0001756908-20-000019.txt : 20200225
0001756908-20-000019.hdr.sgml : 20200225
20200225105601
ACCESSION NUMBER: 0001756908-20-000019
CONFORMED SUBMISSION TYPE: NPORT-P
PUBLIC DOCUMENT COUNT: 1
CONFORMED PERIOD OF REPORT: 20191231
FILED AS OF DATE: 20200225
PERIOD START: 20200630
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: 20648458
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
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CA
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LON
CORP
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N
3
2020-09-30
Fixed
6.9446
N
N
Y
N
N
N
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16411R208
415239.000000
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1
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CHENIERE ENERGY PARTNERS LP
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N
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1
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N
N
ENBRIDGE INC
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N
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CORP
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1
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N
N
CRH EUROPE (CLAY HOLDCO BV)
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3
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N
N
N
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5112450.000000
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N
2
2025-10-15
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N
N
N
N
N
CSN RESOURCES SA
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12644VAC2
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213369.000000
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LU
N
2
2026-04-17
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7.625
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N
N
N
N
N
CSN RESOURCES SA
222100ZEX458NMOXZP08
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L21779AC4
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4806427.500000
0.6224469
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CORP
LU
N
2
2023-02-13
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7.625
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N
N
N
N
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DIAMOND RESORTS INTERNATIONAL INC
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0.1132841
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LON
CORP
US
N
2
2023-09-02
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5.5494
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N
N
N
N
N
ENTERCOM MEDIA CORP
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124847AC8
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4749367.500000
0.6150575
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CORP
US
N
2
2024-11-01
Fixed
7.25
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N
N
N
N
N
HESS MIDSTREAM LP
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KINDER MORGAN INC
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MAGELLAN MIDSTREAM PARTNERS LP
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EC
CORP
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1
N
N
N
MPLX LP
5493000CZJ19CK4P3G36
MPLX LP MLP
55336V100
560000.000000
NS
USD
14257600.000000
1.8464024
Long
EC
CORP
US
N
1
N
N
N
NOBLE MIDSTREAM PARTNERS LP
N/A
NOBLE MIDSTREAM PARTNERS LP MLP
65506L105
307080.000000
NS
USD
8156044.800000
1.0562325
Long
EC
CORP
US
N
1
N
N
N
NUSTAR ENERGY LP
5493003BMLTUIEG2LG44
NUSTAR ENERGY LP MLP
67058H102
530000.000000
NS
USD
13700500.000000
1.7742563
Long
EC
CORP
US
N
1
N
N
N
OASIS MIDSTREAM PARTNERS LP
N/A
OASIS MIDSTREAM PARTNERS LP MLP
67420T206
183000.000000
NS
USD
3035970.000000
0.3931673
Long
EC
CORP
US
N
1
N
N
N
OCCIDENTAL PETROLEUM CORPORATION
IM7X0T3ECJW4C1T7ON55
OCCIDENTAL PETROLEUM CORP COMMON STOCK USD.2
674599105
198000.000000
NS
USD
8159580.000000
1.0566904
Long
EC
CORP
US
N
1
N
N
N
ONEOK INC
2T3D6M0JSY48PSZI1Q41
ONEOK INC COMMON STOCK USD.01
682680103
523000.000000
NS
USD
39575410.000000
5.1251356
Long
EC
CORP
US
N
1
N
N
N
PHILLIPS 66 PARTNERS LP
549300TL5L4IG0H4FX64
PHILLIPS 66 PARTNERS LP MLP
718549207
98000.000000
NS
USD
6040720.000000
0.7822916
Long
EC
CORP
US
N
1
N
N
N
PLAINS GP HOLDINGS LP
549300O56BSKRD8FAM12
PLAINS GP HOLDINGS LP CL A COMMON STOCK
72651A207
734489.000000
NS
USD
13918566.550000
1.8024966
Long
EC
CORP
US
N
1
N
N
N
GRAN TIERRA ENERGY INC
549300IH2S17MAIUCM32
GRAN TIERRA ENERGY INC COMPANY GUAR 144A 05/27 7.75
38502JAA9
10000000.000000
PA
USD
9378575.000000
1.2145539
Long
DBT
CORP
US
N
2
2027-05-23
Fixed
7.75
N
N
N
N
N
N
RATTLER MIDSTREAM LP
549300I45NRVEEN9M219
RATTLER MIDSTREAM LP LTD PART
75419T103
232000.000000
NS
USD
4127280.000000
0.5344953
Long
EC
CORP
US
N
1
N
N
N
MATADOR RESOURCES COMPANY
549300CI3Q2UUK5R4G79
MATADOR RESOURCES CO COMPANY GUAR 09/26 5.875
576485AE6
12100000.000000
PA
USD
12160802.500000
1.5748608
Long
DBT
CORP
US
N
2
2026-09-15
Fixed
5.875
N
N
N
N
N
N
TARGA RESOURCES CORP
5493003QENHHS261UR94
TARGA RESOURCES CORP COMMON STOCK USD.001
87612G101
209000.000000
NS
USD
8533470.000000
1.1051102
Long
EC
CORP
US
N
1
N
N
N
TC ENERGY CORPORATION
549300UGKOFV2IWJJG27
TC ENERGY CORP COMMON STOCK
87807B909
513823.000000
NS
27365907.110000
3.5439680
Long
EC
CORP
CA
N
1
N
N
N
TOTAL SA
529900S21EQ1BO4ESM68
TOTAL SA COMMON STOCK EUR2.5
B15C55900
212000.000000
NS
11699779.250000
1.5151569
Long
EC
CORP
FR
N
1
N
N
N
NUSTAR LOGISTICS LP
N62BF2PKP51FIIOIUN20
NUSTAR LOGISTICS LP COMPANY GUAR 06/26 6
67059TAF2
1000000.000000
PA
USD
1059374.000000
0.1371921
Long
DBT
CORP
US
N
2
2026-06-01
Fixed
6
N
N
N
N
N
N
ODEBRECHT DRILLING NORBE VIII/IX LTD
549300YNW6BY570L6488
ODEBRECHT DRILL VIII/IX SR SECURED REGS 12/21 6.35
G67106AB3
760040.630000
PA
USD
758452.150000
0.0982219
Long
DBT
CORP
KY
N
2
2021-12-01
Fixed
6.35
N
N
N
N
N
N
ONEOK INC
2T3D6M0JSY48PSZI1Q41
ONEOK INC COMPANY GUAR 09/24 2.75
682680AX1
400000.000000
PA
USD
403880.390000
0.0523037
Long
DBT
CORP
US
N
2
2024-09-01
Fixed
2.75
N
N
N
N
N
N
ORTHO-CLINICAL DIAGNOSTICS INC / ORTHO-CLINICAL DIAGNOSTICS SA
N/A
ORTHO CLINICAL INC/SA SR UNSECURED 144A 05/22 6.625
22663AAA7
6200000.000000
PA
USD
6176709.700000
0.7999026
Long
DBT
CORP
US
N
2
2022-05-15
Fixed
6.625
N
N
N
N
N
N
VENTURE GLOBAL LNG INC
54930011XLBUWMQUC829
VENTURE GLOBAL LNG, INC. EQTY00029
ACI0BB8L4
2885.000000
NS
USD
18348600.000000
2.3761993
Long
EC
CORP
US
Y
3
N
N
N
PARSLEY ENERGY LLC / PARSLEY FINANCE CORP
N/A
PARSLEY ENERGY LLC/FINAN COMPANY GUAR 144A 08/25 5.25
701885AF2
3000000.000000
PA
USD
3091245.000000
0.4003256
Long
DBT
CORP
US
N
2
2025-08-15
Fixed
5.25
N
N
N
N
N
N
PROVIDENT FUNDING ASSOCIATES LP / PFG FINANCE CORP
N/A
PROVIDENT FDG/PFG FIN SR UNSECURED 144A 06/25 6.375
74387UAJ0
111000.000000
PA
USD
109103.570000
0.0141292
Long
DBT
CORP
US
N
2
2025-06-15
Fixed
6.375
N
N
N
N
N
N
WESTERN MIDSTREAM PARTNERS LP
N/A
WESTERN MIDSTREAM PARTNERS L MLP
958669103
589425.000000
NS
USD
11605778.250000
1.5029835
Long
EC
CORP
US
N
1
N
N
N
WILLIAMS COS INC
D71FAKCBLFS2O0RBPG08
WILLIAMS COS INC COMMON STOCK USD1.0
969457100
957000.000000
NS
USD
22700040.000000
2.9397240
Long
EC
CORP
US
N
1
N
N
N
RIO OIL FINANCE TRUST SERIES 2014-1
549300V5D1W52HY8NO65
RIO OIL FINANCE TRUST SR SECURED 144A 07/24 9.25
76716XAA0
865191.170000
PA
USD
971544.790000
0.1258180
Long
DBT
CORP
US
N
2
2024-07-06
Variable
9.25
N
N
N
N
N
N
ROCKPOINT GAS STORAGE CANADA LTD
549300T32FQEHEIVPB75
ROCKPOINT GAS STORAGE CA SR SECURED 144A 03/23 7
77381WAA4
13000000.000000
PA
USD
12810395.000000
1.6589850
Long
DBT
CORP
CA
N
2
2023-03-31
Fixed
7
N
N
N
N
N
N
ROSEFIELD PIPELINE COMPANY LLC
N/A
ROSEFIELD PIPELINE CO LLC TL1L BKL000373
935YQKII6
7000000.000000
PA
USD
6850347.000000
0.8871407
Long
LON
CORP
US
N
3
2023-08-22
Floating
10.3491
N
N
N
N
N
N
SCRIPPS (E.W. SCRIPPS COMPANY)
549300U1OW41QPKYW028
SCRIPPS ESCROW INC COMPANY GUAR 144A 07/27 5.875
81104PAA7
300000.000000
PA
USD
314805.000000
0.0407682
Long
DBT
CORP
US
N
2
2027-07-15
Fixed
5.875
N
N
N
N
N
N
TARGA RESOURCES PARTNERS LP / TARGA RESOURCES PARTNERS FINANCE CORP
N/A
TARGA RESOURCES PARTNERS COMPANY GUAR 01/28 5
87612BBG6
8000000.000000
PA
USD
8178580.000000
1.0591509
Long
DBT
CORP
US
N
2
2028-01-15
Fixed
5
N
N
N
N
N
N
TARGA RESOURCES PARTNERS LP / TARGA RESOURCES PARTNERS FINANCE CORP
N/A
TARGA RESOURCES PARTNERS COMPANY GUAR 144A 01/29 6.875
87612BBM3
1750000.000000
PA
USD
1945737.500000
0.2519789
Long
DBT
CORP
US
N
2
2029-01-15
Fixed
6.875
N
N
N
N
N
N
TRANSOCEAN GUARDIAN LIMITED
N/A
TRANSOCEAN GUARDIAN LTD SR SECURED 144A 01/24 5.875
893800AA0
14701910.000000
PA
USD
15069310.730000
1.9515214
Long
DBT
CORP
KY
N
2
2024-01-15
Fixed
5.875
N
N
N
N
N
N
TRANSOCEAN PONTUS LIMITED
N/A
TRANSOCEAN PONTUS LTD SR SECURED 144A 08/25 6.125
89382PAA3
9256000.010000
PA
USD
9510447.450000
1.2316318
Long
DBT
CORP
KY
N
2
2025-08-01
Fixed
6.125
N
N
N
N
N
N
TRANSOCEAN POSEIDON LIMITED
N/A
TRANSOCEAN POSEIDON LTD SR SECURED 144A 02/27 6.875
89383JAA6
5900000.000000
PA
USD
6267702.750000
0.8116865
Long
DBT
CORP
KY
N
2
2027-02-01
Fixed
6.875
N
N
N
N
N
N
TRANSOCEAN PROTEUS LIMITED
5493000CTMQ2LH21VM89
TRANSOCEAN PROTEUS LTD SR SECURED 144A 12/24 6.25
893829AA9
10570000.000000
PA
USD
10917911.550000
1.4139027
Long
DBT
CORP
KY
N
2
2024-12-01
Fixed
6.25
N
N
N
N
N
N
TRANSOCEAN SENTRY LTD
N/A
TRANSOCEAN SENTRY LTD SR SECURED 144A 05/23 5.375
89385AAA3
700000.000000
PA
USD
713993.000000
0.0924643
Long
DBT
CORP
KY
N
2
2023-05-15
Fixed
5.375
N
N
N
N
N
N
UNITED STATES GOVT
254900HROIFWPRGM1V77
TREASURY BILL 02/20 0.00000
912796SD2
45072000.000000
PA
USD
44966481.490000
5.8232957
Long
DBT
UST
US
N
2
2020-02-27
None
0
N
N
N
N
N
N
UNITED STATES GOVT
254900HROIFWPRGM1V77
TREASURY BILL 02/20 0.00000
912796TE9
2434000.000000
PA
USD
2430485.910000
0.3147553
Long
DBT
UST
US
N
2
2020-02-06
None
0
N
N
N
N
N
N
UNITED STATES GOVT
254900HROIFWPRGM1V77
TREASURY BILL 02/20 0.00000
912796TF6
2003000.000000
PA
USD
1999535.650000
0.2589459
Long
DBT
UST
US
N
2
2020-02-13
None
0
N
N
N
N
N
N
UNITED STATES GOVT
254900HROIFWPRGM1V77
TREASURY BILL 03/20 0.00000
912796SH3
2284000.000000
PA
USD
2275991.340000
0.2947478
Long
DBT
UST
US
N
2
2020-03-26
None
0
N
N
N
N
N
N
UNITED STATES GOVT
254900HROIFWPRGM1V77
US TREASURY N/B 02/24 2.375
9128286G0
275000000.000000
PA
USD
282653390.250000
36.6044712
Long
DBT
UST
US
N
2
2024-02-29
Fixed
2.375
N
N
N
N
N
N
USA COMPRESSION PARTNERS LP / USA COMPRESSION FINANCE CORP
N/A
USA COM PART/USA COM FIN COMPANY GUAR 04/26 6.875
91740PAC2
4800000.000000
PA
USD
5048995.200000
0.6538602
Long
DBT
CORP
US
N
2
2026-04-01
Fixed
6.875
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
4900000.000000
PA
USD
5112905.000000
0.6621367
Long
DBT
CORP
US
N
2
2027-09-01
Fixed
6.875
N
N
N
N
N
N
WASHINGTON PRIME GROUP LP
549300K4BNOIQ154O537
WASHINGTON PG LP SR UNSECURED 08/24 5.95
939648AE1
8260000.000000
PA
USD
7637072.100000
0.9890240
Long
DBT
CORP
US
N
2
2024-08-15
Fixed
5.95
N
N
N
N
N
N
BP PLC
213800LH1BZH3DI6G760
BP PLC COMMON STOCK USD.25
079805909
1807000.000000
NS
11287990.520000
1.4618290
Long
EC
CORP
GB
N
1
N
N
N
N/A
N/A
NOMURA REPO
000000000
64300000.000000
PA
USD
64300000.000000
8.3270450
Long
RA
US
N
2
Repurchase
N
1.5000000
2020-01-02
51970100.000000
USD
65146347.620000
USD
UST
N
N
N
N/A
N/A
REVERSE REPO CREDIT AGRICOLE 03/14 VAR
000000000
-286000000.000000
PA
USD
-286356308.360000
-37.0840104
Short
RA
US
N
2
Reverse repurchase
N
1.9500000
2020-01-16
275000000.000000
USD
282890137.750000
USD
UST
N
N
N
N/A
N/A
REPO TORONTO DOMINION GRAND CAYMAN
000000000
12600000.000000
PA
USD
12600000.000000
1.6317382
Long
RA
KY
N
2
Repurchase
N
1.5800000
2020-01-02
9653117.900000
USD
12722466.710000
USD
UST
N
N
N
N/A
N/A
RBC CAPITAL MARKETS REPO REPO
000000000
10000000.000000
PA
USD
10000000.000000
1.2950303
Long
RA
US
N
2
Repurchase
N
1.6000000
2020-01-02
9821000.000000
USD
10159356.490000
USD
UST
N
N
N
N/A
N/A
REPO BANK AMERICA REPO
000000000
25200000.000000
PA
USD
25200000.000000
3.2634764
Long
RA
US
N
2
Repurchase
N
1.6500000
2020-01-02
25170000.000000
USD
25674383.140000
USD
UST
N
N
N
N/A
N/A
AMNAX TRS EQUITY 1ML+52.5 *BULLET* MYI
000000000
1.000000
NC
USD
513393.490000
0.0664860
N/A
DE
US
N
2
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
N/A
ALERIAN MIDSTREAM ENERGY TOTAL RETURN INDEX
Y
2020-10-22
0.000000
USD
0.000000
USD
33707602.070000
USD
513393.490000
N
N
N
N/A
N/A
AMNAX TRS EQUITY 1ML+54 *BULLET* BOA
000000000
1.000000
NC
USD
1130898.710000
0.1464548
N/A
DE
US
N
2
Bank of America, N.A.
9DJT3UXIJIZJI4WXO774
N/A
ALERIAN MIDSTREAM ENERGY TOTAL RETURN INDEX
Y
2020-09-23
0.000000
USD
0.000000
USD
41842405.140000
USD
1130898.710000
N
N
N
N/A
N/A
AMNAX TRS EQUITY 1ML+59 *BULLET* BOA
000000000
1.000000
NC
USD
501728.790000
0.0649754
N/A
DE
US
N
2
Bank of America, N.A.
9DJT3UXIJIZJI4WXO774
N/A
ALERIAN MIDSTREAM ENERGY TOTAL RETURN INDEX
Y
2020-09-23
0.000000
USD
0.000000
USD
16705064.270000
USD
501728.790000
N
N
N
N/A
N/A
AMNAX TRS EQUITY 1ML+60 *BULLET* MYI
000000000
1.000000
NC
USD
187046.480000
0.0242231
N/A
DE
US
N
2
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
N/A
ALERIAN MIDSTREAM ENERGY TOTAL RETURN INDEX
Y
2021-01-20
0.000000
USD
0.000000
USD
15003183.010000
USD
187046.480000
N
N
N
N/A
549300WPBLCQJSVVVV61
3175DL098 EQO OTC AMLP US ECA JAN20 8.43 CALL
000000000
-2800000.000000
NC
USD
-351699.600000
-0.0455462
N/A
DE
US
N
2
UBS Securities LLC
T6FIZBDPKLYJKFCRVK44
Call
Written
ALERIAN MLP ETF
ALERIAN MLP ETF
N/A
8.430000
USD
2020-01-08
XXXX
-211699.600000
N
N
N
N/A
549300WPBLCQJSVVVV61
3175DL155 EQO OTC AMLP ECAL JAN20 8.9 CALL
000000000
-1350000.000000
NC
USD
-42795.000000
-0.0055421
N/A
DE
US
N
2
BARCLAYS BANK PLC LONDON BRANCH
G5GSEF7VJP5I7OUK5573
Call
Written
ALERIAN MLP ETF
ALERIAN MLP ETF
N/A
8.900000
USD
2020-01-23
XXXX
24705.000000
N
N
N
N/A
549300WPBLCQJSVVVV61
3175JE999 EQO OTC AMLP ECAL JAN20 8.04 CALL
000000000
-5700000.000000
NC
USD
-2626257.900000
-0.3401084
N/A
DE
US
N
2
BOFA SECURITIES, INC.
549300HN4UKV1E2R3U73
Call
Written
ALERIAN MLP ETF
ALERIAN MLP ETF
N/A
8.040000
USD
2020-01-03
XXXX
-2341257.900000
N
N
N
N/A
549300WPBLCQJSVVVV61
3175JF186 EQO OTC AMLP ECAL JAN20 8.81 CALL
000000000
-4700000.000000
NC
USD
-155734.500000
-0.0201681
N/A
DE
US
N
2
BOFA SECURITIES, INC.
549300HN4UKV1E2R3U73
Call
Written
ALERIAN MLP ETF
ALERIAN MLP ETF
N/A
8.810000
USD
2020-01-17
XXXX
102765.500000
N
N
N
N/A
549300WPBLCQJSVVVV61
3175JF194 EQO OTC AMLP ECAL JAN20 8.83 CALL
000000000
-4667400.000000
NC
USD
-203545.310000
-0.0263597
N/A
DE
US
N
2
BARCLAYS BANK PLC LONDON BRANCH
G5GSEF7VJP5I7OUK5573
Call
Written
ALERIAN MLP ETF
ALERIAN MLP ETF
N/A
8.830000
USD
2020-01-23
XXXX
76498.690000
N
N
N
N/A
549300WPBLCQJSVVVV61
3175JF228 EQO OTC AMLP ECAL JAN20 8.9 CALL
000000000
-2300000.000000
NC
USD
-86015.400000
-0.0111393
N/A
DE
US
N
2
BARCLAYS BANK PLC LONDON BRANCH
G5GSEF7VJP5I7OUK5573
Call
Written
ALERIAN MLP ETF
ALERIAN MLP ETF
N/A
8.900000
USD
2020-01-27
XXXX
33584.600000
N
N
N
N/A
N/A
BOUGHT CAD/SOLD USD
000000000
1.000000
NC
USD
67630.230000
0.0087583
N/A
DFE
CA
N
2
Bank of America N.A.
B4TYDEB6GKMZO031MB27
2977100.500000
USD
3953000.000000
CAD
2020-02-14
67630.230000
N
N
N
N/A
N/A
SOLD CAD/BOUGHT USD
000000000
1.000000
NC
-1963.540000
-0.0002543
N/A
DFE
CA
N
2
Bank of America N.A.
B4TYDEB6GKMZO031MB27
2189291.100000
CAD
1684000.000000
USD
2020-01-03
-1963.540000
N
N
N
N/A
N/A
SOLD GBP/BOUGHT USD
000000000
1.000000
NC
70003.830000
0.0090657
N/A
DFE
GB
N
2
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
5653000.000000
GBP
7566823.150000
USD
2020-02-14
70003.830000
N
N
N
N/A
N/A
SOLD CAD/BOUGHT USD
000000000
1.000000
NC
-84824.530000
-0.0109850
N/A
DFE
CA
N
2
BNP Paribas S.A.
R0MUWSFPU8MPRO8K5P85
9972000.000000
CAD
7595938.140000
USD
2020-02-14
-84824.530000
N
N
N
N/A
N/A
SOLD CAD/BOUGHT USD
000000000
1.000000
NC
-81637.160000
-0.0105723
N/A
DFE
CA
N
2
BNP Paribas S.A.
R0MUWSFPU8MPRO8K5P85
10689000.000000
CAD
8151382.510000
USD
2020-02-14
-81637.160000
N
N
N
N/A
N/A
BRENT CRUDE FUTR DEC20 IFEU 20201030
000000000
513.000000
NC
USD
1437735.330000
0.1861911
N/A
DCO
GB
N
1
Intercontinental Exchange
5493000F4ZO33MV32P92
Long
N/A
Brent Oil
2020-10-30
31405860.000000
USD
1437735.330000
N
N
N
N/A
N/A
BRENT CRUDE FUTR DEC21 IFEU 20211029
000000000
808.000000
NC
USD
712153.170000
0.0922260
N/A
DCO
GB
N
1
Intercontinental Exchange
5493000F4ZO33MV32P92
Long
N/A
Brent Oil
2021-10-29
46952880.000000
USD
712153.170000
N
N
N
N/A
N/A
BRENT CRUDE FUTR DEC22 IFEU 20221031
000000000
-484.000000
NC
USD
913473.380000
0.1182976
N/A
DCO
GB
N
1
Intercontinental Exchange
5493000F4ZO33MV32P92
Short
N/A
Brent Oil
2022-10-31
-27471840.000000
USD
913473.380000
N
N
N
N/A
N/A
BRENT CRUDE FUTR JUN20 IFEU 20200430
000000000
-50.000000
NC
USD
-152746.200000
-0.0197811
N/A
DCO
GB
N
1
Intercontinental Exchange
5493000F4ZO33MV32P92
Short
N/A
Brent Oil
2020-04-30
-3204000.000000
USD
-152746.200000
N
N
N
N/A
N/A
BRENT CRUDE FUTR JUN21 IFEU 20210430
000000000
-250.000000
NC
USD
-253937.500000
-0.0328857
N/A
DCO
GB
N
1
Intercontinental Exchange
5493000F4ZO33MV32P92
Short
N/A
Brent Oil
2021-04-30
-14852500.000000
USD
-253937.500000
N
N
N
N/A
N/A
BRENT CRUDE FUTR MAR20 IFEU 20200131
000000000
-337.000000
NC
USD
-238714.290000
-0.0309142
N/A
DCO
GB
N
1
Intercontinental Exchange
5493000F4ZO33MV32P92
Short
N/A
Brent Oil
2020-01-31
-22242000.000000
USD
-238714.290000
N
N
N
N/A
5493005UEC8AZ34LDV29
CQP US TRS EQUITY 1ML+55 *BULLET* BOA
000000000
1.000000
NC
USD
-208286.490000
-0.0269737
N/A
DE
US
N
2
Bank of America, N.A.
9DJT3UXIJIZJI4WXO774
N/A
CHENIERE ENERGY PARTNERS LP
Y
2020-04-15
0.000000
USD
0.000000
USD
1761184.000000
USD
-208286.490000
N
N
N
N/A
5493005UEC8AZ34LDV29
CQP US TRS EQUITY 1ML+55 *BULLET* FAR
000000000
1.000000
NC
USD
-156749.840000
-0.0202996
N/A
DE
US
N
2
Wells Fargo Bank, National Association
549300RFXISSEVCFN040
N/A
CHENIERE ENERGY PARTNERS LP
Y
2020-03-19
0.000000
USD
0.000000
USD
1319154.000000
USD
-156749.840000
N
N
N
N/A
5493005UEC8AZ34LDV29
CQP US TRS EQUITY 1ML+65 *BULLET* GST
000000000
1.000000
NC
USD
-128534.070000
-0.0166456
N/A
DE
US
N
2
Goldman Sachs International
W22LROWP2IHZNBB6K528
N/A
CHENIERE ENERGY PARTNERS LP
Y
2020-04-15
0.000000
USD
0.000000
USD
1292673.000000
USD
-128534.070000
N
N
N
N/A
N/A
SOLD CAD/BOUGHT USD
000000000
1.000000
NC
-1298745.770000
-0.1681915
N/A
DFE
CA
N
2
Citibank NA
E57ODZWZ7FF32TWEFA76
88120000.000000
CAD
66574179.020000
USD
2020-02-14
-1298745.770000
N
N
N
N/A
N/A
SOLD GBP/BOUGHT USD
000000000
1.000000
NC
-43257.280000
-0.0056019
N/A
DFE
GB
N
2
Citibank NA
E57ODZWZ7FF32TWEFA76
2929000.000000
GBP
3841084.450000
USD
2020-02-14
-43257.280000
N
N
N
N/A
549300CUY0F1TYDLDL45
CEQP US TRS EQUITY 1ML+55 *BULLET* BOA
000000000
1.000000
NC
USD
-118775.940000
-0.0153818
N/A
DE
US
N
2
Bank of America, N.A.
9DJT3UXIJIZJI4WXO774
N/A
CRESTWOOD EQUITY PARTNERS LP
Y
2020-04-15
0.000000
USD
0.000000
USD
3308677.000000
USD
-118775.940000
N
N
N
N/A
549300CUY0F1TYDLDL45
CEQP US TRS EQUITY 1ML+55 *BULLET* FAR
000000000
1.000000
NC
USD
-181510.930000
-0.0235062
N/A
DE
US
N
2
Wells Fargo Bank, National Association
549300RFXISSEVCFN040
N/A
CRESTWOOD EQUITY PARTNERS LP
Y
2020-03-12
0.000000
USD
0.000000
USD
1774933.000000
USD
-181510.930000
N
N
N
N/A
549300CUY0F1TYDLDL45
CEQP US TRS EQUITY 1ML+65 *BULLET* FAR
000000000
1.000000
NC
USD
-57490.380000
-0.0074452
N/A
DE
US
N
2
Wells Fargo Bank, National Association
549300RFXISSEVCFN040
N/A
CRESTWOOD EQUITY PARTNERS LP
Y
2020-06-17
0.000000
USD
0.000000
USD
657146.000000
USD
-57490.380000
N
N
N
N/A
549300CUY0F1TYDLDL45
CEQP US TRS EQUITY 1ML+65 *BULLET* GST
000000000
1.000000
NC
USD
-472699.900000
-0.0612161
N/A
DE
US
N
2
Goldman Sachs International
W22LROWP2IHZNBB6K528
N/A
CRESTWOOD EQUITY PARTNERS LP
Y
2020-04-15
0.000000
USD
0.000000
USD
3507025.600000
USD
-472699.900000
N
N
N
N/A
N/A
WTI CRUDE FUTURE DEC20 XNYM 20201120
000000000
-446.000000
NC
USD
-1468080.910000
-0.1901209
N/A
DCO
US
N
1
New York Mercantile Exchange
5493008GFNDTXFPHWI47
Short
N/A
WTI Crude
2020-11-20
-25172240.000000
USD
-1468080.910000
N
N
N
N/A
N/A
WTI CRUDE FUTURE DEC21 XNYM 20211119
000000000
1052.000000
NC
USD
1680898.150000
0.2176814
N/A
DCO
US
N
1
New York Mercantile Exchange
5493008GFNDTXFPHWI47
Long
N/A
WTI Crude
2021-11-19
55829640.000000
USD
1680898.150000
N
N
N
N/A
N/A
WTI CRUDE FUTURE DEC22 XNYM 20221121
000000000
-606.000000
NC
USD
606567.260000
0.0785523
N/A
DCO
US
N
1
New York Mercantile Exchange
5493008GFNDTXFPHWI47
Short
N/A
WTI Crude
2022-11-21
-31257480.000000
USD
606567.260000
N
N
N
N/A
N/A
WTI CRUDE FUTURE JUN20 XNYM 20200519
000000000
-587.000000
NC
USD
-2068032.980000
-0.2678165
N/A
DCO
US
N
1
New York Mercantile Exchange
5493008GFNDTXFPHWI47
Short
N/A
WTI Crude
2020-05-19
-34891280.000000
USD
-2068032.980000
N
N
N
N/A
N/A
WTI CRUDE FUTURE JUN21 XNYM 20210520
000000000
880.000000
NC
USD
2806464.590000
0.3634457
N/A
DCO
US
N
1
New York Mercantile Exchange
5493008GFNDTXFPHWI47
Long
N/A
WTI Crude
2021-05-20
47907200.000000
USD
2806464.590000
N
N
N
N/A
N/A
WTI CRUDE FUTURE JUN22 XNYM 20220520
000000000
-493.000000
NC
USD
-723430.520000
-0.0936864
N/A
DCO
US
N
1
New York Mercantile Exchange
5493008GFNDTXFPHWI47
Short
N/A
WTI Crude
2022-05-20
-25685300.000000
USD
-723430.520000
N
N
N
N/A
52990024YYS3MLGW0E91
DCP US TRS EQUITY 1ML+55 *BULLET* BOA
000000000
1.000000
NC
USD
-1353243.600000
-0.1752492
N/A
DE
US
N
2
Bank of America, N.A.
9DJT3UXIJIZJI4WXO774
N/A
DCP MIDSTREAM LP (AKA: DCP MIDSTREAM PARTNERS LP)
Y
2020-04-15
0.000000
USD
0.000000
USD
4660338.600000
USD
-1353243.600000
N
N
N
N/A
52990024YYS3MLGW0E91
DCP US TRS EQUITY 1ML+55 *BULLET* FAR
000000000
1.000000
NC
USD
-648474.270000
-0.0839794
N/A
DE
US
N
2
Wells Fargo Bank, National Association
549300RFXISSEVCFN040
N/A
DCP MIDSTREAM LP (AKA: DCP MIDSTREAM PARTNERS LP)
Y
2020-03-12
0.000000
USD
0.000000
USD
2592618.600000
USD
-648474.270000
N
N
N
N/A
52990024YYS3MLGW0E91
DCP US TRS EQUITY 1ML+65 *BULLET* BRC
000000000
1.000000
NC
USD
-314887.140000
-0.0407788
N/A
DE
US
N
2
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
N/A
DCP MIDSTREAM LP (AKA: DCP MIDSTREAM PARTNERS LP)
Y
2020-06-17
0.000000
USD
0.000000
USD
1269688.000000
USD
-314887.140000
N
N
N
N/A
52990024YYS3MLGW0E91
DCP US TRS EQUITY 1ML+65 *BULLET* GST
000000000
1.000000
NC
USD
-463028.130000
-0.0599635
N/A
DE
US
N
2
Goldman Sachs International
W22LROWP2IHZNBB6K528
N/A
DCP MIDSTREAM LP (AKA: DCP MIDSTREAM PARTNERS LP)
Y
2020-04-15
0.000000
USD
0.000000
USD
1718737.000000
USD
-463028.130000
N
N
N
N/A
52990024YYS3MLGW0E91
DCP US TRS EQUITY 1ML+65 *BULLET* GST
000000000
1.000000
NC
USD
-359868.120000
-0.0466040
N/A
DE
US
N
2
Goldman Sachs International
W22LROWP2IHZNBB6K528
N/A
DCP MIDSTREAM LP (AKA: DCP MIDSTREAM PARTNERS LP)
Y
2020-06-17
0.000000
USD
0.000000
USD
1409812.800000
USD
-359868.120000
N
N
N
N/A
549300TLGDBYE711G509
ENBL US TRS EQUITY 1ML+55 *BULLET* BOA
000000000
1.000000
NC
USD
-464474.210000
-0.0601508
N/A
DE
US
N
2
Bank of America, N.A.
9DJT3UXIJIZJI4WXO774
N/A
ENABLE MIDSTREAM PARTNERS LP
Y
2020-04-15
0.000000
USD
0.000000
USD
1327517.800000
USD
-464474.210000
N
N
N
N/A
549300TLGDBYE711G509
ENBL US TRS EQUITY 1ML+55 *BULLET* FAR
000000000
1.000000
NC
USD
-476518.120000
-0.0617105
N/A
DE
US
N
2
Wells Fargo Bank, National Association
549300RFXISSEVCFN040
N/A
ENABLE MIDSTREAM PARTNERS LP
Y
2020-03-12
0.000000
USD
0.000000
USD
1328486.400000
USD
-476518.120000
N
N
N
N/A
549300TLGDBYE711G509
ENBL US TRS EQUITY 1ML+65 *BULLET* FAR
000000000
1.000000
NC
USD
-194917.950000
-0.0252425
N/A
DE
US
N
2
Wells Fargo Bank, National Association
549300RFXISSEVCFN040
N/A
ENABLE MIDSTREAM PARTNERS LP
Y
2020-06-17
0.000000
USD
0.000000
USD
483699.000000
USD
-194917.950000
N
N
N
N/A
549300TLGDBYE711G509
ENBL US TRS EQUITY 1ML+65 *BULLET* GST
000000000
1.000000
NC
USD
-829839.950000
-0.1074668
N/A
DE
US
N
2
Goldman Sachs International
W22LROWP2IHZNBB6K528
N/A
ENABLE MIDSTREAM PARTNERS LP
Y
2020-04-15
0.000000
USD
0.000000
USD
2399546.400000
USD
-829839.950000
N
N
N
N/A
MTLVN9N7JE8MIBIJ1H73
ET US TRS EQUITY 1ML+55 *BULLET* BOA
000000000
1.000000
NC
USD
-2578856.470000
-0.3339697
N/A
DE
US
N
2
Bank of America, N.A.
9DJT3UXIJIZJI4WXO774
N/A
ENERGY TRANSFER LP
Y
2020-03-05
0.000000
USD
0.000000
USD
19603553.000000
USD
-2578856.470000
N
N
N
N/A
MTLVN9N7JE8MIBIJ1H73
ET US TRS EQUITY 1ML+55 *BULLET* FAR
000000000
1.000000
NC
USD
-1322369.560000
-0.1712509
N/A
DE
US
N
2
Wells Fargo Bank, National Association
549300RFXISSEVCFN040
N/A
ENERGY TRANSFER LP
Y
2020-03-12
0.000000
USD
0.000000
USD
8602612.000000
USD
-1322369.560000
N
N
N
N/A
MTLVN9N7JE8MIBIJ1H73
ET US TRS EQUITY 1ML+65 *BULLET* FAR
000000000
1.000000
NC
USD
-3172946.490000
-0.4109062
N/A
DE
US
N
2
Wells Fargo Bank, National Association
549300RFXISSEVCFN040
N/A
ENERGY TRANSFER LP
Y
2020-06-17
0.000000
USD
0.000000
USD
17507127.000000
USD
-3172946.490000
N
N
N
N/A
MTLVN9N7JE8MIBIJ1H73
ET US TRS EQUITY 1ML+65 *BULLET* GST
000000000
1.000000
NC
USD
-3341220.380000
-0.4326982
N/A
DE
US
N
2
Goldman Sachs International
W22LROWP2IHZNBB6K528
N/A
ENERGY TRANSFER LP
Y
2020-04-15
0.000000
USD
0.000000
USD
17611132.500000
USD
-3341220.380000
N
N
N
N/A
K4CDIF4M54DJZ6TB4Q48
EPD US TRS EQUITY 1ML+55 *BULLET* BOA
000000000
1.000000
NC
USD
-202921.320000
-0.0262789
N/A
DE
US
N
2
Bank of America, N.A.
9DJT3UXIJIZJI4WXO774
N/A
ENTERPRISE PRODUCTS PARTNERS LP
Y
2020-03-05
0.000000
USD
0.000000
USD
19485933.200000
USD
-202921.320000
N
N
N
N/A
K4CDIF4M54DJZ6TB4Q48
EPD US TRS EQUITY 1ML+55 *BULLET* FAR
000000000
1.000000
NC
USD
-169725.190000
-0.0219799
N/A
DE
US
N
2
Wells Fargo Bank, National Association
549300RFXISSEVCFN040
N/A
ENTERPRISE PRODUCTS PARTNERS LP
Y
2020-03-12
0.000000
USD
0.000000
USD
8547411.500000
USD
-169725.190000
N
N
N
N/A
K4CDIF4M54DJZ6TB4Q48
EPD US TRS EQUITY 1ML+65 *BULLET* FAR
000000000
1.000000
NC
USD
-557699.470000
-0.0722238
N/A
DE
US
N
2
Wells Fargo Bank, National Association
549300RFXISSEVCFN040
N/A
ENTERPRISE PRODUCTS PARTNERS LP
Y
2020-06-17
0.000000
USD
0.000000
USD
17334461.400000
USD
-557699.470000
N
N
N
N/A
K4CDIF4M54DJZ6TB4Q48
EPD US TRS EQUITY 1ML+65 *BULLET* GST
000000000
1.000000
NC
USD
-558914.530000
-0.0723811
N/A
DE
US
N
2
Goldman Sachs International
W22LROWP2IHZNBB6K528
N/A
ENTERPRISE PRODUCTS PARTNERS LP
Y
2020-04-15
0.000000
USD
0.000000
USD
18422904.900000
USD
-558914.530000
N
N
N
N/A
549300NELT611CL6XM83
EQM US TRS EQUITY 1ML+55 *BULLET* BOA
000000000
1.000000
NC
USD
-2381573.620000
-0.3084210
N/A
DE
US
N
2
Bank of America, N.A.
9DJT3UXIJIZJI4WXO774
N/A
EQM MIDSTREAM PARTNERS LP (AKA: EQT MIDSTREAM PARTNERS LP)
Y
2020-04-15
0.000000
USD
0.000000
USD
6371857.100000
USD
-2381573.620000
N
N
N
N/A
549300NELT611CL6XM83
EQM US TRS EQUITY 1ML+55 *BULLET* FAR
000000000
1.000000
NC
USD
-1317898.150000
-0.1706718
N/A
DE
US
N
2
Wells Fargo Bank, National Association
549300RFXISSEVCFN040
N/A
EQM MIDSTREAM PARTNERS LP (AKA: EQT MIDSTREAM PARTNERS LP)
Y
2020-03-19
0.000000
USD
0.000000
USD
4296130.300000
USD
-1317898.150000
N
N
N
N/A
549300NELT611CL6XM83
EQM US TRS EQUITY 1ML+65 *BULLET* GST
000000000
1.000000
NC
USD
-1209581.840000
-0.1566445
N/A
DE
US
N
2
Goldman Sachs International
W22LROWP2IHZNBB6K528
N/A
EQM MIDSTREAM PARTNERS LP (AKA: EQT MIDSTREAM PARTNERS LP)
Y
2020-04-15
0.000000
USD
0.000000
USD
3515744.000000
USD
-1209581.840000
N
N
N
N/A
N/A
SOLD EUR/BOUGHT USD
000000000
1.000000
NC
-40158.280000
-0.0052006
N/A
DFE
N/A
N
2
HSBC Bank PLC and HSBC Bank USA National Association
MP6I5ZYZBEU3UXPYFY54
6888000.000000
EUR
7706313.000000
USD
2020-02-14
-40158.280000
N
N
N
N/A
N/A
SOLD EUR/BOUGHT USD
000000000
1.000000
NC
-25325.120000
-0.0032797
N/A
DFE
N/A
N
2
HSBC Bank PLC and HSBC Bank USA National Association
MP6I5ZYZBEU3UXPYFY54
3427000.000000
EUR
3828791.760000
USD
2020-02-14
-25325.120000
N
N
N
ARCHROCK PARTNERS LP / ARCHROCK PARTNERS FINANCE CORP
N/A
ARCHROCK PARTNERS LP/FIN COMPANY GUAR 144A 04/27 6.875
03959KAA8
4800000.000000
PA
USD
5087148.000000
0.6588011
Long
DBT
CORP
US
N
2
2027-04-01
Fixed
6.875
N
N
N
N
N
N
N/A
MZF5TI8NFVZZNUSKDL39
MMP US TRS EQUITY 1ML+55 *BULLET* BOA
000000000
1.000000
NC
USD
230111.550000
0.0298001
N/A
DE
US
N
2
Bank of America, N.A.
9DJT3UXIJIZJI4WXO774
N/A
MAGELLAN MIDSTREAM PARTNERS LP
Y
2020-03-05
0.000000
USD
0.000000
USD
4314333.200000
USD
230111.550000
N
N
N
N/A
MZF5TI8NFVZZNUSKDL39
MMP US TRS EQUITY 1ML+55 *BULLET* FAR
000000000
1.000000
NC
USD
282748.170000
0.0366167
N/A
DE
US
N
2
Wells Fargo Bank, National Association
549300RFXISSEVCFN040
N/A
MAGELLAN MIDSTREAM PARTNERS LP
Y
2020-03-12
0.000000
USD
0.000000
USD
6411717.900000
USD
282748.170000
N
N
N
N/A
MZF5TI8NFVZZNUSKDL39
MMP US TRS EQUITY 1ML+65 *BULLET* FAR
000000000
1.000000
NC
USD
225664.720000
0.0292243
N/A
DE
US
N
2
Wells Fargo Bank, National Association
549300RFXISSEVCFN040
N/A
MAGELLAN MIDSTREAM PARTNERS LP
Y
2020-06-17
0.000000
USD
0.000000
USD
8798787.900000
USD
225664.720000
N
N
N
N/A
MZF5TI8NFVZZNUSKDL39
MMP US TRS EQUITY 1ML+65 *BULLET* GST
000000000
1.000000
NC
USD
348320.540000
0.0451086
N/A
DE
US
N
2
Goldman Sachs International
W22LROWP2IHZNBB6K528
N/A
MAGELLAN MIDSTREAM PARTNERS LP
Y
2020-04-15
0.000000
USD
0.000000
USD
8679185.000000
USD
348320.540000
N
N
N
ARCHROCK PARTNERS LP / ARCHROCK PARTNERS FINANCE CORP
N/A
ARCHROCK PARTNERS LP/FIN COMPANY GUAR 144A 04/28 6.25
03959KAC4
5000000.000000
PA
USD
5162500.000000
0.6685594
Long
DBT
CORP
US
N
2
2028-04-01
Fixed
6.25
N
N
N
N
N
N
N/A
5493000CZJ19CK4P3G36
MPLX US TRS EQUITY 1ML+55 *BULLET* BOA
000000000
1.000000
NC
USD
-3579388.460000
-0.4635417
N/A
DE
US
N
2
Bank of America, N.A.
9DJT3UXIJIZJI4WXO774
N/A
MPLX LP
Y
2020-03-05
0.000000
USD
0.000000
USD
13740404.000000
USD
-3579388.460000
N
N
N
N/A
5493000CZJ19CK4P3G36
MPLX US TRS EQUITY 1ML+55 *BULLET* FAR
000000000
1.000000
NC
USD
-2348779.800000
-0.3041741
N/A
DE
US
N
2
Wells Fargo Bank, National Association
549300RFXISSEVCFN040
N/A
MPLX LP
Y
2020-03-12
0.000000
USD
0.000000
USD
8627976.000000
USD
-2348779.800000
N
N
N
N/A
5493000CZJ19CK4P3G36
MPLX US TRS EQUITY 1ML+65 *BULLET* FAR
000000000
1.000000
NC
USD
-2616184.560000
-0.3388038
N/A
DE
US
N
2
Wells Fargo Bank, National Association
549300RFXISSEVCFN040
N/A
MPLX LP
Y
2020-06-17
0.000000
USD
0.000000
USD
8814279.600000
USD
-2616184.560000
N
N
N
N/A
5493000CZJ19CK4P3G36
MPLX US TRS EQUITY 1ML+65 *BULLET* GST
000000000
1.000000
NC
USD
-4754088.960000
-0.6156689
N/A
DE
US
N
2
Goldman Sachs International
W22LROWP2IHZNBB6K528
N/A
MPLX LP
Y
2020-04-15
0.000000
USD
0.000000
USD
18074262.600000
USD
-4754088.960000
N
N
N
N/A
N/A
NATURAL GAS FUTR APR20 XNYM 20200327
000000000
86.000000
NC
USD
-182045.770000
-0.0235755
N/A
DCO
US
N
1
New York Mercantile Exchange
5493008GFNDTXFPHWI47
Long
N/A
Natural Gas
2020-03-27
1848140.000000
USD
-182045.770000
N
N
N
N/A
N/A
NATURAL GAS FUTR MAR20 XNYM 20200226
000000000
-86.000000
NC
USD
53282.890000
0.0069003
N/A
DCO
US
N
1
New York Mercantile Exchange
5493008GFNDTXFPHWI47
Short
N/A
Natural Gas
2020-02-26
-1855880.000000
USD
53282.890000
N
N
N
2020-02-10
PIMCO Energy and Tactical Credit Opportunities Fund
/s/ Jason Nagler
Jason Nagler
Assistant Treasurer