0001752724-21-184747.txt : 20210825
0001752724-21-184747.hdr.sgml : 20210825
20210825102405
ACCESSION NUMBER: 0001752724-21-184747
CONFORMED SUBMISSION TYPE: NPORT-P
PUBLIC DOCUMENT COUNT: 1
CONFORMED PERIOD OF REPORT: 20210630
FILED AS OF DATE: 20210825
PERIOD START: 20211231
FILER:
COMPANY DATA:
COMPANY CONFORMED NAME: T. Rowe Price Capital Appreciation Fund, Inc.
CENTRAL INDEX KEY: 0000793347
IRS NUMBER: 521465786
STATE OF INCORPORATION: MD
FISCAL YEAR END: 1231
FILING VALUES:
FORM TYPE: NPORT-P
SEC ACT: 1940 Act
SEC FILE NUMBER: 811-04519
FILM NUMBER: 211204566
BUSINESS ADDRESS:
STREET 1: 100 EAST PRATT STREET
CITY: BALTIMORE
STATE: MD
ZIP: 21202
BUSINESS PHONE: 410-345-2000
MAIL ADDRESS:
STREET 1: 100 EAST PRATT STREET
CITY: BALTIMORE
STATE: MD
ZIP: 21202
FORMER COMPANY:
FORMER CONFORMED NAME: T. Rowe Price Capital Appreciation Fund
DATE OF NAME CHANGE: 20051018
FORMER COMPANY:
FORMER CONFORMED NAME: PRICE T ROWE CAPITAL APPRECIATION FUND
DATE OF NAME CHANGE: 19920703
FORMER COMPANY:
FORMER CONFORMED NAME: PRICE T ROWE CAPITAL ADVANTAGE FUND
DATE OF NAME CHANGE: 19860629
0000793347
S000002070
T. Rowe Price Capital Appreciation Fund
C000005427
T. Rowe Price Capital Appreciation Fund
PRWCX
C000005428
T. Rowe Price Capital Appreciation Fund-Advisor Class
PACLX
C000166317
T. Rowe Price Capital Appreciation Fund-I Class
TRAIX
NPORT-P
1
primary_doc.xml
NPORT-P
false
0000793347
XXXXXXXX
S000002070
C000005427
C000005428
C000166317
T. ROWE PRICE CAPITAL APPRECIATION FUND, INC.
811-04519
0000793347
549300KKOU6DV2L9SH58
100 East Pratt Street
Baltimore
21202
410-345-2000
T. Rowe Price Capital Appreciation Fund, Inc.
S000002070
CH1EX8QIXZ08475WNI76
2021-12-31
2021-06-30
N
50999613687.12
961996775.27
50037616911.85
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
696724.73000000
N
JPMORGAN CHASE BANK, NATIONAL ASSOCIATION
7H6GLXDRUGQFU57RNE97
LOCKHEED MARTIN CORP
000000000
-883.00000000
NC
USD
-1942600.00000000
-0.00388227921
N/A
DE
CORP
US
N
2
JPMORGAN CHASE BANK, NATIONAL ASSOCIATION
7H6GLXDRUGQFU57RNE97
Call
Written
Lockheed Martin Corp
Lockheed Martin Corp
100.00000000
375.00000000
USD
2022-01-21
XXXX
-373509.00000000
N
N
N
NISOURCE INC
549300D8GOWWH0SJB189
NiSource Inc
65473PAG0
44495000.00000000
PA
USD
47387175.00000000
0.094703101235
Long
DBT
CORP
US
N
2
N/A
Fixed
5.65000000
N
N
N
N
N
N
SUSQUEHANNA FINANCIAL GROUP, LLLP
549300E8QX0ZMRDC2M81
MICROSOFT CORP
000000000
-1616.00000000
NC
USD
-2997680.00000000
-0.00599085285
N/A
DE
CORP
US
N
2
SUSQUEHANNA FINANCIAL GROUP, LLLP
549300E8QX0ZMRDC2M81
Call
Written
MICROSOFT CORP
MICROSOFT CORP
100.00000000
270.00000000
USD
2022-01-21
XXXX
-853248.00000000
N
N
N
Hilton Worldwide Holdings Inc
549300HVGPK36ICB0B89
Hilton Worldwide Holdings Inc
43300A203
2626948.00000000
NS
USD
316862467.76000000
0.633248518446
Long
EC
CORP
US
N
1
N
N
N
CREDIT SUISSE SECURITIES (USA) LLC
1V8Y6QCX6YMJ2OELII46
COCA-COLA CO/THE
000000000
-9025.00000000
NC
USD
-1953912.50000000
-0.00390488720
N/A
DE
CORP
US
N
2
CREDIT SUISSE SECURITIES (USA) LLC
1V8Y6QCX6YMJ2OELII46
Call
Written
Coca-Cola Co/The
Coca-Cola Co/The
100.00000000
55.00000000
USD
2022-01-21
XXXX
-319705.90000000
N
N
N
CITIBANK, NATIONAL ASSOCIATION
E57ODZWZ7FF32TWEFA76
VISA INC
000000000
-4231.00000000
NC
USD
-3310757.50000000
-0.00661653712
N/A
DE
CORP
US
N
2
CITIBANK, NATIONAL ASSOCIATION
E57ODZWZ7FF32TWEFA76
Call
Written
VISA INC
VISA INC-CLASS A SHARES
100.00000000
250.00000000
USD
2022-01-21
XXXX
301543.37000000
N
N
N
JPMORGAN CHASE BANK, NATIONAL ASSOCIATION
7H6GLXDRUGQFU57RNE97
YUM! BRANDS INC
000000000
-2548.00000000
NC
USD
-668850.00000000
-0.00133669435
N/A
DE
CORP
US
N
2
JPMORGAN CHASE BANK, NATIONAL ASSOCIATION
7H6GLXDRUGQFU57RNE97
Call
Written
YUM! BRANDS INC
YUM! BRANDS INC
100.00000000
125.00000000
USD
2022-01-21
XXXX
151606.00000000
N
N
N
CREDIT SUISSE SECURITIES (USA) LLC
1V8Y6QCX6YMJ2OELII46
AMAZON.COM INC
000000000
-201.00000000
NC
USD
-1884877.50000000
-0.00376692100
N/A
DE
CORP
US
N
2
CREDIT SUISSE SECURITIES (USA) LLC
1V8Y6QCX6YMJ2OELII46
Call
Written
AMAZON.COM INC
AMAZON.COM INC
100.00000000
4000.00000000
USD
2022-01-21
XXXX
4320369.60000000
N
N
N
CITIBANK, NATIONAL ASSOCIATION
E57ODZWZ7FF32TWEFA76
EXELON CORP
000000000
-2043.00000000
NC
USD
-449460.00000000
-0.00089824421
N/A
DE
CORP
US
N
2
CITIBANK, NATIONAL ASSOCIATION
E57ODZWZ7FF32TWEFA76
Call
Written
Exelon Corp
Exelon Corp
100.00000000
45.00000000
USD
2022-01-21
XXXX
40705.96000000
N
N
N
FILTRATION GROUP CORP
549300ZA0D9WN5ECE978
Filtration Group Corp
31732FAQ9
9557775.00000000
PA
USD
9557775.00000000
0.019101179452
Long
LON
CORP
US
N
2
2025-03-29
Floating
4.50000000
N
N
N
N
N
N
JPMORGAN CHASE BANK, NATIONAL ASSOCIATION
7H6GLXDRUGQFU57RNE97
FLEETCOR TECHNOLOGIES INC
000000000
-478.00000000
NC
USD
-219880.00000000
-0.00043942940
N/A
DE
CORP
US
N
2
JPMORGAN CHASE BANK, NATIONAL ASSOCIATION
7H6GLXDRUGQFU57RNE97
Call
Written
FleetCor Technologies Inc
FleetCor Technologies Inc
100.00000000
300.00000000
USD
2022-01-21
XXXX
734686.00000000
N
N
N
CREDIT SUISSE SECURITIES (USA) LLC
1V8Y6QCX6YMJ2OELII46
VISA INC
000000000
-1272.00000000
NC
USD
-1507320.00000000
-0.00301237367
N/A
DE
CORP
US
N
2
CREDIT SUISSE SECURITIES (USA) LLC
1V8Y6QCX6YMJ2OELII46
Call
Written
VISA INC
VISA INC-CLASS A SHARES
100.00000000
240.00000000
USD
2022-01-21
XXXX
88022.40000000
N
N
N
CREDIT SUISSE SECURITIES (USA) LLC
1V8Y6QCX6YMJ2OELII46
COCA-COLA CO/THE
000000000
-9024.00000000
NC
USD
-3203520.00000000
-0.00640222336
N/A
DE
CORP
US
N
2
CREDIT SUISSE SECURITIES (USA) LLC
1V8Y6QCX6YMJ2OELII46
Call
Written
Coca-Cola Co/The
Coca-Cola Co/The
100.00000000
52.50000000
USD
2022-01-21
XXXX
-900167.08000000
N
N
N
LOIRE FINCO LUXEMBOURG
N/A
Loire Finco Luxembourg Sarl
000000000
106295369.49000000
PA
USD
104435200.52000000
0.208713377985
Long
LON
CORP
LU
N
2
2027-04-20
Floating
3.10425000
N
N
N
N
N
N
CITIBANK, NATIONAL ASSOCIATION
E57ODZWZ7FF32TWEFA76
MCDONALD'S CORP
000000000
-785.00000000
NC
USD
-1927175.00000000
-0.00385145240
N/A
DE
CORP
US
N
2
CITIBANK, NATIONAL ASSOCIATION
E57ODZWZ7FF32TWEFA76
Call
Written
McDonald's Corp
McDonald's Corp
100.00000000
210.00000000
USD
2022-01-21
XXXX
-436460.00000000
N
N
N
USI INC/NY
N/A
USI Inc/NY
90351NAF2
124582780.47000000
PA
USD
123359377.57000000
0.246533278727
Long
LON
CORP
US
N
2
2026-12-02
Floating
3.39725000
N
N
N
N
N
N
CREDIT SUISSE SECURITIES (USA) LLC
1V8Y6QCX6YMJ2OELII46
DANAHER CORP
000000000
-1036.00000000
NC
USD
-1471120.00000000
-0.00294002810
N/A
DE
CORP
US
N
2
CREDIT SUISSE SECURITIES (USA) LLC
1V8Y6QCX6YMJ2OELII46
Call
Written
DANAHER CORP
DANAHER CORP
100.00000000
280.00000000
USD
2022-01-21
XXXX
-142159.20000000
N
N
N
YUM! BRANDS INC
549300JE8XHZZ7OHN517
Yum! Brands Inc
988498AL5
11060000.00000000
PA
USD
11930975.00000000
0.023844011238
Long
DBT
CORP
US
N
2
2030-01-15
Fixed
4.75000000
N
N
N
N
N
N
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
VISA INC
000000000
-2597.00000000
NC
USD
-5142060.00000000
-0.01027638867
N/A
DE
CORP
US
N
2
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
Call
Written
VISA INC
VISA INC-CLASS A SHARES
100.00000000
225.00000000
USD
2022-01-21
XXXX
-1802671.60000000
N
N
N
AMAZON.COM INC
ZXTILKJKG63JELOEG630
AMAZON.COM INC
023135106
811214.00000000
NS
USD
2790705954.24000000
5.577215955660
Long
EC
CORP
US
N
1
N
N
N
SIRIUS XM RADIO INC
WP5O65E6BMU84LNO4227
Sirius XM Radio Inc
82967NAY4
5422000.00000000
PA
USD
5427964.20000000
0.010847767209
Long
DBT
CORP
US
N
2
2022-08-01
Fixed
3.87500000
N
N
N
N
N
N
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
VISA INC
000000000
-1267.00000000
NC
USD
-991427.50000000
-0.00198136434
N/A
DE
CORP
US
N
2
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
Call
Written
VISA INC
VISA INC-CLASS A SHARES
100.00000000
250.00000000
USD
2022-01-21
XXXX
556846.50000000
N
N
N
McDonald's Corp
UE2136O97NLB5BYP9H04
McDonald's Corp
580135101
426400.00000000
NS
USD
98494136.00000000
0.196840181604
Long
EC
CORP
US
N
1
N
N
N
H.B. FULLER CO
JSMX3Z5FOYM8V0Q52357
HB Fuller Co
40409VAR5
9345000.41260000
PA
USD
9341075.51000000
0.018668106289
Long
LON
CORP
US
N
2
2024-10-20
Floating
2.09338000
N
N
N
N
N
N
SENSATA TECHNOLOGIES BV
PUCKW5P5O3XMOZVH7T53
Sensata Technologies BV
81725WAJ2
23800000.00000000
PA
USD
26537000.00000000
0.053034100418
Long
DBT
CORP
NL
N
2
2025-10-01
Fixed
5.00000000
N
N
N
N
N
N
JPMORGAN CHASE BANK, NATIONAL ASSOCIATION
7H6GLXDRUGQFU57RNE97
GENERAL ELECTRIC CO
000000000
-31828.00000000
NC
USD
-2689466.00000000
-0.00537488826
N/A
DE
CORP
US
N
2
JPMORGAN CHASE BANK, NATIONAL ASSOCIATION
7H6GLXDRUGQFU57RNE97
Call
Written
General Electric Co
General Electric Co
100.00000000
15.00000000
USD
2022-01-21
XXXX
-28486.06000000
N
N
N
CITIBANK, NATIONAL ASSOCIATION
E57ODZWZ7FF32TWEFA76
PNC FINANCIAL SERVICES GROUP INC/THE
000000000
-1274.00000000
NC
USD
-2796430.00000000
-0.00558865544
N/A
DE
CORP
US
N
2
CITIBANK, NATIONAL ASSOCIATION
E57ODZWZ7FF32TWEFA76
Call
Written
PNC Financial Services Group I
PNC Financial Services Group Inc/The
100.00000000
175.00000000
USD
2022-01-21
XXXX
-1276522.52000000
N
N
N
ROPER TECHNOLOGIES INC
54930003T4SXCIWVXY35
ROPER TECHNOLOGIES INC
776696106
747797.00000000
NS
USD
351614149.40000000
0.702699630998
Long
EC
CORP
US
N
1
N
N
N
ALTICE FRANCE HOLDING SA
5299000JVHXKJPOE6H40
Altice France Holding SA
02156TAB0
46155000.00000000
PA
USD
51289743.75000000
0.102502371046
Long
DBT
CORP
LU
N
2
2027-05-15
Fixed
10.50000000
N
N
N
N
N
N
JPMORGAN CHASE BANK, NATIONAL ASSOCIATION
7H6GLXDRUGQFU57RNE97
FACEBOOK INC
000000000
-1149.00000000
NC
USD
-3912345.00000000
-0.00781880761
N/A
DE
CORP
US
N
2
JPMORGAN CHASE BANK, NATIONAL ASSOCIATION
7H6GLXDRUGQFU57RNE97
Call
Written
FACEBOOK INC
FACEBOOK INC-A
100.00000000
345.00000000
USD
2022-01-21
XXXX
-1137199.77000000
N
N
N
Bank of America Corp
9DJT3UXIJIZJI4WXO774
Bank of America Corp
060505104
13334101.00000000
NS
USD
549764984.23000000
1.098703371902
Long
EC
CORP
US
N
1
N
N
N
Exelon Corp
3SOUA6IRML7435B56G12
Exelon Corp
30161N101
14323507.00000000
NS
USD
634674595.17000000
1.268394928335
Long
EC
CORP
US
N
1
N
N
N
DINO GRANDPARENT INC
N/A
Dino Grandparent Inc
25445FAB2
76125000.00000000
PA
USD
75363750.00000000
0.150614187187
Long
LON
CORP
US
N
3
2023-02-19
Floating
2.37500000
N
N
N
N
N
N
SUSQUEHANNA FINANCIAL GROUP, LLLP
549300E8QX0ZMRDC2M81
MICROSOFT CORP
000000000
-2098.00000000
NC
USD
-6461840.00000000
-0.01291396433
N/A
DE
CORP
US
N
2
SUSQUEHANNA FINANCIAL GROUP, LLLP
549300E8QX0ZMRDC2M81
Call
Written
MICROSOFT CORP
MICROSOFT CORP
100.00000000
250.00000000
USD
2022-01-21
XXXX
-3719754.00000000
N
N
N
JPMORGAN CHASE BANK, NATIONAL ASSOCIATION
7H6GLXDRUGQFU57RNE97
ROPER TECHNOLOGIES INC
000000000
-319.00000000
NC
USD
-427460.00000000
-0.00085427729
N/A
DE
CORP
US
N
2
JPMORGAN CHASE BANK, NATIONAL ASSOCIATION
7H6GLXDRUGQFU57RNE97
Call
Written
ROPER TECHNOLOGIES INC
ROPER TECHNOLOGIES INC
100.00000000
500.00000000
USD
2021-11-19
XXXX
-233466.53000000
N
N
N
CHARLES SCHWAB CORP/THE
549300VSGCJ7E698NM85
CHARLES SCHWAB CORP
808513600
95800.00000000
NS
USD
2430446.00000000
0.004857237714
Long
EP
CORP
US
N
1
N
N
N
JPMORGAN CHASE BANK, NATIONAL ASSOCIATION
7H6GLXDRUGQFU57RNE97
FACEBOOK INC
000000000
-4778.00000000
NC
USD
-6641420.00000000
-0.01327285432
N/A
DE
CORP
US
N
2
JPMORGAN CHASE BANK, NATIONAL ASSOCIATION
7H6GLXDRUGQFU57RNE97
Call
Written
FACEBOOK INC
FACEBOOK INC-A
100.00000000
400.00000000
USD
2022-01-21
XXXX
3644180.60000000
N
N
N
CEDAR FAIR LP
549300TUVLNQQ6BVKH61
Cedar Fair LP
150190AE6
71965000.00000000
PA
USD
74123950.00000000
0.148136451283
Long
DBT
CORP
US
N
2
2029-07-15
Fixed
5.25000000
N
N
N
N
N
N
BANK OF AMERICA, NATIONAL ASSOCIATION
B4TYDEB6GKMZO031MB27
ROSS STORES INC
000000000
-306.00000000
NC
USD
-146880.00000000
-0.00029353915
N/A
DE
CORP
US
N
2
BANK OF AMERICA, NATIONAL ASSOCIATION
B4TYDEB6GKMZO031MB27
Call
Written
Ross Stores Inc
Ross Stores Inc
100.00000000
140.00000000
USD
2022-01-21
XXXX
117944.64000000
N
N
N
NETFLIX INC
549300Y7VHGU0I7CE873
Netflix Inc
64110LAL0
56540000.00000000
PA
USD
65233025.00000000
0.130367969191
Long
DBT
CORP
US
N
2
2025-02-15
Fixed
5.87500000
N
N
N
N
N
N
Envista Holdings Corp
549300BX623VURJZ5269
Envista Holdings Corp
29415F104
1684175.00000000
NS
USD
72773201.75000000
0.145436985694
Long
EC
CORP
US
N
1
N
N
N
AMERICAN ELECTRIC POWER
1B4S6S7G0TW5EE83BO58
American Electric Power Co Inc
025537127
1162195.00000000
NS
USD
57220670.83000000
0.114355307789
Long
EP
CORP
US
N
2
N
N
N
REALPAGE INC
5493001RSFZX4122A604
RealPage Inc
75605VAD4
112480000.00000000
PA
USD
112086320.00000000
0.224004113140
Long
LON
CORP
US
N
2
2028-04-22
Floating
3.75000000
N
N
N
N
N
N
CREDIT SUISSE SECURITIES (USA) LLC
1V8Y6QCX6YMJ2OELII46
ROSS STORES INC
000000000
-636.00000000
NC
USD
-489720.00000000
-0.00097870368
N/A
DE
CORP
US
N
2
CREDIT SUISSE SECURITIES (USA) LLC
1V8Y6QCX6YMJ2OELII46
Call
Written
Ross Stores Inc
Ross Stores Inc
100.00000000
130.00000000
USD
2022-01-21
XXXX
161416.80000000
N
N
N
JPMORGAN CHASE BANK, NATIONAL ASSOCIATION
7H6GLXDRUGQFU57RNE97
ROPER TECHNOLOGIES INC
000000000
-1274.00000000
NC
USD
-1305850.00000000
-0.00260973659
N/A
DE
CORP
US
N
2
JPMORGAN CHASE BANK, NATIONAL ASSOCIATION
7H6GLXDRUGQFU57RNE97
Call
Written
ROPER TECHNOLOGIES INC
ROPER TECHNOLOGIES INC
100.00000000
480.00000000
USD
2021-08-20
XXXX
261170.00000000
N
N
N
YUM! BRANDS INC
549300JE8XHZZ7OHN517
Yum! Brands Inc
988498AM3
9720000.00000000
PA
USD
10570500.00000000
0.021125106774
Long
DBT
CORP
US
N
2
2025-04-01
Fixed
7.75000000
N
N
N
N
N
N
CORELOGIC INC
54930086CD8K2UIL0516
CoreLogic Inc/United States
21870FBA6
82490000.00000000
PA
USD
82201285.00000000
0.164278976644
Long
LON
CORP
US
N
2
2028-06-02
Floating
4.00000000
N
N
N
N
N
N
CITIBANK, NATIONAL ASSOCIATION
E57ODZWZ7FF32TWEFA76
THERMO FISHER SCIENTIFIC INC
000000000
-765.00000000
NC
USD
-615825.00000000
-0.00123072407
N/A
DE
CORP
US
N
2
CITIBANK, NATIONAL ASSOCIATION
E57ODZWZ7FF32TWEFA76
Call
Written
THERMO FISHER SCIENTIFIC INC
THERMO FISHER SCIENTIFIC INC
100.00000000
600.00000000
USD
2022-01-21
XXXX
1149622.44000000
N
N
N
CITIBANK, NATIONAL ASSOCIATION
E57ODZWZ7FF32TWEFA76
AMERICAN TOWER CORP
000000000
-208.00000000
NC
USD
-603200.00000000
-0.00120549306
N/A
DE
CORP
US
N
2
CITIBANK, NATIONAL ASSOCIATION
E57ODZWZ7FF32TWEFA76
Call
Written
American Tower Corp
American Tower Corp
100.00000000
250.00000000
USD
2022-01-21
XXXX
-286890.24000000
N
N
N
CITIBANK, NATIONAL ASSOCIATION
E57ODZWZ7FF32TWEFA76
MCDONALD'S CORP
000000000
-784.00000000
NC
USD
-1401400.00000000
-0.00280069293
N/A
DE
CORP
US
N
2
CITIBANK, NATIONAL ASSOCIATION
E57ODZWZ7FF32TWEFA76
Call
Written
McDonald's Corp
McDonald's Corp
100.00000000
220.00000000
USD
2022-01-21
XXXX
-282632.00000000
N
N
N
Medtronic PLC
549300GX3ZBSQWUXY261
Medtronic PLC
000000000
384800.00000000
NS
USD
47765224.00000000
0.095458630821
Long
EC
CORP
IE
N
1
N
N
N
HADRIAN MERGER SUB
N/A
Hadrian Merger Sub Inc
42239PAA7
39445000.00000000
PA
USD
41170718.75000000
0.082279535459
Long
DBT
CORP
US
N
2
2026-05-01
Fixed
8.50000000
N
N
N
N
N
N
FleetCor Technologies Inc
549300DG6RR0NQSFLN74
FleetCor Technologies Inc
339041105
1962601.00000000
NS
USD
502543612.06000000
1.004331627034
Long
EC
CORP
US
N
1
N
N
N
CORELOGIC INC
54930086CD8K2UIL0516
CoreLogic Inc/United States
000000000
5985000.00000000
PA
USD
6014925.00000000
0.012020806287
Long
LON
CORP
US
N
3
2029-06-04
Floating
7.00000000
N
N
N
N
N
N
CREDIT SUISSE SECURITIES (USA) LLC
1V8Y6QCX6YMJ2OELII46
ROSS STORES INC
000000000
-636.00000000
NC
USD
-352980.00000000
-0.00070542927
N/A
DE
CORP
US
N
2
CREDIT SUISSE SECURITIES (USA) LLC
1V8Y6QCX6YMJ2OELII46
Call
Written
Ross Stores Inc
Ross Stores Inc
100.00000000
135.00000000
USD
2022-01-21
XXXX
240535.20000000
N
N
N
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
ENVISTA HOLDINGS CORP
000000000
-3186.00000000
NC
USD
-525690.00000000
-0.00105058960
N/A
DE
CORP
US
N
2
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
Call
Written
Envista Holdings Corp
Envista Holdings Corp
100.00000000
50.00000000
USD
2021-12-17
XXXX
420137.82000000
N
N
N
CREDIT SUISSE SECURITIES (USA) LLC
1V8Y6QCX6YMJ2OELII46
HUMANA INC
000000000
-239.00000000
NC
USD
-406300.00000000
-0.00081198910
N/A
DE
CORP
US
N
2
CREDIT SUISSE SECURITIES (USA) LLC
1V8Y6QCX6YMJ2OELII46
Call
Written
Humana Inc
Humana Inc
100.00000000
480.00000000
USD
2022-01-21
XXXX
312803.20000000
N
N
N
HEARTLAND DENTAL LLC
5493008FRC0GRKBN1075
Heartland Dental LLC
42236WAH0
171356058.53170000
PA
USD
169214107.80000000
0.338173794523
Long
LON
CORP
US
N
2
2025-04-30
Floating
3.60425000
N
N
N
N
N
N
KFC HLD/PIZZA HUT/TACO
N/A
KFC Holding Co/Pizza Hut Holdings LLC/Taco Bell of America LLC
48250NAC9
168055000.00000000
PA
USD
175617475.00000000
0.350970901170
Long
DBT
CORP
US
N
2
2027-06-01
Fixed
4.75000000
N
N
N
N
N
N
CREDIT SUISSE SECURITIES (USA) LLC
1V8Y6QCX6YMJ2OELII46
DANAHER CORP
000000000
-638.00000000
NC
USD
-682660.00000000
-0.00136429358
N/A
DE
CORP
US
N
2
CREDIT SUISSE SECURITIES (USA) LLC
1V8Y6QCX6YMJ2OELII46
Call
Written
DANAHER CORP
DANAHER CORP
100.00000000
290.00000000
USD
2022-01-21
XXXX
-75858.20000000
N
N
N
MILEAGE PLUS HLDINGS LLC
N/A
Mileage Plus Holdings LLC / Mileage Plus Intellectual Property Assets Ltd
599191AA1
39450000.00000000
PA
USD
43444312.50000000
0.086823304508
Long
DBT
CORP
US
N
2
2027-06-20
Fixed
6.50000000
N
N
N
N
N
N
SOLERA LLC
549300F7JH48O4IYRX29
Solera LLC
73108RAB4
16465000.00000000
PA
USD
16504186.70000000
0.032983558607
Long
LON
CORP
US
N
2
2028-06-04
Floating
4.50000000
N
N
N
N
N
N
Global Payments Inc
549300NOMHGVQBX6S778
Global Payments Inc
37940X102
3476883.00000000
NS
USD
652054637.82000000
1.303128881954
Long
EC
CORP
US
N
1
N
N
N
RBC CAPITAL MARKETS, LLC
549300LCO2FLSSVFFR64
AMAZON.COM INC
000000000
-84.00000000
NC
USD
-787710.00000000
-0.00157423564
N/A
DE
CORP
US
N
2
RBC CAPITAL MARKETS, LLC
549300LCO2FLSSVFFR64
Call
Written
AMAZON.COM INC
AMAZON.COM INC
100.00000000
4000.00000000
USD
2022-01-21
XXXX
1043238.00000000
N
N
N
ULTIMATE SOFTWARE GROUP INC
529900FKHWSTQ1GXK240
Ultimate Software Group Inc/The
90385KAF8
15825000.00000000
PA
USD
16075509.75000000
0.032126849242
Long
LON
CORP
US
N
2
2027-05-03
Floating
7.50000000
N
N
N
N
N
N
GARDNER DENVER INC
549300MJL50HVCB7RP74
Gardner Denver Inc
365556AW9
10667250.00000000
PA
USD
10651675.82000000
0.021287336362
Long
LON
CORP
US
N
2
2027-02-28
Floating
2.85425000
N
N
N
N
N
N
Delta Air Lines, Inc.
2549008L7P4I8VB90936
SkyMiles IP Ltd
24736CBS2
90160000.00000000
PA
USD
95181010.40000000
0.190218911839
Long
LON
CORP
KY
N
2
2027-10-20
Floating
4.75000000
N
N
N
N
N
N
ALTICE FINANCING SA
549300DIYGW8HVDF7Q17
Altice Financing SA
02154CAE3
46995000.00000000
PA
USD
48933543.75000000
0.097793513700
Long
DBT
CORP
LU
N
2
2026-05-15
Fixed
7.50000000
N
N
N
N
N
N
CCC INFORMATION SERVICES
5493006JEEL9RIWY5T17
CCC Information Services Inc
124886AH5
405090660.39400000
PA
USD
404867860.53000000
0.809126983891
Long
LON
CORP
US
N
2
2024-04-27
Floating
4.00000000
N
N
N
N
N
N
SUSQUEHANNA FINANCIAL GROUP, LLLP
549300E8QX0ZMRDC2M81
MICROSOFT CORP
000000000
-2098.00000000
NC
USD
-5706560.00000000
-0.01140453992
N/A
DE
CORP
US
N
2
SUSQUEHANNA FINANCIAL GROUP, LLLP
549300E8QX0ZMRDC2M81
Call
Written
MICROSOFT CORP
MICROSOFT CORP
100.00000000
255.00000000
USD
2022-01-21
XXXX
-3237214.00000000
N
N
N
CREDIT SUISSE SECURITIES (USA) LLC
1V8Y6QCX6YMJ2OELII46
VISA INC
000000000
-2176.00000000
NC
USD
-3672000.00000000
-0.00733847898
N/A
DE
CORP
US
N
2
CREDIT SUISSE SECURITIES (USA) LLC
1V8Y6QCX6YMJ2OELII46
Call
Written
VISA INC
VISA INC-CLASS A SHARES
100.00000000
230.00000000
USD
2022-01-21
XXXX
-1102492.16000000
N
N
N
Arthur J Gallagher & Co
54930049QLLMPART6V29
Arthur J Gallagher & Co
363576109
2269787.00000000
NS
USD
317951762.96000000
0.635425471041
Long
EC
CORP
US
N
1
N
N
N
CALRIV SCI HLD CORP
N/A
Clarivate Science Holdings Corp
18064PAB5
7515000.00000000
PA
USD
7712268.75000000
0.015412941754
Long
DBT
CORP
US
N
2
2029-06-30
Fixed
4.87500000
N
N
N
N
N
N
MICROSOFT CORP
INR2EJN1ERAN0W5ZP974
MICROSOFT CORP
594918104
11750827.00000000
NS
USD
3183299034.30000000
6.361811834300
Long
EC
CORP
US
N
1
N
N
N
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
ALPHABET INC
000000000
-128.00000000
NC
USD
-7235200.00000000
-0.01445952154
N/A
DE
CORP
US
N
2
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
Call
Written
ALPHABET INC
ALPHABET INC-CL A
100.00000000
2000.00000000
USD
2022-09-16
XXXX
-4723722.88000000
N
N
N
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
ALPHABET INC
000000000
-128.00000000
NC
USD
-7424000.00000000
-0.01483683767
N/A
DE
CORP
US
N
2
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
Call
Written
ALPHABET INC
ALPHABET INC-CL A
100.00000000
1980.00000000
USD
2022-09-16
XXXX
-4797495.68000000
N
N
N
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
ALPHABET INC
000000000
-448.00000000
NC
USD
-33698560.00000000
-0.06734645268
N/A
DE
CORP
US
N
2
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
Call
Written
ALPHABET INC
ALPHABET INC-CL C
100.00000000
1780.00000000
USD
2022-01-21
XXXX
-29450982.40000000
N
N
N
JPMORGAN CHASE BANK, NATIONAL ASSOCIATION
7H6GLXDRUGQFU57RNE97
CME GROUP INC
000000000
-1911.00000000
NC
USD
-1758120.00000000
-0.00351359658
N/A
DE
CORP
US
N
2
JPMORGAN CHASE BANK, NATIONAL ASSOCIATION
7H6GLXDRUGQFU57RNE97
Call
Written
CME Group Inc
CME Group Inc
100.00000000
220.00000000
USD
2022-01-21
XXXX
340865.07000000
N
N
N
RBC CAPITAL MARKETS, LLC
549300LCO2FLSSVFFR64
MCDONALD'S CORP
000000000
-637.00000000
NC
USD
-1138637.50000000
-0.00227556300
N/A
DE
CORP
US
N
2
RBC CAPITAL MARKETS, LLC
549300LCO2FLSSVFFR64
Call
Written
McDonald's Corp
McDonald's Corp
100.00000000
220.00000000
USD
2022-01-21
XXXX
-255118.50000000
N
N
N
SCE TRUST IV
N/A
SCE TRUST IV
78409G206
2450468.00000000
NS
USD
61016653.20000000
0.121941565097
Long
EP
CORP
US
N
1
N
N
N
LENNOX INTERNATIONAL INC
S7DWAC87RDMPBF77GJ92
Lennox International Inc
526107AD9
6420000.00000000
PA
USD
6734779.02000000
0.013459431994
Long
DBT
CORP
US
N
2
2023-11-15
Fixed
3.00000000
N
N
N
N
N
N
HUB INTERNATIONAL LTD
549300JQT6ATTUNS5E06
HUB International Ltd
44332EAU0
264141864.41300000
PA
USD
263956965.11000000
0.527517058965
Long
LON
CORP
US
N
2
2025-04-25
Floating
4.00000000
N
N
N
N
N
N
US AIRWAYS 2013-1B PTT
N/A
US Airways 2013-1 Class B Pass Through Trust
90346WAB9
2131697.38000000
PA
USD
2133724.62000000
0.004264241088
Long
DBT
CORP
US
N
2
2021-11-15
Fixed
5.37500000
N
N
N
N
N
N
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
ALPHABET INC
000000000
-128.00000000
NC
USD
-6326400.00000000
-0.01264328797
N/A
DE
CORP
US
N
2
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
Call
Written
ALPHABET INC
ALPHABET INC-CL A
100.00000000
2100.00000000
USD
2022-09-16
XXXX
-4227256.32000000
N
N
N
FOUR SEASONS HOTELS LTD
5493009FUVX8LHYY2202
Four Seasons Hotels Ltd
35100DAR7
26511234.80500000
PA
USD
26411817.67000000
0.052783923975
Long
LON
CORP
CA
N
2
2023-11-30
Floating
2.10425000
N
N
N
N
N
N
CREDIT SUISSE SECURITIES (USA) LLC
1V8Y6QCX6YMJ2OELII46
DANAHER CORP
000000000
-3969.00000000
NC
USD
-12065760.00000000
-0.02411337858
N/A
DE
CORP
US
N
2
CREDIT SUISSE SECURITIES (USA) LLC
1V8Y6QCX6YMJ2OELII46
Call
Written
DANAHER CORP
DANAHER CORP
100.00000000
250.00000000
USD
2022-01-21
XXXX
-4496877.00000000
N
N
N
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
ALPHABET INC
000000000
-128.00000000
NC
USD
-6646400.00000000
-0.01328280683
N/A
DE
CORP
US
N
2
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
Call
Written
ALPHABET INC
ALPHABET INC-CL C
100.00000000
2100.00000000
USD
2022-06-17
XXXX
-4781404.16000000
N
N
N
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
GLOBAL PAYMENTS INC
000000000
-956.00000000
NC
USD
-301140.00000000
-0.00060182722
N/A
DE
CORP
US
N
2
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
Call
Written
Global Payments Inc
Global Payments Inc
100.00000000
240.00000000
USD
2022-01-21
XXXX
170980.60000000
N
N
N
JPMORGAN CHASE BANK, NATIONAL ASSOCIATION
7H6GLXDRUGQFU57RNE97
TELEDYNE TECHNOLOGIES INC
000000000
-319.00000000
NC
USD
-275935.00000000
-0.00055145511
N/A
DE
CORP
US
N
2
JPMORGAN CHASE BANK, NATIONAL ASSOCIATION
7H6GLXDRUGQFU57RNE97
Call
Written
Teledyne Technologies Inc
Teledyne Technologies Inc
100.00000000
480.00000000
USD
2021-12-17
XXXX
270253.61000000
N
N
N
CEDAR FAIR LP/CANADA'S W
N/A
Cedar Fair LP / Canada's Wonderland Co / Magnum Management Corp
150191AJ3
98758000.00000000
PA
USD
99622132.50000000
0.199094478610
Long
DBT
CORP
US
N
2
2024-06-01
Fixed
5.37500000
N
N
N
N
N
N
CREDIT SUISSE SECURITIES (USA) LLC
1V8Y6QCX6YMJ2OELII46
BANK OF AMERICA CORP
000000000
-12826.00000000
NC
USD
-12473285.00000000
-0.02492781585
N/A
DE
CORP
US
N
2
CREDIT SUISSE SECURITIES (USA) LLC
1V8Y6QCX6YMJ2OELII46
Call
Written
Bank of America Corp
Bank of America Corp
100.00000000
32.00000000
USD
2022-01-21
XXXX
-9328349.80000000
N
N
N
CREDIT SUISSE SECURITIES (USA) LLC
1V8Y6QCX6YMJ2OELII46
NORTHROP GRUMMAN CORP
000000000
-1016.00000000
NC
USD
-6842760.00000000
-0.01367523160
N/A
DE
CORP
US
N
2
CREDIT SUISSE SECURITIES (USA) LLC
1V8Y6QCX6YMJ2OELII46
Call
Written
Northrop Grumman Corp
Northrop Grumman Corp
100.00000000
300.00000000
USD
2022-01-21
XXXX
-4069148.00000000
N
N
N
NETFLIX INC
549300Y7VHGU0I7CE873
Netflix Inc
64110LAJ5
9485000.00000000
PA
USD
9745837.50000000
0.019477021691
Long
DBT
CORP
US
N
2
2022-02-15
Fixed
5.50000000
N
N
N
N
N
N
JPMORGAN CHASE BANK, NATIONAL ASSOCIATION
7H6GLXDRUGQFU57RNE97
FACEBOOK INC
000000000
-638.00000000
NC
USD
-3427655.00000000
-0.00685015636
N/A
DE
CORP
US
N
2
JPMORGAN CHASE BANK, NATIONAL ASSOCIATION
7H6GLXDRUGQFU57RNE97
Call
Written
FACEBOOK INC
FACEBOOK INC-A
100.00000000
345.00000000
USD
2022-09-16
XXXX
-943410.60000000
N
N
N
RBC CAPITAL MARKETS, LLC
549300LCO2FLSSVFFR64
MCDONALD'S CORP
000000000
-637.00000000
NC
USD
-1563835.00000000
-0.00312531870
N/A
DE
CORP
US
N
2
RBC CAPITAL MARKETS, LLC
549300LCO2FLSSVFFR64
Call
Written
McDonald's Corp
McDonald's Corp
100.00000000
210.00000000
USD
2022-01-21
XXXX
-406406.00000000
N
N
N
CREDIT SUISSE SECURITIES (USA) LLC
1V8Y6QCX6YMJ2OELII46
VISA INC
000000000
-2176.00000000
NC
USD
-3084480.00000000
-0.00616432234
N/A
DE
CORP
US
N
2
CREDIT SUISSE SECURITIES (USA) LLC
1V8Y6QCX6YMJ2OELII46
Call
Written
VISA INC
VISA INC-CLASS A SHARES
100.00000000
235.00000000
USD
2022-01-21
XXXX
-868311.04000000
N
N
N
CPI HOLDCO LLC
549300TMNYXLWYDEPJ03
CPI Holdco LLC
12594WAK2
20302116.98000000
PA
USD
20313080.12000000
0.040595618603
Long
LON
CORP
US
N
2
2026-11-04
Floating
3.85425000
N
N
N
N
N
N
WOOF HOLDINGS LLC
N/A
Woof Holdings LLC
98082EAB0
18740000.00000000
PA
USD
18724445.80000000
0.037420738547
Long
LON
CORP
US
N
2
2027-12-21
Floating
4.50000000
N
N
N
N
N
N
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
ALPHABET INC
000000000
-128.00000000
NC
USD
-7836800.00000000
-0.01566181701
N/A
DE
CORP
US
N
2
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
Call
Written
ALPHABET INC
ALPHABET INC-CL C
100.00000000
1980.00000000
USD
2022-06-17
XXXX
-5443873.92000000
N
N
N
JPMORGAN CHASE BANK, NATIONAL ASSOCIATION
7H6GLXDRUGQFU57RNE97
CISCO SYSTEMS INC
000000000
-9887.00000000
NC
USD
-6401832.50000000
-0.01279403955
N/A
DE
CORP
US
N
2
JPMORGAN CHASE BANK, NATIONAL ASSOCIATION
7H6GLXDRUGQFU57RNE97
Call
Written
Cisco Systems Inc/Delaware
Cisco Systems Inc/Delaware
100.00000000
47.50000000
USD
2022-01-21
XXXX
-2974563.50000000
N
N
N
SURGERY CENTER HOLDINGS
54930054EVI5HWPPW113
Surgery Center Holdings Inc
86881WAD4
15925000.00000000
PA
USD
17497593.75000000
0.034968879075
Long
DBT
CORP
US
N
2
2027-04-15
Fixed
10.00000000
N
N
N
N
N
N
LIFE TIME INC
549300PALKE96VYH4X17
Life Time Inc
53190FAA3
40572000.00000000
PA
USD
42042735.00000000
0.084022256843
Long
DBT
CORP
US
N
2
2026-01-15
Fixed
5.75000000
N
N
N
N
N
N
SUSQUEHANNA FINANCIAL GROUP, LLLP
549300E8QX0ZMRDC2M81
ALPHABET INC
000000000
-48.00000000
NC
USD
-954000.00000000
-0.00190656561
N/A
DE
CORP
US
N
2
SUSQUEHANNA FINANCIAL GROUP, LLLP
549300E8QX0ZMRDC2M81
Call
Written
ALPHABET INC
ALPHABET INC-CL C
100.00000000
2650.00000000
USD
2022-06-17
XXXX
-71280.00000000
N
N
N
PETVET CARE CENTERS LLC
549300V0HK8MSXZNOM91
PetVet Care Centers LLC
70476XAK1
33757590.30320000
PA
USD
33808226.69000000
0.067565621179
Long
LON
CORP
US
N
2
2025-02-15
Floating
4.25000000
N
N
N
N
N
N
NISOURCE INC
549300D8GOWWH0SJB189
NiSource Inc
65473P121
783100.00000000
NS
USD
80281563.10000000
0.160442419233
Long
EP
CORP
US
N
2
N
N
N
CREDIT SUISSE SECURITIES (USA) LLC
1V8Y6QCX6YMJ2OELII46
MEDTRONIC PLC
000000000
-1282.00000000
NC
USD
-615360.00000000
-0.00122979477
N/A
DE
CORP
US
N
2
CREDIT SUISSE SECURITIES (USA) LLC
1V8Y6QCX6YMJ2OELII46
Call
Written
Medtronic PLC
Medtronic PLC
100.00000000
130.00000000
USD
2022-01-21
XXXX
98714.00000000
N
N
N
VERTICAL US NEWCO INC
549300C2AFWPAYWS5574
Vertical US Newco Inc
000000000
145639064.84000000
PA
USD
145700233.25000000
0.291181399599
Long
LON
CORP
US
N
2
2027-07-31
Floating
4.47763000
N
N
N
N
N
N
SUSQUEHANNA FINANCIAL GROUP, LLLP
549300E8QX0ZMRDC2M81
BANK OF AMERICA CORP
000000000
-39989.00000000
NC
USD
-46187295.00000000
-0.09230514530
N/A
DE
CORP
US
N
2
SUSQUEHANNA FINANCIAL GROUP, LLLP
549300E8QX0ZMRDC2M81
Call
Written
Bank of America Corp
Bank of America Corp
100.00000000
30.00000000
USD
2022-01-21
XXXX
-35910122.00000000
N
N
N
CITIBANK, NATIONAL ASSOCIATION
E57ODZWZ7FF32TWEFA76
MONDELEZ INTERNATIONAL INC
000000000
-2629.00000000
NC
USD
-1643125.00000000
-0.00328377948
N/A
DE
CORP
US
N
2
CITIBANK, NATIONAL ASSOCIATION
E57ODZWZ7FF32TWEFA76
Call
Written
Mondelez International Inc
Mondelez International Inc
100.00000000
57.50000000
USD
2022-01-21
XXXX
-402237.00000000
N
N
N
MILEAGE PLUS HOLDINGS IN
N/A
Mileage Plus Holdings LLC
59921PAB2
222075066.49000000
PA
USD
236989627.96000000
0.473622931278
Long
LON
CORP
US
N
2
2027-06-20
Floating
6.25000000
N
N
N
N
N
N
CREDIT SUISSE SECURITIES (USA) LLC
1V8Y6QCX6YMJ2OELII46
BANK OF AMERICA CORP
000000000
-25653.00000000
NC
USD
-18470160.00000000
-0.03691254927
N/A
DE
CORP
US
N
2
CREDIT SUISSE SECURITIES (USA) LLC
1V8Y6QCX6YMJ2OELII46
Call
Written
Bank of America Corp
Bank of America Corp
100.00000000
35.00000000
USD
2022-01-21
XXXX
-14452900.20000000
N
N
N
CEDAR FAIR/CAN/MAGNUM/MI
N/A
Cedar Fair LP / Canada's Wonderland Co / Magnum Management Corp / Millennium Op
150190AH9
57835000.00000000
PA
USD
62172625.00000000
0.124251770641
Long
DBT
CORP
US
N
2
2028-10-01
Fixed
6.50000000
N
N
N
N
N
N
JPMORGAN CHASE BANK, NATIONAL ASSOCIATION
7H6GLXDRUGQFU57RNE97
LOCKHEED MARTIN CORP
000000000
-884.00000000
NC
USD
-4048720.00000000
-0.00809135256
N/A
DE
CORP
US
N
2
JPMORGAN CHASE BANK, NATIONAL ASSOCIATION
7H6GLXDRUGQFU57RNE97
Call
Written
Lockheed Martin Corp
Lockheed Martin Corp
100.00000000
340.00000000
USD
2022-01-21
XXXX
-1275612.00000000
N
N
N
DELTA AIR LINES/SKYMILES
N/A
Delta Air Lines Inc / SkyMiles IP Ltd
830867AA5
67265000.00000000
PA
USD
72570795.94000000
0.145032478400
Long
DBT
CORP
N/A
N
2
2025-10-20
Fixed
4.50000000
N
N
N
N
N
N
CITIBANK, NATIONAL ASSOCIATION
E57ODZWZ7FF32TWEFA76
EXELON CORP
000000000
-2044.00000000
NC
USD
-1001560.00000000
-0.00200161410
N/A
DE
CORP
US
N
2
CITIBANK, NATIONAL ASSOCIATION
E57ODZWZ7FF32TWEFA76
Call
Written
Exelon Corp
Exelon Corp
100.00000000
40.00000000
USD
2022-01-21
XXXX
-45067.56000000
N
N
N
CREDIT SUISSE SECURITIES (USA) LLC
1V8Y6QCX6YMJ2OELII46
MARRIOTT INTERNATIONAL INC/MD
000000000
-2548.00000000
NC
USD
-1815450.00000000
-0.00362817038
N/A
DE
CORP
US
N
2
CREDIT SUISSE SECURITIES (USA) LLC
1V8Y6QCX6YMJ2OELII46
Call
Written
Marriott International Inc/MD
Marriott International Inc/MD
100.00000000
150.00000000
USD
2022-01-21
XXXX
963049.85000000
N
N
N
CAMELOT FINANCE SA
N/A
Camelot Finance SA
000000000
94400625.02000000
PA
USD
94400625.02000000
0.188659314423
Long
LON
CORP
LU
N
2
2026-10-31
Floating
4.00000000
N
N
N
N
N
N
JPMORGAN CHASE BANK, NATIONAL ASSOCIATION
7H6GLXDRUGQFU57RNE97
YUM! BRANDS INC
000000000
-6182.00000000
NC
USD
-2689170.00000000
-0.00537429671
N/A
DE
CORP
US
N
2
JPMORGAN CHASE BANK, NATIONAL ASSOCIATION
7H6GLXDRUGQFU57RNE97
Call
Written
YUM! BRANDS INC
YUM! BRANDS INC
100.00000000
120.00000000
USD
2022-01-21
XXXX
111727.73000000
N
N
N
IRB HOLDING CORP
549300HVW4WNWYBXN830
IRB HOLDING CORP
44988LAG2
54981637.50000000
PA
USD
54947548.88000000
0.109812481631
Long
LON
CORP
US
N
2
2027-12-15
Floating
4.25000000
N
N
N
N
N
N
NISOURCE INC
549300D8GOWWH0SJB189
NISOURCE INC
65473P105
18350269.00000000
NS
USD
449581590.50000000
0.898487214712
Long
EC
CORP
US
N
1
N
N
N
Ameren Corp
XRZQ5S7HYJFPHJ78L959
Ameren Corp
023608102
10004872.00000000
NS
USD
800789954.88000000
1.600375885787
Long
EC
CORP
US
N
1
N
N
N
AURORA INNOVATION SER B CVT PFD STOCK PP
N/A
AURORA INNOVATION SER B CVT PFD STOCK PP
000000000
2788430.00000000
NS
USD
54811507.65000000
0.109540603715
Long
EP
CORP
US
Y
3
N
N
N
APPLIED SYSTEMS INC
549300NSKGF0SY5SWQ62
Applied Systems Inc
03827FBA8
10136675.15370000
PA
USD
10253246.92000000
0.020491077618
Long
LON
CORP
US
N
2
2025-09-19
Floating
6.25000000
N
N
N
N
N
N
CITIBANK, NATIONAL ASSOCIATION
E57ODZWZ7FF32TWEFA76
MONDELEZ INTERNATIONAL INC
000000000
-2628.00000000
NC
USD
-1182600.00000000
-0.00236342190
N/A
DE
CORP
US
N
2
CITIBANK, NATIONAL ASSOCIATION
E57ODZWZ7FF32TWEFA76
Call
Written
Mondelez International Inc
Mondelez International Inc
100.00000000
60.00000000
USD
2022-01-21
XXXX
-257544.00000000
N
N
N
DUKE ENERGY CORP
I1BZKREC126H0VB1BL91
Duke Energy Corp
26441C402
431146.00000000
NS
USD
11886695.22000000
0.023755518255
Long
EP
CORP
US
N
1
N
N
N
BANK OF AMERICA, NATIONAL ASSOCIATION
B4TYDEB6GKMZO031MB27
MICROSOFT CORP
000000000
-956.00000000
NC
USD
-1548720.00000000
-0.00309511142
N/A
DE
CORP
US
N
2
BANK OF AMERICA, NATIONAL ASSOCIATION
B4TYDEB6GKMZO031MB27
Call
Written
MICROSOFT CORP
MICROSOFT CORP
100.00000000
275.00000000
USD
2022-01-21
XXXX
-426528.96000000
N
N
N
CREDIT SUISSE SECURITIES (USA) LLC
1V8Y6QCX6YMJ2OELII46
WASTE MANAGEMENT INC
000000000
-1298.00000000
NC
USD
-2914010.00000000
-0.00582363865
N/A
DE
CORP
US
N
2
CREDIT SUISSE SECURITIES (USA) LLC
1V8Y6QCX6YMJ2OELII46
Call
Written
Waste Management Inc
Waste Management Inc
100.00000000
120.00000000
USD
2022-01-21
XXXX
-1957624.00000000
N
N
N
CITIBANK, NATIONAL ASSOCIATION
E57ODZWZ7FF32TWEFA76
UNITEDHEALTH GROUP INC
000000000
-319.00000000
NC
USD
-150727.50000000
-0.00030122837
N/A
DE
CORP
US
N
2
CITIBANK, NATIONAL ASSOCIATION
E57ODZWZ7FF32TWEFA76
Call
Written
UNITEDHEALTH GROUP INC
UNITEDHEALTH GROUP INC
100.00000000
470.00000000
USD
2022-01-21
XXXX
265813.13000000
N
N
N
SIX FLAGS ENTERTAINMENT
549300JYTDUAA4JQ3717
Six Flags Entertainment Corp
83001AAC6
95349000.00000000
PA
USD
98686215.00000000
0.197224050805
Long
DBT
CORP
US
N
2
2027-04-15
Fixed
5.50000000
N
N
N
N
N
N
CITIBANK, NATIONAL ASSOCIATION
E57ODZWZ7FF32TWEFA76
AMEREN CORP
000000000
-2231.00000000
NC
USD
-133860.00000000
-0.00026751873
N/A
DE
CORP
US
N
2
CITIBANK, NATIONAL ASSOCIATION
E57ODZWZ7FF32TWEFA76
Call
Written
Ameren Corp
Ameren Corp
100.00000000
90.00000000
USD
2021-12-17
XXXX
265645.17000000
N
N
N
JPMORGAN CHASE BANK, NATIONAL ASSOCIATION
7H6GLXDRUGQFU57RNE97
AMERICAN ELECTRIC POWER CO INC
000000000
-3186.00000000
NC
USD
-87615.00000000
-0.00017509826
N/A
DE
CORP
US
N
2
JPMORGAN CHASE BANK, NATIONAL ASSOCIATION
7H6GLXDRUGQFU57RNE97
Call
Written
AMERICAN ELECTRIC POWER CO INC
AMERICAN ELECTRIC POWER
100.00000000
100.00000000
USD
2022-01-21
XXXX
104914.98000000
N
N
N
STATE STREET CORP
549300ZFEEJ2IP5VME73
State Street Corp
857477AQ6
11154000.00000000
PA
USD
11167942.50000000
0.022319093492
Long
DBT
CORP
US
N
2
N/A
Floating
3.71588000
N
N
N
N
N
N
US AIRWAYS 2012-2A PTT
N/A
US Airways 2012-2 Class A Pass Through Trust
90345WAD6
951186.33000000
PA
USD
955942.26000000
0.001910447217
Long
DBT
CORP
US
N
2
2025-06-03
Fixed
4.62500000
N
N
N
N
N
N
SBA COMMUNICATIONS CORP
5299001HX8ZN8Y8QIT49
SBA Communications Corp
78410GAD6
17885000.00000000
PA
USD
18376837.50000000
0.036726044592
Long
DBT
CORP
US
N
2
2027-02-15
Fixed
3.87500000
N
N
N
N
N
N
SENSATA TECHNOLOGIES BV
PUCKW5P5O3XMOZVH7T53
Sensata Technologies BV
81725WAH6
6670000.00000000
PA
USD
7403700.00000000
0.014796268201
Long
DBT
CORP
NL
N
2
2024-11-01
Fixed
5.62500000
N
N
N
N
N
N
CMS ENERGY CORP
549300IA9XFBAGNIBW29
CMS Energy Corp
125896845
5050000.00000000
NS
USD
139986000.00000000
0.279761524707
Long
EP
CORP
US
N
1
N
N
N
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
VISA INC
000000000
-1267.00000000
NC
USD
-402272.50000000
-0.00080394016
N/A
DE
CORP
US
N
2
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
Call
Written
VISA INC
VISA INC-CLASS A SHARES
100.00000000
270.00000000
USD
2022-01-21
XXXX
499831.50000000
N
N
N
Northrop Grumman Corp
RIMU48P07456QXSO0R61
Northrop Grumman Corp
666807102
304600.00000000
NS
USD
110700778.00000000
0.221235112365
Long
EC
CORP
US
N
1
N
N
N
American Tower Corp
5493006ORUSIL88JOE18
American Tower Corp
03027X100
253850.00000000
NS
USD
68575039.00000000
0.137046972322
Long
EC
CORP
US
N
1
N
N
N
SIX FLAGS ENTERTAINMENT
549300JYTDUAA4JQ3717
Six Flags Entertainment Corp
83001AAB8
156301000.00000000
PA
USD
157864010.00000000
0.315490664309
Long
DBT
CORP
US
N
2
2024-07-31
Fixed
4.87500000
N
N
N
N
N
N
RBC CAPITAL MARKETS, LLC
549300LCO2FLSSVFFR64
AMAZON.COM INC
000000000
-84.00000000
NC
USD
-413490.00000000
-0.00082635829
N/A
DE
CORP
US
N
2
RBC CAPITAL MARKETS, LLC
549300LCO2FLSSVFFR64
Call
Written
AMAZON.COM INC
AMAZON.COM INC
100.00000000
4300.00000000
USD
2022-01-21
XXXX
963858.00000000
N
N
N
CITIBANK, NATIONAL ASSOCIATION
E57ODZWZ7FF32TWEFA76
PNC FINANCIAL SERVICES GROUP INC/THE
000000000
-3817.00000000
NC
USD
-4160530.00000000
-0.00831480445
N/A
DE
CORP
US
N
2
CITIBANK, NATIONAL ASSOCIATION
E57ODZWZ7FF32TWEFA76
Call
Written
PNC Financial Services Group I
PNC Financial Services Group Inc/The
100.00000000
195.00000000
USD
2022-01-21
XXXX
-685267.72000000
N
N
N
HUB INTERNATIONAL LTD
549300JQT6ATTUNS5E06
HUB International Ltd
44332EAP1
641861472.87910000
PA
USD
634409461.18000000
1.267865058996
Long
LON
CORP
US
N
2
2025-04-25
Floating
2.92575000
N
N
N
N
N
N
JPMORGAN CHASE BANK, NATIONAL ASSOCIATION
7H6GLXDRUGQFU57RNE97
CISCO SYSTEMS INC
000000000
-9887.00000000
NC
USD
-8527537.50000000
-0.01704225346
N/A
DE
CORP
US
N
2
JPMORGAN CHASE BANK, NATIONAL ASSOCIATION
7H6GLXDRUGQFU57RNE97
Call
Written
Cisco Systems Inc/Delaware
Cisco Systems Inc/Delaware
100.00000000
45.00000000
USD
2022-01-21
XXXX
-4038338.50000000
N
N
N
PRESTIGE BRANDS INC
549300JBVP4J6D42I235
Prestige Brands Inc
74112CAT0
1163549.72000000
PA
USD
1163735.89000000
0.002325722050
Long
LON
CORP
US
N
2
2024-01-26
Floating
4.25000000
N
N
N
N
N
N
CMS Energy Corp
549300IA9XFBAGNIBW29
CMS Energy Corp
125896100
3087495.00000000
NS
USD
182409204.60000000
0.364544148697
Long
EC
CORP
US
N
1
N
N
N
SUSQUEHANNA FINANCIAL GROUP, LLLP
549300E8QX0ZMRDC2M81
GENERAL ELECTRIC CO
000000000
-63681.00000000
NC
USD
-5381044.50000000
-0.01075399835
N/A
DE
CORP
US
N
2
SUSQUEHANNA FINANCIAL GROUP, LLLP
549300E8QX0ZMRDC2M81
Call
Written
General Electric Co
General Electric Co
100.00000000
15.00000000
USD
2022-01-21
XXXX
1560184.50000000
N
N
N
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
FISERV INC
000000000
-1275.00000000
NC
USD
-188062.50000000
-0.00037584223
N/A
DE
CORP
US
N
2
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
Call
Written
FISERV INC
FISERV INC
100.00000000
130.00000000
USD
2022-01-21
XXXX
462557.25000000
N
N
N
MIRANT CORP
N/A
MIRANT CORP 144A ESCROW
000000000
16000000.00000000
NS
USD
0.00000000
0.000000
Long
EC
CORP
US
N
3
N
N
N
CREDIT SUISSE SECURITIES (USA) LLC
1V8Y6QCX6YMJ2OELII46
VISA INC
000000000
-638.00000000
NC
USD
-267960.00000000
-0.00053551711
N/A
DE
CORP
US
N
2
CREDIT SUISSE SECURITIES (USA) LLC
1V8Y6QCX6YMJ2OELII46
Call
Written
VISA INC
VISA INC-CLASS A SHARES
100.00000000
265.00000000
USD
2022-01-21
XXXX
112032.80000000
N
N
N
CREDIT SUISSE SECURITIES (USA) LLC
1V8Y6QCX6YMJ2OELII46
WASTE MANAGEMENT INC
000000000
-1299.00000000
NC
USD
-1967985.00000000
-0.00393301104
N/A
DE
CORP
US
N
2
CREDIT SUISSE SECURITIES (USA) LLC
1V8Y6QCX6YMJ2OELII46
Call
Written
Waste Management Inc
Waste Management Inc
100.00000000
130.00000000
USD
2022-01-21
XXXX
-1452782.00000000
N
N
N
JPMORGAN CHASE BANK, NATIONAL ASSOCIATION
7H6GLXDRUGQFU57RNE97
TELEDYNE TECHNOLOGIES INC
000000000
-319.00000000
NC
USD
-355685.00000000
-0.00071083521
N/A
DE
CORP
US
N
2
JPMORGAN CHASE BANK, NATIONAL ASSOCIATION
7H6GLXDRUGQFU57RNE97
Call
Written
Teledyne Technologies Inc
Teledyne Technologies Inc
100.00000000
470.00000000
USD
2021-12-17
XXXX
292117.87000000
N
N
N
CITIBANK, NATIONAL ASSOCIATION
E57ODZWZ7FF32TWEFA76
EXELON CORP
000000000
-3186.00000000
NC
USD
-207090.00000000
-0.00041386863
N/A
DE
CORP
US
N
2
CITIBANK, NATIONAL ASSOCIATION
E57ODZWZ7FF32TWEFA76
Call
Written
Exelon Corp
Exelon Corp
100.00000000
50.00000000
USD
2022-01-21
XXXX
41481.72000000
N
N
N
FACEBOOK INC
BQ4BKCS1HXDV9HN80Z93
FACEBOOK INC-A
30303M102
1442285.00000000
NS
USD
501496917.35000000
1.002239811367
Long
EC
CORP
US
N
1
N
N
N
ASCEND LEARNING LLC
549300T466HKRLVCD610
Ascend Learning LLC
02083JAC8
3448131.43300000
PA
USD
3444545.38000000
0.006883911729
Long
LON
CORP
US
N
2
2024-07-12
Floating
4.00000000
N
N
N
N
N
N
CITIBANK, NATIONAL ASSOCIATION
E57ODZWZ7FF32TWEFA76
AMERICAN TOWER CORP
000000000
-637.00000000
NC
USD
-3398395.00000000
-0.00679168035
N/A
DE
CORP
US
N
2
CITIBANK, NATIONAL ASSOCIATION
E57ODZWZ7FF32TWEFA76
Call
Written
American Tower Corp
American Tower Corp
100.00000000
220.00000000
USD
2022-01-21
XXXX
-2126306.00000000
N
N
N
CITIBANK, NATIONAL ASSOCIATION
E57ODZWZ7FF32TWEFA76
AMERICAN TOWER CORP
000000000
-844.00000000
NC
USD
-3751580.00000000
-0.00749751932
N/A
DE
CORP
US
N
2
CITIBANK, NATIONAL ASSOCIATION
E57ODZWZ7FF32TWEFA76
Call
Written
American Tower Corp
American Tower Corp
100.00000000
230.00000000
USD
2022-01-21
XXXX
-2266718.55000000
N
N
N
SUSQUEHANNA FINANCIAL GROUP, LLLP
549300E8QX0ZMRDC2M81
ALPHABET INC
000000000
-48.00000000
NC
USD
-1056000.00000000
-0.00211041225
N/A
DE
CORP
US
N
2
SUSQUEHANNA FINANCIAL GROUP, LLLP
549300E8QX0ZMRDC2M81
Call
Written
ALPHABET INC
ALPHABET INC-CL C
100.00000000
2600.00000000
USD
2022-06-17
XXXX
-86736.00000000
N
N
N
NETFLIX INC
549300Y7VHGU0I7CE873
Netflix Inc
64110LAS5
168167000.00000000
PA
USD
195494137.50000000
0.390694340708
Long
DBT
CORP
US
N
2
2028-04-15
Fixed
4.87500000
N
N
N
N
N
N
SUSQUEHANNA FINANCIAL GROUP, LLLP
549300E8QX0ZMRDC2M81
ALPHABET INC
000000000
-32.00000000
NC
USD
-848000.00000000
-0.00169472499
N/A
DE
CORP
US
N
2
SUSQUEHANNA FINANCIAL GROUP, LLLP
549300E8QX0ZMRDC2M81
Call
Written
ALPHABET INC
ALPHABET INC-CL A
100.00000000
2500.00000000
USD
2022-09-16
XXXX
-59296.00000000
N
N
N
PERKINELMER INC
549300IKL1SDPFI7N655
PERKINELMER INC
714046109
4572610.00000000
NS
USD
706056710.10000000
1.411051831952
Long
EC
CORP
US
N
1
N
N
N
CITIBANK, NATIONAL ASSOCIATION
E57ODZWZ7FF32TWEFA76
AMAZON.COM INC
000000000
-128.00000000
NC
USD
-780800.00000000
-0.00156042603
N/A
DE
CORP
US
N
2
CITIBANK, NATIONAL ASSOCIATION
E57ODZWZ7FF32TWEFA76
Call
Written
AMAZON.COM INC
AMAZON.COM INC
100.00000000
4200.00000000
USD
2022-01-21
XXXX
2179456.00000000
N
N
N
SUSQUEHANNA FINANCIAL GROUP, LLLP
549300E8QX0ZMRDC2M81
ALPHABET INC
000000000
-32.00000000
NC
USD
-777600.00000000
-0.00155403084
N/A
DE
CORP
US
N
2
SUSQUEHANNA FINANCIAL GROUP, LLLP
549300E8QX0ZMRDC2M81
Call
Written
ALPHABET INC
ALPHABET INC-CL A
100.00000000
2550.00000000
USD
2022-09-16
XXXX
-50496.00000000
N
N
N
JPMORGAN CHASE BANK, NATIONAL ASSOCIATION
7H6GLXDRUGQFU57RNE97
CISCO SYSTEMS INC
000000000
-9887.00000000
NC
USD
-4819912.50000000
-0.00963257804
N/A
DE
CORP
US
N
2
JPMORGAN CHASE BANK, NATIONAL ASSOCIATION
7H6GLXDRUGQFU57RNE97
Call
Written
Cisco Systems Inc/Delaware
Cisco Systems Inc/Delaware
100.00000000
50.00000000
USD
2022-01-21
XXXX
-2256918.50000000
N
N
N
ADMI CORP
5493008U1LYGMQWO7N12
ADMI Corp
00709LAH0
55231575.00000000
PA
USD
54575976.20000000
0.109069894947
Long
LON
CORP
US
N
2
2027-12-23
Floating
3.25000000
N
N
N
N
N
N
CITIBANK, NATIONAL ASSOCIATION
E57ODZWZ7FF32TWEFA76
HILTON WORLDWIDE HOLDINGS INC
000000000
-2928.00000000
NC
USD
-1991040.00000000
-0.00397908638
N/A
DE
CORP
US
N
2
CITIBANK, NATIONAL ASSOCIATION
E57ODZWZ7FF32TWEFA76
Call
Written
Hilton Worldwide Holdings Inc
Hilton Worldwide Holdings Inc
100.00000000
130.00000000
USD
2022-01-21
XXXX
1296300.00000000
N
N
N
CITIBANK, NATIONAL ASSOCIATION
E57ODZWZ7FF32TWEFA76
AMAZON.COM INC
000000000
-128.00000000
NC
USD
-972160.00000000
-0.00194285831
N/A
DE
CORP
US
N
2
CITIBANK, NATIONAL ASSOCIATION
E57ODZWZ7FF32TWEFA76
Call
Written
AMAZON.COM INC
AMAZON.COM INC
100.00000000
4100.00000000
USD
2022-01-21
XXXX
2249216.00000000
N
N
N
CITIBANK, NATIONAL ASSOCIATION
E57ODZWZ7FF32TWEFA76
UNITEDHEALTH GROUP INC
000000000
-319.00000000
NC
USD
-198577.50000000
-0.00039685642
N/A
DE
CORP
US
N
2
CITIBANK, NATIONAL ASSOCIATION
E57ODZWZ7FF32TWEFA76
Call
Written
UNITEDHEALTH GROUP INC
UNITEDHEALTH GROUP INC
100.00000000
460.00000000
USD
2022-01-21
XXXX
310632.63000000
N
N
N
WAYMO LLC SER B-2 CVT PFD UNITS PP
N/A
WAYMO LLC SER B-2 CVT PFD UNITS PP
000000000
177514.00000000
NS
USD
16281939.11000000
0.032539397586
Long
EP
CORP
US
Y
3
N
N
N
PROJECT BOOST PURCHASER
N/A
Project Boost Purchaser LLC
000000000
5030000.00000000
PA
USD
5020593.90000000
0.010033639109
Long
LON
CORP
US
N
2
2026-05-30
Floating
0.00000000
N
N
N
N
N
N
CREDIT SUISSE SECURITIES (USA) LLC
1V8Y6QCX6YMJ2OELII46
MARRIOTT INTERNATIONAL INC/MD
000000000
-954.00000000
NC
USD
-333900.00000000
-0.00066729796
N/A
DE
CORP
US
N
2
CREDIT SUISSE SECURITIES (USA) LLC
1V8Y6QCX6YMJ2OELII46
Call
Written
Marriott International Inc/MD
Marriott International Inc/MD
100.00000000
165.00000000
USD
2022-01-21
XXXX
1281784.86000000
N
N
N
CITIBANK, NATIONAL ASSOCIATION
E57ODZWZ7FF32TWEFA76
PNC FINANCIAL SERVICES GROUP INC/THE
000000000
-1342.00000000
NC
USD
-1771440.00000000
-0.00354021655
N/A
DE
CORP
US
N
2
CITIBANK, NATIONAL ASSOCIATION
E57ODZWZ7FF32TWEFA76
Call
Written
PNC Financial Services Group I
PNC Financial Services Group Inc/The
100.00000000
190.00000000
USD
2022-01-21
XXXX
-458937.16000000
N
N
N
TELEFLEX INC
UUL85LWXB4NGSWWXIQ25
Teleflex Inc
879369AF3
21957000.00000000
PA
USD
23329312.50000000
0.046623548321
Long
DBT
CORP
US
N
2
2027-11-15
Fixed
4.62500000
N
N
N
N
N
N
DELTA AIR LINES/SKYMILES
N/A
Delta Air Lines Inc / SkyMiles IP Ltd
830867AB3
37425000.00000000
PA
USD
41631046.05000000
0.083199497936
Long
DBT
CORP
N/A
N
2
2028-10-20
Fixed
4.75000000
N
N
N
N
N
N
CCO HLDGS LLC/CAP CORP
N/A
CCO Holdings LLC / CCO Holdings Capital Corp
1248EPBT9
133065000.00000000
PA
USD
139551918.75000000
0.278894014868
Long
DBT
CORP
US
N
2
2027-05-01
Fixed
5.12500000
N
N
N
N
N
N
CREDIT SUISSE SECURITIES (USA) LLC
1V8Y6QCX6YMJ2OELII46
MARRIOTT INTERNATIONAL INC/MD
000000000
-1275.00000000
NC
USD
-599250.00000000
-0.00119759900
N/A
DE
CORP
US
N
2
CREDIT SUISSE SECURITIES (USA) LLC
1V8Y6QCX6YMJ2OELII46
Call
Written
Marriott International Inc/MD
Marriott International Inc/MD
100.00000000
160.00000000
USD
2022-01-21
XXXX
619828.50000000
N
N
N
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
ALPHABET INC
000000000
-128.00000000
NC
USD
-7619200.00000000
-0.01522694418
N/A
DE
CORP
US
N
2
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
Call
Written
ALPHABET INC
ALPHABET INC-CL A
100.00000000
1960.00000000
USD
2022-09-16
XXXX
-4897154.56000000
N
N
N
YUM! BRANDS INC
549300JE8XHZZ7OHN517
Yum! Brands Inc
988498AH4
100325000.00000000
PA
USD
100575812.50000000
0.201000404709
Long
DBT
CORP
US
N
2
2021-11-01
Fixed
3.75000000
N
N
N
N
N
N
JPMORGAN CHASE BANK, NATIONAL ASSOCIATION
7H6GLXDRUGQFU57RNE97
TELEDYNE TECHNOLOGIES INC
000000000
-318.00000000
NC
USD
-605790.00000000
-0.00121066916
N/A
DE
CORP
US
N
2
JPMORGAN CHASE BANK, NATIONAL ASSOCIATION
7H6GLXDRUGQFU57RNE97
Call
Written
Teledyne Technologies Inc
Teledyne Technologies Inc
100.00000000
420.00000000
USD
2021-09-17
XXXX
7619.28000000
N
N
N
YUM! BRANDS INC
549300JE8XHZZ7OHN517
Yum! Brands Inc
988498AJ0
42025000.00000000
PA
USD
44126250.00000000
0.088186154184
Long
DBT
CORP
US
N
2
2023-11-01
Fixed
3.87500000
N
N
N
N
N
N
HUB INTERNATIONAL LTD
549300JQT6ATTUNS5E06
HUB International Ltd
44332PAD3
198113000.00000000
PA
USD
205046955.00000000
0.409785612614
Long
DBT
CORP
US
N
2
2026-05-01
Fixed
7.00000000
N
N
N
N
N
N
NXP Semiconductors NV
724500M9BY5293JDF951
NXP Semiconductors NV
000000000
477900.00000000
NS
USD
98313588.00000000
0.196479357066
Long
EC
CORP
NL
N
1
N
N
N
PNC Financial Services Group I
CFGNEKW0P8842LEUIA51
PNC Financial Services Group Inc/The
693475105
8053835.00000000
NS
USD
1536349564.60000000
3.070389158033
Long
EC
CORP
US
N
1
N
N
N
CITIBANK, NATIONAL ASSOCIATION
E57ODZWZ7FF32TWEFA76
EXELON CORP
000000000
-2044.00000000
NC
USD
-664300.00000000
-0.00132760119
N/A
DE
CORP
US
N
2
CITIBANK, NATIONAL ASSOCIATION
E57ODZWZ7FF32TWEFA76
Call
Written
Exelon Corp
Exelon Corp
100.00000000
43.00000000
USD
2022-01-21
XXXX
-7397.04000000
N
N
N
ACRISURE LLC / FIN INC
N/A
Acrisure LLC / Acrisure Finance Inc
00489LAA1
76025000.00000000
PA
USD
77545500.00000000
0.154974406827
Long
DBT
CORP
US
N
2
2025-11-15
Fixed
7.00000000
N
N
N
N
N
N
GENERAL ELECTRIC CO
3C7474T6CDKPR9K6YT90
General Electric Co
369604BQ5
281325000.00000000
PA
USD
275698500.00000000
0.550982474816
Long
DBT
CORP
US
N
2
N/A
Floating
3.44888000
N
N
N
N
N
N
USI INC/NY
N/A
USI Inc/NY
91739VAA6
83696000.00000000
PA
USD
85160680.00000000
0.170193317059
Long
DBT
CORP
US
N
2
2025-05-01
Fixed
6.87500000
N
N
N
N
N
N
ALABAMA POWER CO
0RL818ELFOHP5JHOFU19
ALABAMA POWER CO
010392462
262181.00000000
NS
USD
7047425.28000000
0.014084254436
Long
EP
CORP
US
N
1
N
N
N
AMWINS GROUP INC
549300SJE7MUB8NMRG61
AmWINS Group Inc
031921AA7
71315000.00000000
PA
USD
75593900.00000000
0.151074141146
Long
DBT
CORP
US
N
2
2026-07-01
Fixed
7.75000000
N
N
N
N
N
N
US AIRWAYS 2010-1A PTT
N/A
US Airways 2010-1 Class A Pass Through Trust
90345KAA8
5738575.66000000
PA
USD
5882040.05000000
0.011755236186
Long
DBT
CORP
US
N
2
2023-04-22
Fixed
6.25000000
N
N
N
N
N
N
DANAHER CORP
S4BKK9OTCEWQ3YHPFM11
DANAHER CORP
235851102
5688047.00000000
NS
USD
1526444292.92000000
3.050593507698
Long
EC
CORP
US
N
1
N
N
N
Cisco Systems Inc/Delaware
549300LKFJ962MZ46593
Cisco Systems Inc/Delaware
17275R102
2966100.00000000
NS
USD
157203300.00000000
0.314170237717
Long
EC
CORP
US
N
1
N
N
N
JPMORGAN CHASE BANK, NATIONAL ASSOCIATION
7H6GLXDRUGQFU57RNE97
FACEBOOK INC
000000000
-749.00000000
NC
USD
-1466167.50000000
-0.00293013055
N/A
DE
CORP
US
N
2
JPMORGAN CHASE BANK, NATIONAL ASSOCIATION
7H6GLXDRUGQFU57RNE97
Call
Written
FACEBOOK INC
FACEBOOK INC-A
100.00000000
380.00000000
USD
2022-01-21
XXXX
-13841.52000000
N
N
N
CEDAR FAIR/CAN/MAGNUM/MI
N/A
Cedar Fair LP / Canada's Wonderland Co / Magnum Management Corp / Millennium Op
150190AB2
61780000.00000000
PA
USD
63633400.00000000
0.127171124300
Long
DBT
CORP
US
N
2
2027-04-15
Fixed
5.37500000
N
N
N
N
N
N
JPMORGAN CHASE BANK, NATIONAL ASSOCIATION
7H6GLXDRUGQFU57RNE97
VISA INC
000000000
-1860.00000000
NC
USD
-3682800.00000000
-0.00736006274
N/A
DE
CORP
US
N
2
JPMORGAN CHASE BANK, NATIONAL ASSOCIATION
7H6GLXDRUGQFU57RNE97
Call
Written
VISA INC
VISA INC-CLASS A SHARES
100.00000000
225.00000000
USD
2022-01-21
XXXX
-1391280.00000000
N
N
N
JPMORGAN CHASE BANK, NATIONAL ASSOCIATION
7H6GLXDRUGQFU57RNE97
AMERICAN ELECTRIC POWER CO INC
000000000
-3186.00000000
NC
USD
-151335.00000000
-0.00030244246
N/A
DE
CORP
US
N
2
JPMORGAN CHASE BANK, NATIONAL ASSOCIATION
7H6GLXDRUGQFU57RNE97
Call
Written
AMERICAN ELECTRIC POWER CO INC
AMERICAN ELECTRIC POWER
100.00000000
97.50000000
USD
2022-01-21
XXXX
159873.48000000
N
N
N
ALPHABET INC
5493006MHB84DD0ZWV18
ALPHABET INC-CL A
02079K305
111637.00000000
NS
USD
272594110.23000000
0.544778362866
Long
EC
CORP
US
N
1
N
N
N
Dominos Pizza Master Issuer LL
N/A
Domino's Pizza Master Issuer LLC
25755TAL4
18342812.50000000
PA
USD
19840319.71000000
0.039650808600
Long
ABS-O
CORP
US
N
2
2049-10-25
Fixed
3.66800000
N
N
N
N
N
N
SIX FLAGS THEME PARKS
5493003MX0ZXTM8EVY68
Six Flags Theme Parks Inc
83001WAC8
59402000.00000000
PA
USD
63931402.50000000
0.127766681240
Long
DBT
CORP
US
N
2
2025-07-01
Fixed
7.00000000
N
N
N
N
N
N
Dominos Pizza Master Issuer LL
N/A
Domino's Pizza Master Issuer LLC
25755TAJ9
34471125.00000000
PA
USD
35947868.00000000
0.071841686752
Long
ABS-O
CORP
US
N
2
2048-07-25
Fixed
4.11600000
N
N
N
N
N
N
JPMORGAN CHASE BANK, NATIONAL ASSOCIATION
7H6GLXDRUGQFU57RNE97
NXP SEMICONDUCTORS NV
000000000
-1593.00000000
NC
USD
-4034272.50000000
-0.00806247928
N/A
DE
CORP
US
N
2
JPMORGAN CHASE BANK, NATIONAL ASSOCIATION
7H6GLXDRUGQFU57RNE97
Call
Written
NXP Semiconductors NV
NXP Semiconductors NV
100.00000000
195.00000000
USD
2022-01-21
XXXX
-1086553.87000000
N
N
N
SIRIUS XM RADIO INC
WP5O65E6BMU84LNO4227
Sirius XM Radio Inc
82967NBA5
6475000.00000000
PA
USD
6782562.50000000
0.013554927110
Long
DBT
CORP
US
N
2
2027-08-01
Fixed
5.00000000
N
N
N
N
N
N
CREDIT SUISSE SECURITIES (USA) LLC
1V8Y6QCX6YMJ2OELII46
BANK OF AMERICA CORP
000000000
-24420.00000000
NC
USD
-28205100.00000000
-0.05636779235
N/A
DE
CORP
US
N
2
CREDIT SUISSE SECURITIES (USA) LLC
1V8Y6QCX6YMJ2OELII46
Call
Written
Bank of America Corp
Bank of America Corp
100.00000000
30.00000000
USD
2022-01-21
XXXX
-23076900.00000000
N
N
N
CITIBANK, NATIONAL ASSOCIATION
E57ODZWZ7FF32TWEFA76
AMAZON.COM INC
000000000
-128.00000000
NC
USD
-630080.00000000
-0.00125921264
N/A
DE
CORP
US
N
2
CITIBANK, NATIONAL ASSOCIATION
E57ODZWZ7FF32TWEFA76
Call
Written
AMAZON.COM INC
AMAZON.COM INC
100.00000000
4300.00000000
USD
2022-01-21
XXXX
2097216.00000000
N
N
N
NISOURCE INC
549300D8GOWWH0SJB189
NiSource Inc
65473P881
2550000.00000000
NS
USD
73083000.00000000
0.146056116398
Long
EP
CORP
US
N
1
N
N
N
BANK OF AMERICA, NATIONAL ASSOCIATION
B4TYDEB6GKMZO031MB27
MICROSOFT CORP
000000000
-956.00000000
NC
USD
-1326450.00000000
-0.00265090562
N/A
DE
CORP
US
N
2
BANK OF AMERICA, NATIONAL ASSOCIATION
B4TYDEB6GKMZO031MB27
Call
Written
MICROSOFT CORP
MICROSOFT CORP
100.00000000
280.00000000
USD
2022-01-21
XXXX
-351119.68000000
N
N
N
CREDIT SUISSE SECURITIES (USA) LLC
1V8Y6QCX6YMJ2OELII46
AMAZON.COM INC
000000000
-201.00000000
NC
USD
-2887867.50000000
-0.00577139296
N/A
DE
CORP
US
N
2
CREDIT SUISSE SECURITIES (USA) LLC
1V8Y6QCX6YMJ2OELII46
Call
Written
AMAZON.COM INC
AMAZON.COM INC
100.00000000
3800.00000000
USD
2022-01-21
XXXX
4405141.80000000
N
N
N
CITIBANK, NATIONAL ASSOCIATION
E57ODZWZ7FF32TWEFA76
UNITEDHEALTH GROUP INC
000000000
-637.00000000
NC
USD
-1114750.00000000
-0.00222782392
N/A
DE
CORP
US
N
2
CITIBANK, NATIONAL ASSOCIATION
E57ODZWZ7FF32TWEFA76
Call
Written
UNITEDHEALTH GROUP INC
UNITEDHEALTH GROUP INC
100.00000000
420.00000000
USD
2022-01-21
XXXX
44405.27000000
N
N
N
PETVET CARE CENTERS LLC
549300V0HK8MSXZNOM91
PetVet Care Centers LLC
70476XAH8
31533685.93650000
PA
USD
31310427.44000000
0.062573778234
Long
LON
CORP
US
N
2
2025-02-14
Floating
3.35425000
N
N
N
N
N
N
ADMI Corp
5493008U1LYGMQWO7N12
ADMI CORP
000000000
63830000.00000000
PA
USD
63710637.90000000
0.127325483969
Long
LON
CORP
US
N
2
2027-12-23
Floating
0.00000000
N
N
N
N
N
N
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
MARSH & MCLENNAN COS INC
000000000
-2549.00000000
NC
USD
-235782.50000000
-0.00047121049
N/A
DE
CORP
US
N
2
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
Call
Written
MARSH & MCLENNAN COS INC
MARSH & MCLENNAN COS
100.00000000
155.00000000
USD
2021-10-15
XXXX
9737.18000000
N
N
N
NETFLIX INC
549300Y7VHGU0I7CE873
Netflix Inc
64110LAN6
134150000.00000000
PA
USD
152260250.00000000
0.304291569816
Long
DBT
CORP
US
N
2
2026-11-15
Fixed
4.37500000
N
N
N
N
N
N
CREDIT SUISSE SECURITIES (USA) LLC
1V8Y6QCX6YMJ2OELII46
HUMANA INC
000000000
-239.00000000
NC
USD
-272460.00000000
-0.00054451034
N/A
DE
CORP
US
N
2
CREDIT SUISSE SECURITIES (USA) LLC
1V8Y6QCX6YMJ2OELII46
Call
Written
Humana Inc
Humana Inc
100.00000000
500.00000000
USD
2022-01-21
XXXX
292058.00000000
N
N
N
CEDAR FAIR/CAN/MAGNUM/MI
N/A
Cedar Fair LP / Canada's Wonderland Co / Magnum Management Corp / Millennium Op
150190AF3
10595000.00000000
PA
USD
11071775.00000000
0.022126903084
Long
DBT
CORP
US
N
2
2025-05-01
Fixed
5.50000000
N
N
N
N
N
N
CITIBANK, NATIONAL ASSOCIATION
E57ODZWZ7FF32TWEFA76
MONDELEZ INTERNATIONAL INC
000000000
-2628.00000000
NC
USD
-788400.00000000
-0.00157561460
N/A
DE
CORP
US
N
2
CITIBANK, NATIONAL ASSOCIATION
E57ODZWZ7FF32TWEFA76
Call
Written
Mondelez International Inc
Mondelez International Inc
100.00000000
62.50000000
USD
2022-01-21
XXXX
-270684.00000000
N
N
N
YUM! BRANDS INC
549300JE8XHZZ7OHN517
YUM! BRANDS INC
988498101
11565824.00000000
NS
USD
1330416734.72000000
2.658833127612
Long
EC
CORP
US
N
1
N
N
N
RBC CAPITAL MARKETS, LLC
549300LCO2FLSSVFFR64
AMAZON.COM INC
000000000
-84.00000000
NC
USD
-637980.00000000
-0.00127500076
N/A
DE
CORP
US
N
2
RBC CAPITAL MARKETS, LLC
549300LCO2FLSSVFFR64
Call
Written
AMAZON.COM INC
AMAZON.COM INC
100.00000000
4100.00000000
USD
2022-01-21
XXXX
1016568.00000000
N
N
N
BANK OF NEW YORK MELLON CORP/THE
WFLLPEPC7FZXENRZV188
BANK OF NY MELLON CORP
064058AD2
43465000.00000000
PA
USD
43573662.50000000
0.087081810024
Long
DBT
CORP
US
N
2
N/A
Floating
3.55450000
N
N
N
N
N
N
RBC CAPITAL MARKETS, LLC
549300LCO2FLSSVFFR64
MCDONALD'S CORP
000000000
-637.00000000
NC
USD
-753252.50000000
-0.00150537245
N/A
DE
CORP
US
N
2
RBC CAPITAL MARKETS, LLC
549300LCO2FLSSVFFR64
Call
Written
McDonald's Corp
McDonald's Corp
100.00000000
230.00000000
USD
2022-01-21
XXXX
-102238.50000000
N
N
N
REALPAGE INC
5493001RSFZX4122A604
RealPage Inc
75605VAG7
6300000.00000000
PA
USD
6481125.00000000
0.012952505334
Long
LON
CORP
US
N
2
2029-04-22
Floating
7.25000000
N
N
N
N
N
N
SUNSHINE LUXEMBOURG VII
254900CHQOBZNYV4DY60
Sunshine Luxembourg VII Sarl
000000000
120438549.01000000
PA
USD
120807090.97000000
0.241432543006
Long
LON
CORP
LU
N
2
2026-10-02
Floating
4.50000000
N
N
N
N
N
N
HYPERION REFINANCE SARL
213800R6D9EVRN5D3117
Hyperion Refinance Sarl
000000000
45567471.07000000
PA
USD
45681389.75000000
0.091294095461
Long
LON
CORP
LU
N
2
2027-11-12
Floating
4.75000000
N
N
N
N
N
N
T ROWE PRICE INSTITUTIONAL FLOATING RATE FUND
863VOPTBPYYVTH00FU88
T ROWE PR INST FLOAT RT
77958B402
40695322.44100000
NS
USD
397593300.25000000
0.794588800962
Long
EC
RF
US
N
1
N
N
N
AVANTOR FUNDING INC
5493003VM0XB4U8YD238
Avantor Funding Inc
05352TAA7
28190000.00000000
PA
USD
29740450.00000000
0.059436183886
Long
DBT
CORP
US
N
2
2028-07-15
Fixed
4.62500000
N
N
N
N
N
N
AZALEA TOPCO INC
549300HC42NZULO53062
AZALEA TOPCO INC
29102TAE2
19485900.00000000
PA
USD
19510257.38000000
0.038991180204
Long
LON
CORP
US
N
2
2026-07-25
Floating
4.50000000
N
N
N
N
N
N
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
HILTON WORLDWIDE HOLDINGS INC
000000000
-3758.00000000
NC
USD
-1503200.00000000
-0.00300413987
N/A
DE
CORP
US
N
2
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
Call
Written
Hilton Worldwide Holdings Inc
Hilton Worldwide Holdings Inc
100.00000000
140.00000000
USD
2022-01-21
XXXX
3037628.98000000
N
N
N
SUSQUEHANNA FINANCIAL GROUP, LLLP
549300E8QX0ZMRDC2M81
PEPSICO INC
000000000
-2682.00000000
NC
USD
-1039275.00000000
-0.00207698740
N/A
DE
CORP
US
N
2
SUSQUEHANNA FINANCIAL GROUP, LLLP
549300E8QX0ZMRDC2M81
Call
Written
PepsiCo Inc
PepsiCo Inc
100.00000000
155.00000000
USD
2022-01-21
XXXX
358049.00000000
N
N
N
CREDIT SUISSE SECURITIES (USA) LLC
1V8Y6QCX6YMJ2OELII46
DANAHER CORP
000000000
-398.00000000
NC
USD
-742270.00000000
-0.00148342396
N/A
DE
CORP
US
N
2
CREDIT SUISSE SECURITIES (USA) LLC
1V8Y6QCX6YMJ2OELII46
Call
Written
DANAHER CORP
DANAHER CORP
100.00000000
270.00000000
USD
2022-01-21
XXXX
-96992.60000000
N
N
N
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
ALPHABET INC
000000000
-448.00000000
NC
USD
-34540800.00000000
-0.06902966634
N/A
DE
CORP
US
N
2
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
Call
Written
ALPHABET INC
ALPHABET INC-CL C
100.00000000
1760.00000000
USD
2022-01-21
XXXX
-30028351.36000000
N
N
N
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
FISERV INC
000000000
-1275.00000000
NC
USD
-124312.50000000
-0.00024843809
N/A
DE
CORP
US
N
2
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
Call
Written
FISERV INC
FISERV INC
100.00000000
135.00000000
USD
2022-01-21
XXXX
353187.75000000
N
N
N
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
ALPHABET INC
000000000
-128.00000000
NC
USD
-7605120.00000000
-0.01519880535
N/A
DE
CORP
US
N
2
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
Call
Written
ALPHABET INC
ALPHABET INC-CL C
100.00000000
2000.00000000
USD
2022-06-17
XXXX
-5316435.84000000
N
N
N
JPMORGAN CHASE BANK, NATIONAL ASSOCIATION
7H6GLXDRUGQFU57RNE97
LOCKHEED MARTIN CORP
000000000
-884.00000000
NC
USD
-2735980.00000000
-0.00546784633
N/A
DE
CORP
US
N
2
JPMORGAN CHASE BANK, NATIONAL ASSOCIATION
7H6GLXDRUGQFU57RNE97
Call
Written
Lockheed Martin Corp
Lockheed Martin Corp
100.00000000
360.00000000
USD
2022-01-21
XXXX
-714272.00000000
N
N
N
SUSQUEHANNA FINANCIAL GROUP, LLLP
549300E8QX0ZMRDC2M81
ALPHABET INC
000000000
-32.00000000
NC
USD
-926240.00000000
-0.00185108735
N/A
DE
CORP
US
N
2
SUSQUEHANNA FINANCIAL GROUP, LLLP
549300E8QX0ZMRDC2M81
Call
Written
ALPHABET INC
ALPHABET INC-CL A
100.00000000
2450.00000000
USD
2022-09-16
XXXX
-70336.00000000
N
N
N
WELBILT INC
549300UR3W71YLZWI068
Welbilt Inc
56356XAE9
15800000.00000000
PA
USD
15661750.00000000
0.031299951849
Long
LON
CORP
US
N
2
2025-10-23
Floating
2.60425000
N
N
N
N
N
N
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
VISA INC
000000000
-1267.00000000
NC
USD
-649337.50000000
-0.00129769869
N/A
DE
CORP
US
N
2
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
Call
Written
VISA INC
VISA INC-CLASS A SHARES
100.00000000
260.00000000
USD
2022-01-21
XXXX
537841.50000000
N
N
N
BANK OF AMERICA, NATIONAL ASSOCIATION
B4TYDEB6GKMZO031MB27
ROSS STORES INC
000000000
-306.00000000
NC
USD
-169830.00000000
-0.00033940465
N/A
DE
CORP
US
N
2
BANK OF AMERICA, NATIONAL ASSOCIATION
B4TYDEB6GKMZO031MB27
Call
Written
Ross Stores Inc
Ross Stores Inc
100.00000000
135.00000000
USD
2022-01-21
XXXX
149621.76000000
N
N
N
WAYMO LLC SER A-2 CVT PFD UNITS PP
N/A
WAYMO LLC SER A-2 CVT PFD UNITS PP
000000000
2141932.00000000
NS
USD
196462286.90000000
0.392629183852
Long
EP
CORP
US
Y
3
N
N
N
JPMORGAN CHASE BANK, NATIONAL ASSOCIATION
7H6GLXDRUGQFU57RNE97
FACEBOOK INC
000000000
-638.00000000
NC
USD
-3004980.00000000
-0.00600544187
N/A
DE
CORP
US
N
2
JPMORGAN CHASE BANK, NATIONAL ASSOCIATION
7H6GLXDRUGQFU57RNE97
Call
Written
FACEBOOK INC
FACEBOOK INC-A
100.00000000
360.00000000
USD
2022-09-16
XXXX
-867284.44000000
N
N
N
RBC CAPITAL MARKETS, LLC
549300LCO2FLSSVFFR64
BANK OF AMERICA CORP
000000000
-19105.00000000
NC
USD
-10794325.00000000
-0.02157242024
N/A
DE
CORP
US
N
2
RBC CAPITAL MARKETS, LLC
549300LCO2FLSSVFFR64
Call
Written
Bank of America Corp
Bank of America Corp
100.00000000
37.00000000
USD
2022-01-21
XXXX
-5470334.65000000
N
N
N
JPMORGAN CHASE BANK, NATIONAL ASSOCIATION
7H6GLXDRUGQFU57RNE97
INTERCONTINENTAL EXCHANGE INC
000000000
-1592.00000000
NC
USD
-254720.00000000
-0.00050905701
N/A
DE
CORP
US
N
2
JPMORGAN CHASE BANK, NATIONAL ASSOCIATION
7H6GLXDRUGQFU57RNE97
Call
Written
INTERCONTINENTAL EXCHANGE INC
INTERCONTINENTAL EXCHANGE IN
100.00000000
135.00000000
USD
2022-01-21
XXXX
470993.20000000
N
N
N
RYAN SPECIALTY GROUP
549300K52N7QBO3PYY45
Ryan Specialty Group LLC
78350UAE5
28865375.00000000
PA
USD
28838241.55000000
0.057633123497
Long
LON
CORP
US
N
2
2027-09-01
Floating
3.75000000
N
N
N
N
N
N
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
ALPHABET INC
000000000
-448.00000000
NC
USD
-32856320.00000000
-0.06566323903
N/A
DE
CORP
US
N
2
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
Call
Written
ALPHABET INC
ALPHABET INC-CL C
100.00000000
1800.00000000
USD
2022-01-21
XXXX
-28851208.96000000
N
N
N
WASTE CONNECTIONS INC
549300HDLRTPBQU69P29
WASTE CONNECTIONS INC
94106B101
5498173.00000000
NS
USD
656646801.39000000
1.312306304568
Long
EC
CORP
US
N
1
N
N
N
DTE ENERGY CO
549300IX8SD6XXD71I78
DTE ENERGY CO
233331859
1495941.00000000
NS
USD
39657395.91000000
0.079255165128
Long
EP
CORP
US
N
1
N
N
N
SBA COMMUNICATIONS CORP
5299001HX8ZN8Y8QIT49
SBA Communications Corp
78388JAV8
44220000.00000000
PA
USD
44993850.00000000
0.089920049708
Long
DBT
CORP
US
N
2
2024-09-01
Fixed
4.87500000
N
N
N
N
N
N
SUSQUEHANNA FINANCIAL GROUP, LLLP
549300E8QX0ZMRDC2M81
ALPHABET INC
000000000
-48.00000000
NC
USD
-1185600.00000000
-0.00236941739
N/A
DE
CORP
US
N
2
SUSQUEHANNA FINANCIAL GROUP, LLLP
549300E8QX0ZMRDC2M81
Call
Written
ALPHABET INC
ALPHABET INC-CL C
100.00000000
2550.00000000
USD
2022-06-17
XXXX
-124992.00000000
N
N
N
CREDIT SUISSE SECURITIES (USA) LLC
1V8Y6QCX6YMJ2OELII46
MEDTRONIC PLC
000000000
-1283.00000000
NC
USD
-840365.00000000
-0.00167946647
N/A
DE
CORP
US
N
2
CREDIT SUISSE SECURITIES (USA) LLC
1V8Y6QCX6YMJ2OELII46
Call
Written
Medtronic PLC
Medtronic PLC
100.00000000
125.00000000
USD
2022-01-21
XXXX
118036.00000000
N
N
N
CREDIT SUISSE SECURITIES (USA) LLC
1V8Y6QCX6YMJ2OELII46
WASTE MANAGEMENT INC
000000000
-1298.00000000
NC
USD
-3530560.00000000
-0.00705581164
N/A
DE
CORP
US
N
2
CREDIT SUISSE SECURITIES (USA) LLC
1V8Y6QCX6YMJ2OELII46
Call
Written
Waste Management Inc
Waste Management Inc
100.00000000
115.00000000
USD
2022-01-21
XXXX
-2486259.00000000
N
N
N
JPMORGAN CHASE BANK, NATIONAL ASSOCIATION
7H6GLXDRUGQFU57RNE97
AMERICAN ELECTRIC POWER CO INC
000000000
-9619.00000000
NC
USD
-697377.50000000
-0.00139370646
N/A
DE
CORP
US
N
2
JPMORGAN CHASE BANK, NATIONAL ASSOCIATION
7H6GLXDRUGQFU57RNE97
Call
Written
AMERICAN ELECTRIC POWER CO INC
AMERICAN ELECTRIC POWER
100.00000000
95.00000000
USD
2022-01-21
XXXX
1420286.91000000
N
N
N
CREDIT SUISSE SECURITIES (USA) LLC
1V8Y6QCX6YMJ2OELII46
VISA INC
000000000
-2176.00000000
NC
USD
-4308480.00000000
-0.00861048200
N/A
DE
CORP
US
N
2
CREDIT SUISSE SECURITIES (USA) LLC
1V8Y6QCX6YMJ2OELII46
Call
Written
VISA INC
VISA INC-CLASS A SHARES
100.00000000
225.00000000
USD
2022-01-21
XXXX
-1403237.12000000
N
N
N
MARRIOTT INTERNATIONAL
225YDZ14ZO8E1TXUSU86
Marriott International Inc/MD
571903AS2
11184000.00000000
PA
USD
11888424.24000000
0.023758973695
Long
DBT
CORP
US
N
2
2026-06-15
Fixed
3.12500000
N
N
N
N
N
N
SCE TRUST III
N/A
SCE TRUST III
78409B207
59939.00000000
NS
USD
1519453.65000000
0.003036622732
Long
EP
CORP
US
N
1
N
N
N
CREDIT SUISSE SECURITIES (USA) LLC
1V8Y6QCX6YMJ2OELII46
MARRIOTT INTERNATIONAL INC/MD
000000000
-2548.00000000
NC
USD
-2248610.00000000
-0.00449383911
N/A
DE
CORP
US
N
2
CREDIT SUISSE SECURITIES (USA) LLC
1V8Y6QCX6YMJ2OELII46
Call
Written
Marriott International Inc/MD
Marriott International Inc/MD
100.00000000
145.00000000
USD
2022-01-21
XXXX
915192.18000000
N
N
N
PepsiCo Inc
FJSUNZKFNQ5YPJ5OT455
PepsiCo Inc
713448108
804400.00000000
NS
USD
119187948.00000000
0.238196691521
Long
EC
CORP
US
N
1
N
N
N
UNITEDHEALTH GROUP INC
549300GHBMY8T5GXDE41
UNITEDHEALTH GROUP INC
91324P102
3547990.00000000
NS
USD
1420757115.60000000
2.839378058517
Long
EC
CORP
US
N
1
N
N
N
ULTIMATE SOFTWARE GROUP INC
529900FKHWSTQ1GXK240
Ultimate Software Group Inc/The
90385KAB7
13818862.50000000
PA
USD
13820244.39000000
0.027619709416
Long
LON
CORP
US
N
2
2026-05-03
Floating
3.85425000
N
N
N
N
N
N
CITIBANK, NATIONAL ASSOCIATION
E57ODZWZ7FF32TWEFA76
PNC FINANCIAL SERVICES GROUP INC/THE
000000000
-3817.00000000
NC
USD
-3397130.00000000
-0.00678915226
N/A
DE
CORP
US
N
2
CITIBANK, NATIONAL ASSOCIATION
E57ODZWZ7FF32TWEFA76
Call
Written
PNC Financial Services Group I
PNC Financial Services Group Inc/The
100.00000000
200.00000000
USD
2022-01-21
XXXX
-646699.07000000
N
N
N
KORN/FERRY INTERNATIONAL
549300FOD20OM0GT5G40
Korn Ferry
50067PAA7
11955000.00000000
PA
USD
12418256.25000000
0.024817841089
Long
DBT
CORP
US
N
2
2027-12-15
Fixed
4.62500000
N
N
N
N
N
N
SUSQUEHANNA FINANCIAL GROUP, LLLP
549300E8QX0ZMRDC2M81
KEURIG DR PEPPER INC
000000000
-9537.00000000
NC
USD
-3767115.00000000
-0.00752856597
N/A
DE
CORP
US
N
2
SUSQUEHANNA FINANCIAL GROUP, LLLP
549300E8QX0ZMRDC2M81
Call
Written
Keurig Dr Pepper Inc
Keurig Dr Pepper Inc
100.00000000
32.00000000
USD
2021-12-17
XXXX
-1688049.00000000
N
N
N
XYLEM INC
549300DF5MV96DRYLQ48
Xylem Inc/NY
98419MAB6
3095000.00000000
PA
USD
3128704.55000000
0.006252704950
Long
DBT
CORP
US
N
2
2021-10-01
Fixed
4.87500000
N
N
N
N
N
N
SEAWORLD PARKS & ENTERTA
549300UZV72O3371JJ53
SeaWorld Parks & Entertainment Inc
78488CAG5
27029446.92000000
PA
USD
26826726.07000000
0.053613116942
Long
LON
CORP
US
N
2
2024-03-31
Floating
3.75000000
N
N
N
N
N
N
THERMO FISHER SCIENTIFIC INC
HCHV7422L5HDJZCRFL38
THERMO FISHER SCIENTIFIC INC
883556102
2869710.00000000
NS
USD
1447682603.70000000
2.893188551026
Long
EC
CORP
US
N
1
N
N
N
JPMORGAN CHASE BANK, NATIONAL ASSOCIATION
7H6GLXDRUGQFU57RNE97
INTERCONTINENTAL EXCHANGE INC
000000000
-1593.00000000
NC
USD
-677025.00000000
-0.00135303206
N/A
DE
CORP
US
N
2
JPMORGAN CHASE BANK, NATIONAL ASSOCIATION
7H6GLXDRUGQFU57RNE97
Call
Written
INTERCONTINENTAL EXCHANGE INC
INTERCONTINENTAL EXCHANGE IN
100.00000000
125.00000000
USD
2022-01-21
XXXX
-171406.80000000
N
N
N
RBC CAPITAL MARKETS, LLC
549300LCO2FLSSVFFR64
AMAZON.COM INC
000000000
-83.00000000
NC
USD
-506300.00000000
-0.00101183875
N/A
DE
CORP
US
N
2
RBC CAPITAL MARKETS, LLC
549300LCO2FLSSVFFR64
Call
Written
AMAZON.COM INC
AMAZON.COM INC
100.00000000
4200.00000000
USD
2022-01-21
XXXX
973341.00000000
N
N
N
Duke Energy Corp
I1BZKREC126H0VB1BL91
Duke Energy Corp
26441C204
13195.00000000
NS
USD
1302610.40000000
0.002603262266
Long
EC
CORP
US
N
1
N
N
N
FILTRATION GROUP CORP
549300ZA0D9WN5ECE978
Filtration Group Corp
31732FAM8
27237491.74930000
PA
USD
26993443.82000000
0.053946301774
Long
LON
CORP
US
N
2
2025-03-29
Floating
3.10425000
N
N
N
N
N
N
SUSQUEHANNA FINANCIAL GROUP, LLLP
549300E8QX0ZMRDC2M81
MICROSOFT CORP
000000000
-1615.00000000
NC
USD
-3399575.00000000
-0.00679403858
N/A
DE
CORP
US
N
2
SUSQUEHANNA FINANCIAL GROUP, LLLP
549300E8QX0ZMRDC2M81
Call
Written
MICROSOFT CORP
MICROSOFT CORP
100.00000000
265.00000000
USD
2022-01-21
XXXX
-1006145.00000000
N
N
N
CREDIT SUISSE SECURITIES (USA) LLC
1V8Y6QCX6YMJ2OELII46
VISA INC
000000000
-638.00000000
NC
USD
-326975.00000000
-0.00065345837
N/A
DE
CORP
US
N
2
CREDIT SUISSE SECURITIES (USA) LLC
1V8Y6QCX6YMJ2OELII46
Call
Written
VISA INC
VISA INC-CLASS A SHARES
100.00000000
260.00000000
USD
2022-01-21
XXXX
125686.00000000
N
N
N
SUSQUEHANNA FINANCIAL GROUP, LLLP
549300E8QX0ZMRDC2M81
MICROSOFT CORP
000000000
-2099.00000000
NC
USD
-5116312.50000000
-0.01022493239
N/A
DE
CORP
US
N
2
SUSQUEHANNA FINANCIAL GROUP, LLLP
549300E8QX0ZMRDC2M81
Call
Written
MICROSOFT CORP
MICROSOFT CORP
100.00000000
260.00000000
USD
2022-01-21
XXXX
-2897669.50000000
N
N
N
NETFLIX INC
549300Y7VHGU0I7CE873
Netflix Inc
64110LAX4
120825000.00000000
PA
USD
154051875.00000000
0.307872126027
Long
DBT
CORP
US
N
2
2029-05-15
Fixed
6.37500000
N
N
N
N
N
N
CLARIOS GLOBAL LP/US FIN
N/A
Clarios Global LP / Clarios US Finance Co
69867DAA6
11936000.00000000
PA
USD
12711840.00000000
0.025404567172
Long
DBT
CORP
N/A
N
2
2026-05-15
Fixed
6.25000000
N
N
N
N
N
N
CITIBANK, NATIONAL ASSOCIATION
E57ODZWZ7FF32TWEFA76
AMEREN CORP
000000000
-2231.00000000
NC
USD
-78085.00000000
-0.00015605259
N/A
DE
CORP
US
N
2
CITIBANK, NATIONAL ASSOCIATION
E57ODZWZ7FF32TWEFA76
Call
Written
Ameren Corp
Ameren Corp
100.00000000
95.00000000
USD
2021-12-17
XXXX
96334.58000000
N
N
N
Ross Stores Inc
549300ENZFLPGRDFZQ60
Ross Stores Inc
778296103
188400.00000000
NS
USD
23361600.00000000
0.046688074776
Long
EC
CORP
US
N
1
N
N
N
UKG INC
529900FKHWSTQ1GXK240
UKG Inc
90385KAG6
508750813.28000000
PA
USD
509045888.75000000
1.017326403946
Long
LON
CORP
US
N
2
2026-05-03
Floating
4.00000000
N
N
N
N
N
N
ALPHABET INC
5493006MHB84DD0ZWV18
ALPHABET INC-CL C
02079K107
609726.00000000
NS
USD
1528168468.32000000
3.054039266122
Long
EC
CORP
US
N
1
N
N
N
BANK OF AMERICA, NATIONAL ASSOCIATION
B4TYDEB6GKMZO031MB27
MICROSOFT CORP
000000000
-956.00000000
NC
USD
-1773380.00000000
-0.00354409364
N/A
DE
CORP
US
N
2
BANK OF AMERICA, NATIONAL ASSOCIATION
B4TYDEB6GKMZO031MB27
Call
Written
MICROSOFT CORP
MICROSOFT CORP
100.00000000
270.00000000
USD
2022-01-21
XXXX
-489663.20000000
N
N
N
Keurig Dr Pepper Inc
DYTQ8KRTKO7Y2BVU5K74
Keurig Dr Pepper Inc
49271V100
11579775.00000000
NS
USD
408071271.00000000
0.815528988358
Long
EC
CORP
US
N
1
N
N
N
SENSATA TECHNOLOGIES BV
PUCKW5P5O3XMOZVH7T53
Sensata Technologies BV
81725WAG8
20175000.00000000
PA
USD
21662906.25000000
0.043293241339
Long
DBT
CORP
NL
N
2
2023-10-15
Fixed
4.87500000
N
N
N
N
N
N
JPMORGAN CHASE BANK, NATIONAL ASSOCIATION
7H6GLXDRUGQFU57RNE97
YUM! BRANDS INC
000000000
-702.00000000
NC
USD
-881010.00000000
-0.00176069536
N/A
DE
CORP
US
N
2
JPMORGAN CHASE BANK, NATIONAL ASSOCIATION
7H6GLXDRUGQFU57RNE97
Call
Written
YUM! BRANDS INC
YUM! BRANDS INC
100.00000000
105.00000000
USD
2022-01-21
XXXX
-93366.00000000
N
N
N
PNC FINANCIAL SERVICES GROUP INC/THE
CFGNEKW0P8842LEUIA51
PNC FINANCIAL SERVICES
693475AQ8
40660000.00000000
PA
USD
45285075.00000000
0.090502061838
Long
DBT
CORP
US
N
2
N/A
Fixed
5.00000000
N
N
N
N
N
N
AMERICAN ELECTRIC POWER CO INC
1B4S6S7G0TW5EE83BO58
AMERICAN ELECTRIC POWER
025537101
13523390.00000000
NS
USD
1143943560.10000000
2.286167149237
Long
EC
CORP
US
N
1
N
N
N
JPMORGAN CHASE BANK, NATIONAL ASSOCIATION
7H6GLXDRUGQFU57RNE97
INTERCONTINENTAL EXCHANGE INC
000000000
-3185.00000000
NC
USD
-859950.00000000
-0.00171860702
N/A
DE
CORP
US
N
2
JPMORGAN CHASE BANK, NATIONAL ASSOCIATION
7H6GLXDRUGQFU57RNE97
Call
Written
INTERCONTINENTAL EXCHANGE INC
INTERCONTINENTAL EXCHANGE IN
100.00000000
130.00000000
USD
2022-01-21
XXXX
429181.43000000
N
N
N
NETFLIX INC
549300Y7VHGU0I7CE873
Netflix Inc
64110LAV8
4130000.00000000
PA
USD
4894050.00000000
0.009780741574
Long
DBT
CORP
US
N
2
2030-06-15
Fixed
4.87500000
N
N
N
N
N
N
CITIBANK, NATIONAL ASSOCIATION
E57ODZWZ7FF32TWEFA76
PNC FINANCIAL SERVICES GROUP INC/THE
000000000
-2616.00000000
NC
USD
-4905000.00000000
-0.00980262511
N/A
DE
CORP
US
N
2
CITIBANK, NATIONAL ASSOCIATION
E57ODZWZ7FF32TWEFA76
Call
Written
PNC Financial Services Group I
PNC Financial Services Group Inc/The
100.00000000
180.00000000
USD
2022-01-21
XXXX
-1839272.68000000
N
N
N
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
MARSH & MCLENNAN COS INC
000000000
-2549.00000000
NC
USD
-477937.50000000
-0.00095515639
N/A
DE
CORP
US
N
2
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
Call
Written
MARSH & MCLENNAN COS INC
MARSH & MCLENNAN COS
100.00000000
150.00000000
USD
2021-10-15
XXXX
-25235.10000000
N
N
N
WELBILT INC
549300UR3W71YLZWI068
Welbilt Inc
563568AB0
27746000.00000000
PA
USD
28994570.00000000
0.057945545350
Long
DBT
CORP
US
N
2
2024-02-15
Fixed
9.50000000
N
N
N
N
N
N
RBC CAPITAL MARKETS, LLC
549300LCO2FLSSVFFR64
AMAZON.COM INC
000000000
-84.00000000
NC
USD
-987210.00000000
-0.00197293568
N/A
DE
CORP
US
N
2
RBC CAPITAL MARKETS, LLC
549300LCO2FLSSVFFR64
Call
Written
AMAZON.COM INC
AMAZON.COM INC
100.00000000
3900.00000000
USD
2022-01-21
XXXX
1028538.00000000
N
N
N
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
HILTON WORLDWIDE HOLDINGS INC
000000000
-3758.00000000
NC
USD
-1954160.00000000
-0.00390538183
N/A
DE
CORP
US
N
2
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
Call
Written
Hilton Worldwide Holdings Inc
Hilton Worldwide Holdings Inc
100.00000000
135.00000000
USD
2022-01-21
XXXX
3317975.78000000
N
N
N
SUSQUEHANNA FINANCIAL GROUP, LLLP
549300E8QX0ZMRDC2M81
ALPHABET INC
000000000
-32.00000000
NC
USD
-711520.00000000
-0.00142197019
N/A
DE
CORP
US
N
2
SUSQUEHANNA FINANCIAL GROUP, LLLP
549300E8QX0ZMRDC2M81
Call
Written
ALPHABET INC
ALPHABET INC-CL A
100.00000000
2600.00000000
USD
2022-09-16
XXXX
-42016.00000000
N
N
N
CITIBANK, NATIONAL ASSOCIATION
E57ODZWZ7FF32TWEFA76
HILTON WORLDWIDE HOLDINGS INC
000000000
-1272.00000000
NC
USD
-661440.00000000
-0.00132188549
N/A
DE
CORP
US
N
2
CITIBANK, NATIONAL ASSOCIATION
E57ODZWZ7FF32TWEFA76
Call
Written
Hilton Worldwide Holdings Inc
Hilton Worldwide Holdings Inc
100.00000000
135.00000000
USD
2022-01-21
XXXX
1004511.12000000
N
N
N
CLARIOS GLOBAL LP/US FIN
N/A
Clarios Global LP / Clarios US Finance Co
69867DAC2
13433000.00000000
PA
USD
14641970.00000000
0.029261925134
Long
DBT
CORP
N/A
N
2
2027-05-15
Fixed
8.50000000
N
N
N
N
N
N
LIFE TIME INC
549300PALKE96VYH4X17
Life Time Inc
50218KAG3
79347019.40700000
PA
USD
79545386.96000000
0.158971173827
Long
LON
CORP
US
N
2
2024-12-15
Floating
5.75000000
N
N
N
N
N
N
Heartland Dental LLC
5493008FRC0GRKBN1075
HEARTLAND DENTAL 04/30/25
42236WAQ0
16575000.00000000
PA
USD
16533562.50000000
0.033042266039
Long
LON
CORP
US
N
2
2025-04-30
Floating
4.07288000
N
N
N
N
N
N
Ingersoll Rand Inc
5299004C02FMZCUOIR50
Ingersoll Rand Inc
45687V106
7459383.00000000
NS
USD
364092484.23000000
0.727637538916
Long
EC
CORP
US
N
1
N
N
N
CITIBANK, NATIONAL ASSOCIATION
E57ODZWZ7FF32TWEFA76
AMERICAN TOWER CORP
000000000
-207.00000000
NC
USD
-755550.00000000
-0.00150996399
N/A
DE
CORP
US
N
2
CITIBANK, NATIONAL ASSOCIATION
E57ODZWZ7FF32TWEFA76
Call
Written
American Tower Corp
American Tower Corp
100.00000000
240.00000000
USD
2022-01-21
XXXX
-361105.29000000
N
N
N
JPMORGAN CHASE BANK, NATIONAL ASSOCIATION
7H6GLXDRUGQFU57RNE97
VISA INC
000000000
-1861.00000000
NC
USD
-4270995.00000000
-0.00853556836
N/A
DE
CORP
US
N
2
JPMORGAN CHASE BANK, NATIONAL ASSOCIATION
7H6GLXDRUGQFU57RNE97
Call
Written
VISA INC
VISA INC-CLASS A SHARES
100.00000000
220.00000000
USD
2022-01-21
XXXX
-1661873.00000000
N
N
N
Lockheed Martin Corp
DPRBOZP0K5RM2YE8UU08
Lockheed Martin Corp
539830109
265100.00000000
NS
USD
100300585.00000000
0.200450363526
Long
EC
CORP
US
N
1
N
N
N
CME Group Inc
LCZ7XYGSLJUHFXXNXD88
CME Group Inc
12572Q105
382200.00000000
NS
USD
81286296.00000000
0.162450374371
Long
EC
CORP
US
N
1
N
N
N
Marriott International Inc/MD
225YDZ14ZO8E1TXUSU86
Marriott International Inc/MD
571903202
2262076.00000000
NS
USD
308818615.52000000
0.617172908262
Long
EC
CORP
US
N
1
N
N
N
CITIBANK, NATIONAL ASSOCIATION
E57ODZWZ7FF32TWEFA76
MICROSOFT CORP
000000000
-6220.00000000
NC
USD
-8630250.00000000
-0.01724752402
N/A
DE
CORP
US
N
2
CITIBANK, NATIONAL ASSOCIATION
E57ODZWZ7FF32TWEFA76
Call
Written
MICROSOFT CORP
MICROSOFT CORP
100.00000000
280.00000000
USD
2022-01-21
XXXX
4133190.00000000
N
N
N
JPMORGAN CHASE BANK, NATIONAL ASSOCIATION
7H6GLXDRUGQFU57RNE97
FACEBOOK INC
000000000
-1149.00000000
NC
USD
-4225447.50000000
-0.00844454184
N/A
DE
CORP
US
N
2
JPMORGAN CHASE BANK, NATIONAL ASSOCIATION
7H6GLXDRUGQFU57RNE97
Call
Written
FACEBOOK INC
FACEBOOK INC-A
100.00000000
340.00000000
USD
2022-01-21
XXXX
-1264371.09000000
N
N
N
SUSQUEHANNA FINANCIAL GROUP, LLLP
549300E8QX0ZMRDC2M81
PEPSICO INC
000000000
-2681.00000000
NC
USD
-3156877.50000000
-0.00630900849
N/A
DE
CORP
US
N
2
SUSQUEHANNA FINANCIAL GROUP, LLLP
549300E8QX0ZMRDC2M81
Call
Written
PepsiCo Inc
PepsiCo Inc
100.00000000
140.00000000
USD
2022-01-21
XXXX
-178930.50000000
N
N
N
CREDIT SUISSE SECURITIES (USA) LLC
1V8Y6QCX6YMJ2OELII46
VISA INC
000000000
-1769.00000000
NC
USD
-1384242.50000000
-0.00276640372
N/A
DE
CORP
US
N
2
CREDIT SUISSE SECURITIES (USA) LLC
1V8Y6QCX6YMJ2OELII46
Call
Written
VISA INC
VISA INC-CLASS A SHARES
100.00000000
250.00000000
USD
2022-01-21
XXXX
148525.24000000
N
N
N
YUM! BRANDS INC
549300JE8XHZZ7OHN517
Yum! Brands Inc
988498AD3
27015000.00000000
PA
USD
33566137.50000000
0.067081806791
Long
DBT
CORP
US
N
2
2037-11-15
Fixed
6.87500000
N
N
N
N
N
N
JPMORGAN CHASE BANK, NATIONAL ASSOCIATION
7H6GLXDRUGQFU57RNE97
NXP SEMICONDUCTORS NV
000000000
-1593.00000000
NC
USD
-3580267.50000000
-0.00715515190
N/A
DE
CORP
US
N
2
JPMORGAN CHASE BANK, NATIONAL ASSOCIATION
7H6GLXDRUGQFU57RNE97
Call
Written
NXP Semiconductors NV
NXP Semiconductors NV
100.00000000
200.00000000
USD
2022-01-21
XXXX
-875843.43000000
N
N
N
CITIBANK, NATIONAL ASSOCIATION
E57ODZWZ7FF32TWEFA76
MCDONALD'S CORP
000000000
-784.00000000
NC
USD
-927080.00000000
-0.00185276609
N/A
DE
CORP
US
N
2
CITIBANK, NATIONAL ASSOCIATION
E57ODZWZ7FF32TWEFA76
Call
Written
McDonald's Corp
McDonald's Corp
100.00000000
230.00000000
USD
2022-01-21
XXXX
-98392.00000000
N
N
N
CITIBANK, NATIONAL ASSOCIATION
E57ODZWZ7FF32TWEFA76
THERMO FISHER SCIENTIFIC INC
000000000
-765.00000000
NC
USD
-940950.00000000
-0.00188048523
N/A
DE
CORP
US
N
2
CITIBANK, NATIONAL ASSOCIATION
E57ODZWZ7FF32TWEFA76
Call
Written
THERMO FISHER SCIENTIFIC INC
THERMO FISHER SCIENTIFIC INC
100.00000000
580.00000000
USD
2022-01-21
XXXX
1193375.41000000
N
N
N
CREDIT SUISSE SECURITIES (USA) LLC
1V8Y6QCX6YMJ2OELII46
MARRIOTT INTERNATIONAL INC/MD
000000000
-954.00000000
NC
USD
-259965.00000000
-0.00051953913
N/A
DE
CORP
US
N
2
CREDIT SUISSE SECURITIES (USA) LLC
1V8Y6QCX6YMJ2OELII46
Call
Written
Marriott International Inc/MD
Marriott International Inc/MD
100.00000000
170.00000000
USD
2022-01-21
XXXX
1200551.76000000
N
N
N
CITIBANK, NATIONAL ASSOCIATION
E57ODZWZ7FF32TWEFA76
EXELON CORP
000000000
-12739.00000000
NC
USD
-1815307.50000000
-0.00362788560
N/A
DE
CORP
US
N
2
CITIBANK, NATIONAL ASSOCIATION
E57ODZWZ7FF32TWEFA76
Call
Written
Exelon Corp
Exelon Corp
100.00000000
47.00000000
USD
2022-01-21
XXXX
322030.22000000
N
N
N
PETVET CARE CENTERS LLC
549300V0HK8MSXZNOM91
PetVet Care Centers LLC
70476XAC9
9714449.37000000
PA
USD
9575435.60000000
0.019136474098
Long
LON
CORP
US
N
2
2025-02-14
Floating
2.85425000
N
N
N
N
N
N
CALRIV SCI HLD CORP
N/A
Clarivate Science Holdings Corp
18064PAA7
24580000.00000000
PA
USD
24733625.00000000
0.049430061874
Long
DBT
CORP
US
N
2
2028-06-30
Fixed
3.87500000
N
N
N
N
N
N
CITIBANK, NATIONAL ASSOCIATION
E57ODZWZ7FF32TWEFA76
UNITEDHEALTH GROUP INC
000000000
-637.00000000
NC
USD
-1696012.50000000
-0.00338947496
N/A
DE
CORP
US
N
2
CITIBANK, NATIONAL ASSOCIATION
E57ODZWZ7FF32TWEFA76
Call
Written
UNITEDHEALTH GROUP INC
UNITEDHEALTH GROUP INC
100.00000000
400.00000000
USD
2022-01-21
XXXX
-162205.68000000
N
N
N
USI INC/NY
N/A
USI Inc/NY
90351NAE5
219483723.96700000
PA
USD
217324004.12000000
0.434321251755
Long
LON
CORP
US
N
2
2024-05-16
Floating
3.14725000
N
N
N
N
N
N
T. ROWE PRICE GOVERNMENT RESERVE FUND
5493007QR86JJLYO6D96
T. ROWE PRICE GOVERNMENT RESERVE FUND
000000000
5397676421.16000000
NS
USD
5397676421.16000000
10.78723719130
Long
STIV
RF
US
N
1
N
N
N
SUSQUEHANNA FINANCIAL GROUP, LLLP
549300E8QX0ZMRDC2M81
MICROSOFT CORP
000000000
-1616.00000000
NC
USD
-2617920.00000000
-0.00523190383
N/A
DE
CORP
US
N
2
SUSQUEHANNA FINANCIAL GROUP, LLLP
549300E8QX0ZMRDC2M81
Call
Written
MICROSOFT CORP
MICROSOFT CORP
100.00000000
275.00000000
USD
2022-01-21
XXXX
-651248.00000000
N
N
N
CREDIT SUISSE SECURITIES (USA) LLC
1V8Y6QCX6YMJ2OELII46
VISA INC
000000000
-3041.00000000
NC
USD
-2957372.50000000
-0.00591029845
N/A
DE
CORP
US
N
2
CREDIT SUISSE SECURITIES (USA) LLC
1V8Y6QCX6YMJ2OELII46
Call
Written
VISA INC
VISA INC-CLASS A SHARES
100.00000000
245.00000000
USD
2022-01-21
XXXX
298079.65000000
N
N
N
SUSQUEHANNA FINANCIAL GROUP, LLLP
549300E8QX0ZMRDC2M81
PEPSICO INC
000000000
-2681.00000000
NC
USD
-2298957.50000000
-0.00459445841
N/A
DE
CORP
US
N
2
SUSQUEHANNA FINANCIAL GROUP, LLLP
549300E8QX0ZMRDC2M81
Call
Written
PepsiCo Inc
PepsiCo Inc
100.00000000
145.00000000
USD
2022-01-21
XXXX
68674.50000000
N
N
N
DELTA 2 LUX SARL
549300BBG8Z3D6QSYP53
Delta 2 Lux Sarl
000000000
199234746.91000000
PA
USD
198021407.30000000
0.395745080443
Long
LON
CORP
LU
N
2
2024-02-01
Floating
3.50000000
N
N
N
N
N
N
JPMORGAN CHASE BANK, NATIONAL ASSOCIATION
7H6GLXDRUGQFU57RNE97
TELEDYNE TECHNOLOGIES INC
000000000
-318.00000000
NC
USD
-764790.00000000
-0.00152843010
N/A
DE
CORP
US
N
2
JPMORGAN CHASE BANK, NATIONAL ASSOCIATION
7H6GLXDRUGQFU57RNE97
Call
Written
Teledyne Technologies Inc
Teledyne Technologies Inc
100.00000000
410.00000000
USD
2021-09-17
XXXX
-45354.75000000
N
N
N
JPMORGAN CHASE BANK, NATIONAL ASSOCIATION
7H6GLXDRUGQFU57RNE97
YUM! BRANDS INC
000000000
-702.00000000
NC
USD
-645840.00000000
-0.00129070895
N/A
DE
CORP
US
N
2
JPMORGAN CHASE BANK, NATIONAL ASSOCIATION
7H6GLXDRUGQFU57RNE97
Call
Written
YUM! BRANDS INC
YUM! BRANDS INC
100.00000000
110.00000000
USD
2022-01-21
XXXX
-23166.00000000
N
N
N
CREDIT SUISSE SECURITIES (USA) LLC
1V8Y6QCX6YMJ2OELII46
AMAZON.COM INC
000000000
-201.00000000
NC
USD
-2362252.50000000
-0.00472095324
N/A
DE
CORP
US
N
2
CREDIT SUISSE SECURITIES (USA) LLC
1V8Y6QCX6YMJ2OELII46
Call
Written
AMAZON.COM INC
AMAZON.COM INC
100.00000000
3900.00000000
USD
2022-01-21
XXXX
4353024.00000000
N
N
N
INTERCONTINENTAL EXCHANGE INC
5493000F4ZO33MV32P92
INTERCONTINENTAL EXCHANGE IN
45866F104
3510710.00000000
NS
USD
416721277.00000000
0.832815994682
Long
EC
CORP
US
N
1
N
N
N
NETFLIX INC
549300Y7VHGU0I7CE873
Netflix Inc
64110LAT3
225575000.00000000
PA
USD
276611343.75000000
0.552806789814
Long
DBT
CORP
US
N
2
2028-11-15
Fixed
5.87500000
N
N
N
N
N
N
Waste Management Inc
549300YX8JIID70NFS41
Waste Management Inc
94106L109
389500.00000000
NS
USD
54572845.00000000
0.109063637255
Long
EC
CORP
US
N
1
N
N
N
EAGLE BROADBAND INVEST
254900W09ZHD1OM4I757
Eagle Broadband Investments LLC
26943PAB5
13492200.00000000
PA
USD
13479517.33000000
0.026938767595
Long
LON
CORP
US
N
2
2027-11-12
Floating
3.75000000
N
N
N
N
N
N
Coca-Cola Co/The
UWJKFUJFZ02DKWI3RY53
Coca-Cola Co/The
191216100
2707300.00000000
NS
USD
146492003.00000000
0.292763748637
Long
EC
CORP
US
N
1
N
N
N
PACIFIC DENTAL SERVICES
N/A
Pacific Dental Services Inc
000000000
14515000.00000000
PA
USD
14542288.20000000
0.029062711410
Long
LON
CORP
US
N
2
2028-05-05
Floating
4.25000000
N
N
N
N
N
N
Dominos Pizza Master Issuer LL
N/A
Domino's Pizza Master Issuer LLC
25755TAH3
39353062.50000000
PA
USD
42463528.56000000
0.084863211281
Long
ABS-O
CORP
US
N
2
2047-07-25
Fixed
4.11800000
N
N
N
N
N
N
Humana Inc
529900YLDW34GJAO4J06
Humana Inc
444859102
3105009.00000000
NS
USD
1374649584.48000000
2.747232321038
Long
EC
CORP
US
N
1
N
N
N
General Electric Co
3C7474T6CDKPR9K6YT90
General Electric Co
369604103
159350312.00000000
NS
USD
2144855199.52000000
4.286485512086
Long
EC
CORP
US
N
1
N
N
N
CCO HLDGS LLC/CAP CORP
N/A
CCO Holdings LLC / CCO Holdings Capital Corp
1248EPBX0
197338000.00000000
PA
USD
206958227.50000000
0.413605283929
Long
DBT
CORP
US
N
2
2028-02-01
Fixed
5.00000000
N
N
N
N
N
N
JPMORGAN CHASE BANK, NATIONAL ASSOCIATION
7H6GLXDRUGQFU57RNE97
FLEETCOR TECHNOLOGIES INC
000000000
-319.00000000
NC
USD
-97295.00000000
-0.00019444371
N/A
DE
CORP
US
N
2
JPMORGAN CHASE BANK, NATIONAL ASSOCIATION
7H6GLXDRUGQFU57RNE97
Call
Written
FleetCor Technologies Inc
FleetCor Technologies Inc
100.00000000
310.00000000
USD
2022-01-21
XXXX
412148.00000000
N
N
N
JPMORGAN CHASE BANK, NATIONAL ASSOCIATION
7H6GLXDRUGQFU57RNE97
NXP SEMICONDUCTORS NV
000000000
-1593.00000000
NC
USD
-2767837.50000000
-0.00553151343
N/A
DE
CORP
US
N
2
JPMORGAN CHASE BANK, NATIONAL ASSOCIATION
7H6GLXDRUGQFU57RNE97
Call
Written
NXP Semiconductors NV
NXP Semiconductors NV
100.00000000
210.00000000
USD
2022-01-21
XXXX
-463038.94000000
N
N
N
salesforce.com Inc
RCGZFPDMRW58VJ54VR07
salesforce.com Inc
79466L302
3069753.00000000
NS
USD
749848565.31000000
1.498569699334
Long
EC
CORP
US
N
1
N
N
N
US AIRWAYS 2013-1A PTT
N/A
US Airways 2013-1 Class A Pass Through Trust
90346WAA1
5979557.99000000
PA
USD
6024404.67000000
0.012039751374
Long
DBT
CORP
US
N
2
2025-11-15
Fixed
3.95000000
N
N
N
N
N
N
ALLIANT HOLDINGS INTERMEDI
5493006Q26653NF8SI73
Alliant Holdings Intermediate LLC
01881UAF2
39623909.88300000
PA
USD
39168234.92000000
0.078277578624
Long
LON
CORP
US
N
2
2025-05-10
Floating
3.35425000
N
N
N
N
N
N
TE Connectivity Ltd
894500ZRIX9K13RHXR17
TE Connectivity Ltd
000000000
3280790.00000000
NS
USD
443595615.90000000
0.886524265696
Long
EC
CORP
CH
N
1
N
N
N
Becton Dickinson and Co
ICE2EP6D98PQUILVRZ91
Becton Dickinson and Co
075887109
1998663.00000000
NS
USD
486054854.97000000
0.971378904447
Long
EC
CORP
US
N
1
N
N
N
SUSQUEHANNA FINANCIAL GROUP, LLLP
549300E8QX0ZMRDC2M81
MICROSOFT CORP
000000000
-6571.00000000
NC
USD
-14045512.50000000
-0.02806990693
N/A
DE
CORP
US
N
2
SUSQUEHANNA FINANCIAL GROUP, LLLP
549300E8QX0ZMRDC2M81
Call
Written
MICROSOFT CORP
MICROSOFT CORP
100.00000000
300.00000000
USD
2023-01-20
XXXX
-1859620.50000000
N
N
N
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
ENVISTA HOLDINGS CORP
000000000
-3186.00000000
NC
USD
-613305.00000000
-0.00122568786
N/A
DE
CORP
US
N
2
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
Call
Written
Envista Holdings Corp
Envista Holdings Corp
100.00000000
49.00000000
USD
2021-12-17
XXXX
452348.28000000
N
N
N
IRB HOLDING CORP
549300HVW4WNWYBXN830
IRB Holding Corp
44988LAF4
11594000.06000000
PA
USD
11566174.46000000
0.023114958652
Long
LON
CORP
US
N
2
2025-02-05
Floating
3.75000000
N
N
N
N
N
N
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
GLOBAL PAYMENTS INC
000000000
-956.00000000
NC
USD
-320260.00000000
-0.00064003847
N/A
DE
CORP
US
N
2
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
Call
Written
Global Payments Inc
Global Payments Inc
100.00000000
230.00000000
USD
2022-01-21
XXXX
263980.28000000
N
N
N
Public Service Enterprise Grou
PUSS41EMO3E6XXNV3U28
Public Service Enterprise Group Inc
744573106
11353919.00000000
NS
USD
678283121.06000000
1.355546412721
Long
EC
CORP
US
N
1
N
N
N
CITIBANK, NATIONAL ASSOCIATION
E57ODZWZ7FF32TWEFA76
HILTON WORLDWIDE HOLDINGS INC
000000000
-1656.00000000
NC
USD
-1465560.00000000
-0.00292891646
N/A
DE
CORP
US
N
2
CITIBANK, NATIONAL ASSOCIATION
E57ODZWZ7FF32TWEFA76
Call
Written
Hilton Worldwide Holdings Inc
Hilton Worldwide Holdings Inc
100.00000000
125.00000000
USD
2022-01-21
XXXX
206953.64000000
N
N
N
CREDIT SUISSE SECURITIES (USA) LLC
1V8Y6QCX6YMJ2OELII46
MEDTRONIC PLC
000000000
-1283.00000000
NC
USD
-1664692.50000000
-0.00332688205
N/A
DE
CORP
US
N
2
CREDIT SUISSE SECURITIES (USA) LLC
1V8Y6QCX6YMJ2OELII46
Call
Written
Medtronic PLC
Medtronic PLC
100.00000000
115.00000000
USD
2022-01-21
XXXX
-109696.50000000
N
N
N
CITIBANK, NATIONAL ASSOCIATION
E57ODZWZ7FF32TWEFA76
AMAZON.COM INC
000000000
-127.00000000
NC
USD
-1190942.50000000
-0.00238009436
N/A
DE
CORP
US
N
2
CITIBANK, NATIONAL ASSOCIATION
E57ODZWZ7FF32TWEFA76
Call
Written
AMAZON.COM INC
AMAZON.COM INC
100.00000000
4000.00000000
USD
2022-01-21
XXXX
2279586.50000000
N
N
N
EMERALD TOPCO INC
549300HC42NZULO53062
Emerald TopCo Inc
29102TAB8
119600128.23100000
PA
USD
118852627.43000000
0.237526554550
Long
LON
CORP
US
N
2
2026-07-25
Floating
3.68550000
N
N
N
N
N
N
CREDIT SUISSE SECURITIES (USA) LLC
1V8Y6QCX6YMJ2OELII46
NORTHROP GRUMMAN CORP
000000000
-1014.00000000
NC
USD
-4775940.00000000
-0.00954469915
N/A
DE
CORP
US
N
2
CREDIT SUISSE SECURITIES (USA) LLC
1V8Y6QCX6YMJ2OELII46
Call
Written
Northrop Grumman Corp
Northrop Grumman Corp
100.00000000
325.00000000
USD
2022-01-21
XXXX
-2962122.00000000
N
N
N
JPMORGAN CHASE BANK, NATIONAL ASSOCIATION
7H6GLXDRUGQFU57RNE97
GENERAL ELECTRIC CO
000000000
-31828.00000000
NC
USD
-7129472.00000000
-0.01424822451
N/A
DE
CORP
US
N
2
JPMORGAN CHASE BANK, NATIONAL ASSOCIATION
7H6GLXDRUGQFU57RNE97
Call
Written
General Electric Co
General Electric Co
100.00000000
12.00000000
USD
2022-01-21
XXXX
-2114174.90000000
N
N
N
PHOTO HOLDINGS MERGER SU
N/A
Photo Holdings Merger Sub Inc
719245AD4
14298000.00000000
PA
USD
15656310.00000000
0.031289080028
Long
DBT
CORP
US
N
2
2026-10-01
Fixed
8.50000000
N
N
N
N
N
N
CREDIT SUISSE SECURITIES (USA) LLC
1V8Y6QCX6YMJ2OELII46
COCA-COLA CO/THE
000000000
-9024.00000000
NC
USD
-4715040.00000000
-0.00942299072
N/A
DE
CORP
US
N
2
CREDIT SUISSE SECURITIES (USA) LLC
1V8Y6QCX6YMJ2OELII46
Call
Written
Coca-Cola Co/The
Coca-Cola Co/The
100.00000000
50.00000000
USD
2022-01-21
XXXX
-1520050.28000000
N
N
N
JPMORGAN CHASE BANK, NATIONAL ASSOCIATION
7H6GLXDRUGQFU57RNE97
AMERICAN ELECTRIC POWER CO INC
000000000
-7852.00000000
NC
USD
-1374100.00000000
-0.00274613397
N/A
DE
CORP
US
N
2
JPMORGAN CHASE BANK, NATIONAL ASSOCIATION
7H6GLXDRUGQFU57RNE97
Call
Written
AMERICAN ELECTRIC POWER CO INC
AMERICAN ELECTRIC POWER
100.00000000
90.00000000
USD
2022-01-21
XXXX
1465737.69000000
N
N
N
JPMORGAN CHASE BANK, NATIONAL ASSOCIATION
7H6GLXDRUGQFU57RNE97
VISA INC
000000000
-1861.00000000
NC
USD
-3140437.50000000
-0.00627615320
N/A
DE
CORP
US
N
2
JPMORGAN CHASE BANK, NATIONAL ASSOCIATION
7H6GLXDRUGQFU57RNE97
Call
Written
VISA INC
VISA INC-CLASS A SHARES
100.00000000
230.00000000
USD
2022-01-21
XXXX
-1136140.50000000
N
N
N
CITIBANK, NATIONAL ASSOCIATION
E57ODZWZ7FF32TWEFA76
AMERICAN TOWER CORP
000000000
-637.00000000
NC
USD
-3952585.00000000
-0.00789922710
N/A
DE
CORP
US
N
2
CITIBANK, NATIONAL ASSOCIATION
E57ODZWZ7FF32TWEFA76
Call
Written
American Tower Corp
American Tower Corp
100.00000000
210.00000000
USD
2022-01-21
XXXX
-2361996.00000000
N
N
N
Filtration Group Corp
549300ZA0D9WN5ECE978
Filtration Group Corp
000000000
51463590.32000000
PA
60539650.44000000
0.120988276773
Long
LON
CORP
US
N
2
2025-03-29
Floating
3.50000000
N
N
N
N
N
N
YUM! BRANDS INC
549300JE8XHZZ7OHN517
Yum! Brands Inc
988498AK7
64619000.00000000
PA
USD
68173045.00000000
0.136243588738
Long
DBT
CORP
US
N
2
2043-11-01
Fixed
5.35000000
N
N
N
N
N
N
CMS ENERGY CORP
549300IA9XFBAGNIBW29
CMS Energy Corp
125896852
3800000.00000000
NS
USD
103778000.00000000
0.207399965075
Long
EP
CORP
US
N
1
N
N
N
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
VISA INC
000000000
-2597.00000000
NC
USD
-4382437.50000000
-0.00875828580
N/A
DE
CORP
US
N
2
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
Call
Written
VISA INC
VISA INC-CLASS A SHARES
100.00000000
230.00000000
USD
2022-01-21
XXXX
-1444651.00000000
N
N
N
JPMORGAN CHASE BANK, NATIONAL ASSOCIATION
7H6GLXDRUGQFU57RNE97
CME GROUP INC
000000000
-1911.00000000
NC
USD
-1137045.00000000
-0.00227238040
N/A
DE
CORP
US
N
2
JPMORGAN CHASE BANK, NATIONAL ASSOCIATION
7H6GLXDRUGQFU57RNE97
Call
Written
CME Group Inc
CME Group Inc
100.00000000
230.00000000
USD
2022-01-21
XXXX
483788.76000000
N
N
N
CREDIT SUISSE SECURITIES (USA) LLC
1V8Y6QCX6YMJ2OELII46
VISA INC
000000000
-2407.00000000
NC
USD
-1528445.00000000
-0.00305459191
N/A
DE
CORP
US
N
2
CREDIT SUISSE SECURITIES (USA) LLC
1V8Y6QCX6YMJ2OELII46
Call
Written
VISA INC
VISA INC-CLASS A SHARES
100.00000000
255.00000000
USD
2022-01-21
XXXX
267155.54000000
N
N
N
CREDIT SUISSE SECURITIES (USA) LLC
1V8Y6QCX6YMJ2OELII46
BANK OF AMERICA CORP
000000000
-5674.00000000
NC
USD
-950395.00000000
-0.00189936103
N/A
DE
CORP
US
N
2
CREDIT SUISSE SECURITIES (USA) LLC
1V8Y6QCX6YMJ2OELII46
Call
Written
Bank of America Corp
Bank of America Corp
100.00000000
45.00000000
USD
2022-01-21
XXXX
115352.42000000
N
N
N
CCO HLDGS LLC/CAP CORP
N/A
CCO Holdings LLC / CCO Holdings Capital Corp
1248EPBZ5
43430000.00000000
PA
USD
43810012.50000000
0.087554154661
Long
DBT
CORP
US
N
2
2023-03-01
Fixed
4.00000000
N
N
N
N
N
N
ELANCO ANIMAL HEALTH INC
549300SHPNDCE059M934
Elanco Animal Health Inc
28414HAF0
38066000.00000000
PA
USD
38327856.01000000
0.076598084352
Long
DBT
CORP
US
N
2
2021-08-27
Variable
4.91200000
N
N
N
N
N
N
CREDIT SUISSE SECURITIES (USA) LLC
1V8Y6QCX6YMJ2OELII46
BANK OF AMERICA CORP
000000000
-5674.00000000
NC
USD
-2127750.00000000
-0.00425230083
N/A
DE
CORP
US
N
2
CREDIT SUISSE SECURITIES (USA) LLC
1V8Y6QCX6YMJ2OELII46
Call
Written
Bank of America Corp
Bank of America Corp
100.00000000
40.00000000
USD
2022-01-21
XXXX
-189454.86000000
N
N
N
VISA INC
549300JZ4OKEHW3DPJ59
VISA INC-CLASS A SHARES
92826C839
5505081.00000000
NS
USD
1287198039.42000000
2.572460718278
Long
EC
CORP
US
N
1
N
N
N
CREDIT SUISSE SECURITIES (USA) LLC
1V8Y6QCX6YMJ2OELII46
NORTHROP GRUMMAN CORP
000000000
-1016.00000000
NC
USD
-5511800.00000000
-0.01101531275
N/A
DE
CORP
US
N
2
CREDIT SUISSE SECURITIES (USA) LLC
1V8Y6QCX6YMJ2OELII46
Call
Written
Northrop Grumman Corp
Northrop Grumman Corp
100.00000000
315.00000000
USD
2022-01-21
XXXX
-3362708.00000000
N
N
N
CREDIT SUISSE SECURITIES (USA) LLC
1V8Y6QCX6YMJ2OELII46
MARRIOTT INTERNATIONAL INC/MD
000000000
-1275.00000000
NC
USD
-672562.50000000
-0.00134411377
N/A
DE
CORP
US
N
2
CREDIT SUISSE SECURITIES (USA) LLC
1V8Y6QCX6YMJ2OELII46
Call
Written
Marriott International Inc/MD
Marriott International Inc/MD
100.00000000
155.00000000
USD
2022-01-21
XXXX
774728.25000000
N
N
N
APPLIED SYSTEMS INC
549300NSKGF0SY5SWQ62
Applied Systems Inc
03827FAX9
92716530.44800000
PA
USD
92473613.14000000
0.184808188013
Long
LON
CORP
US
N
2
2024-09-19
Floating
3.75000000
N
N
N
N
N
N
CLARIOS GLOBAL LP
549300474L1ZLXZY2P98
Clarios Global LP
18060TAA3
4947000.00000000
PA
USD
5287106.25000000
0.010566263096
Long
DBT
CORP
CA
N
2
2025-05-15
Fixed
6.75000000
N
N
N
N
N
N
ALLIANT HOLDINGS INTERMEDI
5493006Q26653NF8SI73
Alliant Holdings Intermediate LLC
01881UAE5
83019677.87020000
PA
USD
82076574.33000000
0.164029742812
Long
LON
CORP
US
N
2
2025-05-10
Floating
3.35425000
N
N
N
N
N
N
CITIBANK, NATIONAL ASSOCIATION
E57ODZWZ7FF32TWEFA76
UNITEDHEALTH GROUP INC
000000000
-637.00000000
NC
USD
-1359995.00000000
-0.00271794518
N/A
DE
CORP
US
N
2
CITIBANK, NATIONAL ASSOCIATION
E57ODZWZ7FF32TWEFA76
Call
Written
UNITEDHEALTH GROUP INC
UNITEDHEALTH GROUP INC
100.00000000
410.00000000
USD
2022-01-21
XXXX
-94422.51000000
N
N
N
ALLIANT HOLDINGS INTERMEDI
5493006Q26653NF8SI73
Alliant Holdings Intermediate LLC
01881UAH8
72103880.48120000
PA
USD
72163726.70000000
0.144218951967
Long
LON
CORP
US
N
2
2027-11-06
Floating
4.25000000
N
N
N
N
N
N
CITIBANK, NATIONAL ASSOCIATION
E57ODZWZ7FF32TWEFA76
PNC FINANCIAL SERVICES GROUP INC/THE
000000000
-2616.00000000
NC
USD
-4133280.00000000
-0.00826034542
N/A
DE
CORP
US
N
2
CITIBANK, NATIONAL ASSOCIATION
E57ODZWZ7FF32TWEFA76
Call
Written
PNC Financial Services Group I
PNC Financial Services Group Inc/The
100.00000000
185.00000000
USD
2022-01-21
XXXX
-1497004.20000000
N
N
N
Mondelez International Inc
549300DV9GIB88LZ5P30
Mondelez International Inc
609207105
788500.00000000
NS
USD
49233940.00000000
0.098393854540
Long
EC
CORP
US
N
1
N
N
N
FISERV INC
GI7UBEJLXYLGR2C7GV83
FISERV INC
337738108
8034041.00000000
NS
USD
858758642.49000000
1.716226102459
Long
EC
CORP
US
N
1
N
N
N
Teledyne Technologies Inc
549300VSMO9KYQWDND94
Teledyne Technologies Inc
879360105
379046.00000000
NS
USD
158755836.18000000
0.317272975768
Long
EC
CORP
US
N
1
N
N
N
CONTL AIRLINES 2012-1 A
N/A
Continental Airlines 2012-1 Class A Pass Through Trust
210795PZ7
8896722.54000000
PA
USD
9385205.99000000
0.018756300897
Long
DBT
CORP
US
N
2
2024-04-11
Fixed
4.15000000
N
N
N
N
N
N
MARSH & MCLENNAN COS INC
549300XMP3KDCKJXIU47
MARSH & MCLENNAN COS
571748102
12221838.00000000
NS
USD
1719368169.84000000
3.436151191750
Long
EC
CORP
US
N
1
N
N
N
JPMORGAN CHASE BANK, NATIONAL ASSOCIATION
7H6GLXDRUGQFU57RNE97
ROPER TECHNOLOGIES INC
000000000
-319.00000000
NC
USD
-532730.00000000
-0.00106465901
N/A
DE
CORP
US
N
2
JPMORGAN CHASE BANK, NATIONAL ASSOCIATION
7H6GLXDRUGQFU57RNE97
Call
Written
ROPER TECHNOLOGIES INC
ROPER TECHNOLOGIES INC
100.00000000
490.00000000
USD
2021-11-19
XXXX
-193476.69000000
N
N
N
2021-08-23
T. ROWE PRICE CAPITAL APPRECIATION FUND, INC.
Alan S. Dupski
Alan S. Dupski
Treasurer & Vice President