# EDGAR Filing Document

**Accession Number:** 0000793347
**File Stem:** 0000793347-23-000010
**Filing Date:** 2023-2
**Character Count:** 137800
**Document Hash:** 0add33b007ad6a6707d24af6a27ffc5a
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0000793347-23-000010.hdr.sgml**: 20230224

**ACCESSION NUMBER**: 0000793347-23-000010

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20221231

**FILED AS OF DATE**: 20230224

**DATE AS OF CHANGE**: 20230224

**PERIOD START**: 20221231

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** T. Rowe Price Capital Appreciation Fund, Inc.
- **CENTRAL INDEX KEY:** 0000793347
- **IRS NUMBER:** 521465786
- **STATE OF INCORPORATION:** MD
- **FISCAL YEAR END:** 1231

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-04519
- **FILM NUMBER:** 23667430

**BUSINESS ADDRESS:**
- **STREET 1:** 100 EAST PRATT STREET
- **CITY:** BALTIMORE
- **STATE:** MD
- **ZIP:** 21202
- **BUSINESS PHONE:** 410-345-2000

**MAIL ADDRESS:**
- **STREET 1:** 100 EAST PRATT STREET
- **CITY:** BALTIMORE
- **STATE:** MD
- **ZIP:** 21202

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** T. Rowe Price Capital Appreciation Fund
- **DATE OF NAME CHANGE:** 20051018

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** PRICE T ROWE CAPITAL APPRECIATION FUND
- **DATE OF NAME CHANGE:** 19920703

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** PRICE T ROWE CAPITAL ADVANTAGE FUND
- **DATE OF NAME CHANGE:** 19860629

## Series and Classes Contracts Data

### T. Rowe Price Capital Appreciation Fund (Series ID: S000002070)

| Class ID   | Class Name                                            | Ticker Symbol   |
|:---|:---|:---|
| C000005427 | T. Rowe Price Capital Appreciation Fund               | PRWCX           |
| C000005428 | T. Rowe Price Capital Appreciation Fund-Advisor Class | PACLX           |
| C000166317 | T. Rowe Price Capital Appreciation Fund-I Class       | TRAIX           |

## Form NPORT-P: Monthly Portfolio Investments Report

### NPORT-P: Part A: General Information

**Item A.1. Information about the Registrant.**

- **a. Name of Registrant:** T. ROWE PRICE CAPITAL APPRECIATION FUND, INC.

- **b. Investment Company Act file number:** 811-04519

- **c. CIK number of Registrant:** 0000793347

- **d. LEI of Registrant:** 549300KKOU6DV2L9SH58

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

  - **Street Address 1:** 100 East Pratt Street

  - **City:** Baltimore

  - **State:** MD

  - **Foreign country:** US

  - **Zip / Postal Code:** 21202

  - **Telephone number:** 410-345-2000

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

- **a. Name of Series:** T. Rowe Price Capital Appreciation Fund, Inc.

- **b. EDGAR series identifier (if any):** S000002070

- **c. LEI of Series:** CH1EX8QIXZ08475WNI76

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

- **a. Date of fiscal year-end:** 2022-12-31

- **b. Date as of which information is reported:** 2022-12-31

**Item A.4. Final filing**

Does the Fund anticipate that this will be its final filing on Form N-PORT? **No**

### Fund Information

**Total Assets:** $45911114397.53

**Total Liabilities:** $387554383.82

**Net Assets:** $45523560013.71

**Assets Attributable to Miscellaneous Securities:** $1446310850.12

**Delayed Delivery Securities:** $59994530.12

**Cash Not Reported:** $2626247.66

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** -91.594856 | **1-Year:** -61447.605869 | **5-Year:** -68276.470593 | **10-Year:** -21820.379524 | **30-Year:** -290333.743922

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

- **3-Month:** -110.740597 | **1-Year:** -616726.948924 | **5-Year:** -1927489.734950 | **10-Year:** -410142.056426 | **30-Year:** -121940.846552

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000166317 | 3.98%                | 4.88%                | -3.26%               |
| Class ID C000005427 | 3.99%                | 4.86%                | -3.25%               |
| Class ID C000005428 | 3.95%                | 4.87%                | -3.30%               |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-36089244.61            | $1732419799.76                             |
| Month 2  | $251430119.85            | $1906314518.34                             |
| Month 3  | $92666320.53             | $-1781357822.80                            |

### Schedule of Portfolio Investments

| Name                                                                            | Title                                                                           | Identifiers                                   | Payoff Profile   | Asset Category   | Issuer Category   | Country   |    Balance | Units   | Value (USD)    | % of Net Assets   | Maturity Date   | Coupon Type   | Annualized Rate (%)   | Restricted?   |   Fair Value Level | Lending Status   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| N/A                                                                             | WAYMO LLC SER B-2 CVT PFD UNITS PP                                              | CUSIP: TC7W7JFK8<br>LEI: N/A                  | Long             | EP               | CORP              | US        |     177514 | NS      | $8375110.52    | 0.02%             |  |  |  | Yes           |                  3 | On Loan: No      |
| N/A                                                                             | WAYMO LLC SER A-2 CVT PFD UNITS PP                                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | EP               | CORP              | US        |    2141932 | NS      | $101056351.76  | 0.22%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Linde PLC                                                                       | LINDE PLC                                                                       | CUSIP: 000000000<br>LEI: 8945002PAZHZLBGKGF02 | Long             | EC               | CORP              | IE        |    1360722 | NS      | $443840301.96  | 0.97%             |  |  |  | No            |                  1 | On Loan: No      |
| Applied Systems Inc                                                             | APPLIED SYSTEMS INC                                                             | CUSIP: 03827FBB6<br>LEI: 549300NSKGF0SY5SWQ62 | Long             | LON              | CORP              | US        |   36799146 | PA      | $36587550.91   | 0.08%             | 2026-09-18      | Floating      | 9.08%                 | No            |                  2 | On Loan: No      |
| USI Inc/NY                                                                      | USI INC/NY                                                                      | CUSIP: 90351NAJ4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |  165840969 | PA      | $164064812.69  | 0.36%             | 2029-11-22      | Floating      | 8.33%                 | No            |                  2 | On Loan: No      |
| HUB International Ltd                                                           | HUB INTERNATIONAL LTD                                                           | CUSIP: 44332EAV8<br>LEI: 549300JQT6ATTUNS5E06 | Long             | LON              | CORP              | US        |   44788823 | PA      | $44254044.45   | 0.10%             | 2029-11-10      | Floating      | 8.22%                 | No            |                  2 | On Loan: No      |
| Sophia LP                                                                       | SOPHIA LP                                                                       | CUSIP: 83578BAP8<br>LEI: 549300RP8NIJ7FY7OS79 | Long             | LON              | CORP              | US        |   16545532 | PA      | $16049165.88   | 0.04%             | 2027-10-07      | Floating      | 8.57%                 | No            |                  2 | On Loan: No      |
| Azalea Topco Inc                                                                | AZALEA TOPCO INC                                                                | CUSIP: 29102TAF9<br>LEI: 549300HC42NZULO53062 | Long             | LON              | CORP              | US        |   26089546 | PA      | $23871934.15   | 0.05%             | 2026-07-24      | Floating      | 8.17%                 | No            |                  2 | On Loan: No      |
| IRB Holding Corp                                                                | IRB HOLDING CORP                                                                | CUSIP: 44988LAH0<br>LEI: 549300HVW4WNWYBXN830 | Long             | LON              | CORP              | US        |   67092611 | PA      | $65029513.30   | 0.14%             | 2027-12-15      | Floating      | 7.32%                 | No            |                  2 | On Loan: No      |
| athenahealth Inc                                                                | ATHENAHEALTH GROUP INC                                                          | CUSIP: 04686RAB9<br>LEI: 5493004JZ4RQIZBHP241 | Long             | LON              | CORP              | US        |  192224641 | PA      | $173071378.04  | 0.38%             | 2029-02-15      | Floating      | 7.82%                 | No            |                  2 | On Loan: No      |
| UKG Inc                                                                         | UKG INC                                                                         | CUSIP: 90385KAK7<br>LEI: 529900FKHWSTQ1GXK240 | Long             | LON              | CORP              | US        |  638573594 | PA      | $606644914.16  | 1.33%             | 2026-05-04      | Floating      | 7.00%                 | No            |                  2 | On Loan: No      |
| UKG Inc                                                                         | UKG INC                                                                         | CUSIP: 90385K9D5<br>LEI: 529900FKHWSTQ1GXK240 | Long             | LON              | CORP              | US        |   32910000 | PA      | $30129105.00   | 0.07%             | 2027-05-03      | Floating      | 9.00%                 | No            |                  2 | On Loan: No      |
| Ascend Learning LLC                                                             | ASCEND LEARNING LLC                                                             | CUSIP: 04349HAK0<br>LEI: 549300T466HKRLVCD610 | Long             | LON              | CORP              | US        |  170114629 | PA      | $160545681.22  | 0.35%             | 2028-12-11      | Floating      | 7.88%                 | No            |                  2 | On Loan: No      |
| Alliant Holdings Intermediate LLC                                               | ALLIANT HOLDINGS INTERMEDI                                                      | CUSIP: 01881UAJ4<br>LEI: 5493006Q26653NF8SI73 | Long             | LON              | CORP              | US        |  194093133 | PA      | $189448483.92  | 0.42%             | 2027-11-05      | Floating      | 7.44%                 | No            |                  2 | On Loan: No      |
| Sophia LP                                                                       | SOPHIA LP                                                                       | CUSIP: 83578BAN3<br>LEI: 549300RP8NIJ7FY7OS79 | Long             | LON              | CORP              | US        |   36736747 | PA      | $35382262.74   | 0.08%             | 2027-10-07      | Floating      | 8.23%                 | No            |                  2 | On Loan: No      |
| Filtration Group Corp                                                           | FILTRATION GROUP CORP                                                           | CUSIP: 31732FAR7<br>LEI: 549300ZA0D9WN5ECE978 | Long             | LON              | CORP              | US        |   59545935 | PA      | $58355016.50   | 0.13%             | 2028-10-21      | Floating      | 7.88%                 | No            |                  2 | On Loan: No      |
| Eyecare Partners LLC                                                            | EYECARE PARTNERS LLC                                                            | CUSIP: 30233PAH3<br>LEI: 254900ZAACWK09RJ8W93 | Long             | LON              | CORP              | US        |    4841602 | PA      | $4059682.88    | 0.01%             | 2028-11-15      | Floating      | 8.48%                 | No            |                  2 | On Loan: No      |
| SBA Senior Finance II LLC                                                       | SBA SENIOR FINANCE II LLC                                                       | CUSIP: 78404XAH8<br>LEI: 549300PVT2ADFWMYEW87 | Long             | LON              | CORP              | US        |   11089122 | PA      | $11039886.30   | 0.02%             | 2025-04-11      | Floating      | 6.14%                 | No            |                  2 | On Loan: No      |
| SeaWorld Parks & Entertainment Inc                                              | SEAWORLD PARKS & ENTERTA                                                        | CUSIP: 78488CAH3<br>LEI: 549300UZV72O3371JJ53 | Long             | LON              | CORP              | US        |    5972792 | PA      | $5857576.97    | 0.01%             | 2028-08-25      | Floating      | 7.44%                 | No            |                  2 | On Loan: No      |
| Acrisure LLC                                                                    | ACRISURE LLC                                                                    | CUSIP: 00488PAN5<br>LEI: 549300R0Z1Q47XRTGO22 | Long             | LON              | CORP              | US        |   25235562 | PA      | $23918518.49   | 0.05%             | 2027-02-15      | Floating      | 8.13%                 | No            |                  2 | On Loan: No      |
| Medline Borrower LP                                                             | MEDLINE BORROWER LP                                                             | CUSIP: 58503UAC7<br>LEI: 254900QT3R363TVK6F09 | Long             | LON              | CORP              | US        |  346660916 | PA      | $328974276.30  | 0.72%             | 2028-10-23      | Floating      | 7.63%                 | No            |                  2 | On Loan: No      |
| Avantor Funding Inc                                                             | AVANTOR FUNDING INC                                                             | CUSIP: 05350NAL8<br>LEI: 5493003VM0XB4U8YD238 | Long             | LON              | CORP              | US        |   40064952 | PA      | $39820155.01   | 0.09%             | 2027-11-08      | Floating      | 6.63%                 | No            |                  2 | On Loan: No      |
| TK Elevator US Newco Inc                                                        | TK ELEVATOR MIDCO GMBH                                                          | CUSIP: 000000000<br>LEI: 549300C2AFWPAYWS5574 | Long             | LON              | CORP              | US        |   72892923 | PA      | $70023128.70   | 0.15%             | 2027-07-30      | Floating      | 6.87%                 | No            |                  2 | On Loan: No      |
| ADMI Corp                                                                       | ADMI CORP                                                                       | CUSIP: 00709LAJ6<br>LEI: 5493008U1LYGMQWO7N12 | Long             | LON              | CORP              | US        |  135994330 | PA      | $123500531.34  | 0.27%             | 2027-12-23      | Floating      | 8.13%                 | No            |                  2 | On Loan: No      |
| Heartland Dental LLC                                                            | HEARTLAND DENTAL LLC                                                            | CUSIP: 42236WAQ0<br>LEI: 5493008FRC0GRKBN1075 | Long             | LON              | CORP              | US        |   20396751 | PA      | $18917986.73   | 0.04%             | 2025-04-30      | Floating      | 8.39%                 | No            |                  2 | On Loan: No      |
| Azalea Topco Inc                                                                | AZALEA TOPCO INC                                                                | CUSIP: 29102TAE2<br>LEI: 549300HC42NZULO53062 | Long             | LON              | CORP              | US        |   39969625 | PA      | $36638956.31   | 0.08%             | 2026-07-24      | Floating      | 8.13%                 | No            |                  2 | On Loan: No      |
| CoreLogic Inc                                                                   | CORELOGIC INC                                                                   | CUSIP: 000000000<br>LEI: 54930086CD8K2UIL0516 | Long             | LON              | CORP              | US        |    5985000 | PA      | $4192492.50    | 0.01%             | 2029-06-04      | Floating      | 10.94%                | No            |                  2 | On Loan: No      |
| Loire Finco Luxembourg Sarl                                                     | LOIRE FINCO LUXEMBOURG                                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | LU        |    6709342 | PA      | $6250892.53    | 0.01%             | 2027-04-21      | Floating      | 7.88%                 | No            |                  2 | On Loan: No      |
| Ryan Specialty Group LLC                                                        | RYAN SPECIALTY GROUP                                                            | CUSIP: 78350UAE5<br>LEI: 549300K52N7QBO3PYY45 | Long             | LON              | CORP              | US        |   36751819 | PA      | $36445676.44   | 0.08%             | 2027-09-01      | Floating      | 7.42%                 | No            |                  2 | On Loan: No      |
| Sunshine Luxembourg VII Sarl                                                    | SUNSHINE LUXEMBOURG VII                                                         | CUSIP: 000000000<br>LEI: 254900CHQOBZNYV4DY60 | Long             | LON              | CORP              | LU        |  118627443 | PA      | $113420884.55  | 0.25%             | 2026-10-01      | Floating      | 8.48%                 | No            |                  2 | On Loan: No      |
| Applied Systems Inc                                                             | APPLIED SYSTEMS INC                                                             | CUSIP: 03827FAX9<br>LEI: 549300NSKGF0SY5SWQ62 | Long             | LON              | CORP              | US        |  198899275 | PA      | $198030084.86  | 0.44%             | 2024-09-19      | Floating      | 6.67%                 | No            |                  2 | On Loan: No      |
| Applied Systems Inc                                                             | APPLIED SYSTEMS INC                                                             | CUSIP: 000000000<br>LEI: 549300NSKGF0SY5SWQ62 | Long             | LON              | CORP              | US        |   41230514 | PA      | $40766670.99   | 0.09%             | 2025-09-19      | Floating      | 11.33%                | No            |                  2 | On Loan: No      |
| Storable Inc                                                                    | STORABLE INC                                                                    | CUSIP: 86210LAC2<br>LEI: 2549000AWFN27KOH3F59 | Long             | LON              | CORP              | US        |    9428750 | PA      | $8957312.50    | 0.02%             | 2028-04-17      | Floating      | 8.29%                 | No            |                  2 | On Loan: No      |
| RealPage Inc                                                                    | REALPAGE INC                                                                    | CUSIP: 75605VAG7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    6300000 | PA      | $6032250.00    | 0.01%             | 2029-04-23      | Floating      | 10.88%                | No            |                  2 | On Loan: No      |
| RealPage Inc                                                                    | REALPAGE INC                                                                    | CUSIP: 75605VAD4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |  185409820 | PA      | $175953918.90  | 0.39%             | 2028-04-24      | Floating      | 7.38%                 | No            |                  2 | On Loan: No      |
| USI Inc/NY                                                                      | USI INC/NY                                                                      | CUSIP: 90351NAF2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |  183612613 | PA      | $182006002.44  | 0.40%             | 2026-12-02      | Floating      | 7.98%                 | No            |                  2 | On Loan: No      |
| ADMI Corp                                                                       | ADMI CORP                                                                       | CUSIP: 00709LAH0<br>LEI: 5493008U1LYGMQWO7N12 | Long             | LON              | CORP              | US        |   57110245 | PA      | $51656216.73   | 0.11%             | 2027-12-23      | Floating      | 7.76%                 | No            |                  2 | On Loan: No      |
| Howden Group Holdings Ltd                                                       | HOWDEN GROUP HOLDINGS LT                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | GB        |  163805254 | PA      | $159271124.20  | 0.35%             | 2027-11-12      | Floating      | 7.69%                 | No            |                  2 | On Loan: No      |
| HUB International Ltd                                                           | HUB INTERNATIONAL LTD                                                           | CUSIP: 44332EAU0<br>LEI: 549300JQT6ATTUNS5E06 | Long             | LON              | CORP              | US        |  520951529 | PA      | $515622194.39  | 1.13%             | 2025-04-25      | Floating      | 7.53%                 | No            |                  2 | On Loan: No      |
| Life Time Inc                                                                   | LIFE TIME INC                                                                   | CUSIP: 50218KAG3<br>LEI: 549300PALKE96VYH4X17 | Long             | LON              | CORP              | US        |   19802638 | PA      | $19672733.16   | 0.04%             | 2024-12-16      | Floating      | 9.48%                 | No            |                  2 | On Loan: No      |
| PetVet Care Centers LLC                                                         | PETVET CARE CENTERS LLC                                                         | CUSIP: 70476XAK1<br>LEI: 549300V0HK8MSXZNOM91 | Long             | LON              | CORP              | US        |   74252584 | PA      | $69578383.44   | 0.15%             | 2025-02-14      | Floating      | 7.88%                 | No            |                  2 | On Loan: No      |
| Woof Holdings Inc                                                               | WOOF HOLDINGS INC                                                               | CUSIP: 98082EAB0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   18412050 | PA      | $17276578.88   | 0.04%             | 2027-12-21      | Floating      | 8.10%                 | No            |                  2 | On Loan: No      |
| SkyMiles IP Ltd                                                                 | SKYMILES IP LTD                                                                 | CUSIP: 24736CBS2<br>LEI: 2549008L7P4I8VB90936 | Long             | LON              | CORP              | KY        |   56961329 | PA      | $57986632.92   | 0.13%             | 2027-10-20      | Floating      | 6.46%                 | No            |                  2 | On Loan: No      |
| Camelot US Acquisition LLC                                                      | CAMELOT US ACQUISITION LLC                                                      | CUSIP: 000000000<br>LEI: 549300U6VBJHQP2SFL81 | Long             | LON              | CORP              | US        |   22618700 | PA      | $22251145.70   | 0.05%             | 2026-10-30      | Floating      | 7.38%                 | No            |                  2 | On Loan: No      |
| Mileage Plus Holdings LLC                                                       | MILEAGE PLUS HOLDINGS IN                                                        | CUSIP: 59921PAB2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |  218759574 | PA      | $224720772.87  | 0.49%             | 2027-06-21      | Floating      | 10.00%                | No            |                  2 | On Loan: No      |
| IRB Holding Corp                                                                | IRB HOLDING CORP                                                                | CUSIP: 44988LAF4<br>LEI: 549300HVW4WNWYBXN830 | Long             | LON              | CORP              | US        |   68221758 | PA      | $67528625.06   | 0.15%             | 2025-02-05      | Floating      | 7.13%                 | No            |                  2 | On Loan: No      |
| Eyecare Partners LLC                                                            | EYECARE PARTNERS LLC                                                            | CUSIP: 30233PAB6<br>LEI: 254900ZAACWK09RJ8W93 | Long             | LON              | CORP              | US        |    9928363 | PA      | $7909628.73    | 0.02%             | 2027-02-18      | Floating      | 8.48%                 | No            |                  2 | On Loan: No      |
| Loire Finco Luxembourg Sarl                                                     | LOIRE FINCO LUXEMBOURG                                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | LU        |  110038770 | PA      | $102473604.78  | 0.23%             | 2027-04-21      | Floating      | 7.38%                 | No            |                  2 | On Loan: No      |
| Charter Communications Operating LLC                                            | CHARTER COMMUNICATIONS OPER                                                     | CUSIP: 16117LBW8<br>LEI: 549300TPZNMN50BJ3745 | Long             | LON              | CORP              | US        |   22920469 | PA      | $22766443.81   | 0.05%             | 2025-04-30      | Floating      | 6.14%                 | No            |                  2 | On Loan: No      |
| Azalea Topco Inc                                                                | AZALEA TOPCO INC                                                                | CUSIP: 29102TAB8<br>LEI: 549300HC42NZULO53062 | Long             | LON              | CORP              | US        |  142896095 | PA      | $130571307.02  | 0.29%             | 2026-07-24      | Floating      | 7.88%                 | No            |                  2 | On Loan: No      |
| Hilton Worldwide Finance LLC                                                    | HILTON WORLDWIDE FINANCE                                                        | CUSIP: 43289DAH6<br>LEI: 549300406TN7EY0NPH20 | Long             | LON              | CORP              | US        |   21002377 | PA      | $20918787.71   | 0.05%             | 2026-06-22      | Floating      | 6.17%                 | No            |                  2 | On Loan: No      |
| Alliant Holdings Intermediate LLC                                               | ALLIANT HOLDINGS INTERMEDI                                                      | CUSIP: 01881UAF2<br>LEI: 5493006Q26653NF8SI73 | Long             | LON              | CORP              | US        |   75025227 | PA      | $73966620.80   | 0.16%             | 2025-05-09      | Floating      | 7.63%                 | No            |                  2 | On Loan: No      |
| PetVet Care Centers LLC                                                         | PETVET CARE CENTERS LLC                                                         | CUSIP: 70476XAH8<br>LEI: 549300V0HK8MSXZNOM91 | Long             | LON              | CORP              | US        |   48760617 | PA      | $45484390.86   | 0.10%             | 2025-02-14      | Floating      | 7.63%                 | No            |                  2 | On Loan: No      |
| ADMI Corp                                                                       | ADMI CORP                                                                       | CUSIP: 00709LAF4<br>LEI: 5493008U1LYGMQWO7N12 | Long             | LON              | CORP              | US        |   16873615 | PA      | $15848036.71   | 0.03%             | 2025-04-30      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| Alliant Holdings Intermediate LLC                                               | ALLIANT HOLDINGS INTERMEDI                                                      | CUSIP: 01881UAE5<br>LEI: 5493006Q26653NF8SI73 | Long             | LON              | CORP              | US        |  154987601 | PA      | $152779027.21  | 0.34%             | 2025-05-09      | Floating      | 7.63%                 | No            |                  2 | On Loan: No      |
| HUB International Ltd                                                           | HUB INTERNATIONAL LTD                                                           | CUSIP: 44332EAP1<br>LEI: 549300JQT6ATTUNS5E06 | Long             | LON              | CORP              | US        |  767567336 | PA      | $758295122.51  | 1.67%             | 2025-04-25      | Floating      | 7.33%                 | No            |                  2 | On Loan: No      |
| Heartland Dental LLC                                                            | HEARTLAND DENTAL LLC                                                            | CUSIP: 42236WAH0<br>LEI: 5493008FRC0GRKBN1075 | Long             | LON              | CORP              | US        |  168692519 | PA      | $155534502.20  | 0.34%             | 2025-04-30      | Floating      | 8.13%                 | No            |                  2 | On Loan: No      |
| Filtration Group Corp                                                           | FILTRATION GROUP CORP                                                           | CUSIP: 31732FAN6<br>LEI: 549300ZA0D9WN5ECE978 | Long             | LON              | CORP              | US        |   50688540 | PA      | $52315428.38   | 0.11%             | 2025-03-31      | Floating      | 5.40%                 | No            |                  2 | On Loan: No      |
| Filtration Group Corp                                                           | FILTRATION GROUP CORP                                                           | CUSIP: 31732FAM8<br>LEI: 549300ZA0D9WN5ECE978 | Long             | LON              | CORP              | US        |   74496260 | PA      | $73596344.72   | 0.16%             | 2025-03-31      | Floating      | 7.38%                 | No            |                  2 | On Loan: No      |
| PetVet Care Centers LLC                                                         | PETVET CARE CENTERS LLC                                                         | CUSIP: 70476XAF2<br>LEI: 549300V0HK8MSXZNOM91 | Long             | LON              | CORP              | US        |    3982000 | PA      | $3660134.98    | 0.01%             | 2026-02-13      | Floating      | 10.63%                | No            |                  2 | On Loan: No      |
| PetVet Care Centers LLC                                                         | PETVET CARE CENTERS LLC                                                         | CUSIP: 70476XAC9<br>LEI: 549300V0HK8MSXZNOM91 | Long             | LON              | CORP              | US        |   11463917 | PA      | $10668665.46   | 0.02%             | 2025-02-14      | Floating      | 7.13%                 | No            |                  2 | On Loan: No      |
| Alcon Inc                                                                       | ALCON INC                                                                       | CUSIP: 000000000<br>LEI: 549300LDT5AP8S0NBM78 | Long             | EC               | CORP              | CH        |    6965090 | NS      | $477937279.35  | 1.05%             |  |  |  | No            |                  2 | On Loan: No      |
| TE CONNECTIVITY LTD                                                             | TEL US 01/20/23 C120                                                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |      -5810 | NC      | $-668150.00    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                                          | UNH US 01/19/24 C600                                                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |      -2209 | NC      | $-8018670.00   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                                          | UNH US 01/19/24 C580                                                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |      -2096 | NC      | $-8698400.00   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| ALPHABET INC                                                                    | GOOGL US 01/19/24 C120                                                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |     -11767 | NC      | $-4736217.50   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| YUM! BRANDS INC                                                                 | YUM US 01/19/24 C150                                                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |      -2241 | NC      | $-1378215.00   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| YUM! BRANDS INC                                                                 | YUM US 01/19/24 C145                                                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |      -2241 | NC      | $-1747980.00   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| YUM! BRANDS INC                                                                 | YUM US 01/19/24 C140                                                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |      -9000 | NC      | $-8775000.00   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| STARBUCKS CORP                                                                  | SBUX US 01/19/24 C105                                                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |      -3666 | NC      | $-4115085.00   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| STARBUCKS CORP                                                                  | SBUX US 01/19/24 C100                                                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |      -3666 | NC      | $-4976595.00   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| MICROSOFT CORP                                                                  | MSFT US 01/19/24 C300                                                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |      -9507 | NC      | $-11741145.00  | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| KEURIG DR PEPPER INC                                                            | KDP US 01/20/23 C42                                                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |      -7350 | NC      | $-18375.00     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| KEURIG DR PEPPER INC                                                            | KDP US 01/20/23 C40                                                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |      -7350 | NC      | $-18375.00     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HILTON WORLDWIDE HOLDINGS INC                                                   | HLT US 01/19/24 C150                                                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |      -3037 | NC      | $-3219220.00   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| HILTON WORLDWIDE HOLDINGS INC                                                   | HLT US 01/19/24 C145                                                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |      -3037 | NC      | $-3689955.00   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| GENERAL ELECTRIC CO                                                             | GE US 01/20/23 C110                                                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |      -9609 | NC      | $-24022.50     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GENERAL ELECTRIC CO                                                             | GE US 01/20/23 C95                                                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |      -7280 | NC      | $-69160.00     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GENERAL ELECTRIC CO                                                             | GE US 01/20/23 C90                                                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |      -7280 | NC      | $-353080.00    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GENERAL ELECTRIC CO                                                             | GE US 01/20/23 C85                                                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |      -7280 | NC      | $-1401400.00   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                                          | UNH US 01/20/23 C580                                                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |      -1014 | NC      | $-70473.00     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                                          | UNH US 01/20/23 C560                                                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |      -1014 | NC      | $-259077.00    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MICROSOFT CORP                                                                  | MSFT US 01/20/23 C365                                                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |      -1603 | NC      | $-801.50       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ALPHABET INC                                                                    | GOOGL US 01/20/23 C175                                                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |      -2380 | NC      | $-1190.00      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ALPHABET INC                                                                    | GOOGL US 01/20/23 C170                                                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |      -2380 | NC      | $-1190.00      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ALPHABET INC                                                                    | GOOGL US 01/20/23 C165                                                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |      -2380 | NC      | $-1190.00      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MICROSOFT CORP                                                                  | MSFT US 01/20/23 C355                                                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |      -2320 | NC      | $-1160.00      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MICROSOFT CORP                                                                  | MSFT US 01/20/23 C360                                                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |      -2321 | NC      | $-1160.50      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MICROSOFT CORP                                                                  | MSFT US 01/20/23 C360                                                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |      -2310 | NC      | $-1155.00      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MICROSOFT CORP                                                                  | MSFT US 01/20/23 C350                                                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |      -2320 | NC      | $-1160.00      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MICROSOFT CORP                                                                  | MSFT US 01/20/23 C350                                                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |       -905 | NC      | $-452.50       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MICROSOFT CORP                                                                  | MSFT US 01/20/23 C350                                                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |      -1372 | NC      | $-686.00       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MICROSOFT CORP                                                                  | MSFT US 01/20/23 C350                                                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |      -4452 | NC      | $-2226.00      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MICROSOFT CORP                                                                  | MSFT US 01/20/23 C340                                                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |       -905 | NC      | $-452.50       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MICROSOFT CORP                                                                  | MSFT US 01/20/23 C340                                                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |      -4452 | NC      | $-2226.00      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MICROSOFT CORP                                                                  | MSFT US 01/20/23 C340                                                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |      -1372 | NC      | $-686.00       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ALPHABET INC                                                                    | GOOGL US 01/20/23 C160                                                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |      -2380 | NC      | $-1190.00      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                                          | UNH US 01/20/23 C540                                                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |      -1794 | NC      | $-1466595.00   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| PNC FINANCIAL SERVICES GROUP INC/THE                                            | PNC US 01/20/23 C230                                                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |      -3221 | NC      | $-8052.50      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| PNC FINANCIAL SERVICES GROUP INC/THE                                            | PNC US 01/20/23 C220                                                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |      -3221 | NC      | $-16105.00     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| PNC FINANCIAL SERVICES GROUP INC/THE                                            | PNC US 01/20/23 C200                                                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |      -1946 | NC      | $-24325.00     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| PNC FINANCIAL SERVICES GROUP INC/THE                                            | PNC US 01/20/23 C195                                                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |      -1946 | NC      | $-34055.00     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| PNC FINANCIAL SERVICES GROUP INC/THE                                            | PNC US 01/20/23 C190                                                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |      -1946 | NC      | $-24325.00     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| YUM! BRANDS INC                                                                 | YUM US 01/20/23 C150                                                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |      -2042 | NC      | $-5105.00      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| YUM! BRANDS INC                                                                 | YUM US 01/20/23 C145                                                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |      -2042 | NC      | $-10210.00     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MICROSOFT CORP                                                                  | MSFT US 01/20/23 C330                                                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |       -905 | NC      | $-452.50       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MICROSOFT CORP                                                                  | MSFT US 01/20/23 C330                                                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |      -1372 | NC      | $-686.00       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MICROSOFT CORP                                                                  | MSFT US 01/20/23 C330                                                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |      -2142 | NC      | $-1071.00      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MICROSOFT CORP                                                                  | MSFT US 01/20/23 C325                                                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |      -4370 | NC      | $-2185.00      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| AMAZON.COM INC                                                                  | AMZN US 01/20/23 C255                                                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |      -1260 | NC      | $-630.00       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| AMAZON.COM INC                                                                  | AMZN US 01/20/23 C250                                                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |      -1260 | NC      | $-630.00       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| AMAZON.COM INC                                                                  | AMZN US 01/20/23 C245                                                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |      -1260 | NC      | $-630.00       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| STARBUCKS CORP                                                                  | SBUX US 01/20/23 C97.5                                                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |      -5442 | NC      | $-2013540.00   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| THERMO FISHER SCIENTIFIC INC                                                    | TMO US 01/20/23 C640                                                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |       -961 | NC      | $-48050.00     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| STARBUCKS CORP                                                                  | SBUX US 01/20/23 C105                                                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |      -5442 | NC      | $-321078.00    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| STARBUCKS CORP                                                                  | SBUX US 01/20/23 C100                                                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |      -5442 | NC      | $-1219008.00   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MICROSOFT CORP                                                                  | MSFT US 01/20/23 C320                                                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |      -2277 | NC      | $-3415.50      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| AMAZON.COM INC                                                                  | AMZN US 01/20/23 C240                                                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |      -1260 | NC      | $-630.00       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| AMAZON.COM INC                                                                  | AMZN US 01/20/23 C235                                                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |      -1260 | NC      | $-630.00       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| AMAZON.COM INC                                                                  | AMZN US 01/20/23 C230                                                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |      -1260 | NC      | $-630.00       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| AMAZON.COM INC                                                                  | AMZN US 01/20/23 C225                                                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |      -1260 | NC      | $-630.00       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| AMAZON.COM INC                                                                  | AMZN US 01/20/23 C225                                                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |      -1220 | NC      | $-610.00       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| AMAZON.COM INC                                                                  | AMZN US 01/20/23 C220                                                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |      -1220 | NC      | $-610.00       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| AMAZON.COM INC                                                                  | AMZN US 01/20/23 C215                                                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |      -1220 | NC      | $-610.00       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| AMAZON.COM INC                                                                  | AMZN US 01/20/23 C210                                                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |      -1220 | NC      | $-610.00       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| AMAZON.COM INC                                                                  | AMZN US 01/20/23 C210                                                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |      -3200 | NC      | $-1600.00      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| AMAZON.COM INC                                                                  | AMZN US 01/20/23 C205                                                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |      -1220 | NC      | $-610.00       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| AMAZON.COM INC                                                                  | AMZN US 01/20/23 C205                                                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |      -3200 | NC      | $-1600.00      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| AMAZON.COM INC                                                                  | AMZN US 01/20/23 C200                                                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |      -3200 | NC      | $-1600.00      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| AMAZON.COM INC                                                                  | AMZN US 01/20/23 C200                                                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |      -1220 | NC      | $-610.00       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| AMAZON.COM INC                                                                  | AMZN US 01/20/23 C195                                                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |      -3200 | NC      | $-1600.00      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| AMAZON.COM INC                                                                  | AMZN US 01/20/23 C190                                                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |      -1860 | NC      | $-930.00       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| AMAZON.COM INC                                                                  | AMZN US 01/20/23 C190                                                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |      -3200 | NC      | $-1600.00      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| AMAZON.COM INC                                                                  | AMZN US 01/20/23 C185                                                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |      -1860 | NC      | $-930.00       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| AMAZON.COM INC                                                                  | AMZN US 01/20/23 C180                                                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |      -1860 | NC      | $-930.00       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| AMAZON.COM INC                                                                  | AMZN US 01/20/23 C175                                                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |      -8400 | NC      | $-4200.00      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| APPLE INC                                                                       | AAPL US 01/20/23 C180                                                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |      -5100 | NC      | $-2550.00      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| APPLE INC                                                                       | AAPL US 01/20/23 C175                                                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |      -5100 | NC      | $-7650.00      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| APPLE INC                                                                       | AAPL US 01/20/23 C170                                                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |      -5100 | NC      | $-7650.00      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| TE Connectivity Ltd                                                             | TE CONNECTIVITY LTD                                                             | CUSIP: 000000000<br>LEI: 894500ZRIX9K13RHXR17 | Long             | EC               | CORP              | CH        |    5841845 | NS      | $670643806.00  | 1.47%             |  |  |  | No            |                  1 | On Loan: No      |
| NXP Semiconductors NV                                                           | NXP SEMICONDUCTORS NV                                                           | CUSIP: 000000000<br>LEI: 724500M9BY5293JDF951 | Long             | EC               | CORP              | NL        |    5153173 | NS      | $814355929.19  | 1.79%             |  |  |  | No            |                  1 | On Loan: No      |
| Yum  Brands Inc                                                                 | YUM! BRANDS INC                                                                 | CUSIP: 988498AR2<br>LEI: 549300JE8XHZZ7OHN517 | Long             | DBT              | CORP              | US        |   54315000 | PA      | $50241375.00   | 0.11%             | 2032-04-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Yum  Brands Inc                                                                 | YUM! BRANDS INC                                                                 | CUSIP: 988498AP6<br>LEI: 549300JE8XHZZ7OHN517 | Long             | DBT              | CORP              | US        |   70819000 | PA      | $62674815.00   | 0.14%             | 2032-01-31      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Yum  Brands Inc                                                                 | YUM! BRANDS INC                                                                 | CUSIP: 988498AN1<br>LEI: 549300JE8XHZZ7OHN517 | Long             | DBT              | CORP              | US        |   34665000 | PA      | $28945275.00   | 0.06%             | 2031-03-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Yum  Brands Inc                                                                 | YUM! BRANDS INC                                                                 | CUSIP: 988498AL5<br>LEI: 549300JE8XHZZ7OHN517 | Long             | DBT              | CORP              | US        |   23469000 | PA      | $21532807.50   | 0.05%             | 2030-01-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Yum  Brands Inc                                                                 | YUM! BRANDS INC                                                                 | CUSIP: 988498AK7<br>LEI: 549300JE8XHZZ7OHN517 | Long             | DBT              | CORP              | US        |   72633000 | PA      | $60013016.25   | 0.13%             | 2043-11-01      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Yum  Brands Inc                                                                 | YUM! BRANDS INC                                                                 | CUSIP: 988498AD3<br>LEI: 549300JE8XHZZ7OHN517 | Long             | DBT              | CORP              | US        |   30316000 | PA      | $30694950.00   | 0.07%             | 2037-11-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Yum  Brands Inc                                                                 | YUM! BRANDS INC                                                                 | CUSIP: 988498101<br>LEI: 549300JE8XHZZ7OHN517 | Long             | EC               | CORP              | US        |    7090128 | NS      | $908103594.24  | 1.99%             |  |  |  | No            |                  1 | On Loan: No      |
| Xcel Energy Inc                                                                 | XCEL ENERGY INC                                                                 | CUSIP: 98389B100<br>LEI: LGJNMI9GH8XIDG5RCM61 | Long             | EC               | CORP              | US        |    5227400 | NS      | $366493014.00  | 0.81%             |  |  |  | No            |                  1 | On Loan: No      |
| Waste Connections Inc                                                           | WASTE CONNECTIONS INC                                                           | CUSIP: 94106B101<br>LEI: 549300HDLRTPBQU69P29 | Long             | EC               | CORP              | CA        |    4439653 | NS      | $588520401.68  | 1.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Visa Inc                                                                        | VISA INC                                                                        | CUSIP: 92826C839<br>LEI: 549300JZ4OKEHW3DPJ59 | Long             | EC               | CORP              | US        |    1385400 | NS      | $287830704.00  | 0.63%             |  |  |  | No            |                  1 | On Loan: No      |
| Vail Resorts Inc                                                                | VAIL RESORTS INC                                                                | CUSIP: 91879QAL3<br>LEI: 529900PSZHRNU9HKH870 | Long             | DBT              | CORP              | US        |   10632000 | PA      | $10632000.00   | 0.02%             | 2025-05-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| USI Inc/NY                                                                      | USI INC/NY                                                                      | CUSIP: 91739VAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  119087000 | PA      | $116556401.25  | 0.26%             | 2025-05-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group Inc                                                          | UNITEDHEALTH GROUP INC                                                          | CUSIP: 91324P102<br>LEI: 549300GHBMY8T5GXDE41 | Long             | EC               | CORP              | US        |    1693153 | NS      | $897675857.54  | 1.97%             |  |  |  | No            |                  1 | On Loan: No      |
| United States Treasury Note/Bond                                                | UNITED STATES TREASURY NOTE/BOND                                                | CUSIP: 91282CFF3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        | 4473285900 | PA      | $4068593316.23 | 8.94%             | 2032-08-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| US Airways 2013-1 Class A Pass Through Trust                                    | US AIRWAYS 2013-1 CLASS A PASS THROUGH TRUST                                    | CUSIP: 90346WAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    4866607 | PA      | $4434695.80    | 0.01%             | 2027-05-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| US Airways 2012-2 Class A Pass Through Trust                                    | US AIRWAYS 2012-2 CLASS A PASS THROUGH TRUST                                    | CUSIP: 90345WAD6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     822229 | PA      | $744117.40     | 0.00%             | 2025-06-03      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| US Airways 2010-1 Class A Pass Through Trust                                    | US AIRWAYS 2010-1 CLASS A PASS THROUGH TRUST                                    | CUSIP: 90345KAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    4170556 | PA      | $4087145.06    | 0.01%             | 2023-04-22      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Twilio Inc                                                                      | TWILIO INC                                                                      | CUSIP: 90138FAC6<br>LEI: 5493004W8TRGD63APX93 | Long             | DBT              | CORP              | US        |    1215000 | PA      | $985668.75     | 0.00%             | 2029-03-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| TransUnion                                                                      | TRANSUNION                                                                      | CUSIP: 89400J107<br>LEI: 549300ZS772LUNUMRB03 | Long             | EC               | CORP              | US        |   10150553 | NS      | $576043882.75  | 1.27%             |  |  |  | No            |                  1 | On Loan: No      |
| TransDigm UK Holdings PLC                                                       | TRANSDIGM UK HOLDINGS PLC                                                       | CUSIP: 89365DAB9<br>LEI: 549300JTYP71LZZSE903 | Long             | DBT              | CORP              | GB        |    3025000 | PA      | $2972062.50    | 0.01%             | 2026-05-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| TransDigm Inc                                                                   | TRANSDIGM INC                                                                   | CUSIP: 893647BL0<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |   27161000 | PA      | $25259730.00   | 0.06%             | 2027-11-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| TransDigm Inc                                                                   | TRANSDIGM INC                                                                   | CUSIP: 893647BE6<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |   35666000 | PA      | $34997262.50   | 0.08%             | 2026-03-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| TransDigm Inc                                                                   | TRANSDIGM INC                                                                   | CUSIP: 893647BB2<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |    5780000 | PA      | $5628275.00    | 0.01%             | 2026-06-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Thermo Fisher Scientific Inc                                                    | THERMO FISHER SCIENTIFIC INC                                                    | CUSIP: 883556102<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | EC               | CORP              | US        |    1548504 | NS      | $852745667.76  | 1.87%             |  |  |  | No            |                  1 | On Loan: No      |
| Texas Instruments Inc                                                           | TEXAS INSTRUMENTS INC                                                           | CUSIP: 882508104<br>LEI: WDJNR2L6D8RWOEB8T652 | Long             | EC               | CORP              | US        |    3912129 | NS      | $646361953.38  | 1.42%             |  |  |  | No            |                  1 | On Loan: No      |
| Teleflex Inc                                                                    | TELEFLEX INC                                                                    | CUSIP: 879369AG1<br>LEI: UUL85LWXB4NGSWWXIQ25 | Long             | DBT              | CORP              | US        |    5425000 | PA      | $4991000.00    | 0.01%             | 2028-06-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Teleflex Inc                                                                    | TELEFLEX INC                                                                    | CUSIP: 879369AF3<br>LEI: UUL85LWXB4NGSWWXIQ25 | Long             | DBT              | CORP              | US        |   31460000 | PA      | $29808350.00   | 0.07%             | 2027-11-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Teleflex Inc                                                                    | TELEFLEX INC                                                                    | CUSIP: 879369106<br>LEI: UUL85LWXB4NGSWWXIQ25 | Long             | EC               | CORP              | US        |    2087469 | NS      | $521094886.47  | 1.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Teledyne Technologies Inc                                                       | TELEDYNE TECHNOLOGIES INC                                                       | CUSIP: 879360105<br>LEI: 549300VSMO9KYQWDND94 | Long             | EC               | CORP              | US        |    1324093 | NS      | $529518031.63  | 1.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Surgery Center Holdings Inc                                                     | SURGERY CENTER HOLDINGS INC                                                     | CUSIP: 86881WAD4<br>LEI: 54930054EVI5HWPPW113 | Long             | DBT              | CORP              | US        |   29147000 | PA      | $29438470.00   | 0.06%             | 2027-04-15      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| Starbucks Corp                                                                  | STARBUCKS CORP                                                                  | CUSIP: 855244109<br>LEI: OQSJ1DU9TAOC51A47K68 | Long             | EC               | CORP              | US        |    2365800 | NS      | $234687360.00  | 0.52%             |  |  |  | No            |                  1 | On Loan: No      |
| Spotify USA Inc                                                                 | SPOTIFY USA INC                                                                 | CUSIP: 84921RAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   44593000 | PA      | $36085413.68   | 0.08%             | 2026-03-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Mirant Corp/Old                                                                 | MIRANT CORP 144A ESCROW                                                         | CUSIP: 8428159A2<br>LEI: N/A                  | Long             | EC               | CORP              | US        |   16000000 | NS      | $0.00          | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Delta Air Lines Inc / SkyMiles IP Ltd                                           | DELTA AIR LINES INC / SKYMILES IP LTD                                           | CUSIP: 830867AB3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   37425000 | PA      | $35138332.50   | 0.08%             | 2028-10-20      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Six Flags Theme Parks Inc                                                       | SIX FLAGS THEME PARKS INC                                                       | CUSIP: 83001WAC8<br>LEI: 5493003MX0ZXTM8EVY68 | Long             | DBT              | CORP              | US        |   29908000 | PA      | $30057540.00   | 0.07%             | 2025-07-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Six Flags Entertainment Corp                                                    | SIX FLAGS ENTERTAINMENT CORP                                                    | CUSIP: 83001AAC6<br>LEI: 549300JYTDUAA4JQ3717 | Long             | DBT              | CORP              | US        |  115949000 | PA      | $105803462.50  | 0.23%             | 2027-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Six Flags Entertainment Corp                                                    | SIX FLAGS ENTERTAINMENT CORP                                                    | CUSIP: 83001AAB8<br>LEI: 549300JYTDUAA4JQ3717 | Long             | DBT              | CORP              | US        |  186526000 | PA      | $179997590.00  | 0.40%             | 2024-07-31      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Sirius XM Radio Inc                                                             | SIRIUS XM RADIO INC                                                             | CUSIP: 82967NBA5<br>LEI: WP5O65E6BMU84LNO4227 | Long             | DBT              | CORP              | US        |   15665000 | PA      | $14470543.75   | 0.03%             | 2027-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Service Corp International/US                                                   | SERVICE CORP INTERNATIONAL/US                                                   | CUSIP: 817565CF9<br>LEI: 549300RKVM2ME20JHZ15 | Long             | DBT              | CORP              | US        |   25751000 | PA      | $20922687.50   | 0.05%             | 2030-08-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Sensata Technologies Inc                                                        | SENSATA TECHNOLOGIES INC                                                        | CUSIP: 81728UAB0<br>LEI: 5493002MMDDCUNV7NY90 | Long             | DBT              | CORP              | US        |   20020000 | PA      | $16466450.00   | 0.04%             | 2031-02-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Sensata Technologies Inc                                                        | SENSATA TECHNOLOGIES INC                                                        | CUSIP: 81728UAA2<br>LEI: 5493002MMDDCUNV7NY90 | Long             | DBT              | CORP              | US        |    8826000 | PA      | $7711717.50    | 0.02%             | 2030-02-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Sensata Technologies BV                                                         | SENSATA TECHNOLOGIES BV                                                         | CUSIP: 81725WAL7<br>LEI: PUCKW5P5O3XMOZVH7T53 | Long             | DBT              | CORP              | NL        |   10247000 | PA      | $9683415.00    | 0.02%             | 2030-09-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Sensata Technologies BV                                                         | SENSATA TECHNOLOGIES BV                                                         | CUSIP: 81725WAK9<br>LEI: PUCKW5P5O3XMOZVH7T53 | Long             | DBT              | CORP              | NL        |   37430000 | PA      | $32283375.00   | 0.07%             | 2029-04-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Sensata Technologies BV                                                         | SENSATA TECHNOLOGIES BV                                                         | CUSIP: 81725WAJ2<br>LEI: PUCKW5P5O3XMOZVH7T53 | Long             | DBT              | CORP              | NL        |   23800000 | PA      | $23086000.00   | 0.05%             | 2025-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Sensata Technologies BV                                                         | SENSATA TECHNOLOGIES BV                                                         | CUSIP: 81725WAH6<br>LEI: PUCKW5P5O3XMOZVH7T53 | Long             | DBT              | CORP              | NL        |    6670000 | PA      | $6586625.00    | 0.01%             | 2024-11-01      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Charles Schwab Corp/The                                                         | CHARLES SCHWAB CORP/THE                                                         | CUSIP: 808513600<br>LEI: 549300VSGCJ7E698NM85 | Long             | EP               | CORP              | US        |      95800 | NS      | $2259922.00    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Salesforce Inc                                                                  | SALESFORCE INC                                                                  | CUSIP: 79466L302<br>LEI: RCGZFPDMRW58VJ54VR07 | Long             | EC               | CORP              | US        |    3021210 | NS      | $400582233.90  | 0.88%             |  |  |  | No            |                  1 | On Loan: No      |
| SBA Communications Corp                                                         | SBA COMMUNICATIONS CORP                                                         | CUSIP: 78410GAG9<br>LEI: 5299001HX8ZN8Y8QIT49 | Long             | DBT              | CORP              | US        |   48386000 | PA      | $40220862.50   | 0.09%             | 2029-02-01      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| SBA Communications Corp                                                         | SBA COMMUNICATIONS CORP                                                         | CUSIP: 78410GAD6<br>LEI: 5299001HX8ZN8Y8QIT49 | Long             | DBT              | CORP              | US        |   34256000 | PA      | $31087320.00   | 0.07%             | 2027-02-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| S&P Global Inc                                                                  | S&P GLOBAL INC                                                                  | CUSIP: 78409V104<br>LEI: Y6X4K52KMJMZE7I7MY94 | Long             | EC               | CORP              | US        |     442390 | NS      | $148174106.60  | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| SCE Trust IV                                                                    | SCE TRUST IV                                                                    | CUSIP: 78409G206<br>LEI: N/A                  | Long             | EP               | CORP              | US        |    1639624 | NS      | $29677194.40   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| SBA Tower Trust                                                                 | SBA TOWER TRUST                                                                 | CUSIP: 78403DAZ3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    2575000 | PA      | $2579033.74    | 0.01%             | 2028-01-15      | Fixed         | 6.60%                 | No            |                  2 | On Loan: No      |
| Ryan Specialty Group LLC                                                        | RYAN SPECIALTY GROUP LLC                                                        | CUSIP: 78351MAA0<br>LEI: 549300K52N7QBO3PYY45 | Long             | DBT              | CORP              | US        |    2890000 | PA      | $2510687.50    | 0.01%             | 2030-02-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| T Rowe Price Institutional Floating Rate Fund                                   | T ROWE PR INST FLOAT RT-INV                                                     | CUSIP: 77958B402<br>LEI: 863VOPTBPYYVTH00FU88 | Long             | EC               | RF                | US        |   81054416 | NS      | $744079540.51  | 1.63%             |  |  |  | No            |                  1 | On Loan: No      |
| Roper Technologies Inc                                                          | ROPER TECHNOLOGIES INC                                                          | CUSIP: 776696106<br>LEI: 54930003T4SXCIWVXY35 | Long             | EC               | CORP              | US        |    1291022 | NS      | $557837695.98  | 1.23%             |  |  |  | No            |                  1 | On Loan: No      |
| T Rowe Price Government Reserve Investment Fund                                 | T ROWE PRICE GOVERNMENT RESERVE INVESTMENT FUND                                 | CUSIP: 76105Y109<br>LEI: 5493007QR86JJLYO6D96 | Long             | STIV             | RF                | US        | 2701402636 | NS      | $2701402636.17 | 5.93%             |  |  |  | No            |                  1 | On Loan: No      |
| Public Service Enterprise Group Inc                                             | PUBLIC SERVICE ENTERPRISE GROUP INC                                             | CUSIP: 744573106<br>LEI: PUSS41EMO3E6XXNV3U28 | Long             | EC               | CORP              | US        |    2857600 | NS      | $175085152.00  | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| Pioneer Natural Resources Co                                                    | PIONEER NATURAL RESOURCES CO                                                    | CUSIP: 723787107<br>LEI: FY8JBF7CCL2VE4F1B628 | Long             | EC               | CORP              | US        |     888700 | NS      | $202970193.00  | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| PerkinElmer Inc                                                                 | PERKINELMER INC                                                                 | CUSIP: 714046109<br>LEI: 549300IKL1SDPFI7N655 | Long             | EC               | CORP              | US        |    5883026 | NS      | $824917905.72  | 1.81%             |  |  |  | No            |                  1 | On Loan: No      |
| Clarios Global LP / Clarios US Finance Co                                       | CLARIOS GLOBAL LP / CLARIOS US FINANCE CO                                       | CUSIP: 69867DAC2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   76610000 | PA      | $74886275.00   | 0.16%             | 2027-05-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Clarios Global LP / Clarios US Finance Co                                       | CLARIOS GLOBAL LP / CLARIOS US FINANCE CO                                       | CUSIP: 69867DAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   21486000 | PA      | $21002565.00   | 0.05%             | 2026-05-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| PNC Financial Services Group Inc/The                                            | PNC FINANCIAL SERVICES GROUP INC/THE                                            | CUSIP: 693475105<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | EC               | CORP              | US        |    8306093 | NS      | $1311864328.42 | 2.88%             |  |  |  | No            |                  1 | On Loan: No      |
| NVIDIA Corp                                                                     | NVIDIA CORP                                                                     | CUSIP: 67066G104<br>LEI: 549300S4KLFTLO7GSQ80 | Long             | EC               | CORP              | US        |    2197800 | NS      | $321186492.00  | 0.71%             |  |  |  | No            |                  1 | On Loan: No      |
| NiSource Inc                                                                    | NISOURCE INC                                                                    | CUSIP: 65473PAG0<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |   20039000 | PA      | $18636270.00   | 0.04%             | N/A             | Variable      | 5.65%                 | No            |                  2 | On Loan: No      |
| NiSource Inc                                                                    | NISOURCE INC                                                                    | CUSIP: 65473P881<br>LEI: 549300D8GOWWH0SJB189 | Long             | EP               | CORP              | US        |     535122 | NS      | $12998113.38   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Mobileye Global Inc                                                             | MOBILEYE GLOBAL INC                                                             | CUSIP: 60741F104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     771493 | NS      | $27048544.58   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Mileage Plus Holdings LLC / Mileage Plus Intellectual Property Assets Ltd       | MILEAGE PLUS HOLDINGS LLC / MILEAGE PLUS INTELLECTUAL PROPERTY ASSETS LTD       | CUSIP: 599191AA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   35507288 | PA      | $35107831.19   | 0.08%             | 2027-06-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Microsoft Corp                                                                  | MICROSOFT CORP                                                                  | CUSIP: 594918104<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | EC               | CORP              | US        |    9922427 | NS      | $2379596443.14 | 5.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Mattel Inc                                                                      | MATTEL INC                                                                      | CUSIP: 577081BF8<br>LEI: 549300VELLG24KHTJ564 | Long             | DBT              | CORP              | US        |   16096000 | PA      | $14084000.00   | 0.03%             | 2029-04-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Mattel Inc                                                                      | MATTEL INC                                                                      | CUSIP: 577081BE1<br>LEI: 549300VELLG24KHTJ564 | Long             | DBT              | CORP              | US        |    7552000 | PA      | $6919520.00    | 0.02%             | 2026-04-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Mattel Inc                                                                      | MATTEL INC                                                                      | CUSIP: 577081BD3<br>LEI: 549300VELLG24KHTJ564 | Long             | DBT              | CORP              | US        |    5795000 | PA      | $5657368.75    | 0.01%             | 2027-12-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Mastercard Inc                                                                  | MASTERCARD INC                                                                  | CUSIP: 57636Q104<br>LEI: AR5L2ODV9HN37376R084 | Long             | EC               | CORP              | US        |     965000 | NS      | $335559450.00  | 0.74%             |  |  |  | No            |                  1 | On Loan: No      |
| Marsh & McLennan Cos Inc                                                        | MARSH & MCLENNAN COS INC                                                        | CUSIP: 571748102<br>LEI: 549300XMP3KDCKJXIU47 | Long             | EC               | CORP              | US        |    2049018 | NS      | $339071498.64  | 0.74%             |  |  |  | No            |                  1 | On Loan: No      |
| MSCI Inc                                                                        | MSCI INC                                                                        | CUSIP: 55354GAQ3<br>LEI: 549300HTIN2PD78UB763 | Long             | DBT              | CORP              | US        |   17534000 | PA      | $13545015.00   | 0.03%             | 2033-08-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| MSCI Inc                                                                        | MSCI INC                                                                        | CUSIP: 55354GAM2<br>LEI: 549300HTIN2PD78UB763 | Long             | DBT              | CORP              | US        |   19344000 | PA      | $16055520.00   | 0.04%             | 2031-11-01      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| MSCI Inc                                                                        | MSCI INC                                                                        | CUSIP: 55354GAL4<br>LEI: 549300HTIN2PD78UB763 | Long             | DBT              | CORP              | US        |   23764000 | PA      | $19694415.00   | 0.04%             | 2031-02-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| MSCI Inc                                                                        | MSCI INC                                                                        | CUSIP: 55354GAK6<br>LEI: 549300HTIN2PD78UB763 | Long             | DBT              | CORP              | US        |   45782000 | PA      | $37999060.00   | 0.08%             | 2030-09-01      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| MSCI Inc                                                                        | MSCI INC                                                                        | CUSIP: 55354GAH3<br>LEI: 549300HTIN2PD78UB763 | Long             | DBT              | CORP              | US        |   31775000 | PA      | $27723687.50   | 0.06%             | 2029-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| MSCI Inc                                                                        | MSCI INC                                                                        | CUSIP: 55354G100<br>LEI: 549300HTIN2PD78UB763 | Long             | EC               | CORP              | US        |     189534 | NS      | $88165530.78   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Live Nation Entertainment Inc                                                   | LIVE NATION ENTERTAINMENT INC                                                   | CUSIP: 538034AK5<br>LEI: 5493007B9BM9ZXJINO78 | Long             | DBT              | CORP              | US        |    3645000 | PA      | $3531093.75    | 0.01%             | 2024-11-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Eli Lilly & Co                                                                  | ELI LILLY & CO                                                                  | CUSIP: 532457108<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | EC               | CORP              | US        |     773500 | NS      | $282977240.00  | 0.62%             |  |  |  | No            |                  1 | On Loan: No      |
| Life Time Inc                                                                   | LIFE TIME INC                                                                   | CUSIP: 53190FAA3<br>LEI: 549300PALKE96VYH4X17 | Long             | DBT              | CORP              | US        |   52089000 | PA      | $48182325.00   | 0.11%             | 2026-01-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Lennox International Inc                                                        | LENNOX INTERNATIONAL INC                                                        | CUSIP: 526107AD9<br>LEI: S7DWAC87RDMPBF77GJ92 | Long             | DBT              | CORP              | US        |    6420000 | PA      | $6298090.62    | 0.01%             | 2023-11-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Lamar Media Corp                                                                | LAMAR MEDIA CORP                                                                | CUSIP: 513075BZ3<br>LEI: 529900Y8WW4MKVPTB543 | Long             | DBT              | CORP              | US        |    4650000 | PA      | $3813000.00    | 0.01%             | 2031-01-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Lamar Media Corp                                                                | LAMAR MEDIA CORP                                                                | CUSIP: 513075BR1<br>LEI: 529900Y8WW4MKVPTB543 | Long             | DBT              | CORP              | US        |   26928000 | PA      | $24033240.00   | 0.05%             | 2028-02-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Korn Ferry                                                                      | KORN FERRY                                                                      | CUSIP: 50067PAA7<br>LEI: 549300FOD20OM0GT5G40 | Long             | DBT              | CORP              | US        |   11955000 | PA      | $10968712.50   | 0.02%             | 2027-12-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Keurig Dr Pepper Inc                                                            | KEURIG DR PEPPER INC                                                            | CUSIP: 49271V100<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | EC               | CORP              | US        |    4286745 | NS      | $152865326.70  | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| KKR & Co Inc                                                                    | KKR & CO INC                                                                    | CUSIP: 48251W104<br>LEI: 54930013V5I303TF9571 | Long             | EC               | CORP              | US        |    8021664 | NS      | $372365642.88  | 0.82%             |  |  |  | No            |                  1 | On Loan: No      |
| KFC Holding Co/Pizza Hut Holdings LLC/Taco Bell of America LLC                  | KFC HOLDING CO/PIZZA HUT HOLDINGS LLC/TACO BELL OF AMERICA LLC                  | CUSIP: 48250NAC9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  135551000 | PA      | $130128960.00  | 0.29%             | 2027-06-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| IQVIA Inc                                                                       | IQVIA INC                                                                       | CUSIP: 46266TAA6<br>LEI: 549300PLWY28YB00C717 | Long             | DBT              | CORP              | US        |   14625000 | PA      | $13857187.50   | 0.03%             | 2027-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Intercontinental Exchange Inc                                                   | INTERCONTINENTAL EXCHANGE INC                                                   | CUSIP: 45866FAY0<br>LEI: 5493000F4ZO33MV32P92 | Long             | DBT              | CORP              | US        |   43315000 | PA      | $40866706.26   | 0.09%             | 2062-06-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Intercontinental Exchange Inc                                                   | INTERCONTINENTAL EXCHANGE INC                                                   | CUSIP: 45866FAV6<br>LEI: 5493000F4ZO33MV32P92 | Long             | DBT              | CORP              | US        |   21763000 | PA      | $21041338.92   | 0.05%             | 2029-06-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Intercontinental Exchange Inc                                                   | INTERCONTINENTAL EXCHANGE INC                                                   | CUSIP: 45866FAU8<br>LEI: 5493000F4ZO33MV32P92 | Long             | DBT              | CORP              | US        |    6439000 | PA      | $6220872.44    | 0.01%             | 2027-09-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Intercontinental Exchange Inc                                                   | INTERCONTINENTAL EXCHANGE INC                                                   | CUSIP: 45866F104<br>LEI: 5493000F4ZO33MV32P92 | Long             | EC               | CORP              | US        |    8304785 | NS      | $851987893.15  | 1.87%             |  |  |  | No            |                  1 | On Loan: No      |
| Ingersoll Rand Inc                                                              | INGERSOLL RAND INC                                                              | CUSIP: 45687V106<br>LEI: 5299004C02FMZCUOIR50 | Long             | EC               | CORP              | US        |   13803280 | NS      | $721221380.00  | 1.58%             |  |  |  | No            |                  1 | On Loan: No      |
| PRA Health Sciences Inc                                                         | PRA HEALTH SCIENCES INC                                                         | CUSIP: 45569KAA1<br>LEI: 549300R1HR1VWWHIAK47 | Long             | DBT              | CORP              | US        |    7641000 | PA      | $6972412.50    | 0.02%             | 2026-07-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| HUB International Ltd                                                           | HUB INTERNATIONAL LTD                                                           | CUSIP: 44332PAG6<br>LEI: 549300JQT6ATTUNS5E06 | Long             | DBT              | CORP              | US        |   17893000 | PA      | $15656375.00   | 0.03%             | 2029-12-01      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| HUB International Ltd                                                           | HUB INTERNATIONAL LTD                                                           | CUSIP: 44332PAD3<br>LEI: 549300JQT6ATTUNS5E06 | Long             | DBT              | CORP              | US        |  306293000 | PA      | $299784273.75  | 0.66%             | 2026-05-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Howmet Aerospace Inc                                                            | HOWMET AEROSPACE INC                                                            | CUSIP: 443201AB4<br>LEI: 549300HO5WFZUT5N2T22 | Long             | DBT              | CORP              | US        |   21568000 | PA      | $18602400.00   | 0.04%             | 2029-01-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Hologic Inc                                                                     | HOLOGIC INC                                                                     | CUSIP: 436440AP6<br>LEI: 549300DYP6F5ZJL0LB74 | Long             | DBT              | CORP              | US        |   23573000 | PA      | $20272780.00   | 0.04%             | 2029-02-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Hilton Worldwide Finance LLC / Hilton Worldwide Finance Corp                    | HILTON WORLDWIDE FINANCE LLC / HILTON WORLDWIDE FINANCE CORP                    | CUSIP: 432891AK5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   14587000 | PA      | $13875883.75   | 0.03%             | 2027-04-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Hilton Domestic Operating Co Inc                                                | HILTON DOMESTIC OPERATING CO INC                                                | CUSIP: 432833AN1<br>LEI: 5493003EG7H0N1E4XV50 | Long             | DBT              | CORP              | US        |   37792000 | PA      | $30280840.00   | 0.07%             | 2032-02-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Hilton Domestic Operating Co Inc                                                | HILTON DOMESTIC OPERATING CO INC                                                | CUSIP: 432833AL5<br>LEI: 5493003EG7H0N1E4XV50 | Long             | DBT              | CORP              | US        |   28046000 | PA      | $23558640.00   | 0.05%             | 2031-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Hilton Domestic Operating Co Inc                                                | HILTON DOMESTIC OPERATING CO INC                                                | CUSIP: 432833AJ0<br>LEI: 5493003EG7H0N1E4XV50 | Long             | DBT              | CORP              | US        |   20727000 | PA      | $17928855.00   | 0.04%             | 2029-05-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Hilton Domestic Operating Co Inc                                                | HILTON DOMESTIC OPERATING CO INC                                                | CUSIP: 432833AH4<br>LEI: 5493003EG7H0N1E4XV50 | Long             | DBT              | CORP              | US        |    7941000 | PA      | $7682917.50    | 0.02%             | 2028-05-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Hilton Domestic Operating Co Inc                                                | HILTON DOMESTIC OPERATING CO INC                                                | CUSIP: 432833AG6<br>LEI: 5493003EG7H0N1E4XV50 | Long             | DBT              | CORP              | US        |   10803000 | PA      | $10667962.50   | 0.02%             | 2025-05-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Hilton Domestic Operating Co Inc                                                | HILTON DOMESTIC OPERATING CO INC                                                | CUSIP: 432833AF8<br>LEI: 5493003EG7H0N1E4XV50 | Long             | DBT              | CORP              | US        |   28043000 | PA      | $25343861.25   | 0.06%             | 2030-01-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Hadrian Merger Sub Inc                                                          | HADRIAN MERGER SUB INC                                                          | CUSIP: 42239PAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   65911000 | PA      | $57342570.00   | 0.13%             | 2026-05-01      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| General Electric Co                                                             | GENERAL ELECTRIC CO                                                             | CUSIP: 369604BQ5<br>LEI: 3C7474T6CDKPR9K6YT90 | Long             | DBT              | CORP              | US        |  148338000 | PA      | $147040042.50  | 0.32%             | N/A             | Floating      | 8.10%                 | No            |                  2 | On Loan: No      |
| General Electric Co                                                             | GENERAL ELECTRIC CO                                                             | CUSIP: 369604301<br>LEI: 3C7474T6CDKPR9K6YT90 | Long             | EC               | CORP              | US        |    9298452 | NS      | $779117293.08  | 1.71%             |  |  |  | No            |                  1 | On Loan: No      |
| Gartner Inc                                                                     | GARTNER INC                                                                     | CUSIP: 366651AG2<br>LEI: PP55B5R38BFB8O8HH686 | Long             | DBT              | CORP              | US        |   29541000 | PA      | $25885301.25   | 0.06%             | 2029-06-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Gartner Inc                                                                     | GARTNER INC                                                                     | CUSIP: 366651AE7<br>LEI: PP55B5R38BFB8O8HH686 | Long             | DBT              | CORP              | US        |   12944000 | PA      | $11148020.00   | 0.02%             | 2030-10-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Gartner Inc                                                                     | GARTNER INC                                                                     | CUSIP: 366651AC1<br>LEI: PP55B5R38BFB8O8HH686 | Long             | DBT              | CORP              | US        |    6360000 | PA      | $5914800.00    | 0.01%             | 2028-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GE HealthCare Technologies Inc                                                  | GE HEALTHCARE TECHNOLOGIES INC                                                  | CUSIP: 36266G107<br>LEI: 549300OI9J7XOWZMUN85 | Long             | EC               | CORP              | US        |    1037059 | NS      | $60543504.42   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Fortive Corp                                                                    | FORTIVE CORP                                                                    | CUSIP: 34959J108<br>LEI: 549300MU9YQJYHDQEF63 | Long             | EC               | CORP              | US        |   13794980 | NS      | $886327465.00  | 1.95%             |  |  |  | No            |                  1 | On Loan: No      |
| Meta Platforms Inc                                                              | META PLATFORMS INC                                                              | CUSIP: 30303M102<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | EC               | CORP              | US        |    1421485 | NS      | $171061504.90  | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| Equifax Inc                                                                     | EQUIFAX INC                                                                     | CUSIP: 294429105<br>LEI: 5493004MCF8JDC86VS77 | Long             | EC               | CORP              | US        |    3106947 | NS      | $603866218.92  | 1.33%             |  |  |  | No            |                  1 | On Loan: No      |
| Entegris Escrow Corp                                                            | ENTEGRIS ESCROW CORP                                                            | CUSIP: 29365BAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   17728000 | PA      | $16066000.00   | 0.04%             | 2029-04-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| EOG Resources Inc                                                               | EOG RESOURCES INC                                                               | CUSIP: 26875P101<br>LEI: XWTZDRYZPBUHIQBKDB46 | Long             | EC               | CORP              | US        |    3247405 | NS      | $420603895.60  | 0.92%             |  |  |  | No            |                  1 | On Loan: No      |
| Domino s Pizza Master Issuer LLC                                                | DOMINO'S PIZZA MASTER ISSUER LLC                                                | CUSIP: 25755TAL4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   18064188 | PA      | $15604567.73   | 0.03%             | 2049-10-25      | Fixed         | 3.67%                 | No            |                  2 | On Loan: No      |
| Domino s Pizza Master Issuer LLC                                                | DOMINO'S PIZZA MASTER ISSUER LLC                                                | CUSIP: 25755TAJ9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   33940800 | PA      | $32127716.40   | 0.07%             | 2048-07-25      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Domino s Pizza Master Issuer LLC                                                | DOMINO'S PIZZA MASTER ISSUER LLC                                                | CUSIP: 25755TAH3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   38742938 | PA      | $35504996.50   | 0.08%             | 2047-07-25      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Danaher Corp                                                                    | DANAHER CORP                                                                    | CUSIP: 235851102<br>LEI: S4BKK9OTCEWQ3YHPFM11 | Long             | EC               | CORP              | US        |    2707794 | NS      | $718702683.48  | 1.58%             |  |  |  | No            |                  1 | On Loan: No      |
| Crowdstrike Holdings Inc                                                        | CROWDSTRIKE HOLDINGS INC                                                        | CUSIP: 22788CAA3<br>LEI: 549300YBY08K9KM4HX32 | Long             | DBT              | CORP              | US        |    2555000 | PA      | $2152587.50    | 0.00%             | 2029-02-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| United Airlines 2012-1 Class A Pass Through Trust                               | UNITED AIRLINES 2012-1 CLASS A PASS THROUGH TRUST                               | CUSIP: 210795PZ7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    7813296 | PA      | $7562582.55    | 0.02%             | 2024-04-11      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| ConocoPhillips                                                                  | CONOCOPHILLIPS                                                                  | CUSIP: 20825C104<br>LEI: WPTL2Z3FIYTHSP5V2253 | Long             | EC               | CORP              | US        |     773589 | NS      | $91283502.00   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Clarivate Science Holdings Corp                                                 | CLARIVATE SCIENCE HOLDINGS CORP                                                 | CUSIP: 18064PAD1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    7515000 | PA      | $6368962.50    | 0.01%             | 2029-07-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Clarivate Science Holdings Corp                                                 | CLARIVATE SCIENCE HOLDINGS CORP                                                 | CUSIP: 18064PAC3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   10532000 | PA      | $8978530.00    | 0.02%             | 2028-07-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Clarios Global LP                                                               | CLARIOS GLOBAL LP                                                               | CUSIP: 18060TAA3<br>LEI: 549300474L1ZLXZY2P98 | Long             | DBT              | CORP              | CA        |   15558000 | PA      | $15616342.50   | 0.03%             | 2025-05-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Charles River Laboratories International Inc                                    | CHARLES RIVER LABORATORIES INTERNATIONAL INC                                    | CUSIP: 159864AJ6<br>LEI: 549300BSQ0R4UZ5KX287 | Long             | DBT              | CORP              | US        |   14433000 | PA      | $12520627.50   | 0.03%             | 2031-03-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Charles River Laboratories International Inc                                    | CHARLES RIVER LABORATORIES INTERNATIONAL INC                                    | CUSIP: 159864AG2<br>LEI: 549300BSQ0R4UZ5KX287 | Long             | DBT              | CORP              | US        |   23081000 | PA      | $20311280.00   | 0.04%             | 2029-03-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Charles River Laboratories International Inc                                    | CHARLES RIVER LABORATORIES INTERNATIONAL INC                                    | CUSIP: 159864AE7<br>LEI: 549300BSQ0R4UZ5KX287 | Long             | DBT              | CORP              | US        |    6559000 | PA      | $6001485.00    | 0.01%             | 2028-05-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Cedar Fair LP / Canada s Wonderland Co / Magnum Management Corp / Millennium Op | CEDAR FAIR LP / CANADA'S WONDERLAND CO / MAGNUM MANAGEMENT CORP / MILLENNIUM OP | CUSIP: 150190AK2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   64276000 | PA      | $61624615.00   | 0.14%             | 2028-10-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Cedar Fair LP / Canada s Wonderland Co / Magnum Management Corp / Millennium Op | CEDAR FAIR LP / CANADA'S WONDERLAND CO / MAGNUM MANAGEMENT CORP / MILLENNIUM OP | CUSIP: 150190AF3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   59601000 | PA      | $58706985.00   | 0.13%             | 2025-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Cedar Fair LP                                                                   | CEDAR FAIR LP                                                                   | CUSIP: 150190AE6<br>LEI: 549300TUVLNQQ6BVKH61 | Long             | DBT              | CORP              | US        |   75398000 | PA      | $67669705.00   | 0.15%             | 2029-07-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Cedar Fair LP / Canada s Wonderland Co / Magnum Management Corp / Millennium Op | CEDAR FAIR LP / CANADA'S WONDERLAND CO / MAGNUM MANAGEMENT CORP / MILLENNIUM OP | CUSIP: 150190AB2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   95041000 | PA      | $90407751.25   | 0.20%             | 2027-04-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Catalent Inc                                                                    | CATALENT INC                                                                    | CUSIP: 148806102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    3101689 | NS      | $139607021.89  | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| CMS Energy Corp                                                                 | CMS ENERGY CORP                                                                 | CUSIP: 125896852<br>LEI: 549300IA9XFBAGNIBW29 | Long             | EP               | CORP              | US        |    2245868 | NS      | $49813352.24   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| CMS Energy Corp                                                                 | CMS ENERGY CORP                                                                 | CUSIP: 125896845<br>LEI: 549300IA9XFBAGNIBW29 | Long             | EP               | CORP              | US        |    2747031 | NS      | $61533494.40   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| CCO Holdings LLC / CCO Holdings Capital Corp                                    | CCO HOLDINGS LLC / CCO HOLDINGS CAPITAL CORP                                    | CUSIP: 1248EPBX0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  252238000 | PA      | $227014200.00  | 0.50%             | 2028-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CCO Holdings LLC / CCO Holdings Capital Corp                                    | CCO HOLDINGS LLC / CCO HOLDINGS CAPITAL CORP                                    | CUSIP: 1248EPBT9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  321632000 | PA      | $296303480.00  | 0.65%             | 2027-05-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| CCO Holdings LLC / CCO Holdings Capital Corp                                    | CCO HOLDINGS LLC / CCO HOLDINGS CAPITAL CORP                                    | CUSIP: 1248EPBR3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   12750000 | PA      | $12335625.00   | 0.03%             | 2026-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| BroadStreet Partners Inc                                                        | BROADSTREET PARTNERS INC                                                        | CUSIP: 11135RAA3<br>LEI: 549300BS9N54G8DD0R75 | Long             | DBT              | CORP              | US        |    7405000 | PA      | $6331275.00    | 0.01%             | 2029-04-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Booz Allen Hamilton Inc                                                         | BOOZ ALLEN HAMILTON INC                                                         | CUSIP: 09951LAB9<br>LEI: 549300D7XCH2480XU542 | Long             | DBT              | CORP              | US        |    1602000 | PA      | $1411762.50    | 0.00%             | 2029-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Booz Allen Hamilton Inc                                                         | BOOZ ALLEN HAMILTON INC                                                         | CUSIP: 09951LAA1<br>LEI: 549300D7XCH2480XU542 | Long             | DBT              | CORP              | US        |   13089000 | PA      | $11600126.25   | 0.03%             | 2028-09-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Black Knight InfoServ LLC                                                       | BLACK KNIGHT INFOSERV LLC                                                       | CUSIP: 092174AA9<br>LEI: 549300H5PS5C68DAUX66 | Long             | DBT              | CORP              | US        |   10398000 | PA      | $9020265.00    | 0.02%             | 2028-09-01      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Becton Dickinson and Co                                                         | BECTON DICKINSON AND CO                                                         | CUSIP: 075887109<br>LEI: ICE2EP6D98PQUILVRZ91 | Long             | EC               | CORP              | US        |    2270944 | NS      | $577501059.20  | 1.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Avantor Funding Inc                                                             | AVANTOR FUNDING INC                                                             | CUSIP: 05352TAB5<br>LEI: 5493003VM0XB4U8YD238 | Long             | DBT              | CORP              | US        |   62293000 | PA      | $52248253.75   | 0.11%             | 2029-11-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Avantor Funding Inc                                                             | AVANTOR FUNDING INC                                                             | CUSIP: 05352TAA7<br>LEI: 5493003VM0XB4U8YD238 | Long             | DBT              | CORP              | US        |   89838000 | PA      | $81640282.50   | 0.18%             | 2028-07-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Avantor Inc                                                                     | AVANTOR INC                                                                     | CUSIP: 05352A100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |   25321251 | NS      | $534025183.59  | 1.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Aurora Innovation Inc                                                           | AURORA INNOVATION INC                                                           | CUSIP: 051774107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |   34667381 | NS      | $41947531.01   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Arches Buyer Inc                                                                | ARCHES BUYER INC                                                                | CUSIP: 039524AA1<br>LEI: 2549009ADY4208OH2Y47 | Long             | DBT              | CORP              | US        |     300000 | PA      | $234000.00     | 0.00%             | 2028-06-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Apple Inc                                                                       | APPLE INC                                                                       | CUSIP: 037833100<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | EC               | CORP              | US        |    8505614 | NS      | $1105134427.02 | 2.43%             |  |  |  | No            |                  1 | On Loan: No      |
| AmWINS Group Inc                                                                | AMWINS GROUP INC                                                                | CUSIP: 031921AB5<br>LEI: 549300SJE7MUB8NMRG61 | Long             | DBT              | CORP              | US        |   20805000 | PA      | $17814281.25   | 0.04%             | 2029-06-30      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Ameren Corp                                                                     | AMEREN CORP                                                                     | CUSIP: 023608102<br>LEI: XRZQ5S7HYJFPHJ78L959 | Long             | EC               | CORP              | US        |    7512144 | NS      | $667979844.48  | 1.47%             |  |  |  | No            |                  1 | On Loan: No      |
| Amazon.com Inc                                                                  | AMAZON.COM INC                                                                  | CUSIP: 023135106<br>LEI: ZXTILKJKG63JELOEG630 | Long             | EC               | CORP              | US        |   10978400 | NS      | $922185600.00  | 2.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Altice France Holding SA                                                        | ALTICE FRANCE HOLDING SA                                                        | CUSIP: 02156TAB0<br>LEI: 5299000JVHXKJPOE6H40 | Long             | DBT              | CORP              | LU        |   56255000 | PA      | $42753800.00   | 0.09%             | 2027-05-15      | Fixed         | 10.50%                | No            |                  2 | On Loan: No      |
| Alphabet Inc                                                                    | ALPHABET INC                                                                    | CUSIP: 02079K305<br>LEI: 5493006MHB84DD0ZWV18 | Long             | EC               | CORP              | US        |    7909240 | NS      | $697832245.20  | 1.53%             |  |  |  | No            |                  1 | On Loan: No      |
| Alliant Holdings Intermediate LLC / Alliant Holdings Co-Issuer                  | ALLIANT HOLDINGS INTERMEDIATE LLC / ALLIANT HOLDINGS CO-ISSUER                  | CUSIP: 01883LAD5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   22668000 | PA      | $18587760.00   | 0.04%             | 2029-11-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Alliant Holdings Intermediate LLC / Alliant Holdings Co-Issuer                  | ALLIANT HOLDINGS INTERMEDIATE LLC / ALLIANT HOLDINGS CO-ISSUER                  | CUSIP: 01883LAB9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   14533000 | PA      | $13043367.50   | 0.03%             | 2027-10-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Alliant Holdings Intermediate LLC / Alliant Holdings Co-Issuer                  | ALLIANT HOLDINGS INTERMEDIATE LLC / ALLIANT HOLDINGS CO-ISSUER                  | CUSIP: 01883LAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   74350000 | PA      | $66822062.50   | 0.15%             | 2027-10-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Howmet Aerospace Inc                                                            | HOWMET AEROSPACE INC                                                            | CUSIP: 013817AJ0<br>LEI: 549300HO5WFZUT5N2T22 | Long             | DBT              | CORP              | US        |    3203000 | PA      | $3203000.00    | 0.01%             | 2027-02-01      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| Acrisure LLC / Acrisure Finance Inc                                             | ACRISURE LLC / ACRISURE FINANCE INC                                             | CUSIP: 00489LAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   76025000 | PA      | $69943000.00   | 0.15%             | 2025-11-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2022-12-31

**Name of Applicant:** T. ROWE PRICE CAPITAL APPRECIATION FUND, INC.

**Signature:** /s/ Alan Dupski

**Name of Signer:** Alan Dupski

**Title:** Treasurer & Vice President