0001752724-20-070342.txt : 20200409
0001752724-20-070342.hdr.sgml : 20200409
20200409171714
ACCESSION NUMBER: 0001752724-20-070342
CONFORMED SUBMISSION TYPE: NPORT-P
PUBLIC DOCUMENT COUNT: 1
CONFORMED PERIOD OF REPORT: 20200229
FILED AS OF DATE: 20200409
PERIOD START: 20200229
FILER:
COMPANY DATA:
COMPANY CONFORMED NAME: AllianzGI Convertible & Income Fund
CENTRAL INDEX KEY: 0001214935
IRS NUMBER: 000000000
STATE OF INCORPORATION: MA
FISCAL YEAR END: 0228
FILING VALUES:
FORM TYPE: NPORT-P
SEC ACT: 1940 Act
SEC FILE NUMBER: 811-21284
FILM NUMBER: 20785397
BUSINESS ADDRESS:
STREET 1: C/O ALLIANZ GLOBAL INVESTORS FUND MGMT
STREET 2: 1633 BROADWAY
CITY: NEW YORK
STATE: NY
ZIP: 10019
BUSINESS PHONE: 212-739-3000
MAIL ADDRESS:
STREET 1: C/O ALLIANZ GLOBAL INVESTORS FUND MGMT
STREET 2: 1633 BROADWAY
CITY: NEW YORK
STATE: NY
ZIP: 10019
FORMER COMPANY:
FORMER CONFORMED NAME: AGIC Convertible & Income Fund
DATE OF NAME CHANGE: 20100825
FORMER COMPANY:
FORMER CONFORMED NAME: NICHOLAS APPLEGATE CONVERTIBLE & INCOME FUND
DATE OF NAME CHANGE: 20030121
FORMER COMPANY:
FORMER CONFORMED NAME: NICHOLAS APPLEGATE CONVERTIBLE INCOME FUND
DATE OF NAME CHANGE: 20030121
NPORT-P
1
primary_doc.xml
NPORT-P
false
0001214935
XXXXXXXX
AllianzGI Convertible & Income Fund
811-21284
0001214935
549300WT3ICVH2Z06O49
C/O ALLIANZ GLOBAL INVESTORS U.S. LLC
1633 BROADWAY
NEW YORK
10019
212-739-3367
AllianzGI Convertible & Income Fund
549300WT3ICVH2Z06O49
2020-02-29
2020-02-29
N
841330932.51
359730001.67
481600930.84
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
28851500.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
323275000.00000000
0.00000000
USD
N
RingCentral Inc
549300C8EH0H1614VE84
RingCentral Inc
76680RAD9
415000.00000000
PA
USD
1193721.00000000
0.247865177070
Long
DBT
CORP
US
N
2
2023-03-15
None
0.00000000
N
N
N
N
Y
RingCentral Inc
RingCentral Inc
USD
XXXX
N
N
N
CROWN CASTLE INTL CORP
54930012H97VSM0I2R19
Crown Castle International Corp
22822V309
7465.00000000
NS
USD
9514814.35000000
1.975663612901
Long
EP
US
N
1
N
N
N
PBF HOLDING CO LLC
N/A
PBF Holding Co LLC / PBF Finance Corp
69318FAH1
1595000.00000000
PA
USD
1579050.00000000
0.327875196845
Long
DBT
CORP
US
N
2
2028-02-15
Fixed
6.00000000
N
N
N
N
N
N
DISH DBS Corp
N/A
DISH DBS Corp
25470XAW5
4825000.00000000
PA
USD
4959207.38000000
1.029733761384
Long
DBT
CORP
US
N
2
2024-11-15
Fixed
5.88000000
N
N
N
N
N
N
Netflix Inc
549300Y7VHGU0I7CE873
Netflix Inc
64110LAU0
2290000.00000000
PA
USD
2493924.50000000
0.517840465061
Long
DBT
CORP
US
N
2
2029-11-15
Fixed
5.38000000
N
N
N
N
N
N
CSC Holdings LLC
3HG2WD2W22M120IUNG49
CSC Holdings LLC
126307AY3
2230000.00000000
PA
USD
2519504.18000000
0.523151850143
Long
DBT
CORP
US
N
2
2028-04-01
Fixed
7.50000000
N
N
N
N
N
N
RAPID7 INC
549300GNVG5D60KEYN14
Rapid7 Inc
753422AB0
1490000.00000000
PA
USD
1937443.22000000
0.402292249855
Long
DBT
CORP
US
N
2
2023-08-01
Fixed
1.25000000
N
N
N
N
Y
Rapid7 Inc
Rapid7 Inc
USD
XXXX
N
N
N
NEXTERA ENERGY INC
N/A
NextEra Energy Inc
65339F770
86730.00000000
NS
USD
3942893.24000000
0.818705485706
Long
EP
CORP
US
N
1
N
N
N
Nabors Industries Ltd
N/A
Nabors Industries Ltd
000000000
39490.00000000
NS
USD
587611.20000000
0.122012056533
Long
EP
CORP
BM
N
1
N
N
N
CONSOLIDATED COMMUNICATI
549300WW675Y48HDVX34
Consolidated Communications Inc
20903XAE3
9370000.00000000
PA
USD
9042050.00000000
1.877498447569
Long
DBT
CORP
US
N
2
2022-10-01
Fixed
6.50000000
N
N
N
N
N
N
Encore Capital Group Inc
5493000UVC6H49CIH830
Encore Capital Group Inc
292554AF9
9320000.00000000
PA
USD
9467162.71000000
1.965769188503
Long
DBT
CORP
US
N
2
2020-07-01
Fixed
3.00000000
N
N
N
N
Y
Encore Capital Group Inc
Encore Capital Group Inc
USD
XXXX
N
N
N
EVOLENT HEALTH INC
549300CZOCFHQ2BBTR11
Evolent Health Inc
30050BAD3
1140000.00000000
PA
USD
821672.12000000
0.170612651966
Long
DBT
CORP
US
N
2
2025-10-15
Fixed
1.50000000
N
N
N
N
Y
Evolent Health Inc
Evolent Health Inc
USD
XXXX
N
N
N
NAVISTAR INTL CORP
WNDD3CRVXJGC8I7GX671
Navistar International Corp
63934EAT5
2345000.00000000
PA
USD
2433910.68000000
0.505379147784
Long
DBT
CORP
US
N
2
2025-11-01
Fixed
6.63000000
N
N
N
N
N
N
SOUTHERN CO
549300FC3G3YU2FBZD92
Southern Co/The
842587602
91925.00000000
NS
USD
4629343.00000000
0.961240459383
Long
EP
CORP
US
N
1
N
N
N
JOSEPH T RYERSON & SON I
54930086XMNNXPXPWJ34
Joseph T Ryerson & Son Inc
48088LAA5
3950000.00000000
PA
USD
4108027.65000000
0.852994125828
Long
DBT
CORP
US
N
2
2022-05-15
Fixed
11.00000000
N
N
N
N
N
N
Gray Television Inc
529900TM5726KDN7UU35
Gray Television Inc
389375AJ5
3740000.00000000
PA
USD
3853322.00000000
0.800106842251
Long
DBT
CORP
US
N
2
2026-07-15
Fixed
5.88000000
N
N
N
N
N
N
Koppers Inc
LTO4ZL5EBDR1NE6FGJ36
Koppers Inc
500605AH3
1785000.00000000
PA
USD
1762669.65000000
0.366002126890
Long
DBT
CORP
US
N
2
2025-02-15
Fixed
6.00000000
N
N
N
N
N
N
CCF HLDGS LLC COMMON STOCK
N/A
CCF HLDGS LLC COMMON STOCK
12509J109
56642.00000000
NS
USD
5.66000000
0.000001175246
Long
EC
CORP
US
Y
3
N
N
N
USA COM PART/USA COM FIN
N/A
USA Compression Partners LP / USA Compression Finance Corp
91740PAF5
2285000.00000000
PA
USD
2217935.25000000
0.460533837866
Long
DBT
CORP
US
N
2
2027-09-01
Fixed
6.88000000
N
N
N
N
N
N
Springleaf Finance Corp
5493008I795YYBFWFU90
Springleaf Finance Corp
85172FAQ2
2165000.00000000
PA
USD
2380092.75000000
0.494204350030
Long
DBT
CORP
US
N
2
2028-01-15
Fixed
6.63000000
N
N
N
N
N
N
DISH Network Corp
529900U350CWHH15G169
DISH Network Corp
25470MAB5
1140000.00000000
PA
USD
1103528.60000000
0.229137555460
Long
DBT
CORP
US
N
2
2026-08-15
Fixed
3.38000000
N
N
N
N
Y
DISH Network Corp
DISH Network Corp
USD
XXXX
N
N
N
Nabors Industries Inc
549300VFQWRKICUFNU92
Nabors Industries Inc
62957HAB1
2280000.00000000
PA
USD
1436769.31000000
0.298331921305
Long
DBT
CORP
US
N
2
2024-01-15
Fixed
0.75000000
N
N
N
N
Y
Nabors Industries Ltd
Nabors Industries Ltd
USD
XXXX
N
N
N
Teekay Corp
YHKQM2RIPKZYOZ6RVZ46
Teekay Corp
87900YAE3
4725000.00000000
PA
USD
4176375.10000000
0.867185844660
Long
DBT
CORP
MH
N
2
2023-01-15
Fixed
5.00000000
N
N
N
N
N
Teekay Corp
Teekay Corp
USD
XXXX
N
N
N
Sempra Energy
PBBKGKLRK5S5C0Y4T545
Sempra Energy
816851406
160380.00000000
NS
USD
17967371.40000000
3.730759275872
Long
EP
CORP
US
N
1
N
N
N
RLJ Lodging Trust
N/A
RLJ Lodging Trust
74965L200
631070.00000000
NS
USD
16477237.70000000
3.421346730219
Long
EP
US
N
1
N
N
N
Park-Ohio Industries Inc
5493006LQUO5SLMNYM18
Park-Ohio Industries Inc
700677AR8
3830000.00000000
PA
USD
3896747.33000000
0.809123712282
Long
DBT
CORP
US
N
2
2027-04-15
Fixed
6.63000000
N
N
N
N
N
N
Meredith Corp
549300YC8BC386CCTS24
Meredith Corp
589433AB7
2810000.00000000
PA
USD
2825588.48000000
0.586707437436
Long
DBT
CORP
US
N
2
2026-02-01
Fixed
6.88000000
N
N
N
N
N
N
Tronox Inc
549300EPZ4YXC7E5P181
Tronox Inc
897051AA6
4690000.00000000
PA
USD
4514007.75000000
0.937292156418
Long
DBT
CORP
US
N
2
2026-04-15
Fixed
6.50000000
N
N
N
N
N
N
Tesla Inc
54930043XZGB27CTOV49
Tesla Inc
88160RAG6
4415000.00000000
PA
USD
10134902.61000000
2.104419231981
Long
DBT
CORP
US
N
2
2024-05-15
Fixed
2.00000000
N
N
N
N
Y
Tesla Inc
Tesla Inc
USD
XXXX
N
N
N
Bausch Health Cos Inc
B3BS7ACMDUWISF18KY76
Bausch Health Cos Inc
071734AF4
2140000.00000000
PA
USD
2357959.00000000
0.489608480591
Long
DBT
CORP
CA
N
2
2029-05-30
Fixed
7.25000000
N
N
N
N
N
N
Evolent Health Inc
549300CZOCFHQ2BBTR11
Evolent Health Inc
30050BAB7
6345000.00000000
PA
USD
5976387.92000000
1.240941937046
Long
DBT
CORP
US
N
2
2021-12-01
Fixed
2.00000000
N
N
N
N
N
Evolent Health Inc
Evolent Health Inc
USD
XXXX
N
N
N
Avid Technology Inc
549300PQGW3DXKJTQ914
Avid Technology Inc
05367PAB6
15785000.00000000
PA
USD
15213829.40000000
3.159011626797
Long
DBT
CORP
US
N
2
2020-06-15
Fixed
2.00000000
N
N
N
N
Y
Avid Technology Inc
Avid Technology Inc
USD
XXXX
N
N
N
SunPower Corp
549300TXO070764WUH65
SunPower Corp
867652AL3
9405000.00000000
PA
USD
8546793.75000000
1.774663046247
Long
DBT
CORP
US
N
2
2023-01-15
Fixed
4.00000000
N
N
N
N
N
SunPower Corp
SunPower Corp
USD
XXXX
N
N
N
Becton Dickinson and Co
ICE2EP6D98PQUILVRZ91
Becton Dickinson and Co
075887208
193020.00000000
NS
USD
10923001.80000000
2.268060774082
Long
EP
CORP
US
N
1
N
N
N
Sprint Corp
549300ZTTY7CXOLJ6539
Sprint Corp
85207UAK1
2665000.00000000
PA
USD
3156426.00000000
0.655402803000
Long
DBT
CORP
US
N
2
2026-03-01
Fixed
7.63000000
N
N
N
N
N
N
Laureate Education Inc
5JL7TMOH5TY3IUYSUP91
Laureate Education Inc
518613AJ3
3465000.00000000
PA
USD
3681978.30000000
0.764528900219
Long
DBT
CORP
US
N
2
2025-05-01
Fixed
8.25000000
N
N
N
N
N
N
AMC ENTERTAINMENT HLDGS
549300ZO77UNR6NRBR11
AMC Entertainment Holdings Inc
00165CAD6
4990000.00000000
PA
USD
4004599.75000000
0.831518274479
Long
DBT
CORP
US
N
2
2027-05-15
Fixed
6.13000000
N
N
N
N
N
N
Infinera Corp
549300ZOF66WPV3H0H17
Infinera Corp
45667GAC7
7915000.00000000
PA
USD
7886070.60000000
1.637469966315
Long
DBT
CORP
US
N
2
2024-09-01
Fixed
2.13000000
N
N
N
N
Y
Infinera Corp
Infinera Corp
USD
XXXX
N
N
N
CLEAR CHANNEL WORLDWIDE
N/A
Clear Channel Worldwide Holdings Inc
18451QAN8
1360000.00000000
PA
USD
1447835.60000000
0.300629734555
Long
DBT
CORP
US
N
2
2024-02-15
Fixed
9.25000000
N
N
N
N
N
N
DOMINION ENERGY INC
ILUL7B6Z54MRYCF6H308
Dominion Energy Inc
25746U133
76860.00000000
NS
USD
7697529.00000000
1.598321038660
Long
EP
CORP
US
N
1
N
N
N
HUGHES SATELLITE SYSTEMS
N/A
Hughes Satellite Systems Corp
444454AF9
1460000.00000000
PA
USD
1610303.35000000
0.334364667275
Long
DBT
CORP
US
N
2
2026-08-01
Fixed
6.63000000
N
N
N
N
N
N
CENTURYLINK INC
8M3THTGWLTYZVE6BBY25
CenturyLink Inc
156700BB1
1595000.00000000
PA
USD
1610950.00000000
0.334498938195
Long
DBT
CORP
US
N
2
2026-12-15
Fixed
5.13000000
N
N
N
N
N
N
LUCKIN COFFEE INC
549300FO16ASCVSMYI15
Luckin Coffee Inc
54951LAB5
1710000.00000000
PA
USD
1690834.76000000
0.351086273245
Long
DBT
CORP
KY
N
2
2025-01-15
Fixed
0.75000000
N
N
N
N
N
Luckin Coffee Inc
Luckin Coffee Inc
USD
XXXX
N
N
N
DIAMOND SPORTS GR/DIAMON
N/A
Diamond Sports Group LLC / Diamond Sports Finance Co
25277LAC0
3800000.00000000
PA
USD
3116000.00000000
0.647008716234
Long
DBT
CORP
US
N
2
2027-08-15
Fixed
6.63000000
N
N
N
N
N
N
CENVEO CORP
549300Q5ZSKHLXJ0YR63
Cenveo Corp
1567ESCM0
8050000.00000000
PA
USD
147556.50000000
0.030638748920
Long
DBT
CORP
US
N
3
2024-05-15
Fixed
6.00000000
Y
N
N
N
N
N
REORGANIZED 16 10238 HOLDCO PREFERRED STOCK 15
N/A
REORGANIZED 16 10238 HOLDCO PREFERRED STOCK 15
76025R200
3554.00000000
NS
USD
536831.70000000
0.111468160799
Long
EP
CORP
US
N
3
N
N
N
OSI Systems Inc
DDX3MPX1Y8YD30050X33
OSI Systems Inc
671044AD7
5565000.00000000
PA
USD
5679292.41000000
1.179252789253
Long
DBT
CORP
US
N
2
2022-09-01
Fixed
1.25000000
N
N
N
N
Y
OSI Systems Inc
OSI Systems Inc
USD
XXXX
N
N
N
Party City Holdings Inc
5493005PYM1JS6EZN307
Party City Holdings Inc
702150AD5
1935000.00000000
PA
USD
1141650.00000000
0.237053113250
Long
DBT
CORP
US
N
2
2026-08-01
Fixed
6.63000000
N
N
N
N
N
N
United States Steel Corp
JNLUVFYJT1OZSIQ24U47
United States Steel Corp
912909AM0
1745000.00000000
PA
USD
1514511.68000000
0.314474408792
Long
DBT
CORP
US
N
2
2025-08-15
Fixed
6.88000000
N
N
N
N
N
N
Springleaf Finance Corp
5493008I795YYBFWFU90
Springleaf Finance Corp
85172FAF6
4935000.00000000
PA
USD
5640285.53000000
1.171153369691
Long
DBT
CORP
US
N
2
2023-10-01
Fixed
8.25000000
N
N
N
N
N
N
CenterPoint Energy Inc
21TPXMRRHFKOBHDC8J74
CenterPoint Energy Inc
15189T503
113890.00000000
NS
USD
4868797.50000000
1.010960982053
Long
EP
CORP
US
N
1
N
N
N
Amkor Technology Inc
529900VHLRTKPWZJBM84
Amkor Technology Inc
031652BK5
4325000.00000000
PA
USD
4679001.25000000
0.971551537875
Long
DBT
CORP
US
N
2
2027-09-15
Fixed
6.63000000
N
N
N
N
N
N
Erickson Inc
54930048K1C8M9G3EI51
Erickson Inc
29482Y200
8295.00000000
NS
USD
148065.75000000
0.030744489995
Long
EC
CORP
US
N
3
N
N
N
NEXSTAR BROADCASTING INC
5493006PK6I4I2OOT688
Nexstar Broadcasting Inc
65343HAA9
2265000.00000000
PA
USD
2348578.50000000
0.487660706116
Long
DBT
CORP
US
N
2
2027-07-15
Fixed
5.63000000
N
N
N
N
N
N
Bank of America Corp
9DJT3UXIJIZJI4WXO774
Bank of America Corp
060505682
12080.00000000
NS
USD
18120000.00000000
3.762451199667
Long
EP
CORP
US
N
1
N
N
N
SFX Entertainment Inc
N/A
SFX Reorganized 16 10238 Wts Ser C Exp 2021/Nov/30
000000000
19500.00000000
NS
USD
1.95000000
0.000000404899
N/A
DE
US
N
3
N/A
N/A
Call
Purchased
REORGANIZED 16 10238 HOLDCO COMMON STOCK
REORGANIZED 16 10238 HOLDCO COMMON STOCK
1.00000000
1.00000000
USD
2021-11-30
XXXX
1.95000000
N
N
N
HERC HOLDINGS INC
549300TP80QLITMSBP82
Herc Holdings Inc
42704LAA2
2170000.00000000
PA
USD
2256637.25000000
0.468569951902
Long
DBT
CORP
US
N
2
2027-07-15
Fixed
5.50000000
N
N
N
N
N
N
Constellium SE
724500KRJEMC79KAAU28
Constellium SE
210383AF2
4405000.00000000
PA
USD
4537194.05000000
0.942106578175
Long
DBT
CORP
FR
N
2
2025-03-01
Fixed
6.63000000
N
N
N
N
N
N
IQVIA Inc
549300PLWY28YB00C717
IQVIA Inc
46266TAA6
2170000.00000000
PA
USD
2248277.33000000
0.466834091470
Long
DBT
CORP
US
N
2
2027-05-15
Fixed
5.00000000
N
N
N
N
N
N
CYBERARK SOFTWARE LTD
529900YEXNDM894PWS93
CyberArk Software Ltd
23248VAA3
3420000.00000000
PA
USD
3418127.93000000
0.709742799715
Long
DBT
CORP
IL
N
2
2024-11-15
None
0.00000000
N
N
N
N
Y
CyberArk Software Ltd
CyberArk Software Ltd
USD
XXXX
N
N
N
MERCER INTL INC
549300Z5IAG39VRTY874
Mercer International Inc
588056AY7
2335000.00000000
PA
USD
2365156.53000000
0.491102981440
Long
DBT
CORP
US
N
2
2025-01-15
Fixed
7.38000000
N
N
N
N
N
N
INTERCEPT PHARMAS
N/A
Intercept Pharmaceuticals Inc
45845PAA6
9625000.00000000
PA
USD
9200034.50000000
1.910302474696
Long
DBT
CORP
US
N
2
2023-07-01
Fixed
3.25000000
N
N
N
N
Y
Intercept Pharmaceuticals Inc
Intercept Pharmaceuticals Inc
USD
XXXX
N
N
N
ON Semiconductor Corp
ZV20P4CNJVT8V1ZGJ064
ON Semiconductor Corp
682189AK1
1595000.00000000
PA
USD
1819813.37000000
0.377867494322
Long
DBT
CORP
US
N
2
2020-12-01
Fixed
1.00000000
N
N
N
N
Y
ON Semiconductor Corp
ON Semiconductor Corp
USD
XXXX
N
N
N
MATTEL INC
549300VELLG24KHTJ564
Mattel Inc
577081BD3
425000.00000000
PA
USD
444911.25000000
0.092381725513
Long
DBT
CORP
US
N
2
2027-12-15
Fixed
5.88000000
N
N
N
N
N
N
Iconix Brand Group Inc
ZVNLR337TQLJ2PKYHL98
Iconix Brand Group Inc
451055AG2
14740000.00000000
PA
USD
7229970.00000000
1.501236716338
Long
DBT
CORP
US
N
2
2023-08-15
Fixed
5.75000000
N
N
N
N
N
Iconix Brand Group Inc
Iconix Brand Group Inc
USD
XXXX
N
N
N
SPRINT COMMUNICATIONS
549300JKU50UT08ZWD77
Sprint Communications Inc
852061AM2
7205000.00000000
PA
USD
8244825.60000000
1.711962139612
Long
DBT
CORP
US
N
2
2021-11-15
Fixed
11.50000000
N
N
N
N
N
N
COMMUNITY CHOICE FIN ISS
549300CF3X8PCJH53K11
Community Choice Financial Issuer LLC
20369RAA1
6000000.00000000
PA
USD
6007500.00000000
1.247402074061
Long
DBT
CORP
US
Y
2
2023-06-15
Fixed
9.00000000
N
N
N
N
N
N
NGL ENRGY PART LP/FIN CO
N/A
NGL Energy Partners LP / NGL Energy Finance Corp
62913TAP7
3240000.00000000
PA
USD
2761686.90000000
0.573438862583
Long
DBT
CORP
US
N
2
2026-04-15
Fixed
7.50000000
N
N
N
N
N
N
Avantor Inc
5493003VM0XB4U8YD238
Avantor Inc
05352A209
84600.00000000
NS
USD
4718142.00000000
0.979678754310
Long
EP
CORP
US
N
1
N
N
N
REORGANIZED 16 10238 HOLDCO COMMON STOCK
549300I3BD3ESY1T3I50
REORGANIZED 16 10238 HOLDCO COMMON STOCK
76025R101
90407.00000000
NS
USD
9.04000000
0.000001877072
Long
EC
CORP
US
N
3
N
N
N
CCF HLDGS LLC LIMITED PARTNERSHIP
N/A
CCF HLDGS LLC LIMITED PARTNERSHIP
12509J307
21429.00000000
NS
USD
2.14000000
0.000000444351
Long
EC
CORP
US
Y
3
N
N
N
Conn's Inc
529900K9HOACKOJJT953
Conn's Inc
208242AB3
6480000.00000000
PA
USD
6417221.76000000
1.332477025907
Long
DBT
CORP
US
N
2
2022-07-15
Fixed
7.25000000
N
N
N
N
N
N
PRA Group Inc
549300Q5HW3JSSB86K27
PRA Group Inc
73640QAB1
12165000.00000000
PA
USD
12186753.09000000
2.530467096220
Long
DBT
CORP
US
N
2
2020-08-01
Fixed
3.00000000
N
N
N
N
Y
PRA Group Inc
PRA Group Inc
USD
XXXX
N
N
N
KRATON POLYMERS LLC/CAP
N/A
Kraton Polymers LLC / Kraton Polymers Capital Corp
50077DAE4
2940000.00000000
PA
USD
2801261.40000000
0.581656143212
Long
DBT
CORP
US
N
2
2025-04-15
Fixed
7.00000000
N
N
N
N
N
N
INTERNATIONAL GAME TECH
549300UQ6KHRCZDRGZ76
International Game Technology PLC
460599AD5
2365000.00000000
PA
USD
2586659.63000000
0.537096061149
Long
DBT
CORP
GB
N
2
2027-01-15
Fixed
6.25000000
N
N
N
N
N
N
VIRGIN MEDIA SECURED FIN
213800X3RLP4NOTPY579
Virgin Media Secured Finance PLC
92769XAP0
1495000.00000000
PA
USD
1537084.25000000
0.319161395165
Long
DBT
CORP
GB
N
2
2029-05-15
Fixed
5.50000000
N
N
N
N
N
N
ON Semiconductor Corp
ZV20P4CNJVT8V1ZGJ064
ON Semiconductor Corp
682189AP0
2270000.00000000
PA
USD
2712643.24000000
0.563255398046
Long
DBT
CORP
US
N
2
2023-10-15
Fixed
1.63000000
N
N
N
N
Y
ON Semiconductor Corp
ON Semiconductor Corp
USD
XXXX
N
N
N
Transocean Inc
DOL4HJ22ADYSIWES4H94
Transocean Inc
893830BF5
3220000.00000000
PA
USD
2684675.00000000
0.557448050467
Long
DBT
CORP
KY
N
2
2026-01-15
Fixed
7.50000000
N
N
N
N
N
N
RACKSPACE HOSTIN
549300QTYCKLMFSE8I97
Rackspace Hosting Inc
45332JAA0
3265000.00000000
PA
USD
3134400.00000000
0.650829306856
Long
DBT
CORP
US
N
2
2024-11-15
Fixed
8.63000000
N
N
N
N
N
N
TRIVIUM PACKAGING FIN
724500GMZWW3PVYET548
Trivium Packaging Finance BV
89686QAB2
1805000.00000000
PA
USD
1980987.50000000
0.411333818758
Long
DBT
CORP
NL
N
2
2027-08-15
Fixed
8.50000000
N
N
N
N
N
N
Tenet Healthcare Corp
0W9AIBT6U6ADJ2I8HK17
Tenet Healthcare Corp
88033GCW8
3500000.00000000
PA
USD
3603547.50000000
0.748243466580
Long
DBT
CORP
US
N
2
2025-08-01
Fixed
7.00000000
N
N
N
N
N
N
SS&C Technologies Inc
549300KY09TR3J12JU49
SS&C Technologies Inc
78466CAC0
2310000.00000000
PA
USD
2435606.25000000
0.505731217286
Long
DBT
CORP
US
N
2
2027-09-30
Fixed
5.50000000
N
N
N
N
N
N
Energizer Holdings Inc
5493000D6NN0V57UME20
Energizer Holdings Inc
29272WAB5
3665000.00000000
PA
USD
3983305.25000000
0.827096667577
Long
DBT
CORP
US
N
2
2027-01-15
Fixed
7.75000000
N
N
N
N
N
N
TRANSOCEAN INC
DOL4HJ22ADYSIWES4H94
Transocean Inc
893830BL2
570000.00000000
PA
USD
478087.50000000
0.099270468428
Long
DBT
CORP
KY
N
2
2027-02-01
Fixed
8.00000000
N
N
N
N
N
N
ALBERTSONS COS/SAFEWAY
N/A
Albertsons Cos Inc / Safeway Inc / New Albertsons LP / Albertsons LLC
013092AA9
1525000.00000000
PA
USD
1697517.15000000
0.352473810015
Long
DBT
CORP
US
N
2
2026-03-15
Fixed
7.50000000
N
N
N
N
N
N
WAYFAIR INC
54930027N9ZAVYFDHK53
Wayfair Inc
94419LAE1
2530000.00000000
PA
USD
1891175.00000000
0.392685079885
Long
DBT
CORP
US
N
2
2026-08-15
Fixed
1.00000000
N
N
N
N
Y
Wayfair Inc
Wayfair Inc
USD
XXXX
N
N
N
HERTZ CORP
549300PD0C69OJ0NLB27
Hertz Corp/The
428040CZ0
2510000.00000000
PA
USD
2326393.50000000
0.483054195086
Long
DBT
CORP
US
N
2
2028-01-15
Fixed
6.00000000
N
N
N
N
N
N
Affinion Group Holding Inc
549300KQQ3W775I3BX27
AFFINION GROUP HOLDINGS WARREN PUT EXP 01APR24
000000000
15601.62000000
NS
USD
20282.11000000
0.004211393438
N/A
DE
US
Y
3
N/A
N/A
Call
Purchased
Affinion Group Holdings Inc
Affinion Group Holdings Inc
1.00000000
1.00000000
USD
2024-04-01
XXXX
-3060029.85000000
N
N
N
Ensco Jersey Finance Ltd
N/A
Ensco Jersey Finance Ltd
29359WAB1
2670000.00000000
PA
USD
1500515.76000000
0.311568284841
Long
DBT
CORP
JE
N
2
2024-01-31
Fixed
3.00000000
N
N
N
N
Y
Valaris plc
Valaris plc
USD
XXXX
N
N
N
TransDigm Inc
88Q84GB3X55CF5OC7582
TransDigm Inc
893647AZ0
5620000.00000000
PA
USD
5812681.70000000
1.206949847431
Long
DBT
CORP
US
N
2
2025-05-15
Fixed
6.50000000
N
N
N
N
N
N
BENEFITFOCUS INC
254900W89KP1OS3RXO89
Benefitfocus Inc
08180DAB2
6160000.00000000
PA
USD
5035184.00000000
1.045509607138
Long
DBT
CORP
US
N
2
2023-12-15
Fixed
1.25000000
N
N
N
N
Y
Benefitfocus Inc
Benefitfocus Inc
USD
XXXX
N
N
N
TARGA RESOURCES PARTNERS
N/A
Targa Resources Partners LP / Targa Resources Partners Finance Corp
87612BBN1
2900000.00000000
PA
USD
3135625.00000000
0.651083666829
Long
DBT
CORP
US
N
2
2029-01-15
Fixed
6.88000000
N
N
N
N
N
N
Kennedy-Wilson Inc
5EA4464UK7FM5QNNKL62
Kennedy-Wilson Inc
489399AG0
5505000.00000000
PA
USD
5608273.80000000
1.164506428635
Long
DBT
CORP
US
N
2
2024-04-01
Fixed
5.88000000
N
N
N
N
N
N
INTL FLAVOR & FRAGRANCES
BZLRL03D3GPGMOGFO832
International Flavors & Fragrances Inc
459506309
141075.00000000
NS
USD
6239747.25000000
1.295626077615
Long
EP
CORP
US
N
1
N
N
N
LIONS GATE CAPITAL HOLD
549300MWJHNLR35C0837
Lions Gate Capital Holdings LLC
53627NAC5
3115000.00000000
PA
USD
3060456.35000000
0.635475588608
Long
DBT
CORP
US
N
2
2024-02-01
Fixed
6.38000000
N
N
N
N
N
N
STARS GRP HLDS/STARS GRP
N/A
Stars Group Holdings BV / Stars Group US Co-Borrower LLC
85572NAA6
1435000.00000000
PA
USD
1545279.75000000
0.320863115298
Long
DBT
CORP
NL
N
2
2026-07-15
Fixed
7.00000000
N
N
N
N
N
N
Danaher Corp
S4BKK9OTCEWQ3YHPFM11
Danaher Corp
235851300
10970.00000000
NS
USD
12060966.50000000
2.504348668712
Long
EP
CORP
US
N
1
N
N
N
H&E EQUIPMENT SERVICES
N/A
H&E Equipment Services Inc
404030AH1
5380000.00000000
PA
USD
5622073.10000000
1.167371726253
Long
DBT
CORP
US
N
2
2025-09-01
Fixed
5.63000000
N
N
N
N
N
N
Centene Corp
549300Z7JJ4TQSQGT333
Centene Corp
15137TAA8
2460000.00000000
PA
USD
2590687.50000000
0.537932411276
Long
DBT
CORP
US
N
2
2026-06-01
Fixed
5.38000000
N
N
N
N
N
N
NATIONAL CINEMEDIA LLC
7LJEQIVQVLNGS4X6T547
National CineMedia LLC
63530QAJ8
1530000.00000000
PA
USD
1567703.03000000
0.325519102977
Long
DBT
CORP
US
N
2
2028-04-15
Fixed
5.88000000
N
N
N
N
N
N
Avantor Inc
5493003VM0XB4U8YD238
Avantor Inc
05352AAC4
2980000.00000000
PA
USD
3258585.30000000
0.676615241236
Long
DBT
CORP
US
N
2
2025-10-01
Fixed
9.00000000
N
N
N
N
N
N
STANLEY BLACK & DECKER I
549300DJ09SMTO561131
Stanley Black & Decker Inc
854502887
113405.00000000
NS
USD
11091009.00000000
2.302945922603
Long
EP
CORP
US
N
1
N
N
N
NAVIENT CORP
54930067J0ZNOEBRW338
Navient Corp
63938CAK4
2435000.00000000
PA
USD
2361219.50000000
0.490285493402
Long
DBT
CORP
US
N
2
2027-03-15
Fixed
5.00000000
N
N
N
N
N
N
TARGA RESOURCES PARTNERS
N/A
Targa Resources Partners LP / Targa Resources Partners Finance Corp
87612BBL5
980000.00000000
PA
USD
1021650.00000000
0.212136217888
Long
DBT
CORP
US
N
2
2027-07-15
Fixed
6.50000000
N
N
N
N
N
N
Veeco Instruments Inc
5493004201F72ADDZW04
Veeco Instruments Inc
922417AD2
3935000.00000000
PA
USD
3754541.37000000
0.779595953739
Long
DBT
CORP
US
N
2
2023-01-15
Fixed
2.70000000
N
N
N
N
Y
Veeco Instruments Inc
Veeco Instruments Inc
USD
XXXX
N
N
N
BAUSCH HEALTH AMERICAS
KOO0397YRO83WY5MGD97
Bausch Health Americas Inc
91911XAW4
2040000.00000000
PA
USD
2242225.20000000
0.465577422387
Long
DBT
CORP
US
N
2
2027-01-31
Fixed
8.50000000
N
N
N
N
N
N
CHEMOURS CO
549300M1BOLNXL8DOV14
Chemours Co/The
163851AB4
2695000.00000000
PA
USD
2601793.43000000
0.540238455407
Long
DBT
CORP
US
N
2
2023-05-15
Fixed
6.63000000
N
N
N
N
N
N
HERTZ CORP
549300PD0C69OJ0NLB27
Hertz Corp/The
428040CY3
770000.00000000
PA
USD
760217.15000000
0.157852093158
Long
DBT
CORP
US
N
2
2026-08-01
Fixed
7.13000000
N
N
N
N
N
N
MONGODB INC
549300TPTG69WKWE1Z37
MongoDB Inc
60937PAC0
1430000.00000000
PA
USD
1514067.86000000
0.314382253655
Long
DBT
CORP
US
N
2
2026-01-15
Fixed
0.25000000
N
N
N
N
Y
MongoDB Inc
MongoDB Inc
USD
XXXX
N
N
N
BOINGO WIRELESS
54930058LPWPZZCRMC04
Boingo Wireless Inc
09739CAB8
3415000.00000000
PA
USD
3134245.03000000
0.650797128762
Long
DBT
CORP
US
N
2
2023-10-01
Fixed
1.00000000
N
N
N
N
Y
Boingo Wireless Inc
Boingo Wireless Inc
USD
XXXX
N
N
N
Cheniere Energy Inc
MIHC87W9WTYSYZWV1J40
Cheniere Energy Inc
16411RAG4
24750000.00000000
PA
USD
18186497.26000000
3.776258743578
Long
DBT
CORP
US
N
2
2045-03-15
Fixed
4.25000000
N
N
N
N
Y
Cheniere Energy Inc
Cheniere Energy Inc
USD
XXXX
N
N
N
Berry Global Inc
549300AP2Q7ERHX6RI89
Berry Global Inc
085770AB1
2195000.00000000
PA
USD
2288232.63000000
0.475130441714
Long
DBT
CORP
US
N
2
2027-07-15
Fixed
5.63000000
N
N
N
N
N
N
WYNDHAM HOTELS & RESORTS
549300FE3MQ4RVXXC673
Wyndham Hotels & Resorts Inc
98311AAA3
1300000.00000000
PA
USD
1350605.75000000
0.280440851234
Long
DBT
CORP
US
N
2
2026-04-15
Fixed
5.38000000
N
N
N
N
N
N
ZAYO GROUP LLC/ZAYO CAP
N/A
Zayo Group LLC / Zayo Capital Inc
989194AP0
2365000.00000000
PA
USD
2424946.84000000
0.503517888923
Long
DBT
CORP
US
N
2
2027-01-15
Fixed
5.75000000
N
N
N
N
N
N
Colfax Corp
635400OP2DYYYMOIYL17
Colfax Corp
194014205
51500.00000000
NS
USD
7447930.00000000
1.546494103948
Long
EP
CORP
US
N
1
N
N
N
INSULET CORPORATION
549300TZTYD2PYN92D43
Insulet Corp
45784PAJ0
1450000.00000000
PA
USD
1631074.52000000
0.338677609521
Long
DBT
CORP
US
N
2
2026-09-01
Fixed
0.38000000
N
N
N
N
Y
Insulet Corp
Insulet Corp
USD
XXXX
N
N
N
FORTIVE CORPORATION
549300MU9YQJYHDQEF63
Fortive Corp
34959J207
10110.00000000
NS
USD
9002247.30000000
1.869233783310
Long
EP
CORP
US
N
1
N
N
N
SNAP INC
549300JNC0L6VP8A2Q35
Snap Inc
83304AAA4
5405000.00000000
PA
USD
5507664.84000000
1.143615904228
Long
DBT
CORP
US
N
2
2026-08-01
Fixed
0.75000000
N
N
N
N
N
Snap Inc
Snap Inc
USD
XXXX
N
N
N
WESTERN ASSET MTGE CAP
549300JOQRROR5SZYY83
Western Asset Mortgage Capital Corp
95790DAA3
7690000.00000000
PA
USD
7703374.29000000
1.599534759321
Long
DBT
US
N
2
2022-10-01
Fixed
6.75000000
N
N
N
N
Y
Western Asset Mortgage Capital Corp
Western Asset Mortgage Capital Corp
USD
XXXX
N
N
N
Navient Corp
54930067J0ZNOEBRW338
Navient Corp
63938CAJ7
2365000.00000000
PA
USD
2499450.25000000
0.518987836182
Long
DBT
CORP
US
N
2
2026-06-15
Fixed
6.75000000
N
N
N
N
N
N
SFX Entertainment Inc
N/A
SFX ENTERTAINMENT INC SERIES B
000000000
6750.00000000
NS
USD
67.50000000
0.000014015753
Long
EP
CORP
US
N
3
N
N
N
HUGHES SATELLITE SYSTEMS
N/A
Hughes Satellite Systems Corp
444454AA0
4250000.00000000
PA
USD
4483240.00000000
0.930903516357
Long
DBT
CORP
US
N
2
2021-06-15
Fixed
7.63000000
N
N
N
N
N
N
PTC Therapeutics Inc
549300UJLWOIWFDGB318
PTC Therapeutics Inc
69366JAB7
1420000.00000000
PA
USD
1731512.50000000
0.359532631504
Long
DBT
CORP
US
N
2
2022-08-15
Fixed
3.00000000
N
N
N
N
Y
PTC Therapeutics Inc
PTC Therapeutics Inc
USD
XXXX
N
N
N
AVAYA HOLDINGS CORP
549300NZS2OZN6Q63A60
Avaya Holdings Corp
05351XAB7
5800000.00000000
PA
USD
5284702.89000000
1.097319907746
Long
DBT
CORP
US
N
2
2023-06-15
Fixed
2.25000000
N
N
N
N
Y
Avaya Holdings Corp
Avaya Holdings Corp
USD
XXXX
N
N
N
CSC Holdings LLC
3HG2WD2W22M120IUNG49
CSC Holdings LLC
126307AX5
2310000.00000000
PA
USD
2437026.90000000
0.506026202181
Long
DBT
CORP
US
N
2
2025-07-15
Fixed
7.75000000
N
N
N
N
N
N
Oasis Petroleum Inc
529900FA4V2YNIKZ0M71
Oasis Petroleum Inc
674215AG3
3390000.00000000
PA
USD
2669625.00000000
0.554323056507
Long
DBT
CORP
US
N
2
2022-03-15
Fixed
6.88000000
N
N
N
N
N
N
TWO HARBORS INV CORP
549300ZUIBT6KH4HU823
Two Harbors Investment Corp
90187BAA9
3975000.00000000
PA
USD
4109156.25000000
0.853228469229
Long
DBT
US
N
2
2022-01-15
Fixed
6.25000000
N
N
N
N
N
Two Harbors Investment Corp
Two Harbors Investment Corp
USD
XXXX
N
N
N
Five9 Inc
254900MXP6EWY0SFFR59
Five9 Inc
338307AB7
570000.00000000
PA
USD
1050451.00000000
0.218116480416
Long
DBT
CORP
US
N
2
2023-05-01
Fixed
0.13000000
N
N
N
N
Y
Five9 Inc
Five9 Inc
USD
XXXX
N
N
N
PEGASYSTEMS INC
549300FMCOKPL06FYN26
Pegasystems Inc
705573AA1
1420000.00000000
PA
USD
1416164.10000000
0.294053439126
Long
DBT
CORP
US
N
2
2025-03-01
Fixed
0.75000000
N
N
N
N
Y
Pegasystems Inc
Pegasystems Inc
USD
XXXX
N
N
N
AXA SA
F5WCUMTUM4RKZ1MAIE39
AXA SA
054536AD9
11390000.00000000
PA
USD
11927152.40000000
2.476563402648
Long
DBT
CORP
FR
N
2
2021-05-15
Fixed
7.25000000
N
N
N
Y
N
AXA SA
AXA SA
USD
XXXX
N
N
N
QTS Realty Trust Inc
5493006PA4CJK4OG2J54
QTS Realty Trust Inc
74736A301
56955.00000000
NS
USD
7392189.45000000
1.534920091850
Long
EP
US
N
1
N
N
N
WESTERN DIGITAL CORP
549300QQXOOYEF89IC56
Western Digital Corp
958102AP0
11735000.00000000
PA
USD
11547240.00000000
2.397678090002
Long
DBT
CORP
US
N
2
2024-02-01
Fixed
1.50000000
N
N
N
N
N
Western Digital Corp
Western Digital Corp
USD
XXXX
N
N
N
Adient US LLC
213800SOTRCDGZUHL712
Adient US LLC
00688JAA5
2955000.00000000
PA
USD
3082437.33000000
0.640039736763
Long
DBT
CORP
US
N
2
2026-05-15
Fixed
7.00000000
N
N
N
N
N
N
CCF Holdings LLC
N/A
CCF Holdings LLC
12509JAA7
20515616.58000000
PA
USD
8665796.44000000
1.799372859368
Long
DBT
CORP
US
N
3
2023-12-15
Fixed
10.75000000
N
N
Y
N
N
N
HORIZON THERAPEUTICS USA
N/A
Horizon Therapeutics USA Inc
44055PAA4
2235000.00000000
PA
USD
2357925.00000000
0.489601420804
Long
DBT
CORP
US
N
2
2027-08-01
Fixed
5.50000000
N
N
N
N
N
N
AMG Capital Trust II
N/A
AMG Capital Trust II
00170F209
154835.00000000
NS
USD
7199827.50000000
1.494977903685
Long
EP
CORP
US
N
2
N
N
N
REORGANIZED SFXE PREFERRED STOCK 15
N/A
REORGANIZED SFXE PREFERRED STOCK 15
76025R309
76572.00000000
NS
USD
7657200.00000000
1.589947093051
Long
EP
CORP
US
N
3
N
N
N
Energizer Holdings Inc
5493000D6NN0V57UME20
Energizer Holdings Inc
29272W208
68465.00000000
NS
USD
6434340.70000000
1.336031616213
Long
EP
CORP
US
N
1
N
N
N
EVERBRIDGE INC
549300WCY0UMR64ATW81
Everbridge Inc
29978AAB0
1425000.00000000
PA
USD
1667735.75000000
0.346289976452
Long
DBT
CORP
US
N
2
2024-12-15
Fixed
0.13000000
N
N
N
N
Y
Everbridge Inc
Everbridge Inc
USD
XXXX
N
N
N
MGIC Investment Corp
254900S8483WM4M98R28
MGIC Investment Corp
552848AB9
7945000.00000000
PA
USD
10662467.44000000
2.213963212530
Long
DBT
CORP
US
N
2
2063-04-01
Fixed
9.00000000
N
N
N
N
N
MGIC Investment Corp
MGIC Investment Corp
USD
XXXX
N
N
N
BROADCOM INC
549300WV6GIDOZJTV909
Broadcom Inc
11135F200
16190.00000000
NS
USD
16742888.50000000
3.476506673439
Long
EP
CORP
US
N
1
N
N
N
WYNN LAS VEGAS LLC/CORP
N/A
Wynn Las Vegas LLC / Wynn Las Vegas Capital Corp
983130AV7
2975000.00000000
PA
USD
2926626.50000000
0.607687052202
Long
DBT
CORP
US
N
2
2025-03-01
Fixed
5.50000000
N
N
N
N
N
N
DaVita Inc
M2XHYMU3TZNEZURC6H66
DaVita Inc
23918KAQ1
4430000.00000000
PA
USD
4498288.45000000
0.934028188474
Long
DBT
CORP
US
N
2
2024-07-15
Fixed
5.13000000
N
N
N
N
N
N
Olin Corp
549300GKK294V7W57P06
Olin Corp
680665AK2
1550000.00000000
PA
USD
1496757.50000000
0.310787916748
Long
DBT
CORP
US
N
2
2030-02-01
Fixed
5.00000000
N
N
N
N
N
N
Prospect Capital Corp
549300FSD8T39P5Q0O47
Prospect Capital Corp
74348TAT9
9525000.00000000
PA
USD
10288672.49000000
2.136348132063
Long
DBT
CORP
US
N
2
2025-03-01
Fixed
6.38000000
N
N
N
N
N
Prospect Capital Corp
Prospect Capital Corp
USD
XXXX
N
N
N
TRIUMPH GROUP INC
5493007L6S47Q14SL582
Triumph Group Inc
896818AQ4
955000.00000000
PA
USD
993997.43000000
0.206394416278
Long
DBT
CORP
US
N
2
2024-09-15
Fixed
6.25000000
N
N
N
N
N
N
Patrick Industries Inc
549300FZ5ZTCCJ3Z5W14
Patrick Industries Inc
703343AB9
8820000.00000000
PA
USD
8485055.03000000
1.761843569363
Long
DBT
CORP
US
N
2
2023-02-01
Fixed
1.00000000
N
N
N
N
N
Patrick Industries Inc
Patrick Industries Inc
USD
XXXX
N
N
N
MACQUARIE INFRASTRUCTURE
529900IZSJ64GH477714
Macquarie Infrastructure Corp
55608BAB1
8825000.00000000
PA
USD
8472000.00000000
1.759132812559
Long
DBT
CORP
US
N
2
2023-10-01
Fixed
2.00000000
N
N
N
N
Y
Macquarie Infrastructure Corp
Macquarie Infrastructure Corp
USD
XXXX
N
N
N
TILRAY INC
549300Y4V60733TO1478
Tilray Inc
88688TAB6
9855000.00000000
PA
USD
5570699.29000000
1.156704427519
Long
DBT
CORP
US
N
2
2023-10-01
Fixed
5.00000000
N
N
N
N
Y
Tilray Inc
Tilray Inc
USD
XXXX
N
N
N
GO DADDY OPCO/FINCO
N/A
Go Daddy Operating Co LLC / GD Finance Co Inc
38016LAA3
2220000.00000000
PA
USD
2312907.00000000
0.480253847509
Long
DBT
CORP
US
N
2
2027-12-01
Fixed
5.25000000
N
N
N
N
N
N
HCA Inc
L3CJ6J7LJ2DX62FTXD46
HCA Inc
404121AD7
3550000.00000000
PA
USD
3929779.00000000
0.815982434491
Long
DBT
CORP
US
N
2
2022-02-15
Fixed
7.50000000
N
N
N
N
N
N
WELLS FARGO & COMPANY
PBLD0EJDB5FWOLXP3B76
Wells Fargo & Co
949746804
16980.00000000
NS
USD
25554900.00000000
5.306239744061
Long
EP
CORP
US
N
1
N
N
N
Carrizo Oil & Gas Inc
549300EFOWPEB0WLZW21
Callon Petroleum Co
144577AH6
1900000.00000000
PA
USD
1610269.00000000
0.334357534814
Long
DBT
CORP
US
N
2
2023-04-15
Fixed
6.25000000
N
N
N
N
N
N
FIXED INC CLEARING CORP.REPO
549300H47WTHXPU08X20
FIXED INC CLEARING CORP.REPO
000000000
16929000.00000000
PA
USD
16929000.00000000
3.515151013199
Long
RA
CORP
US
N
2
Repurchase
N
0.25000000
2020-03-02
15900000.00000000
USD
17272042.80000000
USD
UST
N
N
N
UNITED RENTALS NORTH AM
NGIZXNT70J2LYT3FBI09
United Rentals North America Inc
911365BD5
1655000.00000000
PA
USD
1709474.33000000
0.354956608372
Long
DBT
CORP
US
N
2
2025-07-15
Fixed
5.50000000
N
N
N
N
N
N
Pluralsight Inc
254900B3VHPCKNREOX50
Pluralsight Inc
72941BAA4
3665000.00000000
PA
USD
3295472.97000000
0.684274626349
Long
DBT
CORP
US
N
2
2024-03-01
Fixed
0.38000000
N
N
N
N
Y
Pluralsight Inc
Pluralsight Inc
USD
XXXX
N
N
N
TRANSDIGM INC
88Q84GB3X55CF5OC7582
TransDigm Inc
893647BJ5
3240000.00000000
PA
USD
3242106.00000000
0.673193466288
Long
DBT
CORP
US
N
2
2027-11-15
Fixed
5.50000000
N
N
N
N
N
N
XPO Logistics Inc
54930096DB9LCLPN7H13
XPO Logistics Inc
983793AD2
2688000.00000000
PA
USD
2691171.84000000
0.558797059487
Long
DBT
CORP
US
N
2
2022-06-15
Fixed
6.50000000
N
N
N
N
N
N
Tenet Healthcare Corp
0W9AIBT6U6ADJ2I8HK17
Tenet Healthcare Corp
88033GCX6
3075000.00000000
PA
USD
3224906.25000000
0.669622096530
Long
DBT
CORP
US
N
2
2027-02-01
Fixed
6.25000000
N
N
N
N
N
N
Tesla Inc
54930043XZGB27CTOV49
Tesla Inc
88160RAE1
4215000.00000000
PA
USD
4225495.35000000
0.877385212406
Long
DBT
CORP
US
N
2
2025-08-15
Fixed
5.30000000
N
N
N
N
N
N
COMMSCOPE TECH LLC
M4TWC4QDOKW45N7T6Y12
CommScope Technologies LLC
20337YAA5
4850000.00000000
PA
USD
4571125.00000000
0.949152027598
Long
DBT
CORP
US
N
2
2025-06-15
Fixed
6.00000000
N
N
N
N
N
N
Chegg Inc
549300AKX7O8JG0O3G77
Chegg Inc
163092AC3
1710000.00000000
PA
USD
1787805.00000000
0.371221250939
Long
DBT
CORP
US
N
2
2025-03-15
Fixed
0.13000000
N
N
N
N
Y
Chegg Inc
Chegg Inc
USD
XXXX
N
N
N
Cincinnati Bell Inc
549300JYVZOCUJOHL272
Cincinnati Bell Inc
171871AP1
1585000.00000000
PA
USD
1670177.90000000
0.346797066419
Long
DBT
CORP
US
N
2
2024-07-15
Fixed
7.00000000
N
N
N
N
N
N
NEXTERA ENERGY INC
N/A
NextEra Energy Inc
65339F796
107510.00000000
NS
USD
5449681.90000000
1.131576280489
Long
EP
CORP
US
N
1
N
N
N
PANTHER BF AGGREGATOR 2
N/A
Panther BF Aggregator 2 LP / Panther Finance Co Inc
69867DAC2
3010000.00000000
PA
USD
3068243.50000000
0.637092518622
Long
DBT
CORP
XX
N
2
2027-05-15
Fixed
8.50000000
N
N
N
N
N
N
UNITED RENTALS NORTH AM
NGIZXNT70J2LYT3FBI09
United Rentals North America Inc
911365BL7
2395000.00000000
PA
USD
2523970.75000000
0.524079292288
Long
DBT
CORP
US
N
2
2030-01-15
Fixed
5.25000000
N
N
N
N
N
N
ELANCO ANIMAL HEALTH INC
549300SHPNDCE059M934
Elanco Animal Health Inc
28414H202
50815.00000000
NS
USD
2594105.75000000
0.538642179423
Long
EP
CORP
US
N
1
N
N
N
VISHAY INTERTECHNOLOGY
5493009O8F3QQJTCQR75
Vishay Intertechnology Inc
928298AP3
8870000.00000000
PA
USD
8798153.00000000
1.826855480668
Long
DBT
CORP
US
N
2
2025-06-15
Fixed
2.25000000
N
N
N
N
N
Vishay Intertechnology Inc
Vishay Intertechnology Inc
USD
XXXX
N
N
N
Hudbay Minerals Inc
549300WI524AL577IX21
Hudbay Minerals Inc
443628AG7
1990000.00000000
PA
USD
1921175.85000000
0.398914480221
Long
DBT
CORP
CA
N
2
2025-01-15
Fixed
7.63000000
N
N
N
N
N
N
Chesapeake Energy Corp
X2MT1W32SPAZ9WSKLE78
Chesapeake Energy Corp
165167CY1
5970000.00000000
PA
USD
1712643.75000000
0.355614709259
Long
DBT
CORP
US
N
2
2026-09-15
Fixed
5.50000000
N
N
N
N
N
Chesapeake Energy Corp
Chesapeake Energy Corp
USD
XXXX
N
N
N
Tutor Perini Corp
549300FHXYVPW8LJ6D98
Tutor Perini Corp
901109AD0
5455000.00000000
PA
USD
5296530.83000000
1.099775870607
Long
DBT
CORP
US
N
2
2021-06-15
Fixed
2.88000000
N
N
N
N
Y
Tutor Perini Corp
Tutor Perini Corp
USD
XXXX
N
N
N
SELECT MEDICAL CORP
N/A
Select Medical Corp
816196AT6
2965000.00000000
PA
USD
3166872.03000000
0.657571824970
Long
DBT
CORP
US
N
2
2026-08-15
Fixed
6.25000000
N
N
N
N
N
N
CenturyLink Inc
8M3THTGWLTYZVE6BBY25
CenturyLink Inc
156700BA3
2265000.00000000
PA
USD
2543402.48000000
0.528114112147
Long
DBT
CORP
US
N
2
2024-04-01
Fixed
7.50000000
N
N
N
N
N
N
HARLAND CLARKE HOLDINGS
549300J73P7FL8TVF308
Vericast Corp
412690AE9
4405000.00000000
PA
USD
4416012.50000000
0.916944344832
Long
DBT
CORP
US
N
2
2021-03-01
Fixed
9.25000000
N
N
N
N
N
N
Tutor Perini Corp
549300FHXYVPW8LJ6D98
Tutor Perini Corp
901109AF5
5100000.00000000
PA
USD
4921500.00000000
1.021904171035
Long
DBT
CORP
US
N
2
2025-05-01
Fixed
6.88000000
N
N
N
N
N
N
Verastem Inc
549300IY0EFBIU8NQC81
Verastem Inc
92337CAA2
1785000.00000000
PA
USD
1367080.04000000
0.283861585901
Long
DBT
CORP
US
N
2
2048-11-01
Fixed
5.00000000
N
N
N
N
N
Verastem Inc
Verastem Inc
USD
XXXX
N
N
N
FREEPORT-MCMORAN INC
549300IRDTHJQ1PVET45
Freeport-McMoRan Inc
35671DCD5
2265000.00000000
PA
USD
2292972.75000000
0.476114683997
Long
DBT
CORP
US
N
2
2029-09-01
Fixed
5.25000000
N
N
N
N
N
N
LiveStyle Inc
N/A
LiveStyle Inc
784178AF2
4671000.00000000
PA
USD
4.67000000
0.000000969682
Long
DBT
CORP
US
Y
3
2019-02-01
Fixed
9.63000000
Y
N
N
N
N
N
GOODYEAR TIRE & RUBBER
5493002BI0S2ZQUY3437
Goodyear Tire & Rubber Co/The
382550BF7
1730000.00000000
PA
USD
1705174.50000000
0.354063788254
Long
DBT
CORP
US
N
2
2026-05-31
Fixed
5.00000000
N
N
N
N
N
N
READY CAPITAL CORP
549300MYWGZUG7ZUYO87
Ready Capital Corp
75574U200
410065.00000000
NS
USD
10509965.95000000
2.182297681956
Long
EP
US
N
1
N
N
N
Terex Corp
YAWJZJYEQ7M1SYMOS462
Terex Corp
880779AZ6
3645000.00000000
PA
USD
3704231.25000000
0.769149520441
Long
DBT
CORP
US
N
2
2025-02-01
Fixed
5.63000000
N
N
N
N
N
N
DCP MIDSTREAM OPERATING
549300Y6CTBSE0QIPL28
DCP Midstream Operating LP
23311VAH0
1665000.00000000
PA
USD
1638942.75000000
0.340311375050
Long
DBT
CORP
US
N
2
2029-05-15
Fixed
5.13000000
N
N
N
N
N
N
MGM RESORTS INTL
54930066VBP7DZEGGJ87
MGM Resorts International
552953CF6
1720000.00000000
PA
USD
1860266.00000000
0.386267110562
Long
DBT
CORP
US
N
2
2027-04-15
Fixed
5.50000000
N
N
N
N
N
N
Assurant Inc
H3F39CAXWQRVWURFXL38
Assurant Inc
04621X207
147270.00000000
NS
USD
17698172.25000000
3.674862550438
Long
EP
CORP
US
N
1
N
N
N
2020-03-26
AllianzGI Convertible & Income Fund
Scott Whisten
Scott Whisten
Treasurer