0001752724-21-072805.txt : 20210415
0001752724-21-072805.hdr.sgml : 20210415
20210415120749
ACCESSION NUMBER: 0001752724-21-072805
CONFORMED SUBMISSION TYPE: NPORT-P
PUBLIC DOCUMENT COUNT: 1
CONFORMED PERIOD OF REPORT: 20210228
FILED AS OF DATE: 20210415
PERIOD START: 20210228
FILER:
COMPANY DATA:
COMPANY CONFORMED NAME: Virtus 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: 21827863
BUSINESS ADDRESS:
STREET 1: 101 MUNSON STREET
CITY: GREENFIELD
STATE: MA
ZIP: 01301
BUSINESS PHONE: (866) 270-7598
MAIL ADDRESS:
STREET 1: 101 MUNSON STREET
CITY: GREENFIELD
STATE: MA
ZIP: 01301
FORMER COMPANY:
FORMER CONFORMED NAME: AllianzGI Convertible & Income Fund
DATE OF NAME CHANGE: 20130502
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
NPORT-P
1
primary_doc.xml
NPORT-P
false
0001214935
XXXXXXXX
Virtus AllianzGI Convertible & Income Fund
811-21284
0001214935
549300WT3ICVH2Z06O49
101 Munson Street
Greenfield
01301-9683
866-270-7598
Virtus AllianzGI Convertible & Income Fund
549300WT3ICVH2Z06O49
2021-02-28
2021-02-28
N
952651978.13
368475029.14
584176948.99
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
323275000.00000000
6605.71000000
N
LENDINGTREE INC
549300ISY5YHUJZTON08
LendingTree Inc
52603BAC1
3290000.00000000
PA
USD
3186725.39000000
0.545506870051
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
ALBERTSONS COS/SAFEWAY
N/A
Albertsons Cos Inc / Safeway Inc / New Albertsons LP / Albertsons LLC
013092AA9
495000.00000000
PA
USD
541581.98000000
0.092708550198
Long
DBT
CORP
US
N
2
2026-03-15
Fixed
7.50000000
N
N
N
N
N
N
FORD MOTOR CREDIT CO LLC
UDSQCVRUX5BONN0VY111
Ford Motor Credit Co LLC
345397A60
735000.00000000
PA
USD
793800.00000000
0.135883485538
Long
DBT
CORP
US
N
2
2025-06-16
Fixed
5.13000000
N
N
N
N
N
N
BOFA FINANCE LLC
549300CGZYSEY3ZSIW16
BofA Finance LLC
09709THH7
5970000.00000000
PA
USD
6729384.00000000
1.151942748106
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
NIO INC
549300JBU4TV5OCKJV96
NIO Inc
62914VAC0
2010000.00000000
PA
USD
1897124.05000000
0.324751610497
Long
DBT
CORP
KY
N
2
2026-02-01
None
0.00000000
N
N
N
N
N
NIO Inc
NIO Inc
USD
XXXX
N
N
N
MGM RESORTS INTL
54930066VBP7DZEGGJ87
MGM Resorts International
552953CH2
1480000.00000000
PA
USD
1540391.40000000
0.263685755260
Long
DBT
CORP
US
N
2
2028-10-15
Fixed
4.75000000
N
N
N
N
N
N
CLEAR CHANNEL WORLDWIDE
N/A
Clear Channel Worldwide Holdings Inc
18451QAP3
1360000.00000000
PA
USD
1416100.00000000
0.242409427905
Long
DBT
CORP
US
N
2
2024-02-15
Fixed
9.25000000
N
N
N
N
N
N
Zillow Group Inc
2549002XEELQDIR6FU05
Zillow Group Inc
98954MAC5
2660000.00000000
PA
USD
5504241.15000000
0.942221557957
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
Camelot U.S. Acquisition 1 Co.
N/A
Camelot U.S. Acquisition 1 Co. Term Loan B
000000000
1541108.30000000
PA
USD
1539952.47000000
0.263610618779
Long
LON
CORP
US
N
2
2026-10-30
Floating
3.11000000
N
N
N
N
N
N
SS&C Technologies Inc
549300KY09TR3J12JU49
SS&C Technologies Inc
78466CAC0
2310000.00000000
PA
USD
2440214.70000000
0.417718416349
Long
DBT
CORP
US
N
2
2027-09-30
Fixed
5.50000000
N
N
N
N
N
N
NIO INC
549300JBU4TV5OCKJV96
NIO Inc
62914VAD8
2500000.00000000
PA
USD
2274942.20000000
0.389426902915
Long
DBT
CORP
KY
N
2
2027-02-01
Fixed
0.50000000
N
N
N
N
N
NIO Inc
NIO Inc
USD
XXXX
N
N
N
AMERICAN AXLE & MFG INC
RY5TAKFOBLDUGX31MS24
American Axle & Manufacturing Inc
02406PAU4
3540000.00000000
PA
USD
3696255.60000000
0.632728765897
Long
DBT
CORP
US
N
2
2027-04-01
Fixed
6.50000000
N
N
N
N
N
N
PELOTON INTERACTIVE INC
5493002YS021166W0339
Peloton Interactive Inc
70614WAA8
3460000.00000000
PA
USD
3423289.40000000
0.586002136153
Long
DBT
CORP
US
N
2
2026-02-15
None
0.00000000
N
N
N
N
Y
Peloton Interactive Inc
Peloton Interactive Inc
USD
XXXX
N
N
N
ADAPTHEALTH LLC
N/A
AdaptHealth LLC
00653VAC5
1490000.00000000
PA
USD
1492369.10000000
0.255465249455
Long
DBT
CORP
US
N
2
2029-08-01
Fixed
4.63000000
N
N
N
N
N
N
ETSY INC
54930089Q7XT501AEA40
Etsy Inc
29786AAK2
2595000.00000000
PA
USD
3723553.36000000
0.637401624017
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
CHEGG INC
549300AKX7O8JG0O3G77
Chegg Inc
163092AE9
4915000.00000000
PA
USD
5813273.66000000
0.995122055064
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
EDGEWELL PERSONAL CARE
549300CY8QZDL4Z3RU59
Edgewell Personal Care Co
28035QAA0
1430000.00000000
PA
USD
1517816.30000000
0.259821326846
Long
DBT
CORP
US
N
2
2028-06-01
Fixed
5.50000000
N
N
N
N
N
N
NEXTERA ENERGY INC
N/A
NextEra Energy Inc
65339F739
254310.00000000
NS
USD
12351836.70000000
2.114399878556
Long
EP
CORP
US
N
1
N
N
N
Workday Inc
549300J0DYC0N31V7G13
Workday Inc
98138HAF8
2900000.00000000
PA
USD
4976356.38000000
0.851857709997
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
GOODYEAR TIRE & RUBBER
5493002BI0S2ZQUY3437
Goodyear Tire & Rubber Co/The
382550BF7
2085000.00000000
PA
USD
2130077.70000000
0.364628851529
Long
DBT
CORP
US
N
2
2026-05-31
Fixed
5.00000000
N
N
N
N
N
N
TENNECO INC
549300U0EXXFAQFAD785
Tenneco Inc
880349AS4
2050000.00000000
PA
USD
2297855.25000000
0.393349181951
Long
DBT
CORP
US
N
2
2029-01-15
Fixed
7.88000000
N
N
N
N
N
N
OCCIDENTAL PETROLEUM COR
IM7X0T3ECJW4C1T7ON55
Occidental Petroleum Corp
674599ED3
2035000.00000000
PA
USD
2314812.50000000
0.396251941128
Long
DBT
CORP
US
N
2
2030-09-01
Fixed
6.63000000
N
N
N
N
N
N
DCP MIDSTREAM OPERATING
549300Y6CTBSE0QIPL28
DCP Midstream Operating LP
23311VAH0
1665000.00000000
PA
USD
1764433.80000000
0.302037559518
Long
DBT
CORP
US
N
2
2029-05-15
Fixed
5.13000000
N
N
N
N
N
N
KENNEDY-WILSON INC
5EA4464UK7FM5QNNKL62
Kennedy-Wilson Inc
489399AM7
1420000.00000000
PA
USD
1466150.00000000
0.250977037442
Long
DBT
CORP
US
N
2
2031-03-01
Fixed
5.00000000
N
N
N
N
N
N
ROYAL CARIBBEAN CRUISES
K2NEH8QNVW44JIWK7Z55
Royal Caribbean Cruises Ltd
780153BE1
4080000.00000000
PA
USD
5681400.00000000
0.972547788786
Long
DBT
CORP
LR
N
2
2023-11-15
Fixed
2.88000000
N
N
N
N
Y
Royal Caribbean Cruises Ltd
Royal Caribbean Cruises Ltd
USD
XXXX
N
N
N
MICROSTRATEGY INC
549300WQTWEJUEHXQX21
MicroStrategy Inc
594972AD3
1945000.00000000
PA
USD
1806916.67000000
0.309309820102
Long
DBT
CORP
US
N
2
2027-02-15
None
0.00000000
N
N
N
N
N
MicroStrategy Inc
MicroStrategy Inc
USD
XXXX
N
N
N
MGM RESORTS INTL
54930066VBP7DZEGGJ87
MGM Resorts International
552953CG4
685000.00000000
PA
USD
733381.55000000
0.125540994260
Long
DBT
CORP
US
N
2
2025-05-01
Fixed
6.75000000
N
N
N
N
N
N
Chart Industries Inc
EM7QGKC1GYOF3LSZSL80
Chart Industries Inc
16115QAD2
1700000.00000000
PA
USD
4263350.24000000
0.729804598995
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
CARNIVAL CORP
F1OF2ZSX47CR0BCWA982
Carnival Corp
143658BG6
1290000.00000000
PA
USD
1499625.00000000
0.256707321744
Long
DBT
CORP
PA
N
2
2026-02-01
Fixed
10.50000000
N
N
N
N
N
N
CRESTWOOD MID PARTNER LP
N/A
Crestwood Midstream Partners LP / Crestwood Midstream Finance Corp
226373AR9
1130000.00000000
PA
USD
1117999.40000000
0.191380266190
Long
DBT
CORP
US
N
2
2029-02-01
Fixed
6.00000000
N
N
N
N
N
N
ON Semiconductor Corp
ZV20P4CNJVT8V1ZGJ064
ON Semiconductor Corp
682189AP0
2270000.00000000
PA
USD
4615247.50000000
0.790042727289
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
ONEMAIN FINANCE CORP
5493008I795YYBFWFU90
OneMain Finance Corp
85172FAF6
4935000.00000000
PA
USD
5613562.50000000
0.960935297037
Long
DBT
CORP
US
N
2
2023-10-01
Fixed
8.25000000
N
N
N
N
N
N
United States Steel Corp
JNLUVFYJT1OZSIQ24U47
United States Steel Corp
912909AM0
1745000.00000000
PA
USD
1719915.63000000
0.294416894225
Long
DBT
CORP
US
N
2
2025-08-15
Fixed
6.88000000
N
N
N
N
N
N
II-VI INC
549300O5C25A0MMHHU33
II-VI Inc
902104AB4
3630000.00000000
PA
USD
6710127.49000000
1.148646399280
Long
DBT
CORP
US
N
2
2022-09-01
Fixed
0.25000000
N
N
N
N
Y
II-VI Inc
II-VI Inc
USD
XXXX
N
N
N
PICASSO FINANCE SUB INC
N/A
Picasso Finance Sub Inc
71953LAA9
1480000.00000000
PA
USD
1580225.60000000
0.270504613838
Long
DBT
CORP
US
N
2
2025-06-15
Fixed
6.13000000
N
N
N
N
N
N
BROADCOM INC
549300WV6GIDOZJTV909
Broadcom Inc
11135F200
16190.00000000
NS
USD
24476203.90000000
4.189861298416
Long
EP
CORP
US
N
1
N
N
N
COMMUNITY CHOICE FIN ISS
549300CF3X8PCJH53K11
Community Choice Financial Issuer LLC
20369RAA1
6000000.00000000
PA
USD
6000000.00000000
1.027086058491
Long
DBT
CORP
US
N
3
2023-06-15
Fixed
9.00000000
N
N
N
N
N
N
EQM MIDSTREAM PARTNERS L
549300NELT611CL6XM83
EQM Midstream Partners LP
26885BAH3
1415000.00000000
PA
USD
1517884.65000000
0.259833027068
Long
DBT
CORP
US
N
2
2027-07-01
Fixed
6.50000000
N
N
N
N
N
N
ONEMAIN FINANCE CORP
5493008I795YYBFWFU90
OneMain Finance Corp
85172FAQ2
1810000.00000000
PA
USD
2058332.00000000
0.352347350157
Long
DBT
CORP
US
N
2
2028-01-15
Fixed
6.63000000
N
N
N
N
N
N
Sprint Corp
549300ZTTY7CXOLJ6539
Sprint Corp
85207UAK1
2665000.00000000
PA
USD
3272300.20000000
0.560155652436
Long
DBT
CORP
US
N
2
2026-03-01
Fixed
7.63000000
N
N
N
N
N
N
Synaptics Inc
549300AJ3LI4FWNRQX29
Synaptics Inc
87157DAD1
2185000.00000000
PA
USD
4015954.01000000
0.687455062535
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
SNAP INC
549300JNC0L6VP8A2Q35
Snap Inc
83304AAB2
4940000.00000000
PA
USD
14487636.80000000
2.480008296295
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
NCL CORPORATION LTD
UNZWILHE4KMRP9K2L524
NCL Corp Ltd
62886HBA8
1485000.00000000
PA
USD
1492128.00000000
0.255423977714
Long
DBT
CORP
BM
N
2
2026-03-15
Fixed
5.88000000
N
N
N
N
N
N
ZSCALER INC.
529900MZ0RTK1BWRNF46
Zscaler Inc
98980GAA0
3630000.00000000
PA
USD
5514714.00000000
0.944014310995
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
STARS GRP HLDS/STARS GRP
N/A
Stars Group Holdings BV / Stars Group US Co-Borrower LLC
85572NAA6
1865000.00000000
PA
USD
1956254.45000000
0.334873612076
Long
DBT
CORP
NL
N
2
2026-07-15
Fixed
7.00000000
N
N
N
N
N
N
Tesla Inc
54930043XZGB27CTOV49
Tesla Inc
88160RAE1
4215000.00000000
PA
USD
4386550.50000000
0.750894143903
Long
DBT
CORP
US
N
2
2025-08-15
Fixed
5.30000000
N
N
N
N
N
N
ALARM.COM HLDGS INC
549300HIH92U1EKIHZ32
Alarm.com Holdings Inc
011642AA3
3150000.00000000
PA
USD
3046868.21000000
0.521565976758
Long
DBT
CORP
US
N
2
2026-01-15
None
0.00000000
N
N
N
N
N
Alarm.com Holdings Inc
Alarm.com Holdings Inc
USD
XXXX
N
N
N
MATCH GROUP FINANCECO 3
5493003IEL8HSZKWUI17
Match Group Financeco 3 Inc
44932KAA4
1710000.00000000
PA
USD
3342762.04000000
0.572217381356
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
PEBBLEBROOK HOTEL TRUST
5493004Q1NNH6JXCSI52
Pebblebrook Hotel Trust
70509VAA8
3620000.00000000
PA
USD
4160936.60000000
0.712273328688
Long
DBT
US
N
2
2026-12-15
Fixed
1.75000000
N
N
N
N
Y
Pebblebrook Hotel Trust
Pebblebrook Hotel Trust
USD
XXXX
N
N
N
JAZZ INVESTMENTS I LTD
N/A
Jazz Investments I Ltd
472145AE1
5130000.00000000
PA
USD
6829852.48000000
1.169141043960
Long
DBT
CORP
BM
N
2
2026-06-15
Fixed
2.00000000
N
N
N
N
Y
Jazz Pharmaceuticals PLC
Jazz Pharmaceuticals PLC
USD
XXXX
N
N
N
UNITED RENTALS NORTH AM
NGIZXNT70J2LYT3FBI09
United Rentals North America Inc
911365BL7
2395000.00000000
PA
USD
2634500.00000000
0.450976370182
Long
DBT
CORP
US
N
2
2030-01-15
Fixed
5.25000000
N
N
N
N
N
N
Hudbay Minerals Inc
549300WI524AL577IX21
Hudbay Minerals Inc
443628AG7
1990000.00000000
PA
USD
2071828.80000000
0.354657746010
Long
DBT
CORP
CA
N
2
2025-01-15
Fixed
7.63000000
N
N
N
N
N
N
HALOZYME THERAPEUTICS IN
529900242I3SV9AGM753
Halozyme Therapeutics Inc
40637HAC3
2125000.00000000
PA
USD
2086373.81000000
0.357147575508
Long
DBT
CORP
US
N
2
2027-03-01
Fixed
0.25000000
N
N
N
N
N
Halozyme Therapeutics Inc
Halozyme Therapeutics Inc
USD
XXXX
N
N
N
Adient US LLC
213800SOTRCDGZUHL712
Adient US LLC
00688JAA5
2955000.00000000
PA
USD
3180658.58000000
0.544468347390
Long
DBT
CORP
US
N
2
2026-05-15
Fixed
7.00000000
N
N
N
N
N
N
CSC HOLDINGS LLC
3HG2WD2W22M120IUNG49
CSC Holdings LLC
126307BA4
685000.00000000
PA
USD
731032.00000000
0.125138795918
Long
DBT
CORP
US
N
2
2030-01-15
Fixed
5.75000000
N
N
N
N
N
N
Liberty Media Corp
549300ZKUTPIBZLWLL89
Liberty Media Corp
531229AB8
3765000.00000000
PA
USD
4917470.27000000
0.841777526227
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
SPLUNK INC
549300XGDSGBP6UEI867
Splunk Inc
848637AE4
6015000.00000000
PA
USD
5984407.71000000
1.024416954545
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
COMMSCOPE TECH LLC
M4TWC4QDOKW45N7T6Y12
CommScope Technologies LLC
20337YAA5
4204000.00000000
PA
USD
4274837.40000000
0.731770982643
Long
DBT
CORP
US
N
2
2025-06-15
Fixed
6.00000000
N
N
N
N
N
N
PEGASYSTEMS INC
549300FMCOKPL06FYN26
Pegasystems Inc
705573AA1
2555000.00000000
PA
USD
3084518.08000000
0.528010919522
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
AVAYA INC
J6LB5QIFSP2MFEFG4U76
Avaya Inc
053499AL3
2040000.00000000
PA
USD
2195550.00000000
0.375836465953
Long
DBT
CORP
US
N
2
2028-09-15
Fixed
6.13000000
N
N
N
N
N
N
CCO HLDGS LLC/CAP CORP
N/A
CCO Holdings LLC / CCO Holdings Capital Corp
1248EPCJ0
2610000.00000000
PA
USD
2680992.00000000
0.458934917688
Long
DBT
CORP
US
N
2
2032-05-01
Fixed
4.50000000
N
N
N
N
N
N
FORTRESS TRANS & INFRAST
529900E7PUVK6BC8PE80
Fortress Transportation and Infrastructure Investors LLC
34960PAC5
1500000.00000000
PA
USD
1711050.00000000
0.292899266730
Long
DBT
CORP
US
N
2
2027-08-01
Fixed
9.75000000
N
N
N
N
N
N
LiveStyle Inc
N/A
LiveStyle Inc
784178AF2
4671000.00000000
PA
USD
4.67000000
0.000000799415
Long
DBT
CORP
US
N
3
2019-02-01
None
0.00000000
Y
N
N
N
N
N
NATIONSTAR MTG HLD INC
N/A
Nationstar Mortgage Holdings Inc
63861CAC3
1400000.00000000
PA
USD
1438500.00000000
0.246243882523
Long
DBT
CORP
US
N
2
2028-08-15
Fixed
5.50000000
N
N
N
N
N
N
AMERICAN AIRLINES INC
IWUQB36BXD6OWD6X4T14
American Airlines Inc
023771S58
1955000.00000000
PA
USD
2328893.75000000
0.398662383722
Long
DBT
CORP
US
N
2
2025-07-15
Fixed
11.75000000
N
N
N
N
N
N
Music Technology Holdings, LLC
N/A
Music Technology Holdings, LLC Fixed PIK Term Loan
62757DAB2
1775900.00000000
PA
USD
1775900.00000000
0.304000355212
Long
LON
CORP
US
N
3
2022-12-16
Floating
8.00000000
N
N
Y
N
N
N
HILTON DOMESTIC OPERATIN
5493003EG7H0N1E4XV50
Hilton Domestic Operating Co Inc
432833AL5
1085000.00000000
PA
USD
1099918.75000000
0.188285202266
Long
DBT
CORP
US
N
2
2031-05-01
Fixed
4.00000000
N
N
N
N
N
N
NANOSTRING TECHNOLOGIES
549300G4CK0Y3WRDMY89
NanoString Technologies Inc
63009RAC3
2275000.00000000
PA
USD
3804727.49000000
0.651297093556
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
TRANSOCEAN INC
DOL4HJ22ADYSIWES4H94
Transocean Inc
893830BL2
570000.00000000
PA
USD
356250.00000000
0.060983234722
Long
DBT
CORP
KY
N
2
2027-02-01
Fixed
8.00000000
N
N
N
N
N
N
HUBSPOT INC
529900BLNVEW0MVKJB37
HubSpot Inc
443573AC4
515000.00000000
PA
USD
987921.12000000
0.169113334873
Long
DBT
CORP
US
N
2
2025-06-01
Fixed
0.38000000
N
N
N
N
Y
HubSpot Inc
HubSpot Inc
USD
XXXX
N
N
N
MATTEL INC
549300VELLG24KHTJ564
Mattel Inc
577081BD3
795000.00000000
PA
USD
865456.88000000
0.148149782612
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
7370000.00000000
1.261604041847
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
PINDUODUO INC
5493000573DS7005T657
Pinduoduo Inc
722304AC6
3115000.00000000
PA
USD
3757511.39000000
0.643214593882
Long
DBT
CORP
KY
N
2
2025-12-01
None
0.00000000
N
N
N
N
Y
Pinduoduo Inc
Pinduoduo Inc
USD
XXXX
N
N
N
Avantor Funding, Inc.
5493003VM0XB4U8YD238
Avantor Funding, Inc. 2020 Incremental Term Loan B4
05350NAG9
1530000.00000000
PA
USD
1538124.30000000
0.263297670792
Long
LON
CORP
US
N
2
2027-11-08
Floating
3.50000000
N
N
N
N
N
N
DELL INT LLC / EMC CORP
N/A
Dell International LLC / EMC Corp
25272KAW3
1405000.00000000
PA
USD
1453894.00000000
0.248879042987
Long
DBT
CORP
US
N
2
2024-06-15
Fixed
7.13000000
N
N
N
N
N
N
Centene Corp
549300Z7JJ4TQSQGT333
Centene Corp
15137TAA8
1460000.00000000
PA
USD
1525539.40000000
0.261143374903
Long
DBT
CORP
US
N
2
2026-06-01
Fixed
5.38000000
N
N
N
N
N
N
MERCER INTL INC
549300Z5IAG39VRTY874
Mercer International Inc
588056BA8
1470000.00000000
PA
USD
1490491.80000000
0.255143891346
Long
DBT
CORP
US
N
2
2029-02-01
Fixed
5.13000000
N
N
N
N
N
N
LUMEN TECHNOLOGIES INC
8M3THTGWLTYZVE6BBY25
Lumen Technologies Inc
156700BD7
1480000.00000000
PA
USD
1477558.00000000
0.252929870402
Long
DBT
CORP
US
N
2
2029-01-15
Fixed
4.50000000
N
N
N
N
N
N
Tronox Inc
549300EPZ4YXC7E5P181
Tronox Inc
897051AA6
4690000.00000000
PA
USD
4848381.30000000
0.829950806580
Long
DBT
CORP
US
N
2
2026-04-15
Fixed
6.50000000
N
N
N
N
N
N
AMC ENTERTAINMENT HLDGS
549300ZO77UNR6NRBR11
AMC Entertainment Holdings Inc
00165CAD6
4990000.00000000
PA
USD
2744500.00000000
0.469806281255
Long
DBT
CORP
US
N
2
2027-05-15
Fixed
6.13000000
N
N
N
N
N
N
TWO HARBORS INV CORP
549300ZUIBT6KH4HU823
Two Harbors Investment Corp
90187BAA9
3975000.00000000
PA
USD
4054500.00000000
0.694053404025
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
BOOKING HOLDINGS INC
FXM8FAOHMYDIPD38UZ17
Booking Holdings Inc
09857LAM0
3120000.00000000
PA
USD
4715029.52000000
0.807123514228
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
ALCOA NEDERLAND HOLDING
5493000UL1QLQLT1VQ42
Alcoa Nederland Holding BV
013822AA9
1420000.00000000
PA
USD
1473250.00000000
0.252192422612
Long
DBT
CORP
NL
N
2
2024-09-30
Fixed
6.75000000
N
N
N
N
N
N
Avantor Inc
N/A
Avantor Inc
05352A209
84600.00000000
NS
USD
7369506.00000000
1.261519478428
Long
EP
CORP
US
N
1
N
N
N
CONTINENTAL RESOURCES
XXRTID9RYWOZ0UPIVR53
Continental Resources Inc/OK
212015AS0
905000.00000000
PA
USD
952259.10000000
0.163008674280
Long
DBT
CORP
US
N
2
2028-01-15
Fixed
4.38000000
N
N
N
N
N
N
RACKSPACE TECHNOLOGY
549300QTYCKLMFSE8I97
Rackspace Technology Global Inc
750098AA3
4265000.00000000
PA
USD
4399880.63000000
0.753176009016
Long
DBT
CORP
US
N
2
2028-12-01
Fixed
5.38000000
N
N
N
N
N
N
Constellium SE
724500KRJEMC79KAAU28
Constellium SE
210383AF2
2110000.00000000
PA
USD
2147347.00000000
0.367585027740
Long
DBT
CORP
FR
N
2
2025-03-01
Fixed
6.63000000
N
N
N
N
N
N
2020 CASH EXCH TRUST
N/A
2020 Cash Mandatory Exchangeable Trust
901375105
5345.00000000
NS
USD
5833729.51000000
0.998623708122
Long
EP
CORP
US
N
2
N
N
N
WINNEBAGO INDUSTRIES
549300B7OYKYJLTE3G11
Winnebago Industries Inc
974637AB6
1740000.00000000
PA
USD
2305311.18000000
0.394625495577
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
VAIL RESORTS INC
529900PSZHRNU9HKH870
Vail Resorts Inc
91879QAM1
6875000.00000000
PA
USD
7250408.62000000
1.241132268661
Long
DBT
CORP
US
N
2
2026-01-01
None
0.00000000
N
N
N
N
N
Vail Resorts Inc
Vail Resorts Inc
USD
XXXX
N
N
N
PALO ALTO NETWORKS
549300QXR2YVZV231H43
Palo Alto Networks Inc
697435AE5
2850000.00000000
PA
USD
3832204.05000000
0.656000558841
Long
DBT
CORP
US
N
2
2025-06-01
Fixed
0.38000000
N
N
N
N
Y
Palo Alto Networks Inc
Palo Alto Networks Inc
USD
XXXX
N
N
N
DOCUSIGN INC
549300Q7PVDWRZ39JG09
DocuSign Inc
256163AC0
4410000.00000000
PA
USD
4532949.04000000
0.775954793806
Long
DBT
CORP
US
N
2
2024-01-15
None
0.00000000
N
N
N
N
N
DocuSign Inc
DocuSign Inc
USD
XXXX
N
N
N
REORGANIZED SFXE PREFERRED STOCK 15
N/A
REORGANIZED SFXE PREFERRED STOCK 15
76025R309
76572.00000000
NS
USD
7657200.00000000
1.310767227847
Long
EP
CORP
US
Y
3
N
N
N
CARNIVAL CORP
F1OF2ZSX47CR0BCWA982
Carnival Corp
143658BN1
760000.00000000
PA
USD
771514.00000000
0.132068545555
Long
DBT
CORP
PA
N
2
2027-03-01
Fixed
5.75000000
N
N
N
N
N
N
TELADOC HEALTH INC
549300I2PVFBC9MFAC61
Teladoc Health Inc
87918AAE5
6315000.00000000
PA
USD
8167405.60000000
1.398104737634
Long
DBT
CORP
US
N
2
2027-06-01
Fixed
1.25000000
N
N
N
N
Y
Teladoc Health Inc
Teladoc Health Inc
USD
XXXX
N
N
N
ELANCO ANIMAL HEALTH INC
549300SHPNDCE059M934
Elanco Animal Health Inc
28414H202
50815.00000000
NS
USD
2559551.55000000
0.438146618832
Long
EP
CORP
US
N
1
N
N
N
ENPHASE ENERGY INC
5493008U7KIGMI59Z314
Enphase Energy Inc
29355AAG2
2155000.00000000
PA
USD
2109389.43000000
0.361087412580
Long
DBT
CORP
US
N
2
2026-03-01
None
0.00000000
N
N
N
N
N
Enphase Energy Inc
Enphase Energy Inc
USD
XXXX
N
N
N
Erickson Inc
54930048K1C8M9G3EI51
Erickson Inc
29482Y200
8295.00000000
NS
USD
212683.80000000
0.036407427641
Long
EC
CORP
US
N
3
N
N
N
SERVICE PROPERTIES TRUST
529900IS770AG1K9QG27
Service Properties Trust
44106MAT9
880000.00000000
PA
USD
880000.00000000
0.150639288578
Long
DBT
US
N
2
2025-03-15
Fixed
4.50000000
N
N
N
N
N
N
SPRINT COMMUNICATIONS
549300JKU50UT08ZWD77
Sprint Communications Inc
852061AM2
3370000.00000000
PA
USD
3597475.00000000
0.615819403045
Long
DBT
CORP
US
N
2
2021-11-15
Fixed
11.50000000
N
N
N
N
N
N
SCIENTIFIC GAMES INTERNA
RLTHESQ0RNFQJWPBJN60
Scientific Games International Inc
80874YBA7
2080000.00000000
PA
USD
2204862.40000000
0.377430571988
Long
DBT
CORP
US
N
2
2026-03-15
Fixed
8.25000000
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
1053656.80000000
0.180366034952
Long
DBT
CORP
US
N
2
2027-07-15
Fixed
6.50000000
N
N
N
N
N
N
TRIUMPH GROUP INC
5493007L6S47Q14SL582
Triumph Group Inc
896818AS0
835000.00000000
PA
USD
922675.00000000
0.157944438169
Long
DBT
CORP
US
N
2
2024-06-01
Fixed
8.88000000
N
N
N
N
N
N
Cheniere Energy Inc
MIHC87W9WTYSYZWV1J40
Cheniere Energy Inc
16411RAG4
24750000.00000000
PA
USD
20225898.74000000
3.462289769387
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
Danaher Corp
S4BKK9OTCEWQ3YHPFM11
Danaher Corp
235851300
8695.00000000
NS
USD
13251180.00000000
2.268350372761
Long
EP
CORP
US
N
1
N
N
N
NATIONAL CINEMEDIA LLC
7LJEQIVQVLNGS4X6T547
National CineMedia LLC
63530QAJ8
915000.00000000
PA
USD
841800.00000000
0.144100174006
Long
DBT
CORP
US
N
2
2028-04-15
Fixed
5.88000000
N
N
N
N
N
N
FORD MOTOR CREDIT CO LLC
UDSQCVRUX5BONN0VY111
Ford Motor Credit Co LLC
345397B36
745000.00000000
PA
USD
761762.50000000
0.130399273938
Long
DBT
CORP
US
N
2
2030-11-13
Fixed
4.00000000
N
N
N
N
N
N
SERVICE PROPERTIES TRUST
529900IS770AG1K9QG27
Service Properties Trust
44106MAZ5
595000.00000000
PA
USD
590537.50000000
0.101088805544
Long
DBT
US
N
2
2024-10-01
Fixed
4.35000000
N
N
N
N
N
N
Viavi Solutions Inc
5493006K3E3N1QOBF092
Viavi Solutions Inc
925550AB1
2850000.00000000
PA
USD
3913927.80000000
0.669990112887
Long
DBT
CORP
US
N
2
2024-03-01
Fixed
1.00000000
N
N
N
N
Y
Viavi Solutions Inc
Viavi Solutions Inc
USD
XXXX
N
N
N
Meredith Corp
549300YC8BC386CCTS24
Meredith Corp
589433AB7
1740000.00000000
PA
USD
1775391.60000000
0.303913326787
Long
DBT
CORP
US
N
2
2026-02-01
Fixed
6.88000000
N
N
N
N
N
N
CAESARS ENTERTAIN INC
549300FA4CTCW903Y781
Caesars Entertainment Inc
28470RAH5
2065000.00000000
PA
USD
2186308.43000000
0.374254484669
Long
DBT
CORP
US
N
2
2025-07-01
Fixed
6.25000000
N
N
N
N
N
N
TWITTER INC
549300I8RX485XMK6836
Twitter Inc
90184LAF9
3060000.00000000
PA
USD
4720050.00000000
0.807982925064
Long
DBT
CORP
US
N
2
2024-06-15
Fixed
0.25000000
N
N
N
N
Y
Twitter Inc
Twitter Inc
USD
XXXX
N
N
N
2020 MANDATORY EXCHANGE
N/A
2020 Mandatory Exchangeable Trust
901376202
2105.00000000
NS
USD
4744093.94000000
0.812098790991
Long
EP
CORP
US
N
2
N
N
N
USA COM PART/USA COM FIN
N/A
USA Compression Partners LP / USA Compression Finance Corp
91740PAF5
2285000.00000000
PA
USD
2399250.00000000
0.410706037639
Long
DBT
CORP
US
N
2
2027-09-01
Fixed
6.88000000
N
N
N
N
N
N
Koppers Inc
LTO4ZL5EBDR1NE6FGJ36
Koppers Inc
500605AH3
2095000.00000000
PA
USD
2160468.75000000
0.369831222155
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
0.000000968884
Long
EC
CORP
US
N
3
N
N
N
TRIUMPH GROUP INC
5493007L6S47Q14SL582
Triumph Group Inc
896818AQ4
825000.00000000
PA
USD
829125.00000000
0.141930454707
Long
DBT
CORP
US
N
2
2024-09-15
Fixed
6.25000000
N
N
N
N
N
N
JOSEPH T RYERSON & SON I
54930086XMNNXPXPWJ34
Joseph T Ryerson & Son Inc
48088LAB3
1733000.00000000
PA
USD
1897635.00000000
0.324839075434
Long
DBT
CORP
US
N
2
2028-08-01
Fixed
8.50000000
N
N
N
N
N
N
FORD MOTOR COMPANY
20S05OYHG0MQM4VUIC57
Ford Motor Co
345370CW8
2545000.00000000
PA
USD
3078877.38000000
0.527045338800
Long
DBT
CORP
US
N
2
2025-04-22
Fixed
9.00000000
N
N
N
N
N
N
BURLINGTON STORES INC
5299003Z37DVGKKC1W09
Burlington Stores Inc
122017AA4
3130000.00000000
PA
USD
4312623.55000000
0.738239253954
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
Terex Corp
YAWJZJYEQ7M1SYMOS462
Terex Corp
880779AZ6
3645000.00000000
PA
USD
3740681.25000000
0.640333593522
Long
DBT
CORP
US
N
2
2025-02-01
Fixed
5.63000000
N
N
N
N
N
N
PLUG POWER INC
549300JPDKRSJ8JSM954
Plug Power Inc
72919PAC7
570000.00000000
PA
USD
5364767.78000000
0.918346365647
Long
DBT
CORP
US
N
2
2025-06-01
Fixed
3.75000000
N
N
N
N
Y
Plug Power Inc
Plug Power Inc
USD
XXXX
N
N
N
NAVISTAR INTL CORP
WNDD3CRVXJGC8I7GX671
Navistar International Corp
63934EAT5
1845000.00000000
PA
USD
1917287.10000000
0.328203141756
Long
DBT
CORP
US
N
2
2025-11-01
Fixed
6.63000000
N
N
N
N
N
N
LOGMEIN INC
549300D12V5KRBV00592
LogMeIn Inc
541056AA5
1590000.00000000
PA
USD
1661550.00000000
0.284425806747
Long
DBT
CORP
US
N
2
2027-09-01
Fixed
5.50000000
N
N
N
N
N
N
FREEPORT-MCMORAN INC
549300IRDTHJQ1PVET45
Freeport-McMoRan Inc
35671DCD5
2265000.00000000
PA
USD
2521579.20000000
0.431646473617
Long
DBT
CORP
US
N
2
2029-09-01
Fixed
5.25000000
N
N
N
N
N
N
PDC Energy Inc
5493008W8H2T511J5Y59
PDC Energy Inc
69327RAJ0
1345000.00000000
PA
USD
1378759.50000000
0.236017443410
Long
DBT
CORP
US
N
2
2026-05-15
Fixed
5.75000000
N
N
N
N
N
N
NATERA INC
N/A
Natera Inc
632307AA2
1865000.00000000
PA
USD
5802006.42000000
0.993193317543
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
EQT CORP
4NT01YGM4X7ZX86ISY52
EQT Corp
26884LAG4
1275000.00000000
PA
USD
1667623.50000000
0.285465474610
Long
DBT
CORP
US
N
2
2030-02-01
Fixed
8.50000000
N
N
N
N
N
N
LUMEN TECHNOLOGIES INC
8M3THTGWLTYZVE6BBY25
Lumen Technologies Inc
156700BB1
1595000.00000000
PA
USD
1662787.50000000
0.284637643247
Long
DBT
CORP
US
N
2
2026-12-15
Fixed
5.13000000
N
N
N
N
N
N
Kraft Heinz Foods Co
5493003STKEZ2S0RNU91
Kraft Heinz Foods Co
50076QAN6
2255000.00000000
PA
USD
3100437.16000000
0.530735963711
Long
DBT
CORP
US
N
2
2040-02-09
Fixed
6.50000000
N
N
N
N
N
N
I3 VERTICALS LLC
549300VET627YPCK1T69
i3 Verticals LLC
44933TAA4
2435000.00000000
PA
USD
2589980.62000000
0.443355497761
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
Amkor Technology Inc
529900VHLRTKPWZJBM84
Amkor Technology Inc
031652BK5
3750000.00000000
PA
USD
4068750.00000000
0.696492733414
Long
DBT
CORP
US
N
2
2027-09-15
Fixed
6.63000000
N
N
N
N
N
N
DISH NETWORK CORP
529900U350CWHH15G169
DISH Network Corp
25470MAE9
3705000.00000000
PA
USD
3659481.67000000
0.626433767427
Long
DBT
CORP
US
N
2
2025-12-15
None
0.00000000
N
N
N
N
Y
DISH Network Corp
DISH Network Corp
USD
XXXX
N
N
N
HERC HOLDINGS INC
549300TP80QLITMSBP82
Herc Holdings Inc
42704LAA2
2170000.00000000
PA
USD
2283925.00000000
0.390964587690
Long
DBT
CORP
US
N
2
2027-07-15
Fixed
5.50000000
N
N
N
N
N
N
EQM MIDSTREAM PARTNERS L
549300NELT611CL6XM83
EQM Midstream Partners LP
26885BAL4
755000.00000000
PA
USD
727631.25000000
0.124556652099
Long
DBT
CORP
US
N
2
2031-01-15
Fixed
4.75000000
N
N
N
N
N
N
L BRANDS INC
GR3KVMWVCR54YWQNXU90
L Brands Inc
501797AW4
1945000.00000000
PA
USD
2178808.45000000
0.372970630519
Long
DBT
CORP
US
N
2
2030-10-01
Fixed
6.63000000
N
N
N
N
N
N
TransDigm Inc
88Q84GB3X55CF5OC7582
TransDigm Inc
893647AZ0
5620000.00000000
PA
USD
5727479.69000000
0.980435756649
Long
DBT
CORP
US
N
2
2025-05-15
Fixed
6.50000000
N
N
N
N
N
N
Tesla Inc
54930043XZGB27CTOV49
Tesla Inc
88160RAG6
1495000.00000000
PA
USD
16246912.50000000
2.781162887048
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
Bank of America Corp
9DJT3UXIJIZJI4WXO774
Bank of America Corp
060505682
12080.00000000
NS
USD
16799776.80000000
2.875802756176
Long
EP
CORP
US
N
1
N
N
N
NICE LTD
254900YTY4EF5Z4W0A51
Nice Ltd
653656AA6
1710000.00000000
PA
USD
1870421.10000000
0.320180572553
Long
DBT
CORP
IL
N
2
2025-09-15
None
0.00000000
N
N
N
N
N
Nice Ltd
Nice Ltd
USD
XXXX
N
N
N
VIRGIN MEDIA SECURED FIN
213800X3RLP4NOTPY579
Virgin Media Secured Finance PLC
92769XAP0
1495000.00000000
PA
USD
1602370.90000000
0.274295468653
Long
DBT
CORP
GB
N
2
2029-05-15
Fixed
5.50000000
N
N
N
N
N
N
TARGA RESOURCES PARTNERS
N/A
Targa Resources Partners LP / Targa Resources Partners Finance Corp
87612BBN1
2300000.00000000
PA
USD
2550125.00000000
0.436532972485
Long
DBT
CORP
US
N
2
2029-01-15
Fixed
6.88000000
N
N
N
N
N
N
ROYAL CARIBBEAN CRUISES
K2NEH8QNVW44JIWK7Z55
Royal Caribbean Cruises Ltd
780153AZ5
1450000.00000000
PA
USD
1696500.00000000
0.290408583038
Long
DBT
CORP
LR
N
2
2025-06-01
Fixed
11.50000000
N
N
N
N
N
N
Iconix Brand Group Inc
ZVNLR337TQLJ2PKYHL98
Iconix Brand Group Inc
451055305
155736.00000000
NS
USD
339504.48000000
0.058116719700
Long
EC
CORP
US
N
1
N
N
N
NEXTERA ENERGY INC
N/A
NextEra Energy Inc
65339F770
78590.00000000
NS
USD
3826547.10000000
0.655032196428
Long
EP
CORP
US
N
1
N
N
N
NCL CORPORATION LTD
UNZWILHE4KMRP9K2L524
NCL Corp Ltd
62886HAW1
3550000.00000000
PA
USD
6598267.85000000
1.129498153155
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
PBF HOLDING CO LLC
N/A
PBF Holding Co LLC / PBF Finance Corp
69318FAJ7
2495000.00000000
PA
USD
1584325.00000000
0.271206353270
Long
DBT
CORP
US
N
2
2028-02-15
Fixed
6.00000000
N
N
N
N
N
N
CREE INC
549300OGU88P3AW3TO93
Cree Inc
225447AC5
755000.00000000
PA
USD
1868189.15000000
0.319798505098
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
DELTA AIR LINES INC
Q2CCMS6R0AS67HJMBN42
Delta Air Lines Inc
247361ZZ4
3595000.00000000
PA
USD
4210517.67000000
0.720760666315
Long
DBT
CORP
US
N
2
2026-01-15
Fixed
7.38000000
N
N
N
N
N
N
GRAY TELEVISION INC
529900TM5726KDN7UU35
Gray Television Inc
389375AL0
1480000.00000000
PA
USD
1480000.00000000
0.253347894428
Long
DBT
CORP
US
N
2
2030-10-15
Fixed
4.75000000
N
N
N
N
N
N
UBER TECHNOLOGIES INC
549300B2FTG34FILDR98
Uber Technologies Inc
90353TAE0
925000.00000000
PA
USD
1011718.75000000
0.173187037206
Long
DBT
CORP
US
N
2
2027-09-15
Fixed
7.50000000
N
N
N
N
N
N
NAVIENT CORP
54930067J0ZNOEBRW338
Navient Corp
63938CAK4
2435000.00000000
PA
USD
2386300.00000000
0.408489243563
Long
DBT
CORP
US
N
2
2027-03-15
Fixed
5.00000000
N
N
N
N
N
N
CLOUDFLARE INC
5493007DY18BGNLDWU14
Cloudflare Inc
18915MAA5
410000.00000000
PA
USD
860579.04000000
0.147314789035
Long
DBT
CORP
US
N
2
2025-05-15
Fixed
0.75000000
N
N
N
N
Y
Cloudflare Inc
Cloudflare Inc
USD
XXXX
N
N
N
NGL ENRGY PART LP/FIN CO
N/A
NGL Energy Partners LP / NGL Energy Finance Corp
62913TAP7
3240000.00000000
PA
USD
2660850.00000000
0.455486989789
Long
DBT
CORP
US
N
2
2026-04-15
Fixed
7.50000000
N
N
N
N
N
N
PIONEER NATURAL RESOURCE
FY8JBF7CCL2VE4F1B628
Pioneer Natural Resources Co
723787AN7
4790000.00000000
PA
USD
7568885.93000000
1.295649536169
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
GFL ENVIRONMENTAL INC
549300FYK4MBXWIVZU26
GFL Environmental Inc
36168Q120
63190.00000000
NS
USD
4640673.60000000
0.794395192761
Long
EP
CORP
CA
N
1
N
N
N
Berry Global Inc
549300AP2Q7ERHX6RI89
Berry Global Inc
085770AB1
2195000.00000000
PA
USD
2334931.25000000
0.399695889068
Long
DBT
CORP
US
N
2
2027-07-15
Fixed
5.63000000
N
N
N
N
N
N
DEXCOM INC
549300YSK3QDSFR5EU59
DexCom Inc
252131AJ6
3490000.00000000
PA
USD
3734590.19000000
0.639290919721
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
BRIDGEBIO PHARMA INC
54930028YG89VTY2J114
Bridgebio Pharma Inc
10806XAC6
3125000.00000000
PA
USD
3261162.50000000
0.558249089704
Long
DBT
CORP
US
N
2
2029-02-01
Fixed
2.25000000
N
N
N
N
N
Bridgebio Pharma Inc
Bridgebio Pharma Inc
USD
XXXX
N
N
N
INTERNATIONAL GAME TECH
549300UQ6KHRCZDRGZ76
International Game Technology PLC
460599AD5
2890000.00000000
PA
USD
3272925.00000000
0.560262606331
Long
DBT
CORP
GB
N
2
2027-01-15
Fixed
6.25000000
N
N
N
N
N
N
Tenet Healthcare Corp
0W9AIBT6U6ADJ2I8HK17
Tenet Healthcare Corp
88033GCX6
3590000.00000000
PA
USD
3789245.00000000
0.648646785285
Long
DBT
CORP
US
N
2
2027-02-01
Fixed
6.25000000
N
N
N
N
N
N
FORD MOTOR COMPANY
20S05OYHG0MQM4VUIC57
Ford Motor Co
345370CX6
2205000.00000000
PA
USD
3119413.50000000
0.533984352753
Long
DBT
CORP
US
N
2
2030-04-22
Fixed
9.63000000
N
N
N
N
N
N
EQT CORP
4NT01YGM4X7ZX86ISY52
EQT Corp
26884LAJ8
7180000.00000000
PA
USD
10530136.59000000
1.802559414267
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
WELLS FARGO & COMPANY
PBLD0EJDB5FWOLXP3B76
Wells Fargo & Co
949746804
16980.00000000
NS
USD
23568240.00000000
4.034435121198
Long
EP
CORP
US
N
1
N
N
N
EXPEDIA GROUP INC
N/A
Expedia Group Inc
30212PBD6
1535000.00000000
PA
USD
1630460.12000000
0.279103809696
Long
DBT
CORP
US
N
2
2026-02-15
None
0.00000000
N
N
N
N
Y
Expedia Group Inc
Expedia Group Inc
USD
XXXX
N
N
N
WYNN LAS VEGAS LLC/CORP
N/A
Wynn Las Vegas LLC / Wynn Las Vegas Capital Corp
983130AV7
3225000.00000000
PA
USD
3418500.00000000
0.585182281825
Long
DBT
CORP
US
N
2
2025-03-01
Fixed
5.50000000
N
N
N
N
N
N
BILL.COM HOLDINGS INC
549300IBF9VZZIGOZW63
Bill.com Holdings Inc
090043AA8
3295000.00000000
PA
USD
4257263.23000000
0.728762618477
Long
DBT
CORP
US
N
2
2025-12-01
None
0.00000000
N
N
N
N
Y
Bill.Com Holdings Inc
Bill.Com Holdings Inc
USD
XXXX
N
N
N
Affinion Group Holding Inc
549300KQQ3W775I3BX27
AFFINION GROUP HOLDINGS WARREN PUT EXP 01APR24
000000000
15601.62000000
NS
USD
147435.31000000
0.025238125238
N/A
DE
US
Y
3
N/A
N/A
Call
Purchased
Cxloyalty Group Holdings Inc
Cxloyalty Group Holdings Inc
1.00000000
1.00000000
USD
2024-04-01
XXXX
-2932876.65000000
N
N
N
SELECT MEDICAL CORP
549300X05KS0JKR8CB50
Select Medical Corp
816196AT6
1640000.00000000
PA
USD
1754800.00000000
0.300388435906
Long
DBT
CORP
US
N
2
2026-08-15
Fixed
6.25000000
N
N
N
N
N
N
WYNDHAM HOTELS & RESORTS
549300FE3MQ4RVXXC673
Wyndham Hotels & Resorts Inc
98311AAA3
1950000.00000000
PA
USD
1993875.00000000
0.341313535812
Long
DBT
CORP
US
N
2
2026-04-15
Fixed
5.38000000
N
N
N
N
N
N
REORGANIZED 16 10238 HOLDCO COMMON STOCK
549300I3BD3ESY1T3I50
REORGANIZED 16 10238 HOLDCO COMMON STOCK
76025R101
90407.00000000
NS
USD
0.90000000
0.000000154062
Long
EC
CORP
US
Y
3
N
N
N
JP MORGAN CHASE BANK NA
7H6GLXDRUGQFU57RNE97
JPMorgan Chase Bank NA
48128DAC1
5220000.00000000
PA
USD
6133500.00000000
1.049938723293
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
BOSTON SCIENTIFIC CORP
Y6ZDD9FP4P8JSSJMW954
Boston Scientific Corp
101137206
71510.00000000
NS
USD
7910436.20000000
1.354116456268
Long
EP
CORP
US
N
1
N
N
N
PETCO ANIMAL SUPPLIES INC
N/A
PETCO ANIMAL SUPPLIES INC 2021 TERM LOAN B
000000000
965000.00000000
PA
USD
963793.75000000
0.164983187314
Long
LON
CORP
US
N
2
2028-02-24
None
0.00000000
N
N
N
N
N
N
Fixed Income Clearing Corp
549300H47WTHXPU08X20
FIXED INC CLEARING CORP.REPO
000000000
88722000.00000000
PA
USD
88722000.00000000
15.18752154692
Long
RA
CORP
US
N
2
Repurchase
N
0.00000000
2021-03-01
82536900.00000000
USD
90496481.35165500
USD
UST
N
N
N
NEXSTAR BROADCASTING INC
5493006PK6I4I2OOT688
Nexstar Broadcasting Inc
65343HAA9
2120000.00000000
PA
USD
2239250.00000000
0.383317076079
Long
DBT
CORP
US
N
2
2027-07-15
Fixed
5.63000000
N
N
N
N
N
N
CCF Holdings LLC
N/A
CCF Holdings LLC
12509JAA7
22780316.26000000
PA
USD
4792978.54000000
0.820466906180
Long
DBT
CORP
US
N
3
2023-12-15
Fixed
10.75000000
N
N
Y
N
N
N
BENTLEY SYSTEMS INC
549300WVEHPGE0Z56F71
Bentley Systems Inc
08265TAA7
3870000.00000000
PA
USD
4018687.68000000
0.687923014926
Long
DBT
CORP
US
N
2
2026-01-15
Fixed
0.13000000
N
N
N
N
N
Bentley Systems Inc
Bentley Systems Inc
USD
XXXX
N
N
N
CONTINENTAL RESOURCES
XXRTID9RYWOZ0UPIVR53
Continental Resources Inc/OK
212015AT8
865000.00000000
PA
USD
975036.65000000
0.166907758288
Long
DBT
CORP
US
N
2
2031-01-15
Fixed
5.75000000
N
N
N
N
N
N
Laureate Education Inc
5JL7TMOH5TY3IUYSUP91
Laureate Education Inc
518613AJ3
1405000.00000000
PA
USD
1471737.50000000
0.251933511334
Long
DBT
CORP
US
N
2
2025-05-01
Fixed
8.25000000
N
N
N
N
N
N
OWENS-BROCKWAY
V2UQUCDZJ9WY98W8QU33
Owens-Brockway Glass Container Inc
69073TAT0
3020000.00000000
PA
USD
3238950.00000000
0.554446731525
Long
DBT
CORP
US
N
2
2027-05-13
Fixed
6.63000000
N
N
N
N
N
N
CNX Resources Corp
549300JK3KH8PWM3B226
CNX Resources Corp
12653CAC2
2430000.00000000
PA
USD
2600100.00000000
0.445087743447
Long
DBT
CORP
US
N
2
2027-03-14
Fixed
7.25000000
N
N
N
N
N
N
EXACT SCIENCES CORP
549300VM3X1FYD4N9Z14
Exact Sciences Corp
30063PAC9
5125000.00000000
PA
USD
6832292.69000000
1.169558761572
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
CRESTWOOD MID PARTNER LP
N/A
Crestwood Midstream Partners LP / Crestwood Midstream Finance Corp
226373AP3
1080000.00000000
PA
USD
1085994.00000000
0.185901549500
Long
DBT
CORP
US
N
2
2025-04-01
Fixed
5.75000000
N
N
N
N
N
N
NCL CORPORATION LTD
UNZWILHE4KMRP9K2L524
NCL Corp Ltd
62886HAS0
920000.00000000
PA
USD
2184736.76000000
0.373985444611
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
RLJ Lodging Trust
N/A
RLJ Lodging Trust
74965L200
493060.00000000
NS
USD
12686433.80000000
2.171676547993
Long
EP
US
N
1
N
N
N
SQUARE INC
549300OHIIUWSTIZME52
Square Inc
852234AG8
8400000.00000000
PA
USD
9674705.63000000
1.656125878764
Long
DBT
CORP
US
N
2
2026-05-01
None
0.00000000
N
N
N
N
Y
Square Inc
Square Inc
USD
XXXX
N
N
N
SOUTHWEST AIRLINES CO
UDTZ87G0STFETI6HGH41
Southwest Airlines Co
844741BG2
4140000.00000000
PA
USD
6960375.00000000
1.191484020729
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
Akamai Technologies Inc
OC1LZNN2LF5WTJ5RIL89
Akamai Technologies Inc
00971TAJ0
2850000.00000000
PA
USD
3363351.46000000
0.575741899062
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
WAYFAIR INC
54930027N9ZAVYFDHK53
Wayfair Inc
94419LAL5
6925000.00000000
PA
USD
7160720.08000000
1.225779293821
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
HUGHES SATELLITE SYSTEMS
N/A
Hughes Satellite Systems Corp
444454AF9
1460000.00000000
PA
USD
1629944.00000000
0.279015459753
Long
DBT
CORP
US
N
2
2026-08-01
Fixed
6.63000000
N
N
N
N
N
N
WESCO DISTRIBUTION INC
549300I2CEZJG9N4AH67
WESCO Distribution Inc
95081QAP9
1810000.00000000
PA
USD
2011362.50000000
0.344307063720
Long
DBT
CORP
US
N
2
2028-06-15
Fixed
7.25000000
N
N
N
N
N
N
Cincinnati Bell Inc
549300JYVZOCUJOHL272
Cincinnati Bell Inc
171871AP1
1585000.00000000
PA
USD
1648400.00000000
0.282174776469
Long
DBT
CORP
US
N
2
2024-07-15
Fixed
7.00000000
N
N
N
N
N
N
21VIANET GROUP INC
529900672GYJQ3T38I58
21Vianet Group Inc
90138VAA5
2620000.00000000
PA
USD
2603735.83000000
0.445710128498
Long
DBT
CORP
KY
N
2
2026-02-01
None
0.00000000
N
N
N
N
N
21Vianet Group Inc
21Vianet Group Inc
USD
XXXX
N
N
N
CLEVELAND-CLIFFS INC
549300TM2WLI2BJMDD86
Cleveland-Cliffs Inc
185899AH4
2195000.00000000
PA
USD
2241007.20000000
0.383617875350
Long
DBT
CORP
US
N
2
2027-06-01
Fixed
5.88000000
N
N
N
N
N
N
UBER TECHNOLOGIES INC
549300B2FTG34FILDR98
Uber Technologies Inc
90353TAH3
5275000.00000000
PA
USD
5528511.23000000
0.946376134758
Long
DBT
CORP
US
N
2
2025-12-15
None
0.00000000
N
N
N
N
Y
Uber Technologies Inc
Uber Technologies Inc
USD
XXXX
N
N
N
Patrick Industries Inc
549300FZ5ZTCCJ3Z5W14
Patrick Industries Inc
703343AB9
8820000.00000000
PA
USD
9992498.08000000
1.710525911245
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
INPHI CORP
549300DCMERAAZFGT726
Inphi Corp
45772FAE7
3405000.00000000
PA
USD
4843682.98000000
0.829146543418
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
HORIZON THERAPEUTICS USA
N/A
Horizon Therapeutics USA Inc
44055PAA4
2235000.00000000
PA
USD
2374687.50000000
0.406501404087
Long
DBT
CORP
US
N
2
2027-08-01
Fixed
5.50000000
N
N
N
N
N
N
ROYAL CARIBBEAN CRUISES
K2NEH8QNVW44JIWK7Z55
Royal Caribbean Cruises Ltd
780153BA9
1710000.00000000
PA
USD
2595236.12000000
0.444255139557
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
SFX Entertainment Inc
N/A
SFX Reorganized 16 10238 Wts Ser C Exp 2021/Nov/30
000000000
19500.00000000
NS
USD
0.20000000
0.000000034236
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
0.20000000
N
N
N
DISH DBS CORP
N/A
DISH DBS Corp
25470XBB0
3025000.00000000
PA
USD
3170578.13000000
0.542742765780
Long
DBT
CORP
US
N
2
2028-07-01
Fixed
7.38000000
N
N
N
N
N
N
ZENDESK INC
549300SLI6BN94BKKO36
Zendesk Inc
98936JAC5
3615000.00000000
PA
USD
5417932.12000000
0.927447091051
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
DATADOG INC
549300F6JNO0KRPO1K63
Datadog Inc
23804LAA1
2680000.00000000
PA
USD
3483599.63000000
0.596326102223
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
GO DADDY OPCO/FINCO
N/A
Go Daddy Operating Co LLC / GD Finance Co Inc
38016LAA3
2220000.00000000
PA
USD
2331000.00000000
0.399022933724
Long
DBT
CORP
US
N
2
2027-12-01
Fixed
5.25000000
N
N
N
N
N
N
Bausch Health Cos Inc
B3BS7ACMDUWISF18KY76
Bausch Health Cos Inc
071734AF4
2140000.00000000
PA
USD
2370863.20000000
0.405846756551
Long
DBT
CORP
CA
N
2
2029-05-30
Fixed
7.25000000
N
N
N
N
N
N
DANAHER CORP
S4BKK9OTCEWQ3YHPFM11
Danaher Corp
235851409
855.00000000
NS
USD
1103574.15000000
0.188910937329
Long
EP
CORP
US
N
1
N
N
N
BOYD GAMING CORP
254900787YGRYS2A1Z35
Boyd Gaming Corp
103304BS9
1360000.00000000
PA
USD
1496000.00000000
0.256086790583
Long
DBT
CORP
US
N
2
2025-06-01
Fixed
8.63000000
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
536831.70000000
0.091895392471
Long
EP
CORP
US
Y
3
N
N
N
ANTERO RESOURCES CORP
APVBKPOULHUX7YZLKU17
Antero Resources Corp
03674XAQ9
1455000.00000000
PA
USD
1551393.75000000
0.265569148642
Long
DBT
CORP
US
N
2
2029-02-01
Fixed
7.63000000
N
N
N
N
N
N
AVIS BUDGET CAR/FINANCE
N/A
Avis Budget Car Rental LLC / Avis Budget Finance Inc
053773BC0
2255000.00000000
PA
USD
2331106.25000000
0.399041121706
Long
DBT
CORP
US
N
2
2027-07-15
Fixed
5.75000000
N
N
N
N
N
N
CLARIOS GLOBAL LP/US FIN
N/A
Clarios Global LP / Clarios US Finance Co
69867DAC2
3010000.00000000
PA
USD
3247790.00000000
0.555959971651
Long
DBT
CORP
XX
N
2
2027-05-15
Fixed
8.50000000
N
N
N
N
N
N
PLANTRONICS INC
5493006O3W5M472F6668
Plantronics Inc
727493AC2
505000.00000000
PA
USD
503737.50000000
0.086230293898
Long
DBT
CORP
US
N
2
2029-03-01
Fixed
4.75000000
N
N
N
N
N
N
UBER TECHNOLOGIES INC
549300B2FTG34FILDR98
Uber Technologies Inc
90353TAC4
1125000.00000000
PA
USD
1215393.75000000
0.208052329367
Long
DBT
CORP
US
N
2
2026-11-01
Fixed
8.00000000
N
N
N
N
N
N
TRANSDIGM INC
88Q84GB3X55CF5OC7582
TransDigm Inc
893647BL0
2240000.00000000
PA
USD
2301152.00000000
0.393913522945
Long
DBT
CORP
US
N
2
2027-11-15
Fixed
5.50000000
N
N
N
N
N
N
PERFORMANCE FOOD GROUP I
549300OMUOGBYK0FFO76
Performance Food Group Inc
69346VAA7
2875000.00000000
PA
USD
3019008.75000000
0.516796966265
Long
DBT
CORP
US
N
2
2027-10-15
Fixed
5.50000000
N
N
N
N
N
N
Park-Ohio Industries Inc
5493006LQUO5SLMNYM18
Park-Ohio Industries Inc
700677AR8
3830000.00000000
PA
USD
3895646.20000000
0.666860650139
Long
DBT
CORP
US
N
2
2027-04-15
Fixed
6.63000000
N
N
N
N
N
N
ENPHASE ENERGY INC
5493008U7KIGMI59Z314
Enphase Energy Inc
29355AAJ6
2150000.00000000
PA
USD
2083354.30000000
0.356630692738
Long
DBT
CORP
US
N
2
2028-03-01
None
0.00000000
N
N
N
N
N
Enphase Energy Inc
Enphase Energy Inc
USD
XXXX
N
N
N
CSC Holdings LLC
3HG2WD2W22M120IUNG49
CSC Holdings LLC
126307AY3
2230000.00000000
PA
USD
2456255.80000000
0.420464348045
Long
DBT
CORP
US
N
2
2028-04-01
Fixed
7.50000000
N
N
N
N
N
N
INTL FLAVOR & FRAGRANCES
BZLRL03D3GPGMOGFO832
International Flavors & Fragrances Inc
459506309
68705.00000000
NS
USD
3352804.00000000
0.573936374209
Long
EP
CORP
US
N
1
N
N
N
COUPA SOFTWARE INC
549300Q95ICR2GFL2K37
Coupa Software Inc
22266LAE6
3410000.00000000
PA
USD
4755993.90000000
0.814135838160
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
SOUTHERN CO
549300FC3G3YU2FBZD92
Southern Co/The
842587602
36585.00000000
NS
USD
1761567.75000000
0.301546946185
Long
EP
CORP
US
N
1
N
N
N
Infinera Corp
549300ZOF66WPV3H0H17
Infinera Corp
45667GAC7
3605000.00000000
PA
USD
4396995.93000000
0.752682203158
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
RINGCENTRAL INC
549300C8EH0H1614VE84
RingCentral Inc
76680RAE7
7340000.00000000
PA
USD
9395696.48000000
1.608364810738
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
Navient Corp
54930067J0ZNOEBRW338
Navient Corp
63938CAJ7
2365000.00000000
PA
USD
2530550.00000000
0.433182104219
Long
DBT
CORP
US
N
2
2026-06-15
Fixed
6.75000000
N
N
N
N
N
N
APTIV PLC
N/A
Aptiv PLC
000000000
56155.00000000
NS
USD
9588466.25000000
1.641363334615
Long
EP
CORP
JE
N
1
N
N
N
NUSTAR LOGISTICS LP
N62BF2PKP51FIIOIUN20
NuStar Logistics LP
67059TAH8
1445000.00000000
PA
USD
1597028.45000000
0.273380942668
Long
DBT
CORP
US
N
2
2030-10-01
Fixed
6.38000000
N
N
N
N
N
N
ADVANCED MICRO DEVICES
R2I72C950HOYXII45366
Advanced Micro Devices Inc
007903BD8
405000.00000000
PA
USD
4242927.62000000
0.726308634282
Long
DBT
CORP
US
N
2
2026-09-01
Fixed
2.13000000
N
N
N
N
Y
Advanced Micro Devices Inc
Advanced Micro Devices Inc
USD
XXXX
N
N
N
OCCIDENTAL PETROLEUM COR
IM7X0T3ECJW4C1T7ON55
Occidental Petroleum Corp
674599DC6
2510000.00000000
PA
USD
2679425.00000000
0.458666677045
Long
DBT
CORP
US
N
2
2026-03-15
Fixed
5.55000000
N
N
N
N
N
N
BAUSCH HEALTH AMERICAS
KOO0397YRO83WY5MGD97
Bausch Health Americas Inc
91911XAW4
2585000.00000000
PA
USD
2859656.25000000
0.489518844409
Long
DBT
CORP
US
N
2
2027-01-31
Fixed
8.50000000
N
N
N
N
N
N
CITGO PETROLEUM CORP
YX52P86PXMLYDOTUQ225
CITGO Petroleum Corp
17302XAM8
680000.00000000
PA
USD
690200.00000000
0.118149132928
Long
DBT
CORP
US
N
2
2026-06-15
Fixed
6.38000000
N
N
N
N
N
N
LUMENTUM HOLDINGS INC
549300JLWRRC38DWEF52
Lumentum Holdings Inc
55024UAD1
2175000.00000000
PA
USD
2598026.23000000
0.444732753404
Long
DBT
CORP
US
N
2
2026-12-15
Fixed
0.50000000
N
N
N
N
Y
Lumentum Holdings Inc
Lumentum Holdings Inc
USD
XXXX
N
N
N
MATCH GROUP FINANCECO 2
549300IPGK4BWL134U96
Match Group Financeco 2 Inc
44932FAA5
2155000.00000000
PA
USD
3963907.00000000
0.678545602809
Long
DBT
CORP
US
N
2
2026-06-15
Fixed
0.88000000
N
N
N
N
Y
Match Group Inc
Match Group Inc
USD
XXXX
N
N
N
SFX Entertainment Inc
N/A
SFX ENTERTAINMENT INC SERIES B
000000000
6750.00000000
NS
USD
67.50000000
0.000011554718
Long
EP
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
0.000000366327
Long
EC
CORP
US
N
3
N
N
N
CLEAR CHANNEL OUTDOOR HO
N/A
Clear Channel Outdoor Holdings Inc
18453HAC0
760000.00000000
PA
USD
771400.00000000
0.132049030920
Long
DBT
CORP
US
N
2
2028-04-15
Fixed
7.75000000
N
N
N
N
N
N
Netflix Inc
549300Y7VHGU0I7CE873
Netflix Inc
64110LAU0
1730000.00000000
PA
USD
2043908.50000000
0.349878320863
Long
DBT
CORP
US
N
2
2029-11-15
Fixed
5.38000000
N
N
N
N
N
N
FORTIVE CORPORATION
549300MU9YQJYHDQEF63
Fortive Corp
34959J207
7425.00000000
NS
USD
7163491.50000000
1.226253708295
Long
EP
CORP
US
N
1
N
N
N
Insmed Inc
529900Q55QAG41CCAC11
Insmed Inc
457669AA7
2580000.00000000
PA
USD
3002335.83000000
0.513942878983
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
LIONS GATE CAPITAL HOLD
549300MWJHNLR35C0837
Lions Gate Capital Holdings LLC
53627NAC5
3680000.00000000
PA
USD
3756212.80000000
0.642992299934
Long
DBT
CORP
US
N
2
2024-02-01
Fixed
6.38000000
N
N
N
N
N
N
INSULET CORPORATION
549300TZTYD2PYN92D43
Insulet Corp
45784PAK7
3265000.00000000
PA
USD
4392823.89000000
0.751968029138
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
NGL ENRGY OP/FIN CORP
N/A
NGL Energy Operating LLC / NGL Energy Finance Corp
62922LAA6
745000.00000000
PA
USD
768106.18000000
0.131485191486
Long
DBT
CORP
US
N
2
2026-02-01
Fixed
7.50000000
N
N
N
N
N
N
ZYNGA INC
549300XNQ0U2EL088Z74
Zynga Inc
98986TAC2
1115000.00000000
PA
USD
1292225.91000000
0.221204536097
Long
DBT
CORP
US
N
2
2026-12-15
None
0.00000000
N
N
N
N
N
Zynga Inc
Zynga Inc
USD
XXXX
N
N
N
US FOODS INC
5493000JOOFAOUY1JZ87
US Foods Inc
90290MAC5
1690000.00000000
PA
USD
1797737.50000000
0.307738520513
Long
DBT
CORP
US
N
2
2025-04-15
Fixed
6.25000000
N
N
N
N
N
N
2021-03-29
Virtus AllianzGI Convertible & Income Fund
Amy Hackett
Amy Hackett
VP and Assistant Treasurer