | &nbsp;&nbsp;**Value** |
| **Financials (continued)** | **Financials (continued)** | **Financials (continued)** |  |  |
| **Banks (continued)** | **Banks (continued)** | **Banks (continued)** |  |  |
| First Citizens BancShares, Inc. (5.600% to 9-5-30, then 5 Year CMT + 1.850%) | &nbsp;&nbsp;5.600 | &nbsp;&nbsp;09-05-35 | 2161000 | &nbsp;&nbsp;$2170112 |
| First Horizon Corp. (5.514% to 3-7-30, then Overnight SOFR + 1.766%) | &nbsp;&nbsp;5.514 | &nbsp;&nbsp;03-07-31 | 1080000 | &nbsp;&nbsp;&nbsp;&nbsp;1118146 |
| Huntington Bancshares, Inc. (5.272% to 1-15-30, then Overnight SOFR + 1.276%) | &nbsp;&nbsp;5.272 | &nbsp;&nbsp;01-15-31 | 719000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;744306 |
| Huntington Bancshares, Inc. (6.141% to 11-18-34, then 5 Year CMT + 1.700%) | &nbsp;&nbsp;6.141 | &nbsp;&nbsp;11-18-39 | 1206000 | &nbsp;&nbsp;&nbsp;&nbsp;1266474 |
| Huntington Bancshares, Inc. (6.208% to 8-21-28, then Overnight SOFR + 2.020%) | &nbsp;&nbsp;6.208 | &nbsp;&nbsp;08-21-29 | 434000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;455801 |
| ING Groep NV (5.335% to 3-19-29, then Overnight SOFR + 1.440%) | &nbsp;&nbsp;5.335 | &nbsp;&nbsp;03-19-30 | 598000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;619496 |
| ING Groep NV (6.114% to 9-11-33, then Overnight SOFR + 2.090%) | &nbsp;&nbsp;6.114 | &nbsp;&nbsp;09-11-34 | 1500000 | &nbsp;&nbsp;&nbsp;&nbsp;1634096 |
| JPMorgan Chase & Co. (5.576% to 7-23-35, then Overnight SOFR + 1.635%) | &nbsp;&nbsp;5.576 | &nbsp;&nbsp;07-23-36 | 2229000 | &nbsp;&nbsp;&nbsp;&nbsp;2318152 |
| KeyBank NA | &nbsp;&nbsp;5.000 | &nbsp;&nbsp;01-26-33 | 2016000 | &nbsp;&nbsp;&nbsp;&nbsp;2039854 |
| KeyCorp (5.121% to 4-4-30, then SOFR Compounded Index + 1.227%) | &nbsp;&nbsp;5.121 | &nbsp;&nbsp;04-04-31 | 1060000 | &nbsp;&nbsp;&nbsp;&nbsp;1087413 |
| KeyCorp (6.401% to 3-6-34, then SOFR Compounded Index + 2.420%) | &nbsp;&nbsp;6.401 | &nbsp;&nbsp;03-06-35 | 830000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;905156 |
| Lloyds Banking Group PLC (6.625% to 9-27-35, then 5 Year CMT + 2.681%) (B) | &nbsp;&nbsp;6.625 | &nbsp;&nbsp;09-27-35 | 1634000 | &nbsp;&nbsp;&nbsp;&nbsp;1627713 |
| Lloyds Banking Group PLC (6.750% to 9-27-31, then 5 Year CMT + 3.150%) (B) | &nbsp;&nbsp;6.750 | &nbsp;&nbsp;09-27-31 | 903000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;935733 |
| M&T Bank Corp. (5.125% to 11-1-26, then 3 month CME Term SOFR + 3.782%) (B) | &nbsp;&nbsp;5.125 | &nbsp;&nbsp;11-01-26 | 1500000 | &nbsp;&nbsp;&nbsp;&nbsp;1501449 |
| M&T Bank Corp. (5.385% to 1-16-35, then Overnight SOFR + 1.610%) | &nbsp;&nbsp;5.385 | &nbsp;&nbsp;01-16-36 | 1384000 | &nbsp;&nbsp;&nbsp;&nbsp;1423016 |
| NatWest Group PLC (7.300% to 5-19-35, then 5 Year CMT + 2.937%) (B) | &nbsp;&nbsp;7.300 | &nbsp;&nbsp;11-19-34 | 1773000 | &nbsp;&nbsp;&nbsp;&nbsp;1882265 |
| NatWest Group PLC (8.125% to 5-10-34, then 5 Year CMT + 3.752%) (B) | &nbsp;&nbsp;8.125 | &nbsp;&nbsp;11-10-33 | 1500000 | &nbsp;&nbsp;&nbsp;&nbsp;1691673 |
| Nordea Bank ABP (6.300% to 3-25-32, then 5 Year CMT + 2.660%) (A)(B) | &nbsp;&nbsp;6.300 | &nbsp;&nbsp;09-25-31 | 2268000 | &nbsp;&nbsp;&nbsp;&nbsp;2327896 |
| Pinnacle Bank (5.957% to 1-15-31, then 5 Year CMT + 2.300%) | &nbsp;&nbsp;5.957 | &nbsp;&nbsp;01-15-36 | 779000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;791863 |
| Regions Financial Corp. (5.502% to 9-6-34, then Overnight SOFR + 2.060%) | &nbsp;&nbsp;5.502 | &nbsp;&nbsp;09-06-35 | 4461000 | &nbsp;&nbsp;&nbsp;&nbsp;4623844 |
| Regions Financial Corp. (5.722% to 6-6-29, then Overnight SOFR + 1.490%) | &nbsp;&nbsp;5.722 | &nbsp;&nbsp;06-06-30 | 740000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;775252 |
| Royal Bank of Canada (6.500% to 11-24-35, then 5 Year CMT + 2.462%) | &nbsp;&nbsp;6.500 | &nbsp;&nbsp;11-24-85 | 2111000 | &nbsp;&nbsp;&nbsp;&nbsp;2109336 |
| Simmons First National Corp. (6.250% to 10-1-30, then 3 month CME Term SOFR + 3.020%) | &nbsp;&nbsp;6.250 | &nbsp;&nbsp;10-01-35 | 2032000 | &nbsp;&nbsp;&nbsp;&nbsp;2063217 |
| The PNC Financial Services Group, Inc. (4.812% to 10-21-31, then Overnight SOFR + 1.259%) | &nbsp;&nbsp;4.812 | &nbsp;&nbsp;10-21-32 | 1743000 | &nbsp;&nbsp;&nbsp;&nbsp;1782136 |
| The PNC Financial Services Group, Inc. (5.575% to 1-29-35, then Overnight SOFR + 1.394%) | &nbsp;&nbsp;5.575 | &nbsp;&nbsp;01-29-36 | 1252000 | &nbsp;&nbsp;&nbsp;&nbsp;1317692 |
| The PNC Financial Services Group, Inc. (5.939% to 8-18-33, then Overnight SOFR + 1.946%) | &nbsp;&nbsp;5.939 | &nbsp;&nbsp;08-18-34 | 941000 | &nbsp;&nbsp;&nbsp;&nbsp;1016704 |
| The PNC Financial Services Group, Inc. (6.250% to 3-15-30, then 7 Year CMT + 2.808%) (B) | &nbsp;&nbsp;6.250 | &nbsp;&nbsp;03-15-30 | 379000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;393050 |
| Truist Financial Corp. (5.153% to 8-5-31, then Overnight SOFR + 1.571%) | &nbsp;&nbsp;5.153 | &nbsp;&nbsp;08-05-32 | 2730000 | &nbsp;&nbsp;&nbsp;&nbsp;2835634 |
| Truist Financial Corp. (5.867% to 6-8-33, then Overnight SOFR + 2.361%) | &nbsp;&nbsp;5.867 | &nbsp;&nbsp;06-08-34 | 4024000 | &nbsp;&nbsp;&nbsp;&nbsp;4305067 |
| Truist Financial Corp. (6.123% to 10-28-32, then Overnight SOFR + 2.300%) | &nbsp;&nbsp;6.123 | &nbsp;&nbsp;10-28-33 | 1585000 | &nbsp;&nbsp;&nbsp;&nbsp;1720130 |
| U.S. Bancorp (5.384% to 1-23-29, then Overnight SOFR + 1.560%) | &nbsp;&nbsp;5.384 | &nbsp;&nbsp;01-23-30 | 665000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;689844 |
| U.S. Bancorp (5.836% to 6-10-33, then Overnight SOFR + 2.260%) | &nbsp;&nbsp;5.836 | &nbsp;&nbsp;06-12-34 | 1100000 | &nbsp;&nbsp;&nbsp;&nbsp;1181470 |
| Webster Financial Corp. (5.784% to 9-11-30, then 5 Year CMT + 2.125%) | &nbsp;&nbsp;5.784 | &nbsp;&nbsp;09-11-35 | 827000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;850993 |
| Wells Fargo & Company (5.244% to 1-24-30, then Overnight SOFR + 1.110%) | &nbsp;&nbsp;5.244 | &nbsp;&nbsp;01-24-31 | 1106000 | &nbsp;&nbsp;&nbsp;&nbsp;1147441 |
| **Capital markets 8.6%** | **Capital markets 8.6%** | **Capital markets 8.6%** |  |  |
| Ares Strategic Income Fund (A) | &nbsp;&nbsp;5.150 | &nbsp;&nbsp;01-15-31 | 2210000 | &nbsp;&nbsp;&nbsp;&nbsp;2140866 |
| Ares Strategic Income Fund (A) | &nbsp;&nbsp;5.450 | &nbsp;&nbsp;09-09-28 | 704000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;703962 |
| Ares Strategic Income Fund | &nbsp;&nbsp;5.600 | &nbsp;&nbsp;02-15-30 | 1039000 | &nbsp;&nbsp;&nbsp;&nbsp;1026906 |
| Ares Strategic Income Fund | &nbsp;&nbsp;5.700 | &nbsp;&nbsp;03-15-28 | 109000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;109857 |
| Ares Strategic Income Fund (A) | &nbsp;&nbsp;5.800 | &nbsp;&nbsp;09-09-30 | 1979000 | &nbsp;&nbsp;&nbsp;&nbsp;1965513 |
| Ares Strategic Income Fund | &nbsp;&nbsp;6.200 | &nbsp;&nbsp;03-21-32 | 1124000 | &nbsp;&nbsp;&nbsp;&nbsp;1129135 |
| Ares Strategic Income Fund | &nbsp;&nbsp;6.350 | &nbsp;&nbsp;08-15-29 | 342000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;348882 |
| Blackstone Private Credit Fund | &nbsp;&nbsp;5.050 | &nbsp;&nbsp;09-10-30 | 1779000 | &nbsp;&nbsp;&nbsp;&nbsp;1719171 |
| Blackstone Private Credit Fund | &nbsp;&nbsp;5.250 | &nbsp;&nbsp;04-01-30 | 1073000 | &nbsp;&nbsp;&nbsp;&nbsp;1050340 |
| Blackstone Private Credit Fund | &nbsp;&nbsp;5.950 | &nbsp;&nbsp;07-16-29 | 1087000 | &nbsp;&nbsp;&nbsp;&nbsp;1095315 |
| Blackstone Private Credit Fund | &nbsp;&nbsp;7.300 | &nbsp;&nbsp;11-27-28 | 982000 | &nbsp;&nbsp;&nbsp;&nbsp;1026878 |
| Brookfield Finance, Inc. (6.300% to 1-15-35, then 5 Year CMT + 2.076%) | &nbsp;&nbsp;6.300 | &nbsp;&nbsp;01-15-55 | 1726000 | &nbsp;&nbsp;&nbsp;&nbsp;1709712 |
| Cantor Fitzgerald LP (A) | &nbsp;&nbsp;7.200 | &nbsp;&nbsp;12-12-28 | 2570000 | &nbsp;&nbsp;&nbsp;&nbsp;2728735 |
| Deutsche Bank AG (4.725% to 2-6-31, then Overnight SOFR + 1.135%) | &nbsp;&nbsp;4.725 | &nbsp;&nbsp;02-06-32 | 3321000 | &nbsp;&nbsp;&nbsp;&nbsp;3349378 |
| Deutsche Bank AG (5.297% to 5-9-30, then Overnight SOFR + 1.720%) | &nbsp;&nbsp;5.297 | &nbsp;&nbsp;05-09-31 | 1499000 | &nbsp;&nbsp;&nbsp;&nbsp;1547947 |
| Deutsche Bank AG (6.819% to 11-20-28, then Overnight SOFR + 2.510%) | &nbsp;&nbsp;6.819 | &nbsp;&nbsp;11-20-29 | 597000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;635808 |
| HPS Corporate Lending Fund (A) | &nbsp;&nbsp;5.150 | &nbsp;&nbsp;04-02-29 | 1101000 | &nbsp;&nbsp;&nbsp;&nbsp;1092346 |
| HPS Corporate Lending Fund (A) | &nbsp;&nbsp;5.450 | &nbsp;&nbsp;11-15-30 | 655000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;643643 |
| HPS Corporate Lending Fund | &nbsp;&nbsp;5.950 | &nbsp;&nbsp;04-14-32 | 399000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;398343 |
| Jefferies Financial Group, Inc. | &nbsp;&nbsp;6.200 | &nbsp;&nbsp;04-14-34 | 2075000 | &nbsp;&nbsp;&nbsp;&nbsp;2170023 |
| Lazard Group LLC | &nbsp;&nbsp;4.375 | &nbsp;&nbsp;03-11-29 | 792000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;793719 |

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SEE NOTES TO PORTFOLIOS' INVESTMENTS QUARTERLY REPORT \| JOHN HANCOCK MANAGED ACCOUNT SHARES 5

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| | | | | |
|:---|:---|:---|:---|:---|
|  | &nbsp;&nbsp;**Rate (%)** | &nbsp;&nbsp;**Maturity date** | **Par value^** | &nbsp;&nbsp;**Value** |
| **Financials (continued)** | **Financials (continued)** | **Financials (continued)** |  |  |
| **Capital markets (continued)** | **Capital markets (continued)** | **Capital markets (continued)** |  |  |
| Lazard Group LLC | &nbsp;&nbsp;6.000 | &nbsp;&nbsp;03-15-31 | 1740000 | &nbsp;&nbsp;&nbsp;$1858322 |
| Macquarie Bank, Ltd. (A) | &nbsp;&nbsp;3.624 | &nbsp;&nbsp;06-03-30 | 1921000 | &nbsp;&nbsp;&nbsp;&nbsp;1862049 |
| Morgan Stanley (2.484% to 9-16-31, then Overnight SOFR + 1.360%) | &nbsp;&nbsp;2.484 | &nbsp;&nbsp;09-16-36 | 249000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;220452 |
| Morgan Stanley Private Bank NA (4.465% to 11-19-30, then Overnight SOFR + 1.020%) | &nbsp;&nbsp;4.465 | &nbsp;&nbsp;11-19-31 | 987000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;993075 |
| Sixth Street Lending Partners | &nbsp;&nbsp;5.750 | &nbsp;&nbsp;01-15-30 | 566000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;568304 |
| Sixth Street Lending Partners | &nbsp;&nbsp;6.125 | &nbsp;&nbsp;07-15-30 | 560000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;566979 |
| UBS Group AG (5.428% to 2-8-29, then 1 Year CMT + 1.520%) (A) | &nbsp;&nbsp;5.428 | &nbsp;&nbsp;02-08-30 | 886000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;918340 |
| UBS Group AG (6.301% to 9-22-33, then 1 Year CMT + 2.000%) (A) | &nbsp;&nbsp;6.301 | &nbsp;&nbsp;09-22-34 | 560000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;614193 |
| UBS Group AG (7.000% to 8-10-30, then 5 Year SOFR ICE Swap Rate + 3.077%) (A)(B) | &nbsp;&nbsp;7.000 | &nbsp;&nbsp;02-10-30 | 1191000 | &nbsp;&nbsp;&nbsp;&nbsp;1216835 |
| UBS Group AG (7.125% to 2-10-35, then 5 Year SOFR ICE Swap Rate + 3.179%) (A)(B) | &nbsp;&nbsp;7.125 | &nbsp;&nbsp;08-10-34 | 1540000 | &nbsp;&nbsp;&nbsp;&nbsp;1577750 |
| UBS Group AG (9.250% to 11-13-33, then 5 Year CMT + 4.758%) (A)(B) | &nbsp;&nbsp;9.250 | &nbsp;&nbsp;11-13-33 | 1566000 | &nbsp;&nbsp;&nbsp;&nbsp;1831426 |
| **Consumer finance 1.1%** | **Consumer finance 1.1%** | **Consumer finance 1.1%** |  |  |
| Ally Financial, Inc. (5.737% to 5-15-28, then SOFR Compouned Index + 1.960%) | &nbsp;&nbsp;5.737 | &nbsp;&nbsp;05-15-29 | 799000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;820371 |
| Ally Financial, Inc. (6.184% to 7-26-34, then Overnight SOFR + 2.290%) | &nbsp;&nbsp;6.184 | &nbsp;&nbsp;07-26-35 | 1500000 | &nbsp;&nbsp;&nbsp;&nbsp;1548341 |
| Ally Financial, Inc. | &nbsp;&nbsp;8.000 | &nbsp;&nbsp;11-01-31 | 1048000 | &nbsp;&nbsp;&nbsp;&nbsp;1189372 |
| Capital One Financial Corp. | &nbsp;&nbsp;6.700 | &nbsp;&nbsp;11-29-32 | 1500000 | &nbsp;&nbsp;&nbsp;&nbsp;1666594 |
| **Financial services 2.1%** | **Financial services 2.1%** | **Financial services 2.1%** |  |  |
| Apollo Debt Solutions BDC | &nbsp;&nbsp;6.700 | &nbsp;&nbsp;07-29-31 | 887000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;915758 |
| Apollo Debt Solutions BDC | &nbsp;&nbsp;6.900 | &nbsp;&nbsp;04-13-29 | 427000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;443920 |
| Atlas Warehouse Lending Company LP (A) | &nbsp;&nbsp;5.250 | &nbsp;&nbsp;01-15-33 | 1097000 | &nbsp;&nbsp;&nbsp;&nbsp;1090334 |
| Atlas Warehouse Lending Company LP (A) | &nbsp;&nbsp;6.250 | &nbsp;&nbsp;01-15-30 | 1010000 | &nbsp;&nbsp;&nbsp;&nbsp;1058394 |
| Citadel Finance LLC (A) | &nbsp;&nbsp;5.900 | &nbsp;&nbsp;02-10-30 | 1047000 | &nbsp;&nbsp;&nbsp;&nbsp;1074213 |
| Enact Holdings, Inc. | &nbsp;&nbsp;6.250 | &nbsp;&nbsp;05-28-29 | 1250000 | &nbsp;&nbsp;&nbsp;&nbsp;1311739 |
| NMI Holdings, Inc. | &nbsp;&nbsp;6.000 | &nbsp;&nbsp;08-15-29 | 1405000 | &nbsp;&nbsp;&nbsp;&nbsp;1457041 |
| Radian Group, Inc. | &nbsp;&nbsp;6.200 | &nbsp;&nbsp;05-15-29 | 2360000 | &nbsp;&nbsp;&nbsp;&nbsp;2477629 |
| **Insurance 4.8%** | **Insurance 4.8%** | **Insurance 4.8%** |  |  |
| American National Global Funding (A) | &nbsp;&nbsp;4.875 | &nbsp;&nbsp;01-23-31 | 3869000 | &nbsp;&nbsp;&nbsp;&nbsp;3867246 |
| Athene Global Funding (A) | &nbsp;&nbsp;4.721 | &nbsp;&nbsp;10-08-29 | 905000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;905481 |
| Athene Global Funding (A) | &nbsp;&nbsp;5.322 | &nbsp;&nbsp;11-13-31 | 1179000 | &nbsp;&nbsp;&nbsp;&nbsp;1196631 |
| Athene Holding, Ltd. | &nbsp;&nbsp;3.500 | &nbsp;&nbsp;01-15-31 | 3861000 | &nbsp;&nbsp;&nbsp;&nbsp;3644011 |
| Athene Holding, Ltd. (6.625% to 10-15-34, then 5 Year CMT + 2.607%) | &nbsp;&nbsp;6.625 | &nbsp;&nbsp;10-15-54 | 1222000 | &nbsp;&nbsp;&nbsp;&nbsp;1174450 |
| CNO Financial Group, Inc. | &nbsp;&nbsp;5.250 | &nbsp;&nbsp;05-30-29 | 1303000 | &nbsp;&nbsp;&nbsp;&nbsp;1322900 |
| CNO Financial Group, Inc. | &nbsp;&nbsp;6.450 | &nbsp;&nbsp;06-15-34 | 2034000 | &nbsp;&nbsp;&nbsp;&nbsp;2120600 |
| GA Global Funding Trust (A) | &nbsp;&nbsp;4.500 | &nbsp;&nbsp;09-18-30 | 3000000 | &nbsp;&nbsp;&nbsp;&nbsp;2951679 |
| GA Global Funding Trust (A) | &nbsp;&nbsp;5.200 | &nbsp;&nbsp;12-09-31 | 1194000 | &nbsp;&nbsp;&nbsp;&nbsp;1205147 |
| MetLife, Inc. (6.400% to 12-15-36, then 3 month CME Term SOFR + 2.467%) | &nbsp;&nbsp;6.400 | &nbsp;&nbsp;12-15-36 | 575000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;601617 |
| Reinsurance Group of America, Inc. (6.650% to 9-15-35, then 5 Year CMT + 2.392%) | &nbsp;&nbsp;6.650 | &nbsp;&nbsp;09-15-55 | 751000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;777455 |
| Teachers Insurance & Annuity Association of America (A) | &nbsp;&nbsp;4.270 | &nbsp;&nbsp;05-15-47 | 2934000 | &nbsp;&nbsp;&nbsp;&nbsp;2458881 |
| **Health care 7.3%** | **Health care 7.3%** | **Health care 7.3%** |  | **34071274** |
| **Biotechnology 1.9%** | **Biotechnology 1.9%** | **Biotechnology 1.9%** |  |  |
| AbbVie, Inc. | &nbsp;&nbsp;5.050 | &nbsp;&nbsp;03-15-34 | 1784000 | &nbsp;&nbsp;&nbsp;&nbsp;1852098 |
| Amgen, Inc. | &nbsp;&nbsp;5.250 | &nbsp;&nbsp;03-02-33 | 4491000 | &nbsp;&nbsp;&nbsp;&nbsp;4702412 |
| Amgen, Inc. | &nbsp;&nbsp;5.650 | &nbsp;&nbsp;03-02-53 | 2032000 | &nbsp;&nbsp;&nbsp;&nbsp;2028380 |
| **Health care equipment and supplies 1.7%** | **Health care equipment and supplies 1.7%** | **Health care equipment and supplies 1.7%** |  |  |
| Abbott Laboratories (C) | &nbsp;&nbsp;4.300 | &nbsp;&nbsp;03-15-33 | 6252000 | &nbsp;&nbsp;&nbsp;&nbsp;6245772 |
| Solventum Corp. | &nbsp;&nbsp;5.450 | &nbsp;&nbsp;03-13-31 | 1704000 | &nbsp;&nbsp;&nbsp;&nbsp;1787430 |
| **Health care providers and services 2.3%** | **Health care providers and services 2.3%** | **Health care providers and services 2.3%** |  |  |
| CVS Health Corp. | &nbsp;&nbsp;5.000 | &nbsp;&nbsp;09-15-32 | 1050000 | &nbsp;&nbsp;&nbsp;&nbsp;1077282 |
| Fresenius Medical Care US Finance III, Inc. (A) | &nbsp;&nbsp;2.375 | &nbsp;&nbsp;02-16-31 | 2814000 | &nbsp;&nbsp;&nbsp;&nbsp;2542461 |
| Fresenius Medical Care US Finance III, Inc. (A) | &nbsp;&nbsp;3.750 | &nbsp;&nbsp;06-15-29 | 1702000 | &nbsp;&nbsp;&nbsp;&nbsp;1678286 |
| HCA, Inc. | &nbsp;&nbsp;4.300 | &nbsp;&nbsp;11-15-30 | 731000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;732401 |
| HCA, Inc. | &nbsp;&nbsp;4.600 | &nbsp;&nbsp;11-15-32 | 1124000 | &nbsp;&nbsp;&nbsp;&nbsp;1125828 |
| HCA, Inc. | &nbsp;&nbsp;5.450 | &nbsp;&nbsp;04-01-31 | 1548000 | &nbsp;&nbsp;&nbsp;&nbsp;1621052 |
| UnitedHealth Group, Inc. | &nbsp;&nbsp;5.950 | &nbsp;&nbsp;06-15-55 | 1066000 | &nbsp;&nbsp;&nbsp;&nbsp;1103952 |

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6 JOHN HANCOCK MANAGED ACCOUNT SHARES \| QUARTERLY REPORT SEE NOTES TO PORTFOLIOS' INVESTMENTS

------

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | &nbsp;&nbsp;**Rate (%)** | &nbsp;&nbsp;**Maturity date** | **Par value^** | &nbsp;&nbsp;**Value** |
| **Health care (continued)** | **Health care (continued)** | **Health care (continued)** |  |  |
| **Health care providers and services (continued)** | **Health care providers and services (continued)** | **Health care providers and services (continued)** |  |  |
| Universal Health Services, Inc. | &nbsp;&nbsp;2.650 | &nbsp;&nbsp;10-15-30 | 1109000 | &nbsp;&nbsp;&nbsp;$1020789 |
| **Pharmaceuticals 1.4%** | **Pharmaceuticals 1.4%** | **Pharmaceuticals 1.4%** |  |  |
| IQVIA, Inc. | &nbsp;&nbsp;6.250 | &nbsp;&nbsp;02-01-29 | 3036000 | &nbsp;&nbsp;&nbsp;&nbsp;3190936 |
| Roche Holdings, Inc. (A) | &nbsp;&nbsp;5.489 | &nbsp;&nbsp;11-13-30 | 2428000 | &nbsp;&nbsp;&nbsp;&nbsp;2583593 |
| Royalty Pharma PLC | &nbsp;&nbsp;5.150 | &nbsp;&nbsp;09-02-29 | 753000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;778602 |
| **Industrials 8.5%** | **Industrials 8.5%** | **Industrials 8.5%** |  | **39479700** |
| **Aerospace and defense 0.9%** | **Aerospace and defense 0.9%** | **Aerospace and defense 0.9%** |  |  |
| DAE Funding LLC (A) | &nbsp;&nbsp;3.375 | &nbsp;&nbsp;03-20-28 | 2322000 | &nbsp;&nbsp;&nbsp;&nbsp;2267925 |
| The Boeing Company | &nbsp;&nbsp;6.528 | &nbsp;&nbsp;05-01-34 | 1858000 | &nbsp;&nbsp;&nbsp;&nbsp;2083147 |
| **Construction and engineering 0.5%** | **Construction and engineering 0.5%** | **Construction and engineering 0.5%** |  |  |
| CIMIC Finance USA Pty, Ltd. (A) | &nbsp;&nbsp;7.000 | &nbsp;&nbsp;03-25-34 | 1998000 | &nbsp;&nbsp;&nbsp;&nbsp;2199717 |
| **Machinery 0.8%** | **Machinery 0.8%** | **Machinery 0.8%** |  |  |
| Weir Group, Inc. (A) | &nbsp;&nbsp;5.350 | &nbsp;&nbsp;05-06-30 | 3706000 | &nbsp;&nbsp;&nbsp;&nbsp;3836926 |
| **Passenger airlines 4.6%** | **Passenger airlines 4.6%** | **Passenger airlines 4.6%** |  |  |
| Air Canada 2015-2 Class AA Pass Through Trust (A) | &nbsp;&nbsp;3.750 | &nbsp;&nbsp;12-15-27 | 541897 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;535437 |
| American Airlines 2016-1 Class A Pass Through Trust | &nbsp;&nbsp;4.100 | &nbsp;&nbsp;01-15-28 | 1000801 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;991514 |
| American Airlines 2017-1 Class A Pass Through Trust | &nbsp;&nbsp;4.000 | &nbsp;&nbsp;02-15-29 | 959643 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;934890 |
| American Airlines 2017-1 Class AA Pass Through Trust | &nbsp;&nbsp;3.650 | &nbsp;&nbsp;02-15-29 | 799608 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;790161 |
| American Airlines 2017-2 Class A Pass Through Trust | &nbsp;&nbsp;3.600 | &nbsp;&nbsp;10-15-29 | 920825 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;880327 |
| American Airlines 2019-1 Class A Pass Through Trust | &nbsp;&nbsp;3.500 | &nbsp;&nbsp;02-15-32 | 1224754 | &nbsp;&nbsp;&nbsp;&nbsp;1144881 |
| American Airlines 2019-1 Class AA Pass Through Trust | &nbsp;&nbsp;3.150 | &nbsp;&nbsp;02-15-32 | 1312429 | &nbsp;&nbsp;&nbsp;&nbsp;1255895 |
| American Airlines 2021-1 Class A Pass Through Trust | &nbsp;&nbsp;2.875 | &nbsp;&nbsp;07-11-34 | 1327329 | &nbsp;&nbsp;&nbsp;&nbsp;1223796 |
| American Airlines 2021-1 Class B Pass Through Trust | &nbsp;&nbsp;3.950 | &nbsp;&nbsp;07-11-30 | 103435 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;100497 |
| American Airlines 2025-1 Class A Pass Through Trust | &nbsp;&nbsp;4.900 | &nbsp;&nbsp;05-11-38 | 2112000 | &nbsp;&nbsp;&nbsp;&nbsp;2119284 |
| American Airlines 2025-1 Class B Pass Through Trust | &nbsp;&nbsp;5.650 | &nbsp;&nbsp;11-11-34 | 737000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;754658 |
| British Airways 2018-1 Class A Pass Through Trust (A) | &nbsp;&nbsp;4.125 | &nbsp;&nbsp;09-20-31 | 60391 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;59050 |
| JetBlue 2019-1 Class AA Pass Through Trust | &nbsp;&nbsp;2.750 | &nbsp;&nbsp;05-15-32 | 2464508 | &nbsp;&nbsp;&nbsp;&nbsp;2235199 |
| United Airlines 2016-1 Class A Pass Through Trust | &nbsp;&nbsp;3.450 | &nbsp;&nbsp;07-07-28 | 345786 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;338242 |
| United Airlines 2019-1 Class A Pass Through Trust | &nbsp;&nbsp;4.550 | &nbsp;&nbsp;08-25-31 | 218705 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;214612 |
| United Airlines 2020-1 Class A Pass Through Trust | &nbsp;&nbsp;5.875 | &nbsp;&nbsp;10-15-27 | 1235025 | &nbsp;&nbsp;&nbsp;&nbsp;1264708 |
| United Airlines 2023-1 Class A Pass Through Trust | &nbsp;&nbsp;5.800 | &nbsp;&nbsp;01-15-36 | 2791986 | &nbsp;&nbsp;&nbsp;&nbsp;2962431 |
| United Airlines 2024-1 Class A Pass Through Trust | &nbsp;&nbsp;5.875 | &nbsp;&nbsp;02-15-37 | 1409618 | &nbsp;&nbsp;&nbsp;&nbsp;1458204 |
| United Airlines 2024-1 Class AA Pass Through Trust | &nbsp;&nbsp;5.450 | &nbsp;&nbsp;02-15-37 | 2098452 | &nbsp;&nbsp;&nbsp;&nbsp;2194373 |
| **Trading companies and distributors 1.7%** | **Trading companies and distributors 1.7%** | **Trading companies and distributors 1.7%** |  |  |
| AerCap Ireland Capital DAC | &nbsp;&nbsp;3.300 | &nbsp;&nbsp;01-30-32 | 4339000 | &nbsp;&nbsp;&nbsp;&nbsp;4054798 |
| AerCap Ireland Capital DAC (6.500% to 1-31-31, then 5 Year CMT + 2.441%) | &nbsp;&nbsp;6.500 | &nbsp;&nbsp;01-31-56 | 1030000 | &nbsp;&nbsp;&nbsp;&nbsp;1067781 |
| Ashtead Capital, Inc. (A) | &nbsp;&nbsp;5.550 | &nbsp;&nbsp;05-30-33 | 2400000 | &nbsp;&nbsp;&nbsp;&nbsp;2511247 |
| **Information technology 9.6%** | **Information technology 9.6%** | **Information technology 9.6%** |  | **44830149** |
| **Communications equipment 0.7%** | **Communications equipment 0.7%** | **Communications equipment 0.7%** |  |  |
| Motorola Solutions, Inc. | &nbsp;&nbsp;2.300 | &nbsp;&nbsp;11-15-30 | 175000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;161005 |
| Motorola Solutions, Inc. | &nbsp;&nbsp;2.750 | &nbsp;&nbsp;05-24-31 | 3280000 | &nbsp;&nbsp;&nbsp;&nbsp;3041479 |
| **Electronic equipment, instruments and components 1.1%** | **Electronic equipment, instruments and components 1.1%** | **Electronic equipment, instruments and components 1.1%** |  |  |
| Jabil, Inc. | &nbsp;&nbsp;4.750 | &nbsp;&nbsp;02-01-33 | 1058000 | &nbsp;&nbsp;&nbsp;&nbsp;1054130 |
| TD SYNNEX Corp. | &nbsp;&nbsp;2.650 | &nbsp;&nbsp;08-09-31 | 1500000 | &nbsp;&nbsp;&nbsp;&nbsp;1357972 |
| TD SYNNEX Corp. | &nbsp;&nbsp;5.300 | &nbsp;&nbsp;10-10-35 | 2235000 | &nbsp;&nbsp;&nbsp;&nbsp;2228186 |
| TD SYNNEX Corp. | &nbsp;&nbsp;6.100 | &nbsp;&nbsp;04-12-34 | 520000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;551181 |
| **Semiconductors and semiconductor equipment 4.0%** | **Semiconductors and semiconductor equipment 4.0%** | **Semiconductors and semiconductor equipment 4.0%** |  |  |
| Broadcom, Inc. | &nbsp;&nbsp;3.419 | &nbsp;&nbsp;04-15-33 | 3505000 | &nbsp;&nbsp;&nbsp;&nbsp;3282952 |
| Broadcom, Inc. | &nbsp;&nbsp;4.550 | &nbsp;&nbsp;02-15-32 | 592000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;599995 |
| Broadcom, Inc. | &nbsp;&nbsp;4.900 | &nbsp;&nbsp;07-15-32 | 2422000 | &nbsp;&nbsp;&nbsp;&nbsp;2494591 |
| Foundry JV Holdco LLC (A) | &nbsp;&nbsp;6.100 | &nbsp;&nbsp;01-25-36 | 1442000 | &nbsp;&nbsp;&nbsp;&nbsp;1539524 |
| Foundry JV Holdco LLC (A) | &nbsp;&nbsp;6.250 | &nbsp;&nbsp;01-25-35 | 1527000 | &nbsp;&nbsp;&nbsp;&nbsp;1644097 |
| Marvell Technology, Inc. | &nbsp;&nbsp;5.950 | &nbsp;&nbsp;09-15-33 | 2053000 | &nbsp;&nbsp;&nbsp;&nbsp;2205598 |

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SEE NOTES TO PORTFOLIOS' INVESTMENTS QUARTERLY REPORT \| JOHN HANCOCK MANAGED ACCOUNT SHARES 7

------

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | &nbsp;&nbsp;**Rate (%)** | &nbsp;&nbsp;**Maturity date** | **Par value^** | &nbsp;&nbsp;**Value** |
| **Information technology (continued)** | **Information technology (continued)** | **Information technology (continued)** |  |  |
| **Semiconductors and semiconductor equipment (continued)** | **Semiconductors and semiconductor equipment (continued)** | **Semiconductors and semiconductor equipment (continued)** |  |  |
| Micron Technology, Inc. | &nbsp;&nbsp;2.703 | &nbsp;&nbsp;04-15-32 | 499000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$456204 |
| Micron Technology, Inc. | &nbsp;&nbsp;5.300 | &nbsp;&nbsp;01-15-31 | 665000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;698444 |
| Micron Technology, Inc. | &nbsp;&nbsp;5.650 | &nbsp;&nbsp;11-01-32 | 1976000 | &nbsp;&nbsp;&nbsp;&nbsp;2106227 |
| Micron Technology, Inc. | &nbsp;&nbsp;5.800 | &nbsp;&nbsp;01-15-35 | 1446000 | &nbsp;&nbsp;&nbsp;&nbsp;1548535 |
| Qorvo, Inc. (A) | &nbsp;&nbsp;3.375 | &nbsp;&nbsp;04-01-31 | 1780000 | &nbsp;&nbsp;&nbsp;&nbsp;1640488 |
| Qorvo, Inc. | &nbsp;&nbsp;4.375 | &nbsp;&nbsp;10-15-29 | 641000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;630982 |
| **Software 2.0%** | **Software 2.0%** | **Software 2.0%** |  |  |
| Oracle Corp. | &nbsp;&nbsp;4.700 | &nbsp;&nbsp;09-27-34 | 2119000 | &nbsp;&nbsp;&nbsp;&nbsp;1991349 |
| Oracle Corp. | &nbsp;&nbsp;4.800 | &nbsp;&nbsp;09-26-32 | 1730000 | &nbsp;&nbsp;&nbsp;&nbsp;1690427 |
| Oracle Corp. | &nbsp;&nbsp;5.250 | &nbsp;&nbsp;02-03-32 | 1262000 | &nbsp;&nbsp;&nbsp;&nbsp;1266902 |
| Oracle Corp. | &nbsp;&nbsp;5.550 | &nbsp;&nbsp;02-06-53 | 2409000 | &nbsp;&nbsp;&nbsp;&nbsp;2003317 |
| VMware LLC | &nbsp;&nbsp;4.700 | &nbsp;&nbsp;05-15-30 | 2242000 | &nbsp;&nbsp;&nbsp;&nbsp;2292203 |
| **Technology hardware, storage and peripherals 1.8%** | **Technology hardware, storage and peripherals 1.8%** | **Technology hardware, storage and peripherals 1.8%** |  |  |
| CDW LLC | &nbsp;&nbsp;5.100 | &nbsp;&nbsp;03-01-30 | 675000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;685516 |
| Dell International LLC | &nbsp;&nbsp;4.500 | &nbsp;&nbsp;02-15-31 | 1702000 | &nbsp;&nbsp;&nbsp;&nbsp;1710264 |
| Dell International LLC | &nbsp;&nbsp;4.750 | &nbsp;&nbsp;10-06-32 | 1705000 | &nbsp;&nbsp;&nbsp;&nbsp;1720949 |
| Dell International LLC | &nbsp;&nbsp;5.300 | &nbsp;&nbsp;04-01-32 | 478000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;496429 |
| Dell International LLC | &nbsp;&nbsp;5.400 | &nbsp;&nbsp;04-15-34 | 3604000 | &nbsp;&nbsp;&nbsp;&nbsp;3731203 |
| **Materials 0.8%** | **Materials 0.8%** | **Materials 0.8%** |  | &nbsp;&nbsp;**3860288** |
| **Construction materials 0.6%** | **Construction materials 0.6%** | **Construction materials 0.6%** |  |  |
| Cemex SAB de CV (A) | &nbsp;&nbsp;3.875 | &nbsp;&nbsp;07-11-31 | 2000000 | &nbsp;&nbsp;&nbsp;&nbsp;1917905 |
| JH North America Holdings, Inc. (A) | &nbsp;&nbsp;5.875 | &nbsp;&nbsp;01-31-31 | 450000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;459590 |
| JH North America Holdings, Inc. (A) | &nbsp;&nbsp;6.125 | &nbsp;&nbsp;07-31-32 | 672000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;689710 |
| **Metals and mining 0.2%** | **Metals and mining 0.2%** | **Metals and mining 0.2%** |  |  |
| Freeport-McMoRan, Inc. | &nbsp;&nbsp;5.400 | &nbsp;&nbsp;11-14-34 | 758000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;793083 |
| **Real estate 5.1%** | **Real estate 5.1%** | **Real estate 5.1%** |  | **23522842** |
| **Hotel and resort REITs 0.4%** | **Hotel and resort REITs 0.4%** | **Hotel and resort REITs 0.4%** |  |  |
| Host Hotels & Resorts LP | &nbsp;&nbsp;4.250 | &nbsp;&nbsp;12-15-28 | 1666000 | &nbsp;&nbsp;&nbsp;&nbsp;1673316 |
| **Industrial REITs 0.8%** | **Industrial REITs 0.8%** | **Industrial REITs 0.8%** |  |  |
| FIBRA Prologis (A) | &nbsp;&nbsp;5.500 | &nbsp;&nbsp;11-26-35 | 1167000 | &nbsp;&nbsp;&nbsp;&nbsp;1182755 |
| Prologis Targeted U.S. Logistics Fund LP (A) | &nbsp;&nbsp;4.250 | &nbsp;&nbsp;01-15-31 | 861000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;862296 |
| Prologis Targeted U.S. Logistics Fund LP (A) | &nbsp;&nbsp;5.250 | &nbsp;&nbsp;01-15-35 | 1541000 | &nbsp;&nbsp;&nbsp;&nbsp;1588997 |
| **Real estate management and development 0.5%** | **Real estate management and development 0.5%** | **Real estate management and development 0.5%** |  |  |
| CoStar Group, Inc. (A) | &nbsp;&nbsp;2.800 | &nbsp;&nbsp;07-15-30 | 2521000 | &nbsp;&nbsp;&nbsp;&nbsp;2317405 |
| **Residential REITs 0.4%** | **Residential REITs 0.4%** | **Residential REITs 0.4%** |  |  |
| American Homes 4 Rent LP | &nbsp;&nbsp;4.950 | &nbsp;&nbsp;06-15-30 | 2032000 | &nbsp;&nbsp;&nbsp;&nbsp;2073504 |
| **Retail REITs 0.7%** | **Retail REITs 0.7%** | **Retail REITs 0.7%** |  |  |
| Regency Centers LP | &nbsp;&nbsp;4.500 | &nbsp;&nbsp;03-15-33 | 1218000 | &nbsp;&nbsp;&nbsp;&nbsp;1218424 |
| Regency Centers LP | &nbsp;&nbsp;5.000 | &nbsp;&nbsp;07-15-32 | 1779000 | &nbsp;&nbsp;&nbsp;&nbsp;1833684 |
| **Specialized REITs 2.3%** | **Specialized REITs 2.3%** | **Specialized REITs 2.3%** |  |  |
| American Tower Corp. | &nbsp;&nbsp;4.700 | &nbsp;&nbsp;12-15-32 | 1742000 | &nbsp;&nbsp;&nbsp;&nbsp;1762044 |
| American Tower Corp. | &nbsp;&nbsp;5.200 | &nbsp;&nbsp;02-15-29 | 1710000 | &nbsp;&nbsp;&nbsp;&nbsp;1765700 |
| American Tower Corp. | &nbsp;&nbsp;5.550 | &nbsp;&nbsp;07-15-33 | 1302000 | &nbsp;&nbsp;&nbsp;&nbsp;1374856 |
| American Tower Corp. | &nbsp;&nbsp;5.650 | &nbsp;&nbsp;03-15-33 | 1302000 | &nbsp;&nbsp;&nbsp;&nbsp;1383625 |
| VICI Properties LP | &nbsp;&nbsp;5.125 | &nbsp;&nbsp;11-15-31 | 2091000 | &nbsp;&nbsp;&nbsp;&nbsp;2128928 |
| VICI Properties LP | &nbsp;&nbsp;5.125 | &nbsp;&nbsp;05-15-32 | 2324000 | &nbsp;&nbsp;&nbsp;&nbsp;2357308 |
| **Utilities 9.0%** | **Utilities 9.0%** | **Utilities 9.0%** |  | **41618716** |
| **Electric utilities 4.3%** | **Electric utilities 4.3%** | **Electric utilities 4.3%** |  |  |
| American Electric Power Company, Inc. (5.800% to 3-15-31, then 5 Year CMT + 2.128%) | &nbsp;&nbsp;5.800 | &nbsp;&nbsp;03-15-56 | 869000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;873226 |
| American Electric Power Company, Inc. (6.050% to 3-15-36, then 5 Year CMT + 1.940%) | &nbsp;&nbsp;6.050 | &nbsp;&nbsp;03-15-56 | 559000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;560965 |
| Constellation Energy Generation LLC | &nbsp;&nbsp;4.400 | &nbsp;&nbsp;01-15-31 | 1123000 | &nbsp;&nbsp;&nbsp;&nbsp;1130672 |
| Constellation Energy Generation LLC | &nbsp;&nbsp;6.500 | &nbsp;&nbsp;10-01-53 | 1095000 | &nbsp;&nbsp;&nbsp;&nbsp;1208202 |

---

8 JOHN HANCOCK MANAGED ACCOUNT SHARES \| QUARTERLY REPORT SEE NOTES TO PORTFOLIOS' INVESTMENTS

------

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | &nbsp;&nbsp;**Rate (%)** | &nbsp;&nbsp;**Maturity date** | **Par value^** | &nbsp;&nbsp;**Value** |
| **Utilities (continued)** | **Utilities (continued)** | **Utilities (continued)** |  |  |
| **Electric utilities (continued)** | **Electric utilities (continued)** | **Electric utilities (continued)** |  |  |
| Duke Energy Corp. | &nbsp;&nbsp;5.750 | &nbsp;&nbsp;09-15-33 | 1000000 | &nbsp;&nbsp;$1068456 |
| Electricite de France SA (A) | &nbsp;&nbsp;5.650 | &nbsp;&nbsp;04-22-29 | 1900000 | &nbsp;&nbsp;&nbsp;&nbsp;1990484 |
| Eversource Energy | &nbsp;&nbsp;5.125 | &nbsp;&nbsp;05-15-33 | 1613000 | &nbsp;&nbsp;&nbsp;&nbsp;1648278 |
| Exelon Corp. (6.500% to 3-15-35, then 5 Year CMT + 1.975%) | &nbsp;&nbsp;6.500 | &nbsp;&nbsp;03-15-55 | 435000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;455237 |
| NextEra Energy Capital Holdings, Inc. (6.375% to 8-15-30, then 5 Year CMT + 2.053%) | &nbsp;&nbsp;6.375 | &nbsp;&nbsp;08-15-55 | 1002000 | &nbsp;&nbsp;&nbsp;&nbsp;1040763 |
| NextEra Energy Capital Holdings, Inc. (6.500% to 8-15-35, then 5 Year CMT + 1.979%) | &nbsp;&nbsp;6.500 | &nbsp;&nbsp;08-15-55 | 361000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;382705 |
| NRG Energy, Inc. (A) | &nbsp;&nbsp;4.450 | &nbsp;&nbsp;06-15-29 | 683000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;683545 |
| NRG Energy, Inc. (A) | &nbsp;&nbsp;5.407 | &nbsp;&nbsp;10-15-35 | 2085000 | &nbsp;&nbsp;&nbsp;&nbsp;2107237 |
| NRG Energy, Inc. (A) | &nbsp;&nbsp;7.000 | &nbsp;&nbsp;03-15-33 | 1943000 | &nbsp;&nbsp;&nbsp;&nbsp;2162275 |
| Pacific Gas & Electric Company | &nbsp;&nbsp;5.800 | &nbsp;&nbsp;05-15-34 | 1227000 | &nbsp;&nbsp;&nbsp;&nbsp;1294586 |
| Perusahaan Perseroan Persero PT Perusahaan Listrik Negara (A) | &nbsp;&nbsp;4.750 | &nbsp;&nbsp;02-03-31 | 1155000 | &nbsp;&nbsp;&nbsp;&nbsp;1154371 |
| The Southern Company (6.375% to 3-15-35, then 5 Year CMT + 2.069%) | &nbsp;&nbsp;6.375 | &nbsp;&nbsp;03-15-55 | 1815000 | &nbsp;&nbsp;&nbsp;&nbsp;1898887 |
| **Independent power and renewable electricity producers 1.8%** | **Independent power and renewable electricity producers 1.8%** | **Independent power and renewable electricity producers 1.8%** |  |  |
| Capital Power US Holdings, Inc. (A) | &nbsp;&nbsp;5.257 | &nbsp;&nbsp;06-01-28 | 891000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;909248 |
| Capital Power US Holdings, Inc. (A) | &nbsp;&nbsp;6.189 | &nbsp;&nbsp;06-01-35 | 1505000 | &nbsp;&nbsp;&nbsp;&nbsp;1587827 |
| Vistra Operations Company LLC (A) | &nbsp;&nbsp;4.300 | &nbsp;&nbsp;07-15-29 | 1973000 | &nbsp;&nbsp;&nbsp;&nbsp;1973981 |
| Vistra Operations Company LLC (A) | &nbsp;&nbsp;4.700 | &nbsp;&nbsp;01-31-31 | 888000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;893081 |
| Vistra Operations Company LLC (A) | &nbsp;&nbsp;6.000 | &nbsp;&nbsp;04-15-34 | 1306000 | &nbsp;&nbsp;&nbsp;&nbsp;1384514 |
| Vistra Operations Company LLC (A) | &nbsp;&nbsp;6.950 | &nbsp;&nbsp;10-15-33 | 1474000 | &nbsp;&nbsp;&nbsp;&nbsp;1652423 |
| **Multi-utilities 2.9%** | **Multi-utilities 2.9%** | **Multi-utilities 2.9%** |  |  |
| CenterPoint Energy, Inc. (5.950% to 4-1-31, then 5 Year CMT + 2.223%) | &nbsp;&nbsp;5.950 | &nbsp;&nbsp;04-01-56 | 1703000 | &nbsp;&nbsp;&nbsp;&nbsp;1719456 |
| CenterPoint Energy, Inc. (6.850% to 2-15-35, then 5 Year CMT + 2.946%) | &nbsp;&nbsp;6.850 | &nbsp;&nbsp;02-15-55 | 1167000 | &nbsp;&nbsp;&nbsp;&nbsp;1240117 |
| CenterPoint Energy, Inc. (7.000% to 2-15-30, then 5 Year CMT + 3.254%) | &nbsp;&nbsp;7.000 | &nbsp;&nbsp;02-15-55 | 881000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;925941 |
| Dominion Energy, Inc. (6.000% to 2-15-31, then 5 Year CMT + 2.262%) | &nbsp;&nbsp;6.000 | &nbsp;&nbsp;02-15-56 | 812000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;823979 |
| Dominion Energy, Inc. (6.200% to 2-15-36, then 5 Year CMT + 2.006%) | &nbsp;&nbsp;6.200 | &nbsp;&nbsp;02-15-56 | 817000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;831753 |
| Dominion Energy, Inc. (6.875% to 2-1-30, then 5 Year CMT + 2.386%) | &nbsp;&nbsp;6.875 | &nbsp;&nbsp;02-01-55 | 1537000 | &nbsp;&nbsp;&nbsp;&nbsp;1609400 |
| Dominion Energy, Inc. (7.000% to 6-1-34, then 5 Year CMT + 2.511%) | &nbsp;&nbsp;7.000 | &nbsp;&nbsp;06-01-54 | 1407000 | &nbsp;&nbsp;&nbsp;&nbsp;1527412 |
| Sempra | &nbsp;&nbsp;5.500 | &nbsp;&nbsp;08-01-33 | 1195000 | &nbsp;&nbsp;&nbsp;&nbsp;1260519 |
| Sempra (6.400% to 10-1-34, then 5 Year CMT + 2.632%) | &nbsp;&nbsp;6.400 | &nbsp;&nbsp;10-01-54 | 1769000 | &nbsp;&nbsp;&nbsp;&nbsp;1804801 |
| WEC Energy Group, Inc. (5.625% to 5-15-31, then 5 Year CMT + 1.905%) | &nbsp;&nbsp;5.625 | &nbsp;&nbsp;05-15-56 | 1803000 | &nbsp;&nbsp;&nbsp;&nbsp;1814375 |
| **Municipal bonds 0.1%** |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;**$317477** |
| (Cost $437,729) |  |  |  |  |
| Foothill-Eastern Transportation Corridor Agency (California) | &nbsp;&nbsp;4.094 | &nbsp;&nbsp;01-15-49 | &nbsp;&nbsp;30000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;25645 |
| Golden State Tobacco Securitization Corp. (California) | &nbsp;&nbsp;4.214 | &nbsp;&nbsp;06-01-50 | 108000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;82635 |
| Maryland Health & Higher Educational Facilities Authority | &nbsp;&nbsp;3.197 | &nbsp;&nbsp;07-01-50 | 125000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;89373 |
| Ohio Turnpike & Infrastructure Commission | &nbsp;&nbsp;3.216 | &nbsp;&nbsp;02-15-48 | &nbsp;&nbsp;30000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;23328 |
| Regents of the University of California Medical Center | &nbsp;&nbsp;3.006 | &nbsp;&nbsp;05-15-50 | 140000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;96496 |

---

---

| | | | |
|:---|:---|:---|:---|
|  | &nbsp;&nbsp;**Yield (%)** | **Shares** | &nbsp;&nbsp;**Value** |
| **Short-term investments 1.7%** |  |  | &nbsp;&nbsp;**$7788810** |
| (Cost $7,789,037) |  |  |  |
| **Short-term funds 1.7%** |  |  | &nbsp;&nbsp;&nbsp;&nbsp;**7788810** |
| John Hancock Collateral Trust (D) | &nbsp;&nbsp;3.5447(E) | 778647 | &nbsp;&nbsp;&nbsp;7788810 |

---

---

| | |
|:---|:---|
| **Total investments (Cost $448,951,304) 99.3%** | **$461071321** |
| **Other assets and liabilities, net 0.7%** | &nbsp;&nbsp;&nbsp;&nbsp;**3242120** |
| **Total net assets 100.0%** | &nbsp;&nbsp;**$464313441** |

---

---

| | |
|:---|:---|
| The percentage shown for each investment category is the total value of the category as a percentage of the net assets of the portfolio. | The percentage shown for each investment category is the total value of the category as a percentage of the net assets of the portfolio. |
| ^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 | CME Group Published Rates |
| CMT | Constant Maturity Treasury |
| ICE | Intercontinental Exchange |
| SOFR | Secured Overnight Financing Rate |

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SEE NOTES TO PORTFOLIOS' INVESTMENTS QUARTERLY REPORT \| JOHN HANCOCK MANAGED ACCOUNT SHARES 9

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(A) This security is 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 $131,228,730 or 28.3% of the portfolio's net assets as of 2-28-26.

(B) Perpetual bonds have no stated maturity date. Date shown as maturity date is next call date.

(C) Security purchased or sold on a when-issued or delayed-delivery basis.

(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 2-28-26.

The portfolio had the following country composition as a percentage of net assets on 2-28-26:

---

| | |
|:---|:---|
| United States | &nbsp;&nbsp;&nbsp;&nbsp;82.0% |
| United Kingdom | &nbsp;&nbsp;&nbsp;&nbsp;2.7% |
| Canada | &nbsp;&nbsp;&nbsp;&nbsp;2.6% |
| Norway | &nbsp;&nbsp;&nbsp;&nbsp;2.0% |
| France | &nbsp;&nbsp;&nbsp;&nbsp;1.8% |
| Netherlands | &nbsp;&nbsp;&nbsp;&nbsp;1.6% |
| Switzerland | &nbsp;&nbsp;&nbsp;&nbsp;1.3% |
| Germany | &nbsp;&nbsp;&nbsp;&nbsp;1.2% |
| Ireland | &nbsp;&nbsp;&nbsp;&nbsp;1.1% |
| Other countries | &nbsp;&nbsp;&nbsp;&nbsp;3.7% |
| **TOTAL** | **100.0%** |

---

#### MANAGED ACCOUNT SHARES NON-INVESTMENT-GRADE CORPORATE BOND PORTFOLIO

------

#### As of 2-28-26 (unaudited)

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | &nbsp;&nbsp;**Rate (%)** | &nbsp;&nbsp;**Maturity date** | **Par value^** | &nbsp;&nbsp;**Value** |
| **Corporate bonds 95.3%** | **Corporate bonds 95.3%** | **Corporate bonds 95.3%** |  | **$162315715** |
| (Cost $159,959,543) |  |  |  |  |
| **Communication services 11.1%** | **Communication services 11.1%** | **Communication services 11.1%** |  | &nbsp;&nbsp;&nbsp;**18977334** |
| **Diversified telecommunication services 4.5%** | **Diversified telecommunication services 4.5%** | **Diversified telecommunication services 4.5%** |  |  |
| Cipher Compute LLC (A) | &nbsp;&nbsp;&nbsp;&nbsp;7.125 | &nbsp;&nbsp;11-15-30 | 458000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;477394 |
| GCI LLC (A) | &nbsp;&nbsp;&nbsp;&nbsp;4.750 | &nbsp;&nbsp;10-15-28 | 925000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;908873 |
| IHS Holding, Ltd. (A) | &nbsp;&nbsp;&nbsp;&nbsp;7.875 | &nbsp;&nbsp;05-29-30 | 779000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;815615 |
| IHS Holding, Ltd. (A) | &nbsp;&nbsp;&nbsp;&nbsp;8.250 | &nbsp;&nbsp;11-29-31 | 1200000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1278379 |
| Iliad Holding SAS (A) | &nbsp;&nbsp;&nbsp;&nbsp;7.000 | &nbsp;&nbsp;04-15-32 | 1026000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1053252 |
| Iliad Holding SAS (A) | &nbsp;&nbsp;&nbsp;&nbsp;8.500 | &nbsp;&nbsp;04-15-31 | 300000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;321424 |
| Level 3 Financing, Inc. (A) | &nbsp;&nbsp;&nbsp;&nbsp;6.875 | &nbsp;&nbsp;06-30-33 | 1571000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1627045 |
| SV RNO Property Owner 1 LLC (A) | &nbsp;&nbsp;&nbsp;&nbsp;5.875 | &nbsp;&nbsp;03-01-31 | 732000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;735279 |
| Windstream Services LLC (A) | &nbsp;&nbsp;&nbsp;&nbsp;8.250 | &nbsp;&nbsp;10-01-31 | 467000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;491674 |
| **Entertainment 2.1%** | **Entertainment 2.1%** | **Entertainment 2.1%** |  |  |
| Discovery Global Holdings, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.279 | &nbsp;&nbsp;03-15-32 | 356000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;327075 |
| Discovery Global Holdings, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.050 | &nbsp;&nbsp;03-15-42 | 1512000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1062180 |
| Roblox Corp. (A) | &nbsp;&nbsp;&nbsp;&nbsp;3.875 | &nbsp;&nbsp;05-01-30 | 2226000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2125645 |
| **Media 3.0%** | **Media 3.0%** | **Media 3.0%** |  |  |
| Cable One, Inc. (A) | &nbsp;&nbsp;&nbsp;&nbsp;4.000 | &nbsp;&nbsp;11-15-30 | 711000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;492210 |
| CCO Holdings LLC (A) | &nbsp;&nbsp;&nbsp;&nbsp;4.250 | &nbsp;&nbsp;02-01-31 | 1272000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1185632 |
| CCO Holdings LLC | &nbsp;&nbsp;&nbsp;&nbsp;4.500 | &nbsp;&nbsp;05-01-32 | 599000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;548178 |
| CCO Holdings LLC (A) | &nbsp;&nbsp;&nbsp;&nbsp;7.375 | &nbsp;&nbsp;03-01-31 | 1133000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1168999 |
| Gray Media, Inc. (A) | &nbsp;&nbsp;10.500 | &nbsp;&nbsp;07-15-29 | 1015000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1088152 |
| Sirius XM Radio LLC (A) | &nbsp;&nbsp;&nbsp;&nbsp;4.000 | &nbsp;&nbsp;07-15-28 | 748000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;730230 |
| **Wireless telecommunication services 1.5%** | **Wireless telecommunication services 1.5%** | **Wireless telecommunication services 1.5%** |  |  |
| Millicom International Cellular SA (A) | &nbsp;&nbsp;&nbsp;&nbsp;6.250 | &nbsp;&nbsp;03-25-29 | 1009800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1015934 |
| Millicom International Cellular SA (A) | &nbsp;&nbsp;&nbsp;&nbsp;7.375 | &nbsp;&nbsp;04-02-32 | 413000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;427268 |
| Vodafone Group PLC (7.000% to 4-4-29, then 5 Year U.S. Swap Rate + 4.873% to 4-4-49, then 5 Year U.S. Swap Rate + 5.623%) | &nbsp;&nbsp;&nbsp;&nbsp;7.000 | &nbsp;&nbsp;04-04-79 | 1036000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1096896 |
| **Consumer discretionary 20.1%** | **Consumer discretionary 20.1%** | **Consumer discretionary 20.1%** |  | &nbsp;&nbsp;&nbsp;**34154631** |
| **Automobile components 0.2%** | **Automobile components 0.2%** | **Automobile components 0.2%** |  |  |
| Dealer Tire LLC (A) | &nbsp;&nbsp;&nbsp;&nbsp;8.000 | &nbsp;&nbsp;02-01-28 | 384000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;380164 |
| **Broadline retail 1.5%** | **Broadline retail 1.5%** | **Broadline retail 1.5%** |  |  |
| Macy's Retail Holdings LLC (A) | &nbsp;&nbsp;&nbsp;&nbsp;5.875 | &nbsp;&nbsp;03-15-30 | 287000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;288327 |
| Macy's Retail Holdings LLC (A) | &nbsp;&nbsp;&nbsp;&nbsp;6.125 | &nbsp;&nbsp;03-15-32 | 485000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;488520 |

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10 JOHN HANCOCK MANAGED ACCOUNT SHARES \| QUARTERLY REPORT SEE NOTES TO PORTFOLIOS' INVESTMENTS

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---

| | | | | |
|:---|:---|:---|:---|:---|
|  | &nbsp;&nbsp;**Rate (%)** | &nbsp;&nbsp;**Maturity date** | **Par value^** | &nbsp;&nbsp;**Value** |
| **Consumer discretionary (continued)** | **Consumer discretionary (continued)** | **Consumer discretionary (continued)** |  |  |
| **Broadline retail (continued)** | **Broadline retail (continued)** | **Broadline retail (continued)** |  |  |
| Macy's Retail Holdings LLC (A) | &nbsp;&nbsp;&nbsp;&nbsp;7.375 | &nbsp;&nbsp;08-01-33 | 1076000 | &nbsp;&nbsp;&nbsp;$1127251 |
| Rakuten Group, Inc. (A) | &nbsp;&nbsp;&nbsp;&nbsp;9.750 | &nbsp;&nbsp;04-15-29 | 473000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;524633 |
| **Hotels, restaurants and leisure 11.2%** | **Hotels, restaurants and leisure 11.2%** | **Hotels, restaurants and leisure 11.2%** |  |  |
| Brightstar Lottery PLC (A) | &nbsp;&nbsp;&nbsp;&nbsp;5.750 | &nbsp;&nbsp;01-15-33 | 943000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;936997 |
| Carnival Corp. (A) | &nbsp;&nbsp;&nbsp;&nbsp;5.125 | &nbsp;&nbsp;05-01-29 | 828000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;839883 |
| Carnival Corp. (A) | &nbsp;&nbsp;&nbsp;&nbsp;5.750 | &nbsp;&nbsp;08-01-32 | 3106000 | &nbsp;&nbsp;&nbsp;&nbsp;3223404 |
| Carnival Corp. (A) | &nbsp;&nbsp;&nbsp;&nbsp;5.875 | &nbsp;&nbsp;06-15-31 | 1635000 | &nbsp;&nbsp;&nbsp;&nbsp;1708611 |
| Hilton Domestic Operating Company, Inc. (A) | &nbsp;&nbsp;&nbsp;&nbsp;5.500 | &nbsp;&nbsp;03-31-34 | 732000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;739813 |
| Hilton Grand Vacations Borrower LLC (A) | &nbsp;&nbsp;&nbsp;&nbsp;6.625 | &nbsp;&nbsp;01-15-32 | 973000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;992683 |
| Marriott Ownership Resorts, Inc. (A) | &nbsp;&nbsp;&nbsp;&nbsp;6.500 | &nbsp;&nbsp;10-01-33 | 1356000 | &nbsp;&nbsp;&nbsp;&nbsp;1314822 |
| MGM Resorts International | &nbsp;&nbsp;&nbsp;&nbsp;4.750 | &nbsp;&nbsp;10-15-28 | 1060000 | &nbsp;&nbsp;&nbsp;&nbsp;1060617 |
| Midwest Gaming Borrower LLC (A) | &nbsp;&nbsp;&nbsp;&nbsp;4.875 | &nbsp;&nbsp;05-01-29 | 770000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;756500 |
| NCL Corp., Ltd. (A) | &nbsp;&nbsp;&nbsp;&nbsp;5.875 | &nbsp;&nbsp;01-15-31 | 1039000 | &nbsp;&nbsp;&nbsp;&nbsp;1049941 |
| NCL Corp., Ltd. (A) | &nbsp;&nbsp;&nbsp;&nbsp;6.250 | &nbsp;&nbsp;09-15-33 | 999000 | &nbsp;&nbsp;&nbsp;&nbsp;1008335 |
| NCL Corp., Ltd. (A) | &nbsp;&nbsp;&nbsp;&nbsp;6.750 | &nbsp;&nbsp;02-01-32 | 1047000 | &nbsp;&nbsp;&nbsp;&nbsp;1078237 |
| Rivers Enterprise Borrower LLC (A) | &nbsp;&nbsp;&nbsp;&nbsp;6.250 | &nbsp;&nbsp;10-15-30 | 686000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;700938 |
| Rivers Enterprise Borrower LLC (A) | &nbsp;&nbsp;&nbsp;&nbsp;6.625 | &nbsp;&nbsp;02-01-33 | 859000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;881556 |
| Travel + Leisure Company (A) | &nbsp;&nbsp;&nbsp;&nbsp;4.625 | &nbsp;&nbsp;03-01-30 | 388000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;378950 |
| Travel + Leisure Company (A) | &nbsp;&nbsp;&nbsp;&nbsp;6.125 | &nbsp;&nbsp;09-01-33 | 1069000 | &nbsp;&nbsp;&nbsp;&nbsp;1086602 |
| Viking Cruises, Ltd. (A) | &nbsp;&nbsp;&nbsp;&nbsp;5.875 | &nbsp;&nbsp;10-15-33 | 1310000 | &nbsp;&nbsp;&nbsp;&nbsp;1336410 |
| **Household durables 2.3%** | **Household durables 2.3%** | **Household durables 2.3%** |  |  |
| Brookfield Residential Properties, Inc. (A) | &nbsp;&nbsp;&nbsp;&nbsp;5.000 | &nbsp;&nbsp;06-15-29 | 797000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;772060 |
| Century Communities, Inc. (A) | &nbsp;&nbsp;&nbsp;&nbsp;3.875 | &nbsp;&nbsp;08-15-29 | 795000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;757927 |
| KB Home | &nbsp;&nbsp;&nbsp;&nbsp;4.000 | &nbsp;&nbsp;06-15-31 | 683000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;652475 |
| Taylor Morrison Communities, Inc. (A) | &nbsp;&nbsp;&nbsp;&nbsp;5.750 | &nbsp;&nbsp;11-15-32 | 201000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;207692 |
| TopBuild Corp. (A) | &nbsp;&nbsp;&nbsp;&nbsp;5.625 | &nbsp;&nbsp;01-31-34 | 1550000 | &nbsp;&nbsp;&nbsp;&nbsp;1563255 |
| **Specialty retail 4.1%** | **Specialty retail 4.1%** | **Specialty retail 4.1%** |  |  |
| Asbury Automotive Group, Inc. (A) | &nbsp;&nbsp;&nbsp;&nbsp;4.625 | &nbsp;&nbsp;11-15-29 | 180000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;177196 |
| Asbury Automotive Group, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.750 | &nbsp;&nbsp;03-01-30 | 822000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;809051 |
| Global Auto Holdings, Ltd. (A) | &nbsp;&nbsp;&nbsp;&nbsp;8.750 | &nbsp;&nbsp;01-15-32 | 2112000 | &nbsp;&nbsp;&nbsp;&nbsp;1955880 |
| Global Auto Holdings, Ltd. (A) | &nbsp;&nbsp;11.500 | &nbsp;&nbsp;08-15-29 | 727000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;742780 |
| Lithia Motors, Inc. (A) | &nbsp;&nbsp;&nbsp;&nbsp;3.875 | &nbsp;&nbsp;06-01-29 | 387000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;374085 |
| Lithia Motors, Inc. (A) | &nbsp;&nbsp;&nbsp;&nbsp;4.375 | &nbsp;&nbsp;01-15-31 | 814000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;782940 |
| Lithia Motors, Inc. (A) | &nbsp;&nbsp;&nbsp;&nbsp;5.500 | &nbsp;&nbsp;10-01-30 | 759000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;763767 |
| Valvoline, Inc. (A) | &nbsp;&nbsp;&nbsp;&nbsp;3.625 | &nbsp;&nbsp;06-15-31 | 763000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;708623 |
| Wayfair LLC (A) | &nbsp;&nbsp;&nbsp;&nbsp;6.750 | &nbsp;&nbsp;11-15-32 | 567000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;577884 |
| **Textiles, apparel and luxury goods 0.8%** | **Textiles, apparel and luxury goods 0.8%** | **Textiles, apparel and luxury goods 0.8%** |  |  |
| S&S Holdings LLC (A) | &nbsp;&nbsp;&nbsp;&nbsp;8.375 | &nbsp;&nbsp;10-01-31 | 1500000 | &nbsp;&nbsp;&nbsp;&nbsp;1405822 |
| **Consumer staples 2.1%** | **Consumer staples 2.1%** | **Consumer staples 2.1%** |  | &nbsp;&nbsp;**3559315** |
| **Consumer staples distribution and retail 0.5%** | **Consumer staples distribution and retail 0.5%** | **Consumer staples distribution and retail 0.5%** |  |  |
| Albertsons Companies, Inc. (A) | &nbsp;&nbsp;&nbsp;&nbsp;5.750 | &nbsp;&nbsp;03-31-34 | 776000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;772142 |
| **Food products 1.6%** | **Food products 1.6%** | **Food products 1.6%** |  |  |
| MARB BondCo PLC (A) | &nbsp;&nbsp;&nbsp;&nbsp;3.950 | &nbsp;&nbsp;01-29-31 | 1882000 | &nbsp;&nbsp;&nbsp;&nbsp;1715489 |
| NBM US Holdings, Inc. (A) | &nbsp;&nbsp;&nbsp;&nbsp;6.625 | &nbsp;&nbsp;08-06-29 | 1061000 | &nbsp;&nbsp;&nbsp;&nbsp;1071684 |
| **Energy 18.8%** | **Energy 18.8%** | **Energy 18.8%** |  | **32091596** |
| **Oil, gas and consumable fuels 18.8%** | **Oil, gas and consumable fuels 18.8%** | **Oil, gas and consumable fuels 18.8%** |  |  |
| Antero Midstream Partners LP (A) | &nbsp;&nbsp;&nbsp;&nbsp;5.750 | &nbsp;&nbsp;10-15-33 | 995000 | &nbsp;&nbsp;&nbsp;&nbsp;1010075 |
| Antero Midstream Partners LP (A) | &nbsp;&nbsp;&nbsp;&nbsp;5.750 | &nbsp;&nbsp;07-01-34 | 2214000 | &nbsp;&nbsp;&nbsp;&nbsp;2248609 |
| Ascent Resources Utica Holdings LLC (A) | &nbsp;&nbsp;&nbsp;&nbsp;5.875 | &nbsp;&nbsp;06-30-29 | 1275000 | &nbsp;&nbsp;&nbsp;&nbsp;1278720 |
| Ascent Resources Utica Holdings LLC (A) | &nbsp;&nbsp;&nbsp;&nbsp;6.625 | &nbsp;&nbsp;10-15-32 | 244000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;253491 |
| Ascent Resources Utica Holdings LLC (A) | &nbsp;&nbsp;&nbsp;&nbsp;6.625 | &nbsp;&nbsp;07-15-33 | 428000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;444130 |
| Blue Racer Midstream LLC (A) | &nbsp;&nbsp;&nbsp;&nbsp;7.250 | &nbsp;&nbsp;07-15-32 | 1490000 | &nbsp;&nbsp;&nbsp;&nbsp;1575989 |
| Comstock Resources, Inc. (A) | &nbsp;&nbsp;&nbsp;&nbsp;5.875 | &nbsp;&nbsp;01-15-30 | 1202000 | &nbsp;&nbsp;&nbsp;&nbsp;1158420 |
| Energean Israel Finance, Ltd. (A) | &nbsp;&nbsp;&nbsp;&nbsp;5.375 | &nbsp;&nbsp;03-30-28 | 180000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;177930 |

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SEE NOTES TO PORTFOLIOS' INVESTMENTS QUARTERLY REPORT \| JOHN HANCOCK MANAGED ACCOUNT SHARES 11

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---

| | | | | |
|:---|:---|:---|:---|:---|
|  | &nbsp;&nbsp;**Rate (%)** | &nbsp;&nbsp;**Maturity date** | **Par value^** | &nbsp;&nbsp;**Value** |
| **Energy (continued)** | **Energy (continued)** | **Energy (continued)** |  |  |
| **Oil, gas and consumable fuels (continued)** | **Oil, gas and consumable fuels (continued)** | **Oil, gas and consumable fuels (continued)** |  |  |
| Energean Israel Finance, Ltd. (A) | &nbsp;&nbsp;5.875 | &nbsp;&nbsp;03-30-31 | 599000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$576035 |
| Energy Transfer LP (6.500% to 11-15-26, then 5 Year CMT + 5.694%) (B) | &nbsp;&nbsp;6.500 | &nbsp;&nbsp;11-15-26 | 2096000 | &nbsp;&nbsp;&nbsp;&nbsp;2105129 |
| Energy Transfer LP (6.500% to 2-15-31, then 5 Year CMT + 2.676%) | &nbsp;&nbsp;6.500 | &nbsp;&nbsp;02-15-56 | 1332000 | &nbsp;&nbsp;&nbsp;&nbsp;1345901 |
| Energy Transfer LP (6.750% to 2-15-36, then 5 Year CMT + 2.475%) | &nbsp;&nbsp;6.750 | &nbsp;&nbsp;02-15-56 | 1770000 | &nbsp;&nbsp;&nbsp;&nbsp;1809190 |
| 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 | 2305000 | &nbsp;&nbsp;&nbsp;&nbsp;2391083 |
| Genesis Energy LP (C) | &nbsp;&nbsp;6.750 | &nbsp;&nbsp;03-15-34 | 130000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;131500 |
| Genesis Energy LP | &nbsp;&nbsp;7.875 | &nbsp;&nbsp;05-15-32 | 575000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;601902 |
| Genesis Energy LP | &nbsp;&nbsp;8.000 | &nbsp;&nbsp;05-15-33 | 621000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;656568 |
| Global Partners LP (A) | &nbsp;&nbsp;7.125 | &nbsp;&nbsp;07-01-33 | 194000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;200724 |
| Global Partners LP (A) | &nbsp;&nbsp;8.250 | &nbsp;&nbsp;01-15-32 | 700000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;739536 |
| Hess Midstream Operations LP (A) | &nbsp;&nbsp;6.500 | &nbsp;&nbsp;06-01-29 | 238000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;246272 |
| Howard Midstream Energy Partners LLC (A) | &nbsp;&nbsp;6.625 | &nbsp;&nbsp;01-15-34 | 540000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;558079 |
| Howard Midstream Energy Partners LLC (A) | &nbsp;&nbsp;7.375 | &nbsp;&nbsp;07-15-32 | 73000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;77038 |
| Leviathan Bond, Ltd. (A) | &nbsp;&nbsp;6.500 | &nbsp;&nbsp;06-30-27 | 1360000 | &nbsp;&nbsp;&nbsp;&nbsp;1368160 |
| Leviathan Bond, Ltd. (A) | &nbsp;&nbsp;6.750 | &nbsp;&nbsp;06-30-30 | 143000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;147361 |
| Long Ridge Energy LLC (A) | &nbsp;&nbsp;8.750 | &nbsp;&nbsp;02-15-32 | 803000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;861804 |
| Sunoco LP (A) | &nbsp;&nbsp;4.500 | &nbsp;&nbsp;10-01-29 | 945000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;928466 |
| Sunoco LP | &nbsp;&nbsp;4.500 | &nbsp;&nbsp;04-30-30 | 1186000 | &nbsp;&nbsp;&nbsp;&nbsp;1160770 |
| Sunoco LP (A) | &nbsp;&nbsp;4.625 | &nbsp;&nbsp;05-01-30 | 535000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;523470 |
| Sunoco LP (A) | &nbsp;&nbsp;5.625 | &nbsp;&nbsp;03-15-31 | 1074000 | &nbsp;&nbsp;&nbsp;&nbsp;1083233 |
| Sunoco LP (A) | &nbsp;&nbsp;5.875 | &nbsp;&nbsp;03-15-34 | 1455000 | &nbsp;&nbsp;&nbsp;&nbsp;1460811 |
| Sunoco LP (A) | &nbsp;&nbsp;6.250 | &nbsp;&nbsp;07-01-33 | 507000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;522172 |
| Sunoco LP (A) | &nbsp;&nbsp;7.250 | &nbsp;&nbsp;05-01-32 | 679000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;717421 |
| Sunoco LP (7.875% to 9-18-30, then 5 Year CMT + 4.230%) (A)(B) | &nbsp;&nbsp;7.875 | &nbsp;&nbsp;09-18-30 | 1479000 | &nbsp;&nbsp;&nbsp;&nbsp;1528916 |
| Venture Global LNG, Inc. (A) | &nbsp;&nbsp;7.000 | &nbsp;&nbsp;01-15-30 | 1011000 | &nbsp;&nbsp;&nbsp;&nbsp;1025512 |
| Venture Global LNG, Inc. (9.000% to 9-30-29, then 5 Year CMT + 5.440%) (A)(B) | &nbsp;&nbsp;9.000 | &nbsp;&nbsp;09-30-29 | 1346000 | &nbsp;&nbsp;&nbsp;&nbsp;1177179 |
| **Financials 14.1%** | **Financials 14.1%** | **Financials 14.1%** |  | **24092730** |
| **Banks 6.8%** | **Banks 6.8%** | **Banks 6.8%** |  |  |
| Banco Bradesco SA (A) | &nbsp;&nbsp;5.375 | &nbsp;&nbsp;01-20-31 | 1664000 | &nbsp;&nbsp;&nbsp;&nbsp;1677312 |
| Banco Santander SA (9.625% to 11-21-33, then 5 Year CMT + 5.298%) (B) | &nbsp;&nbsp;9.625 | &nbsp;&nbsp;05-21-33 | 1549000 | &nbsp;&nbsp;&nbsp;&nbsp;1867792 |
| Barclays PLC (8.000% to 9-15-29, then 5 Year CMT + 5.431%) (B) | &nbsp;&nbsp;8.000 | &nbsp;&nbsp;03-15-29 | 1436000 | &nbsp;&nbsp;&nbsp;&nbsp;1531216 |
| Citigroup, Inc. (6.625% to 2-15-31, then 5 Year CMT + 3.001%) (B) | &nbsp;&nbsp;6.625 | &nbsp;&nbsp;02-15-31 | 1033000 | &nbsp;&nbsp;&nbsp;&nbsp;1067896 |
| Fifth Third Bancorp (3 month CME Term SOFR + 3.295%) (B)(D) | &nbsp;&nbsp;6.967 | &nbsp;&nbsp;03-29-26 | 964000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;967133 |
| First Citizens BancShares, Inc. (7.000% to 12-15-30, then 5 Year CMT + 3.301%) (B) | &nbsp;&nbsp;7.000 | &nbsp;&nbsp;12-15-30 | 932000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;959550 |
| Huntington Bancshares, Inc. (6.250% to 10-15-30, then 5 Year CMT + 2.653%) (B) | &nbsp;&nbsp;6.250 | &nbsp;&nbsp;10-15-30 | 1199000 | &nbsp;&nbsp;&nbsp;&nbsp;1207875 |
| Popular, Inc. | &nbsp;&nbsp;7.250 | &nbsp;&nbsp;03-13-28 | 1252000 | &nbsp;&nbsp;&nbsp;&nbsp;1306826 |
| Societe Generale SA (5.375% to 11-18-30, then 5 Year CMT + 4.514%) (A)(B) | &nbsp;&nbsp;5.375 | &nbsp;&nbsp;11-18-30 | 1091000 | &nbsp;&nbsp;&nbsp;&nbsp;1056440 |
| **Consumer finance 1.2%** | **Consumer finance 1.2%** | **Consumer finance 1.2%** |  |  |
| Muthoot Finance, Ltd. (A) | &nbsp;&nbsp;5.750 | &nbsp;&nbsp;08-04-30 | 775000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;774636 |
| OneMain Finance Corp. | &nbsp;&nbsp;6.125 | &nbsp;&nbsp;05-15-30 | 1287000 | &nbsp;&nbsp;&nbsp;&nbsp;1290839 |
| **Financial services 3.6%** | **Financial services 3.6%** | **Financial services 3.6%** |  |  |
| Block, Inc. (A) | &nbsp;&nbsp;5.625 | &nbsp;&nbsp;08-15-30 | 970000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;982718 |
| Freedom Mortgage Holdings LLC (A) | &nbsp;&nbsp;6.875 | &nbsp;&nbsp;05-01-31 | 1093000 | &nbsp;&nbsp;&nbsp;&nbsp;1054195 |
| Freedom Mortgage Holdings LLC (A) | &nbsp;&nbsp;7.875 | &nbsp;&nbsp;04-01-33 | 514000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;506628 |
| ION Platform Finance US, Inc. (A) | &nbsp;&nbsp;7.875 | &nbsp;&nbsp;09-30-32 | 1176000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;942939 |
| Rocket Companies, Inc. (A) | &nbsp;&nbsp;6.375 | &nbsp;&nbsp;08-01-33 | 987000 | &nbsp;&nbsp;&nbsp;&nbsp;1020084 |
| Stonebriar ABF Issuer LLC (A) | &nbsp;&nbsp;8.125 | &nbsp;&nbsp;12-15-30 | 1068000 | &nbsp;&nbsp;&nbsp;&nbsp;1122825 |
| TrueNoord Capital DAC (A) | &nbsp;&nbsp;8.750 | &nbsp;&nbsp;03-01-30 | 528000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;557132 |
| **Insurance 1.9%** | **Insurance 1.9%** | **Insurance 1.9%** |  |  |
| Asurion LLC (A) | &nbsp;&nbsp;8.375 | &nbsp;&nbsp;02-01-34 | 368000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;366221 |
| Global Atlantic Financial Company (7.950% to 10-15-29, then 5 Year CMT + 3.608%) (A) | &nbsp;&nbsp;7.950 | &nbsp;&nbsp;10-15-54 | 606000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;579962 |
| Liberty Mutual Group, Inc. (4.125% to 12-15-26, then 5 Year CMT + 3.315%) (A) | &nbsp;&nbsp;4.125 | &nbsp;&nbsp;12-15-51 | 1017000 | &nbsp;&nbsp;&nbsp;&nbsp;1009371 |
| Panther Escrow Issuer LLC (A) | &nbsp;&nbsp;7.125 | &nbsp;&nbsp;06-01-31 | 1169000 | &nbsp;&nbsp;&nbsp;&nbsp;1189277 |

---

12 JOHN HANCOCK MANAGED ACCOUNT SHARES \| QUARTERLY REPORT SEE NOTES TO PORTFOLIOS' INVESTMENTS

------

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | &nbsp;&nbsp;**Rate (%)** | &nbsp;&nbsp;**Maturity date** | **Par value^** | &nbsp;&nbsp;**Value** |
| **Financials (continued)** | **Financials (continued)** | **Financials (continued)** |  |  |
| **Mortgage real estate investment trusts 0.6%** | **Mortgage real estate investment trusts 0.6%** | **Mortgage real estate investment trusts 0.6%** |  |  |
| Starwood Property Trust, Inc. (A) | &nbsp;&nbsp;6.000 | &nbsp;&nbsp;04-15-30 | 1030000 | &nbsp;&nbsp;&nbsp;$1053863 |
| **Health care 4.4%** | **Health care 4.4%** | **Health care 4.4%** |  | &nbsp;&nbsp;**7414983** |
| **Health care providers and services 2.3%** | **Health care providers and services 2.3%** | **Health care providers and services 2.3%** |  |  |
| DaVita, Inc. (A) | &nbsp;&nbsp;4.625 | &nbsp;&nbsp;06-01-30 | 743000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;727342 |
| Horizon Mutual Holdings, Inc. (A) | &nbsp;&nbsp;6.200 | &nbsp;&nbsp;11-15-34 | 1700000 | &nbsp;&nbsp;&nbsp;&nbsp;1691914 |
| Tenet Healthcare Corp. (A) | &nbsp;&nbsp;5.500 | &nbsp;&nbsp;11-15-32 | 1473000 | &nbsp;&nbsp;&nbsp;&nbsp;1491312 |
| **Pharmaceuticals 2.1%** | **Pharmaceuticals 2.1%** | **Pharmaceuticals 2.1%** |  |  |
| Endo Finance Holdings LP (A) | &nbsp;&nbsp;8.500 | &nbsp;&nbsp;04-15-31 | 969000 | &nbsp;&nbsp;&nbsp;&nbsp;1029846 |
| Teva Pharmaceutical Finance Company LLC | &nbsp;&nbsp;6.150 | &nbsp;&nbsp;02-01-36 | 214000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;226649 |
| Teva Pharmaceutical Finance Netherlands III BV | &nbsp;&nbsp;4.100 | &nbsp;&nbsp;10-01-46 | 1539000 | &nbsp;&nbsp;&nbsp;&nbsp;1182136 |
| Teva Pharmaceutical Finance Netherlands IV BV | &nbsp;&nbsp;5.750 | &nbsp;&nbsp;12-01-30 | 1027000 | &nbsp;&nbsp;&nbsp;&nbsp;1065784 |
| **Industrials 6.2%** | **Industrials 6.2%** | **Industrials 6.2%** |  | **10513903** |
| **Aerospace and defense 0.4%** | **Aerospace and defense 0.4%** | **Aerospace and defense 0.4%** |  |  |
| Efesto Bidco SpA Efesto US LLC (A) | &nbsp;&nbsp;7.500 | &nbsp;&nbsp;02-15-32 | 761000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;779239 |
| **Building products 1.5%** | **Building products 1.5%** | **Building products 1.5%** |  |  |
| Advanced Drainage Systems, Inc. (A) | &nbsp;&nbsp;5.375 | &nbsp;&nbsp;03-01-34 | 369000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;371812 |
| Builders FirstSource, Inc. (A) | &nbsp;&nbsp;4.250 | &nbsp;&nbsp;02-01-32 | 1179000 | &nbsp;&nbsp;&nbsp;&nbsp;1124435 |
| Builders FirstSource, Inc. (A) | &nbsp;&nbsp;6.375 | &nbsp;&nbsp;03-01-34 | 996000 | &nbsp;&nbsp;&nbsp;&nbsp;1025896 |
| **Commercial services and supplies 1.2%** | **Commercial services and supplies 1.2%** | **Commercial services and supplies 1.2%** |  |  |
| Cimpress PLC (A) | &nbsp;&nbsp;7.375 | &nbsp;&nbsp;09-15-32 | 840000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;845066 |
| Garda World Security Corp. (A) | &nbsp;&nbsp;6.500 | &nbsp;&nbsp;01-15-31 | 730000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;749976 |
| GFL Environmental Holdings US, Inc. (A) | &nbsp;&nbsp;5.500 | &nbsp;&nbsp;02-01-34 | 439000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;440579 |
| **Construction and engineering 0.3%** | **Construction and engineering 0.3%** | **Construction and engineering 0.3%** |  |  |
| Williams Scotsman, Inc. (A) | &nbsp;&nbsp;6.625 | &nbsp;&nbsp;06-15-29 | 520000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;537132 |
| **Machinery 0.6%** | **Machinery 0.6%** | **Machinery 0.6%** |  |  |
| JB Poindexter & Company, Inc. (A) | &nbsp;&nbsp;8.750 | &nbsp;&nbsp;12-15-31 | 928000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;960814 |
| **Passenger airlines 1.0%** | **Passenger airlines 1.0%** | **Passenger airlines 1.0%** |  |  |
| American Airlines 2019-1 Class B Pass Through Trust | &nbsp;&nbsp;3.850 | &nbsp;&nbsp;02-15-28 | 484496 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;475721 |
| Azul Secured Finance LLP (A) | &nbsp;&nbsp;9.875 | &nbsp;&nbsp;02-15-31 | 553000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;556456 |
| United Airlines Holdings, Inc. | &nbsp;&nbsp;5.375 | &nbsp;&nbsp;03-01-31 | 625000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;637225 |
| **Trading companies and distributors 0.5%** | **Trading companies and distributors 0.5%** | **Trading companies and distributors 0.5%** |  |  |
| BlueLinx Holdings, Inc. (A) | &nbsp;&nbsp;6.000 | &nbsp;&nbsp;11-15-29 | 804000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;792897 |
| **Transportation infrastructure 0.7%** | **Transportation infrastructure 0.7%** | **Transportation infrastructure 0.7%** |  |  |
| Aeropuertos Dominicanos Siglo XXI SA (A) | &nbsp;&nbsp;7.000 | &nbsp;&nbsp;06-30-34 | 945000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;998156 |
| Corp Quiport SA (A) | &nbsp;&nbsp;9.000 | &nbsp;&nbsp;12-15-37 | 200000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;218499 |
| **Information technology 2.8%** | **Information technology 2.8%** | **Information technology 2.8%** |  | &nbsp;&nbsp;**4766382** |
| **IT services 0.7%** | **IT services 0.7%** | **IT services 0.7%** |  |  |
| CoreWeave, Inc. (A) | &nbsp;&nbsp;9.000 | &nbsp;&nbsp;02-01-31 | 493000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;475679 |
| CoreWeave, Inc. (A) | &nbsp;&nbsp;9.250 | &nbsp;&nbsp;06-01-30 | 691000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;676800 |
| **Semiconductors and semiconductor equipment 1.1%** | **Semiconductors and semiconductor equipment 1.1%** | **Semiconductors and semiconductor equipment 1.1%** |  |  |
| Kioxia Holdings Corp. (A) | &nbsp;&nbsp;6.625 | &nbsp;&nbsp;07-24-33 | 1797000 | &nbsp;&nbsp;&nbsp;&nbsp;1893787 |
| **Software 1.0%** | **Software 1.0%** | **Software 1.0%** |  |  |
| Cloud Software Group, Inc. (A) | &nbsp;&nbsp;6.625 | &nbsp;&nbsp;08-15-33 | 817000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;771082 |
| Cloud Software Group, Inc. (A) | &nbsp;&nbsp;8.250 | &nbsp;&nbsp;06-30-32 | 507000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;507425 |
| WULF Compute LLC (A) | &nbsp;&nbsp;7.750 | &nbsp;&nbsp;10-15-30 | 417000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;441609 |
| **Materials 6.2%** | **Materials 6.2%** | **Materials 6.2%** |  | **10545074** |
| **Construction materials 1.5%** | **Construction materials 1.5%** | **Construction materials 1.5%** |  |  |
| Quikrete Holdings, Inc. (A) | &nbsp;&nbsp;6.375 | &nbsp;&nbsp;03-01-32 | 703000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;730626 |
| Standard Building Solutions, Inc. (A) | &nbsp;&nbsp;5.875 | &nbsp;&nbsp;03-15-34 | 1037000 | &nbsp;&nbsp;&nbsp;&nbsp;1034472 |
| Standard Building Solutions, Inc. (A) | &nbsp;&nbsp;6.250 | &nbsp;&nbsp;08-01-33 | 758000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;772138 |

---

SEE NOTES TO PORTFOLIOS' INVESTMENTS QUARTERLY REPORT \| JOHN HANCOCK MANAGED ACCOUNT SHARES 13

------

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | &nbsp;&nbsp;**Rate (%)** | &nbsp;&nbsp;**Maturity date** | **Par value^** | &nbsp;&nbsp;**Value** |
| **Materials (continued)** | **Materials (continued)** | **Materials (continued)** |  |  |
| **Containers and packaging 1.8%** | **Containers and packaging 1.8%** | **Containers and packaging 1.8%** |  |  |
| Ardagh Metal Packaging Finance USA LLC (A) | &nbsp;&nbsp;&nbsp;&nbsp;6.250 | &nbsp;&nbsp;01-30-31 | 561000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$574191 |
| Clydesdale Acquisition Holdings, Inc. (A) | &nbsp;&nbsp;&nbsp;&nbsp;6.875 | &nbsp;&nbsp;01-15-30 | 877000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;890444 |
| Graphic Packaging International LLC (A) | &nbsp;&nbsp;&nbsp;&nbsp;3.500 | &nbsp;&nbsp;03-01-29 | 699000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;668495 |
| Toucan FinCo, Ltd. (A) | &nbsp;&nbsp;&nbsp;&nbsp;9.500 | &nbsp;&nbsp;05-15-30 | 948000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;899487 |
| **Metals and mining 2.9%** | **Metals and mining 2.9%** | **Metals and mining 2.9%** |  |  |
| Alcoa Nederland Holding BV (A) | &nbsp;&nbsp;&nbsp;&nbsp;7.125 | &nbsp;&nbsp;03-15-31 | 311000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;328798 |
| CSN Resources SA (A) | &nbsp;&nbsp;&nbsp;&nbsp;4.625 | &nbsp;&nbsp;06-10-31 | 1692000 | &nbsp;&nbsp;&nbsp;&nbsp;1188019 |
| First Quantum Minerals, Ltd. (A) | &nbsp;&nbsp;&nbsp;&nbsp;6.375 | &nbsp;&nbsp;02-15-36 | 513000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;514605 |
| First Quantum Minerals, Ltd. (A) | &nbsp;&nbsp;&nbsp;&nbsp;7.250 | &nbsp;&nbsp;02-15-34 | 333000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;348688 |
| First Quantum Minerals, Ltd. (A) | &nbsp;&nbsp;&nbsp;&nbsp;8.000 | &nbsp;&nbsp;03-01-33 | 976000 | &nbsp;&nbsp;&nbsp;&nbsp;1041993 |
| First Quantum Minerals, Ltd. (A) | &nbsp;&nbsp;&nbsp;&nbsp;8.625 | &nbsp;&nbsp;06-01-31 | 290000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;303942 |
| Novelis Corp. (A) | &nbsp;&nbsp;&nbsp;&nbsp;4.750 | &nbsp;&nbsp;01-30-30 | 1289000 | &nbsp;&nbsp;&nbsp;&nbsp;1249176 |
| **Real estate 2.3%** | **Real estate 2.3%** | **Real estate 2.3%** |  | &nbsp;&nbsp;**3960595** |
| **Hotel and resort REITs 0.3%** | **Hotel and resort REITs 0.3%** | **Hotel and resort REITs 0.3%** |  |  |
| XHR LP (A) | &nbsp;&nbsp;&nbsp;&nbsp;6.625 | &nbsp;&nbsp;05-15-30 | 517000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;536099 |
| **Specialized REITs 2.0%** | **Specialized REITs 2.0%** | **Specialized REITs 2.0%** |  |  |
| Iron Mountain Information Management Services, Inc. (A) | &nbsp;&nbsp;&nbsp;&nbsp;5.000 | &nbsp;&nbsp;07-15-32 | 830000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;803067 |
| Iron Mountain, Inc. (A) | &nbsp;&nbsp;&nbsp;&nbsp;5.250 | &nbsp;&nbsp;07-15-30 | 860000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;855695 |
| Millrose Properties, Inc. (A) | &nbsp;&nbsp;&nbsp;&nbsp;6.375 | &nbsp;&nbsp;08-01-30 | 1195000 | &nbsp;&nbsp;&nbsp;&nbsp;1225951 |
| Uniti Group LP (A) | &nbsp;&nbsp;&nbsp;&nbsp;6.500 | &nbsp;&nbsp;02-15-29 | 555000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;539783 |
| **Utilities 7.2%** | **Utilities 7.2%** | **Utilities 7.2%** |  | **12239172** |
| **Electric utilities 6.3%** | **Electric utilities 6.3%** | **Electric utilities 6.3%** |  |  |
| Electricite de France SA (9.125% to 6-15-33, then 5 Year CMT + 5.411%) (A)(B) | &nbsp;&nbsp;&nbsp;&nbsp;9.125 | &nbsp;&nbsp;03-15-33 | 1317000 | &nbsp;&nbsp;&nbsp;&nbsp;1566419 |
| NRG Energy, Inc. (A) | &nbsp;&nbsp;&nbsp;&nbsp;3.625 | &nbsp;&nbsp;02-15-31 | 690000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;651309 |
| NRG Energy, Inc. (A) | &nbsp;&nbsp;&nbsp;&nbsp;3.875 | &nbsp;&nbsp;02-15-32 | 1348000 | &nbsp;&nbsp;&nbsp;&nbsp;1262166 |
| NRG Energy, Inc. (A) | &nbsp;&nbsp;&nbsp;&nbsp;5.750 | &nbsp;&nbsp;01-15-34 | 612000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;620388 |
| NRG Energy, Inc. (A) | &nbsp;&nbsp;&nbsp;&nbsp;6.000 | &nbsp;&nbsp;02-01-33 | 1112000 | &nbsp;&nbsp;&nbsp;&nbsp;1138925 |
| NRG Energy, Inc. (10.250% to 3-15-28, then 5 Year CMT + 5.920%) (A)(B) | &nbsp;&nbsp;10.250 | &nbsp;&nbsp;03-15-28 | 1195000 | &nbsp;&nbsp;&nbsp;&nbsp;1315595 |
| PacifiCorp (7.375% to 9-15-30, then 5 Year CMT + 3.319%) | &nbsp;&nbsp;&nbsp;&nbsp;7.375 | &nbsp;&nbsp;09-15-55 | 1089000 | &nbsp;&nbsp;&nbsp;&nbsp;1102909 |
| PG&E Corp. (6.850% to 9-15-31, then 5 Year CMT + 3.225%) | &nbsp;&nbsp;&nbsp;&nbsp;6.850 | &nbsp;&nbsp;09-15-56 | 733000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;731813 |
| PG&E Corp. (7.375% to 3-15-30, then 5 Year CMT + 3.883%) | &nbsp;&nbsp;&nbsp;&nbsp;7.375 | &nbsp;&nbsp;03-15-55 | 2181000 | &nbsp;&nbsp;&nbsp;&nbsp;2256251 |
| **Gas utilities 0.2%** | **Gas utilities 0.2%** | **Gas utilities 0.2%** |  |  |
| AltaGas, Ltd. (7.200% to 10-15-34, then 5 Year CMT + 3.573%) (A) | &nbsp;&nbsp;&nbsp;&nbsp;7.200 | &nbsp;&nbsp;10-15-54 | 383000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;400163 |
| **Independent power and renewable electricity producers 0.7%** | **Independent power and renewable electricity producers 0.7%** | **Independent power and renewable electricity producers 0.7%** |  |  |
| AES Panama Generation Holdings SRL (A) | &nbsp;&nbsp;&nbsp;&nbsp;4.375 | &nbsp;&nbsp;05-31-30 | 966182 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;919805 |
| Vistra Corp. (8.000% to 10-15-26, then 5 Year CMT + 6.930%) (A)(B) | &nbsp;&nbsp;&nbsp;&nbsp;8.000 | &nbsp;&nbsp;10-15-26 | 269000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;273429 |
| **Term loans (E) 1.6%** |  |  |  | &nbsp;&nbsp;**$2667807** |
| (Cost $2,667,397) |  |  |  |  |
| **Health care 0.2%** | **Health care 0.2%** | **Health care 0.2%** | **Health care 0.2%** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;257802 |
| **Pharmaceuticals 0.2%** | **Pharmaceuticals 0.2%** | **Pharmaceuticals 0.2%** | **Pharmaceuticals 0.2%** | **Pharmaceuticals 0.2%** |
| Endo Finance Holdings LP, 2024 1st Lien Term Loan (1 month CME Term SOFR + 3.750%) | &nbsp;&nbsp;&nbsp;&nbsp;7.423 | &nbsp;&nbsp;04-23-31 | 257738 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;257802 |
| **Industrials 1.0%** | **Industrials 1.0%** | **Industrials 1.0%** | **Industrials 1.0%** | &nbsp;&nbsp;&nbsp;&nbsp;1773470 |
| **Commercial services and supplies 0.3%** | **Commercial services and supplies 0.3%** | **Commercial services and supplies 0.3%** | **Commercial services and supplies 0.3%** | **Commercial services and supplies 0.3%** |
| GFL ES US LLC, 2025 Term Loan B (3 month CME Term SOFR + 2.500%) | &nbsp;&nbsp;&nbsp;&nbsp;6.273 | &nbsp;&nbsp;03-03-32 | 521693 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;521912 |
| **Trading companies and distributors 0.7%** | **Trading companies and distributors 0.7%** | **Trading companies and distributors 0.7%** | **Trading companies and distributors 0.7%** | **Trading companies and distributors 0.7%** |
| Gloves Buyer, Inc., 2025 Term Loan (1 month CME Term SOFR + 4.000%) | &nbsp;&nbsp;&nbsp;&nbsp;7.673 | &nbsp;&nbsp;05-21-32 | 1257848 | &nbsp;&nbsp;&nbsp;&nbsp;1251558 |
| **Materials 0.4%** | **Materials 0.4%** | **Materials 0.4%** | **Materials 0.4%** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;636535 |
| **Construction materials 0.4%** | **Construction materials 0.4%** | **Construction materials 0.4%** | **Construction materials 0.4%** | **Construction materials 0.4%** |
| Quikrete Holdings, Inc., 2025 Term Loan B (1 month CME Term SOFR + 2.250%) | &nbsp;&nbsp;&nbsp;&nbsp;5.923 | &nbsp;&nbsp;02-10-32 | 637185 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;636535 |

---

14 JOHN HANCOCK MANAGED ACCOUNT SHARES \| QUARTERLY REPORT SEE NOTES TO PORTFOLIOS' INVESTMENTS

------

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | &nbsp;&nbsp;**Rate (%)** | &nbsp;&nbsp;**Maturity date** | **Par value^** | &nbsp;&nbsp;**Value** |
| **Asset-backed securities 0.0%** |  |  |  | &nbsp;&nbsp;**$37257** |
| (Cost $38,000) |  |  |  |  |
| **Asset-backed securities 0.0%** | **Asset-backed securities 0.0%** | **Asset-backed securities 0.0%** |  | &nbsp;&nbsp;**37257** |
| Diamond Infrastructure Funding LLC |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2021-1A, Class C (A) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.475 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;04-15-49 | &nbsp;&nbsp;&nbsp;&nbsp;38000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;37257 |

---

---

| | | |
|:---|:---|:---|
|  | **Shares** | &nbsp;&nbsp;**Value** |
| **Common stocks 0.0%** |  | &nbsp;&nbsp;&nbsp;&nbsp;**$12005** |
| (Cost $75,358) |  |  |
| **Energy 0.0%** |  | &nbsp;&nbsp;&nbsp;**12005** |
| **Oil, gas and consumable fuels 0.0%** |  |  |
| Altera Infrastructure LP (F)(G) | 297 | &nbsp;&nbsp;&nbsp;&nbsp;12005 |
| **Preferred securities 0.2%** |  | &nbsp;&nbsp;**$392168** |
| (Cost $378,961) |  |  |
| **Communication services 0.0%** |  | &nbsp;&nbsp;&nbsp;**84170** |
| **Wireless telecommunication services 0.0%** |  |  |
| Telephone & Data Systems, Inc., 6.625% | &nbsp;&nbsp;3800 | &nbsp;&nbsp;&nbsp;&nbsp;84170 |
| **Financials 0.2%** |  | &nbsp;&nbsp;**307998** |
| **Banks 0.2%** |  |  |
| Wells Fargo & Company, 7.500% | &nbsp;&nbsp;&nbsp;&nbsp;250 | &nbsp;&nbsp;&nbsp;307998 |

---

---

| | | | |
|:---|:---|:---|:---|
|  | &nbsp;&nbsp;**Yield (%)** | **Shares** | &nbsp;&nbsp;**Value** |
| **Short-term investments 0.9%** |  |  | &nbsp;&nbsp;**$1486646** |
| (Cost $1,486,672) |  |  |  |
| **Short-term funds 0.9%** |  |  | &nbsp;&nbsp;&nbsp;&nbsp;**1486646** |
| John Hancock Collateral Trust (H) | &nbsp;&nbsp;3.5447(I) | 148620 | &nbsp;&nbsp;&nbsp;1486646 |

---

---

| | |
|:---|:---|
| **Total investments (Cost $164,605,931) 98.0%** | **$166911598** |
| **Other assets and liabilities, net 2.0%** | &nbsp;&nbsp;&nbsp;&nbsp;**3430124** |
| **Total net assets 100.0%** | &nbsp;&nbsp;**$170341722** |

---

---

| | |
|:---|:---|
| The percentage shown for each investment category is the total value of the category as a percentage of the net assets of the portfolio. | The percentage shown for each investment category is the total value of the category as a percentage of the net assets of the portfolio. |
| ^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 | CME Group Published Rates |
| CMT | Constant Maturity Treasury |
| SOFR | Secured Overnight Financing Rate |
| (A) | This security is 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 $128,716,842 or 75.6% of the portfolio's net assets as of 2-28-26. |
| (B) | Perpetual bonds have no stated maturity date. Date shown as maturity date is next call date. |
| (C) | Security purchased or sold on a when-issued or delayed-delivery basis. |
| (D) | Variable rate obligation. The coupon rate shown represents the rate at period end. |
| (E) | Term loans are variable rate obligations. The rate shown represents the rate at period end. |
| (F) | Security is valued using significant unobservable inputs and is classified as Level 3 in the fair value hierarchy. |
| (G) | Non-income producing security. |
| (H) | Investment is an affiliate of the fund, the advisor and/or subadvisor. |
| (I) | The rate shown is the annualized seven-day yield as of 2-28-26. |

---

The portfolio had the following country composition as a percentage of net assets on 2-28-26:

---

| | |
|:---|:---|
| United States | &nbsp;&nbsp;&nbsp;&nbsp;77.1% |
| United Kingdom | &nbsp;&nbsp;&nbsp;&nbsp;5.9% |
| Canada | &nbsp;&nbsp;&nbsp;&nbsp;2.4% |
| France | &nbsp;&nbsp;&nbsp;&nbsp;2.4% |
| Netherlands | &nbsp;&nbsp;&nbsp;&nbsp;1.5% |
| Japan | &nbsp;&nbsp;&nbsp;&nbsp;1.4% |

---

SEE NOTES TO PORTFOLIOS' INVESTMENTS QUARTERLY REPORT \| JOHN HANCOCK MANAGED ACCOUNT SHARES 15

------

---

| | |
|:---|:---|
| Israel | &nbsp;&nbsp;&nbsp;&nbsp;1.3% |
| Spain | &nbsp;&nbsp;&nbsp;&nbsp;1.1% |
| Cayman Islands | &nbsp;&nbsp;&nbsp;&nbsp;1.0% |
| Other countries | &nbsp;&nbsp;&nbsp;&nbsp;5.9% |
| **TOTAL** | **100.0%** |

---

#### MANAGED ACCOUNT SHARES NON-INVESTMENT-GRADE MUNICIPAL BOND PORTFOLIO

------

#### As of 2-28-26 (unaudited)

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | &nbsp;&nbsp;**Rate (%)** | &nbsp;&nbsp;**Maturity date** | **Par value^** | &nbsp;&nbsp;**Value** |
| **Municipal bonds 96.3%** |  |  |  | &nbsp;&nbsp;**$19529793** |
| (Cost $19,494,419) |  |  |  |  |
| **Alabama 1.0%** |  |  |  | &nbsp;&nbsp;**209338** |
| Baldwin County Industrial Development Authority<br> Novelis Corp. Project, Series A, AMT (A) | &nbsp;&nbsp;5.000 | &nbsp;&nbsp;06-01-55 | 200000 | &nbsp;&nbsp;209338 |
| **Alaska 1.0%** |  |  |  | &nbsp;&nbsp;**210673** |
| Northern Tobacco Securitization Corp.<br> Series A, Class 1 | &nbsp;&nbsp;4.000 | &nbsp;&nbsp;06-01-50 | 250000 | &nbsp;&nbsp;210673 |
| **Arizona 5.0%** |  |  |  | &nbsp;&nbsp;**1012168** |
| Glendale Industrial Development Authority<br> Royal Oaks Life Care Community | &nbsp;&nbsp;5.000 | &nbsp;&nbsp;05-15-39 | 345000 | &nbsp;&nbsp;345106 |
| Industrial Development Authority of the City of Phoenix<br> Legacy Traditional Schools Project, Series A (A) | &nbsp;&nbsp;5.000 | &nbsp;&nbsp;07-01-41 | 250000 | &nbsp;&nbsp;250229 |
| Maricopa County Industrial Development Authority<br> Arizona Autism Charter Schools Project, Series A (A) | &nbsp;&nbsp;4.000 | &nbsp;&nbsp;07-01-51 | 350000 | &nbsp;&nbsp;277319 |
| Sierra Vista Industrial Development Authority<br> Champion Schools Project (A) | &nbsp;&nbsp;6.375 | &nbsp;&nbsp;06-15-64 | 135000 | &nbsp;&nbsp;139514 |
| **California 4.8%** |  |  |  | &nbsp;&nbsp;**984594** |
| California Community Housing Agency<br> Exchange at Bayfront Apartments, Series A-1 (A) | &nbsp;&nbsp;3.000 | &nbsp;&nbsp;02-01-57 | 100000 | &nbsp;&nbsp;63129 |
| California Municipal Finance Authority<br> Westside Neighborhood School Project (A) | &nbsp;&nbsp;6.375 | &nbsp;&nbsp;06-15-64 | 100000 | &nbsp;&nbsp;105661 |
| CSCDA Community Improvement Authority<br> Altana Glendale, Series A-2 (A) | &nbsp;&nbsp;4.000 | &nbsp;&nbsp;10-01-56 | 250000 | &nbsp;&nbsp;207922 |
| CSCDA Community Improvement Authority<br> Orange City Portfolio, Series A-2 (A) | &nbsp;&nbsp;3.000 | &nbsp;&nbsp;03-01-57 | 300000 | &nbsp;&nbsp;208829 |
| CSCDA Community Improvement Authority<br> Pasadena Portfolio, Series A-2 (A) | &nbsp;&nbsp;3.000 | &nbsp;&nbsp;12-01-56 | 200000 | &nbsp;&nbsp;141399 |
| Golden State Tobacco Securitization Corp.<br> Series B-2 (B) | &nbsp;&nbsp;5.634 | &nbsp;&nbsp;06-01-66 | 1000000 | &nbsp;&nbsp;106616 |
| Inland Empire Tobacco Securitization Corp.<br> Series C-1 (B) | &nbsp;&nbsp;6.817 | &nbsp;&nbsp;06-01-36 | 300000 | &nbsp;&nbsp;151038 |
| **Colorado 5.5%** |  |  |  | &nbsp;&nbsp;**1126247** |
| Aerotropolis Regional Transportation Authority<br> Special Revenue (A) | &nbsp;&nbsp;5.750 | &nbsp;&nbsp;12-01-54 | 500000 | &nbsp;&nbsp;502436 |
| Colorado Educational & Cultural Facilities Authority<br> Axis International Academy Project, Series A (A) | &nbsp;&nbsp;6.000 | &nbsp;&nbsp;07-01-55 | 100000 | &nbsp;&nbsp;102169 |
| Colorado Health Facilities Authority<br> CommonSpirit Health, Series A-1 | &nbsp;&nbsp;4.000 | &nbsp;&nbsp;08-01-44 | 150000 | &nbsp;&nbsp;140427 |
| Creekwalk Marketplace Business Improvement District<br> Series A | &nbsp;&nbsp;6.000 | &nbsp;&nbsp;12-01-54 | 125000 | &nbsp;&nbsp;125741 |
| Fiddler's Business Improvement District<br> Greenwood Village, GO (A) | &nbsp;&nbsp;5.000 | &nbsp;&nbsp;12-01-32 | 245000 | &nbsp;&nbsp;255474 |
| **Connecticut 1.6%** |  |  |  | &nbsp;&nbsp;**327116** |
| Harbor Point Infrastructure Improvement District<br> Harbor Point Project (A) | &nbsp;&nbsp;5.000 | &nbsp;&nbsp;04-01-39 | 300000 | &nbsp;&nbsp;304480 |
| Town of Hamden<br> Whitney Center Project | &nbsp;&nbsp;5.000 | &nbsp;&nbsp;01-01-50 | 25000 | &nbsp;&nbsp;22636 |
| **Florida 14.4%** |  |  |  | &nbsp;&nbsp;**2924487** |
| Charlotte County Industrial Development Authority<br> Town and Country Utilities Project, Series A, AMT (A) | &nbsp;&nbsp;4.000 | &nbsp;&nbsp;10-01-51 | 300000 | &nbsp;&nbsp;248872 |

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16 JOHN HANCOCK MANAGED ACCOUNT SHARES \| QUARTERLY REPORT SEE NOTES TO PORTFOLIOS' INVESTMENTS

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| | | | | |
|:---|:---|:---|:---|:---|
|  | &nbsp;&nbsp;**Rate (%)** | &nbsp;&nbsp;**Maturity date** | **Par value^** | &nbsp;&nbsp;**Value** |
| **Florida (continued)** |  |  |  |  |
| City of Pompano Beach<br> John Knox Village Project, Series A | &nbsp;&nbsp;4.000 | &nbsp;&nbsp;09-01-56 | 135000 | &nbsp;&nbsp;$110108 |
| County of Lake<br> Imagine South Lake Charter School Project, Series A (A) | &nbsp;&nbsp;5.000 | &nbsp;&nbsp;01-15-54 | 235000 | &nbsp;&nbsp;202039 |
| Escambia County Health Facilities Authority<br> Baptist Hospital, Inc., Series A | &nbsp;&nbsp;4.000 | &nbsp;&nbsp;08-15-50 | 310000 | &nbsp;&nbsp;264229 |
| Florida Development Finance Corp.<br> Waste Pro USA, Inc. Project, AMT | &nbsp;&nbsp;3.000 | &nbsp;&nbsp;06-01-32 | 250000 | &nbsp;&nbsp;235124 |
| Florida Higher Educational Facilities Financing Authority<br> Jacksonville University, Series A-1 (A) | &nbsp;&nbsp;5.000 | &nbsp;&nbsp;06-01-48 | 250000 | &nbsp;&nbsp;225718 |
| Florida Higher Educational Facilities Financing Authority<br> Keiser University Project (A) | &nbsp;&nbsp;6.000 | &nbsp;&nbsp;07-01-45 | 150000 | &nbsp;&nbsp;154005 |
| Middleton Community Development District A<br> Special Assessment Revenue | &nbsp;&nbsp;5.450 | &nbsp;&nbsp;05-01-32 | 240000 | &nbsp;&nbsp;259950 |
| Palm Beach County Health Facilities Authority<br> Jupiter Medical Center Project, Series A | &nbsp;&nbsp;5.000 | &nbsp;&nbsp;11-01-31 | 250000 | &nbsp;&nbsp;275996 |
| Palm Beach County Health Facilities Authority<br> Toby & Leon Cooperman Sinai Residences | &nbsp;&nbsp;5.000 | &nbsp;&nbsp;06-01-55 | 250000 | &nbsp;&nbsp;235186 |
| Polk County Industrial Development Authority<br> Mineral Development LLC, AMT (A)(C) | &nbsp;&nbsp;5.875 | &nbsp;&nbsp;01-01-33 | 250000 | &nbsp;&nbsp;50000 |
| Shingle Creek at Bronson Community Development District<br> Florida Special Assessment | &nbsp;&nbsp;3.100 | &nbsp;&nbsp;06-15-31 | 250000 | &nbsp;&nbsp;249969 |
| St. Johns County Industrial Development Authority<br> Vicar's Landing Project, Series A | &nbsp;&nbsp;4.000 | &nbsp;&nbsp;12-15-50 | 300000 | &nbsp;&nbsp;238217 |
| Village Community Development District<br> CDD No. 12 | &nbsp;&nbsp;4.250 | &nbsp;&nbsp;05-01-43 | 175000 | &nbsp;&nbsp;175074 |
| **Georgia 0.0%** |  |  |  | &nbsp;&nbsp;**5050** |
| Augusta Development Authority<br> AU Health System, Inc. Project | &nbsp;&nbsp;4.000 | &nbsp;&nbsp;07-01-38 | 5000 | &nbsp;&nbsp;5050 |
| **Idaho 0.5%** |  |  |  | &nbsp;&nbsp;**100217** |
| Avimor Community Infrastructure District No. 1<br> Assessment Area 6, Series B (A) | &nbsp;&nbsp;5.500 | &nbsp;&nbsp;09-01-53 | 100000 | &nbsp;&nbsp;100217 |
| **Illinois 7.6%** |  |  |  | &nbsp;&nbsp;**1539180** |
| Chicago Board of Education<br> Capital Improvement | &nbsp;&nbsp;5.000 | &nbsp;&nbsp;04-01-38 | 375000 | &nbsp;&nbsp;406145 |
| Chicago Board of Education<br> Series A, GO | &nbsp;&nbsp;6.250 | &nbsp;&nbsp;12-01-50 | 150000 | &nbsp;&nbsp;159167 |
| Illinois Finance Authority<br> Clark-Lindsey Village, Series A | &nbsp;&nbsp;5.500 | &nbsp;&nbsp;06-01-57 | 115000 | &nbsp;&nbsp;105646 |
| Illinois Finance Authority<br> DePaul College Prep Foundation, Series A (A) | &nbsp;&nbsp;5.250 | &nbsp;&nbsp;08-01-38 | 250000 | &nbsp;&nbsp;271303 |
| Illinois Finance Authority<br> Navy Pier, Inc., Series B (A) | &nbsp;&nbsp;5.000 | &nbsp;&nbsp;10-01-49 | 100000 | &nbsp;&nbsp;96801 |
| Village of Lincolnwood<br> Certificates of Participation, District 1860 Development Project, Series A (A) | &nbsp;&nbsp;4.820 | &nbsp;&nbsp;01-01-41 | 239685 | &nbsp;&nbsp;240069 |
| Village of Morton Grove Tax Increment Revenue<br> Samwill Station Redevelopment Project | &nbsp;&nbsp;5.000 | &nbsp;&nbsp;01-01-39 | 260000 | &nbsp;&nbsp;260049 |
| **Indiana 1.0%** |  |  |  | &nbsp;&nbsp;**193750** |
| Indiana Finance Authority<br> Greenwood Village South Project, Series A | &nbsp;&nbsp;5.750 | &nbsp;&nbsp;05-15-60 | 150000 | &nbsp;&nbsp;153165 |
| Indiana Finance Authority<br> Polyflow Industry Project, AMT (A)(C) | &nbsp;&nbsp;7.000 | &nbsp;&nbsp;03-01-39 | 180000 | &nbsp;&nbsp;9000 |
| Indianapolis Local Public Improvement Bond Bank<br> Convention Center Hotel, Series E | &nbsp;&nbsp;6.125 | &nbsp;&nbsp;03-01-57 | 30000 | &nbsp;&nbsp;31585 |
| **Kansas 1.0%** |  |  |  | &nbsp;&nbsp;**195630** |
| Wyandotte County-Kansas City Unified Government<br> Legends Apartments Garage & West Lawn Project | &nbsp;&nbsp;4.500 | &nbsp;&nbsp;06-01-40 | 195000 | &nbsp;&nbsp;195630 |
| **Kentucky 1.2%** |  |  |  | &nbsp;&nbsp;**252710** |
| City of Henderson<br> Pratt Paper LLC Project, Series B, AMT (A) | &nbsp;&nbsp;4.450 | &nbsp;&nbsp;01-01-42 | 250000 | &nbsp;&nbsp;252710 |

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SEE NOTES TO PORTFOLIOS' INVESTMENTS QUARTERLY REPORT \| JOHN HANCOCK MANAGED ACCOUNT SHARES 17

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| | | | | |
|:---|:---|:---|:---|:---|
|  | &nbsp;&nbsp;**Rate (%)** | &nbsp;&nbsp;**Maturity date** | **Par value^** | &nbsp;&nbsp;**Value** |
| **Louisiana 1.2%** |  |  |  | &nbsp;&nbsp;**$240737** |
| Louisiana Local Government Environmental Facilities & Community Development Authority<br> Downsville Community Charter School Project (A) | &nbsp;&nbsp;6.375 | &nbsp;&nbsp;06-15-53 | 240000 | &nbsp;&nbsp;240737 |
| **Maryland 1.3%** |  |  |  | &nbsp;&nbsp;**262071** |
| City of Rockville<br> Ingleside at King Farm Project, Series B | &nbsp;&nbsp;4.500 | &nbsp;&nbsp;11-01-43 | 25000 | &nbsp;&nbsp;23774 |
| County of Howard<br> Downtown Columbia Project, Series A (A) | &nbsp;&nbsp;4.500 | &nbsp;&nbsp;02-15-47 | 250000 | &nbsp;&nbsp;238297 |
| **Massachusetts 2.7%** |  |  |  | &nbsp;&nbsp;**540974** |
| Massachusetts Development Finance Agency<br> Care Communities LLC Obligated Group, Series A-1 (A) | &nbsp;&nbsp;6.500 | &nbsp;&nbsp;07-15-60 | 150000 | &nbsp;&nbsp;150152 |
| Massachusetts Development Finance Agency<br> Gingercare Living Issue, Series A (A) | &nbsp;&nbsp;5.875 | &nbsp;&nbsp;12-01-60 | 150000 | &nbsp;&nbsp;140557 |
| Massachusetts Development Finance Agency<br> Merrimack College | &nbsp;&nbsp;5.000 | &nbsp;&nbsp;07-01-42 | 250000 | &nbsp;&nbsp;250265 |
| **Michigan 1.6%** |  |  |  | &nbsp;&nbsp;**331060** |
| City of Detroit, GO | &nbsp;&nbsp;5.500 | &nbsp;&nbsp;04-01-32 | 300000 | &nbsp;&nbsp;331060 |
| **Missouri 2.2%** |  |  |  | &nbsp;&nbsp;**456924** |
| Lee's Summit Industrial Development Authority<br> John Knox Village Project, Series A | &nbsp;&nbsp;5.000 | &nbsp;&nbsp;08-15-32 | 250000 | &nbsp;&nbsp;256079 |
| Taney County Industrial Development Authority<br> Big Cedar Infrastructure Project (A) | &nbsp;&nbsp;6.000 | &nbsp;&nbsp;10-01-49 | 200000 | &nbsp;&nbsp;200845 |
| **Nevada 0.5%** |  |  |  | &nbsp;&nbsp;**99900** |
| State of Nevada Department of Business & Industry<br> Brightline West Passenger Project, Series B, AMT (A) | &nbsp;&nbsp;12.000 | &nbsp;&nbsp;01-01-65 | 185000 | &nbsp;&nbsp;99900 |
| **New Hampshire 1.5%** |  |  |  | &nbsp;&nbsp;**304120** |
| New Hampshire Business Finance Authority<br> Covanta Resources Recovery, Series B, AMT (A) | &nbsp;&nbsp;3.750 | &nbsp;&nbsp;07-01-45 | 250000 | &nbsp;&nbsp;208763 |
| New Hampshire Business Finance Authority<br> The Wildflower Project (A)(B) | &nbsp;&nbsp;6.335 | &nbsp;&nbsp;12-15-33 | 155000 | &nbsp;&nbsp;95357 |
| **New York 2.5%** |  |  |  | &nbsp;&nbsp;**501155** |
| City of Ithaca, GO | &nbsp;&nbsp;2.000 | &nbsp;&nbsp;02-15-42 | 280000 | &nbsp;&nbsp;186319 |
| New York Transportation Development Corp.<br> American Airlines, Inc., John F. Kennedy International Airport, AMT | &nbsp;&nbsp;2.250 | &nbsp;&nbsp;08-01-26 | 65000 | &nbsp;&nbsp;64816 |
| New York Transportation Development Corp.<br> Laguardia Airport Terminal B, AMT | &nbsp;&nbsp;4.000 | &nbsp;&nbsp;07-01-33 | 250000 | &nbsp;&nbsp;250020 |
| **Ohio 4.3%** |  |  |  | &nbsp;&nbsp;**864718** |
| Buckeye Tobacco Settlement Financing Authority<br> Series A-2, Class 1 | &nbsp;&nbsp;3.000 | &nbsp;&nbsp;06-01-48 | 250000 | &nbsp;&nbsp;181372 |
| Buckeye Tobacco Settlement Financing Authority<br> Series B-2, Class 2 | &nbsp;&nbsp;5.000 | &nbsp;&nbsp;06-01-55 | 170000 | &nbsp;&nbsp;140371 |
| County of Lucas<br> Promedica Healthcare, Series A | &nbsp;&nbsp;5.250 | &nbsp;&nbsp;11-15-48 | 200000 | &nbsp;&nbsp;199470 |
| Ohio Air Quality Development Authority<br> Ohio Valley Electric Corp. Project, Series B, AMT | &nbsp;&nbsp;2.600 | &nbsp;&nbsp;06-01-41 | 250000 | &nbsp;&nbsp;243369 |
| Port of Greater Cincinnati Development Authority<br> Gallery at Kenwood - Cooperative Township Public Parking Project | &nbsp;&nbsp;5.000 | &nbsp;&nbsp;11-01-51 | 100000 | &nbsp;&nbsp;100136 |
| **Oregon 0.5%** |  |  |  | &nbsp;&nbsp;**100449** |
| Oregon State Facilities Authority<br> Redmond Proficiency Academy Project, Series A (A) | &nbsp;&nbsp;5.625 | &nbsp;&nbsp;06-15-55 | 100000 | &nbsp;&nbsp;100449 |
| **Pennsylvania 2.8%** |  |  |  | &nbsp;&nbsp;**560699** |
| Beaver County Industrial Development Authority<br> FirstEnergy Generation Project, Series B | &nbsp;&nbsp;3.750 | &nbsp;&nbsp;10-01-47 | 385000 | &nbsp;&nbsp;330086 |
| Philadelphia Authority for Industrial Development<br> Philadelphia E&T Charter High School, Series A | &nbsp;&nbsp;4.000 | &nbsp;&nbsp;06-01-56 | 300000 | &nbsp;&nbsp;230613 |

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18 JOHN HANCOCK MANAGED ACCOUNT SHARES \| QUARTERLY REPORT SEE NOTES TO PORTFOLIOS' INVESTMENTS

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| | | | | |
|:---|:---|:---|:---|:---|
|  | &nbsp;&nbsp;**Rate (%)** | &nbsp;&nbsp;**Maturity date** | **Par value^** | &nbsp;&nbsp;**Value** |
| **Puerto Rico 2.5%** |  |  |  | &nbsp;&nbsp;**$504831** |
| Puerto Rico Commonwealth<br> CW Guarantee Bond Claims, GO (B) | &nbsp;&nbsp;2.153 | &nbsp;&nbsp;11-01-43 | 270000 | &nbsp;&nbsp;184275 |
| Puerto Rico Sales Tax Financing Corp.<br> Sales Tax Revenue, Series A-2 | &nbsp;&nbsp;4.329 | &nbsp;&nbsp;07-01-40 | 320000 | &nbsp;&nbsp;320556 |
| **South Carolina 1.6%** |  |  |  | &nbsp;&nbsp;**317403** |
| Patriots Energy Group Financing Agency<br> Series A-1 | &nbsp;&nbsp;5.250 | &nbsp;&nbsp;10-01-54 | 250000 | &nbsp;&nbsp;274781 |
| South Carolina Jobs-Economic Development Authority<br> Episcopal Home at Still Hopes, Series A | &nbsp;&nbsp;5.000 | &nbsp;&nbsp;04-01-38 | 15000 | &nbsp;&nbsp;15122 |
| South Carolina Jobs-Economic Development Authority<br> Last Step Recycling Project, Series A, AMT (A)(C) | &nbsp;&nbsp;6.500 | &nbsp;&nbsp;06-01-51 | 250000 | &nbsp;&nbsp;27500 |
| **Texas 8.4%** |  |  |  | &nbsp;&nbsp;**1697380** |
| Arlington Higher Education Finance Corp.<br> Basis Texas Charter Schools (A) | &nbsp;&nbsp;5.875 | &nbsp;&nbsp;06-15-65 | 100000 | &nbsp;&nbsp;101834 |
| Brazoria County Industrial Development Corp.<br> Aleon Renewable Metals LLC Project, AMT (A)(C) | &nbsp;&nbsp;10.000 | &nbsp;&nbsp;06-01-42 | 93737 | &nbsp;&nbsp;4687 |
| City of Houston Airport System Revenue<br> United Airlines, Inc. Terminal Project, AMT | &nbsp;&nbsp;4.000 | &nbsp;&nbsp;07-15-41 | 250000 | &nbsp;&nbsp;236369 |
| City of Houston Airport System Revenue<br> United Airlines, Inc. Terminal Project, Series B, AMT | &nbsp;&nbsp;5.500 | &nbsp;&nbsp;07-15-38 | 150000 | &nbsp;&nbsp;164965 |
| Decatur Hospital Authority<br> Wise Health System | &nbsp;&nbsp;5.000 | &nbsp;&nbsp;09-01-31 | 200000 | &nbsp;&nbsp;224050 |
| Houston Higher Education Finance Corp.<br> Houston Christian University Project | &nbsp;&nbsp;5.125 | &nbsp;&nbsp;10-01-51 | 5000 | &nbsp;&nbsp;4861 |
| Lake Houston Redevelopment Authority<br> Reinvestment Zone No. 10 | &nbsp;&nbsp;2.500 | &nbsp;&nbsp;09-01-41 | 30000 | &nbsp;&nbsp;22794 |
| New Hope Cultural Education Facilities Finance Corp.<br> Series A | &nbsp;&nbsp;5.500 | &nbsp;&nbsp;10-01-35 | 150000 | &nbsp;&nbsp;161238 |
| Port of Beaumont Navigation District<br> Jefferson Gulf Coast Energy Project, Series A, AMT (A) | &nbsp;&nbsp;3.625 | &nbsp;&nbsp;01-01-35 | 125000 | &nbsp;&nbsp;118291 |
| Port of Beaumont Navigation District<br> Jefferson Gulf Coast Energy Project, Series A, AMT (A) | &nbsp;&nbsp;4.000 | &nbsp;&nbsp;01-01-50 | 250000 | &nbsp;&nbsp;196256 |
| Texas Private Activity Bond Surface Transportation Corp.<br> Segment 3C Project, AMT | &nbsp;&nbsp;5.000 | &nbsp;&nbsp;06-30-58 | 250000 | &nbsp;&nbsp;249793 |
| Texas Transportation Commission State Highway 249 System<br> State Highway 249, Series A | &nbsp;&nbsp;5.000 | &nbsp;&nbsp;08-01-57 | 210000 | &nbsp;&nbsp;212242 |
| **Utah 3.8%** |  |  |  | &nbsp;&nbsp;**767553** |
| Mida Mountain Village Public Infrastructure District<br> Series 2 (A) | &nbsp;&nbsp;6.000 | &nbsp;&nbsp;06-15-54 | 500000 | &nbsp;&nbsp;515467 |
| Utah Infrastructure Agency<br> Telecommunication Revenue | &nbsp;&nbsp;4.000 | &nbsp;&nbsp;10-15-35 | 250000 | &nbsp;&nbsp;252086 |
| **Vermont 1.4%** |  |  |  | &nbsp;&nbsp;**276213** |
| Vermont Economic Development Authority<br> Wake Robin Corp. Project, Series A | &nbsp;&nbsp;4.000 | &nbsp;&nbsp;05-01-45 | 315000 | &nbsp;&nbsp;276213 |
| **Virginia 2.5%** |  |  |  | &nbsp;&nbsp;**517838** |
| Virginia Small Business Financing Authority<br> 95 Express Lanes LLC Project, AMT | &nbsp;&nbsp;4.000 | &nbsp;&nbsp;01-01-39 | 300000 | &nbsp;&nbsp;301414 |
| Virginia Small Business Financing Authority<br> Transform 66 P3 Project, AMT | &nbsp;&nbsp;5.000 | &nbsp;&nbsp;12-31-56 | 220000 | &nbsp;&nbsp;216424 |
| **Wisconsin 10.4%** |  |  |  | &nbsp;&nbsp;**2104608** |
| Public Finance Authority<br> A Challenge Foundation Academy (A) | &nbsp;&nbsp;6.875 | &nbsp;&nbsp;07-01-53 | 250000 | &nbsp;&nbsp;255350 |
| Public Finance Authority<br> AFCO Airport Real Estate Group, AMT | &nbsp;&nbsp;5.500 | &nbsp;&nbsp;07-01-38 | 250000 | &nbsp;&nbsp;268806 |
| Public Finance Authority<br> Cincinnati Classical Academy, Series A (A) | &nbsp;&nbsp;5.875 | &nbsp;&nbsp;06-15-54 | 100000 | &nbsp;&nbsp;100182 |
| Public Finance Authority<br> College Achieve Paterson Charter School (A) | &nbsp;&nbsp;4.000 | &nbsp;&nbsp;06-15-42 | 260000 | &nbsp;&nbsp;231737 |
| Public Finance Authority<br> College Achieve Paterson Charter School, Series A (A) | &nbsp;&nbsp;4.000 | &nbsp;&nbsp;06-15-52 | 250000 | &nbsp;&nbsp;194810 |

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SEE NOTES TO PORTFOLIOS' INVESTMENTS QUARTERLY REPORT \| JOHN HANCOCK MANAGED ACCOUNT SHARES 19

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| | | | | |
|:---|:---|:---|:---|:---|
|  | &nbsp;&nbsp;**Rate (%)** | &nbsp;&nbsp;**Maturity date** | **Par value^** | &nbsp;&nbsp;**Value** |
| **Wisconsin (continued)** |  |  |  |  |
| Public Finance Authority<br> Cornerstone Charter Academy Project | &nbsp;&nbsp;5.000 | &nbsp;&nbsp;02-01-54 | 150000 | &nbsp;&nbsp;$144126 |
| Public Finance Authority<br> Heritage Bend Project (A)(B) | &nbsp;&nbsp;7.013 | &nbsp;&nbsp;12-15-42 | 500000 | &nbsp;&nbsp;157534 |
| Public Finance Authority<br> Million Air Three LLC General Aviation Facilities Project, Series A, AMT (A) | &nbsp;&nbsp;6.250 | &nbsp;&nbsp;09-01-46 | 300000 | &nbsp;&nbsp;311269 |
| Public Finance Authority<br> Shining Rock Classical Academy | &nbsp;&nbsp;6.000 | &nbsp;&nbsp;06-15-52 | 100000 | &nbsp;&nbsp;89732 |
| Public Finance Authority<br> Two Step Project (A)(B) | &nbsp;&nbsp;5.993 | &nbsp;&nbsp;12-15-34 | 200000 | &nbsp;&nbsp;118983 |
| Public Finance Authority<br> Viticus Group Project, Series A (A) | &nbsp;&nbsp;4.250 | &nbsp;&nbsp;12-01-51 | 100000 | &nbsp;&nbsp;79777 |
| Wisconsin Health & Educational Facilities Authority<br> Chiara Housing and Services, Inc. Project | &nbsp;&nbsp;6.000 | &nbsp;&nbsp;07-01-60 | 150000 | &nbsp;&nbsp;152302 |

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---

| | | | |
|:---|:---|:---|:---|
|  | &nbsp;&nbsp;**Yield (%)** | **Shares** | &nbsp;&nbsp;**Value** |
| **Short-term investments 3.0%** |  |  | **$615946** |
| (Cost $615,980) |  |  |  |
| **Short-term funds 3.0%** |  |  |  |
| John Hancock Collateral Trust (D) | &nbsp;&nbsp;3.5447(E) | 61576 | &nbsp;&nbsp;615946 |
| **Total investments (Cost $20,110,399) 99.3%** | **Total investments (Cost $20,110,399) 99.3%** |  | **$20145739** |
| **Other assets and liabilities, net 0.7%** |  |  | &nbsp;&nbsp;**138696** |
| **Total net assets 100.0%** |  |  | &nbsp;&nbsp;**$20284435** |

---

---

| | |
|:---|:---|
| 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** |
| AMT | Interest earned from these securities may be considered a tax preference item for purpose of the Federal Alternative Minimum Tax. |
| GO | General Obligation |
| (A) | This security is 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 $8,507,367 or 41.9% of the fund's net assets as of 2-28-26. |
| (B) | Zero coupon bonds are issued at a discount from their principal amount in lieu of paying interest periodically. Rate shown is the effective yield at period end. |
| (C) | Non-income producing - Issuer is in default. |
| (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 2-28-26. |

---

The fund had the following portfolio composition as a percentage of net assets on 2-28-26:

---

| | |
|:---|:---|
| **General obligation bonds** | &nbsp;&nbsp;&nbsp;&nbsp;**5.4%** |
| **Revenue bonds** | &nbsp;&nbsp;&nbsp;**90.9%** |
| Education | &nbsp;&nbsp;&nbsp;&nbsp;20.1% |
| Development | &nbsp;&nbsp;&nbsp;&nbsp;19.2% |
| Health care | &nbsp;&nbsp;&nbsp;&nbsp;17.4% |
| Other revenue | &nbsp;&nbsp;&nbsp;&nbsp;17.1% |
| Transportation | &nbsp;&nbsp;&nbsp;&nbsp;4.8% |
| Airport | &nbsp;&nbsp;&nbsp;&nbsp;4.1% |
| Tobacco | &nbsp;&nbsp;&nbsp;&nbsp;3.9% |
| Housing | &nbsp;&nbsp;&nbsp;&nbsp;3.0% |
| Water and sewer | &nbsp;&nbsp;&nbsp;&nbsp;1.2% |
| Pollution | &nbsp;&nbsp;&nbsp;&nbsp;0.1% |
| **Short-term investments and other** | &nbsp;&nbsp;&nbsp;&nbsp;**3.7%** |
| **TOTAL** | **100.0%** |

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#### MANAGED ACCOUNT SHARES SECURITIZED DEBT PORTFOLIO

------

#### As of 2-28-26 (unaudited)

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| | | | | |
|:---|:---|:---|:---|:---|
|  | &nbsp;&nbsp;**Rate (%)** | &nbsp;&nbsp;**Maturity date** | **Par value^** | &nbsp;&nbsp;**Value** |
| **Collateralized mortgage obligations 50.3%** | **Collateralized mortgage obligations 50.3%** |  |  | **$141286307** |
| (Cost $139,275,185) |  |  |  |  |
| **Commercial and residential 44.2%** | **Commercial and residential 44.2%** | **Commercial and residential 44.2%** |  | &nbsp;&nbsp;**124245235** |
| A&D Mortgage Trust | A&D Mortgage Trust | A&D Mortgage Trust |  |  |

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20 JOHN HANCOCK MANAGED ACCOUNT SHARES \| QUARTERLY REPORT SEE NOTES TO PORTFOLIOS' INVESTMENTS

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| | | | | |
|:---|:---|:---|:---|:---|
|  | &nbsp;&nbsp;**Rate (%)** | &nbsp;&nbsp;**Maturity date** | **Par value^** | &nbsp;&nbsp;**Value** |
| **Commercial and residential (continued)** | **Commercial and residential (continued)** | **Commercial and residential (continued)** |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2026-NQM1, Class A1 (A)(B) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.912 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;02-25-71 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;991660 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$993426 |
| Angel Oak Mortgage Trust LLC | Angel Oak Mortgage Trust LLC | Angel Oak Mortgage Trust LLC |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2020-3, Class A1 (A)(B) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.691 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;04-25-65 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;331880 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;319722 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2020-R1, Class A1 (A)(B) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.990 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;04-25-53 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;70307 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;67794 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2021-1, Class A1 (A)(B) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.909 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;01-25-66 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;256283 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;230540 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2021-4, Class A1 (A)(B) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.035 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;01-20-65 | &nbsp;&nbsp;&nbsp;&nbsp;1012560 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;882356 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2021-5, Class A1 (A)(B) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.951 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;07-25-66 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;180668 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;159629 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2021-6, Class A1 (A)(B) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.458 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;09-25-66 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;536396 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;461054 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2024-3, Class A1 (4.800% to 2-1-28, then 5.800% thereafter) (A) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11-26-68 | &nbsp;&nbsp;&nbsp;&nbsp;1599778 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1601577 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2024-5, Class A1 (4.950% to 4-1-28, then 5.950% thereafter) (A) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.950 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;07-25-68 | &nbsp;&nbsp;&nbsp;&nbsp;1129195 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1128071 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2025-10, Class A1 (A)(B) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.960 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;09-25-70 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;638450 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;640511 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2025-11, Class A1 (A)(B) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.975 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10-25-70 | &nbsp;&nbsp;&nbsp;&nbsp;1337782 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1342463 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2026-1, Class A1 (A)(B) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.747 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;02-25-71 | &nbsp;&nbsp;&nbsp;&nbsp;2231005 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2231508 |
| Arroyo Mortgage Trust | Arroyo Mortgage Trust | Arroyo Mortgage Trust |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2019-3, Class A1 (A)(B) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.962 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10-25-48 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;40882 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;39525 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2021-1R, Class A1 (A)(B) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.175 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10-25-48 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;90107 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;82990 |
| Avenue of Americas | Avenue of Americas | Avenue of Americas |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2025-1301, Class A (A)(B) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.059 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;08-11-42 | &nbsp;&nbsp;&nbsp;&nbsp;1959000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2005598 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2025-1301, Class B (A)(B) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.302 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;08-11-42 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;690000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;704938 |
| BAHA Trust | BAHA Trust | BAHA Trust |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2024-MAR, Class A (A)(B) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.171 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12-10-41 | &nbsp;&nbsp;&nbsp;&nbsp;2303000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2404012 |
| BANK5 | BANK5 | BANK5 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2025-5YR18, Class A3 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.145 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12-15-58 | &nbsp;&nbsp;&nbsp;&nbsp;2368000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2460380 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2025-5YR19, Class A3 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.270 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12-15-58 | &nbsp;&nbsp;&nbsp;&nbsp;1194000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1249617 |
| BBCMS Mortgage Trust | BBCMS Mortgage Trust | BBCMS Mortgage Trust |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2020-C6, Class A2 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.690 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;02-15-53 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;190938 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;179731 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2024-5C29, Class A3 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.208 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;09-15-57 | &nbsp;&nbsp;&nbsp;&nbsp;2470000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2553188 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2024-5C31, Class A3 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.609 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12-15-57 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;983000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1030420 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2025-5C38, Class A3 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.146 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11-15-58 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;495000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;514396 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2026-5C40, Class A3 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.248 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;02-15-59 | &nbsp;&nbsp;&nbsp;&nbsp;1181000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1234911 |
| Benchmark Mortgage Trust | Benchmark Mortgage Trust | Benchmark Mortgage Trust |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2019-B12, Class A2 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.001 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;08-15-52 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;197999 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;192444 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2024-V12, Class A3 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.738 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12-15-57 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;726000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;764869 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2026-V20, Class A3 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.184 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;02-15-59 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;914000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;953243 |
| BMO Mortgage Trust | BMO Mortgage Trust | BMO Mortgage Trust |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2024-5C8, Class A3 (B) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.625 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12-15-57 | &nbsp;&nbsp;&nbsp;&nbsp;1000000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1048984 |
| BRAVO Residential Funding Trust | BRAVO Residential Funding Trust | BRAVO Residential Funding Trust |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2021-NQM1, Class A1 (A)(B) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.941 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;02-25-49 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;257446 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;245361 |
| BX Trust | BX Trust | BX Trust |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2019-OC11, Class A (A) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.202 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12-09-41 | &nbsp;&nbsp;&nbsp;&nbsp;1172000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1126318 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2022-CLS, Class A (A) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.760 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10-13-27 | &nbsp;&nbsp;&nbsp;&nbsp;1098000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1101022 |
| BXHPP Trust | BXHPP Trust | BXHPP Trust |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2021-FILM, Class C (1 month CME Term SOFR + 1.214%) (A)(C) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.874 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;08-15-36 | &nbsp;&nbsp;&nbsp;&nbsp;1409000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1225830 |
| Cantor Commercial Real Estate Lending | Cantor Commercial Real Estate Lending | Cantor Commercial Real Estate Lending |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2019-CF1, Class A2 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.623 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;05-15-52 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;272970 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;270042 |
| CENT Trust | CENT Trust | CENT Trust |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2025-CITY, Class A (A)(B) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.920 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;07-10-40 | &nbsp;&nbsp;&nbsp;&nbsp;1173000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1202244 |
| Citigroup Commercial Mortgage Trust | Citigroup Commercial Mortgage Trust | Citigroup Commercial Mortgage Trust |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2020-GC46, Class A2 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.708 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;02-15-53 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;139672 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;134509 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2023-SMRT, Class A (A)(B) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.820 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10-12-40 | &nbsp;&nbsp;&nbsp;&nbsp;1670000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1721419 |
| COLT Mortgage Loan Trust | COLT Mortgage Loan Trust | COLT Mortgage Loan Trust |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2021-2, Class A1 (A)(B) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.924 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;08-25-66 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;291324 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;250433 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2021-3, Class A1 (A)(B) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.956 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;09-27-66 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;549180 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;479124 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2021-HX1, Class A1 (A)(B) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.110 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10-25-66 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;111624 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;98237 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2022-2, Class A1 (A) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.994 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;02-25-67 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;430731 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;419402 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2025-6, Class A1 (5.529% to 7-1-29, then 6.529% thereafter) (A) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.529 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;08-25-70 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;895079 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;905084 |
| COLT Mortgage Pass-Through Trust | COLT Mortgage Pass-Through Trust | COLT Mortgage Pass-Through Trust |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2021-1R, Class A1 (A)(B) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.857 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;05-25-65 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14767 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13617 |
| COLT Trust | COLT Trust | COLT Trust |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2020-RPL1, Class A1 (A)(B) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.390 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;01-25-65 | &nbsp;&nbsp;&nbsp;&nbsp;2147558 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1878909 |
| Commercial Mortgage Trust (Cantor Fitzgerald/Deutsche Bank AG) | Commercial Mortgage Trust (Cantor Fitzgerald/Deutsche Bank AG) | Commercial Mortgage Trust (Cantor Fitzgerald/Deutsche Bank AG) |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2020-CX, Class D (A)(B) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.683 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11-10-46 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;845000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;679765 |

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SEE NOTES TO PORTFOLIOS' INVESTMENTS QUARTERLY REPORT \| JOHN HANCOCK MANAGED ACCOUNT SHARES 21

------

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| | | | | |
|:---|:---|:---|:---|:---|
|  | &nbsp;&nbsp;**Rate (%)** | &nbsp;&nbsp;**Maturity date** | **Par value^** | &nbsp;&nbsp;**Value** |
| **Commercial and residential (continued)** | **Commercial and residential (continued)** | **Commercial and residential (continued)** |  |  |
| Credit Suisse Mortgage Capital Certificates | Credit Suisse Mortgage Capital Certificates | Credit Suisse Mortgage Capital Certificates |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2021-AFC1, Class A1 (A)(B) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.830 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;03-25-56 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;869325 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$748621 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2021-NQM1, Class A1 (A)(B) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.809 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;05-25-65 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;405921 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;372736 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2021-NQM2, Class A1 (A)(B) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.179 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;02-25-66 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;304882 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;277160 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2021-NQM6, Class A1 (A)(B) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.174 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;07-25-66 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;586665 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;515890 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2021-RPL2, Class A1A (A)(B) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.115 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;01-25-60 | &nbsp;&nbsp;&nbsp;&nbsp;1087394 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;938910 |
| Cross Mortgage Trust | Cross Mortgage Trust | Cross Mortgage Trust |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2025-H10, Class A1 (A)(B) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.968 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;01-25-71 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;900001 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;903015 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2025-H8, Class A1 (A)(B) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.003 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11-25-70 | &nbsp;&nbsp;&nbsp;&nbsp;1887190 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1895562 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2025-H9, Class A1 (A)(B) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.036 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11-25-70 | &nbsp;&nbsp;&nbsp;&nbsp;1554669 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1561632 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2026-NQM1, Class A1 (A)(B) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.699 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;02-25-61 | &nbsp;&nbsp;&nbsp;&nbsp;2203868 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2203291 |
| DBJPM Mortgage Trust | DBJPM Mortgage Trust | DBJPM Mortgage Trust |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2020-C9, Class A2 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.900 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;08-15-53 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;34302 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;34237 |
| Deephaven Residential Mortgage Trust | Deephaven Residential Mortgage Trust | Deephaven Residential Mortgage Trust |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2021-2, Class A1 (A)(B) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.899 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;04-25-66 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;316939 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;286010 |
| Ellington Financial Mortgage Trust | Ellington Financial Mortgage Trust | Ellington Financial Mortgage Trust |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2019-2, Class A1 (A)(B) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.739 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11-25-59 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12976 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12672 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2021-1, Class A1 (A)(B) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.797 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;02-25-66 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;93131 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;82706 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2021-2, Class A1 (A)(B) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.931 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;06-25-66 | &nbsp;&nbsp;&nbsp;&nbsp;1115767 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;965271 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2025-INV4, Class A1 (A) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10-25-70 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;867069 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;873304 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2025-INV5, Class A1 (A)(B) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.077 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12-25-70 | &nbsp;&nbsp;&nbsp;&nbsp;2558562 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2577267 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2026-NQM1, Class A1 (A)(B) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.771 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;02-25-71 | &nbsp;&nbsp;&nbsp;&nbsp;1272244 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1274386 |
| Flagstar Mortgage Trust | Flagstar Mortgage Trust | Flagstar Mortgage Trust |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2021-1, Class A2 (A)(B) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;02-01-51 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;937240 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;803317 |
| GCAT Trust | GCAT Trust | GCAT Trust |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2020-NQM2, Class A1 (A) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.555 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;04-25-65 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;422466 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;409005 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2021-NQM1, Class A1 (A)(B) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.874 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;01-25-66 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;400989 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;363065 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2021-NQM3, Class A1 (A)(B) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.091 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;05-25-66 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;832884 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;744957 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2021-NQM6, Class A1 (A)(B) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.855 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;08-25-66 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;79016 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;73238 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2025-NQM5, Class A1 (A)(B) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.981 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;08-25-70 | &nbsp;&nbsp;&nbsp;&nbsp;2508817 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2518130 |
| GGP Trust | GGP Trust | GGP Trust |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2026-TY, Class A (A)(B) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.670 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;03-05-43 | &nbsp;&nbsp;&nbsp;&nbsp;1887000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1908047 |
| GS Mortgage-Backed Securities Trust | GS Mortgage-Backed Securities Trust | GS Mortgage-Backed Securities Trust |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2020-NQM1, Class A1 (A)(B) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.382 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;09-27-60 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;169502 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;162412 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2021-NQM1, Class A1 (A)(B) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.017 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;07-25-61 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;825410 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;768144 |
| Hudson Yards Mortgage Trust | Hudson Yards Mortgage Trust | Hudson Yards Mortgage Trust |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2025-SPRL, Class A (A)(B) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.467 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;01-13-40 | &nbsp;&nbsp;&nbsp;&nbsp;2713000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2828690 |
| Imperial Fund Mortgage Trust | Imperial Fund Mortgage Trust | Imperial Fund Mortgage Trust |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2021-NQM1, Class A1 (A)(B) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.071 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;06-25-56 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;289575 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;262932 |
| JP Morgan Mortgage Trust | JP Morgan Mortgage Trust | JP Morgan Mortgage Trust |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2025-NQM5, Class A1 (A)(B) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.879 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;05-25-66 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;799169 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;800338 |
| JPMorgan Chase Commercial Mortgage Securities Trust | JPMorgan Chase Commercial Mortgage Securities Trust | JPMorgan Chase Commercial Mortgage Securities Trust |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2020-NNN, Class AFX (A) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.812 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;01-16-37 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;341000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;306897 |
| MFA Trust | MFA Trust | MFA Trust |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2021-NQM1, Class A1 (A)(B) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.153 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;04-25-65 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;468348 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;442482 |
| Morgan Stanley Residential Mortgage Loan Trust | Morgan Stanley Residential Mortgage Loan Trust | Morgan Stanley Residential Mortgage Loan Trust |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2025-NQM10, Class A1 (A)(B) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.119 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11-25-70 | &nbsp;&nbsp;&nbsp;&nbsp;1086983 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1093018 |
| New Residential Mortgage Loan Trust | New Residential Mortgage Loan Trust | New Residential Mortgage Loan Trust |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2020-1A, Class A1B (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;64925 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;62069 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2025-NQM3, Class A1 (A)(B) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.530 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;05-25-65 | &nbsp;&nbsp;&nbsp;&nbsp;2449020 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2487739 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2025-NQM6, Class A1 (A)(B) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.085 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10-25-65 | &nbsp;&nbsp;&nbsp;&nbsp;1050567 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1058087 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2026-NQM1, Class A1 (A)(B) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.824 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11-25-65 | &nbsp;&nbsp;&nbsp;&nbsp;1318916 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1320149 |
| NMLT Trust | NMLT Trust | NMLT Trust |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2021-INV1, Class A1 (A)(B) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.185 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;05-25-56 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;860453 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;769897 |
| NXPT Commercial Mortgage Trust | NXPT Commercial Mortgage Trust | NXPT Commercial Mortgage Trust |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2024-STOR, Class A (A)(B) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.312 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11-05-41 | &nbsp;&nbsp;&nbsp;&nbsp;1503000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1501655 |
| NYMT Loan Trust | NYMT Loan Trust | NYMT Loan Trust |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2022-CP1, Class A1 (A) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.042 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;07-25-61 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;710779 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;675114 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2025-INV2, Class A1 (A)(B) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10-25-60 | &nbsp;&nbsp;&nbsp;&nbsp;1779089 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1790472 |
| OBX Trust | OBX Trust | OBX Trust |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2021-NQM1, Class A1 (A)(B) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.072 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;02-25-66 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;408392 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;368264 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2021-NQM2, Class A1 (A)(B) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.101 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;05-25-61 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;959908 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;808051 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2021-NQM3, Class A1 (A)(B) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.054 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;07-25-61 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;987857 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;845141 |

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22 JOHN HANCOCK MANAGED ACCOUNT SHARES \| QUARTERLY REPORT SEE NOTES TO PORTFOLIOS' INVESTMENTS

------

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | &nbsp;&nbsp;**Rate (%)** | &nbsp;&nbsp;**Maturity date** | **Par value^** | &nbsp;&nbsp;**Value** |
| **Commercial and residential (continued)** | **Commercial and residential (continued)** | **Commercial and residential (continued)** |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2025-NQM18, Class A1 (A)(B) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.057 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;09-25-65 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;677909 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$682762 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2025-NQM19, Class A1 (A)(B) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.869 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10-25-65 | &nbsp;&nbsp;&nbsp;&nbsp;1391847 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1396128 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2025-NQM20, Class A1 (A)(B) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.021 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10-25-65 | &nbsp;&nbsp;&nbsp;&nbsp;1431184 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1440103 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2025-NQM21, Class A1 (A)(B) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.989 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10-25-65 | &nbsp;&nbsp;&nbsp;&nbsp;1076558 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1082889 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2026-NQM2, Class A1 (A)(B) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.818 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12-01-65 | &nbsp;&nbsp;&nbsp;&nbsp;2609752 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2616713 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2026-NQM3, Class A1 (A)(B) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.652 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;01-25-66 | &nbsp;&nbsp;&nbsp;&nbsp;2283000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2282062 |
| Progress Residential Trust | Progress Residential Trust | Progress Residential Trust |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2021-SFR3, Class A (A) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.637 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;05-17-26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;337258 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;335329 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2021-SFR6, Class A (A) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.524 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;07-17-38 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;427658 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;423722 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2024-SFR1, Class A (A) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.350 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;02-17-41 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;772629 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;753603 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2025-SFR1, Class A (A) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;02-17-42 | &nbsp;&nbsp;&nbsp;&nbsp;1211834 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1173996 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2025-SFR2, Class A (A) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.305 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;04-17-42 | &nbsp;&nbsp;&nbsp;&nbsp;1510120 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1454179 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2025-SFR4, Class A (A) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;08-17-42 | &nbsp;&nbsp;&nbsp;&nbsp;1236000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1235203 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2025-SFR5, Class A (A) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.850 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10-17-42 | &nbsp;&nbsp;&nbsp;&nbsp;1394191 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1366881 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2025-SFR6, Class A (A) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12-17-42 | &nbsp;&nbsp;&nbsp;&nbsp;2507000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2477812 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2026-SFR1, Class A (A) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.850 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;02-17-43 | &nbsp;&nbsp;&nbsp;&nbsp;2910000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2838716 |
| ROCK Trust | ROCK Trust | ROCK Trust |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2024-CNTR, Class A (A) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.388 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11-13-41 | &nbsp;&nbsp;&nbsp;&nbsp;1954000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2022305 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2024-CNTR, Class D (A) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.109 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11-13-41 | &nbsp;&nbsp;&nbsp;&nbsp;1926000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2033691 |
| SLG Office Trust | SLG Office Trust | SLG Office Trust |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2021-OVA, Class C (A) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.851 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;07-15-41 | &nbsp;&nbsp;&nbsp;&nbsp;1678000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1516201 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2021-OVA, Class D (A) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.851 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;07-15-41 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;240000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;213724 |
| Starwood Mortgage Residential Trust | Starwood Mortgage Residential Trust | Starwood Mortgage Residential Trust |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2021-2, Class A1 (A)(B) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.943 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;05-25-65 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;340768 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;325572 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2022-1, Class A1 (A)(B) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.447 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12-25-66 | &nbsp;&nbsp;&nbsp;&nbsp;1089066 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;997161 |
| Towd Point Mortgage Trust | Towd Point Mortgage Trust | Towd Point Mortgage Trust |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2015-6, Class M2 (A)(B) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.750 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;04-25-55 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;145677 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;144615 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2018-4, Class A1 (A)(B) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;06-25-58 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;554860 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;533467 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2019-1, Class A1 (A)(B) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.741 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;03-25-58 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;579133 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;569294 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2019-4, Class A1 (A)(B) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.900 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10-25-59 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;351015 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;340870 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2020-1, Class A1 (A)(B) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.710 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;01-25-60 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;286640 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;278564 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2020-3, Class A1 (A)(B) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.088 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;02-25-63 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;125153 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;122204 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2020-4, Class A1 (A) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.750 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10-25-60 | &nbsp;&nbsp;&nbsp;&nbsp;1028795 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;950943 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2024-1, Class A1 (A)(B) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.856 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;03-25-64 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;953825 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;979002 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2024-3, Class A1A (A)(B) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.027 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;07-25-65 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;666672 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;678755 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2024-4, Class A1A (A)(B) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.569 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10-27-64 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;483563 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;492680 |
| VDCM Commercial Mortgage Trust | VDCM Commercial Mortgage Trust | VDCM Commercial Mortgage Trust |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2025-AZ, Class A (A)(B) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.229 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;07-13-44 | &nbsp;&nbsp;&nbsp;&nbsp;1385000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1415073 |
| Verus Securitization Trust | Verus Securitization Trust | Verus Securitization Trust |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2021-1, Class A1 (A)(B) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.815 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;01-25-66 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;663613 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;610363 |
| &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;435189 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;395083 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2021-4, Class A1 (A)(B) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.938 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;07-25-66 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;472533 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;409231 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2021-5, Class A1 (A)(B) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.013 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;09-25-66 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;301346 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;266515 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2021-6, Class A1 (A)(B) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.630 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10-25-66 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;115284 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;103503 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2021-R2, Class A1 (A)(B) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.918 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;02-25-64 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;76030 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;72007 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2023-8, Class A2 (6.664% to 12-1-27, then 7.664% thereafter) (A) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.664 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12-25-68 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;236062 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;238280 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2025-11, Class A1 (A)(B) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.914 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11-25-70 | &nbsp;&nbsp;&nbsp;&nbsp;1160510 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1164853 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2025-R2, Class A1 (A)(B) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.086 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;07-25-67 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;941572 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;951691 |
| Visio Trust | Visio Trust | Visio Trust |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2020-1R, Class A1 (A) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.312 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11-25-55 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;288864 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;281009 |
| Wells Fargo Commercial Mortgage Trust | Wells Fargo Commercial Mortgage Trust | Wells Fargo Commercial Mortgage Trust |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2020-C55, Class A2 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.766 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;02-15-53 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;27135 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;26863 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2025-5C4, Class A3 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.673 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;05-15-58 | &nbsp;&nbsp;&nbsp;&nbsp;1779000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1874191 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2025-5C6, Class A3 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.186 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10-15-58 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;955000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;991142 |
| WHARF Commercial Mortgage Trust | WHARF Commercial Mortgage Trust | WHARF Commercial Mortgage Trust |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2025-DC, Class A (A)(B) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.528 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;07-15-40 | &nbsp;&nbsp;&nbsp;&nbsp;1699000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1763092 |
| **U.S. Government Agency 6.1%** | **U.S. Government Agency 6.1%** | **U.S. Government Agency 6.1%** |  | **17041072** |
| Government National Mortgage Association | Government National Mortgage Association | Government National Mortgage Association |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2016-174, Class IO | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.724 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11-16-56 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;29262 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;901 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2017-109, Class IO | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.202 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;04-16-57 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;35412 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;350 |

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SEE NOTES TO PORTFOLIOS' INVESTMENTS QUARTERLY REPORT \| JOHN HANCOCK MANAGED ACCOUNT SHARES 23

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---

| | | | | |
|:---|:---|:---|:---|:---|
|  | &nbsp;&nbsp;**Rate (%)** | &nbsp;&nbsp;**Maturity date** | **Par value^** | &nbsp;&nbsp;**Value** |
| **U.S. Government Agency (continued)** | **U.S. Government Agency (continued)** | **U.S. Government Agency (continued)** |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2017-124, Class IO | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.627 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;01-16-59 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;25036 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$907 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2017-140, Class IO | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.485 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;02-16-59 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;32981 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;844 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2017-159, Class IO | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.414 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;06-16-59 | &nbsp;&nbsp;&nbsp;&nbsp;19098725 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;467155 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2017-20, Class IO | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.477 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12-16-58 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;66232 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1299 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2017-22, Class IO | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.769 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12-16-57 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;21968 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;788 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2017-23, Class IO | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.597 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;05-16-59 | &nbsp;&nbsp;&nbsp;&nbsp;5040664 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;169576 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2017-46, Class IO | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.651 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11-16-57 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;47978 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1795 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2017-54, Class IO | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.706 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12-16-58 | &nbsp;&nbsp;&nbsp;&nbsp;13682314 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;466531 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2017-61, Class IO | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.688 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;05-16-59 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;224663 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7736 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2017-89, Class IO | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.436 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;07-16-59 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;30926 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;748 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2018-114, Class IO | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.592 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;04-16-60 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;79580 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3126 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2018-158, Class IO | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.799 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;05-16-61 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;162839 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9808 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2018-23, Class IO | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.576 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11-16-59 | &nbsp;&nbsp;&nbsp;&nbsp;14774393 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;483067 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2018-69, Class IO | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.610 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;04-16-60 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;56435 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2545 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2018-99, Class IO | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.452 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;06-16-60 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;163223 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4309 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2019-131, Class IO | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.803 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;07-16-61 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;129337 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7381 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2020-108, Class IO | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.847 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;06-16-62 | &nbsp;&nbsp;&nbsp;&nbsp;2377644 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;136827 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2020-114, Class IO | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.799 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;09-16-62 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;767103 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;40076 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2020-118, Class IO | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.887 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;06-16-62 | &nbsp;&nbsp;&nbsp;&nbsp;4819651 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;303589 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2020-120, Class IO | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.759 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;05-16-62 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;899492 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;52533 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2020-137, Class IO | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.799 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;09-16-62 | &nbsp;&nbsp;&nbsp;&nbsp;3787220 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;233431 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2020-150, Class IO | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.967 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12-16-62 | &nbsp;&nbsp;&nbsp;&nbsp;1050927 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;71641 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2020-170, Class IO | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.836 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11-16-62 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;488679 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;31516 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2020-92, Class IO | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.882 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;02-16-62 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;762010 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;42356 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2021-10, Class IO | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.987 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;05-16-63 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;413701 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;32022 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2021-11, Class IO | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.022 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12-16-62 | &nbsp;&nbsp;&nbsp;&nbsp;11415448 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;838499 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2021-203, Class IO | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.870 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;07-16-63 | &nbsp;&nbsp;&nbsp;&nbsp;5475967 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;354681 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2021-220, Class IO | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.828 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12-16-63 | &nbsp;&nbsp;&nbsp;&nbsp;5034764 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;311509 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2021-3, Class IO | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.871 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;09-16-62 | &nbsp;&nbsp;&nbsp;&nbsp;1957978 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;124702 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2021-47, Class IO | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.992 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;03-16-61 | &nbsp;&nbsp;&nbsp;&nbsp;4415563 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;295210 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2022-144, Class IO | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.530 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10-16-64 | &nbsp;&nbsp;&nbsp;&nbsp;20053243 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;979168 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2022-150, Class IO | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.823 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;06-16-64 | &nbsp;&nbsp;&nbsp;&nbsp;5333757 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;300857 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2022-181, Class IO | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.721 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;07-16-64 | &nbsp;&nbsp;&nbsp;&nbsp;2362468 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;142327 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2022-221, Class IO | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.844 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;06-16-64 | &nbsp;&nbsp;&nbsp;&nbsp;6696774 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;438014 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2022-57, Class IO | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.756 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;09-16-63 | &nbsp;&nbsp;&nbsp;&nbsp;2788160 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;137785 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2023-105, Class IO | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.748 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;07-16-65 | &nbsp;&nbsp;&nbsp;&nbsp;5527606 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;326816 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2023-177, Class IO | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.857 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;06-16-65 | &nbsp;&nbsp;&nbsp;&nbsp;7490934 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;437474 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2023-197, Class IO | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.242 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;09-16-65 | &nbsp;&nbsp;&nbsp;&nbsp;7259545 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;601706 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2023-30, Class IO | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.001 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11-16-64 | &nbsp;&nbsp;&nbsp;&nbsp;2894019 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;191491 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2023-33, Class IO | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.931 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;05-16-63 | &nbsp;&nbsp;&nbsp;&nbsp;4453988 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;311242 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2023-36, Class IO | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.935 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10-16-64 | &nbsp;&nbsp;&nbsp;&nbsp;7958227 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;479546 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2023-62, Class IO | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.938 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;02-16-65 | &nbsp;&nbsp;&nbsp;&nbsp;4840935 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;303004 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2023-91, Class IO | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.876 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;04-16-65 | &nbsp;&nbsp;&nbsp;&nbsp;4431367 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;306242 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2024-135, Class IO | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.834 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11-16-66 | &nbsp;&nbsp;&nbsp;&nbsp;14384916 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;890221 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2024-179, Class XI IO | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.831 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12-16-66 | &nbsp;&nbsp;&nbsp;&nbsp;13698601 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;964412 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2024-193, Class IO | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.701 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12-16-66 | &nbsp;&nbsp;&nbsp;&nbsp;15966250 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;992523 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2024-194, Class IO | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.960 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;08-16-67 | &nbsp;&nbsp;&nbsp;&nbsp;12789242 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;946992 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2025-128, Class IO | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.926 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;09-16-67 | &nbsp;&nbsp;&nbsp;&nbsp;12684805 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1027985 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2025-3, Class IO | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.849 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;04-16-67 | &nbsp;&nbsp;&nbsp;&nbsp;13069461 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;894141 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2025-35, Class IO | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.763 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;09-16-66 | &nbsp;&nbsp;&nbsp;&nbsp;15791431 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;916718 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2025-73, Class IO | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.675 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;08-16-67 | &nbsp;&nbsp;&nbsp;&nbsp;15799608 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;954950 |
| **Asset-backed securities 48.4%** |  |  |  | &nbsp;&nbsp;**$135805689** |
| (Cost $132,530,989) |  |  |  |  |
| **Asset-backed securities 48.4%** | **Asset-backed securities 48.4%** | **Asset-backed securities 48.4%** |  | &nbsp;&nbsp;**135805689** |
| ABPCI Direct Lending Fund I, Ltd. |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2020-1A, Class A (A) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.199 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12-29-30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;312016 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;310060 |

---

24 JOHN HANCOCK MANAGED ACCOUNT SHARES \| QUARTERLY REPORT SEE NOTES TO PORTFOLIOS' INVESTMENTS

------

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | &nbsp;&nbsp;**Rate (%)** | &nbsp;&nbsp;**Maturity date** | **Par value^** | &nbsp;&nbsp;**Value** |
| **Asset-backed securities (continued)** | **Asset-backed securities (continued)** | **Asset-backed securities (continued)** |  |  |
| AMSR Trust |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2021-SFR1, Class B (A) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.153 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;06-17-38 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;570000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$540864 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2024-SFR1, Class A (A) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.290 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;07-17-41 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;120000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;120089 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2025-SFR1, Class A (A) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.655 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;06-17-42 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;757000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;736509 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2025-SFR2, Class A (A) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.275 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11-17-42 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;319000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;317853 |
| Arby's Funding LLC |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2020-1A, Class A2 (A) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.237 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;07-30-50 | &nbsp;&nbsp;&nbsp;&nbsp;2093175 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2048737 |
| Beacon Container Finance II LLC |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2021-1A, Class A (A) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.250 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10-22-46 | &nbsp;&nbsp;&nbsp;&nbsp;3640267 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3427128 |
| Capital Automotive REIT |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2024-3A, Class A1 (A) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10-15-54 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;936730 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;929056 |
| CARS-DB7 LP |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2023-1A, Class A1 (A) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.750 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;09-15-53 | &nbsp;&nbsp;&nbsp;&nbsp;2038273 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2050156 |
| CARS-DB8 LP |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2024-2A, Class A2 (A) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.250 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;05-15-54 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;877100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;881195 |
| CF Hippolyta Issuer LLC |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2020-1, Class A1 (A) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.690 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;07-15-60 | &nbsp;&nbsp;&nbsp;&nbsp;1845328 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1563807 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2021-1A, Class A1 (A) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.530 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;03-15-61 | &nbsp;&nbsp;&nbsp;&nbsp;1890901 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1546348 |
| CLI Funding IX LLC |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2025-1A, Class A (A) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.350 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;06-20-50 | &nbsp;&nbsp;&nbsp;&nbsp;2702815 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2750679 |
| CLI Funding VI LLC |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2020-1A, Class A (A) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.080 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;09-18-45 | &nbsp;&nbsp;&nbsp;&nbsp;1827001 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1734759 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2020-3A, Class A (A) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.070 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10-18-45 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;292972 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;278435 |
| CLI Funding VIII LLC |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2021-1A, Class A (A) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.640 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;02-18-46 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;667898 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;625604 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2022-1A, Class A (A) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.720 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;01-18-47 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;814380 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;764579 |
| Cloud Capital Holdco LP |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2024-2A, Class A2 (A) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.923 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11-22-49 | &nbsp;&nbsp;&nbsp;&nbsp;1525000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1553197 |
| Compass Datacenters Issuer II LLC |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2024-1A, Class A1 (A) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.250 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;02-25-49 | &nbsp;&nbsp;&nbsp;&nbsp;1400000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1409549 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2025-1A, Class A1 (A) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.316 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;05-25-50 | &nbsp;&nbsp;&nbsp;&nbsp;1374000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1392227 |
| Compass Datacenters Issuer III LLC |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2025-2A, Class A2 (A) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.835 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;02-25-50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;579000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;591379 |
| Concord Music Royalties LLC |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2025-2A, Class A (A) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.785 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;07-20-75 | &nbsp;&nbsp;&nbsp;&nbsp;1293000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1331914 |
| Consolidated Communications LLC |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2025-1A, Class A2 (A) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;05-20-55 | &nbsp;&nbsp;&nbsp;&nbsp;1660000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1701771 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2025-4A, Class A2 (A) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.522 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12-20-55 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;994000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1014086 |
| CyrusOne Data Centers Issuer I LLC |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2023-1A, Class A2 (A) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;04-20-48 | &nbsp;&nbsp;&nbsp;&nbsp;1893000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1873318 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2024-2A, Class A2 (A) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;05-20-49 | &nbsp;&nbsp;&nbsp;&nbsp;2240000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2212549 |
| DataBank Issuer LLC |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2021-2A, Class A2 (A) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10-25-51 | &nbsp;&nbsp;&nbsp;&nbsp;1356000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1335600 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2026-1A, Class A2 (A) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.811 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;02-25-56 | &nbsp;&nbsp;&nbsp;&nbsp;1543000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1560675 |
| DB Master Finance LLC |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2017-1A, Class A2II (A) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.030 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11-20-47 | &nbsp;&nbsp;&nbsp;&nbsp;1021200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1017317 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2025-1A, Class A2I (A) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.891 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;08-20-55 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;891765 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;900810 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2025-1A, Class A2II (A) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.165 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;08-20-55 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;952613 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;965824 |
| Diamond Infrastructure Funding LLC |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2021-1A, Class A (A) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.760 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;04-15-49 | &nbsp;&nbsp;&nbsp;&nbsp;1229000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1199446 |
| Domino's Pizza Master Issuer LLC |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2019-1A, Class A2 (A) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.668 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10-25-49 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;682560 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;667590 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2021-1A, Class A2I (A) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.662 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;04-25-51 | &nbsp;&nbsp;&nbsp;&nbsp;1862338 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1788109 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2025-1A, Class A2I (A) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.930 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;07-25-55 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;762000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;775699 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2025-1A, Class A2II (A) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.217 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;07-25-55 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;885000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;908172 |
| Driven Brands Funding LLC |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2020-2A, Class A2 (A) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.237 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;01-20-51 | &nbsp;&nbsp;&nbsp;&nbsp;1831303 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1785484 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2021-1A, Class A2 (A) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.791 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10-20-51 | &nbsp;&nbsp;&nbsp;&nbsp;1759830 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1674055 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2024-1A, Class A2 (A) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.372 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10-20-54 | &nbsp;&nbsp;&nbsp;&nbsp;1976895 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2045787 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2025-1A, Class A2 (A) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.296 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10-20-55 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;842888 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;850065 |
| Elara HGV Timeshare Issuer LLC |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2021-A, Class A (A) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.360 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;08-27-35 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;28674 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;27565 |

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SEE NOTES TO PORTFOLIOS' INVESTMENTS QUARTERLY REPORT \| JOHN HANCOCK MANAGED ACCOUNT SHARES 25

------

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | &nbsp;&nbsp;**Rate (%)** | &nbsp;&nbsp;**Maturity date** | **Par value^** | &nbsp;&nbsp;**Value** |
| **Asset-backed securities (continued)** | **Asset-backed securities (continued)** | **Asset-backed securities (continued)** |  |  |
| ExteNet Issuer LLC |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2024-1A, Class A2 (A) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.335 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;07-25-54 | &nbsp;&nbsp;&nbsp;&nbsp;1883000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$1897947 |
| FirstKey Homes Trust |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2021-SFR1, Class C (A) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.888 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;08-17-38 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;213000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;210236 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2021-SFR1, Class D (A) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.189 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;08-17-38 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;445000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;439673 |
| Flexential Issuer LLC |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2025-1A, Class A2 (A) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.030 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10-25-60 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;999000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1015398 |
| GBX Leasing LLC |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2026-1A, Class A (A) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.130 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;02-20-56 | &nbsp;&nbsp;&nbsp;&nbsp;1602000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1630750 |
| Golub Capital Partners Funding, Ltd. |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2020-1A, Class A2 (A) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.208 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;01-22-29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;135821 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;135435 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2021-1A, Class A2 (A) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.773 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;04-20-29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;217922 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;216949 |
| HI-FI Music IP Issuer LP |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2022-1A, Class A2 (A) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.939 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;02-01-62 | &nbsp;&nbsp;&nbsp;&nbsp;2143000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2125937 |
| Home Partners of America Trust |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2019-1, Class A (A) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.908 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;09-17-39 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;64816 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;63529 |
| Hotwire Funding LLC |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2021-1, Class A2 (A) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.311 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11-20-51 | &nbsp;&nbsp;&nbsp;&nbsp;1660000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1633834 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2023-1A, Class A2 (A) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.687 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;05-20-53 | &nbsp;&nbsp;&nbsp;&nbsp;1825000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1841002 |
| Invitation Homes Trust |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2024-SFR1, Class A (A) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;09-17-41 | &nbsp;&nbsp;&nbsp;&nbsp;1301736 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1291959 |
| Jersey Mike's Funding LLC |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2024-1A, Class A2 (A) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.636 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;02-15-55 | &nbsp;&nbsp;&nbsp;&nbsp;1320660 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1358013 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2025-1A, Class A2 (A) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.610 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;08-16-55 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;595010 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;616902 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2026-1A, Class A2I (A) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.952 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;02-15-56 | &nbsp;&nbsp;&nbsp;&nbsp;2015000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2041084 |
| Kinetic ABS Issuer LLC |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2026-1A, Class A2 (A) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.219 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;02-25-56 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;860000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;873861 |
| Lyra Music Assets LP |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2025-1A, Class A2 (A) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.604 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;09-20-65 | &nbsp;&nbsp;&nbsp;&nbsp;1577256 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1599500 |
| MetroNet Infrastructure Issuer LLC |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2025-4A, Class A2 (A) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.163 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12-20-55 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;824000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;837267 |
| Monroe Capital Funding, Ltd. |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2021-1A, Class A2 (A) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.815 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;04-22-31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;55576 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;55297 |
| MVW LLC |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2022-2A, Class A (A) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.110 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10-21-41 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;94232 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;96360 |
| Navient Private Education Refi Loan Trust |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2020-FA, Class A (A) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.220 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;07-15-69 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;24673 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;23486 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2020-IA, Class A1A (A) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.330 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;04-15-69 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;109224 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;102309 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2021-FA, Class A (A) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.110 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;02-18-70 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;504231 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;457690 |
| Navient Refinance Loan Trust |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2026-A, Class A (A) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;01-18-56 | &nbsp;&nbsp;&nbsp;&nbsp;2229000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2233770 |
| Navient Student Loan Trust |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2020-2A, Class A1A (A) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.320 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;08-26-69 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;123837 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;111398 |
| Neighborly Issuer LLC |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2021-1A, Class A2 (A) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.584 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;04-30-51 | &nbsp;&nbsp;&nbsp;&nbsp;2104126 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2031995 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2022-1A, Class A2 (A) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.695 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;01-30-52 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;897600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;855788 |
| New Economy Assets - Phase 1 Sponsor LLC |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2021-1, Class A1 (A) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.910 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10-20-61 | &nbsp;&nbsp;&nbsp;&nbsp;2857000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2423474 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2021-1, Class B1 (A) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.410 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10-20-61 | &nbsp;&nbsp;&nbsp;&nbsp;1297000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;835447 |
| Retained Vantage Data Centers Issuer LLC |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2023-1A, Class A2A (A) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;09-15-48 | &nbsp;&nbsp;&nbsp;&nbsp;1603000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1605924 |
| RIN II, Ltd. |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2019-1A, Class AR (3 month CME Term SOFR + 1.480%) (A)(C) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.152 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;01-15-38 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;857000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;856553 |
| RIN XII LLC |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2025-1A, Class A1 (3 month CME Term SOFR + 1.300%) (A)(C) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.972 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;04-15-38 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;960000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;959003 |
| Sabey Data Center Issuer LLC |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2026-1, Class A2 (A) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.482 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;01-20-51 | &nbsp;&nbsp;&nbsp;&nbsp;1406000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1427668 |
| Scalelogix ABS US Issuer LLC |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2025-1A, Class A2 (A) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.673 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;07-25-55 | &nbsp;&nbsp;&nbsp;&nbsp;1406000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1423006 |
| SEB Funding LLC |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2024-1A, Class A2 (A) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.386 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;04-30-54 | &nbsp;&nbsp;&nbsp;&nbsp;2225000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2287502 |
| ServiceMaster Funding LLC |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2021-1, Class A2II (A) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.113 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;07-30-51 | &nbsp;&nbsp;&nbsp;&nbsp;1509652 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1327280 |

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26 JOHN HANCOCK MANAGED ACCOUNT SHARES \| QUARTERLY REPORT SEE NOTES TO PORTFOLIOS' INVESTMENTS

------

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | &nbsp;&nbsp;**Rate (%)** | &nbsp;&nbsp;**Maturity date** | **Par value^** | &nbsp;&nbsp;**Value** |
| **Asset-backed securities (continued)** | **Asset-backed securities (continued)** | **Asset-backed securities (continued)** |  |  |
| SERVPRO Master Issuer LLC |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2021-1A, Class A2 (A) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.394 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;04-25-51 | &nbsp;&nbsp;&nbsp;&nbsp;1214438 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$1160866 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2024-1A, Class A2 (A) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.174 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;01-25-54 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;898660 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;934271 |
| Sesac Finance LLC |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2025-1, Class A2 (A) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;07-25-55 | &nbsp;&nbsp;&nbsp;&nbsp;1575000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1578250 |
| SMB Private Education Loan Trust |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2021-A, Class APT2 (A) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.070 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;01-15-53 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;318760 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;294482 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2021-D, Class A1A (A) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.340 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;03-17-53 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;93190 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;88787 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2023-A, Class A1A (A) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.380 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;01-15-53 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;101429 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;103644 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2023-C, Class A1A (A) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.670 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11-15-52 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;93906 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;96957 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2024-A, Class A1A (A) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.240 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;03-15-56 | &nbsp;&nbsp;&nbsp;&nbsp;1452970 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1502892 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2024-E, Class A1A (A) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.090 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10-16-56 | &nbsp;&nbsp;&nbsp;&nbsp;1165308 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1192203 |
| Sonic Capital LLC |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2020-1A, Class A2I (A) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.845 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;01-20-50 | &nbsp;&nbsp;&nbsp;&nbsp;1948590 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1932032 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2020-1A, Class A2II (A) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.336 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;01-20-50 | &nbsp;&nbsp;&nbsp;&nbsp;1237950 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1210692 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2021-1A, Class A2I (A) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.190 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;08-20-51 | &nbsp;&nbsp;&nbsp;&nbsp;1421324 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1336194 |
| Sprite, Ltd. |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2026-1, Class A (A) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.227 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;03-15-41 | &nbsp;&nbsp;&nbsp;&nbsp;1365000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1376170 |
| Subway Funding LLC |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2024-1A, Class A2I (A) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.028 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;07-30-54 | &nbsp;&nbsp;&nbsp;&nbsp;1208700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1222189 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2024-1A, Class A2II (A) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.268 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;07-30-54 | &nbsp;&nbsp;&nbsp;&nbsp;1119825 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1146988 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2024-3A, Class A23 (A) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.914 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;07-30-54 | &nbsp;&nbsp;&nbsp;&nbsp;2192250 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2191767 |
| Summit Issuer LLC |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2025-1A, Class A2 (A) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.208 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11-20-55 | &nbsp;&nbsp;&nbsp;&nbsp;1187000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1205859 |
| Switch ABS Issuer LLC |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2024-2A, Class A2 (A) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.436 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;06-25-54 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;468000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;469376 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2025-1A, Class A2 (A) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.036 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;03-25-55 | &nbsp;&nbsp;&nbsp;&nbsp;1508000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1497563 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2025-2A, Class A21 (A) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.121 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10-25-55 | &nbsp;&nbsp;&nbsp;&nbsp;1431000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1441523 |
| Taco Bell Funding LLC |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2025-1A, Class A2I (A) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.821 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;08-25-55 | &nbsp;&nbsp;&nbsp;&nbsp;1704000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1722952 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2025-1A, Class A2II (A) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.049 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;08-25-55 | &nbsp;&nbsp;&nbsp;&nbsp;2268000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2313829 |
| TIF Funding II LLC |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2020-1A, Class A (A) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.090 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;08-20-45 | &nbsp;&nbsp;&nbsp;&nbsp;1084800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1043547 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2021-1A, Class A (A) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.650 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;02-20-46 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;902452 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;834419 |
| Tricon American Homes Trust |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2020-SFR2, Class A (A) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.482 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11-17-39 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;426319 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;407991 |
| Tricon Residential Trust |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2024-SFR3, Class A (A) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;08-17-41 | &nbsp;&nbsp;&nbsp;&nbsp;1389776 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1395964 |
| Triton Container Finance VIII LLC |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2020-1A, Class A (A) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.110 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;09-20-45 | &nbsp;&nbsp;&nbsp;&nbsp;1359750 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1290284 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2021-1A, Class A (A) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.860 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;03-20-46 | &nbsp;&nbsp;&nbsp;&nbsp;1097227 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1026361 |
| Uniti Fiber Issuer LLC |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2025-1A, Class A2 (A) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.877 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;04-20-55 | &nbsp;&nbsp;&nbsp;&nbsp;1121000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1151360 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2025-2A, Class A2 (A) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.177 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;01-20-56 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;427000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;431517 |
| Vantage Data Centers LLC |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2020-2A, Class A2 (A) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.992 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;09-15-45 | &nbsp;&nbsp;&nbsp;&nbsp;1145000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1098423 |
| VB-S1 Issuer LLC |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2026-1A, Class C2 (A) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.693 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;03-15-56 | &nbsp;&nbsp;&nbsp;&nbsp;1114000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1120238 |
| VCP RRL ABS I, Ltd. |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2021-1A, Class A (A) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.152 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10-20-31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;301250 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;291746 |
| Wendy's Funding LLC |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2021-1A, Class A2I (A) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.370 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;06-15-51 | &nbsp;&nbsp;&nbsp;&nbsp;1895954 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1787583 |
| Willis Engine Structured Trust IX |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2025-B, Class A (A) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.159 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12-15-50 | &nbsp;&nbsp;&nbsp;&nbsp;1031486 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1042615 |
| Willis Engine Structured Trust VIII |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2025-A, Class A (A) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.582 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;06-15-50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;807423 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;826578 |
| Wingstop Funding LLC |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2020-1A, Class A2 (A) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.841 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12-05-50 | &nbsp;&nbsp;&nbsp;&nbsp;2293080 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2231122 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2024-1A, Class A2 (A) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.858 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12-05-54 | &nbsp;&nbsp;&nbsp;&nbsp;1047000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1087401 |
| Zaxby's Funding LLC |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2021-1A, Class A2 (A) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.238 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;07-30-51 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;888150 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;851719 |
| Zayo Issuer LLC |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2025-1A, Class A2 (A) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.648 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;03-20-55 | &nbsp;&nbsp;&nbsp;&nbsp;1678000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1716063 |

---

SEE NOTES TO PORTFOLIOS' INVESTMENTS QUARTERLY REPORT \| JOHN HANCOCK MANAGED ACCOUNT SHARES 27

------

---

| | | | |
|:---|:---|:---|:---|
|  | &nbsp;&nbsp;**Yield (%)** | **Shares** | &nbsp;&nbsp;**Value** |
| **Short-term investments 1.2%** |  |  | &nbsp;&nbsp;**$3393803** |
| (Cost $3,393,860) |  |  |  |
| **Short-term funds 1.2%** |  |  | &nbsp;&nbsp;&nbsp;&nbsp;**3393803** |
| John Hancock Collateral Trust (D) | &nbsp;&nbsp;3.5447(E) | 339279 | &nbsp;&nbsp;&nbsp;3393803 |

---

---

| | |
|:---|:---|
| **Total investments (Cost $275,200,034) 99.9%** | **$280485799** |
| **Other assets and liabilities, net 0.1%** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**245825** |
| **Total net assets 100.0%** | &nbsp;&nbsp;**$280731624** |

---

---

| | |
|:---|:---|
| The percentage shown for each investment category is the total value of the category as a percentage of the net assets of the portfolio. | The percentage shown for each investment category is the total value of the category as a percentage of the net assets of the portfolio. |
| ^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 | CME Group Published Rates |
| IO | Interest-Only Security - (Interest Tranche of Stripped Mortgage Pool). Rate shown is the annualized yield at the end of the period. |
| SOFR | Secured Overnight Financing Rate |
| (A) | This security is 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 $244,537,757 or 87.1% of the portfolio's net assets as of 2-28-26. |
| (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 2-28-26. |

---

28 JOHN HANCOCK MANAGED ACCOUNT SHARES \| QUARTERLY REPORT SEE NOTES TO PORTFOLIOS' INVESTMENTS

------

Notes to Portfolios' 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 Valuation Policies and Procedures of the Advisor, John Hancock Investment Management LLC, the portfolios' valuation designee.**

In order to value the securities, the portfolios 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 portfolios in open-end mutual funds, including John Hancock Collateral Trust (JHCT), are valued at their respective NAVs each business day.

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.

The portfolios 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 portfolios' investments as of February 28, 2026, by major security category or type:

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | **Total<br> value at<br> 2-28-26** | **Level 1<br> quoted<br> price** | **Level 2<br> significant<br> observable<br> inputs** | **Level 3<br> significant<br> unobservable<br> inputs** |
| **Managed Account Shares Bond Completion Portfolio** |  |  |  |  |
| **Investments in securities:** |  |  |  |  |
| **Assets** |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;U.S. Government and Agency obligations | **$923822** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;$923822 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Corporate bonds | **174694** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;174694 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Short-term investments | **35941** | &nbsp;&nbsp;&nbsp;&nbsp;$35941 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| **Total investments in securities** | **$1134457** | **$35941** | **$1098516** | **—** |
| **Managed Account Shares Investment-Grade Corporate Bond Portfolio** |  |  |  |  |
| **Investments in securities:** |  |  |  |  |
| **Assets** |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Corporate bonds | **$452965034** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;$452965034 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Municipal bonds | **317477** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;317477 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Short-term investments | **7788810** | &nbsp;&nbsp;&nbsp;&nbsp;$7788810 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| **Total investments in securities** | **$461071321** | **$7788810** | **$453282511** | **—** |
| **Managed Account Shares Non-Investment-Grade Corporate Bond Portfolio** |  |  |  |  |
| **Investments in securities:** |  |  |  |  |
| **Assets** |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Corporate bonds | **$162315715** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;$162315715 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Term loans | **2667807** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;2667807 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Asset-backed securities | **37257** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;37257 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Common stocks | **12005** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;$12005 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Preferred securities | **392168** | &nbsp;&nbsp;&nbsp;&nbsp;$392168 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |

---

---

| | |
|:---|:---|
| \| | 29 |

---

------

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | **Total<br> value at<br> 2-28-26** | **Level 1<br> quoted<br> price** | **Level 2<br> significant<br> observable<br> inputs** | **Level 3<br> significant<br> unobservable<br> inputs** |
| **Managed Account Shares Non-Investment-Grade Corporate Bond Portfolio (continued)** |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Short-term investments | **$1486646** | &nbsp;&nbsp;&nbsp;&nbsp;$1486646 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| **Total investments in securities** | **$166911598** | **$1878814** | **$165020779** | **$12005** |
| **Managed Account Shares Non-Investment-Grade Municipal Bond Portfolio** |  |  |  |  |
| **Investments in securities:** |  |  |  |  |
| **Assets** |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Municipal bonds | **$19529793** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;$19529793 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Short-term investments | **615946** | &nbsp;&nbsp;&nbsp;&nbsp;$615946 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| **Total investments in securities** | **$20145739** | **$615946** | **$19529793** | **—** |
| **Managed Account Shares Securitized Debt Portfolio** |  |  |  |  |
| **Investments in securities:** |  |  |  |  |
| **Assets** |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Collateralized mortgage obligations | **$141286307** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;$141286307 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Asset-backed securities | **135805689** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;135805689 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Short-term investments | **3393803** | &nbsp;&nbsp;&nbsp;&nbsp;$3393803 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| **Total investments in securities** | **$280485799** | **$3393803** | **$277091996** | **—** |

---

**Investment in affiliated underlying funds. The portfolios may invest in affiliated underlying funds that are managed by the Advisor and its affiliates. Information regarding the portfolios' fiscal year to date purchases and sales of the affiliated underlying funds as well as income and capital gains earned by the portfolios, 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** |
| **Managed Account Shares Bond Completion Portfolio** | **Managed Account Shares Bond Completion Portfolio** | **Managed Account Shares Bond Completion Portfolio** | **Managed Account Shares Bond Completion Portfolio** | **Managed Account Shares Bond Completion Portfolio** | **Managed Account Shares Bond Completion Portfolio** | **Managed Account Shares Bond Completion Portfolio** | **Managed Account Shares Bond Completion Portfolio** | **Managed Account Shares Bond Completion Portfolio** | **Managed Account Shares Bond Completion Portfolio** |
| John Hancock Collateral Trust | &nbsp;&nbsp;&nbsp;&nbsp;3593 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; $26529 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; $190469 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; $(181062) | &nbsp;&nbsp;&nbsp;&nbsp;$(3) | &nbsp;&nbsp;&nbsp;&nbsp;$8 | &nbsp;&nbsp;&nbsp;&nbsp;$496 |  | &nbsp;&nbsp;&nbsp;&nbsp;$35941 |
| **Managed Account Shares Investment-Grade Corporate Bond Portfolio** | **Managed Account Shares Investment-Grade Corporate Bond Portfolio** | **Managed Account Shares Investment-Grade Corporate Bond Portfolio** | **Managed Account Shares Investment-Grade Corporate Bond Portfolio** | **Managed Account Shares Investment-Grade Corporate Bond Portfolio** | **Managed Account Shares Investment-Grade Corporate Bond Portfolio** | **Managed Account Shares Investment-Grade Corporate Bond Portfolio** | **Managed Account Shares Investment-Grade Corporate Bond Portfolio** | **Managed Account Shares Investment-Grade Corporate Bond Portfolio** | **Managed Account Shares Investment-Grade Corporate Bond Portfolio** |
| John Hancock Collateral Trust | 778647 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; $460622 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; $121246407 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; $(113918210) | &nbsp;&nbsp;&nbsp;&nbsp;$244 | &nbsp;&nbsp;&nbsp;&nbsp;$(253) | &nbsp;&nbsp;&nbsp;&nbsp;$98595 |  | &nbsp;&nbsp;&nbsp;&nbsp;$7788810 |
| **Managed Account Shares Non-Investment-Grade Corporate Bond Portfolio** | **Managed Account Shares Non-Investment-Grade Corporate Bond Portfolio** | **Managed Account Shares Non-Investment-Grade Corporate Bond Portfolio** | **Managed Account Shares Non-Investment-Grade Corporate Bond Portfolio** | **Managed Account Shares Non-Investment-Grade Corporate Bond Portfolio** | **Managed Account Shares Non-Investment-Grade Corporate Bond Portfolio** | **Managed Account Shares Non-Investment-Grade Corporate Bond Portfolio** | **Managed Account Shares Non-Investment-Grade Corporate Bond Portfolio** | **Managed Account Shares Non-Investment-Grade Corporate Bond Portfolio** | **Managed Account Shares Non-Investment-Grade Corporate Bond Portfolio** |
| John Hancock Collateral Trust | 148620 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; $2878706 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; $62503822 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; $(63895716) | &nbsp;&nbsp;&nbsp;&nbsp;$(114) | &nbsp;&nbsp;&nbsp;&nbsp;$(52) | &nbsp;&nbsp;&nbsp;&nbsp;$65574 |  | &nbsp;&nbsp;&nbsp;&nbsp;$1486646 |
| **Managed Account Shares Non-Investment-Grade Municipal Bond Portfolio** | **Managed Account Shares Non-Investment-Grade Municipal Bond Portfolio** | **Managed Account Shares Non-Investment-Grade Municipal Bond Portfolio** | **Managed Account Shares Non-Investment-Grade Municipal Bond Portfolio** | **Managed Account Shares Non-Investment-Grade Municipal Bond Portfolio** | **Managed Account Shares Non-Investment-Grade Municipal Bond Portfolio** | **Managed Account Shares Non-Investment-Grade Municipal Bond Portfolio** | **Managed Account Shares Non-Investment-Grade Municipal Bond Portfolio** | **Managed Account Shares Non-Investment-Grade Municipal Bond Portfolio** | **Managed Account Shares Non-Investment-Grade Municipal Bond Portfolio** |
| John Hancock Collateral Trust | &nbsp;&nbsp;61576 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; $226221 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; $2359678 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; $(1969901) | &nbsp;&nbsp;&nbsp;&nbsp;$(13) | &nbsp;&nbsp;&nbsp;&nbsp;$(39) | &nbsp;&nbsp;&nbsp;&nbsp;$8110 |  | &nbsp;&nbsp;&nbsp;&nbsp;$615946 |
| **Managed Account Shares Securitized Debt Portfolio** | **Managed Account Shares Securitized Debt Portfolio** | **Managed Account Shares Securitized Debt Portfolio** | **Managed Account Shares Securitized Debt Portfolio** | **Managed Account Shares Securitized Debt Portfolio** | **Managed Account Shares Securitized Debt Portfolio** | **Managed Account Shares Securitized Debt Portfolio** | **Managed Account Shares Securitized Debt Portfolio** | **Managed Account Shares Securitized Debt Portfolio** | **Managed Account Shares Securitized Debt Portfolio** |
| John Hancock Collateral Trust | 339279 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; $2077126 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; $95790674 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; $(94475011) | &nbsp;&nbsp;&nbsp;&nbsp;$1176 | &nbsp;&nbsp;&nbsp;&nbsp;$(162) | &nbsp;&nbsp;&nbsp;&nbsp;$170596 |  | &nbsp;&nbsp;&nbsp;&nbsp;$3393803 |

---

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

---

| | |
|:---|:---|
| 30 | \| |

---

## 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 Strategic Series

- **b. Investment Company Act file number:** 811-04651

- **c. CIK number of Registrant:** 0000792858

- **d. LEI of Registrant:** 549300EHS8HZVU6EA108

- **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:** 617-543-9634

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

- **a. Name of Series:** John Hancock Managed Account Shares Securitized Debt Portfolio

- **b. EDGAR series identifier (if any):** S000065850

- **c. LEI of Series:** 549300MFZ8GMNFIW3214

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

- **a. Date of fiscal year-end:** 2026-05-31

- **b. Date as of which information is reported:** 2026-02-28

**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:** $281586821.76

**Total Liabilities:** $2493344.58

**Net Assets:** $279093477.18

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** -1003.929750000000 | **1-Year:** -19744.465458000000 | **5-Year:** -55565.585163000000 | **10-Year:** -24180.785119000000 | **30-Year:** -3929.505472000000

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

- **3-Month:** -46.265269000000 | **1-Year:** -18.954292000000 | **5-Year:** 0.000000000000 | **10-Year:** 0.000000000000 | **30-Year:** 0.000000000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000212732 | 0.11%                | 0.47%                | 1.12%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $9330.21                 | $-563240.78                                |
| Month 2  | $-65850.24               | $202027.47                                 |
| Month 3  | $245123.52               | $1535396.95                                |

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| NXPT COMMERCIAL MORTGAGE TRUST NXPT 2024 STOR A 144A   | NXPT COMMERCIAL MORTGAGE TRUST NXPT 2024 STOR A 144A   | CUSIP: 67119YAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1503000 | PA      | $1501654.82   | 0.54%             | 2041-11-05      | Variable      | 4.31%                 | No            |                  2 | On Loan: No      |
| OBX 2026-NQM2 Trust                                    | OBX 2026-NQM2 TRUST OBX 2026 NQM2 A1 144A              | CUSIP: 67123VAF9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2609752 | PA      | $2616712.76   | 0.94%             | 2065-12-01      | Variable      | 4.82%                 | No            |                  2 | On Loan: No      |
| OBX 2025-NQM20 Trust                                   | OBX 2025-NQM20 TRUST OBX 2025 NQM20 A1 144A            | CUSIP: 67126GAC6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1431184 | PA      | $1440102.89   | 0.52%             | 2065-10-25      | Variable      | 5.02%                 | No            |                  2 | On Loan: No      |
| OBX 2025-NQM18 Trust                                   | OBX 2025-NQM18 TRUST OBX 2025 NQM18 A1 144A            | CUSIP: 673918AC2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    677909 | PA      | $682761.76    | 0.24%             | 2065-09-25      | Variable      | 5.06%                 | No            |                  2 | On Loan: No      |
| OBX 2025-NQM21 Trust                                   | OBX 2025-NQM21 TRUST OBX 2025 NQM21 A1 144A            | CUSIP: 67448BAF1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1076558 | PA      | $1082889.40   | 0.39%             | 2065-10-25      | Variable      | 4.99%                 | No            |                  2 | On Loan: No      |
| OBX 2025-NQM19 Trust                                   | OBX 2025-NQM19 TRUST OBX 2025 NQM19 A1 144A            | CUSIP: 67449LAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1391847 | PA      | $1396127.73   | 0.50%             | 2065-10-25      | Variable      | 4.87%                 | No            |                  2 | On Loan: No      |
| OBX 2026-NQM3 Trust                                    | OBX 2026-NQM3 TRUST OBX 2026 NQM3 A1 144A              | CUSIP: 67449MAF6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2283000 | PA      | $2282061.92   | 0.82%             | 2066-01-25      | Variable      | 4.65%                 | No            |                  2 | On Loan: No      |
| 1301 TRUST 2025-AOA AOA 2025 1301 A 144A               | 1301 TRUST 2025-AOA AOA 2025 1301 A 144A               | CUSIP: 682461AA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1959000 | PA      | $2005597.75   | 0.72%             | 2042-08-11      | Variable      | 5.06%                 | No            |                  2 | On Loan: No      |
| PROGRESS RESIDENTIAL 2025-SFR4 PROG 2025 SFR4 A 144A   | PROGRESS RESIDENTIAL 2025-SFR4 PROG 2025 SFR4 A 144A   | CUSIP: 74290JAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1236000 | PA      | $1235203.40   | 0.44%             | 2042-08-17      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| PROGRESS RESIDENTIAL 2024-SFR1 PROG 2024 SFR1 A 144A   | PROGRESS RESIDENTIAL 2024-SFR1 PROG 2024 SFR1 A 144A   | CUSIP: 74331QAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    772629 | PA      | $753602.69    | 0.27%             | 2041-02-17      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| PROGRESS RESIDENTIAL 2025-SFR1 PROG 2021 SFR6 A 144A   | PROGRESS RESIDENTIAL 2025-SFR1 PROG 2021 SFR6 A 144A   | CUSIP: 74333HAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    427658 | PA      | $423722.32    | 0.15%             | 2038-07-17      | Fixed         | 1.52%                 | No            |                  2 | On Loan: No      |
| PROGRESS RESIDENTIAL 2021-SFR3 PROG 2021 SFR3 A 144A   | PROGRESS RESIDENTIAL 2021-SFR3 PROG 2021 SFR3 A 144A   | CUSIP: 74333VAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    337258 | PA      | $335329.16    | 0.12%             | 2026-05-17      | Fixed         | 1.64%                 | No            |                  2 | On Loan: No      |
| PROGRESS RESIDENTIAL 2025-SFR6 PROG 2025 SFR6 A 144A   | PROGRESS RESIDENTIAL 2025-SFR6 PROG 2025 SFR6 A 144A   | CUSIP: 74334EAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2507000 | PA      | $2477811.50   | 0.89%             | 2042-12-17      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| PROGRESS RESIDENTIAL 2025-SFR2 PROG 2025 SFR2 A 144A   | PROGRESS RESIDENTIAL 2025-SFR2 PROG 2025 SFR2 A 144A   | CUSIP: 74334GAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1510120 | PA      | $1454178.51   | 0.52%             | 2042-04-17      | Fixed         | 3.31%                 | No            |                  2 | On Loan: No      |
| PROGRESS RESIDENTIAL 2026-SFR1 PROG 2026 SFR1 A 144A   | PROGRESS RESIDENTIAL 2026-SFR1 PROG 2026 SFR1 A 144A   | CUSIP: 74334HAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2910000 | PA      | $2838715.77   | 1.02%             | 2043-02-17      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| PROGRESS RESIDENTIAL 2025-SFR1 PROG 2025 SFR1 A 144A   | PROGRESS RESIDENTIAL 2025-SFR1 PROG 2025 SFR1 A 144A   | CUSIP: 74334NAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1211834 | PA      | $1173995.81   | 0.42%             | 2042-02-17      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| PROGRESS RESIDENTIAL 2025-SFR5 PROG 2025 SFR5 A 144A   | PROGRESS RESIDENTIAL 2025-SFR5 PROG 2025 SFR5 A 144A   | CUSIP: 74334RAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1394191 | PA      | $1366880.78   | 0.49%             | 2042-10-17      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| ROCK TRUST 2024-CNTR ROCC 2024 CNTR A 144A             | ROCK TRUST 2024-CNTR ROCC 2024 CNTR A 144A             | CUSIP: 74970WAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1954000 | PA      | $2022305.20   | 0.72%             | 2041-11-13      | Fixed         | 5.39%                 | No            |                  2 | On Loan: No      |
| ROCK TRUST 2024-CNTR ROCC 2024 CNTR D 144A             | ROCK TRUST 2024-CNTR ROCC 2024 CNTR D 144A             | CUSIP: 74970WAG5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1926000 | PA      | $2033691.13   | 0.73%             | 2041-11-13      | Fixed         | 7.11%                 | No            |                  2 | On Loan: No      |
| BBCMS MORTGAGE TRUST 2020-C6 BBCMS 2020 C6 A2          | BBCMS MORTGAGE TRUST 2020-C6 BBCMS 2020 C6 A2          | CUSIP: 05492TAB6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    190938 | PA      | $179731.02    | 0.06%             | 2053-02-15      | Fixed         | 2.69%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association               | GOVERNMENT NATIONAL MORTGAGE A GNR 2017 54 IO          | CUSIP: 38379RSG9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  13682314 | PA      | $466531.33    | 0.17%             | 2058-12-16      | Variable      | 0.71%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association               | GOVERNMENT NATIONAL MORTGAGE A GNR 2017 61 IO          | CUSIP: 38379RSQ7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    224663 | PA      | $7736.21      | 0.00%             | 2059-05-16      | Variable      | 0.69%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association               | GOVERNMENT NATIONAL MORTGAGE A GNR 2017 124 IO         | CUSIP: 38379RW58<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     25036 | PA      | $906.83       | 0.00%             | 2059-01-16      | Variable      | 0.63%                 | No            |                  2 | On Loan: No      |
| SUBWAY FUNDING LLC SUBWAY 2024 3A A23 144A             | SUBWAY FUNDING LLC SUBWAY 2024 3A A23 144A             | CUSIP: 864300AL2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2192250 | PA      | $2191767.27   | 0.79%             | 2054-07-30      | Fixed         | 5.91%                 | No            |                  2 | On Loan: No      |
| SUMMIT ISSUER LLC FIBER 2025 1A A2 144A                | SUMMIT ISSUER LLC FIBER 2025 1A A2 144A                | CUSIP: 86613XAN5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1187000 | PA      | $1205859.17   | 0.43%             | 2055-11-20      | Fixed         | 5.21%                 | No            |                  2 | On Loan: No      |
| SWITCH ABS ISSUER LLC SWTCH 2024 2A A2 144A            | SWITCH ABS ISSUER LLC SWTCH 2024 2A A2 144A            | CUSIP: 871044AE3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    468000 | PA      | $469376.29    | 0.17%             | 2054-06-25      | Fixed         | 5.44%                 | No            |                  2 | On Loan: No      |
| SWITCH ABS ISSUER LLC SWTCH 2025 1A A2 144A            | SWITCH ABS ISSUER LLC SWTCH 2025 1A A2 144A            | CUSIP: 871044AL7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1508000 | PA      | $1497563.43   | 0.54%             | 2055-03-25      | Fixed         | 5.04%                 | No            |                  2 | On Loan: No      |
| AandD MORTGAGE TRUST 2026-NQM1 ADMT 2026 NQM1 A1 144A  | AandD MORTGAGE TRUST 2026-NQM1 ADMT 2026 NQM1 A1 144A  | CUSIP: 00040DAC7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    991660 | PA      | $993425.58    | 0.36%             | 2071-02-25      | Variable      | 4.91%                 | No            |                  2 | On Loan: No      |
| COLT 2022-2 MORTGAGE LOAN TRUS COLT 2022 2 A1 144A     | COLT 2022-2 MORTGAGE LOAN TRUS COLT 2022 2 A1 144A     | CUSIP: 19685EAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    430731 | PA      | $419401.94    | 0.15%             | 2067-02-25      | Variable      | 3.99%                 | No            |                  2 | On Loan: No      |
| COLT 2021-2 MORTGAGE LOAN TRUS COLT 2021 2 A1 144A     | COLT 2021-2 MORTGAGE LOAN TRUS COLT 2021 2 A1 144A     | CUSIP: 19685WAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    291324 | PA      | $250433.45    | 0.09%             | 2066-08-25      | Variable      | 0.92%                 | No            |                  2 | On Loan: No      |
| COLT 2020-RPL1 TRUST COLT 2020 RPL1 A1 144A            | COLT 2020-RPL1 TRUST COLT 2020 RPL1 A1 144A            | CUSIP: 19687YAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2147558 | PA      | $1878909.37   | 0.67%             | 2065-01-25      | Variable      | 1.39%                 | No            |                  2 | On Loan: No      |
| COLT 2021-1RMORTGAGE PASS-THRO COLT 2021 1R A1 144A    | COLT 2021-1RMORTGAGE PASS-THRO COLT 2021 1R A1 144A    | CUSIP: 19688BAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     14767 | PA      | $13616.57     | 0.00%             | 2065-05-25      | Variable      | 0.86%                 | No            |                  2 | On Loan: No      |
| COLT 2021-3 MORTGAGE LOAN TRUS COLT 2021 3 A1 144A     | COLT 2021-3 MORTGAGE LOAN TRUS COLT 2021 3 A1 144A     | CUSIP: 19688FAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    549180 | PA      | $479123.56    | 0.17%             | 2066-09-27      | Variable      | 0.96%                 | No            |                  2 | On Loan: No      |
| ABPCI DIRECT LENDING FUND ABS ABDLF 2020 1A A 144A     | ABPCI DIRECT LENDING FUND ABS ABDLF 2020 1A A 144A     | CUSIP: 00090TAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    312016 | PA      | $310059.82    | 0.11%             | 2030-12-29      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| AMSR 2024-SFR1 TRUST AMSR 2024 SFR1 A 144A             | AMSR 2024-SFR1 TRUST AMSR 2024 SFR1 A 144A             | CUSIP: 00179CAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    120000 | PA      | $120089.46    | 0.04%             | 2041-07-17      | Variable      | 4.29%                 | No            |                  2 | On Loan: No      |
| COLT 2021-HX1 MORTGAGE LOAN TR COLT 2021 HX1 A1 144A   | COLT 2021-HX1 MORTGAGE LOAN TR COLT 2021 HX1 A1 144A   | CUSIP: 19688KAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    111624 | PA      | $98236.62     | 0.04%             | 2066-10-25      | Variable      | 1.11%                 | No            |                  2 | On Loan: No      |
| COLT 2025-6 MORTGAGE LOAN TRUS COLT 2025 6 A1 144A     | COLT 2025-6 MORTGAGE LOAN TRUS COLT 2025 6 A1 144A     | CUSIP: 19689BAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    895079 | PA      | $905083.92    | 0.32%             | 2070-08-25      | Variable      | 5.53%                 | No            |                  2 | On Loan: No      |
| BAHA TRUST 2024-MAR BAHA 2024 MAR A 144A               | BAHA TRUST 2024-MAR BAHA 2024 MAR A 144A               | CUSIP: 05493XAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2303000 | PA      | $2404011.88   | 0.86%             | 2041-12-10      | Variable      | 6.17%                 | No            |                  2 | On Loan: No      |
| BANK5 2025-5YR19 BANK5 2025 5YR19 A3                   | BANK5 2025-5YR19 BANK5 2025 5YR19 A3                   | CUSIP: 05494RBL5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1194000 | PA      | $1249617.48   | 0.45%             | 2058-12-15      | Fixed         | 5.27%                 | No            |                  2 | On Loan: No      |
| BBCMS MORTGAGE TRUST 2024-5C29 BBCMS 2024 5C29 A3      | BBCMS MORTGAGE TRUST 2024-5C29 BBCMS 2024 5C29 A3      | CUSIP: 05555PAC6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2470000 | PA      | $2553187.62   | 0.91%             | 2057-09-15      | Fixed         | 5.21%                 | No            |                  2 | On Loan: No      |
| BBCMS MORTGAGE TRUST 2025-5C38 BBCMS 2025 5C38 A3      | BBCMS MORTGAGE TRUST 2025-5C38 BBCMS 2025 5C38 A3      | CUSIP: 05556RAB3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    495000 | PA      | $514396.08    | 0.18%             | 2058-11-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| BBCMS MORTGAGE TRUST 2026-5C40 BBCMS 2026 5C40 A3      | BBCMS MORTGAGE TRUST 2026-5C40 BBCMS 2026 5C40 A3      | CUSIP: 05557AAC7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1181000 | PA      | $1234910.52   | 0.44%             | 2059-02-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| BX TRUST 2019-OC11 BX 2019 OC11 A 144A                 | BX TRUST 2019-OC11 BX 2019 OC11 A 144A                 | CUSIP: 05606FAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1172000 | PA      | $1126318.37   | 0.40%             | 2041-12-09      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| BXHPP TRUST 2021-FILM BXHPP 2021 FILM C 144A           | BXHPP TRUST 2021-FILM BXHPP 2021 FILM C 144A           | CUSIP: 05609JAL6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1409000 | PA      | $1225830.00   | 0.44%             | 2036-08-15      | Floating      | 4.87%                 | No            |                  2 | On Loan: No      |
| BX TRUST 2022-CLS BX 2022 CLS A 144A                   | BX TRUST 2022-CLS BX 2022 CLS A 144A                   | CUSIP: 05609XAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1098000 | PA      | $1101021.59   | 0.39%             | 2027-10-13      | Fixed         | 5.76%                 | No            |                  2 | On Loan: No      |
| BANK5 2025-5YR18 BANK5 2025 5YR18 A3                   | BANK5 2025-5YR18 BANK5 2025 5YR18 A3                   | CUSIP: 06604CAC4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2368000 | PA      | $2460380.42   | 0.88%             | 2058-12-15      | Fixed         | 5.14%                 | No            |                  2 | On Loan: No      |
| BBCMS MORTGAGE TRUST 2024-5C31 BBCMS 2024 5C31 A3      | BBCMS MORTGAGE TRUST 2024-5C31 BBCMS 2024 5C31 A3      | CUSIP: 07336YAC9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    983000 | PA      | $1030419.53   | 0.37%             | 2057-12-15      | Fixed         | 5.61%                 | No            |                  2 | On Loan: No      |
| BEACON CONTAINER FINANCE II LL BEACN 2021 1A A 144A    | BEACON CONTAINER FINANCE II LL BEACN 2021 1A A 144A    | CUSIP: 07359BAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3640267 | PA      | $3427133.67   | 1.23%             | 2046-10-22      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Cloud Capital Holdco LP                                | BOURZOU ISSUER LLC, JAMSHID IS CLDCD 2024 2A A2 144A   | CUSIP: 102104AC0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1525000 | PA      | $1553197.40   | 0.56%             | 2049-11-22      | Fixed         | 5.92%                 | No            |                  2 | On Loan: No      |
| BRAVO RESIDENTIAL FUNDING TRUS BRAVO 2021 NQM1 A1 144A | BRAVO RESIDENTIAL FUNDING TRUS BRAVO 2021 NQM1 A1 144A | CUSIP: 10569TAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    257446 | PA      | $245360.80    | 0.09%             | 2049-02-25      | Variable      | 0.94%                 | No            |                  2 | On Loan: No      |
| CARS-DB7 LP CAUTO 2023 1A A1 144A                      | CARS-DB7 LP CAUTO 2023 1A A1 144A                      | CUSIP: 12510HAS9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2038273 | PA      | $2050156.45   | 0.73%             | 2053-09-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Capital Automotive REIT                                | CAPITAL AUTOMOTIVE REIT CAUTO 2024 2A A2 144A          | CUSIP: 12510HAX8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    877100 | PA      | $881195.28    | 0.32%             | 2054-05-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Capital Automotive REIT                                | CAPITAL AUTOMOTIVE REIT CAUTO 2024 3A A1 144A          | CUSIP: 12510HAZ3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    936730 | PA      | $929056.07    | 0.33%             | 2054-10-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| CENT 2025-CITY CENT 2025 CITY A 144A                   | CENT 2025-CITY CENT 2025 CITY A 144A                   | CUSIP: 12517TAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1173000 | PA      | $1202243.59   | 0.43%             | 2040-07-10      | Variable      | 4.92%                 | No            |                  2 | On Loan: No      |
| CLI Funding VI LLC                                     | CLI FUNDING VI LLC CLIF 2020 1A A 144A                 | CUSIP: 12563LAN7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1827001 | PA      | $1734759.11   | 0.62%             | 2045-09-18      | Fixed         | 2.08%                 | No            |                  2 | On Loan: No      |
| COMPASS DATACENTERS ISSUER II CMPDC 2024 1A A1 144A    | COMPASS DATACENTERS ISSUER II CMPDC 2024 1A A1 144A    | CUSIP: 20469AAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1400000 | PA      | $1409548.70   | 0.51%             | 2049-02-25      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| COMPASS DATACENTERS ISSUER III CMDC 2025 2A A2 144A    | COMPASS DATACENTERS ISSUER III CMDC 2025 2A A2 144A    | CUSIP: 20469BAB3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    579000 | PA      | $591379.19    | 0.21%             | 2050-02-25      | Fixed         | 5.83%                 | No            |                  2 | On Loan: No      |
| COMPASS DATACENTERS ISSUER II CMPDC 2025 1A A1 144A    | COMPASS DATACENTERS ISSUER II CMPDC 2025 1A A1 144A    | CUSIP: 20469CAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1374000 | PA      | $1392227.35   | 0.50%             | 2050-05-25      | Fixed         | 5.32%                 | No            |                  2 | On Loan: No      |
| CONCORD MUSIC ROYALTIES LLC TUNES 2025 2A A 144A       | CONCORD MUSIC ROYALTIES LLC TUNES 2025 2A A 144A       | CUSIP: 20633KAL2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1293000 | PA      | $1331914.26   | 0.48%             | 2075-07-20      | Fixed         | 5.79%                 | No            |                  2 | On Loan: No      |
| CONSOLIDATED COMMUNICATIONS LL CNSL 2025 1A A2 144A    | CONSOLIDATED COMMUNICATIONS LL CNSL 2025 1A A2 144A    | CUSIP: 209031AA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1660000 | PA      | $1701771.41   | 0.61%             | 2055-05-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| CROSS 2025-H8 MORTGAGE TRUST CROSS 2025 H8 A1 144A     | CROSS 2025-H8 MORTGAGE TRUST CROSS 2025 H8 A1 144A     | CUSIP: 22757XAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1887190 | PA      | $1895561.84   | 0.68%             | 2070-11-25      | Variable      | 5.00%                 | No            |                  2 | On Loan: No      |
| CROSS 2026-NQM1 MORTGAGE TRUST CROSS 2026 NQM1 A1 144A | CROSS 2026-NQM1 MORTGAGE TRUST CROSS 2026 NQM1 A1 144A | CUSIP: 22758EAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2203868 | PA      | $2203291.37   | 0.79%             | 2061-02-25      | Variable      | 4.70%                 | No            |                  2 | On Loan: No      |
| CROSS 2025-H10 MORTGAGE TRUST CROSS 2025 H10 A1 144A   | CROSS 2025-H10 MORTGAGE TRUST CROSS 2025 H10 A1 144A   | CUSIP: 22758YAC7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    900001 | PA      | $903015.49    | 0.32%             | 2071-01-25      | Variable      | 4.97%                 | No            |                  2 | On Loan: No      |
| CROSS 2025-H9 MORTGAGE TRUST CROSS 2025 H9 A1 144A     | CROSS 2025-H9 MORTGAGE TRUST CROSS 2025 H9 A1 144A     | CUSIP: 227923AA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1554669 | PA      | $1561632.09   | 0.56%             | 2070-11-25      | Variable      | 5.04%                 | No            |                  2 | On Loan: No      |
| DB Master Finance LLC                                  | DB MASTER FINANCE LLC DNKN 2017 1A A2II 144A           | CUSIP: 233046AF8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1021200 | PA      | $1017316.78   | 0.36%             | 2047-11-20      | Fixed         | 4.03%                 | No            |                  2 | On Loan: No      |
| DB Master Finance LLC                                  | DB MASTER FINANCE LLC DNKN 2025 1A A2I 144A            | CUSIP: 233046AU5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    891765 | PA      | $900809.55    | 0.32%             | 2055-08-20      | Fixed         | 4.89%                 | No            |                  2 | On Loan: No      |
| DB Master Finance LLC                                  | DB MASTER FINANCE LLC DNKN 2025 1A A2II 144A           | CUSIP: 233046AW1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    952612 | PA      | $965824.38    | 0.35%             | 2055-08-20      | Fixed         | 5.17%                 | No            |                  2 | On Loan: No      |
| AMSR 2021-SFR1 TRUST AMSR 2021 SFR1 B 144A             | AMSR 2021-SFR1 TRUST AMSR 2021 SFR1 B 144A             | CUSIP: 00179DAB2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    570000 | PA      | $540864.17    | 0.19%             | 2038-06-17      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| Domino's Pizza Master Issuer LLC                       | DOMINO'S PIZZA MASTER ISSUER L DPABS 2025 1A A2II 144A | CUSIP: 25755TAR1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    885000 | PA      | $908172.13    | 0.33%             | 2055-07-25      | Fixed         | 5.22%                 | No            |                  2 | On Loan: No      |
| Driven Brands Funding LLC                              | DRIVEN BRANDS FUNDING LLC HONK 2020 2A A2 144A         | CUSIP: 26209XAC5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1831303 | PA      | $1785484.19   | 0.64%             | 2051-01-20      | Fixed         | 3.24%                 | No            |                  2 | On Loan: No      |
| Driven Brands Funding LLC                              | DRIVEN BRANDS FUNDING LLC HONK 2021 1A A2 144A         | CUSIP: 26209XAD3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1759830 | PA      | $1674055.19   | 0.60%             | 2051-10-20      | Fixed         | 2.79%                 | No            |                  2 | On Loan: No      |
| ELLINGTON FINANCIAL MORTGAGE T EFMT 2019 2 A1 144A     | ELLINGTON FINANCIAL MORTGAGE T EFMT 2019 2 A1 144A     | CUSIP: 31573TAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     12976 | PA      | $12671.54     | 0.00%             | 2059-11-25      | Variable      | 2.74%                 | No            |                  2 | On Loan: No      |
| ELLINGTON FINANCIAL MORTGAGE T EFMT 2021 1 A1 144A     | ELLINGTON FINANCIAL MORTGAGE T EFMT 2021 1 A1 144A     | CUSIP: 31574XAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     93131 | PA      | $82705.55     | 0.03%             | 2066-02-25      | Variable      | 0.80%                 | No            |                  2 | On Loan: No      |
| CLI Funding VI LLC                                     | CLI FUNDING VI LLC CLIF 2020 3A A 144A                 | CUSIP: 12563LAS6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    292972 | PA      | $278435.29    | 0.10%             | 2045-10-18      | Fixed         | 2.07%                 | No            |                  2 | On Loan: No      |
| CLI Funding VIII LLC                                   | CLI FUNDING VIII LLC CLIF 2021 1A A 144A               | CUSIP: 12565KAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    667898 | PA      | $625604.46    | 0.22%             | 2046-02-18      | Fixed         | 1.64%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association               | GOVERNMENT NATIONAL MORTGAGE A GNR 2017 140 IO         | CUSIP: 38379R4P5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     32981 | PA      | $844.32       | 0.00%             | 2059-02-16      | Variable      | 0.49%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association               | GOVERNMENT NATIONAL MORTGAGE A GNR 2017 109 IO         | CUSIP: 38379RG98<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     35412 | PA      | $349.63       | 0.00%             | 2057-04-16      | Variable      | 0.20%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association               | GOVERNMENT NATIONAL MORTGAGE A GNR 2016 174 IO         | CUSIP: 38379RJU8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     29262 | PA      | $900.88       | 0.00%             | 2056-11-16      | Variable      | 0.72%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association               | GOVERNMENT NATIONAL MORTGAGE A GNR 2017 23 IO          | CUSIP: 38379RMS9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   5040664 | PA      | $169576.02    | 0.06%             | 2059-05-16      | Variable      | 0.60%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association               | GOVERNMENT NATIONAL MORTGAGE A GNR 2017 22 IO          | CUSIP: 38379RNC3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     21968 | PA      | $787.79       | 0.00%             | 2057-12-16      | Variable      | 0.77%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association               | GOVERNMENT NATIONAL MORTGAGE A GNR 2017 89 IO          | CUSIP: 38379RZH9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     30926 | PA      | $748.38       | 0.00%             | 2059-07-16      | Variable      | 0.44%                 | No            |                  2 | On Loan: No      |
| CONSOLIDATED COMMUNICATIONS LL CNSL 2025 4A A2 144A    | CONSOLIDATED COMMUNICATIONS LL CNSL 2025 4A A2 144A    | CUSIP: 315961AA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    994000 | PA      | $1014085.96   | 0.36%             | 2055-12-20      | Fixed         | 5.52%                 | No            |                  2 | On Loan: No      |
| FIRSTKEY HOMES 2021-SFR1 TRUST FKH 2021 SFR1 C 144A    | FIRSTKEY HOMES 2021-SFR1 TRUST FKH 2021 SFR1 C 144A    | CUSIP: 33767WAE3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    213000 | PA      | $210235.69    | 0.08%             | 2038-08-17      | Fixed         | 1.89%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association               | GOVERNMENT NATIONAL MORTGAGE A GNR 2017 20 IO          | CUSIP: 38379U6A9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     66232 | PA      | $1298.70      | 0.00%             | 2058-12-16      | Variable      | 0.48%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association               | GOVERNMENT NATIONAL MORTGAGE A GNR 2017 46 IO          | CUSIP: 38379U7Q3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     47978 | PA      | $1795.15      | 0.00%             | 2057-11-16      | Variable      | 0.65%                 | No            |                  2 | On Loan: No      |
| FIRSTKEY HOMES 2021-SFR1 TRUST FKH 2021 SFR1 D 144A    | FIRSTKEY HOMES 2021-SFR1 TRUST FKH 2021 SFR1 D 144A    | CUSIP: 33767WAG8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    445000 | PA      | $439672.50    | 0.16%             | 2038-08-17      | Fixed         | 2.19%                 | No            |                  2 | On Loan: No      |
| FLAGSTAR MORTGAGE TRUST 2021-1 FSMT 2021 1 A2 144A     | FLAGSTAR MORTGAGE TRUST 2021-1 FSMT 2021 1 A2 144A     | CUSIP: 33852DAB7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    937240 | PA      | $803316.99    | 0.29%             | 2051-02-01      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| GCAT 2020-NQM2 TRUST GCAT 2020 NQM2 A1 144A            | GCAT 2020-NQM2 TRUST GCAT 2020 NQM2 A1 144A            | CUSIP: 36166RAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    422466 | PA      | $409005.30    | 0.15%             | 2065-04-25      | Variable      | 2.56%                 | No            |                  2 | On Loan: No      |
| GCAT 2021-NQM3 TRUST GCAT 2021 NQM3 A1 144A            | GCAT 2021-NQM3 TRUST GCAT 2021 NQM3 A1 144A            | CUSIP: 36167HAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    832884 | PA      | $744957.13    | 0.27%             | 2066-05-25      | Variable      | 1.09%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association               | GOVERNMENT NATIONAL MORTGAGE A GNR 2023 33 IO          | CUSIP: 38381JAV9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   4453988 | PA      | $311241.98    | 0.11%             | 2063-05-16      | Variable      | 0.93%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association               | GOVERNMENT NATIONAL MORTGAGE A GNR 2023 36 IO          | CUSIP: 38381JDB0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   7958227 | PA      | $479546.03    | 0.17%             | 2064-10-16      | Variable      | 0.94%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association               | GOVERNMENT NATIONAL MORTGAGE A GNR 2018 99 IO          | CUSIP: 38380J7L6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    163223 | PA      | $4309.14      | 0.00%             | 2060-06-16      | Variable      | 0.45%                 | 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        |  19098725 | PA      | $467154.80    | 0.17%             | 2059-06-16      | Variable      | 0.41%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association               | GOVERNMENT NATIONAL MORTGAGE A GNR 2018 158 IO         | CUSIP: 38380MUV1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    162839 | PA      | $9807.94      | 0.00%             | 2061-05-16      | Variable      | 0.80%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association               | GOVERNMENT NATIONAL MORTGAGE A GNR 2023 62 IO          | CUSIP: 38381JED5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   4840935 | PA      | $303004.30    | 0.11%             | 2065-02-16      | Variable      | 0.94%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association               | GOVERNMENT NATIONAL MORTGAGE A GNR 2023 177 IO         | CUSIP: 38381JG35<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   7490934 | PA      | $437473.53    | 0.16%             | 2065-06-16      | Variable      | 0.86%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association               | GOVERNMENT NATIONAL MORTGAGE A GNR 2023 91 IO          | CUSIP: 38381JKL0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   4431367 | PA      | $306242.01    | 0.11%             | 2065-04-16      | Variable      | 0.88%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association               | GOVERNMENT NATIONAL MORTGAGE A GNR 2023 105 IO         | CUSIP: 38381JMK0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   5527606 | PA      | $326815.82    | 0.12%             | 2065-07-16      | Variable      | 0.75%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association               | GOVERNMENT NATIONAL MORTGAGE A GNR 2025 35 IO          | CUSIP: 38381L7W6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  15791431 | PA      | $916717.84    | 0.33%             | 2066-09-16      | Variable      | 0.76%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association               | GOVERNMENT NATIONAL MORTGAGE A GNR 2024 193 IO         | CUSIP: 38381LG97<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  15966250 | PA      | $992522.75    | 0.36%             | 2066-12-16      | Variable      | 0.70%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association               | GOVERNMENT NATIONAL MORTGAGE A GNR 2024 194 IO         | CUSIP: 38381LK68<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  12789242 | PA      | $946992.21    | 0.34%             | 2067-08-16      | Variable      | 0.96%                 | 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        |  14774393 | PA      | $483066.50    | 0.17%             | 2059-11-16      | Variable      | 0.58%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association               | GOVERNMENT NATIONAL MORTGAGE A GNR 2018 69 IO          | CUSIP: 38380JQ50<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     56435 | PA      | $2545.23      | 0.00%             | 2060-04-16      | Variable      | 0.61%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association               | GOVERNMENT NATIONAL MORTGAGE A GNR 2018 114 IO         | CUSIP: 38380MFV8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     79580 | PA      | $3125.92      | 0.00%             | 2060-04-16      | Variable      | 0.59%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association               | GOVERNMENT NATIONAL MORTGAGE A GNR 2024 135 IO         | CUSIP: 38381LSH6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  14384916 | PA      | $890220.62    | 0.32%             | 2066-11-16      | Variable      | 0.83%                 | No            |                  2 | On Loan: No      |
| CSMC 2021-NQM2 CSMC 2021 NQM2 A1 144A                  | CSMC 2021-NQM2 CSMC 2021 NQM2 A1 144A                  | CUSIP: 12662EAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    304882 | PA      | $277160.26    | 0.10%             | 2066-02-25      | Variable      | 1.18%                 | No            |                  2 | On Loan: No      |
| Csmc 2021-Nqm6 Trust                                   | CSMC 2021-NQM6 TRUST CSMC 2021 NQM6 A1 144A            | CUSIP: 12662KAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    586665 | PA      | $515890.22    | 0.18%             | 2066-07-25      | Variable      | 1.17%                 | No            |                  2 | On Loan: No      |
| CITIGROUP COMMERCIAL MORTGAGE CGCMT 2023 SMRT A 144A   | CITIGROUP COMMERCIAL MORTGAGE CGCMT 2023 SMRT A 144A   | CUSIP: 17291NAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1670000 | PA      | $1721418.97   | 0.62%             | 2040-10-12      | Variable      | 5.82%                 | No            |                  2 | On Loan: No      |
| CITIGROUP COMMERCIAL MORTGAGE CGCMT 2020 GC46 A2       | CITIGROUP COMMERCIAL MORTGAGE CGCMT 2020 GC46 A2       | CUSIP: 17328RAX7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    139672 | PA      | $134509.45    | 0.05%             | 2053-02-15      | Fixed         | 2.71%                 | No            |                  2 | On Loan: No      |
| DBJPM 20-C9 MORTGAGE TRUST DBJPM 2020 C9 A2            | DBJPM 20-C9 MORTGAGE TRUST DBJPM 2020 C9 A2            | CUSIP: 233063AF3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     34302 | PA      | $34236.62     | 0.01%             | 2053-08-15      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association               | GOVERNMENT NATIONAL MORTGAGE A GNR 2019 131 IO         | CUSIP: 38380NPW3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    129337 | PA      | $7380.88      | 0.00%             | 2061-07-16      | Variable      | 0.80%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association               | GOVERNMENT NATIONAL MORTGAGE A GNR 2020 118 IO         | CUSIP: 38380P2F0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   4819651 | PA      | $303589.33    | 0.11%             | 2062-06-16      | Variable      | 0.89%                 | No            |                  2 | On Loan: No      |
| Deephaven Residential Mortgage Trust 2021-2            | DEEPHAVEN RESIDENTIAL MORTGAGE DRMT 2021 2 A1 144A     | CUSIP: 24381WAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    316939 | PA      | $286009.63    | 0.10%             | 2066-04-25      | Variable      | 0.90%                 | No            |                  2 | On Loan: No      |
| DIAMOND INFRASTRUCTURE FUNDING DNFRA 2021 1A A 144A    | DIAMOND INFRASTRUCTURE FUNDING DNFRA 2021 1A A 144A    | CUSIP: 25265LAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1229000 | PA      | $1199446.48   | 0.43%             | 2049-04-15      | Fixed         | 1.76%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association               | GOVERNMENT NATIONAL MORTGAGE A GNR 2020 137 IO         | CUSIP: 38380P4X9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   3787220 | PA      | $233430.59    | 0.08%             | 2062-09-16      | Variable      | 0.80%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association               | GOVERNMENT NATIONAL MORTGAGE A GNR 2020 114 IO         | CUSIP: 38380PT20<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    767103 | PA      | $40075.59     | 0.01%             | 2062-09-16      | Variable      | 0.80%                 | No            |                  2 | On Loan: No      |
| Domino's Pizza Master Issuer LLC                       | DOMINO'S PIZZA MASTER ISSUER L DPABS 2019 1A A2 144A   | CUSIP: 25755TAL4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    682560 | PA      | $667590.16    | 0.24%             | 2049-10-25      | Fixed         | 3.67%                 | No            |                  2 | On Loan: No      |
| Domino's Pizza Master Issuer LLC                       | DOMINO'S PIZZA MASTER ISSUER L DPABS 2021 1A A2I 144A  | CUSIP: 25755TAN0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1862338 | PA      | $1788108.64   | 0.64%             | 2051-04-25      | Fixed         | 2.66%                 | No            |                  2 | On Loan: No      |
| Domino's Pizza Master Issuer LLC                       | DOMINO'S PIZZA MASTER ISSUER L DPABS 2025 1A A2I 144A  | CUSIP: 25755TAQ3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    762000 | PA      | $775698.63    | 0.28%             | 2055-07-25      | Fixed         | 4.93%                 | No            |                  2 | On Loan: No      |
| Driven Brands Funding LLC                              | DRIVEN BRANDS FUNDING LLC HONK 2025 1A A2 144A         | CUSIP: 26209XAK7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    842888 | PA      | $850065.02    | 0.30%             | 2055-10-20      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association               | GOVERNMENT NATIONAL MORTGAGE A GNR 2025 3 IO           | CUSIP: 38381LU75<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  13069461 | PA      | $894140.63    | 0.32%             | 2067-04-16      | Variable      | 0.85%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association               | GOVERNMENT NATIONAL MORTGAGE A GNR 2024 179 XI         | CUSIP: 38381LYJ5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  13698601 | PA      | $964411.67    | 0.35%             | 2066-12-16      | Variable      | 0.83%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association               | GOVERNMENT NATIONAL MORTGAGE A GNR 2025 128 IO         | CUSIP: 38381MA75<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  12684805 | PA      | $1027985.44   | 0.37%             | 2067-09-16      | Variable      | 0.93%                 | No            |                  2 | On Loan: No      |
| SWITCH ABS ISSUER LLC SWTCH 2025 2A A21 144A           | SWITCH ABS ISSUER LLC SWTCH 2025 2A A21 144A           | CUSIP: 871044AS2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1431000 | PA      | $1441523.29   | 0.52%             | 2055-10-25      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| TIF FUNDING II LLC TIF 2020 1A A 144A                  | TIF FUNDING II LLC TIF 2020 1A A 144A                  | CUSIP: 872480AA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1084800 | PA      | $1043546.89   | 0.37%             | 2045-08-20      | Fixed         | 2.09%                 | 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        |    902452 | PA      | $834419.22    | 0.30%             | 2046-02-20      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| Taco Bell Funding LLC                                  | TACO BELL FUNDING LLC BELL 2025 1A A2I 144A            | CUSIP: 87342RAK0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1704000 | PA      | $1722952.40   | 0.62%             | 2055-08-25      | Fixed         | 4.82%                 | No            |                  2 | On Loan: No      |
| Taco Bell Funding LLC                                  | TACO BELL FUNDING LLC BELL 2025 1A A2II 144A           | CUSIP: 87342RAL8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2268000 | PA      | $2313829.48   | 0.83%             | 2055-08-25      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association               | GOVERNMENT NATIONAL MORTGAGE A GNR 2020 92 IO          | CUSIP: 38380PTT1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    762010 | PA      | $42355.69     | 0.02%             | 2062-02-16      | Variable      | 0.88%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association               | GOVERNMENT NATIONAL MORTGAGE A GNR 2020 120 IO         | CUSIP: 38380PV76<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    899492 | PA      | $52533.13     | 0.02%             | 2062-05-16      | Variable      | 0.76%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association               | GOVERNMENT NATIONAL MORTGAGE A GNR 2020 108 IO         | CUSIP: 38380PWY6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   2377644 | PA      | $136827.49    | 0.05%             | 2062-06-16      | Variable      | 0.85%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association               | GOVERNMENT NATIONAL MORTGAGE A GNR 2021 47 IO          | CUSIP: 38380RA75<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   4415563 | PA      | $295210.00    | 0.11%             | 2061-03-16      | Variable      | 0.99%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association               | GOVERNMENT NATIONAL MORTGAGE A GNR 2020 150 IO         | CUSIP: 38380RBL3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1050927 | PA      | $71640.87     | 0.03%             | 2062-12-16      | Variable      | 0.97%                 | No            |                  2 | On Loan: No      |
| JH COLLATERAL                                          | JH COLLATERAL                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             | RF                | US        |    339278 | NS      | $3393797.43   | 1.22%             |  |  |  | No            |                  1 | On Loan: No      |
| WELLS FARGO COMMERCIAL MORTGAG WFCM 2025 5C6 A3        | WELLS FARGO COMMERCIAL MORTGAG WFCM 2025 5C6 A3        | CUSIP: 95004TAC6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    955000 | PA      | $991141.88    | 0.36%             | 2058-10-15      | Fixed         | 5.19%                 | No            |                  2 | On Loan: No      |
| Wendy's Funding LLC                                    | WENDY'S FUNDING LLC WEN 2021 1A A2I 144A               | CUSIP: 95058XAK4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1895954 | PA      | $1787582.86   | 0.64%             | 2051-06-15      | Fixed         | 2.37%                 | No            |                  2 | On Loan: No      |
| TOWD POINT MORTGAGE TRUST 2015 TPMT 2015 6 M2 144A     | TOWD POINT MORTGAGE TRUST 2015 TPMT 2015 6 M2 144A     | CUSIP: 89172RAD7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    145677 | PA      | $144615.44    | 0.05%             | 2055-04-25      | Variable      | 3.75%                 | No            |                  2 | On Loan: No      |
| TOWD POINT MORTGAGE TRUST 2018 TPMT 2018 4 A1 144A     | TOWD POINT MORTGAGE TRUST 2018 TPMT 2018 4 A1 144A     | CUSIP: 89175TAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    554860 | PA      | $533466.96    | 0.19%             | 2058-06-25      | Variable      | 3.00%                 | No            |                  2 | On Loan: No      |
| Towd Point Mortgage Trust 2019-1                       | TOWD POINT MORTGAGE TRUST 2019 TPMT 2019 1 A1 144A     | CUSIP: 89177BAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    579133 | PA      | $569293.63    | 0.20%             | 2058-03-25      | Variable      | 3.74%                 | No            |                  2 | On Loan: No      |
| TOWD POINT MORTGAGE TRUST 2019 TPMT 2019 4 A1 144A     | TOWD POINT MORTGAGE TRUST 2019 TPMT 2019 4 A1 144A     | CUSIP: 89178BAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    351015 | PA      | $340869.72    | 0.12%             | 2059-10-25      | Variable      | 2.90%                 | No            |                  2 | On Loan: No      |
| TOWD POINT MORTGAGE TRUST 2020 TPMT 2020 3 A1 144A     | TOWD POINT MORTGAGE TRUST 2020 TPMT 2020 3 A1 144A     | CUSIP: 89178UAL6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    125153 | PA      | $122203.69    | 0.04%             | 2063-02-25      | Variable      | 3.09%                 | No            |                  2 | On Loan: No      |
| TOWD POINT MORTGAGE TRUST 2020 TPMT 2020 1 A1 144A     | TOWD POINT MORTGAGE TRUST 2020 TPMT 2020 1 A1 144A     | CUSIP: 89178WAU2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    286640 | PA      | $278563.88    | 0.10%             | 2060-01-25      | Variable      | 2.71%                 | No            |                  2 | On Loan: No      |
| TOWD POINT MORTGAGE TRUST 2020 TPMT 2020 4 A1 144A     | TOWD POINT MORTGAGE TRUST 2020 TPMT 2020 4 A1 144A     | CUSIP: 89179JAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1028795 | PA      | $950943.16    | 0.34%             | 2060-10-25      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Towd Point Mortgage Trust 2024-1                       | TOWD POINT MORTGAGE TRUST 2024 TPMT 2024 1 A1 144A     | CUSIP: 89182NAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    953825 | PA      | $979001.80    | 0.35%             | 2064-03-25      | Variable      | 4.86%                 | No            |                  2 | On Loan: No      |
| TOWD POINT MORTGAGE TRUST 2024 TPMT 2024 3 A1A 144A    | TOWD POINT MORTGAGE TRUST 2024 TPMT 2024 3 A1A 144A    | CUSIP: 89183FAP3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    666672 | PA      | $678754.98    | 0.24%             | 2065-07-25      | Variable      | 5.03%                 | No            |                  2 | On Loan: No      |
| TOWD POINT MORTGAGE TRUST 2024 TPMT 2024 4 A1A 144A    | TOWD POINT MORTGAGE TRUST 2024 TPMT 2024 4 A1A 144A    | CUSIP: 89183GAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    483563 | PA      | $492679.82    | 0.18%             | 2064-10-27      | Variable      | 4.57%                 | No            |                  2 | On Loan: No      |
| TRICON AMERICAN HOMES 2020-SFR TAH 2020 SFR2 A 144A    | TRICON AMERICAN HOMES 2020-SFR TAH 2020 SFR2 A 144A    | CUSIP: 89613JAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    426319 | PA      | $407990.75    | 0.15%             | 2039-11-17      | Fixed         | 1.48%                 | No            |                  2 | On Loan: No      |
| Uniti Fiber ABS Issuer LLC                             | UNITI FIBER ABS ISSUER LLC UNIT 2025 1A A2 144A        | CUSIP: 91326EAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1121000 | PA      | $1151359.59   | 0.41%             | 2055-04-20      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| GCAT 2021-NQM6 TRUST GCAT 2021 NQM6 A1 144A            | GCAT 2021-NQM6 TRUST GCAT 2021 NQM6 A1 144A            | CUSIP: 36167KAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     79016 | PA      | $73237.87     | 0.03%             | 2066-08-25      | Variable      | 1.85%                 | No            |                  2 | On Loan: No      |
| GCAT 2021-NQM1 TRUST GCAT 2021 NQM1 A1 144A            | GCAT 2021-NQM1 TRUST GCAT 2021 NQM1 A1 144A            | CUSIP: 36167TAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    400989 | PA      | $363064.73    | 0.13%             | 2066-01-25      | Variable      | 0.87%                 | No            |                  2 | On Loan: No      |
| GS Mortgage-Backed Securities Trust 2020-NQM1          | GS MORTGAGE-BACKED SECURITIES GSMBS 2020 NQM1 A1 144A  | CUSIP: 36259WAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    169502 | PA      | $162411.63    | 0.06%             | 2060-09-27      | Variable      | 1.38%                 | No            |                  2 | On Loan: No      |
| GS MORTGAGE-BACKED SECURITIES GSMBS 2021 NQM1 A1 144A  | GS MORTGAGE-BACKED SECURITIES GSMBS 2021 NQM1 A1 144A  | CUSIP: 36262EAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    825410 | PA      | $768143.74    | 0.28%             | 2061-07-25      | Variable      | 1.02%                 | No            |                  2 | On Loan: No      |
| GCAT 2025-NQM5 TRUST GCAT 2025 NQM5 A1 144A            | GCAT 2025-NQM5 TRUST GCAT 2025 NQM5 A1 144A            | CUSIP: 36831KAC8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2508817 | PA      | $2518130.00   | 0.90%             | 2070-08-25      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| GOLUB CAPITAL PARTNERS ABS FUN GCPAF 2020 1A A2 144A   | GOLUB CAPITAL PARTNERS ABS FUN GCPAF 2020 1A A2 144A   | CUSIP: 38177UAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |    135821 | PA      | $135435.16    | 0.05%             | 2029-01-22      | Fixed         | 3.21%                 | No            |                  2 | On Loan: No      |
| GOLUB CAPITAL PARTNERS ABS FUN GCPAF 2021 1A A2 144A   | GOLUB CAPITAL PARTNERS ABS FUN GCPAF 2021 1A A2 144A   | CUSIP: 38178HAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |    217922 | PA      | $216948.78    | 0.08%             | 2029-04-20      | Fixed         | 2.77%                 | No            |                  2 | On Loan: No      |
| Uniti Fiber ABS Issuer LLC                             | UNITI FIBER ABS ISSUER LLC UNIT 2025 2A A2 144A        | CUSIP: 91326EAG0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    427000 | PA      | $431516.85    | 0.15%             | 2056-01-20      | Fixed         | 5.18%                 | No            |                  2 | On Loan: No      |
| VB-S1 ISSUER LLC VBTEL 2026 1A C2 144A                 | VB-S1 ISSUER LLC VBTEL 2026 1A C2 144A                 | CUSIP: 91825HAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1114000 | PA      | $1120237.73   | 0.40%             | 2056-03-15      | Fixed         | 4.69%                 | No            |                  2 | On Loan: No      |
| Vantage Data Centers LLC                               | VANTAGE DATA CENTERS LLC VDC 2020 2A A2 144A           | CUSIP: 92212KAC0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1145000 | PA      | $1098423.23   | 0.39%             | 2045-09-15      | Fixed         | 1.99%                 | No            |                  2 | On Loan: No      |
| VCP RRL ABS I LTD VCRRL 2021 1A A 144A                 | VCP RRL ABS I LTD VCRRL 2021 1A A 144A                 | CUSIP: 92243RAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    301250 | PA      | $291746.48    | 0.10%             | 2031-10-20      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust 2025-11                     | VERUS SECURITIZATION TRUST 202 VERUS 2025 11 A1 144A   | CUSIP: 924935AC3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1160510 | PA      | $1164852.67   | 0.42%             | 2070-11-25      | Variable      | 4.91%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust 2021-1                      | VERUS SECURITIZATION TRUST 202 VERUS 2021 1 A1 144A    | CUSIP: 92537QAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    663613 | PA      | $610363.12    | 0.22%             | 2066-01-25      | Variable      | 0.81%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust 2021-R2                     | VERUS SECURITIZATION TRUST 202 VERUS 2021 R2 A1 144A   | CUSIP: 92538DAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     76030 | PA      | $72007.19     | 0.03%             | 2064-02-25      | Variable      | 0.92%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust 2021-4                      | VERUS SECURITIZATION TRUST 202 VERUS 2021 4 A1 144A    | CUSIP: 92538HAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    472533 | PA      | $409231.42    | 0.15%             | 2066-07-25      | Variable      | 0.94%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust 2021-5                      | VERUS SECURITIZATION TRUST 202 VERUS 2021 5 A1 144A    | CUSIP: 92538KAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    301346 | PA      | $266514.76    | 0.10%             | 2066-09-25      | Variable      | 1.01%                 | No            |                  2 | On Loan: No      |
| VERUS SECURITIZATION TRUST 202 VERUS 2021 6 A1 144A    | VERUS SECURITIZATION TRUST 202 VERUS 2021 6 A1 144A    | CUSIP: 92538MAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    115284 | PA      | $103503.26    | 0.04%             | 2066-10-25      | Variable      | 1.63%                 | No            |                  2 | On Loan: No      |
| WILLIS ENGINE STRUCTURED TRUST WESTF 2025 A A 144A     | WILLIS ENGINE STRUCTURED TRUST WESTF 2025 A A 144A     | CUSIP: 97063RAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    807423 | PA      | $826577.66    | 0.30%             | 2050-06-15      | Fixed         | 5.58%                 | No            |                  2 | On Loan: No      |
| WILLIS ENGINE STRUCTURED TRUST WESTF 2025 B A 144A     | WILLIS ENGINE STRUCTURED TRUST WESTF 2025 B A 144A     | CUSIP: 970910AA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1031486 | PA      | $1042614.53   | 0.37%             | 2050-12-15      | Fixed         | 5.16%                 | No            |                  2 | On Loan: No      |
| Wingstop Funding LLC                                   | WINGSTOP FUNDING LLC WSTOP 2020 1A A2 144A             | CUSIP: 974153AB4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2293080 | PA      | $2231122.35   | 0.80%             | 2050-12-05      | Fixed         | 2.84%                 | No            |                  2 | On Loan: No      |
| Wingstop Funding LLC                                   | WINGSTOP FUNDING LLC WSTOP 2024 1A A2 144A             | CUSIP: 974153AE8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1047000 | PA      | $1087400.69   | 0.39%             | 2054-12-05      | Fixed         | 5.86%                 | No            |                  2 | On Loan: No      |
| Zayo Issuer LLC                                        | ZAYO ISSUER LLC ZAYO 2025 1A A2 144A                   | CUSIP: 98919WAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1678000 | PA      | $1716062.75   | 0.61%             | 2055-03-20      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| ZAXBYS FUNDING LLC ZAXBY 2021 1A A2 144A               | ZAXBYS FUNDING LLC ZAXBY 2021 1A A2 144A               | CUSIP: 98920MAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    888150 | PA      | $851718.66    | 0.31%             | 2051-07-30      | Fixed         | 3.24%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust 2021-3                      | VERUS SECURITIZATION TRUST 202 VERUS 2021 3 A1 144A    | CUSIP: 92539LAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    435189 | PA      | $395082.64    | 0.14%             | 2066-06-25      | Variable      | 1.05%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust 2023-8                      | VERUS SECURITIZATION TRUST VERUS 2023 8 A2 144A        | CUSIP: 92540DAB1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    236062 | PA      | $238279.88    | 0.09%             | 2068-12-25      | Variable      | 6.66%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust 2025-R2                     | VERUS SECURITIZATION TRUST 202 VERUS 2025 R2 A1 144A   | CUSIP: 92541EAC6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    941572 | PA      | $951691.32    | 0.34%             | 2067-07-25      | Variable      | 5.09%                 | No            |                  2 | On Loan: No      |
| VISIO 2020-1R TRUST VISIO 2020 1R A1 144A              | VISIO 2020-1R TRUST VISIO 2020 1R A1 144A              | CUSIP: 92837MAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    288864 | PA      | $281009.32    | 0.10%             | 2055-11-25      | Fixed         | 1.31%                 | No            |                  2 | On Loan: No      |
| WHARF COMMERCIAL MORTGAGE TRUS WHARF 2025 DC A 144A    | WHARF COMMERCIAL MORTGAGE TRUS WHARF 2025 DC A 144A    | CUSIP: 92987LAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1699000 | PA      | $1763091.89   | 0.63%             | 2040-07-15      | Variable      | 5.53%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO COMMERCIAL MORTGAG WFCM 2025 5C4 A3        | WELLS FARGO COMMERCIAL MORTGAG WFCM 2025 5C4 A3        | CUSIP: 949931AC3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1779000 | PA      | $1874190.73   | 0.67%             | 2058-05-15      | Fixed         | 5.67%                 | No            |                  2 | On Loan: No      |
| BENCHMARK 2019-B12 MORTGAGE TR BMARK 2019 B12 A2       | BENCHMARK 2019-B12 MORTGAGE TR BMARK 2019 B12 A2       | CUSIP: 08162FAB9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    197999 | PA      | $192444.24    | 0.07%             | 2052-08-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| BENCHMARK 2026-V20 MORTGAGE TR BMARK 2026 V20 A3       | BENCHMARK 2026-V20 MORTGAGE TR BMARK 2026 V20 A3       | CUSIP: 08164KAW0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    914000 | PA      | $953243.14    | 0.34%             | 2059-02-15      | Fixed         | 5.18%                 | No            |                  2 | On Loan: No      |
| BENCHMARK 2024-V12 MORTGAGE TR BMARK 2024 V12 A3       | BENCHMARK 2024-V12 MORTGAGE TR BMARK 2024 V12 A3       | CUSIP: 081915AB6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    726000 | PA      | $764868.66    | 0.27%             | 2057-12-15      | Fixed         | 5.74%                 | No            |                  2 | On Loan: No      |
| BMO 2024-5C8 MORTGAGE TRUST BMO 2024 5C8 A3            | BMO 2024-5C8 MORTGAGE TRUST BMO 2024 5C8 A3            | CUSIP: 09661XAC2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $1048984.20   | 0.38%             | 2057-12-15      | Variable      | 5.63%                 | No            |                  2 | On Loan: No      |
| Retained Vantage Data Centers Issuer LLC               | RETAINED VANTAGE DATA CENTERS VDCR 2023 1A A2A 144A    | CUSIP: 76134KAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1603000 | PA      | $1605924.35   | 0.58%             | 2048-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| RIN II Ltd.                                            | RIN II LTD RIN 2019 1A AR 144A                         | CUSIP: 76676CAS5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    857000 | PA      | $856552.65    | 0.31%             | 2038-01-15      | Floating      | 5.15%                 | No            |                  2 | On Loan: No      |
| Sesac Finance LLC                                      | SESAC FINANCE LLC SESAC 2025 1 A2 144A                 | CUSIP: 78396YAE3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1575000 | PA      | $1578250.01   | 0.57%             | 2055-07-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| SEB FUNDING LLC SEB4P 2024 1A A2 144A                  | SEB FUNDING LLC SEB4P 2024 1A A2 144A                  | CUSIP: 78433DAC8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2225000 | PA      | $2287502.03   | 0.82%             | 2054-04-30      | Fixed         | 7.39%                 | No            |                  2 | On Loan: No      |
| TRICON RESIDENTIAL 2024-SFR3 T TCN 2024 SFR3 A 144A    | TRICON RESIDENTIAL 2024-SFR3 T TCN 2024 SFR3 A 144A    | CUSIP: 89616YAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1389776 | PA      | $1395964.31   | 0.50%             | 2041-08-17      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Triton Container Finance VIII LLC                      | TRITON CONTAINER FINANCE VIII TCF 2020 1A A 144A       | CUSIP: 89680HAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1359750 | PA      | $1290284.45   | 0.46%             | 2045-09-20      | Fixed         | 2.11%                 | No            |                  2 | On Loan: No      |
| Triton Container Finance VIII LLC                      | TRITON CONTAINER FINANCE VIII TCF 2021 1A A 144A       | CUSIP: 89680HAE2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1097227 | PA      | $1026361.18   | 0.37%             | 2046-03-20      | Fixed         | 1.86%                 | No            |                  2 | On Loan: No      |
| VDCM COMMERCIAL MORTGAGE TRUST VDCM 2025 AZ A 144A     | VDCM COMMERCIAL MORTGAGE TRUST VDCM 2025 AZ A 144A     | CUSIP: 91825CAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1385000 | PA      | $1415073.47   | 0.51%             | 2044-07-13      | Variable      | 5.23%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY RESIDENTIAL MOR MSRM 2025 NQM10 A1 144A | MORGAN STANLEY RESIDENTIAL MOR MSRM 2025 NQM10 A1 144A | CUSIP: 617955AC3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1086983 | PA      | $1093018.10   | 0.39%             | 2070-11-25      | Variable      | 5.12%                 | No            |                  2 | On Loan: No      |
| NMLT 2021-INV1 TRUST NLT 2021 INV1 A1 144A             | NMLT 2021-INV1 TRUST NLT 2021 INV1 A1 144A             | CUSIP: 62923JAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    860453 | PA      | $769896.56    | 0.28%             | 2056-05-25      | Variable      | 1.19%                 | No            |                  2 | On Loan: No      |
| NYMT LOAN TRUST 2022-CP1 NYMT 2022 CP1 A1 144A         | NYMT LOAN TRUST 2022-CP1 NYMT 2022 CP1 A1 144A         | CUSIP: 62955VAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    710779 | PA      | $675113.77    | 0.24%             | 2061-07-25      | Fixed         | 2.04%                 | No            |                  2 | On Loan: No      |
| NYMT Loan Trust 2025-Inv2                              | NYMT LOAN TRUST 2025-INV2 NYMT 2025 INV2 A1 144A       | CUSIP: 62957JAC5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1779089 | PA      | $1790472.26   | 0.64%             | 2060-10-25      | Variable      | 5.00%                 | No            |                  2 | On Loan: No      |
| Navient Private Education Refi Loan Trust 2020-F       | NAVIENT PRIVATE EDUCATION REFI NAVSL 2020 FA A 144A    | CUSIP: 63941XAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     24673 | PA      | $23485.71     | 0.01%             | 2069-07-15      | Fixed         | 1.22%                 | No            |                  2 | On Loan: No      |
| Navient Private Education Refi Loan Trust 2020-H       | NAVIENT PRIVATE EDUCATION REFI NAVSL 2020 IA A1A 144A  | CUSIP: 63942AAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    109224 | PA      | $102308.98    | 0.04%             | 2069-04-15      | Fixed         | 1.33%                 | No            |                  2 | On Loan: No      |
| NAVIENT PRIVATE EDUCATION REFI NAVSL 2021 FA A 144A    | NAVIENT PRIVATE EDUCATION REFI NAVSL 2021 FA A 144A    | CUSIP: 63942GAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    504231 | PA      | $457690.19    | 0.16%             | 2070-02-18      | Fixed         | 1.11%                 | No            |                  2 | On Loan: No      |
| NAVIENT STUDENT LOAN TRUST 202 NAVSL 2020 2A A1A 144A  | NAVIENT STUDENT LOAN TRUST 202 NAVSL 2020 2A A1A 144A  | CUSIP: 63942HAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    123837 | PA      | $111398.39    | 0.04%             | 2069-08-26      | Fixed         | 1.32%                 | No            |                  2 | On Loan: No      |
| NAVIENT REFINANCE LOAN TRUST 2 NAVRL 2026 A A 144A     | NAVIENT REFINANCE LOAN TRUST 2 NAVRL 2026 A A 144A     | CUSIP: 63943HAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2229000 | PA      | $2233769.84   | 0.80%             | 2056-01-18      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| NEIGHBORLY ISSUER LLC NBLY 2021 1A A2 144A             | NEIGHBORLY ISSUER LLC NBLY 2021 1A A2 144A             | CUSIP: 64016NAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2104126 | PA      | $2031994.72   | 0.73%             | 2051-04-30      | Fixed         | 3.58%                 | No            |                  2 | On Loan: No      |
| NEIGHBORLY ISSUER 2022-1 NBLY 2022 1A A2 144A          | NEIGHBORLY ISSUER 2022-1 NBLY 2022 1A A2 144A          | CUSIP: 64016NAC1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    897600 | PA      | $855788.18    | 0.31%             | 2052-01-30      | Fixed         | 3.69%                 | No            |                  2 | On Loan: No      |
| New Economy Assets - Phase 1 Sponsor LLC               | NEW ECONOMY ASSETS - PHASE 1 S USRE 2021 1 A1 144A     | CUSIP: 643821AA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2857000 | PA      | $2423473.96   | 0.87%             | 2061-10-20      | Fixed         | 1.91%                 | No            |                  2 | On Loan: No      |
| New Economy Assets - Phase 1 Sponsor LLC               | NEW ECONOMY ASSETS - PHASE 1 S USRE 2021 1 B1 144A     | CUSIP: 643821AB7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1297000 | PA      | $835447.38    | 0.30%             | 2061-10-20      | Fixed         | 2.41%                 | No            |                  2 | On Loan: No      |
| New Residential Mortgage Loan Trust 2020-1             | NEW RESIDENTIAL MORTGAGE LOAN NRZT 2020 1A A1B 144A    | CUSIP: 64830TAD0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     64925 | PA      | $62069.21     | 0.02%             | 2059-10-25      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| New Residential Mortgage Loan Trust 2025-NQM3          | NEW RESIDENTIAL MORTGAGE LOAN NRZT 2025 NQM3 A1 144A   | CUSIP: 64832CAC7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2449020 | PA      | $2487738.81   | 0.89%             | 2065-05-25      | Variable      | 5.53%                 | No            |                  2 | On Loan: No      |
| NRZT 2025-NQM6 NRZT 2025 NQM6 A1 144A                  | NRZT 2025-NQM6 NRZT 2025 NQM6 A1 144A                  | CUSIP: 64832KAC9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1050567 | PA      | $1058087.35   | 0.38%             | 2065-10-25      | Variable      | 5.08%                 | No            |                  2 | On Loan: No      |
| 1301 TRUST 2025-AOA AOA 2025 1301 B 144A               | 1301 TRUST 2025-AOA AOA 2025 1301 B 144A               | CUSIP: 682461AE8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    690000 | PA      | $704938.16    | 0.25%             | 2042-08-11      | Variable      | 5.30%                 | No            |                  2 | On Loan: No      |
| Sonic Capital LLC                                      | SONIC CAPITAL LLC SONIC 2020 1A A2II 144A              | CUSIP: 83546DAJ7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1237950 | PA      | $1210692.47   | 0.43%             | 2050-01-20      | Fixed         | 4.34%                 | No            |                  2 | On Loan: No      |
| SERVPRO Master Issuer LLC                              | SERVPRO MASTER ISSUER LLC SPRO 2021 1A A2 144A         | CUSIP: 817743AE7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1214438 | PA      | $1160865.63   | 0.42%             | 2051-04-25      | Fixed         | 2.39%                 | No            |                  2 | On Loan: No      |
| Sonic Capital LLC                                      | SONIC CAPITAL LLC SONIC 2021 1A A2I 144A               | CUSIP: 83546DAN8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1421324 | PA      | $1336193.57   | 0.48%             | 2051-08-20      | Fixed         | 2.19%                 | No            |                  2 | On Loan: No      |
| Lyra Music Assets (Delaware) L.P.                      | LYRA MUSIC ASSETS DELAWARE LP LYRA 2025 1A A2 144A     | CUSIP: 552339AD5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1577256 | PA      | $1599499.75   | 0.57%             | 2065-09-20      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| MFA 2021-NQM1 TRUST MFRA 2021 NQM1 A1 144A             | MFA 2021-NQM1 TRUST MFRA 2021 NQM1 A1 144A             | CUSIP: 55283FAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    468348 | PA      | $442481.67    | 0.16%             | 2065-04-25      | Variable      | 1.15%                 | No            |                  2 | On Loan: No      |
| Metronet Infrastructure Issuer LLC                     | METRONET INFRASTRUCTURE ISSUER MNET 2025 4A A2 144A    | CUSIP: 59170JBD9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    824000 | PA      | $837267.39    | 0.30%             | 2055-12-20      | Fixed         | 5.16%                 | No            |                  2 | On Loan: No      |
| SERVPRO Master Issuer LLC                              | SERVPRO MASTER ISSUER LLC SPRO 2024 1A A2 144A         | CUSIP: 817743AJ6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    898660 | PA      | $934270.75    | 0.33%             | 2054-01-25      | Fixed         | 6.17%                 | No            |                  2 | On Loan: No      |
| SMB Private Education Loan Trust 2021-A                | SMB PRIVATE EDUCATION LOAN TRU SMB 2021 A APT2 144A    | CUSIP: 78448YAJ0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    318760 | PA      | $294481.84    | 0.11%             | 2053-01-15      | Fixed         | 1.07%                 | No            |                  2 | On Loan: No      |
| SMB Private Education Loan Trust 2021-D                | SMB PRIVATE EDUCATION LOAN TRU SMB 2021 D A1A 144A     | CUSIP: 78449MAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     93190 | PA      | $88786.71     | 0.03%             | 2053-03-17      | Fixed         | 1.34%                 | No            |                  2 | On Loan: No      |
| SLG OFFICE TRUST 2021-OVA SLG 2021 OVA C 144A          | SLG OFFICE TRUST 2021-OVA SLG 2021 OVA C 144A          | CUSIP: 78449RAG0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1678000 | PA      | $1516200.53   | 0.54%             | 2041-07-15      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| SLG OFFICE TRUST 2021-OVA SLG 2021 OVA D 144A          | SLG OFFICE TRUST 2021-OVA SLG 2021 OVA D 144A          | CUSIP: 78449RAJ4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    240000 | PA      | $213724.22    | 0.08%             | 2041-07-15      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| SMB PRIVATE EDUCATION LOAN TRU SMB 2023 A A1A 144A     | SMB PRIVATE EDUCATION LOAN TRU SMB 2023 A A1A 144A     | CUSIP: 78450QAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    101429 | PA      | $103643.61    | 0.04%             | 2053-01-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| SMB PRIVATE EDUCATION LOAN TRU SMB 2024 E A1A 144A     | SMB PRIVATE EDUCATION LOAN TRU SMB 2024 E A1A 144A     | CUSIP: 78450XAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1165308 | PA      | $1192202.95   | 0.43%             | 2056-10-16      | Fixed         | 5.09%                 | No            |                  2 | On Loan: No      |
| Sabey Data Center Issuer LLC                           | SABEY DATA CENTER ISSUER LLC SDCP 2026 1 A2 144A       | CUSIP: 78520EAK2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1406000 | PA      | $1427667.58   | 0.51%             | 2051-01-20      | Fixed         | 5.48%                 | No            |                  2 | On Loan: No      |
| SCALELOGIX ABS US ISSUER LLC SCLGX 2025 1A A2 144A     | SCALELOGIX ABS US ISSUER LLC SCLGX 2025 1A A2 144A     | CUSIP: 80587FAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1406000 | PA      | $1423005.71   | 0.51%             | 2055-07-25      | Fixed         | 5.67%                 | No            |                  2 | On Loan: No      |
| ServiceMaster Funding LLC                              | SERVICEMASTER FUNDING LLC SERV 2021 1 A2II 144A        | CUSIP: 81761TAG0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1509652 | PA      | $1327280.01   | 0.48%             | 2051-07-30      | Fixed         | 3.11%                 | No            |                  2 | On Loan: No      |
| SMB PRIVATE EDUCATION LOAN TRU SMB 2024 A A1A 144A     | SMB PRIVATE EDUCATION LOAN TRU SMB 2024 A A1A 144A     | CUSIP: 831943AA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1452970 | PA      | $1502892.22   | 0.54%             | 2056-03-15      | Fixed         | 5.24%                 | No            |                  2 | On Loan: No      |
| SMB PRIVATE EDUCATION LOAN TRU SMB 2023 C A1A 144A     | SMB PRIVATE EDUCATION LOAN TRU SMB 2023 C A1A 144A     | CUSIP: 83207DAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     93906 | PA      | $96957.35     | 0.03%             | 2052-11-15      | Fixed         | 5.67%                 | No            |                  2 | On Loan: No      |
| Sonic Capital LLC                                      | SONIC CAPITAL LLC SONIC 2020 1A A2I 144A               | CUSIP: 83546DAG3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1948590 | PA      | $1932032.27   | 0.69%             | 2050-01-20      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| SPRITE 2026-1 LTD SPRTE 2026 1 A 144A                  | SPRITE 2026-1 LTD SPRTE 2026 1 A 144A                  | CUSIP: 85209QAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1365000 | PA      | $1376169.80   | 0.49%             | 2041-03-15      | Fixed         | 5.23%                 | No            |                  2 | On Loan: No      |
| STARWOOD MORTGAGE RESIDENTIAL STAR 2021 2 A1 144A      | STARWOOD MORTGAGE RESIDENTIAL STAR 2021 2 A1 144A      | CUSIP: 85573HAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    340768 | PA      | $325571.74    | 0.12%             | 2065-05-25      | Variable      | 0.94%                 | No            |                  2 | On Loan: No      |
| STARWOOD MORTGAGE RESIDENTIAL STAR 2022 1 A1 144A      | STARWOOD MORTGAGE RESIDENTIAL STAR 2022 1 A1 144A      | CUSIP: 85573TAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1089066 | PA      | $997161.14    | 0.36%             | 2066-12-25      | Variable      | 2.45%                 | No            |                  2 | On Loan: No      |
| SUBWAY FUNDING LLC SUBWAY 2024 1A A2I 144A             | SUBWAY FUNDING LLC SUBWAY 2024 1A A2I 144A             | CUSIP: 864300AA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1208700 | PA      | $1222188.97   | 0.44%             | 2054-07-30      | Fixed         | 6.03%                 | No            |                  2 | On Loan: No      |
| SUBWAY FUNDING LLC SUBWAY 2024 1A A2II 144A            | SUBWAY FUNDING LLC SUBWAY 2024 1A A2II 144A            | CUSIP: 864300AC2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1119825 | PA      | $1146988.15   | 0.41%             | 2054-07-30      | Fixed         | 6.27%                 | No            |                  2 | On Loan: No      |
| MONROE CAPITAL ABS FUNDING 202 MCAF 2021 1A A2 144A    | MONROE CAPITAL ABS FUNDING 202 MCAF 2021 1A A2 144A    | CUSIP: 610331AA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |     55576 | PA      | $55297.11     | 0.02%             | 2031-04-22      | Fixed         | 2.81%                 | No            |                  2 | On Loan: No      |
| New Residential Mortgage Loan Trust 2026-NQM1          | NEW RESIDENTIAL MORTGAGE LOAN NRZT 2026 NQM1 A1 144A   | CUSIP: 64832LAE3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1318916 | PA      | $1320148.99   | 0.47%             | 2065-11-25      | Variable      | 4.82%                 | No            |                  2 | On Loan: No      |
| OBX 2021-NQM2 TRUST OBX 2021 NQM2 A1 144A              | OBX 2021-NQM2 TRUST OBX 2021 NQM2 A1 144A              | CUSIP: 670857AA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    959908 | PA      | $808050.61    | 0.29%             | 2061-05-25      | Variable      | 1.10%                 | No            |                  2 | On Loan: No      |
| OBX 2021-NQM1 Trust                                    | OBX 2021-NQM1 TRUST OBX 2021 NQM1 A1 144A              | CUSIP: 67114BAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    408392 | PA      | $368263.94    | 0.13%             | 2066-02-25      | Variable      | 1.07%                 | No            |                  2 | On Loan: No      |
| OBX 2021-NQM3 TRUST OBX 2021 NQM3 A1 144A              | OBX 2021-NQM3 TRUST OBX 2021 NQM3 A1 144A              | CUSIP: 67114JAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    987857 | PA      | $845140.89    | 0.30%             | 2061-07-25      | Variable      | 1.05%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association               | GOVERNMENT NATIONAL MORTGAGE A GNR 2020 170 IO         | CUSIP: 38380RGN4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    488679 | PA      | $31515.51     | 0.01%             | 2062-11-16      | Variable      | 0.84%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association               | GOVERNMENT NATIONAL MORTGAGE A GNR 2021 3 IO           | CUSIP: 38380RQC7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1957978 | PA      | $124702.05    | 0.04%             | 2062-09-16      | Variable      | 0.87%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association               | GOVERNMENT NATIONAL MORTGAGE A GNR 2021 10 IO          | CUSIP: 38380RQU7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    413701 | PA      | $32022.28     | 0.01%             | 2063-05-16      | Variable      | 0.99%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association               | GOVERNMENT NATIONAL MORTGAGE A GNR 2021 11 IO          | CUSIP: 38380RRL6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  11415448 | PA      | $838498.93    | 0.30%             | 2062-12-16      | Variable      | 1.02%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association               | GOVERNMENT NATIONAL MORTGAGE A GNR 2023 30 IO          | CUSIP: 38381H2V2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   2894019 | PA      | $191490.57    | 0.07%             | 2064-11-16      | Variable      | 1.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association               | GOVERNMENT NATIONAL MORTGAGE A GNR 2022 221 IO         | CUSIP: 38381HG96<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   6696774 | PA      | $438013.89    | 0.16%             | 2064-06-16      | Variable      | 0.84%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association               | GOVERNMENT NATIONAL MORTGAGE A GNR 2022 150 IO         | CUSIP: 38381HPE5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   5333757 | PA      | $300856.99    | 0.11%             | 2064-06-16      | Variable      | 0.82%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association               | GOVERNMENT NATIONAL MORTGAGE A GNR 2022 144 IO         | CUSIP: 38381HPQ8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  20053243 | PA      | $979167.79    | 0.35%             | 2064-10-16      | Variable      | 0.53%                 | No            |                  2 | On Loan: No      |
| AMSR 2025-SFR2 TRUST AMSR 2025 SFR2 A 144A             | AMSR 2025-SFR2 TRUST AMSR 2025 SFR2 A 144A             | CUSIP: 00180BAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    319000 | PA      | $317853.32    | 0.11%             | 2042-11-17      | Fixed         | 4.28%                 | No            |                  2 | On Loan: No      |
| AMSR 2025-SFR1 TRUST AMSR 2025 SFR1 A 144A             | AMSR 2025-SFR1 TRUST AMSR 2025 SFR1 A 144A             | CUSIP: 00182MAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    757000 | PA      | $736508.62    | 0.26%             | 2042-06-17      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| ANGEL OAK MORTGAGE TRUST 2021- AOMT 2021 4 A1 144A     | ANGEL OAK MORTGAGE TRUST 2021- AOMT 2021 4 A1 144A     | CUSIP: 03464EAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1012560 | PA      | $882355.73    | 0.32%             | 2065-01-20      | Variable      | 1.03%                 | No            |                  2 | On Loan: No      |
| ANGEL OAK MORTGAGE TRUST 2020- AOMT 2020 R1 A1 144A    | ANGEL OAK MORTGAGE TRUST 2020- AOMT 2020 R1 A1 144A    | CUSIP: 034651AA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     70307 | PA      | $67793.85     | 0.02%             | 2053-04-25      | Variable      | 0.99%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association               | GOVERNMENT NATIONAL MORTGAGE A GNR 2025 73 IO          | CUSIP: 38381MJE1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  15799608 | PA      | $954950.40    | 0.34%             | 2067-08-16      | Variable      | 0.68%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association               | GOVERNMENT NATIONAL MORTGAGE A GNR 2022 181 IO         | CUSIP: 38383Y3A8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   2362468 | PA      | $142326.87    | 0.05%             | 2064-07-16      | Variable      | 0.72%                 | No            |                  2 | On Loan: No      |
| ANGEL OAK MORTGAGE TRUST 2021- AOMT 2021 1 A1 144A     | ANGEL OAK MORTGAGE TRUST 2021- AOMT 2021 1 A1 144A     | CUSIP: 03465CAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    256283 | PA      | $230539.79    | 0.08%             | 2066-01-25      | Variable      | 0.91%                 | No            |                  2 | On Loan: No      |
| ANGEL OAK MORTGAGE TRUST 2021- AOMT 2021 5 A1 144A     | ANGEL OAK MORTGAGE TRUST 2021- AOMT 2021 5 A1 144A     | CUSIP: 03465HAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    180668 | PA      | $159629.20    | 0.06%             | 2066-07-25      | Variable      | 0.95%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association               | GOVERNMENT NATIONAL MORTGAGE A GNR 2023 197 IO         | CUSIP: 38384GVP2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   7259545 | PA      | $601705.97    | 0.22%             | 2065-09-16      | Variable      | 1.24%                 | No            |                  2 | On Loan: No      |
| HI-FI MUSIC IP ISSUER LP HIFI 2022 1A A2 144A          | HI-FI MUSIC IP ISSUER LP HIFI 2022 1A A2 144A          | CUSIP: 428357AA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | CA        |   2143000 | PA      | $2125936.79   | 0.76%             | 2062-02-01      | Fixed         | 3.94%                 | No            |                  2 | On Loan: No      |
| ANGEL OAK MORTGAGE TRUST 2021- AOMT 2021 6 A1 144A     | ANGEL OAK MORTGAGE TRUST 2021- AOMT 2021 6 A1 144A     | CUSIP: 03465JAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    536396 | PA      | $461054.12    | 0.17%             | 2066-09-25      | Variable      | 1.46%                 | No            |                  2 | On Loan: No      |
| ANGEL OAK MORTGAGE TRUST 2020- AOMT 2020 3 A1 144A     | ANGEL OAK MORTGAGE TRUST 2020- AOMT 2020 3 A1 144A     | CUSIP: 03465LAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    331880 | PA      | $319721.98    | 0.11%             | 2065-04-25      | Variable      | 1.69%                 | No            |                  2 | On Loan: No      |
| HOME PARTNERS OF AMERICA 2019- HPA 2019 1 A 144A       | HOME PARTNERS OF AMERICA 2019- HPA 2019 1 A 144A       | CUSIP: 43731QAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     64816 | PA      | $63528.69     | 0.02%             | 2039-09-17      | Fixed         | 2.91%                 | No            |                  2 | On Loan: No      |
| Hotwire Funding LLC                                    | HOTWIRE FUNDING LLC HWIRE 2023 1A A2 144A              | CUSIP: 44148HAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1825000 | PA      | $1841001.97   | 0.66%             | 2053-05-20      | Fixed         | 5.69%                 | No            |                  2 | On Loan: No      |
| ANGEL OAK MORTGAGE TRUST 2024- AOMT 2024 5 A1 144A     | ANGEL OAK MORTGAGE TRUST 2024- AOMT 2024 5 A1 144A     | CUSIP: 03465YAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1129195 | PA      | $1128070.93   | 0.40%             | 2068-07-25      | Variable      | 4.95%                 | No            |                  2 | On Loan: No      |
| ANGEL OAK MORTGAGE TRUST 2025- AOMT 2025 11 A1 144A    | ANGEL OAK MORTGAGE TRUST 2025- AOMT 2025 11 A1 144A    | CUSIP: 03466FAC1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1337782 | PA      | $1342463.21   | 0.48%             | 2070-10-25      | Variable      | 4.97%                 | No            |                  2 | On Loan: No      |
| Hotwire Funding LLC                                    | HOTWIRE FUNDING LLC HWIRE 2021 1 A2 144A               | CUSIP: 44148JAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1660000 | PA      | $1633833.59   | 0.59%             | 2051-11-20      | Fixed         | 2.31%                 | No            |                  2 | On Loan: No      |
| HUDSON YARDS 2025-SPRL MORTGAG HY 2025 SPRL A 144A     | HUDSON YARDS 2025-SPRL MORTGAG HY 2025 SPRL A 144A     | CUSIP: 44855PAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2713000 | PA      | $2828690.46   | 1.01%             | 2040-01-13      | Variable      | 5.47%                 | No            |                  2 | On Loan: No      |
| ANGEL OAK MORTGAGE TRUST 2024- AOMT 2024 3 A1 144A     | ANGEL OAK MORTGAGE TRUST 2024- AOMT 2024 3 A1 144A     | CUSIP: 03466HAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1599778 | PA      | $1601577.22   | 0.57%             | 2068-11-26      | Variable      | 4.80%                 | No            |                  2 | On Loan: No      |
| ANGEL OAK MORTGAGE TRUST 2025- AOMT 2025 10 A1 144A    | ANGEL OAK MORTGAGE TRUST 2025- AOMT 2025 10 A1 144A    | CUSIP: 034940AA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    638450 | PA      | $640511.29    | 0.23%             | 2070-09-25      | Variable      | 4.96%                 | No            |                  2 | On Loan: No      |
| IMPERIAL FUND MORTGAGE TRUST 2 IMPRL 2021 NQM1 A1 144A | IMPERIAL FUND MORTGAGE TRUST 2 IMPRL 2021 NQM1 A1 144A | CUSIP: 452764AA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    289575 | PA      | $262932.48    | 0.09%             | 2056-06-25      | Variable      | 1.07%                 | No            |                  2 | On Loan: No      |
| INVITATION HOMES 2024-SFR1 TRU IHSFR 2024 SFR1 A 144A  | INVITATION HOMES 2024-SFR1 TRU IHSFR 2024 SFR1 A 144A  | CUSIP: 46188DAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1301736 | PA      | $1291959.12   | 0.46%             | 2041-09-17      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ANGEL OAK MORTGAGE TRUST 2026- AOMT 2026 1 A1 144A     | ANGEL OAK MORTGAGE TRUST 2026- AOMT 2026 1 A1 144A     | CUSIP: 034947AC5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2231005 | PA      | $2231507.65   | 0.80%             | 2071-02-25      | Variable      | 4.75%                 | No            |                  2 | On Loan: No      |
| Arby's Funding Llc                                     | ARBYS FUNDING LLC ARBYS 2020 1A A2 144A                | CUSIP: 038779AB0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2093175 | PA      | $2048737.31   | 0.73%             | 2050-07-30      | Fixed         | 3.24%                 | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE COMMERCIAL MOR JPMCC 2020 NNN AFX 144A | JP MORGAN CHASE COMMERCIAL MOR JPMCC 2020 NNN AFX 144A | CUSIP: 46652BAY5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    341000 | PA      | $306896.59    | 0.11%             | 2037-01-16      | Fixed         | 2.81%                 | No            |                  2 | On Loan: No      |
| JP MORGAN MORTGAGE TRUST SERIE JPMMT 2025 NQM5 A1 144A | JP MORGAN MORTGAGE TRUST SERIE JPMMT 2025 NQM5 A1 144A | CUSIP: 46664DAE1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    799169 | PA      | $800338.19    | 0.29%             | 2066-05-25      | Variable      | 4.88%                 | No            |                  2 | On Loan: No      |
| Arroyo Mortgage Trust 2021-1R                          | ARROYO MORTGAGE TRUST 2021-1R ARRW 2021 1R A1 144A     | CUSIP: 042853AA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     90107 | PA      | $82990.15     | 0.03%             | 2048-10-25      | Variable      | 1.18%                 | No            |                  2 | On Loan: No      |
| ARROYO MORTGAGE TRUST 2019-3 ARRW 2019 3 A1 144A       | ARROYO MORTGAGE TRUST 2019-3 ARRW 2019 3 A1 144A       | CUSIP: 04285AAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     40882 | PA      | $39525.18     | 0.01%             | 2048-10-25      | Variable      | 2.96%                 | No            |                  2 | On Loan: No      |
| Jersey Mike's Funding LLC                              | JERSEY MIKE'S FUNDING LLC JMIKE 2024 1A A2 144A        | CUSIP: 476681AD3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1320660 | PA      | $1358012.89   | 0.49%             | 2055-02-15      | Fixed         | 5.64%                 | No            |                  2 | On Loan: No      |
| JERSEY MIKE'S FUNDING JMIKE 2025 1A A2 144A            | JERSEY MIKE'S FUNDING JMIKE 2025 1A A2 144A            | CUSIP: 476681AE1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    595010 | PA      | $616901.96    | 0.22%             | 2055-08-16      | Fixed         | 5.61%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association               | GOVERNMENT NATIONAL MORTGAGE A GNR 2021 203 IO         | CUSIP: 38381EEL8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   5475967 | PA      | $354680.58    | 0.13%             | 2063-07-16      | Variable      | 0.87%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association               | GOVERNMENT NATIONAL MORTGAGE A GNR 2021 220 IO         | CUSIP: 38381ELU0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   5034764 | PA      | $311508.92    | 0.11%             | 2063-12-16      | Variable      | 0.83%                 | No            |                  2 | On Loan: No      |
| Jersey Mike's Funding LLC                              | JERSEY MIKE'S FUNDING LLC JMIKE 2026 1A A2I 144A       | CUSIP: 476681AF8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2015000 | PA      | $2041083.57   | 0.73%             | 2056-02-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| KINETIC ABS ISSUER LLC UNITK 2026 1A A2 144A           | KINETIC ABS ISSUER LLC UNITK 2026 1A A2 144A           | CUSIP: 49459AAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    860000 | PA      | $873860.96    | 0.31%             | 2056-02-25      | Fixed         | 5.22%                 | No            |                  2 | On Loan: No      |
| MVW 2022-2 LLC                                         | MVW 2022-2 LLC MVWOT 2022 2A A 144A                    | CUSIP: 55400VAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     94232 | PA      | $96359.93     | 0.03%             | 2041-10-21      | Fixed         | 6.11%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association               | GOVERNMENT NATIONAL MORTGAGE A GNR 2022 57 IO          | CUSIP: 38381EW61<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   2788160 | PA      | $137784.71    | 0.05%             | 2063-09-16      | Variable      | 0.76%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO COMMERCIAL MORTGAG WFCM 2020 C55 A2        | WELLS FARGO COMMERCIAL MORTGAG WFCM 2020 C55 A2        | CUSIP: 95002EAX5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     27135 | PA      | $26863.15     | 0.01%             | 2053-02-15      | Fixed         | 2.77%                 | No            |                  2 | On Loan: No      |
| RIN XII LLC RIN 2025 1A A1 144A                        | RIN XII LLC RIN 2025 1A A1 144A                        | CUSIP: 74983UAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    960000 | PA      | $959002.56    | 0.34%             | 2038-04-15      | Floating      | 4.97%                 | No            |                  2 | On Loan: No      |
| CANTOR COMMERCIAL REAL ESTATE CF 2019 CF1 A2           | CANTOR COMMERCIAL REAL ESTATE CF 2019 CF1 A2           | CUSIP: 12529MAB4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    272970 | PA      | $270042.41    | 0.10%             | 2052-05-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| CF Hippolyta Issuer LLC                                | CF HIPPOLYTA ISSUER LLC SORT 2020 1 A1 144A            | CUSIP: 12530MAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1845328 | PA      | $1563807.33   | 0.56%             | 2060-07-15      | Fixed         | 1.69%                 | No            |                  2 | On Loan: No      |
| CF Hippolyta Issuer LLC                                | CF HIPPOLYTA ISSUER LLC SORT 2021 1A A1 144A           | CUSIP: 12530MAE5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1890901 | PA      | $1546347.62   | 0.55%             | 2061-03-15      | Fixed         | 1.53%                 | No            |                  2 | On Loan: No      |
| CLI Funding VIII LLC                                   | CLI FUNDING VIII LLC CLIF 2022 1A A 144A               | CUSIP: 12565KAE7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    814380 | PA      | $764578.69    | 0.27%             | 2047-01-18      | Fixed         | 2.72%                 | No            |                  2 | On Loan: No      |
| CLI Funding IX LLC                                     | CLI FUNDING IX LLC CLIF 2025 1A A 144A                 | CUSIP: 12571WAG8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2702815 | PA      | $2750679.43   | 0.99%             | 2050-06-20      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| CSMC 2021-NQM1 CSMC 2021 NQM1 A1 144A                  | CSMC 2021-NQM1 CSMC 2021 NQM1 A1 144A                  | CUSIP: 126407AA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    405921 | PA      | $372735.52    | 0.13%             | 2065-05-25      | Variable      | 0.81%                 | No            |                  2 | On Loan: No      |
| COMM 2020-CX MORTGAGE TRUST COMM 2020 CX D 144A        | COMM 2020-CX MORTGAGE TRUST COMM 2020 CX D 144A        | CUSIP: 12656KAJ6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    845000 | PA      | $679765.15    | 0.24%             | 2046-11-10      | Variable      | 2.68%                 | No            |                  2 | On Loan: No      |
| CSMC 2021-RPL2TRUST CSMC 2021 RPL2 A1A 144A            | CSMC 2021-RPL2TRUST CSMC 2021 RPL2 A1A 144A            | CUSIP: 12656TAB4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1087394 | PA      | $938910.47    | 0.34%             | 2060-01-25      | Variable      | 1.11%                 | No            |                  2 | On Loan: No      |
| CSMC 2021-AFC1 TRUST CSMC 2021 AFC1 A1 144A            | CSMC 2021-AFC1 TRUST CSMC 2021 AFC1 A1 144A            | CUSIP: 12657LAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    869325 | PA      | $748620.57    | 0.27%             | 2056-03-25      | Variable      | 0.83%                 | No            |                  2 | On Loan: No      |
| CYRUSONE DATA CENTERS ISSUER I CYRUS 2023 1A A2 144A   | CYRUSONE DATA CENTERS ISSUER I CYRUS 2023 1A A2 144A   | CUSIP: 23284BAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1893000 | PA      | $1873318.10   | 0.67%             | 2048-04-20      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| CYRUSONE DATA CENTERS ISSUER I CYRUS 2024 2A A2 144A   | CYRUSONE DATA CENTERS ISSUER I CYRUS 2024 2A A2 144A   | CUSIP: 23284BAG9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2240000 | PA      | $2212549.47   | 0.79%             | 2049-05-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| DATABANK ISSUER COLO 2021 2A A2 144A                   | DATABANK ISSUER COLO 2021 2A A2 144A                   | CUSIP: 23802WAG6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1356000 | PA      | $1335599.79   | 0.48%             | 2051-10-25      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| DATABANK ISSUER COLO 2026 1A A2 144A                   | DATABANK ISSUER COLO 2026 1A A2 144A                   | CUSIP: 23802WAQ4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1543000 | PA      | $1560674.76   | 0.56%             | 2056-02-25      | Fixed         | 5.81%                 | No            |                  2 | On Loan: No      |
| Driven Brands Funding LLC                              | DRIVEN BRANDS FUNDING LLC HONK 2024 1A A2 144A         | CUSIP: 26209XAH4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1976895 | PA      | $2045787.02   | 0.73%             | 2054-10-20      | Fixed         | 6.37%                 | No            |                  2 | On Loan: No      |
| EFMT 2025-INV4 EFMT 2025 INV4 A1 144A                  | EFMT 2025-INV4 EFMT 2025 INV4 A1 144A                  | CUSIP: 26846DAC8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    867069 | PA      | $873303.97    | 0.31%             | 2070-10-25      | Variable      | 5.10%                 | No            |                  2 | On Loan: No      |
| EFMT 2026-NQM1 EFMT 2026 NQM1 A1 144A                  | EFMT 2026-NQM1 EFMT 2026 NQM1 A1 144A                  | CUSIP: 26846GAF4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1272244 | PA      | $1274385.73   | 0.46%             | 2071-02-25      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| EFMT 2025-INV5 EFMT 2025 INV5 A1 144A                  | EFMT 2025-INV5 EFMT 2025 INV5 A1 144A                  | CUSIP: 28224UAE4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2558562 | PA      | $2577267.04   | 0.92%             | 2070-12-25      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| Elara HGV Timeshare Issuer 2021-A LLC                  | ELARA HGV TIMESHARE ISSUER 202 EHGVT 2021 A A 144A     | CUSIP: 28416LAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     28674 | PA      | $27564.88     | 0.01%             | 2035-08-27      | Fixed         | 1.36%                 | No            |                  2 | On Loan: No      |
| EXTENET ISSUER LLC EXTNT 2024 1A A2 144A               | EXTENET ISSUER LLC EXTNT 2024 1A A2 144A               | CUSIP: 30227XAG6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1883000 | PA      | $1897947.07   | 0.68%             | 2054-07-25      | Fixed         | 5.33%                 | No            |                  2 | On Loan: No      |
| ELLINGTON FINANCIAL MORTGAGE T EFMT 2021 2 A1 144A     | ELLINGTON FINANCIAL MORTGAGE T EFMT 2021 2 A1 144A     | CUSIP: 31572LAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1115767 | PA      | $965271.36    | 0.35%             | 2066-06-25      | Variable      | 0.93%                 | No            |                  2 | On Loan: No      |
| FLEXENTIAL ISSUER LLC FLX 2025 1A A2 144A              | FLEXENTIAL ISSUER LLC FLX 2025 1A A2 144A              | CUSIP: 33938MAK5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    999000 | PA      | $1015397.59   | 0.36%             | 2060-10-25      | Fixed         | 6.03%                 | No            |                  2 | On Loan: No      |
| GBX Leasing 2022-1 LLC                                 | GBX LEASING 2022-1 LLC GBXL 2026 1A A 144A             | CUSIP: 361528AE2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1602000 | PA      | $1630749.65   | 0.58%             | 2056-02-20      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| GGP 2026-TY GGP 2026 TY A 144A                         | GGP 2026-TY GGP 2026 TY A 144A                         | CUSIP: 373914AA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1887000 | PA      | $1908047.41   | 0.68%             | 2043-03-05      | Variable      | 4.67%                 | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2026-03-27

**Name of Applicant:** John Hancock Strategic Series

**Signature:** /s/Salvatore Schiavone

**Name of Signer:** Salvatore Schiavone

**Title:** Treasurer