0001752724-21-224583.txt : 20211025
0001752724-21-224583.hdr.sgml : 20211025
20211025142605
ACCESSION NUMBER: 0001752724-21-224583
CONFORMED SUBMISSION TYPE: NPORT-P
PUBLIC DOCUMENT COUNT: 1
CONFORMED PERIOD OF REPORT: 20210831
FILED AS OF DATE: 20211025
PERIOD START: 20220228
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: 211343473
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
01301-9668
800-254-5197
Virtus AllianzGI Convertible & Income Fund
549300WT3ICVH2Z06O49
2022-02-28
2021-08-31
N
944425735.98
367263020.41
577162715.57
0.00000000
0.00000000
28851499.90000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
323275000.00000000
86533.16000000
USD
N
CHART INDUSTRIES INC
EM7QGKC1GYOF3LSZSL80
Chart Industries Inc
16115QAD2
1700000.00000000
PA
USD
5443737.38000000
0.943189369851
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
PEBBLEBROOK HOTEL TRUST
5493004Q1NNH6JXCSI52
Pebblebrook Hotel Trust
70509VAA8
3620000.00000000
PA
USD
4001062.70000000
0.693229585360
Long
DBT
CORP
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
CCF Holdings LLC
N/A
CCF Holdings LLC
12509J208
7808320.00000000
NS
USD
5309657.60000000
0.919958524132
Long
EC
CORP
US
N
3
N
N
N
ZYNGA INC
549300XNQ0U2EL088Z74
Zynga Inc
98986TAC2
1585000.00000000
PA
USD
1583780.53000000
0.274407976689
Long
DBT
CORP
US
N
2
2026-12-15
None
0.00000000
N
N
N
N
Y
Zynga Inc
Zynga Inc
USD
XXXX
N
N
N
FORD MOTOR COMPANY
20S05OYHG0MQM4VUIC57
Ford Motor Co
345370CX6
2205000.00000000
PA
USD
3142632.15000000
0.544496736400
Long
DBT
CORP
US
N
2
2030-04-22
Fixed
9.62500000
N
N
N
N
N
N
COINBASE GLOBAL INC
5493004G3J2SC154DU06
Coinbase Global Inc
19260QAA5
4870000.00000000
PA
USD
5144840.30000000
0.891402053737
Long
DBT
CORP
US
N
2
2026-06-01
Fixed
0.50000000
N
N
N
N
Y
Coinbase Global Inc
Coinbase Global Inc
USD
XXXX
N
N
N
TENNECO INC
549300U0EXXFAQFAD785
Tenneco Inc
880349AS4
1715000.00000000
PA
USD
1929375.00000000
0.334286146341
Long
DBT
CORP
US
N
2
2029-01-15
Fixed
7.87500000
N
N
N
N
N
N
DISH NETWORK CORP
529900U350CWHH15G169
DISH Network Corp
25470MAE9
3890000.00000000
PA
USD
4647818.25000000
0.805287334856
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
SIRIUS XM RADIO INC
WP5O65E6BMU84LNO4227
Sirius XM Radio Inc
82967NBJ6
2240000.00000000
PA
USD
2287320.00000000
0.396304185682
Long
DBT
CORP
US
N
2
2028-07-15
Fixed
4.00000000
N
N
N
N
N
N
BROADCOM INC
549300WV6GIDOZJTV909
Broadcom Inc
11135F200
12835.00000000
NS
USD
20256838.75000000
3.509727534980
Long
EP
CORP
US
N
1
N
N
N
BILL.COM HOLDINGS INC
549300IBF9VZZIGOZW63
Bill.com Holdings Inc
090043AA8
3865000.00000000
PA
USD
7009226.93000000
1.214428226375
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
PINDUODUO INC
5493000573DS7005T657
Pinduoduo Inc
722304AC6
3115000.00000000
PA
USD
2980310.92000000
0.516372738501
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
AFFINION GROUP HOLDINGS WTS 04/01/24 P
N/A
AFFINION GROUP HOLDINGS WTS 04/01/24 P
000000000
15601.62000000
NC
USD
0.00000000
0.000000
N/A
DE
CORP
US
Y
3
AFFINION GROUP HOLDINGS WTS 04/01/24 P
N/A
Call
Purchased
AFFINION EQUITY
AFFINION EQUITY
1.00000000
0.00000000
USD
2024-04-01
XXXX
-3080311.96000000
N
N
N
MATCH GROUP FINANCECO 2
549300IPGK4BWL134U96
Match Group Financeco 2 Inc
44932FAA5
4175000.00000000
PA
USD
6979653.61000000
1.209304312581
Long
DBT
CORP
US
N
2
2026-06-15
Fixed
0.87500000
N
N
N
N
Y
Match Group Inc
Match Group Inc
USD
XXXX
N
N
N
COMSTOCK RESOURCES INC
I03QQGEA4SS774AURI46
Comstock Resources Inc
205768AS3
1480000.00000000
PA
USD
1553260.00000000
0.269119947996
Long
DBT
CORP
US
N
2
2029-03-01
Fixed
6.75000000
N
N
N
N
N
N
DEXCOM INC
549300YSK3QDSFR5EU59
Dexcom Inc
252131AK3
3830000.00000000
PA
USD
4404686.21000000
0.763161945700
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
CARNIVAL CORP
F1OF2ZSX47CR0BCWA982
Carnival Corp
143658BG6
1290000.00000000
PA
USD
1488337.50000000
0.257871387019
Long
DBT
CORP
PA
N
2
2026-02-01
Fixed
10.50000000
N
N
N
N
N
N
MUSIC TECHNOLOGY HOLDING
N/A
Music Technology Holdings LLC
62757DAB2
1848048.90000000
PA
USD
1848048.90000000
0.320195475235
Long
LON
CORP
US
N
3
2022-12-16
Variable
0.01000000
N
N
N
N
N
N
ROYAL CARIBBEAN CRUISES
K2NEH8QNVW44JIWK7Z55
Royal Caribbean Cruises Ltd
780153AZ5
866000.00000000
PA
USD
996982.50000000
0.172738548957
Long
DBT
CORP
LR
N
2
2025-06-01
Fixed
11.50000000
N
N
N
N
N
N
NESCO HOLDINGS II INC
254900FAHT0HW9T6L409
NESCO Holdings II Inc
64083YAA9
1405000.00000000
PA
USD
1457406.50000000
0.252512239734
Long
DBT
CORP
US
N
2
2029-04-15
Fixed
5.50000000
N
N
N
N
N
N
CLEAR CHANNEL OUTDOOR HO
N/A
Clear Channel Outdoor Holdings Inc
18453HAD8
1445000.00000000
PA
USD
1495575.00000000
0.259125366149
Long
DBT
CORP
US
N
2
2029-06-01
Fixed
7.50000000
N
N
N
N
N
N
BATH & BODY WORKS INC
GR3KVMWVCR54YWQNXU90
Bath & Body Works Inc
501797AW4
1945000.00000000
PA
USD
2241612.50000000
0.388384841835
Long
DBT
CORP
US
N
2
2030-10-01
Fixed
6.62500000
N
N
N
N
N
N
TRITON WATER HOLDINGS IN
N/A
Triton Water Holdings Inc
89680EAA7
1490000.00000000
PA
USD
1474697.70000000
0.255508136651
Long
DBT
CORP
US
N
2
2029-04-01
Fixed
6.25000000
N
N
N
N
N
N
UNITED RENTALS NORTH AM
NGIZXNT70J2LYT3FBI09
United Rentals North America Inc
911365BL7
2395000.00000000
PA
USD
2625518.75000000
0.454900962791
Long
DBT
CORP
US
N
2
2030-01-15
Fixed
5.25000000
N
N
N
N
N
N
PETCO HEALTH & WELLNESS
N/A
Petco Health & Wellness Co Inc
000000000
1177050.00000000
PA
USD
1174107.38000000
0.203427447464
Long
LON
CORP
US
N
2
2028-03-04
Floating
4.00000000
N
N
N
N
N
N
MGM RESORTS INTL
54930066VBP7DZEGGJ87
MGM Resorts International
552953CH2
1480000.00000000
PA
USD
1554000.00000000
0.269248161407
Long
DBT
CORP
US
N
2
2028-10-15
Fixed
4.75000000
N
N
N
N
N
N
APTIV PLC
N/A
Aptiv PLC
000000000
56155.00000000
NS
USD
9658660.00000000
1.673472616896
Long
EP
CORP
JE
N
1
N
N
N
ELANCO ANIMAL HEALTH INC
549300SHPNDCE059M934
Elanco Animal Health Inc
28414H202
50815.00000000
NS
USD
2635265.90000000
0.456589767306
Long
EP
CORP
US
N
1
N
N
PERFORMANCE FOOD GROUP I
549300OMUOGBYK0FFO76
Performance Food Group Inc
69346VAA7
2750000.00000000
PA
USD
2863437.50000000
0.496123090205
Long
DBT
CORP
US
N
2
2027-10-15
Fixed
5.50000000
N
N
N
N
N
NEXTERA ENERGY INC
N/A
NextEra Energy Inc
65339F739
254310.00000000
NS
USD
13699679.70000000
2.373625206623
Long
EP
CORP
US
N
1
N
N
N
AMC ENTERTAINMENT HLDGS
549300ZO77UNR6NRBR11
AMC Entertainment Holdings Inc
00165CAD6
4990000.00000000
PA
USD
3268450.00000000
0.566296108848
Long
DBT
CORP
US
N
2
2027-05-15
Fixed
6.12500000
N
N
N
N
N
N
SM ENERGY CO
84BUTVXV5ODI6BXNMH43
SM Energy Co
78454LAW0
1535000.00000000
PA
USD
1542475.45000000
0.267251402141
Long
DBT
CORP
US
N
2
2028-07-15
Fixed
6.50000000
N
N
N
N
N
TELADOC HEALTH INC
549300I2PVFBC9MFAC61
Teladoc Health Inc
87918AAF2
5415000.00000000
PA
USD
5734570.77000000
0.993579560026
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
TRANSDIGM INC
88Q84GB3X55CF5OC7582
TransDigm Inc
893647BL0
2240000.00000000
PA
USD
2290892.80000000
0.396923213887
Long
DBT
CORP
US
N
2
2027-11-15
Fixed
5.50000000
N
N
N
N
N
N
BOSTON SCIENTIFIC CORP
Y6ZDD9FP4P8JSSJMW954
Boston Scientific Corp
101137206
71510.00000000
NS
USD
8592641.60000000
1.488772813662
Long
EP
CORP
US
N
1
N
N
N
ONEMAIN FINANCE CORP
5493008I795YYBFWFU90
OneMain Finance Corp
85172FAQ2
1810000.00000000
PA
USD
2089156.30000000
0.361970072501
Long
DBT
CORP
US
N
2
2028-01-15
Fixed
6.62500000
N
N
N
N
N
N
CARNIVAL CORP
F1OF2ZSX47CR0BCWA982
Carnival Corp
143658BN1
760000.00000000
PA
USD
776970.80000000
0.134619021471
Long
DBT
CORP
PA
N
2
2027-03-01
Fixed
5.75000000
N
N
N
N
N
N
CRESTWOOD MID PARTNER LP
N/A
Crestwood Midstream Partners LP / Crestwood Midstream Finance Corp
226373AR9
1400000.00000000
PA
USD
1428000.00000000
0.247417229401
Long
DBT
CORP
US
N
2
2029-02-01
Fixed
6.00000000
N
N
N
N
N
N
ITRON INC
24F6LSZD18II6ICG6S41
Itron Inc
465741AM8
2400000.00000000
PA
USD
2290382.93000000
0.396834873115
Long
DBT
CORP
US
N
2
2026-03-15
None
0.00000000
N
N
N
N
Y
Itron Inc
Itron Inc
USD
XXXX
N
N
N
FASTLY INC
549300E2FZC83FJ3H565
Fastly Inc
31188VAA8
3710000.00000000
PA
USD
3144393.32000000
0.544801879119
Long
DBT
CORP
US
N
2
2026-03-15
None
0.00000000
N
N
N
N
Y
Fastly Inc
Fastly Inc
USD
XXXX
N
N
N
CREE INC
549300OGU88P3AW3TO93
Cree Inc
225447AD3
755000.00000000
PA
USD
1447712.50000000
0.250832644061
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
1011778 BC / NEW RED FIN
N/A
1011778 BC ULC / New Red Finance Inc
68245XAM1
1475000.00000000
PA
USD
1466858.00000000
0.254149819527
Long
DBT
CORP
CA
N
2
2030-10-15
Fixed
4.00000000
N
N
N
N
N
N
INTL FLAVOR & FRAGRANCES
BZLRL03D3GPGMOGFO832
International Flavors & Fragrances Inc
459506309
66540.00000000
NS
USD
3362931.60000000
0.582666119844
Long
EP
CORP
US
N
1
N
N
N
INTERNATIONAL GAME TECH
549300UQ6KHRCZDRGZ76
International Game Technology PLC
460599AD5
2890000.00000000
PA
USD
3294600.00000000
0.570826893547
Long
DBT
CORP
GB
N
2
2027-01-15
Fixed
6.25000000
N
N
N
N
N
OAK STREET HEALTH INC
2549007CJE6GSEURLA30
Oak Street Health Inc
67181AAA5
4955000.00000000
PA
USD
4574545.34000000
0.792591970443
Long
DBT
CORP
US
N
2
2026-03-15
None
0.00000000
N
N
N
N
Y
Oak Street Health Inc
Oak Street Health Inc
USD
XXXX
N
N
N
ONEMAIN FINANCE CORP
5493008I795YYBFWFU90
OneMain Finance Corp
85172FAF6
1565000.00000000
PA
USD
1758668.75000000
0.304709348430
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
912909AU2
2010000.00000000
PA
USD
2195925.00000000
0.380468963216
Long
DBT
CORP
US
N
2
2029-03-01
Fixed
6.87500000
N
N
N
N
N
BOYD GAMING CORP
254900787YGRYS2A1Z35
Boyd Gaming Corp
103304BS9
1360000.00000000
PA
USD
1475328.00000000
0.255617343289
Long
DBT
CORP
US
N
2
2025-06-01
Fixed
8.62500000
N
N
N
N
N
N
BERRY GLOBAL INC
549300AP2Q7ERHX6RI89
Berry Global Inc
085770AB1
1330000.00000000
PA
USD
1399825.00000000
0.242535590438
Long
DBT
CORP
US
N
2
2027-07-15
Fixed
5.62500000
N
N
N
N
N
HUDBAY MINERALS INC
549300WI524AL577IX21
Hudbay Minerals Inc
443628AJ1
1495000.00000000
PA
USD
1502774.00000000
0.260372674717
Long
DBT
CORP
CA
N
2
2026-04-01
Fixed
4.50000000
N
N
N
N
N
RACKSPACE TECHNOLOGY
549300QTYCKLMFSE8I97
Rackspace Technology Global Inc
750098AA3
4265000.00000000
PA
USD
4221198.45000000
0.731370605918
Long
DBT
CORP
US
N
2
2028-12-01
Fixed
5.37500000
N
N
N
N
N
TEREX CORP
YAWJZJYEQ7M1SYMOS462
Terex Corp
880779BA0
2215000.00000000
PA
USD
2328518.75000000
0.403442337348
Long
DBT
CORP
US
N
2
2029-05-15
Fixed
5.00000000
N
N
N
N
N
N
NCR CORP
549300YKTY8JX1DV2R67
NCR Corp
62886EBA5
1415000.00000000
PA
USD
1467125.06000000
0.254196090707
Long
DBT
CORP
US
N
2
2029-04-15
Fixed
5.12500000
N
N
N
N
N
N
JP MORGAN CHASE BANK NA
7H6GLXDRUGQFU57RNE97
JPMorgan Chase Bank NA
48128DAC1
5220000.00000000
PA
USD
5370075.00000000
0.930426525333
Long
DBT
CORP
US
N
2
2023-01-01
Fixed
0.12500000
N
N
N
N
N
Alibaba Group Holding Ltd
Alibaba Group Holding Ltd
USD
XXXX
N
N
COMMSCOPE TECH LLC
M4TWC4QDOKW45N7T6Y12
CommScope Technologies LLC
20338HAB9
1435000.00000000
PA
USD
1412811.31000000
0.244785616237
Long
DBT
CORP
US
N
2
2027-03-15
Fixed
5.00000000
N
N
N
N
N
ZILLOW GROUP INC
2549002XEELQDIR6FU05
Zillow Group Inc
98954MAH4
1885000.00000000
PA
USD
3096112.50000000
0.536436678336
Long
DBT
CORP
US
N
2
2025-05-15
Fixed
2.75000000
N
N
N
N
Y
Zillow Group Inc
Zillow Group Inc
USD
XXXX
N
N
N
BENTLEY SYSTEMS
549300WVEHPGE0Z56F71
Bentley Systems Inc
08265TAC3
1060000.00000000
PA
USD
1094601.01000000
0.189652065261
Long
DBT
CORP
US
N
2
2027-07-01
Fixed
0.37500000
N
N
N
N
Y
Bentley Systems Inc
Bentley Systems Inc
USD
XXXX
N
N
N
CNX RESOURCES CORP
549300JK3KH8PWM3B226
CNX Resources Corp
12653CAC2
2430000.00000000
PA
USD
2575800.00000000
0.446286624293
Long
DBT
CORP
US
N
2
2027-03-14
Fixed
7.25000000
N
N
N
N
N
N
KOPPERS INC
LTO4ZL5EBDR1NE6FGJ36
Koppers Inc
500605AH3
2095000.00000000
PA
USD
2147375.00000000
0.372057123939
Long
DBT
CORP
US
N
2
2025-02-15
Fixed
6.00000000
N
N
N
N
N
N
SELECT MEDICAL CORP
549300X05KS0JKR8CB50
Select Medical Corp
816196AT6
1380000.00000000
PA
USD
1459350.00000000
0.252848973197
Long
DBT
CORP
US
N
2
2026-08-15
Fixed
6.25000000
N
N
N
N
N
N
ADT SEC CORP
5493009JEEDYLVRA0J13
ADT Security Corp/The
00109LAA1
1475000.00000000
PA
USD
1473097.25000000
0.255230840499
Long
DBT
CORP
US
N
2
2029-08-01
Fixed
4.12500000
N
N
N
N
N
N
NAVIENT CORP
54930067J0ZNOEBRW338
Navient Corp
63938CAK4
1585000.00000000
PA
USD
1664250.00000000
0.288350226912
Long
DBT
CORP
US
N
2
2027-03-15
Fixed
5.00000000
N
N
N
N
N
N
FORD MOTOR COMPANY
20S05OYHG0MQM4VUIC57
Ford Motor Co
345370CY4
6870000.00000000
PA
USD
7128221.38000000
1.235045367225
Long
DBT
CORP
US
N
2
2026-03-15
None
0.00000000
N
N
N
N
Y
Ford Motor Co
Ford Motor Co
USD
XXXX
N
N
FORD MOTOR COMPANY
20S05OYHG0MQM4VUIC57
Ford Motor Co
345370CW8
2545000.00000000
PA
USD
3109226.50000000
0.538708827878
Long
DBT
CORP
US
N
2
2025-04-22
Fixed
9.00000000
N
N
N
N
N
N
NUSTAR LOGISTICS LP
N62BF2PKP51FIIOIUN20
NuStar Logistics LP
67059TAH8
1445000.00000000
PA
USD
1597765.40000000
0.276831014356
Long
DBT
CORP
US
N
2
2030-10-01
Fixed
6.37500000
N
N
N
N
N
DISH DBS CORP
N/A
DISH DBS Corp
25470XBB0
3025000.00000000
PA
USD
3255285.69000000
0.564015242527
Long
DBT
CORP
US
N
2
2028-07-01
Fixed
7.37500000
N
N
N
N
N
BAUSCH HEALTH AMERICAS
KOO0397YRO83WY5MGD97
Bausch Health Americas Inc
91911XAW4
2585000.00000000
PA
USD
2780038.25000000
0.481673222299
Long
DBT
CORP
US
N
2
2027-01-31
Fixed
8.50000000
N
N
N
N
N
N
NCL CORPORATION LTD
UNZWILHE4KMRP9K2L524
NCL Corp Ltd
62886HAX9
1710000.00000000
PA
USD
2812095.00000000
0.487227418566
Long
DBT
CORP
BM
N
2
2025-08-01
Fixed
5.37500000
N
N
N
N
N
Norwegian Cruise Line Holdings
Norwegian Cruise Line Holdings Ltd
USD
XXXX
N
N
N
DCP MIDSTREAM OPERATING
549300Y6CTBSE0QIPL28
DCP Midstream Operating LP
23311VAH0
1665000.00000000
PA
USD
1848150.00000000
0.320212991959
Long
DBT
CORP
US
N
2
2029-05-15
Fixed
5.12500000
N
N
N
N
N
N
PATRICK INDUSTRIES INC
549300FZ5ZTCCJ3Z5W14
Patrick Industries Inc
703343AB9
8820000.00000000
PA
USD
9837986.05000000
1.704542893122
Long
DBT
CORP
US
N
2
2023-02-01
Fixed
1.00000000
N
N
N
N
Y
Patrick Industries Inc
Patrick Industries Inc
USD
XXXX
N
N
N
WESCO DISTRIBUTION INC
549300I2CEZJG9N4AH67
WESCO Distribution Inc
95081QAP9
1810000.00000000
PA
USD
2013063.90000000
0.348786199401
Long
DBT
CORP
US
N
2
2028-06-15
Fixed
7.25000000
N
N
N
N
N
N
JAZZ SECURITIES DAC
6354009DV8VV7K6KOO02
Jazz Securities DAC
47216FAA5
1480000.00000000
PA
USD
1533650.00000000
0.265722292626
Long
DBT
CORP
IE
N
2
2029-01-15
Fixed
4.37500000
N
N
N
N
N
N
NCL CORPORATION LTD
UNZWILHE4KMRP9K2L524
NCL Corp Ltd
62886HAT8
920000.00000000
PA
USD
1907806.11000000
0.330549091016
Long
DBT
CORP
BM
N
2
2024-05-15
Fixed
6.00000000
N
N
N
N
N
Norwegian Cruise Line Holdings
Norwegian Cruise Line Holdings Ltd
USD
XXXX
N
N
N
ANTERO MIDSTREAM PART/FI
529900HFO1BDEIT4QU11
Antero Midstream Partners LP / Antero Midstream Finance Corp
03690AAH9
1405000.00000000
PA
USD
1438319.58000000
0.249205213919
Long
DBT
CORP
US
N
2
2029-06-15
Fixed
5.37500000
N
N
N
N
N
N
FORD MOTOR CREDIT CO LLC
UDSQCVRUX5BONN0VY111
Ford Motor Credit Co LLC
345397A60
735000.00000000
PA
USD
806662.50000000
0.139763445946
Long
DBT
CORP
US
N
2
2025-06-16
Fixed
5.12500000
N
N
N
N
N
N
CARVANA CO
5493003WEAK2PJ5WS063
Carvana Co
146869AH5
1460000.00000000
PA
USD
1445268.60000000
0.250409210611
Long
DBT
CORP
US
N
2
2029-09-01
Fixed
4.87500000
N
N
N
N
N
N
HILTON DOMESTIC OPERATIN
5493003EG7H0N1E4XV50
Hilton Domestic Operating Co Inc
432833AL5
1085000.00000000
PA
USD
1118906.25000000
0.193863224324
Long
DBT
CORP
US
N
2
2031-05-01
Fixed
4.00000000
N
N
N
N
N
ANTERO RESOURCES CORP
APVBKPOULHUX7YZLKU17
Antero Resources Corp
03674XAQ9
1455000.00000000
PA
USD
1600500.00000000
0.277304814885
Long
DBT
CORP
US
N
2
2029-02-01
Fixed
7.62500000
N
N
N
N
N
FORTRESS TRANS & INFRAST
529900E7PUVK6BC8PE80
Fortress Transportation and Infrastructure Investors LLC
34960PAC5
1500000.00000000
PA
USD
1693125.00000000
0.293353148830
Long
DBT
CORP
US
N
2
2027-08-01
Fixed
9.75000000
N
N
N
N
N
N
ZSCALER INC.
529900MZ0RTK1BWRNF46
Zscaler Inc
98980GAB8
2930000.00000000
PA
USD
5627013.31000000
0.974944007677
Long
DBT
CORP
US
N
2
2025-07-01
Fixed
0.12500000
N
N
N
N
Y
Zscaler Inc
Zscaler Inc
USD
XXXX
N
N
N
SPRINT COMMUNICATIONS
549300JKU50UT08ZWD77
Sprint Communications Inc
852061AM2
3370000.00000000
PA
USD
3439422.00000000
0.595918950967
Long
DBT
CORP
US
N
2
2021-11-15
Fixed
11.50000000
N
N
N
N
N
DATADOG INC
549300F6JNO0KRPO1K63
Datadog Inc
23804LAB9
2680000.00000000
PA
USD
4332756.00000000
0.750699219321
Long
DBT
CORP
US
N
2
2025-06-15
Fixed
0.12500000
N
N
N
N
Y
Datadog Inc
Datadog Inc
USD
XXXX
N
N
N
HORIZON THERAPEUTICS USA
N/A
Horizon Therapeutics USA Inc
44055PAA4
2235000.00000000
PA
USD
2369100.00000000
0.410473500122
Long
DBT
CORP
US
N
2
2027-08-01
Fixed
5.50000000
N
N
N
N
N
N
SPOTIFY USA INC
N/A
Spotify USA Inc
84921RAA8
4570000.00000000
PA
USD
4127266.35000000
0.715095802043
Long
DBT
CORP
US
N
2
2026-03-15
None
0.00000000
N
N
N
N
Y
Spotify Technology SA
Spotify Technology SA
USD
XXXX
N
N
N
NATIONSTAR MTG HLD INC
N/A
Nationstar Mortgage Holdings Inc
63861CAC3
1400000.00000000
PA
USD
1454250.00000000
0.251965340235
Long
DBT
CORP
US
N
2
2028-08-15
Fixed
5.50000000
N
N
N
N
N
N
SFX ENTERTAINMENT INC SERIES B
N/A
SFX ENTERTAINMENT INC SERIES B
000000000
6750.00000000
NS
USD
0.00000000
0.000000
Long
EP
CORP
US
N
3
N
N
N
PALO ALTO NETWORKS
549300QXR2YVZV231H43
Palo Alto Networks Inc
697435AF2
4450000.00000000
PA
USD
7139151.47000000
1.236939129539
Long
DBT
CORP
US
N
2
2025-06-01
Fixed
0.37500000
N
N
N
N
Y
Palo Alto Networks Inc
Palo Alto Networks Inc
USD
XXXX
N
N
N
BURLINGTON STORES INC
5299003Z37DVGKKC1W09
Burlington Stores Inc
122017AB2
3820000.00000000
PA
USD
5741370.12000000
0.994757624689
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
GFL ENVIRONMENTAL INC
549300FYK4MBXWIVZU26
GFL Environmental Inc
36168Q120
54980.00000000
NS
USD
4444033.40000000
0.769979293553
Long
EP
CORP
CA
N
1
N
N
N
ORGANON & CO/ORG
549300SH15FO4Y2G3V63
Organon & Co / Organon Foreign Debt Co-Issuer BV
68622TAB7
1455000.00000000
PA
USD
1526236.80000000
0.264437871474
Long
DBT
CORP
US
N
2
2031-04-30
Fixed
5.12500000
N
N
N
N
N
N
PLANTRONICS INC
5493006O3W5M472F6668
Plantronics Inc
727493AC2
1560000.00000000
PA
USD
1493481.60000000
0.258762660807
Long
DBT
CORP
US
N
2
2029-03-01
Fixed
4.75000000
N
N
N
N
N
T-MOBILE USA INC
549300V2JRLO5DIFGE82
T-Mobile USA Inc
87264ABW4
1465000.00000000
PA
USD
1559858.75000000
0.270263256430
Long
DBT
CORP
US
N
2
2031-04-15
Fixed
3.50000000
N
N
N
N
N
N
GOODYEAR TIRE & RUBBER
5493002BI0S2ZQUY3437
Goodyear Tire & Rubber Co/The
382550BP5
1495000.00000000
PA
USD
1599276.25000000
0.277092786290
Long
DBT
CORP
US
N
2
2031-07-15
Fixed
5.25000000
N
N
N
N
N
CLOUDFLARE INC
5493007DY18BGNLDWU14
Cloudflare Inc
18915MAD9
6445000.00000000
PA
USD
6383253.61000000
1.105971234419
Long
DBT
CORP
US
N
2
2026-08-15
None
0.00000000
N
N
N
N
Y
Cloudflare Inc
Cloudflare Inc
USD
XXXX
N
N
N
NCL CORPORATION LTD
UNZWILHE4KMRP9K2L524
NCL Corp Ltd
62886HBA8
3010000.00000000
PA
USD
3017525.00000000
0.522820500804
Long
DBT
CORP
BM
N
2
2026-03-15
Fixed
5.87500000
N
N
N
N
N
INFINERA CORP
549300ZOF66WPV3H0H17
Infinera Corp
45667GAC7
1575000.00000000
PA
USD
1756208.52000000
0.304283085622
Long
DBT
CORP
US
N
2
2024-09-01
Fixed
2.12500000
N
N
N
N
Y
Infinera Corp
Infinera Corp
USD
XXXX
N
N
N
NICE LTD
254900YTY4EF5Z4W0A51
Nice Ltd
653656AA6
1710000.00000000
PA
USD
2001947.56000000
0.346860167158
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
BOOKING HOLDINGS INC
FXM8FAOHMYDIPD38UZ17
Booking Holdings Inc
09857LAN8
3120000.00000000
PA
USD
4539112.19000000
0.786452774503
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
CLEVELAND-CLIFFS INC
549300TM2WLI2BJMDD86
Cleveland-Cliffs Inc
185899AH4
2195000.00000000
PA
USD
2293775.00000000
0.397422587793
Long
DBT
CORP
US
N
2
2027-06-01
Fixed
5.87500000
N
N
N
N
N
TRANSOCEAN INC
DOL4HJ22ADYSIWES4H94
Transocean Inc
893830BL2
570000.00000000
PA
USD
418950.00000000
0.072587848919
Long
DBT
CORP
KY
N
2
2027-02-01
Fixed
8.00000000
N
N
N
N
N
N
UBER TECHNOLOGIES INC
549300B2FTG34FILDR98
Uber Technologies Inc
90353TAC4
1125000.00000000
PA
USD
1198125.00000000
0.207588773092
Long
DBT
CORP
US
N
2
2026-11-01
Fixed
8.00000000
N
N
N
N
N
N
VIACOMCBS INC
5KYC8KF17ROCY24M3H09
ViacomCBS Inc
92556H305
47965.00000000
NS
USD
3232841.00000000
0.560126444898
Long
EP
CORP
US
N
1
N
N
DANAHER CORP
S4BKK9OTCEWQ3YHPFM11
Danaher Corp
235851300
8695.00000000
NS
USD
18876931.95000000
3.270642999064
Long
EP
CORP
US
N
1
N
N
N
II-VI INC
549300O5C25A0MMHHU33
II-VI Inc
902104AB4
3630000.00000000
PA
USD
5056393.29000000
0.876077604043
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
LUMEN TECHNOLOGIES INC
8M3THTGWLTYZVE6BBY25
Lumen Technologies Inc
156700BD7
1480000.00000000
PA
USD
1446700.00000000
0.250657216929
Long
DBT
CORP
US
N
2
2029-01-15
Fixed
4.50000000
N
N
N
N
N
N
CHENIERE ENERGY INC
MIHC87W9WTYSYZWV1J40
Cheniere Energy Inc
16411RAG4
24750000.00000000
PA
USD
20693109.94000000
3.585316476925
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
AKAMAI TECHNOLOGIES INC
OC1LZNN2LF5WTJ5RIL89
Akamai Technologies Inc
00971TAJ0
2850000.00000000
PA
USD
3655125.00000000
0.633291947209
Long
DBT
CORP
US
N
2
2025-05-01
Fixed
0.12500000
N
N
N
N
Y
Akamai Technologies Inc
Akamai Technologies Inc
USD
XXXX
N
N
N
OKTA INC
549300N8J06I8MRHU620
Okta Inc
679295AF2
3300000.00000000
PA
USD
4312025.26000000
0.747107383009
Long
DBT
CORP
US
N
2
2026-06-15
Fixed
0.37500000
N
N
N
N
Y
Okta Inc
Okta Inc
USD
XXXX
N
N
N
CLARIVATE PLC
549300WDHIIODXFO0R55
Clarivate PLC
000000000
33115.00000000
NS
USD
3165462.85000000
0.548452414649
Long
EP
CORP
JE
N
1
N
N
N
ENPHASE ENERGY INC
5493008U7KIGMI59Z314
Enphase Energy Inc
29355AAG2
2665000.00000000
PA
USD
2588829.98000000
0.448544216416
Long
DBT
CORP
US
N
2
2026-03-01
None
0.00000000
N
N
N
N
Y
Enphase Energy Inc
Enphase Energy Inc
USD
XXXX
N
N
N
2020 MANDATORY EXCHANGE
N/A
2020 Mandatory Exchangeable Trust
901376202
2105.00000000
NS
USD
4113858.36000000
0.712772715392
Long
EP
CORP
US
N
2
N
N
N
AMERICAN AIRLINES INC
IWUQB36BXD6OWD6X4T14
American Airlines Inc
023771S58
1955000.00000000
PA
USD
2427132.50000000
0.420528290293
Long
DBT
CORP
US
N
2
2025-07-15
Fixed
11.75000000
N
N
N
N
N
N
AES CORP/THE
2NUNNB7D43COUIRE5295
AES Corp/The
00130H204
74515.00000000
NS
USD
7398594.35000000
1.281890557101
Long
EP
CORP
US
N
1
N
N
LUMEN TECHNOLOGIES INC
8M3THTGWLTYZVE6BBY25
Lumen Technologies Inc
550241AA1
1485000.00000000
PA
USD
1524827.70000000
0.264193728885
Long
DBT
CORP
US
N
2
2029-06-15
Fixed
5.37500000
N
N
N
N
N
CLARIOS GLOBAL LP/US FIN
N/A
Clarios Global LP / Clarios US Finance Co
69867DAC2
3010000.00000000
PA
USD
3213175.00000000
0.556719086891
Long
DBT
CORP
N/A
N
2
2027-05-15
Fixed
8.50000000
N
N
N
N
N
EXACT SCIENCES CORP
549300VM3X1FYD4N9Z14
Exact Sciences Corp
30063PAC9
5125000.00000000
PA
USD
5790286.30000000
1.003232908813
Long
DBT
CORP
US
N
2
2028-03-01
Fixed
0.37500000
N
N
N
N
Y
Exact Sciences Corp
Exact Sciences Corp
USD
XXXX
N
N
N
Dreyfus Government Cash Management
5493000Q69I5Q3QZIA91
Dreyfus Government Cash Management
262006208
36710240.25000000
NS
USD
36710240.25000000
6.360466339851
Long
STIV
RF
US
N
1
N
N
LIONS GATE CAPITAL HOLD
549300MWJHNLR35C0837
Lions Gate Capital Holdings LLC
53627NAE1
2010000.00000000
PA
USD
2052310.50000000
0.355586118894
Long
DBT
CORP
US
N
2
2029-04-15
Fixed
5.50000000
N
N
N
N
N
LENDINGTREE INC
549300ISY5YHUJZTON08
LendingTree Inc
52603BAD9
3290000.00000000
PA
USD
2889810.39000000
0.500692493129
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
TRIUMPH GROUP INC
5493007L6S47Q14SL582
Triumph Group Inc
896818AQ4
825000.00000000
PA
USD
834198.75000000
0.144534414212
Long
DBT
CORP
US
N
2
2024-09-15
Fixed
6.25000000
N
N
N
N
N
N
LiveStyle Inc. Series C warrants
N/A
LiveStyle Inc. Series C warrants
000000000
19500.00000000
NC
USD
0.20000000
0.000000034652
N/A
DE
CORP
US
N
3
LiveStyle Inc. Series C warrants
N/A
Call
Purchased
LiveStyle Inc. Common Stock
LiveStyle Inc. Common Stock
1.00000000
166.66670000
USD
2026-06-11
XXXX
0.20000000
N
N
N
GFL ENVIRONMENTAL INC
549300FYK4MBXWIVZU26
GFL Environmental Inc
36168QAN4
2170000.00000000
PA
USD
2229675.00000000
0.386316534289
Long
DBT
CORP
CA
N
2
2029-06-15
Fixed
4.75000000
N
N
N
N
N
DELUXE CORP
KWGNKB8TX9LE5TV29231
Deluxe Corp
248019AU5
1430000.00000000
PA
USD
1531172.50000000
0.265293037594
Long
DBT
CORP
US
N
2
2029-06-01
Fixed
8.00000000
N
N
N
N
N
N
LUMENTUM HOLDINGS INC
549300JLWRRC38DWEF52
Lumentum Holdings Inc
55024UAD1
2175000.00000000
PA
USD
2427952.50000000
0.420670364613
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
CLARIV SCI HLD CORP
N/A
Clarivate Science Holdings Corp
18064PAD1
2195000.00000000
PA
USD
2264076.65000000
0.392277011130
Long
DBT
CORP
US
N
2
2029-07-01
Fixed
4.87500000
N
N
N
N
N
JAZZ INVESTMENTS I LTD
N/A
Jazz Investments I Ltd
472145AF8
4060000.00000000
PA
USD
4664232.50000000
0.808131290219
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
AMERICAN AIRLINES/AADVAN
N/A
American Airlines Inc/AAdvantage Loyalty IP Ltd
00253XAB7
1515000.00000000
PA
USD
1635995.48000000
0.283454810206
Long
DBT
CORP
N/A
N
2
2029-04-20
Fixed
5.75000000
N
N
N
N
N
N
ENPHASE ENERGY INC
5493008U7KIGMI59Z314
Enphase Energy Inc
29355AAJ6
3785000.00000000
PA
USD
3682144.25000000
0.637973339349
Long
DBT
CORP
US
N
2
2028-03-01
None
0.00000000
N
N
N
N
Y
Enphase Energy Inc
Enphase Energy Inc
USD
XXXX
N
N
N
ETSY INC
54930089Q7XT501AEA40
Etsy Inc
29786AAM8
2355000.00000000
PA
USD
2686663.20000000
0.465494933668
Long
DBT
CORP
US
N
2
2028-06-15
Fixed
0.25000000
N
N
N
N
Y
Etsy Inc
Etsy Inc
USD
XXXX
N
N
N
CAESARS ENTERTAIN INC
549300FA4CTCW903Y781
Caesars Entertainment Inc
28470RAK8
1325000.00000000
PA
USD
1464522.50000000
0.253745167609
Long
DBT
CORP
US
N
2
2027-07-01
Fixed
8.12500000
N
N
N
N
N
VAIL RESORTS INC
529900PSZHRNU9HKH870
Vail Resorts Inc
91879QAM1
6875000.00000000
PA
USD
7003028.66000000
1.213354305654
Long
DBT
CORP
US
N
2
2026-01-01
None
0.00000000
N
N
N
N
Y
Vail Resorts Inc
Vail Resorts Inc
USD
XXXX
N
N
I3 VERTICALS LLC
549300VET627YPCK1T69
i3 Verticals LLC
44933TAB2
2435000.00000000
PA
USD
2392789.35000000
0.414577949242
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
HUGHES SATELLITE SYSTEMS
N/A
Hughes Satellite Systems Corp
444454AF9
1460000.00000000
PA
USD
1658925.00000000
0.287427610143
Long
DBT
CORP
US
N
2
2026-08-01
Fixed
6.62500000
N
N
N
N
N
USA COM PART/USA COM FIN
N/A
USA Compression Partners LP / USA Compression Finance Corp
91740PAF5
2285000.00000000
PA
USD
2393217.60000000
0.414652148421
Long
DBT
CORP
US
N
2
2027-09-01
Fixed
6.87500000
N
N
N
N
N
GRAY TELEVISION INC
529900TM5726KDN7UU35
Gray Television Inc
389375AL0
2280000.00000000
PA
USD
2253324.00000000
0.390413992313
Long
DBT
CORP
US
N
2
2030-10-15
Fixed
4.75000000
N
N
N
N
N
N
TENET HEALTHCARE CORP
0W9AIBT6U6ADJ2I8HK17
Tenet Healthcare Corp
88033GDJ6
2760000.00000000
PA
USD
2913607.80000000
0.504815664872
Long
DBT
CORP
US
N
2
2028-10-01
Fixed
6.12500000
N
N
N
N
N
N
SOUTHWESTERN ENERGY CO
EFWMP121W54QV9MGOP87
Southwestern Energy Co
845467AS8
1355000.00000000
PA
USD
1409511.65000000
0.244213912641
Long
DBT
CORP
US
N
2
2030-03-15
Fixed
5.37500000
N
N
N
N
N
N
KENNEDY-WILSON INC
5EA4464UK7FM5QNNKL62
Kennedy-Wilson Inc
489399AM7
1990000.00000000
PA
USD
2070177.10000000
0.358681710400
Long
DBT
CORP
US
N
2
2031-03-01
Fixed
5.00000000
N
N
N
N
N
N
PARK INTERMED HOLDINGS
N/A
Park Intermediate Holdings LLC / PK Domestic Property LLC / PK Finance Co-Issuer
70052LAC7
1450000.00000000
PA
USD
1493500.00000000
0.258765848817
Long
DBT
CORP
US
N
2
2029-05-15
Fixed
4.87500000
N
N
N
N
N
N
ETSY INC
54930089Q7XT501AEA40
Etsy Inc
29786AAK2
2595000.00000000
PA
USD
3435131.25000000
0.595175529765
Long
DBT
CORP
US
N
2
2027-09-01
Fixed
0.12500000
N
N
N
N
Y
Etsy Inc
Etsy Inc
USD
XXXX
N
N
N
SERVICE PROPERTIES TRUST
529900IS770AG1K9QG27
Service Properties Trust
44106MAZ5
595000.00000000
PA
USD
603181.25000000
0.104508006793
Long
DBT
CORP
US
N
2
2024-10-01
Fixed
4.35000000
N
N
N
N
N
N
OCCIDENTAL PETROLEUM COR
IM7X0T3ECJW4C1T7ON55
Occidental Petroleum Corp
674599DC6
2510000.00000000
PA
USD
2798650.00000000
0.484897919512
Long
DBT
CORP
US
N
2
2026-03-15
Fixed
5.55000000
N
N
N
N
N
N
NAVIENT CORP
54930067J0ZNOEBRW338
Navient Corp
63938CAL2
280000.00000000
PA
USD
284900.00000000
0.049362162924
Long
DBT
CORP
US
N
2
2028-03-15
Fixed
4.87500000
N
N
N
N
N
N
MEREDITH CORP
549300YC8BC386CCTS24
Meredith Corp
589433AB7
1717000.00000000
PA
USD
1779241.25000000
0.308273767865
Long
DBT
CORP
US
N
2
2026-02-01
Fixed
6.87500000
N
N
N
N
N
N
CSC HOLDINGS LLC
3HG2WD2W22M120IUNG49
CSC Holdings LLC
126307BA4
685000.00000000
PA
USD
723839.50000000
0.125413419902
Long
DBT
CORP
US
N
2
2030-01-15
Fixed
5.75000000
N
N
N
N
N
UBER TECHNOLOGIES INC
549300B2FTG34FILDR98
Uber Technologies Inc
90353TAE0
925000.00000000
PA
USD
1008250.00000000
0.174690771389
Long
DBT
CORP
US
N
2
2027-09-15
Fixed
7.50000000
N
N
N
N
N
N
LOGMEIN INC
549300D12V5KRBV00592
LogMeIn Inc
541056AA5
1590000.00000000
PA
USD
1649625.00000000
0.285816279447
Long
DBT
CORP
US
N
2
2027-09-01
Fixed
5.50000000
N
N
N
N
N
N
RINGCENTRAL INC
549300C8EH0H1614VE84
RingCentral Inc
76680RAF4
4345000.00000000
PA
USD
4551387.50000000
0.788579611471
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
SUNRUN INC
54930007SJ77CI66U531
Sunrun Inc
86771WAA3
5830000.00000000
PA
USD
4978780.59000000
0.862630321690
Long
DBT
CORP
US
N
2
2026-02-01
None
0.00000000
N
N
N
N
Y
Sunrun Inc
Sunrun Inc
USD
XXXX
N
N
N
LIBERTY MEDIA CORP
549300ZKUTPIBZLWLL89
Liberty Media Corp
531229AB8
3765000.00000000
PA
USD
5243786.43000000
0.908545595295
Long
DBT
CORP
US
N
2
2023-10-15
Fixed
1.37500000
N
N
N
N
Y
2.292 shares of BATRA US, 21.0859 LSXMA US and 5.2715 FWONA US
2.292 shares of BATRA US, 21.0859 LSXMA US and 5.2715 FWONA US
USD
XXXX
N
N
N
VOCERA COMMUNICATIONS
5493006D2J6NPNZ60K83
Vocera Communications Inc
92857FAC1
3415000.00000000
PA
USD
3534385.57000000
0.612372468742
Long
DBT
CORP
US
N
2
2026-09-15
Fixed
0.50000000
N
N
N
N
Y
Vocera Communications Inc
Vocera Communications Inc
USD
XXXX
N
N
N
ROYAL CARIBBEAN CRUISES
K2NEH8QNVW44JIWK7Z55
Royal Caribbean Cruises Ltd
780153BG6
1520000.00000000
PA
USD
1531111.20000000
0.265282416673
Long
DBT
CORP
LR
N
2
2028-04-01
Fixed
5.50000000
N
N
N
N
N
NGL ENRGY OP/FIN CORP
N/A
NGL Energy Operating LLC / NGL Energy Finance Corp
62922LAA6
1425000.00000000
PA
USD
1446375.00000000
0.250600906985
Long
DBT
CORP
US
N
2
2026-02-01
Fixed
7.50000000
N
N
N
N
N
N
BOOZ ALLEN HAMILTON INC
549300D7XCH2480XU542
Booz Allen Hamilton Inc
09951LAB9
1495000.00000000
PA
USD
1549193.75000000
0.268415423971
Long
DBT
CORP
US
N
2
2029-07-01
Fixed
4.00000000
N
N
N
N
N
N
CHEGG INC
549300AKX7O8JG0O3G77
Chegg Inc
163092AF6
4915000.00000000
PA
USD
5246783.98000000
0.909064954900
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
PARK-OHIO INDUSTRIES INC
5493006LQUO5SLMNYM18
Park-Ohio Industries Inc
700677AR8
3830000.00000000
PA
USD
3799091.90000000
0.658235848836
Long
DBT
CORP
US
N
2
2027-04-15
Fixed
6.62500000
N
N
N
N
N
ANTERO RESOURCES CORP
APVBKPOULHUX7YZLKU17
Antero Resources Corp
03674XAS5
750000.00000000
PA
USD
763072.50000000
0.132210983040
Long
DBT
CORP
US
N
2
2030-03-01
Fixed
5.37500000
N
N
N
N
N
CLEAR CHANNEL OUTDOOR HO
N/A
Clear Channel Outdoor Holdings Inc
18453HAC0
760000.00000000
PA
USD
792300.00000000
0.137274979590
Long
DBT
CORP
US
N
2
2028-04-15
Fixed
7.75000000
N
N
N
N
N
TWO HARBORS INV CORP
549300ZUIBT6KH4HU823
Two Harbors Investment Corp
90187BAA9
3975000.00000000
PA
USD
3992390.63000000
0.691727050673
Long
DBT
CORP
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
MAGNITE INC
54930018FR2YX1HHSB02
Magnite Inc
55955DAA8
4905000.00000000
PA
USD
4163159.31000000
0.721314665291
Long
DBT
CORP
US
N
2
2026-03-15
Fixed
0.25000000
N
N
N
N
Y
Magnite Inc
Magnite Inc
USD
XXXX
N
N
N
TRANSDIGM INC
88Q84GB3X55CF5OC7582
TransDigm Inc
893647BB2
1400000.00000000
PA
USD
1453620.00000000
0.251856185575
Long
DBT
CORP
US
N
2
2026-06-15
Fixed
6.37500000
N
N
N
N
N
JETBLUE AIRWAYS CORP
54930070J9H97ZO93T57
JetBlue Airways Corp
477143AN1
5440000.00000000
PA
USD
5347882.47000000
0.926581417290
Long
DBT
CORP
US
N
2
2026-04-01
Fixed
0.50000000
N
N
N
N
N
JetBlue Airways Corp
JetBlue Airways Corp
USD
XXXX
N
N
VIRGIN MEDIA SECURED FIN
213800X3RLP4NOTPY579
Virgin Media Secured Finance PLC
92769XAP0
1115000.00000000
PA
USD
1194443.75000000
0.206950954692
Long
DBT
CORP
GB
N
2
2029-05-15
Fixed
5.50000000
N
N
N
N
N
N
CAESARS ENTERTAIN INC
549300FA4CTCW903Y781
Caesars Entertainment Inc
28470RAH5
2065000.00000000
PA
USD
2182601.75000000
0.378160558733
Long
DBT
CORP
US
N
2
2025-07-01
Fixed
6.25000000
N
N
N
N
N
N
EQT CORP
4NT01YGM4X7ZX86ISY52
EQT Corp
26884LAK5
4560000.00000000
PA
USD
6692987.29000000
1.159636114642
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
DIRECTV HOLDINGS/FING
N/A
DIRECTV Holdings LLC / DIRECTV Financing Co Inc
25461LAA0
2160000.00000000
PA
USD
2257200.00000000
0.391085553364
Long
DBT
CORP
US
N
2
2027-08-15
Fixed
5.87500000
N
N
N
N
N
N
PBF HOLDING CO LLC
N/A
PBF Holding Co LLC / PBF Finance Corp
69318FAJ7
2495000.00000000
PA
USD
1634225.00000000
0.283148054424
Long
DBT
CORP
US
N
2
2028-02-15
Fixed
6.00000000
N
N
N
N
N
N
PDC ENERGY INC
5493008W8H2T511J5Y59
PDC Energy Inc
69327RAJ0
2150000.00000000
PA
USD
2232452.50000000
0.386797767730
Long
DBT
CORP
US
N
2
2026-05-15
Fixed
5.75000000
N
N
N
N
N
N
ZENDESK INC
549300SLI6BN94BKKO36
Zendesk Inc
98936JAD3
3995000.00000000
PA
USD
5265857.20000000
0.912369607035
Long
DBT
CORP
US
N
2
2025-06-15
Fixed
0.62500000
N
N
N
N
Y
Zendesk Inc
Zendesk 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
1061065.60000000
0.183841674345
Long
DBT
CORP
US
N
2
2027-07-15
Fixed
6.50000000
N
N
N
N
N
N
OWENS-BROCKWAY
V2UQUCDZJ9WY98W8QU33
Owens-Brockway Glass Container Inc
69073TAT0
3020000.00000000
PA
USD
3257311.60000000
0.564366254459
Long
DBT
CORP
US
N
2
2027-05-13
Fixed
6.62500000
N
N
N
N
N
TRIUMPH GROUP INC
5493007L6S47Q14SL582
Triumph Group Inc
896818AS0
701000.00000000
PA
USD
771976.25000000
0.133753658920
Long
DBT
CORP
US
N
2
2024-06-01
Fixed
8.87500000
N
N
N
N
N
N
DRAFTKINGS INC
5493008P45UYYL683Z97
DraftKings Inc
26142RAA2
5875000.00000000
PA
USD
5627936.04000000
0.975103881137
Long
DBT
CORP
US
N
2
2028-03-15
None
0.00000000
N
N
N
N
Y
DraftKings Inc
DraftKings Inc
USD
XXXX
N
N
N
OCCIDENTAL PETROLEUM COR
IM7X0T3ECJW4C1T7ON55
Occidental Petroleum Corp
674599ED3
2510000.00000000
PA
USD
3131225.00000000
0.542520318019
Long
DBT
CORP
US
N
2
2030-09-01
Fixed
6.62500000
N
N
N
N
N
PALO ALTO NETWORKS
549300QXR2YVZV231H43
Palo Alto Networks Inc
697435AD7
575000.00000000
PA
USD
1004553.23000000
0.174050263972
Long
DBT
CORP
US
N
2
2023-07-01
Fixed
0.75000000
N
N
N
N
Y
Palo Alto Networks Inc
Palo Alto Networks Inc
USD
XXXX
N
N
N
SS&C TECHNOLOGIES INC
549300KY09TR3J12JU49
SS&C Technologies Inc
78466CAC0
2310000.00000000
PA
USD
2446174.50000000
0.423827533208
Long
DBT
CORP
US
N
2
2027-09-30
Fixed
5.50000000
N
N
N
N
N
THE REALREAL INC
549300O00VUGT4H1PE90
RealReal Inc/The
88339PAC5
6395000.00000000
PA
USD
5161404.50000000
0.894271989642
Long
DBT
CORP
US
N
2
2028-03-01
Fixed
1.00000000
N
N
N
N
Y
RealReal Inc/The
RealReal Inc/The
USD
XXXX
N
N
N
FUBOTV INC
N/A
fuboTV Inc
35953DAA2
7405000.00000000
PA
USD
7116222.48000000
1.232966421431
Long
DBT
CORP
US
N
2
2026-02-15
Fixed
3.25000000
N
N
N
N
Y
fuboTV Inc
fuboTV Inc
USD
XXXX
N
N
N
SPRINT CORP
549300ZTTY7CXOLJ6539
Sprint Corp
85207UAK1
2415000.00000000
PA
USD
2977574.25000000
0.515898579321
Long
DBT
CORP
US
N
2
2026-03-01
Fixed
7.62500000
N
N
N
N
N
N
VIAVI SOLUTIONS INC
5493006K3E3N1QOBF092
Viavi Solutions Inc
925550AB1
2850000.00000000
PA
USD
3775992.42000000
0.654233601397
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
WELLS FARGO & COMPANY
PBLD0EJDB5FWOLXP3B76
Wells Fargo & Co
949746804
16980.00000000
NS
USD
25317180.00000000
4.386489167963
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
2585660.00000000
0.447994981353
Long
DBT
CORP
US
N
2
2029-01-15
Fixed
6.87500000
N
N
N
N
N
TRONOX INC
549300EPZ4YXC7E5P181
Tronox Inc
897051AC2
1485000.00000000
PA
USD
1505715.75000000
0.260882366338
Long
DBT
CORP
US
N
2
2029-03-15
Fixed
4.62500000
N
N
N
N
N
N
KRAFT HEINZ FOODS CO
5493003STKEZ2S0RNU91
Kraft Heinz Foods Co
50076QAN6
2255000.00000000
PA
USD
3267497.80000000
0.566131129377
Long
DBT
CORP
US
N
2
2040-02-09
Fixed
6.50000000
N
N
N
N
N
N
EQM MIDSTREAM PARTNERS L
549300NELT611CL6XM83
EQM Midstream Partners LP
26885BAH3
1415000.00000000
PA
USD
1577725.00000000
0.273358787294
Long
DBT
CORP
US
N
2
2027-07-01
Fixed
6.50000000
N
N
N
N
N
N
MIDDLEBY CORP
JDFO86U9VQRBKW5KYA35
Middleby Corp/The
596278AA9
1205000.00000000
PA
USD
1818278.59000000
0.315037430684
Long
DBT
CORP
US
N
2
2025-09-01
Fixed
1.00000000
N
N
N
N
Y
Middleby Corp/The
Middleby Corp/The
USD
XXXX
N
N
N
SNAP INC
549300JNC0L6VP8A2Q35
Snap Inc
83304AAE6
8750000.00000000
PA
USD
10217797.54000000
1.770349550370
Long
DBT
CORP
US
N
2
2027-05-01
None
0.00000000
N
N
N
N
N
Snap Inc
Snap Inc
USD
XXXX
N
N
N
NEXTERA ENERGY INC
N/A
NextEra Energy Inc
65339F770
78590.00000000
NS
USD
4188061.10000000
0.725629183420
Long
EP
CORP
US
N
1
N
N
N
TWITTER INC
549300I8RX485XMK6836
Twitter Inc
90184LAM4
7985000.00000000
PA
USD
7545588.72000000
1.307359002313
Long
DBT
CORP
US
N
2
2026-03-15
None
0.00000000
N
N
N
N
Y
Twitter Inc
Twitter Inc
USD
XXXX
N
N
N
CCF HOLDINGS LLC CLASS M EQUITY
N/A
CCF HOLDINGS LLC CLASS M EQUITY
000000000
879959.00000000
NS
USD
598372.12000000
0.103674770365
Long
EC
CORP
US
N
3
N
N
N
GOODYEAR TIRE & RUBBER
5493002BI0S2ZQUY3437
Goodyear Tire & Rubber Co/The
382550BJ9
1465000.00000000
PA
USD
1565718.75000000
0.271278568029
Long
DBT
CORP
US
N
2
2031-04-30
Fixed
5.25000000
N
N
N
N
N
ALARM.COM HLDGS INC
549300HIH92U1EKIHZ32
Alarm.com Holdings Inc
011642AA3
3150000.00000000
PA
USD
2893279.22000000
0.501293507350
Long
DBT
CORP
US
N
2
2026-01-15
None
0.00000000
N
N
N
N
Y
Alarm.com Holdings Inc
Alarm.com Holdings Inc
USD
XXXX
N
N
N
CINCINNATI BELL INC
549300JYVZOCUJOHL272
Cincinnati Bell Inc
171871AP1
1585000.00000000
PA
USD
1614718.75000000
0.279768374920
Long
DBT
CORP
US
N
2
2024-07-15
Fixed
7.00000000
N
N
N
N
N
N
WORKDAY INC
549300J0DYC0N31V7G13
Workday Inc
98138HAF8
3275000.00000000
PA
USD
6124250.00000000
1.061095915378
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
LiveStyle Inc. Series B Preferred
N/A
LiveStyle Inc. Series B Preferred
000000000
76572.00000000
NS
USD
7657200.00000000
1.326696925049
Long
EP
CORP
US
Y
3
N
N
N
EQT CORP
4NT01YGM4X7ZX86ISY52
EQT Corp
26884LAG4
1275000.00000000
PA
USD
1656569.25000000
0.287019449682
Long
DBT
CORP
US
N
2
2030-02-01
Variable
7.50000000
N
N
N
N
N
N
AVALARA INC
549300Q16CMW239SS315
Avalara Inc
05338GAA4
2920000.00000000
PA
USD
3053404.58000000
0.529037045815
Long
DBT
CORP
US
N
2
2026-08-01
Fixed
0.25000000
N
N
N
N
N
Avalara Inc
Avalara Inc
USD
XXXX
N
N
N
UBER TECHNOLOGIES INC
549300B2FTG34FILDR98
Uber Technologies Inc
90353TAH3
6395000.00000000
PA
USD
5964700.72000000
1.033452189320
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
TERADYNE INC
C3X4YJ278QNZHRJULN75
Teradyne Inc
880770AG7
575000.00000000
PA
USD
2188234.38000000
0.379136475896
Long
DBT
CORP
US
N
2
2023-12-15
Fixed
1.25000000
N
N
N
N
Y
Teradyne Inc
Teradyne Inc
USD
XXXX
N
N
N
CSC HOLDINGS LLC
3HG2WD2W22M120IUNG49
CSC Holdings LLC
126307AY3
2230000.00000000
PA
USD
2441850.00000000
0.423078264435
Long
DBT
CORP
US
N
2
2028-04-01
Fixed
7.50000000
N
N
N
N
N
N
DICK'S SPORTING GOODS
529900SSBV5I4LWSK313
Dick's Sporting Goods Inc
253393AD4
1110000.00000000
PA
USD
4547531.25000000
0.787911472332
Long
DBT
CORP
US
N
2
2025-04-15
Fixed
3.25000000
N
N
N
N
Y
Dick's Sporting Goods Inc
Dick's Sporting Goods Inc
USD
XXXX
N
N
N
PICASSO FINANCE SUB INC
N/A
Picasso Finance Sub Inc
71953LAA9
1199000.00000000
PA
USD
1267942.50000000
0.219685448452
Long
DBT
CORP
US
N
2
2025-06-15
Fixed
6.12500000
N
N
N
N
N
N
AMERICAN AXLE & MFG INC
RY5TAKFOBLDUGX31MS24
American Axle & Manufacturing Inc
02406PAU4
2760000.00000000
PA
USD
2898000.00000000
0.502111436137
Long
DBT
CORP
US
N
2
2027-04-01
Fixed
6.50000000
N
N
N
N
N
BOFA FINANCE LLC
549300CGZYSEY3ZSIW16
BofA Finance LLC
09709THH7
5970000.00000000
PA
USD
7895325.00000000
1.367954787620
Long
DBT
CORP
US
N
2
2022-09-01
Fixed
0.12500000
N
N
N
N
N
Charter Communications Inc
Charter Communications Inc
USD
XXXX
N
N
N
CITGO PETROLEUM CORP
YX52P86PXMLYDOTUQ225
CITGO Petroleum Corp
17302XAM8
680000.00000000
PA
USD
690200.00000000
0.119584994210
Long
DBT
CORP
US
N
2
2026-06-15
Fixed
6.37500000
N
N
N
N
N
N
COMPASS GROUP DIVERSIFIE
549300I6PTUQPX21TE93
Compass Group Diversified Holdings LLC
20451RAB8
2140000.00000000
PA
USD
2240130.60000000
0.388128085818
Long
DBT
CORP
US
N
2
2029-04-15
Fixed
5.25000000
N
N
N
N
N
N
SCIENTIFIC GAMES INTERNA
RLTHESQ0RNFQJWPBJN60
Scientific Games International Inc
80874YBA7
2080000.00000000
PA
USD
2212345.20000000
0.383313949483
Long
DBT
CORP
US
N
2
2026-03-15
Fixed
8.25000000
N
N
N
N
N
SPLUNK INC
549300XGDSGBP6UEI867
Splunk Inc
848637AF1
6015000.00000000
PA
USD
5996203.13000000
1.038910339881
Long
DBT
CORP
US
N
2
2027-06-15
Fixed
1.12500000
N
N
N
N
Y
Splunk Inc
Splunk Inc
USD
XXXX
N
N
N
WAYFAIR INC
54930027N9ZAVYFDHK53
Wayfair Inc
94419LAM3
5045000.00000000
PA
USD
5180488.52000000
0.897578512999
Long
DBT
CORP
US
N
2
2025-10-01
Fixed
0.62500000
N
N
N
N
N
Wayfair Inc
Wayfair Inc
USD
XXXX
N
N
N
DELL INT LLC / EMC CORP
N/A
Dell International LLC / EMC Corp
25272KAW3
1405000.00000000
PA
USD
1434856.25000000
0.248605152635
Long
DBT
CORP
US
N
2
2024-06-15
Fixed
7.12500000
N
N
N
N
N
N
TENNECO INC
549300U0EXXFAQFAD785
Tenneco Inc
880349AR6
1080000.00000000
PA
USD
1079168.40000000
0.186978190185
Long
DBT
CORP
US
N
2
2026-07-15
Fixed
5.00000000
N
N
N
N
N
M/A-COM TECH SOLUTIONS
N/A
MACOM Technology Solutions Holdings Inc
55405YAA8
1395000.00000000
PA
USD
1418066.03000000
0.245696056197
Long
DBT
CORP
US
N
2
2026-03-15
Fixed
0.25000000
N
N
N
N
Y
MACOM Technology Solutions Hol
MACOM Technology Solutions Holdings Inc
USD
XXXX
N
N
N
ONEMAIN FINANCE CORP
5493008I795YYBFWFU90
OneMain Finance Corp
85172FAR0
90000.00000000
PA
USD
98325.00000000
0.017035923726
Long
DBT
CORP
US
N
2
2029-11-15
Fixed
5.37500000
N
N
N
N
N
ROYAL CARIBBEAN CRUISES
K2NEH8QNVW44JIWK7Z55
Royal Caribbean Cruises Ltd
780153BE1
4080000.00000000
PA
USD
5081779.66000000
0.880476081165
Long
DBT
CORP
LR
N
2
2023-11-15
Fixed
2.87500000
N
N
N
N
Y
Royal Caribbean Cruises Ltd
Royal Caribbean Cruises Ltd
USD
XXXX
N
N
N
CONTINENTAL RESOURCES
XXRTID9RYWOZ0UPIVR53
Continental Resources Inc/OK
212015AS0
905000.00000000
PA
USD
1015862.50000000
0.176009723531
Long
DBT
CORP
US
N
2
2028-01-15
Fixed
4.37500000
N
N
N
N
N
TESLA INC
54930043XZGB27CTOV49
Tesla Inc
88160RAG6
765000.00000000
PA
USD
9055687.50000000
1.569000778412
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
SQUARE INC
549300OHIIUWSTIZME52
Square Inc
852234AG8
8545000.00000000
PA
USD
10232683.90000000
1.772928781425
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
BRIDGEBIO PHARMA INC
54930028YG89VTY2J114
Bridgebio Pharma Inc
10806XAC6
3125000.00000000
PA
USD
2767129.19000000
0.479436580941
Long
DBT
CORP
US
N
2
2029-02-01
Fixed
2.25000000
N
N
N
N
Y
Bridgebio Pharma Inc
Bridgebio Pharma Inc
USD
XXXX
N
N
N
JOSEPH T RYERSON & SON I
54930086XMNNXPXPWJ34
Joseph T Ryerson & Son Inc
48088LAB3
904000.00000000
PA
USD
1007932.88000000
0.174635826745
Long
DBT
CORP
US
N
2
2028-08-01
Fixed
8.50000000
N
N
N
N
N
N
WYNN LAS VEGAS LLC/CORP
N/A
Wynn Las Vegas LLC / Wynn Las Vegas Capital Corp
983130AV7
955000.00000000
PA
USD
1012300.00000000
0.175392479917
Long
DBT
CORP
US
N
2
2025-03-01
Fixed
5.50000000
N
N
N
N
N
FORD MOTOR CREDIT CO LLC
UDSQCVRUX5BONN0VY111
Ford Motor Credit Co LLC
345397B36
745000.00000000
PA
USD
785975.00000000
0.136179101455
Long
DBT
CORP
US
N
2
2030-11-13
Fixed
4.00000000
N
N
N
N
N
N
BENTLEY SYSTEMS INC
549300WVEHPGE0Z56F71
Bentley Systems Inc
08265TAA7
3870000.00000000
PA
USD
4614975.00000000
0.799596868526
Long
DBT
CORP
US
N
2
2026-01-15
Fixed
0.12500000
N
N
N
N
Y
Bentley Systems Inc
Bentley Systems Inc
USD
XXXX
N
N
N
FORTRESS TRANS & INFRAST
529900E7PUVK6BC8PE80
Fortress Transportation and Infrastructure Investors LLC
34960PAD3
750000.00000000
PA
USD
761625.00000000
0.131960187214
Long
DBT
CORP
US
N
2
2028-05-01
Fixed
5.50000000
N
N
N
N
N
MODIVCARE ESCROW ISSUER
N/A
ModivCare Escrow Issuer Inc
60783XAA2
865000.00000000
PA
USD
887905.20000000
0.153839667055
Long
DBT
CORP
US
N
2
2029-10-01
Fixed
5.00000000
N
N
N
N
N
N
AMKOR TECHNOLOGY INC
529900VHLRTKPWZJBM84
Amkor Technology Inc
031652BK5
3750000.00000000
PA
USD
4038750.00000000
0.699759338406
Long
DBT
CORP
US
N
2
2027-09-15
Fixed
6.62500000
N
N
N
N
N
N
EDGEWELL PERSONAL CARE
549300CY8QZDL4Z3RU59
Edgewell Personal Care Co
28035QAA0
1430000.00000000
PA
USD
1514012.50000000
0.262319872569
Long
DBT
CORP
US
N
2
2028-06-01
Fixed
5.50000000
N
N
N
N
N
CCF HLDGS LLC WT CCF HLDGS LLC WTS C
N/A
CCF HLDGS LLC WT CCF HLDGS LLC WTS C
000000000
1455681.00000000
NC
USD
640499.64000000
0.110973841989
N/A
DE
CORP
US
N
3
CCF HLDGS LLC WT CCF HLDGS LLC WTS C
N/A
Call
Purchased
CCF Holdings LLC
CCF Holdings LLC
1.00000000
0.00000000
USD
2024-04-01
XXXX
640499.64000000
N
N
N
CCO HLDGS LLC/CAP CORP
N/A
CCO Holdings LLC / CCO Holdings Capital Corp
1248EPCN1
2610000.00000000
PA
USD
2727058.50000000
0.472493878490
Long
DBT
CORP
US
N
2
2032-05-01
Fixed
4.50000000
N
N
N
N
N
N
HESS MIDSTREAM OPERATION
N/A
Hess Midstream Operations LP
428102AE7
745000.00000000
PA
USD
754312.50000000
0.130693213482
Long
DBT
CORP
US
N
2
2030-02-15
Fixed
4.25000000
N
N
N
N
N
N
CONTINENTAL RESOURCES
XXRTID9RYWOZ0UPIVR53
Continental Resources Inc/OK
212015AT8
865000.00000000
PA
USD
1054218.75000000
0.182655379767
Long
DBT
CORP
US
N
2
2031-01-15
Fixed
5.75000000
N
N
N
N
N
DOCUSIGN INC
549300Q7PVDWRZ39JG09
DocuSign Inc
256163AC0
3910000.00000000
PA
USD
4234853.67000000
0.733736527976
Long
DBT
CORP
US
N
2
2024-01-15
None
0.00000000
N
N
N
N
Y
DocuSign Inc
DocuSign Inc
USD
XXXX
N
N
2020 CASH EXCH TRUST
N/A
2020 Cash Mandatory Exchangeable Trust
901375105
5345.00000000
NS
USD
6364933.43000000
1.102797055023
Long
EP
CORP
US
N
2
N
N
N
MERCER INTL INC
549300Z5IAG39VRTY874
Mercer International Inc
588056BA8
1470000.00000000
PA
USD
1481289.60000000
0.256650258244
Long
DBT
CORP
US
N
2
2029-02-01
Fixed
5.12500000
N
N
N
N
N
N
GRIFFON CORPORATION
5493000C2SGNC7ZN3242
Griffon Corp
398433AP7
1165000.00000000
PA
USD
1236286.35000000
0.214200660688
Long
DBT
CORP
US
N
2
2028-03-01
Fixed
5.75000000
N
N
N
N
N
N
EXPEDIA GROUP INC
N/A
Expedia Group Inc
30212PBD6
5005000.00000000
PA
USD
5229505.48000000
0.906071258403
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
ROYAL CARIBBEAN CRUISES
K2NEH8QNVW44JIWK7Z55
Royal Caribbean Cruises Ltd
780153BB7
1710000.00000000
PA
USD
2302070.40000000
0.398859860122
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
NAVIENT CORP
54930067J0ZNOEBRW338
Navient Corp
63938CAJ7
1965000.00000000
PA
USD
2217993.75000000
0.384292624967
Long
DBT
CORP
US
N
2
2026-06-15
Fixed
6.75000000
N
N
N
N
N
MATCH GROUP FINANCECO 3
5493003IEL8HSZKWUI17
Match Group Financeco 3 Inc
44932KAA4
280000.00000000
PA
USD
500500.00000000
0.086717313246
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
NEXSTAR MEDIA INC
5493006PK6I4I2OOT688
Nexstar Media Inc
65343HAA9
2120000.00000000
PA
USD
2250804.00000000
0.389977373673
Long
DBT
CORP
US
N
2
2027-07-15
Fixed
5.62500000
N
N
N
N
N
N
LiveStyle Inc. Common Stock
N/A
LiveStyle Inc. Common Stock
000000000
90407.00000000
NS
USD
0.90000000
0.000000155935
Long
EC
CORP
US
Y
3
N
N
N
NIO INC
549300JBU4TV5OCKJV96
NIO Inc
62914VAC0
2010000.00000000
PA
USD
1720473.27000000
0.298091547424
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
SHIFT4 PAYMENTS INC
N/A
Shift4 Payments Inc
82452JAA7
2235000.00000000
PA
USD
2849625.00000000
0.493729917599
Long
DBT
CORP
US
N
2
2025-12-15
None
0.00000000
N
N
N
N
Y
Shift4 Payments Inc
Shift4 Payments Inc
USD
XXXX
N
N
N
21VIANET GROUP INC
529900672GYJQ3T38I58
21Vianet Group Inc
90138VAA5
3075000.00000000
PA
USD
2590687.50000000
0.448866052867
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
ON SEMICONDUCTOR CORP
ZV20P4CNJVT8V1ZGJ064
ON Semiconductor Corp
682189AR6
3020000.00000000
PA
USD
3449483.50000000
0.597662220192
Long
DBT
CORP
US
N
2
2027-05-01
None
0.00000000
N
N
N
N
Y
ON Semiconductor Corp
ON Semiconductor Corp
USD
XXXX
N
N
NIO INC
549300JBU4TV5OCKJV96
NIO Inc
62914VAD8
3355000.00000000
PA
USD
2784650.00000000
0.482472260400
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
HERC HOLDINGS INC
549300TP80QLITMSBP82
Herc Holdings Inc
42704LAA2
1425000.00000000
PA
USD
1502235.00000000
0.260279286841
Long
DBT
CORP
US
N
2
2027-07-15
Fixed
5.50000000
N
N
N
N
N
N
DELTA AIR LINES INC
Q2CCMS6R0AS67HJMBN42
Delta Air Lines Inc
247361ZZ4
3595000.00000000
PA
USD
4232402.24000000
0.733311789868
Long
DBT
CORP
US
N
2
2026-01-15
Fixed
7.37500000
N
N
N
N
N
FIVE9 INC
254900MXP6EWY0SFFR59
Five9 Inc
338307AD3
1180000.00000000
PA
USD
1603384.00000000
0.277804500662
Long
DBT
CORP
US
N
2
2025-06-01
Fixed
0.50000000
N
N
N
N
Y
Five9 Inc
Five9 Inc
USD
XXXX
N
N
N
PERFORMANCE FOOD GROUP I
549300OMUOGBYK0FFO76
Performance Food Group Inc
71376LAE0
1495000.00000000
PA
USD
1500068.05000000
0.259903838126
Long
DBT
CORP
US
N
2
2029-08-01
Fixed
4.25000000
N
N
N
N
N
N
CALLON PETROLEUM
549300EFOWPEB0WLZW21
Callon Petroleum Co
13123XBD3
1485000.00000000
PA
USD
1429312.50000000
0.247644634942
Long
DBT
CORP
US
N
2
2028-08-01
Fixed
8.00000000
N
N
N
N
N
Erickson Inc
54930048K1C8M9G3EI51
Erickson Inc
29482Y200
8295.00000000
NS
USD
233006.55000000
0.040371032936
Long
EC
CORP
US
N
3
N
N
N
LiveStyle Inc. Series A Preferred
N/A
LiveStyle Inc. Series A Preferred
000000000
3554.00000000
NS
USD
570701.32000000
0.098880489782
Long
EP
CORP
US
Y
3
N
N
N
SHIFT4 PAYMENTS INC
N/A
Shift4 Payments Inc
82452JAC3
3175000.00000000
PA
USD
3234690.00000000
0.560446805162
Long
DBT
CORP
US
N
2
2027-08-01
Fixed
0.50000000
N
N
N
N
Y
Shift4 Payments Inc
Shift4 Payments Inc
USD
XXXX
N
N
N
FIREEYE INC
549300E9D2UJUFLLY524
FireEye Inc
31816QAF8
1225000.00000000
PA
USD
1307119.88000000
0.226473374793
Long
DBT
CORP
US
N
2
2024-06-01
Fixed
0.87500000
N
N
N
N
Y
FireEye Inc
FireEye Inc
USD
XXXX
N
N
N
NETFLIX INC
549300Y7VHGU0I7CE873
Netflix Inc
64110LAU0
1730000.00000000
PA
USD
2127605.90000000
0.368631902686
Long
DBT
CORP
US
N
2
2029-11-15
Fixed
5.37500000
N
N
N
N
N
N
BAUSCH HEALTH COS INC
B3BS7ACMDUWISF18KY76
Bausch Health Cos Inc
071734AF4
1940000.00000000
PA
USD
1998200.00000000
0.346210859796
Long
DBT
CORP
CA
N
2
2029-05-30
Fixed
7.25000000
N
N
N
N
N
N
CSC HOLDINGS LLC
3HG2WD2W22M120IUNG49
CSC Holdings LLC
126307BK2
750000.00000000
PA
USD
746250.00000000
0.129296293725
Long
DBT
CORP
US
N
2
2031-11-15
Fixed
5.00000000
N
N
N
N
N
N
ADAPTHEALTH LLC
N/A
AdaptHealth LLC
00653VAC5
1490000.00000000
PA
USD
1494172.00000000
0.258882280454
Long
DBT
CORP
US
N
2
2029-08-01
Fixed
4.62500000
N
N
N
N
N
VIRGIN MEDIA FINANCE PLC
2138001LVYC87DDHT482
Virgin Media Finance PLC
92769VAJ8
960000.00000000
PA
USD
994032.00000000
0.172227341299
Long
DBT
CORP
GB
N
2
2030-07-15
Fixed
5.00000000
N
N
N
N
N
AVAYA INC
J6LB5QIFSP2MFEFG4U76
Avaya Inc
053499AL3
2040000.00000000
PA
USD
2152200.00000000
0.372893110026
Long
DBT
CORP
US
N
2
2028-09-15
Fixed
6.12500000
N
N
N
N
N
N
AVEANNA HEALTHCARE LLC
5493006D6JRLPIY8YV18
Aveanna Healthcare LLC
05549DAK4
260000.00000000
PA
USD
259396.80000000
0.044943443677
Long
LON
CORP
US
N
2
2028-07-15
Floating
4.25000000
N
N
N
N
N
N
PIONEER NATURAL RESOURCE
FY8JBF7CCL2VE4F1B628
Pioneer Natural Resources Co
723787AP2
5080000.00000000
PA
USD
7578340.90000000
1.313033689730
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
AIRBNB INC
549300HMUDNO0RY56D37
Airbnb Inc
009066AA9
8685000.00000000
PA
USD
8346682.08000000
1.446157531460
Long
DBT
CORP
US
N
2
2026-03-15
None
0.00000000
N
N
N
N
Y
Airbnb Inc
Airbnb Inc
USD
XXXX
N
N
N
INSULET CORPORATION
549300TZTYD2PYN92D43
Insulet Corp
45784PAK7
3970000.00000000
PA
USD
5714770.62000000
0.990148959008
Long
DBT
CORP
US
N
2
2026-09-01
Fixed
0.37500000
N
N
N
N
Y
Insulet Corp
Insulet Corp
USD
XXXX
N
N
N
NATERA INC
N/A
Natera Inc
632307AB0
1055000.00000000
PA
USD
3312522.72000000
0.573932208481
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
AVIS BUDGET CAR/FINANCE
N/A
Avis Budget Car Rental LLC / Avis Budget Finance Inc
053773BF3
2060000.00000000
PA
USD
2163000.00000000
0.374764332769
Long
DBT
CORP
US
N
2
2029-03-01
Fixed
5.37500000
N
N
N
N
N
HALOZYME THERAPEUTICS IN
529900242I3SV9AGM753
Halozyme Therapeutics Inc
40637HAC3
2435000.00000000
PA
USD
2216244.79000000
0.383989597770
Long
DBT
CORP
US
N
2
2027-03-01
Fixed
0.25000000
N
N
N
N
Y
Halozyme Therapeutics Inc
Halozyme Therapeutics Inc
USD
XXXX
N
N
N
SERVICE PROPERTIES TRUST
529900IS770AG1K9QG27
Service Properties Trust
44106MAT9
880000.00000000
PA
USD
884400.00000000
0.153232351318
Long
DBT
CORP
US
N
2
2025-03-15
Fixed
4.50000000
N
N
N
N
N
N
COUPA SOFTWARE INC
549300Q95ICR2GFL2K37
Coupa Software Inc
22266LAF3
3410000.00000000
PA
USD
3840512.50000000
0.665412438536
Long
DBT
CORP
US
N
2
2026-06-15
Fixed
0.37500000
N
N
N
N
Y
Coupa Software Inc
Coupa Software Inc
USD
XXXX
N
N
N
SOUTHWEST AIRLINES CO
UDTZ87G0STFETI6HGH41
Southwest Airlines Co
844741BG2
4140000.00000000
PA
USD
6034050.00000000
1.045467740243
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
DISH NETWORK CORP
529900U350CWHH15G169
DISH Network Corp
25470MAB5
3510000.00000000
PA
USD
3661294.44000000
0.634360872805
Long
DBT
CORP
US
N
2
2026-08-15
Fixed
3.37500000
N
N
N
N
Y
DISH Network Corp
DISH Network Corp
USD
XXXX
N
N
N
BANK OF AMERICA CORP
9DJT3UXIJIZJI4WXO774
Bank of America Corp
060505682
12080.00000000
NS
USD
17733440.00000000
3.072520022795
Long
EP
CORP
US
N
1
N
N
N
AVANTOR INC
N/A
Avantor Inc
05352A209
84600.00000000
NS
USD
10268748.00000000
1.779177296624
Long
EP
CORP
US
N
1
N
N
AVEANNA HEALTHCARE LLC
5493006D6JRLPIY8YV18
Aveanna Healthcare LLC
05549DAJ7
1120000.00000000
PA
USD
1117401.60000000
0.193602526610
Long
LON
CORP
US
N
2
2028-07-15
Floating
4.25000000
N
N
N
N
N
N
FRONTIER COMMUNICATIONS
N/A
Frontier Communications Holdings LLC
35906ABF4
915000.00000000
PA
USD
956175.00000000
0.165668185800
Long
DBT
CORP
US
N
2
2028-05-01
Fixed
5.00000000
N
N
N
N
N
MICROSTRATEGY INC
549300WQTWEJUEHXQX21
MicroStrategy Inc
594972AD3
3665000.00000000
PA
USD
2905380.56000000
0.503390202038
Long
DBT
CORP
US
N
2
2027-02-15
None
0.00000000
N
N
N
N
Y
MicroStrategy Inc
MicroStrategy Inc
USD
XXXX
N
N
N
WR GRACE HOLDING LLC
N/A
WR Grace Holdings LLC
92943GAA9
1335000.00000000
PA
USD
1390068.75000000
0.240845209245
Long
DBT
CORP
US
N
2
2029-08-15
Fixed
5.62500000
N
N
N
N
N
N
FREEPORT-MCMORAN INC
549300IRDTHJQ1PVET45
Freeport-McMoRan Inc
35671DCD5
2265000.00000000
PA
USD
2506562.25000000
0.434290397210
Long
DBT
CORP
US
N
2
2029-09-01
Fixed
5.25000000
N
N
N
N
N
N
US FOODS INC
5493000JOOFAOUY1JZ87
US Foods Inc
90290MAD3
1990000.00000000
PA
USD
2037262.50000000
0.352978881871
Long
DBT
CORP
US
N
2
2029-02-15
Fixed
4.75000000
N
N
N
N
N
2021-10-22
Virtus AllianzGI Convertible & Income Fund
Amy Hackett
Amy Hackett
Vice President and Assistant Treasurer