0001145549-24-011922.txt : 20240228
0001145549-24-011922.hdr.sgml : 20240228
20240228132313
ACCESSION NUMBER: 0001145549-24-011922
CONFORMED SUBMISSION TYPE: NPORT-P
PUBLIC DOCUMENT COUNT: 1
CONFORMED PERIOD OF REPORT: 20231231
FILED AS OF DATE: 20240228
DATE AS OF CHANGE: 20240228
PERIOD START: 20231231
FILER:
COMPANY DATA:
COMPANY CONFORMED NAME: JOHN HANCOCK VARIABLE INSURANCE TRUST
CENTRAL INDEX KEY: 0000756913
ORGANIZATION NAME:
IRS NUMBER: 000000000
STATE OF INCORPORATION: MA
FISCAL YEAR END: 0630
FILING VALUES:
FORM TYPE: NPORT-P
SEC ACT: 1940 Act
SEC FILE NUMBER: 811-04146
FILM NUMBER: 24693272
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: JOHN HANCOCK TRUST
DATE OF NAME CHANGE: 20050124
FORMER COMPANY:
FORMER CONFORMED NAME: MANUFACTURERS INVESTMENT TRUST
DATE OF NAME CHANGE: 19971022
FORMER COMPANY:
FORMER CONFORMED NAME: NASL SERIES FUND INC
DATE OF NAME CHANGE: 19881030
0000756913
S000029542
Ultra Short Term Bond Trust
C000090649
Series I
JAGJX
C000090650
Series II
JAGEX
C000090651
NAV
JAGFX
NPORT-P
1
primary_doc.xml
NPORT-P
false
0000756913
XXXXXXXX
S000029542
C000090649
C000090650
C000090651
John Hancock Variable Insurance Trust
811-04146
0000756913
Z5DUWKEPW78QKD87GA06
200 Berkeley Street
Boston
02116
617-543-9634
Ultra Short Term Bond Trust
S000029542
549300OM0D3R3B7U9371
2023-12-31
2023-12-31
N
249946654.760000000000
35945.460000000000
249910709.300000000000
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
Santander Holdings USA Inc.
549300SMVCQN2P0O6I58
SANTANDER HOLDINGS USA INC SR UNSECURED 10/26 3.244
80282KAZ9
3000000
PA
USD
2825745.87
1.1307021928
Long
DBT
CORP
US
N
2
2026-10-05
Fixed
3.244000000000
N
N
N
N
N
N
Santander Consumer Auto Receivables Trust 2021-A
N/A
SANTANDER CONSUMER AUTO RECEIV SCART 2021 AA A3 144A
80282YAC0
21447.14
PA
USD
21412.56
0.0085680842
Long
ABS-O
CORP
US
N
2
2025-10-15
Fixed
0.330000000000
N
N
N
N
N
N
American Express Credit Account Master Trust
549300Y4SA5G3GIJTP18
AMERICAN EXPRESS CREDIT ACCOUN AMXCA 2022 3 A
02582JJV3
2000000
PA
USD
1965914.6
0.7866468010
Long
ABS-O
CORP
US
N
2
2027-08-15
Fixed
3.750000000000
N
N
N
N
N
N
American Honda Finance Corporation
B6Q2VFHD1797Q7NZ3E43
AMERICAN HONDA FINANCE CORP SR UNSECURED 01/24 3.55
02665WCT6
2000000
PA
USD
1998914.44
0.7998514532
Long
DBT
CORP
US
N
2
2024-01-12
Fixed
3.550000000000
N
N
N
N
N
N
Americredit Automobile Receivables Trust 2022-1
N/A
AMERICREDIT AUTOMOBILE RECEIVA AMCAR 2022 1 A3
03066TAC5
862826.56
PA
USD
846077.89
0.3385520742
Long
ABS-O
CORP
US
N
2
2026-11-18
Fixed
2.450000000000
N
N
N
N
N
N
AMERICREDIT AUTOMOBILE RECEIVA AMCAR 2020 1 C
N/A
AMERICREDIT AUTOMOBILE RECEIVA AMCAR 2020 1 C
03067DAF2
1111476.92
PA
USD
1102935.44
0.4413318033
Long
ABS-O
CORP
US
N
2
2025-10-20
Fixed
1.590000000000
N
N
N
N
N
N
ANHEUSER-BUSCH COS LLC / ANHEU COMPANY GUAR 02/26 3.65
N/A
ANHEUSER-BUSCH COS LLC / ANHEU COMPANY GUAR 02/26 3.65
03522AAG5
595000
PA
USD
584175.84
0.2337538242
Long
DBT
CORP
US
N
2
2026-02-01
Fixed
3.650000000000
N
N
N
N
N
N
Apple Inc.
HWUPKR0MPOU8FGXBT394
APPLE INC SR UNSECURED 05/24 2.85
037833CU2
2000000
PA
USD
1981297.74
0.7928022555
Long
DBT
CORP
US
N
2
2024-05-11
Fixed
2.850000000000
N
N
N
N
N
N
Apple Inc.
HWUPKR0MPOU8FGXBT394
APPLE INC SR UNSECURED 02/26 0.7
037833EB2
1000000
PA
USD
926168.81
0.3705998885
Long
DBT
CORP
US
N
2
2026-02-08
Fixed
0.700000000000
N
N
N
N
N
N
Athene Global Funding
N/A
ATHENE GLOBAL FUNDING SECURED 144A 01/24 0.95
04685A2S9
3000000
PA
USD
2997803.7
1.1995499146
Long
DBT
CORP
US
N
2
2024-01-08
Fixed
0.950000000000
N
N
N
N
N
N
BA Credit Card Trust
5493006DQ60M1CRKHH19
BA CREDIT CARD TRUST BACCT 2021 A1 A1
05522RDD7
3753000
PA
USD
3698266.25
1.4798350420
Long
ABS-O
CORP
US
N
2
2026-09-15
Fixed
0.440000000000
N
N
N
N
N
N
BMW US Capital LLC
KK5MZM9DIXLXZL9DZL15
BMW US CAPITAL LLC COMPANY GUAR 144A 04/26 2.8
05565EAH8
3000000
PA
USD
2880702.99
1.1526928950
Long
DBT
CORP
US
N
2
2026-04-11
Fixed
2.800000000000
N
N
N
N
N
N
Bank of America Corporation
9DJT3UXIJIZJI4WXO774
BANK OF AMERICA CORP SR UNSECURED 04/24 4
06051GFF1
2000000
PA
USD
1992239.88
0.7971806753
Long
DBT
CORP
US
N
2
2024-04-01
Fixed
4.000000000000
N
N
N
N
N
N
CARVANA AUTO RECEIVABLES TRUST CRVNA 2021 N4 A1
N/A
CARVANA AUTO RECEIVABLES TRUST CRVNA 2021 N4 A1
14687HAA1
179785.36
PA
USD
177878.34
0.0711767577
Long
ABS-O
CORP
US
N
2
2028-09-11
Fixed
0.830000000000
N
N
N
N
N
N
Citigroup Inc.
6SHGI4ZSSLCXXQSBB395
CITIGROUP INC SR UNSECURED 04/25 VAR
172967MF5
3000000
PA
USD
2977017.45
1.1912324439
Long
DBT
CORP
US
N
2
2025-04-24
Variable
3.352000000000
N
N
N
N
N
N
Comcast Corporation
51M0QTTNCGUN7KFCFZ59
COMCAST CORP COMPANY GUAR 10/25 3.95
20030NCS8
2000000
PA
USD
1972591.24
0.7893184112
Long
DBT
CORP
US
N
2
2025-10-15
Fixed
3.950000000000
N
N
N
N
N
N
Discover Bank
X05BVSK68TQ7YTOSNR22
DISCOVER BANK SR UNSECURED 03/26 4.25
25466AAE1
2000000
PA
USD
1937623.92
0.7753264858
Long
DBT
CORP
US
N
2
2026-03-13
Fixed
4.250000000000
N
N
N
N
N
N
NISSAN AUTO RECEIVABLES 2020-B NAROT 2020 B A4
N/A
NISSAN AUTO RECEIVABLES 2020-B NAROT 2020 B A4
65479CAE8
283408.96
PA
USD
280852.58
0.1123811704
Long
ABS-O
CORP
US
N
2
2027-02-16
Fixed
0.710000000000
N
N
N
N
N
N
PFS Financing Corp.
N/A
PFS FINANCING CORP PFSFC 2020 G A 144A
69335PDX0
3000000
PA
USD
2982409.2
1.1933899145
Long
ABS-O
CORP
US
N
2
2026-02-15
Fixed
0.970000000000
N
N
N
N
N
N
Pfizer Investment Enterprises Pte. Ltd.
N/A
PFIZER INVESTMENT ENTERPRISES COMPANY GUAR 05/26 4.45
716973AB8
3000000
PA
USD
2991510.9
1.1970318953
Long
DBT
CORP
SG
N
2
2026-05-19
Fixed
4.450000000000
N
N
N
N
N
N
Booking Holdings Inc.
FXM8FAOHMYDIPD38UZ17
BOOKING HOLDINGS INC SR UNSECURED 03/25 3.65
741503AW6
2000000
PA
USD
1968523.2
0.7876906138
Long
DBT
CORP
US
N
2
2025-03-15
Fixed
3.650000000000
N
N
N
N
N
N
Citizens Bank National Association
DRMSV1Q0EKMEXLAU1P80
CITIZENS BANK NA/PROVIDENCE RI SR UNSECURED 10/25 VAR
75524KPT5
1333000
PA
USD
1300432.28
0.5203587648
Long
DBT
CORP
US
N
2
2025-10-24
Variable
6.064000000000
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
55105.15
PA
USD
55632.05
0.0222607707
Long
ABS-MBS
USGSE
US
N
2
2035-08-01
Floating
6.295000000000
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
19714.14
PA
USD
19840.4
0.0079389955
Long
ABS-MBS
USGSE
US
N
2
2036-12-01
Floating
4.815000000000
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
57478.2
PA
USD
57853.52
0.0231496762
Long
ABS-MBS
USGSE
US
N
2
2036-11-01
Floating
5.466000000000
N
N
N
N
N
N
Fannie Mae Pool
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL FN 01/36 FLOATING VAR
3138EGV68
80226.66
PA
USD
81088.21
0.0324468728
Long
ABS-MBS
USGSE
US
N
2
2036-01-01
Floating
5.170000000000
N
N
N
N
N
N
ATandT Inc.
549300Z40J86GGSTL398
ATandT INC SR UNSECURED 03/24 0.9
00206RMJ8
1445000
PA
USD
1429066.03
0.5718306486
Long
DBT
CORP
US
N
2
2024-03-25
Fixed
0.900000000000
N
N
N
N
N
N
Fannie Mae Pool
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL FN 05/34 FLOATING VAR
31406HG68
39621.25
PA
USD
40145.3
0.0160638574
Long
ABS-MBS
USGSE
US
N
2
2034-05-01
Floating
5.357000000000
N
N
N
N
N
N
Fannie Mae Pool
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL FN 02/35 FLOATING VAR
31406QGA9
40288.76
PA
USD
40568.2
0.0162330779
Long
ABS-MBS
USGSE
US
N
2
2035-02-01
Floating
7.133000000000
N
N
N
N
N
N
Fannie Mae Pool
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL FN 02/35 FLOATING VAR
31410GDL4
92231
PA
USD
93479.01
0.0374049637
Long
ABS-MBS
USGSE
US
N
2
2035-02-01
Floating
4.857000000000
N
N
N
N
N
N
Fannie Mae Pool
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL FN 07/35 FLOATING VAR
31416BYK8
61921.46
PA
USD
62671.3
0.0250774767
Long
ABS-MBS
USGSE
US
N
2
2035-07-01
Floating
5.606000000000
N
N
N
N
N
N
Fannie Mae Pool
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL FN 04/35 FLOATING VAR
31416CAE6
190781.9
PA
USD
192320.06
0.0769555096
Long
ABS-MBS
USGSE
US
N
2
2035-04-01
Floating
5.410000000000
N
N
N
N
N
N
Fannie Mae Pool
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL FN 10/38 FLOATING VAR
31417JBP4
22970.75
PA
USD
23101.54
0.0092439176
Long
ABS-MBS
USGSE
US
N
2
2038-10-01
Floating
5.004000000000
N
N
N
N
N
N
Fifth Third Bancorp
THRNG6BD57P9QWTQLG42
FIFTH THIRD BANCORP SR UNSECURED 01/24 3.65
316773CX6
3000000
PA
USD
2995057.74
1.1984511382
Long
DBT
CORP
US
N
2
2024-01-25
Fixed
3.650000000000
N
N
N
N
N
N
GINNIE MAE II POOL G2 08/32 FLOATING VAR
549300M8ZYFG0OCMTT87
GINNIE MAE II POOL G2 08/32 FLOATING VAR
36225CVW3
79579.08
PA
USD
78181.19
0.0312836494
Long
ABS-MBS
USGA
US
N
2
2032-08-20
Floating
3.625000000000
N
N
N
N
N
N
GM FINANCIAL CONSUMER AUTOMOBI GMCAR 2021 1 A3
N/A
GM FINANCIAL CONSUMER AUTOMOBI GMCAR 2021 1 A3
36261LAC5
411665.53
PA
USD
406169.1
0.1625256881
Long
ABS-O
CORP
US
N
2
2025-10-16
Fixed
0.350000000000
N
N
N
N
N
N
General Motors Financial Company Inc.
5493008B6JBRUJ90QL97
GENERAL MOTORS FINANCIAL CO IN SR UNSECURED 01/24 5.1
37045XCR5
2000000
PA
USD
1999251.9
0.7999864854
Long
DBT
CORP
US
N
2
2024-01-17
Fixed
5.100000000000
N
N
N
N
N
N
Georgia-Pacific LLC
L2EVHWFHVAQK72TMH265
GEORGIA-PACIFIC LLC SR UNSECURED 144A 05/24 0.625
37331NAM3
3000000
PA
USD
2945776.62
1.1787316471
Long
DBT
CORP
US
N
2
2024-05-15
Fixed
0.625000000000
N
N
N
N
N
N
GM FINANCIAL AUTOMOBILE LEASIN GMALT 2022 3 A3
N/A
GM FINANCIAL AUTOMOBILE LEASIN GMALT 2022 3 A3
380130AD6
2367618.2
PA
USD
2353314
0.9416619266
Long
ABS-O
CORP
US
N
2
2025-09-22
Fixed
4.010000000000
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
2959581.45
1.1842555520
Long
DBT
CORP
US
N
2
2024-04-15
Fixed
0.821000000000
N
N
N
N
N
N
GREATAMERICA LEASING RECEIVABL GALC 2021 1 A4 144A
N/A
GREATAMERICA LEASING RECEIVABL GALC 2021 1 A4 144A
39154TBK3
1500000
PA
USD
1452399.15
0.5811672313
Long
ABS-O
CORP
US
N
2
2026-12-15
Fixed
0.550000000000
N
N
N
N
N
N
GREATAMERICA LEASING RECEIVABL GALC 2022 1 A3 144A
N/A
GREATAMERICA LEASING RECEIVABL GALC 2022 1 A3 144A
39154TBW7
1500000
PA
USD
1492034.1
0.5970268758
Long
ABS-O
CORP
US
N
2
2026-09-15
Fixed
5.080000000000
N
N
N
N
N
N
HCA Inc.
L3CJ6J7LJ2DX62FTXD46
HCA INC COMPANY GUAR 02/26 5.875
404119BS7
2000000
PA
USD
2017009.94
0.8070922393
Long
DBT
CORP
US
N
2
2026-02-15
Fixed
5.875000000000
N
N
N
N
N
N
JPMorgan Chase and Co.
8I5DZWZKVSZI1NUHU748
JPMORGAN CHASE and CO SR UNSECURED 07/25 3.9
46625HMN7
3000000
PA
USD
2953406.61
1.1817847335
Long
DBT
CORP
US
N
2
2025-07-15
Fixed
3.900000000000
N
N
N
N
N
N
CCG Receivables Trust 2021-1
N/A
CCG RECEIVABLES TRUST 2021-1 CCG 2021 1 A2 144A
12510KAC7
263007.71
PA
USD
259879.26
0.1039888449
Long
ABS-O
CORP
US
N
2
2027-06-14
Fixed
0.300000000000
N
N
N
N
N
N
The Cigna Group
N/A
CIGNA GROUP/THE SR UNSECURED 03/24 0.613
125523CN8
3000000
PA
USD
2970014.67
1.1884303311
Long
DBT
CORP
US
N
2
2024-03-15
Fixed
0.613000000000
N
N
N
N
N
N
CNH EQUIPMENT TRUST 2020-A CNH 2020 A A4
N/A
CNH EQUIPMENT TRUST 2020-A CNH 2020 A A4
12597PAD0
939797.45
PA
USD
933309.09
0.3734570210
Long
ABS-O
CORP
US
N
2
2027-04-15
Fixed
1.510000000000
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
128510.38
PA
USD
119993.5
0.0480145490
Long
ABS-MBS
CORP
US
N
2
2065-04-27
Variable
1.506000000000
N
N
N
N
N
N
CVS Health Corporation
549300EJG376EN5NQE29
CVS HEALTH CORP SR UNSECURED 02/26 5
126650DS6
3000000
PA
USD
3014173.41
1.2061001381
Long
DBT
CORP
US
N
2
2026-02-20
Fixed
5.000000000000
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
3154115.74
1.2620970701
Long
DBT
CORP
US
N
2
2024-04-24
Fixed
3.750000000000
N
N
N
N
N
N
Capital One Multi-Asset Execution Trust
R42WS16M9R97TJJKGU15
CAPITAL ONE MULTI-ASSET EXECUT COMET 2021 A1 A1
14041NFW6
720000
PA
USD
701331.19
0.2806327076
Long
ABS-O
CORP
US
N
2
2026-07-15
Fixed
0.550000000000
N
N
N
N
N
N
Capital One Multi-Asset Execution Trust
R42WS16M9R97TJJKGU15
CAPITAL ONE MULTI-ASSET EXECUT COMET 2023 A1 A
14041NGD7
2000000
PA
USD
1991925.6
0.7970549184
Long
ABS-O
CORP
US
N
2
2028-05-15
Fixed
4.420000000000
N
N
N
N
N
N
CarMax Auto Owner Trust 2022-1
N/A
CARMAX AUTO OWNER TRUST 2022-1 CARMX 2022 1 A3
14317CAC6
723903.8
PA
USD
701097.21
0.2805390821
Long
ABS-O
CORP
US
N
2
2026-12-15
Fixed
1.470000000000
N
N
N
N
N
N
CARMAX AUTO OWNER TRUST 2021-3 CARMX 2021 3 A3
N/A
CARMAX AUTO OWNER TRUST 2021-3 CARMX 2021 3 A3
14317DAC4
1746597.67
PA
USD
1692192.2
0.6771187216
Long
ABS-O
CORP
US
N
2
2026-06-15
Fixed
0.550000000000
N
N
N
N
N
N
Fannie Mae Pool
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL FN 10/35 FLOATING VAR
31403C7L9
74033.23
PA
USD
74526.59
0.0298212871
Long
ABS-MBS
USGSE
US
N
2
2035-10-01
Floating
7.156000000000
N
N
N
N
N
N
Bank of America Corporation
9DJT3UXIJIZJI4WXO774
BANK OF AMERICA CORP SR UNSECURED 06/24 VAR
06051GJY6
2855000
PA
USD
2850963.06
1.1407926727
Long
DBT
CORP
US
N
2
2024-06-14
Variable
5.834349
N
N
N
N
N
N
JOHN DEERE OWNER TRUST 2020-B JDOT 2020 B A4
N/A
JOHN DEERE OWNER TRUST 2020-B JDOT 2020 B A4
47787NAD1
1274818.27
PA
USD
1272078.81
0.5090133246
Long
ABS-O
CORP
US
N
2
2027-06-15
Fixed
0.720000000000
N
N
N
N
N
N
AbbVie Inc.
FR5LCKFTG8054YNNRU85
ABBVIE INC SR UNSECURED 05/26 3.2
00287YAY5
3000000
PA
USD
2907544.98
1.1634335272
Long
DBT
CORP
US
N
2
2026-05-14
Fixed
3.200000000000
N
N
N
N
N
N
Bank of Montreal
NQQ6HPCNCCU6TUTQYE16
BANK OF MONTREAL SR UNSECURED 03/24 2.15
06368FAG4
3000000
PA
USD
2980289.31
1.1925416555
Long
DBT
CORP
CA
N
2
2024-03-08
Fixed
2.150000000000
N
N
N
N
N
N
Barclays PLC
N/A
BARCLAYS PLC SR UNSECURED 05/25 VAR
06738EBH7
2000000
PA
USD
1986113.66
0.7947293117
Long
DBT
CORP
GB
N
2
2025-05-07
Variable
3.932000000000
N
N
N
N
N
N
Amazon.com Inc.
ZXTILKJKG63JELOEG630
AMAZON.COM INC SR UNSECURED 05/24 0.45
023135BW5
4455000
PA
USD
4376272.13
1.7511342920
Long
DBT
CORP
US
N
2
2024-05-12
Fixed
0.450000000000
N
N
N
N
N
N
Amazon.com Inc.
ZXTILKJKG63JELOEG630
AMAZON.COM INC SR UNSECURED 04/24 2.73
023135CD6
2000000
PA
USD
1985583.68
0.7945172440
Long
DBT
CORP
US
N
2
2024-04-13
Fixed
2.730000000000
N
N
N
N
N
N
Blackstone Private Credit Fund
N/A
BLACKSTONE PRIVATE CREDIT FUND SR UNSECURED 09/25 7.05
09261HBA4
2000000
PA
USD
2035359.98
0.8144348778
Long
DBT
CORP
US
N
2
2025-09-29
Fixed
7.050000000000
N
N
N
N
N
N
The Boeing Company
RVHJWBXLJ1RFUBSY1F30
BOEING CO/THE SR UNSECURED 02/24 1.433
097023DE2
2000000
PA
USD
1991489.34
0.7968803520
Long
DBT
CORP
US
N
2
2024-02-04
Fixed
1.433000000000
N
N
N
N
N
N
Boston Scientific Corporation
Y6ZDD9FP4P8JSSJMW954
BOSTON SCIENTIFIC CORP SR UNSECURED 06/25 1.9
101137AZ0
1000000
PA
USD
956810.4
0.3828609037
Long
DBT
CORP
US
N
2
2025-06-01
Fixed
1.900000000000
N
N
N
N
N
N
Brighthouse Financial Global Funding
N/A
BRIGHTHOUSE FINANCIAL GLOBAL F SR SECURED 144A 04/24 VAR
10921U2B3
2000000
PA
USD
1995899.16
0.7986449103
Long
DBT
CORP
US
N
2
2024-04-12
Floating
6.12721
N
N
N
N
N
N
Bristol-Myers Squibb Company
HLYYNH7UQUORYSJQCN42
BRISTOL-MYERS SQUIBB CO SR UNSECURED 06/26 3.2
110122CN6
3000000
PA
USD
2910836.76
1.1647507096
Long
DBT
CORP
US
N
2
2026-06-15
Fixed
3.200000000000
N
N
N
N
N
N
Warnermedia Holdings Inc.
N/A
WARNERMEDIA HOLDINGS INC COMPANY GUAR 03/25 3.638
55903VAZ6
1111000
PA
USD
1086890.64
0.4349115902
Long
DBT
CORP
US
N
2
2025-03-15
Fixed
3.638000000000
N
N
N
N
N
N
MMAF EQUIPMENT FINANCE LLC 202 MMAF 2022 B A2 144A
N/A
MMAF EQUIPMENT FINANCE LLC 202 MMAF 2022 B A2 144A
606940AB0
206846.78
PA
USD
206580.32
0.0826616517
Long
ABS-O
CORP
US
N
2
2025-09-09
Fixed
5.570000000000
N
N
N
N
N
N
Morgan Stanley
IGJSJL3JD5P30I6NJZ34
MORGAN STANLEY SR UNSECURED 04/26 VAR
6174468Q5
2000000
PA
USD
1921309.36
0.7687983302
Long
DBT
CORP
US
N
2
2026-04-28
Variable
2.188000000000
N
N
N
N
N
N
Morgan Stanley
IGJSJL3JD5P30I6NJZ34
MORGAN STANLEY SR UNSECURED 04/24 3.875
61746BDQ6
2000000
PA
USD
1989234.62
0.7959781418
Long
DBT
CORP
US
N
2
2024-04-29
Fixed
3.875000000000
N
N
N
N
N
N
NXP B.V.
N/A
NXP BV / NXP FUNDING LLC COMPANY GUAR 03/24 4.875
62947QBA5
3000000
PA
USD
2994209.28
1.1981116329
Long
DBT
CORP
NL
N
2
2024-03-01
Fixed
4.875000000000
N
N
N
N
N
N
NextEra Energy Capital Holdings Inc.
UMI46YPGBLUE4VGNNT48
NEXTERA ENERGY CAPITAL HOLDING COMPANY GUAR 06/25 4.45
65339KCG3
2500000
PA
USD
2478054
0.9915757540
Long
DBT
CORP
US
N
2
2025-06-20
Fixed
4.450000000000
N
N
N
N
N
N
SCF EQUIPMENT LEASING 2021-1 L SCFET 2021 1A A3 144A
N/A
SCF EQUIPMENT LEASING 2021-1 L SCFET 2021 1A A3 144A
783897AC5
239402.5
PA
USD
235906.6
0.0943963549
Long
ABS-O
CORP
US
N
2
2028-08-21
Fixed
0.830000000000
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
2995945.2
1.1988062490
Long
DBT
CORP
US
N
2
2024-01-24
Fixed
3.750000000000
N
N
N
N
N
N
WORLD OMNI AUTO RECEIVABLES TR WOART 2021 D A3
N/A
WORLD OMNI AUTO RECEIVABLES TR WOART 2021 D A3
98163KAC6
1044346.63
PA
USD
1013533.39
0.4055582063
Long
ABS-O
CORP
US
N
2
2026-10-15
Fixed
0.810000000000
N
N
N
N
N
N
JPMorgan Chase and Co.
8I5DZWZKVSZI1NUHU748
JPMORGAN CHASE and CO SR UNSECURED 12/25 VAR
46647PDM5
1750000
PA
USD
1751114.14
0.7006959185
Long
DBT
CORP
US
N
2
2025-12-15
Variable
5.546000000000
N
N
N
N
N
N
Fannie Mae Pool
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL FN 01/36 FLOATING VAR
3138EJ2F4
27894.78
PA
USD
28192.8
0.0112811492
Long
ABS-MBS
USGSE
US
N
2
2036-01-01
Floating
5.601000000000
N
N
N
N
N
N
CARVANA AUTO RECEIVABLES TRUST CRVNA 2022 P3 A3
N/A
CARVANA AUTO RECEIVABLES TRUST CRVNA 2022 P3 A3
14686MAC7
1000000
PA
USD
989345.9
0.3958797535
Long
ABS-O
CORP
US
N
2
2027-11-10
Fixed
4.610000000000
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
1992072.18
0.7971135713
Long
DBT
CORP
IE
N
2
2024-02-15
Fixed
3.150000000000
N
N
N
N
N
N
JH COLLATERAL
N/A
JH COLLATERAL
N/A
715767.64
NS
USD
7157819.57
2.8641507961
Long
STIV
RF
US
N
1
N
N
Wells Fargo and Company
PBLD0EJDB5FWOLXP3B76
WELLS FARGO and CO SR UNSECURED 09/24 3.3
94974BGA2
2765000
PA
USD
2728499.24
1.0917896426
Long
DBT
CORP
US
N
2
2024-09-09
Fixed
3.300000000000
N
N
N
N
N
N
World Omni Automobile Lease Securitization Trust 2022-A
N/A
WORLD OMNI AUTOMOBILE LEASE SE WOLS 2022 A A3
98163NAC0
1763561.7
PA
USD
1752578.41
0.7012818358
Long
ABS-O
CORP
US
N
2
2025-02-18
Fixed
3.210000000000
N
N
N
N
N
N
Chesapeake Funding II LLC
5493000HT7H4OFOD6Z12
CHESAPEAKE FUNDING II LLC CFII 2020 1A A1 144A
165183CJ1
55277.32
PA
USD
54897.8
0.0219669658
Long
ABS-O
CORP
US
N
2
2032-08-15
Fixed
0.870000000000
N
N
N
N
N
N
Daimler Truck Finance North America LLC
N/A
DAIMLER TRUCK FINANCE NORTH AM COMPANY GUAR 144A 01/25 5.2
233853AN0
875000
PA
USD
874448.35
0.3499043128
Long
DBT
CORP
US
N
2
2025-01-17
Fixed
5.200000000000
N
N
N
N
N
N
Dollar Tree Inc.
549300PMSTQITB1WHR43
DOLLAR TREE INC SR UNSECURED 05/25 4
256746AG3
2906000
PA
USD
2852535.15
1.1414217334
Long
DBT
CORP
US
N
2
2025-05-15
Fixed
4.000000000000
N
N
N
N
N
N
ENTERPRISE FLEET FUNDING 2021- EFF 2021 1 A2 144A
N/A
ENTERPRISE FLEET FUNDING 2021- EFF 2021 1 A2 144A
29374EAB2
161610.58
PA
USD
159850.19
0.0639629212
Long
ABS-O
CORP
US
N
2
2026-12-21
Fixed
0.440000000000
N
N
N
N
N
N
Enterprise Products Operating LLC
5493004LGN656HWLDA30
ENTERPRISE PRODUCTS OPERATING COMPANY GUAR 02/24 3.9
29379VBB8
2000000
PA
USD
1995413.7
0.7984506569
Long
DBT
CORP
US
N
2
2024-02-15
Fixed
3.900000000000
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
15922.97
PA
USD
16002.09
0.0064031230
Long
ABS-MBS
USGSE
US
N
2
2035-12-01
Floating
7.390000000000
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
27793.11
PA
USD
28062.08
0.0112288425
Long
ABS-MBS
USGSE
US
N
2
2036-02-01
Floating
5.264000000000
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
47208.35
PA
USD
47741.38
0.0191033750
Long
ABS-MBS
USGSE
US
N
2
2037-05-01
Floating
4.920000000000
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
73152.88
PA
USD
73311.79
0.0293351934
Long
ABS-MBS
USGSE
US
N
2
2035-12-01
Floating
5.385000000000
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
166805.35
PA
USD
169182.59
0.0676972149
Long
ABS-MBS
USGSE
US
N
2
2043-09-01
Floating
5.558000000000
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
82894.28
PA
USD
83193.67
0.0332893577
Long
ABS-MBS
USGSE
US
N
2
2034-05-01
Floating
5.340000000000
N
N
N
N
N
N
FANNIE MAE REMICS FNR 2013 10 FT
B1V7KEBTPIMZEU4LTD58
FANNIE MAE REMICS FNR 2013 10 FT
3136ACBV2
426626.82
PA
USD
419079.49
0.1676916892
Long
ABS-MBS
USGSE
US
N
2
2042-04-25
Floating
5.801910000000
N
N
N
N
N
N
Fannie Mae Pool
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL FN 07/35 FLOATING VAR
3138EGLR3
96996.77
PA
USD
98236.93
0.0393088116
Long
ABS-MBS
USGSE
US
N
2
2035-07-01
Floating
5.292000000000
N
N
N
N
N
N
Fannie Mae Pool
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL FN 05/36 FLOATING VAR
3138EGSA3
115962.63
PA
USD
117252.73
0.0469178493
Long
ABS-MBS
USGSE
US
N
2
2036-05-01
Floating
4.999000000000
N
N
N
N
N
N
United States Treasury Bills
N/A
UNITED STATES TREASURY BILL 02/24 0.00000
912797GN1
16860000
PA
USD
16752000.4
6.7031942916
Long
DBT
UST
US
N
2
2024-02-15
None
0.000000000000
N
N
N
N
N
N
United States Treasury Bills
N/A
UNITED STATES TREASURY BILL 04/24 0.00000
912797JL2
20075000
PA
USD
19810681.31
7.9271037906
Long
DBT
UST
US
N
2
2024-04-02
None
0.000000000000
N
N
N
N
N
N
UnitedHealth Group Incorporated
549300GHBMY8T5GXDE41
UNITEDHEALTH GROUP INC SR UNSECURED 02/24 3.5
91324PDM1
1360000
PA
USD
1356479.78
0.5427857749
Long
DBT
CORP
US
N
2
2024-02-15
Fixed
3.500000000000
N
N
N
N
N
N
Visa Inc.
549300JZ4OKEHW3DPJ59
VISA INC SR UNSECURED 12/25 3.15
92826CAD4
3000000
PA
USD
2927005.86
1.1712206605
Long
DBT
CORP
US
N
2
2025-12-14
Fixed
3.150000000000
N
N
N
N
N
N
Walmart Inc.
Y87794H0US1R65VBXU25
WALMART INC SR UNSECURED 07/24 2.85
931142EL3
1370000
PA
USD
1352800.06
0.5413133610
Long
DBT
CORP
US
N
2
2024-07-08
Fixed
2.850000000000
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
14114.35
PA
USD
14248.56
0.0057014603
Long
ABS-MBS
USGSE
US
N
2
2036-06-01
Floating
5.697000000000
N
N
N
N
N
N
JOHN DEERE OWNER TRUST 2023 JDOT 2023 A A2
N/A
JOHN DEERE OWNER TRUST 2023 JDOT 2023 A A2
47800CAB2
2436766.48
PA
USD
2432706.1
0.9734301130
Long
ABS-O
CORP
US
N
2
2026-03-16
Fixed
5.280000000000
N
N
N
N
N
N
Kenvue Inc.
N/A
KENVUE INC COMPANY GUAR 03/25 5.5
49177JAB8
1000000
PA
USD
1008126.71
0.4033947616
Long
DBT
CORP
US
N
2
2025-03-22
Fixed
5.500000000000
N
N
N
N
N
N
Ally Financial Inc.
549300JBN1OSM8YNAI90
ALLY FINANCIAL INC SR UNSECURED 05/24 3.875
02005NBH2
2000000
PA
USD
1982707.9
0.7933665210
Long
DBT
CORP
US
N
2
2024-05-21
Fixed
3.875000000000
N
N
N
N
N
N
American Express Company
R4PP93JZOLY261QX3811
AMERICAN EXPRESS CO SR UNSECURED 02/24 3.4
025816CC1
3000000
PA
USD
2996604.48
1.1990700552
Long
DBT
CORP
US
N
2
2024-02-22
Fixed
3.400000000000
N
N
N
N
N
N
MMAF EQUIPMENT FINANCE LLC 201 MMAF 2019 B A3 144A
N/A
MMAF EQUIPMENT FINANCE LLC 201 MMAF 2019 B A3 144A
55316EAC6
11969.35
PA
USD
11914.5
0.0047675028
Long
ABS-O
CORP
US
N
2
2024-12-12
Fixed
2.010000000000
N
N
N
N
N
N
MPLX LP
5493000CZJ19CK4P3G36
MPLX LP SR UNSECURED 06/25 4.875
55336VAJ9
1500000
PA
USD
1490141.64
0.5962696213
Long
DBT
CORP
US
N
2
2025-06-01
Fixed
4.875000000000
N
N
N
N
N
N
Realty Income Corporation
549300CUWDAUZSH43859
REALTY INCOME CORP SR UNSECURED 01/26 5.05
756109BQ6
1143000
PA
USD
1142050.97
0.4569836055
Long
DBT
CORP
US
N
2
2026-01-13
Fixed
5.050000000000
N
N
N
N
N
N
Royal Bank of Canada
ES7IP3U3RHIGC71XBU11
ROYAL BANK OF CANADA SR UNSECURED 10/24 5.66
78016FZR8
2000000
PA
USD
2004577.66
0.8021175506
Long
DBT
CORP
CA
N
2
2024-10-25
Fixed
5.660000000000
N
N
N
N
N
N
SANTANDER RETAIL AUTO LEASE TR SRT 2021 B A4 144A
N/A
SANTANDER RETAIL AUTO LEASE TR SRT 2021 B A4 144A
80286DAD0
884583.17
PA
USD
880384.05
0.3522794411
Long
ABS-O
CORP
US
N
2
2025-06-20
Fixed
0.540000000000
N
N
N
N
N
N
SANTANDER RETAIL AUTO LEASE TR SRT 2022 A A3 144A
N/A
SANTANDER RETAIL AUTO LEASE TR SRT 2022 A A3 144A
80287CAC3
1691563.29
PA
USD
1662085.94
0.6650719149
Long
ABS-O
CORP
US
N
2
2025-07-21
Fixed
1.340000000000
N
N
N
N
N
N
Santander Drive Auto Receivables Trust 2021-3
N/A
SANTANDER DRIVE AUTO RECEIVABL SDART 2021 3 C
80287EAE5
678238.6
PA
USD
672206.28
0.2689785811
Long
ABS-O
CORP
US
N
2
2027-09-15
Fixed
0.950000000000
N
N
N
N
N
N
SANTANDER RETAIL AUTO LEASE TR SRT 2022 B A2 144A
N/A
SANTANDER RETAIL AUTO LEASE TR SRT 2022 B A2 144A
80287UAB5
71132.93
PA
USD
71018.65
0.0284176097
Long
ABS-O
CORP
US
N
2
2025-05-20
Fixed
2.840000000000
N
N
N
N
N
N
T-MOBILE US TRUST 2022-1 TMUST 2022 1A A 144A
N/A
T-MOBILE US TRUST 2022-1 TMUST 2022 1A A 144A
87267WAA2
1500000
PA
USD
1496917.2
0.5989808137
Long
ABS-O
CORP
US
N
2
2028-05-22
Fixed
4.910000000000
N
N
N
N
N
N
3M Company
LUZQVYP4VS22CLWDAR65
3M CO SR UNSECURED 08/25 3
88579YAR2
3000000
PA
USD
2907610.17
1.1634596125
Long
DBT
CORP
US
N
2
2025-08-07
Fixed
3.000000000000
N
N
N
N
N
The Toronto-Dominion Bank
PT3QB789TSUIDF371261
TORONTO-DOMINION BANK/THE SR UNSECURED 06/26 1.2
89114TZD7
2000000
PA
USD
1836134.6
0.7347162533
Long
DBT
CORP
CA
N
2
2026-06-03
Fixed
1.200000000000
N
N
N
N
N
N
Toyota Motor Credit Corporation
Z2VZBHUMB7PWWJ63I008
TOYOTA MOTOR CREDIT CORP SR UNSECURED 01/24 3.35
89236TFS9
3360000
PA
USD
3358825.88
1.3440103825
Long
DBT
CORP
US
N
2
2024-01-08
Fixed
3.350000000000
N
N
N
N
N
N
United States Treasury Bills
N/A
UNITED STATES TREASURY BILL 01/24 0.00000
912796ZY8
11097000
PA
USD
11059617.54
4.4254276141
Long
DBT
UST
US
N
2
2024-01-25
None
0.000000000000
N
N
N
N
N
N
United States Treasury Bills
N/A
UNITED STATES TREASURY BILL 01/24 0.00000
912797GC5
9805000
PA
USD
9792187.71
3.9182745459
Long
DBT
UST
US
N
2
2024-01-11
None
0.000000000000
N
N
N
N
N
N
United States Treasury Bills
N/A
UNITED STATES TREASURY BILL 02/24 0.00000
912797GM3
8910000
PA
USD
8861745.67
3.5459647547
Long
DBT
UST
US
N
2
2024-02-08
None
0.000000000000
N
N
N
N
N
N
Harley-Davidson Motorcycle Trust 2021-B
N/A
HARLEY-DAVIDSON MOTORCYCLE TRU HDMOT 2021 B A3
41285AAC1
794734.03
PA
USD
775235.31
0.3102049177
Long
ABS-O
CORP
US
N
2
2026-11-16
Fixed
0.560000000000
N
N
N
N
N
N
Honda Auto Receivables 2021-1 Owner Trust
N/A
HONDA AUTO RECEIVABLES 2021-1 HAROT 2021 1 A3
43813GAC5
181278.25
PA
USD
179077.19
0.0716564690
Long
ABS-O
CORP
US
N
2
2025-04-21
Fixed
0.270000000000
N
N
N
N
N
N
Honda Auto Receivables 2020-3 Owner Trust
N/A
HONDA AUTO RECEIVABLES 2020-3 HAROT 2020 3 A3
43813KAC6
50590.04
PA
USD
50452.12
0.0201880584
Long
ABS-O
CORP
US
N
2
2024-10-18
Fixed
0.370000000000
N
N
N
N
N
N
HONDA AUTO RECEIVABLES 2021-4 HAROT 2021 4 A3
N/A
HONDA AUTO RECEIVABLES 2021-4 HAROT 2021 4 A3
43815GAC3
1044828.39
PA
USD
1013852.99
0.4056860920
Long
ABS-O
CORP
US
N
2
2026-01-21
Fixed
0.880000000000
N
N
N
N
N
N
Hyundai Capital America
549300RIPPWJB5Z0FK07
HYUNDAI CAPITAL AMERICA SR UNSECURED 144A 01/24 0.8
44891ABR7
3000000
PA
USD
2997956.37
1.1996110044
Long
DBT
CORP
US
N
2
2024-01-08
Fixed
0.800000000000
N
N
N
N
N
N
HYUNDAI AUTO LEASE SECURITIZAT HALST 2022 A A4 144A
N/A
HYUNDAI AUTO LEASE SECURITIZAT HALST 2022 A A4 144A
44891WAD1
1500000
PA
USD
1477879.05
0.5913628328
Long
ABS-O
CORP
US
N
2
2025-12-15
Fixed
1.320000000000
N
N
N
N
N
N
HYUNDAI AUTO LEASE SECURITIZAT HALST 2022 C A3 144A
N/A
HYUNDAI AUTO LEASE SECURITIZAT HALST 2022 C A3 144A
448978AD8
900000
PA
USD
893956.05
0.3577101808
Long
ABS-O
CORP
US
N
2
2025-10-15
Fixed
4.380000000000
N
N
N
N
N
N
2024-01-30
John Hancock Variable Insurance Trust
/s/Salvatore Schiavone
Salvatore Schiavone
Treasurer