0001756908-21-000046.txt : 20210827
0001756908-21-000046.hdr.sgml : 20210827
20210827164204
ACCESSION NUMBER: 0001756908-21-000046
CONFORMED SUBMISSION TYPE: NPORT-P
PUBLIC DOCUMENT COUNT: 1
CONFORMED PERIOD OF REPORT: 20210630
FILED AS OF DATE: 20210827
PERIOD START: 20210630
FILER:
COMPANY DATA:
COMPANY CONFORMED NAME: PIMCO Energy & Tactical Credit Opportunities Fund
CENTRAL INDEX KEY: 0001756908
IRS NUMBER: 000000000
STATE OF INCORPORATION: MA
FISCAL YEAR END: 0630
FILING VALUES:
FORM TYPE: NPORT-P
SEC ACT: 1940 Act
SEC FILE NUMBER: 811-23390
FILM NUMBER: 211219635
BUSINESS ADDRESS:
STREET 1: 1633 BROADWAY
CITY: NEW YORK
STATE: NY
ZIP: 10019
BUSINESS PHONE: (844) 312-2113
MAIL ADDRESS:
STREET 1: 1633 BROADWAY
CITY: NEW YORK
STATE: NY
ZIP: 10019
NPORT-P
1
primary_doc.xml
NPORT-P
false
0001756908
XXXXXXXX
PIMCO Energy and Tactical Credit Opportunities Fund
811-23390
0001756908
549300BX5QVFQJENPV35
1633 Broadway
New York
10019
(844) 337-4626
N/A
N/A
2021-06-30
2021-06-30
N
832559164.500000
194751136.650000
637808027.850000
0.000000
53026153.010000
128844087.970000
0.000000
0.000000
0.000000
0.000000
0.000000
0.000000
0.000000
100000.000000
0.000000
0.000000
6094297.140000
USD
N
N/A
N/A
COR US TRS EQUITY 1ML+20 *BULLET* JPM
000000000
1.000000
NC
USD
-16386.560000
-0.0025692
N/A
DE
US
N
2
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
N/A
CORESITE REALTY CORPORATION
Y
2022-03-09
0.000000
USD
0.000000
USD
1267973.160000
USD
-16386.560000
N
N
N
N/A
N/A
CEQP US TRS EQUITY 1ML+37 *BULLET* FAR
000000000
1.000000
NC
USD
-163281.470000
-0.0256004
N/A
DE
US
N
2
Wells Fargo Trust Company, National Association
N/A
N/A
CRESTWOOD EQUITY PARTNERS LP
Y
2022-03-09
0.000000
USD
0.000000
USD
2351330.000000
USD
-163281.470000
N
N
N
N/A
N/A
CEQP US TRS EQUITY 1ML+55 *BULLET* BOA
000000000
1.000000
NC
USD
918646.830000
0.1440319
N/A
DE
US
N
2
BANK OF AMERICA CORPORATION
9DJT3UXIJIZJI4WXO774
N/A
CRESTWOOD EQUITY PARTNERS LP
Y
2022-03-10
0.000000
USD
0.000000
USD
2253560.000000
USD
918646.830000
N
N
N
N/A
N/A
CEQP US TRS EQUITY 1ML+55 *BULLET* GST
000000000
1.000000
NC
USD
731070.790000
0.1146224
N/A
DE
US
N
2
GOLDMAN SACHS INTERNATIONAL
W22LROWP2IHZNBB6K528
N/A
CRESTWOOD EQUITY PARTNERS LP
Y
2022-03-24
0.000000
USD
0.000000
USD
2291690.000000
USD
731070.790000
N
N
N
N/A
N/A
WTI CRUDE FUTURE DEC21 XNYM 20211119
000000000
107.000000
NC
USD
252804.040000
0.0396364
N/A
DCO
US
N
1
New York Mercantile Exchange
5493008GFNDTXFPHWI47
Long
N/A
WTI Crude
2021-11-19
7503910.000000
USD
252804.040000
N
N
N
N/A
N/A
WTI CRUDE FUTURE DEC22 IFEU 20221118
000000000
218.000000
NC
USD
864757.080000
0.1355827
N/A
DCO
GB
N
1
Intercontinental Exchange
5493000F4ZO33MV32P92
Long
N/A
WTI Crude
2022-11-18
13901860.000000
USD
864757.080000
N
N
N
N/A
N/A
WTI CRUDE FUTURE SEP21 XNYM 20210820
000000000
-107.000000
NC
USD
-309929.180000
-0.0485929
N/A
DCO
US
N
1
New York Mercantile Exchange
5493008GFNDTXFPHWI47
Short
N/A
WTI Crude
2021-08-20
-7786390.000000
USD
-309929.180000
N
N
N
N/A
N/A
DCP US TRS EQUITY 1ML+48 *BULLET* FAR
000000000
1.000000
NC
USD
50196.550000
0.0078702
N/A
DE
US
N
2
Wells Fargo Trust Company, National Association
N/A
N/A
DCP MIDSTREAM LP
Y
2022-03-09
0.000000
USD
0.000000
USD
2465740.000000
USD
50196.550000
N
N
N
N/A
N/A
DCP US TRS EQUITY 1ML+55 *BULLET* BOA
000000000
1.000000
NC
USD
1350709.900000
0.2117737
N/A
DE
US
N
2
BANK OF AMERICA CORPORATION
9DJT3UXIJIZJI4WXO774
N/A
DCP MIDSTREAM LP
Y
2022-03-10
0.000000
USD
0.000000
USD
2907880.000000
USD
1350709.900000
N
N
N
N/A
N/A
DCP US TRS EQUITY 1ML+55 *BULLET* GST
000000000
1.000000
NC
USD
772931.800000
0.1211856
N/A
DE
US
N
2
GOLDMAN SACHS INTERNATIONAL
W22LROWP2IHZNBB6K528
N/A
DCP MIDSTREAM LP
Y
2022-03-24
0.000000
USD
0.000000
USD
2198990.000000
USD
772931.800000
N
N
N
N/A
N/A
DCP US TRS EQUITY 1ML+65 *BULLET* BRC
000000000
1.000000
NC
USD
175130.760000
0.0274582
N/A
DE
US
N
2
BARCLAYS BANK PLC
G5GSEF7VJP5I7OUK5573
N/A
DCP MIDSTREAM LP
Y
2022-03-24
0.000000
USD
0.000000
USD
498740.000000
USD
175130.760000
N
N
N
N/A
N/A
CA CARBON ALLOW 21DEC21 IFED 20211227
000000000
591.000000
NC
USD
1750475.670000
0.2744518
N/A
DCO
US
N
1
ICE Futures Europe Exchange
549300UF4R84F48NCH34
Long
N/A
Emission
2021-12-27
13061100.000000
USD
1750475.670000
N
N
N
N/A
N/A
CCA VINT2022 DEC22 IFED 20221223
000000000
185.000000
NC
USD
239634.710000
0.0375716
N/A
DCO
US
N
1
ICE Futures Europe Exchange
549300UF4R84F48NCH34
Long
N/A
Emission
2022-12-23
4290150.000000
USD
239634.710000
N
N
N
N/A
N/A
ENBL US TRS EQUITY 1ML+48 *BULLET* FAR
000000000
1.000000
NC
USD
-43951.890000
-0.0068911
N/A
DE
US
N
2
Wells Fargo Trust Company, National Association
N/A
N/A
ENABLE MIDSTREAM PARTNERS LP
Y
2022-03-09
0.000000
USD
0.000000
USD
1118640.000000
USD
-43951.890000
N
N
N
N/A
N/A
ENBL US TRS EQUITY 1ML+55 *BULLET* BOA
000000000
1.000000
NC
USD
281691.190000
0.0441655
N/A
DE
US
N
2
BANK OF AMERICA CORPORATION
9DJT3UXIJIZJI4WXO774
N/A
ENABLE MIDSTREAM PARTNERS LP
Y
2022-03-10
0.000000
USD
0.000000
USD
527770.000000
USD
281691.190000
N
N
N
N/A
N/A
ENBL US TRS EQUITY 1ML+55 *BULLET* GST
000000000
1.000000
NC
USD
345732.040000
0.0542063
N/A
DE
US
N
2
GOLDMAN SACHS INTERNATIONAL
W22LROWP2IHZNBB6K528
N/A
ENABLE MIDSTREAM PARTNERS LP
Y
2022-03-24
0.000000
USD
0.000000
USD
1127520.000000
USD
345732.040000
N
N
N
N/A
N/A
ET US TRS EQUITY 1ML+48 *BULLET* FAR
000000000
1.000000
NC
USD
-435570.240000
-0.0682917
N/A
DE
US
N
2
Wells Fargo Trust Company, National Association
N/A
N/A
ENERGY TRANSFER LP
Y
2022-03-09
0.000000
USD
0.000000
USD
11381500.000000
USD
-435570.240000
N
N
N
N/A
N/A
ET US TRS EQUITY 1ML+55 *BULLET* BOA
000000000
1.000000
NC
USD
4036254.440000
0.6328322
N/A
DE
US
N
2
BANK OF AMERICA CORPORATION
9DJT3UXIJIZJI4WXO774
N/A
ENERGY TRANSFER LP
Y
2022-03-10
0.000000
USD
0.000000
USD
7287610.000000
USD
4036254.440000
N
N
N
N/A
N/A
ET US TRS EQUITY 1ML+55 *BULLET* GST
000000000
1.000000
NC
USD
1990713.810000
0.3121180
N/A
DE
US
N
2
GOLDMAN SACHS INTERNATIONAL
W22LROWP2IHZNBB6K528
N/A
ENERGY TRANSFER LP
Y
2022-03-24
0.000000
USD
0.000000
USD
6487880.000000
USD
1990713.810000
N
N
N
N/A
N/A
EPD US TRS EQUITY 1ML+48 *BULLET* FAR
000000000
1.000000
NC
USD
-620779.880000
-0.0973302
N/A
DE
US
N
2
Wells Fargo Trust Company, National Association
N/A
N/A
ENTERPRISE PRODUCTS PARTNERS LP
Y
2022-03-09
0.000000
USD
0.000000
USD
16783500.000000
USD
-620779.880000
N
N
N
N/A
N/A
EPD US TRS EQUITY 1ML+55 *BULLET* BOA
000000000
1.000000
NC
USD
1857528.890000
0.2912364
N/A
DE
US
N
2
BANK OF AMERICA CORPORATION
9DJT3UXIJIZJI4WXO774
N/A
ENTERPRISE PRODUCTS PARTNERS LP
Y
2022-03-10
0.000000
USD
0.000000
USD
15043860.000000
USD
1857528.890000
N
N
N
N/A
N/A
EPD US TRS EQUITY 1ML+55 *BULLET* GST
000000000
1.000000
NC
USD
787907.460000
0.1235336
N/A
DE
US
N
2
GOLDMAN SACHS INTERNATIONAL
W22LROWP2IHZNBB6K528
N/A
ENTERPRISE PRODUCTS PARTNERS LP
Y
2022-03-24
0.000000
USD
0.000000
USD
8795800.000000
USD
787907.460000
N
N
N
N/A
N/A
GLPI US TRS EQUITY 1ML+20 *BULLET* JPM
000000000
1.000000
NC
USD
-57063.020000
-0.0089467
N/A
DE
US
N
2
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
N/A
GAMING AND LEISURE PROPERTIES INC
Y
2022-03-09
0.000000
USD
0.000000
USD
1256818.220000
USD
-57063.020000
N
N
N
N/A
N/A
LOW SU GASOIL G DEC21 IFEU 20211210
000000000
71.000000
NC
USD
619015.770000
0.0970536
N/A
DCO
GB
N
1
Intercontinental Exchange
5493000F4ZO33MV32P92
Long
N/A
Gasoil
2021-12-10
4231600.000000
USD
619015.770000
N
N
N
N/A
N/A
LOW SU GASOIL G JUL21 IFEU 20210712
000000000
200.000000
NC
USD
426083.870000
0.0668044
N/A
DCO
GB
N
1
Intercontinental Exchange
5493000F4ZO33MV32P92
Long
N/A
Gasoil
2021-07-12
11935000.000000
USD
426083.870000
N
N
N
N/A
N/A
BOUGHT EUR/SOLD USD
000000000
1.000000
NC
-7697.870000
-0.0012069
N/A
DFE
N/A
N
2
Goldman Sachs Bank USA
KD3XUN7C6T14HNAYLU02
1588790.140000
USD
1333411.000000
EUR
2021-07-01
-7697.870000
N
N
N
N/A
N/A
BOUGHT EUR/SOLD USD
000000000
1.000000
NC
-9679.710000
-0.0015177
N/A
DFE
N/A
N
2
Goldman Sachs Bank USA
KD3XUN7C6T14HNAYLU02
1726956.560000
USD
1448262.000000
EUR
2021-07-01
-9679.710000
N
N
N
N/A
N/A
BOUGHT EUR/SOLD USD
000000000
1.000000
NC
-5253.120000
-0.0008236
N/A
DFE
N/A
N
2
Goldman Sachs Bank USA
KD3XUN7C6T14HNAYLU02
974010.980000
USD
817000.000000
EUR
2021-07-01
-5253.120000
N
N
N
N/A
N/A
BOUGHT EUR/SOLD USD
000000000
1.000000
NC
-16508.650000
-0.0025883
N/A
DFE
N/A
N
2
Goldman Sachs Bank USA
KD3XUN7C6T14HNAYLU02
570344.560000
USD
463400.000000
EUR
2022-07-01
-16508.650000
N
N
N
N/A
N/A
BOUGHT EUR/SOLD USD
000000000
1.000000
NC
-20367.130000
-0.0031933
N/A
DFE
N/A
N
2
Goldman Sachs Bank USA
KD3XUN7C6T14HNAYLU02
964541.420000
USD
790000.000000
EUR
2022-07-01
-20367.130000
N
N
N
N/A
N/A
BOUGHT EUR/SOLD USD
000000000
1.000000
NC
-21023.260000
-0.0032962
N/A
DFE
N/A
N
2
Goldman Sachs Bank USA
KD3XUN7C6T14HNAYLU02
1005832.900000
USD
824000.000000
EUR
2022-07-01
-21023.260000
N
N
N
N/A
N/A
BOUGHT EUR/SOLD USD
000000000
1.000000
NC
-15832.290000
-0.0024823
N/A
DFE
N/A
N
2
Goldman Sachs Bank USA
KD3XUN7C6T14HNAYLU02
665997.880000
USD
544000.000000
EUR
2022-07-01
-15832.290000
N
N
N
N/A
N/A
BOUGHT EUR/SOLD USD
000000000
1.000000
NC
-98.720000
-0.0000155
N/A
DFE
N/A
N
2
Goldman Sachs Bank USA
KD3XUN7C6T14HNAYLU02
28583.320000
USD
24000.000000
EUR
2021-08-17
-98.720000
N
N
N
N/A
N/A
HR US TRS EQUITY 1ML+20 *BULLET* JPM
000000000
1.000000
NC
USD
-63407.920000
-0.0099415
N/A
DE
US
N
2
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
N/A
HEALTHCARE REALTY TRUST INCORPORATED
Y
2022-03-09
0.000000
USD
0.000000
USD
1026631.320000
USD
-63407.920000
N
N
N
N/A
N/A
HTA US TRS EQUITY 1ML+20 *BULLET* JPM
000000000
1.000000
NC
USD
-88513.630000
-0.0138778
N/A
DE
US
N
2
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
N/A
HEALTHCARE TRUST OF AMERICA INC
Y
2022-03-09
0.000000
USD
0.000000
USD
1025527.230000
USD
-88513.630000
N
N
N
N/A
N/A
BOUGHT EUR/SOLD USD
000000000
1.000000
NC
-6780.640000
-0.0010631
N/A
DFE
N/A
N
2
HSBC BANK PLC
MP6I5ZYZBEU3UXPYFY54
253804.410000
USD
208327.000000
EUR
2021-07-01
-6780.640000
N
N
N
N/A
N/A
BOUGHT EUR/SOLD USD
000000000
1.000000
NC
-28825.850000
-0.0045195
N/A
DFE
N/A
N
2
HSBC BANK PLC
MP6I5ZYZBEU3UXPYFY54
1862258.140000
USD
1534051.000000
EUR
2022-07-01
-28825.850000
N
N
N
N/A
N/A
BOUGHT EUR/SOLD USD
000000000
1.000000
NC
-48870.680000
-0.0076623
N/A
DFE
N/A
N
2
HSBC BANK PLC
MP6I5ZYZBEU3UXPYFY54
1771002.230000
USD
1451000.000000
EUR
2021-08-17
-48870.680000
N
N
N
N/A
N/A
BOUGHT EUR/SOLD USD
000000000
1.000000
NC
-2186.990000
-0.0003429
N/A
DFE
N/A
N
2
HSBC BANK PLC
MP6I5ZYZBEU3UXPYFY54
100696.240000
USD
83000.000000
EUR
2021-08-17
-2186.990000
N
N
N
N/A
N/A
SOLD EUR/BOUGHT USD
000000000
1.000000
NC
88746.490000
0.0139143
N/A
DFE
N/A
N
2
HSBC BANK PLC
MP6I5ZYZBEU3UXPYFY54
1889000.000000
EUR
2346398.680000
USD
2022-07-01
88746.490000
N
N
N
N/A
N/A
SOLD EUR/BOUGHT USD
000000000
1.000000
NC
5279.360000
0.0008277
N/A
DFE
N/A
N
2
HSBC BANK PLC
MP6I5ZYZBEU3UXPYFY54
203940.480000
EUR
249020.320000
USD
2022-07-01
5279.360000
N
N
N
N/A
N/A
SOLD EUR/BOUGHT USD
000000000
1.000000
NC
3323.290000
0.0005210
N/A
DFE
N/A
N
2
HSBC BANK PLC
MP6I5ZYZBEU3UXPYFY54
95000.000000
EUR
116074.840000
USD
2021-08-17
3323.290000
N
N
N
N/A
N/A
SOLD EUR/BOUGHT USD
000000000
1.000000
NC
2504.500000
0.0003927
N/A
DFE
N/A
N
2
HSBC BANK PLC
MP6I5ZYZBEU3UXPYFY54
72000.000000
EUR
87958.310000
USD
2021-08-17
2504.500000
N
N
N
N/A
N/A
SOLD EUR/BOUGHT USD
000000000
1.000000
NC
3506.320000
0.0005497
N/A
DFE
N/A
N
2
HSBC BANK PLC
MP6I5ZYZBEU3UXPYFY54
130000.000000
EUR
157797.910000
USD
2021-08-17
3506.320000
N
N
N
N/A
N/A
SOLD GBP/BOUGHT USD
000000000
1.000000
NC
3292.150000
0.0005162
N/A
DFE
GB
N
2
HSBC BANK PLC
MP6I5ZYZBEU3UXPYFY54
137000.000000
GBP
192826.030000
USD
2021-08-17
3292.150000
N
N
N
N/A
N/A
BOUGHT DKK/SOLD USD
000000000
1.000000
NC
-5714.770000
-0.0008960
N/A
DFE
DK
N
2
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
868088.620000
USD
5408162.000000
DKK
2021-07-01
-5714.770000
N
N
N
N/A
N/A
BOUGHT EUR/SOLD USD
000000000
1.000000
NC
-8442.170000
-0.0013236
N/A
DFE
N/A
N
2
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
282606.460000
USD
231000.000000
EUR
2021-08-17
-8442.170000
N
N
N
N/A
N/A
BOUGHT EUR/SOLD USD
000000000
1.000000
NC
-2910.990000
-0.0004564
N/A
DFE
N/A
N
2
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
115662.540000
USD
95000.000000
EUR
2021-08-17
-2910.990000
N
N
N
N/A
N/A
SOLD DKK/BOUGHT USD
000000000
1.000000
NC
5731.440000
0.0008986
N/A
DFE
DK
N
2
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
5408162.000000
DKK
869610.100000
USD
2021-10-01
5731.440000
N
N
N
N/A
N/A
SOLD EUR/BOUGHT USD
000000000
1.000000
NC
-101587.540000
-0.0159276
N/A
DFE
N/A
N
2
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
2600000.000000
EUR
2981362.800000
USD
2021-07-01
-101587.540000
N
N
N
N/A
N/A
SOLD EUR/BOUGHT USD
000000000
1.000000
NC
10989.490000
0.0017230
N/A
DFE
N/A
N
2
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
327000.000000
EUR
399092.190000
USD
2021-08-17
10989.490000
N
N
N
N/A
N/A
SOLD EUR/BOUGHT USD
000000000
1.000000
NC
725.780000
0.0001138
N/A
DFE
N/A
N
2
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
207000.000000
EUR
246405.470000
USD
2021-08-17
725.780000
N
N
N
N/A
N/A
MGP US TRS EQUITY 1ML+20 *BULLET* JPM
000000000
1.000000
NC
USD
-31406.800000
-0.0049242
N/A
DE
US
N
2
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
N/A
MGM GROWTH PROPERTIES LLC
Y
2022-03-09
0.000000
USD
0.000000
USD
1261646.400000
USD
-31406.800000
N
N
N
N/A
N/A
BOUGHT CAD/SOLD USD
000000000
1.000000
NC
-39306.330000
-0.0061627
N/A
DFE
CA
N
2
MORGAN STANLEY & CO. INTERNATIONAL PLC
4PQUHN3JPFGFNF3BB653
1710773.720000
USD
2072000.000000
CAD
2021-08-17
-39306.330000
N
N
N
N/A
N/A
BOUGHT DKK/SOLD USD
000000000
1.000000
NC
-7317.780000
-0.0011473
N/A
DFE
DK
N
2
MORGAN STANLEY & CO. INTERNATIONAL PLC
4PQUHN3JPFGFNF3BB653
1029653.680000
USD
6411324.000000
DKK
2021-07-01
-7317.780000
N
N
N
N/A
N/A
SOLD DKK/BOUGHT USD
000000000
1.000000
NC
7321.190000
0.0011479
N/A
DFE
DK
N
2
MORGAN STANLEY & CO. INTERNATIONAL PLC
4PQUHN3JPFGFNF3BB653
6411324.000000
DKK
1031441.030000
USD
2021-10-01
7321.190000
N
N
N
N/A
N/A
MPLX US TRS EQUITY 1ML+48 *BULLET* FAR
000000000
1.000000
NC
USD
-186945.290000
-0.0293106
N/A
DE
US
N
2
Wells Fargo Trust Company, National Association
N/A
N/A
MPLX LP
Y
2022-03-09
0.000000
USD
0.000000
USD
9600420.000000
USD
-186945.290000
N
N
N
N/A
N/A
MPLX US TRS EQUITY 1ML+55 *BULLET* BOA
000000000
1.000000
NC
USD
2307079.800000
0.3617201
N/A
DE
US
N
2
BANK OF AMERICA CORPORATION
9DJT3UXIJIZJI4WXO774
N/A
MPLX LP
Y
2022-03-10
0.000000
USD
0.000000
USD
9867400.000000
USD
2307079.800000
N
N
N
N/A
N/A
MPLX US TRS EQUITY 1ML+55 *BULLET* GST
000000000
1.000000
NC
USD
1948641.760000
0.3055217
N/A
DE
US
N
2
GOLDMAN SACHS INTERNATIONAL
W22LROWP2IHZNBB6K528
N/A
MPLX LP
Y
2022-03-24
0.000000
USD
0.000000
USD
9843330.000000
USD
1948641.760000
N
N
N
N/A
N/A
HENRY HB LD1 APR22 IFED 20220329
000000000
110.000000
NC
USD
101211.160000
0.0158686
N/A
DCO
US
N
1
ICE Futures Europe Exchange
549300UF4R84F48NCH34
Long
N/A
Henry
2022-03-29
822525.000000
USD
101211.160000
N
N
N
N/A
N/A
HENRY HB LD1 AUG22 IFED 20220727
000000000
113.000000
NC
USD
100445.580000
0.0157486
N/A
DCO
US
N
1
ICE Futures Europe Exchange
549300UF4R84F48NCH34
Long
N/A
Henry
2022-07-27
841002.500000
USD
100445.580000
N
N
N
N/A
N/A
HENRY HB LD1 JUL22 IFED 20220628
000000000
113.000000
NC
USD
98750.580000
0.0154828
N/A
DCO
US
N
1
ICE Futures Europe Exchange
549300UF4R84F48NCH34
Long
N/A
Henry
2022-06-28
839307.500000
USD
98750.580000
N
N
N
N/A
N/A
HENRY HB LD1 JUN22 IFED 20220526
000000000
110.000000
NC
USD
85811.160000
0.0134541
N/A
DCO
US
N
1
ICE Futures Europe Exchange
549300UF4R84F48NCH34
Long
N/A
Henry
2022-05-26
807125.000000
USD
85811.160000
N
N
N
N/A
N/A
HENRY HB LD1 MAY22 IFED 20220427
000000000
113.000000
NC
USD
81235.580000
0.0127367
N/A
DCO
US
N
1
ICE Futures Europe Exchange
549300UF4R84F48NCH34
Long
N/A
Henry
2022-04-27
821792.500000
USD
81235.580000
N
N
N
N/A
N/A
HENRY HB LD1 OCT22 IFED 20220928
000000000
113.000000
NC
USD
104118.080000
0.0163244
N/A
DCO
US
N
1
ICE Futures Europe Exchange
549300UF4R84F48NCH34
Long
N/A
Henry
2022-09-28
844675.000000
USD
104118.080000
N
N
N
N/A
N/A
HENRY HB LD1 SEP22 IFED 20220829
000000000
110.000000
NC
USD
93786.160000
0.0147044
N/A
DCO
US
N
1
ICE Futures Europe Exchange
549300UF4R84F48NCH34
Long
N/A
Henry
2022-08-29
815100.000000
USD
93786.160000
N
N
N
N/A
N/A
JKM LNG FUT OCT23 IFEU 20230915
000000000
10.000000
NC
USD
125896.500000
0.0197389
N/A
DCO
GB
N
1
Intercontinental Exchange
5493000F4ZO33MV32P92
Long
N/A
JKM
2023-09-15
729000.000000
USD
125896.500000
N
N
N
N/A
N/A
JKM LNG FUT APR23 IFEU 20230315
000000000
10.000000
NC
USD
138396.500000
0.0216988
N/A
DCO
GB
N
1
Intercontinental Exchange
5493000F4ZO33MV32P92
Long
N/A
JKM
2023-03-15
741500.000000
USD
138396.500000
N
N
N
N/A
N/A
JKM LNG FUT AUG23 IFEU 20230714
000000000
10.000000
NC
USD
85896.500000
0.0134675
N/A
DCO
GB
N
1
Intercontinental Exchange
5493000F4ZO33MV32P92
Long
N/A
JKM
2023-07-14
689000.000000
USD
85896.500000
N
N
N
N/A
N/A
JKM LNG FUT DEC23 IFEU 20231115
000000000
10.000000
NC
USD
215896.500000
0.0338498
N/A
DCO
GB
N
1
Intercontinental Exchange
5493000F4ZO33MV32P92
Long
N/A
JKM
2023-11-15
819000.000000
USD
215896.500000
N
N
N
N/A
N/A
JKM LNG FUT FEB23 IFEU 20230112
000000000
10.000000
NC
USD
403396.500000
0.0632473
N/A
DCO
GB
N
1
Intercontinental Exchange
5493000F4ZO33MV32P92
Long
N/A
JKM
2023-01-12
1006500.000000
USD
403396.500000
N
N
N
N/A
N/A
JKM LNG FUT JAN23 IFEU 20231215
000000000
10.000000
NC
USD
403396.500000
0.0632473
N/A
DCO
GB
N
1
Intercontinental Exchange
5493000F4ZO33MV32P92
Long
N/A
JKM
2023-12-15
1006500.000000
USD
403396.500000
N
N
N
N/A
N/A
JKM LNG FUT JUL23 IFEU 20230615
000000000
10.000000
NC
USD
80896.500000
0.0126835
N/A
DCO
GB
N
1
Intercontinental Exchange
5493000F4ZO33MV32P92
Long
N/A
JKM
2023-06-15
684000.000000
USD
80896.500000
N
N
N
N/A
N/A
JKM LNG FUT JUN23 IFEU 20230515
000000000
10.000000
NC
USD
85896.500000
0.0134675
N/A
DCO
GB
N
1
Intercontinental Exchange
5493000F4ZO33MV32P92
Long
N/A
JKM
2023-05-15
689000.000000
USD
85896.500000
N
N
N
N/A
N/A
JKM LNG FUT MAR23 IFEU 20230215
000000000
10.000000
NC
USD
358396.500000
0.0561919
N/A
DCO
GB
N
1
Intercontinental Exchange
5493000F4ZO33MV32P92
Long
N/A
JKM
2023-02-15
961500.000000
USD
358396.500000
N
N
N
N/A
N/A
JKM LNG FUT MAY 23 IFEU 20230414
000000000
10.000000
NC
USD
108396.500000
0.0169952
N/A
DCO
GB
N
1
Intercontinental Exchange
5493000F4ZO33MV32P92
Long
N/A
JKM
2023-04-14
711500.000000
USD
108396.500000
N
N
N
N/A
N/A
JKM LNG FUT NOV 23 IFEU 20231023
000000000
10.000000
NC
USD
155896.500000
0.0244425
N/A
DCO
GB
N
1
Intercontinental Exchange
5493000F4ZO33MV32P92
Long
N/A
JKM
2023-10-23
759000.000000
USD
155896.500000
N
N
N
N/A
N/A
JKM LNG FUT SEP23 IFEU 20230815
000000000
10.000000
NC
USD
98396.500000
0.0154273
N/A
DCO
GB
N
1
Intercontinental Exchange
5493000F4ZO33MV32P92
Long
N/A
JKM
2023-08-15
701500.000000
USD
98396.500000
N
N
N
N/A
N/A
NATURAL GAS FUTR APR22 XNYM 20220329
000000000
-250.000000
NC
USD
-580535.000000
-0.0910203
N/A
DCO
US
N
1
New York Mercantile Exchange
5493008GFNDTXFPHWI47
Short
N/A
Henry
2022-03-29
-7495000.000000
USD
-580535.000000
N
N
N
N/A
N/A
NATURAL GAS FUTR MAY22 XNYM 20220427
000000000
164.000000
NC
USD
153463.920000
0.0240611
N/A
DCO
US
N
1
New York Mercantile Exchange
5493008GFNDTXFPHWI47
Long
N/A
Henry
2022-04-27
4783880.000000
USD
153463.920000
N
N
N
N/A
N/A
NATURAL GAS FUTR OCT22 XNYM 20220928
000000000
86.000000
NC
USD
183026.920000
0.0286962
N/A
DCO
US
N
1
New York Mercantile Exchange
5493008GFNDTXFPHWI47
Long
N/A
Henry
2022-09-28
2574840.000000
USD
183026.920000
N
N
N
N/A
N/A
TTF GAS 1ST LINE APR23 IFEU 20230330
000000000
-10.000000
NC
USD
-129003.500000
-0.0202261
N/A
DIR
GB
N
1
Intercontinental Exchange
5493000F4ZO33MV32P92
Short
N/A
TTF
2023-03-30
-688900.000000
USD
-129003.500000
N
N
N
N/A
N/A
TTF GAS 1ST LINE AUG23 IFEU 20230728
000000000
-10.000000
NC
USD
-69503.500000
-0.0108972
N/A
DIR
GB
N
1
Intercontinental Exchange
5493000F4ZO33MV32P92
Short
N/A
TTF
2023-07-28
-629400.000000
USD
-69503.500000
N
N
N
N/A
N/A
TTF GAS 1ST LINE DEC23 IFEU 20231129
000000000
-10.000000
NC
USD
-136403.500000
-0.0213863
N/A
DIR
GB
N
1
Intercontinental Exchange
5493000F4ZO33MV32P92
Short
N/A
TTF
2023-11-29
-696300.000000
USD
-136403.500000
N
N
N
N/A
N/A
TTF GAS 1ST LINE FEB23 IFEU 20230130
000000000
-10.000000
NC
USD
-282903.500000
-0.0443556
N/A
DIR
GB
N
1
Intercontinental Exchange
5493000F4ZO33MV32P92
Short
N/A
TTF
2023-01-30
-842800.000000
USD
-282903.500000
N
N
N
N/A
N/A
TTF GAS 1ST LINE JAN23 IFEU 20221229
000000000
-10.000000
NC
USD
-292403.500000
-0.0458451
N/A
DIR
GB
N
1
Intercontinental Exchange
5493000F4ZO33MV32P92
Short
N/A
TTF
2022-12-29
-852300.000000
USD
-292403.500000
N
N
N
N/A
N/A
TTF GAS 1ST LINE JUL23 IFEU 20230629
000000000
-10.000000
NC
USD
-55803.500000
-0.0087493
N/A
DIR
GB
N
1
Intercontinental Exchange
5493000F4ZO33MV32P92
Short
N/A
TTF
2023-06-29
-615700.000000
USD
-55803.500000
N
N
N
N/A
N/A
TTF GAS 1ST LINE JUN23 IFEU 20230530
000000000
-10.000000
NC
USD
-47403.500000
-0.0074323
N/A
DIR
GB
N
1
Intercontinental Exchange
5493000F4ZO33MV32P92
Short
N/A
TTF
2023-05-30
-607300.000000
USD
-47403.500000
N
N
N
N/A
N/A
TTF GAS 1ST LINE MAR23 IFEU 20230227
000000000
-10.000000
NC
USD
-245303.500000
-0.0384604
N/A
DIR
GB
N
1
Intercontinental Exchange
5493000F4ZO33MV32P92
Short
N/A
TTF
2023-02-27
-805200.000000
USD
-245303.500000
N
N
N
N/A
N/A
TTF GAS 1ST LINE MAY23 IFEU 20230427
000000000
-10.000000
NC
USD
-78503.500000
-0.0123083
N/A
DIR
GB
N
1
Intercontinental Exchange
5493000F4ZO33MV32P92
Short
N/A
TTF
2023-04-27
-638400.000000
USD
-78503.500000
N
N
N
N/A
N/A
TTF GAS 1ST LINE NOV23 IFEU 20231030
000000000
-10.000000
NC
USD
-125103.500000
-0.0196146
N/A
DIR
GB
N
1
Intercontinental Exchange
5493000F4ZO33MV32P92
Short
N/A
TTF
2023-10-30
-685000.000000
USD
-125103.500000
N
N
N
N/A
N/A
TTF GAS 1ST LINE OCT23 IFEU 20230928
000000000
-10.000000
NC
USD
-107203.500000
-0.0168081
N/A
DIR
GB
N
1
Intercontinental Exchange
5493000F4ZO33MV32P92
Short
N/A
TTF
2023-09-28
-667100.000000
USD
-107203.500000
N
N
N
N/A
N/A
TTF GAS 1ST LINE SEP23 IFEU 20230830
000000000
-10.000000
NC
USD
-89803.500000
-0.0140800
N/A
DIR
GB
N
1
Intercontinental Exchange
5493000F4ZO33MV32P92
Short
N/A
TTF
2023-08-30
-649700.000000
USD
-89803.500000
N
N
N
N/A
N/A
TTF NAT GAS F APR22 NDEX 20220330
000000000
162.000000
NC
683738.850000
0.1072014
N/A
DCO
NL
N
1
EUROPEAN ENERGY DERIVATIVES EXCHANGE N.V.
N/A
Long
N/A
TTF
2022-03-30
3368578.380000
EUR
683738.850000
N
N
N
N/A
N/A
TTF NAT GAS F AUG21 NDEX 20210729
000000000
-28.000000
NC
-263770.400000
-0.0413558
N/A
DCO
NL
N
1
EUROPEAN ENERGY DERIVATIVES EXCHANGE N.V.
N/A
Short
N/A
TTF
2021-07-29
-855216.940000
EUR
-263770.400000
N
N
N
N/A
N/A
TTF NAT GAS F AUG22 NDEX 20220728
000000000
162.000000
NC
348241.470000
0.0545997
N/A
DCO
NL
N
1
EUROPEAN ENERGY DERIVATIVES EXCHANGE N.V.
N/A
Long
N/A
TTF
2022-07-28
3122573.680000
EUR
348241.470000
N
N
N
N/A
N/A
TTF NAT GAS F DEC21 NDEX 20211129
000000000
-127.000000
NC
-1312514.190000
-0.2057851
N/A
DCO
NL
N
1
EUROPEAN ENERGY DERIVATIVES EXCHANGE N.V.
N/A
Short
N/A
TTF
2021-11-29
-3920698.300000
EUR
-1312514.190000
N
N
N
N/A
N/A
TTF NAT GAS F DEC22 NDEX 20221129
000000000
2.000000
NC
5292.010000
0.0008297
N/A
DCO
NL
N
1
EUROPEAN ENERGY DERIVATIVES EXCHANGE N.V.
N/A
Long
N/A
TTF
2022-11-29
41802.080000
EUR
5292.010000
N
N
N
N/A
N/A
TTF NAT GAS F FEB22 NDEX 20220128
000000000
-51.000000
NC
-390782.140000
-0.0612696
N/A
DCO
NL
N
1
EUROPEAN ENERGY DERIVATIVES EXCHANGE N.V.
N/A
Short
N/A
TTF
2022-01-28
-1433425.180000
EUR
-390782.140000
N
N
N
N/A
N/A
TTF NAT GAS F JAN22 NDEX 20211230
000000000
-51.000000
NC
-427649.500000
-0.0670499
N/A
DCO
NL
N
1
EUROPEAN ENERGY DERIVATIVES EXCHANGE N.V.
N/A
Short
N/A
TTF
2021-12-30
-1582012.320000
EUR
-427649.500000
N
N
N
N/A
N/A
TTF NAT GAS F JUL22 NDEX 20220629
000000000
162.000000
NC
319372.430000
0.0500734
N/A
DCO
NL
N
1
EUROPEAN ENERGY DERIVATIVES EXCHANGE N.V.
N/A
Long
N/A
TTF
2022-06-29
3093704.640000
EUR
319372.430000
N
N
N
N/A
N/A
TTF NAT GAS F JUN22 NDEX 20220530
000000000
162.000000
NC
275183.230000
0.0431451
N/A
DCO
NL
N
1
EUROPEAN ENERGY DERIVATIVES EXCHANGE N.V.
N/A
Long
N/A
TTF
2022-05-30
2960022.770000
EUR
275183.230000
N
N
N
N/A
N/A
TTF NAT GAS F MAR22 NDEX 20220225
000000000
-51.000000
NC
-345928.430000
-0.0542371
N/A
DCO
NL
N
1
EUROPEAN ENERGY DERIVATIVES EXCHANGE N.V.
N/A
Short
N/A
TTF
2022-02-25
-1498739.440000
EUR
-345928.430000
N
N
N
N/A
N/A
TTF NAT GAS F MAY22 NDEX 20220428
000000000
162.000000
NC
348670.230000
0.0546670
N/A
DCO
NL
N
1
EUROPEAN ENERGY DERIVATIVES EXCHANGE N.V.
N/A
Long
N/A
TTF
2022-04-28
3123002.440000
EUR
348670.230000
N
N
N
N/A
N/A
TTF NAT GAS F NOV21 NDEX 20211028
000000000
-127.000000
NC
-1248816.810000
-0.1957982
N/A
DCO
NL
N
1
EUROPEAN ENERGY DERIVATIVES EXCHANGE N.V.
N/A
Short
N/A
TTF
2021-10-28
-3772864.440000
EUR
-1248816.810000
N
N
N
N/A
N/A
TTF NAT GAS F NOV22 NDEX 20221028
000000000
2.000000
NC
4480.970000
0.0007026
N/A
DCO
NL
N
1
EUROPEAN ENERGY DERIVATIVES EXCHANGE N.V.
N/A
Long
N/A
TTF
2022-10-28
39813.320000
EUR
4480.970000
N
N
N
N/A
N/A
TTF NAT GAS F OCT21 NDEX 20210929
000000000
-127.000000
NC
-1260386.340000
-0.1976122
N/A
DCO
NL
N
1
EUROPEAN ENERGY DERIVATIVES EXCHANGE N.V.
N/A
Short
N/A
TTF
2021-09-29
-3872341.360000
EUR
-1260386.340000
N
N
N
N/A
N/A
TTF NAT GAS F OCT22 NDEX 20220929
000000000
2.000000
NC
2971.830000
0.0004659
N/A
DCO
NL
N
1
EUROPEAN ENERGY DERIVATIVES EXCHANGE N.V.
N/A
Long
N/A
TTF
2022-09-29
39481.900000
EUR
2971.830000
N
N
N
N/A
N/A
TTF NAT GAS F SEP21 NDEX 20210827
000000000
-14.000000
NC
-192926.880000
-0.0302484
N/A
DCO
NL
N
1
EUROPEAN ENERGY DERIVATIVES EXCHANGE N.V.
N/A
Short
N/A
TTF
2021-08-27
-411543.700000
EUR
-192926.880000
N
N
N
N/A
N/A
TTF NAT GAS F SEP22 NDEX 20220830
000000000
162.000000
NC
346687.380000
0.0543561
N/A
DCO
NL
N
1
EUROPEAN ENERGY DERIVATIVES EXCHANGE N.V.
N/A
Long
N/A
TTF
2022-08-30
3031526.910000
EUR
346687.380000
N
N
N
N/A
N/A
NS US TRS EQUITY 1ML+48 *BULLET* FAR
000000000
1.000000
NC
USD
-126768.600000
-0.0198757
N/A
DE
US
N
2
Wells Fargo Trust Company, National Association
N/A
N/A
NUSTAR ENERGY LP
Y
2022-03-09
0.000000
USD
0.000000
USD
1029000.000000
USD
-126768.600000
N
N
N
N/A
N/A
NS US TRS EQUITY 1ML+55 *BULLET* GST
000000000
1.000000
NC
USD
-90037.000000
-0.0141166
N/A
DE
US
N
2
GOLDMAN SACHS INTERNATIONAL
W22LROWP2IHZNBB6K528
N/A
NUSTAR ENERGY LP
Y
2022-03-24
0.000000
USD
0.000000
USD
2431000.000000
USD
-90037.000000
N
N
N
N/A
N/A
OHI US TRS EQUITY 1ML+0 *BULLET* BOA
000000000
1.000000
NC
USD
-31833.250000
-0.0049910
N/A
DE
US
N
2
BANK OF AMERICA CORPORATION
9DJT3UXIJIZJI4WXO774
N/A
OMEGA HEALTHCARE INVESTORS INC
Y
2022-03-09
0.000000
USD
0.000000
USD
1022507.850000
USD
-31833.250000
N
N
N
N/A
N/A
PSXP US TRS EQUITY 1ML+48 *BULLET* FAR
000000000
1.000000
NC
USD
-156631.260000
-0.0245577
N/A
DE
US
N
2
Wells Fargo Trust Company, National Association
N/A
N/A
PHILLIPS 66 PARTNERS LP
Y
2022-03-09
0.000000
USD
0.000000
USD
4219910.000000
USD
-156631.260000
N
N
N
N/A
N/A
PSXP US TRS EQUITY 1ML+55 *BULLET* BOA
000000000
1.000000
NC
USD
2765801.980000
0.4336418
N/A
DE
US
N
2
BANK OF AMERICA CORPORATION
9DJT3UXIJIZJI4WXO774
N/A
PHILLIPS 66 PARTNERS LP
Y
2022-03-10
0.000000
USD
0.000000
USD
4877160.000000
USD
2765801.980000
N
N
N
N/A
N/A
DOC US TRS EQUITY 1ML+20 *BULLET* JPM
000000000
1.000000
NC
USD
-34830.960000
-0.0054610
N/A
DE
US
N
2
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
N/A
PHYSICIANS REALTY TRUST
Y
2022-03-09
0.000000
USD
0.000000
USD
769819.560000
USD
-34830.960000
N
N
N
N/A
N/A
PAA US TRS EQUITY 1ML+48 *BULLET* FAR
000000000
1.000000
NC
USD
-114480.420000
-0.0179490
N/A
DE
US
N
2
Wells Fargo Trust Company, National Association
N/A
N/A
PLAINS ALL AMERICAN PIPELINE LP
Y
2022-03-09
0.000000
USD
0.000000
USD
1840720.000000
USD
-114480.420000
N
N
N
N/A
N/A
PAA US TRS EQUITY 1ML+55 *BULLET* BOA
000000000
1.000000
NC
USD
1648422.990000
0.2584513
N/A
DE
US
N
2
BANK OF AMERICA CORPORATION
9DJT3UXIJIZJI4WXO774
N/A
PLAINS ALL AMERICAN PIPELINE LP
Y
2022-03-10
0.000000
USD
0.000000
USD
4690010.000000
USD
1648422.990000
N
N
N
N/A
N/A
PAA US TRS EQUITY 1ML+55 *BULLET* GST
000000000
1.000000
NC
USD
652008.410000
0.1022264
N/A
DE
US
N
2
GOLDMAN SACHS INTERNATIONAL
W22LROWP2IHZNBB6K528
N/A
PLAINS ALL AMERICAN PIPELINE LP
Y
2022-03-24
0.000000
USD
0.000000
USD
2455040.000000
USD
652008.410000
N
N
N
N/A
N/A
PLATINUM FUTURE OCT21 XNYM 20211027
000000000
7.000000
NC
USD
-5611.930000
-0.0008799
N/A
DCO
US
N
1
New York Mercantile Exchange
5493008GFNDTXFPHWI47
Long
N/A
Platinum
2021-10-27
375515.000000
USD
-5611.930000
N
N
N
N/A
N/A
SOLD CAD/BOUGHT USD
000000000
1.000000
NC
18415.150000
0.0028873
N/A
DFE
CA
N
2
Royal Bank of Canada
ES7IP3U3RHIGC71XBU11
885000.000000
CAD
732338.240000
USD
2021-08-17
18415.150000
N
N
N
N/A
N/A
SILVER FUTURE SEP21 XCEC 20210928
000000000
12.000000
NC
USD
-4347.840000
-0.0006817
N/A
DCO
US
N
1
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
Long
N/A
Silver
2021-09-28
1571640.000000
USD
-4347.840000
N
N
N
N/A
N/A
BOUGHT DKK/SOLD USD
000000000
1.000000
NC
-8659.160000
-0.0013576
N/A
DFE
DK
N
2
SOCIETE GENERALE
O2RNE8IBXP4R0TD8PU41
1225404.470000
USD
7630514.000000
DKK
2021-07-01
-8659.160000
N
N
N
N/A
N/A
SOLD DKK/BOUGHT USD
000000000
1.000000
NC
8656.330000
0.0013572
N/A
DFE
DK
N
2
SOCIETE GENERALE
O2RNE8IBXP4R0TD8PU41
7630514.000000
DKK
1227524.820000
USD
2021-10-01
8656.330000
N
N
N
CHENIERE ENERGY INC
MIHC87W9WTYSYZWV1J40
CHENIERE ENERGY INC COMMON STOCK USD.003
16411R208
253000.000000
NS
USD
21945220.000000
3.4407250
Long
EC
CORP
US
N
1
N
N
N
CHENIERE ENERGY PARTNERS LP
5493005UEC8AZ34LDV29
CHENIERE ENERGY PARTNERS LP MLP
16411Q101
90600.000000
NS
USD
4012674.000000
0.6291351
Long
EC
CORP
US
N
1
N
N
N
CHESAPEAKE ENERGY CORPORATION
X2MT1W32SPAZ9WSKLE78
CHESAPEAKE ENERGY CORP COMMON STOCK USD.01
165167735
104050.000000
NS
USD
5402276.000000
0.8470066
Long
EC
CORP
US
N
1
N
N
N
N/A
N/A
COM FWD EURMARG3 4Q21 5.3 12/31/21 BPS
000000000
1.000000
NC
USD
6.510000
0.0000010
N/A
DCO
US
N
2
BNP PARIBAS
R0MUWSFPU8MPRO8K5P83
N/A
Petroleum
Y
Single Leg Swap
2021-12-31
0.000000
USD
0.000000
USD
900.000000
USD
6.510000
N
N
N
N/A
N/A
COM FWD EURMARG3 4Q21 5.3 12/31/21 MAC
000000000
1.000000
NC
USD
6.510000
0.0000010
N/A
DCO
US
N
2
MACQUARIE BANK LIMITED
4ZHCHI4KYZG2WVRT8631
N/A
Petroleum
Y
Single Leg Swap
2021-12-31
0.000000
USD
0.000000
USD
900.000000
USD
6.510000
N
N
N
N/A
N/A
COM FWD EURMARG3 CAL21 3 12/31/21 MYC
000000000
1.000000
NC
USD
26935.810000
0.0042232
N/A
DCO
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
N/A
Petroleum
Y
Single Leg Swap
2021-12-31
0.000000
USD
0.000000
USD
10500.000000
USD
26935.810000
N
N
N
N/A
N/A
COM FWD EURMARG3 CAL21 3.45 12/31/21 MYC
000000000
1.000000
NC
USD
12587.140000
0.0019735
N/A
DCO
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
N/A
Petroleum
Y
Single Leg Swap
2021-12-31
0.000000
USD
0.000000
USD
5950.000000
USD
12587.140000
N
N
N
N/A
N/A
COM FWD EURMARG3 CAL21 3.47 12/31/21 MYC
000000000
1.000000
NC
USD
20535.840000
0.0032198
N/A
DCO
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
N/A
Petroleum
Y
Single Leg Swap
2021-12-31
0.000000
USD
0.000000
USD
9800.000000
USD
20535.840000
N
N
N
N/A
N/A
COM FWD EURMARG3 CAL21 6.12 12/31/21 BPS
000000000
1.000000
NC
USD
-3293.300000
-0.0005163
N/A
DCO
US
N
2
BNP PARIBAS
R0MUWSFPU8MPRO8K5P83
N/A
Petroleum
Y
Single Leg Swap
2021-12-31
0.000000
USD
-16779.000000
USD
5950.000000
USD
13485.700000
N
N
N
N/A
N/A
COM FWD EURMARG3 CAL21 6.35 12/31/21 JPM
000000000
1.000000
NC
USD
-7677.410000
-0.0012037
N/A
DCO
US
N
2
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
N/A
Petroleum
Y
Single Leg Swap
2021-12-31
0.000000
USD
-27231.720000
USD
9800.000000
USD
19554.310000
N
N
N
N/A
N/A
COM FWD EUROBOBCO CAL21 4.95 12/21 MAC
000000000
1.000000
NC
USD
513850.260000
0.0805650
N/A
DCO
US
N
2
MACQUARIE BANK LIMITED
4ZHCHI4KYZG2WVRT8631
N/A
Petroleum
Y
Single Leg Swap
2021-12-31
0.000000
USD
-845760.600000
USD
140000.000000
USD
1359610.860000
N
N
N
N/A
N/A
COM FWD EUROBOBCO CAL21 7.70 12/21 JPM
000000000
1.000000
NC
USD
2708.940000
0.0004247
N/A
DCO
US
N
2
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
N/A
Petroleum
Y
Single Leg Swap
2021-12-31
0.000000
USD
-9561.320000
USD
2940.000000
USD
12270.260000
N
N
N
N/A
N/A
COM FWD TTFNBP V1-H2 -4.05 03/31/22 MYC
000000000
1.000000
NC
-17052.600000
-0.0026736
N/A
DCO
GB
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
N/A
Natural Gas
Y
Single Leg Swap
2022-03-31
0.000000
GBP
0.000000
GBP
2548000.000000
GBP
-17052.600000
N
N
N
AZURE MIDSTREAM ENERGY LLC (AKA: TGGT HOLDINGS LLC)
N/A
AZURE MIDSTREAM ENERGY LLC 2ND LIEN TERM LOAN
934NUDII2
9245655.290000
PA
USD
9463196.310000
1.4837061
Long
LON
CORP
US
N
3
2023-03-31
Floating
12
N
N
N
N
N
N
N/A
N/A
OIS USD SOFR/0.22950 11/19/20-5Y LCH
000000000
1.000000
NC
USD
2196071.380000
0.3443154
N/A
DIR
US
N
2
London Clearing house
N/A
N/A
USD-SOFR-COMPOUND
Y
2025-11-19
401478.840000
USD
0.000000
USD
128300000.000000
USD
1794592.540000
N
N
N
AGREE REALTY CORPORATION
N/A
AGREE REALTY CORP REIT USD.0001
008492100
20800.000000
NS
USD
1466192.000000
0.2298798
Long
EC
CORP
US
N
1
N
N
N
N/A
N/A
SOLD DKK/BOUGHT USD
000000000
1.000000
NC
87536.390000
0.0137246
N/A
DFE
DK
N
2
UBS AG
BFM8T61CT2L1QCEMIK50
19450000.000000
DKK
3188991.440000
USD
2021-07-01
87536.390000
N
N
N
N/A
N/A
SOLD EUR/BOUGHT USD
000000000
1.000000
NC
8212.070000
0.0012875
N/A
DFE
N/A
N
2
UBS AG
BFM8T61CT2L1QCEMIK50
252000.000000
EUR
307300.390000
USD
2021-08-17
8212.070000
N
N
N
N/A
N/A
WES US TRS EQUITY 1ML+43 *BULLET* FAR
000000000
1.000000
NC
USD
-274018.690000
-0.0429626
N/A
DE
US
N
2
Wells Fargo Trust Company, National Association
N/A
N/A
WESTERN MIDSTREAM PARTNERS LP
Y
2022-03-09
0.000000
USD
0.000000
USD
4911354.000000
USD
-274018.690000
N
N
N
N/A
N/A
WES US TRS EQUITY 1ML+55 *BULLET* BOA
000000000
1.000000
NC
USD
711953.590000
0.1116251
N/A
DE
US
N
2
BANK OF AMERICA CORPORATION
9DJT3UXIJIZJI4WXO774
N/A
WESTERN MIDSTREAM PARTNERS LP
Y
2022-03-10
0.000000
USD
0.000000
USD
2473400.000000
USD
711953.590000
N
N
N
N/A
N/A
WES US TRS EQUITY 1ML+55 *BULLET* GST
000000000
1.000000
NC
USD
419141.040000
0.0657159
N/A
DE
US
N
2
GOLDMAN SACHS INTERNATIONAL
W22LROWP2IHZNBB6K528
N/A
WESTERN MIDSTREAM PARTNERS LP
Y
2022-03-24
0.000000
USD
0.000000
USD
2091339.250000
USD
419141.040000
N
N
N
CLEARWAY ENERGY INC
549300LHAZ9HA9G3XC48
CLEARWAY ENERGY INC C COMMON STOCK
18539C204
41052.000000
NS
USD
1087056.960000
0.1704364
Long
EC
CORP
US
N
1
N
N
N
CORESITE REALTY CORPORATION
549300H0YYORITFM2B74
CORESITE REALTY CORP REIT USD.01
21870Q105
9500.000000
NS
USD
1278700.000000
0.2004835
Long
EC
CORP
US
N
1
N
N
N
CRESTWOOD EQUITY PARTNERS LP
549300CUY0F1TYDLDL45
CRESTWOOD EQUITY PARTNERS LP MLP
226344208
326342.000000
NS
USD
9783733.160000
1.5339621
Long
EC
CORP
US
N
1
N
N
N
BLUE RACER MIDSTREAM LLC / BLUE RACER FINANCE CORP
N/A
BLUE RACER MID LLC/FINAN SR UNSECURED 144A 12/25 7.625
095796AH1
4400000.000000
PA
USD
4774000.000000
0.7485011
Long
DBT
CORP
US
N
2
2025-12-15
Fixed
7.625
N
N
N
N
N
N
DCP MIDSTREAM LP
52990024YYS3MLGW0E91
DCP MIDSTREAM LP MLP
23311P100
544094.000000
NS
USD
16698244.860000
2.6180675
Long
EC
CORP
US
N
1
N
N
N
DEVON ENERGY CORPORATION
54930042348RKR3ZPN35
DEVON ENERGY CORP COMMON STOCK USD.1
25179M103
188100.000000
NS
USD
5490639.000000
0.8608608
Long
EC
CORP
US
N
1
N
N
N
DIAMONDBACK ENERGY INC
549300R22LSX6OHWEN64
DIAMONDBACK ENERGY INC COMMON STOCK USD.01
25278X109
67450.000000
NS
USD
6332880.500000
0.9929133
Long
EC
CORP
US
N
1
N
N
N
ENBRIDGE INC
98TPTUM4IVMFCZBCUR27
ENBRIDGE INC COMMON STOCK
29250N956
390000.000000
NS
15614472.410000
2.4481461
Long
EC
CORP
CA
N
1
N
N
N
ENERGY TRANSFER LP
MTLVN9N7JE8MIBIJ1H73
ENERGY TRANSFER LP MLP
29273V100
1644000.000000
NS
USD
17475720.000000
2.7399655
Long
EC
CORP
US
N
1
N
N
N
ENLINK MIDSTREAM LLC
54930000GY1H533OBE23
ENLINK MIDSTREAM LLC COMMON STOCK USD.01
29336T100
1215000.000000
NS
USD
7763850.000000
1.2172707
Long
EC
CORP
US
N
1
N
N
N
ENTERPRISE PRODUCTS PARTNERS LP
K4CDIF4M54DJZ6TB4Q48
ENTERPRISE PRODUCTS PARTNERS MLP
293792107
149000.000000
NS
USD
3595370.000000
0.5637072
Long
EC
CORP
US
N
1
N
N
N
EQT CORPORATION
4NT01YGM4X7ZX86ISY52
EQT CORP COMMON STOCK
26884L109
285050.000000
NS
USD
6345213.000000
0.9948468
Long
EC
CORP
US
N
1
N
N
N
CHESAPEAKE ENERGY CORPORATION
X2MT1W32SPAZ9WSKLE78
CHESAPEAKE ENERGY CORP COMPANY GUAR 144A 02/26 5.5
165167DF1
2600000.000000
PA
USD
2750280.000000
0.4312081
Long
DBT
CORP
US
N
2
2026-02-01
Fixed
5.5
N
N
N
N
N
N
CHESAPEAKE ENERGY CORPORATION
X2MT1W32SPAZ9WSKLE78
CHESAPEAKE ENERGY CORP COMPANY GUAR 144A 02/29 5.875
165167DG9
2500000.000000
PA
USD
2709375.000000
0.4247947
Long
DBT
CORP
US
N
2
2029-02-01
Fixed
5.875
N
N
N
N
N
N
EQUITRANS MIDSTREAM CORPORATION
549300RH0NLJNZ5SXU64
EQUITRANS MIDSTREAM CORP COMMON STOCK
294600101
921420.000000
NS
USD
7841284.200000
1.2294113
Long
EC
CORP
US
N
1
N
N
N
FIRSTENERGY CORP
549300SVYJS666PQJH88
FIRSTENERGY CORP COMMON STOCK USD.1
337932107
83000.000000
NS
USD
3088430.000000
0.4842256
Long
EC
CORP
US
N
1
N
N
N
CLARIVATE SCIENCE HOLDINGS CORPORATION
N/A
CALRIV SCI HLD CORP SR UNSECURED 144A 06/29 4.875
18064PAB5
200000.000000
PA
USD
205500.000000
0.0322197
Long
DBT
CORP
US
N
2
2029-06-30
Fixed
4.875
N
N
N
N
N
N
COLGATE ENERGY (COLGATE ENERGY PARTNERS III LLC)
549300QRLZK0B17DH791
COLGATE ENERGY P SR UNSECURED 144A 07/29 5.875
19416MAB5
200000.000000
PA
USD
207750.000000
0.0325725
Long
DBT
CORP
US
N
2
2029-07-01
Fixed
5.875
N
N
N
N
N
N
GAMING AND LEISURE PROPERTIES INC
5493006GWRDBCZYWTM57
GAMING AND LEISURE PROPERTIE REIT
36467J108
26100.000000
NS
USD
1209213.000000
0.1895889
Long
EC
CORP
US
N
1
N
N
N
COMSTOCK RESOURCES INC
I03QQGEA4SS774AURI46
COMSTOCK RESOURCES INC COMPANY GUAR 144A 03/29 6.75
205768AS3
4700000.000000
PA
USD
5012456.000000
0.7858879
Long
DBT
CORP
US
N
2
2029-03-01
Fixed
6.75
N
N
N
N
N
N
GENESIS ENERGY LP
549300VJ5D6MDK138782
GENESIS ENERGY L.P. MLP
371927104
622000.000000
NS
USD
7221420.000000
1.1322247
Long
EC
CORP
US
N
1
N
N
N
HANNON ARMSTRONG SUSTAINABLE INFRASTRUCTURE CAPITAL INC
N/A
HANNON ARMSTRONG SUSTAINABLE REIT USD.01
41068X100
40000.000000
NS
USD
2246000.000000
0.3521436
Long
EC
CORP
US
N
1
N
N
N
HEALTHCARE REALTY TRUST INCORPORATED
549300CB86LH2IOKHH22
HEALTHCARE REALTY TRUST INC REIT USD.01
421946104
32400.000000
NS
USD
978480.000000
0.1534129
Long
EC
CORP
US
N
1
N
N
N
HEALTHCARE TRUST OF AMERICA INC
549300L0I14L7I0VLX84
HEALTHCARE TRUST OF AME CL A REIT USD.01
42225P501
34800.000000
NS
USD
929160.000000
0.1456802
Long
EC
CORP
US
N
1
N
N
N
HESS MIDSTREAM LP
N/A
HESS MIDSTREAM LP CLASS A COMMON STOCK
428103105
845949.000000
NS
USD
21360212.250000
3.3490034
Long
EC
CORP
US
N
1
N
N
N
AMERICAN CAMPUS COMMUNITIES INC
529900MR3ZXRO3W6UX26
AMERICAN CAMPUS COMMUNITIES REIT USD.01
024835100
20600.000000
NS
USD
962432.000000
0.1508968
Long
EC
CORP
US
N
1
N
N
N
HOLLY ENERGY PARTNERS LP
529900NVV7ODCT0QCG29
HOLLY ENERGY PARTNERS LP MLP
435763107
179470.000000
NS
USD
4061406.100000
0.6367756
Long
EC
CORP
US
N
1
N
N
N
CROWNROCK LP / CROWNROCK FINANCE INC
N/A
CROWNROCK LP/CROWNROCK F SR UNSECURED 144A 05/29 5
228701AG3
2100000.000000
PA
USD
2208370.500000
0.3462438
Long
DBT
CORP
US
N
2
2029-05-01
Fixed
5
N
N
N
N
N
N
DELUXE CORPORATION
KWGNKB8TX9LE5TV29231
DELUXE CORP COMPANY GUAR 144A 06/29 8
248019AU5
1000000.000000
PA
USD
1087675.000000
0.1705333
Long
DBT
CORP
US
N
2
2029-06-01
Fixed
8
N
N
N
N
N
N
DEVON ENERGY CORPORATION
54930042348RKR3ZPN35
DEVON ENERGY CORPORATION SR UNSECURED 07/41 5.6
25179MAL7
2000000.000000
PA
USD
2477026.340000
0.3883655
Long
DBT
CORP
US
N
2
2041-07-15
Fixed
5.6
N
N
N
N
N
N
DT MIDSTREAM INC
N/A
DT MIDSTREAM INC COMPANY GUAR 144A 06/31 4.375
23345MAB3
200000.000000
PA
USD
204608.000000
0.0320799
Long
DBT
CORP
US
N
2
2031-06-15
Fixed
4.375
N
N
N
N
N
N
ENDEAVOR ENERGY RESOURCES LP / EER FINANCE INC
N/A
ENDEAVOR ENERGY RESOURCE SR UNSECURED 144A 01/26 5.5
29260FAD2
4900000.000000
PA
USD
5106314.500000
0.8006037
Long
DBT
CORP
US
N
2
2026-01-30
Fixed
5.5
N
N
N
N
N
N
ENLINK MIDSTREAM LLC
54930000GY1H533OBE23
ENLINK MIDSTREAM LLC COMPANY GUAR 144A 01/28 5.625
29336TAC4
1600000.000000
PA
USD
1695112.000000
0.2657715
Long
DBT
CORP
US
N
2
2028-01-15
Fixed
5.625
N
N
N
N
N
N
ENLINK MIDSTREAM PARTNERS LP
88CPW63VL7KHJWS0NY83
ENLINK MIDSTREAM PARTNER SR UNSECURED 07/26 4.85
29336UAF4
1830000.000000
PA
USD
1899695.550000
0.2978475
Long
DBT
CORP
US
N
2
2026-07-15
Fixed
4.85
N
N
N
N
N
N
ENVIVA PARTNERS LP / ENVIVA PARTNERS FINANCE CORP
N/A
ENVIVA PARTNERS LP/FIN C COMPANY GUAR 144A 01/26 6.5
29413XAD9
6000000.000000
PA
USD
6282000.000000
0.9849359
Long
DBT
CORP
US
N
2
2026-01-15
Fixed
6.5
N
N
N
N
N
N
EQM MIDSTREAM PARTNERS LP (AKA: EQT MIDSTREAM PARTNERS LP)
549300NELT611CL6XM83
EQM MIDSTREAM PARTNERS L SR UNSECURED 144A 01/29 4.5
26885BAK6
1800000.000000
PA
USD
1833601.860000
0.2874849
Long
DBT
CORP
US
N
2
2029-01-15
Fixed
4.5
N
N
N
N
N
N
EQT CORPORATION
4NT01YGM4X7ZX86ISY52
EQT CORP SR UNSECURED 01/29 5
26884LAL3
4000000.000000
PA
USD
4465400.000000
0.7001166
Long
DBT
CORP
US
N
2
2029-01-15
Fixed
5
N
N
N
N
N
N
KINDER MORGAN INC
549300WR7IX8XE0TBO16
KINDER MORGAN INC COMMON STOCK USD.01
49456B101
708320.000000
NS
USD
12912673.600000
2.0245392
Long
EC
CORP
US
N
1
N
N
N
ANTERO MIDSTREAM CORPORATION
N/A
ANTERO MIDSTREAM CORP COMMON STOCK
03676B102
293000.000000
NS
USD
3044270.000000
0.4773019
Long
EC
CORP
US
N
1
N
N
N
MAGELLAN MIDSTREAM PARTNERS LP
MZF5TI8NFVZZNUSKDL39
MAGELLAN MIDSTREAM PARTNERS MLP
559080106
217000.000000
NS
USD
10613470.000000
1.6640540
Long
EC
CORP
US
N
1
N
N
N
MGM GROWTH PROPERTIES LLC
549300E2UGIBHWE12262
MGM GROWTH PROPERTIES LLC A REIT
55303A105
33900.000000
NS
USD
1241418.000000
0.1946382
Long
EC
CORP
US
N
1
N
N
N
MPLX LP
5493000CZJ19CK4P3G36
MPLX LP MLP
55336V100
447000.000000
NS
USD
13235670.000000
2.0751808
Long
EC
CORP
US
N
1
N
N
N
NEXTERA ENERGY INC
N/A
NEXTERA ENERGY INC COMMON STOCK USD.01
65339F101
60000.000000
NS
USD
4396800.000000
0.6893610
Long
EC
CORP
US
N
1
N
N
N
NEXTERA ENERGY PARTNERS LP
5493008F4ZOQFNG3WN54
NEXTERA ENERGY PARTNERS LP COMMON STOCK
65341B106
77000.000000
NS
USD
5879720.000000
0.9218636
Long
EC
CORP
US
N
1
N
N
N
NUSTAR ENERGY LP
5493003BMLTUIEG2LG44
NUSTAR ENERGY LP MLP
67058H102
390000.000000
NS
USD
7039500.000000
1.1037020
Long
EC
CORP
US
N
1
N
N
N
OERSTED A/S (AKA: DONG ENERGY A/S)
W9NG6WMZIYEU8VEDOG48
ORSTED A/S COMMON STOCK DKK10.0
BYT16L900
22300.000000
NS
3129200.720000
0.4906180
Long
EC
CORP
DK
N
1
N
N
N
OMEGA HEALTHCARE INVESTORS INC
549300OJ7ENK42CZ8E73
OMEGA HEALTHCARE INVESTORS REIT USD.1
681936100
26600.000000
NS
USD
965314.000000
0.1513487
Long
EC
CORP
US
N
1
N
N
N
ONEOK INC
2T3D6M0JSY48PSZI1Q41
ONEOK INC COMMON STOCK USD.01
682680103
388000.000000
NS
USD
21588320.000000
3.3847677
Long
EC
CORP
US
N
1
N
N
N
PEMBINA PIPELINE CORPORATION
5493002W3L9YICM6FU21
PEMBINA PIPELINE CORP COMMON STOCK
706327954
198700.000000
NS
6313966.600000
0.9899478
Long
EC
CORP
CA
N
1
N
N
N
PHILLIPS 66 PARTNERS LP
549300TL5L4IG0H4FX64
PHILLIPS 66 PARTNERS LP MLP
718549207
163000.000000
NS
USD
6431980.000000
1.0084508
Long
EC
CORP
US
N
1
N
N
N
PHYSICIANS REALTY TRUST
549300ITOVH0OY7PZC34
PHYSICIANS REALTY TRUST REIT USD.01
71943U104
40100.000000
NS
USD
740647.000000
0.1161238
Long
EC
CORP
US
N
1
N
N
N
PLAINS ALL AMERICAN PIPELINE LP
5521FA2ITF25TVH63740
PLAINS ALL AMER PIPELINE LP MLP
726503105
186000.000000
NS
USD
2112960.000000
0.3312846
Long
EC
CORP
US
N
1
N
N
N
PLAINS GP HOLDINGS LP
549300O56BSKRD8FAM12
PLAINS GP HOLDINGS LP CL A COMMON STOCK
72651A207
1700000.000000
NS
USD
20298000.000000
3.1824623
Long
EC
CORP
US
N
1
N
N
N
RANGE RESOURCES CORPORATION
H3Y3WLYCX0BTO1TRW162
RANGE RESOURCES CORP COMMON STOCK USD.01
75281A109
326000.000000
NS
USD
5463760.000000
0.8566465
Long
EC
CORP
US
N
1
N
N
N
RATTLER MIDSTREAM LP
549300I45NRVEEN9M219
RATTLER MIDSTREAM LP LTD PART
75419T103
232000.000000
NS
USD
2533440.000000
0.3972104
Long
EC
CORP
US
N
1
N
N
N
RIVIAN AUTOMOTIVE INC
N/A
RIVIAN US EQUITY PFD0RIVI5
966VFE909
608688.000000
NS
USD
22597542.000000
3.5430006
Long
EP
CORP
US
Y
3
N
N
N
GENESIS ENERGY LP / GENESIS ENERGY FINANCE CORP
N/A
GENESIS ENERGY LP/FIN COMPANY GUAR 01/27 8
37185LAM4
5800000.000000
PA
USD
6100875.000000
0.9565378
Long
DBT
CORP
US
N
2
2027-01-15
Fixed
8
N
N
N
N
N
N
GO DADDY OPERATING CO LLC / GD FINANCE CO INC
N/A
GO DADDY OPCO/FINCO COMPANY GUAR 144A 03/29 3.5
38016LAC9
400000.000000
PA
USD
398200.000000
0.0624326
Long
DBT
CORP
US
N
2
2029-03-01
Fixed
3.5
N
N
N
N
N
N
SUNOCO LP
54930001NJU8E40NQ561
SUNOCO LP MLP
86765K109
219000.000000
NS
USD
8256300.000000
1.2944804
Long
EC
CORP
US
N
1
N
N
N
TARGA RESOURCES CORP
5493003QENHHS261UR94
TARGA RESOURCES CORP COMMON STOCK USD.001
87612G101
423000.000000
NS
USD
18802350.000000
2.9479638
Long
EC
CORP
US
N
1
N
N
N
TC ENERGY CORPORATION
549300UGKOFV2IWJJG27
TC ENERGY CORP COMMON STOCK
87807B909
303462.000000
NS
15016423.910000
2.3543799
Long
EC
CORP
CA
N
1
N
N
N
TOURMALINE OIL CORP
549300EWGW5PUCV5A109
TOURMALINE OIL CORP COMMON STOCK
89156V957
128000.000000
NS
3658470.470000
0.5736006
Long
EC
CORP
CA
N
1
N
N
N
INDIGO NATURAL RESOURCES LLC
549300F7DOI6H6TA3C86
INDIGO NATURAL RES LLC SR UNSECURED 144A 02/29 5.375
45569LAC5
1650000.000000
PA
USD
1726378.500000
0.2706737
Long
DBT
CORP
US
N
2
2029-02-01
Fixed
5.375
N
N
N
N
N
N
INTELSAT JACKSON HOLDINGS SA
8XJ8KF85PBKK1TLMFN29
INTELSAT JACKSON HLDG COMPANY GUAR 144A 10/24 8.5
45824TBA2
2200000.000000
PA
USD
1305865.000000
0.2047426
Long
DBT
CORP
LU
N
2
2024-10-15
Fixed
8.5
Y
Y
N
N
N
N
VENTURE GLOBAL LNG INC
54930011XLBUWMQUC829
VENTURE GLOBAL LNG, INC. EQTY00029
ACI0BB8L4
2885.000000
NS
USD
19721846.570000
3.0921289
Long
EC
CORP
US
Y
3
N
N
N
LEEWARD RENEWABLE ENERGY OPERATIONS LLC
N/A
LEEWARD RENEWABL COMPANY GUAR 144A 07/29 4.25
524590AA4
100000.000000
PA
USD
101500.000000
0.0159139
Long
DBT
CORP
US
N
2
2029-07-01
Fixed
4.25
N
N
N
N
N
N
WESTERN MIDSTREAM PARTNERS LP
N/A
WESTERN MIDSTREAM PARTNERS L MLP
958669103
786450.000000
NS
USD
16845759.000000
2.6411958
Long
EC
CORP
US
N
1
N
N
N
WILLIAMS COS INC
D71FAKCBLFS2O0RBPG08
WILLIAMS COS INC COMMON STOCK USD1.0
969457100
809900.000000
NS
USD
21502845.000000
3.3713663
Long
EC
CORP
US
N
1
N
N
N
MULTIPLAN INC (MPH ACQUISITION HOLDINGS LLC)
5493002WXOPRPTXWTU06
MPH ACQUISITION HOLDINGS COMPANY GUAR 144A 11/28 5.75
553283AC6
3000000.000000
PA
USD
3018705.000000
0.4732937
Long
DBT
CORP
US
N
2
2028-11-01
Fixed
5.75
N
N
N
N
N
N
NORTHRIVER MIDSTREAM FINANCE LP
549300SOLNLY3BL6GF18
NORTHRIVER MIDSTREAM FIN SR SECURED 144A 02/26 5.625
66679NAA8
4000000.000000
PA
USD
4161680.000000
0.6524973
Long
DBT
CORP
CA
N
2
2026-02-15
Fixed
5.625
N
N
N
N
N
N
PDC ENERGY INC
5493008W8H2T511J5Y59
PDC ENERGY INC COMPANY GUAR 05/26 5.75
69327RAJ0
2500000.000000
PA
USD
2614825.000000
0.4099705
Long
DBT
CORP
US
N
2
2026-05-15
Fixed
5.75
N
N
N
N
N
N
PERU LNG SRL
254900F70J1LOALV5K70
PERU LNG SRL SR UNSECURED REGS 03/30 5.375
P7721BAE1
2500000.000000
PA
USD
2164612.500000
0.3393831
Long
DBT
CORP
PE
N
2
2030-03-22
Fixed
5.375
N
N
N
N
N
N
PETRORIO LUXEMBOURG SARL
222100466T5WZDU1B498
PETRORIO LUXEMBOURG SARL SR SECURED 144A 06/26 6.125
71677WAA0
200000.000000
PA
USD
204850.000000
0.0321178
Long
DBT
CORP
LU
N
2
2026-06-09
Fixed
6.125
N
N
N
N
N
N
PRECISION DRILLING CORPORATION
549300WF2OE8T5BP4B84
PRECISION DRILLING CORP COMPANY GUAR 144A 01/29 6.875
740212AM7
100000.000000
PA
USD
103125.000000
0.0161687
Long
DBT
CORP
CA
N
2
2029-01-15
Fixed
6.875
N
N
N
N
N
N
RENEWABLE ENERGY GROUP INC
549300HPU3BD8ZI0X358
RENEWABLE ENERGY GROUP I SR SECURED 144A 06/28 5.875
75972AAD5
1500000.000000
PA
USD
1577385.000000
0.2473134
Long
DBT
CORP
US
N
2
2028-06-01
Fixed
5.875
N
N
N
N
N
N
ROSEFIELD PIPELINE COMPANY LLC
N/A
ROSEFIELD PIPELINE CO LLC TL1L BKL000373
935YQKII6
6119088.620000
PA
USD
5973631.760000
0.9365877
Long
LON
CORP
US
N
3
2023-08-22
Floating
13
N
N
N
N
N
N
SM ENERGY COMPANY
84BUTVXV5ODI6BXNMH43
SM ENERGY CO SR UNSECURED 07/28 6.5
78454LAW0
100000.000000
PA
USD
102875.000000
0.0161295
Long
DBT
CORP
US
N
2
2028-07-15
Fixed
6.5
N
N
N
N
N
N
STATION CASINOS LLC
5493004E7Q60TX54WL62
STATION CASINOS LLC COMPANY GUAR 144A 02/28 4.5
857691AG4
3000000.000000
PA
USD
3057135.000000
0.4793190
Long
DBT
CORP
US
N
2
2028-02-15
Fixed
4.5
N
N
N
N
N
N
SUBURBAN PROPANE PARTNERS LP/SUBURBAN ENERGY FINANCE CORP
N/A
SUBURBAN PROPANE PARTNRS SR UNSECURED 144A 06/31 5
864486AL9
200000.000000
PA
USD
205000.000000
0.0321413
Long
DBT
CORP
US
N
2
2031-06-01
Fixed
5
N
N
N
N
N
N
SUNOCO LP / SUNOCO FINANCE CORP
N/A
SUNOCO LP/FINANCE CORP COMPANY GUAR 144A 05/29 4.5
86765LAR8
3000000.000000
PA
USD
3061560.000000
0.4800128
Long
DBT
CORP
US
N
2
2029-05-15
Fixed
4.5
N
N
N
N
N
N
SUPERIOR PLUS LP / SUPERIOR GENERAL PARTNER INC
N/A
SUPERIOR PLUS/GEN PRTNR COMPANY GUAR 144A 03/29 4.5
86828LAC6
2000000.000000
PA
USD
2062620.000000
0.3233920
Long
DBT
CORP
CA
N
2
2029-03-15
Fixed
4.5
N
N
N
N
N
N
TALEN ENERGY SUPPLY LLC (AKA: PPL ENERGY SUPPLY LLC)
K5K33XN0PQAU1XF7NN66
TALEN ENERGY SUPPLY LLC SR SECURED 144A 01/28 6.625
87422VAG3
2400000.000000
PA
USD
2201520.000000
0.3451697
Long
DBT
CORP
US
N
2
2028-01-15
Fixed
6.625
N
N
N
N
N
N
TALLGRASS ENERGY PARTNERS LP / TALLGRASS ENERGY FINANCE CORP
N/A
TALLGRASS NRG PRTNR/FIN COMPANY GUAR 144A 12/30 6
87470LAJ0
4000000.000000
PA
USD
4169240.000000
0.6536826
Long
DBT
CORP
US
N
2
2030-12-31
Fixed
6
N
N
N
N
N
N
AES CORPORATION
2NUNNB7D43COUIRE5295
AES CORP COMMON STOCK USD.01
00130H105
128000.000000
NS
USD
3336960.000000
0.5231919
Long
EC
CORP
US
N
1
N
N
N
TRANSOCEAN GUARDIAN LIMITED
N/A
TRANSOCEAN GUARDIAN LTD SR SECURED 144A 01/24 5.875
893800AA0
2217775.520000
PA
USD
2161222.240000
0.3388515
Long
DBT
CORP
KY
N
2
2024-01-15
Fixed
5.875
N
N
N
N
N
N
TRANSOCEAN POSEIDON LIMITED
N/A
TRANSOCEAN POSEIDON LTD SR SECURED 144A 02/27 6.875
89383JAA6
2950000.000000
PA
USD
2969027.500000
0.4655049
Long
DBT
CORP
KY
N
2
2027-02-01
Fixed
6.875
N
N
N
N
N
N
AMERICAN TRAILER WORLD CORP
254900WNYWX3HF6TKT69
AMERICAN TRAILER WORLD CORP. TERM LOAN B
03028BAB3
500000.000000
PA
USD
499896.000000
0.0783772
Long
LON
CORP
US
N
2
2028-03-03
Floating
4.5
N
N
N
N
N
N
UNITED STATES GOVT
254900HROIFWPRGM1V77
CASH MGMT BILL 09/21 0.00000
912796L23
3651000.000000
PA
USD
3650703.460000
0.5723828
Long
DBT
UST
US
N
2
2021-09-07
None
0
N
N
N
N
N
N
UNITED STATES GOVT
254900HROIFWPRGM1V77
CASH MGMT BILL 09/21 0.00000
912796L31
19300000.000000
PA
USD
19298391.730000
3.0257367
Long
DBT
UST
US
N
2
2021-09-14
None
0
N
N
N
N
N
N
UNITED STATES GOVT
254900HROIFWPRGM1V77
CASH MGMT BILL 09/21 0.00000
912796L49
600000.000000
PA
USD
599941.240000
0.0940630
Long
DBT
UST
US
N
2
2021-09-21
None
0
N
N
N
N
N
N
UNITED STATES GOVT
254900HROIFWPRGM1V77
CASH MGMT BILL 09/21 0.00000
912796L56
500000.000000
PA
USD
499956.740000
0.0783867
Long
DBT
UST
US
N
2
2021-09-28
None
0
N
N
N
N
N
N
UNITED STATES GOVT
254900HROIFWPRGM1V77
CASH MGMT BILL 10/21 0.00000
912796M30
500000.000000
PA
USD
499942.780000
0.0783845
Long
DBT
UST
US
N
2
2021-10-12
None
0
N
N
N
N
N
N
UNITED STATES GOVT
254900HROIFWPRGM1V77
CASH MGMT BILL 10/21 0.00000
912796M55
1400000.000000
PA
USD
1399795.250000
0.2194697
Long
DBT
UST
US
N
2
2021-10-26
None
0
N
N
N
N
N
N
UNITED STATES GOVT
254900HROIFWPRGM1V77
TREASURY BILL 07/21 0.00000
912796C49
3800000.000000
PA
USD
3799905.420000
0.5957757
Long
DBT
UST
US
N
2
2021-07-22
None
0
N
N
N
N
N
N
UNITED STATES GOVT
254900HROIFWPRGM1V77
TREASURY BILL 07/21 0.00000
912796H93
700000.000000
PA
USD
699991.250000
0.1097495
Long
DBT
UST
US
N
2
2021-07-13
None
0
N
N
N
N
N
N
UNITED STATES GOVT
254900HROIFWPRGM1V77
TREASURY BILL 07/21 0.00000
912796J26
400000.000000
PA
USD
399990.500000
0.0627133
Long
DBT
UST
US
N
2
2021-07-20
None
0
N
N
N
N
N
N
UNITED STATES GOVT
254900HROIFWPRGM1V77
TREASURY BILL 08/21 0.00000
912796J83
1900000.000000
PA
USD
1899927.190000
0.2978839
Long
DBT
UST
US
N
2
2021-08-03
None
0
N
N
N
N
N
N
UNITED STATES GOVT
254900HROIFWPRGM1V77
TREASURY BILL 08/21 0.00000
912796J91
2500000.000000
PA
USD
2499881.250000
0.3919489
Long
DBT
UST
US
N
2
2021-08-10
None
0
N
N
N
N
N
N
UNITED STATES GOVT
254900HROIFWPRGM1V77
TREASURY BILL 08/21 0.00000
912796K32
600000.000000
PA
USD
599964.000000
0.0940665
Long
DBT
UST
US
N
2
2021-08-24
None
0
N
N
N
N
N
N
UNITED STATES GOVT
254900HROIFWPRGM1V77
TREASURY BILL 09/21 0.00000
912796D63
20500000.000000
PA
USD
20498295.840000
3.2138661
Long
DBT
UST
US
N
2
2021-09-02
None
0
N
N
N
N
N
N
UNITED STATES GOVT
254900HROIFWPRGM1V77
TREASURY BILL 09/21 0.00000
912796F46
10600000.000000
PA
USD
10599093.060000
1.6617999
Long
DBT
UST
US
N
2
2021-09-16
None
0
N
N
N
N
N
N
UNITED STATES GOVT
254900HROIFWPRGM1V77
TREASURY BILL 09/21 0.00000
912796F53
6300000.000000
PA
USD
6299338.500000
0.9876543
Long
DBT
UST
US
N
2
2021-09-23
None
0
N
N
N
N
N
N
UNITED STATES GOVT
254900HROIFWPRGM1V77
TREASURY BILL 11/21 0.00000
912796H51
500000.000000
PA
USD
499919.970000
0.0783809
Long
DBT
UST
US
N
2
2021-11-12
None
0
N
N
N
N
N
N
UNITED STATES GOVT
254900HROIFWPRGM1V77
TREASURY BILL 11/21 0.00000
912796H69
700000.000000
PA
USD
699881.580000
0.1097323
Long
DBT
UST
US
N
2
2021-11-18
None
0
N
N
N
N
N
N
UNITED STATES GOVT
254900HROIFWPRGM1V77
TREASURY BILL 12/21 0.00000
9127965G0
6600000.000000
PA
USD
6598682.440000
1.0345875
Long
DBT
UST
US
N
2
2021-12-02
None
0
N
N
N
N
N
N
CANADIAN NATURAL RESOURCES LIMITED
549300T15RIMIKZC5Q38
CANADIAN NATURAL RESOURCES COMMON STOCK
136385952
92000.000000
NS
3339787.030000
0.5236352
Long
EC
CORP
CA
N
1
N
N
N
UNITED STATES GOVT
254900HROIFWPRGM1V77
US TREASURY N/B 10/25 0.25
91282CAT8
131700000.000000
PA
USD
128788194.650000
20.1923132
Long
DBT
UST
US
N
2
2025-10-31
Fixed
0.25
N
N
N
N
N
N
UNIVISION COMMUNICATIONS INC
549300YQDE2JSGTL8V47
UNIVISION COMMUNICATIONS SR SECURED 144A 05/29 4.5
914906AV4
1000000.000000
PA
USD
1009810.000000
0.1583251
Long
DBT
CORP
US
N
2
2029-05-01
Fixed
4.5
N
N
N
N
N
N
USA COMPRESSION PARTNERS LP / USA COMPRESSION FINANCE CORP
N/A
USA COM PART/USA COM FIN COMPANY GUAR 09/27 6.875
91740PAF5
2900000.000000
PA
USD
3103812.000000
0.4866373
Long
DBT
CORP
US
N
2
2027-09-01
Fixed
6.875
N
N
N
N
N
N
ANTERO MIDSTREAM PARTNERS LP / ANTERO MIDSTREAM FINANCE CORP
N/A
ANTERO MIDSTREAM PART/FI COMPANY GUAR 144A 05/26 7.875
03690EAA6
3800000.000000
PA
USD
4259420.000000
0.6678216
Long
DBT
CORP
US
N
2
2026-05-15
Fixed
7.875
N
N
N
N
N
N
VINE ENERGY HOLDINGS LLC
254900PNIMG4CPJH6R25
VINE ENERGY HOLDINGS LLC COMPANY GUAR 144A 04/29 6.75
92735LAA0
4500000.000000
PA
USD
4741875.000000
0.7434643
Long
DBT
CORP
US
N
2
2029-04-15
Fixed
6.75
N
N
N
N
N
N
APACHE CORPORATION
72ZZ1XRHOOU9P9X16K08
APACHE CORP SR UNSECURED 01/30 4.25
037411BF1
3500000.000000
PA
USD
3697365.000000
0.5796987
Long
DBT
CORP
US
N
2
2030-01-15
Fixed
4.25
N
N
N
N
N
N
N/A
N/A
REVERSE REPO CREDIT AGRICOLE 03/14 VAR
000000000
-90979500.000000
PA
USD
-90981622.850000
-14.2647347
Short
RA
US
N
2
Reverse repurchase
N
0.0400000
2021-07-09
92600000.000000
USD
90588843.750000
USD
UST
N
N
N
N/A
N/A
REVERSE REPO CREDIT AGRICOLE 03/14 VAR
000000000
-4230125.000000
PA
USD
-4230223.700000
-0.6632440
Short
RA
US
N
2
Reverse repurchase
N
0.0400000
2021-07-09
4300000.000000
USD
4206609.380000
USD
UST
N
N
N
N/A
N/A
REVERSE REPO CREDIT AGRICOLE 03/14 VAR
000000000
-16988950.000000
PA
USD
-16989148.210000
-2.6636774
Short
RA
US
N
2
Reverse repurchase
N
0.0700000
2021-07-09
17380000.000000
USD
17002528.130000
USD
UST
N
N
N
N/A
N/A
REVERSE REPO CREDIT AGRICOLE 03/14 VAR
000000000
-14681250.000000
PA
USD
-14681270.390000
-2.3018322
Short
RA
US
N
2
Reverse repurchase
N
0.0500000
2021-07-01
15000000.000000
USD
14674218.750000
USD
UST
N
N
N
N/A
N/A
REVERSE REPO NOMURA
000000000
-687750.000000
PA
USD
-687763.370000
-0.1078323
Short
RA
US
N
2
Reverse repurchase
N
0.0500000
2021-07-19
700000.000000
USD
684796.880000
USD
UST
N
N
N
N/A
N/A
REVERSE REPO WOOD GUNDY REVERSE REPO
000000000
-1274000.000000
PA
USD
-1274059.450000
-0.1997559
Short
RA
US
N
2
Reverse repurchase
N
0.0400000
2021-07-20
1300000.000000
USD
1271765.630000
USD
UST
N
N
N
N/A
N/A
ADC US TRS EQUITY 1ML+20 *BULLET* JPM
000000000
1.000000
NC
USD
-61829.120000
-0.0096940
N/A
DE
US
N
2
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
N/A
AGREE REALTY CORPORATION
Y
2022-03-09
0.000000
USD
0.000000
USD
1513692.120000
USD
-61829.120000
N
N
N
N/A
N/A
AMNAX TRS EQUITY 1ML+65 *BULLET* BOA
000000000
1.000000
NC
USD
2004375.540000
0.3142600
N/A
DE
US
N
2
BANK OF AMERICA CORPORATION
9DJT3UXIJIZJI4WXO774
N/A
ALERIAN MIDSTREAM ENERGY TOTAL RETURN INDEX
Y
2021-10-13
0.000000
USD
0.000000
USD
3700993.480000
USD
2004375.540000
N
N
N
N/A
N/A
AMNAX TRS EQUITY 1ML+70 *BULLET* BOA
000000000
1.000000
NC
USD
3552550.790000
0.5569937
N/A
DE
US
N
2
BANK OF AMERICA CORPORATION
9DJT3UXIJIZJI4WXO774
N/A
ALERIAN MIDSTREAM ENERGY TOTAL RETURN INDEX
Y
2021-10-13
0.000000
USD
0.000000
USD
9826378.960000
USD
3552550.790000
N
N
N
N/A
N/A
3175DC221 EQO OTC AMLP ECAL JUL21 37.7 CALL
000000000
-176000.000000
NC
USD
-1396.740000
-0.0002190
N/A
DE
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
Call
Written
ALERIAN MLP ETF
ALERIAN MLP ETF
N/A
37.700000
USD
2021-07-02
XXXX
62544.060000
N
N
N
N/A
N/A
3175DC304 EQO OTC AMLP US ECAL JUL21 38.2 CALL
000000000
-164835.000000
NC
USD
-39157.050000
-0.0061393
N/A
DE
US
N
2
BARCLAYS BANK PLC
G5GSEF7VJP5I7OUK5573
Call
Written
ALERIAN MLP ETF
ALERIAN MLP ETF
N/A
38.200000
USD
2021-07-23
XXXX
22656.080000
N
N
N
N/A
N/A
3175ER466 EQO OTC AMLP US ECAL JUL21 38 CALL
000000000
-164835.000000
NC
USD
-40367.930000
-0.0063292
N/A
DE
US
N
2
BARCLAYS BANK PLC
G5GSEF7VJP5I7OUK5573
Call
Written
ALERIAN MLP ETF
ALERIAN MLP ETF
N/A
38.000000
USD
2021-07-22
XXXX
29686.950000
N
N
N
N/A
N/A
3175SR180 EQO OTC AMLP ECAL JUL21 37 CALL
000000000
-170000.000000
NC
USD
-3736.260000
-0.0005858
N/A
DE
US
N
2
BARCLAYS BANK PLC
G5GSEF7VJP5I7OUK5573
Call
Written
ALERIAN MLP ETF
ALERIAN MLP ETF
N/A
37.000000
USD
2021-07-01
XXXX
52533.740000
N
N
N
N/A
N/A
AMZX TRS EQUITY 1ML+35 *BULLET* CBK
000000000
1.000000
NC
USD
15459662.890000
2.4238740
N/A
DE
US
N
2
Citibank International Limited
N/A
ALERIAN MLP TOTAL RETURN INDEX
N/A
N/A
Y
2021-10-13
0.000000
USD
0.000000
USD
29065881.990000
USD
15459662.890000
N
N
N
N/A
N/A
AMZX TRS EQUITY 1ML+47 *BULLET* CBK
000000000
1.000000
NC
USD
730613.670000
0.1145507
N/A
DE
US
N
2
Citibank International Limited
N/A
ALERIAN MLP TOTAL RETURN INDEX
N/A
N/A
Y
2022-06-22
0.000000
USD
0.000000
USD
24544152.660000
USD
730613.670000
N
N
N
N/A
N/A
ACC US TRS EQUITY 1ML+20 *BULLET* JPM
000000000
1.000000
NC
USD
-44254.450000
-0.0069385
N/A
DE
US
N
2
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
N/A
AMERICAN CAMPUS COMMUNITIES INC
Y
2022-03-09
0.000000
USD
0.000000
USD
1001861.650000
USD
-44254.450000
N
N
N
N/A
N/A
BOUGHT EUR/SOLD USD
000000000
1.000000
NC
-8162.440000
-0.0012798
N/A
DFE
N/A
N
2
Bank of America, National Association
B4TYDEB6GKMZO031MB27
402564.360000
USD
330000.000000
EUR
2022-07-01
-8162.440000
N
N
N
N/A
N/A
BOUGHT EUR/SOLD USD
000000000
1.000000
NC
-16766.980000
-0.0026288
N/A
DFE
N/A
N
2
Bank of America, National Association
B4TYDEB6GKMZO031MB27
760927.200000
USD
627000.000000
EUR
2021-08-17
-16766.980000
N
N
N
N/A
N/A
BOUGHT EUR/SOLD USD
000000000
1.000000
NC
-802.350000
-0.0001258
N/A
DFE
N/A
N
2
Bank of America, National Association
B4TYDEB6GKMZO031MB27
26913.230000
USD
22000.000000
EUR
2021-08-17
-802.350000
N
N
N
N/A
N/A
BOUGHT EUR/SOLD USD
000000000
1.000000
NC
-1087.490000
-0.0001705
N/A
DFE
N/A
N
2
Bank of America, National Association
B4TYDEB6GKMZO031MB27
157752.800000
USD
132000.000000
EUR
2021-08-17
-1087.490000
N
N
N
N/A
N/A
SOLD CAD/BOUGHT USD
000000000
1.000000
NC
1351046.550000
0.2118265
N/A
DFE
CA
N
2
Bank of America, National Association
B4TYDEB6GKMZO031MB27
61077598.000000
CAD
50621902.260000
USD
2021-08-17
1351046.550000
N
N
N
N/A
N/A
SOLD CAD/BOUGHT USD
000000000
1.000000
NC
59178.470000
0.0092784
N/A
DFE
CA
N
2
Bank of America, National Association
B4TYDEB6GKMZO031MB27
2491000.000000
CAD
2068650.120000
USD
2021-08-17
59178.470000
N
N
N
N/A
N/A
SOLD EUR/BOUGHT USD
000000000
1.000000
NC
-216.140000
-0.0000339
N/A
DFE
N/A
N
2
Bank of America, National Association
B4TYDEB6GKMZO031MB27
2600000.000000
EUR
3082734.200000
USD
2021-07-01
-216.140000
N
N
N
N/A
N/A
SOLD EUR/BOUGHT USD
000000000
1.000000
NC
143746.420000
0.0225376
N/A
DFE
N/A
N
2
Bank of America, National Association
B4TYDEB6GKMZO031MB27
3990000.000000
EUR
4912424.160000
USD
2022-07-01
143746.420000
N
N
N
N/A
N/A
SOLD EUR/BOUGHT USD
000000000
1.000000
NC
100276.590000
0.0157221
N/A
DFE
N/A
N
2
Bank of America, National Association
B4TYDEB6GKMZO031MB27
3598000.000000
EUR
4370593.140000
USD
2021-08-17
100276.590000
N
N
N
N/A
N/A
SOLD EUR/BOUGHT USD
000000000
1.000000
NC
4245.780000
0.0006657
N/A
DFE
N/A
N
2
Bank of America, National Association
B4TYDEB6GKMZO031MB27
198000.000000
EUR
239243.740000
USD
2021-08-17
4245.780000
N
N
N
N/A
N/A
SOLD EUR/BOUGHT USD
000000000
1.000000
NC
25110.360000
0.0039370
N/A
DFE
N/A
N
2
Bank of America, National Association
B4TYDEB6GKMZO031MB27
939000.000000
EUR
1139570.400000
USD
2021-08-17
25110.360000
N
N
N
N/A
N/A
SOLD EUR/BOUGHT USD
000000000
1.000000
NC
8780.800000
0.0013767
N/A
DFE
N/A
N
2
Bank of America, National Association
B4TYDEB6GKMZO031MB27
256000.000000
EUR
312616.550000
USD
2021-08-17
8780.800000
N
N
N
N/A
N/A
SOLD EUR/BOUGHT USD
000000000
1.000000
NC
10878.170000
0.0017056
N/A
DFE
N/A
N
2
Bank of America, National Association
B4TYDEB6GKMZO031MB27
277000.000000
EUR
339637.950000
USD
2021-08-17
10878.170000
N
N
N
N/A
N/A
SOLD EUR/BOUGHT USD
000000000
1.000000
NC
2112.550000
0.0003312
N/A
DFE
N/A
N
2
Bank of America, National Association
B4TYDEB6GKMZO031MB27
83000.000000
EUR
100621.800000
USD
2021-08-17
2112.550000
N
N
N
N/A
N/A
SOLD EUR/BOUGHT USD
000000000
1.000000
NC
747.000000
0.0001171
N/A
DFE
N/A
N
2
Bank of America, National Association
B4TYDEB6GKMZO031MB27
105000.000000
EUR
125367.130000
USD
2021-08-17
747.000000
N
N
N
N/A
N/A
SOLD EUR/BOUGHT USD
000000000
1.000000
NC
594.100000
0.0000931
N/A
DFE
N/A
N
2
Bank of America, National Association
B4TYDEB6GKMZO031MB27
71000.000000
EUR
84861.050000
USD
2021-08-17
594.100000
N
N
N
N/A
N/A
BOUGHT CAD/SOLD USD
000000000
1.000000
NC
-89047.250000
-0.0139615
N/A
DFE
CA
N
2
BARCLAYS BANK PLC
G5GSEF7VJP5I7OUK5573
3449729.260000
USD
4166000.000000
CAD
2021-08-17
-89047.250000
N
N
N
N/A
N/A
BOUGHT EUR/SOLD USD
000000000
1.000000
NC
-7388.860000
-0.0011585
N/A
DFE
N/A
N
2
BARCLAYS BANK PLC
G5GSEF7VJP5I7OUK5573
279179.440000
USD
229000.000000
EUR
2021-08-17
-7388.860000
N
N
N
N/A
N/A
BOUGHT EUR/SOLD USD
000000000
1.000000
NC
-275.690000
-0.0000432
N/A
DFE
N/A
N
2
BARCLAYS BANK PLC
G5GSEF7VJP5I7OUK5573
57244.890000
USD
48000.000000
EUR
2021-08-17
-275.690000
N
N
N
N/A
N/A
SOLD EUR/BOUGHT USD
000000000
1.000000
NC
1061.020000
0.0001664
N/A
DFE
N/A
N
2
BARCLAYS BANK PLC
G5GSEF7VJP5I7OUK5573
110000.000000
EUR
131615.440000
USD
2021-08-17
1061.020000
N
N
N
N/A
N/A
BOUGHT EUR/SOLD USD
000000000
1.000000
NC
22927.710000
0.0035948
N/A
DFE
N/A
N
2
BNP Paribas S.A.
N/A
1628822.220000
USD
1393000.000000
EUR
2021-07-01
22927.710000
N
N
N
N/A
N/A
BOUGHT EUR/SOLD USD
000000000
1.000000
NC
-8293.280000
-0.0013003
N/A
DFE
N/A
N
2
BNP Paribas S.A.
N/A
766620.600000
USD
634500.000000
EUR
2022-07-01
-8293.280000
N
N
N
N/A
N/A
BRENT CRUDE FUTR DEC21 IFEU 20211029
000000000
-53.000000
NC
USD
-477971.490000
-0.0749397
N/A
DCO
GB
N
1
Intercontinental Exchange
5493000F4ZO33MV32P92
Short
N/A
Brent Oil
2021-10-29
-3835610.000000
USD
-477971.490000
N
N
N
N/A
N/A
BRENT CRUDE FUTR DEC22 IFEU 20221031
000000000
-218.000000
NC
USD
-651159.730000
-0.1020934
N/A
DCO
GB
N
1
Intercontinental Exchange
5493000F4ZO33MV32P92
Short
N/A
Brent Oil
2022-10-31
-14645240.000000
USD
-651159.730000
N
N
N
N/A
N/A
BRENT CRUDE FUTR SEP21 IFEU 20210730
000000000
-150.000000
NC
USD
-1085005.080000
-0.1701147
N/A
DCO
GB
N
1
Intercontinental Exchange
5493000F4ZO33MV32P92
Short
N/A
Brent Oil
2021-07-30
-11193000.000000
USD
-1085005.080000
N
N
N
N/A
N/A
CQP US TRS EQUITY 1ML+45 *BULLET* FAR
000000000
1.000000
NC
USD
36281.080000
0.0056884
N/A
DE
US
N
2
Wells Fargo Trust Company, National Association
N/A
N/A
CHENIERE ENERGY PARTNERS LP
Y
2022-03-09
0.000000
USD
0.000000
USD
1292100.000000
USD
36281.080000
N
N
N
N/A
N/A
CQP US TRS EQUITY 1ML+55 *BULLET* BOA
000000000
1.000000
NC
USD
198048.710000
0.0310515
N/A
DE
US
N
2
BANK OF AMERICA CORPORATION
9DJT3UXIJIZJI4WXO774
N/A
CHENIERE ENERGY PARTNERS LP
Y
2022-03-10
0.000000
USD
0.000000
USD
1569600.000000
USD
198048.710000
N
N
N
N/A
N/A
CQP US TRS EQUITY 1ML+55 *BULLET* GST
000000000
1.000000
NC
USD
114841.970000
0.0180057
N/A
DE
US
N
2
GOLDMAN SACHS INTERNATIONAL
W22LROWP2IHZNBB6K528
N/A
CHENIERE ENERGY PARTNERS LP
Y
2022-03-24
0.000000
USD
0.000000
USD
1211100.000000
USD
114841.970000
N
N
N
N/A
N/A
BOUGHT EUR/SOLD USD
000000000
1.000000
NC
-1823.680000
-0.0002859
N/A
DFE
N/A
N
2
Citibank, National Association
E57ODZWZ7FF32TWEFA76
59979.740000
USD
49000.000000
EUR
2021-08-17
-1823.680000
N
N
N
N/A
N/A
SOLD EUR/BOUGHT USD
000000000
1.000000
NC
564.920000
0.0000886
N/A
DFE
N/A
N
2
Citibank, National Association
E57ODZWZ7FF32TWEFA76
70000.000000
EUR
83645.010000
USD
2021-08-17
564.920000
N
N
N
ASCENT RESOURCES UTICA HOLDINGS LLC / ARU FINANCE CORP
N/A
ASCENT RESOURCES/ARU FIN SR UNSECURED 144A 06/29 5.875
04364VAU7
200000.000000
PA
USD
200250.000000
0.0313966
Long
DBT
CORP
US
N
2
2029-06-30
Fixed
5.875
N
N
N
N
N
N
ASCENT RESOURCES UTICA HOLDINGS LLC / ARU FINANCE CORP
N/A
ASCENT RESOURCES/ARU FIN SR UNSECURED 144A 12/28 8.25
04364VAR4
3100000.000000
PA
USD
3416200.000000
0.5356157
Long
DBT
CORP
US
N
2
2028-12-31
Fixed
8.25
N
N
N
N
N
N
2021-08-12
PIMCO Energy and Tactical Credit Opportunities Fund
/s/ Jason Nagler
Jason Nagler
Assistant Treasurer