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LLC96350TAC413123360PAUSD131069550.516LongLONCORPUSN22027-10-19Floating4.5NNNNNNWOOF HOLDINGS INCN/AWOOF HOLDINGS LLC98082EAD61707290PAUSD17115580.067LongLONCORPUSN22028-12-21Floating8NNNNNNTRAVIATA BV529900TJUCAM0UQXSF21Traviata BVBL31942244500000PA53776060.212LongLONCORPDEN22026-12-18Floating5NNNNNNLOIRE FINCO LUXEMBOURGN/ALOIRE FINCO LUXEMBOURGBL32315472660000PA32085580.126LongLONCORPLUN22027-04-21Floating3.25NNNNNNLOIRE FINCO LUXEMBOURGN/ALOIRE FINCO LUXEMBOURGBL328224311561025PAUSD113298040.446LongLONCORPLUN22027-04-21Floating3.64675NNNNNNTACALA INVESTMENT CORP549300XTM341KBSTDI88Tacala Investment CorpBL33090387079914PAUSD70106020.276LongLONCORPUSN22027-02-05Floating4.5NNNNNNTacala LLCN/ATacala Investment CorpBL33090465683991PAUSD55940130.22LongLONCORPUSN22028-02-04Floating8.25NNNNNNCORNERSTONE ONDEMAND INC549300Z402F16H5EGH48Cornerstone OnDemand IncBL33552886730459PAUSD67532750.266LongLONCORPUSN22027-04-22Floating4.39375NNNNNNQUIKSILVER INC54930013HYANWRQLRU09Quiksilver IncBL34411871279PAUSD12790LongLONCORPUSN32024-04-23Floating8.22025NNNNNNEAGLE BROADBAND INVESTN/AEagle Broadband Investments LLCBL34678284553000PAUSD45444860.179LongLONCORPUSN22027-11-12Floating3.75NNNNNNZAXBY'S OPERATING CO LP549300M5VMOK30PH8L05Zaxby's Operating Co LPBL34936004833254PAUSD48815870.192LongLONCORPUSN22028-12-28Floating7.25NNNNNNConsumer CellularN/ACCI Buyer IncBL34949885807162PAUSD57974640.228LongLONCORPUSN22027-12-10Floating5NNNNNNROHM HOLDING GMBHN/AROHM HOLDING GMBHBL29959932268812PAUSD21912870.086LongLONCORPUSN22026-07-31Floating5.3155NNNNNNVIRGIN MEDIA SFA FINANCEN/AVirgin Media SFA Finance LtdBL2565606550000PA7334460.029LongLONCORPUSN22027-11-15Floating3.27588NNNNNNCAMELOT FINANCE SAN/ACamelot Finance SABL32003775339650PAUSD53107090.209LongLONCORPLUN22026-10-30Floating3.14675NNNNNNDELTA 2 LUX SARL549300BBG8Z3D6QSYP53Formula One Management LtdBL26281566184565PAUSD61094840.241LongLONCORPGBN22024-02-01Floating3.5NNNNNNN/AN/ASell EUR / Buy USDN/A1NCUSD-137844-0.005N/ADFEUSN2Citibank, National AssociationE57ODZWZ7FF32TWEFA769710600EUR11741903USD2021-03-10-137844NNNN/AN/ASell GBP / Buy USDN/A1NCUSD-26926-0.001N/ADFEUSN2HSBC Securities (USA), Inc.CYYGQCGNHMHPSMRL3R97870000GBP1163104USD2021-03-10-26926NNNN/AN/ASell GBP / Buy USDN/A1NCUSD-62070N/ADFEUSN2Citibank, National AssociationE57ODZWZ7FF32TWEFA76201000GBP268731USD2021-03-10-6207NNNN/AN/ASell EUR / Buy USDN/A1NCUSD-651216-0.026N/ADFEUSN2Bank of America, National AssociationB4TYDEB6GKMZO031MB2745963000EUR55578965USD2021-03-10-651216NNNN/AN/ASell EUR / Buy USDN/A1NCUSD-119344-0.005N/ADFEUSN2Barclays Capital, Inc.AC28XWWI3WIBK28243198462400EUR10233381USD2021-03-10-119344NNNN/AN/ASell GBP / Buy USDN/A1NCUSD-43490N/ADFEUSN2Barclays Capital, Inc.AC28XWWI3WIBK2824319140600GBP187971USD2021-03-10-4349NNNN/AN/ASell GBP / Buy USDN/A1NCUSD-7910N/ADFEUSN2Bank of America, National AssociationB4TYDEB6GKMZO031MB2725600GBP34226USD2021-03-10-791NNNN/AN/ASell EUR / Buy USDN/A1NCUSD-102380N/ADFEUSN2BNP ParibasR0MUWSFPU8MPRO8K5P83718000EUR868148USD2021-03-10-10238NNNN/AN/ASell USD / Buy EURN/A1NCUSD2130N/ADFEUSN2HSBC Securities (USA), Inc.CYYGQCGNHMHPSMRL3R9718137USD15000EUR2021-03-10213NNNN/AN/ASell USD / Buy GBPN/A1NCUSD214740.001N/ADFEUSN2JPMorgan Chase Bank, National Association7H6GLXDRUGQFU57RNE97932875USD697700GBP2021-03-1021474NNNN/AN/ASell EUR / Buy USDN/A1NCUSD-438355-0.017N/ADFEUSN2JPMorgan Chase Bank, National Association7H6GLXDRUGQFU57RNE9731409200EUR37987009USD2021-03-10-438355NNNN/AN/ASell GBP / Buy USDN/A1NCUSD-520N/ADFEUSN2Citibank, National AssociationE57ODZWZ7FF32TWEFA761400GBP1863USD2021-03-10-52NNNN/AN/ASell EUR / Buy USDN/A1NCUSD-30788-0.001N/ADFEUSN2Citibank, National AssociationE57ODZWZ7FF32TWEFA763411000EUR4142158USD2021-03-10-30788NNNN/AN/ASell USD / Buy EURN/A1NCUSD3010N/ADFEUSN2Citibank, National AssociationE57ODZWZ7FF32TWEFA76195439USD160000EUR2021-03-10301NNNN/AN/ASell USD / Buy GBPN/A1NCUSD510N/ADFEUSN2Citibank, National AssociationE57ODZWZ7FF32TWEFA763916USD2900GBP2021-03-1051NNNN/AN/ASell USD / Buy EURN/A1NCUSD-5330N/ADFEUSN2Citibank, National AssociationE57ODZWZ7FF32TWEFA76147338USD120000EUR2021-03-10-533NNNN/AN/ASell USD / Buy EURN/A1NCUSD66310N/ADFEUSN2Citibank, National AssociationE57ODZWZ7FF32TWEFA763142348USD2574000EUR2021-03-106631NNNN/AN/AUS 5YR NOTE (CBT) Mar21N/A2642NCUSD7430630.029N/ADIRUSN1Goldman Sachs & Co. LLCFOR8UP27PHTHYVLBNG30LongN/AN/A2021-04-05332582392USD743063NNNN/AN/AUS 2YR NOTE (CBT) Mar21N/A871NCUSD1769210.007N/ADIRUSN1Goldman Sachs & Co. LLCFOR8UP27PHTHYVLBNG30LongN/AN/A2021-04-05192293665USD176921NNNN/AN/AUS LONG BOND(CBT) Mar21N/A186NCUSD-148219-0.006N/ADIRUSN1Goldman Sachs & Co. LLCFOR8UP27PHTHYVLBNG30LongN/AN/A2021-03-3132361094USD-148219NNNN/AN/AUS 10yr Ultra Fut Mar21N/A-1025NCUSD1681650.007N/ADIRUSN1Goldman Sachs & Co. LLCFOR8UP27PHTHYVLBNG30ShortN/AN/A2021-03-31-160436524USD168165NNNN/AN/APay Fixed 1.659% Receive ICE LIBOR USD 3 MonthN/A22000000OUNotionalUSD-1434694-0.056N/ADIRUSN2Goldman Sachs & Co. LLCFOR8UP27PHTHYVLBNG30N/AN/AY2049-08-23750USD0USD22000000USD-1435444NNN2021-02-14JANUS INVESTMENT FUNDJESPER NERGAARDJESPER NERGAARDVP, CFO, TREASURER, AND PRINCIPAL ACCOUNTING OFFICER