Bond Fund

Fund Profile

Fund profile

Tickers

JHNBX, JHCBX, JHBIX, JHBSX, JHRBX, JBFRX

Fund manager

John Hancock Bond Fund Class A

Total assets

$25.65 bn

Liabilities

$185.51 mm

Net assets

$25.46 bn

Number of holdings

1.03 k

Top 200 of 1031 Holdings

As of Aug 2024

Security	$Holding	Balance	% of Fund	Category	Position	Country
UNITED STATES TREASURY NOTE/BO 06/31 4.25	782.43 mm	762.42 mm principal	3.07	Debt	Long	USA
UNITED STATES TREASURY NOTE/BO 11/43 4.75	750.27 mm	707.70 mm principal	2.95	Debt	Long	USA
UNITED STATES TREASURY NOTE/BO 08/34 3.875	578.63 mm	580.71 mm principal	2.27	Debt	Long	USA
UNITED STATES TREASURY NOTE/BO 05/54 4.625	557.90 mm	522.01 mm principal	2.19	Debt	Long	USA
UNITED STATES TREASURY NOTE/BO 07/31 4.125	509.65 mm	500.27 mm principal	2.00	Debt	Long	USA
UNITED STATES TREASURY NOTE/BO 11/42 4	471.13 mm	488.29 mm principal	1.85	Debt	Long	USA
UNITED STATES TREASURY NOTE/BO 05/44 4.625	360.21 mm	345.89 mm principal	1.41	Debt	Long	USA
UNITED STATES TREASURY NOTE/BO 08/42 3.375	339.02 mm	383.14 mm principal	1.33	Debt	Long	USA
UNITED STATES TREASURY NOTE/BO 08/52 3	252.83 mm	318.72 mm principal	0.99	Debt	Long	USA
UNITED STATES TREASURY NOTE/BO 03/31 4.125	225.55 mm	221.46 mm principal	0.89	Debt	Long	USA
JH COLLATERAL	208.36 mm	20.84 mm shares	0.82	Short-term investment vehicle	Long	USA
UNITED STATES TREASURY NOTE/BO 01/31 4	200.67 mm	198.50 mm principal	0.79	Debt	Long	USA
FANNIE MAE POOL FN 09/52 FIXED 4.5	153.01 mm	156.83 mm principal	0.60	ABS-mortgage backed security	Long	USA
FANNIE MAE POOL FN 10/51 FIXED VAR	152.94 mm	159.54 mm principal	0.60	ABS-mortgage backed security	Long	USA
FANNIE MAE POOL FN 03/52 FIXED VAR	115.40 mm	128.69 mm principal	0.45	ABS-mortgage backed security	Long	USA
FREDDIE MAC POOL FR 05/52 FIXED 4	114.39 mm	120.23 mm principal	0.45	ABS-mortgage backed security	Long	USA
FANNIE MAE POOL FN 10/52 FIXED 5	110.83 mm	111.46 mm principal	0.44	ABS-mortgage backed security	Long	USA
FANNIE MAE POOL FN 02/52 FIXED 2.5	102.83 mm	119.32 mm principal	0.40	ABS-mortgage backed security	Long	USA
UNITED STATES TREASURY NOTE/BO 07/29 4	102.10 mm	100.91 mm principal	0.40	Debt	Long	USA
FANNIE MAE POOL FN 09/50 FIXED 2.5	93.10 mm	107.29 mm principal	0.37	ABS-mortgage backed security	Long	USA
FREDDIE MAC POOL FR 09/50 FIXED 2	93.03 mm	112.13 mm principal	0.37	ABS-mortgage backed security	Long	USA
UNITED STATES TREASURY NOTE/BO 11/48 3.375	92.33 mm	108.35 mm principal	0.36	Debt	Long	USA
Broadcom Pte. Ltd.	90.02 mm	89.34 mm principal	0.35	Debt	Long	USA
FORD MOTOR CREDIT CO LLC SR UNSECURED 03/34 6.125	89.50 mm	88.45 mm principal	0.35	Debt	Long	USA
FANNIE MAE POOL FN 07/51 FIXED VAR	88.84 mm	107.69 mm principal	0.35	ABS-mortgage backed security	Long	USA
FANNIE MAE POOL FN 05/52 FIXED 4	87.29 mm	91.74 mm principal	0.34	ABS-mortgage backed security	Long	USA
FANNIE MAE POOL FN 07/53 FIXED VAR	85.94 mm	85.74 mm principal	0.34	ABS-mortgage backed security	Long	USA
FREDDIE MAC POOL FR 12/52 FIXED 4.5	85.06 mm	86.44 mm principal	0.33	ABS-mortgage backed security	Long	USA
FANNIE MAE POOL FN 06/52 FIXED VAR	82.95 mm	84.56 mm principal	0.33	ABS-mortgage backed security	Long	USA
WARNERMEDIA HOLDINGS INC COMPANY GUAR 03/32 4.279	80.42 mm	92.00 mm principal	0.32	Debt	Long	USA
FANNIE MAE POOL FN 03/51 FIXED VAR	80.37 mm	83.73 mm principal	0.32	ABS-mortgage backed security	Long	USA
T-MOBILE USA INC COMPANY GUAR 04/30 3.875	77.50 mm	80.56 mm principal	0.30	Debt	Long	USA
FANNIE MAE POOL FN 01/53 FIXED VAR	75.54 mm	75.98 mm principal	0.30	ABS-mortgage backed security	Long	USA
FREDDIE MAC POOL FR 08/53 FIXED 5	75.46 mm	75.28 mm principal	0.30	ABS-mortgage backed security	Long	USA
FREDDIE MAC POOL FR 06/52 FIXED 4	74.77 mm	78.58 mm principal	0.29	ABS-mortgage backed security	Long	USA
FREDDIE MAC POOL FR 04/52 FIXED 3.5	73.34 mm	79.08 mm principal	0.29	ABS-mortgage backed security	Long	USA
FANNIE MAE POOL FN 05/53 FIXED 5	73.21 mm	72.99 mm principal	0.29	ABS-mortgage backed security	Long	USA
UNITED STATES TREASURY NOTE/BO 02/52 2.25	72.89 mm	108.35 mm principal	0.29	Debt	Long	USA
FANNIE MAE POOL FN 07/51 FIXED VAR	71.20 mm	86.30 mm principal	0.28	ABS-mortgage backed security	Long	USA
GENERAL MOTORS FINANCIAL CO IN SR UNSECURED 04/34 5.95	69.80 mm	67.44 mm principal	0.27	Debt	Long	USA
ABBV AbbVie Inc.	69.56 mm	73.40 mm principal	0.27	Debt	Long	USA
FANNIE MAE POOL FN 07/52 FIXED 4.5	68.82 mm	70.16 mm principal	0.27	ABS-mortgage backed security	Long	USA
GS The Goldman Sachs Group, Inc.	68.67 mm	78.97 mm principal	0.27	Debt	Long	USA
FREDDIE MAC POOL FR 08/49 FIXED 4	68.57 mm	71.74 mm principal	0.27	ABS-mortgage backed security	Long	USA
FANNIE MAE POOL FN 08/52 FIXED 4.5	67.96 mm	69.75 mm principal	0.27	ABS-mortgage backed security	Long	USA
FREDDIE MAC POOL FR 08/52 FIXED 4	66.78 mm	69.93 mm principal	0.26	ABS-mortgage backed security	Long	USA
GENERAL MOTORS FINANCIAL CO IN SR UNSECURED 06/30 3.6	65.97 mm	71.04 mm principal	0.26	Debt	Long	USA
VTRS Viatris Inc.	63.87 mm	90.11 mm principal	0.25	Debt	Long	USA
FREDDIE MAC POOL FR 08/52 FIXED 3	63.77 mm	70.91 mm principal	0.25	ABS-mortgage backed security	Long	USA
FREDDIE MAC POOL FR 08/53 FIXED 4.5	63.32 mm	64.49 mm principal	0.25	ABS-mortgage backed security	Long	USA
FREDDIE MAC POOL FR 06/51 FIXED 3	62.13 mm	69.16 mm principal	0.24	ABS-mortgage backed security	Long	USA
FANNIE MAE POOL FN 07/52 FIXED 5	61.38 mm	61.56 mm principal	0.24	ABS-mortgage backed security	Long	USA
FANNIE MAE POOL FN 08/52 FIXED VAR	61.25 mm	66.34 mm principal	0.24	ABS-mortgage backed security	Long	USA
BANK OF AMERICA CORP SR UNSECURED 04/32 VAR	61.16 mm	69.63 mm principal	0.24	Debt	Long	USA
FREDDIE MAC POOL FR 01/53 FIXED 5	59.78 mm	60.13 mm principal	0.23	ABS-mortgage backed security	Long	USA
AMGN Amgen Inc.	59.68 mm	58.07 mm principal	0.23	Debt	Long	USA
FANNIE MAE POOL FN 07/52 FIXED 4.5	59.22 mm	60.37 mm principal	0.23	ABS-mortgage backed security	Long	USA
FREDDIE MAC POOL FR 06/53 FIXED 5	58.42 mm	58.24 mm principal	0.23	ABS-mortgage backed security	Long	USA
FREDDIE MAC POOL FR 08/52 FIXED 4.5	58.06 mm	59.21 mm principal	0.23	ABS-mortgage backed security	Long	USA
VAR ENERGI ASA SR UNSECURED 144A 11/32 8	57.86 mm	50.26 mm principal	0.23	Debt	Long	Norway
WELLS FARGO and CO SR UNSECURED 03/33 VAR	57.57 mm	63.99 mm principal	0.23	Debt	Long	USA
FANNIE MAE POOL FN 08/52 FIXED 4.5	57.32 mm	58.75 mm principal	0.23	ABS-mortgage backed security	Long	USA
FANNIE MAE POOL FN 09/52 FIXED VAR	56.95 mm	57.88 mm principal	0.22	ABS-mortgage backed security	Long	USA
FREDDIE MAC POOL FR 08/53 FIXED 5	55.76 mm	55.66 mm principal	0.22	ABS-mortgage backed security	Long	USA
FREDDIE MAC POOL FR 06/53 FIXED 4	54.22 mm	56.86 mm principal	0.21	ABS-mortgage backed security	Long	USA
DELL INTERNATIONAL LLC / EMC C COMPANY GUAR 04/34 5.4	54.17 mm	52.79 mm principal	0.21	Debt	Long	USA
FANNIE MAE POOL FN 01/36 FIXED VAR	53.94 mm	57.55 mm principal	0.21	ABS-mortgage backed security	Long	USA
FREDDIE MAC POOL FR 06/52 FIXED 3	53.35 mm	59.53 mm principal	0.21	ABS-mortgage backed security	Long	USA
NFLX Netflix, Inc.	52.07 mm	51.06 mm principal	0.20	Debt	Long	USA
MU Micron Technology, Inc.	51.07 mm	46.93 mm principal	0.20	Debt	Long	USA
FREDDIE MAC POOL FR 08/53 FIXED 5	50.54 mm	50.41 mm principal	0.20	ABS-mortgage backed security	Long	USA
FANNIE MAE POOL FN 04/37 FIXED VAR	50.33 mm	55.20 mm principal	0.20	ABS-mortgage backed security	Long	USA
FANNIE MAE POOL FN 05/52 FIXED VAR	49.59 mm	52.03 mm principal	0.19	ABS-mortgage backed security	Long	USA
FREDDIE MAC POOL FR 08/51 FIXED 2.5	49.57 mm	57.25 mm principal	0.19	ABS-mortgage backed security	Long	USA
FANNIE MAE POOL FN 09/50 FIXED VAR	49.35 mm	57.11 mm principal	0.19	ABS-mortgage backed security	Long	USA
FREDDIE MAC POOL FR 06/36 FIXED 2	49.28 mm	54.12 mm principal	0.19	ABS-mortgage backed security	Long	USA
FREDDIE MAC POOL FR 10/52 FIXED 5	49.25 mm	49.07 mm principal	0.19	ABS-mortgage backed security	Long	USA
FREDDIE MAC POOL FR 03/53 FIXED 4.5	49.21 mm	50.52 mm principal	0.19	ABS-mortgage backed security	Long	USA
FREDDIE MAC POOL FR 03/52 FIXED 2	48.93 mm	59.13 mm principal	0.19	ABS-mortgage backed security	Long	USA
FANNIE MAE POOL FN 02/51 FIXED 2	48.75 mm	59.23 mm principal	0.19	ABS-mortgage backed security	Long	USA
WELLS FARGO and CO SR UNSECURED 10/30 VAR	48.26 mm	52.64 mm principal	0.19	Debt	Long	USA
FREDDIE MAC POOL FR 08/52 FIXED 4.5	47.93 mm	48.88 mm principal	0.19	ABS-mortgage backed security	Long	USA
FANNIE MAE POOL FN 07/52 FIXED 4.5	47.30 mm	48.03 mm principal	0.19	ABS-mortgage backed security	Long	USA
AMERICAN AIRLINES 2015-1 CLASS PASS THRU CE 11/28 3.375	47.11 mm	50.04 mm principal	0.18	Debt	Long	USA
ET Energy Transfer LP	47.04 mm	47.42 mm principal	0.18	Debt	Long	USA
T AT&T Inc.	46.92 mm	52.91 mm principal	0.18	Debt	Long	USA
FREDDIE MAC POOL FR 06/53 FIXED 5	46.15 mm	46.06 mm principal	0.18	ABS-mortgage backed security	Long	USA
FANNIE MAE POOL FN 09/52 FIXED VAR	45.64 mm	46.54 mm principal	0.18	ABS-mortgage backed security	Long	USA
FREDDIE MAC POOL FR 07/53 FIXED 5.5	45.17 mm	44.43 mm principal	0.18	ABS-mortgage backed security	Long	USA
FANNIE MAE POOL FN 08/51 FIXED VAR	45.01 mm	46.83 mm principal	0.18	ABS-mortgage backed security	Long	USA
FREDDIE MAC POOL FR 07/53 FIXED 5	44.79 mm	44.78 mm principal	0.18	ABS-mortgage backed security	Long	USA
FREDDIE MAC POOL FR 02/52 FIXED 3	44.77 mm	49.98 mm principal	0.18	ABS-mortgage backed security	Long	USA
FANNIE MAE POOL FN 06/52 FIXED VAR	44.76 mm	46.64 mm principal	0.18	ABS-mortgage backed security	Long	USA
FANNIE MAE POOL FN 05/52 FIXED 3.5	44.25 mm	48.07 mm principal	0.17	ABS-mortgage backed security	Long	USA
FANNIE MAE POOL FN 02/52 FIXED 3	44.04 mm	49.51 mm principal	0.17	ABS-mortgage backed security	Long	USA
FREDDIE MAC POOL FR 09/53 FIXED 5.5	43.90 mm	43.19 mm principal	0.17	ABS-mortgage backed security	Long	USA
FANNIE MAE POOL FN 06/49 FIXED VAR	43.55 mm	46.61 mm principal	0.17	ABS-mortgage backed security	Long	USA
FREDDIE MAC POOL FR 03/53 FIXED 5	43.14 mm	43.31 mm principal	0.17	ABS-mortgage backed security	Long	USA
CREDIT AGRICOLE SA SUBORDINATED 144A 01/30 3.25	42.97 mm	46.79 mm principal	0.17	Debt	Long	France
ENTERPRISE PRODUCTS OPERATING COMPANY GUAR 08/77 VAR	42.43 mm	43.52 mm principal	0.17	Debt	Long	USA
MORGAN STANLEY SR UNSECURED 01/30 VAR	42.42 mm	41.57 mm principal	0.17	Debt	Long	USA
FANNIE MAE POOL FN 09/50 FIXED VAR	42.16 mm	45.29 mm principal	0.17	ABS-mortgage backed security	Long	USA
FANNIE MAE POOL FN 05/52 FIXED 4	41.95 mm	44.19 mm principal	0.16	ABS-mortgage backed security	Long	USA
FREDDIE MAC POOL FR 07/52 FIXED 3.5	41.88 mm	45.36 mm principal	0.16	ABS-mortgage backed security	Long	USA
FANNIE MAE POOL FN 08/52 FIXED 4.5	41.75 mm	42.85 mm principal	0.16	ABS-mortgage backed security	Long	USA
NEIGHBORLY ISSUER LLC NBLY 2021 1A A2 144A	41.57 mm	45.32 mm principal	0.16	ABS-other	Long	USA
FANNIE MAE POOL FN 10/52 FIXED VAR	41.32 mm	41.31 mm principal	0.16	ABS-mortgage backed security	Long	USA
SOLV Solventum Corporation	41.27 mm	40.53 mm principal	0.16	Debt	Long	USA
FANNIE MAE POOL FN 07/52 FIXED 5	41.24 mm	41.44 mm principal	0.16	ABS-mortgage backed security	Long	USA
FANNIE MAE POOL FN 04/52 FIXED VAR	41.02 mm	44.22 mm principal	0.16	ABS-mortgage backed security	Long	USA
WELLS FARGO and CO SR UNSECURED 01/30 VAR	40.72 mm	39.90 mm principal	0.16	Debt	Long	USA
FREDDIE MAC POOL FR 08/52 FIXED 5	40.70 mm	40.69 mm principal	0.16	ABS-mortgage backed security	Long	USA
FANNIE MAE POOL FN 01/52 FIXED VAR	40.57 mm	47.06 mm principal	0.16	ABS-mortgage backed security	Long	USA
FANNIE MAE POOL FN 10/52 FIXED 5	40.32 mm	40.56 mm principal	0.16	ABS-mortgage backed security	Long	USA
JPMORGAN CHASE + CO SR UNSECURED 04/31 VAR	40.21 mm	44.81 mm principal	0.16	Debt	Long	USA
FORD MOTOR CREDIT CO LLC SR UNSECURED 11/30 4	40.04 mm	43.43 mm principal	0.16	Debt	Long	USA
AERCAP IRELAND CAPITAL DAC / A COMPANY GUAR 01/32 3.3	39.91 mm	44.90 mm principal	0.16	Debt	Long	Ireland
KRAFT HEINZ FOODS CO COMPANY GUAR 06/46 4.375	39.68 mm	46.45 mm principal	0.16	Debt	Long	USA
SABINE PASS LIQUEFACTION LLC SR SECURED 05/30 4.5	39.67 mm	40.09 mm principal	0.16	Debt	Long	USA
FANNIE MAE POOL FN 08/52 FIXED 4.5	39.49 mm	40.44 mm principal	0.16	ABS-mortgage backed security	Long	USA
FREDDIE MAC POOL FR 04/53 FIXED 5	39.49 mm	39.48 mm principal	0.16	ABS-mortgage backed security	Long	USA
FREDDIE MAC POOL FR 06/53 FIXED 5.5	39.09 mm	38.45 mm principal	0.15	ABS-mortgage backed security	Long	USA
FANNIE MAE POOL FN 12/52 FIXED VAR	38.81 mm	39.57 mm principal	0.15	ABS-mortgage backed security	Long	USA
DB MASTER FINANCE LLC DNKN 2021 1A A2I 144A	38.59 mm	41.18 mm principal	0.15	ABS-other	Long	USA
FREDDIE MAC POOL FR 08/52 FIXED 5	38.23 mm	38.05 mm principal	0.15	ABS-mortgage backed security	Long	USA
FORD MOTOR CREDIT CO LLC SR UNSECURED 05/29 5.113	38.05 mm	38.44 mm principal	0.15	Debt	Long	USA
NEW ECONOMY ASSETS PHASE 1 SPO USRE 2021 1 A1 144A	37.85 mm	41.42 mm principal	0.15	ABS-other	Long	USA
FANNIE MAE POOL FN 11/52 FIXED VAR	37.73 mm	37.59 mm principal	0.15	ABS-mortgage backed security	Long	USA
AMT American Tower Corporation	37.47 mm	39.04 mm principal	0.15	Debt	Long	USA
FANNIE MAE POOL FN 05/54 FIXED VAR	37.42 mm	36.98 mm principal	0.15	ABS-mortgage backed security	Long	USA
VISTRA OPERATIONS CO LLC SR SECURED 144A 07/29 4.3	37.21 mm	38.33 mm principal	0.15	Debt	Long	USA
FANNIE MAE POOL FN 03/51 FIXED VAR	37.19 mm	40.01 mm principal	0.15	ABS-mortgage backed security	Long	USA
FREDDIE MAC GOLD POOL FG 10/46 FIXED 3	37.19 mm	40.78 mm principal	0.15	ABS-mortgage backed security	Long	USA
BANK OF AMERICA CORP SR UNSECURED 04/31 VAR	37.12 mm	41.38 mm principal	0.15	Debt	Long	USA
FREDDIE MAC POOL FR 11/51 FIXED 2.5	36.87 mm	42.68 mm principal	0.14	ABS-mortgage backed security	Long	USA
FREDDIE MAC POOL FR 10/52 FIXED 4.5	36.85 mm	37.44 mm principal	0.14	ABS-mortgage backed security	Long	USA
FANNIE MAE POOL FN 10/52 FIXED VAR	36.84 mm	37.56 mm principal	0.14	ABS-mortgage backed security	Long	USA
FANNIE MAE POOL FN 12/52 FIXED VAR	36.81 mm	36.16 mm principal	0.14	ABS-mortgage backed security	Long	USA
ET Energy Transfer LP	36.67 mm	36.66 mm principal	0.14	Debt	Long	USA
FREDDIE MAC POOL FR 03/52 FIXED 3.5	36.50 mm	39.55 mm principal	0.14	ABS-mortgage backed security	Long	USA
FREDDIE MAC POOL FR 01/53 FIXED 5	36.49 mm	36.40 mm principal	0.14	ABS-mortgage backed security	Long	USA
FANNIE MAE POOL FN 12/52 FIXED VAR	36.27 mm	36.27 mm principal	0.14	ABS-mortgage backed security	Long	USA
FREDDIE MAC POOL FR 10/52 FIXED 5	36.27 mm	36.37 mm principal	0.14	ABS-mortgage backed security	Long	USA
FANNIE MAE POOL FN 06/52 FIXED 4.5	36.22 mm	36.91 mm principal	0.14	ABS-mortgage backed security	Long	USA
FANNIE MAE POOL FN 11/51 FIXED VAR	36.21 mm	41.80 mm principal	0.14	ABS-mortgage backed security	Long	USA
FREDDIE MAC POOL FR 12/52 FIXED 5	36.10 mm	35.97 mm principal	0.14	ABS-mortgage backed security	Long	USA
BANK OF MONTREAL JR SUBORDINA 05/84 VAR	35.86 mm	34.26 mm principal	0.14	Debt	Long	Canada
FREDDIE MAC POOL FR 08/52 FIXED 4	35.56 mm	37.47 mm principal	0.14	ABS-mortgage backed security	Long	USA
ELECTRICITE DE FRANCE SA SR UNSECURED 144A 04/29 5.65	35.20 mm	33.83 mm principal	0.14	Debt	Long	France
FANNIE MAE POOL FN 12/51 FIXED VAR	35.20 mm	39.41 mm principal	0.14	ABS-mortgage backed security	Long	USA
FREDDIE MAC POOL FR 10/52 FIXED 4.5	35.19 mm	35.84 mm principal	0.14	ABS-mortgage backed security	Long	USA
UNITED STATES TREASURY NOTE/BO 02/45 2.5	35.10 mm	46.74 mm principal	0.14	Debt	Long	USA
FANNIE MAE POOL FN 11/51 FIXED VAR	35.06 mm	40.68 mm principal	0.14	ABS-mortgage backed security	Long	USA
FREDDIE MAC POOL FR 02/38 FIXED 4.5	35.03 mm	35.12 mm principal	0.14	ABS-mortgage backed security	Long	USA
JPMORGAN CHASE + CO SUBORDINATED 05/31 VAR	34.96 mm	38.43 mm principal	0.14	Debt	Long	USA
FANNIE MAE POOL FN 07/52 FIXED 4	34.70 mm	36.34 mm principal	0.14	ABS-mortgage backed security	Long	USA
Broadcom Pte. Ltd.	34.63 mm	38.87 mm principal	0.14	Debt	Long	USA
MORGAN STANLEY SUBORDINATED 09/36 VAR	34.11 mm	41.38 mm principal	0.13	Debt	Long	USA
FREDDIE MAC POOL FR 09/52 FIXED 4.5	33.91 mm	34.54 mm principal	0.13	ABS-mortgage backed security	Long	USA
VTRS Viatris Inc.	33.83 mm	38.43 mm principal	0.13	Debt	Long	USA
CHARTER COMMUNICATIONS OPT LLC SR SECURED 10/35 6.384	33.72 mm	33.31 mm principal	0.13	Debt	Long	USA
FRESENIUS MEDICAL CARE US FINA COMPANY GUAR 144A 02/31 2.375	33.72 mm	40.88 mm principal	0.13	Debt	Long	USA
BANK OF AMERICA CORP SR UNSECURED 06/29 VAR	33.66 mm	36.77 mm principal	0.13	Debt	Long	USA
FANNIE MAE POOL FN 02/50 FIXED VAR	33.55 mm	37.69 mm principal	0.13	ABS-mortgage backed security	Long	USA
FREDDIE MAC POOL FR 08/52 FIXED 5	33.19 mm	33.28 mm principal	0.13	ABS-mortgage backed security	Long	USA
FANNIE MAE POOL FN 07/52 FIXED 4	32.99 mm	34.47 mm principal	0.13	ABS-mortgage backed security	Long	USA
TACO BELL FUNDING LLC BELL 2021 1A A2I 144A	32.94 mm	35.47 mm principal	0.13	ABS-other	Long	USA
FANNIE MAE POOL FN 08/51 FIXED VAR	32.70 mm	37.89 mm principal	0.13	ABS-mortgage backed security	Long	USA
FANNIE MAE POOL FN 04/53 FIXED VAR	32.66 mm	32.65 mm principal	0.13	ABS-mortgage backed security	Long	USA
FANNIE MAE POOL FN 01/52 FIXED VAR	32.62 mm	36.39 mm principal	0.13	ABS-mortgage backed security	Long	USA
CITIGROUP INC SUBORDINATED 05/34 VAR	32.49 mm	30.78 mm principal	0.13	Debt	Long	USA
FREDDIE MAC POOL FR 04/54 FIXED 5.5	32.47 mm	31.87 mm principal	0.13	ABS-mortgage backed security	Long	USA
FANNIE MAE POOL FN 05/53 FIXED VAR	32.42 mm	32.34 mm principal	0.13	ABS-mortgage backed security	Long	USA
MORGAN STANLEY SR UNSECURED 07/35 VAR	32.34 mm	31.66 mm principal	0.13	Debt	Long	USA
FCX Freeport-McMoRan Inc.	32.32 mm	33.00 mm principal	0.13	Debt	Long	USA
C Citigroup Inc.	32.31 mm	32.54 mm principal	0.13	Debt	Long	USA
CQP Cheniere Energy Partners, L.P.	32.29 mm	34.24 mm principal	0.13	Debt	Long	USA
BRASKEM NETHERLANDS FINANCE BV COMPANY GUAR 144A 01/30 4.5	32.18 mm	36.63 mm principal	0.13	Debt	Long	Netherlands
BNP PARIBAS SA 144A 12/34 VAR	32.09 mm	30.23 mm principal	0.13	Debt	Long	France
FREDDIE MAC POOL FR 10/52 FIXED 4.5	32.06 mm	32.81 mm principal	0.13	ABS-mortgage backed security	Long	USA
FORD CREDIT AUTO OWNER TRUST 2 FORDR 2023 2 A 144A	32.05 mm	31.13 mm principal	0.13	ABS-other	Long	USA
ALLIED UNIVERSAL HOLDCO LLC SR SECURED 144A 02/31 7.875	32.04 mm	31.56 mm principal	0.13	Debt	Long	USA
FANNIE MAE POOL FN 02/38 FIXED 4.5	31.86 mm	31.94 mm principal	0.13	ABS-mortgage backed security	Long	USA
DELTA AIR LINES INC / SKYMILES SR SECURED 144A 10/28 4.75	31.64 mm	31.95 mm principal	0.12	Debt	Long	USA
ARBYS FUNDING LLC ARBYS 2020 1A A2 144A	31.62 mm	33.40 mm principal	0.12	ABS-other	Long	USA
FREDDIE MAC POOL FR 08/47 FIXED 3.5	31.49 mm	33.92 mm principal	0.12	ABS-mortgage backed security	Long	USA
OXY Occidental Petroleum Corporation	31.45 mm	29.20 mm principal	0.12	Debt	Long	USA
CF HIPPOLYTA ISSUER LLC SORT 2020 1 A1 144A	31.41 mm	32.67 mm principal	0.12	ABS-other	Long	USA
MGM MGM Resorts International	31.38 mm	32.24 mm principal	0.12	Debt	Long	USA
CREDIT AGRICOLE SA 144A 10/29 VAR	31.34 mm	29.77 mm principal	0.12	Debt	Long	France
FANNIE MAE POOL FN 03/53 FIXED VAR	31.33 mm	31.99 mm principal	0.12	ABS-mortgage backed security	Long	USA
FANNIE MAE POOL FN 08/53 FIXED 4.5	31.25 mm	31.94 mm principal	0.12	ABS-mortgage backed security	Long	USA
FREDDIE MAC POOL FR 07/52 FIXED 3.5	31.24 mm	33.88 mm principal	0.12	ABS-mortgage backed security	Long	USA
FANNIE MAE POOL FN 12/52 FIXED VAR	31.20 mm	30.69 mm principal	0.12	ABS-mortgage backed security	Long	USA
FANNIE MAE POOL FN 04/52 FIXED 3.5	31.19 mm	33.82 mm principal	0.12	ABS-mortgage backed security	Long	USA
FANNIE MAE POOL FN 01/53 FIXED VAR	31.17 mm	31.06 mm principal	0.12	ABS-mortgage backed security	Long	USA
FANNIE MAE POOL FN 02/53 FIXED VAR	31.14 mm	31.67 mm principal	0.12	ABS-mortgage backed security	Long	USA
FANNIE MAE POOL FN 05/52 FIXED 4.5	31.13 mm	31.70 mm principal	0.12	ABS-mortgage backed security	Long	USA
COLUMBIA PIPELINES OPERATING C SR UNSECURED 144A 11/33 6.036	31.06 mm	29.42 mm principal	0.12	Debt	Long	USA
CLR Continental Resources Inc (OKLA)	31.04 mm	30.61 mm principal	0.12	Debt	Long	USA