Form NPORT-P Voya INVESTORS TRUST For: Mar 31

May 26, 2022 2:37 PM EDT

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    NPORT-P
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          0000837276
          XXXXXXXX
        
      
      
      
      
        S000005759
        C000015824
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        C000015825
        C000015823
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      Voya Investors Trust
      811-05629
      0000837276
      549300LPMGZECCP9KQ67
      7337 East Doubletree Ranch Road
      Suite 100
      Scottsdale
      
      85258
      1-800-366-0066
      VY(R) T. ROWE PRICE CAPITAL APPRECIATION PORTFOLIO
      S000005759
      VSWNIGVF1R3YO98E5U49
      2022-12-31
      2022-03-31
      N
    
    
      8714142610.60
      261281428.01
      8452861182.59
      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
      86619528.99000000
      
        
        
        
        
        
        
        
        
        
        
        
        
        
        
        
        
        
        
        
        
        
        
        
        
        
        
      
      N
      
        
          
          
          
          
          
        
        
          
            
            
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
          
          
            
            
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
          
          
            
            
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
          
          
            
            
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
          
          
            
            
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
          
          
            
            
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
          
        
        
        
        
      
      
      
      
      
      
    
    
      
        AURORA INNOVATION INC
        N/A
        AURORA INNOVATION INC
        000000000
        
          
          
        
        1251142.00000000
        NS
        USD
        6784067.27000000
        0.080257644405
        Long
        EC
        CORP
        US
        Y
        
        2
        
          N
          N
          N
        
      
      
        CATALENT PHARMA SOLUTION
        549300HALRZ339MSTH85
        Catalent Pharma Solutions Inc
        14879EAH1
        
          
          
        
        3051000.00000000
        PA
        USD
        2779201.67000000
        0.032878827771
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-02-15
          Fixed
          3.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GOLDMAN SACHS & CO. LLC
        FOR8UP27PHTHYVLBNG30
        STARBUCKS CORP
        000000000
        
          
          
        
        -439.00000000
        NC
        USD
        -254948.81000000
        -0.00301612441
        N/A
        DE
        CORP
        US
        N
        
        2
        
          
            
              GOLDMAN SACHS & CO. LLC
              FOR8UP27PHTHYVLBNG30
            
            Call
            Written
            
              
                Starbucks Corp
                Starbucks Corp
                
                  
                  
                  
                
              
            
            100.00000000
            97.50000000
            USD
            2023-01-20
            XXXX
            194560.85000000
          
        
        
          N
          N
          N
        
      
      
        BANK OF AMERICA, NATIONAL ASSOCIATION
        B4TYDEB6GKMZO031MB27
        PUBLIC SERVICE ENTERPRISE GROUP INC
        000000000
        
          
          
        
        -439.00000000
        NC
        USD
        -265130.34000000
        -0.00313657511
        N/A
        DE
        CORP
        US
        N
        
        2
        
          
            
              BANK OF AMERICA, NATIONAL ASSOCIATION
              B4TYDEB6GKMZO031MB27
            
            Call
            Written
            
              
                Public Service Enterprise Grou
                Public Service Enterprise Group Inc
                
                  
                  
                  
                
              
            
            100.00000000
            65.00000000
            USD
            2022-07-15
            XXXX
            -129817.37000000
          
        
        
          N
          N
          N
        
      
      
        MILEAGE PLUS HOLDINGS IN
        N/A
        Mileage Plus Holdings LLC
        59921PAB2
        
          
        
        41685000.00000000
        PA
        USD
        43430559.38000000
        0.513797144444
        Long
        LON
        CORP
        US
        N
        
        2
        
          2027-06-20
          Floating
          6.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Ross Stores Inc
        549300ENZFLPGRDFZQ60
        Ross Stores Inc
        778296103
        
          
          
        
        32600.00000000
        NS
        USD
        2948996.00000000
        0.034887547971
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        MIRAE ASSET SECURITIES (USA) INC.
        25490087B4GFZLJZE912
        MIRAE ASSET SECURITIES USA INC
        000000000
        
          
        
        6401557.00000000
        PA
        USD
        6401557.00000000
        0.075732427892
        Long
        RA
        CORP
        US
        N
        
        2
        
          Repurchase
          
            
              
            
          
          Y
          0.33000000
          2022-04-01
          
            
              658830.46908544
              USD
              617859.05192686
              USD
              ADAS
            
            
              12331327.59078171
              USD
              5911789.05185927
              USD
              AMBS
            
          
        
        
          
          N
          N
        
      
      
        COLLAT CP V CO LLC
        N/A
        COLLAT CP V CO LLC
        000000000
        
          
        
        600000.00000000
        PA
        USD
        598990.22000000
        0.007086242244
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2022-06-08
          Fixed
          0.36000000
          N
          N
          N
        
        
          
          N
          N
        
      
      
        McDonald's Corp
        UE2136O97NLB5BYP9H04
        McDonald's Corp
        580135101
        
          
          
        
        100133.00000000
        NS
        USD
        24760888.24000000
        0.292929076973
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        J.P. MORGAN SECURITIES LLC
        ZBUT11V806EZRVTWT807
        AMERICAN ELECTRIC POWER CO INC
        000000000
        
          
          
        
        -203.00000000
        NC
        USD
        -262278.76000000
        -0.00310284002
        N/A
        DE
        CORP
        US
        N
        
        2
        
          
            
              J.P. MORGAN SECURITIES LLC
              ZBUT11V806EZRVTWT807
            
            Call
            Written
            
              
                AMERICAN ELECTRIC POWER
                AMERICAN ELECTRIC POWER CO INC
                
                  
                  
                  
                
              
            
            100.00000000
            90.00000000
            USD
            2023-01-20
            XXXX
            -136376.13000000
          
        
        
          N
          N
          N
        
      
      
        GOLDMAN SACHS & CO. LLC
        FOR8UP27PHTHYVLBNG30
        ABBOTT LABORATORIES
        000000000
        
          
          
        
        -104.00000000
        NC
        USD
        -17384.64000000
        -0.00020566574
        N/A
        DE
        CORP
        US
        N
        
        2
        
          
            
              GOLDMAN SACHS & CO. LLC
              FOR8UP27PHTHYVLBNG30
            
            Call
            Written
            
              
                Abbott Laboratories
                Abbott Laboratories
                
                  
                  
                  
                
              
            
            100.00000000
            150.00000000
            USD
            2023-01-20
            XXXX
            38313.60000000
          
        
        
          N
          N
          N
        
      
      
        TWITTER INC
        549300I8RX485XMK6836
        Twitter Inc
        90184LAP7
        
          
          
        
        2605000.00000000
        PA
        USD
        2596390.48000000
        0.030716114034
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-03-01
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GOLDMAN SACHS & CO. LLC
        FOR8UP27PHTHYVLBNG30
        ALPHABET INC
        000000000
        
          
          
        
        -11.00000000
        NC
        USD
        -895596.85000000
        -0.01059519174
        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
            -726116.00000000
          
        
        
          N
          N
          N
        
      
      
        US AIRWAYS 2010-1A PTT
        N/A
        US Airways 2010-1 Class A Pass Through Trust
        90345KAA8
        
          
          
        
        1348107.21000000
        PA
        USD
        1358985.49000000
        0.016077224748
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2023-04-22
          Fixed
          6.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CCO HLDGS LLC/CAP CORP
        N/A
        CCO Holdings LLC / CCO Holdings Capital Corp
        1248EPBT9
        
          
          
        
        44545000.00000000
        PA
        USD
        44669726.00000000
        0.528456874365
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-05-01
          Fixed
          5.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MIZUHO BANK LTD
        N/A
        MIZUHO BANK LTD (NEW YORK)
        000000000
        
          
        
        4510000.00000000
        PA
        USD
        4510000.00000000
        0.053354715079
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2022-04-01
          Fixed
          0.32000000
          N
          N
          N
        
        
          
          N
          N
        
      
      
        CREDIT INDUSTRIEL ET COMMERCIAL (NEW YORK)
        N/A
        CREDIT INDUSTRIEL ET COMMERCIAL (NEW YORK)
        000000000
        
          
        
        750000.00000000
        PA
        USD
        749506.47000000
        0.008866896708
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2022-06-07
          Fixed
          0.32000000
          N
          N
          N
        
        
          
          N
          N
        
      
      
        PETVET CARE CENTERS LLC
        549300V0HK8MSXZNOM91
        PetVet Care Centers LLC
        000000000
        
          
        
        415000.00000000
        PA
        USD
        413616.81000000
        0.004893216640
        Long
        LON
        CORP
        US
        N
        
        2
        
          2026-02-13
          None
          0.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Becton Dickinson and Co
        ICE2EP6D98PQUILVRZ91
        Becton Dickinson and Co
        075887109
        
          
          
        
        718523.00000000
        NS
        USD
        191127118.00000000
        2.261093774894
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        UNITEDHEALTH GROUP INC
        549300GHBMY8T5GXDE41
        UNITEDHEALTH GROUP INC
        91324P102
        
          
          
        
        307219.00000000
        NS
        USD
        156672473.43000000
        1.853484518977
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        WELLS FARGO SECURITIES, LLC
        VYVVCKR63DVZZN70PB21
        YUM! BRANDS INC
        000000000
        
          
          
        
        -235.00000000
        NC
        USD
        -51451.72000000
        -0.00060868999
        N/A
        DE
        CORP
        US
        N
        
        2
        
          
            
              WELLS FARGO SECURITIES, LLC
              VYVVCKR63DVZZN70PB21
            
            Call
            Written
            
              
                YUM! BRANDS INC
                YUM! BRANDS INC
                
                  
                  
                  
                
              
            
            100.00000000
            145.00000000
            USD
            2023-01-20
            XXXX
            16905.08000000
          
        
        
          N
          N
          N
        
      
      
        GOLDMAN SACHS & CO. LLC
        FOR8UP27PHTHYVLBNG30
        ABBOTT LABORATORIES
        000000000
        
          
          
        
        -229.00000000
        NC
        USD
        -101562.39000000
        -0.00120151494
        N/A
        DE
        CORP
        US
        N
        
        2
        
          
            
              GOLDMAN SACHS & CO. LLC
              FOR8UP27PHTHYVLBNG30
            
            Call
            Written
            
              
                Abbott Laboratories
                Abbott Laboratories
                
                  
                  
                  
                
              
            
            100.00000000
            135.00000000
            USD
            2023-01-20
            XXXX
            87525.20000000
          
        
        
          N
          N
          N
        
      
      
        Heartland Dental LLC
        5493008FRC0GRKBN1075
        HEARTLAND DENT 04/30/2025
        42236WAQ0
        
          
        
        2810875.00000000
        PA
        USD
        2795943.63000000
        0.033076890411
        Long
        LON
        CORP
        US
        N
        
        2
        
          2025-04-30
          Floating
          4.44657000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        J.P. MORGAN SECURITIES LLC
        ZBUT11V806EZRVTWT807
        CME GROUP INC
        000000000
        
          
          
        
        -77.00000000
        NC
        USD
        -174758.81000000
        -0.00206745155
        N/A
        DE
        CORP
        US
        N
        
        2
        
          
            
              J.P. MORGAN SECURITIES LLC
              ZBUT11V806EZRVTWT807
            
            Call
            Written
            
              
                CME Group Inc
                CME Group Inc
                
                  
                  
                  
                
              
            
            100.00000000
            240.00000000
            USD
            2023-01-20
            XXXX
            -64879.81000000
          
        
        
          N
          N
          N
        
      
      
        COOPERATIEVE RABOBANK UA (NEW YORK)
        DG3RU1DBUFHT4ZF9WN62
        COOPERATIEVE RABOBANK UA (NEW YORK)
        21684LCK6
        
          
        
        625000.00000000
        PA
        USD
        624762.44000000
        0.007391135693
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2022-06-21
          Floating
          0.43090900
          N
          N
          N
        
        
          
          N
          N
        
      
      
        GOLDMAN SACHS & CO. LLC
        FOR8UP27PHTHYVLBNG30
        ALPHABET INC
        000000000
        
          
          
        
        -11.00000000
        NC
        USD
        -927193.91000000
        -0.01096899487
        N/A
        DE
        CORP
        US
        N
        
        2
        
          
            
              GOLDMAN SACHS & CO. LLC
              FOR8UP27PHTHYVLBNG30
            
            Call
            Written
            
              
                ALPHABET INC-CL A
                ALPHABET INC
                
                  
                  
                  
                
              
            
            100.00000000
            1980.00000000
            USD
            2022-09-16
            XXXX
            -671568.21000000
          
        
        
          N
          N
          N
        
      
      
        EYECARE PARTNERS TL 1L ST
        N/A
        EYECARE PARTNERS TL 1L ST
        000000000
        
          
        
        40727.27000000
        PA
        USD
        40353.92000000
        0.000477399535
        Long
        LON
        CORP
        US
        N
        
        2
        
          2028-10-14
          Floating
          4.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PETVET CARE CENTERS LLC
        5493008U1LYGMQWO7N12
        PetVet Care Centers LLC
        00709LAH0
        
          
        
        9900000.00000000
        PA
        USD
        9746342.10000000
        0.115302285101
        Long
        LON
        CORP
        US
        N
        
        2
        
          2027-12-23
          Floating
          3.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        TRANSDIGM UK HOLDINGS
        549300JTYP71LZZSE903
        TransDigm UK Holdings PLC
        89365DAB9
        
          
          
        
        655000.00000000
        PA
        USD
        667841.28000000
        0.007900771887
        Long
        DBT
        CORP
        GB
        
        N
        
        2
        
          2026-05-15
          Fixed
          6.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        HILTON DOMESTIC OPERATIN
        5493003EG7H0N1E4XV50
        Hilton Domestic Operating Co Inc
        432833AG6
        
          
          
        
        615000.00000000
        PA
        USD
        630006.00000000
        0.007453168653
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-05-01
          Fixed
          5.37500000
          N
          N
          N
        
        
          N
          N
          
        
      
      
        CITIGROUP GLOBAL MARKETS INC.
        MBNUM2BPBDO7JBLYG310
        AMAZON.COM INC
        000000000
        
          
          
        
        -11.00000000
        NC
        USD
        -28043.78000000
        -0.00033176671
        N/A
        DE
        CORP
        US
        N
        
        2
        
          
            
              CITIGROUP GLOBAL MARKETS INC.
              MBNUM2BPBDO7JBLYG310
            
            Call
            Written
            
              
                AMAZON.COM INC
                AMAZON.COM INC
                
                  
                  
                  
                
              
            
            100.00000000
            5100.00000000
            USD
            2023-01-20
            XXXX
            156572.74000000
          
        
        
          N
          N
          N
        
      
      
        PRESS GANEY HOLDINGS INC
        549300HC42NZULO53062
        Press Ganey Holdings Inc
        29102TAB8
        
          
        
        58130.00000000
        PA
        USD
        57519.64000000
        0.000680475388
        Long
        LON
        CORP
        US
        N
        
        2
        
          2026-07-25
          Floating
          3.79900000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        HOWDEN TL B 1L BANKDEBT
        N/A
        HOWDEN TL B 1L BANKDEBT
        000000000
        
          
        
        7650631.32000000
        PA
        USD
        7583688.30000000
        0.089717412083
        Long
        LON
        CORP
        US
        N
        
        2
        
          2027-11-12
          Floating
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        T-MOBILE USA INC
        549300V2JRLO5DIFGE82
        T-Mobile USA Inc
        87264ABT1
        
          
          
        
        860000.00000000
        PA
        USD
        776150.00000000
        0.009182098028
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2031-02-15
          Fixed
          2.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BANK OF AMERICA, NATIONAL ASSOCIATION
        B4TYDEB6GKMZO031MB27
        PUBLIC SERVICE ENTERPRISE GROUP INC
        000000000
        
          
          
        
        -439.00000000
        NC
        USD
        -32166.54000000
        -0.00038054026
        N/A
        DE
        CORP
        US
        N
        
        2
        
          
            
              BANK OF AMERICA, NATIONAL ASSOCIATION
              B4TYDEB6GKMZO031MB27
            
            Call
            Written
            
              
                Public Service Enterprise Grou
                Public Service Enterprise Group Inc
                
                  
                  
                  
                
              
            
            100.00000000
            75.00000000
            USD
            2022-07-15
            XXXX
            -17613.69000000
          
        
        
          N
          N
          N
        
      
      
        HOWDEN TL B 1L BANKDEBT
        N/A
        HOWDEN TL B 1L BANKDEBT
        000000000
        
          
        
        20329150.93000000
        PA
        USD
        20151270.86000000
        0.238395857032
        Long
        LON
        CORP
        US
        N
        
        2
        
          2027-11-12
          Floating
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        WELLS FARGO SECURITIES, LLC
        VYVVCKR63DVZZN70PB21
        AMAZON.COM INC
        000000000
        
          
          
        
        -26.00000000
        NC
        USD
        -262097.00000000
        -0.00310068974
        N/A
        DE
        CORP
        US
        N
        
        2
        
          
            
              WELLS FARGO SECURITIES, LLC
              VYVVCKR63DVZZN70PB21
            
            Call
            Written
            
              
                AMAZON.COM INC
                AMAZON.COM INC
                
                  
                  
                  
                
              
            
            100.00000000
            4200.00000000
            USD
            2023-01-20
            XXXX
            27673.00000000
          
        
        
          N
          N
          N
        
      
      
        MSILF Government Portfolio
        549300BI6Y5SI6BYPB26
        MSILF Government Portfolio
        61747C707
        
          
          
        
        2715000.00000000
        NS
        USD
        2715000.00000000
        0.032119301871
        Long
        STIV
        RF
        US
        N
        
        1
        
          
          N
          N
        
      
      
        ENTEGRIS INC TL B 1L BANK
        N/A
        ENTEGRIS INC TL B 1L BANK
        000000000
        
          
        
        13321399.00000000
        PA
        USD
        13296421.38000000
        0.157300836873
        Long
        LON
        CORP
        US
        N
        
        2
        
          2029-03-02
          None
          0.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        WELLS FARGO SECURITIES, LLC
        VYVVCKR63DVZZN70PB21
        WALMART INC
        000000000
        
          
          
        
        -104.00000000
        NC
        USD
        -144066.51000000
        -0.00170435201
        N/A
        DE
        CORP
        US
        N
        
        2
        
          
            
              WELLS FARGO SECURITIES, LLC
              VYVVCKR63DVZZN70PB21
            
            Call
            Written
            
              
                Walmart Inc
                Walmart Inc
                
                  
                  
                  
                
              
            
            100.00000000
            145.00000000
            USD
            2023-01-20
            XXXX
            -53690.51000000
          
        
        
          N
          N
          N
        
      
      
        CHARLES SCHWAB CORP
        549300VSGCJ7E698NM85
        Charles Schwab Corp/The
        808513600
        
          
          
        
        23000.00000000
        NS
        USD
        582130.00000000
        0.006886780551
        Long
        EP
        CORP
        US
        N
        
        1
        
          N
          N
          
        
      
      
        Humana Inc
        529900YLDW34GJAO4J06
        Humana Inc
        444859102
        
          
          
        
        262561.00000000
        NS
        USD
        114258670.37000000
        1.351715920821
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        NXP Semiconductors NV
        724500M9BY5293JDF951
        NXP Semiconductors NV
        000000000
        
          
          
        
        7991.00000000
        NS
        USD
        1478974.28000000
        0.017496729782
        Long
        EC
        CORP
        NL
        
        N
        
        1
        
          N
          N
          N
        
      
      
        CITIGROUP GLOBAL MARKETS INC.
        MBNUM2BPBDO7JBLYG310
        PNC FINANCIAL SERVICES GROUP INC/THE
        000000000
        
          
          
        
        -212.00000000
        NC
        USD
        -82899.20000000
        -0.00098072354
        N/A
        DE
        CORP
        US
        N
        
        2
        
          
            
              CITIGROUP GLOBAL MARKETS INC.
              MBNUM2BPBDO7JBLYG310
            
            Call
            Written
            
              
                PNC Financial Services Group I
                PNC Financial Services Group Inc/The
                
                  
                  
                  
                
              
            
            100.00000000
            230.00000000
            USD
            2023-01-20
            XXXX
            140682.36000000
          
        
        
          N
          N
          N
        
      
      
        CMS ENERGY CORP
        549300IA9XFBAGNIBW29
        CMS Energy Corp
        125896845
        
          
          
        
        728977.00000000
        NS
        USD
        18734708.90000000
        0.221637484578
        Long
        EP
        CORP
        US
        N
        
        1
        
          N
          N
          
        
      
      
        HOWMET AEROSPACE INC
        549300HO5WFZUT5N2T22
        Howmet Aerospace Inc
        443201AB4
        
          
          
        
        3185000.00000000
        PA
        USD
        2912666.58000000
        0.034457759533
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-01-15
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        J.P. MORGAN SECURITIES LLC
        ZBUT11V806EZRVTWT807
        OTIS WORLDWIDE CORP
        000000000
        
          
          
        
        -94.00000000
        NC
        USD
        -23391.88000000
        -0.00027673327
        N/A
        DE
        CORP
        US
        N
        
        2
        
          
            
              J.P. MORGAN SECURITIES LLC
              ZBUT11V806EZRVTWT807
            
            Call
            Written
            
              
                Otis Worldwide Corp
                Otis Worldwide Corp
                
                  
                  
                  
                
              
            
            100.00000000
            90.00000000
            USD
            2023-01-20
            XXXX
            21916.12000000
          
        
        
          N
          N
          N
        
      
      
        KORN/FERRY INTERNATIONAL
        549300FOD20OM0GT5G40
        Korn Ferry
        50067PAA7
        
          
          
        
        2345000.00000000
        PA
        USD
        2292155.43000000
        0.027116917934
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-12-15
          Fixed
          4.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Walmart Inc
        Y87794H0US1R65VBXU25
        Walmart Inc
        931142103
        
          
          
        
        106567.00000000
        NS
        USD
        15869957.64000000
        0.187746578314
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        J.P. MORGAN SECURITIES LLC
        ZBUT11V806EZRVTWT807
        OTIS WORLDWIDE CORP
        000000000
        
          
          
        
        -49.00000000
        NC
        USD
        -18692.70000000
        -0.00022114050
        N/A
        DE
        CORP
        US
        N
        
        2
        
          
            
              J.P. MORGAN SECURITIES LLC
              ZBUT11V806EZRVTWT807
            
            Call
            Written
            
              
                Otis Worldwide Corp
                Otis Worldwide Corp
                
                  
                  
                  
                
              
            
            100.00000000
            85.00000000
            USD
            2023-01-20
            XXXX
            -4791.40000000
          
        
        
          N
          N
          N
        
      
      
        YUM! BRANDS INC
        549300JE8XHZZ7OHN517
        Yum! Brands Inc
        988498AP6
        
          
          
        
        1805000.00000000
        PA
        USD
        1749035.98000000
        0.020691644429
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2032-01-31
          Fixed
          4.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GOLDMAN SACHS & CO. LLC
        FOR8UP27PHTHYVLBNG30
        ALPHABET INC
        000000000
        
          
          
        
        -11.00000000
        NC
        USD
        -789394.55000000
        -0.00933878521
        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
            -651824.59000000
          
        
        
          N
          N
          N
        
      
      
        CITIGROUP GLOBAL MARKETS INC.
        MBNUM2BPBDO7JBLYG310
        MICROSOFT CORP
        000000000
        
          
          
        
        -108.00000000
        NC
        USD
        -168508.07000000
        -0.00199350333
        N/A
        DE
        CORP
        US
        N
        
        2
        
          
            
              CITIGROUP GLOBAL MARKETS INC.
              MBNUM2BPBDO7JBLYG310
            
            Call
            Written
            
              
                MICROSOFT CORP
                MICROSOFT CORP
                
                  
                  
                  
                
              
            
            100.00000000
            350.00000000
            USD
            2023-01-20
            XXXX
            -31049.99000000
          
        
        
          N
          N
          N
        
      
      
        CREDIT SUISSE SECURITIES (USA) LLC
        1V8Y6QCX6YMJ2OELII46
        ROSS STORES INC
        000000000
        
          
          
        
        -109.00000000
        NC
        USD
        -56679.39000000
        -0.00067053496
        N/A
        DE
        CORP
        US
        N
        
        2
        
          
            
              CREDIT SUISSE SECURITIES (USA) LLC
              1V8Y6QCX6YMJ2OELII46
            
            Call
            Written
            
              
                Ross Stores Inc
                Ross Stores Inc
                
                  
                  
                  
                
              
            
            100.00000000
            105.00000000
            USD
            2023-01-20
            XXXX
            35373.29000000
          
        
        
          N
          N
          N
        
      
      
        SKYMILES IP LTD
        2549008L7P4I8VB90936
        SkyMiles IP Ltd
        24736CBS2
        
          
        
        16875000.00000000
        PA
        USD
        17470890.00000000
        0.206686110449
        Long
        LON
        CORP
        KY
        
        N
        
        2
        
          2027-10-20
          Floating
          4.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SIX FLAGS ENTERTAINMENT
        549300JYTDUAA4JQ3717
        Six Flags Entertainment Corp
        83001AAC6
        
          
          
        
        21402000.00000000
        PA
        USD
        21402856.08000000
        0.253202502888
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-04-15
          Fixed
          5.50000000
          N
          N
          N
        
        
          N
          N
          
        
      
      
        CITIGROUP GLOBAL MARKETS INC.
        MBNUM2BPBDO7JBLYG310
        BAXTER INTERNATIONAL INC
        000000000
        
          
          
        
        -334.00000000
        NC
        USD
        -39988.36000000
        -0.00047307484
        N/A
        DE
        CORP
        US
        N
        
        2
        
          
            
              CITIGROUP GLOBAL MARKETS INC.
              MBNUM2BPBDO7JBLYG310
            
            Call
            Written
            
              
                Baxter International Inc
                Baxter International Inc
                
                  
                  
                  
                
              
            
            100.00000000
            97.50000000
            USD
            2023-01-20
            XXXX
            10779.64000000
          
        
        
          N
          N
          N
        
      
      
        SUMITOMO MITSUI BANKING CORP (NEWYORK)
        549300MS3WYYVQ4HXM15
        SUMITOMO MITSUI BANKING CORP (NEWYORK)
        000000000
        
          
        
        400000.00000000
        PA
        USD
        399907.50000000
        0.004731031201
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2022-06-24
          Floating
          0.49727300
          N
          N
          N
        
        
          
          N
          N
        
      
      
        CITIGROUP GLOBAL MARKETS INC.
        MBNUM2BPBDO7JBLYG310
        MICROSOFT CORP
        000000000
        
          
          
        
        -119.00000000
        NC
        USD
        -185670.93000000
        -0.00219654535
        N/A
        DE
        CORP
        US
        N
        
        2
        
          
            
              CITIGROUP GLOBAL MARKETS INC.
              MBNUM2BPBDO7JBLYG310
            
            Call
            Written
            
              
                MICROSOFT CORP
                MICROSOFT CORP
                
                  
                  
                  
                
              
            
            100.00000000
            350.00000000
            USD
            2023-01-20
            XXXX
            21364.08000000
          
        
        
          N
          N
          N
        
      
      
        Dollar General Corp
        OPX52SQVOZI8IVSWYU66
        Dollar General Corp
        256677105
        
          
          
        
        59400.00000000
        NS
        USD
        13224222.00000000
        0.156446695554
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        J.P. MORGAN SECURITIES LLC
        ZBUT11V806EZRVTWT807
        OTIS WORLDWIDE CORP
        000000000
        
          
          
        
        -94.00000000
        NC
        USD
        -35859.46000000
        -0.00042422866
        N/A
        DE
        CORP
        US
        N
        
        2
        
          
            
              J.P. MORGAN SECURITIES LLC
              ZBUT11V806EZRVTWT807
            
            Call
            Written
            
              
                Otis Worldwide Corp
                Otis Worldwide Corp
                
                  
                  
                  
                
              
            
            100.00000000
            85.00000000
            USD
            2023-01-20
            XXXX
            28248.54000000
          
        
        
          N
          N
          N
        
      
      
        Ascend Learning LLC
        549300T466HKRLVCD610
        ASCEND LEARNING TL 1L BAN
        04349HAK0
        
          
        
        15882404.00000000
        PA
        USD
        15713653.46000000
        0.185897450822
        Long
        LON
        CORP
        US
        N
        
        2
        
          2028-12-10
          Floating
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        TRANSDIGM INC
        88Q84GB3X55CF5OC7582
        TransDigm Inc
        893647BE6
        
          
          
        
        2100000.00000000
        PA
        USD
        2158527.00000000
        0.025536051679
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-03-15
          Fixed
          6.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        J.P. MORGAN SECURITIES LLC
        ZBUT11V806EZRVTWT807
        AMERICAN ELECTRIC POWER CO INC
        000000000
        
          
          
        
        -203.00000000
        NC
        USD
        -193121.27000000
        -0.00228468521
        N/A
        DE
        CORP
        US
        N
        
        2
        
          
            
              J.P. MORGAN SECURITIES LLC
              ZBUT11V806EZRVTWT807
            
            Call
            Written
            
              
                AMERICAN ELECTRIC POWER
                AMERICAN ELECTRIC POWER CO INC
                
                  
                  
                  
                
              
            
            100.00000000
            95.00000000
            USD
            2023-01-20
            XXXX
            -112028.86000000
          
        
        
          N
          N
          N
        
      
      
        MARRIOTT INTERNATIONAL
        225YDZ14ZO8E1TXUSU86
        Marriott International Inc/MD
        571903AS2
        
          
          
        
        2175000.00000000
        PA
        USD
        2152268.94000000
        0.025462016866
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-06-15
          Fixed
          3.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ALLIANT HOLDINGS I LLC TL
        5493006Q26653NF8SI73
        Alliant Holdings Intermediate LLC
        000000000
        
          
        
        628591.54000000
        PA
        USD
        622384.20000000
        0.007363000368
        Long
        LON
        CORP
        US
        N
        
        2
        
          2025-05-09
          None
          0.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        H.B. FULLER CO
        JSMX3Z5FOYM8V0Q52357
        HB Fuller Co
        000000000
        
          
        
        1897344.73000000
        PA
        USD
        1893447.58000000
        0.022400078968
        Long
        LON
        CORP
        US
        N
        
        2
        
          2024-10-20
          Floating
          2.44857000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CITIGROUP GLOBAL MARKETS INC.
        MBNUM2BPBDO7JBLYG310
        MICROSOFT CORP
        000000000
        
          
          
        
        -108.00000000
        NC
        USD
        -205020.86000000
        -0.00242546110
        N/A
        DE
        CORP
        US
        N
        
        2
        
          
            
              CITIGROUP GLOBAL MARKETS INC.
              MBNUM2BPBDO7JBLYG310
            
            Call
            Written
            
              
                MICROSOFT CORP
                MICROSOFT CORP
                
                  
                  
                  
                
              
            
            100.00000000
            340.00000000
            USD
            2023-01-20
            XXXX
            -42189.26000000
          
        
        
          N
          N
          N
        
      
      
        Linde PLC
        8945002PAZHZLBGKGF02
        Linde PLC
        000000000
        
          
          
        
        127623.00000000
        NS
        USD
        40766614.89000000
        0.482281845275
        Long
        EC
        CORP
        GB
        N
        
        1
        
          N
          N
          N
        
      
      
        GOLDMAN SACHS & CO. LLC
        FOR8UP27PHTHYVLBNG30
        MCDONALD'S CORP
        000000000
        
          
          
        
        -52.00000000
        NC
        USD
        -44333.08000000
        -0.00052447424
        N/A
        DE
        CORP
        US
        N
        
        2
        
          
            
              GOLDMAN SACHS & CO. LLC
              FOR8UP27PHTHYVLBNG30
            
            Call
            Written
            
              
                McDonald's Corp
                McDonald's Corp
                
                  
                  
                  
                
              
            
            100.00000000
            270.00000000
            USD
            2023-01-20
            XXXX
            27655.72000000
          
        
        
          N
          N
          N
        
      
      
        WELLS FARGO SECURITIES, LLC
        VYVVCKR63DVZZN70PB21
        WALMART INC
        000000000
        
          
          
        
        -251.00000000
        NC
        USD
        -218368.84000000
        -0.00258337189
        N/A
        DE
        CORP
        US
        N
        
        2
        
          
            
              WELLS FARGO SECURITIES, LLC
              VYVVCKR63DVZZN70PB21
            
            Call
            Written
            
              
                Walmart Inc
                Walmart Inc
                
                  
                  
                  
                
              
            
            100.00000000
            155.00000000
            USD
            2023-01-20
            XXXX
            -49696.84000000
          
        
        
          N
          N
          N
        
      
      
        USI Inc/NY
        N/A
        USI INC/NY TL B 1L BANKDE
        90351NAF2
        
          
        
        26857326.40000000
        PA
        USD
        26700667.62000000
        0.315877275673
        Long
        LON
        CORP
        US
        N
        
        2
        
          2026-12-02
          Floating
          4.25600000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CITIGROUP GLOBAL MARKETS INC.
        MBNUM2BPBDO7JBLYG310
        PNC FINANCIAL SERVICES GROUP INC/THE
        000000000
        
          
          
        
        -129.00000000
        NC
        USD
        -50443.38000000
        -0.00059676101
        N/A
        DE
        CORP
        US
        N
        
        2
        
          
            
              CITIGROUP GLOBAL MARKETS INC.
              MBNUM2BPBDO7JBLYG310
            
            Call
            Written
            
              
                PNC Financial Services Group I
                PNC Financial Services Group Inc/The
                
                  
                  
                  
                
              
            
            100.00000000
            230.00000000
            USD
            2023-01-20
            XXXX
            81241.11000000
          
        
        
          N
          N
          N
        
      
      
        GOLDMAN SACHS & CO. LLC
        FOR8UP27PHTHYVLBNG30
        ALPHABET INC
        000000000
        
          
          
        
        -11.00000000
        NC
        USD
        -947453.14000000
        -0.01120866792
        N/A
        DE
        CORP
        US
        N
        
        2
        
          
            
              GOLDMAN SACHS & CO. LLC
              FOR8UP27PHTHYVLBNG30
            
            Call
            Written
            
              
                ALPHABET INC-CL A
                ALPHABET INC
                
                  
                  
                  
                
              
            
            100.00000000
            1960.00000000
            USD
            2022-09-16
            XXXX
            -744596.64000000
          
        
        
          N
          N
          N
        
      
      
        Starbucks Corp
        OQSJ1DU9TAOC51A47K68
        Starbucks Corp
        855244109
        
          
          
        
        266400.00000000
        NS
        USD
        24234408.00000000
        0.286700650543
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        CITADEL SECURITIES LLC
        12UUJYTN7D3SW8KCSG25
        CITADEL SECURITIES LLC
        000000000
        
          
        
        10736631.00000000
        PA
        USD
        10736631.00000000
        0.127017713506
        Long
        RA
        CORP
        US
        N
        
        2
        
          Repurchase
          
            
              
            
          
          Y
          0.33000000
          2022-04-01
          
            
              10805790.36438864
              USD
              11062531.91696938
              USD
              UST
            
          
        
        
          
          N
          N
        
      
      
        BlackRock Liquidity FedFund
        549300T8K043VZEOVK74
        BlackRock Liquidity FedFund
        09248U700
        
          
          
        
        3814000.00000000
        NS
        USD
        3814000.00000000
        0.045120816698
        Long
        STIV
        RF
        US
        N
        
        1
        
          
          N
          N
        
      
      
        GOLDMAN SACHS & CO. LLC
        FOR8UP27PHTHYVLBNG30
        MCDONALD'S CORP
        000000000
        
          
          
        
        -52.00000000
        NC
        USD
        -63103.14000000
        -0.00074652994
        N/A
        DE
        CORP
        US
        N
        
        2
        
          
            
              GOLDMAN SACHS & CO. LLC
              FOR8UP27PHTHYVLBNG30
            
            Call
            Written
            
              
                McDonald's Corp
                McDonald's Corp
                
                  
                  
                  
                
              
            
            100.00000000
            260.00000000
            USD
            2023-01-20
            XXXX
            30461.50000000
          
        
        
          N
          N
          N
        
      
      
        MSCI INC
        549300HTIN2PD78UB763
        MSCI Inc
        55354GAQ3
        
          
          
        
        195000.00000000
        PA
        USD
        175682.81000000
        0.002078382765
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2033-08-15
          Fixed
          3.25000000
          N
          N
          N
        
        
          N
          N
          
        
      
      
        GOLDMAN SACHS & CO. LLC
        FOR8UP27PHTHYVLBNG30
        MCDONALD'S CORP
        000000000
        
          
          
        
        -115.00000000
        NC
        USD
        -139555.03000000
        -0.00165097979
        N/A
        DE
        CORP
        US
        N
        
        2
        
          
            
              GOLDMAN SACHS & CO. LLC
              FOR8UP27PHTHYVLBNG30
            
            Call
            Written
            
              
                McDonald's Corp
                McDonald's Corp
                
                  
                  
                  
                
              
            
            100.00000000
            260.00000000
            USD
            2023-01-20
            XXXX
            63284.27000000
          
        
        
          N
          N
          N
        
      
      
        HILTON DOMESTIC OPERATIN
        5493003EG7H0N1E4XV50
        Hilton Domestic Operating Co Inc
        432833AL5
        
          
          
        
        540000.00000000
        PA
        USD
        510721.20000000
        0.006041992042
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2031-05-01
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          
        
      
      
        HADRIAN MERGER SUB
        N/A
        Hadrian Merger Sub Inc
        42239PAA7
        
          
          
        
        10734000.00000000
        PA
        USD
        10817670.89000000
        0.127976440832
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-05-01
          Fixed
          8.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        WAYMO LLC SER A-2 CVT PFD UNITS PP
        N/A
        WAYMO LLC SER A-2 CVT PFD UNITS PP
        000000000
        
          
        
        413251.00000000
        NS
        USD
        37904208.22000000
        0.448418676247
        Long
        EP
        CORP
        US
        Y
        
        3
        
          N
          N
          N
        
      
      
        GOLDMAN SACHS & CO. LLC
        FOR8UP27PHTHYVLBNG30
        ALPHABET INC
        000000000
        
          
          
        
        -20.00000000
        NC
        USD
        -155175.42000000
        -0.00183577390
        N/A
        DE
        CORP
        US
        N
        
        2
        
          
            
              GOLDMAN SACHS & CO. LLC
              FOR8UP27PHTHYVLBNG30
            
            Call
            Written
            
              
                ALPHABET INC-CL A
                ALPHABET INC
                
                  
                  
                  
                
              
            
            100.00000000
            3500.00000000
            USD
            2023-01-20
            XXXX
            66764.58000000
          
        
        
          N
          N
          N
        
      
      
        US AIRWAYS 2013-1A PTT
        N/A
        US Airways 2013-1 Class A Pass Through Trust
        90346WAA1
        
          
          
        
        1740322.22010000
        PA
        USD
        1664979.84000000
        0.019697233919
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-11-15
          Fixed
          3.95000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FILTRATION GROUP TL B 1L
        N/A
        FILTRATION GROUP TL B 1L
        000000000
        
          
        
        9364999.44000000
        PA
        
        10230584.60000000
        0.121031025814
        Long
        LON
        CORP
        N/A
        N
        
        2
        
          2025-03-29
          Floating
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        WORLDPAY LLC
        5493009FUVX8LHYY2202
        Worldpay LLC
        35100DAR7
        
          
        
        5117723.59000000
        PA
        USD
        5109499.41000000
        0.060446981201
        Long
        LON
        CORP
        CA
        N
        
        2
        
          2023-11-30
          Floating
          2.20857000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ACRISURE LLC / FIN INC
        N/A
        Acrisure LLC / Acrisure Finance Inc
        00489LAA1
        
          
          
        
        12600000.00000000
        PA
        USD
        12609198.00000000
        0.149170768661
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-11-15
          Fixed
          7.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CREDIT SUISSE SECURITIES (USA) LLC
        1V8Y6QCX6YMJ2OELII46
        MEDTRONIC PLC
        000000000
        
          
          
        
        -209.00000000
        NC
        USD
        -262697.55000000
        -0.00310779444
        N/A
        DE
        CORP
        US
        N
        
        2
        
          
            
              CREDIT SUISSE SECURITIES (USA) LLC
              1V8Y6QCX6YMJ2OELII46
            
            Call
            Written
            
              
                Medtronic PLC
                Medtronic PLC
                
                  
                  
                  
                  
                
              
            
            100.00000000
            105.00000000
            USD
            2023-01-20
            XXXX
            -10434.55000000
          
        
        
          N
          N
          N
        
      
      
        CITIGROUP GLOBAL MARKETS INC.
        MBNUM2BPBDO7JBLYG310
        DOLLAR GENERAL CORP
        000000000
        
          
          
        
        -198.00000000
        NC
        USD
        -260077.94000000
        -0.00307680363
        N/A
        DE
        CORP
        US
        N
        
        2
        
          
            
              CITIGROUP GLOBAL MARKETS INC.
              MBNUM2BPBDO7JBLYG310
            
            Call
            Written
            
              
                Dollar General Corp
                Dollar General Corp
                
                  
                  
                  
                
              
            
            100.00000000
            240.00000000
            USD
            2023-01-20
            XXXX
            -28180.34000000
          
        
        
          N
          N
          N
        
      
      
        HUB INTERNATIONAL LTD
        549300JQT6ATTUNS5E06
        HUB International Ltd
        44332PAG6
        
          
          
        
        2790000.00000000
        PA
        USD
        2669737.05000000
        0.031583826970
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-12-01
          Fixed
          5.62500000
          N
          N
          N
        
        
          N
          N
          
        
      
      
        CITIGROUP GLOBAL MARKETS INC.
        MBNUM2BPBDO7JBLYG310
        MICROSOFT CORP
        000000000
        
          
          
        
        -264.00000000
        NC
        USD
        -302103.44000000
        -0.00357397848
        N/A
        DE
        CORP
        US
        N
        
        2
        
          
            
              CITIGROUP GLOBAL MARKETS INC.
              MBNUM2BPBDO7JBLYG310
            
            Call
            Written
            
              
                MICROSOFT CORP
                MICROSOFT CORP
                
                  
                  
                  
                
              
            
            100.00000000
            365.00000000
            USD
            2023-01-20
            XXXX
            49167.04000000
          
        
        
          N
          N
          N
        
      
      
        SIX FLAGS THEME PARKS
        5493003MX0ZXTM8EVY68
        Six Flags Theme Parks Inc
        83001WAC8
        
          
          
        
        11039000.00000000
        PA
        USD
        11539342.68000000
        0.136514044543
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-07-01
          Fixed
          7.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CATALENT PHARMA SOLUTION
        549300HALRZ339MSTH85
        Catalent Pharma Solutions Inc
        14879EAK4
        
          
          
        
        1605000.00000000
        PA
        USD
        1467828.68000000
        0.017364873837
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-04-01
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          
        
      
      
        SVENSKA HANDELSBANKEN AB
        NHBDILHZTYCNBV5UYZ31
        SVENSKA HANDELSBANKEN AB (NEW YORK)
        000000000
        
          
        
        3750000.00000000
        PA
        USD
        3750000.00000000
        0.044363676617
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2022-04-01
          Fixed
          0.27000000
          N
          N
          N
        
        
          
          N
          N
        
      
      
        GOLDMAN SACHS & CO. LLC
        FOR8UP27PHTHYVLBNG30
        AMAZON.COM INC
        000000000
        
          
          
        
        -15.00000000
        NC
        USD
        -377267.02000000
        -0.00446318721
        N/A
        DE
        CORP
        US
        N
        
        2
        
          
            
              GOLDMAN SACHS & CO. LLC
              FOR8UP27PHTHYVLBNG30
            
            Call
            Written
            
              
                AMAZON.COM INC
                AMAZON.COM INC
                
                  
                  
                  
                
              
            
            100.00000000
            3600.00000000
            USD
            2023-01-20
            XXXX
            -26056.42000000
          
        
        
          N
          N
          N
        
      
      
        SVENSKA HANDELSBANKEN NY
        NHBDILHZTYCNBV5UYZ31
        Svenska Handelsbanken/New York NY
        86959RWD8
        
          
        
        725000.00000000
        PA
        USD
        724540.35000000
        0.008571539675
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2022-07-11
          Floating
          0.29095200
          N
          N
          N
        
        
          
          N
          N
        
      
      
        VISA INC-CLASS A SHARES
        549300JZ4OKEHW3DPJ59
        VISA INC
        92826C839
        
          
          
        
        397800.00000000
        NS
        USD
        88220106.00000000
        1.043671534340
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          
        
      
      
        CEDAR FAIR LP
        549300TUVLNQQ6BVKH61
        Cedar Fair LP
        15018LAJ0
        
          
        
        350000.00000000
        PA
        USD
        346937.50000000
        0.004104379481
        Long
        LON
        CORP
        US
        N
        
        2
        
          2024-04-13
          Floating
          2.20743000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SUSQUEHANNA FINANCIAL GROUP, LLLP
        549300E8QX0ZMRDC2M81
        MICROSOFT CORP
        000000000
        
          
          
        
        -192.00000000
        NC
        USD
        -525852.40000000
        -0.00622099888
        N/A
        DE
        CORP
        US
        N
        
        2
        
          
            
              SUSQUEHANNA FINANCIAL GROUP, LLLP
              549300E8QX0ZMRDC2M81
            
            Call
            Written
            
              
                MICROSOFT CORP
                MICROSOFT CORP
                
                  
                  
                  
                
              
            
            100.00000000
            320.00000000
            USD
            2023-01-20
            XXXX
            -184553.20000000
          
        
        
          N
          N
          N
        
      
      
        SUMITOMO MITSUI TRUST NY
        N/A
        SUMITOMO MITSUI TRUST BANK LTD/ NEW YORK
        000000000
        
          
        
        2410000.00000000
        PA
        USD
        2410000.00000000
        0.028511056173
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2022-04-01
          Fixed
          0.32000000
          N
          N
          N
        
        
          
          N
          N
        
      
      
        SUSQUEHANNA FINANCIAL GROUP, LLLP
        549300E8QX0ZMRDC2M81
        MICROSOFT CORP
        000000000
        
          
          
        
        -555.00000000
        NC
        USD
        -2109813.44000000
        -0.02495975498
        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
            -1065303.44000000
          
        
        
          N
          N
          N
        
      
      
        YUM! BRANDS INC
        549300JE8XHZZ7OHN517
        Yum! Brands Inc
        988498AK7
        
          
          
        
        13525000.00000000
        PA
        USD
        13229749.25000000
        0.156512084656
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2043-11-01
          Fixed
          5.35000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NISOURCE INC
        549300D8GOWWH0SJB189
        NiSource Inc
        65473PAG0
        
          
          
        
        9465000.00000000
        PA
        USD
        9323025.00000000
        0.110294310986
        Long
        DBT
        CORP
        US
        N
        
        2
        
          N/A
          Fixed
          5.65000000
          N
          N
          N
        
        
          N
          N
          
        
      
      
        Acrisure LLC
        549300R0Z1Q47XRTGO22
        ACRISURE TL B 02/15/2027
        00488PAN5
        
          
        
        4298400.00000000
        PA
        USD
        4276908.00000000
        0.050597163583
        Long
        LON
        CORP
        US
        N
        
        2
        
          2027-02-15
          Floating
          4.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CITIGROUP GLOBAL MARKETS INC.
        MBNUM2BPBDO7JBLYG310
        AMAZON.COM INC
        000000000
        
          
          
        
        -11.00000000
        NC
        USD
        -50565.93000000
        -0.00059821081
        N/A
        DE
        CORP
        US
        N
        
        2
        
          
            
              CITIGROUP GLOBAL MARKETS INC.
              MBNUM2BPBDO7JBLYG310
            
            Call
            Written
            
              
                AMAZON.COM INC
                AMAZON.COM INC
                
                  
                  
                  
                
              
            
            100.00000000
            4700.00000000
            USD
            2023-01-20
            XXXX
            212674.52000000
          
        
        
          N
          N
          N
        
      
      
        USI INC/NY
        N/A
        USI Inc/NY
        91739VAA6
        
          
          
        
        18125000.00000000
        PA
        USD
        18215443.75000000
        0.215494414926
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-05-01
          Fixed
          6.87500000
          N
          N
          N
        
        
          N
          N
          
        
      
      
        Ameren Corp
        XRZQ5S7HYJFPHJ78L959
        Ameren Corp
        023608102
        
          
          
        
        1037618.00000000
        NS
        USD
        97287063.68000000
        1.150936488586
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        CLARIOS GLOBAL LP/US FIN
        N/A
        Clarios Global LP / Clarios US Finance Co
        69867DAC2
        
          
          
        
        11970000.00000000
        PA
        USD
        12435034.50000000
        0.147110359810
        Long
        DBT
        CORP
        N/A
        N
        
        2
        
          2027-05-15
          Fixed
          8.50000000
          N
          N
          N
        
        
          N
          N
          
        
      
      
        MARSH & MCLENNAN COS INC
        549300XMP3KDCKJXIU47
        MARSH & MCLENNAN COS
        571748102
        
          
          
        
        994247.00000000
        NS
        USD
        169439573.74000000
        2.004523321511
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        BAYERISCHE LANDESBANK (NEW YORK BRANCH)
        N/A
        BAYERISCHE LANDESBANK (NEW YORK BRANCH)
        000000000
        
          
        
        650000.00000000
        PA
        USD
        649987.65000000
        0.007689557842
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2022-04-05
          Fixed
          0.21000000
          N
          N
          N
        
        
          
          N
          N
        
      
      
        ALLIANT HOLDINGS INTERMEDI
        5493006Q26653NF8SI73
        Alliant Holdings Intermediate LLC
        000000000
        
          
        
        20258408.63000000
        PA
        USD
        20058356.84000000
        0.237296655022
        Long
        LON
        CORP
        US
        N
        
        2
        
          2025-05-09
          Floating
          3.70743000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        STONEX FINANCIAL INC.
        549300LNKU6K5TJCRG93
        STONEX FINANCIAL INC
        000000000
        
          
        
        3460123.00000000
        PA
        USD
        3460123.00000000
        0.040934340754
        Long
        RA
        CORP
        US
        N
        
        2
        
          Repurchase
          
            
              
            
          
          Y
          0.35000000
          2022-04-01
          
            
              7480942.60036942
              USD
              1748593.22142492
              USD
              AMBS
            
            
              124218.41570000
              USD
              124203.83098497
              USD
              ADAS
            
            
              2225336.58597400
              USD
              2153708.52686054
              USD
              UST
            
          
        
        
          
          N
          N
        
      
      
        SUSQUEHANNA FINANCIAL GROUP, LLLP
        549300E8QX0ZMRDC2M81
        ALPHABET INC
        000000000
        
          
          
        
        -8.00000000
        NC
        USD
        -225252.19000000
        -0.00266480408
        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
            -63708.19000000
          
        
        
          N
          N
          N
        
      
      
        CITIGROUP GLOBAL MARKETS INC.
        MBNUM2BPBDO7JBLYG310
        PNC FINANCIAL SERVICES GROUP INC/THE
        000000000
        
          
          
        
        -212.00000000
        NC
        USD
        -116794.17000000
        -0.00138171167
        N/A
        DE
        CORP
        US
        N
        
        2
        
          
            
              CITIGROUP GLOBAL MARKETS INC.
              MBNUM2BPBDO7JBLYG310
            
            Call
            Written
            
              
                PNC Financial Services Group I
                PNC Financial Services Group Inc/The
                
                  
                  
                  
                
              
            
            100.00000000
            220.00000000
            USD
            2023-01-20
            XXXX
            165621.63000000
          
        
        
          N
          N
          N
        
      
      
        CITIGROUP GLOBAL MARKETS INC.
        MBNUM2BPBDO7JBLYG310
        PNC FINANCIAL SERVICES GROUP INC/THE
        000000000
        
          
          
        
        -149.00000000
        NC
        USD
        -82086.47000000
        -0.00097110869
        N/A
        DE
        CORP
        US
        N
        
        2
        
          
            
              CITIGROUP GLOBAL MARKETS INC.
              MBNUM2BPBDO7JBLYG310
            
            Call
            Written
            
              
                PNC Financial Services Group I
                PNC Financial Services Group Inc/The
                
                  
                  
                  
                
              
            
            100.00000000
            220.00000000
            USD
            2023-01-20
            XXXX
            111610.55000000
          
        
        
          N
          N
          N
        
      
      
        PATHWAY VET TL 1L BANKDEB
        N/A
        PATHWAY VET TL 1L BANKDEB
        000000000
        
          
        
        2139206.46000000
        PA
        USD
        2121825.41000000
        0.025101860354
        Long
        LON
        CORP
        US
        N
        
        2
        
          2027-03-31
          Floating
          4.20743000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CREDIT SUISSE SECURITIES (USA) LLC
        1V8Y6QCX6YMJ2OELII46
        ROSS STORES INC
        000000000
        
          
          
        
        -109.00000000
        NC
        USD
        -71479.71000000
        -0.00084562739
        N/A
        DE
        CORP
        US
        N
        
        2
        
          
            
              CREDIT SUISSE SECURITIES (USA) LLC
              1V8Y6QCX6YMJ2OELII46
            
            Call
            Written
            
              
                Ross Stores Inc
                Ross Stores Inc
                
                  
                  
                  
                
              
            
            100.00000000
            100.00000000
            USD
            2023-01-20
            XXXX
            39610.91000000
          
        
        
          N
          N
          N
        
      
      
        J.P. MORGAN SECURITIES LLC
        ZBUT11V806EZRVTWT807
        EXELON CORP
        000000000
        
          
          
        
        -21.00000000
        NC
        USD
        -17745.00000000
        -0.00020992891
        N/A
        DE
        CORP
        US
        N
        
        2
        
          
            
              J.P. MORGAN SECURITIES LLC
              ZBUT11V806EZRVTWT807
            
            Call
            Written
            
              
                Exelon Corp
                Exelon Corp
                
                  
                  
                  
                
              
            
            100.00000000
            60.00000000
            USD
            2023-01-20
            XXXX
            -11177.67000000
          
        
        
          N
          N
          N
        
      
      
        J.P. MORGAN SECURITIES LLC
        ZBUT11V806EZRVTWT807
        MICROSOFT CORP
        000000000
        
          
          
        
        -387.00000000
        NC
        USD
        -492820.54000000
        -0.00583022161
        N/A
        DE
        CORP
        US
        N
        
        2
        
          
            
              J.P. MORGAN SECURITIES LLC
              ZBUT11V806EZRVTWT807
            
            Call
            Written
            
              
                MICROSOFT CORP
                MICROSOFT CORP
                
                  
                  
                  
                
              
            
            100.00000000
            360.00000000
            USD
            2023-01-20
            XXXX
            -6361.54000000
          
        
        
          N
          N
          N
        
      
      
        PNC Financial Services Group I
        CFGNEKW0P8842LEUIA51
        PNC Financial Services Group Inc/The
        693475105
        
          
          
        
        970113.00000000
        NS
        USD
        178937342.85000000
        2.116884910147
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        HILTON WORLDWIDE FIN LLC
        N/A
        Hilton Worldwide Finance LLC / Hilton Worldwide Finance Corp
        432891AK5
        
          
          
        
        250000.00000000
        PA
        USD
        252127.50000000
        0.002982747433
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-04-01
          Fixed
          4.87500000
          N
          N
          N
        
        
          N
          N
          
        
      
      
        FILTRATION GROUP CORP
        549300ZA0D9WN5ECE978
        Filtration Group Corp
        000000000
        
          
        
        5401026.83000000
        PA
        USD
        5330138.35000000
        0.063057209090
        Long
        LON
        CORP
        US
        N
        
        2
        
          2025-03-31
          Floating
          3.20857000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        HUB INTERNATIONAL LTD
        549300JQT6ATTUNS5E06
        HUB International Ltd
        44332EAU0
        
          
        
        82675777.75000000
        PA
        USD
        82252064.39000000
        0.973067729532
        Long
        LON
        CORP
        US
        N
        
        2
        
          2025-04-25
          Floating
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        J.P. MORGAN SECURITIES LLC
        ZBUT11V806EZRVTWT807
        EXELON CORP
        000000000
        
          
          
        
        -350.00000000
        NC
        USD
        -295750.00000000
        -0.00349881529
        N/A
        DE
        CORP
        US
        N
        
        2
        
          
            
              J.P. MORGAN SECURITIES LLC
              ZBUT11V806EZRVTWT807
            
            Call
            Written
            
              
                Exelon Corp
                Exelon Corp
                
                  
                  
                  
                
              
            
            100.00000000
            60.00000000
            USD
            2023-01-20
            XXXX
            -173624.50000000
          
        
        
          N
          N
          N
        
      
      
        IRB HOLDING CORP
        549300HVW4WNWYBXN830
        IRB Holding Corp
        44988LAH0
        
          
        
        11573327.20000000
        PA
        USD
        11464827.26000000
        0.135632503744
        Long
        LON
        CORP
        US
        N
        
        2
        
          2027-12-15
          Floating
          3.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BLACK KNIGHT INFOSERV LL
        549300H5PS5C68DAUX66
        Black Knight InfoServ LLC
        092174AA9
        
          
          
        
        2100000.00000000
        PA
        USD
        1992627.00000000
        0.023573402626
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-09-01
          Fixed
          3.62500000
          N
          N
          N
        
        
          N
          N
          
        
      
      
        INSPIRE BRANDS TL B 1L BA
        N/A
        INSPIRE BRANDS TL B 1L BA
        000000000
        
          
        
        10869957.95000000
        PA
        USD
        10788433.27000000
        0.127630550614
        Long
        LON
        CORP
        US
        N
        
        2
        
          2025-02-05
          Floating
          3.75600000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        J.P. MORGAN SECURITIES LLC
        ZBUT11V806EZRVTWT807
        EXELON CORP
        000000000
        
          
          
        
        -370.00000000
        NC
        USD
        -312650.00000000
        -0.00369874759
        N/A
        DE
        CORP
        US
        N
        
        2
        
          
            
              J.P. MORGAN SECURITIES LLC
              ZBUT11V806EZRVTWT807
            
            Call
            Written
            
              
                Exelon Corp
                Exelon Corp
                
                  
                  
                  
                
              
            
            100.00000000
            60.00000000
            USD
            2023-01-20
            XXXX
            -193931.80000000
          
        
        
          N
          N
          N
        
      
      
        CREDIT SUISSE SECURITIES (USA) LLC
        1V8Y6QCX6YMJ2OELII46
        MEDTRONIC PLC
        000000000
        
          
          
        
        -209.00000000
        NC
        USD
        -150440.26000000
        -0.00177975547
        N/A
        DE
        CORP
        US
        N
        
        2
        
          
            
              CREDIT SUISSE SECURITIES (USA) LLC
              1V8Y6QCX6YMJ2OELII46
            
            Call
            Written
            
              
                Medtronic PLC
                Medtronic PLC
                
                  
                  
                  
                  
                
              
            
            100.00000000
            115.00000000
            USD
            2023-01-20
            XXXX
            7772.74000000
          
        
        
          N
          N
          N
        
      
      
        Liberty Media Corp-Liberty For
        N/A
        Liberty Media Corp-Liberty Formula One
        531229854
        
          
          
        
        287191.00000000
        NS
        USD
        20057419.44000000
        0.237285565286
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          
        
      
      
        SHOPIFY INC
        549300HGQ43STJLLP808
        Shopify Inc
        82509LAA5
        
          
          
        
        4300000.00000000
        PA
        USD
        4082850.00000000
        0.048301396554
        Long
        DBT
        CORP
        CA
        N
        
        2
        
          2025-11-01
          Fixed
          0.12500000
          N
          N
          N
          N
          Y
          
            
              Shopify Inc
              Shopify Inc
              USD
              
                
                
                
              
            
          
          
            
          
          XXXX
        
        
          N
          N
          
        
      
      
        CITIGROUP GLOBAL MARKETS INC.
        MBNUM2BPBDO7JBLYG310
        MICROSOFT CORP
        000000000
        
          
          
        
        -267.00000000
        NC
        USD
        -506857.13000000
        -0.00599627888
        N/A
        DE
        CORP
        US
        N
        
        2
        
          
            
              CITIGROUP GLOBAL MARKETS INC.
              MBNUM2BPBDO7JBLYG310
            
            Call
            Written
            
              
                MICROSOFT CORP
                MICROSOFT CORP
                
                  
                  
                  
                
              
            
            100.00000000
            340.00000000
            USD
            2023-01-20
            XXXX
            33986.08000000
          
        
        
          N
          N
          N
        
      
      
        Cooper Cos Inc/The
        QJKMVPIGLH7530PCUE20
        Cooper Cos Inc/The
        216648402
        
          
          
        
        23225.00000000
        NS
        USD
        9698527.75000000
        0.114736626338
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        WELLS FARGO SECURITIES, LLC
        VYVVCKR63DVZZN70PB21
        AMAZON.COM INC
        000000000
        
          
          
        
        -26.00000000
        NC
        USD
        -487275.94000000
        -0.00576462726
        N/A
        DE
        CORP
        US
        N
        
        2
        
          
            
              WELLS FARGO SECURITIES, LLC
              VYVVCKR63DVZZN70PB21
            
            Call
            Written
            
              
                AMAZON.COM INC
                AMAZON.COM INC
                
                  
                  
                  
                
              
            
            100.00000000
            3800.00000000
            USD
            2023-01-20
            XXXX
            65354.06000000
          
        
        
          N
          N
          N
        
      
      
        WELLS FARGO SECURITIES, LLC
        VYVVCKR63DVZZN70PB21
        YUM! BRANDS INC
        000000000
        
          
          
        
        -235.00000000
        NC
        USD
        -95886.28000000
        -0.00113436477
        N/A
        DE
        CORP
        US
        N
        
        2
        
          
            
              WELLS FARGO SECURITIES, LLC
              VYVVCKR63DVZZN70PB21
            
            Call
            Written
            
              
                YUM! BRANDS INC
                YUM! BRANDS INC
                
                  
                  
                  
                
              
            
            100.00000000
            135.00000000
            USD
            2023-01-20
            XXXX
            34597.47000000
          
        
        
          N
          N
          N
        
      
      
        SUSQUEHANNA FINANCIAL GROUP, LLLP
        549300E8QX0ZMRDC2M81
        MICROSOFT CORP
        000000000
        
          
          
        
        -192.00000000
        NC
        USD
        -299569.91000000
        -0.00354400602
        N/A
        DE
        CORP
        US
        N
        
        2
        
          
            
              SUSQUEHANNA FINANCIAL GROUP, LLLP
              549300E8QX0ZMRDC2M81
            
            Call
            Written
            
              
                MICROSOFT CORP
                MICROSOFT CORP
                
                  
                  
                  
                
              
            
            100.00000000
            350.00000000
            USD
            2023-01-20
            XXXX
            -91434.23000000
          
        
        
          N
          N
          N
        
      
      
        LIVE NATION ENTERTAINMEN
        5493007B9BM9ZXJINO78
        Live Nation Entertainment Inc
        538034AK5
        
          
          
        
        595000.00000000
        PA
        USD
        598413.81000000
        0.007079423133
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2024-11-01
          Fixed
          4.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        EYECARE PARTNERS TL 1L ST
        N/A
        EYECARE PARTNERS TL 1L ST
        000000000
        
          
        
        1372000.00000000
        PA
        USD
        1359422.88000000
        0.016082399209
        Long
        LON
        CORP
        US
        N
        
        2
        
          2028-10-14
          None
          0.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CEDAR FAIR/CAN/MAGNUM/MI
        N/A
        Cedar Fair LP / Canada's Wonderland Co / Magnum Management Corp / Millennium Op
        150190AK2
        
          
          
        
        10835000.00000000
        PA
        USD
        11037289.45000000
        0.130574597305
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-10-01
          Fixed
          6.50000000
          N
          N
          N
        
        
          N
          N
          
        
      
      
        INDUSTRIAL AND COMMERCIAL BANK OF CHINA FINANCIAL SERVICES LLC
        5493003O0P1GJ0O8CI80
        IND & COM BK CHINA FIN SVCS LLC
        000000000
        
          
        
        4720938.00000000
        PA
        USD
        4720938.00000000
        0.055850177803
        Long
        RA
        CORP
        US
        N
        
        2
        
          Repurchase
          
            
              
            
          
          Y
          0.28000000
          2022-04-01
          
            
              5359837.64654160
              USD
              5289768.67397170
              USD
              UST
            
          
        
        
          
          N
          N
        
      
      
        Republic Services Inc
        NKNQHM6BLECKVOQP7O46
        Republic Services Inc
        760759100
        
          
          
        
        37500.00000000
        NS
        USD
        4968750.00000000
        0.058781871518
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        CREDIT SUISSE SECURITIES (USA) LLC
        1V8Y6QCX6YMJ2OELII46
        AMEREN CORP
        000000000
        
          
          
        
        -486.00000000
        NC
        USD
        -274572.71000000
        -0.00324828131
        N/A
        DE
        CORP
        US
        N
        
        2
        
          
            
              CREDIT SUISSE SECURITIES (USA) LLC
              1V8Y6QCX6YMJ2OELII46
            
            Call
            Written
            
              
                Ameren Corp
                Ameren Corp
                
                  
                  
                  
                
              
            
            100.00000000
            90.00000000
            USD
            2022-06-17
            XXXX
            -132369.11000000
          
        
        
          N
          N
          N
        
      
      
        CME Group Inc
        LCZ7XYGSLJUHFXXNXD88
        CME Group Inc
        12572Q105
        
          
          
        
        54200.00000000
        NS
        USD
        12892012.00000000
        0.152516547019
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        J.P. MORGAN SECURITIES LLC
        ZBUT11V806EZRVTWT807
        EXELON CORP
        000000000
        
          
          
        
        -370.00000000
        NC
        USD
        -446220.00000000
        -0.00527892260
        N/A
        DE
        CORP
        US
        N
        
        2
        
          
            
              J.P. MORGAN SECURITIES LLC
              ZBUT11V806EZRVTWT807
            
            Call
            Written
            
              
                Exelon Corp
                Exelon Corp
                
                  
                  
                  
                
              
            
            100.00000000
            55.00000000
            USD
            2023-01-20
            XXXX
            -243108.50000000
          
        
        
          N
          N
          N
        
      
      
        J.P. MORGAN SECURITIES LLC
        ZBUT11V806EZRVTWT807
        EXELON CORP
        000000000
        
          
          
        
        -21.00000000
        NC
        USD
        -25326.00000000
        -0.00029961452
        N/A
        DE
        CORP
        US
        N
        
        2
        
          
            
              J.P. MORGAN SECURITIES LLC
              ZBUT11V806EZRVTWT807
            
            Call
            Written
            
              
                Exelon Corp
                Exelon Corp
                
                  
                  
                  
                
              
            
            100.00000000
            55.00000000
            USD
            2023-01-20
            XXXX
            -14028.21000000
          
        
        
          N
          N
          N
        
      
      
        Hologic Inc
        549300DYP6F5ZJL0LB74
        Hologic Inc
        436440101
        
          
          
        
        645609.00000000
        NS
        USD
        49595683.38000000
        0.586732495763
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        PETVET CARE LLC 1L BANKDE
        N/A
        PETVET CARE LLC 1L BANKDE
        000000000
        
          
        
        1789713.31000000
        PA
        USD
        1765328.47000000
        0.020884389697
        Long
        LON
        CORP
        US
        N
        
        2
        
          2025-02-14
          Floating
          3.20743000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GOLDMAN SACHS & CO. LLC
        FOR8UP27PHTHYVLBNG30
        MCDONALD'S CORP
        000000000
        
          
          
        
        -139.00000000
        NC
        USD
        -168679.56000000
        -0.00199553212
        N/A
        DE
        CORP
        US
        N
        
        2
        
          
            
              GOLDMAN SACHS & CO. LLC
              FOR8UP27PHTHYVLBNG30
            
            Call
            Written
            
              
                McDonald's Corp
                McDonald's Corp
                
                  
                  
                  
                
              
            
            100.00000000
            260.00000000
            USD
            2023-01-20
            XXXX
            11399.11000000
          
        
        
          N
          N
          N
        
      
      
        CITIGROUP GLOBAL MARKETS INC.
        MBNUM2BPBDO7JBLYG310
        PNC FINANCIAL SERVICES GROUP INC/THE
        000000000
        
          
          
        
        -44.00000000
        NC
        USD
        -24240.30000000
        -0.00028677035
        N/A
        DE
        CORP
        US
        N
        
        2
        
          
            
              CITIGROUP GLOBAL MARKETS INC.
              MBNUM2BPBDO7JBLYG310
            
            Call
            Written
            
              
                PNC Financial Services Group I
                PNC Financial Services Group Inc/The
                
                  
                  
                  
                
              
            
            100.00000000
            220.00000000
            USD
            2023-01-20
            XXXX
            32541.70000000
          
        
        
          N
          N
          N
        
      
      
        CCO HLDGS LLC/CAP CORP
        N/A
        CCO Holdings LLC / CCO Holdings Capital Corp
        1248EPBZ5
        
          
          
        
        8415000.00000000
        PA
        USD
        8420301.45000000
        0.099614808147
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2023-03-01
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          
        
      
      
        ALLIANT HOLD / CO-ISSUER
        N/A
        Alliant Holdings Intermediate LLC / Alliant Holdings Co-Issuer
        01883LAB9
        
          
          
        
        2230000.00000000
        PA
        USD
        2149352.05000000
        0.025427509142
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-10-15
          Fixed
          4.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Mastercard Inc
        AR5L2ODV9HN37376R084
        Mastercard Inc
        57636Q104
        
          
          
        
        37100.00000000
        NS
        USD
        13258798.00000000
        0.156855740483
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Azalea Topco Inc
        549300HC42NZULO53062
        Azalea Topco Inc
        29102TAE2
        
          
        
        9697.45000000
        PA
        USD
        9648.96000000
        0.000114150224
        Long
        LON
        CORP
        US
        N
        
        2
        
          2026-07-25
          Floating
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MSCI INC
        549300HTIN2PD78UB763
        MSCI Inc
        55354GAM2
        
          
          
        
        430000.00000000
        PA
        USD
        405410.45000000
        0.004796132827
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2031-11-01
          Fixed
          3.62500000
          N
          N
          N
        
        
          N
          N
          
        
      
      
        Constellation Energy Corp
        N/A
        Constellation Energy Corp
        21037T109
        
          
          
        
        151499.00000000
        NS
        USD
        8521818.75000000
        0.100815789658
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        US TREASURY N/B
        254900HROIFWPRGM1V77
        United States Treasury Note/Bond
        912828Z78
        
          
          
        
        255231500.00000000
        PA
        USD
        243945482.11000000
        2.885951594856
        Long
        DBT
        UST
        US
        N
        
        2
        
          2027-01-31
          Fixed
          1.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PRESS GANEY TL 07/25/2026
        549300HC42NZULO53062
        PRESS GANEY TL 07/25/2026
        29102TAF9
        
          
        
        2455000.00000000
        PA
        USD
        2436587.50000000
        0.028825594640
        Long
        LON
        CORP
        US
        N
        
        2
        
          2026-07-25
          None
          0.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SUSQUEHANNA FINANCIAL GROUP, LLLP
        549300E8QX0ZMRDC2M81
        ALPHABET INC
        000000000
        
          
          
        
        -5.00000000
        NC
        USD
        -168958.25000000
        -0.00199882911
        N/A
        DE
        CORP
        US
        N
        
        2
        
          
            
              SUSQUEHANNA FINANCIAL GROUP, LLLP
              549300E8QX0ZMRDC2M81
            
            Call
            Written
            
              
                ALPHABET INC-CL A
                ALPHABET INC
                
                  
                  
                  
                
              
            
            100.00000000
            2600.00000000
            USD
            2022-09-16
            XXXX
            -64348.25000000
          
        
        
          N
          N
          N
        
      
      
        HOLOGIC INC
        549300DYP6F5ZJL0LB74
        Hologic Inc
        436440AP6
        
          
          
        
        1115000.00000000
        PA
        USD
        1042564.03000000
        0.012333859594
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-02-15
          Fixed
          3.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Eyecare Partners LLC
        254900ZAACWK09RJ8W93
        EYECARE PARTNE 02/20/2027
        30233PAB6
        
          
        
        1666561.72000000
        PA
        USD
        1648507.86000000
        0.019502365227
        Long
        LON
        CORP
        US
        N
        
        2
        
          2027-02-20
          Floating
          4.75600000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        LAMAR MEDIA CORP
        N/A
        Lamar Media Corp
        513075BR1
        
          
          
        
        3610000.00000000
        PA
        USD
        3432749.00000000
        0.040610497745
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-02-15
          Fixed
          3.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PETVET CARE LLC 1L BANKDE
        N/A
        PETVET CARE LLC 1L BANKDE
        000000000
        
          
        
        315000.00000000
        PA
        USD
        310708.13000000
        0.003675774667
        Long
        LON
        CORP
        US
        N
        
        2
        
          2025-02-14
          None
          0.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        LIFE TIME INC
        549300PALKE96VYH4X17
        Life Time Inc
        53190FAA3
        
          
          
        
        9459000.00000000
        PA
        USD
        9462736.31000000
        0.111947139620
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-01-15
          Fixed
          5.75000000
          N
          N
          N
        
        
          N
          N
          
        
      
      
        CREDIT SUISSE SECURITIES (USA) LLC
        1V8Y6QCX6YMJ2OELII46
        MEDTRONIC PLC
        000000000
        
          
          
        
        -177.00000000
        NC
        USD
        -170591.86000000
        -0.00201815522
        N/A
        DE
        CORP
        US
        N
        
        2
        
          
            
              CREDIT SUISSE SECURITIES (USA) LLC
              1V8Y6QCX6YMJ2OELII46
            
            Call
            Written
            
              
                Medtronic PLC
                Medtronic PLC
                
                  
                  
                  
                  
                
              
            
            100.00000000
            110.00000000
            USD
            2023-01-20
            XXXX
            -14123.86000000
          
        
        
          N
          N
          N
        
      
      
        SUSQUEHANNA FINANCIAL GROUP, LLLP
        549300E8QX0ZMRDC2M81
        MICROSOFT CORP
        000000000
        
          
          
        
        -192.00000000
        NC
        USD
        -439808.77000000
        -0.00520307574
        N/A
        DE
        CORP
        US
        N
        
        2
        
          
            
              SUSQUEHANNA FINANCIAL GROUP, LLLP
              549300E8QX0ZMRDC2M81
            
            Call
            Written
            
              
                MICROSOFT CORP
                MICROSOFT CORP
                
                  
                  
                  
                
              
            
            100.00000000
            330.00000000
            USD
            2023-01-20
            XXXX
            -128968.45000000
          
        
        
          N
          N
          N
        
      
      
        PACIFICDENTAL TLB1L BKDBT
        N/A
        PACIFICDENTAL TLB1L BKDBT
        000000000
        
          
        
        2486212.50000000
        PA
        USD
        2460833.24000000
        0.029112429351
        Long
        LON
        CORP
        US
        N
        
        2
        
          2028-04-20
          Floating
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SUSQUEHANNA FINANCIAL GROUP, LLLP
        549300E8QX0ZMRDC2M81
        ALPHABET INC
        000000000
        
          
          
        
        -5.00000000
        NC
        USD
        -203400.75000000
        -0.00240629469
        N/A
        DE
        CORP
        US
        N
        
        2
        
          
            
              SUSQUEHANNA FINANCIAL GROUP, LLLP
              549300E8QX0ZMRDC2M81
            
            Call
            Written
            
              
                ALPHABET INC-CL A
                ALPHABET INC
                
                  
                  
                  
                
              
            
            100.00000000
            2500.00000000
            USD
            2022-09-16
            XXXX
            -80165.75000000
          
        
        
          N
          N
          N
        
      
      
        GOLDMAN SACHS & CO. LLC
        FOR8UP27PHTHYVLBNG30
        AMAZON.COM INC
        000000000
        
          
          
        
        -9.00000000
        NC
        USD
        -66028.78000000
        -0.00078114118
        N/A
        DE
        CORP
        US
        N
        
        2
        
          
            
              GOLDMAN SACHS & CO. LLC
              FOR8UP27PHTHYVLBNG30
            
            Call
            Written
            
              
                AMAZON.COM INC
                AMAZON.COM INC
                
                  
                  
                  
                
              
            
            100.00000000
            4400.00000000
            USD
            2023-01-20
            XXXX
            134042.75000000
          
        
        
          N
          N
          N
        
      
      
        POLARIS NEWCO LLC
        254900LEPDAG7EDOA064
        Polaris Newco LLC
        73108RAB4
        
          
        
        2802975.00000000
        PA
        USD
        2786507.52000000
        0.032965258269
        Long
        LON
        CORP
        US
        N
        
        2
        
          2028-06-04
          Floating
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        WELBILT INC TLB 1L BANKD
        N/A
        WELBILT INC TLB 1L BANKD
        000000000
        
          
        
        3265000.00000000
        PA
        USD
        3245955.26000000
        0.038400669192
        Long
        LON
        CORP
        US
        N
        
        2
        
          2025-10-23
          Floating
          2.95743000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        J.P. MORGAN SECURITIES LLC
        ZBUT11V806EZRVTWT807
        CME GROUP INC
        000000000
        
          
          
        
        -77.00000000
        NC
        USD
        -218936.55000000
        -0.00259008808
        N/A
        DE
        CORP
        US
        N
        
        2
        
          
            
              J.P. MORGAN SECURITIES LLC
              ZBUT11V806EZRVTWT807
            
            Call
            Written
            
              
                CME Group Inc
                CME Group Inc
                
                  
                  
                  
                
              
            
            100.00000000
            230.00000000
            USD
            2023-01-20
            XXXX
            -76717.55000000
          
        
        
          N
          N
          N
        
      
      
        Arches Buyer Inc
        2549009ADY4208OH2Y47
        ANCESTRY.COM I 12/06/2027
        03952HAD6
        
          
        
        4673169.19000000
        PA
        USD
        4604165.17000000
        0.054468718585
        Long
        LON
        CORP
        US
        N
        
        2
        
          2027-12-06
          Floating
          3.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        J.P. MORGAN SECURITIES LLC
        ZBUT11V806EZRVTWT807
        OTIS WORLDWIDE CORP
        000000000
        
          
          
        
        -49.00000000
        NC
        USD
        -12193.64000000
        -0.00014425458
        N/A
        DE
        CORP
        US
        N
        
        2
        
          
            
              J.P. MORGAN SECURITIES LLC
              ZBUT11V806EZRVTWT807
            
            Call
            Written
            
              
                Otis Worldwide Corp
                Otis Worldwide Corp
                
                  
                  
                  
                
              
            
            100.00000000
            95.00000000
            USD
            2023-01-20
            XXXX
            -5389.50000000
          
        
        
          N
          N
          N
        
      
      
        SCE TRUST IV
        N/A
        SCE TRUST IV
        78409G206
        
          
          
        
        392025.00000000
        NS
        USD
        9110661.00000000
        0.107781978234
        Long
        EP
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        GOLDMAN SACHS & CO. LLC
        FOR8UP27PHTHYVLBNG30
        MCDONALD'S CORP
        000000000
        
          
          
        
        -52.00000000
        NC
        USD
        -30710.97000000
        -0.00036332041
        N/A
        DE
        CORP
        US
        N
        
        2
        
          
            
              GOLDMAN SACHS & CO. LLC
              FOR8UP27PHTHYVLBNG30
            
            Call
            Written
            
              
                McDonald's Corp
                McDonald's Corp
                
                  
                  
                  
                
              
            
            100.00000000
            280.00000000
            USD
            2023-01-20
            XXXX
            24092.87000000
          
        
        
          N
          N
          N
        
      
      
        CITIGROUP GLOBAL MARKETS INC.
        MBNUM2BPBDO7JBLYG310
        AMAZON.COM INC
        000000000
        
          
          
        
        -11.00000000
        NC
        USD
        -59340.30000000
        -0.00070201436
        N/A
        DE
        CORP
        US
        N
        
        2
        
          
            
              CITIGROUP GLOBAL MARKETS INC.
              MBNUM2BPBDO7JBLYG310
            
            Call
            Written
            
              
                AMAZON.COM INC
                AMAZON.COM INC
                
                  
                  
                  
                
              
            
            100.00000000
            4600.00000000
            USD
            2023-01-20
            XXXX
            228269.00000000
          
        
        
          N
          N
          N
        
      
      
        Alliant Holdings Intermediate LLC
        5493006Q26653NF8SI73
        ALLIANT TL B3 1L BANKDEBT
        01881UAJ4
        
          
        
        31130694.67000000
        PA
        USD
        30972270.56000000
        0.366411678731
        Long
        LON
        CORP
        US
        N
        
        2
        
          2027-11-12
          Floating
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SUSQUEHANNA FINANCIAL GROUP, LLLP
        549300E8QX0ZMRDC2M81
        MICROSOFT CORP
        000000000
        
          
          
        
        -192.00000000
        NC
        USD
        -364481.53000000
        -0.00431193086
        N/A
        DE
        CORP
        US
        N
        
        2
        
          
            
              SUSQUEHANNA FINANCIAL GROUP, LLLP
              549300E8QX0ZMRDC2M81
            
            Call
            Written
            
              
                MICROSOFT CORP
                MICROSOFT CORP
                
                  
                  
                  
                
              
            
            100.00000000
            340.00000000
            USD
            2023-01-20
            XXXX
            -101712.25000000
          
        
        
          N
          N
          N
        
      
      
        GOLDMAN SACHS & CO. LLC
        FOR8UP27PHTHYVLBNG30
        STARBUCKS CORP
        000000000
        
          
          
        
        -449.00000000
        NC
        USD
        -219834.38000000
        -0.00260070969
        N/A
        DE
        CORP
        US
        N
        
        2
        
          
            
              GOLDMAN SACHS & CO. LLC
              FOR8UP27PHTHYVLBNG30
            
            Call
            Written
            
              
                Starbucks Corp
                Starbucks Corp
                
                  
                  
                  
                
              
            
            100.00000000
            100.00000000
            USD
            2023-01-20
            XXXX
            160468.62000000
          
        
        
          N
          N
          N
        
      
      
        AMAZON.COM INC
        ZXTILKJKG63JELOEG630
        AMAZON.COM INC
        023135106
        
          
          
        
        156299.00000000
        NS
        USD
        509526925.05000000
        6.027863394934
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        CEDAR FAIR LP
        549300TUVLNQQ6BVKH61
        Cedar Fair LP
        150190AE6
        
          
          
        
        13970000.00000000
        PA
        USD
        13782871.85000000
        0.163055698564
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-07-15
          Fixed
          5.25000000
          N
          N
          N
        
        
          N
          N
          
        
      
      
        Teledyne Technologies Inc
        549300VSMO9KYQWDND94
        Teledyne Technologies Inc
        879360105
        
          
          
        
        104379.00000000
        NS
        USD
        49332646.77000000
        0.583620690135
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        HILTON DOMESTIC OPERATIN
        5493003EG7H0N1E4XV50
        Hilton Domestic Operating Co Inc
        432833AN1
        
          
          
        
        1030000.00000000
        PA
        USD
        936460.55000000
        0.011078622134
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2032-02-15
          Fixed
          3.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CITIGROUP GLOBAL MARKETS INC.
        MBNUM2BPBDO7JBLYG310
        UNITEDHEALTH GROUP INC
        000000000
        
          
          
        
        -164.00000000
        NC
        USD
        -374005.66000000
        -0.00442460430
        N/A
        DE
        CORP
        US
        N
        
        2
        
          
            
              CITIGROUP GLOBAL MARKETS INC.
              MBNUM2BPBDO7JBLYG310
            
            Call
            Written
            
              
                UNITEDHEALTH GROUP INC
                UNITEDHEALTH GROUP INC
                
                  
                  
                  
                
              
            
            100.00000000
            580.00000000
            USD
            2023-01-20
            XXXX
            -48572.26000000
          
        
        
          N
          N
          N
        
      
      
        YUM! BRANDS INC
        549300JE8XHZZ7OHN517
        Yum! Brands Inc
        988498AD3
        
          
          
        
        5885000.00000000
        PA
        USD
        6579430.00000000
        0.077836721293
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2037-11-15
          Fixed
          6.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        J.P. MORGAN SECURITIES LLC
        ZBUT11V806EZRVTWT807
        AMERICAN ELECTRIC POWER CO INC
        000000000
        
          
          
        
        -203.00000000
        NC
        USD
        -134881.49000000
        -0.00159569034
        N/A
        DE
        CORP
        US
        N
        
        2
        
          
            
              J.P. MORGAN SECURITIES LLC
              ZBUT11V806EZRVTWT807
            
            Call
            Written
            
              
                AMERICAN ELECTRIC POWER
                AMERICAN ELECTRIC POWER CO INC
                
                  
                  
                  
                
              
            
            100.00000000
            100.00000000
            USD
            2023-01-20
            XXXX
            -85392.12000000
          
        
        
          N
          N
          N
        
      
      
        WELLS FARGO SECURITIES, LLC
        VYVVCKR63DVZZN70PB21
        GENERAL ELECTRIC CO
        000000000
        
          
          
        
        -693.00000000
        NC
        USD
        -227056.54000000
        -0.00268615011
        N/A
        DE
        CORP
        US
        N
        
        2
        
          
            
              WELLS FARGO SECURITIES, LLC
              VYVVCKR63DVZZN70PB21
            
            Call
            Written
            
              
                General Electric Co
                General Electric Co
                
                  
                  
                  
                
              
            
            100.00000000
            115.00000000
            USD
            2023-01-20
            XXXX
            244668.56000000
          
        
        
          N
          N
          N
        
      
      
        AUST & NZ BANKING GROUP
        N/A
        AUST & NZ BANKING GROUP
        000000000
        
          
        
        600000.00000000
        PA
        USD
        599724.75000000
        0.007094931964
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2022-07-13
          Floating
          0.16000000
          N
          N
          N
        
        
          
          N
          N
        
      
      
        CITIGROUP GLOBAL MARKETS INC.
        MBNUM2BPBDO7JBLYG310
        PNC FINANCIAL SERVICES GROUP INC/THE
        000000000
        
          
          
        
        -129.00000000
        NC
        USD
        -71068.15000000
        -0.00084075851
        N/A
        DE
        CORP
        US
        N
        
        2
        
          
            
              CITIGROUP GLOBAL MARKETS INC.
              MBNUM2BPBDO7JBLYG310
            
            Call
            Written
            
              
                PNC Financial Services Group I
                PNC Financial Services Group Inc/The
                
                  
                  
                  
                
              
            
            100.00000000
            220.00000000
            USD
            2023-01-20
            XXXX
            96224.21000000
          
        
        
          N
          N
          N
        
      
      
        GOLDMAN SACHS & CO. LLC
        FOR8UP27PHTHYVLBNG30
        STARBUCKS CORP
        000000000
        
          
          
        
        -449.00000000
        NC
        USD
        -154223.44000000
        -0.00182451168
        N/A
        DE
        CORP
        US
        N
        
        2
        
          
            
              GOLDMAN SACHS & CO. LLC
              FOR8UP27PHTHYVLBNG30
            
            Call
            Written
            
              
                Starbucks Corp
                Starbucks Corp
                
                  
                  
                  
                
              
            
            100.00000000
            105.00000000
            USD
            2023-01-20
            XXXX
            145259.56000000
          
        
        
          N
          N
          N
        
      
      
        MOZART BORROWER LP
        N/A
        Mozart Borrower LP
        58503UAC7
        
          
        
        65290000.00000000
        PA
        USD
        64677710.38000000
        0.765157607381
        Long
        LON
        CORP
        US
        N
        
        2
        
          2028-10-21
          Floating
          3.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Avantor Funding Inc
        5493003VM0XB4U8YD238
        AVANTOR INC TL 07/01/2024
        05350NAK0
        
          
        
        704951.06000000
        PA
        USD
        701866.90000000
        0.008303305648
        Long
        LON
        CORP
        US
        N
        
        2
        
          2024-11-24
          Floating
          2.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NATIXIS SA (NEW YORK)
        2549003L5ZG5M2ZSE107
        NATIXIS SA (NEW YORK)
        63873QSD7
        
          
        
        725000.00000000
        PA
        USD
        724634.71000000
        0.008572655984
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2022-07-11
          Floating
          0.32666700
          N
          N
          N
        
        
          
          N
          N
        
      
      
        MSCI INC
        549300HTIN2PD78UB763
        MSCI Inc
        55354GAK6
        
          
          
        
        3025000.00000000
        PA
        USD
        2841987.50000000
        0.033621603840
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-09-01
          Fixed
          3.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        J.P. MORGAN SECURITIES LLC
        ZBUT11V806EZRVTWT807
        INTERCONTINENTAL EXCHANGE INC
        000000000
        
          
          
        
        -83.00000000
        NC
        USD
        -82312.17000000
        -0.00097377879
        N/A
        DE
        CORP
        US
        N
        
        2
        
          
            
              J.P. MORGAN SECURITIES LLC
              ZBUT11V806EZRVTWT807
            
            Call
            Written
            
              
                INTERCONTINENTAL EXCHANGE INC
                INTERCONTINENTAL EXCHANGE IN
                
                  
                  
                  
                
              
            
            100.00000000
            135.00000000
            USD
            2023-01-20
            XXXX
            -13256.17000000
          
        
        
          N
          N
          N
        
      
      
        BANK OF NOVA SCOTIA (HOUSTON)
        L3I9ZG2KFGXZ61BMYR72
        BANK OF NOVA SCOTIA (HOUSTON)
        06417MVA0
        
          
        
        475000.00000000
        PA
        USD
        474720.45000000
        0.005616091874
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2022-07-12
          Floating
          0.37166700
          N
          N
          N
        
        
          
          N
          N
        
      
      
        GOLDMAN SACHS & CO. LLC
        FOR8UP27PHTHYVLBNG30
        BECTON DICKINSON AND CO
        000000000
        
          
          
        
        -152.00000000
        NC
        USD
        -390744.72000000
        -0.00462263263
        N/A
        DE
        CORP
        US
        N
        
        2
        
          
            
              GOLDMAN SACHS & CO. LLC
              FOR8UP27PHTHYVLBNG30
            
            Call
            Written
            
              
                Becton Dickinson and Co
                Becton Dickinson and Co
                
                  
                  
                  
                
              
            
            100.00000000
            260.00000000
            USD
            2023-01-20
            XXXX
            -17004.08000000
          
        
        
          N
          N
          N
        
      
      
        LGC GRP TL BK 01/24/27
        549300GHXFJ3EKF50583
        LGC GRP TL BK
        000000000
        
          
        
        6215717.06000000
        PA
        USD
        6075863.43000000
        0.071879370768
        Long
        LON
        CORP
        US
        N
        
        2
        
          2027-01-24
          Floating
          3.70743000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CANTOR FITZGERALD SECURITIES
        549300DWZ3YOKJO5X179
        CANTOR FITZGERALD SECURITIES
        000000000
        
          
        
        21221160.00000000
        PA
        USD
        21221160.00000000
        0.251052981252
        Long
        RA
        CORP
        US
        N
        
        2
        
          Repurchase
          
            
              
            
          
          Y
          0.29000000
          2022-04-01
          
            
              68332.13520000
              USD
              62383.38907033
              USD
              ADAS
            
            
              59307329.00275656
              USD
              21583199.81059012
              USD
              AMBS
            
          
        
        
          
          N
          N
        
      
      
        STATE OF WISCONSIN INVESTMENT BOARD
        VY0GIYI3352UC4XOP168
        STATE OF WISCONSIN INVESTMENT BOARD
        000000000
        
          
        
        13550327.00000000
        PA
        USD
        13550327.00000000
        0.160304620025
        Long
        RA
        CORP
        US
        N
        
        2
        
          Repurchase
          
            
              
            
          
          N
          0.33000000
          2022-04-01
          
            
              9768319.14739491
              USD
              13821342.30664315
              USD
              UST
            
          
        
        
          
          N
          N
        
      
      
        GOLDMAN SACHS & CO. LLC
        FOR8UP27PHTHYVLBNG30
        BECTON DICKINSON AND CO
        000000000
        
          
          
        
        -156.00000000
        NC
        USD
        -248286.30000000
        -0.00293730483
        N/A
        DE
        CORP
        US
        N
        
        2
        
          
            
              GOLDMAN SACHS & CO. LLC
              FOR8UP27PHTHYVLBNG30
            
            Call
            Written
            
              
                Becton Dickinson and Co
                Becton Dickinson and Co
                
                  
                  
                  
                
              
            
            100.00000000
            280.00000000
            USD
            2023-01-20
            XXXX
            1555.50000000
          
        
        
          N
          N
          N
        
      
      
        Applied Systems Inc
        549300NSKGF0SY5SWQ62
        APPLIED SYSTEMS TL 2L BAN
        03827FBA8
        
          
        
        1738907.87000000
        PA
        USD
        1734018.06000000
        0.020513977723
        Long
        LON
        CORP
        US
        N
        
        2
        
          2025-09-19
          Floating
          6.50600000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        J.P. MORGAN SECURITIES LLC
        ZBUT11V806EZRVTWT807
        CME GROUP INC
        000000000
        
          
          
        
        -77.00000000
        NC
        USD
        -136671.90000000
        -0.00161687145
        N/A
        DE
        CORP
        US
        N
        
        2
        
          
            
              J.P. MORGAN SECURITIES LLC
              ZBUT11V806EZRVTWT807
            
            Call
            Written
            
              
                CME Group Inc
                CME Group Inc
                
                  
                  
                  
                
              
            
            100.00000000
            250.00000000
            USD
            2023-01-20
            XXXX
            -51432.90000000
          
        
        
          N
          N
          N
        
      
      
        Ingersoll Rand Inc
        5299004C02FMZCUOIR50
        Ingersoll Rand Inc
        45687V106
        
          
          
        
        2028806.00000000
        NS
        USD
        102150382.10000000
        1.208471071433
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        CITIGROUP GLOBAL MARKETS INC.
        MBNUM2BPBDO7JBLYG310
        REPUBLIC SERVICES INC
        000000000
        
          
          
        
        -125.00000000
        NC
        USD
        -35827.91000000
        -0.00042385541
        N/A
        DE
        CORP
        US
        N
        
        2
        
          
            
              CITIGROUP GLOBAL MARKETS INC.
              MBNUM2BPBDO7JBLYG310
            
            Call
            Written
            
              
                Republic Services Inc
                Republic Services Inc
                
                  
                  
                  
                
              
            
            100.00000000
            140.00000000
            USD
            2022-07-15
            XXXX
            -2752.91000000
          
        
        
          N
          N
          N
        
      
      
        EXXON MOBIL CORPORATION
        N/A
        EXXON MOBIL CORPORATION
        000000000
        
          
        
        4459000.00000000
        PA
        USD
        4458964.28000000
        0.052750946498
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2022-04-01
          Fixed
          0.29000000
          N
          N
          N
        
        
          
          N
          N
        
      
      
        SUSQUEHANNA FINANCIAL GROUP, LLLP
        549300E8QX0ZMRDC2M81
        MICROSOFT CORP
        000000000
        
          
          
        
        -556.00000000
        NC
        USD
        -2113614.91000000
        -0.02500472756
        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
            -1097802.91000000
          
        
        
          N
          N
          N
        
      
      
        ATHENAHEALTH T 01/27/2029
        N/A
        ATHENAHEALTH T 01/27/2029
        000000000
        
          
        
        25793260.87000000
        PA
        USD
        25575617.33000000
        0.302567577741
        Long
        LON
        CORP
        US
        N
        
        2
        
          2029-01-27
          Floating
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        J.P. MORGAN SECURITIES LLC
        ZBUT11V806EZRVTWT807
        INTERCONTINENTAL EXCHANGE INC
        000000000
        
          
          
        
        -52.00000000
        NC
        USD
        -65959.42000000
        -0.00078032063
        N/A
        DE
        CORP
        US
        N
        
        2
        
          
            
              J.P. MORGAN SECURITIES LLC
              ZBUT11V806EZRVTWT807
            
            Call
            Written
            
              
                INTERCONTINENTAL EXCHANGE INC
                INTERCONTINENTAL EXCHANGE IN
                
                  
                  
                  
                
              
            
            100.00000000
            130.00000000
            USD
            2023-01-20
            XXXX
            -12295.42000000
          
        
        
          N
          N
          N
        
      
      
        J.P. MORGAN SECURITIES LLC
        ZBUT11V806EZRVTWT807
        EXELON CORP
        000000000
        
          
          
        
        -774.00000000
        NC
        USD
        -434988.00000000
        -0.00514604452
        N/A
        DE
        CORP
        US
        N
        
        2
        
          
            
              J.P. MORGAN SECURITIES LLC
              ZBUT11V806EZRVTWT807
            
            Call
            Written
            
              
                Exelon Corp
                Exelon Corp
                
                  
                  
                  
                
              
            
            100.00000000
            65.00000000
            USD
            2023-01-20
            XXXX
            -311256.36000000
          
        
        
          N
          N
          N
        
      
      
        J.P. MORGAN SECURITIES LLC
        ZBUT11V806EZRVTWT807
        EXELON CORP
        000000000
        
          
          
        
        -350.00000000
        NC
        USD
        -422100.00000000
        -0.00499357544
        N/A
        DE
        CORP
        US
        N
        
        2
        
          
            
              J.P. MORGAN SECURITIES LLC
              ZBUT11V806EZRVTWT807
            
            Call
            Written
            
              
                Exelon Corp
                Exelon Corp
                
                  
                  
                  
                
              
            
            100.00000000
            55.00000000
            USD
            2023-01-20
            XXXX
            -212254.00000000
          
        
        
          N
          N
          N
        
      
      
        ROYAL BANK OF CANADA
        ES7IP3U3RHIGC71XBU11
        ROYAL BANK OF CANADA (TORONTO)
        000000000
        
          
        
        4140000.00000000
        PA
        USD
        4140000.00000000
        0.048977498986
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2022-04-01
          Fixed
          0.30000000
          N
          N
          N
        
        
          
          N
          N
        
      
      
        J.P. MORGAN SECURITIES LLC
        ZBUT11V806EZRVTWT807
        INTERCONTINENTAL EXCHANGE INC
        000000000
        
          
          
        
        -52.00000000
        NC
        USD
        -39535.21000000
        -0.00046771393
        N/A
        DE
        CORP
        US
        N
        
        2
        
          
            
              J.P. MORGAN SECURITIES LLC
              ZBUT11V806EZRVTWT807
            
            Call
            Written
            
              
                INTERCONTINENTAL EXCHANGE INC
                INTERCONTINENTAL EXCHANGE IN
                
                  
                  
                  
                
              
            
            100.00000000
            140.00000000
            USD
            2023-01-20
            XXXX
            -6411.21000000
          
        
        
          N
          N
          N
        
      
      
        GOLDMAN SACHS & CO. LLC
        FOR8UP27PHTHYVLBNG30
        MCDONALD'S CORP
        000000000
        
          
          
        
        -139.00000000
        NC
        USD
        -118505.72000000
        -0.00140195985
        N/A
        DE
        CORP
        US
        N
        
        2
        
          
            
              GOLDMAN SACHS & CO. LLC
              FOR8UP27PHTHYVLBNG30
            
            Call
            Written
            
              
                McDonald's Corp
                McDonald's Corp
                
                  
                  
                  
                
              
            
            100.00000000
            270.00000000
            USD
            2023-01-20
            XXXX
            18959.72000000
          
        
        
          N
          N
          N
        
      
      
        UKG INC
        529900FKHWSTQ1GXK240
        UKG Inc
        90385KAK7
        
          
        
        114394778.65000000
        PA
        USD
        113792146.96000000
        1.346196802502
        Long
        LON
        CORP
        US
        N
        
        2
        
          2026-05-03
          Floating
          3.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GOLDMAN SACHS & CO. LLC
        FOR8UP27PHTHYVLBNG30
        ALPHABET INC
        000000000
        
          
          
        
        -11.00000000
        NC
        USD
        -906933.71000000
        -0.01072931035
        N/A
        DE
        CORP
        US
        N
        
        2
        
          
            
              GOLDMAN SACHS & CO. LLC
              FOR8UP27PHTHYVLBNG30
            
            Call
            Written
            
              
                ALPHABET INC-CL A
                ALPHABET INC
                
                  
                  
                  
                
              
            
            100.00000000
            2000.00000000
            USD
            2022-09-16
            XXXX
            -718504.81000000
          
        
        
          N
          N
          N
        
      
      
        J.P. MORGAN SECURITIES LLC
        ZBUT11V806EZRVTWT807
        MEDTRONIC PLC
        000000000
        
          
          
        
        -224.00000000
        NC
        USD
        -281551.44000000
        -0.00333084187
        N/A
        DE
        CORP
        US
        N
        
        2
        
          
            
              J.P. MORGAN SECURITIES LLC
              ZBUT11V806EZRVTWT807
            
            Call
            Written
            
              
                Medtronic PLC
                Medtronic PLC
                
                  
                  
                  
                  
                
              
            
            100.00000000
            105.00000000
            USD
            2023-01-20
            XXXX
            -61843.28000000
          
        
        
          N
          N
          N
        
      
      
        SUSQUEHANNA FINANCIAL GROUP, LLLP
        549300E8QX0ZMRDC2M81
        MICROSOFT CORP
        000000000
        
          
          
        
        -192.00000000
        NC
        USD
        -299569.91000000
        -0.00354400602
        N/A
        DE
        CORP
        US
        N
        
        2
        
          
            
              SUSQUEHANNA FINANCIAL GROUP, LLLP
              549300E8QX0ZMRDC2M81
            
            Call
            Written
            
              
                MICROSOFT CORP
                MICROSOFT CORP
                
                  
                  
                  
                
              
            
            100.00000000
            350.00000000
            USD
            2023-01-20
            XXXX
            -77180.15000000
          
        
        
          N
          N
          N
        
      
      
        Waste Connections Inc
        549300HDLRTPBQU69P29
        Waste Connections Inc
        94106B101
        
          
          
        
        930024.00000000
        NS
        USD
        129924352.80000000
        1.537045859307
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        GENERAL ELECTRIC CO
        3C7474T6CDKPR9K6YT90
        General Electric Co
        369604BQ5
        
          
          
        
        23480000.00000000
        PA
        USD
        22599500.00000000
        0.267359175926
        Long
        DBT
        CORP
        US
        N
        
        2
        
          N/A
          Floating
          4.15600000
          N
          N
          N
        
        
          N
          N
          
        
      
      
        VERTICAL MIDCO 01/31/2022
        N/A
        VERTICAL MIDCO 01/31/2022
        000000000
        
          
        
        6069228.55000000
        PA
        USD
        6025226.64000000
        0.071280321654
        Long
        LON
        CORP
        US
        N
        
        2
        
          2027-07-30
          Floating
          4.01871000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GOLDMAN SACHS & CO. LLC
        FOR8UP27PHTHYVLBNG30
        MCDONALD'S CORP
        000000000
        
          
          
        
        -107.00000000
        NC
        USD
        -129846.85000000
        -0.00153612897
        N/A
        DE
        CORP
        US
        N
        
        2
        
          
            
              GOLDMAN SACHS & CO. LLC
              FOR8UP27PHTHYVLBNG30
            
            Call
            Written
            
              
                McDonald's Corp
                McDonald's Corp
                
                  
                  
                  
                
              
            
            100.00000000
            260.00000000
            USD
            2023-01-20
            XXXX
            17492.15000000
          
        
        
          N
          N
          N
        
      
      
        SPOTIFY USA INC
        N/A
        Spotify USA Inc
        84921RAB6
        
          
          
        
        7236000.00000000
        PA
        USD
        6202199.84000000
        0.073373970138
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-03-15
          None
          0.00000000
          N
          N
          N
          N
          Y
          
            
              Spotify Technology SA
              Spotify Technology SA
              USD
              
                
                
                
              
            
          
          
            
          
          XXXX
        
        
          N
          N
          N
        
      
      
        CITIGROUP GLOBAL MARKETS INC.
        MBNUM2BPBDO7JBLYG310
        MICROSOFT CORP
        000000000
        
          
          
        
        -108.00000000
        NC
        USD
        -247392.43000000
        -0.00292673006
        N/A
        DE
        CORP
        US
        N
        
        2
        
          
            
              CITIGROUP GLOBAL MARKETS INC.
              MBNUM2BPBDO7JBLYG310
            
            Call
            Written
            
              
                MICROSOFT CORP
                MICROSOFT CORP
                
                  
                  
                  
                
              
            
            100.00000000
            330.00000000
            USD
            2023-01-20
            XXXX
            -55408.39000000
          
        
        
          N
          N
          N
        
      
      
        CITIGROUP GLOBAL MARKETS INC.
        MBNUM2BPBDO7JBLYG310
        PNC FINANCIAL SERVICES GROUP INC/THE
        000000000
        
          
          
        
        -44.00000000
        NC
        USD
        -17205.49000000
        -0.00020354634
        N/A
        DE
        CORP
        US
        N
        
        2
        
          
            
              CITIGROUP GLOBAL MARKETS INC.
              MBNUM2BPBDO7JBLYG310
            
            Call
            Written
            
              
                PNC Financial Services Group I
                PNC Financial Services Group Inc/The
                
                  
                  
                  
                
              
            
            100.00000000
            230.00000000
            USD
            2023-01-20
            XXXX
            27673.63000000
          
        
        
          N
          N
          N
        
      
      
        CITIGROUP GLOBAL MARKETS INC.
        MBNUM2BPBDO7JBLYG310
        MICROSOFT CORP
        000000000
        
          
          
        
        -126.00000000
        NC
        USD
        -239191.00000000
        -0.00282970457
        N/A
        DE
        CORP
        US
        N
        
        2
        
          
            
              CITIGROUP GLOBAL MARKETS INC.
              MBNUM2BPBDO7JBLYG310
            
            Call
            Written
            
              
                MICROSOFT CORP
                MICROSOFT CORP
                
                  
                  
                  
                
              
            
            100.00000000
            340.00000000
            USD
            2023-01-20
            XXXX
            -82110.58000000
          
        
        
          N
          N
          N
        
      
      
        NISOURCE INC
        549300D8GOWWH0SJB189
        NiSource Inc
        65473P881
        
          
          
        
        235962.00000000
        NS
        USD
        6335579.70000000
        0.074951895732
        Long
        EP
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        WELLS FARGO SECURITIES, LLC
        VYVVCKR63DVZZN70PB21
        GENERAL ELECTRIC CO
        000000000
        
          
          
        
        -50.00000000
        NC
        USD
        -21713.98000000
        -0.00025688319
        N/A
        DE
        CORP
        US
        N
        
        2
        
          
            
              WELLS FARGO SECURITIES, LLC
              VYVVCKR63DVZZN70PB21
            
            Call
            Written
            
              
                General Electric Co
                General Electric Co
                
                  
                  
                  
                
              
            
            100.00000000
            110.00000000
            USD
            2023-01-20
            XXXX
            21873.52000000
          
        
        
          N
          N
          N
        
      
      
        SUSQUEHANNA FINANCIAL GROUP, LLLP
        549300E8QX0ZMRDC2M81
        ALPHABET INC
        000000000
        
          
          
        
        -5.00000000
        NC
        USD
        -185812.41000000
        -0.00219821911
        N/A
        DE
        CORP
        US
        N
        
        2
        
          
            
              SUSQUEHANNA FINANCIAL GROUP, LLLP
              549300E8QX0ZMRDC2M81
            
            Call
            Written
            
              
                ALPHABET INC-CL A
                ALPHABET INC
                
                  
                  
                  
                
              
            
            100.00000000
            2550.00000000
            USD
            2022-09-16
            XXXX
            -72202.41000000
          
        
        
          N
          N
          N
        
      
      
        J.P. MORGAN SECURITIES LLC
        ZBUT11V806EZRVTWT807
        EXELON CORP
        000000000
        
          
          
        
        -350.00000000
        NC
        USD
        -196700.00000000
        -0.00232702271
        N/A
        DE
        CORP
        US
        N
        
        2
        
          
            
              J.P. MORGAN SECURITIES LLC
              ZBUT11V806EZRVTWT807
            
            Call
            Written
            
              
                Exelon Corp
                Exelon Corp
                
                  
                  
                  
                
              
            
            100.00000000
            65.00000000
            USD
            2023-01-20
            XXXX
            -132545.00000000
          
        
        
          N
          N
          N
        
      
      
        PERKINELMER INC
        549300IKL1SDPFI7N655
        PERKINELMER INC
        714046109
        
          
          
        
        1134028.00000000
        NS
        USD
        197842524.88000000
        2.340539145342
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          
        
      
      
        Dominos Pizza Master Issuer LL
        N/A
        Domino's Pizza Master Issuer LLC
        25755TAH3
        
          
          
        
        7846080.00000000
        PA
        USD
        7810297.17000000
        0.092398266117
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2047-07-25
          Fixed
          4.11800000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DELTA AIR LINES/SKYMILES
        N/A
        Delta Air Lines Inc / SkyMiles IP Ltd
        830867AA5
        
          
          
        
        12595000.00000000
        PA
        USD
        12678083.93000000
        0.149985710827
        Long
        DBT
        CORP
        N/A
        N
        
        2
        
          2025-10-20
          Fixed
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        TWILIO INC
        5493004W8TRGD63APX93
        Twilio Inc
        90138FAC6
        
          
          
        
        200000.00000000
        PA
        USD
        188767.00000000
        0.002233172838
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-03-15
          Fixed
          3.62500000
          N
          N
          N
        
        
          N
          N
          
        
      
      
        GOLDMAN SACHS & CO. LLC
        FOR8UP27PHTHYVLBNG30
        AMAZON.COM INC
        000000000
        
          
          
        
        -10.00000000
        NC
        USD
        -62915.01000000
        -0.00074430430
        N/A
        DE
        CORP
        US
        N
        
        2
        
          
            
              GOLDMAN SACHS & CO. LLC
              FOR8UP27PHTHYVLBNG30
            
            Call
            Written
            
              
                AMAZON.COM INC
                AMAZON.COM INC
                
                  
                  
                  
                
              
            
            100.00000000
            4500.00000000
            USD
            2023-01-20
            XXXX
            136674.79000000
          
        
        
          N
          N
          N
        
      
      
        MICROSOFT CORP
        INR2EJN1ERAN0W5ZP974
        MICROSOFT CORP
        594918104
        
          
          
        
        1891511.00000000
        NS
        USD
        583171756.41000000
        6.899104857076
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        GOLDMAN SACHS & CO. LLC
        FOR8UP27PHTHYVLBNG30
        ALPHABET INC
        000000000
        
          
          
        
        -11.00000000
        NC
        USD
        -917028.35000000
        -0.01084873311
        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
            -683721.43000000
          
        
        
          N
          N
          N
        
      
      
        AMERICAN ELECTRIC POWER
        1B4S6S7G0TW5EE83BO58
        AMERICAN ELECTRIC POWER CO INC
        025537101
        
          
          
        
        60900.00000000
        NS
        USD
        6075993.00000000
        0.071880903622
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        SENSATA TECHNOLOGIES INC
        5493002MMDDCUNV7NY90
        Sensata Technologies Inc
        81728UAB0
        
          
          
        
        1240000.00000000
        PA
        USD
        1148928.20000000
        0.013592181099
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2031-02-15
          Fixed
          3.75000000
          N
          N
          N
        
        
          N
          N
          
        
      
      
        TORONTO-DOMINION BANK (NEW YORK)
        N/A
        TORONTO-DOMINION BANK (NEW YORK)
        000000000
        
          
        
        325000.00000000
        PA
        USD
        324926.56000000
        0.003843983155
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2022-05-10
          Fixed
          0.23000000
          N
          N
          N
        
        
          
          N
          N
        
      
      
        Dominos Pizza Master Issuer LL
        N/A
        Domino's Pizza Master Issuer LLC
        25755TAJ9
        
          
        
        7343325.01000000
        PA
        USD
        7408440.48000000
        0.087644175385
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2048-07-25
          Fixed
          4.11600000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MSCI INC
        549300HTIN2PD78UB763
        MSCI Inc
        55354GAH3
        
          
          
        
        1250000.00000000
        PA
        USD
        1216287.50000000
        0.014389062753
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-11-15
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          
        
      
      
        J.P. MORGAN SECURITIES LLC
        ZBUT11V806EZRVTWT807
        MEDTRONIC PLC
        000000000
        
          
          
        
        -224.00000000
        NC
        USD
        -161237.40000000
        -0.00190748903
        N/A
        DE
        CORP
        US
        N
        
        2
        
          
            
              J.P. MORGAN SECURITIES LLC
              ZBUT11V806EZRVTWT807
            
            Call
            Written
            
              
                Medtronic PLC
                Medtronic PLC
                
                  
                  
                  
                  
                
              
            
            100.00000000
            115.00000000
            USD
            2023-01-20
            XXXX
            -34807.32000000
          
        
        
          N
          N
          N
        
      
      
        BANK OF AMERICA NA
        N/A
        BANK OF AMERICA NA
        000000000
        
          
        
        750000.00000000
        PA
        USD
        750000.11000000
        0.008872736624
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2022-07-06
          Floating
          0.16000000
          N
          N
          N
        
        
          
          N
          N
        
      
      
        CREDIT SUISSE SECURITIES (USA) LLC
        1V8Y6QCX6YMJ2OELII46
        AMEREN CORP
        000000000
        
          
          
        
        -481.00000000
        NC
        USD
        -41068.33000000
        -0.00048585122
        N/A
        DE
        CORP
        US
        N
        
        2
        
          
            
              CREDIT SUISSE SECURITIES (USA) LLC
              1V8Y6QCX6YMJ2OELII46
            
            Call
            Written
            
              
                Ameren Corp
                Ameren Corp
                
                  
                  
                  
                
              
            
            100.00000000
            100.00000000
            USD
            2022-06-17
            XXXX
            -22790.33000000
          
        
        
          N
          N
          N
        
      
      
        T-MOBILE USA INC
        549300V2JRLO5DIFGE82
        T-Mobile USA Inc
        87264AAV7
        
          
          
        
        435000.00000000
        PA
        USD
        442569.00000000
        0.005235730132
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-02-01
          Fixed
          4.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BARCLAYS BANK PLC
        G5GSEF7VJP5I7OUK5573
        BARCLAYS BANK PLC (NEW YORK)
        000000000
        
          
        
        4530000.00000000
        PA
        USD
        4530000.00000000
        0.053591321354
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2022-04-01
          Fixed
          0.34000000
          N
          N
          N
        
        
          
          N
          N
        
      
      
        NESTLE SKIN HEALTH TL B 1
        N/A
        NESTLE SKIN HEALTH TL B 1
        000000000
        
          
        
        23235714.61000000
        PA
        USD
        23112286.49000000
        0.273425600997
        Long
        LON
        CORP
        US
        N
        
        2
        
          2026-07-17
          Floating
          4.75600000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GOLDMAN SACHS & CO. LLC
        FOR8UP27PHTHYVLBNG30
        ALPHABET INC
        000000000
        
          
          
        
        -11.00000000
        NC
        USD
        -917028.35000000
        -0.01084873311
        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
            -739051.10000000
          
        
        
          N
          N
          N
        
      
      
        SEAWORLD PARKS
        549300UZV72O3371JJ53
        SEAWORLD PARKS
        78488CAH3
        
          
        
        8258605.40000000
        PA
        USD
        8183765.92000000
        0.096816518610
        Long
        LON
        CORP
        US
        N
        
        2
        
          2028-08-25
          Floating
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        US AIRWAYS 2012-2A PTT
        N/A
        US Airways 2012-2 Class A Pass Through Trust
        90345WAD6
        
          
          
        
        305596.92000000
        PA
        USD
        294952.86000000
        0.003489384879
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-06-03
          Fixed
          4.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        LANDESBANK BADEN-WURTTEMBERG
        N/A
        LANDESBANK BADEN-WURTTEMBERG (NEW YORK)
        000000000
        
          
        
        1550000.00000000
        PA
        USD
        1550000.00000000
        0.018336986335
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2022-04-01
          Fixed
          0.33000000
          N
          N
          N
        
        
          
          N
          N
        
      
      
        COMMONWEALTH BANK OF AUSTRALIA (NEW YORK)
        N/A
        COMMONWEALTH BANK OF AUSTRALIA (NEW YORK)
        000000000
        
          
        
        425000.00000000
        PA
        USD
        424982.59000000
        0.005027677384
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2022-04-08
          Fixed
          0.13000000
          N
          N
          N
        
        
          
          N
          N
        
      
      
        CCO HLDGS LLC/CAP CORP
        N/A
        CCO Holdings LLC / CCO Holdings Capital Corp
        1248EPBX0
        
          
          
        
        45653000.00000000
        PA
        USD
        45260840.73000000
        0.535449947092
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-02-01
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GARTNER INC
        PP55B5R38BFB8O8HH686
        Gartner Inc
        366651AG2
        
          
          
        
        1240000.00000000
        PA
        USD
        1164223.60000000
        0.013773130480
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-06-15
          Fixed
          3.62500000
          N
          N
          N
        
        
          N
          N
          
        
      
      
        CORELOGIC INC
        54930086CD8K2UIL0516
        CoreLogic Inc
        21871DAD5
        
          
          
        
        2100000.00000000
        PA
        USD
        1984300.50000000
        0.023474897518
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-05-01
          Fixed
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Bank of Montreal
        N/A
        BANK OF MONTREAL
        000000000
        
          
        
        725000.00000000
        PA
        USD
        724862.27000000
        0.008575348090
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2022-04-18
          Fixed
          0.22000000
          N
          N
          N
        
        
          
          N
          N
        
      
      
        TK ELEVATOR US NEWCO INC
        549300C2AFWPAYWS5574
        TK Elevator US Newco Inc
        92537RAA7
        
          
          
        
        3230000.00000000
        PA
        USD
        3198442.90000000
        0.037838583065
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2027-07-15
          Fixed
          5.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GOLDMAN SACHS & CO. LLC
        FOR8UP27PHTHYVLBNG30
        MCDONALD'S CORP
        000000000
        
          
          
        
        -115.00000000
        NC
        USD
        -67918.50000000
        -0.00080349716
        N/A
        DE
        CORP
        US
        N
        
        2
        
          
            
              GOLDMAN SACHS & CO. LLC
              FOR8UP27PHTHYVLBNG30
            
            Call
            Written
            
              
                McDonald's Corp
                McDonald's Corp
                
                  
                  
                  
                
              
            
            100.00000000
            280.00000000
            USD
            2023-01-20
            XXXX
            49524.10000000
          
        
        
          N
          N
          N
        
      
      
        HUB INTERNATIONAL LTD
        549300JQT6ATTUNS5E06
        HUB International Ltd
        44332PAD3
        
          
          
        
        44850000.00000000
        PA
        USD
        45424977.00000000
        0.537391730667
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-05-01
          Fixed
          7.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        LIFE TIME INC
        549300PALKE96VYH4X17
        Life Time Inc
        50218KAG3
        
          
        
        3731829.67000000
        PA
        USD
        3726000.55000000
        0.044079755594
        Long
        LON
        CORP
        US
        N
        
        2
        
          2024-12-15
          Floating
          5.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ALLIANT HOLDINGS INTERMEDI
        5493006Q26653NF8SI73
        Alliant Holdings Intermediate LLC
        01881UAF2
        
          
        
        9046111.97000000
        PA
        USD
        8957532.44000000
        0.105970419323
        Long
        LON
        CORP
        US
        N
        
        2
        
          2025-05-10
          Floating
          3.70743000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        WELLS FARGO SECURITIES, LLC
        VYVVCKR63DVZZN70PB21
        AMAZON.COM INC
        000000000
        
          
          
        
        -26.00000000
        NC
        USD
        -305704.70000000
        -0.00361658252
        N/A
        DE
        CORP
        US
        N
        
        2
        
          
            
              WELLS FARGO SECURITIES, LLC
              VYVVCKR63DVZZN70PB21
            
            Call
            Written
            
              
                AMAZON.COM INC
                AMAZON.COM INC
                
                  
                  
                  
                
              
            
            100.00000000
            4100.00000000
            USD
            2023-01-20
            XXXX
            37261.30000000
          
        
        
          N
          N
          N
        
      
      
        Exelon Corp
        3SOUA6IRML7435B56G12
        Exelon Corp
        30161N101
        
          
          
        
        454500.00000000
        NS
        USD
        21647835.00000000
        0.256100680377
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          
        
      
      
        ALLIANT HOLD / CO-ISSUER
        N/A
        Alliant Holdings Intermediate LLC / Alliant Holdings Co-Issuer
        01883LAA1
        
          
          
        
        4275000.00000000
        PA
        USD
        4230967.50000000
        0.050053673053
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-10-15
          Fixed
          6.75000000
          N
          N
          N
        
        
          N
          N
          
        
      
      
        YUM! BRANDS INC
        549300JE8XHZZ7OHN517
        Yum! Brands Inc
        988498AL5
        
          
          
        
        2175000.00000000
        PA
        USD
        2136937.50000000
        0.025280641120
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-01-15
          Fixed
          4.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        WELLS FARGO SECURITIES, LLC
        VYVVCKR63DVZZN70PB21
        YUM! BRANDS INC
        000000000
        
          
          
        
        -101.00000000
        NC
        USD
        -41210.70000000
        -0.00048753551
        N/A
        DE
        CORP
        US
        N
        
        2
        
          
            
              WELLS FARGO SECURITIES, LLC
              VYVVCKR63DVZZN70PB21
            
            Call
            Written
            
              
                YUM! BRANDS INC
                YUM! BRANDS INC
                
                  
                  
                  
                
              
            
            100.00000000
            135.00000000
            USD
            2023-01-20
            XXXX
            19086.30000000
          
        
        
          N
          N
          N
        
      
      
        GOLDMAN SACHS & CO. LLC
        FOR8UP27PHTHYVLBNG30
        ABBOTT LABORATORIES
        000000000
        
          
          
        
        -229.00000000
        NC
        USD
        -53325.84000000
        -0.00063086141
        N/A
        DE
        CORP
        US
        N
        
        2
        
          
            
              GOLDMAN SACHS & CO. LLC
              FOR8UP27PHTHYVLBNG30
            
            Call
            Written
            
              
                Abbott Laboratories
                Abbott Laboratories
                
                  
                  
                  
                
              
            
            100.00000000
            145.00000000
            USD
            2023-01-20
            XXXX
            66821.30000000
          
        
        
          N
          N
          N
        
      
      
        CREDIT SUISSE SECURITIES (USA) LLC
        1V8Y6QCX6YMJ2OELII46
        MEDTRONIC PLC
        000000000
        
          
          
        
        -177.00000000
        NC
        USD
        -127406.34000000
        -0.00150725697
        N/A
        DE
        CORP
        US
        N
        
        2
        
          
            
              CREDIT SUISSE SECURITIES (USA) LLC
              1V8Y6QCX6YMJ2OELII46
            
            Call
            Written
            
              
                Medtronic PLC
                Medtronic PLC
                
                  
                  
                  
                  
                
              
            
            100.00000000
            115.00000000
            USD
            2023-01-20
            XXXX
            -5453.34000000
          
        
        
          N
          N
          N
        
      
      
        SKANDINAVISKA ENSKILDA BANKEN AB
        N/A
        SKANDINAVISKA ENSKILDA BANKEN AB (NEW YORK)
        000000000
        
          
        
        2510000.00000000
        PA
        USD
        2510000.00000000
        0.029694087549
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2022-04-01
          Fixed
          0.30000000
          N
          N
          N
        
        
          
          N
          N
        
      
      
        CREDIT SUISSE SECURITIES (USA) LLC
        1V8Y6QCX6YMJ2OELII46
        MEDTRONIC PLC
        000000000
        
          
          
        
        -157.00000000
        NC
        USD
        -151315.95000000
        -0.00179011516
        N/A
        DE
        CORP
        US
        N
        
        2
        
          
            
              CREDIT SUISSE SECURITIES (USA) LLC
              1V8Y6QCX6YMJ2OELII46
            
            Call
            Written
            
              
                Medtronic PLC
                Medtronic PLC
                
                  
                  
                  
                
              
            
            100.00000000
            110.00000000
            USD
            2023-01-20
            XXXX
            -4991.95000000
          
        
        
          N
          N
          N
        
      
      
        LAMAR MEDIA CORP
        N/A
        Lamar Media Corp
        513075BZ3
        
          
          
        
        600000.00000000
        PA
        USD
        551829.00000000
        0.006528310214
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2031-01-15
          Fixed
          3.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CREDIT SUISSE SECURITIES (USA) LLC
        1V8Y6QCX6YMJ2OELII46
        AMEREN CORP
        000000000
        
          
          
        
        -481.00000000
        NC
        USD
        -121359.45000000
        -0.00143572037
        N/A
        DE
        CORP
        US
        N
        
        2
        
          
            
              CREDIT SUISSE SECURITIES (USA) LLC
              1V8Y6QCX6YMJ2OELII46
            
            Call
            Written
            
              
                Ameren Corp
                Ameren Corp
                
                  
                  
                  
                
              
            
            100.00000000
            95.00000000
            USD
            2022-06-17
            XXXX
            -68641.85000000
          
        
        
          N
          N
          N
        
      
      
        GOLDMAN SACHS & CO. LLC
        FOR8UP27PHTHYVLBNG30
        ALPHABET INC
        000000000
        
          
          
        
        -20.00000000
        NC
        USD
        -235070.07000000
        -0.00278095268
        N/A
        DE
        CORP
        US
        N
        
        2
        
          
            
              GOLDMAN SACHS & CO. LLC
              FOR8UP27PHTHYVLBNG30
            
            Call
            Written
            
              
                ALPHABET INC-CL A
                ALPHABET INC
                
                  
                  
                  
                
              
            
            100.00000000
            3300.00000000
            USD
            2023-01-20
            XXXX
            74869.93000000
          
        
        
          N
          N
          N
        
      
      
        WELLS FARGO SECURITIES, LLC
        VYVVCKR63DVZZN70PB21
        GENERAL ELECTRIC CO
        000000000
        
          
          
        
        -819.00000000
        NC
        USD
        -355675.00000000
        -0.00420774684
        N/A
        DE
        CORP
        US
        N
        
        2
        
          
            
              WELLS FARGO SECURITIES, LLC
              VYVVCKR63DVZZN70PB21
            
            Call
            Written
            
              
                General Electric Co
                General Electric Co
                
                  
                  
                  
                
              
            
            100.00000000
            110.00000000
            USD
            2023-01-20
            XXXX
            316781.33000000
          
        
        
          N
          N
          N
        
      
      
        CCO HLDGS LLC/CAP CORP
        N/A
        CCO Holdings LLC / CCO Holdings Capital Corp
        1248EPBR3
        
          
          
        
        2125000.00000000
        PA
        USD
        2158511.25000000
        0.025535865352
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-05-01
          Fixed
          5.50000000
          N
          N
          N
        
        
          N
          N
          
        
      
      
        DNB BANK ASA
        N/A
        DNB BANK ASA
        000000000
        
          
        
        700000.00000000
        PA
        USD
        699799.78000000
        0.008278850969
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2022-05-03
          Fixed
          0.22500000
          N
          N
          N
        
        
          
          N
          N
        
      
      
        CEDAR FAIR/CAN/MAGNUM/MI
        N/A
        Cedar Fair LP / Canada's Wonderland Co / Magnum Management Corp / Millennium Op
        150190AF3
        
          
          
        
        5665000.00000000
        PA
        USD
        5824299.80000000
        0.068903294094
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-05-01
          Fixed
          5.50000000
          N
          N
          N
        
        
          N
          N
          
        
      
      
        WELLS FARGO SECURITIES, LLC
        VYVVCKR63DVZZN70PB21
        AMAZON.COM INC
        000000000
        
          
          
        
        -25.00000000
        NC
        USD
        -344086.62000000
        -0.00407065267
        N/A
        DE
        CORP
        US
        N
        
        2
        
          
            
              WELLS FARGO SECURITIES, LLC
              VYVVCKR63DVZZN70PB21
            
            Call
            Written
            
              
                AMAZON.COM INC
                AMAZON.COM INC
                
                  
                  
                  
                
              
            
            100.00000000
            4000.00000000
            USD
            2023-01-20
            XXXX
            44988.38000000
          
        
        
          N
          N
          N
        
      
      
        J.P. MORGAN SECURITIES LLC
        ZBUT11V806EZRVTWT807
        MEDTRONIC PLC
        000000000
        
          
          
        
        -224.00000000
        NC
        USD
        -215890.27000000
        -0.00255404963
        N/A
        DE
        CORP
        US
        N
        
        2
        
          
            
              J.P. MORGAN SECURITIES LLC
              ZBUT11V806EZRVTWT807
            
            Call
            Written
            
              
                Medtronic PLC
                Medtronic PLC
                
                  
                  
                  
                  
                
              
            
            100.00000000
            110.00000000
            USD
            2023-01-20
            XXXX
            -46181.15000000
          
        
        
          N
          N
          N
        
      
      
        SANTANDER UK PLC
        N/A
        SANTANDER UK PLC
        000000000
        
          
        
        750000.00000000
        PA
        USD
        749943.75000000
        0.008872069868
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2022-04-08
          Fixed
          0.23000000
          N
          N
          N
        
        
          
          N
          N
        
      
      
        CITIGROUP GLOBAL MARKETS INC.
        MBNUM2BPBDO7JBLYG310
        AMAZON.COM INC
        000000000
        
          
          
        
        -11.00000000
        NC
        USD
        -32398.55000000
        -0.00038328501
        N/A
        DE
        CORP
        US
        N
        
        2
        
          
            
              CITIGROUP GLOBAL MARKETS INC.
              MBNUM2BPBDO7JBLYG310
            
            Call
            Written
            
              
                AMAZON.COM INC
                AMAZON.COM INC
                
                  
                  
                  
                
              
            
            100.00000000
            5000.00000000
            USD
            2023-01-20
            XXXX
            169233.98000000
          
        
        
          N
          N
          N
        
      
      
        CREDIT SUISSE SECURITIES (USA) LLC
        1V8Y6QCX6YMJ2OELII46
        MEDTRONIC PLC
        000000000
        
          
          
        
        -157.00000000
        NC
        USD
        -197337.39000000
        -0.00233456324
        N/A
        DE
        CORP
        US
        N
        
        2
        
          
            
              CREDIT SUISSE SECURITIES (USA) LLC
              1V8Y6QCX6YMJ2OELII46
            
            Call
            Written
            
              
                Medtronic PLC
                Medtronic PLC
                
                  
                  
                  
                
              
            
            100.00000000
            105.00000000
            USD
            2023-01-20
            XXXX
            -13333.39000000
          
        
        
          N
          N
          N
        
      
      
        FILTRATION GROUP TL B 1L
        N/A
        FILTRATION GROUP TL B 1L
        000000000
        
          
        
        7942900.00000000
        PA
        USD
        7878363.94000000
        0.093203517363
        Long
        LON
        CORP
        US
        N
        
        2
        
          2028-10-21
          Floating
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MEGA BROADBAND TL B 1L BA
        N/A
        MEGA BROADBAND TL B 1L BA
        000000000
        
          
        
        3682533.86000000
        PA
        USD
        3641105.35000000
        0.043075418741
        Long
        LON
        CORP
        US
        N
        
        2
        
          2027-11-12
          Floating
          4.06250000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Azalea Topco Inc
        549300HC42NZULO53062
        AZALEA TOPCO INC
        29102TAE2
        
          
        
        3874886.99000000
        PA
        USD
        3855512.56000000
        0.045611923308
        Long
        LON
        CORP
        US
        N
        
        2
        
          2026-07-25
          Floating
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SUSQUEHANNA FINANCIAL GROUP, LLLP
        549300E8QX0ZMRDC2M81
        MICROSOFT CORP
        000000000
        
          
          
        
        -192.00000000
        NC
        USD
        -439808.77000000
        -0.00520307574
        N/A
        DE
        CORP
        US
        N
        
        2
        
          
            
              SUSQUEHANNA FINANCIAL GROUP, LLLP
              549300E8QX0ZMRDC2M81
            
            Call
            Written
            
              
                MICROSOFT CORP
                MICROSOFT CORP
                
                  
                  
                  
                
              
            
            100.00000000
            330.00000000
            USD
            2023-01-20
            XXXX
            -149376.13000000
          
        
        
          N
          N
          N
        
      
      
        J.P. MORGAN SECURITIES LLC
        ZBUT11V806EZRVTWT807
        INTERCONTINENTAL EXCHANGE INC
        000000000
        
          
          
        
        -83.00000000
        NC
        USD
        -63104.28000000
        -0.00074654343
        N/A
        DE
        CORP
        US
        N
        
        2
        
          
            
              J.P. MORGAN SECURITIES LLC
              ZBUT11V806EZRVTWT807
            
            Call
            Written
            
              
                INTERCONTINENTAL EXCHANGE INC
                INTERCONTINENTAL EXCHANGE IN
                
                  
                  
                  
                
              
            
            100.00000000
            140.00000000
            USD
            2023-01-20
            XXXX
            -9403.28000000
          
        
        
          N
          N
          N
        
      
      
        CITIGROUP GLOBAL MARKETS INC.
        MBNUM2BPBDO7JBLYG310
        MICROSOFT CORP
        000000000
        
          
          
        
        -126.00000000
        NC
        USD
        -196592.75000000
        -0.00232575391
        N/A
        DE
        CORP
        US
        N
        
        2
        
          
            
              CITIGROUP GLOBAL MARKETS INC.
              MBNUM2BPBDO7JBLYG310
            
            Call
            Written
            
              
                MICROSOFT CORP
                MICROSOFT CORP
                
                  
                  
                  
                
              
            
            100.00000000
            350.00000000
            USD
            2023-01-20
            XXXX
            -65032.37000000
          
        
        
          N
          N
          N
        
      
      
        STORABLE INC
        2549000AWFN27KOH3F59
        Storable Inc
        86210LAC2
        
          
        
        500000.00000000
        PA
        USD
        494687.50000000
        0.005852308340
        Long
        LON
        CORP
        US
        N
        
        2
        
          2028-04-16
          None
          0.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CREDIT SUISSE SECURITIES (USA) LLC
        1V8Y6QCX6YMJ2OELII46
        MEDTRONIC PLC
        000000000
        
          
          
        
        -209.00000000
        NC
        USD
        -201433.33000000
        -0.00238301949
        N/A
        DE
        CORP
        US
        N
        
        2
        
          
            
              CREDIT SUISSE SECURITIES (USA) LLC
              1V8Y6QCX6YMJ2OELII46
            
            Call
            Written
            
              
                Medtronic PLC
                Medtronic PLC
                
                  
                  
                  
                  
                
              
            
            100.00000000
            110.00000000
            USD
            2023-01-20
            XXXX
            -375.33000000
          
        
        
          N
          N
          N
        
      
      
        GOLDMAN SACHS & CO. LLC
        FOR8UP27PHTHYVLBNG30
        ALPHABET INC
        000000000
        
          
          
        
        -11.00000000
        NC
        USD
        -895596.85000000
        -0.01059519174
        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
            -671710.11000000
          
        
        
          N
          N
          N
        
      
      
        SUSQUEHANNA FINANCIAL GROUP, LLLP
        549300E8QX0ZMRDC2M81
        ALPHABET INC
        000000000
        
          
          
        
        -7.00000000
        NC
        USD
        -223339.69000000
        -0.00264217860
        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
            -68667.69000000
          
        
        
          N
          N
          N
        
      
      
        Medtronic PLC
        549300GX3ZBSQWUXY261
        Medtronic PLC
        000000000
        
          
          
        
        230100.00000000
        NS
        USD
        25529595.00000000
        0.302023119137
        Long
        EC
        CORP
        IE
        
        N
        
        1
        
          N
          N
          N
        
      
      
        UKG TL 2L BANKDEBT
        N/A
        UKG TL 2L BANKDEBT
        000000000
        
          
        
        5385000.00000000
        PA
        USD
        5362560.71000000
        0.063440775781
        Long
        LON
        CORP
        US
        N
        
        2
        
          2027-05-03
          Floating
          5.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CLARIOS GLOBAL LP/US FIN
        N/A
        Clarios Global LP / Clarios US Finance Co
        69867DAA6
        
          
          
        
        3708000.00000000
        PA
        USD
        3820389.48000000
        0.045196406251
        Long
        DBT
        CORP
        N/A
        N
        
        2
        
          2026-05-15
          Fixed
          6.25000000
          N
          N
          N
        
        
          N
          N
          
        
      
      
        Aurora Innovation Inc
        N/A
        Aurora Innovation Inc
        051774107
        
          
          
        
        1797151.00000000
        NS
        USD
        10046074.09000000
        0.118848208588
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          
        
      
      
        ADMI Corp
        5493008U1LYGMQWO7N12
        ASPEN DENTAL T 12/23/2027
        00709LAJ6
        
          
        
        532136.00000000
        PA
        USD
        526748.12000000
        0.006231595534
        Long
        LON
        CORP
        US
        N
        
        2
        
          2027-12-23
          None
          0.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CITIGROUP GLOBAL MARKETS INC.
        MBNUM2BPBDO7JBLYG310
        MICROSOFT CORP
        000000000
        
          
          
        
        -126.00000000
        NC
        USD
        -288624.50000000
        -0.00341451839
        N/A
        DE
        CORP
        US
        N
        
        2
        
          
            
              CITIGROUP GLOBAL MARKETS INC.
              MBNUM2BPBDO7JBLYG310
            
            Call
            Written
            
              
                MICROSOFT CORP
                MICROSOFT CORP
                
                  
                  
                  
                
              
            
            100.00000000
            330.00000000
            USD
            2023-01-20
            XXXX
            -102443.12000000
          
        
        
          N
          N
          N
        
      
      
        HUB INTERNATIONAL LTD
        549300JQT6ATTUNS5E06
        HUB International Ltd
        000000000
        
          
        
        120174221.47000000
        PA
        USD
        118965629.32000000
        1.407400722077
        Long
        LON
        CORP
        US
        N
        
        2
        
          2025-04-25
          Floating
          3.26714000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        RESERVE INVESTMENT FUND
        5493007QR86JJLYO6D96
        T.ROWE PRICE RESERVE INVEST
        76105Y109
        
          
          
        
        369639710.46000000
        NS
        USD
        369639710.46000000
        4.372953754656
        Long
        STIV
        RF
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Teleflex Inc
        UUL85LWXB4NGSWWXIQ25
        Teleflex Inc
        879369106
        
          
          
        
        39064.00000000
        NS
        USD
        13861079.12000000
        0.163980915107
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        GOLDMAN SACHS & CO. LLC
        FOR8UP27PHTHYVLBNG30
        ABBOTT LABORATORIES
        000000000
        
          
          
        
        -104.00000000
        NC
        USD
        -24217.85000000
        -0.00028650476
        N/A
        DE
        CORP
        US
        N
        
        2
        
          
            
              GOLDMAN SACHS & CO. LLC
              FOR8UP27PHTHYVLBNG30
            
            Call
            Written
            
              
                Abbott Laboratories
                Abbott Laboratories
                
                  
                  
                  
                
              
            
            100.00000000
            145.00000000
            USD
            2023-01-20
            XXXX
            44633.27000000
          
        
        
          N
          N
          N
        
      
      
        Avantor Inc
        N/A
        Avantor Inc
        05352A100
        
          
          
        
        804332.00000000
        NS
        USD
        27202508.24000000
        0.321814207667
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          
        
      
      
        CITIGROUP GLOBAL MARKETS INC.
        MBNUM2BPBDO7JBLYG310
        MICROSOFT CORP
        000000000
        
          
          
        
        -126.00000000
        NC
        USD
        -239191.00000000
        -0.00282970457
        N/A
        DE
        CORP
        US
        N
        
        2
        
          
            
              CITIGROUP GLOBAL MARKETS INC.
              MBNUM2BPBDO7JBLYG310
            
            Call
            Written
            
              
                MICROSOFT CORP
                MICROSOFT CORP
                
                  
                  
                  
                
              
            
            100.00000000
            340.00000000
            USD
            2023-01-20
            XXXX
            -82750.66000000
          
        
        
          N
          N
          N
        
      
      
        ATLANTIC ASSET SECURITIZATION LLC
        N/A
        ATLANTIC ASSET SECURITIZATION LLC
        000000000
        
          
        
        250000.00000000
        PA
        USD
        249970.25000000
        0.002957226489
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2022-04-12
          Fixed
          0.27000000
          N
          N
          N
        
        
          
          N
          N
        
      
      
        WELLS FARGO SECURITIES, LLC
        VYVVCKR63DVZZN70PB21
        WALMART INC
        000000000
        
          
          
        
        -251.00000000
        NC
        USD
        -169738.19000000
        -0.00200805604
        N/A
        DE
        CORP
        US
        N
        
        2
        
          
            
              WELLS FARGO SECURITIES, LLC
              VYVVCKR63DVZZN70PB21
            
            Call
            Written
            
              
                Walmart Inc
                Walmart Inc
                
                  
                  
                  
                
              
            
            100.00000000
            160.00000000
            USD
            2023-01-20
            XXXX
            -34951.19000000
          
        
        
          N
          N
          N
        
      
      
        J.P. MORGAN SECURITIES LLC
        ZBUT11V806EZRVTWT807
        OTIS WORLDWIDE CORP
        000000000
        
          
          
        
        -94.00000000
        NC
        USD
        -15214.47000000
        -0.00017999195
        N/A
        DE
        CORP
        US
        N
        
        2
        
          
            
              J.P. MORGAN SECURITIES LLC
              ZBUT11V806EZRVTWT807
            
            Call
            Written
            
              
                Otis Worldwide Corp
                Otis Worldwide Corp
                
                  
                  
                  
                
              
            
            100.00000000
            95.00000000
            USD
            2023-01-20
            XXXX
            5653.53000000
          
        
        
          N
          N
          N
        
      
      
        TransUnion
        549300ZS772LUNUMRB03
        TransUnion
        89400J107
        
          
          
        
        293249.00000000
        NS
        USD
        30304351.66000000
        0.358509988575
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          
        
      
      
        IQVIA INC
        549300PLWY28YB00C717
        IQVIA Inc
        46266TAA6
        
          
          
        
        2355000.00000000
        PA
        USD
        2383872.30000000
        0.028201957284
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-05-15
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          
        
      
      
        FACEBOOK INC-A
        BQ4BKCS1HXDV9HN80Z93
        FACEBOOK INC
        30303M102
        
          
          
        
        263765.00000000
        NS
        USD
        58650785.40000000
        0.693857193831
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        HUB International Ltd
        549300JQT6ATTUNS5E06
        HUB INTL LTD TL B 1L BANK
        44332EAU0
        
          
        
        209310.00000000
        PA
        USD
        208237.29000000
        0.002463512478
        Long
        LON
        CORP
        US
        N
        
        2
        
          2025-04-25
          None
          0.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        WELLS FARGO SECURITIES, LLC
        VYVVCKR63DVZZN70PB21
        YUM! BRANDS INC
        000000000
        
          
          
        
        -235.00000000
        NC
        USD
        -38030.57000000
        -0.00044991357
        N/A
        DE
        CORP
        US
        N
        
        2
        
          
            
              WELLS FARGO SECURITIES, LLC
              VYVVCKR63DVZZN70PB21
            
            Call
            Written
            
              
                YUM! BRANDS INC
                YUM! BRANDS INC
                
                  
                  
                  
                
              
            
            100.00000000
            150.00000000
            USD
            2023-01-20
            XXXX
            11582.63000000
          
        
        
          N
          N
          N
        
      
      
        Catalent Inc
        N/A
        Catalent Inc
        148806102
        
          
          
        
        168184.00000000
        NS
        USD
        18651605.60000000
        0.220654346464
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        ARCHES BUYER INC
        2549009ADY4208OH2Y47
        Arches Buyer Inc
        039524AA1
        
          
          
        
        45000.00000000
        PA
        USD
        42033.60000000
        0.000497270676
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-06-01
          Fixed
          4.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        J.P. MORGAN SECURITIES LLC
        ZBUT11V806EZRVTWT807
        EXELON CORP
        000000000
        
          
          
        
        -21.00000000
        NC
        USD
        -11781.00000000
        -0.00013937292
        N/A
        DE
        CORP
        US
        N
        
        2
        
          
            
              J.P. MORGAN SECURITIES LLC
              ZBUT11V806EZRVTWT807
            
            Call
            Written
            
              
                Exelon Corp
                Exelon Corp
                
                  
                  
                  
                
              
            
            100.00000000
            65.00000000
            USD
            2023-01-20
            XXXX
            -8263.71000000
          
        
        
          N
          N
          N
        
      
      
        NVIDIA Corp
        549300S4KLFTLO7GSQ80
        NVIDIA Corp
        67066G104
        
          
          
        
        252200.00000000
        NS
        USD
        68815292.00000000
        0.814106496173
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        TRANSDIGM INC
        88Q84GB3X55CF5OC7582
        TransDigm Inc
        893647BL0
        
          
          
        
        2100000.00000000
        PA
        USD
        2086864.50000000
        0.024688261819
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-11-15
          Fixed
          5.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Abbott Laboratories
        HQD377W2YR662HK5JX27
        Abbott Laboratories
        002824100
        
          
          
        
        99900.00000000
        NS
        USD
        11824164.00000000
        0.139883570125
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        REALPAGE INC
        5493001RSFZX4122A604
        RealPage Inc
        000000000
        
          
        
        1040000.00000000
        PA
        USD
        1030900.00000000
        0.012195870460
        Long
        LON
        CORP
        US
        N
        
        2
        
          2029-04-13
          Floating
          7.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CLARIOS GLOBAL LP
        549300474L1ZLXZY2P98
        Clarios Global LP
        18060TAA3
        
          
          
        
        2719000.00000000
        PA
        USD
        2818991.23000000
        0.033349550751
        Long
        DBT
        CORP
        CA
        
        N
        
        2
        
          2025-05-15
          Fixed
          6.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        J.P. MORGAN SECURITIES LLC
        ZBUT11V806EZRVTWT807
        OTIS WORLDWIDE CORP
        000000000
        
          
          
        
        -48.00000000
        NC
        USD
        -7769.09000000
        -0.00009191077
        N/A
        DE
        CORP
        US
        N
        
        2
        
          
            
              J.P. MORGAN SECURITIES LLC
              ZBUT11V806EZRVTWT807
            
            Call
            Written
            
              
                Otis Worldwide Corp
                Otis Worldwide Corp
                
                  
                  
                  
                
              
            
            100.00000000
            90.00000000
            USD
            2023-01-20
            XXXX
            3255.55000000
          
        
        
          N
          N
          N
        
      
      
        SENSATA TECHNOLOGIES BV
        PUCKW5P5O3XMOZVH7T53
        Sensata Technologies BV
        81725WAJ2
        
          
          
        
        5100000.00000000
        PA
        USD
        5178616.50000000
        0.061264658062
        Long
        DBT
        CORP
        NL
        
        N
        
        2
        
          2025-10-01
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          
        
      
      
        Alcon Inc
        549300LDT5AP8S0NBM78
        Alcon Inc
        000000000
        
          
          
          
        
        979555.00000000
        NS
        
        77606158.39000000
        0.918105203831
        Long
        EC
        CORP
        CH
        N
        
        2
        
          N
          N
          N
        
      
      
        WELLS FARGO SECURITIES, LLC
        VYVVCKR63DVZZN70PB21
        GENERAL ELECTRIC CO
        000000000
        
          
          
        
        -693.00000000
        NC
        USD
        -300955.77000000
        -0.00356040118
        N/A
        DE
        CORP
        US
        N
        
        2
        
          
            
              WELLS FARGO SECURITIES, LLC
              VYVVCKR63DVZZN70PB21
            
            Call
            Written
            
              
                General Electric Co
                General Electric Co
                
                  
                  
                  
                
              
            
            100.00000000
            110.00000000
            USD
            2023-01-20
            XXXX
            275973.66000000
          
        
        
          N
          N
          N
        
      
      
        WELLS FARGO SECURITIES, LLC
        VYVVCKR63DVZZN70PB21
        WALMART INC
        000000000
        
          
          
        
        -104.00000000
        NC
        USD
        -90479.52000000
        -0.00107040111
        N/A
        DE
        CORP
        US
        N
        
        2
        
          
            
              WELLS FARGO SECURITIES, LLC
              VYVVCKR63DVZZN70PB21
            
            Call
            Written
            
              
                Walmart Inc
                Walmart Inc
                
                  
                  
                  
                
              
            
            100.00000000
            155.00000000
            USD
            2023-01-20
            XXXX
            -32655.52000000
          
        
        
          N
          N
          N
        
      
      
        MITSUBISHI UFJ TRUST AND BANKING CORP (SINGAPORE)
        N/A
        MITSUBISHI UFJ TRUST AND BANKING CORP (SINGAPORE)
        000000000
        
          
        
        725000.00000000
        PA
        USD
        724865.15000000
        0.008575382161
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2022-04-18
          Fixed
          0.26998618
          N
          N
          N
        
        
          
          N
          N
        
      
      
        PETVET CARE CENTERS LLC
        549300V0HK8MSXZNOM91
        PetVet Care Centers LLC
        000000000
        
          
        
        240000.00000000
        PA
        USD
        239200.08000000
        0.002829811998
        Long
        LON
        CORP
        US
        N
        
        2
        
          2026-02-13
          Floating
          6.70743000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DELTA AIR LINES/SKYMILES
        N/A
        Delta Air Lines Inc / SkyMiles IP Ltd
        830867AB3
        
          
          
        
        7010000.00000000
        PA
        USD
        7075919.38000000
        0.083710346439
        Long
        DBT
        CORP
        N/A
        N
        
        2
        
          2028-10-20
          Fixed
          4.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        J.P. MORGAN SECURITIES LLC
        ZBUT11V806EZRVTWT807
        EXELON CORP
        000000000
        
          
          
        
        -370.00000000
        NC
        USD
        -207570.00000000
        -0.00245561822
        N/A
        DE
        CORP
        US
        N
        
        2
        
          
            
              J.P. MORGAN SECURITIES LLC
              ZBUT11V806EZRVTWT807
            
            Call
            Written
            
              
                Exelon Corp
                Exelon Corp
                
                  
                  
                  
                
              
            
            100.00000000
            65.00000000
            USD
            2023-01-20
            XXXX
            -143567.40000000
          
        
        
          N
          N
          N
        
      
      
        APPLIED SYSTEMS INC
        549300NSKGF0SY5SWQ62
        Applied Systems Inc
        000000000
        
          
        
        21455870.33000000
        PA
        USD
        21344750.38000000
        0.252515094225
        Long
        LON
        CORP
        US
        N
        
        2
        
          2024-09-19
          Floating
          6.50600000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CATALENT PHARMA SOLUTION
        549300HALRZ339MSTH85
        Catalent Pharma Solutions Inc
        14879EAE8
        
          
          
        
        875000.00000000
        PA
        USD
        886313.75000000
        0.010485369756
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-07-15
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          
        
      
      
        WELLS FARGO SECURITIES, LLC
        VYVVCKR63DVZZN70PB21
        GENERAL ELECTRIC CO
        000000000
        
          
          
        
        -819.00000000
        NC
        USD
        -268339.55000000
        -0.00317454107
        N/A
        DE
        CORP
        US
        N
        
        2
        
          
            
              WELLS FARGO SECURITIES, LLC
              VYVVCKR63DVZZN70PB21
            
            Call
            Written
            
              
                General Electric Co
                General Electric Co
                
                  
                  
                  
                
              
            
            100.00000000
            115.00000000
            USD
            2023-01-20
            XXXX
            281012.89000000
          
        
        
          N
          N
          N
        
      
      
        REALPAGE INC
        5493001RSFZX4122A604
        RealPage Inc
        75605VAD4
        
          
        
        31134472.68000000
        PA
        USD
        30830911.57000000
        0.364739357526
        Long
        LON
        CORP
        US
        N
        
        2
        
          2028-04-22
          Floating
          3.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Keurig Dr Pepper Inc
        DYTQ8KRTKO7Y2BVU5K74
        Keurig Dr Pepper Inc
        49271V100
        
          
          
        
        3185027.00000000
        NS
        USD
        120712523.30000000
        1.428067025974
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        SKANDINAVISKA ENSKILDA
        N/A
        SKANDINAVISKA ENSKILDA
        000000000
        
          
        
        800000.00000000
        PA
        USD
        799972.78000000
        0.009463928990
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2022-04-04
          Fixed
          0.14000000
          N
          N
          N
        
        
          
          N
          N
        
      
      
        J.P. MORGAN SECURITIES LLC
        ZBUT11V806EZRVTWT807
        META PLATFORMS INC
        000000000
        
          
          
        
        -108.00000000
        NC
        USD
        -9684.70000000
        -0.00011457303
        N/A
        DE
        CORP
        US
        N
        
        2
        
          
            
              J.P. MORGAN SECURITIES LLC
              ZBUT11V806EZRVTWT807
            
            Call
            Written
            
              
                FACEBOOK INC-A
                FACEBOOK INC
                
                  
                  
                  
                
              
            
            100.00000000
            360.00000000
            USD
            2022-09-16
            XXXX
            352182.26000000
          
        
        
          N
          N
          N
        
      
      
        CORELOGIC INC
        54930086CD8K2UIL0516
        CoreLogic Inc
        21870FBA6
        
          
        
        17691100.00000000
        PA
        USD
        17452270.15000000
        0.206465831781
        Long
        LON
        CORP
        US
        N
        
        2
        
          2028-06-02
          Floating
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GOLDMAN SACHS & CO. LLC
        FOR8UP27PHTHYVLBNG30
        ALPHABET INC
        000000000
        
          
          
        
        -11.00000000
        NC
        USD
        -807292.54000000
        -0.00955052404
        N/A
        DE
        CORP
        US
        N
        
        2
        
          
            
              GOLDMAN SACHS & CO. LLC
              FOR8UP27PHTHYVLBNG30
            
            Call
            Written
            
              
                ALPHABET INC-CL A
                ALPHABET INC
                
                  
                  
                  
                
              
            
            100.00000000
            2100.00000000
            USD
            2022-09-16
            XXXX
            -601302.69000000
          
        
        
          N
          N
          N
        
      
      
        CREDIT SUISSE SECURITIES (USA) LLC
        1V8Y6QCX6YMJ2OELII46
        ROSS STORES INC
        000000000
        
          
          
        
        -108.00000000
        NC
        USD
        -89862.96000000
        -0.00106310701
        N/A
        DE
        CORP
        US
        N
        
        2
        
          
            
              CREDIT SUISSE SECURITIES (USA) LLC
              1V8Y6QCX6YMJ2OELII46
            
            Call
            Written
            
              
                Ross Stores Inc
                Ross Stores Inc
                
                  
                  
                  
                
              
            
            100.00000000
            95.00000000
            USD
            2023-01-20
            XXXX
            40151.76000000
          
        
        
          N
          N
          N
        
      
      
        GOLDMAN SACHS & CO. LLC
        FOR8UP27PHTHYVLBNG30
        ABBOTT LABORATORIES
        000000000
        
          
          
        
        -229.00000000
        NC
        USD
        -38279.64000000
        -0.00045286015
        N/A
        DE
        CORP
        US
        N
        
        2
        
          
            
              GOLDMAN SACHS & CO. LLC
              FOR8UP27PHTHYVLBNG30
            
            Call
            Written
            
              
                Abbott Laboratories
                Abbott Laboratories
                
                  
                  
                  
                
              
            
            100.00000000
            150.00000000
            USD
            2023-01-20
            XXXX
            53134.87000000
          
        
        
          N
          N
          N
        
      
      
        AMWINS GROUP INC
        549300SJE7MUB8NMRG61
        AmWINS Group Inc
        031921AB5
        
          
          
        
        3510000.00000000
        PA
        USD
        3374163.00000000
        0.039917406983
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-06-30
          Fixed
          4.87500000
          N
          N
          N
        
        
          N
          N
          
        
      
      
        Goldman Sachs Financial Square Government Fund
        N/A
        Goldman Sachs Financial Square Government Fund
        38141W273
        
          
          
        
        3814000.00000000
        NS
        USD
        3814000.00000000
        0.045120816698
        Long
        STIV
        RF
        US
        N
        
        1
        
          
          N
          N
        
      
      
        MSCI INC
        549300HTIN2PD78UB763
        MSCI Inc
        55354GAL4
        
          
          
        
        40000.00000000
        PA
        USD
        38008.00000000
        0.000449646565
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2031-02-15
          Fixed
          3.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        YUM! BRANDS INC
        549300JE8XHZZ7OHN517
        Yum! Brands Inc
        988498AM3
        
          
          
        
        2355000.00000000
        PA
        USD
        2446256.25000000
        0.028939978986
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-04-01
          Fixed
          7.75000000
          N
          N
          N
        
        
          N
          N
          
        
      
      
        GOLDMAN SACHS & CO. LLC
        FOR8UP27PHTHYVLBNG30
        BECTON DICKINSON AND CO
        000000000
        
          
          
        
        -156.00000000
        NC
        USD
        -190628.97000000
        -0.00225520052
        N/A
        DE
        CORP
        US
        N
        
        2
        
          
            
              GOLDMAN SACHS & CO. LLC
              FOR8UP27PHTHYVLBNG30
            
            Call
            Written
            
              
                Becton Dickinson and Co
                Becton Dickinson and Co
                
                  
                  
                  
                
              
            
            100.00000000
            290.00000000
            USD
            2023-01-20
            XXXX
            14894.79000000
          
        
        
          N
          N
          N
        
      
      
        GOLDMAN SACHS & CO. LLC
        FOR8UP27PHTHYVLBNG30
        ALPHABET INC
        000000000
        
          
          
        
        -11.00000000
        NC
        USD
        -789394.55000000
        -0.00933878521
        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
            -606418.35000000
          
        
        
          N
          N
          N
        
      
      
        STATE STREET CORP
        549300ZFEEJ2IP5VME73
        State Street Corp
        857477AQ6
        
          
          
        
        2214000.00000000
        PA
        USD
        2224352.07000000
        0.026314782911
        Long
        DBT
        CORP
        US
        N
        
        2
        
          N/A
          Floating
          4.42300000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        J.P. MORGAN SECURITIES LLC
        ZBUT11V806EZRVTWT807
        META PLATFORMS INC
        000000000
        
          
          
        
        -108.00000000
        NC
        USD
        -12975.45000000
        -0.00015350364
        N/A
        DE
        CORP
        US
        N
        
        2
        
          
            
              J.P. MORGAN SECURITIES LLC
              ZBUT11V806EZRVTWT807
            
            Call
            Written
            
              
                FACEBOOK INC-A
                FACEBOOK INC
                
                  
                  
                  
                
              
            
            100.00000000
            345.00000000
            USD
            2022-09-16
            XXXX
            407554.95000000
          
        
        
          N
          N
          N
        
      
      
        ASCEND LEARNING LLC TERM
        549300T466HKRLVCD610
        ASCEND LEARNING LLC TERM
        04349HAM6
        
          
        
        4575000.00000000
        PA
        USD
        4548314.03000000
        0.053807982075
        Long
        LON
        CORP
        US
        N
        
        2
        
          2029-12-10
          Floating
          6.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DANAHER CORP
        S4BKK9OTCEWQ3YHPFM11
        DANAHER CORP
        235851102
        
          
          
        
        752191.00000000
        NS
        USD
        220640186.03000000
        2.610242629849
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        YUM! BRANDS INC
        549300JE8XHZZ7OHN517
        Yum! Brands Inc
        988498AJ0
        
          
          
        
        8160000.00000000
        PA
        USD
        8231318.40000000
        0.097379079369
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2023-11-01
          Fixed
          3.87500000
          N
          N
          N
        
        
          N
          N
          
        
      
      
        GOLDMAN SACHS & CO. LLC
        FOR8UP27PHTHYVLBNG30
        ALPHABET INC
        000000000
        
          
          
        
        -20.00000000
        NC
        USD
        -287693.33000000
        -0.00340350236
        N/A
        DE
        CORP
        US
        N
        
        2
        
          
            
              GOLDMAN SACHS & CO. LLC
              FOR8UP27PHTHYVLBNG30
            
            Call
            Written
            
              
                ALPHABET INC-CL A
                ALPHABET INC
                
                  
                  
                  
                
              
            
            100.00000000
            3200.00000000
            USD
            2023-01-20
            XXXX
            74246.67000000
          
        
        
          N
          N
          N
        
      
      
        GOLDMAN SACHS & CO. LLC
        FOR8UP27PHTHYVLBNG30
        ALPHABET INC
        000000000
        
          
          
        
        -11.00000000
        NC
        USD
        -906933.71000000
        -0.01072931035
        N/A
        DE
        CORP
        US
        N
        
        2
        
          
            
              GOLDMAN SACHS & CO. LLC
              FOR8UP27PHTHYVLBNG30
            
            Call
            Written
            
              
                ALPHABET INC-CL A
                ALPHABET INC
                
                  
                  
                  
                
              
            
            100.00000000
            2000.00000000
            USD
            2022-09-16
            XXXX
            -663702.48000000
          
        
        
          N
          N
          N
        
      
      
        General Electric Co
        3C7474T6CDKPR9K6YT90
        General Electric Co
        369604301
        
          
          
        
        3525641.00000000
        NS
        USD
        322596151.50000000
        3.816413691549
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        WELLS FARGO SECURITIES, LLC
        VYVVCKR63DVZZN70PB21
        AMAZON.COM INC
        000000000
        
          
          
        
        -25.00000000
        NC
        USD
        -402251.45000000
        -0.00475876086
        N/A
        DE
        CORP
        US
        N
        
        2
        
          
            
              WELLS FARGO SECURITIES, LLC
              VYVVCKR63DVZZN70PB21
            
            Call
            Written
            
              
                AMAZON.COM INC
                AMAZON.COM INC
                
                  
                  
                  
                
              
            
            100.00000000
            3900.00000000
            USD
            2023-01-20
            XXXX
            47973.55000000
          
        
        
          N
          N
          N
        
      
      
        CITIGROUP GLOBAL MARKETS INC.
        MBNUM2BPBDO7JBLYG310
        MICROSOFT CORP
        000000000
        
          
          
        
        -126.00000000
        NC
        USD
        -288624.50000000
        -0.00341451839
        N/A
        DE
        CORP
        US
        N
        
        2
        
          
            
              CITIGROUP GLOBAL MARKETS INC.
              MBNUM2BPBDO7JBLYG310
            
            Call
            Written
            
              
                MICROSOFT CORP
                MICROSOFT CORP
                
                  
                  
                  
                
              
            
            100.00000000
            330.00000000
            USD
            2023-01-20
            XXXX
            -103524.20000000
          
        
        
          N
          N
          N
        
      
      
        Dominos Pizza Master Issuer LL
        N/A
        Domino's Pizza Master Issuer LLC
        25755TAL4
        
          
        
        3635800.00000000
        PA
        USD
        3497770.85000000
        0.041379726632
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2049-10-25
          Fixed
          3.66800000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        RYAN SPECIALTY 07/23/2027
        N/A
        RYAN SPECIALTY 07/23/2027
        000000000
        
          
        
        6636332.09000000
        PA
        USD
        6603150.43000000
        0.078117341422
        Long
        LON
        CORP
        US
        N
        
        2
        
          2027-07-23
          Floating
          3.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SBA COMMUNICATIONS CORP
        5299001HX8ZN8Y8QIT49
        SBA Communications Corp
        78410GAD6
        
          
          
        
        4745000.00000000
        PA
        USD
        4634488.95000000
        0.054827458417
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-02-15
          Fixed
          3.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        T-MOBILE USA INC
        549300V2JRLO5DIFGE82
        T-Mobile USA Inc
        87264ACD5
        
          
          
        
        975000.00000000
        PA
        USD
        928687.50000000
        0.010986664514
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-04-15
          Fixed
          3.37500000
          N
          N
          N
        
        
          N
          N
          
        
      
      
        BNP PARIBAS
        R0MUWSFPU8MPRO8K5P83
        BNP PARIBAS (PARIS)
        000000000
        
          
        
        4270000.00000000
        PA
        USD
        4270000.00000000
        0.050515439775
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2022-04-01
          Fixed
          0.31000000
          N
          N
          N
        
        
          
          N
          N
        
      
      
        CREDIT INDUSTRIEL ET COMMERCIAL (NEW YORK)
        N4JDFKKH2FTD8RKFXO39
        CREDIT INDUSTRIEL ET COMMERCIAL (NEW YORK)
        22536U2T6
        
          
        
        350000.00000000
        PA
        USD
        349803.92000000
        0.004138290129
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2022-07-07
          Floating
          0.28160000
          N
          N
          N
        
        
          
          N
          N
        
      
      
        CITIGROUP GLOBAL MARKETS INC.
        MBNUM2BPBDO7JBLYG310
        MICROSOFT CORP
        000000000
        
          
          
        
        -119.00000000
        NC
        USD
        -225902.61000000
        -0.00267249875
        N/A
        DE
        CORP
        US
        N
        
        2
        
          
            
              CITIGROUP GLOBAL MARKETS INC.
              MBNUM2BPBDO7JBLYG310
            
            Call
            Written
            
              
                MICROSOFT CORP
                MICROSOFT CORP
                
                  
                  
                  
                
              
            
            100.00000000
            340.00000000
            USD
            2023-01-20
            XXXX
            15719.75000000
          
        
        
          N
          N
          N
        
      
      
        J.P. MORGAN SECURITIES LLC
        ZBUT11V806EZRVTWT807
        EXELON CORP
        000000000
        
          
          
        
        -774.00000000
        NC
        USD
        -654030.00000000
        -0.00773738011
        N/A
        DE
        CORP
        US
        N
        
        2
        
          
            
              J.P. MORGAN SECURITIES LLC
              ZBUT11V806EZRVTWT807
            
            Call
            Written
            
              
                Exelon Corp
                Exelon Corp
                
                  
                  
                  
                
              
            
            100.00000000
            60.00000000
            USD
            2023-01-20
            XXXX
            -428486.40000000
          
        
        
          N
          N
          N
        
      
      
        GOLDMAN SACHS & CO. LLC
        FOR8UP27PHTHYVLBNG30
        ALAMOS GOLD INC
        000000000
        
          
          
        
        -15.00000000
        NC
        USD
        -281120.74000000
        -0.00332574655
        N/A
        DE
        CORP
        US
        N
        
        2
        
          
            
              GOLDMAN SACHS & CO. LLC
              FOR8UP27PHTHYVLBNG30
            
            Call
            Written
            
              
                AMAZON.COM INC
                AMAZON.COM INC
                
                  
                  
                  
                
              
            
            100.00000000
            3800.00000000
            USD
            2023-01-20
            XXXX
            -20315.89000000
          
        
        
          N
          N
          N
        
      
      
        TRANSDIGM INC
        88Q84GB3X55CF5OC7582
        TransDigm Inc
        893647BB2
        
          
          
        
        940000.00000000
        PA
        USD
        949682.00000000
        0.011235036036
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-06-15
          Fixed
          6.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CITIGROUP GLOBAL MARKETS INC.
        MBNUM2BPBDO7JBLYG310
        REPUBLIC SERVICES INC
        000000000
        
          
          
        
        -125.00000000
        NC
        USD
        -58867.79000000
        -0.00069642442
        N/A
        DE
        CORP
        US
        N
        
        2
        
          
            
              CITIGROUP GLOBAL MARKETS INC.
              MBNUM2BPBDO7JBLYG310
            
            Call
            Written
            
              
                Republic Services Inc
                Republic Services Inc
                
                  
                  
                  
                
              
            
            100.00000000
            135.00000000
            USD
            2022-07-15
            XXXX
            -12161.54000000
          
        
        
          N
          N
          N
        
      
      
        CMS Energy Corp
        549300IA9XFBAGNIBW29
        CMS Energy Corp
        125896100
        
          
          
        
        730185.00000000
        NS
        USD
        51069138.90000000
        0.604163936883
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        SENSATA TECHNOLOGIES BV
        PUCKW5P5O3XMOZVH7T53
        Sensata Technologies BV
        81725WAK9
        
          
          
        
        2540000.00000000
        PA
        USD
        2422423.40000000
        0.028658028893
        Long
        DBT
        CORP
        NL
        
        N
        
        2
        
          2029-04-15
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SENSATA TECHNOLOGIES BV
        PUCKW5P5O3XMOZVH7T53
        Sensata Technologies BV
        81725WAG8
        
          
          
        
        4220000.00000000
        PA
        USD
        4351706.20000000
        0.051482049758
        Long
        DBT
        CORP
        NL
        
        N
        
        2
        
          2023-10-15
          Fixed
          4.87500000
          N
          N
          N
        
        
          N
          N
          
        
      
      
        CITIGROUP GLOBAL MARKETS INC.
        MBNUM2BPBDO7JBLYG310
        PNC FINANCIAL SERVICES GROUP INC/THE
        000000000
        
          
          
        
        -149.00000000
        NC
        USD
        -58264.06000000
        -0.00068928211
        N/A
        DE
        CORP
        US
        N
        
        2
        
          
            
              CITIGROUP GLOBAL MARKETS INC.
              MBNUM2BPBDO7JBLYG310
            
            Call
            Written
            
              
                PNC Financial Services Group I
                PNC Financial Services Group Inc/The
                
                  
                  
                  
                
              
            
            100.00000000
            230.00000000
            USD
            2023-01-20
            XXXX
            94949.66000000
          
        
        
          N
          N
          N
        
      
      
        PETVET CARE CENTERS LLC
        549300V0HK8MSXZNOM91
        PETVET CARE CENTERS LLC
        70476XAK1
        
          
        
        12415911.25000000
        PA
        USD
        12356414.20000000
        0.146180256993
        Long
        LON
        CORP
        US
        N
        
        2
        
          2025-02-15
          Floating
          4.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        T-MOBILE USA INC
        549300V2JRLO5DIFGE82
        T-Mobile USA Inc
        87264ABS3
        
          
          
        
        205000.00000000
        PA
        USD
        187389.48000000
        0.002216876344
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-02-15
          Fixed
          2.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AVANTOR FUNDING INC
        5493003VM0XB4U8YD238
        Avantor Funding Inc
        05352TAA7
        
          
          
        
        11430000.00000000
        PA
        USD
        11318957.55000000
        0.133906819306
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-07-15
          Fixed
          4.62500000
          N
          N
          N
        
        
          N
          N
          
        
      
      
        CITIGROUP GLOBAL MARKETS INC.
        MBNUM2BPBDO7JBLYG310
        UNITEDHEALTH GROUP INC
        000000000
        
          
          
        
        -292.00000000
        NC
        USD
        -1094410.55000000
        -0.01294722019
        N/A
        DE
        CORP
        US
        N
        
        2
        
          
            
              CITIGROUP GLOBAL MARKETS INC.
              MBNUM2BPBDO7JBLYG310
            
            Call
            Written
            
              
                UNITEDHEALTH GROUP INC
                UNITEDHEALTH GROUP INC
                
                  
                  
                  
                
              
            
            100.00000000
            540.00000000
            USD
            2023-01-20
            XXXX
            -304553.47000000
          
        
        
          N
          N
          N
        
      
      
        SIX FLAGS ENTERTAINMENT
        549300JYTDUAA4JQ3717
        Six Flags Entertainment Corp
        83001AAB8
        
          
          
        
        34751000.00000000
        PA
        USD
        34792701.20000000
        0.411608571919
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2024-07-31
          Fixed
          4.87500000
          N
          N
          N
        
        
          N
          N
          
        
      
      
        CITIGROUP GLOBAL MARKETS INC.
        MBNUM2BPBDO7JBLYG310
        UNITEDHEALTH GROUP INC
        000000000
        
          
          
        
        -164.00000000
        NC
        USD
        -483659.56000000
        -0.00572184435
        N/A
        DE
        CORP
        US
        N
        
        2
        
          
            
              CITIGROUP GLOBAL MARKETS INC.
              MBNUM2BPBDO7JBLYG310
            
            Call
            Written
            
              
                UNITEDHEALTH GROUP INC
                UNITEDHEALTH GROUP INC
                
                  
                  
                  
                
              
            
            100.00000000
            560.00000000
            USD
            2023-01-20
            XXXX
            -52123.08000000
          
        
        
          N
          N
          N
        
      
      
        T-MOBILE USA INC
        549300V2JRLO5DIFGE82
        T-Mobile USA Inc
        87264ABW4
        
          
          
        
        2825000.00000000
        PA
        USD
        2662675.50000000
        0.031500286618
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2031-04-15
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          
        
      
      
        Project Boost Purchaser LLC
        N/A
        JD POWER TL B 05/30/2026
        74339NAE6
        
          
        
        2904597.50000000
        PA
        USD
        2879182.27000000
        0.034061629640
        Long
        LON
        CORP
        US
        N
        
        2
        
          2026-05-30
          Floating
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Public Service Enterprise Grou
        PUSS41EMO3E6XXNV3U28
        Public Service Enterprise Group Inc
        744573106
        
          
          
        
        1060884.00000000
        NS
        USD
        74261880.00000000
        0.878541341160
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        CITIGROUP GLOBAL MARKETS INC.
        MBNUM2BPBDO7JBLYG310
        AMAZON.COM INC
        000000000
        
          
          
        
        -11.00000000
        NC
        USD
        -37532.03000000
        -0.00044401569
        N/A
        DE
        CORP
        US
        N
        
        2
        
          
            
              CITIGROUP GLOBAL MARKETS INC.
              MBNUM2BPBDO7JBLYG310
            
            Call
            Written
            
              
                AMAZON.COM INC
                AMAZON.COM INC
                
                  
                  
                  
                
              
            
            100.00000000
            4900.00000000
            USD
            2023-01-20
            XXXX
            182821.40000000
          
        
        
          N
          N
          N
        
      
      
        SANTANDER UK PLC
        N/A
        SANTANDER UK PLC
        000000000
        
          
        
        500000.00000000
        PA
        USD
        499776.50000000
        0.005912512807
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2022-05-03
          Fixed
          0.29500000
          N
          N
          N
        
        
          
          N
          N
        
      
      
        AVANTOR FUNDING INC
        5493003VM0XB4U8YD238
        Avantor Funding Inc
        05352TAB5
        
          
          
        
        1115000.00000000
        PA
        USD
        1049582.95000000
        0.012416895620
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-11-01
          Fixed
          3.87500000
          N
          N
          N
        
        
          N
          N
          
        
      
      
        GOLDMAN SACHS & CO. LLC
        FOR8UP27PHTHYVLBNG30
        ALPHABET INC
        000000000
        
          
          
        
        -11.00000000
        NC
        USD
        -807292.54000000
        -0.00955052404
        N/A
        DE
        CORP
        US
        N
        
        2
        
          
            
              GOLDMAN SACHS & CO. LLC
              FOR8UP27PHTHYVLBNG30
            
            Call
            Written
            
              
                ALPHABET INC-CL A
                ALPHABET INC
                
                  
                  
                  
                
              
            
            100.00000000
            2100.00000000
            USD
            2022-09-16
            XXXX
            -652492.07000000
          
        
        
          N
          N
          N
        
      
      
        ROPER TECHNOLOGIES INC
        54930003T4SXCIWVXY35
        ROPER TECHNOLOGIES INC
        776696106
        
          
          
        
        183175.00000000
        NS
        USD
        86500730.25000000
        1.023330779738
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        SNAP INC
        549300JNC0L6VP8A2Q35
        Snap Inc
        83304AAE6
        
          
          
        
        6452000.00000000
        PA
        USD
        5529364.00000000
        0.065414111039
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-05-01
          None
          0.00000000
          N
          N
          N
          N
          N
          
            
              Snap Inc
              Snap Inc
              USD
              
                
                
                
              
            
          
          
            
          
          XXXX
        
        
          N
          N
          N
        
      
      
        LGC GRP TL BK 01/24/27
        549300GHXFJ3EKF50583
        LGC GRP TL BK
        000000000
        
          
        
        14399875.13000000
        PA
        USD
        14075877.94000000
        0.166522052544
        Long
        LON
        CORP
        US
        N
        
        2
        
          2027-01-24
          Floating
          3.70743000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CITIGROUP GLOBAL MARKETS INC.
        MBNUM2BPBDO7JBLYG310
        BAXTER INTERNATIONAL INC
        000000000
        
          
          
        
        -334.00000000
        NC
        USD
        -97235.14000000
        -0.00115032221
        N/A
        DE
        CORP
        US
        N
        
        2
        
          
            
              CITIGROUP GLOBAL MARKETS INC.
              MBNUM2BPBDO7JBLYG310
            
            Call
            Written
            
              
                Baxter International Inc
                Baxter International Inc
                
                  
                  
                  
                
              
            
            100.00000000
            87.50000000
            USD
            2023-01-20
            XXXX
            115522.86000000
          
        
        
          N
          N
          N
        
      
      
        ALPHABET INC-CL A
        5493006MHB84DD0ZWV18
        ALPHABET INC
        02079K305
        
          
          
        
        44358.00000000
        NS
        USD
        123375123.30000000
        1.459566419404
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        SENSATA TECHNOLOGIES BV
        PUCKW5P5O3XMOZVH7T53
        Sensata Technologies BV
        81725WAH6
        
          
          
        
        1430000.00000000
        PA
        USD
        1481544.35000000
        0.017527134516
        Long
        DBT
        CORP
        NL
        
        N
        
        2
        
          2024-11-01
          Fixed
          5.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ALLIANT HOLDINGS INTERMEDI
        5493006Q26653NF8SI73
        Alliant Holdings Intermediate LLC
        01881UAF2
        
          
        
        284269.23000000
        PA
        USD
        281485.67000000
        0.003330063796
        Long
        LON
        CORP
        US
        N
        
        2
        
          2025-05-10
          None
          0.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CANADIAN IMPERIAL BANK OF COMMERCE
        2IGI19DL77OX0HC3ZE78
        CANADIAN IMPERIAL BANK OF COMMERCE (TORONTO)
        000000000
        
          
        
        1090000.00000000
        PA
        USD
        1090000.00000000
        0.012895042003
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2022-04-01
          Fixed
          0.30000000
          N
          N
          N
        
        
          
          N
          N
        
      
      
        ADMI Corp
        5493008U1LYGMQWO7N12
        ADMI Corp
        00709LAJ6
        
          
        
        22083662.50000000
        PA
        USD
        21860065.42000000
        0.258611432836
        Long
        LON
        CORP
        US
        N
        
        2
        
          2027-12-23
          Floating
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GOLDMAN SACHS & CO. LLC
        FOR8UP27PHTHYVLBNG30
        AMAZON.COM INC
        000000000
        
          
          
        
        -9.00000000
        NC
        USD
        -90725.88000000
        -0.00107331562
        N/A
        DE
        CORP
        US
        N
        
        2
        
          
            
              GOLDMAN SACHS & CO. LLC
              FOR8UP27PHTHYVLBNG30
            
            Call
            Written
            
              
                AMAZON.COM INC
                AMAZON.COM INC
                
                  
                  
                  
                
              
            
            100.00000000
            4200.00000000
            USD
            2023-01-20
            XXXX
            156977.25000000
          
        
        
          N
          N
          N
        
      
      
        SUMITOMO MITSUI TRUST BANK, LTD. (SINGAPORE)
        N/A
        SUMITOMO MIT/SINGAPORE -- SUMTSG CP
        000000000
        
          
        
        675000.00000000
        PA
        USD
        674951.39000000
        0.007984886719
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2022-04-08
          None
          0.00000000
          N
          N
          N
        
        
          
          N
          N
        
      
      
        SUSQUEHANNA FINANCIAL GROUP, LLLP
        549300E8QX0ZMRDC2M81
        ALPHABET INC
        000000000
        
          
          
        
        -5.00000000
        NC
        USD
        -221955.48000000
        -0.00262580297
        N/A
        DE
        CORP
        US
        N
        
        2
        
          
            
              SUSQUEHANNA FINANCIAL GROUP, LLLP
              549300E8QX0ZMRDC2M81
            
            Call
            Written
            
              
                ALPHABET INC-CL A
                ALPHABET INC
                
                  
                  
                  
                
              
            
            100.00000000
            2450.00000000
            USD
            2022-09-16
            XXXX
            -88220.48000000
          
        
        
          N
          N
          N
        
      
      
        GOLDMAN SACHS & CO. LLC
        FOR8UP27PHTHYVLBNG30
        ABBOTT LABORATORIES
        000000000
        
          
          
        
        -104.00000000
        NC
        USD
        -46124.41000000
        -0.00054566624
        N/A
        DE
        CORP
        US
        N
        
        2
        
          
            
              GOLDMAN SACHS & CO. LLC
              FOR8UP27PHTHYVLBNG30
            
            Call
            Written
            
              
                Abbott Laboratories
                Abbott Laboratories
                
                  
                  
                  
                
              
            
            100.00000000
            135.00000000
            USD
            2023-01-20
            XXXX
            52673.51000000
          
        
        
          N
          N
          N
        
      
      
        STORABLE INC
        2549000AWFN27KOH3F59
        Storable Inc
        86210LAC2
        
          
        
        1100000.00000000
        PA
        USD
        1088312.50000000
        0.012875078349
        Long
        LON
        CORP
        US
        N
        
        2
        
          2028-04-16
          Floating
          3.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        TELEFLEX INC
        UUL85LWXB4NGSWWXIQ25
        Teleflex Inc
        879369AF3
        
          
          
        
        6015000.00000000
        PA
        USD
        6104473.13000000
        0.072217832496
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-11-15
          Fixed
          4.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SUSQUEHANNA FINANCIAL GROUP, LLLP
        549300E8QX0ZMRDC2M81
        MICROSOFT CORP
        000000000
        
          
          
        
        -192.00000000
        NC
        USD
        -364481.53000000
        -0.00431193086
        N/A
        DE
        CORP
        US
        N
        
        2
        
          
            
              SUSQUEHANNA FINANCIAL GROUP, LLLP
              549300E8QX0ZMRDC2M81
            
            Call
            Written
            
              
                MICROSOFT CORP
                MICROSOFT CORP
                
                  
                  
                  
                
              
            
            100.00000000
            340.00000000
            USD
            2023-01-20
            XXXX
            -116999.29000000
          
        
        
          N
          N
          N
        
      
      
        LANDESBANK BADEN-WURTTEMBERG (NEW YORK)
        N/A
        LANDESBANK BADEN-WURTTEMBERG (NEW YORK)
        000000000
        
          
        
        700000.00000000
        PA
        USD
        699647.90000000
        0.008277054181
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2022-05-05
          Fixed
          0.23000000
          N
          N
          N
        
        
          
          N
          N
        
      
      
        HUB INTERNATIONAL LTD
        549300JQT6ATTUNS5E06
        HUB International Ltd
        000000000
        
          
        
        3016904.75000000
        PA
        USD
        2986563.74000000
        0.035331986122
        Long
        LON
        CORP
        US
        N
        
        2
        
          2025-04-25
          Floating
          3.26714000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Baxter International Inc
        J5OIVXX3P24RJRW5CK77
        Baxter International Inc
        071813109
        
          
          
        
        100200.00000000
        NS
        USD
        7769508.00000000
        0.091915717437
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        SURGERY CENTER HOLDINGS
        54930054EVI5HWPPW113
        Surgery Center Holdings Inc
        86881WAD4
        
          
          
        
        6760000.00000000
        PA
        USD
        7108816.00000000
        0.084099523775
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-04-15
          Fixed
          10.00000000
          N
          N
          N
        
        
          N
          N
          
        
      
      
        Heartland Dental LLC
        5493008FRC0GRKBN1075
        HEARTLAND DENTAL TL1BANK
        42236WAH0
        
          
        
        30240813.31000000
        PA
        USD
        29951015.60000000
        0.354329912121
        Long
        LON
        CORP
        US
        N
        
        2
        
          2025-04-30
          Floating
          3.95743000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        WELLS FARGO SECURITIES, LLC
        VYVVCKR63DVZZN70PB21
        YUM! BRANDS INC
        000000000
        
          
          
        
        -101.00000000
        NC
        USD
        -22113.29000000
        -0.00026160715
        N/A
        DE
        CORP
        US
        N
        
        2
        
          
            
              WELLS FARGO SECURITIES, LLC
              VYVVCKR63DVZZN70PB21
            
            Call
            Written
            
              
                YUM! BRANDS INC
                YUM! BRANDS INC
                
                  
                  
                  
                
              
            
            100.00000000
            145.00000000
            USD
            2023-01-20
            XXXX
            10913.71000000
          
        
        
          N
          N
          N
        
      
      
        ALPHABET INC
        5493006MHB84DD0ZWV18
        ALPHABET INC-CL C
        02079K107
        
          
          
        
        65840.00000000
        NS
        USD
        183890461.60000000
        2.175481859074
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        CEDAR FAIR/CAN/MAGNUM/MI
        N/A
        Cedar Fair LP / Canada's Wonderland Co / Magnum Management Corp / Millennium Op
        150190AB2
        
          
          
        
        16455000.00000000
        PA
        USD
        16323113.18000000
        0.193107550537
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-04-15
          Fixed
          5.37500000
          N
          N
          N
        
        
          N
          N
          
        
      
      
        J.P. MORGAN SECURITIES LLC
        ZBUT11V806EZRVTWT807
        MICROSOFT CORP
        000000000
        
          
          
        
        -387.00000000
        NC
        USD
        -603820.59000000
        -0.00714338703
        N/A
        DE
        CORP
        US
        N
        
        2
        
          
            
              J.P. MORGAN SECURITIES LLC
              ZBUT11V806EZRVTWT807
            
            Call
            Written
            
              
                MICROSOFT CORP
                MICROSOFT CORP
                
                  
                  
                  
                
              
            
            100.00000000
            350.00000000
            USD
            2023-01-20
            XXXX
            -12871.59000000
          
        
        
          N
          N
          N
        
      
      
        GOLDMAN SACHS & CO. LLC
        FOR8UP27PHTHYVLBNG30
        MCDONALD'S CORP
        000000000
        
          
          
        
        -115.00000000
        NC
        USD
        -98044.30000000
        -0.00115989483
        N/A
        DE
        CORP
        US
        N
        
        2
        
          
            
              GOLDMAN SACHS & CO. LLC
              FOR8UP27PHTHYVLBNG30
            
            Call
            Written
            
              
                McDonald's Corp
                McDonald's Corp
                
                  
                  
                  
                
              
            
            100.00000000
            270.00000000
            USD
            2023-01-20
            XXXX
            57679.50000000
          
        
        
          N
          N
          N
        
      
      
        CITIGROUP GLOBAL MARKETS INC.
        MBNUM2BPBDO7JBLYG310
        REPUBLIC SERVICES INC
        000000000
        
          
          
        
        -125.00000000
        NC
        USD
        -21879.78000000
        -0.00025884466
        N/A
        DE
        CORP
        US
        N
        
        2
        
          
            
              CITIGROUP GLOBAL MARKETS INC.
              MBNUM2BPBDO7JBLYG310
            
            Call
            Written
            
              
                Republic Services Inc
                Republic Services Inc
                
                  
                  
                  
                
              
            
            100.00000000
            145.00000000
            USD
            2022-07-15
            XXXX
            -4767.28000000
          
        
        
          N
          N
          N
        
      
      
        GOLDMAN SACHS & CO. LLC
        FOR8UP27PHTHYVLBNG30
        STARBUCKS CORP
        000000000
        
          
          
        
        -439.00000000
        NC
        USD
        -150788.62000000
        -0.00178387668
        N/A
        DE
        CORP
        US
        N
        
        2
        
          
            
              GOLDMAN SACHS & CO. LLC
              FOR8UP27PHTHYVLBNG30
            
            Call
            Written
            
              
                Starbucks Corp
                Starbucks Corp
                
                  
                  
                  
                
              
            
            100.00000000
            105.00000000
            USD
            2023-01-20
            XXXX
            159356.10000000
          
        
        
          N
          N
          N
        
      
      
        COOPERAT RABOBANK UA/NY
        DG3RU1DBUFHT4ZF9WN62
        Cooperatieve Rabobank UA/NY
        21684LCM2
        
          
        
        725000.00000000
        PA
        USD
        724560.87000000
        0.008571782433
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2022-07-11
          Floating
          0.33666700
          N
          N
          N
        
        
          
          N
          N
        
      
      
        TENET HEALTHCARE CORP
        0W9AIBT6U6ADJ2I8HK17
        Tenet Healthcare Corp
        88033GDC1
        
          
          
        
        2700000.00000000
        PA
        USD
        2722950.00000000
        0.032213352865
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2024-09-01
          Fixed
          4.62500000
          N
          N
          N
        
        
          N
          N
          
        
      
      
        BOOZ ALLEN HAMILTON INC
        549300D7XCH2480XU542
        Booz Allen Hamilton Inc
        09951LAA1
        
          
          
        
        1520000.00000000
        PA
        USD
        1468920.40000000
        0.017377789227
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-09-01
          Fixed
          3.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CLARIV SCI HLD CORP
        N/A
        Clarivate Science Holdings Corp
        18064PAD1
        
          
          
        
        1280000.00000000
        PA
        USD
        1206918.40000000
        0.014278223360
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-07-01
          Fixed
          4.87500000
          N
          N
          N
        
        
          N
          N
          
        
      
      
        WELLS FARGO SECURITIES, LLC
        VYVVCKR63DVZZN70PB21
        WALMART INC
        000000000
        
          
          
        
        -104.00000000
        NC
        USD
        -70329.77000000
        -0.00083202324
        N/A
        DE
        CORP
        US
        N
        
        2
        
          
            
              WELLS FARGO SECURITIES, LLC
              VYVVCKR63DVZZN70PB21
            
            Call
            Written
            
              
                Walmart Inc
                Walmart Inc
                
                  
                  
                  
                
              
            
            100.00000000
            160.00000000
            USD
            2023-01-20
            XXXX
            -25401.77000000
          
        
        
          N
          N
          N
        
      
      
        CITIGROUP GLOBAL MARKETS INC.
        MBNUM2BPBDO7JBLYG310
        DOLLAR GENERAL CORP
        000000000
        
          
          
        
        -198.00000000
        NC
        USD
        -343494.43000000
        -0.00406364688
        N/A
        DE
        CORP
        US
        N
        
        2
        
          
            
              CITIGROUP GLOBAL MARKETS INC.
              MBNUM2BPBDO7JBLYG310
            
            Call
            Written
            
              
                Dollar General Corp
                Dollar General Corp
                
                  
                  
                  
                
              
            
            100.00000000
            230.00000000
            USD
            2023-01-20
            XXXX
            -46177.63000000
          
        
        
          N
          N
          N
        
      
      
        FORMULA ONE TL B 1L BANKD
        549300BBG8Z3D6QSYP53
        FORMULA ONE TL B 1L BANKD
        000000000
        
          
        
        37950000.00000000
        PA
        USD
        37755506.25000000
        0.446659485284
        Long
        LON
        CORP
        LU
        N
        
        2
        
          2024-02-01
          Floating
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        USI INC/NY
        N/A
        USI Inc/NY
        000000000
        
          
        
        51985597.63000000
        PA
        USD
        51737366.40000000
        0.612069277874
        Long
        LON
        CORP
        US
        N
        
        2
        
          2024-05-16
          Floating
          4.00600000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Ascend Learning LLC
        549300T466HKRLVCD610
        ASCEND LEARNING TL 7/17
        04349HAK0
        
          
        
        16397596.00000000
        PA
        USD
        16223371.54000000
        0.191927575640
        Long
        LON
        CORP
        US
        N
        
        2
        
          2028-12-10
          Floating
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        YUM! BRANDS INC
        549300JE8XHZZ7OHN517
        Yum! Brands Inc
        988498AN1
        
          
          
        
        2409000.00000000
        PA
        USD
        2200470.94000000
        0.026032261650
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2031-03-15
          Fixed
          3.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        COOPERATIEVE RABOBANK UA
        N/A
        COOPERATIEVE RABOBANK UA (NEW YORK)
        000000000
        
          
        
        3160000.00000000
        PA
        USD
        3160000.00000000
        0.037383791496
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2022-04-01
          Fixed
          0.30000000
          N
          N
          N
        
        
          
          N
          N
        
      
      
        J.P. MORGAN SECURITIES LLC
        ZBUT11V806EZRVTWT807
        INTERCONTINENTAL EXCHANGE INC
        000000000
        
          
          
        
        -83.00000000
        NC
        USD
        -105281.39000000
        -0.00124551187
        N/A
        DE
        CORP
        US
        N
        
        2
        
          
            
              J.P. MORGAN SECURITIES LLC
              ZBUT11V806EZRVTWT807
            
            Call
            Written
            
              
                INTERCONTINENTAL EXCHANGE INC
                INTERCONTINENTAL EXCHANGE IN
                
                  
                  
                  
                
              
            
            100.00000000
            130.00000000
            USD
            2023-01-20
            XXXX
            -19210.39000000
          
        
        
          N
          N
          N
        
      
      
        J.P. MORGAN SECURITIES LLC
        ZBUT11V806EZRVTWT807
        MICROSOFT CORP
        000000000
        
          
          
        
        -388.00000000
        NC
        USD
        -545975.56000000
        -0.00645906218
        N/A
        DE
        CORP
        US
        N
        
        2
        
          
            
              J.P. MORGAN SECURITIES LLC
              ZBUT11V806EZRVTWT807
            
            Call
            Written
            
              
                MICROSOFT CORP
                MICROSOFT CORP
                
                  
                  
                  
                
              
            
            100.00000000
            355.00000000
            USD
            2023-01-20
            XXXX
            -7819.56000000
          
        
        
          N
          N
          N
        
      
      
        WELBILT INC
        549300UR3W71YLZWI068
        Welbilt Inc
        563568AB0
        
          
          
        
        5885000.00000000
        PA
        USD
        6001523.00000000
        0.070999900156
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2024-02-15
          Fixed
          9.50000000
          N
          N
          N
        
        
          N
          N
          
        
      
      
        CITIGROUP GLOBAL MARKETS INC.
        MBNUM2BPBDO7JBLYG310
        MICROSOFT CORP
        000000000
        
          
          
        
        -267.00000000
        NC
        USD
        -340007.97000000
        -0.00402240096
        N/A
        DE
        CORP
        US
        N
        
        2
        
          
            
              CITIGROUP GLOBAL MARKETS INC.
              MBNUM2BPBDO7JBLYG310
            
            Call
            Written
            
              
                MICROSOFT CORP
                MICROSOFT CORP
                
                  
                  
                  
                
              
            
            100.00000000
            360.00000000
            USD
            2023-01-20
            XXXX
            49894.80000000
          
        
        
          N
          N
          N
        
      
      
        BETHESDA SECURITIES, LLC
        254900O3C3TARG6WQ048
        BETHESDA SECURITIES LLC
        000000000
        
          
        
        2900254.00000000
        PA
        USD
        2900254.00000000
        0.034310914817
        Long
        RA
        CORP
        US
        N
        
        2
        
          Repurchase
          
            
              
            
          
          Y
          0.33000000
          2022-04-01
          
            
              12483695.20735293
              USD
              2987261.61941995
              USD
              AMBS
            
          
        
        
          
          N
          N
        
      
      
        OLD LINE FUNDING LLC
        N/A
        OLD LINE FUNDING LLC
        000000000
        
          
        
        275000.00000000
        PA
        USD
        274885.32000000
        0.003251979584
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2022-04-27
          Fixed
          0.25000000
          N
          N
          N
        
        
          
          N
          N
        
      
      
        RYAN SPECIALTY GROUP
        549300K52N7QBO3PYY45
        Ryan Specialty Group LLC
        78351MAA0
        
          
          
        
        480000.00000000
        PA
        USD
        454200.00000000
        0.005373328511
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-02-01
          Fixed
          4.37500000
          N
          N
          N
        
        
          N
          N
          
        
      
      
        CITIGROUP GLOBAL MARKETS INC.
        MBNUM2BPBDO7JBLYG310
        BAXTER INTERNATIONAL INC
        000000000
        
          
          
        
        -334.00000000
        NC
        USD
        -62142.36000000
        -0.00073516361
        N/A
        DE
        CORP
        US
        N
        
        2
        
          
            
              CITIGROUP GLOBAL MARKETS INC.
              MBNUM2BPBDO7JBLYG310
            
            Call
            Written
            
              
                Baxter International Inc
                Baxter International Inc
                
                  
                  
                  
                
              
            
            100.00000000
            92.50000000
            USD
            2023-01-20
            XXXX
            57095.64000000
          
        
        
          N
          N
          N
        
      
      
        GOLDMAN SACHS & CO. LLC
        FOR8UP27PHTHYVLBNG30
        STARBUCKS CORP
        000000000
        
          
          
        
        -439.00000000
        NC
        USD
        -214938.29000000
        -0.00254278741
        N/A
        DE
        CORP
        US
        N
        
        2
        
          
            
              GOLDMAN SACHS & CO. LLC
              FOR8UP27PHTHYVLBNG30
            
            Call
            Written
            
              
                Starbucks Corp
                Starbucks Corp
                
                  
                  
                  
                
              
            
            100.00000000
            100.00000000
            USD
            2023-01-20
            XXXX
            185359.47000000
          
        
        
          N
          N
          N
        
      
      
        LENNOX INTERNATIONAL INC
        S7DWAC87RDMPBF77GJ92
        Lennox International Inc
        526107AD9
        
          
          
        
        1500000.00000000
        PA
        USD
        1502470.19000000
        0.017774693769
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2023-11-15
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GOLDMAN SACHS & CO. LLC
        FOR8UP27PHTHYVLBNG30
        ALPHABET INC
        000000000
        
          
          
        
        -11.00000000
        NC
        USD
        -927193.91000000
        -0.01096899487
        N/A
        DE
        CORP
        US
        N
        
        2
        
          
            
              GOLDMAN SACHS & CO. LLC
              FOR8UP27PHTHYVLBNG30
            
            Call
            Written
            
              
                ALPHABET INC-CL A
                ALPHABET INC
                
                  
                  
                  
                
              
            
            100.00000000
            1980.00000000
            USD
            2022-09-16
            XXXX
            -731389.18000000
          
        
        
          N
          N
          N
        
      
      
        IRB HOLDING CORP
        549300HVW4WNWYBXN830
        IRB Holding Corp
        44988MAA3
        
          
          
        
        445000.00000000
        PA
        USD
        453274.78000000
        0.005362382869
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-02-15
          Fixed
          6.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CITIGROUP GLOBAL MARKETS INC.
        MBNUM2BPBDO7JBLYG310
        DOLLAR GENERAL CORP
        000000000
        
          
          
        
        -198.00000000
        NC
        USD
        -444324.36000000
        -0.00525649659
        N/A
        DE
        CORP
        US
        N
        
        2
        
          
            
              CITIGROUP GLOBAL MARKETS INC.
              MBNUM2BPBDO7JBLYG310
            
            Call
            Written
            
              
                Dollar General Corp
                Dollar General Corp
                
                  
                  
                  
                
              
            
            100.00000000
            220.00000000
            USD
            2023-01-20
            XXXX
            -67332.36000000
          
        
        
          N
          N
          N
        
      
      
        UKG INC
        529900FKHWSTQ1GXK240
        UKG Inc
        000000000
        
          
        
        2803125.00000000
        PA
        USD
        2797286.09000000
        0.033092772134
        Long
        LON
        CORP
        US
        N
        
        2
        
          2026-05-04
          Floating
          4.75600000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GOLDMAN SACHS & CO. LLC
        FOR8UP27PHTHYVLBNG30
        AMAZON.COM INC
        000000000
        
          
          
        
        -9.00000000
        NC
        USD
        -123871.18000000
        -0.00146543492
        N/A
        DE
        CORP
        US
        N
        
        2
        
          
            
              GOLDMAN SACHS & CO. LLC
              FOR8UP27PHTHYVLBNG30
            
            Call
            Written
            
              
                AMAZON.COM INC
                AMAZON.COM INC
                
                  
                  
                  
                
              
            
            100.00000000
            4000.00000000
            USD
            2023-01-20
            XXXX
            182327.09000000
          
        
        
          N
          N
          N
        
      
      
        PHOTO HOLDINGS MERGER SU
        N/A
        Photo Holdings Merger Sub Inc
        719245AD4
        
          
          
        
        7450000.00000000
        PA
        USD
        7110429.00000000
        0.084118606072
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-10-01
          Fixed
          8.50000000
          N
          N
          N
        
        
          N
          N
          
        
      
      
        GOLDMAN SACHS & CO. LLC
        FOR8UP27PHTHYVLBNG30
        ALPHABET INC
        000000000
        
          
          
        
        -20.00000000
        NC
        USD
        -191258.91000000
        -0.00226265291
        N/A
        DE
        CORP
        US
        N
        
        2
        
          
            
              GOLDMAN SACHS & CO. LLC
              FOR8UP27PHTHYVLBNG30
            
            Call
            Written
            
              
                ALPHABET INC-CL A
                ALPHABET INC
                
                  
                  
                  
                
              
            
            100.00000000
            3400.00000000
            USD
            2023-01-20
            XXXX
            69681.09000000
          
        
        
          N
          N
          N
        
      
      
        CITIGROUP GLOBAL MARKETS INC.
        MBNUM2BPBDO7JBLYG310
        AMAZON.COM INC
        000000000
        
          
          
        
        -11.00000000
        NC
        USD
        -69206.51000000
        -0.00081873472
        N/A
        DE
        CORP
        US
        N
        
        2
        
          
            
              CITIGROUP GLOBAL MARKETS INC.
              MBNUM2BPBDO7JBLYG310
            
            Call
            Written
            
              
                AMAZON.COM INC
                AMAZON.COM INC
                
                  
                  
                  
                
              
            
            100.00000000
            4500.00000000
            USD
            2023-01-20
            XXXX
            245153.80000000
          
        
        
          N
          N
          N
        
      
      
        WOOF HOLDINGS INC
        N/A
        Woof Holdings Inc
        98082EAB0
        
          
        
        3291750.00000000
        PA
        USD
        3271176.56000000
        0.038699045084
        Long
        LON
        CORP
        US
        N
        
        2
        
          2027-12-21
          Floating
          4.67786000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        YUM! BRANDS INC
        549300JE8XHZZ7OHN517
        YUM! BRANDS INC
        988498101
        
          
          
        
        2163072.00000000
        NS
        USD
        256388924.16000000
        3.033161418622
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        AZALEA TOPCO INC
        549300HC42NZULO53062
        Azalea Topco Inc
        29102TAB8
        
          
        
        24927940.19000000
        PA
        USD
        24666196.82000000
        0.291808847763
        Long
        LON
        CORP
        US
        N
        
        2
        
          2026-07-25
          Floating
          3.79900000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        TELEFLEX INC
        UUL85LWXB4NGSWWXIQ25
        Teleflex Inc
        879369AG1
        
          
          
        
        700000.00000000
        PA
        USD
        682944.50000000
        0.008079447718
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-06-01
          Fixed
          4.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        REALPAGE INC
        5493001RSFZX4122A604
        RealPage Inc
        75605VAD4
        
          
        
        225000.00000000
        PA
        USD
        222806.25000000
        0.002635867846
        Long
        LON
        CORP
        US
        N
        
        2
        
          2028-04-22
          None
          0.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SIRIUS XM RADIO INC
        WP5O65E6BMU84LNO4227
        Sirius XM Radio Inc
        82967NBA5
        
          
          
        
        12390000.00000000
        PA
        USD
        12381450.90000000
        0.146476449009
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-08-01
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          
        
      
      
        CLARIVATE TL B 1L BANKDEB
        N/A
        CLARIVATE TL B 1L BANKDEB
        000000000
        
          
        
        17503437.50000000
        PA
        USD
        17367785.86000000
        0.205466356122
        Long
        LON
        CORP
        US
        N
        
        2
        
          2026-10-31
          Floating
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GOLDMAN SACHS & CO. LLC
        FOR8UP27PHTHYVLBNG30
        ALAMOS GOLD INC
        000000000
        
          
          
        
        -15.00000000
        NC
        USD
        -326268.29000000
        -0.00385985624
        N/A
        DE
        CORP
        US
        N
        
        2
        
          
            
              GOLDMAN SACHS & CO. LLC
              FOR8UP27PHTHYVLBNG30
            
            Call
            Written
            
              
                AMAZON.COM INC
                AMAZON.COM INC
                
                  
                  
                  
                
              
            
            100.00000000
            3700.00000000
            USD
            2023-01-20
            XXXX
            -22373.84000000
          
        
        
          N
          N
          N
        
      
      
        EYECARE PARTNERS TL 1L ST
        N/A
        EYECARE PARTNERS TL 1L ST
        000000000
        
          
        
        87272.73000000
        PA
        USD
        86472.70000000
        0.001022999173
        Long
        LON
        CORP
        US
        N
        
        2
        
          2028-10-14
          Floating
          4.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        salesforce.com Inc
        RCGZFPDMRW58VJ54VR07
        salesforce.com Inc
        79466L302
        
          
          
        
        490764.00000000
        NS
        USD
        104199012.48000000
        1.232707011616
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        GARTNER INC
        PP55B5R38BFB8O8HH686
        Gartner Inc
        366651AE7
        
          
          
        
        1510000.00000000
        PA
        USD
        1419890.75000000
        0.016797753084
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-10-01
          Fixed
          3.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        HUB INTL HOLDINGS TL B 1L
        549300JQT6ATTUNS5E06
        HUB International Ltd
        000000000
        
          
        
        5486256.05000000
        PA
        USD
        5431080.77000000
        0.064251389590
        Long
        LON
        CORP
        US
        N
        
        2
        
          2025-04-25
          None
          0.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GOLDMAN SACHS & CO. LLC
        FOR8UP27PHTHYVLBNG30
        ALPHABET INC
        000000000
        
          
          
        
        -11.00000000
        NC
        USD
        -947453.14000000
        -0.01120866792
        N/A
        DE
        CORP
        US
        N
        
        2
        
          
            
              GOLDMAN SACHS & CO. LLC
              FOR8UP27PHTHYVLBNG30
            
            Call
            Written
            
              
                ALPHABET INC-CL A
                ALPHABET INC
                
                  
                  
                  
                
              
            
            100.00000000
            1960.00000000
            USD
            2022-09-16
            XXXX
            -682458.08000000
          
        
        
          N
          N
          N
        
      
      
        MILEAGE PLUS HLDINGS LLC
        N/A
        Mileage Plus Holdings LLC / Mileage Plus Intellectual Property Assets Ltd
        599191AA1
        
          
          
        
        7550000.00000000
        PA
        USD
        7880312.50000000
        0.093226569439
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-06-20
          Fixed
          6.50000000
          N
          N
          N
        
        
          N
          N
          
        
      
      
        CREDIT SUISSE SECURITIES (USA) LLC
        1V8Y6QCX6YMJ2OELII46
        MEDTRONIC PLC
        000000000
        
          
          
        
        -157.00000000
        NC
        USD
        -113010.14000000
        -0.00133694541
        N/A
        DE
        CORP
        US
        N
        
        2
        
          
            
              CREDIT SUISSE SECURITIES (USA) LLC
              1V8Y6QCX6YMJ2OELII46
            
            Call
            Written
            
              
                Medtronic PLC
                Medtronic PLC
                
                  
                  
                  
                
              
            
            100.00000000
            115.00000000
            USD
            2023-01-20
            XXXX
            1913.86000000
          
        
        
          N
          N
          N
        
      
      
        GARTNER INC
        PP55B5R38BFB8O8HH686
        Gartner Inc
        366651AC1
        
          
          
        
        770000.00000000
        PA
        USD
        767998.00000000
        0.009085657310
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-07-01
          Fixed
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CREDIT SUISSE AG (NEW YORK)
        N/A
        CREDIT SUISSE AG (NEW YORK)
        000000000
        
          
        
        725000.00000000
        PA
        USD
        723890.75000000
        0.008563854703
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2022-06-09
          Fixed
          0.33000000
          N
          N
          N
        
        
          
          N
          N
        
      
      
        ALLIANT HOLD / CO-ISSUER
        N/A
        Alliant Holdings Intermediate LLC / Alliant Holdings Co-Issuer
        01883LAD5
        
          
          
        
        2625000.00000000
        PA
        USD
        2528439.38000000
        0.029912231200
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-11-01
          Fixed
          5.87500000
          N
          N
          N
        
        
          N
          N
          
        
      
      
        CMS ENERGY CORP
        549300IA9XFBAGNIBW29
        CMS Energy Corp
        125896852
        
          
          
        
        580499.00000000
        NS
        USD
        14982679.19000000
        0.177249795854
        Long
        EP
        CORP
        US
        N
        
        1
        
          N
          N
          
        
      
      
        UNITED AIRLINES 2012-1 A
        N/A
        United Airlines 2012-1 Class A Pass Through Trust
        210795PZ7
        
          
          
        
        2265491.31000000
        PA
        USD
        2274817.88000000
        0.026911809278
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2024-04-11
          Fixed
          4.15000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ATHENAHEALTH T 01/27/2029
        N/A
        ATHENAHEALTH T 01/27/2029
        000000000
        
          
        
        5756739.13000000
        PA
        USD
        5708163.77000000
        0.067529368419
        Long
        LON
        CORP
        US
        N
        
        2
        
          2029-01-27
          None
          0.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GOLDMAN SACHS & CO. LLC
        FOR8UP27PHTHYVLBNG30
        AMAZON.COM INC
        000000000
        
          
          
        
        -9.00000000
        NC
        USD
        -77551.64000000
        -0.00091746023
        N/A
        DE
        CORP
        US
        N
        
        2
        
          
            
              GOLDMAN SACHS & CO. LLC
              FOR8UP27PHTHYVLBNG30
            
            Call
            Written
            
              
                AMAZON.COM INC
                AMAZON.COM INC
                
                  
                  
                  
                
              
            
            100.00000000
            4300.00000000
            USD
            2023-01-20
            XXXX
            145660.69000000
          
        
        
          N
          N
          N
        
      
      
        CITIGROUP GLOBAL MARKETS INC.
        MBNUM2BPBDO7JBLYG310
        MICROSOFT CORP
        000000000
        
          
          
        
        -119.00000000
        NC
        USD
        -151539.13000000
        -0.00179275545
        N/A
        DE
        CORP
        US
        N
        
        2
        
          
            
              CITIGROUP GLOBAL MARKETS INC.
              MBNUM2BPBDO7JBLYG310
            
            Call
            Written
            
              
                MICROSOFT CORP
                MICROSOFT CORP
                
                  
                  
                  
                
              
            
            100.00000000
            360.00000000
            USD
            2023-01-20
            XXXX
            24717.72000000
          
        
        
          N
          N
          N
        
      
      
        WELLS FARGO SECURITIES, LLC
        VYVVCKR63DVZZN70PB21
        GENERAL ELECTRIC CO
        000000000
        
          
          
        
        -50.00000000
        NC
        USD
        -16382.15000000
        -0.00019380597
        N/A
        DE
        CORP
        US
        N
        
        2
        
          
            
              WELLS FARGO SECURITIES, LLC
              VYVVCKR63DVZZN70PB21
            
            Call
            Written
            
              
                General Electric Co
                General Electric Co
                
                  
                  
                  
                
              
            
            100.00000000
            115.00000000
            USD
            2023-01-20
            XXXX
            19674.35000000
          
        
        
          N
          N
          N
        
      
      
        CITIGROUP GLOBAL MARKETS INC.
        MBNUM2BPBDO7JBLYG310
        MICROSOFT CORP
        000000000
        
          
          
        
        -126.00000000
        NC
        USD
        -196592.75000000
        -0.00232575391
        N/A
        DE
        CORP
        US
        N
        
        2
        
          
            
              CITIGROUP GLOBAL MARKETS INC.
              MBNUM2BPBDO7JBLYG310
            
            Call
            Written
            
              
                MICROSOFT CORP
                MICROSOFT CORP
                
                  
                  
                  
                
              
            
            100.00000000
            350.00000000
            USD
            2023-01-20
            XXXX
            -63614.87000000
          
        
        
          N
          N
          N
        
      
      
        PetVet Care Centers LLC
        549300V0HK8MSXZNOM91
        PETVET CARE TLB 1L BANKDE
        70476XAH8
        
          
        
        7942869.75000000
        PA
        USD
        7834648.15000000
        0.092686345850
        Long
        LON
        CORP
        US
        N
        
        2
        
          2025-02-14
          Floating
          3.70743000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        US TREASURY N/B
        254900HROIFWPRGM1V77
        United States Treasury Note/Bond
        91282CEC1
        
          
          
        
        302052700.00000000
        PA
        USD
        294005828.80000000
        3.478181203372
        Long
        DBT
        UST
        US
        N
        
        2
        
          2027-02-28
          Fixed
          1.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        WELLS FARGO SECURITIES, LLC
        VYVVCKR63DVZZN70PB21
        YUM! BRANDS INC
        000000000
        
          
          
        
        -101.00000000
        NC
        USD
        -16345.05000000
        -0.00019336707
        N/A
        DE
        CORP
        US
        N
        
        2
        
          
            
              WELLS FARGO SECURITIES, LLC
              VYVVCKR63DVZZN70PB21
            
            Call
            Written
            
              
                YUM! BRANDS INC
                YUM! BRANDS INC
                
                  
                  
                  
                
              
            
            100.00000000
            150.00000000
            USD
            2023-01-20
            XXXX
            2945.95000000
          
        
        
          N
          N
          N
        
      
      
        NORINCHUKIN BANK (NEW YORK)
        N/A
        NORINCHUKIN BANK (NEW YORK)
        000000000
        
          
        
        325000.00000000
        PA
        USD
        324986.68000000
        0.003844694393
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2022-04-12
          Fixed
          0.22000000
          N
          N
          N
        
        
          
          N
          N
        
      
      
        CITIGROUP GLOBAL MARKETS INC.
        MBNUM2BPBDO7JBLYG310
        CITIGROUP GLOBAL MARKETS INC
        000000000
        
          
        
        24280757.00000000
        PA
        USD
        24280757.00000000
        0.287248973755
        Long
        RA
        CORP
        US
        N
        
        2
        
          Repurchase
          
            
              
            
          
          Y
          0.31000000
          2022-04-01
          
            
              78969304.05800616
              USD
              24766372.15814666
              USD
              AMBS
            
          
        
        
          
          N
          N
        
      
      
        BANK OF AMERICA, NATIONAL ASSOCIATION
        B4TYDEB6GKMZO031MB27
        PUBLIC SERVICE ENTERPRISE GROUP INC
        000000000
        
          
          
        
        -439.00000000
        NC
        USD
        -114015.34000000
        -0.00134883724
        N/A
        DE
        CORP
        US
        N
        
        2
        
          
            
              BANK OF AMERICA, NATIONAL ASSOCIATION
              B4TYDEB6GKMZO031MB27
            
            Call
            Written
            
              
                Public Service Enterprise Grou
                Public Service Enterprise Group Inc
                
                  
                  
                  
                
              
            
            100.00000000
            70.00000000
            USD
            2022-07-15
            XXXX
            -59135.95000000
          
        
        
          N
          N
          N
        
      
      
        CLARIV SCI HLD CORP
        N/A
        Clarivate Science Holdings Corp
        18064PAC3
        
          
          
        
        4176000.00000000
        PA
        USD
        3988831.68000000
        0.047189130329
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-07-01
          Fixed
          3.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CITIGROUP GLOBAL MARKETS INC.
        MBNUM2BPBDO7JBLYG310
        AMAZON.COM INC
        000000000
        
          
          
        
        -11.00000000
        NC
        USD
        -43709.27000000
        -0.00051709437
        N/A
        DE
        CORP
        US
        N
        
        2
        
          
            
              CITIGROUP GLOBAL MARKETS INC.
              MBNUM2BPBDO7JBLYG310
            
            Call
            Written
            
              
                AMAZON.COM INC
                AMAZON.COM INC
                
                  
                  
                  
                
              
            
            100.00000000
            4800.00000000
            USD
            2023-01-20
            XXXX
            197125.17000000
          
        
        
          N
          N
          N
        
      
      
        YUM! BRANDS INC
        549300JE8XHZZ7OHN517
        Yum! Brands Inc
        988498AR2
        
          
          
        
        4666000.00000000
        PA
        USD
        4683497.50000000
        0.055407244941
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2032-04-01
          Fixed
          5.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        WELLS FARGO SECURITIES, LLC
        VYVVCKR63DVZZN70PB21
        WALMART INC
        000000000
        
          
          
        
        -251.00000000
        NC
        USD
        -347698.99000000
        -0.00411338814
        N/A
        DE
        CORP
        US
        N
        
        2
        
          
            
              WELLS FARGO SECURITIES, LLC
              VYVVCKR63DVZZN70PB21
            
            Call
            Written
            
              
                Walmart Inc
                Walmart Inc
                
                  
                  
                  
                
              
            
            100.00000000
            145.00000000
            USD
            2023-01-20
            XXXX
            -89921.99000000
          
        
        
          N
          N
          N
        
      
      
        VERTICAL MIDCO 01/31/2022
        N/A
        VERTICAL MIDCO 01/31/2022
        000000000
        
          
        
        21464009.60000000
        PA
        USD
        21308395.53000000
        0.252085004943
        Long
        LON
        CORP
        US
        N
        
        2
        
          2027-07-30
          Floating
          4.01871000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CITIGROUP GLOBAL MARKETS INC.
        MBNUM2BPBDO7JBLYG310
        MICROSOFT CORP
        000000000
        
          
          
        
        -267.00000000
        NC
        USD
        -416589.40000000
        -0.00492838331
        N/A
        DE
        CORP
        US
        N
        
        2
        
          
            
              CITIGROUP GLOBAL MARKETS INC.
              MBNUM2BPBDO7JBLYG310
            
            Call
            Written
            
              
                MICROSOFT CORP
                MICROSOFT CORP
                
                  
                  
                  
                
              
            
            100.00000000
            350.00000000
            USD
            2023-01-20
            XXXX
            43523.69000000
          
        
        
          N
          N
          N
        
      
      
        REALPAGE INC
        N/A
        REALPAGE INC TL 2L BANKDE
        000000000
        
          
        
        1125000.00000000
        PA
        USD
        1132031.25000000
        0.013392284879
        Long
        LON
        CORP
        US
        N
        
        2
        
          2029-02-17
          Floating
          7.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Otis Worldwide Corp
        549300ZLBKR8VSU25153
        Otis Worldwide Corp
        68902V107
        
          
          
        
        42868.00000000
        NS
        USD
        3298692.60000000
        0.039024568471
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        LMA AMERICAS LLC
        N/A
        LMA AMERICAS LLC
        000000000
        
          
        
        400000.00000000
        PA
        USD
        399763.21000000
        0.004729324205
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2022-05-04
          Fixed
          0.15924994
          N
          N
          N
        
        
          
          N
          N
        
      
      
        TE Connectivity Ltd
        894500ZRIX9K13RHXR17
        TE Connectivity Ltd
        000000000
        
          
          
        
        1271061.00000000
        NS
        USD
        166483569.78000000
        1.969552867174
        Long
        EC
        CORP
        US
        
        N
        
        1
        
          N
          N
          
        
      
      
        DBS BANK LTD
        N/A
        DBS BANK LTD
        000000000
        
          
        
        575000.00000000
        PA
        USD
        574317.49000000
        0.006794356107
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2022-06-01
          Fixed
          0.30000000
          N
          N
          N
        
        
          
          N
          N
        
      
      
        ALTICE FRANCE HOLDING SA
        5299000JVHXKJPOE6H40
        Altice France Holding SA
        02156TAB0
        
          
          
        
        9330000.00000000
        PA
        USD
        9775041.00000000
        0.115641802093
        Long
        DBT
        CORP
        LU
        N
        
        2
        
          2027-05-15
          Fixed
          10.50000000
          N
          N
          N
        
        
          N
          N
          
        
      
      
        J.P. MORGAN SECURITIES LLC
        ZBUT11V806EZRVTWT807
        EXELON CORP
        000000000
        
          
          
        
        -774.00000000
        NC
        USD
        -933444.00000000
        -0.01104293540
        N/A
        DE
        CORP
        US
        N
        
        2
        
          
            
              J.P. MORGAN SECURITIES LLC
              ZBUT11V806EZRVTWT807
            
            Call
            Written
            
              
                Exelon Corp
                Exelon Corp
                
                  
                  
                  
                
              
            
            100.00000000
            55.00000000
            USD
            2023-01-20
            XXXX
            -536258.16000000
          
        
        
          N
          N
          N
        
      
      
        CF SECURED, LLC
        254900OXTV81I73FAT50
        CF SECURED LLC
        000000000
        
          
        
        5423929.00000000
        PA
        USD
        5423929.00000000
        0.064166781907
        Long
        RA
        CORP
        US
        N
        
        2
        
          Repurchase
          
            
              
            
          
          Y
          0.29000000
          2022-04-01
          
            
              417035.05295200
              USD
              342619.56879724
              USD
              ADAS
            
            
              2750492.85873735
              USD
              2704473.99167581
              USD
              UST
            
            
              5222434.29001033
              USD
              3441215.59082889
              USD
              AMBS
            
          
        
        
          
          N
          N
        
      
      
        SBA COMMUNICATIONS CORP
        5299001HX8ZN8Y8QIT49
        SBA Communications Corp
        78410GAG9
        
          
          
        
        1285000.00000000
        PA
        USD
        1170570.75000000
        0.013848219256
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-02-01
          Fixed
          3.12500000
          N
          N
          N
        
        
          N
          N
          
        
      
      
        J.P. MORGAN SECURITIES LLC
        ZBUT11V806EZRVTWT807
        INTERCONTINENTAL EXCHANGE INC
        000000000
        
          
          
        
        -52.00000000
        NC
        USD
        -51569.07000000
        -0.00061007827
        N/A
        DE
        CORP
        US
        N
        
        2
        
          
            
              J.P. MORGAN SECURITIES LLC
              ZBUT11V806EZRVTWT807
            
            Call
            Written
            
              
                INTERCONTINENTAL EXCHANGE INC
                INTERCONTINENTAL EXCHANGE IN
                
                  
                  
                  
                
              
            
            100.00000000
            135.00000000
            USD
            2023-01-20
            XXXX
            -8825.07000000
          
        
        
          N
          N
          N
        
      
      
        GOLDMAN SACHS & CO. LLC
        FOR8UP27PHTHYVLBNG30
        STARBUCKS CORP
        000000000
        
          
          
        
        -449.00000000
        NC
        USD
        -260756.30000000
        -0.00308482884
        N/A
        DE
        CORP
        US
        N
        
        2
        
          
            
              GOLDMAN SACHS & CO. LLC
              FOR8UP27PHTHYVLBNG30
            
            Call
            Written
            
              
                Starbucks Corp
                Starbucks Corp
                
                  
                  
                  
                
              
            
            100.00000000
            97.50000000
            USD
            2023-01-20
            XXXX
            159956.70000000
          
        
        
          N
          N
          N
        
      
      
        GOLDMAN SACHS & CO. LLC
        FOR8UP27PHTHYVLBNG30
        MCDONALD'S CORP
        000000000
        
          
          
        
        -107.00000000
        NC
        USD
        -91223.83000000
        -0.00107920653
        N/A
        DE
        CORP
        US
        N
        
        2
        
          
            
              GOLDMAN SACHS & CO. LLC
              FOR8UP27PHTHYVLBNG30
            
            Call
            Written
            
              
                McDonald's Corp
                McDonald's Corp
                
                  
                  
                  
                
              
            
            100.00000000
            270.00000000
            USD
            2023-01-20
            XXXX
            17595.17000000
          
        
        
          N
          N
          N
        
      
      
        Fortive Corp
        549300MU9YQJYHDQEF63
        Fortive Corp
        34959J108
        
          
          
        
        1606224.00000000
        NS
        USD
        97867228.32000000
        1.157800018313
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        INTERCONTINENTAL EXCHANGE INC
        5493000F4ZO33MV32P92
        INTERCONTINENTAL EXCHANGE IN
        45866F104
        
          
          
        
        907183.00000000
        NS
        USD
        119857017.96000000
        1.417946129375
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        SUSQUEHANNA FINANCIAL GROUP, LLLP
        549300E8QX0ZMRDC2M81
        MICROSOFT CORP
        000000000
        
          
          
        
        -192.00000000
        NC
        USD
        -525852.40000000
        -0.00622099888
        N/A
        DE
        CORP
        US
        N
        
        2
        
          
            
              SUSQUEHANNA FINANCIAL GROUP, LLLP
              549300E8QX0ZMRDC2M81
            
            Call
            Written
            
              
                MICROSOFT CORP
                MICROSOFT CORP
                
                  
                  
                  
                
              
            
            100.00000000
            320.00000000
            USD
            2023-01-20
            XXXX
            -159261.04000000
          
        
        
          N
          N
          N
        
      
      
        CREDIT SUISSE SECURITIES (USA) LLC
        1V8Y6QCX6YMJ2OELII46
        MEDTRONIC PLC
        000000000
        
          
          
        
        -177.00000000
        NC
        USD
        -222475.91000000
        -0.00263195982
        N/A
        DE
        CORP
        US
        N
        
        2
        
          
            
              CREDIT SUISSE SECURITIES (USA) LLC
              1V8Y6QCX6YMJ2OELII46
            
            Call
            Written
            
              
                Medtronic PLC
                Medtronic PLC
                
                  
                  
                  
                  
                
              
            
            100.00000000
            105.00000000
            USD
            2023-01-20
            XXXX
            -24412.91000000
          
        
        
          N
          N
          N
        
      
      
        Apple Inc
        HWUPKR0MPOU8FGXBT394
        Apple Inc
        037833100
        
          
          
        
        1144637.00000000
        NS
        USD
        199865066.57000000
        2.364466448137
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        GOLDMAN SACHS & CO. LLC
        FOR8UP27PHTHYVLBNG30
        AMAZON.COM INC
        000000000
        
          
          
        
        -10.00000000
        NC
        USD
        -117578.73000000
        -0.00139099326
        N/A
        DE
        CORP
        US
        N
        
        2
        
          
            
              GOLDMAN SACHS & CO. LLC
              FOR8UP27PHTHYVLBNG30
            
            Call
            Written
            
              
                AMAZON.COM INC
                AMAZON.COM INC
                
                  
                  
                  
                
              
            
            100.00000000
            4100.00000000
            USD
            2023-01-20
            XXXX
            187858.97000000
          
        
        
          N
          N
          N
        
      
      
        SKANDINAVISKA ENSKILDA
        N/A
        SKANDINAVISKA ENSKILDA
        000000000
        
          
        
        750000.00000000
        PA
        USD
        749568.04000000
        0.008867625101
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2022-07-20
          Floating
          0.18000000
          N
          N
          N
        
        
          
          N
          N
        
      
      
        SUSQUEHANNA FINANCIAL GROUP, LLLP
        549300E8QX0ZMRDC2M81
        ALPHABET INC
        000000000
        
          
          
        
        -8.00000000
        NC
        USD
        -196968.93000000
        -0.00233020424
        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
            -49848.93000000
          
        
        
          N
          N
          N
        
      
      
        Sophia LP
        549300RP8NIJ7FY7OS79
        ELLUCIAN TL B 10/07/27
        83578BAN3
        
          
        
        5273500.00000000
        PA
        USD
        5227356.88000000
        0.061841272050
        Long
        LON
        CORP
        US
        N
        
        2
        
          2027-10-07
          Floating
          4.25600000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CREDIT INDUSTRIEL ET COMMERCIAL (NEW YORK)
        N4JDFKKH2FTD8RKFXO39
        CREDIT INDUSTRIEL ET COMMERCIAL (NEW YORK)
        22536U2Q2
        
          
        
        725000.00000000
        PA
        USD
        724590.57000000
        0.008572133794
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2022-07-05
          Floating
          0.27160000
          N
          N
          N
        
        
          
          N
          N
        
      
      
        AUSTRALIA AND NEW ZEALAND BANKING GROUP LIMITED
        JHE42UYNWWTJB8YTTU19
        AUSTRALIA & NEW ZEALAND BANKING GROUP LTD (LONDON)
        000000000
        
          
        
        1820000.00000000
        PA
        USD
        1820000.00000000
        0.021531171051
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2022-04-01
          Fixed
          0.31000000
          N
          N
          N
        
        
          
          N
          N
        
      
      
        THERMO FISHER SCIENTIFIC INC
        HCHV7422L5HDJZCRFL38
        THERMO FISHER SCIENTIFIC INC
        883556102
        
          
          
        
        480507.00000000
        NS
        USD
        283811459.55000000
        3.357578616510
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        ELLUCIAN TL B 10/07/2027
        N/A
        ELLUCIAN TL B 10/07/2027
        000000000
        
          
        
        2273333.00000000
        PA
        USD
        2256283.00000000
        0.026692535832
        Long
        LON
        CORP
        US
        N
        
        2
        
          2027-10-07
          None
          0.00000000
          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
        
          
          
        
        34245000.00000000
        PA
        USD
        34814494.35000000
        0.411866391721
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-06-01
          Fixed
          4.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
    
    
      
    
    
      2022-05-20
      Voya Investors Trust
      Tin Bui
      Tin Bui
      Vice President
    
  
  XXXX



 

VY® T. Rowe Price Capital Appreciation Portfolio PORTFOLIO OF INVESTMENTS
as of March 31, 2022 (Unaudited)

 

Shares      Value Percentage
of Net
Assets
COMMON STOCK: 66.3%
     Communication Services: 4.4%
44,358 (1),(2)  Alphabet, Inc. - Class A $ 123,375,123   1.5
61,340 (1),(2)  Alphabet, Inc. - Class C 171,322,007   2.0
287,191 (2),(3)  Liberty Media Corp.- Liberty Formula One C Tracking Stock 20,057,420   0.2
263,765 (2)  Meta Platforms, Inc. 58,650,785   0.7
      373,405,335   4.4
          
     Consumer Discretionary: 9.8%
156,299 (1),(2)  Amazon.com, Inc. 509,526,925   6.0
59,400    Dollar General Corp. 13,224,222   0.2
100,133 (1)  McDonald's Corp. 24,760,888   0.3
32,600 (1)  Ross Stores, Inc. 2,948,996   0.0
266,400 (1)  Starbucks Corp. 24,234,408   0.3
2,163,072    Yum! Brands, Inc. 256,388,924   3.0
      831,084,363   9.8
          
     Consumer Staples: 1.6%
3,185,027    Keurig Dr Pepper, Inc. 120,712,523   1.4
106,567 (1)  Walmart, Inc. 15,869,958   0.2
      136,582,481   1.6
          
     Financials: 5.7%
54,200    CME Group, Inc. 12,892,012   0.2
907,183    Intercontinental Exchange, Inc. 119,857,018   1.4
977,436    Marsh & McLennan Cos., Inc. 166,574,643   2.0
970,113    PNC Financial Services Group, Inc. 178,937,343   2.1
      478,261,016   5.7
          
     Health Care: 16.7%
99,900 (1)  Abbott Laboratories 11,824,164   0.1
979,555    Alcon, Inc. 77,606,158   0.9
856,241 (2),(3)  Avantor, Inc. 28,958,071   0.3
100,200    Baxter International, Inc. 7,769,508   0.1
718,523 (1)  Becton Dickinson & Co. 191,127,118   2.3
168,184 (2)  Catalent, Inc. 18,651,606   0.2
23,225    Cooper Cos., Inc. 9,698,528   0.1
752,191    Danaher Corp. 220,640,186   2.6
645,609 (2)  Hologic, Inc. 49,595,683   0.6
262,561    Humana, Inc. 114,258,670   1.4
230,100 (1)  Medtronic PLC 25,529,595   0.3
1,134,028 (3)  PerkinElmer, Inc. 197,842,525   2.3
39,064    Teleflex, Inc. 13,861,079   0.2
480,507    Thermo Fisher Scientific, Inc. 283,811,460   3.4
307,219    UnitedHealth Group, Inc. 156,672,473   1.9
       1,407,846,824   16.7
          
     Industrials: 9.4%
1,797,151 (2),(3)  Aurora Innovation, Inc. 10,046,074   0.1
1,251,142 (2),(4)  Aurora Innovation, Inc. Lockup Shares 6,784,067   0.1
1,606,224    Fortive Corp. 97,867,228   1.2
3,513,727 (1)  General Electric Co. 321,506,021   3.8
2,028,806    Ingersoll Rand, Inc. 102,150,382   1.2
42,868    Otis Worldwide Corp. 3,298,693   0.0
37,500    Republic Services, Inc. 4,968,750   0.1
183,175    Roper Technologies, Inc. 86,500,730   1.0
293,249 (3)  TransUnion 30,304,352   0.4
930,024    Waste Connections, Inc.   129,924,353   1.5
       793,350,650   9.4
          
     Information Technology: 15.2%
1,144,637    Apple, Inc. 199,865,067   2.4
37,100    Mastercard, Inc. - Class A 13,258,798   0.2
1,891,511    Microsoft Corp. 583,171,756   6.9
252,200    Nvidia Corp. 68,815,292   0.8
7,991    NXP Semiconductor NV - NXPI - US 1,478,974   0.0
530,264 (2)  Salesforce.com, Inc. 112,585,652   1.3
1,271,061 (3)  TE Connectivity Ltd. 166,483,570   2.0
104,379 (2)  Teledyne Technologies, Inc. 49,332,647   0.6
397,800 (3)  Visa, Inc. - Class A 88,220,106   1.0
      1,283,211,862   15.2
          
     Materials: 0.5%
127,623    Linde PLC 40,766,615   0.5
          
     Utilities: 3.0%
1,037,618 (1)  Ameren Corp. 97,287,063   1.1
60,900    American Electric Power Co., Inc. 6,075,993   0.1
718,085    CMS Energy Corp. 50,222,865   0.6
151,499    Constellation Energy Corp. 8,521,819   0.1
454,500 (3)  Exelon Corp. 21,647,835   0.2
1,050,660 (1)  Public Service Enterprise Group, Inc. 73,546,200   0.9
      257,301,775   3.0
          
  Total Common Stock    
  (Cost $4,743,549,331) 5,601,810,921   66.3
       
PREFERRED STOCK: 1.0%
     Consumer Discretionary: 0.4%
413,251 (2),(4),(5)  Waymo LLC., Series A-2 37,904,208   0.4
          
     Financials: 0.0%
23,000 (2),(3),(6)  Charles Schwab Corp. - Series D 582,130   0.0
          
     Utilities: 0.6%
728,977 (2),(3),(6)  CMS Energy Corp. 18,734,709   0.2
580,499 (2),(3),(6)  CMS Energy Corp. 14,982,679   0.2
235,962 (2),(6),(7)  NiSource, Inc. - Series B 6,335,580   0.1
392,025 (2),(6),(7)  SCE Trust IV 9,110,661   0.1
       49,163,629   0.6
          
  Total Preferred Stock    
  (Cost $84,496,281) 87,649,967   1.0
       
Principal
Amount†
     Value Percentage
of Net
Assets
CORPORATE BONDS/NOTES: 7.5%  
     Communications: 1.7%
 9,330,000 (3),(8)  Altice France Holding SA, 10.500%, 05/15/2027 9,775,041   0.1
 45,000 (8)  Arches Buyer, Inc., 4.250%, 06/01/2028 42,034   0.0
 8,415,000 (3),(8)  CCO Holdings LLC / CCO Holdings Capital Corp., 4.000%, 03/01/2023 8,420,301   0.1

 

 

 

VY® T. Rowe Price Capital Appreciation Portfolio PORTFOLIO OF INVESTMENTS
as of March 31, 2022 (Unaudited) (Continued)

 

Principal
Amount†
     Value Percentage
of Net
Assets
CORPORATE BONDS/NOTES: (continued)  
     Communications: (continued)
 45,653,000 (8)  CCO Holdings LLC / CCO Holdings Capital Corp., 5.000%, 02/01/2028 $ 45,260,841   0.6
 44,545,000 (8)  CCO Holdings LLC / CCO Holdings Capital Corp., 5.125%, 05/01/2027 44,669,726   0.5
 2,125,000 (3),(8)  CCO Holdings LLC / CCO Holdings Capital Corp., 5.500%, 05/01/2026 2,158,511   0.0
 600,000    Lamar Media Corp., 3.625%, 01/15/2031 551,829   0.0
 3,610,000    Lamar Media Corp., 3.750%, 02/15/2028 3,432,749   0.1
 7,450,000 (3),(8)  Photo Holdings Merger Sub, Inc., 8.500%, 10/01/2026 7,110,429   0.1
 12,390,000 (3),(8)  Sirius XM Radio, Inc., 5.000%, 08/01/2027 12,381,451   0.2
 205,000    T-Mobile USA, Inc., 2.625%, 02/15/2029 187,389   0.0
 860,000    T-Mobile USA, Inc., 2.875%, 02/15/2031 776,150   0.0
 975,000 (3),(8)  T-Mobile USA, Inc., 3.375%, 04/15/2029 928,688   0.0
 2,825,000 (3)  T-Mobile USA, Inc., 3.500%, 04/15/2031 2,662,676   0.0
 435,000    T-Mobile USA, Inc., 4.750%, 02/01/2028 442,569   0.0
 2,605,000 (8)  Twitter, Inc., 5.000%, 03/01/2030 2,596,390   0.0
      141,396,774   1.7
          
     Consumer, Cyclical: 3.0%
 13,970,000 (3)  Cedar Fair L.P., 5.250%, 07/15/2029 13,782,872   0.2
 16,455,000 (3)  Cedar Fair L.P. / Canada's Wonderland Co. / Magnum Management Corp. / Millennium Op, 5.375%, 04/15/2027 16,323,113   0.2
 5,665,000 (3),(8)  Cedar Fair L.P. / Canada's Wonderland Co. / Magnum Management Corp. / Millennium Op, 5.500%, 05/01/2025 5,824,300   0.1
 10,835,000 (3)  Cedar Fair L.P. / Canada's Wonderland Co. / Magnum Management Corp. / Millennium Op, 6.500%, 10/01/2028 11,037,289   0.1
 3,708,000 (3),(8)  Clarios Global L.P. / Clarios US Finance Co., 6.250%, 05/15/2026 3,820,389   0.0
 2,719,000 (8)  Clarios Global L.P. / Clarios US Finance Co., 6.750%, 05/15/2025 2,818,991   0.0
 11,970,000 (3),(8)  Clarios Global L.P. / Clarios US Finance Co., 8.500%, 05/15/2027 12,435,035   0.2
 12,595,000 (8)  Delta Air Lines, Inc. / SkyMiles IP Ltd., 4.500%, 10/20/2025 12,678,084   0.2
 7,010,000 (8)  Delta Air Lines, Inc. / SkyMiles IP Ltd., 4.750%, 10/20/2028 7,075,919   0.1
 1,030,000 (8)  Hilton Domestic Operating Co., Inc., 3.625%, 02/15/2032 936,461   0.0
 540,000 (3),(8)  Hilton Domestic Operating Co., Inc., 4.000%, 05/01/2031 510,721   0.0
 615,000 (3),(8)  Hilton Domestic Operating Co., Inc., 5.375%, 05/01/2025 630,006   0.0
 250,000 (3)  Hilton Worldwide Finance LLC / Hilton Worldwide Finance Corp., 4.875%, 04/01/2027 252,128   0.0
 445,000 (8)  IRB Holding Corp., 6.750%, 02/15/2026 453,275   0.0
 34,245,000 (8)  KFC Holding Co/Pizza Hut Holdings LLC/Taco Bell of America LLC, 4.750%, 06/01/2027 34,814,494   0.4
 9,459,000 (3),(8)  Life Time, Inc., 5.750%, 01/15/2026 9,462,736   0.1
 595,000 (8)  Live Nation Entertainment, Inc., 4.875%, 11/01/2024 598,414   0.0
 2,175,000    Marriott International, Inc./MD, 3.125%, 06/15/2026 2,152,269   0.0
 7,550,000 (3),(8)  Mileage Plus Holdings LLC / Mileage Plus Intellectual Property Assets Ltd., 6.500%, 06/20/2027 7,880,313   0.1
 34,751,000 (3),(8)  Six Flags Entertainment Corp., 4.875%, 07/31/2024 34,792,701   0.4
 21,402,000 (3),(8)  Six Flags Entertainment Corp., 5.500%, 04/15/2027 21,402,856   0.3
 11,039,000 (8)  Six Flags Theme Parks, Inc., 7.000%, 07/01/2025 11,539,343   0.1
 2,265,491    United Airlines 2012-1 Class A Pass Through Trust, 4.150%, 10/11/2025 2,274,818   0.0
 1,348,107    US Airways 2010-1 Class A Pass Through Trust, 6.250%, 10/22/2024 1,358,985   0.0
 305,597    US Airways 2012-2 Class A Pass Through Trust, 4.625%, 12/03/2026 294,953   0.0
 1,740,322    US Airways 2013-1 Class A Pass Through Trust, 3.950%, 05/15/2027 1,664,980   0.0
 2,409,000    Yum! Brands, Inc., 3.625%, 03/15/2031 2,200,471   0.0
 8,160,000 (3)  Yum! Brands, Inc., 3.875%, 11/01/2023 8,231,318   0.1
 1,805,000    Yum! Brands, Inc., 4.625%, 01/31/2032 1,749,036   0.0
 2,175,000 (8)  Yum! Brands, Inc., 4.750%, 01/15/2030 2,136,938   0.0
 13,525,000    Yum! Brands, Inc., 5.350%, 11/01/2043 13,229,749   0.2
 4,666,000    Yum! Brands, Inc., 5.375%, 04/01/2032 4,683,498   0.1
 5,885,000    Yum! Brands, Inc., 6.875%, 11/15/2037 6,579,430   0.1
 2,355,000 (3),(8)  Yum! Brands, Inc., 7.750%, 04/01/2025 2,446,256   0.0
      258,072,141   3.0
          
     Consumer, Non-cyclical: 0.7%
 1,115,000 (3),(8)  Avantor Funding, Inc., 3.875%, 11/01/2029 1,049,583   0.0
 11,430,000 (3),(8)  Avantor Funding, Inc., 4.625%, 07/15/2028 11,318,958   0.2
 3,051,000 (8)  Catalent Pharma Solutions, Inc., 3.125%, 02/15/2029 2,779,202   0.1
 1,605,000 (3),(8)  Catalent Pharma Solutions, Inc., 3.500%, 04/01/2030 1,467,829   0.0
 875,000 (3),(8)  Catalent Pharma Solutions, Inc., 5.000%, 07/15/2027 886,314   0.0
 2,100,000 (8)  CoreLogic, Inc., 4.500%, 05/01/2028 1,984,300   0.0

 

 

 

VY® T. Rowe Price Capital Appreciation Portfolio PORTFOLIO OF INVESTMENTS
as of March 31, 2022 (Unaudited) (Continued)

 

Principal
Amount†
     Value Percentage
of Net
Assets
CORPORATE BONDS/NOTES: (continued)  
     Consumer, Non-cyclical: (continued)
 1,240,000 (3),(8)  Gartner, Inc., 3.625%, 06/15/2029 $   1,164,224   0.0
 1,510,000 (8)  Gartner, Inc., 3.750%, 10/01/2030 1,419,891   0.0
 770,000 (8)  Gartner, Inc., 4.500%, 07/01/2028 767,998   0.0
 10,734,000 (8)  Hadrian Merger Sub, Inc., 8.500%, 05/01/2026 10,817,671   0.1
 1,115,000 (8)  Hologic, Inc., 3.250%, 02/15/2029 1,042,564   0.0
 2,355,000 (3),(8)  IQVIA, Inc., 5.000%, 05/15/2027 2,383,872   0.0
 2,345,000 (8)  Korn Ferry, 4.625%, 12/15/2027 2,292,155   0.0
 6,760,000 (3),(8)  Surgery Center Holdings, Inc., 10.000%, 04/15/2027 7,108,816   0.1
 700,000 (8)  Teleflex, Inc., 4.250%, 06/01/2028 682,944   0.0
 6,015,000    Teleflex, Inc., 4.625%, 11/15/2027 6,104,473   0.1
 2,700,000 (3),(8)  Tenet Healthcare Corp., 4.625%, 09/01/2024 2,722,950   0.1
      55,993,744   0.7
          
     Financial: 1.2%
 12,600,000 (8)  Acrisure LLC / Acrisure Finance, Inc., 7.000%, 11/15/2025 12,609,198   0.2
 2,230,000 (8)  Alliant Holdings Intermediate LLC / Alliant Holdings Co-Issuer, 4.250%, 10/15/2027 2,149,352   0.0
 2,625,000 (3),(8)  Alliant Holdings Intermediate LLC / Alliant Holdings Co-Issuer, 5.875%, 11/01/2029 2,528,439   0.0
 4,275,000 (3),(8)  Alliant Holdings Intermediate LLC / Alliant Holdings Co-Issuer, 6.750%, 10/15/2027 4,230,967   0.1
 3,510,000 (3),(8)  AmWINS Group, Inc., 4.875%, 06/30/2029 3,374,163   0.1
 2,790,000 (3),(8)  HUB International Ltd., 5.625%, 12/01/2029 2,669,737   0.0
 44,850,000 (8)  HUB International Ltd., 7.000%, 05/01/2026 45,424,977   0.5
 480,000 (3),(8)  Ryan Specialty Group LLC, 4.375%, 02/01/2030 454,200   0.0
 1,285,000 (3)  SBA Communications Corp., 3.125%, 02/01/2029 1,170,571   0.0
 4,745,000    SBA Communications Corp., 3.875%, 02/15/2027 4,634,489   0.1
 2,214,000 (7)  State Street Corp., 4.423%, 12/31/2199 2,224,352   0.0
 18,125,000 (3),(8)  USI, Inc./NY, 6.875%, 05/01/2025 18,215,444   0.2
      99,685,889   1.2
          
     Industrial: 0.7%
 23,480,000 (3),(7)  General Electric Co., 4.156%, 12/31/2199 22,599,500   0.3
 3,185,000    Howmet Aerospace, Inc., 3.000%, 01/15/2029 2,912,667   0.0
 1,500,000    Lennox International, Inc., 3.000%, 11/15/2023 1,502,470   0.0
 2,540,000 (8)  Sensata Technologies BV, 4.000%, 04/15/2029 2,422,423   0.0
 4,220,000 (3),(8)  Sensata Technologies BV, 4.875%, 10/15/2023 4,351,706   0.1
 5,100,000 (3),(8)  Sensata Technologies BV, 5.000%, 10/01/2025 5,178,617   0.1
 1,430,000 (8)  Sensata Technologies BV, 5.625%, 11/01/2024 1,481,544   0.0
 1,240,000 (3),(8)  Sensata Technologies, Inc., 3.750%, 02/15/2031 1,148,928   0.0
 3,230,000 (8)  TK Elevator US Newco, Inc., 5.250%, 07/15/2027 3,198,443   0.1
 655,000    TransDigm UK Holdings PLC, 6.875%, 05/15/2026 667,841   0.0
 2,100,000    TransDigm, Inc., 5.500%, 11/15/2027 2,086,865   0.0
 2,100,000 (8)  TransDigm, Inc., 6.250%, 03/15/2026 2,158,527   0.0
 940,000    TransDigm, Inc., 6.375%, 06/15/2026 949,682   0.0
 5,885,000 (3)  Welbilt, Inc., 9.500%, 02/15/2024 6,001,523   0.1
       56,660,736   0.7
          
     Technology: 0.1%
 2,100,000 (3),(8)  Black Knight InfoServ LLC, 3.625%, 09/01/2028 1,992,627   0.0
 1,520,000 (8)  Booz Allen Hamilton, Inc., 3.875%, 09/01/2028 1,468,920   0.0
 4,176,000 (8)  Clarivate Science Holdings Corp., 3.875%, 07/01/2028 3,988,832   0.1
 1,280,000 (3),(8)  Clarivate Science Holdings Corp., 4.875%, 07/01/2029 1,206,918   0.0
 195,000 (3),(8)  MSCI, Inc., 3.250%, 08/15/2033 175,683   0.0
 3,025,000 (8)  MSCI, Inc., 3.625%, 09/01/2030 2,841,988   0.0
 430,000 (3),(8)  MSCI, Inc., 3.625%, 11/01/2031 405,410   0.0
 40,000 (8)  MSCI, Inc., 3.875%, 02/15/2031 38,008   0.0
 1,250,000 (3),(8)  MSCI, Inc., 4.000%, 11/15/2029 1,216,288   0.0
 200,000 (3)  Twilio, Inc., 3.625%, 03/15/2029 188,767   0.0
       13,523,441   0.1
          
     Utilities: 0.1%
 9,465,000 (3),(7)  NiSource, Inc., 5.650%, 12/31/2199 9,323,025   0.1
          
  Total Corporate Bonds/Notes    
  (Cost $628,182,602) 634,655,750   7.5
       
U.S. TREASURY OBLIGATIONS: 6.4%  
     U.S. Treasury Notes: 6.4%
 255,231,500    1.500%,01/31/2027 243,945,482   2.9
 302,052,700    1.875%,02/28/2027 294,005,829   3.5
          
  Total U.S. Treasury Obligations    
  (Cost $545,697,957) 537,951,311   6.4
       
BANK LOANS: 13.5%  
     Aerospace & Defense: 0.2%
 16,875,000    SkyMiles IP Ltd. 2020 Skymiles Term Loan B, 4.750%, (US0003M + 3.750%), 10/20/2027 17,470,890   0.2
          

 

 

 

VY® T. Rowe Price Capital Appreciation Portfolio PORTFOLIO OF INVESTMENTS
as of March 31, 2022 (Unaudited) (Continued)

 

Principal
Amount†
     Value Percentage
of Net
Assets
BANK LOANS: (continued)  
     Basic Materials: 0.0%
 1,897,345    HB Fuller Co. 1st Lien Term Loan B, 2.449%, (US0001M + 2.000%), 10/20/2024 $   1,893,448   0.0
          
     Business Equipment & Services: 0.4%
 32,199,300    Ascend Learning, LLC 2021 Term Loan, 4.000%, (US0001M + 3.500%), 12/11/2028 31,857,182   0.4
 2,802,975    Polaris Newco LLC USD Term Loan B, 4.500%, (US0001M + 4.000%), 06/02/2028 2,786,508   0.0
       34,643,690   0.4
          
     Communications: 0.0%
 3,682,534    Mega Broadband Investments TL B 1L, 3.750%, (US0001M + 3.000%), 11/12/2027 3,641,105   0.0
          
     Consumer, Cyclical: 1.3%
 350,000    Cedar Fair L.P., 2.635%, (US0003M + 1.750%), 04/13/2024 346,938   0.0
 37,950,000    Formula One TL B3 1L, 3.500%, (US0003M + 2.500%), 02/01/2024 37,755,506   0.5
 5,117,724    Four Seasons Hotels Ltd. - TL B 1L, 3.006%, (US0003M + 2.000%), 11/30/2023 5,109,499   0.1
 10,841,724    Insprire Brands TL B 1L, 3.750%, (US0001M + 2.750%), 02/05/2025 10,760,411   0.1
 3,731,830    Life Time, Inc. - TL B 1L, 5.750%, (US0001M + 4.750%), 12/22/2024 3,726,001   0.0
 41,685,000    Mileage Plus Holdings LLC 2020 Term Loan B, 6.250%, (US0003M + 5.250%), 06/21/2027 43,430,559   0.5
 8,258,605    SeaWorld Parks & Entertainment, Inc. TL B 1L, 3.500%, (US0001M + 3.000%), 08/25/2028 8,183,766   0.1
 3,291,750    WellPet - TL B 1L, 4.678%, (US0003M + 3.750%), 12/21/2027 3,271,177   0.0
       112,583,857   1.3
          
     Consumer, Non-cyclical: 1.6%
 22,559,117    ADMI Corp., 4.250%, (US0001M + 3.500%), 12/23/2027 22,330,706   0.3
 704,951    Avantor Funding, Inc. TL B4 1L, 2.500%, (US0001M + 2.000%), 11/21/2024 701,867   0.0
 1,040,000    CoreLogic, Inc. TL 2L, 7.000%, (US0001M + 6.500%), 04/13/2029 1,030,900   0.0
 17,691,100    CoreLogic, Inc. TL B 1L, 4.000%, (US0001M + 3.500%), 06/02/2028 17,452,270   0.2
 1,666,562    Eyecare Partners LLC TL 1L, 4.197%, (US0001M + 3.750%), 02/20/2027 1,648,508   0.0
 1,500,000    Eyecare Partners LLC TL 1L, 6.000%, (US0001M + 3.750%), 11/15/2028 1,486,250   0.0
 30,162,534    Heartland Dental LLC - TL 1L, 4.059%, (US0003M + 3.750%), 04/30/2025 29,873,486   0.4
 20,615,592    Loire Finco Luxembourg Sarl - TL B 1L, 3.707%, (US0003M + 3.250%), 01/24/2027 20,151,741   0.3
 2,486,213    Pacific Dental Services TL B 1L, 4.000%, (US0001M + 3.500%), 04/20/2028 2,460,833   0.0
 2,139,206    Pathway Vet Alliance LLC TL B 1L, 4.207%, (US0001M + 3.750%), 03/31/2027 2,121,825   0.0
 7,922,346    PetVet Care Centers LLC, 3.627%, (US0003M + 3.250%), 02/14/2025 7,814,404   0.1
 655,000    PetVet Care Centers LLC 2021 2L, 6.355%, (US0001M + 6.250%), 02/13/2026 652,817   0.0
 2,103,895    PetVet Care Centers LLC TL 1L, 3.207%, (US0003M + 2.750%), 02/14/2025 2,075,230   0.0
 23,235,715    Sunshine Luxembourg VII Sarl - TL B 1L, 4.756%, (US0003M + 4.250%), 07/17/2026 23,112,287   0.3
       132,913,124   1.6
          
     Electronics/Electrical: 1.4%
 114,394,779    Ultimate Software Group Inc (The) 2021 Term Loan, 3.750%, (US0003M + 3.250%), 05/04/2026 113,792,147   1.4
          
     Financial: 3.8%
 4,298,400    Acrisure, LLC 2021 Incremental Term Loan B, 4.250%, (US0001M + 3.750%), 02/15/2027 4,276,908   0.1
 20,887,000    Alliant Holdings Intermediate, LLC Term Loan B 1L, 3.707%, (US0003M + 3.000%), 05/09/2025 20,680,741   0.2
 27,979,782    Howden Group Holdings Ltd. - TL B 1L, 4.000%, (US0001M + 3.250%), 11/12/2027 27,734,959   0.3
 82,675,782    HUB International Ltd. - TL B3 1L, 4.001%, (US0003M + 3.250%), 04/25/2025 82,252,069   1.0
 128,344,021    HUB International Ltd. TL B 1L, 3.267%, (US0001M + 3.000%), 04/25/2025 127,053,265   1.5
 6,636,332    Ryan Specialty Group, LLC TL B 1L, 3.750%, (US0001M + 3.250%), 07/23/2027 6,603,151   0.1
 51,985,598    USI Inc/NY - TL B 1L, 4.006%, (US0003M + 3.000%), 05/16/2024 51,737,366   0.6
       320,338,459   3.8
          
     Food Products: 0.1%
 11,544,102    IRB Holding Corp 2022 Term Loan B, 3.750%, (SOFRRATE + 3.000%), 12/15/2027 11,435,876   0.1
          
     Health Care: 1.1%
 9,900,000    ADMI Corp. 2021 Term Loan B2, 3.875%, (US0001M + 3.375%), 12/23/2027 9,746,342   0.1

 

 

 

VY® T. Rowe Price Capital Appreciation Portfolio PORTFOLIO OF INVESTMENTS
as of March 31, 2022 (Unaudited) (Continued)

 

Principal
Amount†
     Value Percentage
of Net
Assets
BANK LOANS: (continued)  
     Health Care: (continued)
 2,803,813    Heartland Dental, LLC 2021 Incremental Term Loan, 4.447%, (US0001M + 4.000%), 04/30/2025 $ 2,788,919   0.0
 65,290,000    Medline Borrower, LP USD Term Loan B, 3.750%, (US0001M + 3.250%), 10/23/2028 64,677,710   0.8
 12,415,911    PetVet Care Centers, LLC 2021 Term Loan B3, 4.250%, (US0001M + 3.500%), 02/14/2025 12,356,414   0.2
 3,874,824    Press Ganey Holdings, Inc. 2021 Term Loan B, 4.500%, (US0003M + 3.750%), 07/24/2026 3,855,450   0.0
 2,455,000    Press Ganey Holdings, Inc. 2022 Incremental Term Loan, 3.800%, (SOFRRATE + 3.750%), 07/24/2026 2,436,588   0.0
       95,861,423   1.1
          
     Industrial: 0.6%
EUR  9,341,374    Filtration Group - TL B 1L, 3.500%, (US0003M + 3.000%), 03/29/2025 10,204,776   0.1
 5,386,434    Filtration Group Corp. 2018 1st Lien Term Loan, 3.209%, (US0003M + 3.000%), 03/31/2025 5,315,737   0.1
 27,464,405    TK Elevator US NewCo, Inc. TL B 1L, 4.000%, (US0001M + 3.500%), 07/30/2027 27,265,288   0.3
 3,265,000    Welbilt, Inc. 2018 Term Loan B 1L, 2.957%, (US0003M + 2.500%), 10/23/2025 3,245,955   0.1
       46,031,756   0.6
          
     Industrial Equipment: 0.1%
 7,942,900    Filtration Group Corporation 2021 Incremental Term Loan, 4.000%, (US0001M + 3.500%), 10/21/2028 7,878,364   0.1
          
     Insurance: 0.8%
 31,130,695    Alliant Holdings Intermediate, LLC 2021 Term Loan B4, 4.000%, (US0001M + 3.500%), 11/06/2027 30,972,270   0.4
 9,329,856    Alliant Holdings Intermediate, LLC Term Loan B, 3.707%, (US0001M + 3.250%), 05/09/2025 9,238,498   0.1
 1,738,908    Applied Systems, Inc. 2021 2nd Lien Term Loan, 6.250%, (US0003M + 5.500%), 09/19/2025 1,734,018   0.0
 26,857,326    USI, Inc. 2019 Incremental Term Loan B, 3.382%, (US0003M + 3.250%), 12/02/2026 26,700,668   0.3
       68,645,454   0.8
          
     Lodging & Casinos: 0.1%
 4,673,169    Arches Buyer Inc. 2021 Term Loan B, 3.750%, (US0001M + 3.250%), 12/06/2027 4,604,165   0.1
          
     Technology: 2.0%
 21,455,870    Applied Systems, Inc. 2017 1st Lien Term Loan, 4.006%, (US0003M + 3.250%), 09/19/2024 21,344,750   0.2
 4,575,000    Ascend Learning LLC TL B 2L, 6.250%, (US0001M + 3.500%), 11/18/2029 4,548,314   0.1
 31,550,000    Athenahealth, Inc. 2022 Term Loan, 4.000%, (SOFRRATE + 3.500%), 01/27/2029 31,283,781   0.4
 17,503,438    Clarivate / Camelot Finance SA TL B 1L, 4.000%, (US0003M + 3.000%), 10/31/2026 17,367,786   0.2
 24,986,070    Emerald TopCo Inc Term Loan, 3.656%, (US0001M + 3.500%), 07/24/2026 24,723,717   0.3
 13,321,399    Entegris, Inc. 2022 Term Loan B, 3.290%, (SOFRRATE + 3.000%), 03/02/2029 13,296,421   0.2
 2,904,598    Project Boost Purchaser LLC, 4.000%, (US0001M + 3.500%), 05/30/2026 2,879,182   0.0
 31,358,909    RealPage, Inc. Term Loan B 1L, 3.750%, (US0001M + 3.250%), 04/24/2028 31,053,159   0.4
 1,125,000    RealPage, Inc. Term Loan B 2L, 7.250%, (US0003M + 3.250%), 02/17/2029 1,132,031   0.0
 5,273,500    Sophia L.P. TL B 1L, 4.000%, (US0001M + 3.500%), 10/07/2027 5,227,357   0.1
 2,273,333    Sophia LP 2022 TL 1L, 4.540%, (SOFRRATE + 4.250%), 10/07/2027 2,256,283   0.0
 1,596,000    Storable, Inc. 2021 TL B 1L, 3.750%, (US0001M + 3.250%), 04/17/2028 1,579,043   0.0
 5,385,000    UKG, Inc. TL 2L, 5.750%, (US0001M + 6.750%), 05/03/2027 5,362,561   0.1
 2,803,125    Ultimate Software Group, Inc. - TL 1L, 4.756%, (US0003M + 3.750%), 05/04/2026 2,797,286   0.0
       164,851,671   2.0
          
  Total Bank Loans    
  (Cost $1,136,302,417) 1,136,585,429   13.5
       
ASSET-BACKED SECURITIES: 0.2%  
     Other Asset-Backed Securities: 0.2%
 7,846,080 (8)  Domino's Pizza Master Issuer LLC 2017-1A A23, 4.118%, 07/25/2047 7,810,297   0.1
 7,343,325 (8)  Domino's Pizza Master Issuer LLC 2018-1A A2I, 4.116%, 07/25/2048 7,408,440   0.1

 

 

 

VY® T. Rowe Price Capital Appreciation Portfolio PORTFOLIO OF INVESTMENTS
as of March 31, 2022 (Unaudited) (Continued)

 

Principal
Amount†
     Value Percentage
of Net
Assets
ASSET-BACKED SECURITIES: (continued)  
     Other Asset-Backed Securities: (continued)
 3,635,800 (8)  Domino's Pizza Master Issuer LLC 2019-1A A2, 3.668%, 10/25/2049 $ 3,497,771   0.0
          
  Total Asset-Backed Securities    
  (Cost $18,742,143) 18,716,508   0.2
       
CONVERTIBLE BONDS/NOTES: 0.2%  
     Communications: 0.2%
 4,300,000 (3)  Shopify, Inc., 0.125%, 11/01/2025 4,082,850   0.0
 6,452,000 (8),(9)  Snap, Inc., 3.080%, 05/01/2027 5,529,364   0.1
 7,236,000 (9)  Spotify USA, Inc., 3.970%, 03/15/2026 6,202,200   0.1
          
  Total Convertible Bonds/Notes    
  (Cost $15,938,901) 15,814,414   0.2
       
  Total Long-Term Investments    
  (Cost $7,172,909,632) 8,033,184,300   95.1
       
SHORT-TERM INVESTMENTS: 6.9%
     Commercial Paper: 0.1%
  250,000 (10)  Atlantic Asset Securitization LLC, 0.270%, 04/12/2022 249,970   0.0
  725,000 (10)  Bank of Montreal, 0.220%, 04/18/2022 724,862   0.0
  600,000 (10)  Collateralized Commercial Paper V Co., LLC, 0.360%, 06/08/2022 598,990   0.0
  725,000 (10)  Credit Suisse AG, 0.330%, 06/09/2022 723,891   0.0
  575,000 (10)  DBS Bank Ltd., 0.310%, 06/01/2022 574,318   0.0
  700,000 (10)  DNB Bank ASA, 0.220%, 05/03/2022 699,800   0.0
  4,459,000 (10)  Exxon Mobile Corporation, 0.290%, 04/01/2022 4,458,964   0.1
  700,000 (10)  Landesbank Baden-Wurttemberg, 0.230%, 05/05/2022 699,648   0.0
  400,000 (10)  LMA-Americas LLC, 0.270%, 05/04/2022 399,763   0.0
  725,000 (10)  Mitsubishi UFJ Trust and Banking Corp., 0.270%, 04/18/2022 724,865   0.0
  275,000 (10)  Old Line Funding LLC, 0.250%, 04/27/2022 274,885   0.0
  750,000 (10)  Santander UK PLC, 0.230%, 04/08/2022 749,944   0.0
  500,000 (10)  Santander UK PLC, 0.290%, 05/03/2022 499,777   0.0
  800,000 (10)  Skandinaviska Enskilda Banken AB, 0.140%, 04/04/2022 799,973   0.0
  675,000 (10)  Sumitomo Mitsui Trust Bank Ltd., 0.290%, 04/08/2022 674,951   0.0
       
  Total Commercial Paper    
  (Cost $12,854,601) 12,854,601   0.1
       
     Floating Rate Notes: 0.1%
  600,000 (10)  ANZ Bank, 0.380%, 07/13/2022   599,725   0.0
  750,000 (10)  Bank of America N.A., 0.380%, 07/06/2022 750,000   0.1
  475,000 (10)  Bank of Nova Scotia, 0.410%, 07/12/2022 474,720   0.0
  625,000 (10)  Cooperatieve Rabobank U.A./New York, 0.420%, 06/21/2022 624,762   0.0
  725,000 (10)  Cooperatieve Rabobank U.A./New York, 0.400%, 07/11/2022 724,561   0.0
  725,000 (10)  Credit Industriel et Commercial, 0.390%, 07/05/2022 724,591   0.0
  350,000 (10)  Credit Industriel et Commercial, 0.410%, 07/07/2022 349,804   0.0
  725,000 (10)  Natixis SA, 0.390%, 07/11/2022 724,635   0.0
  750,000 (10)  Skandinaviska Enskilda Banken AB, 0.410%, 07/20/2022 749,568   0.0
  400,000 (10)  Sumitomo Mitsui Trust Bank Ltd., 0.490%, 06/24/2022 399,908   0.0
  725,000 (10)  Svenska Handelsbanken AB, 0.400%, 07/11/2022 724,540   0.0
       
  Total Floating Rate Notes    
  (Cost $6,846,814) 6,846,814   0.1
       
     Repurchase Agreements: 1.1%
  2,900,254 (10)  Bethesda Securities LLC, Repurchase Agreement dated 03/31/22, 0.33%, due 04/01/22 (Repurchase Amount $2,900,280, collateralized by various U.S. Government Agency Obligations, 2.000%-5.500%, Market Value plus accrued interest $2,987,262, due 04/01/23-03/01/52) 2,900,254   0.0
 21,221,160 (10)  Cantor Fitzgerald Securities, Repurchase Agreement dated 03/31/22, 0.29%, due 04/01/22 (Repurchase Amount $21,221,329, collateralized by various U.S. Government Agency Obligations, 0.000%-9.000%, Market Value plus accrued interest $21,645,583, due 04/25/22-12/20/71) 21,221,160   0.2
  5,423,929 (10)  CF Secured LLC, Repurchase Agreement dated 03/31/22, 0.29%, due 04/01/22 (Repurchase Amount $5,423,972, collateralized by various U.S. Government/U.S. Government Agency Obligations, 0.000%-5.500%, Market Value plus accrued interest $5,532,408, due 04/05/22-03/01/52) 5,423,929   0.1

 

 

 

VY® T. Rowe Price Capital Appreciation Portfolio PORTFOLIO OF INVESTMENTS
as of March 31, 2022 (Unaudited) (Continued)

 

Principal
Amount†
     Value Percentage
of Net
Assets
SHORT-TERM INVESTMENTS: (continued)
     Repurchase Agreements (continued)
  10,736,631 (10)  Citadel Securities LLC, Repurchase Agreement dated 03/31/22, 0.33%, due 04/01/22 (Repurchase Amount $10,736,728, collateralized by various U.S. Government Securities, 0.000%-7.625%, Market Value plus accrued interest $10,951,493, due 04/19/22-02/15/52) $   10,736,631   0.1
 24,280,757 (10)  Citigroup, Inc., Repurchase Agreement dated 03/31/22, 0.31%, due 04/01/22 (Repurchase Amount $24,280,963, collateralized by various U.S. Government Agency Obligations, 2.000%-10.000%, Market Value plus accrued interest $24,766,372, due 06/15/22-01/20/52) 24,280,757   0.3
  4,720,938 (10)  Industrial & Comm. Bank of China, Repurchase Agreement dated 03/31/22, 0.28%, due 04/01/22 (Repurchase Amount $4,720,974, collateralized by various U.S. Government Securities, 0.000%-2.250%, Market Value plus accrued interest $4,815,357, due 03/23/23-02/28/27) 4,720,938   0.1
 6,401,557 (10)  Mirae Asset Securities USA Inc., Repurchase Agreement dated 03/31/22, 0.33%, due 04/01/22 (Repurchase Amount $6,401,615, collateralized by various U.S. Government Agency Obligations, 0.550%-8.250%, Market Value plus accrued interest $6,529,648, due 05/01/22-02/20/72) 6,401,557   0.1
  13,550,327 (10)  State of Wisconsin Investment Board, Repurchase Agreement dated 03/31/22, 0.33%, due 04/01/22 (Repurchase Amount $13,550,450, collateralized by various U.S. Government Securities, 0.125%-3.875%, Market Value plus accrued interest $13,821,342, due 01/15/25-02/15/51) 13,550,327   0.2
  3,460,123 (10)  Stonex Financial Inc., Repurchase Agreement dated 03/31/22, 0.35%, due 04/01/22 (Repurchase Amount $3,460,156, collateralized by various U.S. Government/U.S. Government Agency Obligations, 0.000%-9.500%, Market Value plus accrued interest $3,633,130, due 04/15/22-02/20/72) 3,460,123   0.0
       
  Total Repurchase Agreements    
  (Cost $92,695,676) $   92,695,676   1.1
       
     Certificates of Deposit: 0.1%
  650,000 (10)  Bayeriche Landesbank of New York, 0.210%, 04/05/2022 649,988   0.0
  425,000 (10)  Commonwealth Bank of Australia, 0.130%, 04/08/2022 424,983   0.0
  750,000 (10)  Credit Industriel et Commercial, 0.320%, 06/07/2022 749,506   0.0
  325,000 (10)  Norinchukin Bank of New York, 0.220%, 04/12/2022 324,987   0.0
  2,410,000 (10)  Sumitomo Mitsui Trust Bank Ltd., 0.300%, 04/01/2022 2,410,000   0.1
  325,000 (10)  Toronto-Dominion Bank, 0.280%, 05/10/2022 324,926   0.0
       
  Total Certificates of Deposit    
  (Cost $4,884,390) 4,884,390   0.1
       
     Time Deposits: 0.4%
  1,820,000 (10)  ANZ Bank, 0.310%, 04/01/2022 1,820,000   0.0
  4,530,000 (10)  Barclays Bank PLC, 0.340%, 04/01/2022 4,530,000   0.1
  4,270,000 (10)  BNP Paribas, 0.310%, 04/01/2022 4,270,000   0.1
  1,090,000 (10)  CIBC, 0.300%, 04/01/2022 1,090,000   0.0
  3,160,000 (10)  Cooperatieve Rabobank U.A./New York, 0.300%, 04/01/2022 3,160,000   0.0
  1,550,000 (10)  Landesbank Baden-Wurttemberg, 0.330%, 04/01/2022 1,550,000   0.0
  4,510,000 (10)  Mizuho Bank Ltd., 0.320%, 04/01/2022 4,510,000   0.1
  4,140,000 (10)  Royal Bank of Canada, 0.300%, 04/01/2022 4,140,000   0.1
  2,510,000 (10)  Skandinaviska Enskilda Banken AB, 0.300%, 04/01/2022 2,510,000   0.0
  3,750,000 (10)  Svenska Handelsbanken AB, 0.270%, 04/01/2022 3,750,000   0.0
       
  Total Time Deposits    
  (Cost $31,330,000) 31,330,000   0.4
       
Shares      Value Percentage
of Net
Assets
     Mutual Funds: 5.1%
3,814,000 (10),(11)  BlackRock Liquidity Funds, FedFund, Institutional Class, 0.230% 3,814,000   0.1
3,814,000 (10),(11)  Goldman Sachs Financial Square Government Fund - Institutional Shares, 0.250% 3,814,000   0.0
2,715,000 (10),(11)  Morgan Stanley Institutional Liquidity Funds - Government Portfolio (Institutional Share Class), 0.230% 2,715,000   0.0

 

 

 

VY® T. Rowe Price Capital Appreciation Portfolio PORTFOLIO OF INVESTMENTS
as of March 31, 2022 (Unaudited) (Continued)

 

Shares      Value Percentage
of Net
Assets
425,083,585 (11)  T. Rowe Price Government Reserve Fund, 0.290% $   425,083,585   5.0 
  Total Mutual Funds    
  (Cost $435,426,585) 435,426,585   5.1 
       
  Total Short-Term Investments    
  (Cost $584,038,066) 584,038,066   6.9 
       
  Total Investments in Securities
(Cost $7,756,947,698)
$ 8,617,222,366   102.0 
  Liabilities in Excess of Other Assets     (166,402,793)    (2.0)
  Net Assets $ 8,450,819,573     100.0 

 

Unless otherwise indicated, principal amount is shown in USD.
(1) All or a portion of this security is pledged to cover open written call options at March 31, 2022.
(2) Non-income producing security.
(3) Security, or a portion of the security, is on loan.
(4) Restricted security as to resale, excluding Rule 144A securities. As of March 31, 2022, the Portfolio held restricted securities with a fair value of $44,688,275 or 0.5% of net assets. Please refer to the table below for additional details.
(5) For fair value measurement disclosure purposes, security is categorized as Level 3, whose value was determined using significant unobservable inputs.
(6) Preferred Stock may be called prior to convertible date.
(7) Variable rate security. Rate shown is the rate in effect as of March 31, 2022.
(8) Securities with purchases pursuant to Rule 144A or section 4(a)(2), under the Securities Act of 1933 and may not be resold subject to that rule except to qualified institutional buyers.
(9) Represents a zero coupon bond. Rate shown reflects the effective yield as of March 31, 2022.
(10) All or a portion of the security represents securities purchased with cash collateral received for securities on loan.
(11) Rate shown is the 7-day yield as of March 31, 2022.

 

Currency Abbreviations:
EUR EU Euro

 

Reference Rate Abbreviations:
SOFRRATE 1-day Secured Overnight Financing Rate
US0001M 1-month LIBOR