0001752724-20-177265.txt : 20200827 0001752724-20-177265.hdr.sgml : 20200827 20200827165719 ACCESSION NUMBER: 0001752724-20-177265 CONFORMED SUBMISSION TYPE: NPORT-P PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20200630 FILED AS OF DATE: 20200827 PERIOD START: 20200630 FILER: COMPANY DATA: COMPANY CONFORMED NAME: SPDR SERIES TRUST CENTRAL INDEX KEY: 0001064642 IRS NUMBER: 000000000 STATE OF INCORPORATION: MA FILING VALUES: FORM TYPE: NPORT-P SEC ACT: 1940 Act SEC FILE NUMBER: 811-08839 FILM NUMBER: 201143625 BUSINESS ADDRESS: STREET 1: ONE LINCOLN STREET CITY: BOSTON STATE: MA ZIP: 02111 BUSINESS PHONE: 617-664-1465 MAIL ADDRESS: STREET 1: ONE LINCOLN STREET CITY: BOSTON STATE: MA ZIP: 02111 FORMER COMPANY: FORMER CONFORMED NAME: STREETTRACKS SERIES TRUST DATE OF NAME CHANGE: 20000925 FORMER COMPANY: FORMER CONFORMED NAME: INDEX EXCHANGE LISTED SECURITIES TRUST DATE OF NAME CHANGE: 19980622 0001064642 S000022925 SPDR(R) Bloomberg Barclays Convertible Securities ETF C000066456 SPDR(R) Bloomberg Barclays Convertible Securities ETF CWB NPORT-P 1 primary_doc.xml NPORT-P false 0001064642 XXXXXXXX S000022925 C000066456 SPDR SERIES TRUST 811-08839 0001064642 5493004JVD6CQEEJSS37 One Iron Street Boston 02210 617-664-8594 SPDR(R) Bloomberg Barclays Convertible Securities ETF S000022925 549300IXKU3G7R6DMX93 2020-06-30 2020-06-30 N 4876323961.25 304385766.74 4571938194.51 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 USD UST LIBERTY MEDIA CORP N/A 531229AF9 8550000.00000000 PA USD 9336856.50000000 0.204220969373 Long DBT CORP US N 2 2023-01-30 Fixed 1.00000000 N N N N Y Liberty Media Corp-Liberty Formula One USD XXXX N N JAZZ INVESTMENTS I LTD N/A 472145AE1 19500000.00000000 PA USD 19629090.00000000 0.429338481075 Long DBT CORP BM N 2 2026-06-15 Fixed 2.00000000 N N N N N Jazz Pharmaceuticals PLC USD XXXX N N N Liberty Interactive LLC 549300SZUIU7Z32Q0664 530610AD6 6307000.00000000 PA USD 9554095.88000000 0.208972551104 Long DBT CORP US N 2 2046-09-30 Fixed 1.75000000 N N N N N Charter Communications Inc USD XXXX N N IAC FINANCECO 3 INC 5493003IEL8HSZKWUI17 44932KAA4 12090000.00000000 PA USD 15626204.10000000 0.341785112466 Long DBT CORP US N 2 2030-01-15 Fixed 2.00000000 N N N N N IAC/InterActiveCorp USD XXXX N N N 8X8 INC 254900XWSOC5U1BRW939 282914AB6 7211000.00000000 PA USD 6491270.09000000 0.141980705202 Long DBT CORP US N 2 2024-02-01 Fixed 0.50000000 N N N N Y 8x8 Inc USD XXXX N N N DATADOG INC 549300F6JNO0KRPO1K63 23804LAA1 15000000.00000000 PA USD 17689200.00000000 0.386908117464 Long DBT CORP US N 2 2025-06-15 Fixed 0.13000000 N N N N Y Datadog Inc USD XXXX N N N Liberty Media Corp 549300ZKUTPIBZLWLL89 531229AB8 19052000.00000000 PA USD 19936203.32000000 0.436055836098 Long DBT CORP US N 2 2023-10-15 Fixed 1.38000000 N N N N Y Liberty Media Corp-Liberty Braves USD XXXX N N N CenterPoint Energy Inc 21TPXMRRHFKOBHDC8J74 15189T503 384500.00000000 NS USD 13672820.00000000 0.299059598321 Long EP CORP US N 1 N N N LIVE NATION ENTERTAINMEN 5493007B9BM9ZXJINO78 538034AT6 8696000.00000000 PA USD 7450558.88000000 0.162962808398 Long DBT CORP US N 2 2025-02-15 Fixed 2.00000000 N N N N Y Live Nation Entertainment Inc USD XXXX N N N ESSENTIAL UTILITIES INC 549300ILTEOF3E3QY357 29670G201 143800.00000000 NS USD 8130452.00000000 0.177833812577 Long EP CORP US N 1 N N N COPA HOLDINGS SA 529900BB9UQJV6QQHA59 21720AAA0 6500000.00000000 PA USD 7415525.00000000 0.162196527698 Long DBT CORP PA N 2 2025-04-15 Fixed 4.50000000 N N N N Y Copa Holdings SA USD XXXX N N N NEUROCRINE BIOSCIENCES 549300FECER0XBN49756 64125CAD1 10637000.00000000 PA USD 17629444.69000000 0.385601115762 Long DBT CORP US N 2 2024-05-15 Fixed 2.25000000 N N N N Y Neurocrine Biosciences Inc USD XXXX N N N NIO INC 549300JBU4TV5OCKJV96 62914VAB2 15300000.00000000 PA USD 14859054.00000000 0.325005574612 Long DBT CORP KY N 2 2024-02-01 Fixed 4.50000000 N N N N N NIO Inc USD XXXX N N N LUCKIN COFFEE INC 549300FO16ASCVSMYI15 54951LAB5 9372000.00000000 PA USD 1999141.32000000 0.043726341760 Long DBT CORP KY N 2 2025-01-15 Fixed 0.75000000 N N N N N Luckin Coffee Inc USD XXXX N N N Verint Systems Inc 549300KEQJS5FRVUCO94 92343XAA8 7575000.00000000 PA USD 7542806.25000000 0.164980494685 Long DBT CORP US N 2 2021-06-01 Fixed 1.50000000 N N N N Y Verint Systems Inc USD XXXX N N State Street Global Advisors 5493008BJIBKQ5KTIF74 857492706 233003344.50000000 NS USD 233003344.50000000 5.096380016243 Long STIV RF US N 1 N N UNITED STATES STEEL CORP JNLUVFYJT1OZSIQ24U47 912909AQ1 7336000.00000000 PA USD 5884425.68000000 0.128707463435 Long DBT CORP US N 2 2026-11-01 Fixed 5.00000000 N N N N Y United States Steel Corp USD XXXX N N N Liberty Interactive LLC 549300SZUIU7Z32Q0664 530715AG6 10407000.00000000 PA USD 7109229.84000000 0.155497067929 Long DBT CORP US N 2 2029-11-15 Fixed 4.00000000 N N N N N Liberty Interactive LLC USD XXXX N N N EURONET WORLDWIDE INC YG3575C4DSHJPA5KET68 298736AL3 9270000.00000000 PA USD 8913753.90000000 0.194966631672 Long DBT CORP US N 2 2049-03-15 Fixed 0.75000000 N N N N N Euronet Worldwide Inc USD XXXX N N HERBALIFE LTD 549300BA7TYPBSZZIA41 42703MAD5 10450000.00000000 PA USD 10280187.50000000 0.224854034823 Long DBT CORP KY N 2 2024-03-15 Fixed 2.63000000 N N N N Y Herbalife Nutrition Ltd USD XXXX N N N Weibo Corp 549300Q9ID4640FE0422 948596AC5 18094000.00000000 PA USD 16876092.86000000 0.369123381419 Long DBT CORP KY N 2 2022-11-15 Fixed 1.25000000 N N N N N Weibo Corp USD XXXX N N TILRAY INC 549300Y4V60733TO1478 88688TAB6 9697000.00000000 PA USD 4355019.67000000 0.095255436200 Long DBT CORP US N 2 2023-10-01 Fixed 5.00000000 N N N N Y Tilray Inc USD XXXX N N N Lumentum Holdings Inc 549300JLWRRC38DWEF52 55024UAB5 8438000.00000000 PA USD 12341840.70000000 0.269947671532 Long DBT CORP US N 2 2024-03-15 Fixed 0.25000000 N N N N N Lumentum Holdings Inc USD XXXX N N N VEREIT Inc 5493002H54FNIBW75H44 02917TAB0 6340000.00000000 PA USD 6282496.20000000 0.137414285423 Long DBT US N 2 2020-12-15 Fixed 3.75000000 N N N N Y VEREIT Inc USD XXXX N N HALOZYME THERAPEUTICS IN 529900242I3SV9AGM753 40637HAA7 8700000.00000000 PA USD 11044128.00000000 0.241563370503 Long DBT CORP US N 2 2024-12-01 Fixed 1.25000000 N N N N Y Halozyme Therapeutics Inc USD XXXX N N APHRIA INC 52990092S6BM5E48CI11 03765KAA2 4475000.00000000 PA USD 3315438.00000000 0.072517122037 Long DBT CORP CA N 2 2024-06-01 Fixed 5.25000000 N N N N Y Aphria Inc USD XXXX N N N IONIS PHARMACEUTICALS IN 549300SI4ZGLG0BLUZ92 464337AJ3 13740000.00000000 PA USD 15119358.60000000 0.330699103022 Long DBT CORP US N 2 2021-11-15 Fixed 1.00000000 N N N N Y Ionis Pharmaceuticals Inc USD XXXX N N N SQUARE INC 549300OHIIUWSTIZME52 852234AE3 21100000.00000000 PA USD 23897860.00000000 0.522707416051 Long DBT CORP US N 2 2025-03-01 Fixed 0.13000000 N N N N Y Square Inc USD XXXX N N Avantor Inc 5493003VM0XB4U8YD238 05352A209 398500.00000000 NS USD 22873900.00000000 0.500310787828 Long EP CORP US N 1 N N N MONGODB INC 549300TPTG69WKWE1Z37 60937PAC0 22541000.00000000 PA USD 28438852.65000000 0.622030557721 Long DBT CORP US N 2 2026-01-15 Fixed 0.25000000 N N N N Y MongoDB Inc USD XXXX N N N SQUARE INC 549300OHIIUWSTIZME52 852234AD5 16277000.00000000 PA USD 24159951.10000000 0.528440019793 Long DBT CORP US N 2 2023-05-15 Fixed 0.50000000 N N N N Y Square Inc USD XXXX N N LIGAND PHARMACEUTICALS I 5493008K7TB0IKP37H79 53220KAF5 10000000.00000000 PA USD 8691800.00000000 0.190111931312 Long DBT CORP US N 2 2023-05-15 Fixed 0.75000000 N N N N Y Ligand Pharmaceuticals Inc USD XXXX N N N Colony Capital Inc 549300XG87L902AGBO89 19624RAB2 7512000.00000000 PA USD 6992244.72000000 0.152938303680 Long DBT US N 2 2021-01-15 Fixed 3.88000000 N N N N N Colony Capital Inc USD XXXX N N N Exact Sciences Corp 549300VM3X1FYD4N9Z14 30063PAA3 6690000.00000000 PA USD 9080470.80000000 0.198613157345 Long DBT CORP US N 2 2025-01-15 Fixed 1.00000000 N N N N Y Exact Sciences Corp USD XXXX N N N Bank of America Corp 9DJT3UXIJIZJI4WXO774 060505682 60287.00000000 NS USD 80917211.40000000 1.769866694549 Long EP CORP US N 1 N N N IONIS PHARMACEUTICALS IN 549300SI4ZGLG0BLUZ92 462222AA8 3525000.00000000 PA USD 3439659.75000000 0.075234169922 Long DBT CORP US N 2 2024-12-15 Fixed 0.13000000 N N N N Y Ionis Pharmaceuticals Inc USD XXXX N N Bunge Ltd 5493007M0RIN8HY3MM77 000000000 128450.00000000 NS USD 11816115.50000000 0.258448714687 Long EP CORP BM N 1 N N N INPHI CORP 549300DCMERAAZFGT726 45772FAE7 11000000.00000000 PA USD 13279530.00000000 0.290457338551 Long DBT CORP US N 2 2025-04-15 Fixed 0.75000000 N N N N Y Inphi Corp USD XXXX N N N Jazz Investments I Ltd N/A 472145AD3 10650000.00000000 PA USD 9803112.00000000 0.214419171540 Long DBT CORP BM N 2 2024-08-15 Fixed 1.50000000 N N N N Y Jazz Pharmaceuticals PLC USD XXXX N N N FORTIVE CORPORATION 549300MU9YQJYHDQEF63 34959J207 28160.00000000 NS USD 24251673.60000000 0.530446225828 Long EP CORP US N 1 N N N MACQUARIE INFRASTRUCTURE 529900IZSJ64GH477714 55608BAB1 8175000.00000000 PA USD 7139718.00000000 0.156163922088 Long DBT CORP US N 2 2023-10-01 Fixed 2.00000000 N N N N Y Macquarie Infrastructure Corp USD XXXX N N N CARNIVAL CORP F1OF2ZSX47CR0BCWA982 143658BF8 39700000.00000000 PA USD 63788769.00000000 1.395223782259 Long DBT CORP PA N 2 2023-04-01 Fixed 5.75000000 N N N N Y Carnival Corp USD XXXX N N N NUVASIVE INC 549300C5ZB4NZ6TWM881 670704AK1 6750000.00000000 PA USD 6531840.00000000 0.142868073060 Long DBT CORP US N 2 2023-06-01 Fixed 1.00000000 N N N N N NuVasive Inc USD XXXX N N DOMINION ENERGY INC ILUL7B6Z54MRYCF6H308 25746U133 312000.00000000 NS USD 31618080.00000000 0.691568403920 Long EP CORP US N 1 N N N TELADOC HEALTH INC 549300I2PVFBC9MFAC61 87918AAE5 19424000.00000000 PA USD 21452642.56000000 0.469224246857 Long DBT CORP US N 2 2027-06-01 Fixed 1.25000000 N N N N N Teladoc Health Inc USD XXXX N N SOUTHWEST AIRLINES CO UDTZ87G0STFETI6HGH41 844741BG2 46700000.00000000 PA USD 55900367.00000000 1.222684223227 Long DBT CORP US N 2 2025-05-01 Fixed 1.25000000 N N N N Y Southwest Airlines Co USD XXXX N N INVITAE CORP 549300MYI59DZW1WIX92 46185LAA1 7011000.00000000 PA USD 8544866.58000000 0.186898121025 Long DBT CORP US N 2 2024-09-01 Fixed 2.00000000 N N N N N Invitae Corp USD XXXX N N N DOCUSIGN INC 549300Q7PVDWRZ39JG09 256163AB2 11656000.00000000 PA USD 28355900.88000000 0.620216190018 Long DBT CORP US N 2 2023-09-15 Fixed 0.50000000 N N N N Y DocuSign Inc USD XXXX N N N Liberty Interactive LLC 549300SZUIU7Z32Q0664 530715AL5 9050000.00000000 PA USD 6155538.50000000 0.134637395304 Long DBT CORP US N 2 2030-02-15 Fixed 3.75000000 N N N N N Liberty Interactive LLC USD XXXX N N N Chesapeake Energy Corp X2MT1W32SPAZ9WSKLE78 165167CY1 15386000.00000000 PA USD 438347.14000000 0.009587774841 Long DBT CORP US N 2 2026-09-15 None 0.00000000 Y N N N N Chesapeake Energy Corp USD XXXX N N N WRIGHT MEDICAL GROUP INC 549300DZPB0KY882P769 98235TAG2 16815000.00000000 PA USD 17395285.65000000 0.380479457725 Long DBT CORP US N 2 2023-06-15 Fixed 1.63000000 N N N N Y Wright Medical Group NV USD XXXX N N N PALO ALTO NETWORKS 549300QXR2YVZV231H43 697435AD7 34021000.00000000 PA USD 36636194.27000000 0.801327417636 Long DBT CORP US N 2 2023-07-01 Fixed 0.75000000 N N N N Y Palo Alto Networks Inc USD XXXX N N N BIOMARIN PHARMACEUTICAL NSLL8ITTRR0J5HEMR848 09061GAH4 8500000.00000000 PA USD 10440125.00000000 0.228352277651 Long DBT CORP US N 2 2024-08-01 Fixed 0.60000000 N N N N N BioMarin Pharmaceutical Inc USD XXXX N N Liberty Media Corp 549300ZKUTPIBZLWLL89 531229AH5 8898000.00000000 PA USD 9071777.94000000 0.198423022229 Long DBT CORP US N 2 2048-12-01 Fixed 2.25000000 N N N N N Live Nation Entertainment Inc USD XXXX N N N ZYNGA INC N/A 98986TAB4 13475000.00000000 PA USD 17296914.25000000 0.378327823214 Long DBT CORP US N 2 2024-06-01 Fixed 0.25000000 N N N N Y Zynga Inc USD XXXX N N JPMORGAN CHASE FINANCIAL 549300NJFDJOFYVV6789 48129KAE0 11220000.00000000 PA USD 10900230.00000000 0.238415952627 Long DBT CORP US N 2 2023-05-01 Fixed 0.25000000 N N N N N Voya Financial Inc USD XXXX N N N INTERCEPT PHARMAS N/A 45845PAA6 8488000.00000000 PA USD 6375761.20000000 0.139454229885 Long DBT CORP US N 2 2023-07-01 Fixed 3.25000000 N N N N Y Intercept Pharmaceuticals Inc USD XXXX N N N SILICON LABORATORIES INC 4PRDF8Q9TDHRVZKZSZ47 826919AC6 10000000.00000000 PA USD 10728200.00000000 0.234653215847 Long DBT CORP US N 2 2025-06-15 Fixed 0.63000000 N N N N Y Silicon Laboratories Inc USD XXXX N N N TEVA PHARM FIN CO LLC 5493006PITD7MU7WW480 88163VAE9 10237000.00000000 PA USD 9994792.58000000 0.218611716842 Long DBT CORP US N 2 2026-02-01 Fixed 0.25000000 N N N N N Teva Pharmaceutical Industries Ltd USD XXXX N N COUPA SOFTWARE INC 549300Q95ICR2GFL2K37 22266LAC0 15377000.00000000 PA USD 27865430.55000000 0.609488347490 Long DBT CORP US N 2 2025-06-15 Fixed 0.13000000 N N N N Y Coupa Software Inc USD XXXX N N N PROOFPOINT INC 529900C5FODDK0WSR085 743424AE3 18985000.00000000 PA USD 18660736.20000000 0.408158102889 Long DBT CORP US N 2 2024-08-15 Fixed 0.25000000 N N N N Y Proofpoint Inc USD XXXX N N N Pure Storage Inc 549300NPDB0BZTK3WO90 74624MAB8 11458000.00000000 PA USD 11297931.74000000 0.247114708452 Long DBT CORP US N 2 2023-04-15 Fixed 0.13000000 N N N N Y Pure Storage Inc USD XXXX N N N Tesla Inc 54930043XZGB27CTOV49 88160RAD3 19283000.00000000 PA USD 63750176.49000000 1.394379665205 Long DBT CORP US N 2 2022-03-15 Fixed 2.38000000 N N N N Y Tesla Inc USD XXXX N N FIREEYE INC 549300E9D2UJUFLLY524 31816QAF8 11671000.00000000 PA USD 10567506.95000000 0.231138447205 Long DBT CORP US N 2 2024-06-01 Fixed 0.88000000 N N N N Y FireEye Inc USD XXXX N N N BLACKSTONE MORTGAGE TR 549300OLDJ20R2Y2UW20 09257WAB6 7600000.00000000 PA USD 7106152.00000000 0.155429747684 Long DBT US N 2 2022-05-05 Fixed 4.38000000 N N N N Y Blackstone Mortgage Trust Inc USD XXXX N N UNDER ARMOUR INC 549300D4549QKWETZ406 904311AB3 9400000.00000000 PA USD 10673794.00000000 0.233463217259 Long DBT CORP US N 2 2024-06-01 Fixed 1.50000000 N N N N Y Under Armour Inc USD XXXX N N N ELANCO ANIMAL HEALTH INC 549300SHPNDCE059M934 28414H202 203200.00000000 NS USD 7811008.00000000 0.170846753995 Long EP CORP US N 1 N N DISH Network Corp 529900U350CWHH15G169 25470MAB5 57697000.00000000 PA USD 53188556.42000000 1.163369979145 Long DBT CORP US N 2 2026-08-15 Fixed 3.38000000 N N N N Y DISH Network Corp USD XXXX N N N Illumina Inc SQ95QG8SR5Q56LSNF682 452327AH2 9460000.00000000 PA USD 14032964.00000000 0.306936870162 Long DBT CORP US N 2 2021-06-15 Fixed 0.50000000 N N N N Y Illumina Inc USD XXXX N N JP MORGAN CHASE BANK NA 7H6GLXDRUGQFU57RNE97 48128DAC1 11148000.00000000 PA USD 11871282.24000000 0.259655352608 Long DBT CORP US N 2 2023-01-01 Fixed 0.13000000 N N N N N Alibaba Group Holding Ltd USD XXXX N N N MERCADOLIBRE INC 549300DKPDN9M5S8GB14 58733RAD4 17666000.00000000 PA USD 40385535.96000000 0.883335124881 Long DBT CORP US N 2 2028-08-15 Fixed 2.00000000 N N N N Y MercadoLibre Inc USD XXXX N N N LYFT INC 549300H7I5VN334XVZ52 55087PAA2 12850000.00000000 PA USD 14247437.50000000 0.311627955012 Long DBT CORP US N 2 2025-05-15 Fixed 1.50000000 N N N N Y Lyft Inc USD XXXX N N N 2020 CASH EXCH TRUST N/A 901375105 25000.00000000 NS USD 25501250.00000000 0.557777662668 Long EP CORP US N 1 N N N Nutanix Inc 549300X7J6E8TKVIXW09 67059NAB4 11455000.00000000 PA USD 10179485.75000000 0.222651429588 Long DBT CORP US N 2 2023-01-15 None 0.00000000 N N N N Y Nutanix Inc USD XXXX N N AMERICAN AIRLINES GROUP N/A 02376RAF9 14500000.00000000 PA USD 13613760.00000000 0.297767804830 Long DBT CORP US N 2 2025-07-01 Fixed 6.50000000 N N N N Y American Airlines Group Inc USD XXXX N N NUANCE COMMUNICATIONS AEMSOT3SS15TNMJCE605 67020YAK6 13695000.00000000 PA USD 16165578.00000000 0.353582601344 Long DBT CORP US N 2 2035-12-15 Fixed 1.00000000 N N N N N Nuance Communications Inc USD XXXX N N Tesla Inc 54930043XZGB27CTOV49 88160RAC5 28645000.00000000 PA USD 86033538.80000000 1.881773881005 Long DBT CORP US N 2 2021-03-01 Fixed 1.25000000 N N N N Y Tesla Inc USD XXXX N N N BROADCOM INC 549300WV6GIDOZJTV909 11135F200 73000.00000000 NS USD 81347550.00000000 1.779279302106 Long EP CORP US N 1 N N N SunPower Corp 549300TXO070764WUH65 867652AJ8 125000.00000000 PA USD 114417.50000000 0.002502603822 Long DBT CORP US N 2 2021-06-01 Fixed 0.88000000 N N N N N SunPower Corp USD XXXX N N N ON Semiconductor Corp ZV20P4CNJVT8V1ZGJ064 682189AP0 10485000.00000000 PA USD 12742630.20000000 0.278713964578 Long DBT CORP US N 2 2023-10-15 Fixed 1.63000000 N N N N Y ON Semiconductor Corp USD XXXX N N 2U INC 5493008RVTXVR43PYF84 90214JAA9 7000000.00000000 PA USD 10418660.00000000 0.227882783116 Long DBT CORP US N 2 2025-05-01 Fixed 2.25000000 N N N N N 2U Inc USD XXXX N N N State Street Global Advisors 5493000HFJPORCLSV250 85749P101 25651669.73000000 NS USD 25661930.40000000 0.561292154623 Long STIV RF US N 1 N N N BILIBILI INC 5493008V60M52L3PIS45 090040AB2 9675000.00000000 PA USD 18563229.00000000 0.406025370646 Long DBT CORP KY N 2 2026-04-01 Fixed 1.38000000 N N N N N Bilibili Inc USD XXXX N N N ILLUMINA INC SQ95QG8SR5Q56LSNF682 452327AK5 14673000.00000000 PA USD 15929302.26000000 0.348414645655 Long DBT CORP US N 2 2023-08-15 None 0.00000000 N N N N Y Illumina Inc USD XXXX N N PALO ALTO NETWORKS 549300QXR2YVZV231H43 697435AE5 28000000.00000000 PA USD 27899760.00000000 0.610239220501 Long DBT CORP US N 2 2025-06-01 Fixed 0.38000000 N N N N N Palo Alto Networks Inc USD XXXX N N N NRG Energy Inc 5E2UPK5SW04M13XY7I38 629377CG5 10765000.00000000 PA USD 10896978.90000000 0.238344842742 Long DBT CORP US N 2 2048-06-01 Fixed 2.75000000 N N N N Y NRG Energy Inc USD XXXX N N N ON Semiconductor Corp ZV20P4CNJVT8V1ZGJ064 682189AK1 13360000.00000000 PA USD 15591921.60000000 0.341035266371 Long DBT CORP US N 2 2020-12-01 Fixed 1.00000000 N N N N Y ON Semiconductor Corp USD XXXX N N WIX LTD 5493008P6N29Q1AG9464 92940WAB5 7895000.00000000 PA USD 14641119.60000000 0.320238791013 Long DBT CORP IL N 2 2023-07-01 None 0.00000000 N N N N Y Wix.com Ltd USD XXXX N N BOOKING HOLDINGS INC FXM8FAOHMYDIPD38UZ17 09857LAM0 17600000.00000000 PA USD 21860960.00000000 0.478155195235 Long DBT CORP US N 2 2025-05-01 Fixed 0.75000000 N N N N N Booking Holdings Inc USD XXXX N N NCL CORPORATION LTD UNZWILHE4KMRP9K2L524 62886HAS0 17600000.00000000 PA USD 23449536.00000000 0.512901421724 Long DBT CORP BM N 2 2024-05-15 Fixed 6.00000000 N N N N N Norwegian Cruise Line Holdings Ltd USD XXXX N N N SLACK TECHNOLOGIES INC 549300VIZRB02KN4IJ45 83088VAA0 15500000.00000000 PA USD 19115840.00000000 0.418112388810 Long DBT CORP US N 2 2025-04-15 Fixed 0.50000000 N N N N Y Slack Technologies Inc USD XXXX N N N Zillow Group Inc 2549002XEELQDIR6FU05 98954MAC5 7330000.00000000 PA USD 7639912.40000000 0.167104454937 Long DBT CORP US N 2 2023-07-01 Fixed 1.50000000 N N N N Y Zillow Group Inc USD XXXX N N N EXACT SCIENCES CORP 549300VM3X1FYD4N9Z14 30063PAC9 21588000.00000000 PA USD 20663817.72000000 0.451970626917 Long DBT CORP US N 2 2028-03-01 Fixed 0.38000000 N N N N Y Exact Sciences Corp USD XXXX N N N NuVasive Inc 549300C5ZB4NZ6TWM881 670704AG0 12419000.00000000 PA USD 13596942.15000000 0.297399955369 Long DBT CORP US N 2 2021-03-15 Fixed 2.25000000 N N N N Y NuVasive Inc USD XXXX N N N LIVE NATION ENTERTAINMEN 5493007B9BM9ZXJINO78 538034AQ2 9760000.00000000 PA USD 9947977.60000000 0.217587753306 Long DBT CORP US N 2 2023-03-15 Fixed 2.50000000 N N N N Y Live Nation Entertainment Inc USD XXXX N N N SNAP INC 549300JNC0L6VP8A2Q35 83304AAA4 27100000.00000000 PA USD 33950609.00000000 0.742586788263 Long DBT CORP US N 2 2026-08-01 Fixed 0.75000000 N N N N N Snap Inc USD XXXX N N N ALTERYX INC 549300XWZG0JHL7I0827 02156BAE3 8493000.00000000 PA USD 9684652.83000000 0.211828166041 Long DBT CORP US N 2 2026-08-01 Fixed 1.00000000 N N N N N Alteryx Inc USD XXXX N N N IAC FinanceCo Inc N/A 44931RAA0 10324000.00000000 PA USD 21958218.84000000 0.480282495208 Long DBT CORP US N 2 2022-10-01 Fixed 0.88000000 N N N N Y IAC/InterActiveCorp USD XXXX N N N BLACKLINE INC 529900P9N7PK9LV5EK56 09239BAA7 9675000.00000000 PA USD 12317145.75000000 0.269407529716 Long DBT CORP US N 2 2024-08-01 Fixed 0.13000000 N N N N N Blackline Inc USD XXXX N N J2 GLOBAL 5493008OJYGLHD7MXA18 48123VAD4 9650000.00000000 PA USD 8115264.00000000 0.177501612111 Long DBT CORP US N 2 2026-11-01 Fixed 1.75000000 N N N N Y j2 Global Inc USD XXXX N N DEXCOM INC 549300YSK3QDSFR5EU59 252131AJ6 23000000.00000000 PA USD 23506000.00000000 0.514136434045 Long DBT CORP US N 2 2025-11-15 Fixed 0.25000000 N N N N Y DexCom Inc USD XXXX N N Infinera Corp 549300ZOF66WPV3H0H17 45667GAC7 7431000.00000000 PA USD 6333738.54000000 0.138535086664 Long DBT CORP US N 2 2024-09-01 Fixed 2.13000000 N N N N Y Infinera Corp USD XXXX N N N Guidewire Software Inc 549300WXSG0J8IXZCK32 40171VAA8 8198000.00000000 PA USD 9546734.96000000 0.208811548928 Long DBT CORP US N 2 2025-03-15 Fixed 1.25000000 N N N N Y Guidewire Software Inc USD XXXX N N PLURALSIGHT INC 254900B3VHPCKNREOX50 72941BAB2 12021000.00000000 PA USD 10573671.60000000 0.231273283892 Long DBT CORP US N 2 2024-03-01 Fixed 0.38000000 N N N N Y Pluralsight Inc USD XXXX N N N CREE INC 549300OGU88P3AW3TO93 225447AB7 8494000.00000000 PA USD 10010009.12000000 0.218944541551 Long DBT CORP US N 2 2023-09-01 Fixed 0.88000000 N N N N N Cree Inc USD XXXX N N N Transocean Inc DOL4HJ22ADYSIWES4H94 893830BJ7 15825000.00000000 PA USD 6503916.75000000 0.142257320053 Long DBT CORP KY N 2 2023-01-30 Fixed 0.50000000 N N N N N Transocean Ltd USD XXXX N N N GFL ENVIRONMENTAL INC 549300FYK4MBXWIVZU26 36168Q120 327500.00000000 NS USD 15959075.00000000 0.349065851746 Long EP CORP CA N 1 N N PG&E CORP 8YQ2GSDWYZXO2EDN3511 69331C140 150000.00000000 NS USD 14400000.00000000 0.314964887698 Long EP CORP US N 1 N N N TRIP.COM GROUP LTD 2549004RMYDSRQL4KW41 22943FAF7 13289000.00000000 PA USD 13195445.44000000 0.288618193829 Long DBT CORP KY N 2 2020-07-01 Fixed 1.00000000 N N N N N Trip.com Group Ltd USD XXXX N N N PEGASYSTEMS INC 549300FMCOKPL06FYN26 705573AA1 11805000.00000000 PA USD 12038857.05000000 0.263320642970 Long DBT CORP US N 2 2025-03-01 Fixed 0.75000000 N N N N Y Pegasystems Inc USD XXXX N N N CYBERARK SOFTWARE LTD 529900YEXNDM894PWS93 23248VAA3 11819000.00000000 PA USD 11016962.66000000 0.240969194929 Long DBT CORP IL N 2 2024-11-15 None 0.00000000 N N N N Y CyberArk Software Ltd USD XXXX N N N LUMENTUM HOLDINGS INC 549300JLWRRC38DWEF52 55024UAC3 19696000.00000000 PA USD 20785188.80000000 0.454625323346 Long DBT CORP US N 2 2026-12-15 Fixed 0.50000000 N N N N Y Lumentum Holdings Inc USD XXXX N N N NEXTERA ENERGY INC N/A 65339F770 1106300.00000000 NS USD 46962435.00000000 1.027188754572 Long EP CORP US N 1 N N N RINGCENTRAL INC 549300C8EH0H1614VE84 76680RAE7 20062000.00000000 PA USD 21395320.52000000 0.467970467004 Long DBT CORP US N 2 2025-03-01 None 0.00000000 N N N N Y RingCentral Inc USD XXXX N N RingCentral Inc 549300C8EH0H1614VE84 76680RAD9 5368000.00000000 PA USD 18648002.56000000 0.407879585563 Long DBT CORP US N 2 2023-03-15 None 0.00000000 N N N N Y RingCentral Inc USD XXXX N N AMERICAN ELECTRIC POWER 1B4S6S7G0TW5EE83BO58 025537127 340400.00000000 NS USD 16478764.00000000 0.360432781435 Long EP CORP US N 1 N N NuVasive Inc 549300C5ZB4NZ6TWM881 670704AH8 9550000.00000000 PA USD 8425392.00000000 0.184284905909 Long DBT CORP US N 2 2025-03-15 Fixed 0.38000000 N N N N N NuVasive Inc USD XXXX N N N Booking Holdings Inc FXM8FAOHMYDIPD38UZ17 741503AX4 18700000.00000000 PA USD 19827610.00000000 0.433680622012 Long DBT CORP US N 2 2021-09-15 Fixed 0.90000000 N N N N Y Booking Holdings Inc USD XXXX N N CREE INC 549300OGU88P3AW3TO93 225447AC5 10860000.00000000 PA USD 15331713.60000000 0.335343850851 Long DBT CORP US N 2 2026-05-01 Fixed 1.75000000 N N N N Y Cree Inc USD XXXX N N N DEXCOM INC 549300YSK3QDSFR5EU59 252131AH0 16590000.00000000 PA USD 41155974.30000000 0.900186584967 Long DBT CORP US N 2 2023-12-01 Fixed 0.75000000 N N N N Y DexCom Inc USD XXXX N N N WESTERN DIGITAL CORP 549300QQXOOYEF89IC56 958102AP0 20298000.00000000 PA USD 19115438.52000000 0.418103607414 Long DBT CORP US N 2 2024-02-01 Fixed 1.50000000 N N N N N Western Digital Corp USD XXXX N N Ares Capital Corp WEQ82666OJYSI5GUAB47 04010LAW3 7283000.00000000 PA USD 7200265.12000000 0.157488242702 Long DBT CORP US N 2 2024-03-01 Fixed 4.63000000 N N N N Y Ares Capital Corp USD XXXX N N OKTA INC 549300N8J06I8MRHU620 679295AC9 20985000.00000000 PA USD 26053926.75000000 0.569866118953 Long DBT CORP US N 2 2025-09-01 Fixed 0.13000000 N N N N Y Okta Inc USD XXXX N N N INSIGHT ENTERPRS 529900S8991TYW6YP792 45765UAA1 8230000.00000000 PA USD 7779819.00000000 0.170164570670 Long DBT CORP US N 2 2025-02-15 Fixed 0.75000000 N N N N Y Insight Enterprises Inc USD XXXX N N Colfax Corp 635400OP2DYYYMOIYL17 194014205 85700.00000000 NS USD 10456257.00000000 0.228705125816 Long EP CORP US N 1 N N N ARCELORMITTAL SA 2EULGUTUI56JI9SAL165 03938L302 995000.00000000 NS USD 28496800.00000000 0.623298014706 Long EP CORP LU N 1 N N ATLASSIAN INC 549300IXZ6QFOQGTMA56 04947PAB8 18900000.00000000 PA USD 42119406.00000000 0.921259304217 Long DBT CORP US N 2 2023-05-01 Fixed 0.63000000 N N N N Y Atlassian Corp PLC USD XXXX N N CHEGG INC 549300AKX7O8JG0O3G77 163092AD1 15414000.00000000 PA USD 21867841.80000000 0.478305717830 Long DBT CORP US N 2 2025-03-15 Fixed 0.13000000 N N N N Y Chegg Inc USD XXXX N N N FARFETCH LTD 549300QFQ74Z0F96NS78 30744WAC1 7450000.00000000 PA USD 10055339.50000000 0.219936033082 Long DBT CORP KY N 2 2027-05-01 Fixed 3.75000000 N N N N N Farfetch Ltd USD XXXX N N Microchip Technology Inc 5493007PTFULNYZJ1R12 595017AD6 22221000.00000000 PA USD 49427281.35000000 1.081101258309 Long DBT CORP US N 2 2025-02-15 Fixed 1.63000000 N N N N Y Microchip Technology Inc USD XXXX N N N Workday Inc 549300J0DYC0N31V7G13 98138HAF8 21748000.00000000 PA USD 29963524.48000000 0.655379036312 Long DBT CORP US N 2 2022-10-01 Fixed 0.25000000 N N N N Y Workday Inc USD XXXX N N N EQT CORP 4NT01YGM4X7ZX86ISY52 26884LAJ8 9500000.00000000 PA USD 9852070.00000000 0.215490008413 Long DBT CORP US N 2 2026-05-01 Fixed 1.75000000 N N N N Y EQT Corp USD XXXX N N Twitter Inc 549300I8RX485XMK6836 90184LAD4 20180000.00000000 PA USD 19774987.40000000 0.432529630950 Long DBT CORP US N 2 2021-09-15 Fixed 1.00000000 N N N N Y Twitter Inc USD XXXX N N ZSCALER INC. 529900MZ0RTK1BWRNF46 98980GAA0 15000000.00000000 PA USD 15321300.00000000 0.335116078743 Long DBT CORP US N 2 2025-07-01 Fixed 0.13000000 N N N N N Zscaler Inc USD XXXX N N N BILIBILI INC 5493008V60M52L3PIS45 090040AC0 14000000.00000000 PA USD 17793020.00000000 0.389178926814 Long DBT CORP KY N 2 2027-06-15 Fixed 1.25000000 N N N N N Bilibili Inc USD XXXX N N N SPLUNK INC 549300XGDSGBP6UEI867 848637AC8 24823000.00000000 PA USD 35593947.93000000 0.778530820314 Long DBT CORP US N 2 2023-09-15 Fixed 0.50000000 N N N N Y Splunk Inc USD XXXX N N N Danaher Corp S4BKK9OTCEWQ3YHPFM11 235851300 31600.00000000 NS USD 39401092.00000000 0.861802813680 Long EP CORP US N 1 N N N BECTON DICKINSON AND CO ICE2EP6D98PQUILVRZ91 075887406 576000.00000000 NS USD 30643200.00000000 0.670245281023 Long EP CORP US N 1 N N MGIC Investment Corp 254900S8483WM4M98R28 552848AB9 7625000.00000000 PA USD 9023120.00000000 0.197358748437 Long DBT CORP US N 2 2063-04-01 Fixed 9.00000000 N N N N N MGIC Investment Corp USD XXXX N N N Microchip Technology Inc 5493007PTFULNYZJ1R12 595017AF1 39775000.00000000 PA USD 58688410.25000000 1.283665871084 Long DBT CORP US N 2 2027-02-15 Fixed 1.63000000 N N N N Y Microchip Technology Inc USD XXXX N N SUPERNUS PHARMACEUTICALS 549300GRM36VBKISYJ58 868459AD0 7350000.00000000 PA USD 6473512.50000000 0.141592301220 Long DBT CORP US N 2 2023-04-01 Fixed 0.63000000 N N N N Y Supernus Pharmaceuticals Inc USD XXXX N N GCI Liberty Inc N/A 36164VAA5 9050000.00000000 PA USD 12640497.00000000 0.276480049865 Long DBT CORP US N 2 2046-09-30 Fixed 1.75000000 N N N N Y GCI Liberty Inc USD XXXX N N N JOYY INC 549300N6CHVU5CQZPW24 98426TAD8 9390000.00000000 PA USD 10387124.10000000 0.227193012199 Long DBT CORP KY N 2 2025-06-15 Fixed 0.75000000 N N N N Y JOYY Inc USD XXXX N N N AMG Capital Trust II N/A 00170F209 179188.00000000 NS USD 7782134.84000000 0.170215224023 Long EP CORP US N 1 N N N LIVONGO HEALTH 54930061HKCVF1H2O156 539183AB9 9800000.00000000 PA USD 11803022.00000000 0.258162326301 Long DBT CORP US N 2 2025-06-01 Fixed 0.88000000 N N N N N Livongo Health Inc USD XXXX N N N AKAMAI TECHNOLOGIES INC OC1LZNN2LF5WTJ5RIL89 00971TAK7 21945000.00000000 PA USD 23911930.35000000 0.523015170649 Long DBT CORP US N 2 2027-09-01 Fixed 0.38000000 N N N N Y Akamai Technologies Inc USD XXXX N N N ServiceNow Inc 549300HJTQM36M0E1G39 81762PAC6 15290000.00000000 PA USD 45848288.20000000 1.002819510006 Long DBT CORP US N 2 2022-06-01 None 0.00000000 N N N N Y ServiceNow Inc USD XXXX N N N WAYFAIR INC 54930027N9ZAVYFDHK53 94419LAE1 18050000.00000000 PA USD 26500107.50000000 0.579625234912 Long DBT CORP US N 2 2026-08-15 Fixed 1.00000000 N N N N Y Wayfair Inc USD XXXX N N N INTEGRA LIFESCIENCES HLD WB7IJCYY8YFTENS4O147 457985AL3 11509000.00000000 PA USD 10493791.11000000 0.229526092951 Long DBT CORP US N 2 2025-08-15 Fixed 0.50000000 N N N N Y Integra LifeSciences Holdings Corp USD XXXX N N N KBR INC 254900OFQDXZRKRCV808 48242WAB2 6850000.00000000 PA USD 7678370.50000000 0.167945632100 Long DBT CORP US N 2 2023-11-01 Fixed 2.50000000 N N N N Y KBR Inc USD XXXX N N WAYFAIR INC 54930027N9ZAVYFDHK53 94419LAD3 10974000.00000000 PA USD 19603185.42000000 0.428771881552 Long DBT CORP US N 2 2024-11-01 Fixed 1.13000000 N N N N Y Wayfair Inc USD XXXX N N N FORTIVE CORPORATION 549300MU9YQJYHDQEF63 34959JAK4 25937000.00000000 PA USD 25432525.35000000 0.556274478525 Long DBT CORP US N 2 2022-02-15 Fixed 0.88000000 N N N N Y Fortive Corp USD XXXX N N ZILLOW INC 2549002XEELQDIR6FU05 98954MAB7 7820000.00000000 PA USD 9612891.40000000 0.210258559740 Long DBT CORP US N 2 2021-12-01 Fixed 2.00000000 N N N N Y Zillow Group Inc USD XXXX N N ROYAL CARIBBEAN CRUISES K2NEH8QNVW44JIWK7Z55 780153BA9 11100000.00000000 PA USD 10309902.00000000 0.225503967056 Long DBT CORP LR N 2 2023-06-15 Fixed 4.25000000 N N N N Y Royal Caribbean Cruises Ltd USD XXXX N N N CAESARS ENTERTAIN CORP 529900CJT4VQO26ONP04 127686AA1 21431020.00000000 PA USD 36044618.23000000 0.788388134233 Long DBT CORP US N 2 2024-10-01 Fixed 5.00000000 N N N N N Caesars Entertainment Corp USD XXXX N N N TWITTER INC 549300I8RX485XMK6836 90184LAF9 21415000.00000000 PA USD 20174429.05000000 0.441266443064 Long DBT CORP US N 2 2024-06-15 Fixed 0.25000000 N N N N Y Twitter Inc USD XXXX N N N SunPower Corp 549300TXO070764WUH65 867652AL3 14570000.00000000 PA USD 11680914.70000000 0.255491526854 Long DBT CORP US N 2 2023-01-15 Fixed 4.00000000 N N N N N SunPower Corp USD XXXX N N N ENVISTA HOLDINGS CORP 549300BX623VURJZ5269 29415FAA2 9250000.00000000 PA USD 11264742.50000000 0.246388774754 Long DBT CORP US N 2 2025-06-01 Fixed 2.38000000 N N N N N Envista Holdings Corp USD XXXX N N N Viavi Solutions Inc 5493006K3E3N1QOBF092 925550AB1 8535000.00000000 PA USD 9827199.00000000 0.214946015932 Long DBT CORP US N 2 2024-03-01 Fixed 1.00000000 N N N N Y Viavi Solutions Inc USD XXXX N N APTIV PLC N/A 000000000 211000.00000000 NS USD 21686580.00000000 0.474341057935 Long EP CORP JE N 1 N N Twilio Inc 5493004W8TRGD63APX93 90138FAB8 10450000.00000000 PA USD 32443070.00000000 0.709613048552 Long DBT CORP US N 2 2023-06-01 Fixed 0.25000000 N N N N Y Twilio Inc USD XXXX N N Wright Medical Group NV 549300JGCCQ1HTDOXU32 98236JAB4 7563000.00000000 PA USD 10673132.49000000 0.233448748340 Long DBT CORP NL N 2 2021-11-15 Fixed 2.25000000 N N N N Y Wright Medical Group NV USD XXXX N N BOSTON SCIENTIFIC CORP Y6ZDD9FP4P8JSSJMW954 101137206 186000.00000000 NS USD 19472340.00000000 0.425909957037 Long EP CORP US N 1 N N N STANLEY BLACK & DECKER I 549300DJ09SMTO561131 854502846 175500.00000000 NS USD 15703740.00000000 0.343481021218 Long EP CORP US N 1 N N N FIVE9 INC 254900MXP6EWY0SFFR59 338307AC5 14000000.00000000 PA USD 15026480.00000000 0.328667610118 Long DBT CORP US N 2 2025-06-01 Fixed 0.50000000 N N N N Y Five9 Inc USD XXXX N N N HUBSPOT INC 529900BLNVEW0MVKJB37 443573AC4 7150000.00000000 PA USD 7624474.00000000 0.166766777581 Long DBT CORP US N 2 2025-06-01 Fixed 0.38000000 N N N N N HubSpot Inc USD XXXX N N SEA LTD 529900OM6JLLW44YKI15 81141RAE0 19000000.00000000 PA USD 26385300.00000000 0.577114100791 Long DBT CORP KY N 2 2025-12-01 Fixed 2.38000000 N N N N Y Sea Ltd USD XXXX N N N ADVANCED MICRO DEVICES R2I72C950HOYXII45366 007903BD8 5022000.00000000 PA USD 32778895.32000000 0.716958408566 Long DBT CORP US N 2 2026-09-01 Fixed 2.13000000 N N N N Y Advanced Micro Devices Inc USD XXXX N N N IQIYI INC 222100XL8T2Q5B8MS302 46267XAD0 22701000.00000000 PA USD 22560934.83000000 0.493465437855 Long DBT CORP KY N 2 2025-04-01 Fixed 2.00000000 N N N N Y iQIYI Inc USD XXXX N N N Sempra Energy PBBKGKLRK5S5C0Y4T545 816851406 379400.00000000 NS USD 37078762.00000000 0.811007507593 Long EP CORP US N 1 N N N Exact Sciences Corp 549300VM3X1FYD4N9Z14 30063PAB1 15725000.00000000 PA USD 16331985.00000000 0.357222348710 Long DBT CORP US N 2 2027-03-15 Fixed 0.38000000 N N N N Y Exact Sciences Corp USD XXXX N N SOUTHERN CO 549300FC3G3YU2FBZD92 842587602 719000.00000000 NS USD 31679140.00000000 0.692903942534 Long EP CORP US N 1 N N N Liberty Media Corp 549300ZKUTPIBZLWLL89 531229AG7 7910000.00000000 PA USD 7689706.50000000 0.168193579459 Long DBT CORP US N 2 2048-03-31 Fixed 2.13000000 N N N N N Sirius XM Holdings Inc USD XXXX N N N Teradyne Inc C3X4YJ278QNZHRJULN75 880770AG7 8818000.00000000 PA USD 23561960.54000000 0.515360434405 Long DBT CORP US N 2 2023-12-15 Fixed 1.25000000 N N N N Y Teradyne Inc USD XXXX N N N Cheniere Energy Inc MIHC87W9WTYSYZWV1J40 16411RAG4 11606000.00000000 PA USD 7345669.52000000 0.160668609405 Long DBT CORP US N 2 2045-03-15 Fixed 4.25000000 N N N N Y Cheniere Energy Inc USD XXXX N N N SNAP INC 549300JNC0L6VP8A2Q35 83304AAC0 17490000.00000000 PA USD 22247280.00000000 0.486605003250 Long DBT CORP US N 2 2025-05-01 Fixed 0.25000000 N N N N Y Snap Inc USD XXXX N N N IQIYI INC 222100XL8T2Q5B8MS302 46267XAB4 17064000.00000000 PA USD 18696171.60000000 0.408933165860 Long DBT CORP KY N 2 2023-12-01 Fixed 3.75000000 N N N N Y iQIYI Inc USD XXXX N N N LIBERTY LATIN AMERICA 213800YWQHEAX7CAVO83 53069QAA7 9425000.00000000 PA USD 7473742.25000000 0.163469888087 Long DBT CORP BM N 2 2024-07-15 Fixed 2.00000000 N N N N Y Liberty Latin America Ltd USD XXXX N N RH 5493008MTS3OGGMHGK69 74967XAC7 6025000.00000000 PA USD 7895521.50000000 0.172695280734 Long DBT CORP US N 2 2024-09-15 None 0.00000000 N N N N Y RH USD XXXX N N N Extra Space Storage LP 549300YNKSKNZFR8UC42 30225VAD9 12480000.00000000 PA USD 13412131.20000000 0.293357666472 Long DBT US N 2 2035-10-01 Fixed 3.13000000 N N N N Y Extra Space Storage Inc USD XXXX N N N Sempra Energy PBBKGKLRK5S5C0Y4T545 816851505 87000.00000000 NS USD 8548620.00000000 0.186980217936 Long EP CORP US N 1 N N ALTERYX INC 549300XWZG0JHL7I0827 02156BAC7 7825000.00000000 PA USD 8874176.00000000 0.194100961615 Long DBT CORP US N 2 2024-08-01 Fixed 0.50000000 N N N N Y Alteryx Inc USD XXXX N N ZILLOW GROUP INC 2549002XEELQDIR6FU05 98954MAD3 15375000.00000000 PA USD 21995321.25000000 0.481094019958 Long DBT CORP US N 2 2024-09-01 Fixed 0.75000000 N N N N Y Zillow Group Inc USD XXXX N N N STANLEY BLACK & DECKER I 549300DJ09SMTO561131 854502853 14000.00000000 NS USD 15946135.80000000 0.348782838297 Long EP CORP US N 1 N N N VISHAY INTERTECHNOLOGY 5493009O8F3QQJTCQR75 928298AP3 11570000.00000000 PA USD 10802793.30000000 0.236284762400 Long DBT CORP US N 2 2025-06-15 Fixed 2.25000000 N N N N N Vishay Intertechnology Inc USD XXXX N N FireEye Inc 549300E9D2UJUFLLY524 31816QAD3 8630000.00000000 PA USD 8173214.10000000 0.178769129246 Long DBT CORP US N 2 2035-06-01 Fixed 1.63000000 N N N N Y FireEye Inc USD XXXX N N N 2020 MANDATORY EXCHANGE N/A 901376202 12000.00000000 NS USD 13503480.00000000 0.295355698732 Long EP CORP US N 1 N N N Nabors Industries Inc 549300VFQWRKICUFNU92 62957HAB1 11000000.00000000 PA USD 3781690.00000000 0.082715247650 Long DBT CORP US N 2 2024-01-15 Fixed 0.75000000 N N N N Y Nabors Industries Ltd USD XXXX N N N AVAYA HOLDINGS CORP 549300NZS2OZN6Q63A60 05351XAB7 6333000.00000000 PA USD 5183877.15000000 0.113384672527 Long DBT CORP US N 2 2023-06-15 Fixed 2.25000000 N N N N Y Avaya Holdings Corp USD XXXX N N N INSULET CORPORATION 549300TZTYD2PYN92D43 45784PAH4 8075000.00000000 PA USD 17170114.75000000 0.375554393334 Long DBT CORP US N 2 2024-11-15 Fixed 1.38000000 N N N N Y Insulet Corp USD XXXX N N INSULET CORPORATION 549300TZTYD2PYN92D43 45784PAJ0 15800000.00000000 PA USD 17257550.00000000 0.377466826229 Long DBT CORP US N 2 2026-09-01 Fixed 0.38000000 N N N N Y Insulet Corp USD XXXX N N ZILLOW GROUP INC 2549002XEELQDIR6FU05 98954MAF8 8441000.00000000 PA USD 12059319.06000000 0.263768199545 Long DBT CORP US N 2 2026-09-01 Fixed 1.38000000 N N N N Y Zillow Group Inc USD XXXX N N CenterPoint Energy Inc 21TPXMRRHFKOBHDC8J74 15189T206 306171.00000000 PA USD 16288603.37000000 0.356273481333 Long DBT CORP US N 2 2029-09-15 Variable 4.57000000 N N N N N CenterPoint Energy Inc USD XXXX N N N Akamai Technologies Inc OC1LZNN2LF5WTJ5RIL89 00971TAJ0 22493000.00000000 PA USD 28028752.23000000 0.613060611004 Long DBT CORP US N 2 2025-05-01 Fixed 0.13000000 N N N N Y Akamai Technologies Inc USD XXXX N N Wayfair Inc 54930027N9ZAVYFDHK53 94419LAB7 8919000.00000000 PA USD 17021733.12000000 0.372308906984 Long DBT CORP US N 2 2022-09-01 Fixed 0.38000000 N N N N Y Wayfair Inc USD XXXX N N N ZENDESK INC 549300SLI6BN94BKKO36 98936JAC5 15750000.00000000 PA USD 16908727.50000000 0.369837184595 Long DBT CORP US N 2 2025-06-15 Fixed 0.63000000 N N N N Y Zendesk Inc USD XXXX N N IAC Financeco 2 Inc 549300IPGK4BWL134U96 44932FAA5 9503000.00000000 PA USD 11690780.66000000 0.255707320672 Long DBT CORP US N 2 2026-06-15 Fixed 0.88000000 N N N N N IAC/InterActiveCorp USD XXXX N N N Golar LNG Ltd 213800C2VSFZG3EZLO34 38046YAB7 8385000.00000000 PA USD 6088264.65000000 0.133165943872 Long DBT CORP BM N 2 2022-02-15 Fixed 2.75000000 N N N N N Golar LNG Ltd USD XXXX N N N PIONEER NATURAL RESOURCE FY8JBF7CCL2VE4F1B628 723787AN7 25250000.00000000 PA USD 29635672.50000000 0.648208073669 Long DBT CORP US N 2 2025-05-15 Fixed 0.25000000 N N N N Y Pioneer Natural Resources Co USD XXXX N N N HUAZHU GROUP LTD 549300Y5ML31FVN83730 44332NAA4 8900000.00000000 PA USD 9441921.00000000 0.206518999126 Long DBT CORP KY N 2 2026-05-01 Fixed 3.00000000 N N N N N Huazhu Group Ltd USD XXXX N N MOMO INC 549300YMGLID32W48529 60879BAB3 13772000.00000000 PA USD 10613391.80000000 0.232142066416 Long DBT CORP KY N 2 2025-07-01 Fixed 1.25000000 N N N N N Momo Inc USD XXXX N N NATIONAL VISION HOLDINGS 549300JHURCBLI5ROA42 63845RAA5 7750000.00000000 PA USD 9288065.00000000 0.203153774282 Long DBT CORP US N 2 2025-05-15 Fixed 2.50000000 N N N N Y National Vision Holdings Inc USD XXXX N N CLOUDFLARE INC 5493007DY18BGNLDWU14 18915MAA5 11000000.00000000 PA USD 13253350.00000000 0.289884714887 Long DBT CORP US N 2 2025-05-15 Fixed 0.75000000 N N N N Y Cloudflare Inc USD XXXX N N N SPLUNK INC 549300XGDSGBP6UEI867 848637AE4 6000000.00000000 PA USD 6396000.00000000 0.139896904286 Long DBT CORP US N 2 2027-06-15 Fixed 1.13000000 N N N N Y Splunk Inc USD XXXX N N AXA SA F5WCUMTUM4RKZ1MAIE39 054536AD9 17075000.00000000 PA USD 15437678.25000000 0.337661569190 Long DBT CORP FR N 2 2021-05-15 Fixed 7.25000000 N N N Y N AXA SA USD XXXX N N N AMERICAN EAGLE OUTFITTER 5299001Z9HXK01DHW793 02553EAA4 8700000.00000000 PA USD 12482760.00000000 0.273029937609 Long DBT CORP US N 2 2025-04-15 Fixed 3.75000000 N N N N Y American Eagle Outfitters Inc USD XXXX N N N Huazhu Group Ltd 549300Y5ML31FVN83730 16949NAC3 9440000.00000000 PA USD 9377790.40000000 0.205116298624 Long DBT CORP KY N 2 2022-11-01 Fixed 0.38000000 N N N N N Huazhu Group Ltd USD XXXX N N N DICK'S SPORTING GOODS 529900SSBV5I4LWSK313 253393AC6 11100000.00000000 PA USD 15284811.00000000 0.334317970841 Long DBT CORP US N 2 2025-04-15 Fixed 3.25000000 N N N N Y Dick's Sporting Goods Inc USD XXXX N N N Tesla Inc 54930043XZGB27CTOV49 88160RAG6 35601000.00000000 PA USD 124918568.85000000 2.732289097871 Long DBT CORP US N 2 2024-05-15 Fixed 2.00000000 N N N N Y Tesla Inc USD XXXX N N N Microchip Technology Inc 5493007PTFULNYZJ1R12 595017AH7 15335000.00000000 PA USD 22333587.30000000 0.488492764990 Long DBT CORP US N 2 2037-02-15 Fixed 2.25000000 N N N N Y Microchip Technology Inc USD XXXX N N N BRIDGEBIO PHARMA INC 54930028YG89VTY2J114 10806XAA0 11430000.00000000 PA USD 11592877.50000000 0.253565927770 Long DBT CORP US N 2 2027-03-15 Fixed 2.50000000 N N N N Y Bridgebio Pharma Inc USD XXXX N N N Trip.Com Group Ltd 2549004RMYDSRQL4KW41 22943FAH3 7665000.00000000 PA USD 7602760.20000000 0.166291841152 Long DBT CORP KY N 2 2025-07-01 Fixed 1.99000000 N N N N N Trip.com Group Ltd USD XXXX N N N SEA LTD 529900OM6JLLW44YKI15 81141RAB6 8635000.00000000 PA USD 46725366.60000000 1.022003461378 Long DBT CORP KY N 2 2023-07-01 Fixed 2.25000000 N N N N Y Sea Ltd USD XXXX N N N SEA LTD 529900OM6JLLW44YKI15 81141RAC4 22247000.00000000 PA USD 48050405.42000000 1.050985454652 Long DBT CORP KY N 2 2024-12-01 Fixed 1.00000000 N N N N N Sea Ltd USD XXXX N N N New Relic Inc 549300AB8FY2HQILL804 64829BAB6 10575000.00000000 PA USD 10282072.50000000 0.224895264602 Long DBT CORP US N 2 2023-05-01 Fixed 0.50000000 N N N N Y New Relic Inc USD XXXX N N CROWN CASTLE INTL CORP 54930012H97VSM0I2R19 22822V309 32400.00000000 NS USD 48123396.00000000 1.052581945613 Long EP US N 1 N N N JOYY INC 549300N6CHVU5CQZPW24 98426TAF3 10785000.00000000 PA USD 11760934.65000000 0.257241768143 Long DBT CORP KY N 2 2026-06-15 Fixed 1.38000000 N N N N Y JOYY Inc USD XXXX N N J2 GLOBAL COMMUNICATIONS 5493008OJYGLHD7MXA18 48123VAC6 7397000.00000000 PA USD 8073381.68000000 0.176585538485 Long DBT CORP US N 2 2029-06-15 Fixed 3.25000000 N N N N Y j2 Global Inc USD XXXX N N N PINDUODUO INC 5493000573DS7005T657 722304AA0 19315000.00000000 PA USD 39087572.35000000 0.854945335808 Long DBT CORP KY N 2 2024-10-01 None 0.00000000 N N N N Y Pinduoduo Inc USD XXXX N N N ZILLOW GROUP INC 2549002XEELQDIR6FU05 98954MAH4 7500000.00000000 PA USD 8761050.00000000 0.191626606206 Long DBT CORP US N 2 2025-05-15 Fixed 2.75000000 N N N N Y Zillow Group Inc USD XXXX N N BANDWIDTH INC 549300QC70JB7MUGXM66 05988JAA1 8549000.00000000 PA USD 12746131.55000000 0.278790548072 Long DBT CORP US N 2 2026-03-01 Fixed 0.25000000 N N N N N Bandwidth Inc USD XXXX N N N BIOMARIN PHARMACEUTICAL NSLL8ITTRR0J5HEMR848 09061GAF8 7650000.00000000 PA USD 10045980.00000000 0.219731316842 Long DBT CORP US N 2 2020-10-15 Fixed 1.50000000 N N N N Y BioMarin Pharmaceutical Inc USD XXXX N N OKTA INC 549300N8J06I8MRHU620 679295AE5 19000000.00000000 PA USD 20527220.00000000 0.448982884865 Long DBT CORP US N 2 2026-06-15 Fixed 0.38000000 N N N N Y Okta Inc USD XXXX N N N ETSY INC 54930089Q7XT501AEA40 29786AAH9 12221000.00000000 PA USD 16687286.66000000 0.364993706171 Long DBT CORP US N 2 2026-10-01 Fixed 0.13000000 N N N N Y Etsy Inc USD XXXX N N INTERDIGITAL INC N/A 45867GAA9 8228000.00000000 PA USD 8172214.16000000 0.178747257996 Long DBT CORP US N 2 2024-06-01 Fixed 2.00000000 N N N N Y InterDigital Inc USD XXXX N N Insmed Inc 529900Q55QAG41CCAC11 457669AA7 8423000.00000000 PA USD 8191872.88000000 0.179177244561 Long DBT CORP US N 2 2025-01-15 Fixed 1.75000000 N N N N Y Insmed Inc USD XXXX N N Sarepta Therapeutics Inc 549300IKDPIED8J8IG21 803607AB6 11620000.00000000 PA USD 26717633.60000000 0.584383087944 Long DBT CORP US N 2 2024-11-15 Fixed 1.50000000 N N N N Y Sarepta Therapeutics Inc USD XXXX N N N COUPA SOFTWARE INC 549300Q95ICR2GFL2K37 22266LAE6 14850000.00000000 PA USD 17146701.00000000 0.375042274643 Long DBT CORP US N 2 2026-06-15 Fixed 0.38000000 N N N N Y Coupa Software Inc USD XXXX N N N EVERBRIDGE INC 549300WCY0UMR64ATW81 29978AAB0 8767000.00000000 PA USD 12036740.32000000 0.263274344663 Long DBT CORP US N 2 2024-12-15 Fixed 0.13000000 N N N N Y Everbridge Inc USD XXXX N N NEXTERA ENERGY INC N/A 65339F796 574150.00000000 NS USD 27869241.00000000 0.609571691792 Long EP CORP US N 1 N N N NUANCE COMMUNICATIONS AEMSOT3SS15TNMJCE605 67020YAN0 6115000.00000000 PA USD 8521802.85000000 0.186393658169 Long DBT CORP US N 2 2025-04-01 Fixed 1.25000000 N N N N Y Nuance Communications Inc USD XXXX N N N SAILPOINT TECH HOLDINGS 529900809B15HNZH5H79 78781PAA3 7542000.00000000 PA USD 8464084.92000000 0.185131219187 Long DBT CORP US N 2 2024-09-15 Fixed 0.13000000 N N N N Y SailPoint Technologies Holding Inc USD XXXX N N DISH Network Corp 529900U350CWHH15G169 25470MAD1 20272000.00000000 PA USD 18266896.48000000 0.399543819335 Long DBT CORP US N 2 2024-03-15 Fixed 2.38000000 N N N N N DISH Network Corp USD XXXX N N N DANAHER CORP S4BKK9OTCEWQ3YHPFM11 235851409 33300.00000000 NS USD 35751879.00000000 0.781985177379 Long EP CORP US N 1 N N WELLS FARGO & COMPANY PBLD0EJDB5FWOLXP3B76 949746804 79021.00000000 NS USD 102490237.00000000 2.241724026870 Long EP CORP US N 1 N N N LIBERTY MEDIA CORP 549300ZKUTPIBZLWLL89 531229AJ1 12740000.00000000 PA USD 11888458.40000000 0.260031039226 Long DBT CORP US N 2 2049-12-01 Fixed 2.75000000 N N N N Y Sirius XM Holdings Inc USD XXXX N N SPLUNK INC 549300XGDSGBP6UEI867 848637AD6 17852000.00000000 PA USD 26224945.04000000 0.573606727043 Long DBT CORP US N 2 2025-09-15 Fixed 1.13000000 N N N N N Splunk Inc USD XXXX N N Silicon Laboratories Inc 4PRDF8Q9TDHRVZKZSZ47 826919AB8 8087000.00000000 PA USD 9790122.20000000 0.214135051338 Long DBT CORP US N 2 2022-03-01 Fixed 1.38000000 N N N N Y Silicon Laboratories Inc USD XXXX N N Synaptics Inc 549300AJ3LI4FWNRQX29 87157DAD1 9983000.00000000 PA USD 10610032.23000000 0.232068584014 Long DBT CORP US N 2 2022-06-15 Fixed 0.50000000 N N N N Y Synaptics Inc USD XXXX N N N BURLINGTON STORES INC 5299003Z37DVGKKC1W09 122017AA4 14850000.00000000 PA USD 16990627.50000000 0.371628547393 Long DBT CORP US N 2 2025-04-15 Fixed 2.25000000 N N N N Y Burlington Stores Inc USD XXXX N N N BIOMARIN PHARMACEUTICAL NSLL8ITTRR0J5HEMR848 09061GAJ0 11500000.00000000 PA USD 13451435.00000000 0.294217341261 Long DBT CORP US N 2 2027-05-15 Fixed 1.25000000 N N N N N BioMarin Pharmaceutical Inc USD XXXX N N N GOL Equity Finance SA 222100H9BH197YU7RY14 36256KAA8 9350000.00000000 PA USD 4756158.00000000 0.104029359051 Long DBT CORP LU N 2 2024-07-15 Fixed 3.75000000 N N N N Y Gol Linhas Aereas Inteligentes SA USD XXXX N N N Ares Capital Corp WEQ82666OJYSI5GUAB47 04010LAT0 6625000.00000000 PA USD 6574716.25000000 0.143805886481 Long DBT CORP US N 2 2022-02-01 Fixed 3.75000000 N N N N Y Ares Capital Corp USD XXXX N N Ensco Jersey Finance Ltd N/A 29359WAB1 21030000.00000000 PA USD 2944410.30000000 0.064401795797 Long DBT CORP JE N 2 2024-01-31 Fixed 3.00000000 N N N N Y Valaris plc USD XXXX N N N DTE ENERGY CO 549300IX8SD6XXD71I78 233331842 527000.00000000 NS USD 22302640.00000000 0.487815868263 Long EP CORP US N 1 N N N INTL FLAVOR & FRAGRANCES BZLRL03D3GPGMOGFO832 459506309 329250.00000000 NS USD 14585775.00000000 0.319028262838 Long EP CORP US N 1 N N N 2020-07-29 SPDR SERIES TRUST Daniel Foley Daniel Foley Assistant Treasurer