# EDGAR Filing Document

**Accession Number:** 0000315554
**File Stem:** 0001145549-23-004201
**Filing Date:** 2023-1
**Character Count:** 51493
**Document Hash:** c0fdae4cdfdab0536148e33afa18f1b9
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001145549-23-004201.hdr.sgml**: 20230127

**ACCESSION NUMBER**: 0001145549-23-004201

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20221130

**FILED AS OF DATE**: 20230127

**DATE AS OF CHANGE**: 20230127

**PERIOD START**: 20230531

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** JOHN HANCOCK BOND TRUST
- **CENTRAL INDEX KEY:** 0000315554
- **IRS NUMBER:** 746122273
- **STATE OF INCORPORATION:** MA
- **FISCAL YEAR END:** 0531

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-03006
- **FILM NUMBER:** 23562115

**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 BOND TRUST/
- **DATE OF NAME CHANGE:** 19970505

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** CRITERION BOND FUND /TX/ OLD
- **DATE OF NAME CHANGE:** 19890801

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** INVESTMENT QUALITY INTEREST INC
- **DATE OF NAME CHANGE:** 19850220

## Series and Classes Contracts Data

### John Hancock Government Income Fund (Series ID: S000000594)

| Class ID   | Class Name   | Ticker Symbol   |
|:---|:---|:---|
| C000001658 | Class A      | JHGIX           |
| C000001660 | Class C      | TCGIX           |
| C000173133 | Class I      | JGIFX           |
| C000193020 | Class R6     | JTSRX           |

## 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 Bond Trust

- **b. Investment Company Act file number:** 811-03006

- **c. CIK number of Registrant:** 0000315554

- **d. LEI of Registrant:** 5493008M2ED2L3NBQL64

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

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

  - **City:** Boston

  - **State:** MA

  - **Foreign country:** US

  - **Zip / Postal Code:** 02116

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

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

- **a. Name of Series:** Government Income Fund

- **b. EDGAR series identifier (if any):** S000000594

- **c. LEI of Series:** 54930017ZK7R20Y6NO70

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

- **a. Date of fiscal year-end:** 2023-05-31

- **b. Date as of which information is reported:** 2022-11-30

**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:** $250492973.45

**Total Liabilities:** $7087950.75

**Net Assets:** $243405022.70

**Delayed Delivery Securities:** $6275404.18

**Cash Not Reported:** $22.92

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** -517.412427000000 | **1-Year:** -4732.149747000000 | **5-Year:** -9659.695056000000 | **10-Year:** -14176.404427000000 | **30-Year:** -3663.033960000000

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

- **3-Month:** 0.000000000000 | **1-Year:** 0.000000000000 | **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 C000001658 | -3.58%               | -1.73%               | 2.80%                |
| Class ID C000001660 | -3.65%               | -1.79%               | 2.74%                |
| Class ID C000173133 | -3.67%               | -1.58%               | 2.82%                |
| Class ID C000193020 | -3.55%               | -1.57%               | 2.82%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-2267170.62             | $-6371563.51                               |
| Month 2  | $-1550182.66             | $-3091207.00                               |
| Month 3  | $-7019987.33             | $13020562.09                               |

**Designated Index Information**

- **Index Name:** Fund's Designated Reference Portfolio is the Fund's Securities Portfolio

- **Index Identifier:** N/A

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| Fannie Mae Interest Strip                          | FANNIE MAE INTEREST STRIP FNS 427 C77                   | CUSIP: 31423XQF1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    844429 | PA      | $121587.33    | 0.05%             | 2051-09-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE OR FREDDIE MAC MBS 15YR TBA             | FANNIE MAE OR FREDDIE MAC MBS 15YR TBA                  | CUSIP: 01F0424C4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1585000 | PA      | $1580355.95   | 0.65%             | N/A             | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CITIGROUP MORTGAGE LOAN TRUST INC.                 | CITIGROUP MORTGAGE LOAN TRUST CMLTI 2018 RP1 A1 144A    | CUSIP: 17326QAA1<br>LEI: 549300R1KUK063S4I339 | Long             | ABS-MBS          | CORP              | US        |    581135 | PA      | $552428.97    | 0.23%             | 2064-09-25      | Variable      | 3.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC GOLD POOL FG 11/43 FIXED 4             | FREDDIE MAC FG 11/43 FIXED 4                            | CUSIP: 3128M9YE6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    614202 | PA      | $598983.45    | 0.25%             | 2043-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC GOLD POOL FG 01/41 FIXED 4             | FREDDIE MAC FG 01/41 FIXED 4                            | CUSIP: 3129447K1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    370479 | PA      | $358671.52    | 0.15%             | 2041-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC GOLD POOL FG 12/40 FIXED 4             | FREDDIE MAC FG 12/40 FIXED 4                            | CUSIP: 312944AG6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    286669 | PA      | $277532.62    | 0.11%             | 2040-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC GOLD POOL FG 01/41 FIXED 4             | FREDDIE MAC FG 01/41 FIXED 4                            | CUSIP: 312944WJ6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    306221 | PA      | $296367.48    | 0.12%             | 2041-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Banks                            | FEDERAL HOME LOAN BANKS BONDS 08/25 4.13                | CUSIP: 3130ASZD4<br>LEI: N/A                  | Long             | DBT              | USGSE             | US        |   3000000 | PA      | $2954992.47   | 1.21%             | 2025-08-28      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Banks                            | FEDERAL HOME LOAN BANKS BONDS 09/27 4.5                 | CUSIP: 3130AT3D7<br>LEI: N/A                  | Long             | DBT              | USGSE             | US        |   3000000 | PA      | $2961387.99   | 1.22%             | 2027-09-16      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Banks                            | FEDERAL HOME LOAN BANKS BONDS 09/27 5                   | CUSIP: 3130AT3P0<br>LEI: N/A                  | Long             | DBT              | USGSE             | US        |   2500000 | PA      | $2481059.15   | 1.02%             | 2027-09-14      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Banks                            | FEDERAL HOME LOAN BANKS BONDS 10/25 5                   | CUSIP: 3130ATFY8<br>LEI: N/A                  | Long             | DBT              | USGSE             | US        |   2200000 | PA      | $2197298.47   | 0.90%             | 2025-10-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Banks                            | FEDERAL HOME LOAN BANKS BONDS 10/27 5.5                 | CUSIP: 3130ATGJ0<br>LEI: N/A                  | Long             | DBT              | USGSE             | US        |   2465000 | PA      | $2451734.80   | 1.01%             | 2027-10-21      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Banks                            | FEDERAL HOME LOAN BANKS BONDS 11/27 6.125               | CUSIP: 3130ATQG5<br>LEI: N/A                  | Long             | DBT              | USGSE             | US        |   2500000 | PA      | $2503286.18   | 1.03%             | 2027-11-16      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                    | FANNIE MAE POOL FN 07/50 FIXED VAR                      | CUSIP: 3140X7JY6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    533738 | PA      | $463735.68    | 0.19%             | 2050-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                    | FANNIE MAE POOL FN 08/50 FIXED VAR                      | CUSIP: 3140X7S59<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2444686 | PA      | $2118706.62   | 0.87%             | 2050-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                    | FANNIE MAE POOL FN 10/50 FIXED VAR                      | CUSIP: 3140X7Y37<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    902952 | PA      | $786500.53    | 0.32%             | 2050-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                    | FANNIE MAE POOL FN 06/49 FIXED VAR                      | CUSIP: 3140XDXC5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    571356 | PA      | $534197.32    | 0.22%             | 2049-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                    | FANNIE MAE POOL FN 06/49 FIXED VAR                      | CUSIP: 3140XFAS0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2246652 | PA      | $2168624.91   | 0.89%             | 2049-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                    | FANNIE MAE POOL FN 03/52 FIXED VAR                      | CUSIP: 3140XGKX6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2437672 | PA      | $2256855.57   | 0.93%             | 2052-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                    | FANNIE MAE POOL FN 11/37 FIXED VAR                      | CUSIP: 3140XJVC4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    892000 | PA      | $889624.43    | 0.37%             | 2037-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Interest Strip                          | FANNIE MAE INTEREST STRIP FNS 427 C20                   | CUSIP: 31423XMW8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1776485 | PA      | $217160.36    | 0.09%             | 2051-02-25      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Banks                            | FEDERAL HOME LOAN BANKS BONDS 11/27 6                   | CUSIP: 3130ATV95<br>LEI: N/A                  | Long             | DBT              | USGSE             | US        |   2500000 | PA      | $2507026.25   | 1.03%             | 2027-11-23      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC GOLD POOL FG 04/43 FIXED 3             | FREDDIE MAC FG 04/43 FIXED 3                            | CUSIP: 3132L5AE3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    563158 | PA      | $516415.55    | 0.21%             | 2043-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC GOLD POOL FG 12/44 FIXED 3.5           | FREDDIE MAC FG 12/44 FIXED 3.5                          | CUSIP: 3132QLRW5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1562720 | PA      | $1475139.81   | 0.61%             | 2044-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC GOLD POOL FG 02/47 FIXED 3.5           | FREDDIE MAC FG 02/47 FIXED 3.5                          | CUSIP: 3132WKVH8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    458661 | PA      | $432095.91    | 0.18%             | 2047-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC GOLD POOL FG 06/47 FIXED 4             | FREDDIE MAC FG 06/47 FIXED 4                            | CUSIP: 3132WNMM1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    452940 | PA      | $438886.50    | 0.18%             | 2047-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL FR 06/49 FIXED 3.5                | FREDDIE MAC POOL FR 06/49 FIXED 3.5                     | CUSIP: 31334WD81<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    472977 | PA      | $439593.64    | 0.18%             | 2049-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC GOLD POOL FG 12/46 FIXED 4             | FREDDIE MAC GOLD POOL FG 12/46 FIXED 4                  | CUSIP: 31335B5Z5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    461562 | PA      | $447818.46    | 0.18%             | 2046-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal Farm Credit Banks Funding Corporation      | FEDERAL FARM CREDIT BANKS FUND BONDS 12/25 3.37         | CUSIP: 3133ENYE4<br>LEI: N/A                  | Long             | DBT              | USGSE             | US        |   2500000 | PA      | $2438871.53   | 1.00%             | 2025-12-08      | Fixed         | 3.37%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL FR 03/52 FIXED 3.5                | FREDDIE MAC POOL FR 03/52 FIXED 3.5                     | CUSIP: 3133KNWL3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    267129 | PA      | $246563.13    | 0.10%             | 2052-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL FR 09/52 FIXED 5.5                | FREDDIE MAC POOL FR 09/52 FIXED 5.5                     | CUSIP: 3133KPZF8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1196202 | PA      | $1224951.50   | 0.50%             | 2052-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation             | FEDERAL HOME LOAN MORTGAGE COR NOTES 11/24 5.375        | CUSIP: 3134GX6B5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGSE             | US        |   2500000 | PA      | $2501134.68   | 1.03%             | 2024-11-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation             | FEDERAL HOME LOAN MORTGAGE COR NOTES 08/27 4.25         | CUSIP: 3134GXQ23<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGSE             | US        |   2500000 | PA      | $2458960.98   | 1.01%             | 2027-08-25      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation             | FEDERAL HOME LOAN MORTGAGE COR NOTES 08/25 4.05         | CUSIP: 3134GXR63<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGSE             | US        |   3000000 | PA      | $2947194.60   | 1.21%             | 2025-08-28      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE REMICS FNR 1993 225 TK                  | FANNIE MAE REMICS FNR 1993 225 TK                       | CUSIP: 31359GCY0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      8707 | PA      | $8673.23      | 0.00%             | 2023-12-25      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE REMICS FNR 2014 44 DA                   | FANNIE MAE REMICS FNR 2014 44 DA                        | CUSIP: 3136AKSF1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    697365 | PA      | $653671.83    | 0.27%             | 2036-07-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE REMICS FNR 2014 49 CA                   | FANNIE MAE REMICS FNR 2014 49 CA                        | CUSIP: 3136AKXB4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    397934 | PA      | $373910.83    | 0.15%             | 2044-08-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC REMICS FHR 4083 PB                     | FREDDIE MAC REMICS FHR 4083 PB                          | CUSIP: 3137ARZY5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    663740 | PA      | $645596.35    | 0.27%             | 2041-09-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC MULTIFAMILY STRUCT FHMS KSMC A2        | FREDDIE MAC MULTIFAMILY STRUCT FHMS KSMC A2             | CUSIP: 3137B04Y7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2000000 | PA      | $1990559.40   | 0.82%             | 2023-01-25      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC MULTIFAMILY STRUCT FHMS K030 X1        | FREDDIE MAC MULTIFAMILY STRUCT FHMS K030 X1             | CUSIP: 3137B3NB0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  37049438 | PA      | $8413.93      | 0.00%             | 2023-04-25      | Variable      | 0.25%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC MULTIFAMILY STRUCT FHMS K032 A1        | FREDDIE MAC MULTIFAMILY STRUCT FHMS K032 A1             | CUSIP: 3137B4GX8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     16671 | PA      | $16623.51     | 0.01%             | 2023-02-25      | Fixed         | 3.02%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC MULTIFAMILY STRUCT FHMS K038 X1        | FREDDIE MAC MULTIFAMILY STRUCT FHMS K038 X1             | CUSIP: 3137BBBE9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   6216855 | PA      | $63917.98     | 0.03%             | 2024-03-25      | Variable      | 1.23%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC REMICS FHR 4459 CA                     | FREDDIE MAC REMICS FHR 4459 CA                          | CUSIP: 3137BHTF4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     36890 | PA      | $36842.36     | 0.02%             | 2034-12-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC MULTIFAMILY STRUCT FHMS K048 X1        | FREDDIE MAC MULTIFAMILY STRUCT FHMS K048 X1             | CUSIP: 3137BLAD0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   4795660 | PA      | $23197.09     | 0.01%             | 2025-06-25      | Variable      | 0.35%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC MULTIFAMILY STRUCT FHMS K050 X1        | FREDDIE MAC MULTIFAMILY STRUCT FHMS K050 X1             | CUSIP: 3137BLWA2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  69298927 | PA      | $494877.50    | 0.20%             | 2025-08-25      | Variable      | 0.43%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC MULTIFAMILY STRUCT FHMS K053 X1        | FREDDIE MAC MULTIFAMILY STRUCT FHMS K053 X1             | CUSIP: 3137BN6H2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  26795806 | PA      | $573687.50    | 0.24%             | 2025-12-25      | Variable      | 1.02%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC MULTIFAMILY STRUCT FHMS K054 X1        | FREDDIE MAC MULTIFAMILY STRUCT FHMS K054 X1             | CUSIP: 3137BNGU2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  20716341 | PA      | $606731.91    | 0.25%             | 2026-01-25      | Variable      | 1.30%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                    | FANNIE MAE POOL FN 09/50 FIXED 2.5                      | CUSIP: 3140QEXU1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2575469 | PA      | $2232050.67   | 0.92%             | 2050-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                    | FANNIE MAE POOL FN 10/52 FIXED 5.5                      | CUSIP: 3140QQN27<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    269718 | PA      | $275694.58    | 0.11%             | 2052-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                    | FANNIE MAE POOL FN 11/49 FIXED VAR                      | CUSIP: 3140X5FJ7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1029919 | PA      | $925052.26    | 0.38%             | 2049-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                    | FANNIE MAE POOL FN 07/43 FIXED 3.5                      | CUSIP: 31417HBT0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    990040 | PA      | $934314.79    | 0.38%             | 2043-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                    | FANNIE MAE POOL FN 02/42 FIXED 4.5                      | CUSIP: 31418ADX3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    576229 | PA      | $577942.96    | 0.24%             | 2042-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| JH COLLATERAL                                      | JH COLLATERAL                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             | RF                | US        |    452172 | NS      | $4518868.42   | 1.86%             |  |  |  | No            |                  1 | On Loan: No      |
| United States Treasury Note/Bond                   | UNITED STATES TREASURY NOTE/BO 11/29 3.875              | CUSIP: 91282CFY2<br>LEI: N/A                  | Long             | DBT              | UST               | US        |  26300000 | PA      | $26530125.00  | 10.90%            | 2029-11-30      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                   | UNITED STATES TREASURY NOTE/BO 11/27 3.875              | CUSIP: 91282CFZ9<br>LEI: N/A                  | Long             | DBT              | UST               | US        |  35197000 | PA      | $35328988.75  | 14.51%            | 2027-11-30      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                   | UNITED STATES TREASURY NOTE/BO 08/52 3                  | CUSIP: 912810TJ7<br>LEI: N/A                  | Long             | DBT              | UST               | US        |  22628000 | PA      | $19375225.00  | 7.96%             | 2052-08-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                   | UNITED STATES TREASURY NOTE/BO 11/52 4                  | CUSIP: 912810TL2<br>LEI: N/A                  | Long             | DBT              | UST               | US        |    750000 | PA      | $780000.00    | 0.32%             | 2052-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                   | UNITED STATES TREASURY NOTE/BO 11/42 4                  | CUSIP: 912810TM0<br>LEI: N/A                  | Long             | DBT              | UST               | US        |  22330000 | PA      | $22434671.88  | 9.22%             | 2042-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                   | UNITED STATES TREASURY NOTE/BO 04/23 2.75               | CUSIP: 9128284L1<br>LEI: N/A                  | Long             | DBT              | UST               | US        |   4300000 | PA      | $4267414.08   | 1.75%             | 2023-04-30      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                   | UNITED STATES TREASURY NOTE/BO 10/25 4.25               | CUSIP: 91282CFP1<br>LEI: N/A                  | Long             | DBT              | UST               | US        |  35136000 | PA      | $35265015.18  | 14.49%            | 2025-10-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                   | UNITED STATES TREASURY NOTE/BO 10/24 4.375              | CUSIP: 91282CFQ9<br>LEI: N/A                  | Long             | DBT              | UST               | US        |  11025000 | PA      | $11022415.96  | 4.53%             | 2024-10-31      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                   | UNITED STATES TREASURY NOTE/BO 11/32 4.125              | CUSIP: 91282CFV8<br>LEI: N/A                  | Long             | DBT              | UST               | US        |   7069000 | PA      | $7345132.81   | 3.02%             | 2032-11-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                    | FANNIE MAE POOL FN 08/40 FIXED VAR                      | CUSIP: 31419AG43<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    564765 | PA      | $561493.83    | 0.23%             | 2040-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                    | FANNIE MAE POOL FN 09/40 FIXED VAR                      | CUSIP: 31419ANB9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    802472 | PA      | $776032.49    | 0.32%             | 2040-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                    | FANNIE MAE POOL FN 12/40 FIXED 4                        | CUSIP: 31419LZZ9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    538230 | PA      | $520500.98    | 0.21%             | 2040-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC MULTIFAMILY STRUCT FHMS K722 X1        | FREDDIE MAC MULTIFAMILY STRUCT FHMS K722 X1             | CUSIP: 3137BQC21<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   9383434 | PA      | $5982.88      | 0.00%             | 2023-03-25      | Variable      | 1.48%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                    | FANNIE MAE POOL FN 09/41 FIXED 4                        | CUSIP: 3138ASR38<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    630627 | PA      | $609453.29    | 0.25%             | 2041-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                    | FANNIE MAE POOL FN 01/42 FIXED 4                        | CUSIP: 3138E2LN3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    339534 | PA      | $328159.19    | 0.13%             | 2042-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                    | FANNIE MAE POOL FN 06/41 FIXED VAR                      | CUSIP: 3138EGNK6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1157753 | PA      | $1151533.81   | 0.47%             | 2041-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                    | FANNIE MAE POOL FN 07/41 FIXED VAR                      | CUSIP: 3138EGS62<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1064887 | PA      | $1059131.83   | 0.44%             | 2041-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                    | FANNIE MAE POOL FN 10/41 FIXED VAR                      | CUSIP: 3138EHB76<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    667734 | PA      | $645354.28    | 0.27%             | 2041-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                    | FANNIE MAE POOL FN 11/41 FIXED VAR                      | CUSIP: 3138EJ4A3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    190065 | PA      | $189048.71    | 0.08%             | 2041-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                    | FANNIE MAE POOL FN 03/44 FIXED VAR                      | CUSIP: 3138ENHB8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    437240 | PA      | $410337.76    | 0.17%             | 2044-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                    | FANNIE MAE POOL FN 11/42 FIXED VAR                      | CUSIP: 3138ETCE4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1454782 | PA      | $1405919.20   | 0.58%             | 2042-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                    | FANNIE MAE POOL FN 07/42 FIXED 4                        | CUSIP: 3138M1D54<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    906119 | PA      | $875151.25    | 0.36%             | 2042-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                    | FANNIE MAE POOL FN 11/43 FIXED 4                        | CUSIP: 3138WAEP8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1426007 | PA      | $1396089.24   | 0.57%             | 2043-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                    | FANNIE MAE POOL FN 12/43 FIXED 4                        | CUSIP: 3138WAN94<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    621692 | PA      | $606899.82    | 0.25%             | 2043-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                    | FANNIE MAE POOL FN 04/45 FIXED 3.5                      | CUSIP: 3138WEKG3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1661100 | PA      | $1564489.45   | 0.64%             | 2045-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                    | FANNIE MAE POOL FN 03/28 FIXED 3                        | CUSIP: 3138WMJG7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    445386 | PA      | $429772.13    | 0.18%             | 2028-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                    | FANNIE MAE POOL FN 01/45 FIXED 3.5                      | CUSIP: 3138YH3S7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1911840 | PA      | $1807218.39   | 0.74%             | 2045-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                    | FANNIE MAE POOL FN 05/48 FIXED VAR                      | CUSIP: 3140J8SY0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    678213 | PA      | $629230.34    | 0.26%             | 2048-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                    | FANNIE MAE POOL FN 10/49 FIXED 3                        | CUSIP: 3140JWQJ2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1209411 | PA      | $1086268.66   | 0.45%             | 2049-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                    | FANNIE MAE POOL FN 09/50 FIXED 2.5                      | CUSIP: 3140KMU73<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    982196 | PA      | $850613.72    | 0.35%             | 2050-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                    | FANNIE MAE POOL FN 10/50 FIXED 2                        | CUSIP: 3140KQLP4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1155750 | PA      | $962294.93    | 0.40%             | 2050-10-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                    | FANNIE MAE POOL FN 04/48 FIXED 4.5                      | CUSIP: 3140Q8WW1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    564137 | PA      | $559997.10    | 0.23%             | 2048-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| SEASONED CREDIT RISK TRANSFER SCRT 2018 3 MA       | SEASONED CREDIT RISK TRANSFER SCRT 2018 3 MA            | CUSIP: 35563PGG8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    992297 | PA      | $946340.72    | 0.39%             | 2057-08-25      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| SEASONED CREDIT RISK TRANSFER SCRT 2019 1 MA       | SEASONED CREDIT RISK TRANSFER SCRT 2019 1 MA            | CUSIP: 35563PJF7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    766929 | PA      | $729616.99    | 0.30%             | 2058-07-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association           | GOVERNMENT NATIONAL MORTGAGE A GNR 2012 114 IO          | CUSIP: 38378BE47<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    654244 | PA      | $10124.36     | 0.00%             | 2053-01-16      | Variable      | 0.61%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association           | GOVERNMENT NATIONAL MORTGAGE A GNR 2013 30 A            | CUSIP: 38378KBF5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      5212 | PA      | $5196.91      | 0.00%             | 2042-05-16      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association           | GOVERNMENT NATIONAL MORTGAGE A GNR 2015 7 IO            | CUSIP: 38378X2M2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   4554388 | PA      | $99089.36     | 0.04%             | 2057-01-16      | Variable      | 0.45%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association           | GOVERNMENT NATIONAL MORTGAGE A 02/59 1                  | CUSIP: 38379R4P5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    604114 | PA      | $20785.68     | 0.01%             | 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        |    915018 | PA      | $19278.32     | 0.01%             | 2057-04-16      | Variable      | 0.27%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association           | GOVERNMENT NATIONAL MORTGAGE A GNR 2017 41 IO           | CUSIP: 38379RPH0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    776293 | PA      | $22851.97     | 0.01%             | 2058-07-16      | Variable      | 0.61%                 | 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        |   4072937 | PA      | $158142.36    | 0.06%             | 2058-12-16      | Variable      | 0.69%                 | 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        |    681210 | PA      | $26513.26     | 0.01%             | 2059-05-16      | Variable      | 0.75%                 | 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        |    776234 | PA      | $24121.01     | 0.01%             | 2059-01-16      | Variable      | 0.62%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association           | GOVERNMENT NATIONAL MORTGAGE A GNR 2017 74 IO           | CUSIP: 38379RZB2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1223234 | PA      | $30414.12     | 0.01%             | 2058-09-16      | Variable      | 0.45%                 | 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        |   1057312 | PA      | $35428.84     | 0.01%             | 2059-07-16      | Variable      | 0.50%                 | 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        |   1389043 | PA      | $37571.67     | 0.02%             | 2058-12-16      | Variable      | 0.54%                 | 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        |   1170140 | PA      | $45169.51     | 0.02%             | 2057-11-16      | Variable      | 0.69%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association           | GOVERNMENT NATIONAL MORTGAGE A GNR 2018 68 A            | CUSIP: 38380JH68<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    209080 | PA      | $200526.01    | 0.08%             | 2050-04-16      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association           | GOVERNMENT NATIONAL MORTGAGE A GNR 2018 9 IO            | CUSIP: 38380JMW5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1195909 | PA      | $38322.44     | 0.02%             | 2060-01-16      | Variable      | 0.44%                 | 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        |    775205 | PA      | $32314.97     | 0.01%             | 2060-04-16      | Variable      | 0.71%                 | 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        |   2440972 | PA      | $156694.53    | 0.06%             | 2062-06-16      | Variable      | 0.88%                 | 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        |   2298390 | PA      | $134254.04    | 0.06%             | 2062-09-16      | Variable      | 0.79%                 | 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        |   3319560 | PA      | $199207.47    | 0.08%             | 2062-05-16      | Variable      | 0.76%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association           | GOVERNMENT NATIONAL MORTGAGE A GNR 2020 119 IO          | CUSIP: 38380PY57<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1273827 | PA      | $66062.56     | 0.03%             | 2062-08-16      | Variable      | 0.60%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association           | GOVERNMENT NATIONAL MORTGAGE A GNR 2021 40 IO           | CUSIP: 38380RE71<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    770257 | PA      | $50772.70     | 0.02%             | 2063-02-16      | Variable      | 0.82%                 | 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        |   2820246 | PA      | $183799.41    | 0.08%             | 2062-11-16      | Variable      | 0.83%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association           | GOVERNMENT NATIONAL MORTGAGE A GNR 2022 53 IO           | CUSIP: 38381E3Q9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   2461093 | PA      | $140369.66    | 0.06%             | 2064-06-16      | Variable      | 0.71%                 | No            |                  2 | On Loan: No      |
| Pennsylvania Higher Education Assistance Agency    | PENNSYLVANIA HIGHER EDUCATION PASSTD 10/36 FLOATING VAR | CUSIP: 709163GH6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    484766 | PA      | $474539.23    | 0.19%             | 2036-10-25      | Floating      | 4.49%                 | No            |                  2 | On Loan: No      |
| TOWD POINT MORTGAGE TRUST 2017 TPMT 2017 3 A1 144A | TOWD POINT MORTGAGE TRUST 2017 TPMT 2017 3 A1 144A      | CUSIP: 89169DAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    250380 | PA      | $243277.49    | 0.10%             | 2057-07-25      | Variable      | 2.75%                 | No            |                  2 | On Loan: No      |
| TOWD POINT MORTGAGE TRUST 2017 TPMT 2017 5 A1 144A | TOWD POINT MORTGAGE TRUST 2017 TPMT 2017 5 A1 144A      | CUSIP: 89169EAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    159341 | PA      | $156761.46    | 0.06%             | 2057-02-25      | Floating      | 3.51%                 | No            |                  2 | On Loan: No      |
| TOWD POINT MORTGAGE TRUST 2017 TPMT 2017 1 A1 144A | TOWD POINT MORTGAGE TRUST 2017 TPMT 2017 1 A1 144A      | CUSIP: 89173FAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     14509 | PA      | $14235.03     | 0.01%             | 2056-10-25      | Variable      | 2.75%                 | No            |                  2 | On Loan: No      |
| TOWD POINT MORTGAGE TRUST 2017 TPMT 2017 2 A1 144A | TOWD POINT MORTGAGE TRUST 2017 TPMT 2017 2 A1 144A      | CUSIP: 89173HAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     11704 | PA      | $11526.15     | 0.00%             | 2057-04-25      | Variable      | 2.75%                 | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2022-12-30

**Name of Applicant:** John Hancock Bond Trust

**Signature:** /s/Salvatore Schiavone

**Name of Signer:** Salvatore Schiavone

**Title:** Treasurer