# EDGAR Filing Document

**Accession Number:** 0000756913
**File Stem:** 0001145549-23-009574
**Filing Date:** 2023-2
**Character Count:** 119229
**Document Hash:** f4ee9b6e908bf11b84d45eafc1e8fd8b
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001145549-23-009574.hdr.sgml**: 20230224

**ACCESSION NUMBER**: 0001145549-23-009574

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20221231

**FILED AS OF DATE**: 20230224

**DATE AS OF CHANGE**: 20230224

**PERIOD START**: 20221231

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** JOHN HANCOCK VARIABLE INSURANCE TRUST
- **CENTRAL INDEX KEY:** 0000756913
- **IRS NUMBER:** 000000000
- **STATE OF INCORPORATION:** MA
- **FISCAL YEAR END:** 0630

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-04146
- **FILM NUMBER:** 23664254

**BUSINESS ADDRESS:**
- **STREET 1:** C/O JOHN HANCOCK FUNDS
- **STREET 2:** 200 BERKELEY STREET
- **CITY:** BOSTON
- **STATE:** MA
- **ZIP:** 02116
- **BUSINESS PHONE:** 617-663-3000

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

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** JOHN HANCOCK TRUST
- **DATE OF NAME CHANGE:** 20050124

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** MANUFACTURERS INVESTMENT TRUST
- **DATE OF NAME CHANGE:** 19971022

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** NASL SERIES FUND INC
- **DATE OF NAME CHANGE:** 19881030

## Series and Classes Contracts Data

### Capital Appreciation Value Trust (Series ID: S000021933)

| Class ID   | Class Name      | Ticker Symbol   |
|:---|:---|:---|
| C000063026 | NAV Class       |  |
| C000063027 | Series I Class  |  |
| C000063028 | Series II Class |  |

## 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 Variable Insurance Trust

- **b. Investment Company Act file number:** 811-04146

- **c. CIK number of Registrant:** 0000756913

- **d. LEI of Registrant:** Z5DUWKEPW78QKD87GA06

- **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:** 617-312-0176

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

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

- **b. EDGAR series identifier (if any):** S000021933

- **c. LEI of Series:** 549300PRBTNX4HDWKZ02

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

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

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

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $424976193.94

**Total Liabilities:** $5183307.06

**Net Assets:** $419792886.88

**Cash Not Reported:** $199080.94

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** -33.110169000000 | **1-Year:** -1363.742052000000 | **5-Year:** -2175.004290000000 | **10-Year:** -1767.483505000000 | **30-Year:** -2539.820561000000

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

- **3-Month:** -89.929801000000 | **1-Year:** -6391.601356000000 | **5-Year:** -8898.397542000000 | **10-Year:** -1624.726731000000 | **30-Year:** -434.218273000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000063026 | 3.84%                | 4.90%                | -3.12%               |
| Class ID C000063027 | 3.86%                | 4.89%                | -3.01%               |
| Class ID C000063028 | 3.83%                | 4.92%                | -3.13%               |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-1705390.91             | $16842497.01                               |
| Month 2  | $862013.44               | $18848088.91                               |
| Month 3  | $588781.93               | $-15017697.65                              |

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| ACRISURE LLC / ACRISURE FINANC SR UNSECURED 144A 11/25 7    | ACRISURE LLC / ACRISURE FINANC SR UNSECURED 144A 11/25 7     | CUSIP: 00489LAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    775000 | PA      | $712079.86    | 0.17%             | 2025-11-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| ADMI Corp.                                                  | ADMI CORP 2021 TERM LOAN B2                                  | CUSIP: 00709LAH0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    579675 | PA      | $524316.04    | 0.12%             | 2027-12-23      | Floating      | 7.76%                 | No            |                  2 | On Loan: No      |
| ADMI Corp.                                                  | ADMI CORP 2021 INCREMENTAL TLB3                              | CUSIP: 00709LAJ6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1051688 | PA      | $955068.97    | 0.23%             | 2027-12-23      | Floating      | 8.14%                 | No            |                  2 | On Loan: No      |
| Howmet Aerospace Inc.                                       | HOWMET AEROSPACE INC SR UNSECURED 02/27 5.9                  | CUSIP: 013817AJ0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     29000 | PA      | $28837.02     | 0.01%             | 2027-02-01      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| Alliant Holdings Intermediate LLC                           | ALLIANT HLDGS I L P TERM LOAN B 1                            | CUSIP: 01881UAE5<br>LEI: 5493006Q26653NF8SI73 | Long             | LON              | CORP              | US        |    893582 | PA      | $880848.71    | 0.21%             | 2025-05-09      | Floating      | 7.63%                 | No            |                  2 | On Loan: No      |
| Alliant Holdings Intermediate LLC                           | ALLIANT HOLDINGS INTER LLC TERM LOAN B                       | CUSIP: 01881UAF2<br>LEI: 5493006Q26653NF8SI73 | Long             | LON              | CORP              | US        |    458088 | PA      | $451624.86    | 0.11%             | 2025-05-09      | Floating      | 7.63%                 | No            |                  2 | On Loan: No      |
| Alliant Holdings Intermediate LLC                           | ALLIANT HOLDINGS INTERM LLC 2021 TERM LOAN B4                | CUSIP: 01881UAJ4<br>LEI: 5493006Q26653NF8SI73 | Long             | LON              | CORP              | US        |   1476030 | PA      | $1440708.11   | 0.34%             | 2027-11-06      | Floating      | 7.85%                 | No            |                  2 | On Loan: No      |
| ALLIANT HOLDINGS INTERMEDIATE SR UNSECURED 144A 10/27 6.75  | ALLIANT HOLDINGS INTERMEDIATE SR UNSECURED 144A 10/27 6.75   | CUSIP: 01883LAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    183000 | PA      | $164491.38    | 0.04%             | 2027-10-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| 95439627 TROWE EQUITYOPTION---20230120                      | 95439627 TROWE EQUITYOPTION---20230120                       | CUSIP: OP001P540<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        11 | NC      | $-8.49        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| 95439643 TROWE EQUITYOPTION---20230120                      | 95439643 TROWE EQUITYOPTION---20230120                       | CUSIP: OP001P565<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        11 | NC      | $-2.36        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| 95500564 TROWE EQUITYOPTION---20230120                      | 95500564 TROWE EQUITYOPTION---20230120                       | CUSIP: OP001P771<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        35 | NC      | $-7.51        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| 95500556 TROWE EQUITYOPTION---20230120                      | 95500556 TROWE EQUITYOPTION---20230120                       | CUSIP: OP001P789<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        35 | NC      | $-14.37       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| 95500548 TROWE EQUITYOPTION---20230120                      | 95500548 TROWE EQUITYOPTION---20230120                       | CUSIP: OP001P797<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        35 | NC      | $-27.01       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| 95793936 TROWE EQUITYOPTION---20230120                      | 95793936 TROWE EQUITYOPTION---20230120                       | CUSIP: OP001QF62<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        67 | NC      | $-459.74      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| 95793928 TROWE EQUITYOPTION---20230120                      | 95793928 TROWE EQUITYOPTION---20230120                       | CUSIP: OP001QF96<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        67 | NC      | $-2844.77     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| 95793920 TROWE EQUITYOPTION---20230120                      | 95793920 TROWE EQUITYOPTION---20230120                       | CUSIP: OP001QFC9<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        67 | NC      | $-12556.52    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| 96919432 TROWE EQUITYOPTION---20230120                      | 96919432 TROWE EQUITYOPTION---20230120                       | CUSIP: OP001W1K3<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        39 | NC      | $-1.02        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| 97988461 TROWE EQUITYOPTION---20240119                      | 97988461 TROWE EQUITYOPTION---20240119                       | CUSIP: OP0020SM9<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |       108 | NC      | $-44235.71    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| 98110619 TROWE EQUITYOPTION---20240119                      | 98110619 TROWE EQUITYOPTION---20240119                       | CUSIP: OP00215W0<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        20 | NC      | $-15499.79    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| 98110627 TROWE EQUITYOPTION---20240119                      | 98110627 TROWE EQUITYOPTION---20240119                       | CUSIP: OP00215X8<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        20 | NC      | $-12438.46    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| 98232751 TROWE EQUITYOPTION---20240119                      | 98232751 TROWE EQUITYOPTION---20240119                       | CUSIP: OP0021HD9<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        19 | NC      | $-82009.38    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| 98251248 TROWE EQUITYOPTION---20240119                      | 98251248 TROWE EQUITYOPTION---20240119                       | CUSIP: OP0021K29<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        34 | NC      | $-38280.02    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| 98251240 TROWE EQUITYOPTION---20240119                      | 98251240 TROWE EQUITYOPTION---20240119                       | CUSIP: OP0021K45<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        34 | NC      | $-46326.33    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| 98251224 TROWE EQUITYOPTION---20240119                      | 98251224 TROWE EQUITYOPTION---20240119                       | CUSIP: OP0021N26<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        28 | NC      | $-34180.58    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| 98251232 TROWE EQUITYOPTION---20240119                      | 98251232 TROWE EQUITYOPTION---20240119                       | CUSIP: OP0021N59<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        27 | NC      | $-28509.88    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| 95081172 TROWE EQUITYOPTION---20230120                      | 95081172 TROWE EQUITYOPTION---20230120                       | CUSIP: OP001MLG2<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |         8 | NC      | $-137.83      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| 95214950 TROWE EQUITYOPTION---20230120                      | 95214950 TROWE EQUITYOPTION---20230120                       | CUSIP: OP001NC13<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        18 | NC      | $-4.19        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| 95214942 TROWE EQUITYOPTION---20230120                      | 95214942 TROWE EQUITYOPTION---20230120                       | CUSIP: OP001NC96<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        18 | NC      | $-10.18       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| 95214958 TROWE EQUITYOPTION---20230120                      | 95214958 TROWE EQUITYOPTION---20230120                       | CUSIP: OP001NCC9<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        18 | NC      | $-1.92        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| 95316345 TROWE EQUITYOPTION---20230120                      | 95316345 TROWE EQUITYOPTION---20230120                       | CUSIP: OP001NL96<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        67 | NC      | $-1.05        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| 95316353 TROWE EQUITYOPTION---20230120                      | 95316353 TROWE EQUITYOPTION---20230120                       | CUSIP: OP001NLD7<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        67 | NC      | $-0.01        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| 95439635 TROWE EQUITYOPTION---20230120                      | 95439635 TROWE EQUITYOPTION---20230120                       | CUSIP: OP001P532<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        11 | NC      | $-4.52        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Public Service Enterprise Group Incorporated                | PUBLIC SERVICE ENTERPRISE GROU COMMON STOCK                  | CUSIP: 744573106<br>LEI: PUSS41EMO3E6XXNV3U28 | Long             | EC               | CORP              | US        |     27200 | NS      | $1666544.00   | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| RealPage Inc.                                               | REALPAGE INC 1ST LIEN TERM LOAN                              | CUSIP: 75605VAD4<br>LEI: 5493001RSFZX4122A604 | Long             | LON              | CORP              | US        |   1407188 | PA      | $1335420.94   | 0.32%             | 2028-04-24      | Floating      | 7.38%                 | No            |                  2 | On Loan: No      |
| RealPage Inc.                                               | REALPAGE INC SECOND LIEN TERM LOAN                           | CUSIP: 75605VAG7<br>LEI: 5493001RSFZX4122A604 | Long             | LON              | CORP              | US        |     75000 | PA      | $71812.50     | 0.02%             | 2029-04-23      | Floating      | 10.88%                | 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        |  34304081 | NS      | $34304081.45  | 8.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Roper Technologies Inc.                                     | ROPER TECHNOLOGIES INC COMMON STOCK USD.01                   | CUSIP: 776696106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     11923 | NS      | $5151809.07   | 1.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Ryan Specialty Group LLC                                    | RYAN SPECIALTY GROUP LLC TERM LOAN                           | CUSIP: 78350UAE5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    264072 | PA      | $261872.62    | 0.06%             | 2027-09-01      | Floating      | 7.42%                 | No            |                  2 | On Loan: No      |
| SCE Trust IV                                                | SCE TRUST IV PREFERRED STOCK VAR                             | CUSIP: 78409G206<br>LEI: N/A                  | Long             | EP               | CORP              | US        |     18432 | NS      | $333619.20    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| SandP Global Inc.                                           | SandP GLOBAL INC COMMON STOCK USD1.0                         | CUSIP: 78409V104<br>LEI: Y6X4K52KMJMZE7I7MY94 | Long             | EC               | CORP              | US        |      4313 | NS      | $1444596.22   | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| SeaWorld Parks and Entertainment Inc.                       | SEAWORLD PARKS AND ENTE INC 2021 TERM LOAN B                 | CUSIP: 78488CAH3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     75370 | PA      | $73915.92     | 0.02%             | 2028-08-25      | Floating      | 7.44%                 | No            |                  2 | On Loan: No      |
| Salesforce Inc.                                             | SALESFORCE.COM INC COMMON STOCK USD.001                      | CUSIP: 79466L302<br>LEI: RCGZFPDMRW58VJ54VR07 | Long             | EC               | CORP              | US        |     27746 | NS      | $3678842.14   | 0.88%             |  |  |  | No            |                  1 | On Loan: No      |
| HUB International Limited                                   | HUB INTL LTD TERM LOAN B 1                                   | CUSIP: 44332EAP1<br>LEI: 549300JQT6ATTUNS5E06 | Long             | LON              | CORP              | US        |   7056536 | PA      | $6971292.95   | 1.66%             | 2025-04-25      | Floating      | 7.33%                 | No            |                  2 | On Loan: No      |
| HUB International Limited                                   | HUB INTERNATIONAL LIMITED 2021 TERM LOAN B                   | CUSIP: 44332EAU0<br>LEI: 549300JQT6ATTUNS5E06 | Long             | LON              | CORP              | US        |   4567402 | PA      | $4520677.52   | 1.08%             | 2025-04-25      | Floating      | 7.53%                 | No            |                  2 | On Loan: No      |
| HUB International Limited                                   | HUB INTERNATIONAL LTD 2022 TERM LOAN B                       | CUSIP: 44332EAV8<br>LEI: 549300JQT6ATTUNS5E06 | Long             | LON              | CORP              | US        |    408055 | PA      | $403182.82    | 0.10%             | 2029-11-10      | Floating      | 8.22%                 | No            |                  2 | On Loan: No      |
| HUB International Limited                                   | HUB INTERNATIONAL LTD SR UNSECURED 144A 05/26 7              | CUSIP: 44332PAD3<br>LEI: 549300JQT6ATTUNS5E06 | Long             | DBT              | CORP              | US        |   1805000 | PA      | $1767076.95   | 0.42%             | 2026-05-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| HUB International Limited                                   | HUB INTERNATIONAL LTD SR UNSECURED 144A 12/29 5.625          | CUSIP: 44332PAG6<br>LEI: 549300JQT6ATTUNS5E06 | Long             | DBT              | CORP              | US        |    165000 | PA      | $144108.10    | 0.03%             | 2029-12-01      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| IRB Holding Corp.                                           | IRB HOLDING CORP. 2020 TERM LOAN B                           | CUSIP: 44988LAF4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    319707 | PA      | $316458.93    | 0.08%             | 2025-02-05      | Floating      | 7.13%                 | No            |                  2 | On Loan: No      |
| IRB Holding Corp.                                           | IRB HOLDING CORP 2022 TERM LOAN B                            | CUSIP: 44988LAH0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    526007 | PA      | $509832.15    | 0.12%             | 2027-12-15      | Floating      | 7.32%                 | 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        |    125741 | NS      | $6569967.25   | 1.57%             |  |  |  | No            |                  1 | On Loan: No      |
| Intercontinental Exchange Inc.                              | INTERCONTINENTAL EXCHANGE INC COMMON STOCK USD.01            | CUSIP: 45866F104<br>LEI: 5493000F4ZO33MV32P92 | Long             | EC               | CORP              | US        |     76546 | NS      | $7852854.14   | 1.87%             |  |  |  | No            |                  1 | On Loan: No      |
| Intercontinental Exchange Inc.                              | INTERCONTINENTAL EXCHANGE INC SR UNSECURED 09/27 4           | CUSIP: 45866FAU8<br>LEI: 5493000F4ZO33MV32P92 | Long             | DBT              | CORP              | US        |     59000 | PA      | $57001.32     | 0.01%             | 2027-09-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Intercontinental Exchange Inc.                              | INTERCONTINENTAL EXCHANGE INC SR UNSECURED 06/29 4.35        | CUSIP: 45866FAV6<br>LEI: 5493000F4ZO33MV32P92 | Long             | DBT              | CORP              | US        |    198000 | PA      | $191434.32    | 0.05%             | 2029-06-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Intercontinental Exchange Inc.                              | INTERCONTINENTAL EXCHANGE INC SR UNSECURED 06/62 5.2         | CUSIP: 45866FAY0<br>LEI: 5493000F4ZO33MV32P92 | Long             | DBT              | CORP              | US        |    719000 | PA      | $678359.96    | 0.16%             | 2062-06-15      | Fixed         | 5.20%                 | 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        |   1237000 | PA      | $1187520.00   | 0.28%             | 2027-06-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| KKR and CO. INC.                                            | KKR and CO INC COMMON STOCK                                  | CUSIP: 48251W104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     73870 | NS      | $3429045.40   | 0.82%             |  |  |  | No            |                  1 | On Loan: No      |
| Keurig Dr Pepper Inc.                                       | KEURIG DR PEPPER INC COMMON STOCK USD.01                     | CUSIP: 49271V100<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | EC               | CORP              | US        |     40375 | NS      | $1439772.50   | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| Korn Ferry                                                  | KORN FERRY SR UNSECURED 144A 12/27 4.625                     | CUSIP: 50067PAA7<br>LEI: 549300FOD20OM0GT5G40 | Long             | DBT              | CORP              | US        |     90000 | PA      | $82890.90     | 0.02%             | 2027-12-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| TransUnion                                                  | TRANSUNION COMMON STOCK USD.01                               | CUSIP: 89400J107<br>LEI: 549300ZS772LUNUMRB03 | Long             | EC               | CORP              | US        |     94400 | NS      | $5357200.00   | 1.28%             |  |  |  | No            |                  1 | On Loan: No      |
| US Airways 2010-1 Class A Pass Through Trust                | US AIRWAYS 2010-1 CLASS A PASS PASS THRU CE 10/24 6.25       | CUSIP: 90345KAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     65680 | PA      | $64718.48     | 0.02%             | 2023-04-22      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| US Airways 2012-2 Class A Pass Through Trust                | US AIRWAYS 2012-2 CLASS A PASS PASS THRU CE 12/26 4.625      | CUSIP: 90345WAD6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     10734 | PA      | $9805.13      | 0.00%             | 2025-06-03      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| US AIRWAYS 2013-1 CLASS A PASS PASS THRU CE 05/27 3.95      | US AIRWAYS 2013-1 CLASS A PASS PASS THRU CE 05/27 3.95       | CUSIP: 90346WAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    110958 | PA      | $100578.37    | 0.02%             | 2025-11-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| USI Inc.                                                    | USI INC 2019 INC TERM LOAN B                                 | CUSIP: 90351NAF2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    813426 | PA      | $806308.26    | 0.19%             | 2026-12-02      | Floating      | 7.98%                 | No            |                  2 | On Loan: No      |
| USI Inc.                                                    | USI  INC 2022 INCREMENTAL TERM LOAN                          | CUSIP: 90351NAJ4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1507287 | PA      | $1491144.29   | 0.36%             | 2029-11-22      | Floating      | 8.33%                 | No            |                  2 | On Loan: No      |
| UKG INC.                                                    | THE ULTIMATE SW GRP INC 2021 TERM LOAN                       | CUSIP: 90385KAK7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   5806252 | PA      | $5515939.22   | 1.31%             | 2026-05-04      | Floating      | 7.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                            | UNITED STATES TREASURY NOTE/BO 08/32 2.75                    | CUSIP: 91282CFF3<br>LEI: N/A                  | Long             | DBT              | UST               | US        |  43341000 | PA      | $39467398.13  | 9.40%             | 2032-08-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group Incorporated                             | UNITEDHEALTH GROUP INC COMMON STOCK USD.01                   | CUSIP: 91324P102<br>LEI: 549300GHBMY8T5GXDE41 | Long             | EC               | CORP              | US        |     15654 | NS      | $8299437.72   | 1.98%             |  |  |  | No            |                  1 | On Loan: No      |
| USI Inc.                                                    | USI INC/NY SR UNSECURED 144A 05/25 6.875                     | CUSIP: 91739VAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    799000 | PA      | $769712.20    | 0.18%             | 2025-05-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Visa Inc.                                                   | VISA INC COMMON STOCK USD.0001                               | CUSIP: 92826C839<br>LEI: 549300JZ4OKEHW3DPJ59 | Long             | EC               | CORP              | US        |     12800 | NS      | $2659328.00   | 0.63%             |  |  |  | No            |                  1 | On Loan: No      |
| CELESTIAL SATURN PARENT INC 2ND LIEN TERM LOAN              | CELESTIAL SATURN PARENT INC 2ND LIEN TERM LOAN               | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     80000 | PA      | $56040.00     | 0.01%             | 2029-06-04      | Floating      | 10.94%                | No            |                  2 | On Loan: No      |
| Waste Connections Inc.                                      | WASTE CONNECTIONS INC COMMON STOCK                           | CUSIP: 94106B101<br>LEI: 549300HDLRTPBQU69P29 | Long             | EC               | CORP              | US        |     41331 | NS      | $5478837.36   | 1.31%             |  |  |  | No            |                  1 | On Loan: No      |
| UKG INC.                                                    | THE ULTIMATE SW GRP INC 2021 2ND LIEN TERM LOAN              | CUSIP: 943ZWTII7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    290000 | PA      | $265495.00    | 0.06%             | 2027-05-03      | Floating      | 9.00%                 | No            |                  2 | On Loan: No      |
| Loire Finco Luxembourg S.a r.l.                             | LGC LIMITED TERM LOAN                                        | CUSIP: 965VBQII8<br>LEI: N/A                  | Long             | LON              | CORP              | LU        |   1136200 | PA      | $1058086.69   | 0.25%             | 2027-04-21      | Floating      | 7.38%                 | No            |                  2 | On Loan: No      |
| Woof Holdings Inc.                                          | WOOF HOLDING INC TERM LOAN                                   | CUSIP: 98082EAB0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    196500 | PA      | $184381.85    | 0.04%             | 2027-12-21      | Floating      | 8.10%                 | No            |                  2 | On Loan: No      |
| Xcel Energy Inc.                                            | XCEL ENERGY INC COMMON STOCK USD2.5                          | CUSIP: 98389B100<br>LEI: LGJNMI9GH8XIDG5RCM61 | Long             | EC               | CORP              | US        |     48200 | NS      | $3379302.00   | 0.80%             |  |  |  | No            |                  1 | On Loan: No      |
| YUM! Brands Inc.                                            | YUM! BRANDS INC COMMON STOCK                                 | CUSIP: 988498101<br>LEI: 549300JE8XHZZ7OHN517 | Long             | EC               | CORP              | US        |     66320 | NS      | $8494265.60   | 2.02%             |  |  |  | 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        |    367000 | PA      | $372193.05    | 0.09%             | 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        |    579000 | PA      | $476227.50    | 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        |      2000 | PA      | $1835.00      | 0.00%             | 2030-01-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| AbbVie Inc.                                                 | ABBVIE INC COMMON STOCK USD.01                               | CUSIP: 00287Y109<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | EC               | CORP              | US        |     16600 | NS      | $2682726.00   | 0.64%             |  |  |  | No            |                  1 | On Loan: No      |
| Acrisure LLC                                                | ACRISURE LLC 2021 INCREMENTAL TERM LOAN B                    | CUSIP: 00488PAN5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    246875 | PA      | $233990.59    | 0.06%             | 2027-02-15      | Floating      | 8.13%                 | No            |                  2 | On Loan: No      |
| 91226067 TROWE EQUITYOPTION---20230120                      | 91226067 TROWE EQUITYOPTION---20230120                       | CUSIP: AEIF55290<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        20 | NC      | $0.00         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| 98251215 TROWE EQUITYOPTION---20230120                      | 98251215 TROWE EQUITYOPTION---20230120                       | CUSIP: AEIG10590<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        53 | NC      | $-4324.11     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Howden Group Holdings Limited                               | HYPERION INSURANCE GROUP LTD 2021 TERM LOAN B                | CUSIP: G4712JAR3<br>LEI: N/A                  | Long             | LON              | CORP              | GB        |   1433288 | PA      | $1393614.48   | 0.33%             | 2027-11-12      | Floating      | 7.69%                 | No            |                  2 | On Loan: No      |
| Camelot U.S. Acquisition LLC                                | CAMELOT US ACQUISITION 1 CO 2020 INCR TL B                   | CUSIP: L2000AAD2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    255786 | PA      | $251629.58    | 0.06%             | 2026-10-30      | Floating      | 7.38%                 | No            |                  2 | On Loan: No      |
| Sunshine Luxembourg VII SARL                                | SUNSHINE LUXEMBOURG VII SARL 2021 TERM LOAN B3               | CUSIP: L8908YAE8<br>LEI: N/A                  | Long             | LON              | CORP              | LU        |   1273753 | PA      | $1217847.89   | 0.29%             | 2026-10-01      | Floating      | 8.48%                 | No            |                  2 | On Loan: No      |
| NXP Semiconductors N.V.                                     | NXP SEMICONDUCTORS NV COMMON STOCK                           | CUSIP: N6596X109<br>LEI: N/A                  | Long             | EC               | CORP              | NL        |     47551 | NS      | $7514484.53   | 1.79%             |  |  |  | No            |                  1 | On Loan: No      |
| 90585354 TROWE EQUITYOPTION---20230120                      | 90585354 TROWE EQUITYOPTION---20230120                       | CUSIP: OP0012J53<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        11 | NC      | $-0.03        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| 90585338 TROWE EQUITYOPTION---20230120                      | 90585338 TROWE EQUITYOPTION---20230120                       | CUSIP: OP0012JD6<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        11 | NC      | $-0.59        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| 90585346 TROWE EQUITYOPTION---20230120                      | 90585346 TROWE EQUITYOPTION---20230120                       | CUSIP: OP0012JN4<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        11 | NC      | $-0.14        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| 90585362 TROWE EQUITYOPTION---20230120                      | 90585362 TROWE EQUITYOPTION---20230120                       | CUSIP: OP0012JR5<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        11 | NC      | $0.00         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| 90687205 TROWE EQUITYOPTION---20230120                      | 90687205 TROWE EQUITYOPTION---20230120                       | CUSIP: OP0012M26<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        10 | NC      | $0.00         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| 90686081 TROWE EQUITYOPTION---20230120                      | 90686081 TROWE EQUITYOPTION---20230120                       | CUSIP: OP0012M34<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        10 | NC      | $-0.12        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| 90686073 TROWE EQUITYOPTION---20230120                      | 90686073 TROWE EQUITYOPTION---20230120                       | CUSIP: OP0012M42<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        10 | NC      | $-0.54        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| 90687197 TROWE EQUITYOPTION---20230120                      | 90687197 TROWE EQUITYOPTION---20230120                       | CUSIP: OP0012M67<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        10 | NC      | $-0.03        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| 90812418 TROWE EQUITYOPTION---20230120                      | 90812418 TROWE EQUITYOPTION---20230120                       | CUSIP: OP0012ZM8<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |         8 | NC      | $-0.10        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| 90812426 TROWE EQUITYOPTION---20230120                      | 90812426 TROWE EQUITYOPTION---20230120                       | CUSIP: OP0012ZN6<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |         8 | NC      | $-0.02        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| 90812434 TROWE EQUITYOPTION---20230120                      | 90812434 TROWE EQUITYOPTION---20230120                       | CUSIP: OP0012ZR7<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |         8 | NC      | $0.00         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| 91845355 TROWE EQUITYOPTION---20230120                      | 91845355 TROWE EQUITYOPTION---20230120                       | CUSIP: OP0016XJ8<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |         2 | NC      | $-0.01        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| 91845347 TROWE EQUITYOPTION---20230120                      | 91845347 TROWE EQUITYOPTION---20230120                       | CUSIP: OP0016XM1<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |         2 | NC      | $-0.02        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| 91862869 TROWE EQUITYOPTION---20230120                      | 91862869 TROWE EQUITYOPTION---20230120                       | CUSIP: OP0016XR0<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |         7 | NC      | $-0.03        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Teledyne Technologies Incorporated                          | TELEDYNE TECHNOLOGIES INC COMMON STOCK USD.01                | CUSIP: 879360105<br>LEI: 549300VSMO9KYQWDND94 | Long             | EC               | CORP              | US        |     12195 | NS      | $4876902.45   | 1.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Teleflex Incorporated                                       | TELEFLEX INC COMMON STOCK USD1.0                             | CUSIP: 879369106<br>LEI: UUL85LWXB4NGSWWXIQ25 | Long             | EC               | CORP              | US        |     19052 | NS      | $4755950.76   | 1.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Teleflex Incorporated                                       | TELEFLEX INC COMPANY GUAR 11/27 4.625                        | CUSIP: 879369AF3<br>LEI: UUL85LWXB4NGSWWXIQ25 | Long             | DBT              | CORP              | US        |    285000 | PA      | $271630.65    | 0.06%             | 2027-11-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Texas Instruments Incorporated                              | TEXAS INSTRUMENTS INC COMMON STOCK USD1.0                    | CUSIP: 882508104<br>LEI: WDJNR2L6D8RWOEB8T652 | Long             | EC               | CORP              | US        |     36035 | NS      | $5953702.70   | 1.42%             |  |  |  | No            |                  1 | On Loan: No      |
| Thermo Fisher Scientific Inc.                               | THERMO FISHER SCIENTIFIC INC COMMON STOCK USD1.0             | CUSIP: 883556102<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | EC               | CORP              | US        |     14361 | NS      | $7908459.09   | 1.88%             |  |  |  | No            |                  1 | On Loan: No      |
| TransDigm Inc.                                              | TRANSDIGM INC COMPANY GUAR 11/27 5.5                         | CUSIP: 893647BL0<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |    110000 | PA      | $103295.50    | 0.02%             | 2027-11-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ALLIANT HOLDINGS INTERMEDIATE SR SECURED 144A 10/27 4.25    | ALLIANT HOLDINGS INTERMEDIATE SR SECURED 144A 10/27 4.25     | CUSIP: 01883LAB9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     75000 | PA      | $67172.07     | 0.02%             | 2027-10-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| ALLIANT HOLDINGS INTERMEDIATE SR UNSECURED 144A 11/29 5.875 | ALLIANT HOLDINGS INTERMEDIATE SR UNSECURED 144A 11/29 5.875  | CUSIP: 01883LAD5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     75000 | PA      | $61680.00     | 0.01%             | 2029-11-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Alphabet Inc.                                               | ALPHABET INC COMMON STOCK USD.001                            | CUSIP: 02079K305<br>LEI: 5493006MHB84DD0ZWV18 | Long             | EC               | CORP              | US        |     73340 | NS      | $6470788.20   | 1.54%             |  |  |  | No            |                  1 | On Loan: No      |
| Altice France Holding S.A.                                  | ALTICE FRANCE HOLDING SA SR SECURED 144A 05/27 10.5          | CUSIP: 02156TAB0<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |    450000 | PA      | $343125.00    | 0.08%             | 2027-05-15      | Fixed         | 10.50%                | No            |                  2 | On Loan: No      |
| Amazon.com Inc.                                             | AMAZON.COM INC COMMON STOCK USD.01                           | CUSIP: 023135106<br>LEI: ZXTILKJKG63JELOEG630 | Long             | EC               | CORP              | US        |    101811 | NS      | $8552124.00   | 2.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Ameren Corporation                                          | AMEREN CORP COMMON STOCK USD.01                              | CUSIP: 023608102<br>LEI: XRZQ5S7HYJFPHJ78L959 | Long             | EC               | CORP              | US        |     69291 | NS      | $6161355.72   | 1.47%             |  |  |  | No            |                  1 | On Loan: No      |
| AmWINS Group Inc.                                           | AMWINS GROUP INC SR UNSECURED 144A 06/29 4.875               | CUSIP: 031921AB5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    135000 | PA      | $114499.81    | 0.03%             | 2029-06-30      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Apple Inc.                                                  | APPLE INC COMMON STOCK USD.00001                             | CUSIP: 037833100<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | EC               | CORP              | US        |     79412 | NS      | $10318001.16  | 2.46%             |  |  |  | No            |                  1 | On Loan: No      |
| Applied Systems Inc.                                        | APPLIED SYS INC TERM LOAN                                    | CUSIP: 03827FAX9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    919929 | PA      | $915908.92    | 0.22%             | 2024-09-19      | Floating      | 7.73%                 | No            |                  2 | On Loan: No      |
| Applied Systems Inc.                                        | APPLIED SYSTEMS INC. 2021 2ND LIEN TERM LOAN                 | CUSIP: 03827FBA8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    164028 | PA      | $162182.68    | 0.04%             | 2025-09-19      | Floating      | 10.23%                | No            |                  2 | On Loan: No      |
| Applied Systems Inc.                                        | APPLIED SYSTEMS INC 2022 EXTENDED 1ST LIEN TL                | CUSIP: 03827FBB6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    276033 | PA      | $274445.81    | 0.07%             | 2026-09-18      | Floating      | 9.08%                 | No            |                  2 | On Loan: No      |
| Ascend Learning LLC                                         | ASCEND LEARNING LLC 2021 TERM LOAN                           | CUSIP: 04349HAK0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1590889 | PA      | $1501401.59   | 0.36%             | 2028-12-11      | Floating      | 7.88%                 | No            |                  2 | On Loan: No      |
| Aurora Innovation Inc.                                      | AURORA INNOVATION INC COMMON STOCK USD.0001                  | CUSIP: 051774107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    314442 | NS      | $380474.82    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Avantor Inc.                                                | AVANTOR INC COMMON STOCK USD.01                              | CUSIP: 05352A100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    233427 | NS      | $4922975.43   | 1.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Avantor Funding Inc.                                        | AVANTOR FUNDING INC COMPANY GUAR 144A 07/28 4.625            | CUSIP: 05352TAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    225000 | PA      | $204444.00    | 0.05%             | 2028-07-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Baxter International Inc.                                   | BAXTER INTERNATIONAL INC COMMON STOCK USD1.0                 | CUSIP: 071813109<br>LEI: J5OIVXX3P24RJRW5CK77 | Long             | EC               | CORP              | US        |     42000 | NS      | $2140740.00   | 0.51%             |  |  |  | No            |                  1 | On Loan: No      |
| 98479622 TROWE EQUITYOPTION---20240119                      | 98479622 TROWE EQUITYOPTION---20240119                       | CUSIP: OP0022KQ4<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        44 | NC      | $-54373.61    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| 98775421 TROWE EQUITYOPTION---20240119                      | 98775421 TROWE EQUITYOPTION---20240119                       | CUSIP: OP0023Z94<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        42 | NC      | $-51902.08    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| 98775405 TROWE EQUITYOPTION---20240119                      | 98775405 TROWE EQUITYOPTION---20240119                       | CUSIP: OP0024306<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        41 | NC      | $-39234.41    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| 98897452 TROWE EQUITYOPTION---20240119                      | 98897452 TROWE EQUITYOPTION---20240119                       | CUSIP: OP0024G36<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        41 | NC      | $-39234.41    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| 98775413 TROWE EQUITYOPTION---20240119                      | 98775413 TROWE EQUITYOPTION---20240119                       | CUSIP: OP0024G44<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        20 | NC      | $-70952.63    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| The Charles Schwab Corporation                              | CHARLES SCHWAB CORP/THE PREFERRED STOCK 5.95                 | CUSIP: 808513600<br>LEI: N/A                  | Long             | EP               | CORP              | US        |      1000 | NS      | $23590.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Sensata Technologies B.V.                                   | SENSATA TECHNOLOGIES BV COMPANY GUAR 144A 11/24 5.625        | CUSIP: 81725WAH6<br>LEI: PUCKW5P5O3XMOZVH7T53 | Long             | DBT              | CORP              | US        |     90000 | PA      | $89134.20     | 0.02%             | 2024-11-01      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Sensata Technologies B.V.                                   | SENSATA TECHNOLOGIES BV COMPANY GUAR 144A 10/25 5            | CUSIP: 81725WAJ2<br>LEI: PUCKW5P5O3XMOZVH7T53 | Long             | DBT              | CORP              | US        |    325000 | PA      | $317398.55    | 0.08%             | 2025-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Sirius XM Radio Inc.                                        | SIRIUS XM RADIO INC COMPANY GUAR 144A 08/27 5                | CUSIP: 82967NBA5<br>LEI: WP5O65E6BMU84LNO4227 | Long             | DBT              | CORP              | US        |    145000 | PA      | $134032.36    | 0.03%             | 2027-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Six Flags Entertainment Corporation                         | SIX FLAGS ENTERTAINMENT CORP COMPANY GUAR 144A 07/24 4.875   | CUSIP: 83001AAB8<br>LEI: 549300JYTDUAA4JQ3717 | Long             | DBT              | CORP              | US        |   1405000 | PA      | $1352769.13   | 0.32%             | 2024-07-31      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Six Flags Entertainment Corporation                         | SIX FLAGS ENTERTAINMENT CORP COMPANY GUAR 144A 04/27 5.5     | CUSIP: 83001AAC6<br>LEI: 549300JYTDUAA4JQ3717 | Long             | DBT              | CORP              | US        |    711000 | PA      | $640362.15    | 0.15%             | 2027-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| DELTA AIR LINES INC / SKYMILES SR SECURED 144A 10/28 4.75   | DELTA AIR LINES INC / SKYMILES SR SECURED 144A 10/28 4.75    | CUSIP: 830867AB3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    390000 | PA      | $366589.54    | 0.09%             | 2028-10-20      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Sophia L.P.                                                 | SOPHIA LP 2021 TERM LOAN B                                   | CUSIP: 83578BAN3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    296250 | PA      | $285327.26    | 0.07%             | 2027-10-07      | Floating      | 8.23%                 | No            |                  2 | On Loan: No      |
| Spotify USA Inc.                                            | SPOTIFY USA INC COMPANY GUAR 144A 03/26 0.0000               | CUSIP: 84921RAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    410000 | PA      | $330050.00    | 0.08%             | 2026-03-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Starbucks Corporation                                       | STARBUCKS CORP COMMON STOCK USD.001                          | CUSIP: 855244109<br>LEI: OQSJ1DU9TAOC51A47K68 | Long             | EC               | CORP              | US        |     21800 | NS      | $2162560.00   | 0.52%             |  |  |  | No            |                  1 | On Loan: No      |
| FIXED INC CLEARING CORP.REPO                                | FIXED INC CLEARING CORP.REPO                                 | CUSIP: 85748R009<br>LEI: N/A                  | Long             | RA               | CORP              | US        |   2781000 | PA      | $2781000.00   | 0.66%             |  |  |  | No            |                  2 | On Loan: No      |
| Domino's Pizza Master Issuer LLC                            | DOMINO'S PIZZA MASTER ISSUER L DPABS 2019 1A A2 144A         | CUSIP: 25755TAL4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    209088 | PA      | $180618.15    | 0.04%             | 2049-10-25      | Fixed         | 3.67%                 | No            |                  2 | On Loan: No      |
| EOG Resources Inc.                                          | EOG RESOURCES INC COMMON STOCK USD.01                        | CUSIP: 26875P101<br>LEI: XWTZDRYZPBUHIQBKDB46 | Long             | EC               | CORP              | US        |     29885 | NS      | $3870705.20   | 0.92%             |  |  |  | No            |                  1 | On Loan: No      |
| Azalea Topco Inc.                                           | EMERALD TOPCO INC TERM LOAN                                  | CUSIP: 29102TAB8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    963389 | PA      | $880297.01    | 0.21%             | 2026-07-24      | Floating      | 7.88%                 | No            |                  2 | On Loan: No      |
| Azalea Topco Inc.                                           | PRESS GANEY HOLDINGS INC 2021 TERM LOAN B                    | CUSIP: 29102TAE2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     24625 | PA      | $22573.00     | 0.01%             | 2026-07-24      | Floating      | 8.13%                 | No            |                  2 | On Loan: No      |
| Entegris Inc.                                               | ENTEGRISINC. 2022 TERM LOAN B                                | CUSIP: 29362LAL8<br>LEI: IYX6OWO7BT5DKO3BYG52 | Long             | LON              | CORP              | US        |   1573888 | PA      | $1567985.92   | 0.37%             | 2029-07-06      | Floating      | 7.53%                 | No            |                  2 | On Loan: No      |
| Entegris Escrow Corporation                                 | ENTEGRIS ESCROW CORP SR SECURED 144A 04/29 4.75              | CUSIP: 29365BAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    160000 | PA      | $145909.97    | 0.03%             | 2029-04-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Equifax Inc.                                                | EQUIFAX INC COMMON STOCK USD1.25                             | CUSIP: 294429105<br>LEI: 5493004MCF8JDC86VS77 | Long             | EC               | CORP              | US        |     28886 | NS      | $5614282.96   | 1.34%             |  |  |  | No            |                  1 | On Loan: No      |
| Exelon Corporation                                          | EXELON CORP COMMON STOCK                                     | CUSIP: 30161N101<br>LEI: 3SOUA6IRML7435B56G12 | Long             | EC               | CORP              | US        |     54397 | NS      | $2351582.31   | 0.56%             |  |  |  | No            |                  1 | On Loan: No      |
| Eyecare Partners LLC                                        | EYECARE PARTNERS LLC TERM LOAN                               | CUSIP: 30233PAB6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     74055 | PA      | $58997.72     | 0.01%             | 2027-02-18      | Floating      | 8.48%                 | No            |                  2 | On Loan: No      |
| Eyecare Partners LLC                                        | EYECARE PARNERS LLC 2021 INCREMENTAL TERM LOAN               | CUSIP: 30233PAH3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     13345 | PA      | $11190.10     | 0.00%             | 2028-11-15      | Floating      | 8.48%                 | No            |                  2 | On Loan: No      |
| Meta Platforms Inc.                                         | FACEBOOK INC COMMON STOCK USD.000006                         | CUSIP: 30303M102<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | EC               | CORP              | US        |     13331 | NS      | $1604252.54   | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| 90864877 TROWE EQUITYOPTION---20230120                      | 90864877 TROWE EQUITYOPTION---20230120                       | CUSIP: OP00135W7<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |         7 | NC      | $-0.09        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| 90864893 TROWE EQUITYOPTION---20230120                      | 90864893 TROWE EQUITYOPTION---20230120                       | CUSIP: OP00135Z0<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |         7 | NC      | $0.00         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| 90864885 TROWE EQUITYOPTION---20230120                      | 90864885 TROWE EQUITYOPTION---20230120                       | CUSIP: OP0013606<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |         7 | NC      | $-0.02        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| 90828909 TROWE EQUITYOPTION---20230120                      | 90828909 TROWE EQUITYOPTION---20230120                       | CUSIP: OP0013838<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |         6 | NC      | $-0.02        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| 90828917 TROWE EQUITYOPTION---20230120                      | 90828917 TROWE EQUITYOPTION---20230120                       | CUSIP: OP0013846<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |         6 | NC      | $0.00         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| 90828901 TROWE EQUITYOPTION---20230120                      | 90828901 TROWE EQUITYOPTION---20230120                       | CUSIP: OP00138D6<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |         6 | NC      | $-0.07        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| 91244187 TROWE EQUITYOPTION---20230120                      | 91244187 TROWE EQUITYOPTION---20230120                       | CUSIP: OP0014K40<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        15 | NC      | $-0.04        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| 91244203 TROWE EQUITYOPTION---20230120                      | 91244203 TROWE EQUITYOPTION---20230120                       | CUSIP: OP0014K99<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        15 | NC      | $0.00         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| 91782409 TROWE EQUITYOPTION---20230120                      | 91782409 TROWE EQUITYOPTION---20230120                       | CUSIP: OP0016JZ8<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        12 | NC      | $-0.04        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| 91782401 TROWE EQUITYOPTION---20230120                      | 91782401 TROWE EQUITYOPTION---20230120                       | CUSIP: OP0016K03<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        12 | NC      | $-0.12        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Filtration Group Corporation                                | FILTRATION GROUP CORP TERM LOAN                              | CUSIP: 31732FAM8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    324017 | PA      | $320102.86    | 0.08%             | 2025-03-29      | Floating      | 7.38%                 | No            |                  2 | On Loan: No      |
| Filtration Group Corporation                                | FILTRATION GROUP CORP TERM LOAN                              | CUSIP: 31732FAN6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    510123 | PA      | $526495.25    | 0.13%             | 2025-03-29      | Floating      | 5.40%                 | No            |                  2 | On Loan: No      |
| Filtration Group Corporation                                | FILTRATION GROUP CORPORATION 2021 INCREMENTAL TERM LOAN      | CUSIP: 31732FAR7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    202438 | PA      | $198388.75    | 0.05%             | 2028-10-21      | Floating      | 7.88%                 | No            |                  2 | On Loan: No      |
| Fortive Corporation                                         | FORTIVE CORP COMMON STOCK USD.01                             | CUSIP: 34959J108<br>LEI: 549300MU9YQJYHDQEF63 | Long             | EC               | CORP              | US        |    126154 | NS      | $8105394.50   | 1.93%             |  |  |  | No            |                  1 | On Loan: No      |
| GE HealthCare Technologies Inc.                             | GE HEALTHCARE TECHNOLOGIES INC COMMON STOCK                  | CUSIP: 36266G107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      9440 | NS      | $551107.20    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| General Electric Company                                    | GENERAL ELECTRIC CO COMMON STOCK USD.06                      | CUSIP: 369604301<br>LEI: 3C7474T6CDKPR9K6YT90 | Long             | EC               | CORP              | US        |     85497 | NS      | $7163793.63   | 1.71%             |  |  |  | No            |                  1 | On Loan: No      |
| General Electric Company                                    | GENERAL ELECTRIC CO JR SUBORDINA 12/49 VAR                   | CUSIP: 369604BQ5<br>LEI: 3C7474T6CDKPR9K6YT90 | Long             | DBT              | CORP              | US        |   1910000 | PA      | $1876465.19   | 0.45%             | 2023-03-15      | Variable      | 8.10%                 | No            |                  2 | On Loan: No      |
| H.B. Fuller Company                                         | H B FULLER CO TERM LOAN                                      | CUSIP: 40409VAR5<br>LEI: JSMX3Z5FOYM8V0Q52357 | Long             | LON              | CORP              | US        |   2021655 | PA      | $2019552.15   | 0.48%             | 2024-10-20      | Floating      | 6.35%                 | No            |                  2 | On Loan: No      |
| Heartland Dental LLC                                        | HEARTLAND DENTAL LLC FIRST LIEN                              | CUSIP: 42236WAH0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1596121 | PA      | $1471623.56   | 0.35%             | 2025-04-30      | Floating      | 8.13%                 | No            |                  2 | On Loan: No      |
| Heartland Dental LLC                                        | HEARTLAND DENTAL LLC 2021 INCREMENTAL TL                     | CUSIP: 42236WAQ0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    147750 | PA      | $137038.13    | 0.03%             | 2025-04-30      | Floating      | 8.39%                 | No            |                  2 | On Loan: No      |
| Hadrian Merger Sub Inc.                                     | HADRIAN MERGER SUB INC SR UNSECURED 144A 05/26 8.5           | CUSIP: 42239PAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    372000 | PA      | $327360.00    | 0.08%             | 2026-05-01      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Hilton Domestic Operating Company Inc.                      | HILTON DOMESTIC OPERATING CO I COMPANY GUAR 144A 05/25 5.375 | CUSIP: 432833AG6<br>LEI: 5493003EG7H0N1E4XV50 | Long             | DBT              | CORP              | US        |     30000 | PA      | $29694.17     | 0.01%             | 2025-05-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Hilton Worldwide Finance LLC                                | HILTON WORLDWIDE FINANCE LLC 2019 TERM LOAN B                | CUSIP: 43289DAH6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    190938 | PA      | $190178.19    | 0.05%             | 2026-06-22      | Floating      | 6.17%                 | No            |                  2 | On Loan: No      |
| Hilton Worldwide Holdings Inc.                              | HILTON WORLDWIDE HOLDINGS INC COMMON STOCK USD.01            | CUSIP: 43300A203<br>LEI: 549300HVGPK36ICB0B89 | Long             | EC               | CORP              | US        |     14200 | NS      | $1794312.00   | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| Hologic Inc.                                                | HOLOGIC INC COMPANY GUAR 144A 02/29 3.25                     | CUSIP: 436440AP6<br>LEI: 549300DYP6F5ZJL0LB74 | Long             | DBT              | CORP              | US        |     43000 | PA      | $36923.95     | 0.01%             | 2029-02-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Howmet Aerospace Inc.                                       | HOWMET AEROSPACE INC SR UNSECURED 01/29 3                    | CUSIP: 443201AB4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    692000 | PA      | $588200.00    | 0.14%             | 2029-01-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| State Street Corporation                                    | STATE STREET CORP JR SUBORDINA 12/49 VAR                     | CUSIP: 857477AQ6<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |    145000 | PA      | $144604.77    | 0.03%             | 2023-03-15      | Variable      | 8.37%                 | No            |                  2 | On Loan: No      |
| Stryker Corporation                                         | STRYKER CORP COMMON STOCK USD.1                              | CUSIP: 863667101<br>LEI: 5493002F0SC4JTBU5137 | Long             | EC               | CORP              | US        |      7506 | NS      | $1835141.94   | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| Surgery Center Holdings Inc.                                | SURGERY CENTER HOLDINGS INC COMPANY GUAR 144A 04/27 10       | CUSIP: 86881WAD4<br>LEI: 54930054EVI5HWPPW113 | Long             | DBT              | CORP              | US        |    241000 | PA      | $245217.50    | 0.06%             | 2027-04-15      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| T-Mobile USA Inc.                                           | T-MOBILE USA INC COMPANY GUAR 02/28 4.75                     | CUSIP: 87264AAV7<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |     25000 | PA      | $24307.20     | 0.01%             | 2028-02-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| T-Mobile USA Inc.                                           | T-MOBILE USA INC COMPANY GUAR 02/29 2.625                    | CUSIP: 87264ABS3<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |     15000 | PA      | $12697.96     | 0.00%             | 2029-02-15      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| T-Mobile USA Inc.                                           | T-MOBILE USA INC COMPANY GUAR 02/31 2.875                    | CUSIP: 87264ABT1<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |     60000 | PA      | $49579.69     | 0.01%             | 2031-02-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| T-Mobile USA Inc.                                           | T MOBILE USA INC 04/29 3.375                                 | CUSIP: 87264ABV6<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    165000 | PA      | $145326.97    | 0.03%             | 2029-04-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| T-Mobile USA Inc.                                           | T-MOBILE USA INC COMPANY GUAR 04/31 3.5                      | CUSIP: 87264ABW4<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    700000 | PA      | $604659.59    | 0.14%             | 2031-04-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| 93666196 TROWE EQUITYOPTION---20230120                      | 93666196 TROWE EQUITYOPTION---20230120                       | CUSIP: OP001FS39<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |         6 | NC      | $-0.15        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| 93666188 TROWE EQUITYOPTION---20230120                      | 93666188 TROWE EQUITYOPTION---20230120                       | CUSIP: OP001FSJ4<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |         6 | NC      | $-1.65        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| 93719430 TROWE EQUITYOPTION---20230120                      | 93719430 TROWE EQUITYOPTION---20230120                       | CUSIP: OP001FYR9<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        13 | NC      | $-0.31        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| 93719422 TROWE EQUITYOPTION---20230120                      | 93719422 TROWE EQUITYOPTION---20230120                       | CUSIP: OP001FYY4<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        13 | NC      | $-3.57        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| 93980110 TROWE EQUITYOPTION---20230120                      | 93980110 TROWE EQUITYOPTION---20230120                       | CUSIP: OP001GYG1<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        16 | NC      | $-12810.23    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| 93964043 TROWE EQUITYOPTION---20230120                      | 93964043 TROWE EQUITYOPTION---20230120                       | CUSIP: OP001H399<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |         3 | NC      | $-0.21        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| 94026232 TROWE EQUITYOPTION---20230120                      | 94026232 TROWE EQUITYOPTION---20230120                       | CUSIP: OP001H6F2<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        46 | NC      | $-3.22        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| 94042084 TROWE EQUITYOPTION---20230120                      | 94042084 TROWE EQUITYOPTION---20230120                       | CUSIP: OP001H8R4<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        39 | NC      | $-2.73        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| 94792833 TROWE EQUITYOPTION---20230120                      | 94792833 TROWE EQUITYOPTION---20230120                       | CUSIP: OP001LDD0<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |         9 | NC      | $-433.91      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| 94792825 TROWE EQUITYOPTION---20230120                      | 94792825 TROWE EQUITYOPTION---20230120                       | CUSIP: OP001LDN8<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |         9 | NC      | $-2129.33     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| NVIDIA Corporation                                          | NVIDIA CORP COMMON STOCK USD.001                             | CUSIP: 67066G104<br>LEI: 549300S4KLFTLO7GSQ80 | Long             | EC               | CORP              | US        |     20400 | NS      | $2981256.00   | 0.71%             |  |  |  | No            |                  1 | On Loan: No      |
| The PNC Financial Services Group Inc.                       | PNC FINANCIAL SERVICES GROUP I COMMON STOCK USD5.0           | CUSIP: 693475105<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | EC               | CORP              | US        |     76588 | NS      | $12096308.72  | 2.88%             |  |  |  | No            |                  1 | On Loan: No      |
| CLARIOS GLOBAL LP / CLARIOS US SR SECURED 144A 05/26 6.25   | PANTHER BF AGGREGATOR 2 LP / P SR SECURED 144A 05/26 6.25    | CUSIP: 69867DAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    222000 | PA      | $217005.48    | 0.05%             | 2026-05-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| CLARIOS GLOBAL LP / CLARIOS US COMPANY GUAR 144A 05/27 8.5  | PANTHER BF AGGREGATOR 2 LP / P COMPANY GUAR 144A 05/27 8.5   | CUSIP: 69867DAC2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    650000 | PA      | $634722.73    | 0.15%             | 2027-05-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| PetVet Care Centers LLC                                     | PEARL INTERMEDIATE PARENT LLC FIRST LIEN                     | CUSIP: 70476XAC9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     82826 | PA      | $77080.73     | 0.02%             | 2025-02-14      | Floating      | 7.13%                 | No            |                  2 | On Loan: No      |
| PetVet Care Centers LLC                                     | PEARL INTERMEDIATE PARENT LLC SECOND LIEN                    | CUSIP: 70476XAF2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     25000 | PA      | $22979.25     | 0.01%             | 2026-02-13      | Floating      | 10.63%                | No            |                  2 | On Loan: No      |
| PetVet Care Centers LLC                                     | PETVET CARE TERM LOAN                                        | CUSIP: 70476XAH8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    196035 | PA      | $182863.82    | 0.04%             | 2025-02-14      | Floating      | 7.63%                 | No            |                  2 | On Loan: No      |
| PetVet Care Centers LLC                                     | PETVET CARE CENTERS LLC 2021 TERM LOAN                       | CUSIP: 70476XAK1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    756451 | PA      | $708831.96    | 0.17%             | 2025-02-14      | Floating      | 7.88%                 | No            |                  2 | On Loan: No      |
| PerkinElmer Inc.                                            | PERKINELMER INC COMMON STOCK USD1.0                          | CUSIP: 714046109<br>LEI: 549300IKL1SDPFI7N655 | Long             | EC               | CORP              | US        |     54215 | NS      | $7602027.30   | 1.81%             |  |  |  | No            |                  1 | On Loan: No      |
| Pioneer Natural Resources Company                           | PIONEER NATURAL RESOURCES CO COMMON STOCK USD.01             | CUSIP: 723787107<br>LEI: FY8JBF7CCL2VE4F1B628 | Long             | EC               | CORP              | US        |      8250 | NS      | $1884217.50   | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| Six Flags Theme Parks Inc.                                  | SIX FLAGS THEME PARKS INC SR SECURED 144A 07/25 7            | CUSIP: 83001WAC8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    249000 | PA      | $250696.18    | 0.06%             | 2025-07-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Becton Dickinson and Company                                | BECTON DICKINSON AND CO COMMON STOCK USD1.0                  | CUSIP: 075887109<br>LEI: ICE2EP6D98PQUILVRZ91 | Long             | EC               | CORP              | US        |     20987 | NS      | $5336994.10   | 1.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Black Knight Inc.                                           | BLACK KNIGHT INC COMMON STOCK                                | CUSIP: 09215C105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     35373 | NS      | $2184282.75   | 0.52%             |  |  |  | No            |                  1 | On Loan: No      |
| Booz Allen Hamilton Inc.                                    | BOOZ ALLEN HAMILTON INC COMPANY GUAR 144A 09/28 3.875        | CUSIP: 09951LAA1<br>LEI: 549300D7XCH2480XU542 | Long             | DBT              | CORP              | US        |    234000 | PA      | $207315.26    | 0.05%             | 2028-09-01      | Fixed         | 3.88%                 | No            |                  2 | 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        |     15000 | PA      | $13202.16     | 0.00%             | 2029-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CCO Holdings LLC/CCO Holdings Capital Corp.                 | CCO HOLDINGS LLC / CCO HOLDING SR UNSECURED 144A 05/26 5.5   | CUSIP: 1248EPBR3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    125000 | PA      | $121012.57    | 0.03%             | 2026-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CCO Holdings LLC/CCO Holdings Capital Corp.                 | CCO HOLDINGS LLC / CCO HOLDING SR UNSECURED 144A 05/27 5.125 | CUSIP: 1248EPBT9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2681000 | PA      | $2498879.67   | 0.60%             | 2027-05-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| CCO Holdings LLC/CCO Holdings Capital Corp.                 | CCO HOLDINGS LLC / CCO HOLDING SR UNSECURED 144A 02/28 5     | CUSIP: 1248EPBX0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2595000 | PA      | $2356234.05   | 0.56%             | 2028-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CMS Energy Corporation                                      | CMS ENERGY CORP PREFERRED STOCK 03/79 5.875                  | CUSIP: 125896845<br>LEI: 549300IA9XFBAGNIBW29 | Long             | EP               | CORP              | US        |     26833 | NS      | $601059.20    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| CMS Energy Corporation                                      | CMS ENERGY CORP PREFERRED STOCK 10/78 5.875                  | CUSIP: 125896852<br>LEI: 549300IA9XFBAGNIBW29 | Long             | EP               | CORP              | US        |     24367 | NS      | $540460.06    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Catalent Inc.                                               | CATALENT INC COMMON STOCK USD.01                             | CUSIP: 148806102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     29399 | NS      | $1323248.99   | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| CEDAR FAIR LP / CANADA'S WONDE COMPANY GUAR 04/27 5.375     | CEDAR FAIR LP / CANADA'S WONDE COMPANY GUAR 04/27 5.375      | CUSIP: 150190AB2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    676000 | PA      | $645580.00    | 0.15%             | 2027-04-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Cedar Fair L.P.                                             | CEDAR FAIR LP COMPANY GUAR 07/29 5.25                        | CUSIP: 150190AE6<br>LEI: 549300TUVLNQQ6BVKH61 | Long             | DBT              | CORP              | US        |    384000 | PA      | $344850.86    | 0.08%             | 2029-07-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| CEDAR FAIR LP / CANADA'S WONDE SR SECURED 144A 05/25 5.5    | CEDAR FAIR LP / CANADA'S WONDE SR SECURED 144A 05/25 5.5     | CUSIP: 150190AF3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    410000 | PA      | $405537.83    | 0.10%             | 2025-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CEDAR FAIR LP / CANADA'S WONDE COMPANY GUAR 10/28 6.5       | CEDAR FAIR LP / CANADA'S WONDE COMPANY GUAR 10/28 6.5        | CUSIP: 150190AK2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    345000 | PA      | $333787.50    | 0.08%             | 2028-10-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Charles River Laboratories International Inc.               | CHARLES RIVER LABORATORIES INT COMPANY GUAR 144A 05/28 4.25  | CUSIP: 159864AE7<br>LEI: 549300BSQ0R4UZ5KX287 | Long             | DBT              | CORP              | US        |     42000 | PA      | $38680.74     | 0.01%             | 2028-05-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Charles River Laboratories International Inc.               | CHARLES RIVER LABORATORIES INT COMPANY GUAR 144A 03/29 3.75  | CUSIP: 159864AG2<br>LEI: 549300BSQ0R4UZ5KX287 | Long             | DBT              | CORP              | US        |    139000 | PA      | $122931.60    | 0.03%             | 2029-03-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Charles River Laboratories International Inc.               | CHARLES RIVER LABORATORIES INT COMPANY GUAR 144A 03/31 4     | CUSIP: 159864AJ6<br>LEI: 549300BSQ0R4UZ5KX287 | Long             | DBT              | CORP              | US        |     36000 | PA      | $31140.00     | 0.01%             | 2031-03-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Charter Communications Operating LLC                        | CHARTER COMMUNICATIONS OPERATI 2019 TERM LOAN B1             | CUSIP: 16117LBW8<br>LEI: 549300TPZNMN50BJ3745 | Long             | LON              | CORP              | US        |    468196 | PA      | $465049.44    | 0.11%             | 2025-04-30      | Floating      | 6.14%                 | No            |                  2 | On Loan: No      |
| Clarios Global LP                                           | CLARIOS GLOBAL LP SR SECURED 144A 05/25 6.75                 | CUSIP: 18060TAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    147000 | PA      | $147339.78    | 0.04%             | 2025-05-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Clarivate Science Holdings Corporation                      | CLARIVATE SCIENCE HOLDINGS COR SR SECURED 144A 07/28 3.875   | CUSIP: 18064PAC3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    102000 | PA      | $88372.39     | 0.02%             | 2028-07-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Clarivate Science Holdings Corporation                      | CLARIVATE SCIENCE HOLDINGS COR SR UNSECURED 144A 07/29 4.875 | CUSIP: 18064PAD1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     80000 | PA      | $68028.00     | 0.02%             | 2029-07-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| ConocoPhillips                                              | CONOCOPHILLIPS COMMON STOCK USD.01                           | CUSIP: 20825C104<br>LEI: WPTL2Z3FIYTHSP5V2253 | Long             | EC               | CORP              | US        |      8070 | NS      | $952260.00    | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Continental Airlines 2012-1 Class A Pass Through Trust      | CONTINENTAL AIRLINES 2012-1 CL PASS THRU CE 10/25 4.15       | CUSIP: 210795PZ7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    133106 | PA      | $127258.20    | 0.03%             | 2024-04-11      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| CrowdStrike Holdings Inc.                                   | CROWDSTRIKE HOLDINGS INC COMPANY GUAR 02/29 3                | CUSIP: 22788CAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     24000 | PA      | $20250.36     | 0.00%             | 2029-02-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Danaher Corporation                                         | DANAHER CORP COMMON STOCK USD.01                             | CUSIP: 235851102<br>LEI: S4BKK9OTCEWQ3YHPFM11 | Long             | EC               | CORP              | US        |     25124 | NS      | $6668412.08   | 1.59%             |  |  |  | No            |                  1 | On Loan: No      |
| SkyMiles IP Ltd.                                            | DELTA AIR LINES INC 2020 1ST LIEN TERM LOAN B                | CUSIP: 24736CBS2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1888164 | PA      | $1922150.65   | 0.46%             | 2027-10-20      | Floating      | 7.99%                 | No            |                  2 | On Loan: No      |
| Domino's Pizza Master Issuer LLC                            | DOMINO'S PIZZA MASTER ISSUER L DPABS 2017 1A A23 144A        | CUSIP: 25755TAH3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    495300 | PA      | $453905.30    | 0.11%             | 2047-07-25      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Domino's Pizza Master Issuer LLC                            | DOMINO'S PIZZA MASTER ISSUER L DPABS 2018 1A A2I 144A        | CUSIP: 25755TAJ9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    470400 | PA      | $445271.70    | 0.11%             | 2048-07-25      | Fixed         | 4.12%                 | 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        |    195000 | PA      | $176185.13    | 0.04%             | 2027-02-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| 91244195 TROWE EQUITYOPTION---20230120                      | 91244195 TROWE EQUITYOPTION---20230120                       | CUSIP: OP0014KB4<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        15 | NC      | $-0.01        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| 91302901 TROWE EQUITYOPTION---20230120                      | 91302901 TROWE EQUITYOPTION---20230120                       | CUSIP: OP0014VK2<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |         7 | NC      | $-0.02        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| 91302909 TROWE EQUITYOPTION---20230120                      | 91302909 TROWE EQUITYOPTION---20230120                       | CUSIP: OP0014VL0<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |         7 | NC      | $0.00         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| 91302917 TROWE EQUITYOPTION---20230120                      | 91302917 TROWE EQUITYOPTION---20230120                       | CUSIP: OP0014VN6<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |         7 | NC      | $0.00         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| 91580617 TROWE EQUITYOPTION---20230120                      | 91580617 TROWE EQUITYOPTION---20230120                       | CUSIP: OP0015NT9<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        21 | NC      | $0.00         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| 91580609 TROWE EQUITYOPTION---20230120                      | 91580609 TROWE EQUITYOPTION---20230120                       | CUSIP: OP0015NY8<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        22 | NC      | $-0.01        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| 91580625 TROWE EQUITYOPTION---20230120                      | 91580625 TROWE EQUITYOPTION---20230120                       | CUSIP: OP0015NZ5<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        22 | NC      | $0.00         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| 91831109 TROWE EQUITYOPTION---20230120                      | 91831109 TROWE EQUITYOPTION---20230120                       | CUSIP: OP0016X90<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |         8 | NC      | $-0.03        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| 91831101 TROWE EQUITYOPTION---20230120                      | 91831101 TROWE EQUITYOPTION---20230120                       | CUSIP: OP0016XG4<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |         8 | NC      | $-0.08        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| 91862861 TROWE EQUITYOPTION---20230120                      | 91862861 TROWE EQUITYOPTION---20230120                       | CUSIP: OP0016XQ2<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |         7 | NC      | $-0.07        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| 92098823 TROWE EQUITYOPTION---20230120                      | 92098823 TROWE EQUITYOPTION---20230120                       | CUSIP: OP0018464<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        15 | NC      | $0.00         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| 93591918 TROWE EQUITYOPTION---20230120                      | 93591918 TROWE EQUITYOPTION---20230120                       | CUSIP: OP001FDY7<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        25 | NC      | $-1440.20     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| 93591910 TROWE EQUITYOPTION---20230120                      | 93591910 TROWE EQUITYOPTION---20230120                       | CUSIP: OP001FF09<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        25 | NC      | $-5504.69     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| 93591902 TROWE EQUITYOPTION---20230120                      | 93591902 TROWE EQUITYOPTION---20230120                       | CUSIP: OP001FF74<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        25 | NC      | $-9113.40     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| 93665796 TROWE EQUITYOPTION---20230120                      | 93665796 TROWE EQUITYOPTION---20230120                       | CUSIP: OP001FQ64<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        25 | NC      | $-9113.40     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| 93665804 TROWE EQUITYOPTION---20230120                      | 93665804 TROWE EQUITYOPTION---20230120                       | CUSIP: OP001FQD9<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        25 | NC      | $-5504.69     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| 93665812 TROWE EQUITYOPTION---20230120                      | 93665812 TROWE EQUITYOPTION---20230120                       | CUSIP: OP001FQJ6<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        25 | NC      | $-1440.20     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Life Time Inc.                                              | LIFE TIME FITNESS INC 2021 TERM LOAN B                       | CUSIP: 50218KAG3<br>LEI: 549300PALKE96VYH4X17 | Long             | LON              | CORP              | US        |    151739 | PA      | $150743.28    | 0.04%             | 2024-12-16      | Floating      | 9.48%                 | No            |                  2 | On Loan: No      |
| Lennox International Inc.                                   | LENNOX INTERNATIONAL INC COMPANY GUAR 11/23 3                | CUSIP: 526107AD9<br>LEI: S7DWAC87RDMPBF77GJ92 | Long             | DBT              | CORP              | US        |    515000 | PA      | $505813.95    | 0.12%             | 2023-11-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Life Time Inc.                                              | LIFE TIME INC SR SECURED 144A 01/26 5.75                     | CUSIP: 53190FAA3<br>LEI: 549300PALKE96VYH4X17 | Long             | DBT              | CORP              | US        |    365000 | PA      | $339632.50    | 0.08%             | 2026-01-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Eli Lilly and Company                                       | ELI LILLY and CO COMMON STOCK                                | CUSIP: 532457108<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | EC               | CORP              | US        |      7100 | NS      | $2597464.00   | 0.62%             |  |  |  | No            |                  1 | On Loan: No      |
| YUM! Brands Inc.                                            | YUM! BRANDS INC SR UNSECURED 04/32 5.375                     | CUSIP: 988498AR2<br>LEI: 549300JE8XHZZ7OHN517 | Long             | DBT              | CORP              | US        |    264000 | PA      | $244530.00    | 0.06%             | 2032-04-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Alcon Inc.                                                  | ALCON INC COMMON STOCK CHF.04                                | CUSIP: ACI198PY5<br>LEI: N/A                  | Long             | EC               | CORP              | CH        |     63764 | NS      | $4375418.93   | 1.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Live Nation Entertainment Inc.                              | LIVE NATION ENTERTAINMENT INC COMPANY GUAR 144A 11/24 4.875  | CUSIP: 538034AK5<br>LEI: 5493007B9BM9ZXJINO78 | Long             | DBT              | CORP              | US        |     35000 | PA      | $33888.55     | 0.01%             | 2024-11-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| MSCI Inc.                                                   | MSCI INC COMMON STOCK USD.01                                 | CUSIP: 55354G100<br>LEI: 549300HTIN2PD78UB763 | Long             | EC               | CORP              | US        |      1671 | NS      | $777299.07    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| 92620459 TROWE EQUITYOPTION---20230120                      | 92620459 TROWE EQUITYOPTION---20230120                       | CUSIP: AEIF35672<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        20 | NC      | $0.00         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| 92620474 TROWE EQUITYOPTION---20230120                      | 92620474 TROWE EQUITYOPTION---20230120                       | CUSIP: AEIF35680<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        20 | NC      | $0.00         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MSCI Inc.                                                   | MSCI INC COMPANY GUAR 144A 11/29 4                           | CUSIP: 55354GAH3<br>LEI: 549300HTIN2PD78UB763 | Long             | DBT              | CORP              | US        |    339000 | PA      | $295280.81    | 0.07%             | 2029-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| MSCI Inc.                                                   | MSCI INC COMPANY GUAR 144A 09/30 3.625                       | CUSIP: 55354GAK6<br>LEI: 549300HTIN2PD78UB763 | Long             | DBT              | CORP              | US        |    898000 | PA      | $746462.50    | 0.18%             | 2030-09-01      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| 92615063 TROWE EQUITYOPTION---20230120                      | 92615063 TROWE EQUITYOPTION---20230120                       | CUSIP: AEIF35706<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        20 | NC      | $0.00         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| 94782310 TROWE EQUITYOPTION---20230120                      | 94782310 TROWE EQUITYOPTION---20230120                       | CUSIP: AEIF35821<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        40 | NC      | $0.00         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MSCI Inc.                                                   | MSCI INC COMPANY GUAR 144A 02/31 3.875                       | CUSIP: 55354GAL4<br>LEI: 549300HTIN2PD78UB763 | Long             | DBT              | CORP              | US        |    467000 | PA      | $388275.48    | 0.09%             | 2031-02-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| MSCI Inc.                                                   | MSCI INC COMPANY GUAR 144A 11/31 3.625                       | CUSIP: 55354GAM2<br>LEI: 549300HTIN2PD78UB763 | Long             | DBT              | CORP              | US        |    675000 | PA      | $558211.50    | 0.13%             | 2031-11-01      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| 95086730 TROWE EQUITYOPTION---20230120                      | 95086730 TROWE EQUITYOPTION---20230120                       | CUSIP: AEIF35847<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        80 | NC      | $0.00         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| 93973811 TROWE EQUITYOPTION---20230120                      | 93973811 TROWE EQUITYOPTION---20230120                       | CUSIP: AEIF35854<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        20 | NC      | $0.00         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MSCI Inc.                                                   | MSCI INC COMPANY GUAR 144A 08/33 3.25                        | CUSIP: 55354GAQ3<br>LEI: 549300HTIN2PD78UB763 | Long             | DBT              | CORP              | US        |    160000 | PA      | $123561.36    | 0.03%             | 2033-08-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Madison Square Garden Sports Corp.                          | MADISON SQUARE GARDEN CO/THE COMMON STOCK USD.01             | CUSIP: 55825T103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1912 | NS      | $350526.96    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| 94782286 TROWE EQUITYOPTION---20230120                      | 94782286 TROWE EQUITYOPTION---20230120                       | CUSIP: AEIF35862<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        40 | NC      | $0.00         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| 94782302 TROWE EQUITYOPTION---20230120                      | 94782302 TROWE EQUITYOPTION---20230120                       | CUSIP: AEIF35870<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        40 | NC      | $0.00         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Marsh and McLennan Companies Inc.                           | MARSH and MCLENNAN COS INC COMMON STOCK USD1.0               | CUSIP: 571748102<br>LEI: 549300XMP3KDCKJXIU47 | Long             | EC               | CORP              | US        |     18882 | NS      | $3124593.36   | 0.74%             |  |  |  | No            |                  1 | On Loan: No      |
| Marriott International Inc.                                 | MARRIOTT INTERNATIONAL INC/MD SR UNSECURED 06/26 3.125       | CUSIP: 571903AS2<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |    570000 | PA      | $533595.99    | 0.13%             | 2026-06-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Mastercard Incorporated                                     | MASTERCARD INC COMMON STOCK USD.0001                         | CUSIP: 57636Q104<br>LEI: AR5L2ODV9HN37376R084 | Long             | EC               | CORP              | US        |      9000 | NS      | $3129570.00   | 0.75%             |  |  |  | No            |                  1 | On Loan: No      |
| Medline Borrower LP                                         | MEDLINE INDUSTRIES INC USD TERM LOAN B                       | CUSIP: 58503UAC7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   2487833 | PA      | $2360904.16   | 0.56%             | 2028-10-23      | Floating      | 7.63%                 | No            |                  2 | On Loan: No      |
| 94782294 TROWE EQUITYOPTION---20230120                      | 94782294 TROWE EQUITYOPTION---20230120                       | CUSIP: AEIF35888<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        40 | NC      | $0.00         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| 94790374 TROWE EQUITYOPTION---20230120                      | 94790374 TROWE EQUITYOPTION---20230120                       | CUSIP: AEIF35896<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        40 | NC      | $0.00         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Microsoft Corporation                                       | MICROSOFT CORP COMMON STOCK USD.00000625                     | CUSIP: 594918104<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | EC               | CORP              | US        |     91796 | NS      | $22014516.72  | 5.24%             |  |  |  | No            |                  1 | On Loan: No      |
| MILEAGE PLUS HOLDINGS LLC / MI SR SECURED 144A 06/27 6.5    | MILEAGE PLUS HOLDINGS LLC / MI SR SECURED 144A 06/27 6.5     | CUSIP: 599191AA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    252016 | PA      | $250555.02    | 0.06%             | 2027-06-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| 93973827 TROWE EQUITYOPTION---20230120                      | 93973827 TROWE EQUITYOPTION---20230120                       | CUSIP: AEIF35904<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        20 | NC      | $0.00         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| 93973819 TROWE EQUITYOPTION---20230120                      | 93973819 TROWE EQUITYOPTION---20230120                       | CUSIP: AEIF35912<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        20 | NC      | $0.00         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Mileage Plus Holdings LLC                                   | MILEAGE PLUS HOLDINGS LLC 2020 TERM LOAN B                   | CUSIP: 59921PAB2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   4867716 | PA      | $5000361.50   | 1.19%             | 2027-06-21      | Floating      | 10.00%                | No            |                  2 | On Loan: No      |
| Mobileye Global Inc.                                        | MOBILEYE GLOBAL INC COMMON STOCK USD.01                      | CUSIP: 60741F104<br>LEI: N/A                  | Long             | EC               | CORP              | IL        |      7019 | NS      | $246086.14    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| 91226075 TROWE EQUITYOPTION---20230120                      | 91226075 TROWE EQUITYOPTION---20230120                       | CUSIP: AEIF55266<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        20 | NC      | $0.00         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| 91226051 TROWE EQUITYOPTION---20230120                      | 91226051 TROWE EQUITYOPTION---20230120                       | CUSIP: AEIF55274<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        20 | NC      | $0.00         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NiSource Inc.                                               | NISOURCE INC PREFERRED STOCK VAR                             | CUSIP: 65473P881<br>LEI: N/A                  | Long             | EP               | CORP              | US        |      4240 | NS      | $102989.60    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| NiSource Inc.                                               | NISOURCE INC JR SUBORDINA VAR                                | CUSIP: 65473PAG0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    439000 | PA      | $409367.50    | 0.10%             | 2023-06-15      | Variable      | 5.65%                 | No            |                  2 | On Loan: No      |
| 91226059 TROWE EQUITYOPTION---20230120                      | 91226059 TROWE EQUITYOPTION---20230120                       | CUSIP: AEIF55282<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        20 | NC      | $0.00         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| TK Elevator U.S. Newco Inc.                                 | VERTICAL US NEWCO INC TERM LOAN B                            | CUSIP: D9000BAD4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    264647 | PA      | $254227.87    | 0.06%             | 2027-07-30      | Floating      | 6.87%                 | No            |                  2 | On Loan: No      |
| Linde plc                                                   | LINDE PLC COMMON STOCK EUR.001                               | CUSIP: G5494J103<br>LEI: N/A                  | Long             | EC               | CORP              | GB        |     12551 | NS      | $4093885.18   | 0.98%             |  |  |  | No            |                  1 | On Loan: No      |
| TE Connectivity Ltd.                                        | TE CONNECTIVITY LTD COMMON STOCK CHF.57                      | CUSIP: H84989104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     53363 | NS      | $6126072.40   | 1.46%             |  |  |  | No            |                  1 | On Loan: No      |

### Signature

**Date Signed:** 2023-01-30

**Name of Applicant:** John Hancock Variable Insurance Trust

**Signature:** /s/Salvatore Schiavone

**Name of Signer:** Salvatore Schiavone

**Title:** Treasurer