0001145549-23-039027.txt : 20230628
0001145549-23-039027.hdr.sgml : 20230628
20230628084335
ACCESSION NUMBER: 0001145549-23-039027
CONFORMED SUBMISSION TYPE: NPORT-P
PUBLIC DOCUMENT COUNT: 1
CONFORMED PERIOD OF REPORT: 20230430
FILED AS OF DATE: 20230628
DATE AS OF CHANGE: 20230628
PERIOD START: 20240430
FILER:
COMPANY DATA:
COMPANY CONFORMED NAME: John Hancock Exchange-Traded Fund Trust
CENTRAL INDEX KEY: 0001478482
IRS NUMBER: 001017025
STATE OF INCORPORATION: MA
FISCAL YEAR END: 0430
FILING VALUES:
FORM TYPE: NPORT-P
SEC ACT: 1940 Act
SEC FILE NUMBER: 811-22733
FILM NUMBER: 231049425
BUSINESS ADDRESS:
STREET 1: C/O JOHN HANCOCK FUNDS
STREET 2: 200 BERKELEY STREET
CITY: BOSTON
STATE: MA
ZIP: 02116
BUSINESS PHONE: 617-663-3000
MAIL ADDRESS:
STREET 1: C/O JOHN HANCOCK FUNDS
STREET 2: 200 BERKELEY STREET
CITY: BOSTON
STATE: MA
ZIP: 02116
0001478482
S000072179
John Hancock Mortgage-Backed Securities ETF
C000227987
John Hancock Mortgage-Backed Securities ETF
JHMB
NPORT-P
1
primary_doc.xml
NPORT-P
false
0001478482
XXXXXXXX
S000072179
C000227987
John Hancock Exchange-Traded Fund Trust
811-22733
0001478482
5493009IOCA1ISM4Y592
200 Berkeley Street
Boston
02116
617-543-9634
John Hancock Mortgage-Backed Securities ETF
S000072179
549300DHVXX83H8NVG29
2024-04-30
2023-04-30
N
26874501.590000000000
151314.030000000000
26723187.560000000000
0.000000000000
0.000000000000
0.000000000000
0.000000000000
0.000000000000
0.000000000000
0.000000000000
0.000000000000
0.000000000000
0.000000000000
0.000000000000
0.000000000000
0.000000000000
8143.060000000000
USD
N
FREDDIE MAC STACR REMIC TRUST STACR 2023 DNA1 M1B 144A
N/A
FREDDIE MAC STACR REMIC TRUST STACR 2023 DNA1 M1B 144A
35564KP45
250000
PA
USD
250064.23
0.9357574931
Long
ABS-MBS
USGSE
US
N
2
2043-03-25
Floating
7.923670000000
N
N
N
N
N
N
FREDDIE MAC STACR REMIC TRUST STACR 2022 DNA3 M2 144A
N/A
FREDDIE MAC STACR REMIC TRUST STACR 2022 DNA3 M2 144A
35564KVE6
160000
PA
USD
160150.03
0.5992923922
Long
ABS-MBS
USGSE
US
N
2
2042-04-25
Floating
9.165330000000
N
N
N
N
N
N
Freddie Mac STACR Trust 2019-HQA2
N/A
FREDDIE MAC STACR TRUST 2019-H STACR 2019 HQA2 B1 144A
35564MBD6
200000
PA
USD
206862.54
0.7740938072
Long
ABS-MBS
USGSE
US
N
2
2049-04-25
Floating
9.120430000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
GOVERNMENT NATIONAL MORTGAGE A GNR 2014 103 DA
38378XDV0
101546.38
PA
USD
97186.47
0.3636784339
Long
ABS-MBS
USGA
US
N
2
2054-09-16
Variable
3.250000000000
N
N
N
N
N
N
PROGRESS RESIDENTIAL 2021-SFR5 PROG 2021 SFR5 E2 144A
N/A
PROGRESS RESIDENTIAL 2021-SFR5 PROG 2021 SFR5 E2 144A
74333FAF6
225000
PA
USD
190516.14
0.7129244577
Long
ABS-O
CORP
US
N
2
2038-07-17
Fixed
2.359000000000
N
N
N
N
N
N
JH COLLATERAL
N/A
JH COLLATERAL
N/A
29155.46
NS
USD
291470.05
1.0907009104
Long
STIV
RF
US
N
1
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
GOVERNMENT NATIONAL MORTGAGE A GNR 2014 135 IO
38378XPE5
14527693.6
PA
USD
277583.55
1.0387366753
Long
ABS-MBS
USGA
US
N
2
2056-01-16
Variable
0.425090000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
GOVERNMENT NATIONAL MORTGAGE A GNR 2016 26 IO
38379UEH5
5193037.63
PA
USD
126610.41
0.4737848347
Long
ABS-MBS
USGA
US
N
2
2058-02-16
Variable
0.639270000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
GOVERNMENT NATIONAL MORTGAGE A GNR 2017 159 IO
38380JAH1
3932345.88
PA
USD
123977.43
0.4639320430
Long
ABS-MBS
USGA
US
N
2
2059-06-16
Variable
0.433690000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
GOVERNMENT NATIONAL MORTGAGE A GNR 2018 23 IO
38380JPT9
1772802.59
PA
USD
70655.22
0.2643966774
Long
ABS-MBS
USGA
US
N
2
2059-11-16
Variable
0.566090000000
N
N
N
N
N
N
PROGRESS RESIDENTIAL 2021-SFR3 PROG 2021 SFR3 E2 144A
N/A
PROGRESS RESIDENTIAL 2021-SFR3 PROG 2021 SFR3 E2 144A
74333VAL8
100000
PA
USD
86876.2
0.3250966967
Long
ABS-O
CORP
US
N
2
2026-05-17
Fixed
2.688000000000
N
N
N
N
N
N
READY CAPITAL MORTGAGE TRUST 2 RCMT 2019 5 E 144A
N/A
READY CAPITAL MORTGAGE TRUST 2 RCMT 2019 5 E 144A
75575MAN8
250000
PA
USD
179815.75
0.6728828647
Long
ABS-MBS
CORP
US
N
2
2052-02-25
Variable
5.426383000000
N
N
N
N
N
N
STORE MASTER FUNDING I-VII AND STR 2019 1 A2 144A
N/A
STORE MASTER FUNDING LLC 11/49 3.65
86212XAB6
190350.2
PA
USD
161650.34
0.6049066551
Long
ABS-O
CORP
US
N
2
2049-11-20
Fixed
3.650000000000
N
N
N
N
N
N
TOWD POINT MORTGAGE TRUST 2019 TPMT 2019 4 B1B 144A
N/A
TOWD POINT MORTGAGE TRUST 2019 TPMT 2019 4 B1B 144A
89178BBA1
315000
PA
USD
232016.81
0.8682228102
Long
ABS-MBS
CORP
US
N
2
2059-10-25
Variable
3.500000000000
N
N
N
N
N
N
TRIANGLE RE 2021-3 LTD TMIR 2021 3 M1B 144A
N/A
MORTGAGE INSURANCE-LINKED NOTE TMIR 2021 3 M1B 144A
89600HAC3
200000
PA
USD
197001.98
0.7371949157
Long
ABS-MBS
CORP
BM
N
2
2034-02-25
Floating
7.715330000000
N
N
N
N
N
N
TRICON RESIDENTIAL 2021-SFR1 T TCN 2021 SFR1 G 144A
N/A
TRICON RESIDENTIAL 2021-SFR1 T TCN 2021 SFR1 G 144A
89614YAH9
100000
PA
USD
88163.64
0.3299143854
Long
ABS-O
CORP
US
N
2
2038-07-17
Fixed
4.133000000000
N
N
N
N
N
N
TRK 2021-INV1 TRUST TRK 2021 INV1 A1 144A
N/A
TRK 2021-INV1 TRUST TRK 2021 INV1 A1 144A
89688WAA9
143630.37
PA
USD
122323.02
0.4577411273
Long
ABS-MBS
CORP
US
N
2
2056-07-25
Variable
1.153000000000
N
N
N
N
N
N
United States Treasury Note/Bond
N/A
UNITED STATES TREASURY NOTE/BO 11/52 4
912810TL2
75000
PA
USD
79628.91
0.2979768406
Long
DBT
UST
US
N
2
2052-11-15
Fixed
4.000000000000
N
N
N
N
N
N
United States Treasury Note/Bond
N/A
UNITED STATES TREASURY NOTE/BO 02/43 3.875
912810TQ1
100000
PA
USD
101062.5
0.3781828039
Long
DBT
UST
US
N
2
2043-02-15
Fixed
3.875000000000
N
N
N
N
N
N
Vantage Data Centers Issuer LLC
N/A
VANTAGE DATA CENTERS ISSUER LL VDC 2021 1A A2 144A
92212KAD8
125000
PA
USD
111340.3
0.4166430361
Long
ABS-O
CORP
US
N
2
2046-10-15
Fixed
2.165000000000
N
N
N
N
N
N
Agate Bay Mortgage Trust 2013-1
N/A
AGATE BAY MORTGAGE TRUST 2013- ABMT 2013 1 A1 144A
008414AA2
94616.64
PA
USD
87082.53
0.3258687977
Long
ABS-MBS
CORP
US
N
2
2043-07-25
Variable
3.500000000000
N
N
N
N
N
N
Fannie Mae Pool
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL FN 12/51 FIXED VAR
3140XD6E1
262232.85
PA
USD
228447.92
0.8548677791
Long
ABS-MBS
USGSE
US
N
2
2051-12-01
Fixed
2.500000000000
N
N
N
N
N
N
Fannie Mae Pool
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL FN 09/51 FIXED VAR
3140XDA48
439450.52
PA
USD
383382.96
1.4346453212
Long
ABS-MBS
USGSE
US
N
2
2051-09-01
Fixed
2.500000000000
N
N
N
N
N
N
Fannie Mae Pool
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL FN 01/52 FIXED VAR
3140XFPZ8
262679.28
PA
USD
228836.84
0.8563231444
Long
ABS-MBS
USGSE
US
N
2
2052-01-01
Fixed
2.500000000000
N
N
N
N
N
N
Fannie Mae Pool
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL FN 02/52 FIXED VAR
3140XFWE7
290443.91
PA
USD
262337.3
0.9816841625
Long
ABS-MBS
USGSE
US
N
2
2052-02-01
Fixed
3.000000000000
N
N
N
N
N
N
VERUS SECURITIZATION TRUST 201 VERUS 2019 4 A1 144A
N/A
VERUS SECURITIZATION TRUST 201 VERUS 2019 4 A1 144A
92537KAA2
63590.46
PA
USD
61243.76
0.2291783488
Long
ABS-MBS
CORP
US
N
2
2059-11-25
Variable
2.642000000000
N
N
N
N
N
N
VERUS SECURITIZATION TRUST 202 VERUS 2021 1 A2 144A
N/A
VERUS SECURITIZATION TRUST 202 VERUS 2021 1 A2 144A
92537QAE1
96839.39
PA
USD
82376.98
0.3082603070
Long
ABS-MBS
CORP
US
N
2
2066-01-25
Variable
1.052000000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
GOVERNMENT NATIONAL MORTGAGE A GNR 2021 62 IA
38380RP79
18296724.8
PA
USD
102157.93
0.3822819780
Long
ABS-MBS
USGA
US
N
2
2063-02-16
Variable
0.099990000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
GOVERNMENT NATIONAL MORTGAGE A GNR 2021 178 IA
38381D5A4
38450996.4
PA
USD
209927.06
0.7855614512
Long
ABS-MBS
USGA
US
N
2
2061-10-16
Variable
0.099880000000
N
N
N
N
N
N
VERUS SECURITIZATION TRUST 202 VERUS 2020 INV1 A2 144A
N/A
VERUS SECURITIZATION TRUST 202 VERUS 2020 INV1 A2 144A
92537TAD7
170000
PA
USD
162870.39
0.6094721658
Long
ABS-MBS
CORP
US
N
2
2060-03-25
Variable
3.035000000000
N
N
N
N
N
N
VERUS SECURITIZATION TRUST 202 VERUS 2020 5 A1 144A
N/A
VERUS SECURITIZATION TRUST 202 VERUS 2020 5 A1 144A
92538CAA9
99280.68
PA
USD
90927.64
0.3402574629
Long
ABS-MBS
CORP
US
N
2
2065-05-25
Variable
1.218000000000
N
N
N
N
N
N
VERUS SECURITIZATION TRUST 202 VERUS 2022 4 A1 144A
N/A
VERUS SECURITIZATION TRUST 202 VERUS 2022 4 A1 144A
92538NAA5
85346.22
PA
USD
82806.98
0.3098693964
Long
ABS-MBS
CORP
US
N
2
2067-04-25
Variable
4.474000000000
N
N
N
N
N
N
VERUS SECURITIZATION TRUST 202 VERUS 2021 3 A1 144A
N/A
VERUS SECURITIZATION TRUST 202 VERUS 2021 3 A1 144A
92539LAA8
98071.78
PA
USD
82441.53
0.3085018575
Long
ABS-MBS
CORP
US
N
2
2066-06-25
Variable
1.046000000000
N
N
N
N
N
N
ANGEL OAK MORTGAGE TRUST 2021- AOMT 2021 2 A3 144A
N/A
ANGEL OAK MORTGAGE TRUST 2021- AOMT 2021 2 A3 144A
03465DAC7
155476.09
PA
USD
131361.19
0.4915625791
Long
ABS-MBS
CORP
US
N
2
2066-04-25
Variable
1.447000000000
N
N
N
N
N
N
ANGEL OAK MORTGAGE TRUST 2020- AOMT 2020 3 A2 144A
N/A
ANGEL OAK MORTGAGE TRUST 2020- AOMT 2020 3 A2 144A
03465LAB1
105023.18
PA
USD
96858.13
0.3624497631
Long
ABS-MBS
CORP
US
N
2
2065-04-25
Variable
2.410000000000
N
N
N
N
N
N
APEX CREDIT CLO 2019-II LTD APEXC 2019 2A D 144A
N/A
APEX CREDIT CLO 2019-II LTD APEXC 2019 2A D 144A
03755CAN4
150000
PA
USD
135767.55
0.5080514804
Long
ABS-CBDO
CORP
KY
N
2
2032-10-25
Floating
9.305140000000
N
N
N
N
N
N
ARROYO MORTGAGE TRUST 2019-1 ARRW 2019 1 A3 144A
N/A
ARROYO MORTGAGE TRUST 2019-1 ARRW 2019 1 A3 144A
042859AC2
160666.2
PA
USD
151929.14
0.5685292582
Long
ABS-MBS
CORP
US
N
2
2049-01-25
Variable
4.208000000000
N
N
N
N
N
N
MADISON PARK FUNDING XLI LTD ATRM 12A DR 144A
N/A
ATRIUM XII ATRM 12A DR 144A
04965CAQ1
250000
PA
USD
241056.25
0.9020490144
Long
ABS-CBDO
CORP
KY
N
2
2027-04-22
Floating
8.072710000000
N
N
N
N
N
N
Fannie Mae Pool
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL FN 03/52 FIXED VAR
3140XFZA2
548622.65
PA
USD
478454.86
1.7904108891
Long
ABS-MBS
USGSE
US
N
2
2052-03-01
Fixed
2.500000000000
N
N
N
N
N
N
Fannie Mae Pool
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL FN 03/52 FIXED VAR
3140XGKW8
136188.37
PA
USD
127999.04
0.4789811833
Long
ABS-MBS
USGSE
US
N
2
2052-03-01
Fixed
3.500000000000
N
N
N
N
N
N
VERUS SECURITIZATION TRUST 202 VERUS 2021 3 A3 144A
N/A
VERUS SECURITIZATION TRUST 202 VERUS 2021 3 A3 144A
92539LAC4
81727.19
PA
USD
68540.46
0.2564831005
Long
ABS-MBS
CORP
US
N
2
2066-06-25
Variable
1.437000000000
N
N
N
N
N
N
Fannie Mae Pool
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL FN 11/50 FIXED VAR
3140XCSB5
247131.12
PA
USD
226054.1
0.8459099405
Long
ABS-MBS
USGSE
US
N
2
2050-11-01
Fixed
3.000000000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
GOVERNMENT NATIONAL MORTGAGE A GNR 2021 153 IA
38381DS27
19366444.2
PA
USD
105593.6
0.3951384907
Long
ABS-MBS
USGA
US
N
2
2061-08-16
Variable
0.100000000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
GOVERNMENT NATIONAL MORTGAGE A GNR 2022 141 BC
38381HPW5
265000
PA
USD
173256.44
0.6483374770
Long
ABS-MBS
USGA
US
N
2
2064-06-16
Fixed
2.100000000000
N
N
N
N
N
N
Hertz Vehicle Financing LLC
5493004IHDYOZ9K9WF47
HERTZ VEHICLE FINANCING LLC HERTZ 2022 2A A 144A
42806MAN9
200000
PA
USD
179106.7
0.6702295510
Long
ABS-O
CORP
US
N
2
2028-06-26
Fixed
2.330000000000
N
N
N
N
N
N
IMPERIAL FUND MORTGAGE TRUST 2 IMPRL 2021 NQM2 M1 144A
N/A
IMPERIAL FUND MORTGAGE TRUST 2 IMPRL 2021 NQM2 M1 144A
452761AD1
200000
PA
USD
122493.68
0.4583797488
Long
ABS-MBS
CORP
US
N
2
2056-09-25
Variable
2.489000000000
N
N
N
N
N
N
Fannie Mae Pool
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL FN 10/52 FIXED VAR
3140XJPY3
148938.79
PA
USD
146450.69
0.5480285227
Long
ABS-MBS
USGSE
US
N
2
2052-10-01
Fixed
4.500000000000
N
N
N
N
N
N
Fannie Mae Pool
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL FN 02/47 FIXED 3.5
31418CGE8
188760.92
PA
USD
178177.11
0.6667509615
Long
ABS-MBS
USGSE
US
N
2
2047-02-01
Fixed
3.500000000000
N
N
N
N
N
N
FIRSTKEY HOMES 2021-SFR2 TRUST FKH 2021 SFR2 E1 144A
N/A
FIRSTKEY HOMES 2021-SFR2 TRUST FKH 2021 SFR2 E1 144A
33767TAJ9
200000
PA
USD
171883.12
0.6431984194
Long
ABS-O
CORP
US
N
2
2038-09-17
Fixed
2.258000000000
N
N
N
N
N
N
FIRSTKEY HOMES 2022-SFR1 TRUST FKH 2022 SFR1 D 144A
N/A
FIRSTKEY HOMES 2022-SFR1 TRUST FKH 2022 SFR1 D 144A
33768NAG7
200000
PA
USD
189793.46
0.7102201396
Long
ABS-O
CORP
US
N
2
2039-05-17
Fixed
5.197000000000
N
N
N
N
N
N
FLAGSTAR MORTGAGE TRUST 2021-6 FSMT 2021 6INV A4 144A
N/A
FLAGSTAR MORTGAGE TRUST 2021-6 FSMT 2021 6INV A4 144A
33851GAD7
207274.78
PA
USD
170305.46
0.6372947075
Long
ABS-MBS
CORP
US
N
2
2051-08-25
Variable
2.500000000000
N
N
N
N
N
N
FREDDIE MAC STACR REMIC TRUST STACR 2021 HQA1 M2 144A
N/A
FREDDIE MAC STACR REMIC TRUST STACR 2021 HQA1 M2 144A
35564KBS7
98903.19
PA
USD
96307.91
0.3603908021
Long
ABS-MBS
USGSE
US
N
2
2033-08-25
Floating
7.065330000000
N
N
N
N
N
N
FREDDIE MAC STACR REMIC TRUST STACR 2021 HQA2 M2 144A
N/A
FREDDIE MAC STACR REMIC TRUST STACR 2021 HQA2 M2 144A
35564KFV6
300000
PA
USD
286629.9
1.0725887372
Long
ABS-MBS
USGSE
US
N
2
2033-12-25
Floating
6.865330000000
N
N
N
N
N
N
IMPERIAL FUND MORTGAGE TRUST 2 IMPRL 2022 NQM5 A3 144A
N/A
IMPERIAL FUND MORTGAGE TRUST 2 IMPRL 2022 NQM5 A3 144A
45276QAC8
93835.48
PA
USD
93377.31
0.3494242960
Long
ABS-MBS
CORP
US
N
2
2067-08-25
Variable
6.250000000000
N
N
N
N
N
N
JP MORGAN MORTGAGE TRUST 2019- JPMMT 2019 INV3 B3 144A
N/A
JP MORGAN MORTGAGE TRUST 2019- JPMMT 2019 INV3 B3 144A
46591LBW0
216989.7
PA
USD
188883.13
0.7068136223
Long
ABS-MBS
CORP
US
N
2
2050-05-25
Variable
4.381542000000
N
N
N
N
N
N
KNDL 2019-KNSQ MORTGAGE TRUST KNDL 2019 KNSQ E 144A
N/A
KNDL 2019-KNSQ MORTGAGE TRUST KNDL 2019 KNSQ E 144A
482598AN9
275000
PA
USD
269340.8
1.0078917397
Long
ABS-MBS
CORP
US
N
2
2036-05-15
Floating
6.748000000000
N
N
N
N
N
N
LCM XV Limited Partnership
N/A
LCM XV LP LCM 15A DR 144A
50184NAQ5
250000
PA
USD
222260.75
0.8317149648
Long
ABS-CBDO
CORP
KY
N
2
2030-07-20
Floating
8.950430000000
N
N
N
N
N
N
LIFE 2021-BMR MORTGAGE TRUST LIFE 2021 BMR F 144A
N/A
LIFE 2021-BMR MORTGAGE TRUST LIFE 2021 BMR F 144A
53218CAL4
201508.88
PA
USD
189368.47
0.7086297979
Long
ABS-MBS
CORP
US
N
2
2038-03-15
Floating
7.354480000000
N
N
N
N
N
N
MFA 2020-NQM3 TRUST MFRA 2020 NQM3 M1 144A
N/A
MFA 2020-NQM3 TRUST MFRA 2020 NQM3 M1 144A
552757AD8
100000
PA
USD
80524.21
0.3013271146
Long
ABS-MBS
CORP
US
N
2
2065-01-26
Variable
2.654000000000
N
N
N
N
N
N
MFA 2023-NQM1 TRUST MFRA 2023 NQM1 A2 144A
N/A
MFA 2023-NQM1 TRUST MFRA 2023 NQM1 A2 144A
55285PAB0
146612.89
PA
USD
144528.27
0.5408346952
Long
ABS-MBS
CORP
US
N
2
2067-11-25
Variable
5.750000000000
N
N
N
N
N
N
NEW RESIDENTIAL MORTGAGE LOAN NRZT 2019 4A A1B 144A
N/A
NEW RESIDENTIAL MORTGAGE LOAN NRZT 2019 4A A1B 144A
64830WAD3
74793.63
PA
USD
70055.98
0.2621542802
Long
ABS-MBS
CORP
US
N
2
2058-12-25
Variable
3.500000000000
N
N
N
N
N
N
AMSR 2020-SFR4 TRUST AMSR 2020 SFR4 D 144A
N/A
AMSR 2020-SFR4 TRUST AMSR 2020 SFR4 D 144A
66981FAD2
314000
PA
USD
283132.95
1.0595029106
Long
ABS-O
CORP
US
N
2
2037-11-17
Fixed
2.006000000000
N
N
N
N
N
N
OBX 2022-NQM1 TRUST OBX 2022 NQM1 A1 144A
N/A
OBX 2022-NQM1 TRUST OBX 2022 NQM1 A1 144A
67114VAA1
127817.78
PA
USD
110051.24
0.4118192852
Long
ABS-MBS
CORP
US
N
2
2061-11-25
Variable
2.305000000000
N
N
N
N
N
N
OAKTOWN RE VII LTD OMIR 2021 2 M1B 144A
N/A
OAKTOWN RE VII LTD OMIR 2021 2 M1B 144A
67389JAB4
200000
PA
USD
198667.18
0.7434262082
Long
ABS-MBS
CORP
BM
N
2
2034-04-25
Floating
7.715330000000
N
N
N
N
N
N
PKHL COMMERCIAL MORTGAGE TRUST PKHL 2021 MF F 144A
N/A
PKHL COMMERCIAL MORTGAGE TRUST PKHL 2021 MF F 144A
69356GAQ2
300000
PA
USD
276009.15
1.0328451626
Long
ABS-MBS
CORP
US
N
2
2038-07-15
Floating
8.298000000000
N
N
N
N
N
N
PROGRESS RESIDENTIAL 2020-SFR1 PROG 2020 SFR1 C 144A
N/A
PROGRESS RESIDENTIAL 2020-SFR1 PROG 2020 SFR1 C 144A
74331CAC2
300000
PA
USD
278828.94
1.0433970101
Long
ABS-O
CORP
US
N
2
2037-04-17
Fixed
2.183000000000
N
N
N
N
N
N
PROGRESS RESIDENTIAL 2021-SFR4 PROG 2021 SFR4 E1 144A
N/A
PROGRESS RESIDENTIAL 2021-SFR4 PROG 2021 SFR4 E1 144A
74333EAE2
150000
PA
USD
129910.76
0.4861349706
Long
ABS-O
CORP
US
N
2
2038-05-17
Fixed
2.409000000000
N
N
N
N
N
N
Taco Bell Funding LLC
N/A
TACO BELL FUNDING LLC BELL 2021 1A A2I 144A
87342RAG9
197500
PA
USD
173200.59
0.6481284825
Long
ABS-O
CORP
US
N
2
2051-08-25
Fixed
1.946000000000
N
N
N
N
N
N
United States Treasury Note/Bond
N/A
UNITED STATES TREASURY NOTE/BO 08/52 3
912810TJ7
100000
PA
USD
87843.75
0.3287173351
Long
DBT
UST
US
N
2
2052-08-15
Fixed
3.000000000000
N
N
N
N
N
N
United States Treasury Note/Bond
N/A
UNITED STATES TREASURY NOTE/BO 08/42 3.375
912810TK4
84000
PA
USD
79104.38
0.2960140134
Long
DBT
UST
US
N
2
2042-08-15
Fixed
3.375000000000
N
N
N
N
N
N
Ammc Clo 23 Limited
N/A
AMMC CLO 23 LTD AMMC 2020 23A CR 144A
00177JBC8
140000
PA
USD
132934.34
0.4974494143
Long
ABS-CBDO
CORP
KY
N
2
2031-10-17
Floating
7.260290000000
N
N
N
N
N
N
AMSR 2020-SFR1 TRUST AMSR 2020 SFR1 C 144A
N/A
AMSR 2020-SFR1 TRUST AMSR 2020 SFR1 C 144A
00180AAC3
150000
PA
USD
139793.66
0.5231174600
Long
ABS-O
CORP
US
N
2
2037-04-17
Fixed
2.419000000000
N
N
N
N
N
N
VISIO 2019-2 TRUST VISIO 2019 2 A1 144A
N/A
VISIO 2019-2 TRUST VISIO 2019 2 A1 144A
92837DAA5
56510.32
PA
USD
53258.43
0.1992966965
Long
ABS-MBS
CORP
US
N
2
2054-11-25
Variable
2.722000000000
N
N
N
N
N
N
VOYA CLO 2018-2 LTD VOYA 2018 2A E 144A
N/A
VOYA CLO 2018-2 LTD VOYA 2018 2A E 144A
92917TAA3
200000
PA
USD
158543.6
0.5932810210
Long
ABS-CBDO
CORP
KY
N
2
2031-07-15
Floating
10.510290000000
N
N
N
N
N
N
US LONG BONDCBT 0623
N/A
US LONG BONDCBT 0623
ADI2BCK65
8
NC
USD
53613.08
0.2006238211
N/A
DIR
CORP
US
N
1
CHICAGO BOARD OF TRADE
N/A
Long
US 20yr 6%
US 20yr 6%
2023-06-21
1001386.920000000000
USD
53613.080000000000
N
N
N
BX COMMERCIAL MORTGAGE TRUST 2 BX 2021 MC E 144A
N/A
BX COMMERCIAL MORTGAGE TRUST 2 BX 2021 MC E 144A
05608GAJ8
100000
PA
USD
87573.48
0.3277059662
Long
ABS-MBS
CORP
US
N
2
2034-04-15
Floating
7.048000000000
N
N
N
N
N
N
BELLEMEADE RE 2021-3 LTD BMIR 2021 3A M2 144A
N/A
BELLEMEADE RE 2021-3 LTD BMIR 2021 3A M2 144A
078777AE9
200000
PA
USD
190961.34
0.7145904267
Long
ABS-MBS
CORP
US
N
2
2031-09-25
Floating
7.965330000000
N
N
N
N
N
N
BRAVO RESIDENTIAL FUNDING TRUS BRAVO 2021 NQM1 M1 144A
N/A
BRAVO RESIDENTIAL FUNDING TRUS BRAVO 2021 NQM1 M1 144A
10569TAD0
100000
PA
USD
73379.4
0.2745907457
Long
ABS-MBS
CORP
US
N
2
2049-02-25
Variable
2.316000000000
N
N
N
N
N
N
BUNKER HILL LOAN DEPOSITARY TR BHLD 2019 3 M1 144A
N/A
BUNKER HILL LOAN DEPOSITARY TR BHLD 2019 3 M1 144A
12062BAE5
100000
PA
USD
90364.01
0.3381483208
Long
ABS-MBS
CORP
US
N
2
2059-11-25
Variable
3.269000000000
N
N
N
N
N
N
CAMB COMMERCIAL MORTGAGE TRUST CAMB 2019 LIFE F 144A
N/A
CAMB COMMERCIAL MORTGAGE TRUST CAMB 2019 LIFE F 144A
12482HAQ7
200000
PA
USD
191155.62
0.7153174357
Long
ABS-MBS
CORP
US
N
2
2037-12-15
Floating
7.498000000000
N
N
N
N
N
N
CARS-DB4 L.P.
N/A
CARS-DB4 LP CAUTO 2020 1A B1 144A
12510HAG5
100000
PA
USD
93862.69
0.3512406212
Long
ABS-O
CORP
US
N
2
2050-02-15
Fixed
4.170000000000
N
N
N
N
N
N
CARS-DB6 LP CAUTO 2022 1A B 144A
N/A
CARS-DB6 LP CAUTO 2022 1A B 144A
12510HAR1
175000
PA
USD
150338.58
0.5625772736
Long
ABS-O
CORP
US
N
2
2052-03-15
Fixed
4.680000000000
N
N
N
N
N
N
CLI Funding VIII LLC
N/A
CLI FUNDING VIII LLC CLIF 2021 1A A 144A
12565KAA5
136020.84
PA
USD
118406.17
0.4430840061
Long
ABS-O
CORP
US
N
2
2046-02-18
Fixed
1.640000000000
N
N
N
N
N
N
COLT 2021-1 MORTGAGE LOAN TRUS COLT 2021 1 A1 144A
N/A
COLT 2021-1 MORTGAGE LOAN TRUS COLT 2021 1 A1 144A
19688EAA6
194220.67
PA
USD
157762.83
0.5903593261
Long
ABS-MBS
CORP
US
N
2
2066-06-25
Variable
0.910000000000
N
N
N
N
N
N
COLT 2021-4 MORTGAGE LOAN TRUS COLT 2021 4 A1 144A
N/A
COLT 2021-4 MORTGAGE LOAN TRUS COLT 2021 4 A1 144A
19688GAA1
165514.83
PA
USD
131807.75
0.4932336373
Long
ABS-MBS
CORP
US
N
2
2066-10-25
Variable
1.397000000000
N
N
N
N
N
N
COLT 2021-4 MORTGAGE LOAN TRUS COLT 2021 4 B1 144A
N/A
COLT 2021-4 MORTGAGE LOAN TRUS COLT 2021 4 B1 144A
19688GAE3
200000
PA
USD
136221.2
0.5097490698
Long
ABS-MBS
CORP
US
N
2
2066-10-25
Variable
3.764000000000
N
N
N
N
N
N
COLT 2021-HX1 MORTGAGE LOAN TR COLT 2021 HX1 B1 144A
N/A
COLT 2021-HX1 MORTGAGE LOAN TR COLT 2021 HX1 B1 144A
19688KAE4
100000
PA
USD
63203.62
0.2365122793
Long
ABS-MBS
CORP
US
N
2
2066-10-25
Variable
3.110000000000
N
N
N
N
N
N
COLUMBIA CENT CLO 28 LTD CECLO 2018 28A BR 144A
N/A
COLUMBIA CENT CLO 28 LTD CECLO 2018 28A BR 144A
197361AU2
350000
PA
USD
334559.05
1.2519429026
Long
ABS-CBDO
CORP
KY
N
2
2030-11-07
Floating
6.984140000000
N
N
N
N
N
N
CONNECTICUT AVENUE SECURITIES CAS 2023 R03 2M2 144A
N/A
CONNECTICUT AVENUE SECURITIES CAS 2023 R03 2M2 144A
20753AAA2
100000
PA
USD
100250
0.3751423732
Long
ABS-MBS
USGSE
US
N
2
2043-04-25
Floating
8.715330000000
N
N
N
N
N
N
CONNECTICUT AVENUE SECURITIES CAS 2022 R05 2M2 144A
N/A
CONNECTICUT AVENUE SECURITIES CAS 2022 R05 2M2 144A
20754DAB3
200000
PA
USD
198003.3
0.7409419238
Long
ABS-MBS
USGSE
US
N
2
2042-04-25
Floating
7.815330000000
N
N
N
N
N
N
CONNECTICUT AVENUE SECURITIES CAS 2021 R01 1B1 144A
N/A
CONNECTICUT AVENUE SECURITIES CAS 2021 R01 1B1 144A
20754RAF3
200000
PA
USD
193987.94
0.7259161714
Long
ABS-MBS
USGSE
US
N
2
2041-10-25
Floating
7.915330000000
N
N
N
N
N
N
DB Master Finance LLC
N/A
DB MASTER FINANCE LLC DNKN 2021 1A A23 144A
233046AS0
197500
PA
USD
159019.1
0.5950603746
Long
ABS-O
CORP
US
N
2
2051-11-20
Fixed
2.791000000000
N
N
N
N
N
N
DBGS 2018-BIOD MORTGAGE TRUST DBGS 2018 BIOD D 144A
N/A
DBGS 2018-BIOD MORTGAGE TRUST DBGS 2018 BIOD D 144A
23306GAG2
91376.27
PA
USD
88847.79
0.3324745216
Long
ABS-MBS
CORP
US
N
2
2035-05-15
Floating
6.248000000000
N
N
N
N
N
N
DIAMOND INFRASTRUCTURE FUNDING DNFRA 2021 1A C 144A
N/A
DIAMOND INFRASTRUCTURE FUNDING DNFRA 2021 1A C 144A
25265LAE0
200000
PA
USD
160519.64
0.6006754982
Long
ABS-O
CORP
US
N
2
2049-04-15
Fixed
3.475000000000
N
N
N
N
N
N
Driven Brands Funding LLC
N/A
DRIVEN BRANDS FUNDING LLC HONK 2019 1A A2 144A
26208LAD0
201075
PA
USD
189560.44
0.7093481628
Long
ABS-O
CORP
US
N
2
2049-04-20
Fixed
4.641000000000
N
N
N
N
N
N
EAGLE RE 2021-2 LTD EMIR 2021 2 M1B 144A
N/A
EAGLE RE 2021-2 LTD EMIR 2021 2 M1B 144A
26982AAB0
200000
PA
USD
198948.72
0.7444797502
Long
ABS-MBS
CORP
BM
N
2
2034-04-25
Floating
6.865330000000
N
N
N
N
N
N
ELARA HGV TIMESHARE ISSUER 202 EHGVT 2021 A D 144A
N/A
ELARA HGV TIMESHARE ISSUER 202 EHGVT 2021 A D 144A
28416LAD4
125529.32
PA
USD
112229.79
0.4199715687
Long
ABS-O
CORP
US
N
2
2035-08-27
Fixed
3.320000000000
N
N
N
N
N
N
FREDDIE MAC POOL FR 09/47 FIXED 3.5
S6XOOCT0IEG5ABCC6L87
FREDDIE MAC POOL FR 09/47 FIXED 3.5
3132A5HL2
344802.42
PA
USD
325253.88
1.2171223185
Long
ABS-MBS
USGSE
US
N
2
2047-09-01
Fixed
3.500000000000
N
N
N
N
N
N
FREDDIE MAC POOL FR 01/52 FIXED 2.5
S6XOOCT0IEG5ABCC6L87
FREDDIE MAC POOL FR 01/52 FIXED 2.5
3132DM4H5
257117.24
PA
USD
224553.83
0.8402958273
Long
ABS-MBS
USGSE
US
N
2
2052-01-01
Fixed
2.500000000000
N
N
N
N
N
N
FREDDIE MAC POOL FR 05/51 FIXED 3
S6XOOCT0IEG5ABCC6L87
FREDDIE MAC POOL FR 05/51 FIXED 3
3132DMUU7
270125.36
PA
USD
245799.92
0.9198001528
Long
ABS-MBS
USGSE
US
N
2
2051-05-01
Fixed
3.000000000000
N
N
N
N
N
N
FREDDIE MAC POOL FR 09/52 FIXED 4
S6XOOCT0IEG5ABCC6L87
FREDDIE MAC POOL FR 09/52 FIXED 4
3132DN4H3
210788.3
PA
USD
202001.08
0.7559018906
Long
ABS-MBS
USGSE
US
N
2
2052-09-01
Fixed
4.000000000000
N
N
N
N
N
N
FREDDIE MAC POOL FR 07/52 FIXED 3.5
S6XOOCT0IEG5ABCC6L87
FREDDIE MAC POOL FR 07/52 FIXED 3.5
3132DNS53
293261.48
PA
USD
273748.27
1.0243847946
Long
ABS-MBS
USGSE
US
N
2
2052-07-01
Fixed
3.500000000000
N
N
N
N
N
N
FREDDIE MAC POOL FR 07/52 FIXED 4
S6XOOCT0IEG5ABCC6L87
FREDDIE MAC POOL FR 07/52 FIXED 4
3132DNU35
209773.08
PA
USD
200765.97
0.7512800243
Long
ABS-MBS
USGSE
US
N
2
2052-07-01
Fixed
4.000000000000
N
N
N
N
N
N
FREDDIE MAC POOL FR 10/52 FIXED 4
S6XOOCT0IEG5ABCC6L87
FREDDIE MAC POOL FR 10/52 FIXED 4
3132DNZ48
319285.27
PA
USD
306773.31
1.1479667585
Long
ABS-MBS
USGSE
US
N
2
2052-10-01
Fixed
4.000000000000
N
N
N
N
N
N
FREDDIE MAC POOL FR 02/52 FIXED 3
S6XOOCT0IEG5ABCC6L87
FREDDIE MAC POOL FR 02/52 FIXED 3
3133B4ZR9
291361.03
PA
USD
262801.47
0.9834211185
Long
ABS-MBS
USGSE
US
N
2
2052-02-01
Fixed
3.000000000000
N
N
N
N
N
N
FREDDIE MAC POOL FR 06/51 FIXED 3
S6XOOCT0IEG5ABCC6L87
FREDDIE MAC POOL FR 06/51 FIXED 3
3133KMAX3
239293.11
PA
USD
215650.38
0.8069785070
Long
ABS-MBS
USGSE
US
N
2
2051-06-01
Fixed
3.000000000000
N
N
N
N
N
N
FREDDIE MAC POOL FR 09/51 FIXED 2.5
S6XOOCT0IEG5ABCC6L87
FREDDIE MAC POOL FR 09/51 FIXED 2.5
3133KMM77
176103.16
PA
USD
153800.03
0.5755302568
Long
ABS-MBS
USGSE
US
N
2
2051-09-01
Fixed
2.500000000000
N
N
N
N
N
N
FREDDIE MAC POOL FR 05/52 FIXED 3.5
S6XOOCT0IEG5ABCC6L87
FREDDIE MAC POOL FR 05/52 FIXED 3.5
3133KPFT0
213397.74
PA
USD
199465.3
0.7464128280
Long
ABS-MBS
USGSE
US
N
2
2052-05-01
Fixed
3.500000000000
N
N
N
N
N
N
FANNIE MAE REMICS FNR 2022 22 B
B1V7KEBTPIMZEU4LTD58
FANNIE MAE REMICS FNR 2022 22 B
3136BMH27
400000
PA
USD
257270.2
0.9627227269
Long
ABS-MBS
USGSE
US
N
2
2054-07-25
Fixed
2.000000000000
N
N
N
N
N
N
FREDDIE MAC MULTIFAMILY STRUCT FHMS X2FX X1
S6XOOCT0IEG5ABCC6L87
FREDDIE MAC MULTIFAMILY STRUCT FHMS X2FX X1
3137BQZQ3
7967312.55
PA
USD
119905.66
0.4486952005
Long
ABS-MBS
USGSE
US
N
2
2025-09-25
Variable
0.773263000000
N
N
N
N
N
N
FREDDIE MAC MULTIFAMILY STRUCT FHMS K118 X1
S6XOOCT0IEG5ABCC6L87
FREDDIE MAC MULTIFAMILY STRUCT FHMS K118 X1
3137F62P1
3183219.23
PA
USD
176439.48
0.6602486309
Long
ABS-MBS
USGSE
US
N
2
2030-09-25
Variable
1.051699000000
N
N
N
N
N
N
FREDDIE MAC MULTIFAMILY STRUCT FHMS K109 X1
S6XOOCT0IEG5ABCC6L87
FREDDIE MAC MULTIFAMILY STRUCT FHMS K109 X1
3137FTG27
1987082.18
PA
USD
170135.17
0.6366574707
Long
ABS-MBS
USGSE
US
N
2
2030-04-25
Variable
1.697900000000
N
N
N
N
N
N
FREDDIE MAC MULTIFAMILY STRUCT FHMS K116 X1
S6XOOCT0IEG5ABCC6L87
FREDDIE MAC MULTIFAMILY STRUCT FHMS K116 X1
3137FWHV5
2736056.43
PA
USD
214649.65
0.8032337068
Long
ABS-MBS
USGSE
US
N
2
2030-07-25
Variable
1.528645000000
N
N
N
N
N
N
FREDDIE MAC WHOLE LOAN SECURIT FWLS 2016 SC01 M2
N/A
FREDDIE MAC WHOLE LOAN SECURIT FWLS 2016 SC01 M2
3137G1AY3
93618.4
PA
USD
90542.31
0.3388155316
Long
ABS-MBS
USGSE
US
N
2
2046-07-25
Variable
3.903190000000
N
N
N
N
N
N
FREDDIE MAC REMICS FHR 5150 IS
S6XOOCT0IEG5ABCC6L87
FREDDIE MAC REMICS FHR 5150 IS
3137H2Z98
1741000
PA
USD
163116.9
0.6103946231
Long
ABS-MBS
USGSE
US
N
2
2051-08-25
Floating
0.08277
N
N
N
N
N
N
FREDDIE MAC REMICS FHR 5250 AY
S6XOOCT0IEG5ABCC6L87
FREDDIE MAC REMICS FHR 5250 AY
3137H8N23
449996.53
PA
USD
310179.28
1.1607121318
Long
ABS-MBS
USGSE
US
N
2
2055-01-25
Fixed
2.000000000000
N
N
N
N
N
N
Fannie Mae Pool
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL FN 11/46 FIXED VAR
3138ERNB2
210263.77
PA
USD
193300.24
0.7233427508
Long
ABS-MBS
USGSE
US
N
2
2046-11-01
Fixed
3.000000000000
N
N
N
N
N
N
Fannie Mae Pool
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL FN 11/46 FIXED 3
3138WJGH5
357689.78
PA
USD
328832.3
1.2305130115
Long
ABS-MBS
USGSE
US
N
2
2046-11-01
Fixed
3.000000000000
N
N
N
N
N
N
Fannie Mae Pool
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL FN 04/47 FIXED 4
3138WKNK7
109153.99
PA
USD
106044.82
0.3968269869
Long
ABS-MBS
USGSE
US
N
2
2047-04-01
Fixed
4.000000000000
N
N
N
N
N
N
Fannie Mae Pool
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL FN 04/47 FIXED 3
3138WKP74
211216.62
PA
USD
194110.21
0.7263737141
Long
ABS-MBS
USGSE
US
N
2
2047-04-01
Fixed
3.000000000000
N
N
N
N
N
N
Fannie Mae Pool
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL FN 12/46 FIXED 3.5
3140F5CP6
163227.24
PA
USD
154432.16
0.5778957306
Long
ABS-MBS
USGSE
US
N
2
2046-12-01
Fixed
3.500000000000
N
N
N
N
N
N
Fannie Mae Pool
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL FN 03/48 FIXED 4
3140H1V98
127101.16
PA
USD
123242.46
0.4611817349
Long
ABS-MBS
USGSE
US
N
2
2048-03-01
Fixed
4.000000000000
N
N
N
N
N
N
Fannie Mae Pool
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL FN 02/48 FIXED VAR
3140JAD88
250852.36
PA
USD
236708.7
0.8857801842
Long
ABS-MBS
USGSE
US
N
2
2048-02-01
Fixed
3.500000000000
N
N
N
N
N
N
Fannie Mae Pool
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL FN 07/50 FIXED 3
3140QEBU5
299207.43
PA
USD
269481.38
1.0084177997
Long
ABS-MBS
USGSE
US
N
2
2050-07-01
Fixed
3.000000000000
N
N
N
N
N
N
Fannie Mae Pool
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL FN 04/51 FIXED 2.5
3140QHRQ0
259569.02
PA
USD
224748.33
0.8410236597
Long
ABS-MBS
USGSE
US
N
2
2051-04-01
Fixed
2.500000000000
N
N
N
N
N
N
Fannie Mae Pool
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL FN 03/52 FIXED 3
3140QNPA4
219419.46
PA
USD
198254.54
0.7418820811
Long
ABS-MBS
USGSE
US
N
2
2052-03-01
Fixed
3.000000000000
N
N
N
N
N
N
Fannie Mae Pool
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL FN 05/50 FIXED VAR
3140X6PC9
231092.08
PA
USD
210371.95
0.7872262601
Long
ABS-MBS
USGSE
US
N
2
2050-05-01
Fixed
3.000000000000
N
N
N
N
N
N
Fannie Mae Pool
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL FN 04/50 FIXED VAR
3140X6RB9
116594.7
PA
USD
113428.43
0.4244569618
Long
ABS-MBS
USGSE
US
N
2
2050-04-01
Fixed
4.000000000000
N
N
N
N
N
N
Fannie Mae Pool
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL FN 11/48 FIXED VAR
3140X6WM9
218544.28
PA
USD
206444.18
0.7725282754
Long
ABS-MBS
USGSE
US
N
2
2048-11-01
Fixed
3.500000000000
N
N
N
N
N
N
Fannie Mae Pool
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL FN 04/50 FIXED VAR
3140X6XJ5
216803.76
PA
USD
204867.78
0.7666292786
Long
ABS-MBS
USGSE
US
N
2
2050-04-01
Fixed
3.500000000000
N
N
N
N
N
N
Fannie Mae Pool
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL FN 06/49 FIXED VAR
3140X9MU6
108532.61
PA
USD
105271.55
0.3939333576
Long
ABS-MBS
USGSE
US
N
2
2049-06-01
Fixed
4.000000000000
N
N
N
N
N
N
Fannie Mae Pool
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL FN 07/51 FIXED VAR
3140XB6D7
223206.66
PA
USD
202199.59
0.7566447287
Long
ABS-MBS
USGSE
US
N
2
2051-07-01
Fixed
3.000000000000
N
N
N
N
N
N
Fannie Mae Pool
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL FN 04/51 FIXED VAR
3140XBLN8
211310.01
PA
USD
199329.81
0.7459058151
Long
ABS-MBS
USGSE
US
N
2
2051-04-01
Fixed
3.500000000000
N
N
N
N
N
N
Fannie Mae Pool
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL FN 06/49 FIXED VAR
3140XBM23
114051.91
PA
USD
110981.43
0.4153001200
Long
ABS-MBS
USGSE
US
N
2
2049-06-01
Fixed
4.000000000000
N
N
N
N
N
N
Fannie Mae Pool
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL FN 08/51 FIXED VAR
3140XCAK4
509751.16
PA
USD
444873.55
1.6647473248
Long
ABS-MBS
USGSE
US
N
2
2051-08-01
Fixed
2.500000000000
N
N
N
N
N
N
Fannie Mae Pool
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL FN 08/51 FIXED VAR
3140XCAU2
384165.37
PA
USD
321613.53
1.2034998792
Long
ABS-MBS
USGSE
US
N
2
2051-08-01
Fixed
2.000000000000
N
N
N
N
N
N
Fannie Mae Pool
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL FN 07/51 FIXED VAR
3140XCB64
292527.78
PA
USD
255845.35
0.9573908405
Long
ABS-MBS
USGSE
US
N
2
2051-07-01
Fixed
2.500000000000
N
N
N
N
N
N
Fannie Mae Pool
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL FN 08/51 FIXED VAR
3140XCB72
551758.86
PA
USD
481707.22
1.8025814432
Long
ABS-MBS
USGSE
US
N
2
2051-08-01
Fixed
2.500000000000
N
N
N
N
N
N
Fannie Mae Pool
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL FN 07/51 FIXED VAR
3140XCBW7
289872.5
PA
USD
243126.85
0.9097973416
Long
ABS-MBS
USGSE
US
N
2
2051-07-01
Fixed
2.000000000000
N
N
N
N
N
N
Fannie Mae Pool
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL FN 09/51 FIXED VAR
3140XCJ74
548127.86
PA
USD
460249.1
1.7222836870
Long
ABS-MBS
USGSE
US
N
2
2051-09-01
Fixed
2.000000000000
N
N
N
N
N
N
Fannie Mae Pool
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL FN 08/51 FIXED VAR
3140XCJR0
528603.04
PA
USD
444680.54
1.6640250681
Long
ABS-MBS
USGSE
US
N
2
2051-08-01
Fixed
2.000000000000
N
N
N
N
N
N
Fannie Mae Pool
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL FN 08/51 FIXED VAR
3140XCLU0
302780.39
PA
USD
264149.97
0.9884672979
Long
ABS-MBS
USGSE
US
N
2
2051-08-01
Fixed
2.500000000000
N
N
N
N
N
N
Fannie Mae Pool
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL FN 08/51 FIXED VAR
3140XCLY2
198844.77
PA
USD
172107.98
0.6440398609
Long
ABS-MBS
USGSE
US
N
2
2051-08-01
Fixed
2.500000000000
N
N
N
N
N
N
Fannie Mae Pool
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL FN 08/51 FIXED VAR
3140XCML9
491740.82
PA
USD
445153.34
1.6657943181
Long
ABS-MBS
USGSE
US
N
2
2051-08-01
Fixed
3.000000000000
N
N
N
N
N
N
Fannie Mae Pool
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL FN 08/51 FIXED VAR
3140XCRR1
432297.92
PA
USD
377548.21
1.4128112866
Long
ABS-MBS
USGSE
US
N
2
2051-08-01
Fixed
2.500000000000
N
N
N
N
N
N
2023-05-30
John Hancock Exchange-Traded Fund Trust
/s/Salvatore Schiavone
Salvatore Schiavone
Treasurer