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LLC24702NBE9150000PAUSD1506570.24LongLONCORPUSN22025-09-19Floating0NNNNNNDIAMOND SPORTS GROUP LLCN/ADiamond Sports Group LLC25277BAB428000PAUSD281400.04LongLONCORPUSN22026-08-24Floating5.3NNNNNNDYNCORP INTERNTL INC549300SUPXO1WGG7V096DynCorp International Inc26816DAL4128000PAUSD1245860.2LongLONCORPUSN22025-08-18Floating8.0275NNNNNNENTEGRIS INCIYX6OWO7BT5DKO3BYG52Entegris Inc29362LAH779418PAUSD798150.13LongLONCORPUSN22025-11-06Floating4.0435NNNNNNENTRAVISION COMMUNICATIO549300SKHY2ALCLKV539Entravision Communications Corp29382XAE4123300PAUSD1196010.19LongLONCORPUSN22024-11-29Floating4.7935NNNNNNFINANCIAL & RISK US HOLD549300NF240HXJO7N016Refinitiv US Holdings Inc31740MAC5197461PAUSD1984480.32LongLONCORPUSN22025-10-01Floating5.7935NNNNNNGCI HOLDINGS LLCN/AGCI Holdings LLC36155JAH877800PAUSD770220.12LongLONCORPUSN22022-02-02Floating4.5435NNNNNNGENTIVA HEALTH SERVICES549300STP29LPEN7S547Gentiva Health Services Inc37249UAN6170608PAUSD1714610.27LongLONCORPUSN22025-07-02Floating5.8125NNNNNNHANJIN INTERNATIONAL CORN/AHanjin International Corp41043UAB2195000PAUSD1950000.31LongLONCORPUSN22020-10-19Floating4.55363NNNNNNHILTON WORLDWIDE FINANCE549300406TN7EY0NPH20Hilton Worldwide Finance LLC43289DAE350510PAUSD507970.08LongLONCORPUSN22026-06-22Floating3.76838NNNNNNIQVIA INC549300PLWY28YB00C717IQVIA Inc44969CBF623193PAUSD232710.04LongLONCORPUSN22024-03-07Floating4.10438NNNNNNII-VI INC549300O5C25A0MMHHU33II-VI Inc45173JAK0150000PAUSD1500000.24LongLONCORPUSN22026-05-08Floating5.5365NNNNNNLAMAR MEDIA CORPN/ALamar Media Corp513076AZ2106728PAUSD1070620.17LongLONCORPUSN22025-03-14Floating3.8125NNNNNNLEVEL 3 PARENT LLCN/ALevel 3 Parent LLC52729KAN6146000PAUSD1462130.23LongLONCORPUSN22024-02-22Floating4.2935NNNNNNLUMENTUM HOLDINGS INC549300JLWRRC38DWEF52Lumentum Holdings Inc55024VAB3144275PAUSD1446360.23LongLONCORPUSN22025-12-10Floating4.5435NNNNNNMARRIOTT OWNERSHIP RESORTSBW4532OH033VURR0IT68Marriott Ownership Resorts Inc57163KAG3144275PAUSD1448770.23LongLONCORPUSN22025-08-29Floating4.2935NNNNNNMCAFEE LLC549300713UKUTLV9T378McAfee LLC57906PAF6127750PAUSD1287890.21LongLONCORPUSN22025-09-29Floating10.5435NNNNNNMCAFEE LLC549300713UKUTLV9T378McAfee LLC57906PAG420947PAUSD209850.03LongLONCORPUSN22024-09-30Floating5.7935NNNNNNMIDCOAST ENERGY LLC549300VSQHZM6T8S9N48Midcoast Energy LLC59564HAC015268PAUSD149810.02LongLONCORPUSN22025-08-01Floating7.60438NNNNNNMISSION BROADCASTING INCN/AMission Broadcasting Inc605024AQ15243PAUSD52450.01LongLONCORPUSN22024-01-17Floating4.2815NNNNNNMOHEGAN TRIBAL GAMING AUTHO549300UB083Z2NRDHC48Mohegan Gaming & Entertainment608330AP1133354PAUSD1280680.2LongLONCORPUSN22021-10-13Floating0NNNNNNNVA HOLDINGS549300PQXWQYUO44P605NVA Holdings Inc/United States62943XAJ6103637PAUSD1035080.16LongLONCORPUSN22025-02-02Floating4.7935NNNNNNNEXSTAR BROADCASTING INC5493006PK6I4I2OOT688Nexstar Broadcasting Inc65336RAU226317PAUSD263290.04LongLONCORPUSN22024-01-17Floating4.2935NNNNNNNEXSTAR BROADCASTING INC5493006PK6I4I2OOT688Nexstar Broadcasting Inc65336RAW8106195PAUSD1066260.17LongLONCORPUSN22026-09-18Floating4.807NNNNNNPCI GAMING AUTHORITY549300KPXAJ1LRW5LP59PCI Gaming Authority70455DAG971000PAUSD713550.11LongLONCORPUSN22026-05-29Floating5.0435NNNNNNPOST HOLDINGS INCJM1I5YUAURL6DC8N1468Post Holdings Inc73744GAJ187703PAUSD879000.14LongLONCORPUSN22024-05-24Floating4.04NNNNNNRPI FINANCE TRUST549300W9M1577I3BNU94RPI Finance Trust74966UAP5102668PAUSD1031810.16LongLONCORPUSN22023-03-27Floating4.0435NNNNNNREYNOLDS GROUP HOLDINGS5493002QNV81KCX40V06Reynolds Group Holdings Inc76173FAU197169PAUSD972910.15LongLONCORPUSN22023-02-05Floating4.7935NNNNNNSIX FLAGS ENTERTAINMENT CORP5493003MX0ZXTM8EVY68Six Flags Theme Parks Inc83002CAJ6105469PAUSD1054160.17LongLONCORPUSN22026-04-17Floating4.05NNNNNNVISTRA OPERATIONS CO LLC549300ZH5GKBTJZ7NM23Vistra Operations Co LLC87239PAD673515PAUSD737290.12LongLONCORPUSN22023-08-04Floating4.0435NNNNNNTAMKO BUILDING PRODUCTS INC549300Z7I3THDPEWUY31Tamko Building Products Inc87510EAB567000PAUSD669160.11LongLONCORPUSN22026-05-29Floating5.37413NNNNNNULTRA CLEAN HOLDINGS INC5493007L6LS7QX18PE75Ultra Clean Holdings Inc90385YAB7138138PAUSD1343400.21LongLONCORPUSN22025-08-27Floating6.5435NNNNNNHOMEVI9695001URJB6VUATPK20HomeVi SASUBL2533240122000PA1336040.21LongLONCORPFRN22024-10-31Floating3NNNNNNTACALA INVESTMENT CORP549300XTM341KBSTDI88Tacala Investment CorpBL2617332140000PAUSD1378650.22LongLONCORPUSN22025-01-31Floating5.0435NNNNNNTACALA INVESTMENT CORP549300XTM341KBSTDI88Tacala Investment CorpBL261737358000PAUSD574780.09LongLONCORPUSN22026-01-30Floating9.0435NNNNNNFRONERI INTERNATIONAL213800NRSZ1N2Y6LEX44Froneri International LtdBL2619189106000PA1302660.21LongLONCORPGBN22025-01-31Floating3.96525NNNNNN18 FREMONT STREET ACQUIS5493000QK0X0K188BR6018 Fremont Street Acquisition LLCBL3009216107000PAUSD1070000.17LongLONCORPUSN22025-08-09Floating10.03513NNNNNNADVANCED DRAINAGE SYSTEMS6QQTOZ5MF5DHM7K92I60Advanced Drainage Systems Inc00769QAG811646PAUSD116900.02LongLONCORPUSN22026-09-18Floating0NNNNNNJBS USA LUX SAP77IMDGVZE8EFBTF2M92JBS USA LUX SA46611VAU978557PAUSD788850.13LongLONCORPUSN22026-05-01Floating4.612NNNNNNBAUSCH HEALTH AMERICASKOO0397YRO83WY5MGD97Bausch Health Americas IncBL2701110104035PAUSD1044150.17LongLONCORPUSN22025-06-02Floating5.03863NNNNNNFORMULA ONE MANAGEMENTN/AFormula One Management LtdBL2628156150000PAUSD1478620.24LongLONCORPGBN22024-02-01Floating4.5435NNNNNNSTARS GROUP HOLDINGS BV549300RNFXC8F8RT6R13Stars Group Holdings BVN8233BAC6125521PAUSD1259920.2LongLONCORPNLN22025-07-10Floating5.60438NNNNNNN/AN/ASell GBP / Buy USDN/A1NCUSD3200N/ADFEUSN2JPMorgan Chase Bank, National Association7H6GLXDRUGQFU57RNE9781200GBP100383USD2019-12-04320NNNN/AN/ASell USD / Buy CADN/A1NCUSD-510N/ADFEUSN2JPMorgan Chase Bank, National Association7H6GLXDRUGQFU57RNE9713728USD18100CAD2019-12-04-51NNNN/AN/ASell EUR / Buy USDN/A1NCUSD36310.01N/ADFEUSN2Bank of America, National AssociationB4TYDEB6GKMZO031MB27283910EUR314464USD2019-12-043631NNNN/AN/ASell USD / Buy CADN/A1NCUSD-70N/ADFEUSN2Bank of America, National AssociationB4TYDEB6GKMZO031MB271828USD2410CAD2019-12-04-7NNNN/AN/ASell GBP / Buy USDN/A1NCUSD16270N/ADFEUSN2Citibank, National AssociationE57ODZWZ7FF32TWEFA76427530GBP528472USD2019-12-041627NNNN/AN/ASell SGD / Buy USDN/A1NCUSD180N/ADFEUSN2Bank of America, National AssociationB4TYDEB6GKMZO031MB2711440SGD8303USD2019-12-0418NNNN/AN/ASell EUR / Buy USDN/A1NCUSD99430.02N/ADFEUSN2Citibank, National AssociationE57ODZWZ7FF32TWEFA76787700EUR872341USD2019-12-049943NNNN/AN/ASell CAD / Buy USDN/A1NCUSD11090N/ADFEUSN2Citibank, National AssociationE57ODZWZ7FF32TWEFA76401125CAD304218USD2019-12-041109NNNN/AN/ASell GBP / Buy USDN/A1NCUSD3250N/ADFEUSN2Bank of America, National AssociationB4TYDEB6GKMZO031MB2786230GBP106587USD2019-12-04325NNNN/AN/ASell USD / Buy CADN/A1NCUSD-100N/ADFEUSN2Barclays Capital, Inc.AC28XWWI3WIBK28243192957USD3900CAD2019-12-04-10NNNN/AN/ASell USD / Buy SGDN/A1NCUSD-270N/ADFEUSN2JPMorgan Chase Bank, National Association7H6GLXDRUGQFU57RNE9713354USD18400SGD2019-12-04-27NNNN/AN/ASell USD / Buy SGDN/A1NCUSD-200N/ADFEUSN2Barclays Capital, Inc.AC28XWWI3WIBK282431910449USD14400SGD2019-12-04-20NNNN/AN/ASell EUR / Buy USDN/A1NCUSD110610.02N/ADFEUSN2JPMorgan Chase Bank, National Association7H6GLXDRUGQFU57RNE97875900EUR970022USD2019-12-0411061NNNN/AN/ASell SGD / Buy USDN/A1NCUSD7050N/ADFEUSN2Citibank, National AssociationE57ODZWZ7FF32TWEFA76524320SGD380445USD2019-12-04705NNNN/AN/ASell CAD / Buy USDN/A1NCUSD70N/ADFEUSN2Citibank, National AssociationE57ODZWZ7FF32TWEFA762500CAD1896USD2019-12-047NNNN/AN/ASell EUR / Buy USDN/A1NCUSD310N/ADFEUSN2Citibank, National AssociationE57ODZWZ7FF32TWEFA762400EUR2658USD2019-12-0431NNNN/AN/ASell EUR / Buy USDN/A1NCUSD1390N/ADFEUSN2Citibank, National AssociationE57ODZWZ7FF32TWEFA767700EUR8569USD2019-12-04139NNNN/AN/ASell CAD / Buy USDN/A1NCUSD20N/ADFEUSN2Citibank, National AssociationE57ODZWZ7FF32TWEFA761100CAD833USD2019-12-042NNNN/AN/ASell CAD / Buy USDN/A1NCUSD-170N/ADFEUSN2Citibank, National AssociationE57ODZWZ7FF32TWEFA7610000CAD7540USD2019-12-04-17NNNN/AN/ASell GBP / Buy USDN/A1NCUSD560N/ADFEUSN2Citibank, National AssociationE57ODZWZ7FF32TWEFA763000GBP3753USD2019-12-0456NNNN/AN/ASell USD / Buy CADN/A1NCUSD-20N/ADFEUSN2Bank of America, National AssociationB4TYDEB6GKMZO031MB272647USD3500CAD2019-12-04-2NNNN/AN/ASell GBP / Buy USDN/A1NCUSD1200N/ADFEUSN2Bank of America, National AssociationB4TYDEB6GKMZO031MB278700GBP10841USD2019-12-04120NNNN/AN/ASell CAD / Buy USDN/A1NCUSD00N/ADFEUSN2Citibank, National AssociationE57ODZWZ7FF32TWEFA763300CAD2494USD2019-12-040NNNN/AN/ASell EUR / Buy USDN/A1NCUSD530N/ADFEUSN2Citibank, National AssociationE57ODZWZ7FF32TWEFA763800EUR4213USD2019-12-0453NNNN/AN/ASell GBP / Buy USDN/A1NCUSD7990N/ADFEUSN2Citibank, National AssociationE57ODZWZ7FF32TWEFA7639000GBP48859USD2019-12-04799NNNN/AN/ASell GBP / Buy USDN/A1NCUSD8140N/ADFEUSN2Citibank, National AssociationE57ODZWZ7FF32TWEFA7634660GBP43526USD2019-12-04814NNNN/AN/ASell EUR / Buy USDN/A1NCUSD4650N/ADFEUSN2Citibank, National AssociationE57ODZWZ7FF32TWEFA7630220EUR33550USD2019-12-04465NNNN/AN/ASell CAD / Buy USDN/A1NCUSD-200N/ADFEUSN2Citibank, National AssociationE57ODZWZ7FF32TWEFA7626720CAD20171USD2019-12-04-20NNNN/AN/ASell EUR / Buy USDN/A1NCUSD230N/ADFEUSN2Citibank, National AssociationE57ODZWZ7FF32TWEFA761800EUR1994USD2019-12-0423NNNN/AN/ASell GBP / Buy USDN/A1NCUSD3820N/ADFEUSN2Citibank, National AssociationE57ODZWZ7FF32TWEFA7628000GBP34886USD2019-12-04382NNNN/AN/ASell EUR / Buy USDN/A1NCUSD4690N/ADFEUSN2Citibank, National AssociationE57ODZWZ7FF32TWEFA7649000EUR54116USD2019-12-04469NNNN/AN/ASell EUR / Buy USDN/A1NCUSD1660N/ADFEUSN2Citibank, National AssociationE57ODZWZ7FF32TWEFA7617300EUR19106USD2019-12-04166NNNN/AN/ASell SGD / Buy USDN/A1NCUSD50N/ADFEUSN2Bank of America, National AssociationB4TYDEB6GKMZO031MB271600SGD1164USD2019-12-045NNNN/AN/ASell USD / Buy CADN/A1NCUSD10N/ADFEUSN2JPMorgan Chase Bank, National Association7H6GLXDRUGQFU57RNE97830USD1100CAD2019-12-041NNNN/AN/ASell GBP / Buy USDN/A1NCUSD150N/ADFEUSN2JPMorgan Chase Bank, National Association7H6GLXDRUGQFU57RNE972200GBP2726USD2019-12-0415NNNN/AN/ASell USD / Buy SGDN/A1NCUSD-50N/ADFEUSN2JPMorgan Chase Bank, National Association7H6GLXDRUGQFU57RNE972323USD3200SGD2019-12-04-5NNNN/AN/ASell GBP / Buy USDN/A1NCUSD230N/ADFEUSN2Citibank, National AssociationE57ODZWZ7FF32TWEFA766400GBP7910USD2019-12-0423NNNN/AN/ASell EUR / Buy USDN/A1NCUSD100N/ADFEUSN2Citibank, National AssociationE57ODZWZ7FF32TWEFA763300EUR3623USD2019-12-0410NNNN/AN/ASell GBP / Buy USDN/A1NCUSD-20N/ADFEUSN2Citibank, National AssociationE57ODZWZ7FF32TWEFA769500GBP11705USD2019-12-04-2NNNN/AN/ASell CAD / Buy USDN/A1NCUSD10N/ADFEUSN2Citibank, National AssociationE57ODZWZ7FF32TWEFA767200CAD5442USD2019-12-041NNNN/AN/A90DAY EURO$ FUTR Mar20N/A4NCUSD9833001.57N/ADIRUSN1Goldman Sachs & Co. LLCFOR8UP27PHTHYVLBNG30LongN/AN/A2020-03-16967900USD15400NNNN/AN/A90DAY EURO$ FUTR Jun20N/A4NCUSD9844501.57N/ADIRUSN1Goldman Sachs & Co. LLCFOR8UP27PHTHYVLBNG30LongN/AN/A2020-06-15967850USD16600NNNN/AN/A90DAY EURO$ FUTR Sep20N/A4NCUSD9852501.57N/ADIRUSN1Goldman Sachs & Co. LLCFOR8UP27PHTHYVLBNG30LongN/AN/A2020-09-14967900USD17350NNNN/AN/AUS 5YR NOTE (CBT) Dec19N/A44NCUSD52425318.35N/ADIRUSN1Goldman Sachs & Co. LLCFOR8UP27PHTHYVLBNG30LongN/AN/A2019-12-315278625USD-36094NNNN/AN/AUS 2YR NOTE (CBT) Dec19N/A17NCUSD36635005.83N/ADIRUSN1Goldman Sachs & Co. LLCFOR8UP27PHTHYVLBNG30LongN/AN/A2019-12-313678906USD-15406NNNN/AN/AUS 10YR NOTE (CBT)Dec19N/A18NCUSD23456253.73N/ADIRUSN1Goldman Sachs & Co. LLCFOR8UP27PHTHYVLBNG30LongN/AN/A2019-12-192379938USD-34313NNNN/AN/AUS LONG BOND(CBT) Dec19N/A13NCUSD21100633.36N/ADIRUSN1Goldman Sachs & Co. LLCFOR8UP27PHTHYVLBNG30LongN/AN/A2019-12-192153226USD-43164NNNN/AN/AUS 10yr Ultra Fut Dec19N/A7NCUSD9968441.59N/ADIRUSN1Goldman Sachs & Co. LLCFOR8UP27PHTHYVLBNG30LongN/AN/A2019-12-191012305USD-15461NNN2019-11-14JESPER NERGAARDJESPER NERGAARDJESPER NERGAARDVP, CFO, TREASURER, AND PRINCIPAL ACCOUNTING OFFICERXXXX