HEWLETT PACKARD ENTERPRISE CO SR UNSECURED 10/22 4.4

NPORT-P false 0000756913 XXXXXXXX S000029542 C000090649 C000090650 C000090651 John Hancock Variable Insurance Trust 811-04146 0000756913 Z5DUWKEPW78QKD87GA06 200 Berkeley Street Boston 02116 617-663-4497 Ultra Short Term Bond Trust S000029542 549300OM0D3R3B7U9371 2021-12-31 2021-06-30 N 286025755.440000000000 87210.430000000000 285938545.010000000000 0.000000000000 0.000000000000 0.000000000000 0.000000000000 0.000000000000 0.000000000000 0.000000000000 0.000000000000 0.000000000000 0.000000000000 0.000000000000 0.000000000000 0.000000000000 0.000000000000 USD N Hewlett Packard Enterprise Company 549300BX44RGX6ANDV88 HEWLETT PACKARD ENTERPRISE CO SR UNSECURED 10/22 4.4 42824CAN9 2000000 PA USD 2086949.78 0.7298595507 Long DBT CORP US N 2 2022-10-15 Fixed 4.400000000000 N N N N N N Honeywell International Inc. ISRPG12PN4EIEOEMW547 HONEYWELL INTERNATN' COMMERCIAL PAPER DISCOUNT N/A 1000000 PA USD 999762.22 0.3496423401 Long DBT CORP US N 2 2021-10-15 None 0.000000000000 N N N N N N IHS Markit Ltd. 549300HLPTRASHS0E726 IHS MARKIT LTD COMPANY GUAR 144A 11/22 5 44962LAA5 2000000 PA USD 2095077.74 0.7327021056 Long DBT CORP GB N 2 2022-11-01 Fixed 5.000000000000 N N N N N N ING Groep N.V. 549300NYKK9MWM7GGW15 ING GROEP NV SR UNSECURED 03/22 3.15 456837AG8 2000000 PA USD 2042962.96 0.7144762382 Long DBT CORP NL N 2 2022-03-29 Fixed 3.150000000000 N N N N N N GINNIE MAE G2 08/32 FLOATING VAR 549300M8ZYFG0OCMTT87 GINNIE MAE II POOL G2 08/32 FLOATING VAR 36225CVW3 131868.18 PA USD 136658.92 0.0477931088 Long ABS-MBS USGA US N 2 2032-08-20 Floating 2.250000000000 N N N N N N GINNIE MAE G2 08/35 FLOATING VAR 549300M8ZYFG0OCMTT87 GINNIE MAE II POOL G2 08/35 FLOATING VAR 36225DTG9 108391.03 PA USD 111320.73 0.0389316977 Long ABS-MBS USGA US N 2 2035-08-20 Floating 2.250000000000 N N N N N N GM FINANCIAL CONSUMER AUTOMOBI GMCAR 2018 1 A4 N/A GM FINANCIAL CONSUMER AUTOMOBI GMCAR 2018 1 A4 36255PAE0 1058596.12 PA USD 1063908.68 0.3720759927 Long ABS-O CORP US N 2 2023-07-17 Fixed 2.460000000000 N N N N N N Georgia-Pacific LLC L2EVHWFHVAQK72TMH265 GEORGIA-PACIFIC LLC SR UNSECURED 144A 05/24 0.625 37331NAM3 3000000 PA USD 2987675.52 1.0448663086 Long DBT CORP US N 2 2024-05-15 Fixed 0.625000000000 N N N N N N GM FINANCIAL AUTOMOBILE LEASIN GMALT 2019 3 A3 N/A GM FINANCIAL AUTOMOBILE LEASIN GMALT 2019 3 A3 38013TAD3 496765.79 PA USD 497980.08 0.1741563314 Long ABS-O CORP US N 2 2022-06-20 Fixed 2.030000000000 N N N N N N The Goldman Sachs Group Inc. 784F5XWPLTWKTBV3E584 GOLDMAN SACHS GROUP INC/THE SR UNSECURED 01/22 5.75 38141GGS7 2000000 PA USD 2061857.78 0.7210842385 Long DBT CORP US N 2 2022-01-24 Fixed 5.750000000000 N N N N N N Graphic Packaging International LLC SO75N4VY5NXGQSK8YQ65 GRAPHIC PACKAGING INTERNATIONA SR SECURED 144A 04/24 0.821 38869PAN4 3000000 PA USD 2977797.51 1.0414117166 Long DBT CORP US N 2 2024-04-15 Fixed 0.821000000000 N N N N N N Hpefs Equipment Trust 2019-1 N/A HPEFS EQUIPMENT TRUST 2019-1 HPEFS 2019 1A A3 144A 40438DAC3 734297.98 PA USD 736541.92 0.2575874896 Long ABS-O CORP US N 2 2029-09-20 Fixed 2.210000000000 N N N N N N HPEFS EQUIPMENT TRUST HPEFS 2020 2A A2 144A N/A HPEFS EQUIPMENT TRUST HPEFS 2020 2A A2 144A 40438PAB8 1325036.11 PA USD 1326675.44 0.4639722287 Long ABS-O CORP US N 2 2030-07-22 Fixed 0.650000000000 N N N N N N Halliburton Company ENYF8GB5SMQZ25S06U51 HALLIBURTON CO SR UNSECURED 11/21 3.25 406216AZ4 3000000 PA USD 3010353.18 1.0527972645 Long DBT CORP US N 2 2021-11-15 Fixed 3.250000000000 N N N N N N Hertz Vehicle Financing II LP 549300FPK70TCB78NG05 HERTZ VEHICLE FINANCING II LP HERTZ 2015 3A A 144A 42806DAH2 157979.84 PA USD 158641.05 0.0554808202 Long ABS-O CORP US N 2 2021-09-25 Fixed 2.670000000000 N N N N N N CARMAX AUTO OWNER TRUST 2018-4 CARMX 2018 4 A3 N/A CARMAX AUTO OWNER TRUST 2018-4 CARMX 2018 4 A3 14315EAC4 524788.45 PA USD 531900.54 0.1860191811 Long ABS-O CORP US N 2 2023-09-15 Fixed 3.360000000000 N N N N N N Carmax Auto Owner Trust 2019-1 N/A CARMAX AUTO OWNER TRUST 2019-1 CARMX 2019 1 A3 14315NAC4 1215827.54 PA USD 1234484.29 0.4317306329 Long ABS-O CORP US N 2 2024-03-15 Fixed 3.050000000000 N N N N N N CARMAX AUTO OWNER TRUST 2020-2 CARMX 2020 2 A2A N/A CARMAX AUTO OWNER TRUST 2020-2 CARMX 2020 2 A2A 14315VAB8 118016.64 PA USD 118205.25 0.0413393899 Long ABS-O CORP US N 2 2023-01-17 Fixed 1.750000000000 N N N N N N Chariot Acquisition LLC N/A CHARIOT FNDG LLC COMMERCIAL PAPER DISCOUNT N/A 3000000 PA USD 2999437.5 1.0489797729 Long DBT CORP US N 2 2021-09-13 None 0.000000000000 N N N N N N Charter Communications Operating LLC/Charter Communications Operating Capital C N/A CHARTER COMMUNICATIONS OPT LLC SR SECURED 07/22 4.464 161175BB9 2000000 PA USD 2070577.5 0.7241337470 Long DBT CORP US N 2 2022-07-23 Fixed 4.464000000000 N N N N N N Citigroup Inc. 6SHGI4ZSSLCXXQSBB395 CITIGROUP INC SR UNSECURED 07/23 VAR 172967LM1 3000000 PA USD 3077024.1 1.0761137852 Long DBT CORP US N 2 2023-07-24 Variable 2.876000000000 N N N N N N CORPOERATIVE CENTRALE COMMERCIAL PAPER DISCOUNT N/A CORPOERATIVE CENTRALE COMMERCIAL PAPER DISCOUNT N/A 3000000 PA USD 2999801.67 1.0491071324 Long DBT CORP US N 2 2021-08-03 None 0.000000000000 N N N N N N Credit Suisse Group Funding (Guernsey) Ltd 549300PXR5FKNXF0OH19 CREDIT SUISSE GROUP FUNDING GU COMPANY GUAR 09/22 3.8 225433AH4 3000000 PA USD 3121744.83 1.0917537647 Long DBT CORP GG N 2 2022-09-15 Fixed 3.800000000000 N N N N N N Daimler Finance North America LLC 549300423Z16BB673J12 DAIMLER FINANCE NORTH AMERICA COMPANY GUAR 144A 01/22 2.85 233851CS1 2000000 PA USD 2025281.44 0.7082925598 Long DBT CORP US N 2 2022-01-06 Fixed 2.850000000000 N N N N N N Danske Bank A/S MAES062Z21O4RZ2U7M96 DANSKE BANK A/S SR UNSECURED 144A 09/21 2 23636AAH4 2000000 PA USD 2006358.96 0.7016748861 Long DBT CORP DK N 2 2021-09-08 Fixed 2.000000000000 N N N N N N eBay Inc. OML71K8X303XQONU6T67 EBAY INC SR UNSECURED 01/23 2.75 278642AS2 3000000 PA USD 3104511.6 1.0857268648 Long DBT CORP US N 2 2023-01-30 Fixed 2.750000000000 N N N N N N ENTERPRISE FLEET FINANCING 201 EFF 2018 3 A2 144A N/A ENTERPRISE FLEET FINANCING 201 EFF 2018 3 A2 144A 29373GAB8 55817.85 PA USD 56091.24 0.0196165368 Long ABS-O CORP US N 2 2024-05-20 Fixed 3.380000000000 N N N N N N FREDDIE MAC NON GOLD POOL FH 12/35 FLOATING VAR S6XOOCT0IEG5ABCC6L87 FREDDIE MAC NON GOLD POOL FH 12/35 FLOATING VAR 3128NEBF6 36563.07 PA USD 37475.36 0.0131060889 Long ABS-MBS USGSE US N 2 2035-12-01 Floating 1.765000000000 N N N N N N FREDDIE MAC NON GOLD POOL FH 08/35 FLOATING VAR S6XOOCT0IEG5ABCC6L87 FREDDIE MAC NON GOLD POOL FH 08/35 FLOATING VAR 3128Q2F24 72175.68 PA USD 76158.19 0.0266344609 Long ABS-MBS USGSE US N 2 2035-08-01 Floating 2.624000000000 N N N N N N FREDDIE MAC NON GOLD POOL FH 12/36 FLOATING VAR S6XOOCT0IEG5ABCC6L87 FREDDIE MAC NON GOLD POOL FH 12/36 FLOATING VAR 3128QEBE6 22541.67 PA USD 23155.52 0.0080980758 Long ABS-MBS USGSE US N 2 2036-12-01 Floating 1.815000000000 N N N N N N FREDDIE MAC NON GOLD POOL FH 11/36 FLOATING VAR S6XOOCT0IEG5ABCC6L87 FREDDIE MAC NON GOLD POOL FH 11/36 FLOATING VAR 3128QLUA7 102342.06 PA USD 107748.89 0.0376825342 Long ABS-MBS USGSE US N 2 2036-11-01 Floating 2.290000000000 N N N N N N FREDDIE MAC NON GOLD POOL FH 06/36 FLOATING VAR S6XOOCT0IEG5ABCC6L87 FREDDIE MAC NON GOLD POOL FH 06/36 FLOATING VAR 3128QSVS2 30029.58 PA USD 31480.27 0.0110094531 Long ABS-MBS USGSE US N 2 2036-06-01 Floating 2.447000000000 N N N N N N FREDDIE MAC NON GOLD POOL FH 02/36 FLOATING VAR S6XOOCT0IEG5ABCC6L87 FREDDIE MAC NON GOLD POOL FH 02/36 FLOATING VAR 3128S4GH4 57573.93 PA USD 60418.08 0.0211297431 Long ABS-MBS USGSE US N 2 2036-02-01 Floating 2.274000000000 N N N N N N FREDDIE MAC NON GOLD POOL FH 05/37 FLOATING VAR S6XOOCT0IEG5ABCC6L87 FREDDIE MAC NON GOLD POOL FH 05/37 FLOATING VAR 3128S5KG8 75270.76 PA USD 79212.27 0.0277025506 Long ABS-MBS USGSE US N 2 2037-05-01 Floating 2.011000000000 N N N N N N FREDDIE MAC NON GOLD POOL FH 12/35 FLOATING VAR S6XOOCT0IEG5ABCC6L87 FREDDIE MAC NON GOLD POOL FH 12/35 FLOATING VAR 31300LLQ6 112269.37 PA USD 117241.67 0.0410024014 Long ABS-MBS USGSE US N 2 2035-12-01 Floating 2.298000000000 N N N N N N FREDDIE MAC NON GOLD POOL FH 09/43 FLOATING VAR S6XOOCT0IEG5ABCC6L87 FREDDIE MAC NON GOLD POOL FH 09/43 FLOATING VAR 31300MHU0 364782.77 PA USD 380567.14 0.1330940325 Long ABS-MBS USGSE US N 2 2043-09-01 Floating 2.251000000000 N N N N N N FREDDIE MAC NON GOLD POOL FH 05/34 FLOATING VAR S6XOOCT0IEG5ABCC6L87 FREDDIE MAC NON GOLD POOL FH 05/34 FLOATING VAR 31349SY64 107171.46 PA USD 112302.94 0.0392752016 Long ABS-MBS USGSE US N 2 2034-05-01 Floating 2.356000000000 N N N N N N FANNIE MAE REMICS FNR 2013 10 FT B1V7KEBTPIMZEU4LTD58 FANNIE MAE REMICS FNR 2013 10 FT 3136ACBV2 696033.6 PA USD 698151.49 0.2441613774 Long ABS-MBS USGSE US N 2 2042-04-25 Floating 0.441500000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 FANNIE MAE POOL FN 07/35 FLOATING VAR 3138EGLR3 192597.07 PA USD 198963.37 0.0695825636 Long ABS-MBS USGSE US N 2 2035-07-01 Floating 1.887000000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 FANNIE MAE POOL FN 05/36 FLOATING VAR 3138EGSA3 223874.32 PA USD 234519.1 0.0820173090 Long ABS-MBS USGSE US N 2 2036-05-01 Floating 2.326000000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 FANNIE MAE POOL FN 10/35 FLOATING VAR 31403C7L9 158443.18 PA USD 162299.85 0.0567603958 Long ABS-MBS USGSE US N 2 2035-10-01 Floating 1.741000000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 FANNIE MAE POOL FN 05/34 FLOATING VAR 31406HG68 47820.7 PA USD 50244.97 0.0175719471 Long ABS-MBS USGSE US N 2 2034-05-01 Floating 2.458000000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 FANNIE MAE POOL FN 02/35 FLOATING VAR 31406QGA9 85187.34 PA USD 88789.64 0.0310520011 Long ABS-MBS USGSE US N 2 2035-02-01 Floating 1.777000000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 FANNIE MAE POOL FN 02/35 FLOATING VAR 31410GDL4 131826.69 PA USD 139262.06 0.0487034933 Long ABS-MBS USGSE US N 2 2035-02-01 Floating 2.322000000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 FANNIE MAE POOL FN 07/35 FLOATING VAR 31416BYK8 111053.54 PA USD 116776.51 0.0408397231 Long ABS-MBS USGSE US N 2 2035-07-01 Floating 2.479000000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 FANNIE MAE POOL FN 04/35 FLOATING VAR 31416CAE6 351948.2 PA USD 362997.61 0.1269495199 Long ABS-MBS USGSE US N 2 2035-04-01 Floating 1.914000000000 N N N N N N HONDA AUTO RECEIVABLES 2020-2 HAROT 2020 2 A2 N/A HONDA AUTO RECEIVABLES 2020-2 HAROT 2020 2 A2 43813DAB4 131194.73 PA USD 131357.44 0.0459390461 Long ABS-O CORP US N 2 2022-11-15 Fixed 0.740000000000 N N N N N N HONDA AUTO RECEIVABLES 2018-3 HAROT 2018 3 A3 N/A HONDA AUTO RECEIVABLES 2018-3 HAROT 2018 3 A3 43815HAC1 332069.25 PA USD 333792.06 0.1167355944 Long ABS-O CORP US N 2 2022-08-22 Fixed 2.950000000000 N N N N N N International Business Machines Corporation VGRQXHF3J8VDLUA7XE92 INTERNATIONAL BUSINESS MACHINE SR UNSECURED 05/22 2.85 459200JX0 2835000 PA USD 2900098.57 1.0142384161 Long DBT CORP US N 2 2022-05-13 Fixed 2.850000000000 N N N N N N JPMorgan Chase and Co. 8I5DZWZKVSZI1NUHU748 JPMORGAN CHASE and CO SR UNSECURED 06/24 VAR 46647PBQ8 5000000 PA USD 5098582.35 1.7831042505 Long DBT CORP US N 2 2024-06-01 Variable 1.514000000000 N N N N N N Johnson and Johnson 549300G0CFPGEF6X2043 JOHNSON and JOHNSON COMMERCIAL PAPER DISCOUNT N/A 2150000 PA USD 2149985.19 0.7519046409 Long DBT CORP US N 2 2021-07-08 None 0.000000000000 N N N N N N KeyBank National Association HUX2X73FUCYHUVH1BK78 KEYBANK NA/CLEVELAND OH SR UNSECURED 02/22 3.3 49327M2X1 2000000 PA USD 2036226.16 0.7121202075 Long DBT CORP US N 2 2022-02-01 Fixed 3.300000000000 N N N N N N The Kroger Co. 6CPEOKI6OYJ13Q6O7870 KROGER CO/THE SR UNSECURED 08/22 2.8 501044DH1 2791000 PA USD 2858377 0.9996473193 Long DBT CORP US N 2 2022-08-01 Fixed 2.800000000000 N N N N N N LIME FUNDING DISCOUNT N/A LIME FUNDING DISCOUNT N/A 3000000 PA USD 2999842.5 1.0491214117 Long DBT CORP US N 2 2021-07-21 None 0.000000000000 N N N N N N Lloyds Banking Group plc 549300PPXHEU2JF0AM85 LLOYDS BANKING GROUP PLC SR UNSECURED 01/22 3 53944YAC7 2000000 PA USD 2029155.78 0.7096475153 Long DBT CORP GB N 2 2022-01-11 Fixed 3.000000000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 FANNIE MAE POOL FN 10/38 FLOATING VAR 31417JBP4 49088.73 PA USD 51034.08 0.0178479190 Long ABS-MBS USGSE US N 2 2038-10-01 Floating 1.722000000000 N N N N N N FirstEnergy Corp. 549300SVYJS666PQJH88 FIRSTENERGY CORP SR UNSECURED 03/23 4.25 337932AF4 1675000 PA USD 1768048.29 0.6183315684 Long DBT CORP US N 2 2023-03-15 Fixed 4.750000000000 N N N N N N Manhattan Asset Funding Company LLC N/A MANHATTAN ASSET FDG. COMMERCIAL PAPER DISCOUNT N/A 3000000 PA USD 2999509.59 1.0490049846 Long DBT CORP US N 2 2021-08-24 None 0.000000000000 N N N N N N Metropolitan Life Global Funding I N/A METROPOLITAN LIFE GLOBAL FUNDI SECURED 144A 01/22 3.375 59217GCS6 3000000 PA USD 3050019.72 1.0666696649 Long DBT CORP US N 2 2022-01-11 Fixed 3.375000000000 N N N N N N Morgan Stanley IGJSJL3JD5P30I6NJZ34 MORGAN STANLEY SR UNSECURED 04/24 VAR 61744YAQ1 3000000 PA USD 3172817.31 1.1096151132 Long DBT CORP US N 2 2024-04-24 Variable 3.737000000000 N N N N N N MUFG Bank Ltd. C3GTMMZIHMY46P4OIX74 MUFG BK LTD N Y BRH DISC COML COMMERCIAL PAPER DISCOUNT N/A 3000000 PA USD 2999893.32 1.0491391847 Long DBT CORP US N 2 2021-07-20 None 0.000000000000 N N N N N N NXP B.V. N/A NXP BV / NXP FUNDING LLC COMPANY GUAR 144A 03/24 4.875 62947QAZ1 3000000 PA USD 3302405.88 1.1549355404 Long DBT CORP NL N 2 2024-03-01 Fixed 4.875000000000 N N N N N N National Rural Utilities Cooperative Finance Corporation 4NYF266XZC35SCTGX023 NATL RURAL UTIL COOP COMMERCIAL PAPER DISCOUNT N/A 3000000 PA USD 2999994.18 1.0491744581 Long DBT CORP US N 2 2021-07-01 None 0.000000000000 N N N N N N Five Corners Funding Trust N/A FIVE CORNERS FUNDING TRUST SR UNSECURED 144A 11/23 4.419 33829TAA4 3000000 PA USD 3270569.01 1.1438013752 Long DBT CORP US N 2 2023-11-15 Fixed 4.419000000000 N N N N N N Flagship Credit Auto Trust 2018-2 N/A FLAGSHIP CREDIT AUTO TRUST 201 FCAT 2018 2 D 144A 33844NAG5 1140000 PA USD 1196509.23 0.4184497861 Long ABS-O CORP US N 2 2024-09-16 Fixed 4.230000000000 N N N N N N FLAGSHIP CREDIT AUTO TRUST 201 FCAT 2019 2 A 144A N/A FLAGSHIP CREDIT AUTO TRUST 201 FCAT 2019 2 A 144A 33845WAA7 987687.66 PA USD 994007.38 0.3476297258 Long ABS-O CORP US N 2 2023-10-16 Fixed 2.830000000000 N N N N N N FORD CREDIT AUTO OWNER TRUST 2 FORDO 2018 A A3 N/A FORD CREDIT AUTO OWNER TRUST 2 FORDO 2018 A A3 34528FAD0 365278.04 PA USD 366354.51 0.1281235134 Long ABS-O CORP US N 2 2022-11-15 Fixed 3.030000000000 N N N N N N FORD CREDIT AUTO OWNER TRUST 2 FORDO 2020 A A2 N/A FORD CREDIT AUTO OWNER TRUST 2 FORDO 2020 A A2 34528GAJ5 482593.83 PA USD 483057.8 0.1689376296 Long ABS-O CORP US N 2 2022-10-15 Fixed 1.030000000000 N N N N N N FORD CREDIT AUTO LEASE TRUST 2 FORDL 2020 A A3 N/A FORD CREDIT AUTO LEASE TRUST 2 FORDL 2020 A A3 34531MAD0 983000 PA USD 988163.31 0.3455859055 Long ABS-O CORP US N 2 2023-03-15 Fixed 1.850000000000 N N N N N N NatWest Markets Plc RR3QWICWWIPCS8A4S074 NATWEST MARKETS PLC SR UNSECURED 144A 09/22 3.625 63906AAA8 5000000 PA USD 5200116.7 1.8186134016 Long DBT CORP GB N 2 2022-09-29 Fixed 3.625000000000 N N N N N N NISSAN AUTO RECEIVABLES 2018-A NAROT 2018 A A4 N/A NISSAN AUTO RECEIVABLES 2018-A NAROT 2018 A A4 65478DAE7 3477423.65 PA USD 3510776.32 1.2278079963 Long ABS-O CORP US N 2 2024-06-17 Fixed 2.890000000000 N N N N N N NISSAN AUTO LEASE TRUST 2019-B NALT 2019 B A4 N/A NISSAN AUTO LEASE TRUST 2019-B NALT 2019 B A4 65478LAE9 462000 PA USD 466137.39 0.1630201308 Long ABS-O CORP US N 2 2025-04-15 Fixed 2.290000000000 N N N N N N NISSAN AUTO RECEIVABLES 2018-B NAROT 2018 B A3 N/A NISSAN AUTO RECEIVABLES 2018-B NAROT 2018 B A3 65479GAD1 522636.72 PA USD 528376.42 0.1847867065 Long ABS-O CORP US N 2 2023-03-15 Fixed 3.060000000000 N N N N N N NISSAN AUTO RECEIVABLES 2019-B NAROT 2019 B A3 N/A NISSAN AUTO RECEIVABLES 2019-B NAROT 2019 B A3 65479HAC1 2172061.15 PA USD 2201689.58 0.7699869844 Long ABS-O CORP US N 2 2023-11-15 Fixed 2.500000000000 N N N N N N NISSAN AUTO RECEIVABLES 2019-A NAROT 2019 A A3 N/A NISSAN AUTO RECEIVABLES 2019-A NAROT 2019 A A3 65479KAD2 1728687.84 PA USD 1751902.39 0.6126849355 Long ABS-O CORP US N 2 2023-10-16 Fixed 2.900000000000 N N N N N N The University of Chicago N/A UNIVERSITY OF CHICAG DISCOUNT N/A 3000000 PA USD 2999927.52 1.0491511454 Long DBT CORP US N 2 2021-07-15 None 0 N N N N N N University of California N/A RGTS OF UNIV OF CA COMMERCIAL PAPER DISCOUNT N/A 1000000 PA USD 999931.11 0.3497014052 Long DBT MUN US N 2 2021-08-17 None 0.000000000000 N N N N N N Verizon Owner Trust 2018-A N/A VERIZON OWNER TRUST 2018-A VZOT 2018 A A1A 92348XAA3 464113.4 PA USD 467307.61 0.1634293865 Long ABS-O CORP US N 2 2023-04-20 Fixed 3.230000000000 N N N N N N NISSAN AUTO LEASE TRUST 2019-A NALT 2019 A A3 N/A NISSAN AUTO LEASE TRUST 2019-A NALT 2019 A A3 65479PAD1 18303.38 PA USD 18322.46 0.0064078314 Long ABS-O CORP US N 2 2022-03-15 Fixed 2.760000000000 N N N N N N NISSAN AUTO LEASE TRUST 2019-A NALT 2019 A A4 N/A NISSAN AUTO LEASE TRUST 2019-A NALT 2019 A A4 65479PAE9 360000 PA USD 360959.87 0.1262368702 Long ABS-O CORP US N 2 2024-07-15 Fixed 2.780000000000 N N N N N N American Tower Trust #1 N/A AMERICAN TOWER TRUST #1 AMTT 13 2A 144A 03027WAJ1 2500000 PA USD 2512161.25 0.8785668438 Long ABS-O CORP US N 2 2048-03-15 Fixed 3.070000000000 N N N N N N Apple Inc. HWUPKR0MPOU8FGXBT394 APPLE INC COMMERCIAL PAPER DISCOUNT N/A 3000000 PA USD 2999749.17 1.0490887718 Long DBT CORP US N 2 2021-09-08 None 0.000000000000 N N N N N N Athene Global Funding N/A ATHENE GLOBAL FUNDING SECURED 144A 01/24 0.95 04685A2S9 3000000 PA USD 3002406.06 1.0500179540 Long DBT CORP US N 2 2024-01-08 Fixed 0.950000000000 N N N N N N Eversource Energy SJ7XXD41SQU3ZNWUJ746 EVERSOURCE ENERGY SR UNSECURED 05/23 2.8 664397AK2 2000000 PA USD 2072709.82 0.7248794736 Long DBT CORP US N 2 2023-05-01 Fixed 2.800000000000 N N N N N N Novartis Finance SA 549300J537IQK62XT333 NOVARTIS FNC CRP COMMERCIAL PAPER DISCOUNT N/A 3000000 PA USD 2999850 1.0491240346 Long DBT CORP US N 2 2021-07-30 None 0.000000000000 N N N N N N Bank of America Corporation 9DJT3UXIJIZJI4WXO774 BANK OF AMERICA CORP SR UNSECURED 04/24 4 06051GFF1 2000000 PA USD 2181848.46 0.7630480388 Long DBT CORP US N 2 2024-04-01 Fixed 4.000000000000 N N N N N N Bank of America Corporation 9DJT3UXIJIZJI4WXO774 BANK OF AMERICA CORP SR UNSECURED 10/22 2.503 06051GFZ7 1500000 PA USD 1510047.06 0.5281019598 Long DBT CORP US N 2 2022-10-21 Fixed 2.503000000000 N N N N N N Oracle Corporation 1Z4GXXU7ZHVWFCD8TV52 ORACLE CORP SR UNSECURED 02/23 2.625 68389XBR5 3000000 PA USD 3100571.91 1.0843490548 Long DBT CORP US N 2 2023-02-15 Fixed 2.625000000000 N N N N N N The PNC Financial Services Group Inc. CFGNEKW0P8842LEUIA51 PNC FINANCIAL SERVICES GROUP I SR UNSECURED 03/22 3.3 693476BN2 2000000 PA USD 2036679.14 0.7122786261 Long DBT CORP US N 2 2022-03-08 Fixed 3.300000000000 N N N N N N Bank of Montreal NQQ6HPCNCCU6TUTQYE16 BANK OF MONTREAL SR UNSECURED 03/22 2.9 06367WJM6 2000000 PA USD 2040170.2 0.7134995388 Long DBT CORP CA N 2 2022-03-26 Fixed 2.900000000000 N N N N N N The Bank of New York Mellon Corporation WFLLPEPC7FZXENRZV188 BANK OF NEW YORK MELLON CORP/T SR UNSECURED 08/23 3.45 06406RAJ6 3000000 PA USD 3195124.59 1.1174165378 Long DBT CORP US N 2 2023-08-11 Fixed 3.450000000000 N N N N N N The Bank of Nova Scotia L3I9ZG2KFGXZ61BMYR72 BANK OF NOVA SCOTIA/THE SR UNSECURED 02/23 1.95 064159TE6 3000000 PA USD 3075714.12 1.0756556518 Long DBT CORP CA N 2 2023-02-01 Fixed 1.950000000000 N N N N N N Bayer US Finance LLC N/A BAYER US FINANCE LLC COMPANY GUAR 144A 10/21 3 07274EAF0 2000000 PA USD 2014242.82 0.7044320730 Long DBT CORP US N 2 2021-10-08 Fixed 3.000000000000 N N N N N N The Port Authority of New York and New Jersey N/A PORT AUTHORITY OF NEW YORK and N PORTRN 07/23 FIXED 1.086 73358W4V3 2000000 PA USD 2025452.2 0.7083522790 Long DBT MUN US N 2 2023-07-01 Fixed 1.086000000000 N N N N N N ENERGY TRANSFER LP / REGENCY E SR UNSECURED 11/23 4.5 N/A ENERGY TRANSFER PARTNERS LP / COMPANY GUAR 11/23 4.5 75886AAJ7 3000000 PA USD 3219714.99 1.1260164277 Long DBT CORP US N 2 2023-11-01 Fixed 4.500000000000 N N N N N N Truist Bank JJKC32MCHWDI71265Z06 TRUIST BANK SR UNSECURED 01/22 2.625 07330NAQ8 3000000 PA USD 3033127.89 1.0607621613 Long DBT CORP US N 2 2022-01-15 Fixed 2.625000000000 N N N N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 BNP PARIBAS SA SR UNSECURED 144A 05/22 2.95 09659W2A1 2000000 PA USD 2047535.56 0.7160753930 Long DBT CORP FR N 2 2022-05-23 Fixed 2.950000000000 N N N N N N State Street Bank and Trust Company 571474TGEMMWANRLN572 SSC GOVERNMENT MM GVMXX 7839989D1 8816873.97 NS USD 8816873.97 3.0834856384 Long STIV RF US N 1 N N N SMB Private Education Loan Trust 2015-A N/A SMB PRIVATE EDUCATION LOAN TRU SMB 2015 A A2A 144A 78448PAB6 366144.65 PA USD 368919.07 0.1290204054 Long ABS-O CORP US N 2 2027-06-15 Fixed 2.490000000000 N N N N N N The Boeing Company RVHJWBXLJ1RFUBSY1F30 BOEING CO/THE SR UNSECURED 08/21 2.3 097023CL7 2000000 PA USD 2002863.16 0.7004523157 Long DBT CORP US N 2 2021-08-01 Fixed 2.300000000000 N N N N N N Bristol-Myers Squibb Company HLYYNH7UQUORYSJQCN42 BRISTOL-MYERS SQUIBB CO SR UNSECURED 08/21 2.25 110122CV8 2000000 PA USD 2004873.32 0.7011553199 Long DBT CORP US N 2 2021-08-15 Fixed 2.250000000000 N N N N N N Salt River Project Agricultural Improvement and Power District N/A SALT RIVER PROJECT AGRICULTURA COMMERCIAL PAPER DISCOUNT N/A 3000000 PA USD 2999632.56 1.0490479903 Long DBT CORP US N 2 2021-08-17 None 0 N N N N N N SANTANDER CONSUMER AUTO RECEIV SCART 2020 AA A 144A N/A SANTANDER CONSUMER AUTO RECEIV SCART 2020 AA A 144A 80281MAA1 632061.61 PA USD 636104.47 0.2224619524 Long ABS-O CORP US N 2 2024-10-15 Fixed 1.370000000000 N N N N N N Santander Holdings USA Inc. 549300SMVCQN2P0O6I58 SANTANDER HOLDINGS USA INC SR UNSECURED 10/26 3.244 80282KAZ9 3000000 PA USD 3204361.56 1.1206469418 Long DBT CORP US N 2 2026-10-05 Fixed 3.244000000000 N N N N N N Southern California Edison Company 9R1Z5I36FERIBVKW4P77 SOUTHERN CALIFORNIA EDISON CO 1ST REF MORT 02/22 2.4 842400GD9 2000000 PA USD 2016940.78 0.7053756184 Long DBT CORP US N 2 2022-02-01 Fixed 2.400000000000 N N N N N N PROV. BRITSH COLUMBIA COMMERCIAL PAPER DISCOUNT N/A PROV. BRITSH COLUMBIA COMMERCIAL PAPER DISCOUNT N/A 2000000 PA USD 1999712 0.6993502747 Long DBT NUSS CA N 2 2021-09-02 None 0.000000000000 N N N N N N CCG RECEIVABLES TRUST CCG 2019 1 B 144A N/A CCG RECEIVABLES TRUST CCG 2019 1 B 144A 12510GAC6 1140000 PA USD 1175706.97 0.4111747054 Long ABS-O CORP US N 2 2026-09-14 Fixed 3.220000000000 N N N N N N Tesla Auto Lease Trust 2018-B N/A TESLA AUTO LEASE TRUST 2018-B TESLA 2018 B A 144A 88161NAA7 17637.34 PA USD 17670.86 0.0061799503 Long ABS-O CORP US N 2 2021-08-20 Fixed 3.710000000000 N N N N N N Toyota Motor Credit Corporation Z2VZBHUMB7PWWJ63I008 TOYOTA MOTOR CREDIT CORP SR UNSECURED 05/22 1.15 89236TGZ2 2000000 PA USD 2017153.3 0.7054499420 Long DBT CORP US N 2 2022-05-26 Fixed 1.150000000000 N N N N N N TOYOTA AUTO RECEIVABLES 2018-B TAOT 2018 B A3 N/A TOYOTA AUTO RECEIVABLES 2018-B TAOT 2018 B A3 89238TAD5 310183.81 PA USD 311417.16 0.1089105213 Long ABS-O CORP US N 2 2022-09-15 Fixed 2.960000000000 N N N N N N Toyota Auto Receivables 2020-B Owner Trust N/A TOYOTA AUTO RECEIVABLES 2020-B TAOT 2020 B A2 89239RAB2 198706.85 PA USD 199166.56 0.0696536243 Long ABS-O CORP US N 2 2022-12-15 Fixed 1.380000000000 N N N N N N U.S. Bancorp N1GZ7BBF3NP8GI976H15 US BANCORP SR UNSECURED 03/22 3 91159HHC7 2000000 PA USD 2034707.96 0.7115892542 Long DBT CORP US N 2 2022-03-15 Fixed 3.000000000000 N N N N N N United States Treasury Bills N/A UNITED STATES TREASURY BILL 07/21 0.00000 912796B57 13000000 PA USD 12999902.11 4.5463972371 Long DBT UST US N 2 2021-07-08 None 0.000000000000 N N N N N N Cigna Corporation N/A CIGNA CORP SR UNSECURED 03/24 0.613 125523CN8 3000000 PA USD 2998460.61 1.0486381295 Long DBT CORP US N 2 2024-03-15 Fixed 0.613000000000 N N N N N N CNH Industrial Capital LLC N/A CNH INDUSTRIAL CAPITAL LLC COMPANY GUAR 04/22 4.375 12592BAH7 2500000 PA USD 2571733.4 0.8994007436 Long DBT CORP US N 2 2022-04-05 Fixed 4.375000000000 N N N N N N COLT 2020-3 MORTGAGE LOAN TRUS COLT 2020 3 A1 144A N/A COLT 2020-3 MORTGAGE LOAN TRUS COLT 2020 3 A1 144A 12597QAA4 682336.23 PA USD 684974.28 0.2395529711 Long ABS-MBS CORP US N 2 2065-04-27 Variable 1.506000000000 N N N N N N Capital One Financial Corporation ZUE8T73ROZOF6FLBAR73 CAPITAL ONE FINANCIAL CORP SR UNSECURED 04/24 3.75 14040HBF1 3176000 PA USD 3431164 1.1999655380 Long DBT CORP US N 2 2024-04-24 Fixed 3.750000000000 N N N N N N United States Treasury Bills N/A UNITED STATES TREASURY BILL 07/21 0.00000 912796C49 11000000 PA USD 10999694.09 3.8468734915 Long DBT UST US N 2 2021-07-22 None 0.000000000000 N N N N N N United States Treasury Bills N/A UNITED STATES TREASURY BILL 08/21 0.00000 912796J91 15000000 PA USD 14999204.1 5.2456041208 Long DBT UST US N 2 2021-08-10 None 0.000000000000 N N N N N N CARMAX AUTO OWNER TRUST 2018-1 CARMX 2018 1 A4 N/A CARMAX AUTO OWNER TRUST 2018-1 CARMX 2018 1 A4 14314AAD1 505000 PA USD 510613.68 0.1785746234 Long ABS-O CORP US N 2 2023-06-15 Fixed 2.640000000000 N N N N N N CarMax Auto Owner Trust 2017-4 N/A CARMAX AUTO OWNER TRUST 2017-4 CARMX 2017 4 A4 14314RAD4 1083520.33 PA USD 1089541.67 0.3810405029 Long ABS-O CORP US N 2 2023-05-15 Fixed 2.330000000000 N N N N N N CarMax Auto Owner Trust 2017-3 N/A CARMAX AUTO OWNER TRUST 2017-3 CARMX 2017 3 A4 14314WAE1 147072.42 PA USD 147439.87 0.0515634819 Long ABS-O CORP US N 2 2022-11-15 Fixed 2.220000000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 FANNIE MAE POOL FN 01/36 FLOATING VAR 3138EGV68 118111.78 PA USD 123541.38 0.0432055706 Long ABS-MBS USGSE US N 2 2036-01-01 Floating 2.325000000000 N N N N N N United States Treasury Bills N/A UNITED STATES TREASURY BILL 08/21 0.00000 912796K32 8000000 PA USD 7999460 2.7976151308 Long DBT UST US N 2 2021-08-24 None 0.000000000000 N N N N N N Verizon Communications Inc. 2S72QS2UO2OESLG6Y829 VERIZON COMMUNICATIONS INC SR UNSECURED 03/24 0.75 92343VGF5 3000000 PA USD 3012893.19 1.0536855708 Long DBT CORP US N 2 2024-03-22 Fixed 0.750000000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 FANNIE MAE POOL FN 01/36 FLOATING VAR 3138EJ2F4 48630.42 PA USD 50871.94 0.0177912145 Long ABS-MBS USGSE US N 2 2036-01-01 Floating 2.337000000000 N N N N N N VISTA POINT SECURITIZATION TRU VSTA 2020 1 A1 144A N/A VISTA POINT SECURITIZATION 03/65 1 92838WAA2 1619506.9 PA USD 1634712.77 0.5717007373 Long ABS-MBS CORP US N 2 2065-03-25 Variable 1.763000000000 N N N N N N Volkswagen Group of America Finance LLC 5493002SQ1AVQBY41K40 VOLKSWAGEN GROUP OF AMERICA FI COMPANY GUAR 144A 05/23 3.125 928668BD3 3000000 PA USD 3132656.28 1.0955697770 Long DBT CORP US N 2 2023-05-12 Fixed 3.125000000000 N N N N N N WESTLAKE AUTOMOBILE RECEIVABLE WLAKE 2019 2A C 144A N/A WESTLAKE AUTOMOBILE RECEIVABLE WLAKE 2019 2A C 144A 96041LAE2 1000000 PA USD 1013972 0.3546118625 Long ABS-O CORP US N 2 2024-07-15 Fixed 2.840000000000 N N N N N N Westlake Automobile Receivables Trust 2018-3 N/A WESTLAKE AUTOMOBILE RECEIVABLE WLAKE 2018 3A C 144A 96042GAJ1 903957.66 PA USD 906047.34 0.3168678570 Long ABS-O CORP US N 2 2023-10-16 Fixed 3.610000000000 N N N N N N The Williams Companies Inc. D71FAKCBLFS2O0RBPG08 WILLIAMS COS INC/THE SR UNSECURED 11/23 4.5 96950FAL8 3000000 PA USD 3247615.23 1.1357738530 Long DBT CORP US N 2 2023-11-15 Fixed 4.500000000000 N N N N N N WORLD OMNI AUTO RECEIVABLES TR WOART 2017 B A3 N/A WORLD OMNI AUTO RECEIVABLES TR WOART 2017 B A3 98161TAD7 438119.42 PA USD 439580.59 0.1537325407 Long ABS-O CORP US N 2 2023-02-15 Fixed 1.950000000000 N N N N N N WORLD OMNI AUTO RECEIVABLES TR WOART 2018 D A3 N/A WORLD OMNI AUTO RECEIVABLES TR WOART 2018 D A3 98162WAD9 342876.86 PA USD 347885.23 0.1216643352 Long ABS-O CORP US N 2 2024-04-15 Fixed 3.330000000000 N N N N N N WORLD OMNI AUTOMOBILE LEASE SE WOLS 2019 A A3 N/A WORLD OMNI AUTOMOBILE LEASE SE WOLS 2019 A A3 98162XAC9 163250.46 PA USD 163548.65 0.0571971330 Long ABS-O CORP US N 2 2022-05-16 Fixed 2.940000000000 N N N N N N WORLD OMNI AUTO RECEIVABLES TR WOART 2018 C A3 N/A WORLD OMNI AUTO RECEIVABLES TR WOART 2018 C A3 98163EAD8 334996.23 PA USD 338674.96 0.1184432690 Long ABS-O CORP US N 2 2023-11-15 Fixed 3.130000000000 N N N N N N World Omni Auto Receivables Trust N/A WORLD OMNI AUTO RECEIVABLES TR WOART 2020 A A2A 98163MAB4 92688.49 PA USD 92841.81 0.0324691482 Long ABS-O CORP US N 2 2023-06-15 Fixed 1.020000000000 N N N N N N ATandT Inc. 549300Z40J86GGSTL398 ATandT INC SR UNSECURED 06/22 3 00206RCM2 3200000 PA USD 3272095.46 1.1443352137 Long DBT CORP US N 2 2022-06-30 Fixed 3.000000000000 N N N N N N Abbott Laboratories HQD377W2YR662HK5JX27 ABBOTT LABORATORIES SR UNSECURED 03/22 2.55 002824BA7 3000000 PA USD 3049000.47 1.0663132072 Long DBT CORP US N 2 2022-03-15 Fixed 2.550000000000 N N N N N N AerCap Ireland Capital Designated Activity Co and AerCap Global Aviation Trust N/A AERCAP IRELAND CAPITAL DAC / A COMPANY GUAR 02/24 3.15 00774MAQ8 2000000 PA USD 2099260.38 0.7341648815 Long DBT CORP IE N 2 2024-02-15 Fixed 3.150000000000 N N N N N N Alexander Funding Trust N/A ALEXANDER FUNDING TRUST SR SECURED 144A 11/23 1.841 014621AA4 3000000 PA USD 3054801.87 1.0683421047 Long DBT CORP US N 2 2023-11-15 Fixed 1.841000000000 N N N N N N ALLY AUTO RECEIVABLES TRUST 20 ALLYA 2019 3 A3 N/A ALLY AUTO RECEIVABLES TRUST 20 ALLYA 2019 3 A3 02007RAC3 668143.84 PA USD 675250.15 0.2361521949 Long ABS-O CORP US N 2 2024-05-15 Fixed 1.930000000000 N N N N N N ALLY AUTO RECEIVABLES TRUST 20 ALLYA 2019 4 A3 N/A ALLY AUTO RECEIVABLES TRUST 20 ALLYA 2019 4 A3 02007TAC9 2706249.78 PA USD 2730788.43 0.9550263431 Long ABS-O CORP US N 2 2024-06-17 Fixed 1.840000000000 N N N N N N American Honda Finance Corporation B6Q2VFHD1797Q7NZ3E43 AMERICAN HONDA FINANCE CORP SR UNSECURED 12/21 3.375 02665WCP4 2000000 PA USD 2028019.16 0.7092500103 Long DBT CORP US N 2 2021-12-10 Fixed 3.375000000000 N N N N N N Wells Fargo and Company PBLD0EJDB5FWOLXP3B76 WELLS FARGO and CO SR UNSECURED 01/24 3.75 95000U2C6 3000000 PA USD 3226348.11 1.1283361989 Long DBT CORP US N 2 2024-01-24 Fixed 3.750000000000 N N N N N N Yale University N/A YALE UNIVERSITY COMMERCIAL PAPER DISCOUNT N/A 3400000 PA USD 3399637.32 1.1889398541 Long DBT CORP US N 2 2021-08-17 None 0 N N N N N N 2021-07-30 John Hancock Variable Insurance Trust /s/Salvatore Schiavone Salvatore Schiavone Treasurer