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
2020-09-30
N
419218628.940000000000
7569875.620000000000
411648753.320000000000
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
83988.580000000000
USD
N
Alabama Power Company
0RL818ELFOHP5JHOFU19
ALABAMA POWER CO PREFERRED STOCK 5
010392462
6096
NS
USD
170688
0.0414644764
Long
EP
CORP
US
N
1
N
N
N
American Electric Power Company Inc.
1B4S6S7G0TW5EE83BO58
AMERICAN ELECTRIC POWER CO INC PREFERRED STOCK 03/22 6.125
025537127
12402
NS
USD
601621.02
0.1461491175
Long
EP
CORP
US
N
1
N
N
Avantor Inc.
N/A
AVANTOR INC PREFERRED STOCK 05/22 6.25
05352A209
40634
NS
USD
2955717.16
0.7180192181
Long
EP
CORP
US
N
1
N
N
N
Boston Scientific Corporation
Y6ZDD9FP4P8JSSJMW954
BOSTON SCIENTIFIC CORP PREFERRED STOCK
101137206
12465
NS
USD
1394459.55
0.3387498538
Long
EP
CORP
US
N
1
N
N
N
CMS Energy Corporation
549300IA9XFBAGNIBW29
CMS ENERGY CORP PREFERRED STOCK 03/79 5.875
125896845
50000
NS
USD
1345500
0.3268563282
Long
EP
CORP
US
N
1
N
N
N
CMS Energy Corporation
549300IA9XFBAGNIBW29
CMS ENERGY CORP PREFERRED STOCK 10/78 5.875
125896852
41200
NS
USD
1088916
0.2645255187
Long
EP
CORP
US
N
1
N
N
N
DTE Energy Company
549300IX8SD6XXD71I78
DTE ENERGY CO PREFERRED STOCK 12/77 5.25
233331859
25006
NS
USD
659658.28
0.1602478508
Long
EP
CORP
US
N
1
N
N
N
Duke Energy Corporation
I1BZKREC126H0VB1BL91
DUKE ENERGY CORP PREFERRED STOCK 09/78 5.625
26441C402
22472
NS
USD
619328.32
0.1504506731
Long
EP
CORP
US
N
1
N
N
N
Fortive Corporation
549300MU9YQJYHDQEF63
FORTIVE CORP PREFERRED STOCK 07/21 5
34959J207
907
NS
USD
856990.73
0.2081849448
Long
EP
CORP
US
N
2
N
N
N
83051044 MSFT EQUITYOPTION---20210115
N/A
83051044 MSFT EQUITYOPTION---20210115
AEI906776
102
NC
USD
-444396.93
-0.1079553688
N/A
DE
CORP
US
N
2
JPMORGAN CHASE BANK N.A
N/A
Call
Written
MICROSOFT CORP
MICROSOFT CORP
100
170.000000000000
USD
2021-01-15
XXXX
-333522.930000000000
N
N
N
83045139 MSFT EQUITYOPTION---20210115
N/A
83045139 MSFT EQUITYOPTION---20210115
AEI906792
40
NC
USD
-191882.78
-0.0466132300
N/A
DE
CORP
US
N
2
CITIBANK N.A.
N/A
Call
Written
MICROSOFT CORP
MICROSOFT CORP
100
165.000000000000
USD
2021-01-15
XXXX
-140992.780000000000
N
N
N
83045147 MSFT EQUITYOPTION---20210115
N/A
83045147 MSFT EQUITYOPTION---20210115
AEI906800
40
NC
USD
-174273.3
-0.0423354373
N/A
DE
CORP
US
N
2
CITIBANK N.A.
N/A
Call
Written
MICROSOFT CORP
MICROSOFT CORP
100
170.000000000000
USD
2021-01-15
XXXX
-131184.500000000000
N
N
N
83171369 MSFT EQUITYOPTION---20210115
N/A
83171369 MSFT EQUITYOPTION---20210115
AEI912121
55
NC
USD
-239625.79
-0.0582112269
N/A
DE
CORP
US
N
2
JPMORGAN CHASE BANK N.A
N/A
Call
Written
MICROSOFT CORP
MICROSOFT CORP
100
170.000000000000
USD
2021-01-15
XXXX
-181143.740000000000
N
N
N
83349819 HUM EQUITYOPTION---20210115
N/A
83349819 HUM EQUITYOPTION---20210115
AEI926592
6
NC
USD
-35084.25
-0.0085228607
N/A
DE
CORP
US
N
2
Credit Suisse Intl London
N/A
Call
Written
Humana Inc
Humana Inc
100
370.000000000000
USD
2021-01-15
XXXX
-14812.050000000000
N
N
N
83349840 FB EQUITYOPTION---20210115
N/A
83349840 FB EQUITYOPTION---20210115
AEI926600
12
NC
USD
-79589.39
-0.0193342964
N/A
DE
CORP
US
N
2
JPMORGAN CHASE BANK N.A
N/A
Call
Written
FACEBOOK INC
FACEBOOK INC
100
200.000000000000
USD
2021-01-15
XXXX
-68102.630000000000
N
N
N
83349811 HUM EQUITYOPTION---20210115
N/A
83349811 HUM EQUITYOPTION---20210115
AEI926766
6
NC
USD
-30728.07
-0.0074646333
N/A
DE
CORP
US
N
2
Credit Suisse Intl London
N/A
Call
Written
Humana Inc
Humana Inc
100
380.000000000000
USD
2021-01-15
XXXX
-13034.070000000000
N
N
N
83349832 FB EQUITYOPTION---20210115
N/A
83349832 FB EQUITYOPTION---20210115
AEI926808
12
NC
USD
-84780.4
-0.0205953253
N/A
DE
CORP
US
N
2
JPMORGAN CHASE BANK N.A
N/A
Call
Written
FACEBOOK INC
FACEBOOK INC
100
195.000000000000
USD
2021-01-15
XXXX
-71327.080000000000
N
N
N
83349827 GE EQUITYOPTION---20210115
N/A
83349827 GE EQUITYOPTION---20210115
AEI926840
340
NC
USD
-7301.7
-0.0017737695
N/A
DE
CORP
US
N
2
JPMORGAN CHASE BANK N.A
N/A
Call
Written
General Electric Company
General Electric Company
100
8.000000000000
USD
2021-01-15
XXXX
33872.300000000000
N
N
N
83460280 BDX EQUITYOPTION---20210115
N/A
83460280 BDX EQUITYOPTION---20210115
AEI927806
6
NC
USD
-3088.48
-0.0007502707
N/A
DE
CORP
US
N
2
GOLDMAN SACHS INTERNATIONAL
N/A
Call
Written
Becton Dickinson and Co
Becton Dickinson and Co
100
260.000000000000
USD
2021-01-15
XXXX
7450.100000000000
N
N
N
83460232 KDP EQUITYOPTION---20201016
N/A
83460232 KDP EQUITYOPTION---20201016
AEI927830
68
NC
USD
-50.58
-0.0000122872
N/A
DE
CORP
US
N
2
CITIBANK N.A.
N/A
Call
Written
Keurig Dr Pepper Inc
Keurig Dr Pepper Inc
100
30.000000000000
USD
2020-10-16
XXXX
8407.260000000000
N
N
N
83460256 V EQUITYOPTION---20210115
N/A
83460256 V EQUITYOPTION---20210115
AEI927855
6
NC
USD
-9336.02
-0.0022679578
N/A
DE
CORP
US
N
2
GOLDMAN SACHS INTERNATIONAL
N/A
Call
Written
VISA INC CLASS A
VISA INC CLASS A
100
195.000000000000
USD
2021-01-15
XXXX
-1050.380000000000
N
N
N
83460224 KDP EQUITYOPTION---20201016
N/A
83460224 KDP EQUITYOPTION---20201016
AEI927863
68
NC
USD
-4.45
-0.0000010810
N/A
DE
CORP
US
N
2
CITIBANK N.A.
N/A
Call
Written
Keurig Dr Pepper Inc
Keurig Dr Pepper Inc
100
31.000000000000
USD
2020-10-16
XXXX
6589.510000000000
N
N
N
83460272 V EQUITYOPTION---20210115
N/A
83460272 V EQUITYOPTION---20210115
AEI927897
6
NC
USD
-13227.86
-0.0032133852
N/A
DE
CORP
US
N
2
GOLDMAN SACHS INTERNATIONAL
N/A
Call
Written
VISA INC CLASS A
VISA INC CLASS A
100
185.000000000000
USD
2021-01-15
XXXX
-2386.280000000000
N
N
N
83460264 BDX EQUITYOPTION---20210115
N/A
83460264 BDX EQUITYOPTION---20210115
AEI927905
6
NC
USD
-2023.18
-0.0004914821
N/A
DE
CORP
US
N
2
GOLDMAN SACHS INTERNATIONAL
N/A
Call
Written
Becton Dickinson and Co
Becton Dickinson and Co
100
270.000000000000
USD
2021-01-15
XXXX
6410.600000000000
N
N
N
83699003 BDX EQUITYOPTION---20210115
N/A
83699003 BDX EQUITYOPTION---20210115
AEI945287
5
NC
USD
-457.07
-0.0001110340
N/A
DE
CORP
US
N
2
GOLDMAN SACHS INTERNATIONAL
N/A
Call
Written
Becton Dickinson and Co
Becton Dickinson and Co
100
300.000000000000
USD
2021-01-15
XXXX
2907.280000000000
N
N
N
83699203 UNH EQUITYOPTION---20210115
N/A
83699203 UNH EQUITYOPTION---20210115
AEI945303
6
NC
USD
-8005.5
-0.0019447405
N/A
DE
CORP
US
N
2
JPMORGAN CHASE BANK N.A
N/A
Call
Written
UnitedHealth Group Inc
UnitedHealth Group Inc
100
330.000000000000
USD
2021-01-15
XXXX
274.080000000000
N
N
N
83699043 HLT EQUITYOPTION---20210115
N/A
83699043 HLT EQUITYOPTION---20210115
AEI945311
4
NC
USD
-2767.95
-0.0006724058
N/A
DE
CORP
US
N
2
Credit Suisse Intl London
N/A
Call
Written
Hilton Hotels Corporation Common Stock
Hilton Hotels Corporation Common Stock
100
87.500000000000
USD
2021-01-15
XXXX
254.850000000000
N
N
N
83695536 V EQUITYOPTION---20210115
N/A
83695536 V EQUITYOPTION---20210115
AEI945337
13
NC
USD
-16610.31
-0.0040350687
N/A
DE
CORP
US
N
2
GOLDMAN SACHS INTERNATIONAL
N/A
Call
Written
VISA INC CLASS A
VISA INC CLASS A
100
200.000000000000
USD
2021-01-15
XXXX
-2058.110000000000
N
N
N
83699059 HUM EQUITYOPTION---20210115
N/A
83699059 HUM EQUITYOPTION---20210115
AEI945352
5
NC
USD
-13481.15
-0.0032749158
N/A
DE
CORP
US
N
2
Credit Suisse Intl London
N/A
Call
Written
Humana Inc
Humana Inc
100
420.000000000000
USD
2021-01-15
XXXX
350.850000000000
N
N
N
83698995 BDX EQUITYOPTION---20210115
N/A
83698995 BDX EQUITYOPTION---20210115
AEI945386
5
NC
USD
-1095.63
-0.0002661565
N/A
DE
CORP
US
N
2
GOLDMAN SACHS INTERNATIONAL
N/A
Call
Written
Becton Dickinson and Co
Becton Dickinson and Co
100
280.000000000000
USD
2021-01-15
XXXX
5231.820000000000
N
N
N
83699171 ROP EQUITYOPTION---20201120
N/A
83699171 ROP EQUITYOPTION---20201120
AEI945394
6
NC
USD
-13657.81
-0.0033178310
N/A
DE
CORP
US
N
2
GOLDMAN SACHS INTERNATIONAL
N/A
Call
Written
Roper Technologies Inc
Roper Technologies Inc
100
390.000000000000
USD
2020-11-20
XXXX
-8083.390000000000
N
N
N
83699139 KDP EQUITYOPTION---20201016
N/A
83699139 KDP EQUITYOPTION---20201016
AEI945451
67
NC
USD
-375.75
-0.0000912793
N/A
DE
CORP
US
N
2
CITIBANK N.A.
N/A
Call
Written
Keurig Dr Pepper Inc
Keurig Dr Pepper Inc
100
29.000000000000
USD
2020-10-16
XXXX
6670.640000000000
N
N
N
83695544 V EQUITYOPTION---20210115
N/A
83695544 V EQUITYOPTION---20210115
AEI945493
14
NC
USD
-11500.24
-0.0027937021
N/A
DE
CORP
US
N
2
GOLDMAN SACHS INTERNATIONAL
N/A
Call
Written
VISA INC CLASS A
VISA INC CLASS A
100
210.000000000000
USD
2021-01-15
XXXX
-345.880000000000
N
N
N
83695504 YUM EQUITYOPTION---20210115
N/A
83695504 YUM EQUITYOPTION---20210115
AEI945501
5
NC
USD
-1913.63
-0.0004648696
N/A
DE
CORP
US
N
2
BANK OF AMERICA N.A.
N/A
Call
Written
Yum! Brands, Inc.
Yum! Brands, Inc.
100
95.000000000000
USD
2021-01-15
XXXX
1391.370000000000
N
N
N
83699027 GPN EQUITYOPTION---20201218
N/A
83699027 GPN EQUITYOPTION---20201218
AEI945550
5
NC
USD
-4549.95
-0.0011052991
N/A
DE
CORP
US
N
2
GOLDMAN SACHS INTERNATIONAL
N/A
Call
Written
Global Payments Inc
Global Payments Inc
100
185.000000000000
USD
2020-12-18
XXXX
2512.650000000000
N
N
N
83699067 HUM EQUITYOPTION---20210115
N/A
83699067 HUM EQUITYOPTION---20210115
AEI945634
5
NC
USD
-11115.68
-0.0027002827
N/A
DE
CORP
US
N
2
Credit Suisse Intl London
N/A
Call
Written
Humana Inc
Humana Inc
100
430.000000000000
USD
2021-01-15
XXXX
886.320000000000
N
N
N
83699051 HLT EQUITYOPTION---20210115
N/A
83699051 HLT EQUITYOPTION---20210115
AEI945642
4
NC
USD
-2326.6
-0.0005651906
N/A
DE
CORP
US
N
2
Credit Suisse Intl London
N/A
Call
Written
Hilton Hotels Corporation Common Stock
Hilton Hotels Corporation Common Stock
100
90.000000000000
USD
2021-01-15
XXXX
333.800000000000
N
N
N
83699163 ROP EQUITYOPTION---20201120
N/A
83699163 ROP EQUITYOPTION---20201120
AEI945667
6
NC
USD
-21655.19
-0.0052605990
N/A
DE
CORP
US
N
2
GOLDMAN SACHS INTERNATIONAL
N/A
Call
Written
Roper Technologies Inc
Roper Technologies Inc
100
370.000000000000
USD
2020-11-20
XXXX
-11416.130000000000
N
N
N
83699035 GPN EQUITYOPTION---20201218
N/A
83699035 GPN EQUITYOPTION---20201218
AEI945675
5
NC
USD
-2820.05
-0.0006850622
N/A
DE
CORP
US
N
2
GOLDMAN SACHS INTERNATIONAL
N/A
Call
Written
Global Payments Inc
Global Payments Inc
100
195.000000000000
USD
2020-12-18
XXXX
2270.000000000000
N
N
N
83695512 YUM EQUITYOPTION---20210115
N/A
83695512 YUM EQUITYOPTION---20210115
AEI945683
5
NC
USD
-1078.03
-0.0002618810
N/A
DE
CORP
US
N
2
BANK OF AMERICA N.A.
N/A
Call
Written
Yum! Brands, Inc.
Yum! Brands, Inc.
100
100.000000000000
USD
2021-01-15
XXXX
1356.970000000000
N
N
N
83699195 UNH EQUITYOPTION---20210115
N/A
83699195 UNH EQUITYOPTION---20210115
AEI945709
6
NC
USD
-10608.82
-0.0025771534
N/A
DE
CORP
US
N
2
JPMORGAN CHASE BANK N.A
N/A
Call
Written
UnitedHealth Group Inc
UnitedHealth Group Inc
100
320.000000000000
USD
2021-01-15
XXXX
-323.920000000000
N
N
N
83781261 GPN EQUITYOPTION---20201218
N/A
83781261 GPN EQUITYOPTION---20201218
AEI948281
5
NC
USD
-4549.95
-0.0011052991
N/A
DE
CORP
US
N
2
GOLDMAN SACHS INTERNATIONAL
N/A
Call
Written
Global Payments Inc
Global Payments Inc
100
185.000000000000
USD
2020-12-18
XXXX
2693.350000000000
N
N
N
83699155 NXPI JAN21 125 CALL
N/A
83699155 NXPI JAN21 125 CALL
N/A
8
NC
USD
-8971.71
-0.0021794576
N/A
DE
CORP
US
N
2
JPMORGAN CHASE BANK N.A
N/A
Call
Written
NXP Semiconductors NV
NXP Semiconductors NV
100
125.000000000000
USD
2021-01-15
XXXX
-3515.950000000000
N
N
N
83699147 NXPI JAN21 115 CALL
N/A
83699147 NXPI JAN21 115 CALL
N/A
8
NC
USD
-13428.92
-0.0032622278
N/A
DE
CORP
US
N
2
JPMORGAN CHASE BANK N.A
N/A
Call
Written
NXP Semiconductors NV
NXP Semiconductors NV
100
115.000000000000
USD
2021-01-15
XXXX
-5401.800000000000
N
N
N
Capri Acquisitions Bidco Limited
N/A
CAPRI ACQUISITIONS BIDCO LTD FIRST LIEN
G1988LAC4
675000
PA
USD
673947
0.1637189460
Long
LON
CORP
JE
N
2
2024-11-01
Floating
3.261
N
N
N
N
N
N
Camelot Finance S.A.
N/A
CAMELOT US ACQUISITION 1 CO 2020 INCR TL B
L2000AAD2
505000
PA
USD
502262.9
0.1220124915
Long
LON
CORP
LU
N
2
2026-10-30
Floating
0
N
N
N
N
N
N
Delta 2 (Lux) Sarl
549300BBG8Z3D6QSYP53
DELTA 2 LUX SARL TERM LOAN B
L2465BAQ9
630000
PA
USD
609789.6
0.1481334743
Long
LON
CORP
LU
N
2
2024-02-01
Floating
3.500000000000
N
N
N
N
N
N
Sunshine Luxembourg VII SARL
N/A
SUNSHINE LUXEMBOURG VII SARL TERM LOAN
L8908YAB4
973893.74
PA
USD
967349.17
0.2349938296
Long
LON
CORP
LU
N
2
2026-10-01
Floating
5.322
N
N
N
N
N
N
General Electric Company
3C7474T6CDKPR9K6YT90
GENERAL ELECTRIC CO JR SUBORDINA 12/49 VAR
369604BQ5
2990000
PA
USD
2382322.54
0.5787270144
Long
DBT
CORP
US
N
2
2021-01-21
Variable
5.000000000000
N
N
N
N
N
N
Hilton Domestic Operating Company Inc.
5493003EG7H0N1E4XV50
HILTON DOMESTIC OPERATING CO I COMPANY GUAR 09/24 4.25
432833AB7
305000
PA
USD
305762.5
0.0742775236
Long
DBT
CORP
US
N
2
2024-09-01
Fixed
4.250000000000
N
N
N
N
N
N
HILTON WORLDWIDE FINANCE LLC / COMPANY GUAR 04/25 4.625
N/A
HILTON WORLDWIDE FINANCE LLC / COMPANY GUAR 04/25 4.625
432891AH2
75000
PA
USD
75375
0.0183105134
Long
DBT
CORP
US
N
2
2025-04-01
Fixed
4.625000000000
N
N
N
N
N
N
HUB International Limited
549300JQT6ATTUNS5E06
HUB INTERNATIONAL LIMITED 2019 INCREMENTAL TERM LOAN B
44332EAT3
1215999.04
PA
USD
1210296
0.2940118220
Long
LON
CORP
US
N
2
2025-04-25
Floating
5
N
N
N
N
N
N
HUB International Limited
549300JQT6ATTUNS5E06
HUB INTERNATIONAL LTD SR UNSECURED 144A 05/26 7
44332PAD3
225000
PA
USD
233156.25
0.0566396104
Long
DBT
CORP
US
N
2
2026-05-01
Fixed
7.000000000000
N
N
N
N
N
N
KFC HOLDING CO/PIZZA HUT HOLDI COMPANY GUAR 144A 06/24 5
N/A
KFC HOLDING CO/PIZZA HUT HOLDI COMPANY GUAR 144A 06/24 5
48250NAA3
567000
PA
USD
581345.1
0.1412235784
Long
DBT
CORP
US
N
2
2024-06-01
Fixed
5.000000000000
N
N
N
N
N
N
KFC HOLDING CO/PIZZA HUT HOLDI COMPANY GUAR 144A 06/26 5.25
N/A
KFC HOLDING CO/PIZZA HUT HOLDI COMPANY GUAR 144A 06/26 5.25
48250NAB1
945000
PA
USD
981855
0.2385176664
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
KFC HOLDING CO/PIZZA HUT HOLDI COMPANY GUAR 144A 06/27 4.75
48250NAC9
1442000
PA
USD
1513090.6
0.3675683669
Long
DBT
CORP
US
N
2
2027-06-01
Fixed
4.750000000000
N
N
N
N
N
N
Korn Ferry
549300FOD20OM0GT5G40
KORN FERRY SR UNSECURED 144A 12/27 4.625
50067PAA7
90000
PA
USD
90900
0.0220819325
Long
DBT
CORP
US
N
2
2027-12-15
Fixed
4.625000000000
N
N
N
N
N
N
Life Time Inc.
549300PALKE96VYH4X17
LTF MERGER SUB INC TERM LOAN
50218KAD0
672817.21
PA
USD
609458.01
0.1480529226
Long
LON
CORP
US
N
2
2022-06-10
Floating
3.750000000000
N
N
N
N
N
N
Lennox International Inc.
S7DWAC87RDMPBF77GJ92
LENNOX INTERNATIONAL INC COMPANY GUAR 11/23 3
526107AD9
90000
PA
USD
94909.61
0.0230559693
Long
DBT
CORP
US
N
2
2023-11-15
Fixed
3.000000000000
N
N
N
N
N
N
Liberty Broadband Corporation
N/A
LIBERTY BROADBAND CORP SR UNSECURED 144A 09/50 2.75
530307AA5
191000
PA
USD
205464.15
0.0499124917
Long
DBT
CORP
US
N
2
2050-09-30
Fixed
2.750000000000
N
N
N
N
N
Liberty Broadband, Corp.
Liberty Broadband, Corp.
USD
XXXX
N
N
N
Welbilt Inc.
549300UR3W71YLZWI068
WELBILT INC COMPANY GUAR 02/24 9.5
563568AB0
362000
PA
USD
371050
0.0901375255
Long
DBT
CORP
US
N
2
2024-02-15
Fixed
9.500000000000
N
N
N
N
N
N
Welbilt Inc.
549300UR3W71YLZWI068
MANITOWOC FOODSERVICE INC TERM LOAN B
56356XAE9
175000
PA
USD
158866.75
0.0385927927
Long
LON
CORP
US
N
2
2025-10-23
Floating
2.647
N
N
N
N
N
N
Marriott International Inc.
225YDZ14ZO8E1TXUSU86
MARRIOTT INTERNATIONAL INC/MD SR UNSECURED 03/21 VAR
571900BA6
135000
PA
USD
134452.1
0.0326618504
Long
DBT
CORP
US
N
2
2021-03-08
Floating
0.898000000000
N
N
N
N
N
N
Marriott International Inc.
225YDZ14ZO8E1TXUSU86
MARRIOTT INTERNATIONAL INC/MD SR UNSECURED 06/26 3.125
571903AS2
120000
PA
USD
119250.91
0.0289690930
Long
DBT
CORP
US
N
2
2026-06-15
Fixed
3.125000000000
N
N
N
N
N
N
MILEAGE PLUS HOLDINGS LLC / MI SR SECURED 144A 06/27 6.5
N/A
MILEAGE PLUS HOLDINGS LLC / MI SR SECURED 144A 06/27 6.5
599191AA1
280000
PA
USD
291550
0.0708249442
Long
DBT
CORP
US
N
2
2027-06-20
Fixed
6.500
N
N
N
N
N
N
Mileage Plus Holdings LLC
N/A
MILEAGE PLUS HOLDINGS LLC 2020 TERM LOAN B
59921PAB2
1535000
PA
USD
1558884.6
0.3786928996
Long
LON
CORP
US
N
2
2027-06-25
Floating
6.250
N
N
N
N
N
N
Netflix Inc.
549300Y7VHGU0I7CE873
NETFLIX INC SR UNSECURED 02/22 5.5
64110LAJ5
45000
PA
USD
47137.5
0.0114509031
Long
DBT
CORP
US
N
2
2022-02-15
Fixed
5.500000000000
N
N
N
N
N
N
Netflix Inc.
549300Y7VHGU0I7CE873
NETFLIX INC SR UNSECURED 02/25 5.875
64110LAL0
405000
PA
USD
456629.4
0.1109269484
Long
DBT
CORP
US
N
2
2025-02-15
Fixed
5.875000000000
N
N
N
N
N
N
Netflix Inc.
549300Y7VHGU0I7CE873
NETFLIX INC SR UNSECURED 11/26 4.375
64110LAN6
1260000
PA
USD
1371825
0.3332513433
Long
DBT
CORP
US
N
2
2026-11-15
Fixed
4.375000000000
N
N
N
N
N
N
Netflix Inc.
549300Y7VHGU0I7CE873
NETFLIX INC SR UNSECURED 04/28 4.875
64110LAS5
1680000
PA
USD
1877400
0.4560684284
Long
DBT
CORP
US
N
2
2028-04-15
Fixed
4.875000000000
N
N
N
N
N
N
Netflix Inc.
549300Y7VHGU0I7CE873
NETFLIX INC SR UNSECURED 11/28 5.875
64110LAT3
2350000
PA
USD
2804031.75
0.6811709564
Long
DBT
CORP
US
N
2
2028-11-15
Fixed
5.875000000000
N
N
N
N
N
N
Netflix Inc.
549300Y7VHGU0I7CE873
NETFLIX INC SR UNSECURED 144A 05/29 6.375
64110LAX4
1165000
PA
USD
1432950
0.3481001675
Long
DBT
CORP
US
N
2
2029-05-15
Fixed
6.375000000000
N
N
N
N
N
N
NiSource Inc.
N/A
NISOURCE INC JR SUBORDINA VAR
65473PAG0
575000
PA
USD
570687.5
0.1386345751
Long
DBT
CORP
US
N
2
2023-06-15
Variable
5.650000000000
N
N
N
N
N
N
The PNC Financial Services Group Inc.
CFGNEKW0P8842LEUIA51
PNC FINANCIAL SERVICES GROUP I JR SUBORDINA 12/49 VAR
693475AQ8
390000
PA
USD
411723
0.1000180364
Long
DBT
CORP
US
N
2
2026-11-01
Variable
5.000000000000
N
N
N
N
N
PetVet Care Centers LLC
N/A
PEARL INTERMEDIATE PARENT LLC FIRST LIEN
70476XAC9
84782.64
PA
USD
81894.94
0.0198943734
Long
LON
CORP
US
N
2
2025-02-14
Floating
2.896
N
N
N
N
N
N
PetVet Care Centers LLC
N/A
PETVET CARE TERM LOAN
70476XAH8
49872.78
PA
USD
48750.64
0.0118427761
Long
LON
CORP
US
N
2
2025-02-14
Floating
5.25
N
N
N
N
N
N
PetVet Care Centers LLC
N/A
PETVET CARE CENTERS LLC DELAYED DRAW TERM LOAN
70476XAJ4
154609.57
PA
USD
154223.05
0.0374647193
Long
LON
CORP
US
N
2
2025-02-14
Floating
5.250000000000
N
N
N
N
N
N
Prestige Brands Inc.
N/A
PRESTIGE BRANDS INC DEL TERM LOAN B 4
74112CAT0
22656.73
PA
USD
22444.44
0.0054523279
Long
LON
CORP
US
N
2
2024-01-26
Floating
2.147
N
N
N
N
N
N
REYNOLDS GROUP ISSUER INC / RE SR SECURED 144A 07/23 5.125
N/A
REYNOLDS GROUP ISSUER INC / RE SR SECURED 144A 07/23 5.125
761735AT6
440000
PA
USD
445500
0.1082233327
Long
DBT
CORP
US
N
2
2023-07-15
Fixed
5.125000000000
N
N
N
N
N
N
Ryan Specialty Group LLC
N/A
RYAN SPECIALTY GROUP LLC TERM LOAN
78350UAE5
240000
PA
USD
237451.2
0.0576829635
Long
LON
CORP
US
N
2
2027-09-01
Floating
4
N
N
N
N
N
N
SBA Communications Corporation
N/A
SBA COMMUNICATIONS CORP SR UNSECURED 09/24 4.875
78388JAV8
335000
PA
USD
343341.5
0.0834064229
Long
DBT
CORP
US
N
2
2024-09-01
Fixed
4.875000000000
N
N
N
N
N
N
SBA Communications Corporation
N/A
SBA COMMUNICATIONS CORP SR UNSECURED 10/22 4
78410GAB0
550000
PA
USD
554125
0.1346111207
Long
DBT
CORP
US
N
2
2022-10-01
Fixed
4.000000000000
N
N
N
N
N
N
SBA Communications Corporation
N/A
SBA COMMUNICATIONS CORP SR UNSECURED 144A 02/27 3.875
78410GAC8
195000
PA
USD
197925
0.0480810396
Long
DBT
CORP
US
N
2
2027-02-15
Fixed
3.875000000000
N
N
N
N
N
N
Sensata Technologies B.V.
PUCKW5P5O3XMOZVH7T53
SENSATA TECHNOLOGIES BV COMPANY GUAR 144A 10/23 4.875
81725WAG8
110000
PA
USD
116050
0.0281915101
Long
DBT
CORP
US
N
2
2023-10-15
Fixed
4.875000000000
N
N
N
N
N
N
Sensata Technologies B.V.
PUCKW5P5O3XMOZVH7T53
SENSATA TECHNOLOGIES BV COMPANY GUAR 144A 11/24 5.625
81725WAH6
90000
PA
USD
97650
0.0237216800
Long
DBT
CORP
US
N
2
2024-11-01
Fixed
5.625000000000
N
N
N
N
N
N
Sensata Technologies B.V.
PUCKW5P5O3XMOZVH7T53
SENSATA TECHNOLOGIES BV COMPANY GUAR 144A 10/25 5
81725WAJ2
325000
PA
USD
349375
0.0848721142
Long
DBT
CORP
US
N
2
2025-10-01
Fixed
5.000000000000
N
N
N
N
N
N
Sensata Technologies Uk Financing Co. PLC
N/A
SENSATA TECHNOLOGIES UK FINANC COMPANY GUAR 144A 02/26 6.25
81727TAA6
200000
PA
USD
209500
0.0508929028
Long
DBT
CORP
GB
N
2
2026-02-15
Fixed
6.250000000000
N
N
N
N
N
N
Sirius XM Radio Inc.
WP5O65E6BMU84LNO4227
SIRIUS XM RADIO INC COMPANY GUAR 144A 08/22 3.875
82967NAY4
45000
PA
USD
45478.13
0.0110477998
Long
DBT
CORP
US
N
2
2022-08-01
Fixed
3.875000000000
N
N
N
N
N
N
Six Flags Entertainment Corporation
549300JYTDUAA4JQ3717
SIX FLAGS ENTERTAINMENT CORP COMPANY GUAR 144A 07/24 4.875
83001AAB8
639000
PA
USD
601107.3
0.1460243217
Long
DBT
CORP
US
N
2
2024-07-31
Fixed
4.875000000000
N
N
N
N
N
N
Six Flags Entertainment Corporation
549300JYTDUAA4JQ3717
SIX FLAGS ENTERTAINMENT CORP COMPANY GUAR 144A 04/27 5.5
83001AAC6
416000
PA
USD
394492.8
0.0958323806
Long
DBT
CORP
US
N
2
2027-04-15
Fixed
5.500000000000
N
N
N
N
N
N
Six Flags Theme Parks Inc.
N/A
SIX FLAGS THEME PARKS INC SR SECURED 144A 07/25 7
83001WAC8
314000
PA
USD
334017.5
0.0811413851
Long
DBT
CORP
US
N
2
2025-07-01
Fixed
7.000000000000
N
N
N
N
N
N
DELTA AIR LINES INC / SKYMILES SR SECURED 144A 10/25 4.5
N/A
DELTA AIR LINES INC / SKYMILES SR SECURED 144A 10/25 4.5
830867AA5
600000
PA
USD
615750
0.1495814077
Long
DBT
CORP
US
N
2
2025-10-20
Fixed
4.500000000000
N
N
N
N
N
N
DELTA AIR LINES INC / SKYMILES SR SECURED 144A 10/28 4.75
N/A
DELTA AIR LINES INC / SKYMILES SR SECURED 144A 10/28 4.75
830867AB3
390000
PA
USD
404625
0.0982937509
Long
DBT
CORP
US
N
2
2028-10-20
Fixed
4.750000000000
N
N
N
N
N
N
SOLERA LLC / SOLERA FINANCE IN SR UNSECURED 144A 03/24 10.5
N/A
SOLERA LLC / SOLERA FINANCE IN SR UNSECURED 144A 03/24 10.5
83422AAA1
2180000
PA
USD
2278100
0.5534086965
Long
DBT
CORP
US
N
2
2024-03-01
Fixed
10.500000000000
N
N
N
N
N
N
State Street Corporation
549300ZFEEJ2IP5VME73
STATE STREET CORP JR SUBORDINA 12/49 VAR
857477AQ6
435000
PA
USD
432520.5
0.1050702806
Long
DBT
CORP
US
N
2
2020-12-15
Variable
3.847380000000
N
N
N
N
N
N
T-Mobile USA Inc.
549300V2JRLO5DIFGE82
T-MOBILE USA INC COMPANY GUAR 03/23 6
87264AAM7
165000
PA
USD
165429
0.0401869309
Long
DBT
CORP
US
N
2
2023-03-01
Fixed
6.000000000000
N
N
N
N
N
N
T-Mobile USA Inc.
549300V2JRLO5DIFGE82
T-MOBILE USA INC COMPANY GUAR 01/26 6.5
87264AAP0
80000
PA
USD
83600
0.0203085760
Long
DBT
CORP
US
N
2
2026-01-15
Fixed
6.500000000000
N
N
N
N
N
N
Teleflex Incorporated
UUL85LWXB4NGSWWXIQ25
TELEFLEX INC COMPANY GUAR 06/26 4.875
879369AE6
331000
PA
USD
341757.5
0.0830216288
Long
DBT
CORP
US
N
2
2026-06-01
Fixed
4.875000000000
N
N
N
N
N
N
Teleflex Incorporated
UUL85LWXB4NGSWWXIQ25
TELEFLEX INC COMPANY GUAR 11/27 4.625
879369AF3
285000
PA
USD
299962.5
0.0728685554
Long
DBT
CORP
US
N
2
2027-11-15
Fixed
4.625000000000
N
N
N
N
N
N
US Airways 2010-1 Class A Pass Through Trust
N/A
US AIRWAYS 2010-1 CLASS A PASS PASS THRU CE 10/24 6.25
90345KAA8
106836.73
PA
USD
96153.06
0.0233580350
Long
DBT
CORP
US
N
2
2023-04-22
Fixed
6.250000000000
N
N
N
N
N
N
US Airways 2012-2 Class A Pass Through Trust
N/A
US AIRWAYS 2012-2 CLASS A PASS PASS THRU CE 12/26 4.625
90345WAD6
13954.26
PA
USD
11163.41
0.0027118775
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
US AIRWAYS 2012-2 CLASS B PASS PASS THRU CE 12/22 6.75
90345WAE4
48751.76
PA
USD
45461.02
0.0110436433
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
US AIRWAYS 2013-1 CLASS A PASS PASS THRU CE 05/27 3.95
90346WAA1
154190.14
PA
USD
125664.96
0.0305272296
Long
DBT
CORP
US
N
2
2025-11-15
Fixed
3.950000000000
N
N
N
N
N
N
US Airways 2013-1 Class B Pass Through Trust
N/A
US AIRWAYS 2013-1 CLASS B PASS PASS THRU CE 05/23 5.375
90346WAB9
52189.1
PA
USD
42591.74
0.0103466219
Long
DBT
CORP
US
N
2
2021-11-15
Fixed
5.375000000000
N
N
N
N
N
N
USI Inc.
N/A
USI INC INCREMENTAL TERM LOAN B
90351NAE5
769881.65
PA
USD
743574.79
0.1806333152
Long
LON
CORP
US
N
2
2024-05-16
Floating
3.22
N
N
N
N
N
N
USI Inc.
N/A
USI INC 2019 INC TERM LOAN B
90351NAF2
179547.73
PA
USD
177452.41
0.0431077244
Long
LON
CORP
US
N
2
2026-12-02
Floating
4.220
N
N
N
N
N
N
The Ultimate Software Group Inc.
N/A
ULTIMATE SOFTWARE GROUP INC TERM LOAN B
90385KAB7
163350
PA
USD
161762.24
0.0392961812
Long
LON
CORP
US
N
2
2026-05-04
Floating
3.897
N
N
N
N
N
N
The Ultimate Software Group Inc.
N/A
ULTIMATE SOFTWARE GROUP INC 2020 INCR TERM LOAN B
90385KAD3
2570708.86
PA
USD
2561402.89
0.6222302070
Long
LON
CORP
US
N
2
2026-05-04
Floating
4.75
N
N
N
N
N
N
USI Inc.
N/A
USI INC/NY SR UNSECURED 144A 05/25 6.875
91739VAA6
154000
PA
USD
155925
0.0378781665
Long
DBT
CORP
US
N
2
2025-05-01
Fixed
6.875000000000
N
N
N
N
N
N
Vertical U.S. Newco Inc.
N/A
VERTICAL US NEWCO INC TERM LOAN B
938UPWII6
270000
PA
USD
267445.8
0.0649694182
Long
LON
CORP
US
N
2
2027-07-30
Floating
4.57
N
N
N
N
N
N
Loire Finco Luxembourg S.a r.l.
N/A
LGC LIMITED TERM LOAN
965VBQII8
1162087.5
PA
USD
1127224.88
0.2738317245
Long
LON
CORP
LU
N
2
2027-04-21
Floating
3.647
N
N
N
N
N
N
Versant Health Holdco Inc.
N/A
WINK HOLDCO INC TERM LOAN
97417AAB6
104730.77
PA
USD
104338.03
0.0253463734
Long
LON
CORP
US
N
2
2024-12-02
Floating
4
N
N
N
N
N
N
Xylem Inc.
549300DF5MV96DRYLQ48
XYLEM INC/NY SR UNSECURED 10/21 4.875
98419MAB6
60000
PA
USD
62623.27
0.0152127923
Long
DBT
CORP
US
N
2
2021-10-01
Fixed
4.875000000000
N
N
N
N
N
N
YUM! Brands Inc.
549300JE8XHZZ7OHN517
YUM! BRANDS INC SR UNSECURED 11/37 6.875
988498AD3
367000
PA
USD
440400
0.1069844124
Long
DBT
CORP
US
N
2
2037-11-15
Fixed
6.875000000000
N
N
N
N
N
N
YUM! Brands Inc.
549300JE8XHZZ7OHN517
YUM! BRANDS INC SR UNSECURED 11/20 3.875
988498AG6
527000
PA
USD
527263.5
0.1280857760
Long
DBT
CORP
US
N
2
2020-11-01
Fixed
3.875000000000
N
N
N
N
N
N
YUM! Brands Inc.
549300JE8XHZZ7OHN517
YUM! BRANDS INC SR UNSECURED 11/21 3.75
988498AH4
950000
PA
USD
964924.5
0.2344048153
Long
DBT
CORP
US
N
2
2021-11-01
Fixed
3.750000000000
N
N
N
N
N
N
YUM! Brands Inc.
549300JE8XHZZ7OHN517
YUM! BRANDS INC SR UNSECURED 11/23 3.875
988498AJ0
440000
PA
USD
455400
0.1106282957
Long
DBT
CORP
US
N
2
2023-11-01
Fixed
3.875000000000
N
N
N
N
N
N
YUM! Brands Inc.
549300JE8XHZZ7OHN517
YUM! BRANDS INC SR UNSECURED 11/43 5.35
988498AK7
579000
PA
USD
610845
0.1483898579
Long
DBT
CORP
US
N
2
2043-11-01
Fixed
5.350000000000
N
N
N
N
N
N
YUM! Brands Inc.
549300JE8XHZZ7OHN517
YUM! BRANDS INC SR UNSECURED 144A 01/30 4.75
988498AL5
2000
PA
USD
2155
0.0005235046
Long
DBT
CORP
US
N
2
2030-01-15
Fixed
4.750000000000
N
N
N
N
N
N
YUM! Brands Inc.
549300JE8XHZZ7OHN517
YUM! BRANDS INC COMMON STOCK
988498101
70269
NS
USD
6415559.7
1.5585033717
Long
EC
CORP
US
N
1
N
N
N
NextEra Energy Inc.
N/A
NEXTERA ENERGY INC PREFERRED STOCK
65339F770
25712
NS
USD
1200236.16
0.2915680299
Long
EP
CORP
US
N
1
N
N
N
NiSource Inc.
N/A
NISOURCE INC PREFERRED STOCK VAR
65473P881
20000
NS
USD
551800
0.1340463187
Long
EP
CORP
US
N
1
N
N
N
SCE Trust III
N/A
SCE TRUST III PREFERRED STOCK VAR
78409B207
657
NS
USD
14637.96
0.0035559345
Long
EP
CORP
US
N
1
N
N
N
SCE Trust IV
N/A
SCE TRUST IV PREFERRED STOCK VAR
78409G206
27553
NS
USD
615258.49
0.1494620074
Long
EP
CORP
US
N
1
N
N
N
The Charles Schwab Corporation
N/A
CHARLES SCHWAB CORP/THE PREFERRED STOCK 5.95
808513600
1000
NS
USD
25720
0.0062480452
Long
EP
CORP
US
N
1
N
N
N
U.S. Bancorp
N1GZ7BBF3NP8GI976H15
US BANCORP PREFERRED STOCK 5.5
902973759
1860
NS
USD
50220
0.0121997211
Long
EP
CORP
US
N
1
N
N
N
Wells Fargo and Company
PBLD0EJDB5FWOLXP3B76
WELLS FARGO and CO PREFERRED STOCK 7.5
949746804
291
NS
USD
390536.55
0.0948713064
Long
EP
CORP
US
N
1
N
N
N
NextEra Energy Inc.
N/A
NEXTERA ENERGY INC COMMON STOCK USD.01
65339F101
6315
NS
USD
1752791.4
0.4257978157
Long
EC
CORP
US
N
1
N
N
N
NiSource Inc.
N/A
NISOURCE INC COMMON STOCK USD.01
65473P105
223282
NS
USD
4912204
1.1932998607
Long
EC
CORP
US
N
1
N
N
N
The PNC Financial Services Group Inc.
CFGNEKW0P8842LEUIA51
PNC FINANCIAL SERVICES GROUP I COMMON STOCK USD5.0
693475105
96163
NS
USD
10569275.33
2.5675470276
Long
EC
CORP
US
N
1
N
N
N
PerkinElmer Inc.
549300IKL1SDPFI7N655
PERKINELMER INC COMMON STOCK USD1.0
714046109
35691
NS
USD
4479577.41
1.0882038082
Long
EC
CORP
US
N
1
N
N
N
Roper Technologies Inc.
N/A
ROPER TECHNOLOGIES INC COMMON STOCK USD.01
776696106
4907
NS
USD
1938804.77
0.4709852160
Long
EC
CORP
US
N
1
N
N
N
Ross Stores Inc.
549300ENZFLPGRDFZQ60
ROSS STORES INC COMMON STOCK USD.01
778296103
26405
NS
USD
2464114.6
0.5985963956
Long
EC
CORP
US
N
1
N
N
N
Teledyne Technologies Incorporated
549300VSMO9KYQWDND94
TELEDYNE TECHNOLOGIES INC COMMON STOCK USD.01
879360105
4220
NS
USD
1309086.2
0.3180104857
Long
EC
CORP
US
N
1
N
N
N
Thermo Fisher Scientific Inc.
HCHV7422L5HDJZCRFL38
THERMO FISHER SCIENTIFIC INC COMMON STOCK USD1.0
883556102
17121
NS
USD
7559263.92
1.8363383489
Long
EC
CORP
US
N
1
N
N
N
Unitedhealth Group Incorporated
549300GHBMY8T5GXDE41
UNITEDHEALTH GROUP INC COMMON STOCK USD.01
91324P102
26934
NS
USD
8397213.18
2.0398976342
Long
EC
CORP
US
N
1
N
N
N
Visa Inc.
549300JZ4OKEHW3DPJ59
VISA INC COMMON STOCK USD.0001
92826C839
48586
NS
USD
9715742.42
2.3602020756
Long
EC
CORP
US
N
1
N
N
N
AmWINS Group Inc.
N/A
AMWINS GROUP INC COMPANY GUAR 144A 07/26 7.75
031921AA7
30000
PA
USD
32100
0.0077979102
Long
DBT
CORP
US
N
2
2026-07-01
Fixed
7.750000000000
N
N
N
N
N
N
Avantor Inc.
N/A
AVANTOR INC SR SECURED 144A 10/24 6
05352AAA8
585000
PA
USD
611325
0.1485064621
Long
DBT
CORP
US
N
2
2024-10-01
Fixed
6.000000000000
N
N
N
N
N
N
Avantor Funding Inc.
N/A
AVANTOR FUNDING INC COMPANY GUAR 144A 07/28 4.625
05352TAA7
78000
PA
USD
80925
0.0196587502
Long
DBT
CORP
US
N
2
2028-07-15
Fixed
4.625000000000
N
N
N
N
N
N
The Bank of New York Mellon Corporation
WFLLPEPC7FZXENRZV188
BANK OF NEW YORK MELLON CORP/T JR SUBORDINA 12/49 VAR
064058AD2
450000
PA
USD
441000
0.1071301678
Long
DBT
CORP
US
N
2
2020-12-20
Variable
3.647380000000
N
N
N
N
N
N
CCO Holdings LLC/CCO Holdings Capital Corp.
N/A
CCO HOLDINGS LLC / CCO HOLDING SR UNSECURED 144A 05/27 5.125
1248EPBT9
1341000
PA
USD
1411027.02
0.3427745156
Long
DBT
CORP
US
N
2
2027-05-01
Fixed
5.125000000000
N
N
N
N
N
N
CCO Holdings LLC/CCO Holdings Capital Corp.
N/A
CCO HOLDINGS LLC / CCO HOLDING SR UNSECURED 144A 02/28 5
1248EPBX0
2095000
PA
USD
2202368.75
0.5350116409
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
CCO HOLDINGS LLC / CCO HOLDING SR UNSECURED 144A 03/23 4
1248EPBZ5
416000
PA
USD
421041.92
0.1022818402
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 04/27 5.375
N/A
CEDAR FAIR LP / CANADA'S WONDE COMPANY GUAR 04/27 5.375
150190AB2
601000
PA
USD
597995
0.1452682646
Long
DBT
CORP
US
N
2
2027-04-15
Fixed
5.375000000000
N
N
N
N
N
N
Cedar Fair L.P.
549300TUVLNQQ6BVKH61
CEDAR FAIR LP COMPANY GUAR 07/29 5.25
150190AE6
374000
PA
USD
355068.12
0.0862551185
Long
DBT
CORP
US
N
2
2029-07-15
Fixed
5.250000000000
N
N
N
N
N
N
CEDAR FAIR LP / CANADA'S WONDE COMPANY GUAR 06/24 5.375
N/A
CEDAR FAIR LP / CANADA'S WONDE COMPANY GUAR 06/24 5.375
150191AJ3
710000
PA
USD
679384.8
0.1650399265
Long
DBT
CORP
US
N
2
2024-06-01
Fixed
5.375000000000
N
N
N
N
N
N
Continental Airlines 2012-1 Class A Pass Through Trust
N/A
CONTINENTAL AIRLINES 2012-1 CL PASS THRU CE 10/25 4.15
210795PZ7
163867.27
PA
USD
157312.58
0.0382152451
Long
DBT
CORP
US
N
2
2024-04-11
Fixed
4.150000000000
N
N
N
N
N
N
Domino's Pizza Master Issuer LLC
N/A
DOMINO'S PIZZA MASTER ISSUER L DPABS 2017 1A A23 144A
25755TAH3
505700
PA
USD
545448.02
0.1325032605
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
DOMINO'S PIZZA MASTER ISSUER L DPABS 2018 1A A2I 144A
25755TAJ9
480200
PA
USD
508042
0.1234163825
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
DOMINO'S PIZZA MASTER ISSUER L DPABS 2019 1A A2 144A
25755TAL4
213387.5
PA
USD
226815.98
0.0550993968
Long
ABS-O
CORP
US
N
2
2049-10-25
Fixed
3.668000000000
N
N
N
N
N
N
Elanco Animal Health Incorporated
N/A
ELANCO ANIMAL HEALTH INC SR UNSECURED 08/21 3.912
28414HAF0
416000
PA
USD
426920
0.1037097760
Long
DBT
CORP
US
N
2
2021-08-27
Fixed
4.912000000000
N
N
N
N
N
N
FIXED INC CLEARING CORP.REPO
N/A
FIXED INC CLEARING CORP.REPO
85748R009
5521000
PA
USD
5521000
1.3411919641
Long
RA
CORP
US
N
2
Repurchase
N
0
2020-10-01
5548700
USD
5631466.184784
USD
UST
N
N
N
Refinitiv US Holdings Inc.
N/A
REFINITIV US HOLDINGS INC SR SECURED 144A 05/26 6.25
31740LAA1
550000
PA
USD
587125
0.1426276638
Long
DBT
CORP
US
N
2
2026-05-15
Fixed
6.250000000000
N
N
N
N
N
N
Refinitiv US Holdings Inc.
N/A
REFINITIV US HOLDINGS INC COMPANY GUAR 144A 11/26 8.25
31740LAC7
610000
PA
USD
668712.5
0.1624473522
Long
DBT
CORP
US
N
2
2026-11-15
Fixed
8.250000000000
N
N
N
N
N
N
Hologic Inc.
549300DYP6F5ZJL0LB74
HOLOGIC INC COMPANY GUAR 144A 10/25 4.375
436440AK7
257000
PA
USD
262782.5
0.0638365835
Long
DBT
CORP
US
N
2
2025-10-15
Fixed
4.375000000000
N
N
N
N
N
N
80565550 MSFT 165 EQUITYOPTION---20210115
N/A
80565550 MSFT 165 EQUITYOPTION---20210115
AEI713321
70
NC
USD
-335794.86
-0.0815731512
N/A
DE
CORP
US
N
2
Credit Suisse Intl London
N/A
Call
Written
MICROSOFT CORP
MICROSOFT CORP
100
165.000000000000
USD
2021-01-15
XXXX
-288537.860000000000
N
N
N
80598972 MSFT 165 EQUITYOPTION---20210115
N/A
80598972 MSFT 165 EQUITYOPTION---20210115
AEI716878
67
NC
USD
-321403.65
-0.0780771586
N/A
DE
CORP
US
N
2
Credit Suisse Intl London
N/A
Call
Written
MICROSOFT CORP
MICROSOFT CORP
100
165.000000000000
USD
2021-01-15
XXXX
-275039.650000000000
N
N
N
81242284 BDX JAN21 300 CALL
N/A
81242284 BDX JAN21 300 CALL
N/A
4
NC
USD
-365.66
-0.0000888282
N/A
DE
CORP
US
N
2
GOLDMAN SACHS INTERNATIONAL
N/A
Call
Written
Becton Dickinson and Co
Becton Dickinson and Co
100
300.000000000000
USD
2021-01-15
XXXX
3377.260000000000
N
N
N
81235749 GE JAN21 15 CALL
N/A
81235749 GE JAN21 15 CALL
N/A
347
NC
USD
-551.52
-0.0001339783
N/A
DE
CORP
US
N
2
JPMORGAN CHASE BANK N.A
N/A
Call
Written
General Electric Company
General Electric Company
100
15.000000000000
USD
2021-01-15
XXXX
17492.480000000000
N
N
N
81235779 AEP JAN21 105 CALL
N/A
81235779 AEP JAN21 105 CALL
N/A
56
NC
USD
-124.82
-0.0000303220
N/A
DE
CORP
US
N
2
CITIBANK N.A.
N/A
Call
Written
AMERICAN ELECTRIC POWER
AMERICAN ELECTRIC POWER
100
105.000000000000
USD
2021-01-15
XXXX
8667.180000000000
N
N
N
81258286 NXPI JAN21 140 CALL
N/A
81258286 NXPI JAN21 140 CALL
N/A
23
NC
USD
-12760.97
-0.0030999657
N/A
DE
CORP
US
N
2
Credit Suisse Intl London
N/A
Call
Written
NXP Semiconductors NV
NXP Semiconductors NV
100
140.000000000000
USD
2021-01-15
XXXX
4277.430000000000
N
N
N
81258596 BDX JAN21 300 CALL
N/A
81258596 BDX JAN21 300 CALL
N/A
10
NC
USD
-914.14
-0.0002220680
N/A
DE
CORP
US
N
2
GOLDMAN SACHS INTERNATIONAL
N/A
Call
Written
Becton Dickinson and Co
Becton Dickinson and Co
100
300.000000000000
USD
2021-01-15
XXXX
8223.960000000000
N
N
N
81240324 NXPI JAN21 140 CALL
N/A
81240324 NXPI JAN21 140 CALL
N/A
10
NC
USD
-5548.25
-0.0013478117
N/A
DE
CORP
US
N
2
Credit Suisse Intl London
N/A
Call
Written
NXP Semiconductors NV
NXP Semiconductors NV
100
140.000000000000
USD
2021-01-15
XXXX
1453.750000000000
N
N
N
81255691 AEP EQUITYOPTION---20210115
N/A
81255691 AEP EQUITYOPTION---20210115
AEI773077
55
NC
USD
-122.59
-0.0000297802
N/A
DE
CORP
US
N
2
CITIBANK N.A.
N/A
Call
Written
AMERICAN ELECTRIC POWER
AMERICAN ELECTRIC POWER
100
105.000000000000
USD
2021-01-15
XXXX
8512.410000000000
N
N
N
81265955 BDX EQUITYOPTION---20210115
N/A
81265955 BDX EQUITYOPTION---20210115
AEI773085
14
NC
USD
-1279.8
-0.0003108961
N/A
DE
CORP
US
N
2
GOLDMAN SACHS INTERNATIONAL
N/A
Call
Written
Becton Dickinson and Co
Becton Dickinson and Co
100
300.000000000000
USD
2021-01-15
XXXX
12710.120000000000
N
N
N
81271066 NXPI EQUITYOPTION---20210115
N/A
81271066 NXPI EQUITYOPTION---20210115
AEI773119
54
NC
USD
-29960.54
-0.0072781807
N/A
DE
CORP
US
N
2
Credit Suisse Intl London
N/A
Call
Written
NXP Semiconductors NV
NXP Semiconductors NV
100
140.000000000000
USD
2021-01-15
XXXX
10949.860000000000
N
N
N
81255683 GE EQUITYOPTION---20210115
N/A
81255683 GE EQUITYOPTION---20210115
AEI775031
347
NC
USD
-551.52
-0.0001339783
N/A
DE
CORP
US
N
2
JPMORGAN CHASE BANK N.A
N/A
Call
Written
General Electric Company
General Electric Company
100
15.000000000000
USD
2021-01-15
XXXX
19060.920000000000
N
N
N
81325963 GOOG EQUITYOPTION---20210115
N/A
81325963 GOOG EQUITYOPTION---20210115
AEI778720
2
NC
USD
-19518.76
-0.0047416055
N/A
DE
CORP
US
N
2
CITIBANK N.A.
N/A
Call
Written
ALPHABET INC
ALPHABET INC
100
1500.000000000000
USD
2021-01-15
XXXX
-3504.760000000000
N
N
N
81381551 GOOG EQUITYOPTION---20210115
N/A
81381551 GOOG EQUITYOPTION---20210115
AEI781963
2
NC
USD
-19518.76
-0.0047416055
N/A
DE
CORP
US
N
2
CITIBANK N.A.
N/A
Call
Written
ALPHABET INC
ALPHABET INC
100
1500.000000000000
USD
2021-01-15
XXXX
-4424.760000000000
N
N
N
81505528 BDX 300 EQUITYOPTION---20210115
N/A
81505528 BDX 300 EQUITYOPTION---20210115
AEI785782
12
NC
USD
-1096.97
-0.0002664820
N/A
DE
CORP
US
N
2
GOLDMAN SACHS INTERNATIONAL
N/A
Call
Written
Becton Dickinson and Co
Becton Dickinson and Co
100
300.000000000000
USD
2021-01-15
XXXX
13460.470000000000
N
N
N
81505544 GOOG 1500 EQUITYOPTION---20210115
N/A
81505544 GOOG 1500 EQUITYOPTION---20210115
AEI785808
2
NC
USD
-19518.76
-0.0047416055
N/A
DE
CORP
US
N
2
CITIBANK N.A.
N/A
Call
Written
ALPHABET INC
ALPHABET INC
100
1500.000000000000
USD
2021-01-15
XXXX
-4744.760000000000
N
N
N
81496509 GOOG EQUITYOPTION---20210115
N/A
81496509 GOOG EQUITYOPTION---20210115
AEI786228
1
NC
USD
-9759.38
-0.0023708028
N/A
DE
CORP
US
N
2
CITIBANK N.A.
N/A
Call
Written
ALPHABET INC
ALPHABET INC
100
1500.000000000000
USD
2021-01-15
XXXX
-3382.380000000000
N
N
N
81815699 GOOG JAN20 1740 CALL
N/A
81815699 GOOG JAN20 1740 CALL
N/A
1
NC
USD
-2657.65
-0.0006456111
N/A
DE
CORP
US
N
2
GOLDMAN SACHS INTERNATIONAL
N/A
Call
Written
ALPHABET INC
ALPHABET INC
100
1740.000000000000
USD
2021-01-15
XXXX
2059.350000000000
N
N
N
81813640 FB EQUITYOPTION---20210115
N/A
81813640 FB EQUITYOPTION---20210115
AEI806471
11
NC
USD
-19777.51
-0.0048044625
N/A
DE
CORP
US
N
2
JPMORGAN CHASE BANK N.A
N/A
Call
Written
FACEBOOK INC
FACEBOOK INC
100
275.000000000000
USD
2021-01-15
XXXX
-11175.510000000000
N
N
N
81815707 GOOG JAN20 1760 CALL
N/A
81815707 GOOG JAN20 1760 CALL
N/A
1
NC
USD
-2356.22
-0.0005723860
N/A
DE
CORP
US
N
2
GOLDMAN SACHS INTERNATIONAL
N/A
Call
Written
ALPHABET INC
ALPHABET INC
100
1760.000000000000
USD
2021-01-15
XXXX
1890.780000000000
N
N
N
81815723 GOOG EQUITYOPTION---20210115
N/A
81815723 GOOG EQUITYOPTION---20210115
AEI806562
1
NC
USD
-1845.79
-0.0004483896
N/A
DE
CORP
US
N
2
GOLDMAN SACHS INTERNATIONAL
N/A
Call
Written
ALPHABET INC
ALPHABET INC
100
1800.000000000000
USD
2021-01-15
XXXX
1601.210000000000
N
N
N
81813624 FB JAN20 265 CALL
N/A
81813624 FB JAN20 265 CALL
N/A
11
NC
USD
-24534.68
-0.0059601006
N/A
DE
CORP
US
N
2
JPMORGAN CHASE BANK N.A
N/A
Call
Written
FACEBOOK INC
FACEBOOK INC
100
265.000000000000
USD
2021-01-15
XXXX
-13512.680000000000
N
N
N
81815650 V EQUITYOPTION---20210115
N/A
81815650 V EQUITYOPTION---20210115
AEI806612
28
NC
USD
-6030.96
-0.0014650743
N/A
DE
CORP
US
N
2
Credit Suisse Intl London
N/A
Call
Written
VISA INC CLASS A
VISA INC CLASS A
100
235.000000000000
USD
2021-01-15
XXXX
11715.440000000000
N
N
N
81815666 V JAN20 240 CALL
N/A
81815666 V JAN20 240 CALL
N/A
28
NC
USD
-4491.13
-0.0010910102
N/A
DE
CORP
US
N
2
Credit Suisse Intl London
N/A
Call
Written
VISA INC CLASS A
VISA INC CLASS A
100
240.000000000000
USD
2021-01-15
XXXX
9870.070000000000
N
N
N
81815658 V JAN20 230 CALL
N/A
81815658 V JAN20 230 CALL
N/A
28
NC
USD
-8048.56
-0.0019552009
N/A
DE
CORP
US
N
2
Credit Suisse Intl London
N/A
Call
Written
VISA INC CLASS A
VISA INC CLASS A
100
230.000000000000
USD
2021-01-15
XXXX
13783.040000000000
N
N
N
81815715 GOOG EQUITYOPTION---20210115
N/A
81815715 GOOG EQUITYOPTION---20210115
AEI806679
1
NC
USD
-2086.51
-0.0005068666
N/A
DE
CORP
US
N
2
GOLDMAN SACHS INTERNATIONAL
N/A
Call
Written
ALPHABET INC
ALPHABET INC
100
1780.000000000000
USD
2021-01-15
XXXX
1740.490000000000
N
N
N
81813632 FB JAN20 270 CALL
N/A
81813632 FB JAN20 270 CALL
N/A
11
NC
USD
-22062.69
-0.0053595911
N/A
DE
CORP
US
N
2
JPMORGAN CHASE BANK N.A
N/A
Call
Written
FACEBOOK INC
FACEBOOK INC
100
270.000000000000
USD
2021-01-15
XXXX
-12305.690000000000
N
N
N
81833171 GOOG EQUITYOPTION---20210115
N/A
81833171 GOOG EQUITYOPTION---20210115
AEI808147
1
NC
USD
-2086.51
-0.0005068666
N/A
DE
CORP
US
N
2
GOLDMAN SACHS INTERNATIONAL
N/A
Call
Written
ALPHABET INC
ALPHABET INC
100
1780.000000000000
USD
2021-01-15
XXXX
1740.490000000000
N
N
N
81833163 GOOG EQUITYOPTION---20210115
N/A
81833163 GOOG EQUITYOPTION---20210115
AEI808162
1
NC
USD
-2356.22
-0.0005723860
N/A
DE
CORP
US
N
2
GOLDMAN SACHS INTERNATIONAL
N/A
Call
Written
ALPHABET INC
ALPHABET INC
100
1760.000000000000
USD
2021-01-15
XXXX
1870.780000000000
N
N
N
81823653 FB EQUITYOPTION---20210115
N/A
81823653 FB EQUITYOPTION---20210115
AEI808196
9
NC
USD
-20073.83
-0.0048764462
N/A
DE
CORP
US
N
2
JPMORGAN CHASE BANK N.A
N/A
Call
Written
FACEBOOK INC
FACEBOOK INC
100
265.000000000000
USD
2021-01-15
XXXX
-11145.830000000000
N
N
N
81833155 GOOG EQUITYOPTION---20210115
N/A
81833155 GOOG EQUITYOPTION---20210115
AEI808220
1
NC
USD
-2657.65
-0.0006456111
N/A
DE
CORP
US
N
2
GOLDMAN SACHS INTERNATIONAL
N/A
Call
Written
ALPHABET INC
ALPHABET INC
100
1740.000000000000
USD
2021-01-15
XXXX
2029.350000000000
N
N
N
81833179 GOOG EQUITYOPTION---20210115
N/A
81833179 GOOG EQUITYOPTION---20210115
AEI808246
1
NC
USD
-1845.79
-0.0004483896
N/A
DE
CORP
US
N
2
GOLDMAN SACHS INTERNATIONAL
N/A
Call
Written
ALPHABET INC
ALPHABET INC
100
1800.000000000000
USD
2021-01-15
XXXX
1591.210000000000
N
N
N
81823669 FB EQUITYOPTION---20210115
N/A
81823669 FB EQUITYOPTION---20210115
AEI808261
9
NC
USD
-16181.6
-0.0039309241
N/A
DE
CORP
US
N
2
JPMORGAN CHASE BANK N.A
N/A
Call
Written
FACEBOOK INC
FACEBOOK INC
100
275.000000000000
USD
2021-01-15
XXXX
-9278.600000000000
N
N
N
81823661 FB EQUITYOPTION---20210115
N/A
81823661 FB EQUITYOPTION---20210115
AEI808279
9
NC
USD
-18051.29
-0.0043851196
N/A
DE
CORP
US
N
2
JPMORGAN CHASE BANK N.A
N/A
Call
Written
FACEBOOK INC
FACEBOOK INC
100
270.000000000000
USD
2021-01-15
XXXX
-10158.290000000000
N
N
N
81849410 GOOG EQUITYOPTION---20210115
N/A
81849410 GOOG EQUITYOPTION---20210115
AEI811950
1
NC
USD
-2086.51
-0.0005068666
N/A
DE
CORP
US
N
2
GOLDMAN SACHS INTERNATIONAL
N/A
Call
Written
ALPHABET INC
ALPHABET INC
100
1780.000000000000
USD
2021-01-15
XXXX
1500.490000000000
N
N
N
81849394 GOOG EQUITYOPTION---20210115
N/A
81849394 GOOG EQUITYOPTION---20210115
AEI811968
1
NC
USD
-2657.65
-0.0006456111
N/A
DE
CORP
US
N
2
GOLDMAN SACHS INTERNATIONAL
N/A
Call
Written
ALPHABET INC
ALPHABET INC
100
1740.000000000000
USD
2021-01-15
XXXX
1769.350000000000
N
N
N
81849402 GOOG EQUITYOPTION---20210115
N/A
81849402 GOOG EQUITYOPTION---20210115
AEI811992
1
NC
USD
-2356.22
-0.0005723860
N/A
DE
CORP
US
N
2
GOLDMAN SACHS INTERNATIONAL
N/A
Call
Written
ALPHABET INC
ALPHABET INC
100
1760.000000000000
USD
2021-01-15
XXXX
1640.780000000000
N
N
N
81849418 GOOG EQUITYOPTION---20210115
N/A
81849418 GOOG EQUITYOPTION---20210115
AEI812016
1
NC
USD
-1845.79
-0.0004483896
N/A
DE
CORP
US
N
2
GOLDMAN SACHS INTERNATIONAL
N/A
Call
Written
ALPHABET INC
ALPHABET INC
100
1800.000000000000
USD
2021-01-15
XXXX
1371.210000000000
N
N
N
81823693 V EQUITYOPTION---20210115
N/A
81823693 V EQUITYOPTION---20210115
AEI817270
17
NC
USD
-2726.76
-0.0006623997
N/A
DE
CORP
US
N
2
Credit Suisse Intl London
N/A
Call
Written
VISA INC CLASS A
VISA INC CLASS A
100
240.000000000000
USD
2021-01-15
XXXX
5176.540000000000
N
N
N
81924117 GE EQUITYOPTION---20210115
N/A
81924117 GE EQUITYOPTION---20210115
AEI817288
684
NC
USD
-1087.15
-0.0002640965
N/A
DE
CORP
US
N
2
JPMORGAN CHASE BANK N.A
N/A
Call
Written
General Electric Company
General Electric Company
100
15.000000000000
USD
2021-01-15
XXXX
56471.450000000000
N
N
N
81823677 V EQUITYOPTION---20210115
N/A
81823677 V EQUITYOPTION---20210115
AEI817296
17
NC
USD
-3661.65
-0.0008895083
N/A
DE
CORP
US
N
2
Credit Suisse Intl London
N/A
Call
Written
VISA INC CLASS A
VISA INC CLASS A
100
235.000000000000
USD
2021-01-15
XXXX
6171.150000000000
N
N
N
81823685 V EQUITYOPTION---20210115
N/A
81823685 V EQUITYOPTION---20210115
AEI817346
17
NC
USD
-4886.62
-0.0011870849
N/A
DE
CORP
US
N
2
Credit Suisse Intl London
N/A
Call
Written
VISA INC CLASS A
VISA INC CLASS A
100
230.000000000000
USD
2021-01-15
XXXX
7200.380000000000
N
N
N
81954136 GE JAN21 15 CALL
N/A
81954136 GE JAN21 15 CALL
N/A
342
NC
USD
-543.57
-0.0001320470
N/A
DE
CORP
US
N
2
JPMORGAN CHASE BANK N.A
N/A
Call
Written
General Electric Company
General Electric Company
100
15.000000000000
USD
2021-01-15
XXXX
28656.390000000000
N
N
N
82091282 GE EQUITYOPTION---20210115
N/A
82091282 GE EQUITYOPTION---20210115
AEI837450
205
NC
USD
-325.83
-0.0000791524
N/A
DE
CORP
US
N
2
JPMORGAN CHASE BANK N.A
N/A
Call
Written
General Electric Company
General Electric Company
100
15.000000000000
USD
2021-01-15
XXXX
17562.470000000000
N
N
N
82233296 NEE JAN21 310 CALL
N/A
82233296 NEE JAN21 310 CALL
N/A
8
NC
USD
-4521.33
-0.0010983466
N/A
DE
CORP
US
N
2
Credit Suisse Intl London
N/A
Call
Written
NextEra Energy Inc
NextEra Energy Inc
100
310.000000000000
USD
2021-01-15
XXXX
2186.670000000000
N
N
N
82228928 NEE JAN21 320 CALL
N/A
82228928 NEE JAN21 320 CALL
N/A
7
NC
USD
-2741.73
-0.0006660363
N/A
DE
CORP
US
N
2
Credit Suisse Intl London
N/A
Call
Written
NextEra Energy Inc
NextEra Energy Inc
100
320.000000000000
USD
2021-01-15
XXXX
1414.870000000000
N
N
N
82233248 V JAN21 240 CALL
N/A
82233248 V JAN21 240 CALL
N/A
7
NC
USD
-1122.78
-0.0002727519
N/A
DE
CORP
US
N
2
GOLDMAN SACHS INTERNATIONAL
N/A
Call
Written
VISA INC CLASS A
VISA INC CLASS A
100
240.000000000000
USD
2021-01-15
XXXX
3349.240000000000
N
N
N
82233232 TMO EQUITYOPTION---20210115
N/A
82233232 TMO EQUITYOPTION---20210115
AEI840884
7
NC
USD
-44018.38
-0.0106931892
N/A
DE
CORP
US
N
2
ROYAL BANK OF CANADA - SWAPS
N/A
Call
Written
Thermo Fisher Scientific Inc.
Thermo Fisher Scientific Inc.
100
390.000000000000
USD
2021-01-15
XXXX
-38221.050000000000
N
N
N
82233224 TMO EQUITYOPTION---20210115
N/A
82233224 TMO EQUITYOPTION---20210115
AEI840918
6
NC
USD
-47603.03
-0.0115639923
N/A
DE
CORP
US
N
2
ROYAL BANK OF CANADA - SWAPS
N/A
Call
Written
Thermo Fisher Scientific Inc.
Thermo Fisher Scientific Inc.
100
370.000000000000
USD
2021-01-15
XXXX
-39168.230000000000
N
N
N
82233240 V JAN 230 CALL
N/A
82233240 V JAN 230 CALL
N/A
7
NC
USD
-2012.14
-0.0004888002
N/A
DE
CORP
US
N
2
GOLDMAN SACHS INTERNATIONAL
N/A
Call
Written
VISA INC CLASS A
VISA INC CLASS A
100
230.000000000000
USD
2021-01-15
XXXX
4586.760000000000
N
N
N
82239661 AEP JAN21 115 CALL
N/A
82239661 AEP JAN21 115 CALL
N/A
33
NC
USD
-3.07
-0.0000007458
N/A
DE
CORP
US
N
2
CITIBANK N.A.
N/A
Call
Written
American Electric Power Company Inc
American Electric Power Company Inc
100
115.000000000000
USD
2021-01-15
XXXX
5821.760000000000
N
N
N
82239843 HLT JAN21 125 CALL
N/A
82239843 HLT JAN21 125 CALL
N/A
9
NC
USD
-138.96
-0.0000337569
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
125.000000000000
USD
2021-01-15
XXXX
4729.050000000000
N
N
N
82260843 V JAN21 230 CALL
N/A
82260843 V JAN21 230 CALL
N/A
8
NC
USD
-2299.59
-0.0005586292
N/A
DE
CORP
GB
N
2
GOLDMAN SACHS INTERNATIONAL
N/A
Call
Written
VISA INC CLASS A
VISA INC CLASS A
100
230.000000000000
USD
2021-01-15
XXXX
5885.050000000000
N
N
N
82260851 V JAN21 240 CALL
N/A
82260851 V JAN21 240 CALL
N/A
9
NC
USD
-1443.58
-0.0003506825
N/A
DE
CORP
GB
N
2
GOLDMAN SACHS INTERNATIONAL
N/A
Call
Written
VISA INC CLASS A
VISA INC CLASS A
100
240.000000000000
USD
2021-01-15
XXXX
4889.360000000000
N
N
N
82239851 HLT JAN21 130 CALL
N/A
82239851 HLT JAN21 130 CALL
N/A
9
NC
USD
-68.88
-0.0000167327
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
3459.300000000000
N
N
N
83781269 GPN EQUITYOPTION---20201218
N/A
83781269 GPN EQUITYOPTION---20201218
AEI948299
5
NC
USD
-2820.05
-0.0006850622
N/A
DE
CORP
US
N
2
GOLDMAN SACHS INTERNATIONAL
N/A
Call
Written
Global Payments Inc
Global Payments Inc
100
195.000000000000
USD
2020-12-18
XXXX
2471.700000000000
N
N
N
83781277 BDX EQUITYOPTION---20210115
N/A
83781277 BDX EQUITYOPTION---20210115
AEI948331
5
NC
USD
-1095.63
-0.0002661565
N/A
DE
CORP
US
N
2
GOLDMAN SACHS INTERNATIONAL
N/A
Call
Written
Becton Dickinson and Co
Becton Dickinson and Co
100
280.000000000000
USD
2021-01-15
XXXX
5831.170000000000
N
N
N
83781285 BDX EQUITYOPTION---20210115
N/A
83781285 BDX EQUITYOPTION---20210115
AEI948349
5
NC
USD
-457.07
-0.0001110340
N/A
DE
CORP
US
N
2
GOLDMAN SACHS INTERNATIONAL
N/A
Call
Written
Becton Dickinson and Co
Becton Dickinson and Co
100
300.000000000000
USD
2021-01-15
XXXX
3288.530000000000
N
N
N
83781210 YUM EQUITYOPTION---20210115
N/A
83781210 YUM EQUITYOPTION---20210115
AEI951921
16
NC
USD
-3449.7
-0.0008380203
N/A
DE
CORP
US
N
2
BANK OF AMERICA N.A.
N/A
Call
Written
Yum! Brands, Inc.
Yum! Brands, Inc.
100
100.000000000000
USD
2021-01-15
XXXX
2989.820000000000
N
N
N
83781202 YUM EQUITYOPTION---20210115
N/A
83781202 YUM EQUITYOPTION---20210115
AEI951954
15
NC
USD
-5740.89
-0.0013946089
N/A
DE
CORP
US
N
2
BANK OF AMERICA N.A.
N/A
Call
Written
Yum! Brands, Inc.
Yum! Brands, Inc.
100
95.000000000000
USD
2021-01-15
XXXX
2697.810000000000
N
N
N
84025976 V EQUITYOPTION---20210115
N/A
84025976 V EQUITYOPTION---20210115
AEI972505
17
NC
USD
-13964.58
-0.0033923533
N/A
DE
CORP
US
N
2
GOLDMAN SACHS INTERNATIONAL
N/A
Call
Written
VISA INC CLASS A
VISA INC CLASS A
100
210.000000000000
USD
2021-01-15
XXXX
7533.110000000000
N
N
N
84145337 IR EQUITYOPTION---20201218
N/A
84145337 IR EQUITYOPTION---20201218
AEI977256
50
NC
USD
-14896.84
-0.0036188231
N/A
DE
CORP
US
N
2
JPMORGAN CHASE BANK N.A
N/A
Call
Written
Ingersoll Rand Inc.
Ingersoll Rand Inc.
100
35.000000000000
USD
2020-12-18
XXXX
-7303.340000000000
N
N
N
84203538 V EQUITYOPTION---20210115
N/A
84203538 V EQUITYOPTION---20210115
AEI979781
6
NC
USD
-2988.24
-0.0007259198
N/A
DE
CORP
US
N
2
GOLDMAN SACHS INTERNATIONAL
N/A
Call
Written
VISA INC CLASS A
VISA INC CLASS A
100
220.000000000000
USD
2021-01-15
XXXX
2304.600000000000
N
N
N
84203554 YUM EQUITYOPTION---20210115
N/A
84203554 YUM EQUITYOPTION---20210115
AEI979799
17
NC
USD
-3665.3
-0.0008903950
N/A
DE
CORP
US
N
2
CITIBANK N.A.
N/A
Call
Written
Yum! Brands, Inc.
Yum! Brands, Inc.
100
100.000000000000
USD
2021-01-15
XXXX
4780.980000000000
N
N
N
84203484 PKI EQUITYOPTION---20201218
N/A
84203484 PKI EQUITYOPTION---20201218
AEI979807
2
NC
USD
-3654.07
-0.0008876670
N/A
DE
CORP
US
N
2
JPMORGAN CHASE BANK N.A
N/A
Call
Written
PerkinElmer, Inc.
PerkinElmer, Inc.
100
110.000000000000
USD
2020-12-18
XXXX
-2600.850000000000
N
N
N
84203562 YUM EQUITYOPTION---20210115
N/A
84203562 YUM EQUITYOPTION---20210115
AEI979880
17
NC
USD
-1909.37
-0.0004638348
N/A
DE
CORP
US
N
2
CITIBANK N.A.
N/A
Call
Written
Yum! Brands, Inc.
Yum! Brands, Inc.
100
105.000000000000
USD
2021-01-15
XXXX
3895.620000000000
N
N
N
84143285 ICE EQUITYOPTION---20210115
N/A
84143285 ICE EQUITYOPTION---20210115
AEI979898
20
NC
USD
-6810.21
-0.0016543740
N/A
DE
CORP
US
N
2
JPMORGAN CHASE BANK N.A
N/A
Call
Written
Intercontinental Exchange Inc
Intercontinental Exchange Inc
100
105.000000000000
USD
2021-01-15
XXXX
1270.390000000000
N
N
N
84203500 ROP EQUITYOPTION---20201120
N/A
84203500 ROP EQUITYOPTION---20201120
AEI979922
6
NC
USD
-5379.23
-0.0013067524
N/A
DE
CORP
US
N
2
GOLDMAN SACHS INTERNATIONAL
N/A
Call
Written
Roper Technologies Inc
Roper Technologies Inc
100
420.000000000000
USD
2020-11-20
XXXX
2252.710000000000
N
N
N
84143277 ICE EQUITYOPTION---20210115
N/A
84143277 ICE EQUITYOPTION---20210115
AEI979930
20
NC
USD
-11422.53
-0.0027748244
N/A
DE
CORP
US
N
2
JPMORGAN CHASE BANK N.A
N/A
Call
Written
Intercontinental Exchange Inc
Intercontinental Exchange Inc
100
100.000000000000
USD
2021-01-15
XXXX
423.270000000000
N
N
N
84203508 ROP EQUITYOPTION---20201120
N/A
84203508 ROP EQUITYOPTION---20201120
AEI979971
6
NC
USD
-2401.52
-0.0005833906
N/A
DE
CORP
US
N
2
GOLDMAN SACHS INTERNATIONAL
N/A
Call
Written
Roper Technologies Inc
Roper Technologies Inc
100
440.000000000000
USD
2020-11-20
XXXX
1922.140000000000
N
N
N
84203530 V EQUITYOPTION---20210115
N/A
84203530 V EQUITYOPTION---20210115
AEI980011
6
NC
USD
-4928.68
-0.0011973023
N/A
DE
CORP
US
N
2
GOLDMAN SACHS INTERNATIONAL
N/A
Call
Written
VISA INC CLASS A
VISA INC CLASS A
100
210.000000000000
USD
2021-01-15
XXXX
2811.680000000000
N
N
N
84203492 PKI EQUITYOPTION---20201218
N/A
84203492 PKI EQUITYOPTION---20201218
AEI980037
2
NC
USD
-2900.97
-0.0007047197
N/A
DE
CORP
US
N
2
JPMORGAN CHASE BANK N.A
N/A
Call
Written
PerkinElmer, Inc.
PerkinElmer, Inc.
100
115.000000000000
USD
2020-12-18
XXXX
-2384.030000000000
N
N
N
84170801 YUM EQUITYOPTION---20210115
N/A
84170801 YUM EQUITYOPTION---20210115
AEI980680
16
NC
USD
-3449.7
-0.0008380203
N/A
DE
CORP
US
N
2
CITIBANK N.A.
N/A
Call
Written
Yum! Brands, Inc.
Yum! Brands, Inc.
100
100.000000000000
USD
2021-01-15
XXXX
3404.540000000000
N
N
N
84170809 YUM EQUITYOPTION---20210115
N/A
84170809 YUM EQUITYOPTION---20210115
AEI980698
16
NC
USD
-1797.05
-0.0004365494
N/A
DE
CORP
US
N
2
CITIBANK N.A.
N/A
Call
Written
Yum! Brands, Inc.
Yum! Brands, Inc.
100
105.000000000000
USD
2021-01-15
XXXX
2592.390000000000
N
N
N
84212771 PKI EQUITYOPTION---20201218
N/A
84212771 PKI EQUITYOPTION---20201218
AEI980730
11
NC
USD
-20097.38
-0.0048821671
N/A
DE
CORP
US
N
2
JPMORGAN CHASE BANK N.A
N/A
Call
Written
PerkinElmer, Inc.
PerkinElmer, Inc.
100
110.000000000000
USD
2020-12-18
XXXX
-13876.990000000000
N
N
N
84212779 PKI EQUITYOPTION---20201218
N/A
84212779 PKI EQUITYOPTION---20201218
AEI980789
11
NC
USD
-15955.35
-0.0038759622
N/A
DE
CORP
US
N
2
JPMORGAN CHASE BANK N.A
N/A
Call
Written
PerkinElmer, Inc.
PerkinElmer, Inc.
100
115.000000000000
USD
2020-12-18
XXXX
-13532.710000000000
N
N
N
84396753 IR EQUITYOPTION---20201218
N/A
84396753 IR EQUITYOPTION---20201218
AEI992917
50
NC
USD
-14896.84
-0.0036188231
N/A
DE
CORP
US
N
2
JPMORGAN CHASE BANK N.A
N/A
Call
Written
Ingersoll Rand Inc.
Ingersoll Rand Inc.
100
35.000000000000
USD
2020-12-18
XXXX
-5546.840000000000
N
N
N
84849402 V EQUITYOPTION---20210115
N/A
84849402 V EQUITYOPTION---20210115
AEIA05833
5
NC
USD
-4107.23
-0.0009977511
N/A
DE
CORP
US
N
2
GOLDMAN SACHS INTERNATIONAL
N/A
Call
Written
VISA INC CLASS A
VISA INC CLASS A
100
210.000000000000
USD
2021-01-15
XXXX
198.170000000000
N
N
N
84849418 V EQUITYOPTION---20210115
N/A
84849418 V EQUITYOPTION---20210115
AEIA05858
5
NC
USD
-2490.2
-0.0006049332
N/A
DE
CORP
US
N
2
GOLDMAN SACHS INTERNATIONAL
N/A
Call
Written
VISA INC CLASS A
VISA INC CLASS A
100
220.000000000000
USD
2021-01-15
XXXX
310.100000000000
N
N
N
84849382 CME EQUITYOPTION---20210115
N/A
84849382 CME EQUITYOPTION---20210115
AEIA05866
12
NC
USD
-4348.2
-0.0010562889
N/A
DE
CORP
US
N
2
Credit Suisse Intl London
N/A
Call
Written
CME Group Inc
CME Group Inc
100
185.000000000000
USD
2021-01-15
XXXX
2567.400000000000
N
N
N
84849410 V EQUITYOPTION---20210115
N/A
84849410 V EQUITYOPTION---20210115
AEIA05874
5
NC
USD
-3220.27
-0.0007822859
N/A
DE
CORP
US
N
2
GOLDMAN SACHS INTERNATIONAL
N/A
Call
Written
VISA INC CLASS A
VISA INC CLASS A
100
215.000000000000
USD
2021-01-15
XXXX
-42.120000000000
N
N
N
84849366 CME EQUITYOPTION---20210115
N/A
84849366 CME EQUITYOPTION---20210115
AEIA05882
12
NC
USD
-8052.09
-0.0019560584
N/A
DE
CORP
US
N
2
Credit Suisse Intl London
N/A
Call
Written
CME Group Inc
CME Group Inc
100
175.000000000000
USD
2021-01-15
XXXX
2027.910000000000
N
N
N
84849358 CME EQUITYOPTION---20210115
N/A
84849358 CME EQUITYOPTION---20210115
AEIA05924
12
NC
USD
-10620.95
-0.0025801001
N/A
DE
CORP
US
N
2
Credit Suisse Intl London
N/A
Call
Written
CME Group Inc
CME Group Inc
100
170.000000000000
USD
2021-01-15
XXXX
2429.050000000000
N
N
N
84849374 CME EQUITYOPTION---20210115
N/A
84849374 CME EQUITYOPTION---20210115
AEIA05932
12
NC
USD
-5976.68
-0.0014518883
N/A
DE
CORP
US
N
2
Credit Suisse Intl London
N/A
Call
Written
CME Group Inc
CME Group Inc
100
180.000000000000
USD
2021-01-15
XXXX
3181.720000000000
N
N
N
84894097 CME EQUITYOPTION---20210115
N/A
84894097 CME EQUITYOPTION---20210115
AEIA06765
3
NC
USD
-1494.17
-0.0003629721
N/A
DE
CORP
US
N
2
Credit Suisse Intl London
N/A
Call
Written
CME Group Inc
CME Group Inc
100
180.000000000000
USD
2021-01-15
XXXX
848.830000000000
N
N
N
84893784 V EQUITYOPTION---20210115
N/A
84893784 V EQUITYOPTION---20210115
AEIA06781
5
NC
USD
-2490.2
-0.0006049332
N/A
DE
CORP
US
N
2
GOLDMAN SACHS INTERNATIONAL
N/A
Call
Written
VISA INC CLASS A
VISA INC CLASS A
100
220.000000000000
USD
2021-01-15
XXXX
495.050000000000
N
N
N
84893768 V EQUITYOPTION---20210115
N/A
84893768 V EQUITYOPTION---20210115
AEIA06807
5
NC
USD
-4107.23
-0.0009977511
N/A
DE
CORP
US
N
2
GOLDMAN SACHS INTERNATIONAL
N/A
Call
Written
VISA INC CLASS A
VISA INC CLASS A
100
210.000000000000
USD
2021-01-15
XXXX
444.820000000000
N
N
N
84893776 V EQUITYOPTION---20210115
N/A
84893776 V EQUITYOPTION---20210115
AEIA06815
5
NC
USD
-3220.27
-0.0007822859
N/A
DE
CORP
US
N
2
GOLDMAN SACHS INTERNATIONAL
N/A
Call
Written
VISA INC CLASS A
VISA INC CLASS A
100
215.000000000000
USD
2021-01-15
XXXX
177.080000000000
N
N
N
84894109 CME EQUITYOPTION---20210115
N/A
84894109 CME EQUITYOPTION---20210115
AEIA06831
3
NC
USD
-1087.05
-0.0002640722
N/A
DE
CORP
US
N
2
Credit Suisse Intl London
N/A
Call
Written
CME Group Inc
CME Group Inc
100
185.000000000000
USD
2021-01-15
XXXX
868.050000000000
N
N
N
84894090 CME EQUITYOPTION---20210115
N/A
84894090 CME EQUITYOPTION---20210115
AEIA06849
3
NC
USD
-2013.02
-0.0004890140
N/A
DE
CORP
US
N
2
Credit Suisse Intl London
N/A
Call
Written
CME Group Inc
CME Group Inc
100
175.000000000000
USD
2021-01-15
XXXX
927.580000000000
N
N
N
84894079 CME EQUITYOPTION---20210115
N/A
84894079 CME EQUITYOPTION---20210115
AEIA06872
3
NC
USD
-2655.24
-0.0006450256
N/A
DE
CORP
US
N
2
Credit Suisse Intl London
N/A
Call
Written
CME Group Inc
CME Group Inc
100
170.000000000000
USD
2021-01-15
XXXX
672.960000000000
N
N
N
84952490 UNH EQUITYOPTION---20210115
N/A
84952490 UNH EQUITYOPTION---20210115
AEIA14611
1
NC
USD
-1768.14
-0.0004295264
N/A
DE
CORP
US
N
2
JPMORGAN CHASE BANK N.A
N/A
Call
Written
UnitedHealth Group Inc
UnitedHealth Group Inc
100
320.000000000000
USD
2021-01-15
XXXX
-102.580000000000
N
N
N
84966620 AMZN EQUITYOPTION---20220121
N/A
84966620 AMZN EQUITYOPTION---20220121
AEIA15519
1
NC
USD
-30039.99
-0.0072974811
N/A
DE
CORP
US
N
2
Credit Suisse Intl London
N/A
Call
Written
Amazon.com, Inc.
Amazon.com, Inc.
100
3900.000000000000
USD
2022-01-21
XXXX
237.310000000000
N
N
N
84966612 AMZN EQUITYOPTION---20220121
N/A
84966612 AMZN EQUITYOPTION---20220121
AEIA15527
1
NC
USD
-27714.81
-0.0067326355
N/A
DE
CORP
US
N
2
Credit Suisse Intl London
N/A
Call
Written
Amazon.com, Inc.
Amazon.com, Inc.
100
4000.000000000000
USD
2022-01-21
XXXX
-29.010000000000
N
N
N
84966628 AMZN EQUITYOPTION---20220121
N/A
84966628 AMZN EQUITYOPTION---20220121
AEIA15535
1
NC
USD
-32550.38
-0.0079073190
N/A
DE
CORP
US
N
2
Credit Suisse Intl London
N/A
Call
Written
Amazon.com, Inc.
Amazon.com, Inc.
100
3800.000000000000
USD
2022-01-21
XXXX
564.220000000000
N
N
N
85060347 NXPI EQUITYOPTION---20210115
N/A
85060347 NXPI EQUITYOPTION---20210115
AEIA16939
8
NC
USD
-3415.6
-0.0008297365
N/A
DE
CORP
US
N
2
JPMORGAN CHASE BANK N.A
N/A
Call
Written
NXP Semiconductors NV
NXP Semiconductors NV
100
145.000000000000
USD
2021-01-15
XXXX
1141.840000000000
N
N
N
85060321 NXPI EQUITYOPTION---20210115
N/A
85060321 NXPI EQUITYOPTION---20210115
AEIA16970
8
NC
USD
-4438.6
-0.0010782493
N/A
DE
CORP
US
N
2
JPMORGAN CHASE BANK N.A
N/A
Call
Written
NXP Semiconductors NV
NXP Semiconductors NV
100
140.000000000000
USD
2021-01-15
XXXX
1269.400000000000
N
N
N
85040626 AMZN EQUITYOPTION---20220121
N/A
85040626 AMZN EQUITYOPTION---20220121
AEIA16988
1
NC
USD
-27714.81
-0.0067326355
N/A
DE
CORP
US
N
2
Credit Suisse Intl London
N/A
Call
Written
Amazon.com, Inc.
Amazon.com, Inc.
100
4000.000000000000
USD
2022-01-21
XXXX
7991.090000000000
N
N
N
85040634 AMZN EQUITYOPTION---20220121
N/A
85040634 AMZN EQUITYOPTION---20220121
AEIA16996
1
NC
USD
-30039.99
-0.0072974811
N/A
DE
CORP
US
N
2
Credit Suisse Intl London
N/A
Call
Written
Amazon.com, Inc.
Amazon.com, Inc.
100
3900.000000000000
USD
2022-01-21
XXXX
8298.210000000000
N
N
N
85026755 UNH EQUITYOPTION---20210115
N/A
85026755 UNH EQUITYOPTION---20210115
AEIA17028
7
NC
USD
-12376.96
-0.0030066798
N/A
DE
CORP
US
N
2
JPMORGAN CHASE BANK N.A
N/A
Call
Written
UnitedHealth Group Inc
UnitedHealth Group Inc
100
320.000000000000
USD
2021-01-15
XXXX
292.270000000000
N
N
N
85060329 NXPI EQUITYOPTION---20210115
N/A
85060329 NXPI EQUITYOPTION---20210115
AEIA17036
8
NC
USD
-5690.35
-0.0013823314
N/A
DE
CORP
US
N
2
JPMORGAN CHASE BANK N.A
N/A
Call
Written
NXP Semiconductors NV
NXP Semiconductors NV
100
135.000000000000
USD
2021-01-15
XXXX
1328.210000000000
N
N
N
Atmos Energy Corporation
QVLWEGTD2S8GJMO8D383
ATMOS ENERGY CORP COMMON STOCK
049560105
14613
NS
USD
1396856.67
0.3393321755
Long
EC
CORP
US
N
1
N
N
85079918 UNH EQUITYOPTION---20210115
N/A
85079918 UNH EQUITYOPTION---20210115
AEIA19297
9
NC
USD
-15913.23
-0.0038657302
N/A
DE
CORP
US
N
2
JPMORGAN CHASE BANK N.A
N/A
Call
Written
UnitedHealth Group Inc
UnitedHealth Group Inc
100
320.000000000000
USD
2021-01-15
XXXX
2387.460000000000
N
N
N
85080038 NXPI EQUITYOPTION---20210115
N/A
85080038 NXPI EQUITYOPTION---20210115
AEIA20717
10
NC
USD
-5548.25
-0.0013478117
N/A
DE
CORP
US
N
2
JPMORGAN CHASE BANK N.A
N/A
Call
Written
NXP Semiconductors NV
NXP Semiconductors NV
100
140.000000000000
USD
2021-01-15
XXXX
1879.850000000000
N
N
N
Bank of America Corporation
9DJT3UXIJIZJI4WXO774
BANK OF AMERICA CORP COMMON STOCK USD.01
060505104
331646
NS
USD
7989352.14
1.9408177665
Long
EC
CORP
US
N
1
N
N
N
Becton Dickinson and Company
ICE2EP6D98PQUILVRZ91
BECTON DICKINSON AND CO COMMON STOCK USD1.0
075887109
38838
NS
USD
9036825.84
2.1952758917
Long
EC
CORP
US
N
1
N
N
N
Boston Scientific Corporation
Y6ZDD9FP4P8JSSJMW954
BOSTON SCIENTIFIC CORP COMMON STOCK USD.01
101137107
143490
NS
USD
5482752.9
1.3319007663
Long
EC
CORP
US
N
1
N
N
N
CME Group Inc.
LCZ7XYGSLJUHFXXNXD88
CME GROUP INC COMMON STOCK USD.01
12572Q105
18878
NS
USD
3158478.18
0.7672750505
Long
EC
CORP
US
N
1
N
N
N
Danaher Corporation
S4BKK9OTCEWQ3YHPFM11
DANAHER CORP COMMON STOCK USD.01
235851102
39758
NS
USD
8561090.14
2.0797075349
Long
EC
CORP
US
N
1
N
N
N
Envista Holdings Corporation
N/A
ENVISTA HOLDINGS CORP COMMON STOCK
29415F104
122705
NS
USD
3028359.4
0.7356658743
Long
EC
CORP
US
N
1
N
N
N
Exelon Corporation
3SOUA6IRML7435B56G12
EXELON CORP COMMON STOCK
30161N101
123008
NS
USD
4398766.08
1.0685726714
Long
EC
CORP
US
N
1
N
N
N
Facebook Inc.
BQ4BKCS1HXDV9HN80Z93
FACEBOOK INC COMMON STOCK USD.000006
30303M102
16790
NS
USD
4397301
1.0682167660
Long
EC
CORP
US
N
1
N
N
N
Fiserv Inc.
GI7UBEJLXYLGR2C7GV83
FISERV INC COMMON STOCK USD.01
337738108
115437
NS
USD
11895782.85
2.8897895971
Long
EC
CORP
US
N
1
N
N
N
Fortive Corporation
549300MU9YQJYHDQEF63
FORTIVE CORP COMMON STOCK USD.01
34959J108
61070
NS
USD
4654144.7
1.1306106632
Long
EC
CORP
US
N
1
N
N
N
Arthur J. Gallagher and Co.
54930049QLLMPART6V29
ARTHUR J GALLAGHER and CO COMMON STOCK USD1.0
363576109
8100
NS
USD
855198
0.2077494449
Long
EC
CORP
US
N
1
N
N
N
General Electric Company
3C7474T6CDKPR9K6YT90
GENERAL ELECTRIC CO COMMON STOCK USD.06
369604103
2498365
NS
USD
15564813.95
3.7810909967
Long
EC
CORP
US
N
1
N
N
N
85080030 NXPI EQUITYOPTION---20210115
N/A
85080030 NXPI EQUITYOPTION---20210115
AEIA20741
10
NC
USD
-7112.94
-0.0017279149
N/A
DE
CORP
US
N
2
JPMORGAN CHASE BANK N.A
N/A
Call
Written
NXP Semiconductors NV
NXP Semiconductors NV
100
135.000000000000
USD
2021-01-15
XXXX
1994.060000000000
N
N
N
84950081 GE EQUITYOPTION---20210115
N/A
84950081 GE EQUITYOPTION---20210115
AEIA20766
329
NC
USD
-7065.47
-0.0017163832
N/A
DE
CORP
US
N
2
JPMORGAN CHASE BANK N.A
N/A
Call
Written
General Electric Company
General Electric Company
100
8.000000000000
USD
2021-01-15
XXXX
17810.220000000000
N
N
N
84950089 GE EQUITYOPTION---20210115
N/A
84950089 GE EQUITYOPTION---20210115
AEIA20782
329
NC
USD
-3984.09
-0.0009678373
N/A
DE
CORP
US
N
2
JPMORGAN CHASE BANK N.A
N/A
Call
Written
General Electric Company
General Electric Company
100
9.000000000000
USD
2021-01-15
XXXX
12284.960000000000
N
N
N
85080046 NXPI EQUITYOPTION---20210115
N/A
85080046 NXPI EQUITYOPTION---20210115
AEIA20790
10
NC
USD
-4269.49
-0.0010371682
N/A
DE
CORP
US
N
2
JPMORGAN CHASE BANK N.A
N/A
Call
Written
NXP Semiconductors NV
NXP Semiconductors NV
100
145.000000000000
USD
2021-01-15
XXXX
1679.710000000000
N
N
N
Global Payments Inc.
549300NOMHGVQBX6S778
GLOBAL PAYMENTS INC COMMON STOCK
37940X102
48703
NS
USD
8648678.74
2.1009850437
Long
EC
CORP
US
N
1
N
N
N
Hilton Worldwide Holdings Inc.
549300HVGPK36ICB0B89
HILTON WORLDWIDE HOLDINGS INC COMMON STOCK USD.01
43300A203
52122
NS
USD
4447049.04
1.0803018360
Long
EC
CORP
US
N
1
N
N
N
Humana Inc.
N/A
HUMANA INC COMMON STOCK USD.166
444859102
24930
NS
USD
10318277.7
2.5065732902
Long
EC
CORP
US
N
1
N
N
N
Ingersoll Rand Inc.
N/A
INGERSOLL RAND INC COMMON STOCK USD.01
45687V106
152139
NS
USD
5416148.4
1.3157208315
Long
EC
CORP
US
N
1
N
N
N
Intercontinental Exchange Inc.
5493000F4ZO33MV32P92
INTERCONTINENTAL EXCHANGE INC COMMON STOCK USD.01
45866F104
24972
NS
USD
2498448.6
0.6069370015
Long
EC
CORP
US
N
1
N
N
N
Keurig Dr Pepper Inc.
DYTQ8KRTKO7Y2BVU5K74
KEURIG DR PEPPER INC COMMON STOCK USD.01
49271V100
191223
NS
USD
5277754.8
1.2821014900
Long
EC
CORP
US
N
1
N
N
N
85115033 GE EQUITYOPTION---20210115
N/A
85115033 GE EQUITYOPTION---20210115
AEIA22564
387
NC
USD
-8311.06
-0.0020189688
N/A
DE
CORP
US
N
2
JPMORGAN CHASE BANK N.A
N/A
Call
Written
General Electric Company
General Electric Company
100
8.000000000000
USD
2021-01-15
XXXX
20326.940000000000
N
N
N
85092687 UNH EQUITYOPTION---20210115
N/A
85092687 UNH EQUITYOPTION---20210115
AEIA22598
5
NC
USD
-8840.69
-0.0021476295
N/A
DE
CORP
US
N
2
JPMORGAN CHASE BANK N.A
N/A
Call
Written
UnitedHealth Group Inc
UnitedHealth Group Inc
100
320.000000000000
USD
2021-01-15
XXXX
1885.560000000000
N
N
N
Marsh and McLennan Companies Inc.
549300XMP3KDCKJXIU47
MARSH and MCLENNAN COS INC COMMON STOCK USD1.0
571748102
99261
NS
USD
11385236.7
2.7657648926
Long
EC
CORP
US
N
1
N
N
N
Marriott International Inc.
225YDZ14ZO8E1TXUSU86
MARRIOTT INTERNATIONAL INC/MD COMMON STOCK USD.01
571903202
50308
NS
USD
4657514.64
1.1314293077
Long
EC
CORP
US
N
1
N
N
N
85115025 GE EQUITYOPTION---20210115
N/A
85115025 GE EQUITYOPTION---20210115
AEIA22606
387
NC
USD
-4686.45
-0.0011384584
N/A
DE
CORP
US
N
2
JPMORGAN CHASE BANK N.A
N/A
Call
Written
General Electric Company
General Electric Company
100
9.000000000000
USD
2021-01-15
XXXX
13889.550000000000
N
N
N
85140744 UNH EQUITYOPTION---20210115
N/A
85140744 UNH EQUITYOPTION---20210115
AEIA24263
13
NC
USD
-22985.78
-0.0055838333
N/A
DE
CORP
US
N
2
JPMORGAN CHASE BANK N.A
N/A
Call
Written
UnitedHealth Group Inc
UnitedHealth Group Inc
100
320.000000000000
USD
2021-01-15
XXXX
1758.030000000000
N
N
N
Mastercard Incorporated
AR5L2ODV9HN37376R084
MASTERCARD INC COMMON STOCK USD.0001
57636Q104
6205
NS
USD
2098344.85
0.5097415778
Long
EC
CORP
US
N
1
N
N
N
Microsoft Corporation
INR2EJN1ERAN0W5ZP974
MICROSOFT CORP COMMON STOCK USD.00000625
594918104
105500
NS
USD
22189815
5.3904730237
Long
EC
CORP
US
N
1
N
N
N
Waste Connections Inc.
549300HDLRTPBQU69P29
WASTE CONNECTIONS INC COMMON STOCK
94106B101
24398
NS
USD
2532512.4
0.6152119688
Long
EC
CORP
US
N
1
N
N
N
85115148 NXPI EQUITYOPTION---20210115
N/A
85115148 NXPI EQUITYOPTION---20210115
AEIA24297
5
NC
USD
-3556.47
-0.0008639574
N/A
DE
CORP
US
N
2
JPMORGAN CHASE BANK N.A
N/A
Call
Written
NXP Semiconductors NV
NXP Semiconductors NV
100
135.000000000000
USD
2021-01-15
XXXX
1004.330000000000
N
N
N
85115164 NXPI EQUITYOPTION---20210115
N/A
85115164 NXPI EQUITYOPTION---20210115
AEIA24321
5
NC
USD
-2134.75
-0.0005185853
N/A
DE
CORP
US
N
2
JPMORGAN CHASE BANK N.A
N/A
Call
Written
NXP Semiconductors NV
NXP Semiconductors NV
100
145.000000000000
USD
2021-01-15
XXXX
682.100000000000
N
N
N
85040642 AMZN EQUITYOPTION---20220121
N/A
85040642 AMZN EQUITYOPTION---20220121
AEIA24347
1
NC
USD
-32550.38
-0.0079073190
N/A
DE
CORP
US
N
2
Credit Suisse Intl London
N/A
Call
Written
Amazon.com, Inc.
Amazon.com, Inc.
100
3800.000000000000
USD
2022-01-21
XXXX
1991.220000000000
N
N
N
85115156 NXPI EQUITYOPTION---20210115
N/A
85115156 NXPI EQUITYOPTION---20210115
AEIA24362
5
NC
USD
-2774.12
-0.0006739046
N/A
DE
CORP
US
N
2
JPMORGAN CHASE BANK N.A
N/A
Call
Written
NXP Semiconductors NV
NXP Semiconductors NV
100
140.000000000000
USD
2021-01-15
XXXX
839.980000000000
N
N
N
TE Connectivity Ltd.
N/A
TE CONNECTIVITY LTD COMMON STOCK CHF.57
H84989104
60105
NS
USD
5874662.7
1.4271056702
Long
EC
CORP
CH
N
1
N
N
N
NXP Semiconductors N.V.
N/A
NXP SEMICONDUCTORS NV COMMON STOCK
N6596X109
68468
NS
USD
8545491.08
2.0759181246
Long
EC
CORP
NL
N
1
N
N
N
85340281 GOOG JAN22 1800 CALL
N/A
85340281 GOOG JAN22 1800 CALL
N/A
4
NC
USD
-39191.09
-0.0095205171
N/A
DE
CORP
US
N
2
GOLDMAN SACHS INTERNATIONAL
N/A
Call
Written
ALPHABET INC
ALPHABET INC
100
1800.000000000000
USD
2022-01-21
XXXX
-3431.170000000000
N
N
N
85340273 GOOG JAN22 1780 CALL
N/A
85340273 GOOG JAN22 1780 CALL
N/A
5
NC
USD
-51420.73
-0.0124914091
N/A
DE
CORP
US
N
2
GOLDMAN SACHS INTERNATIONAL
N/A
Call
Written
ALPHABET INC
ALPHABET INC
100
1780.000000000000
USD
2022-01-21
XXXX
-4014.730000000000
N
N
N
85340265 GOOG JAN22 1760 CALL
N/A
85340265 GOOG JAN22 1760 CALL
N/A
5
NC
USD
-53968.62
-0.0131103567
N/A
DE
CORP
US
N
2
GOLDMAN SACHS INTERNATIONAL
N/A
Call
Written
ALPHABET INC
ALPHABET INC
100
1760.000000000000
USD
2022-01-21
XXXX
-3606.470000000000
N
N
N
85340241 V JAN22 225 CALL
N/A
85340241 V JAN22 225 CALL
N/A
7
NC
USD
-11186.42
-0.0027174672
N/A
DE
CORP
US
N
2
GOLDMAN SACHS INTERNATIONAL
N/A
Call
Written
VISA INC CLASS A
VISA INC CLASS A
100
225.000000000000
USD
2022-01-21
XXXX
-2842.420000000000
N
N
N
85340249 V JAN22 230 CALL
N/A
85340249 V JAN22 230 CALL
N/A
7
NC
USD
-10025.63
-0.0024354817
N/A
DE
CORP
US
N
2
GOLDMAN SACHS INTERNATIONAL
N/A
Call
Written
VISA INC CLASS A
VISA INC CLASS A
100
230.000000000000
USD
2022-01-21
XXXX
-2871.630000000000
N
N
N
85388094 V JAN22 230 CALL
N/A
85388094 V JAN22 230 CALL
N/A
6
NC
USD
-8593.4
-0.0020875564
N/A
DE
CORP
US
N
2
GOLDMAN SACHS INTERNATIONAL
N/A
Call
Written
VISA INC CLASS A
VISA INC CLASS A
100
230.000000000000
USD
2022-01-21
XXXX
-1561.400000000000
N
N
N
85388086 V JAN22 225 CALL
N/A
85388086 V JAN22 225 CALL
N/A
6
NC
USD
-9588.36
-0.0023292576
N/A
DE
CORP
US
N
2
GOLDMAN SACHS INTERNATIONAL
N/A
Call
Written
VISA INC CLASS A
VISA INC CLASS A
100
225.000000000000
USD
2022-01-21
XXXX
-1506.360000000000
N
N
N
85400536 V EQUITYOPTION---20220121
N/A
85400536 V EQUITYOPTION---20220121
AEIA38230
14
NC
USD
-22372.85
-0.0054349369
N/A
DE
CORP
US
N
2
GOLDMAN SACHS INTERNATIONAL
N/A
Call
Written
VISA INC CLASS A
VISA INC CLASS A
100
225.000000000000
USD
2022-01-21
XXXX
-4134.210000000000
N
N
N
85400544 V EQUITYOPTION---20220121
N/A
85400544 V EQUITYOPTION---20220121
AEIA38255
14
NC
USD
-20051.27
-0.0048709658
N/A
DE
CORP
US
N
2
GOLDMAN SACHS INTERNATIONAL
N/A
Call
Written
VISA INC CLASS A
VISA INC CLASS A
100
230.000000000000
USD
2022-01-21
XXXX
-3734.270000000000
N
N
N
85700606 FB EQUITYOPTION---20220121
N/A
85700606 FB EQUITYOPTION---20220121
AEIA62909
50
NC
USD
-51372.41
-0.0124796710
N/A
DE
CORP
US
N
2
JPMORGAN CHASE BANK N.A
N/A
Call
Written
FACEBOOK INC
FACEBOOK INC
100
400.000000000000
USD
2022-01-21
XXXX
56262.590000000000
N
N
N
85750168 V EQUITYOPTION---20220121
N/A
85750168 V EQUITYOPTION---20220121
AEIA68906
13
NC
USD
-9076.09
-0.0022048142
N/A
DE
CORP
US
N
2
GOLDMAN SACHS INTERNATIONAL
N/A
Call
Written
VISA INC CLASS A
VISA INC CLASS A
100
260.000000000000
USD
2022-01-21
XXXX
3104.910000000000
N
N
N
85769639 V EQUITYOPTION---20220121
N/A
85769639 V EQUITYOPTION---20220121
AEIA68922
13
NC
USD
-11664.77
-0.0028336707
N/A
DE
CORP
US
N
2
GOLDMAN SACHS INTERNATIONAL
N/A
Call
Written
VISA INC CLASS A
VISA INC CLASS A
100
250.000000000000
USD
2022-01-21
XXXX
4221.230000000000
N
N
N
85769631 V EQUITYOPTION---20220121
N/A
85769631 V EQUITYOPTION---20220121
AEIA68930
13
NC
USD
-6986.01
-0.0016970803
N/A
DE
CORP
US
N
2
GOLDMAN SACHS INTERNATIONAL
N/A
Call
Written
VISA INC CLASS A
VISA INC CLASS A
100
270.000000000000
USD
2022-01-21
XXXX
2269.990000000000
N
N
N
85769647 MSFT EQUITYOPTION---20220121
N/A
85769647 MSFT EQUITYOPTION---20220121
AEIA69086
65
NC
USD
-65746.36
-0.0159714707
N/A
DE
CORP
US
N
2
CITIBANK N.A.
N/A
Call
Written
MICROSOFT CORP
MICROSOFT CORP
100
280.000000000000
USD
2022-01-21
XXXX
67633.640000000000
N
N
N
85769655 BAC EQUITYOPTION---20220121
N/A
85769655 BAC EQUITYOPTION---20220121
AEIA69342
413
NC
USD
-76017.36
-0.0184665590
N/A
DE
CORP
US
N
2
SUSQUEHANNA FINANCIAL GROUP LL
N/A
Call
Written
Bank of America Corp
Bank of America Corp
100
30.000000000000
USD
2022-01-21
XXXX
30123.640000000000
N
N
N
85946192 AMZN EQUITYOPTION---20220121
N/A
85946192 AMZN EQUITYOPTION---20220121
AEIA78699
1
NC
USD
-27714.81
-0.0067326355
N/A
DE
CORP
US
N
2
CITIBANK N.A.
N/A
Call
Written
Amazon.com, Inc.
Amazon.com, Inc.
100
4000.000000000000
USD
2022-01-21
XXXX
-387.810000000000
N
N
N
85946184 AMZN EQUITYOPTION---20220121
N/A
85946184 AMZN EQUITYOPTION---20220121
AEIA78707
1
NC
USD
-25568.28
-0.0062111885
N/A
DE
CORP
US
N
2
CITIBANK N.A.
N/A
Call
Written
Amazon.com, Inc.
Amazon.com, Inc.
100
4100.000000000000
USD
2022-01-21
XXXX
-401.280000000000
N
N
N
85946176 AMZN EQUITYOPTION---20220121
N/A
85946176 AMZN EQUITYOPTION---20220121
AEIA78715
2
NC
USD
-43540.92
-0.0105772020
N/A
DE
CORP
US
N
2
CITIBANK N.A.
N/A
Call
Written
Amazon.com, Inc.
Amazon.com, Inc.
100
4300.000000000000
USD
2022-01-21
XXXX
-926.920000000000
N
N
N
85946200 AMZN EQUITYOPTION---20220121
N/A
85946200 AMZN EQUITYOPTION---20220121
AEIA78723
1
NC
USD
-23590.9
-0.0057308324
N/A
DE
CORP
US
N
2
CITIBANK N.A.
N/A
Call
Written
Amazon.com, Inc.
Amazon.com, Inc.
100
4200.000000000000
USD
2022-01-21
XXXX
-463.900000000000
N
N
N
86081192 AEP EQUITYOPTION---20220121
N/A
86081192 AEP EQUITYOPTION---20220121
AEIA89084
63
NC
USD
-19560.78
-0.0047518132
N/A
DE
CORP
US
N
2
JPMORGAN CHASE BANK N.A
N/A
Call
Written
AMERICAN ELECTRIC POWER
AMERICAN ELECTRIC POWER
100
95.000000000000
USD
2022-01-21
XXXX
-5668.020000000000
N
N
N
Alliant Holdings Intermediate LLC
5493006Q26653NF8SI73
ALLIANT HLDGS I L P TERM LOAN B 1
01881UAE5
371469.64
PA
USD
360280.97
0.0875214530
Long
LON
CORP
US
N
2
2025-05-09
Floating
2.897
N
N
N
N
N
N
Alliant Holdings Intermediate LLC
5493006Q26653NF8SI73
ALLIANT HOLDINGS INTER LLC TERM LOAN B
01881UAF2
180000
PA
USD
176549.4
0.0428883602
Long
LON
CORP
US
N
2
2025-05-09
Floating
3.401
N
N
N
N
N
N
86081184 AEP EQUITYOPTION---20220121
N/A
86081184 AEP EQUITYOPTION---20220121
AEIA89100
63
NC
USD
-28468.06
-0.0069156191
N/A
DE
CORP
US
N
2
JPMORGAN CHASE BANK N.A
N/A
Call
Written
AMERICAN ELECTRIC POWER
AMERICAN ELECTRIC POWER
100
90.000000000000
USD
2022-01-21
XXXX
-5534.170000000000
N
N
N
AmWINS Group Inc.
N/A
AMWINS GROUP INC TERM LOAN
03234TAR9
208815.34
PA
USD
206679.16
0.0502076487
Long
LON
CORP
US
N
2
2024-01-25
Floating
3.750000000000
N
N
N
N
N
N
Applied Systems Inc.
N/A
APPLIED SYS INC TERM LOAN
03827FAX9
189511.7
PA
USD
188149.11
0.0457062261
Long
LON
CORP
US
N
2
2024-09-19
Floating
4.250000000000
N
N
N
N
N
N
CCC Information Services Inc.
N/A
CYPRESS INTER HLDGS III INC FIRST LIEN
124886AH5
2402794.84
PA
USD
2382274.97
0.5787154585
Long
LON
CORP
US
N
2
2024-04-29
Floating
4.000000000000
N
N
N
N
N
N
CPI Holdco LLC
N/A
CPI HOLDCO LLC 2019 TERM LOAN
12594WAJ5
99500
PA
USD
98753.75
0.0239898091
Long
LON
CORP
US
N
2
2026-11-04
Floating
4.397
N
N
N
N
N
N
SkyMiles IP Ltd.
N/A
DELTA AIR LINES INC 2020 1ST LIEN TERM LOAN B
24736CBS2
780000
PA
USD
785155.8
0.1907344049
Long
LON
CORP
US
N
2
2027-09-16
Floating
0
N
N
N
N
N
N
NVA HOLDINGS INC 2019 TERM LOAN A3
N/A
NVA HOLDINGS INC 2019 TERM LOAN A3
25445FAB2
850000
PA
USD
833000
0.2023569835
Long
LON
CORP
US
N
2
2023-02-20
Floating
2.438
N
N
N
N
N
N
Azalea Topco Inc.
N/A
EMERALD TOPCO INC TERM LOAN
29102TAB8
719242.48
PA
USD
690925.9
0.1678435546
Long
LON
CORP
US
N
2
2026-07-24
Floating
3.761
N
N
N
N
N
N
Filtration Group Corporation
N/A
FILTRATION GROUP CORP TERM LOAN
31732FAM8
94748.09
PA
USD
92749.85
0.0225313084
Long
LON
CORP
US
N
2
2025-03-29
Floating
3.147
N
N
N
N
N
N
Refinitiv US Holdings Inc.
N/A
FINANCIAL RISK US HLDGS INC TERM LOAN B
31740MAC5
7755933.1
PA
USD
7671470.99
1.8635963132
Long
LON
CORP
US
N
2
2025-10-01
Floating
3.397
N
N
N
N
N
N
Four Seasons Hotels Limited
5493009FUVX8LHYY2202
FOUR SEASONS HLDGS INC FIRST LIEN
35100DAR7
522286.82
PA
USD
507271.07
0.1232291039
Long
LON
CORP
CA
N
2
2023-11-30
Floating
2.147
N
N
N
N
N
N
H.B. Fuller Company
JSMX3Z5FOYM8V0Q52357
H B FULLER CO TERM LOAN
40409VAR5
188062.56
PA
USD
185313.09
0.0450172844
Long
LON
CORP
US
N
2
2024-10-20
Floating
2.156
N
N
N
N
N
N
HUB International Limited
549300JQT6ATTUNS5E06
HUB INTL LTD TERM LOAN B 1
44332EAP1
5138669.74
PA
USD
4959792.65
1.2048603597
Long
LON
CORP
US
N
2
2025-04-25
Floating
3.264
N
N
N
N
N
N
Alliant Energy Corporation
N/A
ALLIANT ENERGY CORP COMMON STOCK USD.01
018802108
28433
NS
USD
1468564.45
0.3567518274
Long
EC
CORP
US
N
1
N
N
N
Alphabet Inc.
5493006MHB84DD0ZWV18
ALPHABET INC COMMON STOCK USD.001
02079K107
8722
NS
USD
12817851.2
3.1137835586
Long
EC
CORP
US
N
1
N
N
N
Alphabet Inc.
5493006MHB84DD0ZWV18
ALPHABET INC COMMON STOCK USD.001
02079K305
401
NS
USD
587705.6
0.1427687064
Long
EC
CORP
US
N
1
N
N
N
Amazon.com Inc.
ZXTILKJKG63JELOEG630
AMAZON.COM INC COMMON STOCK USD.01
023135106
4174
NS
USD
13142799.02
3.1927216866
Long
EC
CORP
US
N
1
N
N
N
Ameren Corporation
XRZQ5S7HYJFPHJ78L959
AMEREN CORP COMMON STOCK USD.01
023608102
93579
NS
USD
7400227.32
1.7977042953
Long
EC
CORP
US
N
1
N
N
N
American Electric Power Company Inc.
1B4S6S7G0TW5EE83BO58
AMERICAN ELECTRIC POWER CO INC COMMON STOCK USD6.5
025537101
170552
NS
USD
13939214.96
3.3861914673
Long
EC
CORP
US
N
1
N
N
N
ROWE T PRICE GOV RES FD 20340919 00000.0000000000
N/A
ROWE T PRICE GOV RES FD 20340919 00000.0000000000
76105Y109
47469076.12
NS
USD
47469076.12
11.5314514467
Long
STIV
RF
US
N
1
N
N
N
Wendy's Funding LLC
N/A
WENDY'S FUNDING LLC WEN 2018 1A A2I 144A
95058XAD0
323842.5
PA
USD
334723.61
0.0813129172
Long
ABS-O
CORP
US
N
2
2048-03-15
Fixed
3.573000000000
N
N
N
N
N
N
JH COLLATERAL
N/A
JH COLLATERAL
N/A
54403.67
NS
USD
544575.31
0.1322912570
Long
EC
RF
US
N
1
N
N
2020-10-30
John Hancock Variable Insurance Trust
/s/Salvatore Schiavone
Salvatore Schiavone
Treasurer
XXXX