Total Bond Market Trust

Fund Profile

Fund profile

Tickers

JAGUX, JTBMX, JAGVX

Fund manager

John Hancock Variable Insurance Trust

Total assets

$952.94 mm

Liabilities

$131.38 k

Net assets

$952.81 mm

Number of holdings

936.00

Top 200 of 936 Holdings

As of Jun 2024

Security	$Holding	Balance	% of Fund	Category	Position	Country
UNITED STATES TREASURY NOTE/BO 11/33 4.5	37.96 mm	37.62 mm principal	3.98	Debt	Long	USA
UNITED STATES TREASURY NOTE/BO 01/27 1.5	27.76 mm	30.00 mm principal	2.91	Debt	Long	USA
UNITED STATES TREASURY NOTE/BO 01/29 1.75	25.86 mm	29.00 mm principal	2.71	Debt	Long	USA
UNITED STATES TREASURY NOTE/BO 03/26 4.5	21.42 mm	21.53 mm principal	2.25	Debt	Long	USA
UNITED STATES TREASURY NOTE/BO 11/27 2.25	19.16 mm	20.60 mm principal	2.01	Debt	Long	USA
UNITED STATES TREASURY NOTE/BO 10/29 4	14.75 mm	15.00 mm principal	1.55	Debt	Long	USA
FANNIE MAE POOL FN 11/51 FIXED 2	14.29 mm	17.96 mm principal	1.50	ABS-mortgage backed security	Long	USA
FANNIE MAE POOL FN 02/52 FIXED 2	10.82 mm	13.69 mm principal	1.14	ABS-mortgage backed security	Long	USA
UNITED STATES TREASURY NOTE/BO 10/27 0.5	10.53 mm	12.00 mm principal	1.11	Debt	Long	USA
UNITED STATES TREASURY NOTE/BO 11/25 4.5	9.94 mm	10.00 mm principal	1.04	Debt	Long	USA
UNITED STATES TREASURY NOTE/BO 10/25 4.25	9.91 mm	10.00 mm principal	1.04	Debt	Long	USA
UNITED STATES TREASURY NOTE/BO 10/27 4.125	9.89 mm	10.00 mm principal	1.04	Debt	Long	USA
UNITED STATES TREASURY NOTE/BO 09/27 4.125	9.89 mm	10.00 mm principal	1.04	Debt	Long	USA
UNITED STATES TREASURY NOTE/BO 09/29 3.875	9.77 mm	10.00 mm principal	1.03	Debt	Long	USA
UNITED STATES TREASURY NOTE/BO 12/28 3.75	9.55 mm	9.80 mm principal	1.00	Debt	Long	USA
GINNIE MAE II POOL G2 02/51 FIXED 2	8.60 mm	10.62 mm principal	0.90	ABS-mortgage backed security	Long	USA
UNITED STATES TREASURY NOTE/BO 02/47 3	8.57 mm	11.19 mm principal	0.90	Debt	Long	USA
UNITED STATES TREASURY NOTE/BO 11/28 4.375	8.24 mm	8.24 mm principal	0.87	Debt	Long	USA
FANNIE MAE POOL FN 02/52 FIXED VAR	8.21 mm	9.90 mm principal	0.86	ABS-mortgage backed security	Long	USA
UNITED STATES TREASURY NOTE/BO 11/32 4.125	7.87 mm	8.00 mm principal	0.83	Debt	Long	USA
FANNIE MAE POOL FN 10/51 FIXED 2.5	7.60 mm	9.21 mm principal	0.80	ABS-mortgage backed security	Long	USA
UNITED STATES TREASURY NOTE/BO 08/51 2	7.21 mm	12.00 mm principal	0.76	Debt	Long	USA
UNITED STATES TREASURY NOTE/BO 08/42 3.375	6.76 mm	8.00 mm principal	0.71	Debt	Long	USA
GINNIE MAE II POOL G2 02/51 FIXED 2.5	6.54 mm	7.78 mm principal	0.69	ABS-mortgage backed security	Long	USA
UNITED STATES TREASURY NOTE/BO 05/28 2.875	6.42 mm	6.80 mm principal	0.67	Debt	Long	USA
FANNIE MAE POOL FN 09/51 FIXED VAR	6.41 mm	8.07 mm principal	0.67	ABS-mortgage backed security	Long	USA
UNITED STATES TREASURY NOTE/BO 02/54 4.25	6.34 mm	6.66 mm principal	0.67	Debt	Long	USA
FANNIE MAE POOL FN 03/52 FIXED 3	6.12 mm	7.08 mm principal	0.64	ABS-mortgage backed security	Long	USA
FREDDIE MAC POOL FR 04/52 FIXED 2.5	6.11 mm	7.40 mm principal	0.64	ABS-mortgage backed security	Long	USA
UNITED STATES TREASURY NOTE/BO 04/31 4.625	6.10 mm	6.00 mm principal	0.64	Debt	Long	USA
UNITED STATES TREASURY NOTE/BO 04/29 4.625	6.07 mm	6.00 mm principal	0.64	Debt	Long	USA
UNITED STATES TREASURY NOTE/BO 05/31 4.625	5.64 mm	5.55 mm principal	0.59	Debt	Long	USA
UNITED STATES TREASURY NOTE/BO 11/52 4	5.47 mm	6.00 mm principal	0.57	Debt	Long	USA
UNITED STATES TREASURY NOTE/BO 02/48 3	5.10 mm	6.70 mm principal	0.54	Debt	Long	USA
UNITED STATES TREASURY NOTE/BO 02/40 4.625	5.08 mm	5.00 mm principal	0.53	Debt	Long	USA
UNITED STATES TREASURY NOTE/BO 11/41 2	4.81 mm	7.00 mm principal	0.50	Debt	Long	USA
UNITED STATES TREASURY NOTE/BO 05/27 4.5	4.69 mm	4.70 mm principal	0.49	Debt	Long	USA
UNITED STATES TREASURY NOTE/BO 09/26 0.875	4.60 mm	5.00 mm principal	0.48	Debt	Long	USA
UNITED STATES TREASURY NOTE/BO 05/29 2.375	4.57 mm	5.00 mm principal	0.48	Debt	Long	USA
UNITED STATES TREASURY NOTE/BO 05/43 3.875	4.51 mm	5.00 mm principal	0.47	Debt	Long	USA
UNITED STATES TREASURY NOTE/BO 05/32 2.875	4.50 mm	5.00 mm principal	0.47	Debt	Long	USA
UNITED STATES TREASURY NOTE/BO 08/32 2.75	4.45 mm	5.00 mm principal	0.47	Debt	Long	USA
UNITED STATES TREASURY NOTE/BO 05/53 3.625	4.25 mm	5.00 mm principal	0.45	Debt	Long	USA
UNITED STATES TREASURY NOTE/BO 02/53 3.625	4.25 mm	5.00 mm principal	0.45	Debt	Long	USA
UNITED STATES TREASURY NOTE/BO 01/29 4	4.18 mm	4.25 mm principal	0.44	Debt	Long	USA
FREDDIE MAC POOL FR 04/51 FIXED 3	4.17 mm	4.85 mm principal	0.44	ABS-mortgage backed security	Long	USA
UNITED STATES TREASURY NOTE/BO 05/50 1.25	3.97 mm	8.00 mm principal	0.42	Debt	Long	USA
GINNIE MAE II POOL G2 08/50 FIXED 3	3.93 mm	4.47 mm principal	0.41	ABS-mortgage backed security	Long	USA
UNITED STATES TREASURY NOTE/BO 05/26 3.625	3.92 mm	4.00 mm principal	0.41	Debt	Long	USA
FREDDIE MAC POOL FR 05/51 FIXED 2	3.92 mm	4.98 mm principal	0.41	ABS-mortgage backed security	Long	USA
UNITED STATES TREASURY NOTE/BO 08/27 3.125	3.84 mm	4.00 mm principal	0.40	Debt	Long	USA
UNITED STATES TREASURY NOTE/BO 05/39 4.25	3.77 mm	3.86 mm principal	0.40	Debt	Long	USA
UNITED STATES TREASURY NOTE/BO 03/26 0.75	3.73 mm	4.00 mm principal	0.39	Debt	Long	USA
UNITED STATES TREASURY NOTE/BO 02/43 3.875	3.62 mm	4.00 mm principal	0.38	Debt	Long	USA
JH COLLATERAL	3.46 mm	346.60 k shares	0.36	Short-term investment vehicle	Long	USA
FANNIE MAE POOL FN 08/52 FIXED 5	3.31 mm	3.41 mm principal	0.35	ABS-mortgage backed security	Long	USA
FANNIE MAE POOL FN 11/50 FIXED VAR	3.23 mm	4.07 mm principal	0.34	ABS-mortgage backed security	Long	USA
FREDDIE MAC POOL FR 03/51 FIXED 1.5	3.18 mm	4.23 mm principal	0.33	ABS-mortgage backed security	Long	USA
FANNIE MAE POOL FN 06/52 FIXED 4	3.11 mm	3.39 mm principal	0.33	ABS-mortgage backed security	Long	USA
UNITED STATES TREASURY NOTE/BO 10/25 0.25	3.10 mm	3.30 mm principal	0.33	Debt	Long	USA
UNITED STATES TREASURY NOTE/BO 06/27 4.625	3.01 mm	3.00 mm principal	0.32	Debt	Long	USA
UNITED STATES TREASURY NOTE/BO 03/29 4.125	2.97 mm	3.00 mm principal	0.31	Debt	Long	USA
FANNIE MAE POOL FN 03/37 FIXED VAR	2.91 mm	3.29 mm principal	0.31	ABS-mortgage backed security	Long	USA
FEDERAL NATIONAL MORTGAGE ASSO NOTES 06/25 0.5	2.87 mm	3.00 mm principal	0.30	Debt	Long	USA
FANNIE MAE POOL FN 06/50 FIXED 2.5	2.85 mm	3.46 mm principal	0.30	ABS-mortgage backed security	Long	USA
UNITED STATES TREASURY NOTE/BO 08/26 1.375	2.80 mm	3.00 mm principal	0.29	Debt	Long	USA
FREDDIE MAC POOL FR 06/49 FIXED 3.5	2.74 mm	3.08 mm principal	0.29	ABS-mortgage backed security	Long	USA
GS MORTGAGE SECURITIES TRUST 2 GSMS 2016 GS4 A3	2.71 mm	2.85 mm principal	0.28	ABS-mortgage backed security	Long	USA
FANNIE MAE POOL FN 04/37 FIXED VAR	2.68 mm	2.96 mm principal	0.28	ABS-mortgage backed security	Long	USA
GS MORTGAGE SECURITIES TRUST 2 GSMS 2017 GS5 A3	2.62 mm	2.74 mm principal	0.28	ABS-mortgage backed security	Long	USA
FREDDIE MAC POOL FR 08/50 FIXED 2.5	2.59 mm	3.14 mm principal	0.27	ABS-mortgage backed security	Long	USA
FANNIE MAE POOL FN 11/36 FIXED 1.5	2.54 mm	2.97 mm principal	0.27	ABS-mortgage backed security	Long	USA
UNITED STATES TREASURY NOTE/BO 05/29 4.5	2.52 mm	2.50 mm principal	0.26	Debt	Long	USA
UNITED STATES TREASURY NOTE/BO 11/31 1.375	2.44 mm	3.00 mm principal	0.26	Debt	Long	USA
UNITED STATES TREASURY NOTE/BO 04/30 3.5	2.39 mm	2.50 mm principal	0.25	Debt	Long	USA
FANNIE MAE POOL FN 08/50 FIXED 2	2.33 mm	2.95 mm principal	0.25	ABS-mortgage backed security	Long	USA
GINNIE MAE II POOL G2 08/50 FIXED 2.5	2.32 mm	2.75 mm principal	0.24	ABS-mortgage backed security	Long	USA
UNITED STATES TREASURY NOTE/BO 02/49 3	2.27 mm	3.00 mm principal	0.24	Debt	Long	USA
FREDDIE MAC POOL FR 07/52 FIXED 3.5	2.21 mm	2.47 mm principal	0.23	ABS-mortgage backed security	Long	USA
UNITED STATES TREASURY NOTE/BO 08/47 2.75	2.19 mm	3.00 mm principal	0.23	Debt	Long	USA
FANNIE MAE POOL FN 02/52 FIXED VAR	2.17 mm	2.45 mm principal	0.23	ABS-mortgage backed security	Long	USA
GINNIE MAE II POOL G2 07/52 FIXED 4.5	2.11 mm	2.21 mm principal	0.22	ABS-mortgage backed security	Long	USA
FANNIE MAE POOL FN 11/50 FIXED 2.5	2.09 mm	2.54 mm principal	0.22	ABS-mortgage backed security	Long	USA
GINNIE MAE II POOL G2 01/52 FIXED 3.5	2.09 mm	2.32 mm principal	0.22	ABS-mortgage backed security	Long	USA
UNITED STATES TREASURY NOTE/BO 02/41 4.75	2.05 mm	2.00 mm principal	0.22	Debt	Long	USA
GINNIE MAE II POOL G2 02/54 FIXED 6	2.04 mm	2.03 mm principal	0.21	ABS-mortgage backed security	Long	USA
FREDDIE MAC POOL FR 07/52 FIXED 4.5	2.00 mm	2.11 mm principal	0.21	ABS-mortgage backed security	Long	USA
FANNIE MAE POOL FN 11/36 FIXED VAR	1.99 mm	2.25 mm principal	0.21	ABS-mortgage backed security	Long	USA
FANNIE MAE POOL FN 02/43 FIXED 3.5	1.99 mm	2.17 mm principal	0.21	ABS-mortgage backed security	Long	USA
UNITED STATES TREASURY NOTE/BO 02/26 4.625	1.99 mm	2.00 mm principal	0.21	Debt	Long	USA
FANNIE MAE POOL FN 03/50 FIXED VAR	1.98 mm	2.14 mm principal	0.21	ABS-mortgage backed security	Long	USA
FANNIE MAE POOL FN 12/53 FIXED VAR	1.98 mm	1.93 mm principal	0.21	ABS-mortgage backed security	Long	USA
COF Capital One Financial Corporation	1.97 mm	2.00 mm principal	0.21	Debt	Long	USA
FANNIE MAE POOL FN 04/53 FIXED VAR	1.95 mm	2.12 mm principal	0.20	ABS-mortgage backed security	Long	USA
UNITED STATES TREASURY NOTE/BO 10/25 3	1.95 mm	2.00 mm principal	0.20	Debt	Long	USA
FREDDIE MAC POOL FR 09/53 FIXED 6.5	1.93 mm	1.88 mm principal	0.20	ABS-mortgage backed security	Long	USA
FEDERAL NATIONAL MORTGAGE ASSO NOTES 04/26 2.125	1.91 mm	2.00 mm principal	0.20	Debt	Long	USA
UNITED STATES TREASURY NOTE/BO 05/26 2.125	1.90 mm	2.00 mm principal	0.20	Debt	Long	USA
BANK OF AMERICA CORP SR UNSECURED 02/30 VAR	1.89 mm	2.00 mm principal	0.20	Debt	Long	USA
MEXICO GOVERNMENT INTERNATIONA SR UNSECURED 01/28 3.75	1.89 mm	2.00 mm principal	0.20	Debt	Long	Mexico
BANK 2017-BNK6 BANK 2017 BNK6 A4	1.88 mm	2.00 mm principal	0.20	ABS-mortgage backed security	Long	USA
UNITED STATES TREASURY NOTE/BO 02/44 4.5	1.87 mm	1.91 mm principal	0.20	Debt	Long	USA
GINNIE MAE II POOL G2 07/51 FIXED 3	1.85 mm	2.12 mm principal	0.19	ABS-mortgage backed security	Long	USA
FEDERAL HOME LOAN BANKS BONDS 07/36 5.5	1.84 mm	1.69 mm principal	0.19	Debt	Long	USA
FREDDIE MAC POOL FR 04/53 FIXED 5.5	1.82 mm	1.84 mm principal	0.19	ABS-mortgage backed security	Long	USA
FANNIE MAE POOL FN 08/41 FIXED 2	1.81 mm	2.17 mm principal	0.19	ABS-mortgage backed security	Long	USA
FREDDIE MAC POOL FR 09/53 FIXED 6	1.80 mm	1.79 mm principal	0.19	ABS-mortgage backed security	Long	USA
UNITED STATES TREASURY NOTE/BO 05/41 4.375	1.79 mm	1.83 mm principal	0.19	Debt	Long	USA
GINNIE MAE II POOL G2 11/52 FIXED 5	1.77 mm	1.81 mm principal	0.19	ABS-mortgage backed security	Long	USA
BMO 2022-C1 MORTGAGE TRUST BMO 2022 C1 A5	1.75 mm	2.00 mm principal	0.18	ABS-mortgage backed security	Long	USA
FANNIE MAE POOL FN 09/52 FIXED VAR	1.74 mm	1.84 mm principal	0.18	ABS-mortgage backed security	Long	USA
WELLS FARGO and CO SR UNSECURED 02/31 VAR	1.73 mm	2.00 mm principal	0.18	Debt	Long	USA
FREDDIE MAC POOL FR 03/52 FIXED 3	1.73 mm	2.02 mm principal	0.18	ABS-mortgage backed security	Long	USA
FANNIE MAE POOL FN 12/49 FIXED 3	1.73 mm	1.99 mm principal	0.18	ABS-mortgage backed security	Long	USA
GINNIE MAE II POOL G2 11/51 FIXED 2.5	1.71 mm	2.03 mm principal	0.18	ABS-mortgage backed security	Long	USA
MORGAN STANLEY CAPITAL I TRUST MSC 2021 L5 A4	1.70 mm	2.00 mm principal	0.18	ABS-mortgage backed security	Long	USA
BANK 2022-BNK39 BANK 2022 BNK39 A4	1.70 mm	2.00 mm principal	0.18	ABS-mortgage backed security	Long	USA
FEDERAL NATIONAL MORTGAGE ASSO NOTES 05/30 7.25	1.66 mm	1.45 mm principal	0.17	Debt	Long	USA
INTER-AMERICAN DEVELOPMENT BAN SR UNSECURED 01/31 1.125	1.62 mm	2.00 mm principal	0.17	Debt	Long	USA
UNITED STATES TREASURY NOTE/BO 08/53 4.125	1.61 mm	1.73 mm principal	0.17	Debt	Long	USA
BRAZILIAN GOVERNMENT INTERNATI SR UNSECURED 01/25 4.25	1.59 mm	1.61 mm principal	0.17	Debt	Long	Brazil
GINNIE MAE II POOL G2 09/47 FIXED 3	1.59 mm	1.80 mm principal	0.17	ABS-mortgage backed security	Long	USA
UNITED STATES TREASURY NOTE/BO 07/27 0.375	1.59 mm	1.80 mm principal	0.17	Debt	Long	USA
FANNIE MAE POOL FN 07/50 FIXED 2.5	1.56 mm	1.89 mm principal	0.16	ABS-mortgage backed security	Long	USA
EUROPEAN INVESTMENT BANK SR UNSECURED 03/27 4.375	1.49 mm	1.50 mm principal	0.16	Debt	Long	Luxembourg
MUFG Mitsubishi UFJ Financial Group, Inc.	1.48 mm	1.60 mm principal	0.16	Debt	Long	Japan
GINNIE MAE II POOL G2 03/53 FIXED 4.5	1.47 mm	1.55 mm principal	0.15	ABS-mortgage backed security	Long	USA
FORD MOTOR CREDIT CO LLC SR UNSECURED 11/28 6.798	1.47 mm	1.42 mm principal	0.15	Debt	Long	USA
UNITED STATES TREASURY NOTE/BO 11/53 4.75	1.46 mm	1.41 mm principal	0.15	Debt	Long	USA
GINNIE MAE II POOL G2 02/53 FIXED 5	1.38 mm	1.41 mm principal	0.14	ABS-mortgage backed security	Long	USA
FANNIE MAE POOL FN 07/46 FIXED 3	1.37 mm	1.56 mm principal	0.14	ABS-mortgage backed security	Long	USA
FREDDIE MAC POOL FR 03/53 FIXED 6	1.35 mm	1.34 mm principal	0.14	ABS-mortgage backed security	Long	USA
FEDERAL HOME LOAN MORTGAGE COR NOTES 09/29 6.75	1.33 mm	1.20 mm principal	0.14	Debt	Long	USA
UNITED STATES TREASURY NOTE/BO 08/48 3	1.33 mm	1.75 mm principal	0.14	Debt	Long	USA
FREDDIE MAC POOL FR 10/52 FIXED 5.5	1.32 mm	1.34 mm principal	0.14	ABS-mortgage backed security	Long	USA
FANNIE MAE POOL FN 10/53 FIXED 6	1.32 mm	1.31 mm principal	0.14	ABS-mortgage backed security	Long	USA
FANNIE MAE POOL FN 02/31 FIXED 4	1.31 mm	1.35 mm principal	0.14	ABS-mortgage backed security	Long	USA
FANNIE MAE POOL FN 02/51 FIXED 1.5	1.31 mm	1.74 mm principal	0.14	ABS-mortgage backed security	Long	USA
GINNIE MAE II POOL G2 05/51 FIXED 3.5	1.31 mm	1.44 mm principal	0.14	ABS-mortgage backed security	Long	USA
GM FINANCIAL AUTOMOBILE LEASIN GMALT 2023 2 A4	1.29 mm	1.30 mm principal	0.14	ABS-other	Long	USA
GINNIE MAE II POOL G2 02/53 FIXED 5.5	1.29 mm	1.30 mm principal	0.14	ABS-mortgage backed security	Long	USA
UNITED STATES TREASURY NOTE/BO 08/49 2.25	1.29 mm	2.00 mm principal	0.14	Debt	Long	USA
JPMORGAN CHASE + CO SR UNSECURED 04/51 VAR	1.27 mm	1.86 mm principal	0.13	Debt	Long	USA
FREDDIE MAC POOL FR 12/36 FIXED 1.5	1.26 mm	1.46 mm principal	0.13	ABS-mortgage backed security	Long	USA
TOYOTA AUTO RECEIVABLES 2023-B TAOT 2023 B A4	1.23 mm	1.25 mm principal	0.13	ABS-other	Long	USA
BANK OF AMERICA CORP SR UNSECURED 12/28 VAR	1.23 mm	1.31 mm principal	0.13	Debt	Long	USA
FANNIE MAE POOL FN 04/43 FIXED 3	1.23 mm	1.38 mm principal	0.13	ABS-mortgage backed security	Long	USA
GINNIE MAE I POOL GN 01/43 FIXED 3.5	1.22 mm	1.33 mm principal	0.13	ABS-mortgage backed security	Long	USA
FANNIE MAE POOL FN 08/53 FIXED VAR	1.20 mm	1.21 mm principal	0.13	ABS-mortgage backed security	Long	USA
FANNIE MAE POOL FN 07/53 FIXED 5.5	1.20 mm	1.22 mm principal	0.13	ABS-mortgage backed security	Long	USA
LUV Southwest Airlines Co.	1.19 mm	1.20 mm principal	0.13	Debt	Long	USA
FREDDIE MAC POOL FR 09/53 FIXED 5.5	1.19 mm	1.21 mm principal	0.13	ABS-mortgage backed security	Long	USA
BANK OF AMERICA CORP SR UNSECURED 01/26 VAR	1.18 mm	1.20 mm principal	0.12	Debt	Long	USA
FANNIE MAE POOL FN 12/36 FIXED 1.5	1.15 mm	1.34 mm principal	0.12	ABS-mortgage backed security	Long	USA
GINNIE MAE II POOL G2 11/52 FIXED 6.5	1.12 mm	1.10 mm principal	0.12	ABS-mortgage backed security	Long	USA
FREDDIE MAC POOL FR 10/50 FIXED 4.5	1.12 mm	1.18 mm principal	0.12	ABS-mortgage backed security	Long	USA
SYY Sysco Corporation	1.11 mm	1.00 mm principal	0.12	Debt	Long	USA
UNITED STATES TREASURY NOTE/BO 05/49 2.875	1.11 mm	1.50 mm principal	0.12	Debt	Long	USA
FANNIE MAE POOL FN 09/35 FIXED 2	1.11 mm	1.25 mm principal	0.12	ABS-mortgage backed security	Long	USA
FREDDIE MAC POOL FR 12/52 FIXED 6	1.10 mm	1.09 mm principal	0.12	ABS-mortgage backed security	Long	USA
IBM International Business Machines Corporation	1.08 mm	1.12 mm principal	0.11	Debt	Long	USA
VZ Verizon Communications Inc.	1.08 mm	1.26 mm principal	0.11	Debt	Long	USA
EFX Equifax Inc.	1.07 mm	1.20 mm principal	0.11	Debt	Long	USA
FANNIE MAE POOL FN FS7106	1.07 mm	1.07 mm principal	0.11	ABS-mortgage backed security	Long	USA
FANNIE MAE POOL FN 09/40 FIXED VAR	1.05 mm	1.21 mm principal	0.11	ABS-mortgage backed security	Long	USA
FANNIE MAE POOL FN 10/35 FIXED 2.5	1.05 mm	1.16 mm principal	0.11	ABS-mortgage backed security	Long	USA
GINNIE MAE II POOL G2 05/53 FIXED 6	1.04 mm	1.04 mm principal	0.11	ABS-mortgage backed security	Long	USA
MORGAN STANLEY SR UNSECURED 10/28 VAR	1.03 mm	1.00 mm principal	0.11	Debt	Long	USA
EUROPEAN INVESTMENT BANK SR UNSECURED 02/36 4.875	1.03 mm	1.00 mm principal	0.11	Debt	Long	Luxembourg
UNITED STATES TREASURY NOTE/BO 05/54 4.625	1.01 mm	1.00 mm principal	0.11	Debt	Long	USA
CD 2017-CD3 MORTGAGE TRUST CD 2017 CD3 A4	1.01 mm	1.09 mm principal	0.11	ABS-mortgage backed security	Long	USA
AERCAP IRELAND CAPITAL DAC / A COMPANY GUAR 06/28 5.75	1.01 mm	1.00 mm principal	0.11	Debt	Long	Ireland
CARMAX AUTO OWNER TRUST 2022-4 CARMX 2022 4 A4	1.01 mm	1.00 mm principal	0.11	ABS-other	Long	USA
AAPL Apple Inc.	1.01 mm	1.06 mm principal	0.11	Debt	Long	USA
GINNIE MAE II POOL G2 05/53 FIXED 5.5	1.00 mm	1.01 mm principal	0.11	ABS-mortgage backed security	Long	USA
UNITED STATES TREASURY NOTE/BO 05/34 4.375	1.00 mm	1.00 mm principal	0.10	Debt	Long	USA
T AT&T Inc.	1.00 mm	1.00 mm principal	0.10	Debt	Long	USA
FEDERAL NATIONAL MORTGAGE ASSO NOTES 04/27 5.25	999.65 k	1.00 mm principal	0.10	Debt	Long	USA
INTC Intel Corporation	998.44 k	1.00 mm principal	0.10	Debt	Long	USA
UNITED STATES TREASURY NOTE/BO 05/44 4.625	998.13 k	1.00 mm principal	0.10	Debt	Long	USA
AMGN Amgen Inc.	997.09 k	1.00 mm principal	0.10	Debt	Long	USA
MORGAN STANLEY SR UNSECURED 04/29 VAR	996.75 k	1.00 mm principal	0.10	Debt	Long	USA
NI NiSource Inc.	989.78 k	1.00 mm principal	0.10	Debt	Long	USA
JPMORGAN CHASE + CO SR UNSECURED 07/28 VAR	989.76 k	1.00 mm principal	0.10	Debt	Long	USA
REPUBLIC OF ITALY GOVERNMENT I SR UNSECURED 06/33 5.375	985.65 k	1.00 mm principal	0.10	Debt	Long	Italy
SUN COMMUNITIES OPERATING LP COMPANY GUAR 01/33 5.7	984.76 k	1.00 mm principal	0.10	Debt	Long	USA
C Citigroup Inc.	984.07 k	1.00 mm principal	0.10	Debt	Long	USA
AZO AutoZone, Inc.	981.38 k	1.00 mm principal	0.10	Debt	Long	USA
MCDONALD'S CORP SR UNSECURED 07/25 3.3	979.07 k	1.00 mm principal	0.10	Debt	Long	USA
NKE NIKE, Inc.	978.46 k	1.00 mm principal	0.10	Debt	Long	USA
GS The Goldman Sachs Group, Inc.	977.31 k	1.00 mm principal	0.10	Debt	Long	USA
FREDDIE MAC POOL FR 07/53 FIXED 5.5	976.07 k	982.09 k principal	0.10	ABS-mortgage backed security	Long	USA
MSFT Microsoft Corporation	971.12 k	1.54 mm principal	0.10	Debt	Long	USA
GINNIE MAE II POOL G2 04/49 FIXED 4	968.50 k	1.04 mm principal	0.10	ABS-mortgage backed security	Long	USA
HSBC HSBC Holdings plc	966.67 k	1.00 mm principal	0.10	Debt	Long	UK
ARCC Ares Capital Corporation	965.53 k	1.00 mm principal	0.10	Debt	Long	USA
PFIZER INVESTMENT ENTERPRISES COMPANY GUAR 05/53 5.3	964.52 k	1.00 mm principal	0.10	Debt	Long	Singapore
FREDDIE MAC POOL FR 07/53 FIXED 5	962.30 k	991.43 k principal	0.10	ABS-mortgage backed security	Long	USA
WFC Wells Fargo & Company	949.94 k	1.00 mm principal	0.10	Debt	Long	USA
FREDDIE MAC POOL FR 07/53 FIXED 6	946.94 k	938.23 k principal	0.10	ABS-mortgage backed security	Long	USA