Core Bond Trust

Fund Profile

Fund profile

Tickers

JVCNX, JADKX, JAAEX

Fund manager

John Hancock Variable Insurance Trust

Total assets

$858.26 mm

Liabilities

$48.47 mm

Net assets

$809.79 mm

Number of holdings

1.03 k

Top 200 of 1030 Holdings

As of Sep 2024

Security	$Holding	Balance	% of Fund	Category	Position	Country
SSC GOVERNMENT MM GVMXX 20301231 00001.0000000000	29.67 mm	29.67 mm shares	3.66	Short-term investment vehicle	Long	USA
UNITED STATES TREASURY NOTE/BO 08/41 1.75	19.31 mm	27.24 mm principal	2.39	Debt	Long	USA
UNITED STATES TREASURY NOTE/BO 07/28 1	17.59 mm	19.37 mm principal	2.17	Debt	Long	USA
GINNIE MAE II POOL MBS 30YR TBA	11.36 mm	11.10 mm principal	1.40	ABS-mortgage backed security	Long	USA
FANNIE MAE OR FREDDIE MAC MBS 30YR TBA	10.63 mm	10.40 mm principal	1.31	ABS-mortgage backed security	Long	USA
UNITED STATES TREASURY NOTE/BO 05/41 2.25	10.15 mm	13.09 mm principal	1.25	Debt	Long	USA
UNITED STATES TREASURY NOTE/BO 02/41 1.875	8.16 mm	11.13 mm principal	1.01	Debt	Long	USA
UNITED STATES TREASURY NOTE/BO 11/41 2	7.62 mm	10.37 mm principal	0.94	Debt	Long	USA
UNITED STATES TREASURY NOTE/BO 02/42 2.375	6.90 mm	8.86 mm principal	0.85	Debt	Long	USA
UNITED STATES TREASURY NOTE/BO 08/29 3.625	6.69 mm	6.67 mm principal	0.83	Debt	Long	USA
FANNIE MAE POOL FN 10/49 FIXED VAR	6.56 mm	7.08 mm principal	0.81	ABS-mortgage backed security	Long	USA
UNITED STATES TREASURY NOTE/BO 11/49 2.375	6.44 mm	9.06 mm principal	0.80	Debt	Long	USA
UNITED STATES TREASURY NOTE/BO 04/28 1.25	6.39 mm	6.92 mm principal	0.79	Debt	Long	USA
UNITED STATES TREASURY NOTE/BO 02/27 1.875	6.27 mm	6.53 mm principal	0.77	Debt	Long	USA
UNITED STATES TREASURY NOTE/BO 05/27 2.375	5.60 mm	5.78 mm principal	0.69	Debt	Long	USA
UNITED STATES TREASURY NOTE/BO 08/49 2.25	5.09 mm	7.35 mm principal	0.63	Debt	Long	USA
FANNIE MAE OR FREDDIE MAC MBS 30YR TBA	5.06 mm	5.00 mm principal	0.62	ABS-mortgage backed security	Long	USA
UNITED STATES TREASURY NOTE/BO 11/48 3.375	4.69 mm	5.42 mm principal	0.58	Debt	Long	USA
UNITED STATES TREASURY NOTE/BO 05/54 4.625	4.68 mm	4.31 mm principal	0.58	Debt	Long	USA
UNITED STATES TREASURY NOTE/BO 03/29 2.375	4.35 mm	4.58 mm principal	0.54	Debt	Long	USA
UNITED STATES TREASURY NOTE/BO 08/28 1.125	4.34 mm	4.76 mm principal	0.54	Debt	Long	USA
FANNIE MAE POOL FN 02/50 FIXED VAR	4.21 mm	4.60 mm principal	0.52	ABS-mortgage backed security	Long	USA
FANNIE MAE POOL FN 12/40 FIXED 2	3.89 mm	4.44 mm principal	0.48	ABS-mortgage backed security	Long	USA
FANNIE MAE POOL FN 07/60 FIXED 3	3.76 mm	4.21 mm principal	0.46	ABS-mortgage backed security	Long	USA
FREDDIE MAC POOL FR 09/54 FIXED 6	3.60 mm	3.43 mm principal	0.44	ABS-mortgage backed security	Long	USA
UNITED STATES TREASURY NOTE/BO 08/34 3.875	3.58 mm	3.55 mm principal	0.44	Debt	Long	USA
FANNIE MAE POOL FN 07/50 FIXED VAR	3.39 mm	3.70 mm principal	0.42	ABS-mortgage backed security	Long	USA
AMERICAN EXPRESS CREDIT ACCOUN AMXCA 2024 2 A	3.33 mm	3.17 mm principal	0.41	ABS-other	Long	USA
UNITED STATES TREASURY NOTE/BO 08/26 3.75	3.22 mm	3.22 mm principal	0.40	Debt	Long	USA
UNITED STATES TREASURY NOTE/BO 10/28 1.375	3.19 mm	3.48 mm principal	0.39	Debt	Long	USA
FANNIE MAE POOL FN 01/54 FIXED 7	3.04 mm	2.90 mm principal	0.38	ABS-mortgage backed security	Long	USA
FANNIE MAE POOL FN 12/40 FIXED 2	3.04 mm	3.47 mm principal	0.38	ABS-mortgage backed security	Long	USA
WELLS FARGO and CO SR UNSECURED 01/30 VAR	2.92 mm	2.84 mm principal	0.36	Debt	Long	USA
FANNIE MAE POOL FN 08/40 FIXED 2	2.88 mm	3.27 mm principal	0.36	ABS-mortgage backed security	Long	USA
FANNIE MAE POOL FN 10/44 FIXED VAR	2.78 mm	3.00 mm principal	0.34	ABS-mortgage backed security	Long	USA
FANNIE MAE POOL FN 01/41 FIXED 2	2.77 mm	3.16 mm principal	0.34	ABS-mortgage backed security	Long	USA
FANNIE MAE PRINCIPAL STRIP SR UNSECURED 11/30 0.00000	2.73 mm	3.47 mm principal	0.34	Debt	Long	USA
DISCOVER CARD EXECUTION NOTE T DCENT 2023 A2 A	2.66 mm	2.63 mm principal	0.33	ABS-other	Long	USA
FANNIE MAE POOL FN 02/47 FIXED VAR	2.60 mm	2.81 mm principal	0.32	ABS-mortgage backed security	Long	USA
GOVERNMENT NATIONAL MORTGAGE A GNR 2024 110 JC	2.58 mm	2.71 mm principal	0.32	ABS-mortgage backed security	Long	USA
FREDDIE MAC REMICS FHR 4611 BF	2.57 mm	2.60 mm principal	0.32	ABS-mortgage backed security	Long	USA
FREDDIE MAC POOL FR 04/47 FIXED 3	2.56 mm	2.80 mm principal	0.32	ABS-mortgage backed security	Long	USA
FANNIE MAE REMICS FNR 2020 57 LJ	2.49 mm	3.35 mm principal	0.31	ABS-mortgage backed security	Long	USA
UNITED STATES TREASURY NOTE/BO 11/40 1.375	2.45 mm	3.61 mm principal	0.30	Debt	Long	USA
GOVERNMENT NATIONAL MORTGAGE A GNR 2021 160 NE	2.43 mm	2.83 mm principal	0.30	ABS-mortgage backed security	Long	USA
FANNIE MAE POOL FN 02/43 FIXED VAR	2.42 mm	2.67 mm principal	0.30	ABS-mortgage backed security	Long	USA
FANNIE MAE POOL FN 08/43 FIXED VAR	2.40 mm	2.52 mm principal	0.30	ABS-mortgage backed security	Long	USA
FANNIE MAE POOL FN 10/52 FIXED 3	2.40 mm	2.63 mm principal	0.30	ABS-mortgage backed security	Long	USA
FREDDIE MAC POOL FR 11/40 FIXED 2	2.37 mm	2.71 mm principal	0.29	ABS-mortgage backed security	Long	USA
FANNIE MAE POOL FN 04/48 FIXED VAR	2.36 mm	2.55 mm principal	0.29	ABS-mortgage backed security	Long	USA
BA CREDIT CARD TRUST BACCT 2023 A2 A2	2.33 mm	2.29 mm principal	0.29	ABS-other	Long	USA
UNITED STATES TREASURY NOTE/BO 05/49 2.875	2.32 mm	2.94 mm principal	0.29	Debt	Long	USA
FANNIE MAE REMICS FNR 2016 3 PL	2.27 mm	2.60 mm principal	0.28	ABS-mortgage backed security	Long	USA
FREDDIE MAC POOL FR 07/40 FIXED 2	2.22 mm	2.51 mm principal	0.27	ABS-mortgage backed security	Long	USA
FANNIE MAE POOL FN 05/41 FIXED VAR	2.21 mm	2.53 mm principal	0.27	ABS-mortgage backed security	Long	USA
JPMORGAN CHASE + CO SR UNSECURED 04/28 VAR	2.18 mm	2.12 mm principal	0.27	Debt	Long	USA
GOVERNMENT NATIONAL MORTGAGE A GNR 2021 215 GA	2.18 mm	2.49 mm principal	0.27	ABS-mortgage backed security	Long	USA
FANNIE MAE POOL FN 07/48 FIXED 4	2.17 mm	2.21 mm principal	0.27	ABS-mortgage backed security	Long	USA
FANNIE MAE POOL FN 12/46 FIXED 3	2.16 mm	2.36 mm principal	0.27	ABS-mortgage backed security	Long	USA
MORGAN STANLEY SR UNSECURED 04/35 VAR	2.13 mm	1.99 mm principal	0.26	Debt	Long	USA
GOVERNMENT NATIONAL MORTGAGE A GNR 2024 4 JA	2.13 mm	2.21 mm principal	0.26	ABS-mortgage backed security	Long	USA
FREDDIE MAC REMICS FHR 4993 KF	2.12 mm	2.17 mm principal	0.26	ABS-mortgage backed security	Long	USA
FANNIE MAE POOL FN 10/40 FIXED 2	2.07 mm	2.35 mm principal	0.26	ABS-mortgage backed security	Long	USA
GOVERNMENT NATIONAL MORTGAGE A GNR 2022 5 BA	2.03 mm	2.33 mm principal	0.25	ABS-mortgage backed security	Long	USA
FANNIE MAE POOL FN 04/46 FIXED 2	2.02 mm	2.40 mm principal	0.25	ABS-mortgage backed security	Long	USA
VERIZON MASTER TRUST VZMT 2023 4 A1A	2.01 mm	1.98 mm principal	0.25	ABS-other	Long	USA
BX COMMERCIAL MORTGAGE TRUST 2 BX 2021 VOLT A 144A	2.01 mm	2.02 mm principal	0.25	ABS-mortgage backed security	Long	USA
MORGAN STANLEY SR UNSECURED 04/30 VAR	2.01 mm	1.91 mm principal	0.25	Debt	Long	USA
FANNIE MAE REMICS FNR 2016 57 PC	1.97 mm	2.29 mm principal	0.24	ABS-mortgage backed security	Long	USA
GOVERNMENT NATIONAL MORTGAGE A GNR 2021 227 E	1.96 mm	2.22 mm principal	0.24	ABS-mortgage backed security	Long	USA
FREDDIE MAC POOL FR 09/54 FIXED 6	1.93 mm	1.83 mm principal	0.24	ABS-mortgage backed security	Long	USA
BANK OF AMERICA CORP SR UNSECURED 12/28 VAR	1.90 mm	1.95 mm principal	0.23	Debt	Long	USA
BANK OF AMERICA CORP SR UNSECURED 07/27 VAR	1.82 mm	1.91 mm principal	0.22	Debt	Long	USA
GOVERNMENT NATIONAL MORTGAGE A GNR 2021 97 QK	1.81 mm	2.14 mm principal	0.22	ABS-mortgage backed security	Long	USA
GOVERNMENT NATIONAL MORTGAGE A GNR 2023 81 YJ	1.80 mm	2.04 mm principal	0.22	ABS-mortgage backed security	Long	USA
ANHEUSER-BUSCH COS LLC / ANHEU COMPANY GUAR 02/36 4.7	1.78 mm	1.77 mm principal	0.22	Debt	Long	USA
GOVERNMENT NATIONAL MORTGAGE A GNR 2022 197 LF	1.77 mm	1.78 mm principal	0.22	ABS-mortgage backed security	Long	USA
WF CARD ISSUANCE TRUST WFCIT 2024 A1 A	1.76 mm	1.73 mm principal	0.22	ABS-other	Long	USA
BA CREDIT CARD TRUST BACCT 2024 A1 A	1.75 mm	1.71 mm principal	0.22	ABS-other	Long	USA
WELLS FARGO and CO SR UNSECURED 04/28 VAR	1.75 mm	1.70 mm principal	0.22	Debt	Long	USA
FANNIE MAE POOL FN 03/47 FIXED VAR	1.72 mm	2.04 mm principal	0.21	ABS-mortgage backed security	Long	USA
UNITED STATES TREASURY NOTE/BO 10/27 0.5	1.71 mm	1.87 mm principal	0.21	Debt	Long	USA
UNITED STATES TREASURY NOTE/BO 09/27 3.375	1.69 mm	1.70 mm principal	0.21	Debt	Long	USA
UNITED STATES TREASURY NOTE/BO 05/48 3.125	1.69 mm	2.03 mm principal	0.21	Debt	Long	USA
FANNIE MAE POOL FN 10/52 FLOATING VAR	1.68 mm	1.70 mm principal	0.21	ABS-mortgage backed security	Long	USA
HONDA AUTO RECEIVABLES 2024-3 HAROT 2024 3 A3	1.67 mm	1.65 mm principal	0.21	ABS-other	Long	USA
UNITED STATES TREASURY NOTE/BO 07/29 2.625	1.66 mm	1.73 mm principal	0.20	Debt	Long	USA
FANNIE MAE POOL FN 01/54 FIXED 7.5	1.65 mm	1.57 mm principal	0.20	ABS-mortgage backed security	Long	USA
GOVERNMENT NATIONAL MORTGAGE A GNR 2022 107 C	1.64 mm	1.91 mm principal	0.20	ABS-mortgage backed security	Long	USA
UNITED STATES TREASURY NOTE/BO 06/28 1.25	1.64 mm	1.78 mm principal	0.20	Debt	Long	USA
FREDDIE MAC POOL FR 03/50 FIXED 4	1.63 mm	1.65 mm principal	0.20	ABS-mortgage backed security	Long	USA
FANNIE MAE POOL FN 04/47 FIXED VAR	1.62 mm	1.70 mm principal	0.20	ABS-mortgage backed security	Long	USA
UNITED STATES TREASURY NOTE/BO 03/30 3.625	1.60 mm	1.60 mm principal	0.20	Debt	Long	USA
GINNIE MAE I POOL GN 11/47 FIXED 3	1.59 mm	1.71 mm principal	0.20	ABS-mortgage backed security	Long	USA
WELLS FARGO + CO SR UNSECURED 07/33 VAR	1.57 mm	1.56 mm principal	0.19	Debt	Long	USA
FORD MOTOR CREDIT CO LLC SR UNSECURED 02/29 2.9	1.57 mm	1.73 mm principal	0.19	Debt	Long	USA
UNITED STATES TREASURY NOTE/BO 01/28 0.75	1.56 mm	1.71 mm principal	0.19	Debt	Long	USA
NAVIENT PRIVATE EDUCATION REFI NAVSL 2022 A A 144A	1.54 mm	1.69 mm principal	0.19	ABS-other	Long	USA
FREDDIE MAC POOL FR 09/51 FIXED 2.5	1.52 mm	1.74 mm principal	0.19	ABS-mortgage backed security	Long	USA
CITIBANK NA SR UNSECURED 08/29 4.838	1.52 mm	1.49 mm principal	0.19	Debt	Long	USA
GOVERNMENT NATIONAL MORTGAGE A GNR 2022 50 CA	1.52 mm	1.67 mm principal	0.19	ABS-mortgage backed security	Long	USA
MORGAN STANLEY BANK NA SR UNSECURED 01/28 VAR	1.50 mm	1.48 mm principal	0.19	Debt	Long	USA
VERIZON MASTER TRUST VZMT 2024 7 A 144A	1.49 mm	1.49 mm principal	0.18	ABS-other	Long	USA
HCA INC COMPANY GUAR 06/29 4.125	1.47 mm	1.49 mm principal	0.18	Debt	Long	USA
CDNS Cadence Design Systems, Inc.	1.46 mm	1.46 mm principal	0.18	Debt	Long	USA
GOLDMAN SACHS BANK USA/NEW YOR SR UNSECURED 05/27 VAR	1.45 mm	1.43 mm principal	0.18	Debt	Long	USA
SYNCHRONY CARD FUNDING LLC SYNIT 2023 A1 A	1.44 mm	1.41 mm principal	0.18	ABS-other	Long	USA
FREDDIE MAC REMICS FHR 4544 P	1.44 mm	1.62 mm principal	0.18	ABS-mortgage backed security	Long	USA
FANNIE MAE POOL FN 02/47 FIXED VAR	1.44 mm	1.55 mm principal	0.18	ABS-mortgage backed security	Long	USA
FANNIE MAE POOL FN 04/52 FIXED VAR	1.44 mm	1.58 mm principal	0.18	ABS-mortgage backed security	Long	USA
MU Micron Technology, Inc.	1.44 mm	1.39 mm principal	0.18	Debt	Long	USA
GINNIE MAE II POOL G2 01/53 FIXED 6	1.42 mm	1.37 mm principal	0.17	ABS-mortgage backed security	Long	USA
FREDDIE MAC POOL FR 10/40 FIXED 2	1.41 mm	1.61 mm principal	0.17	ABS-mortgage backed security	Long	USA
FANNIE MAE POOL FN 09/40 FIXED 2	1.40 mm	1.59 mm principal	0.17	ABS-mortgage backed security	Long	USA
VERIZON MASTER TRUST VZMT 2024 1 A1A	1.39 mm	1.38 mm principal	0.17	ABS-other	Long	USA
CHARTER COMMUNICATIONS OPT LLC SR SECURED 06/29 6.1	1.38 mm	1.33 mm principal	0.17	Debt	Long	USA
NISSAN AUTO RECEIVABLES 2024-A NAROT 2024 A A3	1.38 mm	1.35 mm principal	0.17	ABS-other	Long	USA
HYUNDAI AUTO LEASE SECURITIZAT HALST 2024 C A3 144A	1.38 mm	1.36 mm principal	0.17	ABS-other	Long	USA
FREDDIE MAC NON GOLD POOL FH 05/53 FLOATING VAR	1.37 mm	1.38 mm principal	0.17	ABS-mortgage backed security	Long	USA
FANNIE MAE POOL FN 05/50 FIXED 3	1.36 mm	1.48 mm principal	0.17	ABS-mortgage backed security	Long	USA
UNITED STATES TREASURY NOTE/BO 08/44 4.125	1.35 mm	1.37 mm principal	0.17	Debt	Long	USA
FANNIE MAE POOL FN 12/47 FIXED VAR	1.34 mm	1.48 mm principal	0.17	ABS-mortgage backed security	Long	USA
PFIZER INVESTMENT ENTERPRISES COMPANY GUAR 05/53 5.3	1.34 mm	1.30 mm principal	0.17	Debt	Long	Singapore
VERIZON MASTER TRUST VZMT 2024 6 A1A	1.34 mm	1.34 mm principal	0.17	ABS-other	Long	USA
MORGAN STANLEY SR UNSECURED 07/30 VAR	1.34 mm	1.30 mm principal	0.17	Debt	Long	USA
GINNIE MAE II POOL G2 10/50 FIXED 3	1.32 mm	1.46 mm principal	0.16	ABS-mortgage backed security	Long	USA
FANNIE MAE REMICS FNR 2022 3 N	1.32 mm	1.49 mm principal	0.16	ABS-mortgage backed security	Long	USA
MEXICO GOVERNMENT INTERNATIONA SR UNSECURED 02/34 3.5	1.32 mm	1.55 mm principal	0.16	Debt	Long	Mexico
BANK OF AMERICA CORP SUBORDINATED 08/35 VAR	1.32 mm	1.29 mm principal	0.16	Debt	Long	USA
NORDEA BANK ABP 144A 09/29 4.375	1.32 mm	1.31 mm principal	0.16	Debt	Long	Finland
FREDDIE MAC POOL FR 08/40 FIXED 2	1.31 mm	1.48 mm principal	0.16	ABS-mortgage backed security	Long	USA
FANNIE MAE POOL FN 03/35 FIXED VAR	1.29 mm	1.30 mm principal	0.16	ABS-mortgage backed security	Long	USA
HONDA AUTO RECEIVABLES 2024-2 HAROT 2024 2 A3	1.29 mm	1.26 mm principal	0.16	ABS-other	Long	USA
FORD CREDIT AUTO OWNER TRUST 2 FORDO 2023 A A3	1.28 mm	1.28 mm principal	0.16	ABS-other	Long	USA
FANNIE MAE REMICS FNR 2021 27 EC	1.27 mm	1.55 mm principal	0.16	ABS-mortgage backed security	Long	USA
WELLS FARGO + CO SR UNSECURED 10/34 VAR	1.27 mm	1.13 mm principal	0.16	Debt	Long	USA
FANNIE MAE POOL FN 11/40 FIXED VAR	1.24 mm	1.42 mm principal	0.15	ABS-mortgage backed security	Long	USA
FANNIE MAE POOL FN 07/40 FIXED 2	1.24 mm	1.41 mm principal	0.15	ABS-mortgage backed security	Long	USA
FREDDIE MAC REMICS FHR 4582 HA	1.23 mm	1.29 mm principal	0.15	ABS-mortgage backed security	Long	USA
UBS GROUP AG SR UNSECURED 144A 09/30 VAR	1.22 mm	1.17 mm principal	0.15	Debt	Long	Switzerland
FANNIE MAE REMICS FNR 2016 19 FD	1.22 mm	1.23 mm principal	0.15	ABS-mortgage backed security	Long	USA
FREDDIE MAC POOL FR 06/40 FIXED 2	1.21 mm	1.38 mm principal	0.15	ABS-mortgage backed security	Long	USA
NELNET STUDENT LOAN TRUST 2005 NSLT 2005 1 A5	1.20 mm	1.21 mm principal	0.15	ABS-other	Long	USA
FREDDIE MAC REMICS FHR 5396 HF	1.19 mm	1.19 mm principal	0.15	ABS-mortgage backed security	Long	USA
GS The Goldman Sachs Group, Inc.	1.19 mm	1.16 mm principal	0.15	Debt	Long	USA
VERIZON MASTER TRUST VZMT 2023 1 A	1.18 mm	1.17 mm principal	0.15	ABS-other	Long	USA
FREDDIE MAC POOL FR 04/43 FIXED 3	1.18 mm	1.27 mm principal	0.15	ABS-mortgage backed security	Long	USA
CITIGROUP INC SR UNSECURED 09/30 VAR	1.16 mm	1.16 mm principal	0.14	Debt	Long	USA
BUNGE LTD FINANCE CORP COMPANY GUAR 09/34 4.65	1.16 mm	1.16 mm principal	0.14	Debt	Long	USA
BANCO SANTANDER SA 11/33 6.938	1.16 mm	1.00 mm principal	0.14	Debt	Long	Spain
FANNIE MAE POOL FN 04/42 FIXED 2.5	1.15 mm	1.28 mm principal	0.14	ABS-mortgage backed security	Long	USA
SANTANDER HOLDINGS USA INC SR UNSECURED 05/35 VAR	1.14 mm	1.09 mm principal	0.14	Debt	Long	USA
FANNIE MAE POOL FN 02/42 FIXED VAR	1.14 mm	1.31 mm principal	0.14	ABS-mortgage backed security	Long	USA
GOVERNMENT NATIONAL MORTGAGE A GNR 2020 138 LE	1.14 mm	1.40 mm principal	0.14	ABS-mortgage backed security	Long	USA
FANNIE MAE POOL FN 10/46 FIXED 3	1.14 mm	1.24 mm principal	0.14	ABS-mortgage backed security	Long	USA
FANNIE MAE POOL FN 02/50 FIXED VAR	1.13 mm	1.24 mm principal	0.14	ABS-mortgage backed security	Long	USA
GINNIE MAE II POOL G2 06/38 FIXED 2.5	1.11 mm	1.17 mm principal	0.14	ABS-mortgage backed security	Long	USA
FANNIE MAE REMICS FNR 2020 70 AD	1.10 mm	1.35 mm principal	0.14	ABS-mortgage backed security	Long	USA
NELNET STUDENT LOAN TRUST 2005 NSLT 2005 2 A5	1.09 mm	1.10 mm principal	0.14	ABS-other	Long	USA
FANNIE MAE POOL FN 10/46 FIXED VAR	1.09 mm	1.18 mm principal	0.13	ABS-mortgage backed security	Long	USA
GOVERNMENT NATIONAL MORTGAGE A GNR 2017 139 GA	1.08 mm	1.18 mm principal	0.13	ABS-mortgage backed security	Long	USA
FREDDIE MAC REMICS FHR 4857 JA	1.08 mm	1.12 mm principal	0.13	ABS-mortgage backed security	Long	USA
PCG+A Pacific Gas & Electric Co.	1.08 mm	1.19 mm principal	0.13	Debt	Long	USA
GOVERNMENT NATIONAL MORTGAGE A GNR 2022 31 GH	1.08 mm	1.19 mm principal	0.13	ABS-mortgage backed security	Long	USA
FANNIE MAE POOL FN 09/54 FIXED 6	1.07 mm	1.02 mm principal	0.13	ABS-mortgage backed security	Long	USA
EXPORT FINANCE and INSURANCE COR GOVT GUARANT 144A 10/27 4.625	1.07 mm	1.05 mm principal	0.13	Debt	Long	Australia
JPMORGAN CHASE + CO SR UNSECURED 04/30 VAR	1.07 mm	1.02 mm principal	0.13	Debt	Long	USA
MORGAN STANLEY BANK NA SR UNSECURED 07/28 VAR	1.06 mm	1.04 mm principal	0.13	Debt	Long	USA
DEUTSCHE BANK AG/NEW YORK NY 05/29 5.414	1.06 mm	1.02 mm principal	0.13	Debt	Long	USA
US BANCORP SR UNSECURED 07/30 VAR	1.05 mm	1.02 mm principal	0.13	Debt	Long	USA
Broadcom Pte. Ltd.	1.05 mm	1.01 mm principal	0.13	Debt	Long	USA
ROYAL BANK OF CANADA SR UNSECURED 08/30 VAR	1.04 mm	1.01 mm principal	0.13	Debt	Long	Canada
FREDDIE MAC POOL FR 05/43 FIXED 3	1.04 mm	1.12 mm principal	0.13	ABS-mortgage backed security	Long	USA
DEUTSCHE BANK AG/NEW YORK NY SUBORDINATED 01/33 VAR	1.03 mm	1.18 mm principal	0.13	Debt	Long	USA
ALLY AUTO RECEIVABLES TRUST 20 ALLYA 2024 2 A3	1.03 mm	1.03 mm principal	0.13	ABS-other	Long	USA
SANTANDER HOLDINGS USA INC SR UNSECURED 09/30 VAR	1.03 mm	1.02 mm principal	0.13	Debt	Long	USA
BCS Barclays PLC	1.03 mm	1.02 mm principal	0.13	Debt	Long	UK
MA Mastercard Incorporated	1.03 mm	1.02 mm principal	0.13	Debt	Long	USA
CDNS Cadence Design Systems, Inc.	1.02 mm	1.02 mm principal	0.13	Debt	Long	USA
TRUIST FINANCIAL CORP SR UNSECURED 01/30 VAR	1.02 mm	988.00 k principal	0.13	Debt	Long	USA
META Meta Platforms, Inc.	1.02 mm	956.00 k principal	0.13	Debt	Long	USA
FANNIE MAE POOL FN 05/40 FIXED 3	1.01 mm	1.08 mm principal	0.13	ABS-mortgage backed security	Long	USA
GOVERNMENT NATIONAL MORTGAGE A GNR 2022 66 CG	1.01 mm	1.05 mm principal	0.12	ABS-mortgage backed security	Long	USA
FANNIE MAE POOL FN 05/41 FIXED 2.5	1.01 mm	1.12 mm principal	0.12	ABS-mortgage backed security	Long	USA
FANNIE MAE REMICS FNR 2016 48 MA	1.01 mm	1.08 mm principal	0.12	ABS-mortgage backed security	Long	USA
FANNIE MAE POOL FN 10/41 FIXED VAR	1.00 mm	1.14 mm principal	0.12	ABS-mortgage backed security	Long	USA
ABBV AbbVie Inc.	992.64 k	1.04 mm principal	0.12	Debt	Long	USA
JOHN DEERE CAPITAL CORP SR UNSECURED 01/29 4.5	991.89 k	974.00 k principal	0.12	Debt	Long	USA
VERUS SECURITIZATION TRUST 202 VERUS 2021 5 A1 144A	990.46 k	1.16 mm principal	0.12	ABS-mortgage backed security	Long	USA
JOHN DEERE CAPITAL CORP SR UNSECURED 09/26 5.15	987.59 k	965.00 k principal	0.12	Debt	Long	USA
JOHN DEERE CAPITAL CORP SR UNSECURED 01/27 4.5	986.54 k	974.00 k principal	0.12	Debt	Long	USA
FANNIE MAE POOL FN 02/50 FIXED VAR	984.26 k	1.08 mm principal	0.12	ABS-mortgage backed security	Long	USA
UNITED STATES TREASURY NOTE/BO 02/50 2	980.66 k	1.51 mm principal	0.12	Debt	Long	USA
Broadcom Pte. Ltd.	974.19 k	975.00 k principal	0.12	Debt	Long	USA
FANNIE MAE REMICS FNR 2017 24 PG	972.55 k	1.10 mm principal	0.12	ABS-mortgage backed security	Long	USA
FEDERAL HOME LOAN MORTGAGE COR NOTES 12/29 0.00000	970.36 k	1.18 mm principal	0.12	Debt	Long	USA
FANNIE MAE POOL FN 02/50 FIXED VAR	967.08 k	1.06 mm principal	0.12	ABS-mortgage backed security	Long	USA
FANNIE MAE POOL FN 08/52 FLOATING VAR	966.20 k	961.68 k principal	0.12	ABS-mortgage backed security	Long	USA
NAVIENT PRIVATE EDUCATION REFI NAVSL 2021 EA A 144A	952.85 k	1.08 mm principal	0.12	ABS-other	Long	USA
BNP PARIBAS SA 144A 12/34 VAR	952.21 k	882.00 k principal	0.12	Debt	Long	France