0001145549-24-051660.txt : 20240827
0001145549-24-051660.hdr.sgml : 20240827
20240827104804
ACCESSION NUMBER: 0001145549-24-051660
CONFORMED SUBMISSION TYPE: NPORT-P
PUBLIC DOCUMENT COUNT: 1
CONFORMED PERIOD OF REPORT: 20240630
FILED AS OF DATE: 20240827
DATE AS OF CHANGE: 20240827
PERIOD START: 20241231
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: 241244733
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
2024-12-31
2024-06-30
N
233748686.380000000000
66848.260000000000
233681838.120000000000
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
DELL EQUIPMENT FINANCE TRUST 2 DEFT 2024 1 A2 144A
N/A
DELL EQUIPMENT FINANCE TRUST 2 DEFT 2024 1 A2 144A
24702GAC9
1600000
PA
USD
1601833.44
0.6854762239
Long
ABS-O
CORP
US
N
2
2030-03-22
Fixed
5.580000000000
N
N
N
N
N
N
DELL INTERNATIONAL LLC / EMC C SR UNSECURED 06/26 6.02
N/A
DELL INTERNATIONAL LLC / EMC C SR UNSECURED 06/26 6.02
24703TAD8
1429000
PA
USD
1443950.96
0.6179132155
Long
DBT
CORP
US
N
2
2026-06-15
Fixed
6.020000000000
N
N
N
N
N
N
Discover Bank
X05BVSK68TQ7YTOSNR22
DISCOVER BANK SR UNSECURED 03/26 4.25
25466AAE1
2000000
PA
USD
1950315.06
0.8346027555
Long
DBT
CORP
US
N
2
2026-03-13
Fixed
4.250000000000
N
N
N
N
N
N
TWDC Enterprises 18 Corp.
7260JQNI6SCF9FIV2392
TWDC ENTERPRISES 18 CORP COMPANY GUAR 02/26 3
25468PDK9
2000000
PA
USD
1928028.66
0.8250656857
Long
DBT
CORP
US
N
2
2026-02-13
Fixed
3.000000000000
N
N
N
N
N
N
Dollar Tree Inc.
549300PMSTQITB1WHR43
DOLLAR TREE INC SR UNSECURED 05/25 4
256746AG3
2906000
PA
USD
2863624.48
1.2254373310
Long
DBT
CORP
US
N
2
2025-05-15
Fixed
4.000000000000
N
N
N
N
N
N
EOG Resources Inc.
XWTZDRYZPBUHIQBKDB46
EOG RESOURCES INC SR UNSECURED 01/26 4.15
26875PAP6
1450000
PA
USD
1427194.6
0.6107426283
Long
DBT
CORP
US
N
2
2026-01-15
Fixed
4.150000000000
N
N
N
N
N
N
Energy Transfer LP
MTLVN9N7JE8MIBIJ1H73
ENERGY TRANSFER LP SR UNSECURED 03/25 4.05
29273RBD0
1480000
PA
USD
1463737.32
0.6263804375
Long
DBT
CORP
US
N
2
2025-03-15
Fixed
4.050000000000
N
N
N
N
N
N
ENTERPRISE FLEET FINANCING 202 EFF 2022 3 A2 144A
N/A
ENTERPRISE FLEET FINANCING 202 EFF 2022 3 A2 144A
29374FAB9
436922.54
PA
USD
432574.33
0.1851125160
Long
ABS-O
CORP
US
N
2
2029-07-20
Fixed
4.380000000000
N
N
N
N
N
N
ENTERPRISE FLEET FINANCING 202 EFF 2022 2 A3 144A
N/A
ENTERPRISE FLEET FINANCING 202 EFF 2022 2 A3 144A
29374JAC9
448000
PA
USD
443685.18
0.1898672073
Long
ABS-O
CORP
US
N
2
2029-05-21
Fixed
4.790000000000
N
N
N
N
N
N
ENTERPRISE FLEET FINANCING 202 EFF 2023 3 A2 144A
N/A
ENTERPRISE FLEET FINANCING 202 EFF 2023 3 A2 144A
29374LAB6
700000
PA
USD
707890.47
0.3029291774
Long
ABS-O
CORP
US
N
2
2030-03-20
Fixed
6.400000000000
N
N
N
N
N
N
ENTERPRISE FLEET FINANCING 202 EFF 2021 2 A3 144A
N/A
ENTERPRISE FLEET FINANCING 202 EFF 2021 2 A3 144A
29374YAC6
1000000
PA
USD
964350
0.4126764869
Long
ABS-O
CORP
US
N
2
2027-05-20
Fixed
0.740000000000
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
69094.52
PA
USD
69274.01
0.0296445845
Long
ABS-MBS
USGSE
US
N
2
2035-12-01
Floating
6.098000000000
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
57064.73
PA
USD
57267.45
0.0245065900
Long
ABS-MBS
USGSE
US
N
2
2034-05-01
Floating
7.231000000000
N
N
N
N
N
N
FANNIE MAE REMICS FNR 2013 10 FT
B1V7KEBTPIMZEU4LTD58
FANNIE MAE REMICS FNR 2013 10 FT
3136ACBV2
397197.97
PA
USD
390770.75
0.1672234150
Long
ABS-MBS
USGSE
US
N
2
2042-04-25
Floating
5.799830000000
N
N
N
N
N
N
Fannie Mae Pool
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL FN 07/35 FLOATING VAR
3138EGLR3
91567.3
PA
USD
92947.14
0.0397750808
Long
ABS-MBS
USGSE
US
N
2
2035-07-01
Floating
6.684000000000
N
N
N
N
N
N
Ford Credit Floorplan Master Owner Trust A
5493001DTG5N7T8BG747
FORD CREDIT FLOORPLAN MASTER O FORDF 2020 2 A
34528QHQ0
725000
PA
USD
687446.45
0.2941805215
Long
ABS-O
CORP
US
N
2
2027-09-15
Fixed
1.060000000000
N
N
N
N
N
N
FORD CREDIT AUTO LEASE TRUST 2 FORDL 2023 B A3
N/A
FORD CREDIT AUTO LEASE TRUST 2 FORDL 2023 B A3
34529NAD2
809000
PA
USD
812296.03
0.3476076860
Long
ABS-O
CORP
US
N
2
2026-10-15
Fixed
5.910000000000
N
N
N
N
N
N
FORD CREDIT AUTO OWNER TRUST 2 FORDR 2020 2 A 144A
N/A
FORD CREDIT AUTO OWNER TRUST 2 FORDR 2020 2 A 144A
34532JAA2
3000000
PA
USD
2833406.1
1.2125059109
Long
ABS-O
CORP
US
N
2
2033-04-15
Fixed
1.060000000000
N
N
N
N
N
N
Ford Motor Credit Company LLC
UDSQCVRUX5BONN0VY111
FORD MOTOR CREDIT CO LLC SR UNSECURED 06/25 5.125
345397A60
1175000
PA
USD
1166120.43
0.4990205655
Long
DBT
CORP
US
N
2
2025-06-16
Fixed
5.125000000000
N
N
N
N
N
N
Ford Motor Credit Company LLC
UDSQCVRUX5BONN0VY111
FORD MOTOR CREDIT CO LLC SR UNSECURED 01/26 4.389
345397XU2
1107000
PA
USD
1083399.88
0.4636217725
Long
DBT
CORP
US
N
2
2026-01-08
Fixed
4.389000000000
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
21980.47
PA
USD
21924.05
0.0093820085
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 02/25 2.9
37045XCV6
2000000
PA
USD
1962380.96
0.8397661435
Long
DBT
CORP
US
N
2
2025-02-26
Fixed
2.900000000000
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
734388.11
PA
USD
732792.28
0.3135854656
Long
ABS-O
CORP
US
N
2
2025-09-22
Fixed
4.010000000000
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
953820.77
PA
USD
939598.92
0.4020847010
Long
ABS-O
CORP
US
N
2
2026-12-15
Fixed
0.550000000000
N
N
N
N
N
N
Oracle Corporation
1Z4GXXU7ZHVWFCD8TV52
ORACLE CORP SR UNSECURED 03/26 1.65
68389XCC7
1540000
PA
USD
1443515.63
0.6177269238
Long
DBT
CORP
US
N
2
2026-03-25
Fixed
1.650000000000
N
N
N
N
N
N
The PNC Financial Services Group Inc.
CFGNEKW0P8842LEUIA51
PNC FINANCIAL SERVICES GROUP I SR UNSECURED 10/25 VAR
693475BH7
2400000
PA
USD
2397357.14
1.0259064886
Long
DBT
CORP
US
N
2
2025-10-28
Variable
5.671000000000
N
N
N
N
N
N
PENSKE TRUCK LEASING CO LP / P SR UNSECURED 144A 03/25 3.95
N/A
PENSKE TRUCK LEASING CO LP / P SR UNSECURED 144A 03/25 3.95
709599AZ7
1200000
PA
USD
1185309.44
0.5072321621
Long
DBT
CORP
US
N
2
2025-03-10
Fixed
3.950000000000
N
N
N
N
N
N
Fannie Mae Pool
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL FN 10/35 FLOATING VAR
31403C7L9
65971.05
PA
USD
66572.98
0.0284887266
Long
ABS-MBS
USGSE
US
N
2
2035-10-01
Floating
7.149000000000
N
N
N
N
N
N
Fannie Mae Pool
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL FN 05/34 FLOATING VAR
31406HG68
38183.15
PA
USD
38701.18
0.0165614839
Long
ABS-MBS
USGSE
US
N
2
2034-05-01
Floating
6.698000000000
N
N
N
N
N
N
Pfizer Investment Enterprises Pte. Ltd.
N/A
PFIZER INVESTMENT ENTERPRISES COMPANY GUAR 05/25 4.65
716973AA0
2375000
PA
USD
2358353.39
1.0092155253
Long
DBT
CORP
SG
N
2
2025-05-19
Fixed
4.650000000000
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
2961677.82
1.2673975196
Long
DBT
CORP
SG
N
2
2026-05-19
Fixed
4.450000000000
N
N
N
N
N
N
United States Treasury Bills
N/A
UNITED STATES TREASURY BILL 08/24 0.00000
912797GK7
8150000
PA
USD
8104899.94
3.4683482487
Long
DBT
UST
US
N
2
2024-08-08
None
0.000000000000
N
N
N
N
N
N
United States Treasury Bills
N/A
UNITED STATES TREASURY BILL 11/24 0.00000
912797LC9
26000000
PA
USD
25518328.42
10.9201162680
Long
DBT
UST
US
N
2
2024-11-07
None
0.000000000000
N
N
N
N
N
N
United States Treasury Bills
N/A
UNITED STATES TREASURY BILL 09/24 0.00000
912797LG0
9675000
PA
USD
9575100.11
4.0974943483
Long
DBT
UST
US
N
2
2024-09-10
None
0.000000000000
N
N
N
N
N
N
Avis Budget Rental Car Funding (AESOP) LLC
IHXLB8SL0QWSSG2VG640
AVIS BUDGET RENTAL CAR FUNDING AESOP 2020 1A A 144A
05377RDU5
475000
PA
USD
460008.43
0.1968524528
Long
ABS-O
CORP
US
N
2
2026-08-20
Fixed
2.330000000000
N
N
N
N
N
N
Avis Budget Rental Car Funding (AESOP) LLC
IHXLB8SL0QWSSG2VG640
AVIS BUDGET RENTAL CAR FUNDING AESOP 2020 2A A 144A
05377RDY7
1000000
PA
USD
949303.6
0.4062376467
Long
ABS-O
CORP
US
N
2
2027-02-20
Fixed
2.020000000000
N
N
N
N
N
N
Avis Budget Rental Car Funding (AESOP) LLC
IHXLB8SL0QWSSG2VG640
AVIS BUDGET RENTAL CAR FUNDING AESOP 2022 3A A 144A
05377RFK5
850000
PA
USD
836936.18
0.3581520013
Long
ABS-O
CORP
US
N
2
2027-02-20
Fixed
4.620000000000
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
2879044.83
1.2320361964
Long
DBT
CORP
US
N
2
2026-04-11
Fixed
2.800000000000
N
N
N
N
N
N
CARS-DB4 L.P.
N/A
CARS-DB4 LP CAUTO 2020 1A A1 144A
12510HAA8
886026.57
PA
USD
867070.47
0.3710474365
Long
ABS-O
CORP
US
N
2
2050-02-15
Fixed
2.690000000000
N
N
N
N
N
N
CSX Corporation
549300JVQR4N1MMP3Q88
CSX CORP SR UNSECURED 11/26 2.6
126408HE6
2000000
PA
USD
1890268.82
0.8089070315
Long
DBT
CORP
US
N
2
2026-11-01
Fixed
2.600000000000
N
N
N
N
N
N
CNH EQUIPMENT TRUST 2021-B CNH 2021 B A4
N/A
CNH EQUIPMENT TRUST 2021-B CNH 2021 B A4
12657WAD2
600000
PA
USD
564395.1
0.2415228777
Long
ABS-O
CORP
US
N
2
2027-05-17
Fixed
0.700000000000
N
N
N
N
N
N
CVS Health Corporation
549300EJG376EN5NQE29
CVS HEALTH CORP SR UNSECURED 02/26 5
126650DS6
3000000
PA
USD
2976989.76
1.2739499928
Long
DBT
CORP
US
N
2
2026-02-20
Fixed
5.000000000000
N
N
N
N
N
N
Fannie Mae Pool
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL FN 10/38 FLOATING VAR
31417JBP4
19005.8
PA
USD
19208.36
0.0082198771
Long
ABS-MBS
USGSE
US
N
2
2038-10-01
Floating
5.759000000000
N
N
N
N
N
N
Booking Holdings Inc.
FXM8FAOHMYDIPD38UZ17
BOOKING HOLDINGS INC SR UNSECURED 03/25 3.65
741503AW6
2000000
PA
USD
1974172.82
0.8448122609
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
1332260.6
0.5701173060
Long
DBT
CORP
US
N
2
2025-10-24
Variable
6.064000000000
N
N
N
N
N
N
Realty Income Corporation
549300CUWDAUZSH43859
REALTY INCOME CORP SR UNSECURED 01/26 5.05
756109BQ6
1143000
PA
USD
1135395.79
0.4858725005
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
1999372.52
0.8555960258
Long
DBT
CORP
CA
N
2
2024-10-25
Fixed
5.660000000000
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
94874.7
PA
USD
94228.07
0.0403232321
Long
ABS-O
CORP
US
N
2
2028-08-21
Fixed
0.830000000000
N
N
N
N
N
N
SCF EQUIPMENT LEASING 2022-2 L SCFET 2022 2A A3 144A
N/A
SCF EQUIPMENT LEASING 2022-2 L SCFET 2022 2A A3 144A
78397WAC0
2000000
PA
USD
2014857
0.8622223345
Long
ABS-O
CORP
US
N
2
2030-10-21
Fixed
6.500000000000
N
N
N
N
N
N
SBNA AUTO LEASE TRUST 2024-A SBALT 2024 A A3 144A
N/A
SBNA AUTO LEASE TRUST 2024-A SBALT 2024 A A3 144A
78414SAE4
1000000
PA
USD
998147
0.4271393139
Long
ABS-O
CORP
US
N
2
2026-11-20
Fixed
5.390000000000
N
N
N
N
N
N
SBNA AUTO LEASE TRUST 2023-A SBALT 2023 A A3 144A
N/A
SBNA AUTO LEASE TRUST 2023-A SBALT 2023 A A3 144A
78436TAC0
700000
PA
USD
707894.25
0.3029307950
Long
ABS-O
CORP
US
N
2
2027-04-20
Fixed
6.510000000000
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
2843239.17
1.2167137989
Long
DBT
CORP
US
N
2
2026-10-05
Fixed
3.244000000000
N
N
N
N
N
N
SANTANDER REVOLVING AUTO LOAN SREV 2019 A A 144A
N/A
SANTANDER REVOLVING AUTO LOAN SREV 2019 A A 144A
80286JAA3
940000
PA
USD
927154.71
0.3967594219
Long
ABS-O
CORP
US
N
2
2032-01-26
Fixed
2.510000000000
N
N
N
N
N
N
Fannie Mae Pool
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL FN 02/35 FLOATING VAR
31410GDL4
80795.38
PA
USD
81647.9
0.0349397714
Long
ABS-MBS
USGSE
US
N
2
2035-02-01
Floating
6.319000000000
N
N
N
N
N
N
Fannie Mae Pool
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL FN 07/35 FLOATING VAR
31416BYK8
56514.93
PA
USD
57181.63
0.0244698649
Long
ABS-MBS
USGSE
US
N
2
2035-07-01
Floating
6.546000000000
N
N
N
N
N
N
Fannie Mae Pool
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL FN 04/35 FLOATING VAR
31416CAE6
166481.5
PA
USD
168985.68
0.0723144260
Long
ABS-MBS
USGSE
US
N
2
2035-04-01
Floating
5.818000000000
N
N
N
N
N
N
ARI FLEET LEASE TRUST 2024-A ARIFL 2024 A A2 144A
N/A
ARI FLEET LEASE TRUST 2024-A ARIFL 2024 A A2 144A
00218KAB9
1000000
PA
USD
996347
0.4263690358
Long
ABS-O
CORP
US
N
2
2032-11-15
Fixed
5.300000000000
N
N
N
N
N
N
Bank of America Corporation
9DJT3UXIJIZJI4WXO774
BANK OF AMERICA CORP SR UNSECURED 12/25 VAR
06051GKE8
3830000
PA
USD
3758524.31
1.6083938488
Long
DBT
CORP
US
N
2
2025-12-06
Variable
1.530000000000
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
2019265.56
0.8641088996
Long
DBT
CORP
US
N
2
2025-09-29
Fixed
7.050000000000
N
N
N
N
N
N
Boston Scientific Corporation
Y6ZDD9FP4P8JSSJMW954
BOSTON SCIENTIFIC CORP SR UNSECURED 06/25 1.9
101137AZ0
1000000
PA
USD
967315.89
0.4139456869
Long
DBT
CORP
US
N
2
2025-06-01
Fixed
1.900000000000
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
2892213.15
1.2376713455
Long
DBT
CORP
US
N
2
2026-06-15
Fixed
3.200000000000
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
107524.81
PA
USD
101917.38
0.0436137360
Long
ABS-MBS
CORP
US
N
2
2065-04-27
Variable
1.506000000000
N
N
N
N
N
N
CARMAX AUTO OWNER TRUST 2021-3 CARMX 2021 3 A4
N/A
CARMAX AUTO OWNER TRUST 2021-3 CARMX 2021 3 A4
14317DAD2
875000
PA
USD
828181.11
0.3544054243
Long
ABS-O
CORP
US
N
2
2027-01-15
Fixed
0.740000000000
N
N
N
N
N
N
CARMAX AUTO OWNER TRUST 2023-1 CARMX 2023 1 A3
N/A
CARMAX AUTO OWNER TRUST 2023-1 CARMX 2023 1 A3
14318DAC3
1000000
PA
USD
991886.7
0.4244603295
Long
ABS-O
CORP
US
N
2
2027-10-15
Fixed
4.750000000000
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
946120.03
PA
USD
937809.6
0.4013189932
Long
ABS-O
CORP
US
N
2
2027-11-10
Fixed
4.610000000000
N
N
N
N
N
N
Charter Communications Operating LLC/Charter Communications Operating Capital C
N/A
CHARTER COMMUNICATIONS OPT LLC SR SECURED 07/25 4.908
161175AY0
461000
PA
USD
456521.93
0.1953604669
Long
DBT
CORP
US
N
2
2025-07-23
Fixed
4.908000000000
N
N
N
N
N
N
Chesapeake Funding II LLC
5493000HT7H4OFOD6Z12
CHESAPEAKE FUNDING II LLC CFII 2023 1A A1 144A
165183CU6
639967.03
PA
USD
639705.41
0.2737505898
Long
ABS-O
CORP
US
N
2
2035-05-15
Fixed
5.650000000000
N
N
N
N
N
N
Chesapeake Funding II LLC
5493000HT7H4OFOD6Z12
CHESAPEAKE FUNDING II LLC CFII 2023 2A A1 144A
165183CZ5
817727.52
PA
USD
822514.25
0.3519803921
Long
ABS-O
CORP
US
N
2
2035-10-15
Fixed
6.160000000000
N
N
N
N
N
N
CITIZENS AUTO RECEIVABLES TRUS CITZN 2024 1 A3 144A
N/A
CITIZENS AUTO RECEIVABLES TRUS CITZN 2024 1 A3 144A
17331QAD8
1800000
PA
USD
1794423.96
0.7678919228
Long
ABS-O
CORP
US
N
2
2028-04-17
Fixed
5.110000000000
N
N
N
N
N
N
Citizens Financial Group Inc.
N/A
CITIZENS FINANCIAL GROUP INC SUBORDINATED 12/25 4.3
174610AK1
1195000
PA
USD
1168552.26
0.5000612240
Long
DBT
CORP
US
N
2
2025-12-03
Fixed
4.300000000000
N
N
N
N
N
N
Comcast Corporation
51M0QTTNCGUN7KFCFZ59
COMCAST CORP COMPANY GUAR 10/25 3.95
20030NCS8
2000000
PA
USD
1968465.3
0.8423698289
Long
DBT
CORP
US
N
2
2025-10-15
Fixed
3.950000000000
N
N
N
N
N
N
Credit Agricole SA
N/A
CREDIT AGRICOLE SA 144A 01/27 VAR
22535WAH0
2000000
PA
USD
1864921.66
0.7980601638
Long
DBT
CORP
FR
N
2
2027-01-26
Variable
1.247000000000
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
872623.71
0.3734238472
Long
DBT
CORP
US
N
2
2025-01-17
Fixed
5.200000000000
N
N
N
N
N
N
The Toronto-Dominion Bank
PT3QB789TSUIDF371261
TORONTO-DOMINION BANK/THE SR UNSECURED 06/26 1.2
89114TZD7
2000000
PA
USD
1852366.86
0.7926875597
Long
DBT
CORP
CA
N
2
2026-06-03
Fixed
1.200000000000
N
N
N
N
N
N
Toyota Lease Owner Trust 2023-A
N/A
TOYOTA LEASE OWNER TRUST 2023- TLOT 2023 A A4 144A
89239MAD9
1100000
PA
USD
1094470.3
0.4683591625
Long
ABS-O
CORP
US
N
2
2027-08-20
Fixed
5.050000000000
N
N
N
N
N
N
UBS Group AG
549300SZJ9VS8SGXAN81
UBS GROUP AG SR UNSECURED 144A 08/25 VAR
902613AR9
2000000
PA
USD
1996848.56
0.8545159419
Long
DBT
CORP
CH
N
2
2025-08-05
Variable
4.490000000000
N
N
N
N
N
N
U.S. Bancorp
N1GZ7BBF3NP8GI976H15
US BANCORP SR UNSECURED 10/26 VAR
91159HJH4
1450000
PA
USD
1452471.57
0.6215594595
Long
DBT
CORP
US
N
2
2026-10-21
Variable
5.727000000000
N
N
N
N
N
N
United States Treasury Bills
N/A
UNITED STATES TREASURY BILL 07/24 0.00000
912797GB7
7223000
PA
USD
7212463.09
3.0864457195
Long
DBT
UST
US
N
2
2024-07-11
None
0.000000000000
N
N
N
N
N
N
Visa Inc.
549300JZ4OKEHW3DPJ59
VISA INC SR UNSECURED 12/25 3.15
92826CAD4
3000000
PA
USD
2917585.68
1.2485290699
Long
DBT
CORP
US
N
2
2025-12-14
Fixed
3.150000000000
N
N
N
N
N
N
Vistra Operations Company LLC
549300ZH5GKBTJZ7NM23
VISTRA OPERATIONS CO LLC SR SECURED 144A 05/25 5.125
92840VAL6
1500000
PA
USD
1490961.75
0.6380306497
Long
DBT
CORP
US
N
2
2025-05-13
Fixed
5.125000000000
N
N
N
N
N
N
Walmart Inc.
Y87794H0US1R65VBXU25
WALMART INC SR UNSECURED 07/24 2.85
931142EL3
1370000
PA
USD
1369191.11
0.5859210630
Long
DBT
CORP
US
N
2
2024-07-08
Fixed
2.850000000000
N
N
N
N
N
N
Wells Fargo and Company
PBLD0EJDB5FWOLXP3B76
WELLS FARGO and CO SR UNSECURED 09/24 3.3
94974BGA2
2765000
PA
USD
2751979.12
1.1776606784
Long
DBT
CORP
US
N
2
2024-09-09
Fixed
3.300000000000
N
N
N
N
N
N
Wells Fargo and Company
PBLD0EJDB5FWOLXP3B76
WELLS FARGO and CO SR UNSECURED 02/25 3
94974BGH7
1495000
PA
USD
1470751.32
0.6293819545
Long
DBT
CORP
US
N
2
2025-02-19
Fixed
3.000000000000
N
N
N
N
N
N
Wheels Fleet Lease Funding 1 LLC
N/A
WHEELS FLEET LEASE FUNDING 1 L WFLF 2024 1A A1 144A
96328GBM8
654000
PA
USD
654110.92
0.2799151724
Long
ABS-O
CORP
US
N
2
2039-02-18
Fixed
5.490000000000
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
630581.56
PA
USD
617279.76
0.2641539304
Long
ABS-O
CORP
US
N
2
2026-10-15
Fixed
0.810000000000
N
N
N
N
N
N
WORLD OMNI AUTO RECEIVABLES TR WOART 2021 D A4
N/A
WORLD OMNI AUTO RECEIVABLES TR WOART 2021 D A4
98163KAD4
750000
PA
USD
709446.38
0.3035950015
Long
ABS-O
CORP
US
N
2
2027-11-15
Fixed
1.100000000000
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
2630000
PA
USD
2617132.2
1.1199553295
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
2002655
0.8570007049
Long
DBT
CORP
US
N
2
2026-02-15
Fixed
5.875000000000
N
N
N
N
N
N
Harley-Davidson Motorcycle Trust 2021-B
N/A
HARLEY-DAVIDSON MOTORCYCLE TRU HDMOT 2021 B A3
41285AAC1
361214.93
PA
USD
356757.57
0.1526680776
Long
ABS-O
CORP
US
N
2
2026-11-16
Fixed
0.560000000000
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
599363.07
PA
USD
587167.89
0.2512680894
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 01/27 5.25
44891ACT2
2000000
PA
USD
1991915.44
0.8524049006
Long
DBT
CORP
US
N
2
2027-01-08
Fixed
5.250000000000
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
599023.51
PA
USD
597367.87
0.2556329901
Long
ABS-O
CORP
US
N
2
2025-10-15
Fixed
4.380000000000
N
N
N
N
N
N
HYUNDAI AUTO RECEIVABLES TRUST HART 2021 A A4
N/A
HYUNDAI AUTO RECEIVABLES TRUST HART 2021 A A4
44933LAD5
1500000
PA
USD
1466727.9
0.6276602032
Long
ABS-O
CORP
US
N
2
2027-05-17
Fixed
0.620000000000
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
477251.79
PA
USD
475324.74
0.2034067961
Long
ABS-O
CORP
US
N
2
2025-07-21
Fixed
1.340000000000
N
N
N
N
N
N
The Charles Schwab Corporation
N/A
CHARLES SCHWAB CORP/THE SR UNSECURED 05/25 3.85
808513AX3
2430000
PA
USD
2394708.96
1.0247732469
Long
DBT
CORP
US
N
2
2025-05-21
Fixed
3.850000000000
N
N
N
N
N
N
T-Mobile USA Inc.
549300V2JRLO5DIFGE82
T-MOBILE USA INC COMPANY GUAR 02/26 2.25
87264ABR5
2560000
PA
USD
2430941.18
1.0402781832
Long
DBT
CORP
US
N
2
2026-02-15
Fixed
2.250000000000
N
N
N
N
N
N
T-Mobile US Trust 2022-1
N/A
T-MOBILE US TRUST 2022-1 TMUST 2022 1A A 144A
87267WAA2
1500000
PA
USD
1491883.05
0.6384249037
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
2923707.42
1.2511487600
Long
DBT
CORP
US
N
2
2025-08-07
Fixed
3.000000000000
N
N
N
N
N
N
JH COLLATERAL
N/A
JH COLLATERAL
N/A
161798.56
NS
USD
1617467.84
0.6921666883
Long
STIV
RF
US
N
1
N
N
N
AbbVie Inc.
FR5LCKFTG8054YNNRU85
ABBVIE INC SR UNSECURED 05/26 3.2
00287YAY5
3000000
PA
USD
2896800.57
1.2396344505
Long
DBT
CORP
US
N
2
2026-05-14
Fixed
3.200000000000
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 07/25 6.5
00774MAN5
2000000
PA
USD
2015294.78
0.8624096747
Long
DBT
CORP
IE
N
2
2025-07-15
Fixed
6.500000000000
N
N
N
N
N
N
American Express Company
R4PP93JZOLY261QX3811
AMERICAN EXPRESS CO SR UNSECURED 10/26 VAR
025816DL0
2000000
PA
USD
2019639.56
0.8642689463
Long
DBT
CORP
US
N
2
2026-10-30
Variable
6.338000000000
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
1964013.2
0.8404646317
Long
ABS-O
CORP
US
N
2
2027-08-15
Fixed
3.750000000000
N
N
N
N
N
N
Americredit Automobile Receivables Trust 2022-1
N/A
AMERICREDIT AUTOMOBILE RECEIVA AMCAR 2022 1 A3
03066TAC5
516897.25
PA
USD
509112
0.2178654551
Long
ABS-O
CORP
US
N
2
2026-11-18
Fixed
2.450000000000
N
N
N
N
N
N
Amgen Inc.
62QBXGPJ34PQ72Z12S66
AMGEN INC SR UNSECURED 03/26 5.507
031162DN7
1820000
PA
USD
1819650.27
0.7786870750
Long
DBT
CORP
US
N
2
2026-03-02
Fixed
5.507000000000
N
N
N
N
N
N
Amur Equipment Finance Receivables XIII LLC
N/A
AMUR EQUIPMENT FINANCE RECEIVA AXIS 2024 1A A2 144A
03237CAB8
1000000
PA
USD
997267
0.4267627335
Long
ABS-O
CORP
US
N
2
2031-01-21
Fixed
5.380000000000
N
N
N
N
N
N
Apple Inc.
HWUPKR0MPOU8FGXBT394
APPLE INC SR UNSECURED 02/26 0.7
037833EB2
1000000
PA
USD
933866.29
0.3996315236
Long
DBT
CORP
US
N
2
2026-02-08
Fixed
0.700000000000
N
N
N
N
N
N
Ares Capital Corporation
WEQ82666OJYSI5GUAB47
ARES CAPITAL CORP SR UNSECURED 01/26 3.875
04010LAZ6
1840000
PA
USD
1776574.78
0.7602536827
Long
DBT
CORP
US
N
2
2026-01-15
Fixed
3.875000000000
N
N
N
N
N
N
AstraZeneca Finance LLC
N/A
ASTRAZENECA FINANCE LLC COMPANY GUAR 05/26 1.2
04636NAA1
2000000
PA
USD
1856866.2
0.7946129725
Long
DBT
CORP
US
N
2
2026-05-28
Fixed
1.200000000000
N
N
N
N
N
N
Athene Global Funding
N/A
ATHENE GLOBAL FUNDING SR SECURED 144A 05/26 5.62
04685A3V1
1800000
PA
USD
1801304.8
0.7708364563
Long
DBT
CORP
US
N
2
2026-05-08
Fixed
5.620000000000
N
N
N
N
N
N
Avis Budget Rental Car Funding (AESOP) LLC
IHXLB8SL0QWSSG2VG640
AVIS BUDGET RENTAL CAR FUNDING AESOP 2019 3A A 144A
05377RDQ4
2000000
PA
USD
1963826.8
0.8403848651
Long
ABS-O
CORP
US
N
2
2026-03-20
Fixed
2.360000000000
N
N
N
N
N
N
Barclays PLC
N/A
BARCLAYS PLC SR UNSECURED 08/26 5.304
06738EBZ7
1180000
PA
USD
1172180.95
0.5016140576
Long
DBT
CORP
GB
N
2
2026-08-09
Variable
5.304000000000
N
N
N
N
N
N
Fannie Mae Pool
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL FN 02/35 FLOATING VAR
31406QGA9
38997.27
PA
USD
39366.86
0.0168463499
Long
ABS-MBS
USGSE
US
N
2
2035-02-01
Floating
7.201000000000
N
N
N
N
N
N
BNP Paribas
R0MUWSFPU8MPRO8K5P83
BNP PARIBAS SA 144A 11/25 VAR
09659W2J2
1293000
PA
USD
1276901.41
0.5464273220
Long
DBT
CORP
FR
N
2
2025-11-19
Variable
2.819000000000
N
N
N
N
N
N
Broadcom Inc.
N/A
BROADCOM INC COMPANY GUAR 11/25 3.15
11135FBB6
1470000
PA
USD
1424321.68
0.6095132131
Long
DBT
CORP
US
N
2
2025-11-15
Fixed
3.150000000000
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
718384.9
0.3074200827
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
1973043.6
0.8443290312
Long
ABS-O
CORP
US
N
2
2028-05-15
Fixed
4.420000000000
N
N
N
N
N
N
CarMax Auto Owner Trust 2021-2
N/A
CARMAX AUTO OWNER TRUST 2021-2 CARMX 2021 2 A4
14314QAD6
475000
PA
USD
458312.63
0.1961267652
Long
ABS-O
CORP
US
N
2
2026-12-15
Fixed
0.810000000000
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
493037.04
PA
USD
480122.67
0.2054599852
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
1043822.49
PA
USD
1021456.4
0.4371141584
Long
ABS-O
CORP
US
N
2
2026-06-15
Fixed
0.550000000000
N
N
N
N
N
N
ENTERPRISE FLEET FINANCING 202 EFF 2022 1 A3 144A
N/A
ENTERPRISE FLEET FINANCING 202 EFF 2022 1 A3 144A
29375JAC8
369000
PA
USD
359410.87
0.1538035103
Long
ABS-O
CORP
US
N
2
2028-01-20
Fixed
3.270000000000
N
N
N
N
N
N
Enterprise Products Operating LLC
5493004LGN656HWLDA30
ENTERPRISE PRODUCTS OPERATING COMPANY GUAR 01/26 5.05
29379VCC5
1430000
PA
USD
1426038.96
0.6102480927
Long
DBT
CORP
US
N
2
2026-01-10
Fixed
5.050000000000
N
N
N
N
N
N
Expedia Group Inc.
CI7MUJI4USF3V0NJ1H64
EXPEDIA GROUP INC COMPANY GUAR 144A 05/25 6.25
30212PAS4
1450000
PA
USD
1452314.39
0.6214921971
Long
DBT
CORP
US
N
2
2025-05-01
Fixed
6.250000000000
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
15337.26
PA
USD
15443.87
0.0066089304
Long
ABS-MBS
USGSE
US
N
2
2035-12-01
Floating
7.140000000000
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
53487.48
PA
USD
54170.38
0.0231812538
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
19221.83
PA
USD
19446.87
0.0083219433
Long
ABS-MBS
USGSE
US
N
2
2036-12-01
Floating
5.815000000000
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
47434.3
PA
USD
47734.52
0.0204271416
Long
ABS-MBS
USGSE
US
N
2
2036-11-01
Floating
6.964000000000
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
13684.23
PA
USD
13933.27
0.0059624959
Long
ABS-MBS
USGSE
US
N
2
2036-06-01
Floating
5.697000000000
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
26900.34
PA
USD
27283.91
0.0116756656
Long
ABS-MBS
USGSE
US
N
2
2036-02-01
Floating
6.396000000000
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
42602.88
PA
USD
43160.71
0.0184698607
Long
ABS-MBS
USGSE
US
N
2
2037-05-01
Floating
6.501000000000
N
N
N
N
N
N
Fannie Mae Pool
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL FN 05/36 FLOATING VAR
3138EGSA3
108779.41
PA
USD
109989.66
0.0470681251
Long
ABS-MBS
USGSE
US
N
2
2036-05-01
Floating
6.373000000000
N
N
N
N
N
N
Fannie Mae Pool
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL FN 01/36 FLOATING VAR
3138EGV68
70926.04
PA
USD
71624.66
0.0306505035
Long
ABS-MBS
USGSE
US
N
2
2036-01-01
Floating
6.351000000000
N
N
N
N
N
N
Fannie Mae Pool
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL FN 01/36 FLOATING VAR
3138EJ2F4
25156.71
PA
USD
25424.89
0.0108801310
Long
ABS-MBS
USGSE
US
N
2
2036-01-01
Floating
6.274000000000
N
N
N
N
N
N
Morgan Stanley
IGJSJL3JD5P30I6NJZ34
MORGAN STANLEY SR UNSECURED 07/25 4
6174468C6
1455000
PA
USD
1433211.93
0.6133176380
Long
DBT
CORP
US
N
2
2025-07-23
Fixed
4.000000000000
N
N
N
N
N
N
Morgan Stanley
IGJSJL3JD5P30I6NJZ34
MORGAN STANLEY SR UNSECURED 04/26 VAR
6174468Q5
2000000
PA
USD
1942288.46
0.8311679143
Long
DBT
CORP
US
N
2
2026-04-28
Variable
2.188000000000
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
2473742.28
1.0585941552
Long
DBT
CORP
US
N
2
2025-06-20
Fixed
4.450000000000
N
N
N
N
N
N
JPMorgan Chase and Co.
8I5DZWZKVSZI1NUHU748
JPMORGAN CHASE + CO SR UNSECURED 07/25 3.9
46625HMN7
3000000
PA
USD
2953807.47
1.2640295428
Long
DBT
CORP
US
N
2
2025-07-15
Fixed
3.900000000000
N
N
N
N
N
N
JPMorgan Chase and Co.
8I5DZWZKVSZI1NUHU748
JPMORGAN CHASE + CO SR UNSECURED 12/25 VAR
46647PDM5
1750000
PA
USD
1748211.75
0.7481162268
Long
DBT
CORP
US
N
2
2025-12-15
Variable
5.546000000000
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
1260952.54
PA
USD
1259725.76
0.5390773070
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
999584.52
0.4277544751
Long
DBT
CORP
US
N
2
2025-03-22
Fixed
5.500000000000
N
N
N
N
N
N
Keybank National Association
HUX2X73FUCYHUVH1BK78
KEYBANK NA/CLEVELAND OH SR UNSECURED 08/25 4.15
49327M3E2
1000000
PA
USD
980648.76
0.4196512523
Long
DBT
CORP
US
N
2
2025-08-08
Fixed
4.150000000000
N
N
N
N
N
N
Lloyds Banking Group plc
549300PPXHEU2JF0AM85
LLOYDS BANKING GROUP PLC SR UNSECURED 02/26 VAR
539439AV1
1475000
PA
USD
1445205.41
0.6184500352
Long
DBT
CORP
GB
N
2
2026-02-05
Variable
2.438000000000
N
N
N
N
N
N
Lockheed Martin Corporation
DPRBOZP0K5RM2YE8UU08
LOCKHEED MARTIN CORP SR UNSECURED 10/25 4.95
539830BU2
1445000
PA
USD
1440497.7
0.6164354541
Long
DBT
CORP
US
N
2
2025-10-15
Fixed
4.950000000000
N
N
N
N
N
N
MMAF EQUIPMENT FINANCE LLC 202 MMAF 2024 A A2 144A
N/A
MMAF EQUIPMENT FINANCE LLC 202 MMAF 2024 A A2 144A
55318CAB0
850000
PA
USD
845971.94
0.3620186947
Long
ABS-O
CORP
US
N
2
2027-09-13
Fixed
5.200000000000
N
N
N
N
N
N
MPLX LP
5493000CZJ19CK4P3G36
MPLX LP SR UNSECURED 06/25 4.875
55336VAJ9
1500000
PA
USD
1486737.59
0.6362229953
Long
DBT
CORP
US
N
2
2025-06-01
Fixed
4.875000000000
N
N
N
N
N
N
WarnerMedia Holdings Inc.
N/A
WARNERMEDIA HOLDINGS INC COMPANY GUAR 03/25 3.638
55903VAZ6
1111000
PA
USD
1093772.19
0.4680604187
Long
DBT
CORP
US
N
2
2025-03-15
Fixed
3.638000000000
N
N
N
N
N
N
Micron Technology Inc.
B3DXGBC8GAIYWI2Z0172
MICRON TECHNOLOGY INC SR UNSECURED 02/26 4.975
595112BM4
2430000
PA
USD
2410146.49
1.0313794642
Long
DBT
CORP
US
N
2
2026-02-06
Fixed
4.975000000000
N
N
N
N
N
N
Toyota Auto Loan Extended Note Trust 2020-1
N/A
TOYOTA AUTO LOAN EXTENDED NOTE TALNT 2020 1A A 144A
89237JAA4
1250000
PA
USD
1203333.25
0.5149451321
Long
ABS-O
CORP
US
N
2
2033-05-25
Fixed
1.350000000000
N
N
N
N
N
N
TOYOTA AUTO RECEIVABLES 2021-D TAOT 2021 D A4
N/A
TOYOTA AUTO RECEIVABLES 2021-D TAOT 2021 D A4
89238JAD7
750000
PA
USD
709171.58
0.3034774057
Long
ABS-O
CORP
US
N
2
2027-03-15
Fixed
1.020000000000
N
N
N
N
N
N
2024-07-30
John Hancock Variable Insurance Trust
/s/Salvatore Schiavone
Salvatore Schiavone
Treasurer