0001752724-20-207160.txt : 20201015
0001752724-20-207160.hdr.sgml : 20201015
20201015124652
ACCESSION NUMBER: 0001752724-20-207160
CONFORMED SUBMISSION TYPE: NPORT-P
PUBLIC DOCUMENT COUNT: 1
CONFORMED PERIOD OF REPORT: 20200831
FILED AS OF DATE: 20201015
PERIOD START: 20210228
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: 201241043
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
2021-02-28
2020-08-31
N
847935107.30
357511298.38
490423808.92
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
871.88000000
USD
N
ZSCALER INC.
529900MZ0RTK1BWRNF46
Zscaler Inc
98980GAA0
2455000.00000000
PA
USD
2967357.35000000
0.605059806646
Long
DBT
CORP
US
N
2
2025-07-01
Fixed
0.13000000
N
N
N
N
Y
Zscaler Inc
Zscaler Inc
USD
XXXX
N
N
N
AMERICAN AIRLINES GROUP
N/A
American Airlines Group Inc
02376RAF9
2460000.00000000
PA
USD
2381466.37000000
0.485593547190
Long
DBT
CORP
US
N
2
2025-07-01
Fixed
6.50000000
N
N
N
N
Y
American Airlines Group Inc
American Airlines Group Inc
USD
XXXX
N
N
N
HERC HOLDINGS INC
549300TP80QLITMSBP82
Herc Holdings Inc
42704LAA2
2170000.00000000
PA
USD
2278500.00000000
0.464598161540
Long
DBT
CORP
US
N
2
2027-07-15
Fixed
5.50000000
N
N
N
N
N
N
Navient Corp
54930067J0ZNOEBRW338
Navient Corp
63938CAJ7
2365000.00000000
PA
USD
2464034.38000000
0.502429599701
Long
DBT
CORP
US
N
2
2026-06-15
Fixed
6.75000000
N
N
N
N
N
N
DISH DBS Corp
N/A
DISH DBS Corp
25470XAW5
2750000.00000000
PA
USD
2910703.13000000
0.593507712525
Long
DBT
CORP
US
N
2
2024-11-15
Fixed
5.88000000
N
N
N
N
N
N
SS&C Technologies Inc
549300KY09TR3J12JU49
SS&C Technologies Inc
78466CAC0
2310000.00000000
PA
USD
2477128.50000000
0.505099559798
Long
DBT
CORP
US
N
2
2027-09-30
Fixed
5.50000000
N
N
N
N
N
N
WPX Energy Inc
ZXZE9GCS2BB547GJW219
WPX Energy Inc
98212BAH6
765000.00000000
PA
USD
782461.13000000
0.159547949297
Long
DBT
CORP
US
N
2
2026-06-01
Fixed
5.75000000
N
N
N
N
N
N
ON Semiconductor Corp
ZV20P4CNJVT8V1ZGJ064
ON Semiconductor Corp
682189AK1
1595000.00000000
PA
USD
1906195.43000000
0.388683297044
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
Laureate Education Inc
5JL7TMOH5TY3IUYSUP91
Laureate Education Inc
518613AJ3
4365000.00000000
PA
USD
4654421.33000000
0.949061045843
Long
DBT
CORP
US
N
2
2025-05-01
Fixed
8.25000000
N
N
N
N
N
N
CINEMARK HOLDINGS INC
549300LL2QMPTYIE0K55
Cinemark Holdings Inc
17243VAA0
1440000.00000000
PA
USD
1854934.56000000
0.378230935419
Long
DBT
CORP
US
N
2
2025-08-15
Fixed
4.50000000
N
N
N
N
Y
Cinemark Holdings Inc
Cinemark Holdings Inc
USD
XXXX
N
N
N
Tesla Inc
54930043XZGB27CTOV49
Tesla Inc
88160RAG6
2845000.00000000
PA
USD
22820598.50000000
4.653240337220
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
SQUARE INC
549300OHIIUWSTIZME52
Square Inc
852234AE3
3920000.00000000
PA
USD
5971832.51000000
1.217688130425
Long
DBT
CORP
US
N
2
2025-03-01
Fixed
0.13000000
N
N
N
N
Y
Square Inc
Square Inc
USD
XXXX
N
N
N
FREEPORT-MCMORAN INC
549300IRDTHJQ1PVET45
Freeport-McMoRan Inc
35671DCD5
2265000.00000000
PA
USD
2484002.85000000
0.506501276002
Long
DBT
CORP
US
N
2
2029-09-01
Fixed
5.25000000
N
N
N
N
N
N
HUGHES SATELLITE SYSTEMS
N/A
Hughes Satellite Systems Corp
444454AA0
4250000.00000000
PA
USD
4414687.50000000
0.900178054104
Long
DBT
CORP
US
N
2
2021-06-15
Fixed
7.63000000
N
N
N
N
N
N
Bausch Health Cos Inc
B3BS7ACMDUWISF18KY76
Bausch Health Cos Inc
071734AF4
2140000.00000000
PA
USD
2352255.90000000
0.479637378368
Long
DBT
CORP
CA
N
2
2029-05-30
Fixed
7.25000000
N
N
N
N
N
N
CenturyLink Inc
8M3THTGWLTYZVE6BBY25
CenturyLink Inc
156700BA3
2265000.00000000
PA
USD
2570775.00000000
0.524194574823
Long
DBT
CORP
US
N
2
2024-04-01
Fixed
7.50000000
N
N
N
N
N
N
RACKSPACE HOSTIN
549300QTYCKLMFSE8I97
Rackspace Hosting Inc
45332JAA0
3265000.00000000
PA
USD
3440265.20000000
0.701488210284
Long
DBT
CORP
US
N
2
2024-11-15
Fixed
8.63000000
N
N
N
N
N
N
NCL CORPORATION LTD
UNZWILHE4KMRP9K2L524
NCL Corp Ltd
62886HAW1
2850000.00000000
PA
USD
3295969.57000000
0.672065570645
Long
DBT
CORP
BM
N
2
2025-08-01
Fixed
5.38000000
N
N
N
N
N
Norwegian Cruise Line Holdings Ltd
Norwegian Cruise Line Holdings Ltd
USD
XXXX
N
N
N
OSI Systems Inc
DDX3MPX1Y8YD30050X33
OSI Systems Inc
671044AD7
2375000.00000000
PA
USD
2392812.50000000
0.487907082910
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
READY CAPITAL CORP
549300MYWGZUG7ZUYO87
Ready Capital Corp
75574U200
364515.00000000
NS
USD
8635360.35000000
1.760795498288
Long
EP
US
N
1
N
N
N
Danaher Corp
S4BKK9OTCEWQ3YHPFM11
Danaher Corp
235851300
8695.00000000
NS
USD
12449587.95000000
2.538536613345
Long
EP
CORP
US
N
1
N
N
N
NAVISTAR INTL CORP
WNDD3CRVXJGC8I7GX671
Navistar International Corp
63934EAT5
2345000.00000000
PA
USD
2399650.23000000
0.489301332103
Long
DBT
CORP
US
N
2
2025-11-01
Fixed
6.63000000
N
N
N
N
N
N
IQVIA Inc
549300PLWY28YB00C717
IQVIA Inc
46266TAA6
1065000.00000000
PA
USD
1123117.05000000
0.229009487217
Long
DBT
CORP
US
N
2
2027-05-15
Fixed
5.00000000
N
N
N
N
N
N
ServiceNow Inc
549300HJTQM36M0E1G39
ServiceNow Inc
81762PAC6
570000.00000000
PA
USD
2037827.82000000
0.415523835290
Long
DBT
CORP
US
N
2
2022-06-01
None
0.00000000
N
N
N
N
Y
ServiceNow Inc
ServiceNow Inc
USD
XXXX
N
N
N
ONEMAIN FINANCE CORP
5493008I795YYBFWFU90
OneMain Finance Corp
85172FAQ2
1260000.00000000
PA
USD
1440432.00000000
0.293711678307
Long
DBT
CORP
US
N
2
2028-01-15
Fixed
6.63000000
N
N
N
N
N
N
HUGHES SATELLITE SYSTEMS
N/A
Hughes Satellite Systems Corp
444454AF9
1460000.00000000
PA
USD
1658647.60000000
0.338206989512
Long
DBT
CORP
US
N
2
2026-08-01
Fixed
6.63000000
N
N
N
N
N
N
NCL CORPORATION LTD
UNZWILHE4KMRP9K2L524
NCL Corp Ltd
62886HAS0
920000.00000000
PA
USD
1334274.10000000
0.272065522866
Long
DBT
CORP
BM
N
2
2024-05-15
Fixed
6.00000000
N
N
N
N
N
Norwegian Cruise Line Holdings Ltd
Norwegian Cruise Line Holdings Ltd
USD
XXXX
N
N
N
Terex Corp
YAWJZJYEQ7M1SYMOS462
Terex Corp
880779AZ6
3645000.00000000
PA
USD
3699419.85000000
0.754331209601
Long
DBT
CORP
US
N
2
2025-02-01
Fixed
5.63000000
N
N
N
N
N
N
FORD MOTOR COMPANY
20S05OYHG0MQM4VUIC57
Ford Motor Co
345370CX6
2205000.00000000
PA
USD
2893797.90000000
0.590060647009
Long
DBT
CORP
US
N
2
2030-04-22
Fixed
9.63000000
N
N
N
N
N
N
I3 VERTICALS LLC
549300VET627YPCK1T69
i3 Verticals LLC
44933TAA4
2435000.00000000
PA
USD
2205196.88000000
0.449651268941
Long
DBT
CORP
US
N
2
2025-02-15
Fixed
1.00000000
N
N
N
N
Y
I3 Verticals Inc
I3 Verticals Inc
USD
XXXX
N
N
N
RLJ Lodging Trust
N/A
RLJ Lodging Trust
74965L200
631070.00000000
NS
USD
15265583.30000000
3.112732910259
Long
EP
US
N
1
N
N
N
NEXTERA ENERGY INC
N/A
NextEra Energy Inc
65339F796
107510.00000000
NS
USD
5891548.00000000
1.201317695601
Long
EP
CORP
US
N
1
N
N
N
INTERNATIONAL GAME TECH
549300UQ6KHRCZDRGZ76
International Game Technology PLC
460599AD5
2890000.00000000
PA
USD
3173263.35000000
0.647045125518
Long
DBT
CORP
GB
N
2
2027-01-15
Fixed
6.25000000
N
N
N
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
0.000000397615
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
SELECT MEDICAL CORP
N/A
Select Medical Corp
816196AT6
1640000.00000000
PA
USD
1764328.40000000
0.359755861748
Long
DBT
CORP
US
N
2
2026-08-15
Fixed
6.25000000
N
N
N
N
N
N
ROYAL CARIBBEAN CRUISES
K2NEH8QNVW44JIWK7Z55
Royal Caribbean Cruises Ltd
780153BA9
1710000.00000000
PA
USD
2084950.88000000
0.425132475642
Long
DBT
CORP
LR
N
2
2023-06-15
Fixed
4.25000000
N
N
N
N
Y
Royal Caribbean Cruises Ltd
Royal Caribbean Cruises Ltd
USD
XXXX
N
N
N
CLARIOS GLOBAL LP/US FIN
N/A
Clarios Global LP / Clarios US Finance Co
69867DAC2
3010000.00000000
PA
USD
3200946.88000000
0.652689943224
Long
DBT
CORP
XX
N
2
2027-05-15
Fixed
8.50000000
N
N
N
N
N
N
PERFORMANCE FOOD GROUP I
549300OMUOGBYK0FFO76
Performance Food Group Inc
69346VAA7
2875000.00000000
PA
USD
3002448.75000000
0.612215128097
Long
DBT
CORP
US
N
2
2027-10-15
Fixed
5.50000000
N
N
N
N
N
N
SCIENTIFIC GAMES INTERNA
RLTHESQ0RNFQJWPBJN60
Scientific Games International Inc
80874YBA7
2080000.00000000
PA
USD
2146216.80000000
0.437624919704
Long
DBT
CORP
US
N
2
2026-03-15
Fixed
8.25000000
N
N
N
N
N
N
AMERICAN AXLE & MFG INC
RY5TAKFOBLDUGX31MS24
American Axle & Manufacturing Inc
02406PAR1
2145000.00000000
PA
USD
2216760.98000000
0.452009249893
Long
DBT
CORP
US
N
2
2025-04-01
Fixed
6.25000000
N
N
N
N
N
N
Tenet Healthcare Corp
0W9AIBT6U6ADJ2I8HK17
Tenet Healthcare Corp
88033GCX6
2860000.00000000
PA
USD
3006989.70000000
0.613141051740
Long
DBT
CORP
US
N
2
2027-02-01
Fixed
6.25000000
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
2162181.60000000
0.440880226586
Long
DBT
CORP
US
N
2
2026-04-15
Fixed
7.50000000
N
N
N
N
N
N
DISH Network Corp
529900U350CWHH15G169
DISH Network Corp
25470MAB5
1710000.00000000
PA
USD
1690803.54000000
0.344763755194
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
Workday Inc
549300J0DYC0N31V7G13
Workday Inc
98138HAF8
1850000.00000000
PA
USD
3115030.00000000
0.635171038465
Long
DBT
CORP
US
N
2
2022-10-01
Fixed
0.25000000
N
N
N
N
Y
Workday Inc
Workday Inc
USD
XXXX
N
N
N
TARGA RESOURCES PARTNERS
N/A
Targa Resources Partners LP / Targa Resources Partners Finance Corp
87612BBL5
980000.00000000
PA
USD
1060850.00000000
0.216312907470
Long
DBT
CORP
US
N
2
2027-07-15
Fixed
6.50000000
N
N
N
N
N
N
AMC ENTERTAINMENT HLDGS
549300ZO77UNR6NRBR11
AMC Entertainment Holdings Inc
00165CAD6
4990000.00000000
PA
USD
1534425.00000000
0.312877346509
Long
DBT
CORP
US
N
2
2027-05-15
Fixed
6.13000000
N
N
N
N
N
N
EQT CORP
4NT01YGM4X7ZX86ISY52
EQT Corp
26884LAG4
1275000.00000000
PA
USD
1539307.50000000
0.313872913998
Long
DBT
CORP
US
N
2
2030-02-01
Fixed
7.00000000
N
N
N
N
N
N
Kennedy-Wilson Inc
5EA4464UK7FM5QNNKL62
Kennedy-Wilson Inc
489399AG0
3960000.00000000
PA
USD
4013182.80000000
0.818309129166
Long
DBT
CORP
US
N
2
2024-04-01
Fixed
5.88000000
N
N
N
N
N
N
SMART GLOBAL HOLDINGS IN
529900RDGHQY8XKXPN14
SMART Global Holdings Inc
83205YAA2
2450000.00000000
PA
USD
2203530.00000000
0.449311383322
Long
DBT
CORP
KY
N
2
2026-02-15
Fixed
2.25000000
N
N
N
N
Y
SMART Global Holdings Inc
SMART Global Holdings Inc
USD
XXXX
N
N
N
FORD MOTOR COMPANY
20S05OYHG0MQM4VUIC57
Ford Motor Co
345370CW8
2545000.00000000
PA
USD
2981594.75000000
0.607962887561
Long
DBT
CORP
US
N
2
2025-04-22
Fixed
9.00000000
N
N
N
N
N
N
REORGANIZED 16 10238 HOLDCO COMMON STOCK
549300I3BD3ESY1T3I50
REORGANIZED 16 10238 HOLDCO COMMON STOCK
76025R101
90407.00000000
NS
USD
9.04000000
0.000001843303
Long
EC
CORP
US
N
3
N
N
N
Energizer Holdings Inc
5493000D6NN0V57UME20
Energizer Holdings Inc
29272WAB5
3665000.00000000
PA
USD
4022337.50000000
0.820175820757
Long
DBT
CORP
US
N
2
2027-01-15
Fixed
7.75000000
N
N
N
N
N
N
LIBERTY MEDIA CORP
549300ZKUTPIBZLWLL89
Liberty Media Corp
531229AJ1
4840000.00000000
PA
USD
4797367.44000000
0.978208511239
Long
DBT
CORP
US
N
2
2049-12-01
Fixed
2.75000000
N
N
N
N
Y
Sirius XM Holdings Inc
Sirius XM Holdings Inc
USD
XXXX
N
N
N
Erickson Inc
54930048K1C8M9G3EI51
Erickson Inc
29482Y200
8295.00000000
NS
USD
134544.90000000
0.027434414388
Long
EC
CORP
US
N
3
N
N
N
MATCH GROUP FINANCECO 2
549300IPGK4BWL134U96
Match Group Financeco 2 Inc
44932FAA5
2155000.00000000
PA
USD
3127771.96000000
0.637769191281
Long
DBT
CORP
US
N
2
2026-06-15
Fixed
0.88000000
N
N
N
N
N
Match Group Inc
Match Group Inc
USD
XXXX
N
N
N
Teekay Corp
YHKQM2RIPKZYOZ6RVZ46
Teekay Corp
87900YAE3
4725000.00000000
PA
USD
3835981.61000000
0.782176872376
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
REORGANIZED SFXE PREFERRED STOCK 15
N/A
REORGANIZED SFXE PREFERRED STOCK 15
76025R309
76572.00000000
NS
USD
6667124.04000000
1.359461738752
Long
EP
CORP
US
N
3
N
N
N
WESTERN DIGITAL CORP
549300QQXOOYEF89IC56
Western Digital Corp
958102AP0
11735000.00000000
PA
USD
11361182.16000000
2.316604935029
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
MGIC Investment Corp
254900S8483WM4M98R28
MGIC Investment Corp
552848AB9
7945000.00000000
PA
USD
10010700.00000000
2.041234503285
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
SFX Entertainment Inc
N/A
SFX ENTERTAINMENT INC SERIES B
000000000
6750.00000000
NS
USD
67.50000000
0.000013763605
Long
EP
CORP
US
N
3
N
N
N
PG&E CORP
8YQ2GSDWYZXO2EDN3511
PG&E Corp
69331C140
29915.00000000
NS
USD
2897566.90000000
0.590829165978
Long
EP
CORP
US
N
1
N
N
N
Constellium SE
724500KRJEMC79KAAU28
Constellium SE
210383AF2
2110000.00000000
PA
USD
2178364.00000000
0.444179903254
Long
DBT
CORP
FR
N
2
2025-03-01
Fixed
6.63000000
N
N
N
N
N
N
CONTINENTAL RESOURCES
XXRTID9RYWOZ0UPIVR53
Continental Resources Inc/OK
212015AS0
905000.00000000
PA
USD
870419.95000000
0.177483216387
Long
DBT
CORP
US
N
2
2028-01-15
Fixed
4.38000000
N
N
N
N
N
N
FORTRESS TRANS & INFRAST
529900E7PUVK6BC8PE80
Fortress Transportation and Infrastructure Investors LLC
34960PAC5
1500000.00000000
PA
USD
1605030.00000000
0.327274078217
Long
DBT
CORP
US
N
2
2027-08-01
Fixed
9.75000000
N
N
N
N
N
N
STARS GRP HLDS/STARS GRP
N/A
Stars Group Holdings BV / Stars Group US Co-Borrower LLC
85572NAA6
1865000.00000000
PA
USD
1991586.88000000
0.406095063856
Long
DBT
CORP
NL
N
2
2026-07-15
Fixed
7.00000000
N
N
N
N
N
N
JP MORGAN CHASE BANK NA
7H6GLXDRUGQFU57RNE97
JPMorgan Chase Bank NA
48128DAC1
4270000.00000000
PA
USD
5414893.75000000
1.104125381254
Long
DBT
CORP
US
N
2
2023-01-01
Fixed
0.13000000
N
N
N
N
N
Alibaba Group Holding Ltd
Alibaba Group Holding Ltd
USD
XXXX
N
N
N
SOUTHWEST AIRLINES CO
UDTZ87G0STFETI6HGH41
Southwest Airlines Co
844741BG2
4140000.00000000
PA
USD
5515788.24000000
1.124698299649
Long
DBT
CORP
US
N
2
2025-05-01
Fixed
1.25000000
N
N
N
N
Y
Southwest Airlines Co
Southwest Airlines Co
USD
XXXX
N
N
N
NATIONAL CINEMEDIA LLC
7LJEQIVQVLNGS4X6T547
National CineMedia LLC
63530QAJ8
915000.00000000
PA
USD
743835.53000000
0.151671985835
Long
DBT
CORP
US
N
2
2028-04-15
Fixed
5.88000000
N
N
N
N
N
N
HORIZON THERAPEUTICS USA
N/A
Horizon Therapeutics USA Inc
44055PAA4
2235000.00000000
PA
USD
2437491.00000000
0.497017264591
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
6922331.13000000
1.411499809775
Long
EP
CORP
US
N
2
N
N
N
Berry Global Inc
549300AP2Q7ERHX6RI89
Berry Global Inc
085770AB1
2195000.00000000
PA
USD
2328137.73000000
0.474719556362
Long
DBT
CORP
US
N
2
2027-07-15
Fixed
5.63000000
N
N
N
N
N
N
NEXSTAR BROADCASTING INC
5493006PK6I4I2OOT688
Nexstar Broadcasting Inc
65343HAA9
2120000.00000000
PA
USD
2239917.80000000
0.456731047567
Long
DBT
CORP
US
N
2
2027-07-15
Fixed
5.63000000
N
N
N
N
N
N
VISHAY INTERTECHNOLOGY
5493009O8F3QQJTCQR75
Vishay Intertechnology Inc
928298AP3
8870000.00000000
PA
USD
8671959.51000000
1.768258259952
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
WAYFAIR INC
54930027N9ZAVYFDHK53
Wayfair Inc
94419LAL5
7580000.00000000
PA
USD
7817434.33000000
1.594016070960
Long
DBT
CORP
US
N
2
2025-10-01
Fixed
0.63000000
N
N
N
N
N
Wayfair Inc
Wayfair Inc
USD
XXXX
N
N
N
PICASSO FINANCE SUB INC
N/A
Picasso Finance Sub Inc
71953LAA9
1480000.00000000
PA
USD
1585746.00000000
0.323341968957
Long
DBT
CORP
US
N
2
2025-06-15
Fixed
6.13000000
N
N
N
N
N
N
COLT MERGER SUB INC
N/A
Colt Merger Sub Inc
28470RAH5
2065000.00000000
PA
USD
2188290.83000000
0.446204036223
Long
DBT
CORP
US
N
2
2025-07-01
Fixed
6.25000000
N
N
N
N
N
N
SEA LTD
529900OM6JLLW44YKI15
Sea Ltd
81141RAE0
1085000.00000000
PA
USD
2023510.73000000
0.412604505163
Long
DBT
CORP
KY
N
2
2025-12-01
Fixed
2.38000000
N
N
N
N
Y
Sea Ltd
Sea Ltd
USD
XXXX
N
N
N
H&E EQUIPMENT SERVICES
N/A
H&E Equipment Services Inc
404030AH1
5380000.00000000
PA
USD
5588475.00000000
1.139519513195
Long
DBT
CORP
US
N
2
2025-09-01
Fixed
5.63000000
N
N
N
N
N
N
Hudbay Minerals Inc
549300WI524AL577IX21
Hudbay Minerals Inc
443628AG7
1990000.00000000
PA
USD
2068485.60000000
0.421775118250
Long
DBT
CORP
CA
N
2
2025-01-15
Fixed
7.63000000
N
N
N
N
N
N
DANAHER CORP
S4BKK9OTCEWQ3YHPFM11
Danaher Corp
235851409
855.00000000
NS
USD
1047554.55000000
0.213601895125
Long
EP
CORP
US
N
1
N
N
N
PLURALSIGHT INC
254900B3VHPCKNREOX50
Pluralsight Inc
72941BAB2
3665000.00000000
PA
USD
3335959.45000000
0.680219717991
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
LOGAN MERGER SUB INC
N/A
Logan Merger Sub Inc
541056AA5
1590000.00000000
PA
USD
1640681.25000000
0.334543556034
Long
DBT
CORP
US
N
2
2027-09-01
Fixed
5.50000000
N
N
N
N
N
N
PEGASYSTEMS INC
549300FMCOKPL06FYN26
Pegasystems Inc
705573AA1
1420000.00000000
PA
USD
1688022.16000000
0.344196617149
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
JOSEPH T RYERSON & SON I
54930086XMNNXPXPWJ34
Joseph T Ryerson & Son Inc
48088LAB3
1075000.00000000
PA
USD
1177125.00000000
0.240021992935
Long
DBT
CORP
US
N
2
2028-08-01
Fixed
8.50000000
N
N
N
N
N
N
INSULET CORPORATION
549300TZTYD2PYN92D43
Insulet Corp
45784PAJ0
3265000.00000000
PA
USD
3972848.15000000
0.810084681400
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
Tronox Inc
549300EPZ4YXC7E5P181
Tronox Inc
897051AA6
4690000.00000000
PA
USD
4837906.37000000
0.986474612775
Long
DBT
CORP
US
N
2
2026-04-15
Fixed
6.50000000
N
N
N
N
N
N
Olin Corp
549300GKK294V7W57P06
Olin Corp
680665AK2
1550000.00000000
PA
USD
1499338.25000000
0.305722973218
Long
DBT
CORP
US
N
2
2030-02-01
Fixed
5.00000000
N
N
N
N
N
N
PBF HOLDING CO LLC
N/A
PBF Holding Co LLC / PBF Finance Corp
69318FAH1
2495000.00000000
PA
USD
2108586.88000000
0.429951980643
Long
DBT
CORP
US
N
2
2028-02-15
Fixed
6.00000000
N
N
N
N
N
N
Cincinnati Bell Inc
549300JYVZOCUJOHL272
Cincinnati Bell Inc
171871AP1
1585000.00000000
PA
USD
1643431.03000000
0.335104250672
Long
DBT
CORP
US
N
2
2024-07-15
Fixed
7.00000000
N
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
531323.00000000
0.108339560668
Long
EP
CORP
US
N
3
N
N
N
ROYAL CARIBBEAN CRUISES
K2NEH8QNVW44JIWK7Z55
Royal Caribbean Cruises Ltd
780153AZ5
1450000.00000000
PA
USD
1682538.47000000
0.343078463850
Long
DBT
CORP
LR
N
2
2025-06-01
Fixed
11.50000000
N
N
N
N
N
N
Liberty Media Corp
549300ZKUTPIBZLWLL89
Liberty Media Corp
531229AB8
2345000.00000000
PA
USD
2715254.44000000
0.553654694289
Long
DBT
CORP
US
N
2
2023-10-15
Fixed
1.38000000
N
N
N
N
Y
Liberty Media Corp-Liberty Braves
Liberty Media Corp-Liberty Braves
USD
XXXX
N
N
N
Assurant Inc
H3F39CAXWQRVWURFXL38
Assurant Inc
04621X207
44765.00000000
NS
USD
5265259.30000000
1.073614128073
Long
EP
CORP
US
N
1
N
N
N
NEXTERA ENERGY INC
N/A
NextEra Energy Inc
65339F770
86730.00000000
NS
USD
4129215.30000000
0.841968767603
Long
EP
CORP
US
N
1
N
N
N
Gray Television Inc
529900TM5726KDN7UU35
Gray Television Inc
389375AJ5
3740000.00000000
PA
USD
3887730.00000000
0.792728641898
Long
DBT
CORP
US
N
2
2026-07-15
Fixed
5.88000000
N
N
N
N
N
N
DATADOG INC
549300F6JNO0KRPO1K63
Datadog Inc
23804LAA1
1995000.00000000
PA
USD
2387500.95000000
0.486824029864
Long
DBT
CORP
US
N
2
2025-06-15
Fixed
0.13000000
N
N
N
N
Y
Datadog Inc
Datadog Inc
USD
XXXX
N
N
N
DELL INT LLC / EMC CORP
N/A
Dell International LLC / EMC Corp
25272KAW3
1405000.00000000
PA
USD
1460202.45000000
0.297742977286
Long
DBT
CORP
US
N
2
2024-06-15
Fixed
7.13000000
N
N
N
N
N
N
BOSTON SCIENTIFIC CORP
Y6ZDD9FP4P8JSSJMW954
Boston Scientific Corp
101137206
71510.00000000
NS
USD
8356658.60000000
1.703966742235
Long
EP
CORP
US
N
1
N
N
N
BROADCOM INC
549300WV6GIDOZJTV909
Broadcom Inc
11135F200
16190.00000000
NS
USD
19916938.00000000
4.061168654079
Long
EP
CORP
US
N
1
N
N
N
SOUTHERN CO
549300FC3G3YU2FBZD92
Southern Co/The
842587602
91925.00000000
NS
USD
4136625.00000000
0.843479644495
Long
EP
CORP
US
N
1
N
N
N
CENVEO CORP
549300Q5ZSKHLXJ0YR63
Cenveo Corp
1567ESCM0
8050000.00000000
PA
USD
147556.50000000
0.030087548221
Long
DBT
CORP
US
N
3
2024-05-15
Fixed
6.00000000
Y
N
N
N
N
N
EXACT SCIENCES CORP
549300VM3X1FYD4N9Z14
Exact Sciences Corp
30063PAC9
5125000.00000000
PA
USD
4747540.88000000
0.968048612985
Long
DBT
CORP
US
N
2
2028-03-01
Fixed
0.38000000
N
N
N
N
Y
Exact Sciences Corp
Exact Sciences Corp
USD
XXXX
N
N
N
UNITED RENTALS NORTH AM
NGIZXNT70J2LYT3FBI09
United Rentals North America Inc
911365BL7
2395000.00000000
PA
USD
2664365.65000000
0.543278201738
Long
DBT
CORP
US
N
2
2030-01-15
Fixed
5.25000000
N
N
N
N
N
N
NATERA INC
N/A
Natera Inc
632307AA2
2435000.00000000
PA
USD
4521978.43000000
0.922055240335
Long
DBT
CORP
US
N
2
2027-05-01
Fixed
2.25000000
N
N
N
N
Y
Natera Inc
Natera Inc
USD
XXXX
N
N
N
BOOKING HOLDINGS INC
FXM8FAOHMYDIPD38UZ17
Booking Holdings Inc
09857LAM0
1565000.00000000
PA
USD
2128400.00000000
0.433991980260
Long
DBT
CORP
US
N
2
2025-05-01
Fixed
0.75000000
N
N
N
N
N
Booking Holdings Inc
Booking Holdings Inc
USD
XXXX
N
N
N
TRIUMPH GROUP INC
5493007L6S47Q14SL582
Triumph Group Inc
896818AS0
625000.00000000
PA
USD
661328.13000000
0.134848292022
Long
DBT
CORP
US
N
2
2024-06-01
Fixed
8.88000000
N
N
N
N
N
N
ALCOA NEDERLAND HOLDING
5493000UL1QLQLT1VQ42
Alcoa Nederland Holding BV
013822AA9
1420000.00000000
PA
USD
1471482.10000000
0.300042957384
Long
DBT
CORP
NL
N
2
2024-09-30
Fixed
6.75000000
N
N
N
N
N
N
WAYFAIR INC
54930027N9ZAVYFDHK53
Wayfair Inc
94419LAF8
295000.00000000
PA
USD
615075.00000000
0.125417034983
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
FORD MOTOR CREDIT CO LLC
UDSQCVRUX5BONN0VY111
Ford Motor Credit Co LLC
345397A60
735000.00000000
PA
USD
772770.84000000
0.157572048082
Long
DBT
CORP
US
N
2
2025-06-16
Fixed
5.13000000
N
N
N
N
N
N
CHEGG INC
549300AKX7O8JG0O3G77
Chegg Inc
163092AE9
3900000.00000000
PA
USD
3983568.97000000
0.812270713114
Long
DBT
CORP
US
N
2
2026-09-01
None
0.00000000
N
N
N
N
Y
Chegg Inc
Chegg Inc
USD
XXXX
N
N
N
TRANSOCEAN INC
DOL4HJ22ADYSIWES4H94
Transocean Inc
893830BL2
570000.00000000
PA
USD
177412.50000000
0.036175344013
Long
DBT
CORP
KY
N
2
2027-02-01
Fixed
8.00000000
N
N
N
N
N
N
VIRGIN MEDIA SECURED FIN
213800X3RLP4NOTPY579
Virgin Media Secured Finance PLC
92769XAP0
1495000.00000000
PA
USD
1618845.80000000
0.330091192669
Long
DBT
CORP
GB
N
2
2029-05-15
Fixed
5.50000000
N
N
N
N
N
N
NAVIENT CORP
54930067J0ZNOEBRW338
Navient Corp
63938CAK4
2435000.00000000
PA
USD
2355229.40000000
0.480243690694
Long
DBT
CORP
US
N
2
2027-03-15
Fixed
5.00000000
N
N
N
N
N
N
LiveStyle Inc
N/A
LiveStyle Inc
784178AF2
4671000.00000000
PA
USD
4.67000000
0.000000952237
Long
DBT
CORP
US
Y
3
2019-02-01
None
0.00000000
Y
N
N
N
N
N
BOFA FINANCE LLC
549300CGZYSEY3ZSIW16
BofA Finance LLC
09709THH7
5970000.00000000
PA
USD
6707295.00000000
1.367652809265
Long
DBT
CORP
US
N
2
2022-09-01
Fixed
0.13000000
N
N
N
N
N
Charter Communications Inc
Charter Communications Inc
USD
XXXX
N
N
N
MATCH GROUP FINANCECO 3
5493003IEL8HSZKWUI17
Match Group Financeco 3 Inc
44932KAA4
1710000.00000000
PA
USD
2625497.63000000
0.535352807560
Long
DBT
CORP
US
N
2
2030-01-15
Fixed
2.00000000
N
N
N
N
N
Match Group Inc
Match Group Inc
USD
XXXX
N
N
N
ENPHASE ENERGY INC
5493008U7KIGMI59Z314
Enphase Energy Inc
29355AAE7
3100000.00000000
PA
USD
3786030.00000000
0.771991475768
Long
DBT
CORP
US
N
2
2025-03-01
Fixed
0.25000000
N
N
N
N
Y
Enphase Energy Inc
Enphase Energy Inc
USD
XXXX
N
N
N
Zillow Group Inc
2549002XEELQDIR6FU05
Zillow Group Inc
98954MAC5
1540000.00000000
PA
USD
1980958.39000000
0.403927858715
Long
DBT
CORP
US
N
2
2023-07-01
Fixed
1.50000000
N
N
N
N
Y
Zillow Group Inc
Zillow Group Inc
USD
XXXX
N
N
N
CSC Holdings LLC
3HG2WD2W22M120IUNG49
CSC Holdings LLC
126307AY3
2230000.00000000
PA
USD
2506263.55000000
0.511040350083
Long
DBT
CORP
US
N
2
2028-04-01
Fixed
7.50000000
N
N
N
N
N
N
RINGCENTRAL INC
549300C8EH0H1614VE84
RingCentral Inc
76680RAE7
5900000.00000000
PA
USD
6542226.74000000
1.333994520862
Long
DBT
CORP
US
N
2
2025-03-01
None
0.00000000
N
N
N
N
Y
RingCentral Inc
RingCentral Inc
USD
XXXX
N
N
N
WYNN LAS VEGAS LLC/CORP
N/A
Wynn Las Vegas LLC / Wynn Las Vegas Capital Corp
983130AV7
4225000.00000000
PA
USD
4190671.88000000
0.854500088245
Long
DBT
CORP
US
N
2
2025-03-01
Fixed
5.50000000
N
N
N
N
N
N
FORTIVE CORPORATION
549300MU9YQJYHDQEF63
Fortive Corp
34959J207
8685.00000000
NS
USD
7935137.10000000
1.618016286255
Long
EP
CORP
US
N
1
N
N
N
Prospect Capital Corp
549300FSD8T39P5Q0O47
Prospect Capital Corp
74348TAT9
9525000.00000000
PA
USD
9572625.00000000
1.951908701390
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
MERCER INTL INC
549300Z5IAG39VRTY874
Mercer International Inc
588056AY7
1555000.00000000
PA
USD
1601650.00000000
0.326584878398
Long
DBT
CORP
US
N
2
2025-01-15
Fixed
7.38000000
N
N
N
N
N
N
TWO HARBORS INV CORP
549300ZUIBT6KH4HU823
Two Harbors Investment Corp
90187BAA9
3975000.00000000
PA
USD
4061953.13000000
0.828253656555
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
Vericast Corp
549300J73P7FL8TVF308
Vericast Corp
412690AE9
4405000.00000000
PA
USD
4446296.88000000
0.906623373321
Long
DBT
CORP
US
N
2
2021-03-01
Fixed
9.25000000
N
N
N
N
N
N
Koppers Inc
LTO4ZL5EBDR1NE6FGJ36
Koppers Inc
500605AH3
2210000.00000000
PA
USD
2277648.10000000
0.464424454639
Long
DBT
CORP
US
N
2
2025-02-15
Fixed
6.00000000
N
N
N
N
N
N
United States Steel Corp
JNLUVFYJT1OZSIQ24U47
United States Steel Corp
912909AM0
1745000.00000000
PA
USD
1282583.73000000
0.261525583928
Long
DBT
CORP
US
N
2
2025-08-15
Fixed
6.88000000
N
N
N
N
N
N
GUESS INC
549300QVH3ZK2DW0KP86
Guess? Inc
401617AD7
2845000.00000000
PA
USD
2158749.02000000
0.440180305428
Long
DBT
CORP
US
N
2
2024-04-15
Fixed
2.00000000
N
N
N
N
Y
Guess? Inc
Guess? Inc
USD
XXXX
N
N
N
BURLINGTON STORES INC
5299003Z37DVGKKC1W09
Burlington Stores Inc
122017AA4
3130000.00000000
PA
USD
3648282.99000000
0.743904134269
Long
DBT
CORP
US
N
2
2025-04-15
Fixed
2.25000000
N
N
N
N
Y
Burlington Stores Inc
Burlington Stores Inc
USD
XXXX
N
N
N
ONEMAIN FINANCE CORP
5493008I795YYBFWFU90
OneMain Finance Corp
85172FAF6
4935000.00000000
PA
USD
5569863.08000000
1.135724444591
Long
DBT
CORP
US
N
2
2023-10-01
Fixed
8.25000000
N
N
N
N
N
N
EQM MIDSTREAM PARTNERS L
549300NELT611CL6XM83
EQM Midstream Partners LP
26885BAH3
1415000.00000000
PA
USD
1551427.23000000
0.316344190837
Long
DBT
CORP
US
N
2
2027-07-01
Fixed
6.50000000
N
N
N
N
N
N
CNX RESOURCES CORP
549300JK3KH8PWM3B226
CNX Resources Corp
12653CAF5
2840000.00000000
PA
USD
3199773.53000000
0.652450690974
Long
DBT
CORP
US
N
2
2026-05-01
Fixed
2.25000000
N
N
N
N
Y
CNX Resources Corp
CNX Resources Corp
USD
XXXX
N
N
N
GFL ENVIRONMENTAL INC
549300FYK4MBXWIVZU26
GFL Environmental Inc
36168Q120
81245.00000000
NS
USD
3850200.55000000
0.785076189200
Long
EP
CORP
CA
N
1
N
N
N
Patrick Industries Inc
549300FZ5ZTCCJ3Z5W14
Patrick Industries Inc
703343AB9
8820000.00000000
PA
USD
8683157.70000000
1.770541629926
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
NATIONSTAR MTG HLD INC
N/A
Nationstar Mortgage Holdings Inc
63861CAC3
1400000.00000000
PA
USD
1475075.00000000
0.300775568634
Long
DBT
CORP
US
N
2
2028-08-15
Fixed
5.50000000
N
N
N
N
N
N
Pure Storage Inc
549300NPDB0BZTK3WO90
Pure Storage Inc
74624MAB8
145000.00000000
PA
USD
140494.00000000
0.028647467240
Long
DBT
CORP
US
N
2
2023-04-15
Fixed
0.13000000
N
N
N
N
Y
Pure Storage Inc
Pure Storage Inc
USD
XXXX
N
N
N
WINNEBAGO INDUSTRIES
549300B7OYKYJLTE3G11
Winnebago Industries Inc
974637AA8
855000.00000000
PA
USD
939906.84000000
0.191651959571
Long
DBT
CORP
US
N
2
2025-04-01
Fixed
1.50000000
N
N
N
N
Y
Winnebago Industries Inc
Winnebago Industries Inc
USD
XXXX
N
N
N
ELANCO ANIMAL HEALTH INC
549300SHPNDCE059M934
Elanco Animal Health Inc
28414H202
50815.00000000
NS
USD
2353242.65000000
0.479838581895
Long
EP
CORP
US
N
1
N
N
N
TARGA RESOURCES PARTNERS
N/A
Targa Resources Partners LP / Targa Resources Partners Finance Corp
87612BBN1
2300000.00000000
PA
USD
2548687.50000000
0.519690817134
Long
DBT
CORP
US
N
2
2029-01-15
Fixed
6.88000000
N
N
N
N
N
N
SPLUNK INC
549300XGDSGBP6UEI867
Splunk Inc
848637AE4
6015000.00000000
PA
USD
7058553.18000000
1.439276203890
Long
DBT
CORP
US
N
2
2027-06-15
Fixed
1.13000000
N
N
N
N
Y
Splunk Inc
Splunk Inc
USD
XXXX
N
N
N
COUPA SOFTWARE INC
549300Q95ICR2GFL2K37
Coupa Software Inc
22266LAE6
3410000.00000000
PA
USD
4478367.97000000
0.913162837640
Long
DBT
CORP
US
N
2
2026-06-15
Fixed
0.38000000
N
N
N
N
Y
Coupa Software Inc
Coupa Software Inc
USD
XXXX
N
N
N
OCCIDENTAL PETROLEUM COR
IM7X0T3ECJW4C1T7ON55
Occidental Petroleum Corp
674599ED3
1035000.00000000
PA
USD
1066050.00000000
0.217373214882
Long
DBT
CORP
US
N
2
2030-09-01
Fixed
6.63000000
N
N
N
N
N
N
Adient US LLC
213800SOTRCDGZUHL712
Adient US LLC
00688JAA5
2955000.00000000
PA
USD
3179181.08000000
0.648251781862
Long
DBT
CORP
US
N
2
2026-05-15
Fixed
7.00000000
N
N
N
N
N
N
Bank of America Corp
9DJT3UXIJIZJI4WXO774
Bank of America Corp
060505682
12080.00000000
NS
USD
18059962.40000000
3.682521539843
Long
EP
CORP
US
N
1
N
N
N
MACQUARIE INFRASTRUCTURE
529900IZSJ64GH477714
Macquarie Infrastructure Corp
55608BAB1
8825000.00000000
PA
USD
8052916.37000000
1.642032100304
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
EDGEWELL PERSONAL CARE
549300CY8QZDL4Z3RU59
Edgewell Personal Care Co
28035QAA0
1430000.00000000
PA
USD
1528519.85000000
0.311673255294
Long
DBT
CORP
US
N
2
2028-06-01
Fixed
5.50000000
N
N
N
N
N
N
PIONEER NATURAL RESOURCE
FY8JBF7CCL2VE4F1B628
Pioneer Natural Resources Co
723787AN7
4325000.00000000
PA
USD
5273411.65000000
1.075276435214
Long
DBT
CORP
US
N
2
2025-05-15
Fixed
0.25000000
N
N
N
N
Y
Pioneer Natural Resources Co
Pioneer Natural Resources Co
USD
XXXX
N
N
N
Affinion Group Holding Inc
549300KQQ3W775I3BX27
AFFINION GROUP HOLDINGS WARREN PUT EXP 01APR24
000000000
15601.62000000
NS
USD
80816.39000000
0.016478887959
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
-2999495.57000000
N
N
N
NANOSTRING TECHNOLOGIES
549300G4CK0Y3WRDMY89
NanoString Technologies Inc
63009RAC3
2275000.00000000
PA
USD
2571186.25000000
0.524278430866
Long
DBT
CORP
US
N
2
2025-03-01
Fixed
2.63000000
N
N
N
N
Y
NanoString Technologies Inc
NanoString Technologies Inc
USD
XXXX
N
N
N
ON Semiconductor Corp
ZV20P4CNJVT8V1ZGJ064
ON Semiconductor Corp
682189AP0
2270000.00000000
PA
USD
2932844.52000000
0.598022458668
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
WESCO DISTRIBUTION INC
549300I2CEZJG9N4AH67
WESCO Distribution Inc
95081QAP9
1060000.00000000
PA
USD
1184131.30000000
0.241450614440
Long
DBT
CORP
US
N
2
2028-06-15
Fixed
7.25000000
N
N
N
N
N
N
FIXED INC CLEARING CORP.REPO
549300H47WTHXPU08X20
FIXED INC CLEARING CORP.REPO
000000000
20319000.00000000
PA
USD
20319000.00000000
4.143151215424
Long
RA
CORP
US
N
2
Repurchase
N
0.00000000
2020-09-01
15781000.00000000
USD
20725510.81050000
USD
UST
N
N
N
INTL FLAVOR & FRAGRANCES
BZLRL03D3GPGMOGFO832
International Flavors & Fragrances Inc
459506309
141075.00000000
NS
USD
6404805.00000000
1.305973503632
Long
EP
CORP
US
N
1
N
N
N
Iconix Brand Group Inc
ZVNLR337TQLJ2PKYHL98
Iconix Brand Group Inc
451055AG2
14740000.00000000
PA
USD
7738500.00000000
1.577920944956
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
II-VI INC
549300O5C25A0MMHHU33
II-VI Inc
902104AB4
5230000.00000000
PA
USD
6158927.08000000
1.255837699552
Long
DBT
CORP
US
N
2
2022-09-01
Fixed
0.25000000
N
N
N
N
N
II-VI Inc
II-VI Inc
USD
XXXX
N
N
N
TransDigm Inc
88Q84GB3X55CF5OC7582
TransDigm Inc
893647AZ0
5620000.00000000
PA
USD
5676200.00000000
1.157407103154
Long
DBT
CORP
US
N
2
2025-05-15
Fixed
6.50000000
N
N
N
N
N
N
CONSOLIDATED COMMUNICATI
549300WW675Y48HDVX34
Consolidated Communications Inc
20903XAE3
8270000.00000000
PA
USD
8109768.75000000
1.653624600294
Long
DBT
CORP
US
N
2
2022-10-01
Fixed
6.50000000
N
N
N
N
N
N
Cheniere Energy Inc
MIHC87W9WTYSYZWV1J40
Cheniere Energy Inc
16411RAG4
24750000.00000000
PA
USD
16782964.36000000
3.422134907552
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
2020 MANDATORY EXCHANGE
N/A
2020 Mandatory Exchangeable Trust
901376202
2285.00000000
NS
USD
3324675.00000000
0.677918759148
Long
EP
CORP
US
N
2
N
N
N
EQT CORP
4NT01YGM4X7ZX86ISY52
EQT Corp
26884LAJ8
7180000.00000000
PA
USD
9222185.86000000
1.880452313338
Long
DBT
CORP
US
N
2
2026-05-01
Fixed
1.75000000
N
N
N
N
Y
EQT Corp
EQT Corp
USD
XXXX
N
N
N
Akamai Technologies Inc
OC1LZNN2LF5WTJ5RIL89
Akamai Technologies Inc
00971TAJ0
2850000.00000000
PA
USD
3811662.99000000
0.777218177558
Long
DBT
CORP
US
N
2
2025-05-01
Fixed
0.13000000
N
N
N
N
Y
Akamai Technologies Inc
Akamai Technologies Inc
USD
XXXX
N
N
N
Infinera Corp
549300ZOF66WPV3H0H17
Infinera Corp
45667GAC7
7915000.00000000
PA
USD
8034910.75000000
1.638360659466
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
OWENS-BROCKWAY
V2UQUCDZJ9WY98W8QU33
Owens-Brockway Glass Container Inc
69073TAT0
2020000.00000000
PA
USD
2225787.50000000
0.453849804906
Long
DBT
CORP
US
N
2
2027-05-13
Fixed
6.63000000
N
N
N
N
N
N
Park-Ohio Industries Inc
5493006LQUO5SLMNYM18
Park-Ohio Industries Inc
700677AR8
3830000.00000000
PA
USD
3481240.20000000
0.709843228791
Long
DBT
CORP
US
N
2
2027-04-15
Fixed
6.63000000
N
N
N
N
N
N
Synaptics Inc
549300AJ3LI4FWNRQX29
Synaptics Inc
87157DAD1
1275000.00000000
PA
USD
1630752.36000000
0.332519003021
Long
DBT
CORP
US
N
2
2022-06-15
Fixed
0.50000000
N
N
N
N
Y
Synaptics Inc
Synaptics Inc
USD
XXXX
N
N
N
J2 GLOBAL
5493008OJYGLHD7MXA18
j2 Global Inc
48123VAD4
2850000.00000000
PA
USD
2556535.50000000
0.521291065707
Long
DBT
CORP
US
N
2
2026-11-01
Fixed
1.75000000
N
N
N
N
Y
j2 Global Inc
j2 Global Inc
USD
XXXX
N
N
N
LUCKIN COFFEE INC
549300FO16ASCVSMYI15
Luckin Coffee Inc
54951LAB5
1255000.00000000
PA
USD
533375.00000000
0.108757974286
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
CENTURYLINK INC
8M3THTGWLTYZVE6BBY25
CenturyLink Inc
156700BB1
1595000.00000000
PA
USD
1656375.60000000
0.337743716735
Long
DBT
CORP
US
N
2
2026-12-15
Fixed
5.13000000
N
N
N
N
N
N
WELLS FARGO & COMPANY
PBLD0EJDB5FWOLXP3B76
Wells Fargo & Co
949746804
16980.00000000
NS
USD
23440890.00000000
4.779721044053
Long
EP
CORP
US
N
1
N
N
N
APTIV PLC
N/A
Aptiv PLC
000000000
56155.00000000
NS
USD
6162449.70000000
1.256555980340
Long
EP
CORP
JE
N
1
N
N
N
EVOLENT HEALTH INC
549300CZOCFHQ2BBTR11
Evolent Health Inc
30050BAD3
1140000.00000000
PA
USD
904162.50000000
0.184363500212
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
COMMUNITY CHOICE FIN ISS
549300CF3X8PCJH53K11
Community Choice Financial Issuer LLC
20369RAA1
6000000.00000000
PA
USD
6000000.00000000
1.223431630126
Long
DBT
CORP
US
Y
2
2023-06-15
Fixed
9.00000000
N
N
N
N
N
N
CREE INC
549300OGU88P3AW3TO93
Cree Inc
225447AC5
2180000.00000000
PA
USD
3321775.00000000
0.677327433860
Long
DBT
CORP
US
N
2
2026-05-01
Fixed
1.75000000
N
N
N
N
Y
Cree Inc
Cree Inc
USD
XXXX
N
N
N
FORTIVE CORPORATION
549300MU9YQJYHDQEF63
Fortive Corp
34959JAK4
1425000.00000000
PA
USD
1428613.69000000
0.291301862596
Long
DBT
CORP
US
N
2
2022-02-15
Fixed
0.88000000
N
N
N
N
Y
Fortive Corp
Fortive Corp
USD
XXXX
N
N
N
BAUSCH HEALTH AMERICAS
KOO0397YRO83WY5MGD97
Bausch Health Americas Inc
91911XAW4
2585000.00000000
PA
USD
2847157.78000000
0.580550480668
Long
DBT
CORP
US
N
2
2027-01-31
Fixed
8.50000000
N
N
N
N
N
N
SunPower Corp
549300TXO070764WUH65
SunPower Corp
867652AL3
9405000.00000000
PA
USD
8597796.59000000
1.753136049600
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
OCCIDENTAL PETROLEUM COR
IM7X0T3ECJW4C1T7ON55
Occidental Petroleum Corp
674599DC6
2510000.00000000
PA
USD
2501014.20000000
0.509969979946
Long
DBT
CORP
US
N
2
2026-03-15
Fixed
5.55000000
N
N
N
N
N
N
GOODYEAR TIRE & RUBBER
5493002BI0S2ZQUY3437
Goodyear Tire & Rubber Co/The
382550BF7
2285000.00000000
PA
USD
2296425.00000000
0.468253163535
Long
DBT
CORP
US
N
2
2026-05-31
Fixed
5.00000000
N
N
N
N
N
N
AVIS BUDGET CAR/FINANCE
N/A
Avis Budget Car Rental LLC / Avis Budget Finance Inc
053773BC0
1605000.00000000
PA
USD
1541056.80000000
0.314229605490
Long
DBT
CORP
US
N
2
2027-07-15
Fixed
5.75000000
N
N
N
N
N
N
ZENDESK INC
549300SLI6BN94BKKO36
Zendesk Inc
98936JAC5
3425000.00000000
PA
USD
3958015.63000000
0.807060252379
Long
DBT
CORP
US
N
2
2025-06-15
Fixed
0.63000000
N
N
N
N
Y
Zendesk Inc
Zendesk Inc
USD
XXXX
N
N
N
ETSY INC
54930089Q7XT501AEA40
Etsy Inc
29786AAK2
2595000.00000000
PA
USD
2653347.41000000
0.541031524518
Long
DBT
CORP
US
N
2
2027-09-01
Fixed
0.13000000
N
N
N
N
Y
Etsy Inc
Etsy Inc
USD
XXXX
N
N
N
Amkor Technology Inc
529900VHLRTKPWZJBM84
Amkor Technology Inc
031652BK5
3750000.00000000
PA
USD
4086806.25000000
0.833321338741
Long
DBT
CORP
US
N
2
2027-09-15
Fixed
6.63000000
N
N
N
N
N
N
DCP MIDSTREAM OPERATING
549300Y6CTBSE0QIPL28
DCP Midstream Operating LP
23311VAH0
1665000.00000000
PA
USD
1767730.50000000
0.360449567873
Long
DBT
CORP
US
N
2
2029-05-15
Fixed
5.13000000
N
N
N
N
N
N
XPO Logistics Inc
54930096DB9LCLPN7H13
XPO Logistics Inc
983793AD2
2093000.00000000
PA
USD
2104092.90000000
0.429035634430
Long
DBT
CORP
US
N
2
2022-06-15
Fixed
6.50000000
N
N
N
N
N
N
GO DADDY OPCO/FINCO
N/A
Go Daddy Operating Co LLC / GD Finance Co Inc
38016LAA3
2220000.00000000
PA
USD
2363667.30000000
0.481964222986
Long
DBT
CORP
US
N
2
2027-12-01
Fixed
5.25000000
N
N
N
N
N
N
2020 CASH EXCH TRUST
N/A
2020 Cash Mandatory Exchangeable Trust
901375105
5345.00000000
NS
USD
5934633.68000000
1.210103092887
Long
EP
CORP
US
N
1
N
N
N
ALBERTSONS COS/SAFEWAY
N/A
Albertsons Cos Inc / Safeway Inc / New Albertsons LP / Albertsons LLC
013092AA9
1525000.00000000
PA
USD
1707451.00000000
0.348158260048
Long
DBT
CORP
US
N
2
2026-03-15
Fixed
7.50000000
N
N
N
N
N
N
Conn's Inc
529900K9HOACKOJJT953
Conn's Inc
208242AB3
6480000.00000000
PA
USD
5751000.00000000
1.172659217476
Long
DBT
CORP
US
N
2
2022-07-15
Fixed
7.25000000
N
N
N
N
N
N
SNAP INC
549300JNC0L6VP8A2Q35
Snap Inc
83304AAB2
5225000.00000000
PA
USD
6639015.63000000
1.353730285774
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
Netflix Inc
549300Y7VHGU0I7CE873
Netflix Inc
64110LAU0
1730000.00000000
PA
USD
2082487.50000000
0.424630179473
Long
DBT
CORP
US
N
2
2029-11-15
Fixed
5.38000000
N
N
N
N
N
N
TRANSDIGM INC
88Q84GB3X55CF5OC7582
TransDigm Inc
893647BL0
2240000.00000000
PA
USD
2190944.00000000
0.446745031572
Long
DBT
CORP
US
N
2
2027-11-15
Fixed
5.50000000
N
N
N
N
N
N
CLEVELAND-CLIFFS INC
549300TM2WLI2BJMDD86
Cleveland-Cliffs Inc
185899AH4
1725000.00000000
PA
USD
1584843.75000000
0.323157995426
Long
DBT
CORP
US
N
2
2027-06-01
Fixed
5.88000000
N
N
N
N
N
N
WYNDHAM HOTELS & RESORTS
549300FE3MQ4RVXXC673
Wyndham Hotels & Resorts Inc
98311AAA3
1950000.00000000
PA
USD
2026781.25000000
0.413271381432
Long
DBT
CORP
US
N
2
2026-04-15
Fixed
5.38000000
N
N
N
N
N
N
Sempra Energy
PBBKGKLRK5S5C0Y4T545
Sempra Energy
816851406
53350.00000000
NS
USD
5428362.50000000
1.106871730382
Long
EP
CORP
US
N
1
N
N
N
AMERICAN AIRLINES INC
IWUQB36BXD6OWD6X4T14
American Airlines Inc
023771S58
755000.00000000
PA
USD
726313.78000000
0.148099208641
Long
DBT
CORP
US
N
2
2025-07-15
Fixed
11.75000000
N
N
N
N
N
N
Party City Holdings Inc
5493005PYM1JS6EZN307
Party City Holdings Inc
702150AD5
1935000.00000000
PA
USD
493425.00000000
0.100611958682
Long
DBT
CORP
US
N
2
2026-08-01
Fixed
6.63000000
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
0.000001154103
Long
EC
CORP
US
Y
3
N
N
N
LENDINGTREE INC
549300ISY5YHUJZTON08
LendingTree Inc
52603BAC1
3290000.00000000
PA
USD
3226256.25000000
0.657850657190
Long
DBT
CORP
US
N
2
2025-07-15
Fixed
0.50000000
N
N
N
N
Y
LendingTree Inc
LendingTree Inc
USD
XXXX
N
N
N
TELADOC HEALTH INC
549300I2PVFBC9MFAC61
Teladoc Health Inc
87918AAE5
3530000.00000000
PA
USD
4449081.60000000
0.907191192409
Long
DBT
CORP
US
N
2
2027-06-01
Fixed
1.25000000
N
N
N
N
N
Teladoc Health Inc
Teladoc Health Inc
USD
XXXX
N
N
N
LIONS GATE CAPITAL HOLD
549300MWJHNLR35C0837
Lions Gate Capital Holdings LLC
53627NAC5
3680000.00000000
PA
USD
3774263.20000000
0.769592163217
Long
DBT
CORP
US
N
2
2024-02-01
Fixed
6.38000000
N
N
N
N
N
N
INPHI CORP
549300DCMERAAZFGT726
Inphi Corp
45772FAE7
2045000.00000000
PA
USD
2495980.86000000
0.508943655385
Long
DBT
CORP
US
N
2
2025-04-15
Fixed
0.75000000
N
N
N
N
Y
Inphi Corp
Inphi Corp
USD
XXXX
N
N
N
CLEAR CHANNEL WORLDWIDE
N/A
Clear Channel Worldwide Holdings Inc
18451QAP3
1360000.00000000
PA
USD
1336342.80000000
0.272487341702
Long
DBT
CORP
US
N
2
2024-02-15
Fixed
9.25000000
N
N
N
N
N
N
VONAGE HOLDINGS CORP
529900W7N0N4WLN1JY21
Vonage Holdings Corp
92886TAJ1
2850000.00000000
PA
USD
2923700.29000000
0.596157901966
Long
DBT
CORP
US
N
2
2024-06-01
Fixed
1.75000000
N
N
N
N
Y
Vonage Holdings Corp
Vonage Holdings Corp
USD
XXXX
N
N
N
Centene Corp
549300Z7JJ4TQSQGT333
Centene Corp
15137TAA8
2460000.00000000
PA
USD
2606062.50000000
0.531389882097
Long
DBT
CORP
US
N
2
2026-06-01
Fixed
5.38000000
N
N
N
N
N
N
Kraft Heinz Foods Co
5493003STKEZ2S0RNU91
Kraft Heinz Foods Co
50076QAN6
1720000.00000000
PA
USD
2184378.40000000
0.445406271120
Long
DBT
CORP
US
N
2
2040-02-09
Fixed
6.50000000
N
N
N
N
N
N
MGM RESORTS INTL
54930066VBP7DZEGGJ87
MGM Resorts International
552953CG4
1495000.00000000
PA
USD
1602004.63000000
0.326657189325
Long
DBT
CORP
US
N
2
2025-05-01
Fixed
6.75000000
N
N
N
N
N
N
Tesla Inc
54930043XZGB27CTOV49
Tesla Inc
88160RAE1
4215000.00000000
PA
USD
4384147.95000000
0.893950878864
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
4527000.00000000
PA
USD
4647237.12000000
0.947596147551
Long
DBT
CORP
US
N
2
2025-06-15
Fixed
6.00000000
N
N
N
N
N
N
TRIUMPH GROUP INC
5493007L6S47Q14SL582
Triumph Group Inc
896818AQ4
2150000.00000000
PA
USD
1762978.50000000
0.359480610022
Long
DBT
CORP
US
N
2
2024-09-15
Fixed
6.25000000
N
N
N
N
N
N
Meredith Corp
549300YC8BC386CCTS24
Meredith Corp
589433AB7
2810000.00000000
PA
USD
2446983.13000000
0.498952759938
Long
DBT
CORP
US
N
2
2026-02-01
Fixed
6.88000000
N
N
N
N
N
N
Chart Industries Inc
EM7QGKC1GYOF3LSZSL80
Chart Industries Inc
16115QAD2
2415000.00000000
PA
USD
3224447.63000000
0.657481870038
Long
DBT
CORP
US
N
2
2024-11-15
Fixed
1.00000000
N
N
N
N
Y
Chart Industries Inc
Chart Industries Inc
USD
XXXX
N
N
N
Avantor Inc
N/A
Avantor Inc
05352A209
84600.00000000
NS
USD
6208794.00000000
1.266005827423
Long
EP
CORP
US
N
1
N
N
N
BECTON DICKINSON AND CO
ICE2EP6D98PQUILVRZ91
Becton Dickinson and Co
075887406
65340.00000000
NS
USD
3491116.20000000
0.711856997254
Long
EP
CORP
US
N
1
N
N
N
MATTEL INC
549300VELLG24KHTJ564
Mattel Inc
577081BD3
795000.00000000
PA
USD
866629.50000000
0.176710323650
Long
DBT
CORP
US
N
2
2027-12-15
Fixed
5.88000000
N
N
N
N
N
N
BOYD GAMING CORP
254900787YGRYS2A1Z35
Boyd Gaming Corp
103304BS9
1360000.00000000
PA
USD
1501100.00000000
0.306082203330
Long
DBT
CORP
US
N
2
2025-06-01
Fixed
8.63000000
N
N
N
N
N
N
DISH DBS CORP
N/A
DISH DBS Corp
25470XAZ8
2025000.00000000
PA
USD
2150904.38000000
0.438580741978
Long
DBT
CORP
US
N
2
2028-07-01
Fixed
7.38000000
N
N
N
N
N
N
Sprint Corp
549300ZTTY7CXOLJ6539
Sprint Corp
85207UAK1
2665000.00000000
PA
USD
3281494.45000000
0.669114017369
Long
DBT
CORP
US
N
2
2026-03-01
Fixed
7.63000000
N
N
N
N
N
N
Insmed Inc
529900Q55QAG41CCAC11
Insmed Inc
457669AA7
2580000.00000000
PA
USD
2615970.26000000
0.533410126592
Long
DBT
CORP
US
N
2
2025-01-15
Fixed
1.75000000
N
N
N
N
Y
Insmed Inc
Insmed Inc
USD
XXXX
N
N
N
DEXCOM INC
549300YSK3QDSFR5EU59
DexCom Inc
252131AJ6
3490000.00000000
PA
USD
3729232.55000000
0.760410176294
Long
DBT
CORP
US
N
2
2025-11-15
Fixed
0.25000000
N
N
N
N
Y
DexCom Inc
DexCom Inc
USD
XXXX
N
N
N
USA COM PART/USA COM FIN
N/A
USA Compression Partners LP / USA Compression Finance Corp
91740PAF5
2285000.00000000
PA
USD
2368836.65000000
0.483018280702
Long
DBT
CORP
US
N
2
2027-09-01
Fixed
6.88000000
N
N
N
N
N
N
SPRINT COMMUNICATIONS
549300JKU50UT08ZWD77
Sprint Communications Inc
852061AM2
3370000.00000000
PA
USD
3761341.25000000
0.766957309491
Long
DBT
CORP
US
N
2
2021-11-15
Fixed
11.50000000
N
N
N
N
N
N
CHEMOURS CO
549300M1BOLNXL8DOV14
Chemours Co/The
163851AB4
2695000.00000000
PA
USD
2715199.03000000
0.553643395898
Long
DBT
CORP
US
N
2
2023-05-15
Fixed
6.63000000
N
N
N
N
N
N
CCF Holdings LLC
N/A
CCF Holdings LLC
12509JAA7
21618330.97000000
PA
USD
4788460.31000000
0.976392300476
Long
DBT
CORP
US
N
3
2023-12-15
Fixed
10.75000000
N
N
Y
N
N
N
CCF HLDGS LLC LIMITED PARTNERSHIP
N/A
CCF HLDGS LLC LIMITED PARTNERSHIP
12509J307
21429.00000000
NS
USD
2.14000000
0.000000436357
Long
EC
CORP
US
Y
3
N
N
N
CNX Resources Corp
549300JK3KH8PWM3B226
CNX Resources Corp
12653CAC2
2430000.00000000
PA
USD
2557575.00000000
0.521503025236
Long
DBT
CORP
US
N
2
2027-03-14
Fixed
7.25000000
N
N
N
N
N
N
2020-09-15
AllianzGI Convertible & Income Fund
Scott Whisten
Scott Whisten
Treasurer