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
2020-12-31
N
455685997.210000000000
5612899.160000000000
450073098.050000000000
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
146.780000000000
EUR
USD
N
Welbilt Inc.
549300UR3W71YLZWI068
MANITOWOC FOODSERVICE INC TERM LOAN B
56356XAE9
175000
PA
USD
165375
0.0367440313
Long
LON
CORP
US
N
2
2025-10-23
Floating
2.645
N
N
N
N
N
N
Mileage Plus Holdings LLC
N/A
MILEAGE PLUS HOLDINGS LLC 2020 TERM LOAN B
59921PAB2
1610000
PA
USD
1673401.8
0.3718066703
Long
LON
CORP
US
N
2
2027-06-25
Floating
6.250000000000
N
N
N
N
N
N
PetVet Care Centers LLC
N/A
PEARL INTERMEDIATE PARENT LLC FIRST LIEN
70476XAC9
84565.28
PA
USD
82556.85
0.0183429870
Long
LON
CORP
US
N
2
2025-02-14
Floating
2.897
N
N
N
N
N
N
PetVet Care Centers LLC
N/A
PETVET CARE TERM LOAN
70476XAH8
49745.55
PA
USD
49030.71
0.0108939437
Long
LON
CORP
US
N
2
2025-02-14
Floating
3.397
N
N
N
N
N
N
PetVet Care Centers LLC
N/A
PETVET CARE CENTERS LLC DELAYED DRAW TERM LOAN
70476XAJ4
153426.36
PA
USD
153618.14
0.0341318201
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
22666.25
0.0050361264
Long
LON
CORP
US
N
2
2024-01-26
Floating
2.147
N
N
N
N
N
N
Ryan Specialty Group LLC
N/A
RYAN SPECIALTY GROUP LLC TERM LOAN
78350UAE5
239400
PA
USD
238502.25
0.0529918920
Long
LON
CORP
US
N
2
2027-09-01
Floating
4
N
N
N
N
N
N
SeaWorld Parks and Entertainment Inc.
N/A
SW ACQUISITIONS CO INC TERM LOAN B 5
78488CAG5
229404.14
PA
USD
222522.02
0.0494413065
Long
LON
CORP
US
N
2
2024-03-31
Floating
3.750000000000
N
N
N
N
N
N
USI Inc.
N/A
USI INC INCREMENTAL TERM LOAN B
90351NAE5
767897.42
PA
USD
756217.7
0.1680210844
Long
LON
CORP
US
N
2
2024-05-16
Floating
3.254
N
N
N
N
N
N
Global Payments Inc.
549300NOMHGVQBX6S778
GLOBAL PAYMENTS INC COMMON STOCK
37940X102
52336
NS
USD
11274221.12
2.5049755626
Long
EC
CORP
US
N
1
N
N
N
Hilton Worldwide Holdings Inc.
549300HVGPK36ICB0B89
HILTON WORLDWIDE HOLDINGS INC COMMON STOCK USD.01
43300A203
29422
NS
USD
3273491.72
0.7273244578
Long
EC
CORP
US
N
1
N
N
N
Humana Inc.
N/A
HUMANA INC COMMON STOCK USD.166
444859102
28864
NS
USD
11842033.28
2.6311355492
Long
EC
CORP
US
N
1
N
N
N
Huntington Bancshares Incorporated
549300XTVCVV9I7B5T19
HUNTINGTON BANCSHARES INC/OH COMMON STOCK USD.01
446150104
36500
NS
USD
460995
0.1024266951
Long
EC
CORP
US
N
1
N
N
N
FIXED INC CLEARING CORP.REPO
N/A
FIXED INC CLEARING CORP.REPO
85748R009
3288000
PA
USD
3288000
0.7305479964
Long
RA
CORP
US
N
2
Repurchase
N
0.000000000000000
2021-01-04
3357700
USD
3353794.9949
USD
UST
N
N
N
PerkinElmer Inc.
549300IKL1SDPFI7N655
PERKINELMER INC COMMON STOCK USD1.0
714046109
19043
NS
USD
2732670.5
0.6071614837
Long
EC
CORP
US
N
1
N
N
N
Public Service Enterprise Group Incorporated
PUSS41EMO3E6XXNV3U28
PUBLIC SERVICE ENTERPRISE GROU COMMON STOCK
744573106
97252
NS
USD
5669791.6
1.2597490551
Long
EC
CORP
US
N
1
N
N
N
Roper Technologies Inc.
N/A
ROPER TECHNOLOGIES INC COMMON STOCK USD.01
776696106
8564
NS
USD
3691854.76
0.8202789227
Long
EC
CORP
US
N
1
N
N
N
Ross Stores Inc.
549300ENZFLPGRDFZQ60
ROSS STORES INC COMMON STOCK USD.01
778296103
25905
NS
USD
3181393.05
0.7068614107
Long
EC
CORP
US
N
1
N
N
N
salesforce.com inc.
RCGZFPDMRW58VJ54VR07
SALESFORCE.COM INC COMMON STOCK USD.001
79466L302
14900
NS
USD
3315697
0.7367018856
Long
EC
CORP
US
N
1
N
N
N
TE Connectivity Ltd.
N/A
TE CONNECTIVITY LTD COMMON STOCK CHF.57
H84989104
53122
NS
USD
6431480.54
1.4289857732
Long
EC
CORP
CH
N
1
N
N
N
NXP Semiconductors N.V.
N/A
NXP SEMICONDUCTORS NV COMMON STOCK
N6596X109
50979
NS
USD
8106170.79
1.8010787192
Long
EC
CORP
NL
N
1
N
N
N
HUB International Limited
549300JQT6ATTUNS5E06
HUB INTERNATIONAL LIMITED 2019 INCREMENTAL TERM LOAN B
44332EAT3
1712936.07
PA
USD
1715608.25
0.3811843581
Long
LON
CORP
US
N
2
2025-04-25
Floating
5
N
N
N
N
N
N
Life Time Inc.
549300PALKE96VYH4X17
LTF MERGER SUB INC TERM LOAN
50218KAD0
672817.21
PA
USD
652969.1
0.1450806775
Long
LON
CORP
US
N
2
2022-06-10
Floating
3.750000000000
N
N
N
N
N
N
Unitedhealth Group Incorporated
549300GHBMY8T5GXDE41
UNITEDHEALTH GROUP INC COMMON STOCK USD.01
91324P102
26584
NS
USD
9322477.12
2.0713251159
Long
EC
CORP
US
N
1
N
N
N
Visa Inc.
549300JZ4OKEHW3DPJ59
VISA INC COMMON STOCK USD.0001
92826C839
56486
NS
USD
12355182.78
2.7451502508
Long
EC
CORP
US
N
1
N
N
N
Waste Connections Inc.
549300HDLRTPBQU69P29
WASTE CONNECTIONS INC COMMON STOCK
94106B101
26498
NS
USD
2717899.86
0.6038796524
Long
EC
CORP
US
N
1
N
N
N
Wendy's Funding LLC
N/A
WENDY'S FUNDING LLC WEN 2018 1A A2I 144A
95058XAD0
323010
PA
USD
332971.63
0.0739816780
Long
ABS-O
CORP
US
N
2
2048-03-15
Fixed
3.573000000000
N
N
N
N
N
N
YUM! Brands Inc.
549300JE8XHZZ7OHN517
YUM! BRANDS INC COMMON STOCK
988498101
83556
NS
USD
9070839.36
2.0154146958
Long
EC
CORP
US
N
1
N
N
N
83699067 HUM EQUITYOPTION---20210115
N/A
83699067 HUM EQUITYOPTION---20210115
AEI945634
5
NC
USD
-1281.66
-0.0002847671
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
10720.340000000000
N
N
N
83699051 HLT EQUITYOPTION---20210115
N/A
83699051 HLT EQUITYOPTION---20210115
AEI945642
4
NC
USD
-8511.2
-0.0018910706
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
-5850.800000000000
N
N
N
83695512 YUM EQUITYOPTION---20210115
N/A
83695512 YUM EQUITYOPTION---20210115
AEI945683
5
NC
USD
-4408.7
-0.0009795520
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
-1973.700000000000
N
N
N
83699195 UNH EQUITYOPTION---20210115
N/A
83699195 UNH EQUITYOPTION---20210115
AEI945709
6
NC
USD
-19010.15
-0.0042237917
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
-8725.250000000000
N
N
N
83781277 BDX EQUITYOPTION---20210115
N/A
83781277 BDX EQUITYOPTION---20210115
AEI948331
5
NC
USD
-9.78
-0.0000021730
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
6917.020000000000
N
N
N
83781285 BDX EQUITYOPTION---20210115
N/A
83781285 BDX EQUITYOPTION---20210115
AEI948349
5
NC
USD
-0.03
-0.0000000067
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
3745.570000000000
N
N
N
83699155 NXPI EQUITYOPTION---20210115
N/A
83699155 NXPI JAN21 125 CALL
N/A
8
NC
USD
-27254.4
-0.0060555497
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
-21798.640000000000
N
N
N
83781210 YUM EQUITYOPTION---20210115
N/A
83781210 YUM EQUITYOPTION---20210115
AEI951921
16
NC
USD
-14107.83
-0.0031345642
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
-7668.310000000000
N
N
N
83781202 YUM EQUITYOPTION---20210115
N/A
83781202 YUM EQUITYOPTION---20210115
AEI951954
15
NC
USD
-20512.93
-0.0045576885
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
-12074.230000000000
N
N
N
84025976 V EQUITYOPTION---20210115
N/A
84025976 V EQUITYOPTION---20210115
AEI972505
17
NC
USD
-17094.02
-0.0037980542
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
4403.670000000000
N
N
N
84203538 V EQUITYOPTION---20210115
N/A
84203538 V EQUITYOPTION---20210115
AEI979781
6
NC
USD
-2038.67
-0.0004529642
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
3254.170000000000
N
N
N
84203554 YUM EQUITYOPTION---20210115
N/A
84203554 YUM EQUITYOPTION---20210115
AEI979799
17
NC
USD
-14989.57
-0.0033304746
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
-6543.290000000000
N
N
N
84203562 YUM EQUITYOPTION---20210115
N/A
84203562 YUM EQUITYOPTION---20210115
AEI979880
17
NC
USD
-7430.61
-0.0016509785
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
-1625.620000000000
N
N
N
84143285 ICE EQUITYOPTION---20210115
N/A
84143285 ICE EQUITYOPTION---20210115
AEI979898
20
NC
USD
-20838.99
-0.0046301345
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
-12758.390000000000
N
N
N
84143277 ICE EQUITYOPTION---20210115
N/A
84143277 ICE EQUITYOPTION---20210115
AEI979930
20
NC
USD
-30651.26
-0.0068102848
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
-18805.460000000000
N
N
N
84203530 V EQUITYOPTION---20210115
N/A
84203530 V EQUITYOPTION---20210115
AEI980011
6
NC
USD
-6033.18
-0.0013404889
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
1707.180000000000
N
N
N
84170801 YUM EQUITYOPTION---20210115
N/A
84170801 YUM EQUITYOPTION---20210115
AEI980680
16
NC
USD
-14107.83
-0.0031345642
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
-7253.590000000000
N
N
N
84170809 YUM EQUITYOPTION---20210115
N/A
84170809 YUM EQUITYOPTION---20210115
AEI980698
16
NC
USD
-6993.52
-0.0015538631
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
-2604.080000000000
N
N
N
84849402 V EQUITYOPTION---20210115
N/A
84849402 V EQUITYOPTION---20210115
AEIA05833
5
NC
USD
-5027.65
-0.0011170741
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
-722.250000000000
N
N
N
84849418 V EQUITYOPTION---20210115
N/A
84849418 V EQUITYOPTION---20210115
AEIA05858
5
NC
USD
-1698.89
-0.0003774698
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
1101.410000000000
N
N
N
84849410 V EQUITYOPTION---20210115
N/A
84849410 V EQUITYOPTION---20210115
AEIA05874
5
NC
USD
-3135.39
-0.0006966402
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
42.760000000000
N
N
N
84893784 V EQUITYOPTION---20210115
N/A
84893784 V EQUITYOPTION---20210115
AEIA06781
5
NC
USD
-1698.89
-0.0003774698
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
1286.360000000000
N
N
N
84893768 V EQUITYOPTION---20210115
N/A
84893768 V EQUITYOPTION---20210115
AEIA06807
5
NC
USD
-5027.65
-0.0011170741
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
-475.600000000000
N
N
N
84893776 V EQUITYOPTION---20210115
N/A
84893776 V EQUITYOPTION---20210115
AEIA06815
5
NC
USD
-3135.39
-0.0006966402
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
261.960000000000
N
N
N
84952490 UNH EQUITYOPTION---20210115
N/A
84952490 UNH EQUITYOPTION---20210115
AEIA14611
1
NC
USD
-3168.36
-0.0007039656
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
-1502.800000000000
N
N
N
84966620 AMZN EQUITYOPTION---20220121
N/A
84966620 AMZN EQUITYOPTION---20220121
AEIA15519
1
NC
USD
-24763.24
-0.0055020485
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
5514.060000000000
N
N
N
84966612 AMZN EQUITYOPTION---20220121
N/A
84966612 AMZN EQUITYOPTION---20220121
AEIA15527
1
NC
USD
-22281.95
-0.0049507402
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
5403.850000000000
N
N
N
84966628 AMZN EQUITYOPTION---20220121
N/A
84966628 AMZN EQUITYOPTION---20220121
AEIA15535
1
NC
USD
-27479.15
-0.0061054860
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
5635.450000000000
N
N
N
85060347 NXPI EQUITYOPTION---20210115
N/A
85060347 NXPI EQUITYOPTION---20210115
AEIA16939
8
NC
USD
-11713.88
-0.0026026617
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
-7156.440000000000
N
N
N
85060321 NXPI EQUITYOPTION---20210115
N/A
85060321 NXPI EQUITYOPTION---20210115
AEIA16970
8
NC
USD
-15461.69
-0.0034353731
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
-9753.690000000000
N
N
N
85040626 AMZN EQUITYOPTION---20220121
N/A
85040626 AMZN EQUITYOPTION---20220121
AEIA16988
1
NC
USD
-22281.95
-0.0049507402
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
13423.950000000000
N
N
N
85040634 AMZN EQUITYOPTION---20220121
N/A
85040634 AMZN EQUITYOPTION---20220121
AEIA16996
1
NC
USD
-24763.24
-0.0055020485
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
13574.960000000000
N
N
N
85026755 UNH EQUITYOPTION---20210115
N/A
85026755 UNH EQUITYOPTION---20210115
AEIA17028
7
NC
USD
-22178.5
-0.0049277551
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
-9509.270000000000
N
N
N
85060329 NXPI EQUITYOPTION---20210115
N/A
85060329 NXPI EQUITYOPTION---20210115
AEIA17036
8
NC
USD
-19342.76
-0.0042976930
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
-12324.200000000000
N
N
N
85079918 UNH EQUITYOPTION---20210115
N/A
85079918 UNH EQUITYOPTION---20210115
AEIA19297
9
NC
USD
-28515.22
-0.0063356864
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
-10214.530000000000
N
N
N
85080038 NXPI EQUITYOPTION---20210115
N/A
85080038 NXPI EQUITYOPTION---20210115
AEIA20717
10
NC
USD
-19327.11
-0.0042942158
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
-11899.010000000000
N
N
N
85080030 NXPI EQUITYOPTION---20210115
N/A
85080030 NXPI EQUITYOPTION---20210115
AEIA20741
10
NC
USD
-24178.46
-0.0053721185
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
-15071.460000000000
N
N
N
84950081 GE EQUITYOPTION---20210115
N/A
84950081 GE EQUITYOPTION---20210115
AEIA20766
329
NC
USD
-92250.25
-0.0204967261
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
-67374.560000000000
N
N
N
84950089 GE EQUITYOPTION---20210115
N/A
84950089 GE EQUITYOPTION---20210115
AEIA20782
329
NC
USD
-59778.51
-0.0132819558
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
-43509.460000000000
N
N
N
85080046 NXPI EQUITYOPTION---20210115
N/A
85080046 NXPI EQUITYOPTION---20210115
AEIA20790
10
NC
USD
-14642.34
-0.0032533249
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
-8693.140000000000
N
N
N
85115033 GE EQUITYOPTION---20210115
N/A
85115033 GE EQUITYOPTION---20210115
AEIA22564
387
NC
USD
-108513.21
-0.0241101302
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
-79875.210000000000
N
N
N
85092687 UNH EQUITYOPTION---20210115
N/A
85092687 UNH EQUITYOPTION---20210115
AEIA22598
5
NC
USD
-15841.79
-0.0035198260
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
-5115.540000000000
N
N
N
85115025 GE EQUITYOPTION---20210115
N/A
85115025 GE EQUITYOPTION---20210115
AEIA22606
387
NC
USD
-70316.97
-0.0156234555
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
-51740.970000000000
N
N
N
85140744 UNH EQUITYOPTION---20210115
N/A
85140744 UNH EQUITYOPTION---20210115
AEIA24263
13
NC
USD
-41188.65
-0.0091515468
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
-16444.840000000000
N
N
N
85115148 NXPI EQUITYOPTION---20210115
N/A
85115148 NXPI EQUITYOPTION---20210115
AEIA24297
5
NC
USD
-12089.23
-0.0026860592
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
-7528.430000000000
N
N
N
85115164 NXPI EQUITYOPTION---20210115
N/A
85115164 NXPI EQUITYOPTION---20210115
AEIA24321
5
NC
USD
-7321.17
-0.0016266624
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
-4504.320000000000
N
N
N
85040642 AMZN EQUITYOPTION---20220121
N/A
85040642 AMZN EQUITYOPTION---20220121
AEIA24347
1
NC
USD
-27479.15
-0.0061054860
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
7062.450000000000
N
N
N
85115156 NXPI EQUITYOPTION---20210115
N/A
85115156 NXPI EQUITYOPTION---20210115
AEIA24362
5
NC
USD
-9663.55
-0.0021471068
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
-6049.450000000000
N
N
N
85340281 GOOG EQUITYOPTION---20220121
N/A
85340281 GOOG JAN22 1800 CALL
N/A
4
NC
USD
-81398.22
-0.0180855555
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
-45638.300000000000
N
N
N
85340273 GOOG EQUITYOPTION---20220121
N/A
85340273 GOOG JAN22 1780 CALL
N/A
5
NC
USD
-106343.11
-0.0236279641
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
-58937.110000000000
N
N
N
85340265 GOOG EQUITYOPTION---20220121
N/A
85340265 GOOG JAN22 1760 CALL
N/A
5
NC
USD
-111095.77
-0.0246839392
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
-60733.620000000000
N
N
N
85340241 V EQUITYOPTION---20220121
N/A
85340241 V JAN22 225 CALL
N/A
7
NC
USD
-15447.33
-0.0034321825
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
-7103.330000000000
N
N
N
85340249 V EQUITYOPTION---20220121
N/A
85340249 V JAN22 230 CALL
N/A
7
NC
USD
-13897.75
-0.0030878873
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
-6743.750000000000
N
N
N
85388094 V EQUITYOPTION---20220121
N/A
85388094 V JAN22 230 CALL
N/A
6
NC
USD
-11912.36
-0.0026467612
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
-4880.360000000000
N
N
N
85388086 V EQUITYOPTION---20220121
N/A
85388086 V JAN22 225 CALL
N/A
6
NC
USD
-13240.57
-0.0029418710
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
-5158.570000000000
N
N
N
85400536 V EQUITYOPTION---20220121
N/A
85400536 V EQUITYOPTION---20220121
AEIA38230
14
NC
USD
-30894.66
-0.0068643650
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
-12656.020000000000
N
N
N
85400544 V EQUITYOPTION---20220121
N/A
85400544 V EQUITYOPTION---20220121
AEIA38255
14
NC
USD
-27795.5
-0.0061757746
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
-11478.500000000000
N
N
N
85700606 FB EQUITYOPTION---20220121
N/A
85700606 FB EQUITYOPTION---20220121
AEIA62909
50
NC
USD
-40447.77
-0.0089869335
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
67187.230000000000
N
N
N
85750168 V EQUITYOPTION---20220121
N/A
85750168 V EQUITYOPTION---20220121
AEIA68906
13
NC
USD
-12732.67
-0.0028290227
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
-551.670000000000
N
N
N
85769639 V EQUITYOPTION---20220121
N/A
85769639 V EQUITYOPTION---20220121
AEIA68922
13
NC
USD
-16336.17
-0.0036296704
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
-450.170000000000
N
N
N
85769631 V EQUITYOPTION---20220121
N/A
85769631 V EQUITYOPTION---20220121
AEIA68930
13
NC
USD
-9796.64
-0.0021766775
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
-540.640000000000
N
N
N
87201714 V JAN22 250 CALL
N/A
87201714 V JAN22 250 CALL
N/A
43
NC
USD
-54035.01
-0.0120058298
N/A
DE
CORP
US
N
2
CITIBANK N.A.
N/A
Call
Written
VISA INC CLASS A
VISA INC CLASS A
100
250.000000000000
USD
2022-01-21
XXXX
-17322.900000000000
N
N
N
87201735 AEP JAN22 90 CALL
N/A
87201735 AEP JAN22 90 CALL
N/A
11
NC
USD
-3911.06
-0.0008689833
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
35.190000000000
N
N
N
87223504 BAC JAN22 35 CALL
N/A
87223504 BAC JAN22 35 CALL
N/A
259
NC
USD
-54973.58
-0.0122143670
N/A
DE
CORP
US
N
2
Credit Suisse Intl London
N/A
Call
Written
Bank of America Corp
Bank of America Corp
100
35.000000000000
USD
2022-01-21
XXXX
-14414.180000000000
N
N
N
85769647 MSFT EQUITYOPTION---20220121
N/A
85769647 MSFT EQUITYOPTION---20220121
AEIA69086
65
NC
USD
-55827.28
-0.0124040473
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
77552.720000000000
N
N
N
85769655 BAC EQUITYOPTION---20220121
N/A
85769655 BAC EQUITYOPTION---20220121
AEIA69342
413
NC
USD
-164994.2
-0.0366594228
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
-58853.200000000000
N
N
N
85946192 AMZN EQUITYOPTION---20220121
N/A
85946192 AMZN EQUITYOPTION---20220121
AEIA78699
1
NC
USD
-22281.95
-0.0049507402
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
5045.050000000000
N
N
N
85946184 AMZN EQUITYOPTION---20220121
N/A
85946184 AMZN EQUITYOPTION---20220121
AEIA78707
1
NC
USD
-20026.6
-0.0044496328
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
5140.400000000000
N
N
N
85946176 AMZN EQUITYOPTION---20220121
N/A
85946176 AMZN EQUITYOPTION---20220121
AEIA78715
2
NC
USD
-32339.89
-0.0071854750
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
10274.110000000000
N
N
N
85946200 AMZN EQUITYOPTION---20220121
N/A
85946200 AMZN EQUITYOPTION---20220121
AEIA78723
1
NC
USD
-17995.33
-0.0039983127
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
5131.670000000000
N
N
N
86081192 AEP EQUITYOPTION---20220121
N/A
86081192 AEP EQUITYOPTION---20220121
AEIA89084
63
NC
USD
-13818.51
-0.0030702813
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
74.250000000000
N
N
N
ADMI Corp.
N/A
ADMI CORP 2020 INCREMENTAL TERM LOAN
00709LAG2
410000
PA
USD
409897.5
0.0910735393
Long
LON
CORP
US
N
2
2027-12-15
Floating
0
N
N
N
N
N
N
Alliant Holdings Intermediate LLC
5493006Q26653NF8SI73
ALLIANT HLDGS I L P TERM LOAN B 1
01881UAE5
370519.59
PA
USD
364343.03
0.0809519679
Long
LON
CORP
US
N
2
2025-05-09
Floating
3.397
N
N
N
N
N
N
Alliant Holdings Intermediate LLC
5493006Q26653NF8SI73
ALLIANT HOLDINGS INTER LLC TERM LOAN B
01881UAF2
179090.9
PA
USD
175890.55
0.0390804407
Long
LON
CORP
US
N
2
2025-05-09
Floating
3.397
N
N
N
N
N
N
Alliant Holdings Intermediate LLC
5493006Q26653NF8SI73
ALLIANT HOLDINGS INTRMEDTE LLC 2020 TERM LOAN B3
01881UAH8
498365.38
PA
USD
498056.39
0.1106612220
Long
LON
CORP
US
N
2
2027-10-08
Floating
4.25
N
N
N
N
N
N
AmWINS Group Inc.
N/A
AMWINS GROUP INC COMPANY GUAR 144A 07/26 7.75
031921AA7
30000
PA
USD
32217
0.0071581706
Long
DBT
CORP
US
N
2
2026-07-01
Fixed
7.750000000000
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
450463.5
0.1000867419
Long
DBT
CORP
US
N
2
2021-03-20
Variable
3.658630000000
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
1423055.79
0.3161832592
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
2215462.5
0.4922450397
Long
DBT
CORP
US
N
2
2028-02-01
Fixed
5.000000000000
N
N
N
N
N
N
86081184 AEP EQUITYOPTION---20220121
N/A
86081184 AEP EQUITYOPTION---20220121
AEIA89100
63
NC
USD
-22399.71
-0.0049769049
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
534.180000000000
N
N
N
86240235 BAC EQUITYOPTION---20220121
N/A
86240235 BAC EQUITYOPTION---20220121
AEIB00378
250
NC
USD
-99875.43
-0.0221909353
N/A
DE
CORP
US
N
2
Credit Suisse Intl London
N/A
Call
Written
Bank of America Corp
Bank of America Corp
100
30.000000000000
USD
2022-01-21
XXXX
-47375.430000000000
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
418600
0.0930071141
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
646000
PA
USD
660535
0.1467617156
Long
DBT
CORP
US
N
2
2027-04-15
Fixed
5.375000000000
N
N
N
N
N
N
86678212 ROP EQUITYOPTION---20210521
N/A
86678212 ROP EQUITYOPTION---20210521
AEIB20392
9
NC
USD
-22409.47
-0.0049790734
N/A
DE
CORP
US
N
2
GOLDMAN SACHS INTERNATIONAL
N/A
Call
Written
Roper Technologies Inc
Roper Technologies Inc
100
440.000000000000
USD
2021-05-21
XXXX
-14516.470000000000
N
N
N
86678204 ROP EQUITYOPTION---20210521
N/A
86678204 ROP EQUITYOPTION---20210521
AEIB20400
8
NC
USD
-28452.6
-0.0063217731
N/A
DE
CORP
US
N
2
GOLDMAN SACHS INTERNATIONAL
N/A
Call
Written
Roper Technologies Inc
Roper Technologies Inc
100
420.000000000000
USD
2021-05-21
XXXX
-15916.600000000000
N
N
N
Cedar Fair L.P.
549300TUVLNQQ6BVKH61
CEDAR FAIR LP COMPANY GUAR 07/29 5.25
150190AE6
384000
PA
USD
395347.2
0.0878406645
Long
DBT
CORP
US
N
2
2029-07-15
Fixed
5.250000000000
N
N
N
N
N
N
CEDAR FAIR LP / CANADA'S WONDE SR SECURED 144A 05/25 5.5
N/A
CEDAR FAIR LP / CANADA'S WONDE SR SECURED 144A 05/25 5.5
150190AF3
35000
PA
USD
36487.5
0.0081070164
Long
DBT
CORP
US
N
2
2025-05-01
Fixed
5.500000000000
N
N
N
N
N
N
86661374 FB EQUITYOPTION---20220121
N/A
86661374 FB EQUITYOPTION---20220121
AEIB23255
4
NC
USD
-4269.58
-0.0009486415
N/A
DE
CORP
US
N
2
JPMORGAN CHASE BANK N.A
N/A
Call
Written
FACEBOOK INC
FACEBOOK INC
100
380.000000000000
USD
2022-01-21
XXXX
3486.500000000000
N
N
N
86780055 AMZN EQUITYOPTION---20220121
N/A
86780055 AMZN EQUITYOPTION---20220121
AEIB30177
1
NC
USD
-24763.24
-0.0055020485
N/A
DE
CORP
US
N
2
ROYAL BANK OF CANADA - SWAPS
N/A
Call
Written
Amazon.com, Inc.
Amazon.com, Inc.
100
3900.000000000000
USD
2022-01-21
XXXX
-766.240000000000
N
N
N
86780071 AMZN EQUITYOPTION---20220121
N/A
86780071 AMZN EQUITYOPTION---20220121
AEIB30185
1
NC
USD
-20026.6
-0.0044496328
N/A
DE
CORP
US
N
2
ROYAL BANK OF CANADA - SWAPS
N/A
Call
Written
Amazon.com, Inc.
Amazon.com, Inc.
100
4100.000000000000
USD
2022-01-21
XXXX
-329.600000000000
N
N
N
86780063 AMZN EQUITYOPTION---20220121
N/A
86780063 AMZN EQUITYOPTION---20220121
AEIB30201
1
NC
USD
-22281.95
-0.0049507402
N/A
DE
CORP
US
N
2
ROYAL BANK OF CANADA - SWAPS
N/A
Call
Written
Amazon.com, Inc.
Amazon.com, Inc.
100
4000.000000000000
USD
2022-01-21
XXXX
-484.950000000000
N
N
N
86780079 AMZN EQUITYOPTION---20220121
N/A
86780079 AMZN EQUITYOPTION---20220121
AEIB30219
1
NC
USD
-17995.33
-0.0039983127
N/A
DE
CORP
US
N
2
ROYAL BANK OF CANADA - SWAPS
N/A
Call
Written
Amazon.com, Inc.
Amazon.com, Inc.
100
4200.000000000000
USD
2022-01-21
XXXX
-168.330000000000
N
N
N
CEDAR FAIR LP / CANADA'S WONDE COMPANY GUAR 144A 10/28 6.5
N/A
CEDAR FAIR LP / CANADA'S WONDE COMPANY GUAR 144A 10/28 6.5
150190AH9
345000
PA
USD
374118
0.0831238307
Long
DBT
CORP
US
N
2
2028-10-01
Fixed
6.500000000000
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
711775
0.1581465329
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
157714.9
PA
USD
157079.8
0.0349009529
Long
DBT
CORP
US
N
2
2024-04-11
Fixed
4.150000000000
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
425360
0.0945090924
Long
DBT
CORP
US
N
2
2021-08-27
Fixed
4.912000000000
N
N
N
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
0.1304510317
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
665662.5
0.1479009749
Long
DBT
CORP
US
N
2
2026-11-15
Fixed
8.250000000000
N
N
N
N
N
N
General Electric Company
3C7474T6CDKPR9K6YT90
GENERAL ELECTRIC CO JR SUBORDINA 12/49 VAR
369604BQ5
2990000
PA
USD
2772507.4
0.6160126904
Long
DBT
CORP
US
N
2
2021-03-15
Variable
5.000000000000
N
N
N
N
N
N
HUB International Limited
549300JQT6ATTUNS5E06
HUB INTERNATIONAL LTD SR UNSECURED 144A 05/26 7
44332PAD3
225000
PA
USD
235302.75
0.0522810075
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 06/26 5.25
N/A
KFC HOLDING CO/PIZZA HUT HOLDI COMPANY GUAR 144A 06/26 5.25
48250NAB1
1005000
PA
USD
1042687.5
0.2316707007
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
1522766.42
0.3383375782
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
93600
0.0207966218
Long
DBT
CORP
US
N
2
2027-12-15
Fixed
4.625000000000
N
N
N
N
N
N
Lennox International Inc.
S7DWAC87RDMPBF77GJ92
LENNOX INTERNATIONAL INC COMPANY GUAR 11/23 3
526107AD9
90000
PA
USD
94853.44
0.0210751188
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
204324.57
0.0453980855
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
374141.48
0.0831290476
Long
DBT
CORP
US
N
2
2024-02-15
Fixed
9.500000000000
N
N
N
N
N
N
Becton Dickinson and Company
ICE2EP6D98PQUILVRZ91
BECTON DICKINSON AND CO COMMON STOCK USD1.0
075887109
5900
NS
USD
1476298
0.3280129398
Long
EC
CORP
US
N
1
N
N
N
Marriott International Inc.
225YDZ14ZO8E1TXUSU86
MARRIOTT INTERNATIONAL INC/MD SR UNSECURED 03/21 VAR
571900BA6
135000
PA
USD
135051.21
0.0300065057
Long
DBT
CORP
US
N
2
2021-03-08
Floating
0.875880000000
N
N
N
N
N
N
Marriott International Inc.
225YDZ14ZO8E1TXUSU86
MARRIOTT INTERNATIONAL INC/MD SR UNSECURED 06/26 3.125
571903AS2
120000
PA
USD
128005.32
0.0284410067
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
301000
0.0668780252
Long
DBT
CORP
US
N
2
2027-06-20
Fixed
6.500000000000
N
N
N
N
N
N
Netflix Inc.
549300Y7VHGU0I7CE873
NETFLIX INC SR UNSECURED 02/22 5.5
64110LAJ5
45000
PA
USD
47081.25
0.0104608007
Long
DBT
CORP
US
N
2
2022-02-15
Fixed
5.500000000000
N
N
N
N
N
N
Boston Scientific Corporation
Y6ZDD9FP4P8JSSJMW954
BOSTON SCIENTIFIC CORP COMMON STOCK USD.01
101137107
41326
NS
USD
1485669.7
0.3300952015
Long
EC
CORP
US
N
1
N
N
N
CME Group Inc.
LCZ7XYGSLJUHFXXNXD88
CME GROUP INC COMMON STOCK USD.01
12572Q105
13458
NS
USD
2450028.9
0.5443624404
Long
EC
CORP
US
N
1
N
N
N
82260843 V EQUITYOPTION---20210115
N/A
82260843 V JAN21 230 CALL
N/A
8
NC
USD
-733.26
-0.0001629202
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
7451.380000000000
N
N
N
82260851 V EQUITYOPTION---20210115
N/A
82260851 V JAN21 240 CALL
N/A
9
NC
USD
-225.12
-0.0000500185
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
6107.820000000000
N
N
N
Netflix Inc.
549300Y7VHGU0I7CE873
NETFLIX INC SR UNSECURED 02/25 5.875
64110LAL0
405000
PA
USD
465952.5
0.1035281829
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
1397025
0.3103995787
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
1894536
0.4209396225
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
2817062.5
0.6259122156
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
1438775
0.3196758496
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
590812.5
0.1312703431
Long
DBT
CORP
US
N
2
2023-06-15
Variable
5.650000000000
N
N
N
N
N
Ingersoll Rand Inc.
N/A
INGERSOLL RAND INC COMMON STOCK USD.01
45687V106
97075
NS
USD
4422737
0.9826708193
Long
EC
CORP
US
N
1
N
N
N
The PNC Financial Services Group Inc.
CFGNEKW0P8842LEUIA51
PNC FINANCIAL SERVICES GROUP I JR SUBORDINA 12/49 VAR
693475AQ8
390000
PA
USD
426075
0.0946679555
Long
DBT
CORP
US
N
2
2026-11-01
Variable
5.000000000000
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
17000
PA
USD
17209.1
0.0038236233
Long
DBT
CORP
US
N
2
2023-07-15
Fixed
5.125000000000
N
N
N
N
N
N
SBA Communications Corporation
N/A
SBA COMMUNICATIONS CORP SR UNSECURED 09/24 4.875
78388JAV8
335000
PA
USD
343619.55
0.0763474981
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
555500
0.1234243954
Long
DBT
CORP
US
N
2
2022-10-01
Fixed
4.000000000000
N
N
N
N
N
N
Teledyne Technologies Incorporated
549300VSMO9KYQWDND94
TELEDYNE TECHNOLOGIES INC COMMON STOCK USD.01
879360105
4476
NS
USD
1754502.48
0.3898261166
Long
EC
CORP
US
N
1
N
N
N
Thermo Fisher Scientific Inc.
HCHV7422L5HDJZCRFL38
THERMO FISHER SCIENTIFIC INC COMMON STOCK USD1.0
883556102
12229
NS
USD
5696023.62
1.2655774461
Long
EC
CORP
US
N
1
N
N
N
Dentalcorp Health Services ULC
N/A
DENTALCORP PERFECT SMILE ULC FIRST LIEN
C2969TAC2
134654.73
PA
USD
132129.95
0.0293574423
Long
LON
CORP
CA
N
2
2025-06-06
Floating
4.75
N
N
N
N
N
N
Hyperion Refinance S.a r.l.
N/A
HYPERION INSURANCE GROUP LTD 2020 INCR TERM LOAN B
G4712JAP7
203656.25
PA
USD
203061.57
0.0451174644
Long
LON
CORP
LU
N
2
2027-11-12
Floating
4.750000000000
N
N
N
N
N
N
Hyperion Refinance S.a r.l.
N/A
HYPERION INSURANCE GROUP LTD 2020 DELAYED DRAW TERM LOAN
G4712JAQ5
245833.33
PA
USD
245115.5
0.0544612644
Long
LON
CORP
LU
N
2
2027-11-12
Floating
0.000000000000
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
504525.3
0.1120985240
Long
LON
CORP
LU
N
2
2026-10-30
Floating
4
N
N
N
N
N
N
Delta 2 (Lux) Sarl
549300BBG8Z3D6QSYP53
DELTA 2 LUX SARL TERM LOAN B
L2465BAQ9
630000
PA
USD
622351.8
0.1382779381
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
971440.61
PA
USD
973266.92
0.2162464107
Long
LON
CORP
LU
N
2
2026-10-01
Floating
5
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
504400
PA
USD
540363.72
0.1200613239
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
478975
PA
USD
502962.07
0.1117511960
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
212850
PA
USD
226091.4
0.0502343733
Long
ABS-O
CORP
US
N
2
2049-10-25
Fixed
3.668000000000
N
N
N
N
N
N
Marsh and McLennan Companies Inc.
549300XMP3KDCKJXIU47
MARSH and MCLENNAN COS INC COMMON STOCK USD1.0
571748102
116139
NS
USD
13588263
3.0191235732
Long
EC
CORP
US
N
1
N
N
N
Marriott International Inc.
225YDZ14ZO8E1TXUSU86
MARRIOTT INTERNATIONAL INC/MD COMMON STOCK USD.01
571903202
31313
NS
USD
4130810.96
0.9178089021
Long
EC
CORP
US
N
1
N
N
N
Mastercard Incorporated
AR5L2ODV9HN37376R084
MASTERCARD INC COMMON STOCK USD.0001
57636Q104
9555
NS
USD
3410561.7
0.7577795062
Long
EC
CORP
US
N
1
N
N
N
Microsoft Corporation
INR2EJN1ERAN0W5ZP974
MICROSOFT CORP COMMON STOCK USD.00000625
594918104
105861
NS
USD
23545603.62
5.2315065535
Long
EC
CORP
US
N
1
N
N
N
NiSource Inc.
N/A
NISOURCE INC COMMON STOCK USD.01
65473P105
225370
NS
USD
5169987.8
1.1486995829
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
102726
NS
USD
15306174
3.4008195705
Long
EC
CORP
US
N
1
N
N
N
The Ultimate Software Group Inc.
N/A
ULTIMATE SOFTWARE GROUP INC 2020 INCR TERM LOAN B
90385KAD3
2564282.09
PA
USD
2575641.86
0.5722718979
Long
LON
CORP
US
N
2
2026-05-04
Floating
4.75
N
N
N
N
N
N
Vertical U.S. Newco Inc.
N/A
VERTICAL US NEWCO INC TERM LOAN B
938UPWII6
270000
PA
USD
270915.3
0.0601936221
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
1159182.28
PA
USD
1135998.63
0.2524031396
Long
LON
CORP
LU
N
2
2027-04-21
Floating
3.647
N
N
N
N
N
N
Woof Holdings Inc.
N/A
WOOF HOLDING INC TERM LOAN
98082EAB0
170000
PA
USD
169646.4
0.0376930771
Long
LON
CORP
US
N
2
2027-12-16
Floating
4.500000000000
N
N
N
N
N
N
Intercontinental Exchange Inc.
5493000F4ZO33MV32P92
INTERCONTINENTAL EXCHANGE INC COMMON STOCK USD.01
45866F104
38454
NS
USD
4433361.66
0.9850314714
Long
EC
CORP
US
N
1
N
N
N
Keurig Dr Pepper Inc.
DYTQ8KRTKO7Y2BVU5K74
KEURIG DR PEPPER INC COMMON STOCK USD.01
49271V100
224324
NS
USD
7178368
1.5949338077
Long
EC
CORP
US
N
1
N
N
N
Danaher Corporation
S4BKK9OTCEWQ3YHPFM11
DANAHER CORP COMMON STOCK USD.01
235851102
35599
NS
USD
7907961.86
1.7570394441
Long
EC
CORP
US
N
1
N
N
N
Envista Holdings Corporation
N/A
ENVISTA HOLDINGS CORP COMMON STOCK
29415F104
120905
NS
USD
4078125.65
0.9061029570
Long
EC
CORP
US
N
1
N
N
N
Exelon Corporation
3SOUA6IRML7435B56G12
EXELON CORP COMMON STOCK
30161N101
130836
NS
USD
5523895.92
1.2273330585
Long
EC
CORP
US
N
1
N
N
N
Facebook Inc.
BQ4BKCS1HXDV9HN80Z93
FACEBOOK INC COMMON STOCK USD.000006
30303M102
13890
NS
USD
3794192.4
0.8430169269
Long
EC
CORP
US
N
1
N
N
N
Fiserv Inc.
GI7UBEJLXYLGR2C7GV83
FISERV INC COMMON STOCK USD.01
337738108
117196
NS
USD
13343936.56
2.9648376270
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
20021
NS
USD
2476797.91
0.5503101431
Long
EC
CORP
US
N
1
N
N
N
General Electric Company
3C7474T6CDKPR9K6YT90
GENERAL ELECTRIC CO COMMON STOCK USD.06
369604103
1489167
NS
USD
16083003.6
3.5734203332
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
66589909.39
NS
USD
66589909.39
14.7953542832
Long
STIV
RF
US
N
1
N
N
N
SCE Trust III
N/A
SCE TRUST III PREFERRED STOCK VAR
78409B207
657
NS
USD
16096.5
0.0035764190
Long
EP
CORP
US
N
1
N
N
N
SCE Trust IV
N/A
SCE TRUST IV PREFERRED STOCK VAR
78409G206
27553
NS
USD
667333.66
0.1482722835
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
26040
0.0057857268
Long
EP
CORP
US
N
1
N
N
N
USI Inc.
N/A
USI INC 2019 INC TERM LOAN B
90351NAF2
179095.47
PA
USD
178536.69
0.0396683763
Long
LON
CORP
US
N
2
2026-12-02
Floating
4.254
N
N
N
N
N
N
The Ultimate Software Group Inc.
N/A
ULTIMATE SOFTWARE GROUP INC TERM LOAN B
90385KAB7
162937.5
PA
USD
162683.32
0.0361459773
Long
LON
CORP
US
N
2
2026-05-04
Floating
3.897
N
N
N
N
N
N
Ascend Learning LLC
N/A
ALPINE FIN MERGER SUB LLC TERM LOAN
02083JAC8
49871.14
PA
USD
49559.45
0.0110114224
Long
LON
CORP
US
N
2
2024-07-12
Floating
0
N
N
N
N
N
N
AmWINS Group Inc.
N/A
AMWINS GROUP INC TERM LOAN
03234TAR9
208026
PA
USD
207599.55
0.0461257407
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
189023.41
PA
USD
188787.13
0.0419458819
Long
LON
CORP
US
N
2
2024-09-19
Floating
4.0
N
N
N
N
N
N
JH COLLATERAL
N/A
JH COLLATERAL
N/A
65577.48
NS
USD
656174.8
0.1457929396
Long
EC
RF
US
N
1
N
N
CCC Information Services Inc.
N/A
CYPRESS INTER HLDGS III INC FIRST LIEN
124886AH5
2660901.31
PA
USD
2650922.93
0.5889983075
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
99250
PA
USD
99250
0.0220519734
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
865000
PA
USD
895569.1
0.1989830327
Long
LON
CORP
US
N
2
2027-10-20
Floating
4.75
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
0.1850810465
Long
LON
CORP
US
N
2
2023-02-20
Floating
2.438
N
N
N
N
N
N
Eagle Broadband Investments LLC
N/A
EAGLE BROADBAND INVESTMENTS TERM LOAN
26943PAB5
130000
PA
USD
129756.9
0.0288301835
Long
LON
CORP
US
N
2
2027-11-12
Floating
3.75
N
N
N
N
N
N
Azalea Topco Inc.
N/A
EMERALD TOPCO INC TERM LOAN
29102TAB8
717426.21
PA
USD
707561.6
0.1572103738
Long
LON
CORP
US
N
2
2026-07-24
Floating
3.714
N
N
N
N
N
N
Filtration Group Corporation
N/A
FILTRATION GROUP CORP TERM LOAN
31732FAM8
94244.27
PA
USD
93141.61
0.0206947739
Long
LON
CORP
US
N
2
2025-03-29
Floating
3.147
N
N
N
N
N
N
Filtration Group Corporation
N/A
FILTRATION GROUP CORP TERM LOAN
31732FAN6
520000
PA
631484.61
0.1403071218
Long
LON
CORP
US
N
2
2025-03-29
Floating
0
N
N
N
N
N
N
Filtration Group Corporation
N/A
FILTRATION GROUP CORPORATION 2020 INCREMENTAL TERM LOAN
31732FAQ9
89775
PA
USD
89775
0.0199467598
Long
LON
CORP
US
N
2
2025-03-29
Floating
4.5
N
N
N
N
N
N
Refinitiv US Holdings Inc.
N/A
FINANCIAL RISK US HLDGS INC TERM LOAN B
31740MAC5
8234925.64
PA
USD
8217796.99
1.8258805127
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
520930.23
PA
USD
516741.95
0.1148128942
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
140671.75
PA
USD
139564.66
0.0310093317
Long
LON
CORP
US
N
2
2024-10-20
Floating
2.152
N
N
N
N
N
N
Heartland Dental LLC
N/A
HEARTLAND DENTAL LLC FIRST LIEN
42236WAH0
588492.27
PA
USD
573226.78
0.1273630400
Long
LON
CORP
US
N
2
2025-04-30
Floating
3.647
N
N
N
N
N
N
Heartland Dental LLC
N/A
HEARTLAND DENTAL LLC INCREMENTAL TERM LOAN
42236WAK3
84784.26
PA
USD
82770.63
0.0183904860
Long
LON
CORP
US
N
2
2025-04-30
Floating
4.647
N
N
N
N
N
N
HUB International Limited
549300JQT6ATTUNS5E06
HUB INTL LTD TERM LOAN B 1
44332EAP1
5125527.36
PA
USD
5027834.81
1.1171151601
Long
LON
CORP
US
N
2
2025-04-25
Floating
2.965
N
N
N
N
N
N
IRB Holding Corp.
N/A
IRB HOLDING CORP 2020 FOURTH AMENDMENT INCRE TL
44988LAG2
385000
PA
USD
385119.35
0.0855681781
Long
LON
CORP
US
N
2
2027-12-15
Floating
4.25
N
N
N
N
N
N
SBA Communications Corporation
N/A
SBA COMMUNICATIONS CORP SR UNSECURED 02/27 3.875
78410GAD6
195000
PA
USD
204750
0.0454926102
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
118662.5
0.0263651617
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
100578.6
0.0223471699
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
361562.5
0.0803341727
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
207875
0.0461869418
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
45675
0.0101483515
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
864000
PA
USD
866496.96
0.1925236064
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
511000
PA
USD
525052.5
0.1166593832
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
339120
0.0753477605
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
700000
PA
USD
748086.82
0.1662145157
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
425532.21
0.0945473551
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
2259025
0.5019240230
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
432825
0.0961677118
Long
DBT
CORP
US
N
2
2021-03-15
Variable
3.813500000000
N
N
N
N
N
N
T-Mobile USA Inc.
549300V2JRLO5DIFGE82
T-MOBILE USA INC COMPANY GUAR 03/23 6
87264AAM7
165000
PA
USD
165206.25
0.0367065374
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
82800
0.0183970116
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
344666.99
0.0765802247
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
306292.35
0.0680539120
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
98605.39
PA
USD
92740.17
0.0206055795
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
13156.01
PA
USD
11845.93
0.0026320013
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
46939.62
PA
USD
45531.91
0.0101165589
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
145144.94
PA
USD
132888.29
0.0295259349
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
50546.06
PA
USD
47293.6
0.0105079820
Long
DBT
CORP
US
N
2
2021-11-15
Fixed
5.375000000000
N
N
N
N
N
N
80565550 MSFT 165 EQUITYOPTION---20210115
N/A
80565550 MSFT 165 EQUITYOPTION---20210115
AEI713321
70
NC
USD
-402273.12
-0.0893795078
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
-355016.120000000000
N
N
N
80598972 MSFT 165 EQUITYOPTION---20210115
N/A
80598972 MSFT 165 EQUITYOPTION---20210115
AEI716878
67
NC
USD
-385032.85
-0.0855489590
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
-338668.850000000000
N
N
N
81242284 BDX EQUITYOPTION---20210115
N/A
81242284 BDX JAN21 300 CALL
N/A
4
NC
USD
-0.03
-0.0000000067
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
3742.890000000000
N
N
N
81235749 GE EQUITYOPTION---20210115
N/A
81235749 GE JAN21 15 CALL
N/A
347
NC
USD
-215.49
-0.0000478789
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
17828.510000000000
N
N
N
81235779 AEP EQUITYOPTION---20210115
N/A
81235779 AEP JAN21 105 CALL
N/A
56
NC
USD
-0.01
-0.0000000022
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
8791.990000000000
N
N
N
81258286 NXPI EQUITYOPTION---20210115
N/A
81258286 NXPI JAN21 140 CALL
N/A
23
NC
USD
-44452.35
-0.0098766956
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
-27413.950000000000
N
N
N
81258596 BDX EQUITYOPTION---20210115
N/A
81258596 BDX JAN21 300 CALL
N/A
10
NC
USD
-0.07
-0.0000000156
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
9138.030000000000
N
N
N
81240324 NXPI EQUITYOPTION---20210115
N/A
81240324 NXPI JAN21 140 CALL
N/A
10
NC
USD
-19327.11
-0.0042942158
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
-12325.110000000000
N
N
N
81255691 AEP EQUITYOPTION---20210115
N/A
81255691 AEP EQUITYOPTION---20210115
AEI773077
55
NC
USD
-0.01
-0.0000000022
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
8634.990000000000
N
N
N
81265955 BDX EQUITYOPTION---20210115
N/A
81265955 BDX EQUITYOPTION---20210115
AEI773085
1
NC
USD
-0.01
-0.0000000022
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
999.270000000000
N
N
N
81271066 NXPI EQUITYOPTION---20210115
N/A
81271066 NXPI EQUITYOPTION---20210115
AEI773119
54
NC
USD
-104366.38
-0.0231887621
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
-63455.980000000000
N
N
N
81255683 GE EQUITYOPTION---20210115
N/A
81255683 GE EQUITYOPTION---20210115
AEI775031
347
NC
USD
-215.49
-0.0000478789
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
19396.950000000000
N
N
N
81325963 GOOG EQUITYOPTION---20210115
N/A
81325963 GOOG EQUITYOPTION---20210115
AEI778720
2
NC
USD
-50566.08
-0.0112350816
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
-34552.080000000000
N
N
N
81381551 GOOG EQUITYOPTION---20210115
N/A
81381551 GOOG EQUITYOPTION---20210115
AEI781963
2
NC
USD
-50566.08
-0.0112350816
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
-35472.080000000000
N
N
N
81505528 BDX 300 EQUITYOPTION---20210115
N/A
81505528 BDX 300 EQUITYOPTION---20210115
AEI785782
12
NC
USD
-0.08
-0.0000000178
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
14557.360000000000
N
N
N
81505544 GOOG 1500 EQUITYOPTION---20210115
N/A
81505544 GOOG 1500 EQUITYOPTION---20210115
AEI785808
2
NC
USD
-50566.08
-0.0112350816
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
-35792.080000000000
N
N
N
81496509 GOOG EQUITYOPTION---20210115
N/A
81496509 GOOG EQUITYOPTION---20210115
AEI786228
1
NC
USD
-25283.04
-0.0056175408
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
-18906.040000000000
N
N
N
81815699 GOOG EQUITYOPTION---20210115
N/A
81815699 GOOG JAN20 1740 CALL
N/A
1
NC
USD
-4154.39
-0.0009230478
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
562.610000000000
N
N
N
81813640 FB EQUITYOPTION---20210115
N/A
81813640 FB EQUITYOPTION---20210115
AEI806471
11
NC
USD
-6672.57
-0.0014825525
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
1929.430000000000
N
N
N
81815707 GOOG EQUITYOPTION---20210115
N/A
81815707 GOOG JAN20 1760 CALL
N/A
1
NC
USD
-3083.44
-0.0006850976
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
1163.560000000000
N
N
N
81815723 GOOG EQUITYOPTION---20210115
N/A
81815723 GOOG EQUITYOPTION---20210115
AEI806562
1
NC
USD
-1510.74
-0.0003356655
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
1936.260000000000
N
N
N
81813624 FB EQUITYOPTION---20210115
N/A
81813624 FB JAN20 265 CALL
N/A
11
NC
USD
-13024.97
-0.0028939677
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
-2002.970000000000
N
N
N
81815650 V EQUITYOPTION---20210115
N/A
81815650 V EQUITYOPTION---20210115
AEI806612
28
NC
USD
-1388.86
-0.0003085854
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
16357.540000000000
N
N
N
81815666 V EQUITYOPTION---20210115
N/A
81815666 V JAN20 240 CALL
N/A
28
NC
USD
-700.37
-0.0001556125
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
13660.830000000000
N
N
N
81815658 V EQUITYOPTION---20210115
N/A
81815658 V JAN20 230 CALL
N/A
28
NC
USD
-2566.39
-0.0005702163
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
19265.210000000000
N
N
N
81815715 GOOG EQUITYOPTION---20210115
N/A
81815715 GOOG EQUITYOPTION---20210115
AEI806679
1
NC
USD
-2203.19
-0.0004895183
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
1623.810000000000
N
N
N
81813632 FB EQUITYOPTION---20210115
N/A
81813632 FB JAN20 270 CALL
N/A
11
NC
USD
-9535.2
-0.0021185892
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
221.800000000000
N
N
N
81833171 GOOG EQUITYOPTION---20210115
N/A
81833171 GOOG EQUITYOPTION---20210115
AEI808147
1
NC
USD
-2203.19
-0.0004895183
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
1623.810000000000
N
N
N
81833163 GOOG EQUITYOPTION---20210115
N/A
81833163 GOOG EQUITYOPTION---20210115
AEI808162
1
NC
USD
-3083.44
-0.0006850976
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
1143.560000000000
N
N
N
81823653 FB EQUITYOPTION---20210115
N/A
81823653 FB EQUITYOPTION---20210115
AEI808196
9
NC
USD
-10656.79
-0.0023677909
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
-1728.790000000000
N
N
N
81833155 GOOG EQUITYOPTION---20210115
N/A
81833155 GOOG EQUITYOPTION---20210115
AEI808220
1
NC
USD
-4154.39
-0.0009230478
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
532.610000000000
N
N
N
81833179 GOOG EQUITYOPTION---20210115
N/A
81833179 GOOG EQUITYOPTION---20210115
AEI808246
1
NC
USD
-1510.74
-0.0003356655
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
1926.260000000000
N
N
N
81823669 FB EQUITYOPTION---20210115
N/A
81823669 FB EQUITYOPTION---20210115
AEI808261
9
NC
USD
-5459.38
-0.0012129985
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
1443.620000000000
N
N
N
81823661 FB EQUITYOPTION---20210115
N/A
81823661 FB EQUITYOPTION---20210115
AEI808279
9
NC
USD
-7801.52
-0.0017333895
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
91.480000000000
N
N
N
81849410 GOOG EQUITYOPTION---20210115
N/A
81849410 GOOG EQUITYOPTION---20210115
AEI811950
1
NC
USD
-2203.19
-0.0004895183
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
1383.810000000000
N
N
N
81849394 GOOG EQUITYOPTION---20210115
N/A
81849394 GOOG EQUITYOPTION---20210115
AEI811968
1
NC
USD
-4154.39
-0.0009230478
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
272.610000000000
N
N
N
81849402 GOOG EQUITYOPTION---20210115
N/A
81849402 GOOG EQUITYOPTION---20210115
AEI811992
1
NC
USD
-3083.44
-0.0006850976
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
913.560000000000
N
N
N
81849418 GOOG EQUITYOPTION---20210115
N/A
81849418 GOOG EQUITYOPTION---20210115
AEI812016
1
NC
USD
-1510.74
-0.0003356655
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
1706.260000000000
N
N
N
81823693 V EQUITYOPTION---20210115
N/A
81823693 V EQUITYOPTION---20210115
AEI817270
17
NC
USD
-425.22
-0.0000944780
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
7478.080000000000
N
N
N
81924117 GE EQUITYOPTION---20210115
N/A
81924117 GE EQUITYOPTION---20210115
AEI817288
684
NC
USD
-424.76
-0.0000943758
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
57133.840000000000
N
N
N
81823677 V EQUITYOPTION---20210115
N/A
81823677 V EQUITYOPTION---20210115
AEI817296
17
NC
USD
-843.24
-0.0001873562
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
8989.560000000000
N
N
N
81823685 V EQUITYOPTION---20210115
N/A
81823685 V EQUITYOPTION---20210115
AEI817346
17
NC
USD
-1558.17
-0.0003462038
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
10528.830000000000
N
N
N
81954136 GE EQUITYOPTION---20210115
N/A
81954136 GE JAN21 15 CALL
N/A
342
NC
USD
-212.38
-0.0000471879
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
28987.580000000000
N
N
N
82091282 GE EQUITYOPTION---20210115
N/A
82091282 GE EQUITYOPTION---20210115
AEI837450
205
NC
USD
-127.31
-0.0000282865
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
17760.990000000000
N
N
N
82233248 V EQUITYOPTION---20210115
N/A
82233248 V JAN21 240 CALL
N/A
7
NC
USD
-175.09
-0.0000389026
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
4296.930000000000
N
N
N
82233232 TMO EQUITYOPTION---20210115
N/A
82233232 TMO EQUITYOPTION---20210115
AEI840884
7
NC
USD
-53217.02
-0.0118240837
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
-47419.690000000000
N
N
N
82233224 TMO EQUITYOPTION---20210115
N/A
82233224 TMO EQUITYOPTION---20210115
AEI840918
6
NC
USD
-57541.12
-0.0127848388
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
-49106.320000000000
N
N
N
82233240 V EQUITYOPTION---20210115
N/A
82233240 V JAN 230 CALL
N/A
7
NC
USD
-641.6
-0.0001425546
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
5957.300000000000
N
N
N
82239661 AEP EQUITYOPTION---20210115
N/A
82239661 AEP JAN21 115 CALL
N/A
33
NC
USD
0
0.0000000000
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
5824.830000000000
N
N
N
82239843 HLT EQUITYOPTION---20210115
N/A
82239843 HLT JAN21 125 CALL
N/A
9
NC
USD
-99.22
-0.0000220453
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
4768.790000000000
N
N
N
82239851 HLT EQUITYOPTION---20210115
N/A
82239851 HLT JAN21 130 CALL
N/A
9
NC
USD
-17.43
-0.0000038727
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
3510.750000000000
N
N
N
83051044 MSFT EQUITYOPTION---20210115
N/A
83051044 MSFT EQUITYOPTION---20210115
AEI906776
102
NC
USD
-535232.92
-0.1189213313
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
-424358.920000000000
N
N
N
83045139 MSFT EQUITYOPTION---20210115
N/A
83045139 MSFT EQUITYOPTION---20210115
AEI906792
40
NC
USD
-229870.36
-0.0510740058
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
-178980.360000000000
N
N
N
83045147 MSFT EQUITYOPTION---20210115
N/A
83045147 MSFT EQUITYOPTION---20210115
AEI906800
40
NC
USD
-209895.26
-0.0466358156
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
-166806.460000000000
N
N
N
83171369 MSFT EQUITYOPTION---20210115
N/A
83171369 MSFT EQUITYOPTION---20210115
AEI912121
55
NC
USD
-288605.99
-0.0641242481
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
-230123.940000000000
N
N
N
83349819 HUM EQUITYOPTION---20210115
N/A
83349819 HUM EQUITYOPTION---20210115
AEI926592
6
NC
USD
-24518.28
-0.0054476218
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
-4246.080000000000
N
N
N
83349840 FB EQUITYOPTION---20210115
N/A
83349840 FB EQUITYOPTION---20210115
AEI926600
12
NC
USD
-88032.39
-0.0195595761
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
-76545.630000000000
N
N
N
83349811 HUM EQUITYOPTION---20210115
N/A
83349811 HUM EQUITYOPTION---20210115
AEI926766
6
NC
USD
-18957.32
-0.0042120536
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
-1263.320000000000
N
N
N
83349832 FB EQUITYOPTION---20210115
N/A
83349832 FB EQUITYOPTION---20210115
AEI926808
12
NC
USD
-93968.26
-0.0208784441
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
-80514.940000000000
N
N
N
83349827 GE EQUITYOPTION---20210115
N/A
83349827 GE EQUITYOPTION---20210115
AEI926840
340
NC
USD
-95334.61
-0.0211820281
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
-54160.610000000000
N
N
N
83460280 BDX EQUITYOPTION---20210115
N/A
83460280 BDX EQUITYOPTION---20210115
AEI927806
6
NC
USD
-684.97
-0.0001521908
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
9853.610000000000
N
N
N
83460256 V EQUITYOPTION---20210115
N/A
83460256 V EQUITYOPTION---20210115
AEI927855
6
NC
USD
-14373.64
-0.0031936234
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
-6088.000000000000
N
N
N
83460272 V EQUITYOPTION---20210115
N/A
83460272 V EQUITYOPTION---20210115
AEI927897
6
NC
USD
-20301.03
-0.0045106073
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
-9459.450000000000
N
N
N
83460264 BDX EQUITYOPTION---20210115
N/A
83460264 BDX EQUITYOPTION---20210115
AEI927905
6
NC
USD
-108.65
-0.0000241405
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
8325.130000000000
N
N
N
83699003 BDX EQUITYOPTION---20210115
N/A
83699003 BDX EQUITYOPTION---20210115
AEI945287
5
NC
USD
-0.03
-0.0000000067
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
3364.320000000000
N
N
N
83699203 UNH EQUITYOPTION---20210115
N/A
83699203 UNH EQUITYOPTION---20210115
AEI945303
6
NC
USD
-13535.03
-0.0030072959
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
-5255.450000000000
N
N
N
83699043 HLT EQUITYOPTION---20210115
N/A
83699043 HLT EQUITYOPTION---20210115
AEI945311
4
NC
USD
-9509.37
-0.0021128501
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
-6486.570000000000
N
N
N
83695536 V EQUITYOPTION---20210115
N/A
83695536 V EQUITYOPTION---20210115
AEI945337
13
NC
USD
-24842.59
-0.0055196789
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
-10290.390000000000
N
N
N
83699059 HUM EQUITYOPTION---20210115
N/A
83699059 HUM EQUITYOPTION---20210115
AEI945352
5
NC
USD
-2643.87
-0.0005874312
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
11188.130000000000
N
N
N
83698995 BDX EQUITYOPTION---20210115
N/A
83698995 BDX EQUITYOPTION---20210115
AEI945386
5
NC
USD
-9.78
-0.0000021730
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
6317.670000000000
N
N
N
83695544 V EQUITYOPTION---20210115
N/A
83695544 V EQUITYOPTION---20210115
AEI945493
14
NC
USD
-14077.43
-0.0031278097
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
-2923.070000000000
N
N
N
83695504 YUM EQUITYOPTION---20210115
N/A
83695504 YUM EQUITYOPTION---20210115
AEI945501
5
NC
USD
-6837.64
-0.0015192288
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
-3532.640000000000
N
N
N
87223379 MA JAN22 400 CALL
N/A
87223379 MA JAN22 400 CALL
N/A
30
NC
USD
-83817.54
-0.0186230949
N/A
DE
CORP
US
N
2
GOLDMAN SACHS INTERNATIONAL
N/A
Call
Written
Mastercard Inc
Mastercard Inc
100
400.000000000000
USD
2022-01-21
XXXX
-30280.740000000000
N
N
N
87201706 DHR JAN22 250 CALL
N/A
87201706 DHR JAN22 250 CALL
N/A
40
NC
USD
-68250.95
-0.0151644145
N/A
DE
CORP
US
N
2
Credit Suisse Intl London
N/A
Call
Written
Danaher Corporation
Danaher Corporation
100
250.000000000000
USD
2022-01-21
XXXX
8029.050000000000
N
N
N
87201727 AEP JAN22 95 CALL
N/A
87201727 AEP JAN22 95 CALL
N/A
22
NC
USD
-4825.51
-0.0010721614
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
149.350000000000
N
N
N
87223512 BAC JAN22 32 CALL
N/A
87223512 BAC JAN22 32 CALL
N/A
129
NC
USD
-40412.37
-0.0089790681
N/A
DE
CORP
US
N
2
Credit Suisse Intl London
N/A
Call
Written
Bank of America Corp
Bank of America Corp
100
32.000000000000
USD
2022-01-21
XXXX
-8781.570000000000
N
N
N
87298416 AEP JAN22 95 CALL
N/A
87298416 AEP JAN22 95 CALL
N/A
14
NC
USD
-3070.78
-0.0006822847
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
-140.580000000000
N
N
N
87298424 AEP JAN22 90 CALL
N/A
87298424 AEP JAN22 90 CALL
N/A
7
NC
USD
-2488.86
-0.0005529902
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
-70.500000000000
N
N
N
Alabama Power Company
0RL818ELFOHP5JHOFU19
ALABAMA POWER CO PREFERRED STOCK 5
010392462
5601
NS
USD
156547.95
0.0347827832
Long
EP
CORP
US
N
1
N
N
Alphabet Inc.
5493006MHB84DD0ZWV18
ALPHABET INC COMMON STOCK USD.001
02079K107
8722
NS
USD
15279897.36
3.3949812655
Long
EC
CORP
US
N
1
N
N
N
Alphabet Inc.
5493006MHB84DD0ZWV18
ALPHABET INC COMMON STOCK USD.001
02079K305
651
NS
USD
1140968.64
0.2535074069
Long
EC
CORP
US
N
1
N
N
N
Amazon.com Inc.
ZXTILKJKG63JELOEG630
AMAZON.COM INC COMMON STOCK USD.01
023135106
5114
NS
USD
16655940.02
3.7007188593
Long
EC
CORP
US
N
1
N
N
N
Ameren Corporation
XRZQ5S7HYJFPHJ78L959
AMEREN CORP COMMON STOCK USD.01
023608102
91679
NS
USD
7156462.74
1.5900667627
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
157984
NS
USD
13155327.68
2.9229313498
Long
EC
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
621340.2
0.1380531746
Long
EP
CORP
US
N
1
N
N
Avantor Inc.
N/A
AVANTOR INC PREFERRED STOCK 05/22 6.25
05352A209
24234
NS
USD
2154644.94
0.4787322214
Long
EP
CORP
US
N
1
N
N
N
Bank of America Corporation
9DJT3UXIJIZJI4WXO774
BANK OF AMERICA CORP COMMON STOCK USD.01
060505104
326968
NS
USD
9910400.08
2.2019534433
Long
EC
CORP
US
N
1
N
N
N
Boston Scientific Corporation
Y6ZDD9FP4P8JSSJMW954
BOSTON SCIENTIFIC CORP PREFERRED STOCK
101137206
12465
NS
USD
1365790.05
0.3034596060
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
1395500
0.3100607448
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
1170080
0.2599755473
Long
EP
CORP
US
N
1
N
N
N
DTE Energy Company
549300IX8SD6XXD71I78
DTE ENERGY CO PREFERRED STOCK 12/77 5.25
233331859
24337
NS
USD
661966.4
0.1470797528
Long
EP
CORP
US
N
1
N
N
N
Duke Energy Corporation
I1BZKREC126H0VB1BL91
DUKE ENERGY CORP PREFERRED STOCK 09/78 5.625
26441C402
21544
NS
USD
619820.88
0.1377156028
Long
EP
CORP
US
N
1
N
N
N
NiSource Inc.
N/A
NISOURCE INC PREFERRED STOCK VAR
65473P881
20000
NS
USD
569800
0.1266016570
Long
EP
CORP
US
N
1
N
N
N
USI Inc.
N/A
USI INC/NY SR UNSECURED 144A 05/25 6.875
91739VAA6
154000
PA
USD
157850
0.0350720807
Long
DBT
CORP
US
N
2
2025-05-01
Fixed
6.875000000000
N
N
N
N
N
N
Xylem Inc.
549300DF5MV96DRYLQ48
XYLEM INC/NY SR UNSECURED 10/21 4.875
98419MAB6
60000
PA
USD
61937.51
0.0137616557
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
471595
0.1047818681
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 11/21 3.75
988498AH4
950000
PA
USD
959500
0.2131875920
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
460350
0.1022833851
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
654270
0.1453697195
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
2193
0.0004872542
Long
DBT
CORP
US
N
2
2030-01-15
Fixed
4.750000000000
N
N
N
N
N
N
2021-01-29
John Hancock Variable Insurance Trust
/s/Salvatore Schiavone
Salvatore Schiavone
Treasurer