# EDGAR Filing Document

**Accession Number:** 0001331971
**File Stem:** 0001193125-26-184464
**Filing Date:** 2026-4
**Character Count:** 93771
**Document Hash:** 9376afc63169a49a84571712a6f46cd2
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001193125-26-184464.hdr.sgml**: 20260428

**ACCESSION NUMBER**: 0001193125-26-184464

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20260228

**FILED AS OF DATE**: 20260428

**DATE AS OF CHANGE**: 20260428

**PERIOD START**: 20260831

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** John Hancock Funds II
- **CENTRAL INDEX KEY:** 0001331971

**ORGANIZATION NAME:**
- **EIN:** 000000000
- **STATE OF INCORPORATION:** MA
- **FISCAL YEAR END:** 0831

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-21779
- **FILM NUMBER:** 26903830

**BUSINESS ADDRESS:**
- **STREET 1:** C/O JOHN HANCOCK FUNDS
- **STREET 2:** 200 BERKELEY STREET
- **CITY:** BOSTON
- **STATE:** MA
- **ZIP:** 02116
- **BUSINESS PHONE:** 617-663-2166

**MAIL ADDRESS:**
- **STREET 1:** C/O JOHN HANCOCK FUNDS
- **STREET 2:** 200 BERKELEY STREET
- **CITY:** BOSTON
- **STATE:** MA
- **ZIP:** 02116

## Series and Classes Contracts Data

### Capital Appreciation Value Fund (Series ID: S000030799)

| Class ID   | Class Name   | Ticker Symbol   |
|:---|:---|:---|
| C000095456 | Class NAV    | JCAVX           |

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** John Hancock Funds II

- **b. Investment Company Act file number:** 811-21779

- **c. CIK number of Registrant:** 0001331971

- **d. LEI of Registrant:** O3MKD80X1I2OGNEFGW25

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

  - **Street Address 1:** 200 Berkeley Street

  - **City:** Boston

  - **State:** MA

  - **Foreign country:** US

  - **Zip / Postal Code:** 02116

  - **Telephone number:** 617-543-9634

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

- **a. Name of Series:** Capital Appreciation Value Fund

- **b. EDGAR series identifier (if any):** S000030799

- **c. LEI of Series:** 549300C767SP8UZZCZ04

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

- **a. Date of fiscal year-end:** 2026-08-31

- **b. Date as of which information is reported:** 2026-02-28

**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:** $1103304898.29

**Total Liabilities:** $8488363.06

**Net Assets:** $1094816535.23

**Cash Not Reported:** $1554860.06

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** -17.579345000000 | **1-Year:** -1320.690056000000 | **5-Year:** -4614.224942000000 | **10-Year:** -2553.690675000000 | **30-Year:** -8.854880000000

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

- **3-Month:** -376.666189000000 | **1-Year:** -20642.692028000000 | **5-Year:** -25794.125947000000 | **10-Year:** -3136.218681000000 | **30-Year:** -391.548812000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000095456 | -0.68%               | 0.12%                | -0.57%               |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $12426007.88             | $-24012330.10                              |
| Month 2  | $10524017.70             | $-12145437.41                              |
| Month 3  | $16108312.70             | $-24294467.33                              |

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| 5522969462 TROWE EQUITYOPTION---20260618                    | 5522969462 TROWE EQUITYOPTION---20260618                     | CUSIP: OP004FT43<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        24 | NC      | $-1650.48     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| 5604533401 TROWE EQUITYOPTION---20270115                    | 5604533401 TROWE EQUITYOPTION---20270115                     | CUSIP: OP004MWH5<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        22 | NC      | $-60698.41    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| 5604533708 TROWE EQUITYOPTION---20270115                    | 5604533708 TROWE EQUITYOPTION---20270115                     | CUSIP: OP004MWJ1<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        22 | NC      | $-75842.01    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| 5604533712 TROWE EQUITYOPTION---20270115                    | 5604533712 TROWE EQUITYOPTION---20270115                     | CUSIP: OP004MWK8<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        22 | NC      | $-67889.64    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| 5682413531 TROWE EQUITYOPTION---20270115                    | 5682413531 TROWE EQUITYOPTION---20270115                     | CUSIP: OP004TF71<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        81 | NC      | $-76055.01    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| 5682413557 TROWE EQUITYOPTION---20270115                    | 5682413557 TROWE EQUITYOPTION---20270115                     | CUSIP: OP004TF97<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        25 | NC      | $-33539.12    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| IQVIA Inc.                                                  | IQVIA INC COMPANY GUAR 144A 05/27 5                          | CUSIP: 46266TAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    477000 | PA      | $475956.85    | 0.04%             | 2027-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| IQVIA Inc.                                                  | IQVIA INC COMPANY GUAR 144A 05/30 6.5                        | CUSIP: 46266TAD0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    628000 | PA      | $645717.76    | 0.06%             | 2030-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase and Co.                                      | JPMORGAN CHASE and CO COMMON STOCK USD1.0                    | CUSIP: 46625H100<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | EC               | CORP              | US        |     25928 | NS      | $7786178.40   | 0.71%             |  |  |  | No            |                  1 | On Loan: No      |
| KLA Corporation                                             | KLA CORP COMMON STOCK USD.001                                | CUSIP: 482480100<br>LEI: 549300H0BF5JCG96TJ81 | Long             | EC               | CORP              | US        |      2859 | NS      | $4358688.45   | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| Ameren Corporation                                          | AMEREN CORP COMMON STOCK USD.01                              | CUSIP: 023608102<br>LEI: XRZQ5S7HYJFPHJ78L959 | Long             | EC               | CORP              | US        |     72491 | NS      | $8211780.48   | 0.75%             |  |  |  | No            |                  1 | On Loan: No      |
| 5682413533 TROWE EQUITYOPTION---20270115                    | 5682413533 TROWE EQUITYOPTION---20270115                     | CUSIP: OP004TFD8<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        81 | NC      | $-61660.83    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| 5682419374 TROWE EQUITYOPTION---20270115                    | 5682419374 TROWE EQUITYOPTION---20270115                     | CUSIP: OP004TFF3<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        27 | NC      | $-39195.64    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| 5682429545 TROWE EQUITYOPTION---20270115                    | 5682429545 TROWE EQUITYOPTION---20270115                     | CUSIP: OP004TFG1<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        17 | NC      | $-50987.18    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| 5682429456 TROWE EQUITYOPTION---20270115                    | 5682429456 TROWE EQUITYOPTION---20270115                     | CUSIP: OP004TFJ5<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |         3 | NC      | $-56625.52    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| 5705052838 TROWE EQUITYOPTION---20270115                    | 5705052838 TROWE EQUITYOPTION---20270115                     | CUSIP: OP004VN77<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        13 | NC      | $-30927.41    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| 5705052894 TROWE EQUITYOPTION---20270115                    | 5705052894 TROWE EQUITYOPTION---20270115                     | CUSIP: OP004VNC6<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        10 | NC      | $-33643.69    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Bending Spoons US Inc.                                      | BENDING SPOONS US INC USD TERM LOAN B                        | CUSIP: 08167PAB2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    215717 | PA      | $198460.06    | 0.02%             | 2031-03-07      | Floating      | 9.54%                 | No            |                  2 | On Loan: No      |
| Bending Spoons US Inc.                                      | BENDING SPOONS US INC TERM LOAN                              | CUSIP: 08167PAD8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   3254000 | PA      | $2993680.00   | 0.27%             | 2031-03-07      | Floating      | 9.54%                 | No            |                  2 | On Loan: No      |
| Bentley Systems Incorporated                                | BENTLEY SYSTEMS INC COMMON STOCK USD.01                      | CUSIP: 08265T208<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     73533 | NS      | $2687631.15   | 0.25%             |  |  |  | No            |                  1 | On Loan: —       |
| BioNTech SE                                                 | BIONTECH SE ADR                                              | CUSIP: 09075V102<br>LEI: N/A                  | Long             | EC               | CORP              | DE        |     24542 | NS      | $2705264.66   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Booz Allen Hamilton Inc.                                    | BOOZ ALLEN HAMILTON INC COMPANY GUAR 144A 07/29 4            | CUSIP: 09951LAB9<br>LEI: 549300D7XCH2480XU542 | Long             | DBT              | CORP              | US        |    563000 | PA      | $551613.79    | 0.05%             | 2029-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Booz Allen Hamilton Inc.                                    | BOOZ ALLEN HAMILTON INC COMPANY GUAR 08/33 5.95              | CUSIP: 09951LAC7<br>LEI: 549300D7XCH2480XU542 | Long             | DBT              | CORP              | US        |    572000 | PA      | $586787.71    | 0.05%             | 2033-08-04      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Broadstreet Partners Group LLC                              | BROADSTREET PARTNERS INC 2024 TERM LOAN B4                   | CUSIP: 11132VAY5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   8610536 | PA      | $8222200.35   | 0.75%             | 2031-06-13      | Floating      | 6.17%                 | No            |                  2 | On Loan: No      |
| Broadstreet Partners Group LLC                              | BROADSTREET PARTNERS GROUP LLC SR UNSECURED 144A 04/29 5.875 | CUSIP: 11135RAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2444000 | PA      | $2367006.33   | 0.22%             | 2029-04-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Canadian Natural Resources Limited                          | CANADIAN NATURAL RESOURCES LTD COMMON STOCK                  | CUSIP: 136385101<br>LEI: 549300T15RIMIKZC5Q38 | Long             | EC               | CORP              | CA        |    138182 | NS      | $6048226.14   | 0.55%             |  |  |  | No            |                  1 | On Loan: No      |
| CenterPoint Energy Inc.                                     | CENTERPOINT ENERGY INC COMMON STOCK USD.01                   | CUSIP: 15189T107<br>LEI: 21TPXMRRHFKOBHDC8J74 | Long             | EC               | CORP              | US        |    604968 | NS      | $26316108.00  | 2.40%             |  |  |  | No            |                  1 | On Loan: No      |
| CenterPoint Energy Inc.                                     | CENTERPOINT ENERGY INC JR SUBORDINA 04/56 VAR                | CUSIP: 15189TBS5<br>LEI: 21TPXMRRHFKOBHDC8J74 | Long             | DBT              | CORP              | US        |   1550000 | PA      | $1564977.65   | 0.14%             | 2056-04-01      | Variable      | 5.95%                 | No            |                  2 | On Loan: No      |
| Chevron Corporation                                         | CHEVRON CORP COMMON STOCK USD.75                             | CUSIP: 166764100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     12366 | NS      | $2309474.16   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Ciena Corporation                                           | CIENA CORP COMMON STOCK USD.01                               | CUSIP: 171779309<br>LEI: W0CZ7N0GH8UIGXDM1H41 | Long             | EC               | CORP              | US        |      2800 | NS      | $976360.00    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| 5702864082 TROWE EQUITYOPTION---20270115                    | 5702864082 TROWE EQUITYOPTION---20270115                     | CUSIP: OP004VND4<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        22 | NC      | $-48391.21    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| 5705052851 TROWE EQUITYOPTION---20270115                    | 5705052851 TROWE EQUITYOPTION---20270115                     | CUSIP: OP004VNF9<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        24 | NC      | $-14693.08    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ConocoPhillips                                              | CONOCOPHILLIPS COMMON STOCK USD.01                           | CUSIP: 20825C104<br>LEI: WPTL2Z3FIYTHSP5V2253 | Long             | EC               | CORP              | US        |     20853 | NS      | $2365981.38   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| CrowdStrike Holdings Inc.                                   | CROWDSTRIKE HOLDINGS INC COMPANY GUAR 02/29 3                | CUSIP: 22788CAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    150000 | PA      | $142442.03    | 0.01%             | 2029-02-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Cytokinetics Incorporated                                   | CYTOKINETICS INC COMMON STOCK USD.001                        | CUSIP: 23282W605<br>LEI: 549300BE5DY1HW7IHA64 | Long             | EC               | CORP              | US        |     83889 | NS      | $5219573.58   | 0.48%             |  |  |  | No            |                  1 | On Loan: No      |
| DoorDash Inc.                                               | DOORDASH INC COMMON STOCK USD.00001                          | CUSIP: 25809K105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     20952 | NS      | $3697399.44   | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| Dyne Therapeutics Inc.                                      | DYNE THERAPEUTICS INC COMMON STOCK USD.0001                  | CUSIP: 26818M108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     51518 | NS      | $804711.16    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| 5682417471 TROWE EQUITYOPTION---20270115                    | 5682417471 TROWE EQUITYOPTION---20270115                     | CUSIP: OP004TFC0<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        28 | NC      | $-41335.96    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| 5682417458 TROWE EQUITYOPTION---20270115                    | 5682417458 TROWE EQUITYOPTION---20270115                     | CUSIP: OP004TGC9<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        28 | NC      | $-20222.73    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| 5682417452 TROWE EQUITYOPTION---20270115                    | 5682417452 TROWE EQUITYOPTION---20270115                     | CUSIP: OP004TGD7<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        28 | NC      | $-24072.66    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| 5682407243 TROWE EQUITYOPTION---20270115                    | 5682407243 TROWE EQUITYOPTION---20270115                     | CUSIP: OP004TGF2<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        64 | NC      | $-102761.34   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| 5682429262 TROWE EQUITYOPTION---20270115                    | 5682429262 TROWE EQUITYOPTION---20270115                     | CUSIP: OP004TH79<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        27 | NC      | $-45364.70    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| 5682429243 TROWE EQUITYOPTION---20270115                    | 5682429243 TROWE EQUITYOPTION---20270115                     | CUSIP: OP004TH87<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        27 | NC      | $-51645.33    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| 5685346733 TROWE EQUITYOPTION---20270115                    | 5685346733 TROWE EQUITYOPTION---20270115                     | CUSIP: OP004TLK5<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        21 | NC      | $-26317.35    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| 5685346736 TROWE EQUITYOPTION---20270115                    | 5685346736 TROWE EQUITYOPTION---20270115                     | CUSIP: OP004TLL3<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        21 | NC      | $-21483.04    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| 5686885582 TROWE EQUITYOPTION---20270115                    | 5686885582 TROWE EQUITYOPTION---20270115                     | CUSIP: OP004TNP2<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        18 | NC      | $-22557.73    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| 5686885585 TROWE EQUITYOPTION---20270115                    | 5686885585 TROWE EQUITYOPTION---20270115                     | CUSIP: OP004TNR8<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        18 | NC      | $-18414.04    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| 5690982546 TROWE EQUITYOPTION---20270115                    | 5690982546 TROWE EQUITYOPTION---20270115                     | CUSIP: OP004TS51<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |       132 | NC      | $-188776.10   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| 5690982543 TROWE EQUITYOPTION---20270115                    | 5690982543 TROWE EQUITYOPTION---20270115                     | CUSIP: OP004TS69<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |       131 | NC      | $-175364.36   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| 5690982550 TROWE EQUITYOPTION---20270115                    | 5690982550 TROWE EQUITYOPTION---20270115                     | CUSIP: OP004TS77<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |       131 | NC      | $-199950.89   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| 5699891035 TROWE EQUITYOPTION---20270115                    | 5699891035 TROWE EQUITYOPTION---20270115                     | CUSIP: OP004V8S8<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |       133 | NC      | $-203003.58   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| 5699891031 TROWE EQUITYOPTION---20270115                    | 5699891031 TROWE EQUITYOPTION---20270115                     | CUSIP: OP004V8T6<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |       133 | NC      | $-178041.67   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| 5699891039 TROWE EQUITYOPTION---20270115                    | 5699891039 TROWE EQUITYOPTION---20270115                     | CUSIP: OP004V8V1<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |       133 | NC      | $-190206.23   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| 5705052903 TROWE EQUITYOPTION---20270115                    | 5705052903 TROWE EQUITYOPTION---20270115                     | CUSIP: OP004VN36<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        18 | NC      | $-24973.97    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| 5705052897 TROWE EQUITYOPTION---20270115                    | 5705052897 TROWE EQUITYOPTION---20270115                     | CUSIP: OP004VN44<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        10 | NC      | $-23614.47    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| 5705052849 TROWE EQUITYOPTION---20270115                    | 5705052849 TROWE EQUITYOPTION---20270115                     | CUSIP: OP004VN51<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        24 | NC      | $-18269.88    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| 5706458420 TROWE EQUITYOPTION---20270115                    | 5706458420 TROWE EQUITYOPTION---20270115                     | CUSIP: OP004VN69<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |         6 | NC      | $-6002.91     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| 5702864074 TROWE EQUITYOPTION---20270115                    | 5702864074 TROWE EQUITYOPTION---20270115                     | CUSIP: OP004VNG7<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        22 | NC      | $-60698.41    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| 5706458429 TROWE EQUITYOPTION---20270115                    | 5706458429 TROWE EQUITYOPTION---20270115                     | CUSIP: OP004VNH5<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |         6 | NC      | $-4922.01     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| 5705052901 TROWE EQUITYOPTION---20270115                    | 5705052901 TROWE EQUITYOPTION---20270115                     | CUSIP: OP004VNJ1<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        18 | NC      | $-36665.72    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| 5707787229 TROWE EQUITYOPTION---20270115                    | 5707787229 TROWE EQUITYOPTION---20270115                     | CUSIP: OP004VRP3<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        23 | NC      | $-17508.63    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| 5707787226 TROWE EQUITYOPTION---20270115                    | 5707787226 TROWE EQUITYOPTION---20270115                     | CUSIP: OP004VRQ1<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        23 | NC      | $-21595.87    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| 5707787231 TROWE EQUITYOPTION---20270115                    | 5707787231 TROWE EQUITYOPTION---20270115                     | CUSIP: OP004VRR9<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        23 | NC      | $-14080.87    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| 5705052845 TROWE EQUITYOPTION---20270115                    | 5705052845 TROWE EQUITYOPTION---20270115                     | CUSIP: OP004VVM5<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |         6 | NC      | $-4922.01     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| 5705052843 TROWE EQUITYOPTION---20270115                    | 5705052843 TROWE EQUITYOPTION---20270115                     | CUSIP: OP004VVN3<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |         6 | NC      | $-6002.91     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| 5710919050 TROWE EQUITYOPTION---20270115                    | 5710919050 TROWE EQUITYOPTION---20270115                     | CUSIP: OP004VYC4<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        23 | NC      | $-23011.17    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| 5710919055 TROWE EQUITYOPTION---20270115                    | 5710919055 TROWE EQUITYOPTION---20270115                     | CUSIP: OP004VYD2<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        23 | NC      | $-18867.69    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Erasca Inc.                                                 | ERASCA INC COMMON STOCK USD.0001                             | CUSIP: 29479A108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    108900 | NS      | $1487574.00   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Meta Platforms Inc.                                         | META PLATFORMS INC COMMON STOCK USD.000006                   | CUSIP: 30303M102<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | EC               | CORP              | US        |     42567 | NS      | $27591078.06  | 2.52%             |  |  |  | No            |                  1 | On Loan: No      |
| Fair Isaac Corporation                                      | FAIR ISAAC CORP SR UNSECURED 144A 05/33 6                    | CUSIP: 303250AG9<br>LEI: RI6HET5SJUEY30V1PS26 | Long             | DBT              | CORP              | US        |    826000 | PA      | $834901.13    | 0.08%             | 2033-05-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Filtration Group Corporation                                | FILTRATION GROUP CORPORATION 2025 EUR REPRICED TERM LOAN B   | CUSIP: 31732FAW6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1322211 | PA      | $1570135.72   | 0.14%             | 2028-10-21      | Floating      | 5.43%                 | No            |                  2 | On Loan: No      |
| Quartz Acquireco LLC                                        | QUARTZ ACQUIRECO LLC 2025 TERM LOAN B                        | CUSIP: 74773KAE5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    695228 | PA      | $617015.11    | 0.06%             | 2030-06-28      | Floating      | 5.92%                 | No            |                  2 | On Loan: No      |
| ROWE T PRICE GOV RES FD 20340919 00000.0000000000           | ROWE T PRICE GOV RES FD 20340919 00000.0000000000            | CUSIP: 76105Y109<br>LEI: N/A                  | Long             | STIV             | RF                | US        |  41611725 | NS      | $41611725.20  | 3.80%             |  |  |  | No            |                  1 | On Loan: No      |
| Ryan Specialty LLC                                          | RYAN SPECIALTY GROUP LLC 2024 USD TERM LOAN B                | CUSIP: 78350UAJ4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    142281 | PA      | $141925.78    | 0.01%             | 2031-09-15      | Floating      | 5.67%                 | No            |                  2 | On Loan: No      |
| Ryan Specialty Holdings Inc.                                | RYAN SPECIALTY HOLDINGS INC COMMON STOCK USD.001             | CUSIP: 78351F107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     31117 | NS      | $1224453.95   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Filtration Group Corporation                                | FILTRATION GROUP CORPORATION 2025 USD TERM LOAN              | CUSIP: 31732FAX4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   6833403 | PA      | $6837708.29   | 0.62%             | 2028-10-21      | Floating      | 6.42%                 | No            |                  2 | On Loan: No      |
| Arthur J. Gallagher and Co.                                 | ARTHUR J GALLAGHER + CO COMMON STOCK USD1.0                  | CUSIP: 363576109<br>LEI: 54930049QLLMPART6V29 | Long             | EC               | CORP              | US        |     22883 | NS      | $5221900.60   | 0.48%             |  |  |  | No            |                  1 | On Loan: No      |
| General Electric Company                                    | GENERAL ELECTRIC CO COMMON STOCK USD.01                      | CUSIP: 369604301<br>LEI: 3C7474T6CDKPR9K6YT90 | Long             | EC               | CORP              | US        |     28605 | NS      | $9790347.30   | 0.89%             |  |  |  | No            |                  1 | On Loan: No      |
| Hilton Domestic Operating Company Inc.                      | HILTON DOMESTIC OPERATING CO I COMPANY GUAR 01/30 4.875      | CUSIP: 432833AF8<br>LEI: 5493003EG7H0N1E4XV50 | Long             | DBT              | CORP              | US        |   1465000 | PA      | $1466132.45   | 0.13%             | 2030-01-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Hilton Domestic Operating Company Inc.                      | HILTON DOMESTIC OPERATING CO I COMPANY GUAR 144A 05/29 3.75  | CUSIP: 432833AJ0<br>LEI: 5493003EG7H0N1E4XV50 | Long             | DBT              | CORP              | US        |   1487000 | PA      | $1447794.95   | 0.13%             | 2029-05-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Hilton Domestic Operating Company Inc.                      | HILTON DOMESTIC OPERATING CO I COMPANY GUAR 144A 05/31 4     | CUSIP: 432833AL5<br>LEI: 5493003EG7H0N1E4XV50 | Long             | DBT              | CORP              | US        |   1916000 | PA      | $1839745.50   | 0.17%             | 2031-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Hilton Domestic Operating Company Inc.                      | HILTON DOMESTIC OPERATING CO I COMPANY GUAR 144A 02/32 3.625 | CUSIP: 432833AN1<br>LEI: 5493003EG7H0N1E4XV50 | Long             | DBT              | CORP              | US        |   1509000 | PA      | $1405991.19   | 0.13%             | 2032-02-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Hilton Domestic Operating Company Inc.                      | HILTON DOMESTIC OPERATING CO I COMPANY GUAR 144A 04/29 5.875 | CUSIP: 432833AP6<br>LEI: 5493003EG7H0N1E4XV50 | Long             | DBT              | CORP              | US        |    707000 | PA      | $723766.40    | 0.07%             | 2029-04-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Hilton Domestic Operating Company Inc.                      | HILTON DOMESTIC OPERATING CO I COMPANY GUAR 144A 09/33 5.75  | CUSIP: 432833AS0<br>LEI: 5493003EG7H0N1E4XV50 | Long             | DBT              | CORP              | US        |   1428000 | PA      | $1461786.48   | 0.13%             | 2033-09-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Hilton Domestic Operating Company Inc.                      | HILTON DOMESTIC OPERATING CO I COMPANY GUAR 144A 03/34 5.5   | CUSIP: 432833AT8<br>LEI: 5493003EG7H0N1E4XV50 | Long             | DBT              | CORP              | US        |   1084000 | PA      | $1095569.53   | 0.10%             | 2034-03-31      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| HILTON WORLDWIDE FINANCE LLC / COMPANY GUAR 04/27 4.875     | HILTON WORLDWIDE FINANCE LLC / COMPANY GUAR 04/27 4.875      | CUSIP: 432891AK5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    838000 | PA      | $838152.52    | 0.08%             | 2027-04-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Hilton Domestic Operating Company Inc.                      | HILTON DOMESTIC OPERATING CO. 2023 TERM LOAN B4              | CUSIP: 43289DAK9<br>LEI: 5493003EG7H0N1E4XV50 | Long             | LON              | CORP              | US        |   4809965 | PA      | $4825501.20   | 0.44%             | 2030-11-08      | Floating      | 5.42%                 | No            |                  2 | On Loan: No      |
| Hologic Inc.                                                | HOLOGIC INC COMPANY GUAR 144A 02/29 3.25                     | CUSIP: 436440AP6<br>LEI: 549300DYP6F5ZJL0LB74 | Long             | DBT              | CORP              | US        |    666000 | PA      | $662544.79    | 0.06%             | 2029-02-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| HUB International Ltd                                       | HUB INTERNATIONAL LIMITED 2025 TERM LOAN B                   | CUSIP: 44332EAZ9<br>LEI: 549300JQT6ATTUNS5E06 | Long             | LON              | CORP              | US        |  14880508 | PA      | $14700751.66  | 1.34%             | 2030-06-20      | Floating      | 5.92%                 | No            |                  2 | On Loan: No      |
| HUB International Ltd                                       | HUB INTERNATIONAL LTD SR UNSECURED 144A 12/29 5.625          | CUSIP: 44332PAG6<br>LEI: 549300JQT6ATTUNS5E06 | Long             | DBT              | CORP              | US        |   1304000 | PA      | $1283744.19   | 0.12%             | 2029-12-01      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| HUB International Ltd                                       | HUB INTERNATIONAL LTD SR SECURED 144A 06/30 7.25             | CUSIP: 44332PAH4<br>LEI: 549300JQT6ATTUNS5E06 | Long             | DBT              | CORP              | US        |   9469000 | PA      | $9766840.39   | 0.89%             | 2030-06-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| HUB International Ltd                                       | HUB INTERNATIONAL LTD SR UNSECURED 144A 01/32 7.375          | CUSIP: 44332PAJ0<br>LEI: 549300JQT6ATTUNS5E06 | Long             | DBT              | CORP              | US        |   5196000 | PA      | $5288617.56   | 0.48%             | 2032-01-31      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Icon Parent Inc.                                            | INSTRUCTURE HOLDINGS INC 2025 REPRICED TERM LOAN             | CUSIP: 45115DAC2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   2671371 | PA      | $2523884.50   | 0.23%             | 2031-11-13      | Floating      | 6.41%                 | No            |                  2 | On Loan: No      |
| Ingersoll Rand Inc.                                         | INGERSOLL RAND INC COMMON STOCK USD.01                       | CUSIP: 45687V106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    103373 | NS      | $9731534.22   | 0.89%             |  |  |  | No            |                  1 | On Loan: No      |
| Ryan Specialty LLC                                          | RYAN SPECIALTY LLC SR SECURED 144A 08/32 5.875               | CUSIP: 78351GAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1165000 | PA      | $1173801.26   | 0.11%             | 2032-08-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Ryan Specialty LLC                                          | RYAN SPECIALTY LLC SR SECURED 144A 02/30 4.375               | CUSIP: 78351MAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    511000 | PA      | $497064.77    | 0.05%             | 2030-02-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| State Street Bank and Trust Company                         | SCC GOVERMENT MM GVXX 20301231 00001.0000000000              | CUSIP: 7839989D1<br>LEI: 571474TGEMMWANRLN572 | Long             | STIV             | RF                | US        |   1377143 | NS      | $1377143.42   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| SBA Tower Trust                                             | SBA TOWER TRUST ASSET BACKED 144A 01/28 6.599                | CUSIP: 78403DAZ3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     68000 | PA      | $69411.82     | 0.01%             | 2028-01-15      | Fixed         | 6.60%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                            | UNITED STATES TREASURY NOTE/BO 10/30 3.625                   | CUSIP: 91282CPD7<br>LEI: N/A                  | Long             | DBT              | UST               | US        |  40140300 | PA      | $40337865.74  | 3.68%             | 2030-10-31      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                            | UNITED STATES TREASURY NOTE/BO 11/32 3.75                    | CUSIP: 91282CPM7<br>LEI: N/A                  | Long             | DBT              | UST               | US        |   8803000 | PA      | $8826726.81   | 0.81%             | 2032-11-30      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                            | UNITED STATES TREASURY NOTE/BO 11/30 3.5                     | CUSIP: 91282CPN5<br>LEI: N/A                  | Long             | DBT              | UST               | US        |  32209000 | PA      | $32191385.54  | 2.94%             | 2030-11-30      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                            | UNITED STATES TREASURY NOTE/BO 12/32 3.875                   | CUSIP: 91282CPQ8<br>LEI: N/A                  | Long             | DBT              | UST               | US        |  14314000 | PA      | $14454903.44  | 1.32%             | 2032-12-31      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| SandP Global Inc.                                           | S+P GLOBAL INC COMMON STOCK USD1.0                           | CUSIP: 78409V104<br>LEI: Y6X4K52KMJMZE7I7MY94 | Long             | EC               | CORP              | US        |     12736 | NS      | $5627783.68   | 0.51%             |  |  |  | No            |                  1 | On Loan: No      |
| SBA Senior Finance II LLC                                   | SBA SENIOR FINANCE II LLC 2024 TERM LOAN B                   | CUSIP: 78404XAJ4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1935205 | PA      | $1940042.59   | 0.18%             | 2031-01-25      | Floating      | 5.43%                 | No            |                  2 | On Loan: No      |
| SBA Communications Corporation                              | SBA COMMUNICATIONS CORP SR UNSECURED 02/27 3.875             | CUSIP: 78410GAD6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1887000 | PA      | $1875440.43   | 0.17%             | 2027-02-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| SAP SE                                                      | SAP SE ADR                                                   | CUSIP: 803054204<br>LEI: N/A                  | Long             | EC               | CORP              | DE        |     23272 | NS      | $4690006.16   | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| SLB Ltd                                                     | SLB LTD COMMON STOCK USD.01                                  | CUSIP: 806857108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     44326 | NS      | $2275696.84   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Starbucks Corporation                                       | STARBUCKS CORP COMMON STOCK USD.001                          | CUSIP: 855244109<br>LEI: OQSJ1DU9TAOC51A47K68 | Long             | EC               | CORP              | US        |    185619 | NS      | $18194374.38  | 1.66%             |  |  |  | No            |                  1 | On Loan: No      |
| United States Treasury Note/Bond                            | UNITED STATES TREASURY NOTE/BO 12/30 3.625                   | CUSIP: 91282CPR6<br>LEI: N/A                  | Long             | DBT              | UST               | US        |  12707000 | PA      | $12765571.39  | 1.17%             | 2030-12-31      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                            | UNITED STATES TREASURY NOTE/BO 01/31 3.75                    | CUSIP: 91282CPW5<br>LEI: N/A                  | Long             | DBT              | UST               | US        |  17806000 | PA      | $17986842.19  | 1.64%             | 2031-01-31      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Ellucian Holdings Inc.                                      | ELLUCIAN HOLDINGS INC SR SECURED 144A 12/29 6.5              | CUSIP: 289178AA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    950000 | PA      | $931587.96    | 0.09%             | 2029-12-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ellucian Holdings Inc.                                      | ELLUCIAN HOLDINGS INC. 2024 1ST LIEN TERM LOAN B             | CUSIP: 28917XAB6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   2913681 | PA      | $2812750.93   | 0.26%             | 2029-10-08      | Floating      | 6.17%                 | No            |                  2 | On Loan: No      |
| Entergy Corporation                                         | ENTERGY CORP JR SUBORDINA 06/56 VAR                          | CUSIP: 29364GAR4<br>LEI: 4XM3TW50JULSLG8BNC79 | Long             | DBT              | CORP              | US        |   1755000 | PA      | $1763439.80   | 0.16%             | 2056-06-15      | Variable      | 5.88%                 | No            |                  2 | On Loan: No      |
| Entergy Corporation                                         | ENTERGY CORP JR SUBORDINA 06/56 VAR                          | CUSIP: 29364GAS2<br>LEI: 4XM3TW50JULSLG8BNC79 | Long             | DBT              | CORP              | US        |   1255000 | PA      | $1265402.70   | 0.12%             | 2056-06-15      | Variable      | 6.10%                 | No            |                  2 | On Loan: No      |
| EP Wealth Advisors LLC                                      | EP WEALTH ADVISORS LLC 2025 TERM LOAN B                      | CUSIP: 29416NAB2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    339000 | PA      | $336033.75    | 0.03%             | 2032-10-18      | Floating      | 6.67%                 | No            |                  2 | On Loan: No      |
| Epicor Software Corporation                                 | EPICOR SOFTWARE CORPORATION 2024 TERM LOAN F                 | CUSIP: 29426NAZ7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   2206494 | PA      | $2136923.68   | 0.20%             | 2031-05-30      | Floating      | 6.17%                 | No            |                  2 | On Loan: No      |
| Mister Car Wash Holdings Inc.                               | MISTER CAR WASH HOLDINGS INC 2024 TERM LOAN B                | CUSIP: 60646CAK3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     45255 | PA      | $44495.11     | 0.00%             | 2031-03-27      | Floating      | 6.17%                 | No            |                  2 | On Loan: No      |
| Netflix Inc.                                                | NETFLIX INC COMMON STOCK USD.001                             | CUSIP: 64110L106<br>LEI: 549300Y7VHGU0I7CE873 | Long             | EC               | CORP              | US        |     86530 | NS      | $8327647.20   | 0.76%             |  |  |  | No            |                  1 | On Loan: No      |
| United States Treasury Note/Bond                            | UNITED STATES TREASURY NOTE/BO 01/33 4                       | CUSIP: 91282CPY1<br>LEI: N/A                  | Long             | DBT              | UST               | US        |  11356000 | PA      | $11551181.25  | 1.06%             | 2033-01-31      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group Incorporated                             | UNITEDHEALTH GROUP INC COMMON STOCK USD.01                   | CUSIP: 91324P102<br>LEI: 549300GHBMY8T5GXDE41 | Long             | EC               | CORP              | US        |     49385 | NS      | $14483138.95  | 1.32%             |  |  |  | No            |                  1 | On Loan: No      |
| Vail Resorts Inc.                                           | VAIL RESORTS INC COMPANY GUAR 144A 05/32 6.5                 | CUSIP: 91879QAP4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    791000 | PA      | $819230.79    | 0.07%             | 2032-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Vail Resorts Inc.                                           | VAIL RESORTS INC COMPANY GUAR 144A 07/30 5.625               | CUSIP: 91879QAQ2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    365000 | PA      | $371442.25    | 0.03%             | 2030-07-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Varsity Brands Inc.                                         | VARSITY BRANDS INC 2025 1ST LIEN TERM LOAN                   | CUSIP: 92227QAG1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   3240285 | PA      | $3230175.31   | 0.30%             | 2031-08-26      | Floating      | 6.67%                 | No            |                  2 | On Loan: No      |
| Vaxcyte Inc.                                                | VAXCYTE INC COMMON STOCK USD.001                             | CUSIP: 92243G108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     43145 | NS      | $2663772.30   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Visa Inc.                                                   | VISA INC COMMON STOCK USD.0001                               | CUSIP: 92826C839<br>LEI: 549300JZ4OKEHW3DPJ59 | Long             | EC               | CORP              | US        |     20494 | NS      | $6560949.16   | 0.60%             |  |  |  | No            |                  1 | On Loan: No      |
| Waters Corporation                                          | WATERS CORP COMMON STOCK USD.01                              | CUSIP: 941848103<br>LEI: 5T547R1474YC9HOD8Q74 | Long             | EC               | CORP              | US        |     41932 | NS      | $13392242.16  | 1.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Workday Inc.                                                | WORKDAY INC COMMON STOCK USD.001                             | CUSIP: 98138H101<br>LEI: 549300J0DYC0N31V7G13 | Long             | EC               | CORP              | US        |     45641 | NS      | $6104940.16   | 0.56%             |  |  |  | No            |                  1 | On Loan: No      |
| Wyndham Hotels and Resorts Inc.                             | WYNDHAM HOTELS+RESORTS INC 2024 TERM LOAN                    | CUSIP: 98310CAF9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    624564 | PA      | $626299.82    | 0.06%             | 2030-05-24      | Floating      | 5.42%                 | No            |                  2 | On Loan: No      |
| YUM! Brands Inc.                                            | YUM! BRANDS INC COMMON STOCK                                 | CUSIP: 988498101<br>LEI: 549300JE8XHZZ7OHN517 | Long             | EC               | CORP              | US        |     40414 | NS      | $6796018.24   | 0.62%             |  |  |  | No            |                  1 | On Loan: No      |
| YUM! Brands Inc.                                            | YUM! BRANDS INC SR UNSECURED 11/37 6.875                     | CUSIP: 988498AD3<br>LEI: 549300JE8XHZZ7OHN517 | Long             | DBT              | CORP              | US        |    511000 | PA      | $570535.59    | 0.05%             | 2037-11-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| YUM! Brands Inc.                                            | YUM! BRANDS INC SR UNSECURED 11/43 5.35                      | CUSIP: 988498AK7<br>LEI: 549300JE8XHZZ7OHN517 | Long             | DBT              | CORP              | US        |   1217000 | PA      | $1188066.31   | 0.11%             | 2043-11-01      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| YUM! Brands Inc.                                            | YUM! BRANDS INC SR UNSECURED 144A 01/30 4.75                 | CUSIP: 988498AL5<br>LEI: 549300JE8XHZZ7OHN517 | Long             | DBT              | CORP              | US        |    747000 | PA      | $747573.82    | 0.07%             | 2030-01-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| YUM! Brands Inc.                                            | YUM! BRANDS INC SR UNSECURED 03/31 3.625                     | CUSIP: 988498AN1<br>LEI: 549300JE8XHZZ7OHN517 | Long             | DBT              | CORP              | US        |    719000 | PA      | $682489.77    | 0.06%             | 2031-03-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| YUM! Brands Inc.                                            | YUM! BRANDS INC SR UNSECURED 01/32 4.625                     | CUSIP: 988498AP6<br>LEI: 549300JE8XHZZ7OHN517 | Long             | DBT              | CORP              | US        |   1375000 | PA      | $1351992.13   | 0.12%             | 2032-01-31      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| YUM! Brands Inc.                                            | YUM! BRANDS INC SR UNSECURED 04/32 5.375                     | CUSIP: 988498AR2<br>LEI: 549300JE8XHZZ7OHN517 | Long             | DBT              | CORP              | US        |   2271000 | PA      | $2308562.34   | 0.21%             | 2032-04-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| KFC HOLDING CO/PIZZA HUT HOLDI COMPANY GUAR 144A 06/27 4.75 | KFC HOLDING CO/PIZZA HUT HOLDI COMPANY GUAR 144A 06/27 4.75  | CUSIP: 48250NAC9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2575000 | PA      | $2571191.76   | 0.23%             | 2027-06-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Keurig Dr Pepper Inc.                                       | KEURIG DR PEPPER INC COMMON STOCK USD.01                     | CUSIP: 49271V100<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | EC               | CORP              | US        |    562746 | NS      | $17039948.88  | 1.56%             |  |  |  | No            |                  1 | On Loan: No      |
| Korn Ferry                                                  | KORN FERRY COMPANY GUAR 144A 12/27 4.625                     | CUSIP: 50067PAA7<br>LEI: 549300FOD20OM0GT5G40 | Long             | DBT              | CORP              | US        |    425000 | PA      | $423111.98    | 0.04%             | 2027-12-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Kymera Therapeutics Inc.                                    | KYMERA THERAPEUTICS INC COMMON STOCK USD.0001                | CUSIP: 501575104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     20651 | NS      | $1886468.85   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Storable Inc.                                               | STORABLE INTERMEDIATE HOLDINGS 2025 TERM LOAN B              | CUSIP: 86210LAD0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1309783 | PA      | $1249205.35   | 0.11%             | 2031-04-16      | Floating      | 6.92%                 | No            |                  2 | On Loan: No      |
| Surgery Center Holdings Inc.                                | SURGERY CENTER HOLDINGS INC COMPANY GUAR 144A 04/32 7.25     | CUSIP: 86881WAF9<br>LEI: 54930054EVI5HWPPW113 | Long             | DBT              | CORP              | US        |    507000 | PA      | $506384.91    | 0.05%             | 2032-04-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Ascend Learning LLC                                         | ASCEND LEARNING LLC 2025 REPRICED TERM LOAN B                | CUSIP: 04349HAN4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   3932928 | PA      | $3736281.47   | 0.34%             | 2028-12-11      | Floating      | 6.67%                 | No            |                  2 | On Loan: No      |
| Ascendis Pharma A/S                                         | ASCENDIS PHARMA A/S ADR DKK1.0                               | CUSIP: 04351P101<br>LEI: N/A                  | Long             | EC               | CORP              | DK        |     35887 | NS      | $8379614.50   | 0.77%             |  |  |  | No            |                  1 | On Loan: No      |
| Aurora Innovation Inc.                                      | AURORA INNOVATION INC COMMON STOCK USD.0001                  | CUSIP: 051774107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |   2922086 | NS      | $13675362.48  | 1.25%             |  |  |  | No            |                  1 | On Loan: —       |
| Becton Dickinson and Company                                | BECTON DICKINSON and CO COMMON STOCK USD1.0                  | CUSIP: 075887109<br>LEI: ICE2EP6D98PQUILVRZ91 | Long             | EC               | CORP              | US        |    131578 | NS      | $23220885.44  | 2.12%             |  |  |  | No            |                  1 | On Loan: No      |
| 5682429349 TROWE EQUITYOPTION---20270115                    | 5682429349 TROWE EQUITYOPTION---20270115                     | CUSIP: OP004TG62<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        40 | NC      | $-58883.54    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| 5682413561 TROWE EQUITYOPTION---20270115                    | 5682413561 TROWE EQUITYOPTION---20270115                     | CUSIP: OP004TG70<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        44 | NC      | $-76422.59    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| 5682429336 TROWE EQUITYOPTION---20270115                    | 5682429336 TROWE EQUITYOPTION---20270115                     | CUSIP: OP004TG96<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        40 | NC      | $-69964.12    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| 5682413522 TROWE EQUITYOPTION---20270115                    | 5682413522 TROWE EQUITYOPTION---20270115                     | CUSIP: OP004TGB1<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |         9 | NC      | $-58300.15    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| TransDigm Inc.                                              | TRANSDIGM INC COMPANY GUAR 01/29 4.625                       | CUSIP: 893647BP1<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |    825000 | PA      | $822542.24    | 0.08%             | 2029-01-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| TransDigm Inc.                                              | TRANSDIGM INC SR SECURED 144A 08/28 6.75                     | CUSIP: 893647BR7<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |    504000 | PA      | $512973.72    | 0.05%             | 2028-08-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Life Time Inc.                                              | LIFE TIME INC SR SECURED 144A 11/31 6                        | CUSIP: 53190FAE5<br>LEI: 549300PALKE96VYH4X17 | Long             | DBT              | CORP              | US        |    605000 | PA      | $623155.45    | 0.06%             | 2031-11-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Eli Lilly and Company                                       | ELI LILLY and CO COMMON STOCK                                | CUSIP: 532457108<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | EC               | CORP              | US        |     10155 | NS      | $10682958.45  | 0.98%             |  |  |  | No            |                  1 | On Loan: No      |
| MSCI Inc.                                                   | MSCI INC SR UNSECURED 09/35 5.25                             | CUSIP: 55354GAR1<br>LEI: 549300HTIN2PD78UB763 | Long             | DBT              | CORP              | US        |   1548000 | PA      | $1549952.93   | 0.14%             | 2035-09-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Mariner Wealth Advisors LLC                                 | MARINER WEALTH ADVISORS LLC 2025 REPRICED TERM LOAN B        | CUSIP: 56846TAJ5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1794805 | PA      | $1780070.06   | 0.16%             | 2030-12-31      | Floating      | 5.94%                 | No            |                  2 | On Loan: No      |
| TransDigm Inc.                                              | TRANSDIGM INC SR SECURED 144A 12/31 7.125                    | CUSIP: 893647BT3<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |   1579000 | PA      | $1654935.69   | 0.15%             | 2031-12-01      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| TransDigm Inc.                                              | TRANSDIGM INC SR SECURED 144A 03/29 6.375                    | CUSIP: 893647BU0<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |   2715000 | PA      | $2788796.42   | 0.25%             | 2029-03-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Mastercard Incorporated                                     | MASTERCARD INC COMMON STOCK USD.0001                         | CUSIP: 57636Q104<br>LEI: AR5L2ODV9HN37376R084 | Long             | EC               | CORP              | US        |     16059 | NS      | $8305875.39   | 0.76%             |  |  |  | No            |                  1 | On Loan: No      |
| Microsoft Corporation                                       | MICROSOFT CORP COMMON STOCK USD.00000625                     | CUSIP: 594918104<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | EC               | CORP              | US        |    127420 | NS      | $50042930.80  | 4.57%             |  |  |  | No            |                  1 | On Loan: No      |
| TransDigm Inc.                                              | TRANSDIGM INC SR SECURED 144A 03/32 6.625                    | CUSIP: 893647BV8<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |   3584000 | PA      | $3712995.33   | 0.34%             | 2032-03-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| TransDigm Inc.                                              | TRANSDIGM INC COMPANY GUAR 144A 05/33 6.375                  | CUSIP: 893647BY2<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |   3052000 | PA      | $3114971.92   | 0.28%             | 2033-05-31      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| TransDigm Inc.                                              | TRANSDIGM INC SR SECURED 144A 01/34 6.25                     | CUSIP: 893647BZ9<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |    198000 | PA      | $204830.60    | 0.02%             | 2034-01-31      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| TransDigm Inc.                                              | TRANSDIGM INC SR SUBORDINA 144A 01/34 6.75                   | CUSIP: 893647CA3<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |   2210000 | PA      | $2293496.81   | 0.21%             | 2034-01-31      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Micron Technology Inc.                                      | MICRON TECHNOLOGY INC COMMON STOCK USD.1                     | CUSIP: 595112103<br>LEI: B3DXGBC8GAIYWI2Z0172 | Long             | EC               | CORP              | US        |     13601 | NS      | $5608644.37   | 0.51%             |  |  |  | No            |                  1 | On Loan: No      |
| NiSource Inc.                                               | NISOURCE INC COMMON STOCK USD.01                             | CUSIP: 65473P105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    509468 | NS      | $24097836.40  | 2.20%             |  |  |  | No            |                  1 | On Loan: No      |
| NiSource Inc.                                               | NISOURCE INC JR SUBORDINA 07/56 VAR                          | CUSIP: 65473PAY1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2890000 | PA      | $2907871.76   | 0.27%             | 2056-07-15      | Variable      | 5.75%                 | No            |                  2 | On Loan: No      |
| NVIDIA Corporation                                          | NVIDIA CORP COMMON STOCK USD.001                             | CUSIP: 67066G104<br>LEI: 549300S4KLFTLO7GSQ80 | Long             | EC               | CORP              | US        |    204622 | NS      | $36256972.18  | 3.31%             |  |  |  | No            |                  1 | On Loan: No      |
| TransDigm Inc.                                              | TRANSDIGM INC COMPANY GUAR 144A 07/34 6.125                  | CUSIP: 893647CB1<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |    641000 | PA      | $651086.72    | 0.06%             | 2034-07-31      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| TransDigm Inc.                                              | TRANSDIGM INC 2025 TERM LOAN K                               | CUSIP: 89364MCF9<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | LON              | CORP              | US        |   5695637 | PA      | $5688972.84   | 0.52%             | 2030-03-22      | Floating      | 5.92%                 | No            |                  2 | On Loan: No      |
| Taiwan Semiconductor Manufacturing Company Limited          | TAIWAN SEMICONDUCTOR MANUFACTU COMMON STOCK TWD10.0          | CUSIP: 688910900<br>LEI: N/A                  | Long             | EC               | CORP              | TW        |    145000 | NS      | $9047733.45   | 0.83%             |  |  |  | No            |                  2 | On Loan: No      |
| PPL Corporation                                             | PPL CORP COMMON STOCK USD.01                                 | CUSIP: 69351T106<br>LEI: 9N3UAJSNOUXFKQLF3V18 | Long             | EC               | CORP              | US        |    195660 | NS      | $7626826.80   | 0.70%             |  |  |  | No            |                  1 | On Loan: No      |
| PTC Inc.                                                    | PTC INC COMMON STOCK USD.01                                  | CUSIP: 69370C100<br>LEI: 54930050SSMU8SKDJ030 | Long             | EC               | CORP              | US        |    131775 | NS      | $20634647.25  | 1.88%             |  |  |  | No            |                  1 | On Loan: No      |
| PTC Inc.                                                    | PTC INC COMPANY GUAR 144A 02/28 4                            | CUSIP: 69370CAC4<br>LEI: 54930050SSMU8SKDJ030 | Long             | DBT              | CORP              | US        |    834000 | PA      | $818052.84    | 0.07%             | 2028-02-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| TransDigm Inc.                                              | TRANSDIGM INC 2026 TERM LOAN N                               | CUSIP: 89364MCG7<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | LON              | CORP              | US        |    471000 | PA      | $471357.96    | 0.04%             | 2033-02-13      | Floating      | 6.16%                 | No            |                  2 | On Loan: No      |
| UKG Inc.                                                    | UKG  INC 2024 TERM LOAN B                                    | CUSIP: 89841EAB1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   2843422 | PA      | $2685612.44   | 0.25%             | 2031-02-10      | Floating      | 6.17%                 | No            |                  2 | On Loan: No      |
| Revvity Inc.                                                | REVVITY INC COMMON STOCK USD1.0                              | CUSIP: 714046109<br>LEI: 549300IKL1SDPFI7N655 | Long             | EC               | CORP              | US        |    243434 | NS      | $23931996.54  | 2.19%             |  |  |  | No            |                  1 | On Loan: No      |
| SBA Communications Corporation                              | SBA COMMUNICATIONS CORP SR UNSECURED 02/29 3.125             | CUSIP: 78410GAG9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1516000 | PA      | $1457590.95   | 0.13%             | 2029-02-01      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Service Corporation International                           | SERVICE CORP INTERNATIONAL/US SR UNSECURED 12/27 4.625       | CUSIP: 817565CD4<br>LEI: 549300RKVM2ME20JHZ15 | Long             | DBT              | CORP              | US        |    109000 | PA      | $108910.49    | 0.01%             | 2027-12-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Service Corporation International                           | SERVICE CORP INTERNATIONAL/US SR UNSECURED 08/30 3.375       | CUSIP: 817565CF9<br>LEI: 549300RKVM2ME20JHZ15 | Long             | DBT              | CORP              | US        |    669000 | PA      | $628771.76    | 0.06%             | 2030-08-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Service Corporation International                           | SERVICE CORP INTERNATIONAL/US SR UNSECURED 10/32 5.75        | CUSIP: 817565CH5<br>LEI: 549300RKVM2ME20JHZ15 | Long             | DBT              | CORP              | US        |    618000 | PA      | $630056.56    | 0.06%             | 2032-10-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Varsity Brands Inc.                                         | VARSITY BRANDS INC 2026 ADD ON TERM LOAN B                   | CUSIP: BA000VTJ6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    382000 | PA      | $380567.50    | 0.03%             | 2031-08-26      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| Willis Towers Watson Public Limited Company                 | WILLIS TOWERS WATSON PLC COMMON STOCK USD.000304635          | CUSIP: G96629103<br>LEI: 549300WHC56FF48KL350 | Long             | EC               | CORP              | GB        |     16702 | NS      | $5096949.34   | 0.47%             |  |  |  | No            |                  1 | On Loan: No      |
| Loire Finco Luxembourg S.a r.l.                             | LOIRE FINCO LUXEMBOURG SARL 2025 USD TERM LOAN B             | CUSIP: L7000HAJ3<br>LEI: N/A                  | Long             | LON              | CORP              | LU        |   2777371 | PA      | $2772510.97   | 0.25%             | 2030-01-21      | Floating      | 7.67%                 | No            |                  2 | On Loan: No      |
| 5525245568 TROWE EQUITYOPTION---20260618                    | 5525245568 TROWE EQUITYOPTION---20260618                     | CUSIP: OP004FT35<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        35 | NC      | $-3160.82     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| USI Inc.                                                    | USI INC/NY SR UNSECURED 144A 01/32 7.5                       | CUSIP: 90346KAB5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2291000 | PA      | $2344847.66   | 0.21%             | 2032-01-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| USI Inc.                                                    | USI INC 2024 TERM LOAN C                                     | CUSIP: 90351NAQ8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   2953035 | PA      | $2934578.34   | 0.27%             | 2030-09-29      | Floating      | 5.92%                 | No            |                  2 | On Loan: No      |
| 5705052841 TROWE EQUITYOPTION---20270115                    | 5705052841 TROWE EQUITYOPTION---20270115                     | CUSIP: OP004VN85<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        13 | NC      | $-21304.89    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| 5702864078 TROWE EQUITYOPTION---20270115                    | 5702864078 TROWE EQUITYOPTION---20270115                     | CUSIP: OP004VN93<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        22 | NC      | $-54219.83    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| USI Inc.                                                    | USI INC 2024 TERM LOAN D                                     | CUSIP: 90351NAR6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   2925785 | PA      | $2911156.44   | 0.27%             | 2029-11-21      | Floating      | 5.92%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                            | UNITED STATES TREASURY NOTE/BO 08/30 3.625                   | CUSIP: 91282CNX5<br>LEI: N/A                  | Long             | DBT              | UST               | US        |  17908400 | PA      | $18001439.69  | 1.64%             | 2030-08-31      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                            | UNITED STATES TREASURY NOTE/BO 09/30 3.625                   | CUSIP: 91282CPA3<br>LEI: N/A                  | Long             | DBT              | UST               | US        |  17978000 | PA      | $18069996.84  | 1.65%             | 2030-09-30      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| 5705052847 TROWE EQUITYOPTION---20270115                    | 5705052847 TROWE EQUITYOPTION---20270115                     | CUSIP: OP004VNB8<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        24 | NC      | $-22534.82    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Abbott Laboratories                                         | ABBOTT LABORATORIES COMMON STOCK                             | CUSIP: 002824100<br>LEI: HQD377W2YR662HK5JX27 | Long             | EC               | CORP              | US        |     24447 | NS      | $2844408.45   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Advanced Micro Devices Inc.                                 | ADVANCED MICRO DEVICES INC COMMON STOCK USD.01               | CUSIP: 007903107<br>LEI: R2I72C950HOYXII45366 | Long             | EC               | CORP              | US        |     80319 | NS      | $16080666.99  | 1.47%             |  |  |  | No            |                  1 | On Loan: No      |
| Alnylam Pharmaceuticals Inc.                                | ALNYLAM PHARMACEUTICALS INC COMMON STOCK USD.01              | CUSIP: 02043Q107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     15451 | NS      | $5143946.92   | 0.47%             |  |  |  | No            |                  1 | On Loan: No      |
| Alphabet Inc.                                               | ALPHABET INC COMMON STOCK USD.001                            | CUSIP: 02079K305<br>LEI: 5493006MHB84DD0ZWV18 | Long             | EC               | CORP              | US        |    103064 | NS      | $32131232.64  | 2.93%             |  |  |  | No            |                  1 | On Loan: No      |
| Amazon.com Inc.                                             | AMAZON.COM INC COMMON STOCK USD.01                           | CUSIP: 023135106<br>LEI: ZXTILKJKG63JELOEG630 | Long             | EC               | CORP              | US        |    222940 | NS      | $46817400.00  | 4.28%             |  |  |  | No            |                  1 | On Loan: No      |
| American Electric Power Company Inc.                        | AMERICAN ELECTRIC POWER CO INC JR SUBORDINA 03/56 VAR        | CUSIP: 02557TAE9<br>LEI: 1B4S6S7G0TW5EE83BO58 | Long             | DBT              | CORP              | US        |    874000 | PA      | $878250.26    | 0.08%             | 2056-03-15      | Variable      | 5.80%                 | No            |                  2 | On Loan: No      |
| American Electric Power Company Inc.                        | AMERICAN ELECTRIC POWER CO INC JR SUBORDINA 03/56 VAR        | CUSIP: 02557TAF6<br>LEI: 1B4S6S7G0TW5EE83BO58 | Long             | DBT              | CORP              | US        |    805000 | PA      | $807829.58    | 0.07%             | 2056-03-15      | Variable      | 6.05%                 | No            |                  2 | On Loan: No      |
| Cencora Inc.                                                | CENCORA INC COMMON STOCK USD.01                              | CUSIP: 03073E105<br>LEI: AI8GXW8LG5WK7E9UD086 | Long             | EC               | CORP              | US        |     53169 | NS      | $19786311.66  | 1.81%             |  |  |  | No            |                  1 | On Loan: No      |
| AmWINS Group Inc.                                           | AMWINS GROUP INC SR SECURED 144A 02/29 6.375                 | CUSIP: 031921AC3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    741000 | PA      | $754051.23    | 0.07%             | 2029-02-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Amphenol Corporation                                        | AMPHENOL CORP COMMON STOCK USD.001                           | CUSIP: 032095101<br>LEI: 549300D3L3G0R4U4VT04 | Long             | EC               | CORP              | US        |     16556 | NS      | $2418169.36   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| AmWINS Group Inc.                                           | AMWINS GROUP INC 2026 TERM LOAN B                            | CUSIP: 03234TBB3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   8604893 | PA      | $8505162.69   | 0.78%             | 2032-01-30      | Floating      | 5.67%                 | No            |                  2 | On Loan: No      |
| Apogee Therapeutics Inc.                                    | APOGEE THERAPEUTICS INC COMMON STOCK USD.00001               | CUSIP: 03770N101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     51992 | NS      | $3639440.00   | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| Apple Inc.                                                  | APPLE INC COMMON STOCK USD.00001                             | CUSIP: 037833100<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | EC               | CORP              | US        |    158021 | NS      | $41745987.78  | 3.81%             |  |  |  | No            |                  1 | On Loan: No      |
| Applied Systems Inc.                                        | APPLIED SYSTEMS INC 2024 2ND LIEN TERM LOAN                  | CUSIP: 03827FBC4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   2289401 | PA      | $2252198.23   | 0.21%             | 2032-02-23      | Floating      | 8.17%                 | No            |                  2 | On Loan: No      |
| Applied Systems Inc.                                        | APPLIED SYSTEMS INC 2024 1ST LIEN TERM LOAN                  | CUSIP: 03827FBD2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |  16044323 | PA      | $15701134.85  | 1.43%             | 2031-02-24      | Floating      | 5.92%                 | No            |                  2 | On Loan: No      |
| Arcellx Inc.                                                | ARCELLX INC COMMON STOCK USD.001                             | CUSIP: 03940C100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     23474 | NS      | $2671106.46   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Arista Networks Inc.                                        | ARISTA NETWORKS INC COMMON STOCK USD.0001                    | CUSIP: 040413205<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      8100 | NS      | $1081350.00   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Broadcom Inc.                                               | BROADCOM INC COMMON STOCK                                    | CUSIP: 11135F101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     73055 | NS      | $23344725.25  | 2.13%             |  |  |  | No            |                  1 | On Loan: No      |
| CPI Holdco B LLC                                            | CPI HOLDCO B LLC 2025 FUNGIBLE ADD ON TERM LOAN              | CUSIP: 1261MAAE0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   3118199 | PA      | $3081996.41   | 0.28%             | 2031-05-19      | Floating      | 5.67%                 | No            |                  2 | On Loan: No      |
| JH COLLATERAL                                               | JH COLLATERAL                                                | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             | RF                | US        |    144284 | NS      | $1443277.21   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| 5682429566 TROWE EQUITYOPTION---20270115                    | 5682429566 TROWE EQUITYOPTION---20270115                     | CUSIP: OP004TFK2<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        17 | NC      | $-40144.60    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| 5682413542 TROWE EQUITYOPTION---20270115                    | 5682413542 TROWE EQUITYOPTION---20270115                     | CUSIP: OP004TFL0<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        13 | NC      | $-12529.59    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| 5682421867 TROWE EQUITYOPTION---20270115                    | 5682421867 TROWE EQUITYOPTION---20270115                     | CUSIP: OP004TFM8<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        40 | NC      | $-136864.34   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| 5682429513 TROWE EQUITYOPTION---20270115                    | 5682429513 TROWE EQUITYOPTION---20270115                     | CUSIP: OP004TFN6<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        23 | NC      | $-124495.30   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| 5682407290 TROWE EQUITYOPTION---20270115                    | 5682407290 TROWE EQUITYOPTION---20270115                     | CUSIP: OP004TFP1<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        27 | NC      | $-42865.77    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| 5682429506 TROWE EQUITYOPTION---20270115                    | 5682429506 TROWE EQUITYOPTION---20270115                     | CUSIP: OP004TFQ9<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        23 | NC      | $-112120.11   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| 5682429408 TROWE EQUITYOPTION---20270115                    | 5682429408 TROWE EQUITYOPTION---20270115                     | CUSIP: OP004TFR7<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        26 | NC      | $-26598.05    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| 5682429443 TROWE EQUITYOPTION---20270115                    | 5682429443 TROWE EQUITYOPTION---20270115                     | CUSIP: OP004TFS5<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        22 | NC      | $-44813.66    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| 5682417479 TROWE EQUITYOPTION---20270115                    | 5682417479 TROWE EQUITYOPTION---20270115                     | CUSIP: OP004TFT3<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        28 | NC      | $-34803.40    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| 5682429474 TROWE EQUITYOPTION---20270115                    | 5682429474 TROWE EQUITYOPTION---20270115                     | CUSIP: OP004TFV8<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |         3 | NC      | $-51491.89    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| 5682421937 TROWE EQUITYOPTION---20270115                    | 5682421937 TROWE EQUITYOPTION---20270115                     | CUSIP: OP004TFW6<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        16 | NC      | $-47132.85    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| 5682429399 TROWE EQUITYOPTION---20270115                    | 5682429399 TROWE EQUITYOPTION---20270115                     | CUSIP: OP004TFX4<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        26 | NC      | $-32583.39    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| 5682413555 TROWE EQUITYOPTION---20270115                    | 5682413555 TROWE EQUITYOPTION---20270115                     | CUSIP: OP004TFZ9<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        25 | NC      | $-45129.42    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| 5682417490 TROWE EQUITYOPTION---20270115                    | 5682417490 TROWE EQUITYOPTION---20270115                     | CUSIP: OP004TG05<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        40 | NC      | $-157188.64   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| 5682421881 TROWE EQUITYOPTION---20270115                    | 5682421881 TROWE EQUITYOPTION---20270115                     | CUSIP: OP004TG13<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        16 | NC      | $-54274.53    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| 5682413539 TROWE EQUITYOPTION---20270115                    | 5682413539 TROWE EQUITYOPTION---20270115                     | CUSIP: OP004TG21<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        13 | NC      | $-15606.64    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| 5682413525 TROWE EQUITYOPTION---20270115                    | 5682413525 TROWE EQUITYOPTION---20270115                     | CUSIP: OP004TG39<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |         9 | NC      | $-52275.15    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| 5682407239 TROWE EQUITYOPTION---20270115                    | 5682407239 TROWE EQUITYOPTION---20270115                     | CUSIP: OP004TG54<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        64 | NC      | $-126547.08   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2026-03-27

**Name of Applicant:** John Hancock Funds II

**Signature:** /s/Salvatore Schiavone

**Name of Signer:** Salvatore Schiavone

**Title:** Treasurer