NPORT-P false 0000756913 XXXXXXXX S000021933 C000063027 C000063028 C000063026 John Hancock Variable Insurance Trust 811-04146 0000756913 Z5DUWKEPW78QKD87GA06 200 Berkeley Street Boston 02116 617-663-4497 Capital Appreciation Value Trust S000021933 549300PRBTNX4HDWKZ02 2020-12-31 2020-03-31 N 354704957.910000000000 2481755.290000000000 352223202.620000000000 0.000000000000 0.000000000000 0.000000000000 0.000000000000 0.000000000000 0.000000000000 0.000000000000 0.000000000000 0.000000000000 0.000000000000 0.000000000000 0.000000000000 0.000000000000 264.520000000000 USD N Fiserv Inc. GI7UBEJLXYLGR2C7GV83 337738108 143873 NS USD 13666496.27 3.8800670053 Long EC CORP US N 1 N N N Fortive Corporation 549300MU9YQJYHDQEF63 34959J108 143944 NS USD 7944269.36 2.2554645182 Long EC CORP US N 1 N N N General Electric Company 3C7474T6CDKPR9K6YT90 369604103 1696166 NS USD 13467558.04 3.8235862771 Long EC CORP US N 1 N N N Global Payments Inc. 549300NOMHGVQBX6S778 37940X102 38796 NS USD 5595547.08 1.5886367049 Long EC CORP US N 1 N N N Hilton Worldwide Holdings Inc. 549300HVGPK36ICB0B89 43300A203 97841 NS USD 6676669.84 1.8955792209 Long EC CORP US N 1 N N N Humana Inc. N/A 444859102 36065 NS USD 11325131.3 3.2153280124 Long EC CORP US N 1 N N N Ingersoll Rand Inc. N/A 45687V106 119679 NS USD 2968039.2 0.8426586261 Long EC CORP US N 1 N N N Intercontinental Exchange Inc. 5493000F4ZO33MV32P92 45866F104 77671 NS USD 6271933.25 1.7806700988 Long EC CORP US N 1 N N N Wells Fargo and Company PBLD0EJDB5FWOLXP3B76 949746804 3282 NS USD 4181333.64 1.1871261203 Long EP CORP US N 1 N N N Linde Public Limited Company N/A G5494J103 20871 NS USD 3610683 1.0251121940 Long EC CORP GB N 1 N N N Aptiv PLC N/A G6095L109 32524 NS USD 1601481.76 0.4546780985 Long EC CORP IE N 1 N N N TE Connectivity Ltd. N/A H84989104 27774 NS USD 1749206.52 0.4966187653 Long EC CORP CH N 1 N N N NXP Semiconductors N.V. N/A N6596X109 104717 NS USD 8684180.81 2.4655334303 Long EC CORP NL N 1 N N N CEDAR FAIR LP / CANADA'S WONDE COMPANY GUAR 04/27 5.375 N/A 150190AB2 589000 PA USD 506540 0.1438122180 Long DBT CORP US N 2 2027-04-15 Fixed 5.375000000000 N N N N N N Eversource Energy SJ7XXD41SQU3ZNWUJ746 30040WAC2 275000 PA USD 278899.8 0.0791826881 Long DBT CORP US N 2 2022-03-15 Fixed 2.750000000000 N N N N N N Eversource Energy SJ7XXD41SQU3ZNWUJ746 30040WAG3 125000 PA USD 136868.32 0.0388584054 Long DBT CORP US N 2 2023-12-01 Fixed 3.800000000000 N N N N N N Refinitiv US Holdings Inc. N/A 31740LAA1 550000 PA USD 567875 0.1612258919 Long DBT CORP US N 2 2026-05-15 Fixed 6.250000000000 N N N N N N Refinitiv US Holdings Inc. N/A 31740LAC7 610000 PA USD 643550 0.1827108479 Long DBT CORP US N 2 2026-11-15 Fixed 8.250000000000 N N N N N N Unitedhealth Group Incorporated 549300GHBMY8T5GXDE41 91324P102 25202 NS USD 6284874.76 1.7843443343 Long EC CORP US N 1 N N N Becton Dickinson and Company ICE2EP6D98PQUILVRZ91 075887208 48474 NS USD 2534220.72 0.7194928390 Long EP CORP US N 1 N N N CMS Energy Corporation 549300IA9XFBAGNIBW29 125896845 50000 NS USD 1262500 0.3584374881 Long EP CORP US N 1 N N N CMS Energy Corporation 549300IA9XFBAGNIBW29 125896852 41200 NS USD 1038240 0.2947676338 Long EP CORP US N 1 N N Fortive Corporation 549300MU9YQJYHDQEF63 34959J207 907 NS USD 654854 0.1859201765 Long EP CORP US N 2 N N N JPMorgan Chase and Co. 8I5DZWZKVSZI1NUHU748 48128B655 13640 NS USD 345774 0.0981690012 Long EP CORP US N 1 N N N NextEra Energy Inc. N/A 65339F770 22612 NS USD 996963.08 0.2830486670 Long EP CORP US N 1 N N N Alabama Power Company 0RL818ELFOHP5JHOFU19 010392462 10000 NS USD 255500 0.0725392303 Long EP CORP US N 1 N N N American Electric Power Company Inc. 1B4S6S7G0TW5EE83BO58 025537127 9302 NS USD 448821.5 0.1274253078 Long EP CORP US N 1 N N Avantor Inc. N/A 05352A209 51334 NS USD 2225842.24 0.6319408328 Long EP CORP US N 1 N N N The Bank of New York Mellon Corporation WFLLPEPC7FZXENRZV188 064058AD2 450000 PA USD 391500 0.1111511102 Long DBT CORP US N 2 2020-06-20 Variable 4.950000000000 N N N N N N NiSource Inc. N/A 65473P881 20000 NS USD 508000 0.1442267279 Long EP CORP US N 1 N N N SCE Trust III N/A 78409B207 657 NS USD 12942.9 0.0036746302 Long EP CORP US N 1 N N N SCE Trust IV N/A 78409G206 27553 NS USD 511108.15 0.1451091655 Long EP CORP US N 1 N N N The Charles Schwab Corporation N/A 808513402 15000 NS USD 378750 0.1075312464 Long EP CORP US N 1 N N The Charles Schwab Corporation N/A 808513600 1000 NS USD 25150 0.0071403587 Long EP CORP US N 1 N N N 81833155 GOOG EQUITYOPTION---20210115 N/A AEI808220 1 NC USD -522.75 -0.0001484144 N/A DE CORP US N 2 GOLDMAN SACHS N/A Call Written ALPHABET INC ALPHABET INC 100 1740.000000000000 USD 2021-01-15 XXXX 4164.250000000000 N N N KFC HOLDING CO/PIZZA HUT HOLDI COMPANY GUAR 144A 06/24 5 N/A 48250NAA3 567000 PA USD 555660 0.1577579205 Long DBT CORP US N 2 2024-06-01 Fixed 5.000000000000 N N N N N N NextEra Energy Inc. N/A 65339F101 4956 NS USD 1192512.72 0.3385673377 Long EC CORP US N 1 N N N Service Corporation International 549300RKVM2ME20JHZ15 817565CB8 250000 PA USD 254375 0.0722198305 Long DBT CORP US N 2 2024-05-15 Fixed 5.375000000000 N N N N N N Shell International Finance B.V. N/A 822582BH4 255000 PA USD 254681.25 0.0723067782 Long DBT CORP NL N 2 2020-05-11 Floating 2.180880000000 N N N N N N 81833179 GOOG EQUITYOPTION---20210115 N/A AEI808246 1 NC USD -338.15 -0.0000960045 N/A DE CORP US N 2 GOLDMAN SACHS N/A Call Written ALPHABET INC ALPHABET INC 100 1800.000000000000 USD 2021-01-15 XXXX 3098.850000000000 N N N 81823669 FB EQUITYOPTION---20210115 N/A AEI808261 9 NC USD -282.26 -0.0000801367 N/A DE CORP US N 2 JPMORGAN CHASE BANK N/A Call Written FACEBOOK INC FACEBOOK INC 100 275.000000000000 USD 2021-01-15 XXXX 6620.740000000000 N N N Sirius XM Radio Inc. WP5O65E6BMU84LNO4227 82967NAL2 85000 PA USD 84149.15 0.0238908594 Long DBT CORP US N 2 2023-05-15 Fixed 4.625000000000 N N N N N N Six Flags Entertainment Corporation 549300JYTDUAA4JQ3717 83001AAB8 170000 PA USD 144075 0.0409044603 Long DBT CORP US N 2 2024-07-31 Fixed 4.875000000000 N N N N N N 81823661 FB EQUITYOPTION---20210115 N/A AEI808279 9 NC USD -371.65 -0.0001055155 N/A DE CORP US N 2 JPMORGAN CHASE BANK N/A Call Written FACEBOOK INC FACEBOOK INC 100 270.000000000000 USD 2021-01-15 XXXX 7521.350000000000 N N N 81849410 GOOG EQUITYOPTION---20210115 N/A AEI811950 1 NC USD -391.57 -0.0001111710 N/A DE CORP US N 2 GOLDMAN SACHS N/A Call Written ALPHABET INC ALPHABET INC 100 1780.000000000000 USD 2021-01-15 XXXX 3195.430000000000 N N N 81849394 GOOG EQUITYOPTION---20210115 N/A AEI811968 1 NC USD -522.75 -0.0001484144 N/A DE CORP US N 2 GOLDMAN SACHS N/A Call Written ALPHABET INC ALPHABET INC 100 1740.000000000000 USD 2021-01-15 XXXX 3904.250000000000 N N N 81849402 GOOG EQUITYOPTION---20210115 N/A AEI811992 1 NC USD -452.77 -0.0001285463 N/A DE CORP US N 2 GOLDMAN SACHS N/A Call Written ALPHABET INC ALPHABET INC 100 1760.000000000000 USD 2021-01-15 XXXX 3544.230000000000 N N N Six Flags Entertainment Corporation 549300JYTDUAA4JQ3717 83001AAC6 65000 PA USD 54762.5 0.0155476697 Long DBT CORP US N 2 2027-04-15 Fixed 5.500000000000 N N N N N N SOLERA LLC / SOLERA FINANCE IN SR UNSECURED 144A 03/24 10.5 N/A 83422AAA1 2115000 PA USD 2072700 0.5884620844 Long DBT CORP US N 2 2024-03-01 Fixed 10.500000000000 N N N N N N 81849418 GOOG EQUITYOPTION---20210115 N/A AEI812016 1 NC USD -338.15 -0.0000960045 N/A DE CORP US N 2 GOLDMAN SACHS N/A Call Written ALPHABET INC ALPHABET INC 100 1800.000000000000 USD 2021-01-15 XXXX 2878.850000000000 N N N 81823693 V EQUITYOPTION---20210115 N/A AEI817270 17 NC USD -4187.13 -0.0011887718 N/A DE CORP US N 2 Credit Suisse N/A Call Written VISA INC CLASS A VISA INC CLASS A 100 240.000000000000 USD 2021-01-15 XXXX 3716.170000000000 N N N 81924117 GE EQUITYOPTION---20210115 N/A AEI817288 684 NC USD -13181.64 -0.0037424110 N/A DE CORP US N 2 JPMORGAN CHASE BANK N/A Call Written General Electric Company General Electric Company 100 15.000000000000 USD 2021-01-15 XXXX 44376.960000000000 N N N 81823677 V EQUITYOPTION---20210115 N/A AEI817296 17 NC USD -4823.94 -0.0013695691 N/A DE CORP US N 2 Credit Suisse N/A Call Written VISA INC CLASS A VISA INC CLASS A 100 235.000000000000 USD 2021-01-15 XXXX 5008.860000000000 N N N Emerald TopCo Inc. N/A 29102TAB8 422875 PA USD 384816.25 0.1092535208 Long LON CORP US N 2 2026-07-24 Floating 4.49 N N N N N N 81823685 V EQUITYOPTION---20210115 N/A AEI817346 17 NC USD -5566.21 -0.0015803076 N/A DE CORP US N 2 Credit Suisse N/A Call Written VISA INC CLASS A VISA INC CLASS A 100 230.000000000000 USD 2021-01-15 XXXX 6520.790000000000 N N N 81954136 GE JAN21 15 CALL N/A N/A 342 NC USD -6590.82 -0.0018712055 N/A DE CORP US N 2 JPMORGAN CHASE BANK N/A Call Written General Electric Company General Electric Company 100 15.000000000000 USD 2021-01-15 XXXX 22609.140000000000 N N N Kronos Incorporated N/A 50105JAM9 2731811.23 PA USD 2479692.37 0.7040116470 Long LON CORP US N 2 2023-11-01 Floating 4.76 N N N N N N Formula One Management Limited N/A L2465BAQ9 425000 PA USD 377340.5 0.1071310740 Long LON CORP LU N 2 2024-02-01 Floating 3.50 N N N N N N Sunshine Luxembourg VII SARL N/A L8908YAB4 478800 PA USD 428047.2 0.1215272579 Long LON CORP LU N 2 2026-10-01 Floating 5.32 N N N N N N 82091282 GE EQUITYOPTION---20210115 N/A AEI837450 205 NC USD -3950.64 -0.0011216297 N/A DE CORP US N 2 JPMORGAN CHASE BANK N/A Call Written General Electric Company General Electric Company 100 15.000000000000 USD 2021-01-15 XXXX 13937.660000000000 N N N 82233296 NEE JAN21 310 CALL N/A N/A 8 NC USD -3657.57 -0.0010384239 N/A DE CORP US N 2 Credit Suisse N/A Call Written NextEra Energy Inc NextEra Energy Inc 100 310.000000000000 USD 2021-01-15 XXXX 3050.430000000000 N N N 82239701 DHR JAN21 190 CALL N/A N/A 19 NC USD -8017.71 -0.0022763151 N/A DE CORP US N 2 JPMORGAN CHASE BANK N/A Call Written Danaher Corporation Danaher Corporation 100 190.000000000000 USD 2021-01-15 XXXX -1580.700000000000 N N N 82228928 NEE JAN21 320 CALL N/A N/A 7 NC USD -2327.11 -0.0006606919 N/A DE CORP US N 2 Credit Suisse N/A Call Written NextEra Energy Inc NextEra Energy Inc 100 320.000000000000 USD 2021-01-15 XXXX 1829.490000000000 N N N 82239693 APTV JAN21 100 CALL N/A N/A 13 NC USD -1005.88 -0.0002855803 N/A DE CORP US N 2 GOLDMAN SACHS N/A Call Written Aptiv PLC Aptiv PLC 100 100.000000000000 USD 2021-01-15 XXXX 5182.640000000000 N N N 82239669 APTV JAN21 97 CALL N/A N/A 12 NC USD -1067.26 -0.0003030067 N/A DE CORP US N 2 GOLDMAN SACHS N/A Call Written Aptiv PLC Aptiv PLC 100 97.000000000000 USD 2021-01-15 XXXX 5603.660000000000 N N N 82239685 DHR JAN21 185 CALL N/A N/A 20 NC USD -9969.93 -0.0028305716 N/A DE CORP US N 2 JPMORGAN CHASE BANK N/A Call Written Danaher Corporation Danaher Corporation 100 185.000000000000 USD 2021-01-15 XXXX -506.930000000000 N N N 82233248 V JAN21 240 CALL N/A N/A 7 NC USD -1724.11 -0.0004894936 N/A DE CORP US N 2 GOLDMAN SACHS N/A Call Written VISA INC CLASS A VISA INC CLASS A 100 240.000000000000 USD 2021-01-15 XXXX 2747.910000000000 N N N 82233232 TMO EQUITYOPTION---20210115 N/A AEI840884 7 NC USD -3580.78 -0.0010166224 N/A DE CORP US N 2 ROYAL BANK OF CANADA N/A Call Written Thermo Fisher Scientific Inc. Thermo Fisher Scientific Inc. 100 390.000000000000 USD 2021-01-15 XXXX 2216.550000000000 N N N 82233224 TMO EQUITYOPTION---20210115 N/A AEI840918 6 NC USD -4571.2 -0.0012978134 N/A DE CORP US N 2 ROYAL BANK OF CANADA N/A Call Written Thermo Fisher Scientific Inc. Thermo Fisher Scientific Inc. 100 370.000000000000 USD 2021-01-15 XXXX 3863.600000000000 N N N 82233240 V JAN 230 CALL N/A N/A 7 NC USD -2291.97 -0.0006507152 N/A DE CORP US N 2 GOLDMAN SACHS N/A Call Written VISA INC CLASS A VISA INC CLASS A 100 230.000000000000 USD 2021-01-15 XXXX 4306.930000000000 N N N 82228936 ROP AUG 430 CALL N/A N/A 6 NC USD -1205.22 -0.0003421751 N/A DE CORP US N 2 GOLDMAN SACHS N/A Call Written Roper Technologies Inc Roper Technologies Inc 100 430.000000000000 USD 2020-08-21 XXXX 3345.900000000000 N N N 82239661 AEP JAN21 115 CALL N/A N/A 33 NC USD -1767.12 -0.0005017046 N/A DE CORP US N 2 CITIBANK N/A Call Written American Electric Power Company Inc American Electric Power Company Inc 100 115.000000000000 USD 2021-01-15 XXXX 4057.710000000000 N N N 82239843 HLT JAN21 125 CALL N/A N/A 9 NC USD -3090.92 -0.0008775458 N/A DE CORP US N 2 CITIBANK N/A Call Written Hilton Hotels Corporation Common Stock Hilton Hotels Corporation Common Stock 100 125.000000000000 USD 2021-01-15 XXXX 1777.090000000000 N N N 82260843 V JAN21 230 CALL N/A N/A 8 NC USD -2619.39 -0.0007436733 N/A DE CORP GB N 2 GOLDMAN SACHS N/A Call Written VISA INC CLASS A VISA INC CLASS A 100 230.000000000000 USD 2021-01-15 XXXX 5565.250000000000 N N N 82260827 APTV JAN21 97.5 CALL N/A N/A 12 NC USD -1067.26 -0.0003030067 N/A DE CORP GB N 2 GOLDMAN SACHS N/A Call Written Aptiv PLC Aptiv PLC 100 97.500000000000 USD 2021-01-15 XXXX 6942.380000000000 N N N 82260835 APTV JAN21 100 CALL N/A N/A 12 NC USD -928.51 -0.0002636141 N/A DE CORP GB N 2 GOLDMAN SACHS N/A Call Written Aptiv PLC Aptiv PLC 100 100.000000000000 USD 2021-01-15 XXXX 5978.810000000000 N N N 82260851 V JAN21 240 CALL N/A N/A 9 NC USD -2216.71 -0.0006293481 N/A DE CORP GB N 2 GOLDMAN SACHS N/A Call Written VISA INC CLASS A VISA INC CLASS A 100 240.000000000000 USD 2021-01-15 XXXX 4116.230000000000 N N N 82239851 HLT JAN21 130 CALL N/A N/A 9 NC USD -2758.73 -0.0007832335 N/A DE CORP US N 2 CITIBANK N.A. N/A Call Written Hilton Hotels Corporation Common Stock Hilton Hotels Corporation Common Stock 100 130.000000000000 USD 2021-01-15 XXXX 769.450000000000 N N N 83048960 XEL EQUITYOPTION---20201016 N/A AEI906719 24 NC USD -14852.76 -0.0042168602 N/A DE CORP US N 2 Credit Suisse N/A Call Written Xcel Energy Inc Xcel Energy Inc 100 60.000000000000 USD 2020-10-16 XXXX -5123.160000000000 N N N 83045131 XEL EQUITYOPTION---20201016 N/A AEI906735 25 NC USD -9714.81 -0.0027581403 N/A DE CORP US N 2 Credit Suisse N/A Call Written Xcel Energy Inc Xcel Energy Inc 100 65.000000000000 USD 2020-10-16 XXXX -4637.310000000000 N N N 83051044 MSFT EQUITYOPTION---20210115 N/A AEI906776 102 NC USD -132709.51 -0.0376776740 N/A DE CORP US N 2 JPMORGAN CHASE BANK N/A Call Written MICROSOFT CORP MICROSOFT CORP 100 170.000000000000 USD 2021-01-15 XXXX -21835.510000000000 N N N 83045139 MSFT EQUITYOPTION---20210115 N/A AEI906792 40 NC USD -60859.34 -0.0172786289 N/A DE CORP US N 2 CITIBANK N/A Call Written MICROSOFT CORP MICROSOFT CORP 100 165.000000000000 USD 2021-01-15 XXXX -9969.340000000000 N N N 83045147 MSFT EQUITYOPTION---20210115 N/A AEI906800 40 NC USD -52042.94 -0.0147755570 N/A DE CORP US N 2 CITIBANK N/A Call Written MICROSOFT CORP MICROSOFT CORP 100 170.000000000000 USD 2021-01-15 XXXX -8954.140000000000 N N N 83171369 MSFT EQUITYOPTION---20210115 N/A AEI912121 55 NC USD -71559.05 -0.0203163930 N/A DE CORP US N 2 JPMORGAN CHASE BANK N/A Call Written MICROSOFT CORP MICROSOFT CORP 100 170.000000000000 USD 2021-01-15 XXXX -13077.000000000000 N N N Charter Communications Operating LLC/Charter Communications Operating Capital C N/A 161175AX2 150000 PA USD 149533.74 0.0424542560 Long DBT CORP US N 2 2020-07-23 Fixed 3.579000000000 N N N N N N Conagra Brands Inc. 54930035UDEIH090K650 205887BX9 89000 PA USD 88058.11 0.0250006556 Long DBT CORP US N 2 2020-10-22 Floating 2.552130000000 N N N N N N Continental Airlines 2012-1 Class A Pass Through Trust N/A 210795PZ7 170019.59 PA USD 164866.19 0.0468073054 Long DBT CORP US N 2 2024-04-11 Fixed 4.150000000000 N N N N N Dollar Tree Inc. 549300PMSTQITB1WHR43 256746AE8 45000 PA USD 44990.42 0.0127732698 Long DBT CORP US N 2 2020-04-17 Floating 2.536130000000 N N N N N N Elanco Animal Health Incorporated N/A 28414HAF0 416000 PA USD 413813.87 0.1174862607 Long DBT CORP US N 2 2021-08-27 Fixed 4.662000000000 N N N N N N State Street Corporation 549300ZFEEJ2IP5VME73 857477AQ6 435000 PA USD 408900 0.1160911595 Long DBT CORP US N 2 2020-09-15 Variable 5.250000000000 N N N N N N T-Mobile USA Inc. 549300V2JRLO5DIFGE82 87264AAM7 165000 PA USD 165909.15 0.0471034131 Long DBT CORP US N 2 2023-03-01 Fixed 6.000000000000 N N N N N N T-Mobile USA Inc. 549300V2JRLO5DIFGE82 87264AAP0 80000 PA USD 84000 0.0238485141 Long DBT CORP US N 2 2026-01-15 Fixed 6.500000000000 N N N N N N Teleflex Incorporated UUL85LWXB4NGSWWXIQ25 879369AE6 331000 PA USD 322725 0.0916251393 Long DBT CORP US N 2 2026-06-01 Fixed 4.875000000000 N N N N N N Teleflex Incorporated UUL85LWXB4NGSWWXIQ25 879369AF3 285000 PA USD 284686.5 0.0808255952 Long DBT CORP US N 2 2027-11-15 Fixed 4.625000000000 N N N N N N U.S. Bancorp N1GZ7BBF3NP8GI976H15 902973AZ9 310000 PA USD 297600 0.0844918784 Long DBT CORP US N 2 2027-04-15 Variable 5.300000000000 N N N N N NVA HOLDINGS INC 2019 TERM LOAN A3 N/A N/A 850000 PA USD 846812.5 0.2404192835 Long LON CORP US N 2 2022-09-24 Floating 3.24 N N N N N N Loire Finco Luxembourg S.a r.l. N/A 965VBQII8 1165000 PA USD 1001900 0.2844503123 Long LON CORP LU N 2 2027-01-22 Floating 0 N N N N N N Keurig Dr Pepper Inc. DYTQ8KRTKO7Y2BVU5K74 49271V100 370534 NS USD 8992860.18 2.5531708624 Long EC CORP US N 1 N N Marsh and McLennan Companies Inc. 549300XMP3KDCKJXIU47 571748102 114961 NS USD 9939528.06 2.8219401749 Long EC CORP US N 1 N N N Marriott International Inc. 225YDZ14ZO8E1TXUSU86 571903202 47887 NS USD 3582426.47 1.0170898576 Long EC CORP US N 1 N N N Maxim Integrated Products Inc. SO0H5YEO14Y4PVKQH532 57772K101 95459 NS USD 4640261.99 1.3174208728 Long EC CORP US N 1 N N SBA Communications Corporation N/A 78410GAB0 550000 PA USD 549835 0.1561041396 Long DBT CORP US N 2 2022-10-01 Fixed 4.000000000000 N N N N N N Sensata Technologies B.V. PUCKW5P5O3XMOZVH7T53 81725WAG8 110000 PA USD 104500 0.0296686871 Long DBT CORP US N 2 2023-10-15 Fixed 4.875000000000 N N N N N N Sensata Technologies B.V. PUCKW5P5O3XMOZVH7T53 81725WAH6 90000 PA USD 87750 0.0249131799 Long DBT CORP US N 2 2024-11-01 Fixed 5.625000000000 N N N N N N Sensata Technologies B.V. PUCKW5P5O3XMOZVH7T53 81725WAJ2 325000 PA USD 307937.5 0.0874268071 Long DBT CORP US N 2 2025-10-01 Fixed 5.000000000000 N N N N N N FIXED INC CLEARING CORP.REPO N/A 85748R009 3358000 PA USD 3358000 0.9533727406 Long RA CORP US N 2 Repurchase N 0.000000000000000 2020-04-01 3270000 USD 3429284.97 USD UST N N N US Airways 2012-2 Class A Pass Through Trust N/A 90345WAD6 14752.48 PA USD 14334.23 0.0040696439 Long DBT CORP US N 2 2025-06-03 Fixed 4.625000000000 N N N N N N US Airways 2012-2 Class B Pass Through Trust N/A 90345WAE4 50563.89 PA USD 49806.23 0.0141405307 Long DBT CORP US N 2 2021-06-03 Fixed 6.750000000000 N N N N N N US AIRWAYS 2013-1 CLASS A PASS PASS THRU CE 05/27 3.95 N/A 90346WAA1 163089.98 PA USD 155885.09 0.0442574733 Long DBT CORP US N 2 2025-11-15 Fixed 3.950000000000 N N N N N US Airways 2013-1 Class B Pass Through Trust N/A 90346WAB9 53857.69 PA USD 52102.69 0.0147925207 Long DBT CORP US N 2 2021-11-15 Fixed 5.375000000000 N N N N N N USI Inc. N/A 91739VAA6 30000 PA USD 27900 0.0079211136 Long DBT CORP US N 2 2025-05-01 Fixed 6.875000000000 N N N N N N Wendy's Funding LLC N/A 95058XAD0 325507.5 PA USD 297071.16 0.0843417350 Long ABS-O CORP US N 2 2048-03-15 Fixed 3.573000000000 N N N N N N Alphabet Inc. 5493006MHB84DD0ZWV18 02079K107 7000 NS USD 8139670 2.3109408862 Long EC CORP US N 1 N N N Alphabet Inc. 5493006MHB84DD0ZWV18 02079K305 1 NS USD 1161.95 0.0003298902 Long EC CORP US N 1 N N N Amazon.com Inc. ZXTILKJKG63JELOEG630 023135106 4529 NS USD 8830281.88 2.5070131139 Long EC CORP US N 1 N N N Ameren Corporation XRZQ5S7HYJFPHJ78L959 023608102 43482 NS USD 3166794.06 0.8990872936 Long EC CORP US N 1 N N N American Electric Power Company Inc. 1B4S6S7G0TW5EE83BO58 025537101 64870 NS USD 5188302.6 1.4730155655 Long EC CORP US N 1 N N N Avantor Inc. N/A 05352A100 109974 NS USD 1373575.26 0.3899729631 Long EC CORP US N 1 N N N Domino's Pizza Master Issuer LLC N/A 25755TAH3 508300 PA USD 492095.4 0.1397112389 Long ABS-O CORP US N 2 2047-07-25 Fixed 4.118000000000 N N N N N N Domino's Pizza Master Issuer LLC N/A 25755TAJ9 482650 PA USD 466008.23 0.1323048074 Long ABS-O CORP US N 2 2048-07-25 Fixed 4.116000000000 N N N N N N Domino's Pizza Master Issuer LLC N/A 25755TAL4 214462.5 PA USD 191261.95 0.0543013489 Long ABS-O CORP US N 2 2049-10-25 Fixed 3.668000000000 N N N N N N Amphenol Corporation 549300D3L3G0R4U4VT04 032095AF8 285000 PA USD 285000 0.0809146013 Long DBT CORP US N 2 2020-04-01 Fixed 2.200000000000 N N N N N N AmWINS Group Inc. N/A 03234TAR9 114407.68 PA USD 105398.08 0.0299236618 Long LON CORP US N 2 2024-01-25 Floating 3.75 N N N N N N Avantor Inc. N/A 05352AAA8 85000 PA USD 89054.5 0.0252835416 Long DBT CORP US N 2 2024-10-01 Fixed 6.000000000000 N N N N N N Sensata Technologies Uk Financing Co. PLC N/A 81727TAA6 200000 PA USD 196000 0.0556465328 Long DBT CORP GB N 2 2026-02-15 Fixed 6.250000000000 N N N N N N JH COLLATERAL N/A N/A 697801.95 NS USD 6976274.97 1.9806403775 Long EC RF US N 1 N N Becton Dickinson and Company ICE2EP6D98PQUILVRZ91 075887109 28377 NS USD 6520183.29 1.8511509865 Long EC CORP US N 1 N N N Danaher Corporation S4BKK9OTCEWQ3YHPFM11 235851102 62224 NS USD 8612423.84 2.4451608457 Long EC CORP US N 1 N N N Envista Holdings Corporation N/A 29415F104 87622 NS USD 1309072.68 0.3716599787 Long EC CORP US N 1 N N N Facebook Inc. BQ4BKCS1HXDV9HN80Z93 30303M102 38600 NS USD 6438480 1.8279545334 Long EC CORP US N 1 N N N Netflix Inc. 549300Y7VHGU0I7CE873 64110LAE6 25000 PA USD 25187.5 0.0071510053 Long DBT CORP US N 2 2021-02-01 Fixed 5.375000000000 N N N N N N Netflix Inc. 549300Y7VHGU0I7CE873 64110LAJ5 60000 PA USD 61050 0.0173327593 Long DBT CORP US N 2 2022-02-15 Fixed 5.500000000000 N N N N N N Netflix Inc. 549300Y7VHGU0I7CE873 64110LAL0 405000 PA USD 427680 0.1214230059 Long DBT CORP US N 2 2025-02-15 Fixed 5.875000000000 N N N N N N Netflix Inc. 549300Y7VHGU0I7CE873 64110LAN6 1260000 PA USD 1263150 0.3586220302 Long DBT CORP US N 2 2026-11-15 Fixed 4.375000000000 N N N N N N Netflix Inc. 549300Y7VHGU0I7CE873 64110LAS5 2270000 PA USD 2315400 0.6573672554 Long DBT CORP US N 2 2028-04-15 Fixed 4.875000000000 N N N N N N Netflix Inc. 549300Y7VHGU0I7CE873 64110LAT3 2565000 PA USD 2744550 0.7792076103 Long DBT CORP US N 2 2028-11-15 Fixed 5.875000000000 N N N N N N Netflix Inc. 549300Y7VHGU0I7CE873 64110LAX4 1315000 PA USD 1433350 0.4069436622 Long DBT CORP US N 2 2029-05-15 Fixed 6.375000000000 N N N N N N USI Inc. N/A 90351NAE5 473721.56 PA USD 431086.62 0.1223901824 Long LON CORP US N 2 2024-05-16 Floating 3.99 N N N N N N The Ultimate Software Group Inc. N/A 90385KAB7 164175 PA USD 152408.58 0.0432704543 Long LON CORP US N 2 2026-05-04 Floating 4.74 N N N N N N KFC HOLDING CO/PIZZA HUT HOLDI COMPANY GUAR 144A 06/26 5.25 N/A 48250NAB1 1135000 PA USD 1133411 0.3217877163 Long DBT CORP US N 2 2026-06-01 Fixed 5.250000000000 N N N N N N KFC HOLDING CO/PIZZA HUT HOLDI COMPANY GUAR 144A 06/27 4.75 N/A 48250NAC9 1642000 PA USD 1543480 0.4382107676 Long DBT CORP US N 2 2027-06-01 Fixed 4.750000000000 N N N N N N Korn Ferry 549300FOD20OM0GT5G40 50067PAA7 90000 PA USD 78187.5 0.0221982821 Long DBT CORP US N 2 2027-12-15 Fixed 4.625000000000 N N N N N N Lennox International Inc. S7DWAC87RDMPBF77GJ92 526107AD9 90000 PA USD 88970.86 0.0252597953 Long DBT CORP US N 2 2023-11-15 Fixed 3.000000000000 N N N N N N Level 3 Financing Inc. N/A 527298BD4 336000 PA USD 337680 0.0958710265 Long DBT CORP US N 2 2022-08-15 Fixed 5.375000000000 N N N N N N Welbilt Inc. 549300UR3W71YLZWI068 563568AB0 342000 PA USD 290700 0.0825328933 Long DBT CORP US N 2 2024-02-15 Fixed 9.500000000000 N N N N N N Marriott International Inc. 225YDZ14ZO8E1TXUSU86 571900BA6 135000 PA USD 115401.55 0.0327637558 Long DBT CORP US N 2 2021-03-08 Floating 1.648880000000 N N N N N N ROWE T PRICE GOV RES FD 20340919 00000.0000000000 N/A 76105Y109 25960381.81 NS USD 25960381.81 7.3704348881 Long STIV RF US N 1 N N N Alcon Inc. N/A ACI198PY5 105588 NS 5409350.25 1.5357733987 Long EC CORP CH N 2 N N N The Bank of New York Mellon Corporation WFLLPEPC7FZXENRZV188 064058AF7 295000 PA USD 266237.5 0.0755877234 Long DBT CORP US N 2 2026-09-20 Variable 4.625000000000 N N N N N N Becton Dickinson and Company ICE2EP6D98PQUILVRZ91 075887BT5 146000 PA USD 146120.2 0.0414851148 Long DBT CORP US N 2 2022-06-06 Fixed 2.894000000000 N N N N N N Becton Dickinson and Company ICE2EP6D98PQUILVRZ91 075887BU2 400000 PA USD 374115.61 0.1062154927 Long DBT CORP US N 2 2022-06-06 Floating 2.030630000000 N N N N N N DTE Energy Company 549300IX8SD6XXD71I78 233331859 27900 NS USD 668763 0.1898690930 Long EP CORP US N 1 N N N CCO Holdings LLC/CCO Holdings Capital Corp. N/A 1248EPAY9 505000 PA USD 496162.5 0.1408659328 Long DBT CORP US N 2 2022-09-30 Fixed 5.250000000000 N N N N N N CCO Holdings LLC/CCO Holdings Capital Corp. N/A 1248EPBF9 400000 PA USD 404000 0.1146999962 Long DBT CORP US N 2 2023-05-01 Fixed 5.125000000000 N N N N N N CCO Holdings LLC/CCO Holdings Capital Corp. N/A 1248EPBP7 550000 PA USD 562375 0.1596643821 Long DBT CORP US N 2 2024-04-01 Fixed 5.875000000000 N N N N N N CCO Holdings LLC/CCO Holdings Capital Corp. N/A 1248EPBT9 1341000 PA USD 1349676.27 0.3831877798 Long DBT CORP US N 2 2027-05-01 Fixed 5.125000000000 N N N N N N Duke Energy Corporation I1BZKREC126H0VB1BL91 26441C402 27400 NS USD 701714 0.1992242404 Long EP CORP US N 1 N N N Elanco Animal Health Incorporated N/A 28414H202 2006 NS USD 82526.84 0.0234302679 Long EP CORP US N 1 N N N CCO Holdings LLC/CCO Holdings Capital Corp. N/A 1248EPBX0 2095000 PA USD 2103400.95 0.5971784182 Long DBT CORP US N 2 2028-02-01 Fixed 5.000000000000 N N N N N N CCO Holdings LLC/CCO Holdings Capital Corp. N/A 1248EPBZ5 416000 PA USD 414440 0.1176640258 Long DBT CORP US N 2 2023-03-01 Fixed 4.000000000000 N N N N N N CEDAR FAIR LP / CANADA'S WONDE COMPANY GUAR 06/24 5.375 N/A 150191AJ3 566000 PA USD 509400 0.1446242031 Long DBT CORP US N 2 2024-06-01 Fixed 5.375000000000 N N N N N N Concho Resources Inc. SYHS7HRDXLL4I0IQ8776 20605P101 12800 NS USD 548480 0.1557194404 Long EC CORP US N 1 N N N NiSource Inc. N/A 65473P105 191612 NS USD 4784551.64 1.3583862745 Long EC CORP US N 1 N N N PerkinElmer Inc. 549300IKL1SDPFI7N655 714046109 121364 NS USD 9136281.92 2.5938898551 Long EC CORP US N 1 N N Raytheon Company YR6K3WJN0KKLUPZSNL57 755111507 42296 NS USD 5547120.4 1.5748878435 Long EC CORP US N 1 N N N Roper Technologies Inc. N/A 776696106 19284 NS USD 6012944.04 1.7071402438 Long EC CORP US N 1 N N N Thermo Fisher Scientific Inc. HCHV7422L5HDJZCRFL38 883556102 30829 NS USD 8743104.4 2.4822624787 Long EC CORP US N 1 N N N Visa Inc. 549300JZ4OKEHW3DPJ59 92826C839 40386 NS USD 6506992.32 1.8474059266 Long EC CORP US N 1 N N N Waste Connections Inc. 549300HDLRTPBQU69P29 94106B101 23998 NS USD 1859845 0.5280302337 Long EC CORP US N 1 N N Xcel Energy Inc. LGJNMI9GH8XIDG5RCM61 98389B100 58608 NS USD 3534062.4 1.0033587719 Long EC CORP US N 1 N N N YUM! Brands Inc. 549300JE8XHZZ7OHN517 988498101 103559 NS USD 7096898.27 2.0148866449 Long EC CORP US N 1 N N N Refinitiv US Holdings Inc. N/A 31740MAC5 6820403.49 PA USD 6519146.27 1.8508565652 Long LON CORP US N 2 2025-10-01 Floating 4.24 N N N N N N Gartner Inc. PP55B5R38BFB8O8HH686 36665GAR5 93147.42 PA USD 88490.05 0.0251232881 Long LON CORP US N 2 2022-03-20 Floating 2.49 N N N N N N H.B. Fuller Company JSMX3Z5FOYM8V0Q52357 40409VAR5 201064.66 PA USD 173293.61 0.0491999416 Long LON CORP US N 2 2024-10-20 Floating 2.77 N N N N N N HUB International Limited 549300JQT6ATTUNS5E06 44332EAP1 4977588.01 PA USD 4624179.26 1.3128548107 Long LON CORP US N 2 2025-04-25 Floating 4.54 N N N N N N HUB International Limited 549300JQT6ATTUNS5E06 44332EAT3 1147212.5 PA USD 1075511.72 0.3053494807 Long LON CORP US N 2 2025-04-25 Floating 5.69 N N N N N N Prestige Brands Inc. N/A 74112CAT0 27916.33 PA USD 25842.43 0.0073369471 Long LON CORP US N 2 2024-01-26 Floating 2.99 N N N N N N Avantor Inc. N/A 05352AAC4 1990000 PA USD 2094873 0.5947572404 Long DBT CORP US N 2 2025-10-01 Fixed 9.000000000000 N N N N N N U.S. Bancorp N1GZ7BBF3NP8GI976H15 902973759 19000 NS USD 473480 0.1344261243 Long EP CORP US N 1 N N N U.S. Bancorp N1GZ7BBF3NP8GI976H15 902973833 14000 NS USD 360640 0.1023896204 Long EP CORP US N 1 N N N NiSource Inc. N/A 65473PAG0 575000 PA USD 511750 0.1452913937 Long DBT CORP US N 2 2023-06-15 Variable 5.650000000000 N N N N N N NiSource Inc. N/A 65473QBE2 520000 PA USD 526126.54 0.1493730498 Long DBT CORP US N 2 2027-05-15 Fixed 3.490000000000 N N N N N N NiSource Inc. N/A 65473QBF9 430000 PA USD 436080.73 0.1238080645 Long DBT CORP US N 2 2047-05-15 Fixed 4.375000000000 N N N N N N NuStar Logistics L.P. N62BF2PKP51FIIOIUN20 67059TAB1 175000 PA USD 152250 0.0432254317 Long DBT CORP US N 2 2020-09-01 Fixed 4.800000000000 N N N N N N The PNC Financial Services Group Inc. CFGNEKW0P8842LEUIA51 693475AQ8 500000 PA USD 472500 0.1341478916 Long DBT CORP US N 2 2026-11-01 Variable 5.000000000000 N N N N N Reckitt Benckiser Treasury Services plc N/A 75625QAC3 800000 PA USD 785202.05 0.2229274063 Long DBT CORP GB N 2 2022-06-24 Fixed 2.375000000000 N N N N N N Reckitt Benckiser Treasury Services plc N/A 75625QAF6 640000 PA USD 617251.21 0.1752443352 Long DBT CORP GB N 2 2022-06-24 Floating 1.764130000000 N N N N N N REYNOLDS GROUP ISSUER INC / RE SR SECURED 144A 07/21 VAR N/A 761735AR0 195000 PA USD 190125 0.0539785564 Long DBT CORP US N 2 2021-07-15 Floating 5.331250000000 N N N N N N REYNOLDS GROUP ISSUER INC / RE SR SECURED 144A 07/23 5.125 N/A 761735AT6 440000 PA USD 436695.6 0.1239826328 Long DBT CORP US N 2 2023-07-15 Fixed 5.125000000000 N N N N N N Roper Technologies Inc. N/A 776743AE6 295000 PA USD 303281.54 0.0861049294 Long DBT CORP US N 2 2023-09-15 Fixed 3.650000000000 N N N N N N YUM! Brands Inc. 549300JE8XHZZ7OHN517 988498AG6 527000 PA USD 519095 0.1473767191 Long DBT CORP US N 2 2020-11-01 Fixed 3.875000000000 N N N N N N YUM! Brands Inc. 549300JE8XHZZ7OHN517 988498AH4 950000 PA USD 902595 0.2562565422 Long DBT CORP US N 2 2021-11-01 Fixed 3.750000000000 N N N N N N YUM! Brands Inc. 549300JE8XHZZ7OHN517 988498AJ0 440000 PA USD 409200 0.1161763328 Long DBT CORP US N 2 2023-11-01 Fixed 3.875000000000 N N N N N N YUM! Brands Inc. 549300JE8XHZZ7OHN517 988498AK7 579000 PA USD 492150 0.1397267404 Long DBT CORP US N 2 2043-11-01 Fixed 5.350000000000 N N N N N N CCC Information Services Inc. N/A 124886AH5 1740212.4 PA USD 1578616.28 0.4481863399 Long LON CORP US N 2 2024-04-29 Floating 3.75 N N N N N N CPI Holdco LLC N/A 12594WAJ5 100000 PA USD 86000 0.0244163358 Long LON CORP US N 2 2026-11-04 Floating 5.70 N N N N N N Fiserv Inc. GI7UBEJLXYLGR2C7GV83 337738AN8 580000 PA USD 578194.33 0.1641556620 Long DBT CORP US N 2 2020-06-01 Fixed 2.700000000000 N N N N N N Fresenius Medical Care US Finance Inc. B8RI7LM5Z25R6H3S2R89 35803QAA5 75000 PA USD 76912.66 0.0218363411 Long DBT CORP US N 2 2021-02-15 Fixed 5.750000000000 N N N N N N General Electric Company 3C7474T6CDKPR9K6YT90 369604BQ5 1990000 PA USD 1641750 0.4661106900 Long DBT CORP US N 2 2021-01-21 Variable 5.000000000000 N N N N N N Hilton Domestic Operating Company Inc. 5493003EG7H0N1E4XV50 432833AB7 205000 PA USD 191675 0.0544186182 Long DBT CORP US N 2 2024-09-01 Fixed 4.250000000000 N N N N N N Hologic Inc. 549300DYP6F5ZJL0LB74 436440AK7 257000 PA USD 254504.53 0.0722566055 Long DBT CORP US N 2 2025-10-15 Fixed 4.375000000000 N N N N N N HUB International Limited 549300JQT6ATTUNS5E06 44332PAD3 25000 PA USD 24750 0.0070267943 Long DBT CORP US N 2 2026-05-01 Fixed 7.000000000000 N N N N N N SBA Communications Corporation N/A 78410GAC8 195000 PA USD 195487.5 0.0555010285 Long DBT CORP US N 2 2027-02-15 Fixed 3.875000000000 N N N N N N Microsoft Corporation INR2EJN1ERAN0W5ZP974 594918104 88900 NS USD 14020419 3.9805495197 Long EC CORP US N 1 N N N 80565550 MSFT 165 EQUITYOPTION---20210115 N/A AEI713321 70 NC USD -106503.84 -0.0302375991 N/A DE CORP US N 2 Credit Suisse N/A Call Written MICROSOFT CORP MICROSOFT CORP 100 165.000000000000 USD 2021-01-15 XXXX -59246.840000000000 N N N 80598972 MSFT 165 EQUITYOPTION---20210115 N/A AEI716878 67 NC USD -101939.39 -0.0289417021 N/A DE CORP US N 2 Credit Suisse N/A Call Written MICROSOFT CORP MICROSOFT CORP 100 165.000000000000 USD 2021-01-15 XXXX -55575.390000000000 N N N 81242284 BDX JAN21 300 CALL N/A N/A 4 NC USD -1583.62 -0.0004496070 N/A DE CORP US N 2 GOLDMAN SACHS N/A Call Written Becton Dickinson and Co Becton Dickinson and Co 100 300.000000000000 USD 2021-01-15 XXXX 2159.300000000000 N N N 81235749 GE JAN21 15 CALL N/A N/A 347 NC USD -6687.18 -0.0018985632 N/A DE CORP US N 2 JPMORGAN CHASE BANK N/A Call Written General Electric Company General Electric Company 100 15.000000000000 USD 2021-01-15 XXXX 11356.820000000000 N N N 81235779 AEP JAN21 105 CALL N/A N/A 56 NC USD -6849.72 -0.0019447100 N/A DE CORP US N 2 CITIBANK N/A Call Written AMERICAN ELECTRIC POWER AMERICAN ELECTRIC POWER 100 105.000000000000 USD 2021-01-15 XXXX 1942.280000000000 N N N 81244550 TMO JAN21 400 CALL N/A N/A 10 NC USD -4169.1 -0.0011836529 N/A DE CORP US N 2 ROYAL BANK OF CANADA N/A Call Written Thermo Fisher Scientific Inc. Thermo Fisher Scientific Inc. 100 400.000000000000 USD 2021-01-15 XXXX 3627.600000000000 N N N 81258286 NXPI JAN21 140 CALL N/A N/A 23 NC USD -4528.46 -0.0012856791 N/A DE CORP US N 2 Credit Suisse N/A Call Written NXP Semiconductors NV NXP Semiconductors NV 100 140.000000000000 USD 2021-01-15 XXXX 12509.940000000000 N N N 81258596 BDX JAN21 300 CALL N/A N/A 10 NC USD -3959.06 -0.0011240202 N/A DE CORP US N 2 GOLDMAN SACHS N/A Call Written Becton Dickinson and Co Becton Dickinson and Co 100 300.000000000000 USD 2021-01-15 XXXX 5179.040000000000 N N N 81225626 TMO EQUITYOPTION---20210115 N/A AEI771287 18 NC USD -7504.37 -0.0021305723 N/A DE CORP US N 2 ROYAL BANK OF CANADA N/A Call Written Thermo Fisher Scientific Inc. Thermo Fisher Scientific Inc. 100 400.000000000000 USD 2021-01-15 XXXX 5226.850000000000 N N N 81240324 NXPI JAN21 140 CALL N/A N/A 10 NC USD -1968.9 -0.0005589921 N/A DE CORP US N 2 Credit Suisse N/A Call Written NXP Semiconductors NV NXP Semiconductors NV 100 140.000000000000 USD 2021-01-15 XXXX 5033.100000000000 N N N 81255691 AEP EQUITYOPTION---20210115 N/A AEI773077 55 NC USD -6727.4 -0.0019099821 N/A DE CORP US N 2 CITIBANK N/A Call Written AMERICAN ELECTRIC POWER AMERICAN ELECTRIC POWER 100 105.000000000000 USD 2021-01-15 XXXX 1907.600000000000 N N N 81265955 BDX EQUITYOPTION---20210115 N/A AEI773085 14 NC USD -5542.68 -0.0015736272 N/A DE CORP US N 2 GOLDMAN SACHS N/A Call Written Becton Dickinson and Co Becton Dickinson and Co 100 300.000000000000 USD 2021-01-15 XXXX 8447.240000000000 N N N 81271066 NXPI EQUITYOPTION---20210115 N/A AEI773119 54 NC USD -10632.04 -0.0030185519 N/A DE CORP US N 2 Credit Suisse N/A Call Written NXP Semiconductors NV NXP Semiconductors NV 100 140.000000000000 USD 2021-01-15 XXXX 30278.360000000000 N N N 81255683 GE EQUITYOPTION---20210115 N/A AEI775031 347 NC USD -6687.18 -0.0018985632 N/A DE CORP US N 2 JPMORGAN CHASE BANK N/A Call Written General Electric Company General Electric Company 100 15.000000000000 USD 2021-01-15 XXXX 12925.260000000000 N N N 81217898 TMO EQUITYOPTION---20210115 N/A AEI775049 4 NC USD -1667.64 -0.0004734611 N/A DE CORP US N 2 ROYAL BANK OF CANADA N/A Call Written Thermo Fisher Scientific Inc. Thermo Fisher Scientific Inc. 100 400.000000000000 USD 2021-01-15 XXXX 1170.440000000000 N N N 81325963 GOOG EQUITYOPTION---20210115 N/A AEI778720 2 NC USD -5086.61 -0.0014441439 N/A DE CORP US N 2 CITIBANK N/A Call Written ALPHABET INC ALPHABET INC 100 1500.000000000000 USD 2021-01-15 XXXX 10927.390000000000 N N N 81381551 GOOG EQUITYOPTION---20210115 N/A AEI781963 2 NC USD -5086.61 -0.0014441439 N/A DE CORP US N 2 CITIBANK N/A Call Written ALPHABET INC ALPHABET INC 100 1500.000000000000 USD 2021-01-15 XXXX 10007.390000000000 N N N 81505528 BDX 300 EQUITYOPTION---20210115 N/A AEI785782 12 NC USD -4750.87 -0.0013488237 N/A DE CORP US N 2 GOLDMAN SACHS N/A Call Written Becton Dickinson and Co Becton Dickinson and Co 100 300.000000000000 USD 2021-01-15 XXXX 9806.570000000000 N N N 81505544 GOOG 1500 EQUITYOPTION---20210115 N/A AEI785808 2 NC USD -5086.61 -0.0014441439 N/A DE CORP US N 2 CITIBANK N/A Call Written ALPHABET INC ALPHABET INC 100 1500.000000000000 USD 2021-01-15 XXXX 9687.390000000000 N N N 81496509 GOOG EQUITYOPTION---20210115 N/A AEI786228 1 NC USD -2543.3 -0.0007220705 N/A DE CORP US N 2 CITIBANK N/A Call Written ALPHABET INC ALPHABET INC 100 1500.000000000000 USD 2021-01-15 XXXX 3833.700000000000 N N N 81815699 GOOG JAN20 1740 CALL N/A N/A 1 NC USD -522.75 -0.0001484144 N/A DE CORP US N 2 GOLDMAN SACHS N/A Call Written ALPHABET INC ALPHABET INC 100 1740.000000000000 USD 2021-01-15 XXXX 4194.250000000000 N N N 81813640 FB EQUITYOPTION---20210115 N/A AEI806471 11 NC USD -344.99 -0.0000979464 N/A DE CORP US N 2 JPMORGAN CHASE BANK N/A Call Written FACEBOOK INC FACEBOOK INC 100 275.000000000000 USD 2021-01-15 XXXX 8257.010000000000 N N N 81815707 GOOG JAN20 1760 CALL N/A N/A 1 NC USD -452.77 -0.0001285463 N/A DE CORP US N 2 GOLDMAN SACHS N/A Call Written ALPHABET INC ALPHABET INC 100 1760.000000000000 USD 2021-01-15 XXXX 3794.230000000000 N N N 81815621 TMO EQUITYOPTION---20210115 N/A AEI806513 2 NC USD -833.82 -0.0002367306 N/A DE CORP US N 2 ROYAL BANK OF CANADA N/A Call Written Thermo Fisher Scientific Inc. Thermo Fisher Scientific Inc. 100 400.000000000000 USD 2021-01-15 XXXX 1024.780000000000 N N N 81815723 GOOG EQUITYOPTION---20210115 N/A AEI806562 1 NC USD -338.15 -0.0000960045 N/A DE CORP US N 2 GOLDMAN SACHS N/A Call Written ALPHABET INC ALPHABET INC 100 1800.000000000000 USD 2021-01-15 XXXX 3108.850000000000 N N N 81813624 FB JAN20 265 CALL N/A N/A 11 NC USD -593.59 -0.0001685267 N/A DE CORP US N 2 JPMORGAN CHASE BANK N/A Call Written FACEBOOK INC FACEBOOK INC 100 265.000000000000 USD 2021-01-15 XXXX 10428.410000000000 N N N 81815650 V EQUITYOPTION---20210115 N/A AEI806612 28 NC USD -7945.31 -0.0022557600 N/A DE CORP US N 2 Credit Suisse N/A Call Written VISA INC CLASS A VISA INC CLASS A 100 235.000000000000 USD 2021-01-15 XXXX 9801.090000000000 N N N 81815666 V JAN20 240 CALL N/A N/A 28 NC USD -6896.44 -0.0019579744 N/A DE CORP US N 2 Credit Suisse N/A Call Written VISA INC CLASS A VISA INC CLASS A 100 240.000000000000 USD 2021-01-15 XXXX 7464.760000000000 N N N 81815658 V JAN20 230 CALL N/A N/A 28 NC USD -9167.87 -0.0026028581 N/A DE CORP US N 2 Credit Suisse N/A Call Written VISA INC CLASS A VISA INC CLASS A 100 230.000000000000 USD 2021-01-15 XXXX 12663.730000000000 N N N 81815715 GOOG EQUITYOPTION---20210115 N/A AEI806679 1 NC USD -391.57 -0.0001111710 N/A DE CORP US N 2 GOLDMAN SACHS N/A Call Written ALPHABET INC ALPHABET INC 100 1780.000000000000 USD 2021-01-15 XXXX 3435.430000000000 N N N 81813632 FB JAN20 270 CALL N/A N/A 11 NC USD -454.24 -0.0001289637 N/A DE CORP US N 2 JPMORGAN CHASE BANK N/A Call Written FACEBOOK INC FACEBOOK INC 100 270.000000000000 USD 2021-01-15 XXXX 9302.760000000000 N N N 81833171 GOOG EQUITYOPTION---20210115 N/A AEI808147 1 NC USD -391.57 -0.0001111710 N/A DE CORP US N 2 GOLDMAN SACHS N/A Call Written ALPHABET INC ALPHABET INC 100 1780.000000000000 USD 2021-01-15 XXXX 3435.430000000000 N N N 81833163 GOOG EQUITYOPTION---20210115 N/A AEI808162 1 NC USD -452.77 -0.0001285463 N/A DE CORP US N 2 GOLDMAN SACHS N/A Call Written ALPHABET INC ALPHABET INC 100 1760.000000000000 USD 2021-01-15 XXXX 3774.230000000000 N N N 81823653 FB EQUITYOPTION---20210115 N/A AEI808196 9 NC USD -485.67 -0.0001378870 N/A DE CORP US N 2 JPMORGAN CHASE BANK N/A Call Written FACEBOOK INC FACEBOOK INC 100 265.000000000000 USD 2021-01-15 XXXX 8442.330000000000 N N N US Airways 2010-1 Class A Pass Through Trust N/A 90345KAA8 115068.05 PA USD 115665.47 0.0328386856 Long DBT CORP US N 2 2023-04-22 Fixed 6.250000000000 N N N N N N Xylem Inc. 549300DF5MV96DRYLQ48 98419MAB6 60000 PA USD 61733.92 0.0175269317 Long DBT CORP US N 2 2021-10-01 Fixed 4.875000000000 N N N N N Xylem Inc. 549300DF5MV96DRYLQ48 98419MAJ9 65000 PA USD 68806.24 0.0195348403 Long DBT CORP US N 2 2026-11-01 Fixed 3.250000000000 N N N N N N YUM! Brands Inc. 549300JE8XHZZ7OHN517 988498AD3 367000 PA USD 350261.13 0.0994429462 Long DBT CORP US N 2 2037-11-15 Fixed 6.875000000000 N N N N N N 2020-04-30 John Hancock Variable Insurance Trust /s/Salvatore Schiavone Salvatore Schiavone Treasurer XXXX