0001752724-23-148010.txt : 20230628 0001752724-23-148010.hdr.sgml : 20230628 20230628122532 ACCESSION NUMBER: 0001752724-23-148010 CONFORMED SUBMISSION TYPE: NPORT-P PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20230430 FILED AS OF DATE: 20230628 DATE AS OF CHANGE: 20230628 PERIOD START: 20231031 FILER: COMPANY DATA: COMPANY CONFORMED NAME: ADVENT CONVERTIBLE & INCOME FUND CENTRAL INDEX KEY: 0001219120 IRS NUMBER: 000000000 STATE OF INCORPORATION: DE FISCAL YEAR END: 1031 FILING VALUES: FORM TYPE: NPORT-P SEC ACT: 1940 Act SEC FILE NUMBER: 811-21309 FILM NUMBER: 231050857 BUSINESS ADDRESS: STREET 1: 227 W. MONROE STREET CITY: CHICAGO STATE: IL ZIP: 60606 BUSINESS PHONE: 312-827-0100 MAIL ADDRESS: STREET 1: 227 W. MONROE STREET CITY: CHICAGO STATE: IL ZIP: 60606 FORMER COMPANY: FORMER CONFORMED NAME: ADVENT CLAYMORE CONVERTIBLE SECURITIES & INCOME FUND DATE OF NAME CHANGE: 20030219 NPORT-P 1 primary_doc.xml NPORT-P false 0001219120 XXXXXXXX Advent Convertible and Income Fund 811-21309 0001219120 ZEFY1K43K8JK66NIVK50 888 Seventh Ave, 31st Floor New York 10019 212-482-1600 Advent Convertible and Income Fund ZEFY1K43K8JK66NIVK50 2023-10-31 2023-04-30 N 784109636.72 357397546.57 426712090.15 0.00000000 0.00000000 25002430.42000000 0.00000000 0.00000000 0.00000000 324059790.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 213841.51999998 CHF EUR SGD GBP JPY USD HKD N ICE BOFA US CONVERTIBLE INDEX VXA0 OMNICELL INC 5493008RH0GTKHHPZI77 68213NAD1 2708000.00000000 PA USD 2556352.00000000 0.599081221040 Long DBT CORP US N 2 2025-09-15 Fixed 0.25000000 N N N N Y Omnicell Inc USD XXXX N N N CSC HOLDINGS LLC 3HG2WD2W22M120IUNG49 126307AH0 2220000.00000000 PA USD 2166653.18000000 0.507755282780 Long DBT CORP US N 2 2024-06-01 Fixed 5.25000000 N N N N N N PRYSMIAN SPA 529900X0H1IO3RS1A464 BN7428004 700000.00000000 PA 818210.97000000 0.191747782377 Long DBT CORP IT N 2 2026-02-02 None 0.00000000 N N N N N Prysmian SpA EUR XXXX N N N VISTAJET MALTA/VM HOLDS N/A 92840JAB5 2032000.00000000 PA USD 1760410.60000000 0.412552313523 Long DBT CORP US N 2 2030-02-01 Fixed 6.37500000 N N N N N N H WORLD GROUP LTD 549300Y5ML31FVN83730 44332NAB2 790000.00000000 PA USD 1021075.00000000 0.239288978111 Long DBT CORP KY N 2 2026-05-01 Fixed 3.00000000 N N N N N China Lodging Group Ltd USD XXXX N N N CLOUDFLARE INC 5493007DY18BGNLDWU14 18915MAC1 907000.00000000 PA USD 752810.00000000 0.176421061736 Long DBT CORP US N 2 2026-08-15 None 0.00000000 N N N N Y Cloudflare Inc USD XXXX N N N JPMORGAN CHASE FINANCIAL 549300NJFDJOFYVV6789 48133DL24 2927000.00000000 PA USD 3560695.50000000 0.834449171278 Long DBT CORP US N 2 2027-06-15 Fixed 0.50000000 N N N N Y Boeing Co/The USD XXXX N N N CCO HLDGS LLC/CAP CORP N/A 1248EPBX0 3129000.00000000 PA USD 2898511.91000000 0.679266413328 Long DBT CORP US N 2 2028-02-01 Fixed 5.00000000 N N N N N N PLAYTIKA HOLDING CORP 254900E35Z4TKA4UFG64 72815LAA5 2327000.00000000 PA USD 1980044.30000000 0.464023482274 Long DBT CORP US N 2 2029-03-15 Fixed 4.25000000 N N N N N N The Bank of New York Mellon HPFHU0OQ28E4N0NFVK49 N/A -550000.00000000 NC -7049.51000000 -0.00165205302 N/A DFE US N 2 THE BANK OF NEW YORK MELLON HPFHU0OQ28E4N0NFVK49 550000.00000000 EUR 601746.75000000 USD 2023-06-13 -7049.51000000 N N N Johnson Controls International 549300XQ6S1GYKGBL205 N/A 60000.00000000 NS USD 3590400.00000000 0.841410422361 Long EC CORP US N 1 N N N LIVE NATION ENTERTAINMEN 5493007B9BM9ZXJINO78 538034AZ2 2882000.00000000 PA USD 2792658.00000000 0.654459544143 Long DBT CORP US N 2 2029-01-15 Fixed 3.12500000 N N N N Y Live Nation Entertainment Inc USD XXXX N N N ROYALTY PHARMA PLC 549300FGFN7VOK8BZR03 78081BAL7 1659000.00000000 PA USD 1208953.35000000 0.283318278977 Long DBT CORP GB N 2 2040-09-02 Fixed 3.30000000 N N N N N N The Bank of New York Mellon HPFHU0OQ28E4N0NFVK49 N/A -848472500.00000000 NC 40764.26000000 0.009553106401 N/A DFE US N 2 THE BANK OF NEW YORK MELLON HPFHU0OQ28E4N0NFVK49 848472500.00000000 JPY 6314979.98000000 USD 2023-06-13 40764.26000000 N N N XERO INVESTMENTS LTD 25490002CIY32NFE4689 BM7530900 1359000.00000000 PA USD 1151752.50000000 0.269913256874 Long DBT CORP NZ N 2 2025-12-02 None 0.00000000 N N N N N Xero Ltd USD XXXX N N N HANESBRANDS INC GX5LWVWZLL5S4W1L2F20 410345AQ5 1000000.00000000 PA USD 1024976.00000000 0.240203177660 Long DBT CORP US N 2 2031-02-15 Fixed 9.00000000 N N N N N N Sound Point CLO LTD 5493006VH6ZUE3FHGC30 83611LAG5 3500000.00000000 PA USD 3223622.50000000 0.755456096607 Long ABS-O CORP KY N 2 2029-04-15 Floating 8.21000000 N N N N N N BLOCK INC 549300OHIIUWSTIZME52 852234AF0 2774000.00000000 PA USD 2597851.00000000 0.608806513798 Long DBT CORP US N 2 2025-03-01 Fixed 0.12500000 N N N N Y Square Inc USD XXXX N N N PARAMOUNT GLOBAL 5KYC8KF17ROCY24M3H09 92556H305 100000.00000000 NS USD 3183000.00000000 0.745936211669 Long EP CORP US N 1 N N N The Bank of New York Mellon HPFHU0OQ28E4N0NFVK49 N/A 175000.00000000 NC 1386.22000000 0.000324860727 N/A DFE US N 2 THE BANK OF NEW YORK MELLON HPFHU0OQ28E4N0NFVK49 192321.68000000 USD 175000.00000000 EUR 2023-06-13 1386.22000000 N N N UBER TECHNOLOGIES INC 549300B2FTG34FILDR98 90353TAF7 3463000.00000000 PA USD 3518252.17000000 0.824502574736 Long DBT CORP US N 2 2025-05-15 Fixed 7.50000000 N N N N N N ITRON INC 24F6LSZD18II6ICG6S41 465741AN6 1241000.00000000 PA USD 1045542.50000000 0.245022937979 Long DBT CORP US N 2 2026-03-15 None 0.00000000 N N N N Y Itron Inc USD XXXX N N N SOLAR EDGE TECHNOLOGIES 5493000K6Y58XXPDF853 83417MAD6 595000.00000000 PA USD 741072.50000000 0.173670378015 Long DBT CORP US N 2 2025-09-15 None 0.00000000 N N N N Y SolarEdge Technologies Inc USD XXXX N N N ELIS SA N/A N/A 800000.00000000 PA 1091661.14000000 0.255830843606 Long DBT CORP FR N 2 2029-09-22 Fixed 2.25000000 N N N N N Elis SA EUR XXXX N N N TRANSDIGM INC 88Q84GB3X55CF5OC7582 89364MBZ6 2769582.25000000 PA USD 2766436.00000000 0.648314417111 Long LON CORP US N 2 2028-08-24 Floating 8.14800000 N N N N N N SPIRIT AIRLINES INC 549300DCAFIXFNFR3304 848577AB8 2000000.00000000 PA USD 1632000.00000000 0.382459282891 Long DBT CORP US N 2 2026-05-15 Fixed 1.00000000 N N N N Y Spirit Airlines Inc USD XXXX N N N WAYFAIR INC 54930027N9ZAVYFDHK53 94419LAN1 5047000.00000000 PA USD 4264715.00000000 0.999436176861 Long DBT CORP US N 2 2027-09-15 Fixed 3.25000000 N N N N Y Wayfair Inc USD XXXX N N N NRG ENERGY INC 5E2UPK5SW04M13XY7I38 629377CG5 737000.00000000 PA USD 760952.50000000 0.178329257024 Long DBT CORP US N 2 2048-06-01 Fixed 2.75000000 N N N N Y NRG Energy Inc USD XXXX N N N MPH ACQUISITION HOLDINGS 5493002WXOPRPTXWTU06 553283AD4 1759000.00000000 PA USD 1347065.24000000 0.315684807413 Long DBT CORP US N 2 2028-09-01 Fixed 5.50000000 N N N N N N The Bank of New York Mellon HPFHU0OQ28E4N0NFVK49 N/A -828348.00000000 NC -54798.35000000 -0.01284199610 N/A DFE US N 2 THE BANK OF NEW YORK MELLON HPFHU0OQ28E4N0NFVK49 828348.00000000 GBP 987371.76000000 USD 2023-06-13 -54798.35000000 N N N EVOLENT HEALTH INC 549300CZOCFHQ2BBTR11 30050BAD3 844000.00000000 PA USD 1082245.86000000 0.253624372259 Long DBT CORP US N 2 2025-10-15 Fixed 1.50000000 N N N N Y Evolent Health Inc USD XXXX N N N HERBALIFE LTD 549300BA7TYPBSZZIA41 42703MAD5 966000.00000000 PA USD 925428.00000000 0.216874098803 Long DBT CORP KY N 2 2024-03-15 Fixed 2.62500000 N N N N Y Herbalife Nutrition Ltd USD XXXX N N N AETHON UN/AETHIN UN FIN N/A 00810GAC8 1956000.00000000 PA USD 1901479.06000000 0.445611714289 Long DBT CORP US N 2 2026-02-15 Fixed 8.25000000 N N N N N N MP MATERIALS CORP N/A 553368AA9 1359000.00000000 PA USD 1161932.47000000 0.272298933360 Long DBT CORP US N 2 2026-04-01 Fixed 0.25000000 N N N N Y MP Materials Corp USD XXXX N N N AMERICA MOVIL BV 724500AVF7ZU7L61BL70 BO2399141 1600000.00000000 PA 1898688.45000000 0.444957734694 Long DBT CORP NL N 2 2024-03-02 None 0.00000000 N N N N N Koninklijke KPN NV EUR XXXX N N N FORD MOTOR COMPANY 20S05OYHG0MQM4VUIC57 345370DB3 951000.00000000 PA USD 907897.54000000 0.212765834612 Long DBT CORP US N 2 2032-08-19 Fixed 6.10000000 N N N N N N SOCIETE GENERALE O2RNE8IBXP4R0TD8PU41 N/A -56008785.01000000 PA USD -56008785.01000000 -13.1256616118 Short RA CORP FR N 2 Reverse repurchase Y 1.88250100 2025-12-15 84779596.01000000 USD 84779596.01000000 USD N N N ROYAL CARIBBEAN CRUISES K2NEH8QNVW44JIWK7Z55 780153BP6 1473000.00000000 PA USD 2254426.50000000 0.528324964780 Long DBT CORP LR N 2 2025-08-15 Fixed 6.00000000 N N N N N Royal Caribbean Cruises Ltd USD XXXX N N N BOOKING HOLDINGS INC FXM8FAOHMYDIPD38UZ17 09857LAN8 272000.00000000 PA USD 406773.80000000 0.095327460690 Long DBT CORP US N 2 2025-05-01 Fixed 0.75000000 N N N N N Booking Holdings Inc USD XXXX N N N Invesco CLO LTD 2549000VWIHWVWECHQ22 46147KAD4 2750000.00000000 PA USD 2749818.50000000 0.644420105142 Long ABS-O CORP JE N 2 2036-04-21 Floating 9.80600000 N N N N N N APTIV PLC N/A EP0589507 6329.00000000 NS USD 717553.79000000 0.168158767132 Long EP CORP JE N 1 N N N HILTON DOMESTIC OPERATIN 5493003EG7H0N1E4XV50 432833AL5 3250000.00000000 PA USD 2877355.00000000 0.674308290395 Long DBT CORP US N 2 2031-05-01 Fixed 4.00000000 N N N N N N DAVITA INC M2XHYMU3TZNEZURC6H66 23918KAS7 2869000.00000000 PA USD 2502642.19000000 0.586494324339 Long DBT CORP US N 2 2030-06-01 Fixed 4.62500000 N N N N N N MATCH GROUP FINANCECO 3 5493003IEL8HSZKWUI17 44932KAA4 5305000.00000000 PA USD 4539425.05000000 1.063814491031 Long DBT CORP US N 2 2030-01-15 Fixed 2.00000000 N N N N N Match Group Inc USD XXXX N N N NRG ENERGY INC 5E2UPK5SW04M13XY7I38 629377CH3 4424000.00000000 PA USD 4085802.46000000 0.957508014025 Long DBT CORP US N 2 2029-06-15 Fixed 5.25000000 N N N N N N MACY'S RETAIL HLDGS LLC N/A 55617LAP7 2046000.00000000 PA USD 1876038.78000000 0.439649783379 Long DBT CORP US N 2 2029-04-01 Fixed 5.87500000 N N N N N N NMI HOLDINGS 529900KNNGFXJX1C3Z08 629209AA5 1546000.00000000 PA USD 1573572.91000000 0.368766891382 Long DBT CORP US N 2 2025-06-01 Fixed 7.37500000 N N N N N N SEA LTD 529900OM6JLLW44YKI15 81141RAG5 1348000.00000000 PA USD 1075030.00000000 0.251933335102 Long DBT CORP KY N 2 2026-09-15 Fixed 0.25000000 N N N N Y Sea Ltd USD XXXX N N N QIAGEN NV 54930036WK3GMCN17Z57 AV5355400 4400000.00000000 PA USD 4750882.89000000 1.113369646575 Long DBT CORP NL N 2 2024-11-13 Fixed 1.00000000 N N N N Y QIAGEN NV USD XXXX N N N AMERICAN AIRLINES INC IWUQB36BXD6OWD6X4T14 023771S58 1476000.00000000 PA USD 1621853.89000000 0.380081541497 Long DBT CORP US N 2 2025-07-15 Fixed 11.75000000 N N N N N N CHEFS' WAREHOUSE THE 549300JYEDC8C547E980 163086AD3 988000.00000000 PA USD 999114.91000000 0.234142629905 Long DBT CORP US N 2 2028-12-15 Fixed 2.37500000 N N N N N Chefs' Warehouse Inc/The USD XXXX N N N LITHIUM AMERICAS CORP 529900Q9ENG7EHHZ5R75 53680QAA6 1249000.00000000 PA USD 972971.00000000 0.228015803268 Long DBT CORP CA N 2 2027-01-15 Fixed 1.75000000 N N N N N Lithium Americas Corp USD XXXX N N N MICHAELS COS INC/THE 549300H9LWMBP7HYLR98 55916AAB0 1399000.00000000 PA USD 939092.74000000 0.220076431316 Long DBT CORP US N 2 2029-05-01 Fixed 7.87500000 N N N N N N NEXTERA ENERGY PARTNERS 5493008F4ZOQFNG3WN54 65341BAD8 3475000.00000000 PA USD 3186575.00000000 0.746774013100 Long DBT CORP US N 2 2025-11-15 None 0.00000000 N N N N N NextEra Energy Partners LP USD XXXX N N N WELLS FARGO & COMPANY PBLD0EJDB5FWOLXP3B76 949746804 5074.00000000 NS USD 5926584.22000000 1.388895312977 Long EP CORP US N 1 N N N UBER TECHNOLOGIES INC 549300B2FTG34FILDR98 90353TAJ9 1335000.00000000 PA USD 1167794.72000000 0.273672751946 Long DBT CORP US N 2 2025-12-15 None 0.00000000 N N N N Y Uber Technologies Inc USD XXXX N N N SCOTTS MIRACLE-GRO CO 2TH9E0JTOUXOEGI2R879 810186AW6 2055000.00000000 PA USD 1668947.70000000 0.391117978263 Long DBT CORP US N 2 2032-02-01 Fixed 4.37500000 N N N N N N Crown City CLO N/A 22823AAJ5 3000000.00000000 PA USD 2999949.00000000 0.703038200521 Long ABS-O CORP KY N 2 2034-04-20 Floating 10.58800000 N N N N N N BILL HOLDINGS INC 549300IBF9VZZIGOZW63 090043AB6 3598000.00000000 PA USD 3302964.00000000 0.774049781162 Long DBT CORP US N 2 2025-12-01 None 0.00000000 N N N N Y Bill.com Holdings Inc USD XXXX N N N VM CONSOLIDATED INC 549300GCTGJLEBXJUK89 91835HAA0 2332000.00000000 PA USD 2166113.25000000 0.507628750157 Long DBT CORP US N 2 2029-04-15 Fixed 5.50000000 N N N N N N POSCO Holdings Inc. N/A N/A 1000000.00000000 PA 1110344.44000000 0.260209275910 Long DBT CORP KR N 2 2026-09-01 None 0.00000000 N N N N N POSCO Holdings Inc EUR XXXX N N N LUMENTUM HOLDINGS INC 549300JLWRRC38DWEF52 55024UAF6 2656000.00000000 PA USD 2004151.86000000 0.469673090184 Long DBT CORP US N 2 2028-06-15 Fixed 0.50000000 N N N N Y Lumentum Holdings Inc USD XXXX N N N LYFT INC 549300H7I5VN334XVZ52 55087PAB0 3813000.00000000 PA USD 3397383.00000000 0.796176878608 Long DBT CORP US N 2 2025-05-15 Fixed 1.50000000 N N N N Y Lyft Inc USD XXXX N N N CIENA CORP W0CZ7N0GH8UIGXDM1H41 171779AL5 3246000.00000000 PA USD 2855270.86000000 0.669132871064 Long DBT CORP US N 2 2030-01-31 Fixed 4.00000000 N N N N N N NATERA INC N/A 632307AB0 187000.00000000 PA USD 281061.00000000 0.065866659625 Long DBT CORP US N 2 2027-05-01 Fixed 2.25000000 N N N N Y Natera Inc USD XXXX N N N NEXTERA ENERGY INC N/A 65339F713 28736.00000000 NS USD 1360362.24000000 0.318800960038 Long EP CORP US N 1 N N N ELANCO ANIMAL HEALTH INC 549300SHPNDCE059M934 28414HAG8 1890000.00000000 PA USD 1844885.70000000 0.432349057499 Long DBT CORP US N 2 2028-08-28 Fixed 6.65000000 N N N N N N LIBERTY MEDIA CORP 549300ZKUTPIBZLWLL89 531229AN2 3659000.00000000 PA USD 3713885.00000000 0.870349138383 Long DBT CORP US N 2 2028-03-15 Fixed 3.75000000 N N N N Y Liberty Media Corp-Liberty SiriusXM USD XXXX N N N REALOGY GROUP/CO-ISSUER N/A 75606DAP6 5415000.00000000 PA USD 4000331.25000000 0.937477831620 Long DBT CORP US N 2 2026-06-15 Fixed 0.25000000 N N N N Y Anywhere Real Estate Inc USD XXXX N N N Parker-Hannifin Corp 5493002CONDB4N2HKI23 701094104 14000.00000000 NS USD 4548320.00000000 1.065899023015 Long EC CORP US N 1 N N N The Bank of New York Mellon HPFHU0OQ28E4N0NFVK49 N/A -5177708.00000000 NC -225666.75000000 -0.05288501432 N/A DFE US N 2 THE BANK OF NEW YORK MELLON HPFHU0OQ28E4N0NFVK49 5177708.00000000 EUR 5505550.12000000 USD 2023-06-13 -225666.75000000 N N N DEALER TIRE LLC/DT ISSR N/A 24229JAA1 1363000.00000000 PA USD 1266022.55000000 0.296692448895 Long DBT CORP US N 2 2028-02-01 Fixed 8.00000000 N N N N N N LIVE NATION ENTERTAINMEN 5493007B9BM9ZXJINO78 538034AX7 2235000.00000000 PA USD 2005912.50000000 0.470085696258 Long DBT CORP US N 2 2028-01-15 Fixed 3.75000000 N N N N N N CELLNEX TELECOM SA 5493008T4YG3AQUI7P67 AQ6595039 900000.00000000 PA 1311950.62000000 0.307455694432 Long DBT CORP ES N 2 2026-01-16 Fixed 1.50000000 N N N N N Cellnex Telecom SA EUR XXXX N N N AMERICAN AIRLINES GROUP N/A 02376RAF9 1393000.00000000 PA USD 1551105.50000000 0.363501652707 Long DBT CORP US N 2 2025-07-01 Fixed 6.50000000 N N N N Y American Airlines Group Inc USD XXXX N N N SOCIETE GENERALE O2RNE8IBXP4R0TD8PU41 N/A -52026259.99000000 PA USD -52026259.99000000 -12.1923566711 Short RA CORP FR N 2 Reverse repurchase Y 6.05999900 2024-12-15 78751303.25000000 USD 78751303.25000000 USD N N N SAIL VANTAGE LTD 254900G8GWH4KOG4MQ81 BT3565715 18000000.00000000 PA 2030471.73000000 0.475841153056 Long DBT CORP VG N 2 2027-01-13 None 0.00000000 N N N N N China Meidong Auto Holdings Ltd HKD XXXX N N N CITIGROUP GLOBAL MARKETS 82VOJDD5PTRDMVVMGV31 17330YUV0 2745000.00000000 PA USD 2817487.22000000 0.660278273111 Long DBT CORP US N 2 2028-01-13 Fixed 0.25000000 N N N N N Walt Disney Co/The USD XXXX N N N OPEN TEXT CORP 549300HP7ONDQODZJV16 683715AD8 2220000.00000000 PA USD 1868380.19000000 0.437854992424 Long DBT CORP CA N 2 2029-12-01 Fixed 3.87500000 N N N N N N NUTANIX INC 549300X7J6E8TKVIXW09 67059NAH1 1119000.00000000 PA USD 928210.50000000 0.217526177820 Long DBT CORP US N 2 2027-10-01 Fixed 0.25000000 N N N N Y Nutanix Inc USD XXXX N N N ACURIS FIN US/ACURIS FIN N/A 00511BAA5 2729000.00000000 PA USD 2159048.35000000 0.505973090483 Long DBT CORP US N 2 2028-05-01 Fixed 5.00000000 N N N N N N NICE LTD 254900YTY4EF5Z4W0A51 653656AB4 670000.00000000 PA USD 625110.00000000 0.146494560250 Long DBT CORP IL N 2 2025-09-15 None 0.00000000 N N N N N Nice Ltd USD XXXX N N N RAG-STIFTUNG N/A N/A 1300000.00000000 PA 1521450.65000000 0.356552037104 Long DBT CORP DE N 2 2029-11-16 Fixed 1.87500000 N N N N N Evonik Industries AG EUR XXXX N N N Q2 HOLDINGS INC 549300M9RKR9DZXWS696 74736LAD1 685000.00000000 PA USD 557932.50000000 0.130751509713 Long DBT CORP US N 2 2026-06-01 Fixed 0.75000000 N N N N Y Q2 Holdings Inc USD XXXX N N N ALTERYX INC 549300XWZG0JHL7I0827 02156BAF0 928000.00000000 PA USD 776620.00000000 0.182000936445 Long DBT CORP US N 2 2026-08-01 Fixed 1.00000000 N N N N N N SPLUNK INC 549300XGDSGBP6UEI867 848637AD6 3350000.00000000 PA USD 3169100.00000000 0.742678745963 Long DBT CORP US N 2 2025-09-15 Fixed 1.12500000 N N N N Y Splunk Inc USD XXXX N N N RINGCENTRAL INC 549300C8EH0H1614VE84 76680RAF4 3550000.00000000 PA USD 3177250.00000000 0.744588698877 Long DBT CORP US N 2 2025-03-01 None 0.00000000 N N N N Y RingCentral Inc USD XXXX N N N GLENCORE FUNDING LLC 213800STG1QDNBY87K49 AR8389751 1800000.00000000 PA USD 1952154.00000000 0.457487389052 Long DBT CORP US N 2 2025-03-27 None 0.00000000 N N N N N Glencore PLC USD XXXX N N N SOFI TECHNOLOGIES INC 549300SW81JCMVZDDY09 83406FAA0 4000000.00000000 PA USD 2874000.00000000 0.673522045974 Long DBT CORP US N 2 2026-10-15 None 0.00000000 N N N N Y SoFi Technologies Inc USD XXXX N N N FORD MOTOR COMPANY 20S05OYHG0MQM4VUIC57 345370CZ1 8160000.00000000 PA USD 8000880.00000000 1.875006634376 Long DBT CORP US N 2 2026-03-15 None 0.00000000 N N N N Y Ford Motor Co USD XXXX N N N ARRAY TECHNOLOGIES INC 549300JM5FECYJQ85V37 04271TAB6 189000.00000000 PA USD 198639.00000000 0.046551059739 Long DBT CORP US N 2 2028-12-01 Fixed 1.00000000 N N N N Y Array Technologies Inc USD XXXX N N N The Bank of New York Mellon HPFHU0OQ28E4N0NFVK49 N/A -350000.00000000 NC -5936.45000000 -0.00139120735 N/A DFE US N 2 THE BANK OF NEW YORK MELLON HPFHU0OQ28E4N0NFVK49 350000.00000000 EUR 381479.35000000 USD 2023-06-13 -5936.45000000 N N N PENN ENTERTAINMENT INC N/A 707569AU3 518000.00000000 PA USD 740481.00000000 0.173531759960 Long DBT CORP US N 2 2026-05-15 Fixed 2.75000000 N N N N Y Penn National Gaming Inc USD XXXX N N N MIDAS OPCO HOLDINGS LLC N/A 59565JAA9 2061000.00000000 PA USD 1793688.30000000 0.420350944209 Long DBT CORP US N 2 2029-08-15 Fixed 5.62500000 N N N N N N ANLLIAN CAPITAL LTD 529900WNC73E6N8L3G81 ZP4808231 1900000.00000000 PA 2301584.23000000 0.539376381201 Long DBT CORP VG N 2 2025-02-05 None 0.00000000 N N N N N ANTA Sports Products Ltd EUR XXXX N N N ACRISURE LLC / FIN INC N/A 00489LAD5 1956000.00000000 PA USD 1992560.81000000 0.466956727028 Long DBT CORP US N 2 2026-08-01 Fixed 10.12500000 N N N N N N DROPBOX INC 549300JCDF7UAR6TJR51 26210CAD6 2932000.00000000 PA USD 2517122.00000000 0.589887668548 Long DBT CORP US N 2 2028-03-01 None 0.00000000 N N N N Y Dropbox Inc USD XXXX N N N Sound Point CLO LTD N/A 83611VBC1 2500000.00000000 PA USD 2190960.00000000 0.513451587282 Long ABS-O CORP KY N 2 2034-10-25 Floating 8.60500000 N N N N N N WOLFSPEED INC 549300OGU88P3AW3TO93 977852AC6 3624000.00000000 PA USD 2694444.00000000 0.631443088254 Long DBT CORP US N 2 2029-12-01 Fixed 1.87500000 N N N N Y Wolfspeed Inc USD XXXX N N N SEAWORLD PARKS & ENTERTA 549300UZV72O3371JJ53 78488CAH3 2600400.00000000 PA USD 2587398.00000000 0.606356852717 Long LON CORP US N 2 2028-08-25 Floating 8.06300000 N N N N N N The Bank of New York Mellon HPFHU0OQ28E4N0NFVK49 N/A -206371.00000000 NC -2533.47000000 -0.00059371882 N/A DFE US N 2 THE BANK OF NEW YORK MELLON HPFHU0OQ28E4N0NFVK49 206371.00000000 EUR 225899.06000000 USD 2023-06-13 -2533.47000000 N N N SAFRAN SA 969500UIC89GT3UL7L24 BJ4442296 13679.00000000 PA 2234911.66000000 0.523751661035 Long DBT CORP FR N 2 2027-05-15 Fixed 0.87500000 N N N N N Safran SA EUR XXXX N N N INTERNATIONAL GAME TECH 549300UQ6KHRCZDRGZ76 460599AF0 2792000.00000000 PA USD 2682753.26000000 0.628703362742 Long DBT CORP GB N 2 2026-04-15 Fixed 4.12500000 N N N N N N TALLGRASS NRG PRTNR/FIN N/A 87470LAG6 3062000.00000000 PA USD 2958313.03000000 0.693280808837 Long DBT CORP US N 2 2027-03-01 Fixed 6.00000000 N N N N N N EXACT SCIENCES CORP 549300VM3X1FYD4N9Z14 30063PAC9 1594000.00000000 PA USD 1389660.65000000 0.325667043910 Long DBT CORP US N 2 2028-03-01 Fixed 0.37500000 N N N N Y Exact Sciences Corp USD XXXX N N N ON SEMICONDUCTOR CORP ZV20P4CNJVT8V1ZGJ064 682189AT2 1544000.00000000 PA USD 1494736.34000000 0.350291537198 Long DBT CORP US N 2 2029-03-01 Fixed 0.50000000 N N N N Y ON Semiconductor Corp USD XXXX N N N SOUTHWEST AIRLINES CO UDTZ87G0STFETI6HGH41 844741BG2 6521000.00000000 PA USD 7005184.25000000 1.641665284791 Long DBT CORP US N 2 2025-05-01 Fixed 1.25000000 N N N N Y Southwest Airlines Co USD XXXX N N N REDFIN CORP 549300HXWD3JEMZU3O57 75737FAC2 959000.00000000 PA USD 707262.50000000 0.165747002797 Long DBT CORP US N 2 2025-10-15 None 0.00000000 N N N N Y Redfin Corp USD XXXX N N N DISH DBS CORP N/A 25470XBE4 1392000.00000000 PA USD 1070125.33000000 0.250783925438 Long DBT CORP US N 2 2026-12-01 Fixed 5.25000000 N N N N N N BOSTON SCIENTIFIC CORP Y6ZDD9FP4P8JSSJMW954 101137206 1234.00000000 NS USD 155150.82000000 0.036359602547 Long EP CORP US N 1 N N N The Bank of New York Mellon HPFHU0OQ28E4N0NFVK49 N/A -946037.00000000 NC -49235.27000000 -0.01153828802 N/A DFE US N 2 THE BANK OF NEW YORK MELLON HPFHU0OQ28E4N0NFVK49 946037.00000000 CHF 1019310.11000000 USD 2023-06-13 -49235.27000000 N N N Fortress Credit BSL Limited N/A 34965DAJ2 3000000.00000000 PA USD 2993136.00000000 0.701441573625 Long ABS-O CORP KY N 2 2036-04-23 Floating 10.94500000 N N N N N N POST HOLDINGS INC JM1I5YUAURL6DC8N1468 737446AS3 1293000.00000000 PA USD 1360623.90000000 0.318862280073 Long DBT CORP US N 2 2027-08-15 Fixed 2.50000000 N N N N N Post Holdings Inc USD XXXX N N N ALLIANCE RES OP/FINANCE N/A 01879NAA3 2331000.00000000 PA USD 2319030.32000000 0.543464873279 Long DBT CORP US N 2 2025-05-01 Fixed 7.50000000 N N N N N N L&F CO LTD 9884002SUW2JTU2FXU05 ZK3060728 1400000.00000000 PA USD 1242500.00000000 0.291179938108 Long DBT CORP KR N 2 2030-04-26 Fixed 2.50000000 N N N N N L&F Co Ltd USD XXXX N N N TOPGOLF CALL BRAN CORP 5493005UB0KFRKBPCU72 131193AE4 493000.00000000 PA USD 687981.50000000 0.161228499468 Long DBT CORP US N 2 2026-05-01 Fixed 2.75000000 N N N N Y Topgolf Callaway Brands Corp USD XXXX N N N NCL CORPORATION LTD UNZWILHE4KMRP9K2L524 62886HBG5 855000.00000000 PA USD 724984.00000000 0.169900037223 Long DBT CORP BM N 2 2029-02-15 Fixed 7.75000000 N N N N N N SOCIETE GENERALE O2RNE8IBXP4R0TD8PU41 N/A -49024745.00000000 PA USD -49024745.00000000 -11.4889514807 Short RA CORP FR N 2 Reverse repurchase Y 6.05999900 2024-12-15 74207963.96000000 USD 74207963.96000000 USD N N N FIRST QUANTUM MINERALS L 549300I7UVBGWRYMYZ18 335934AT2 2233000.00000000 PA USD 2169972.53000000 0.508533172621 Long DBT CORP CA N 2 2027-10-15 Fixed 6.87500000 N N N N N N HALOZYME THERAPEUTICS IN 529900242I3SV9AGM753 40637HAE9 3041000.00000000 PA USD 2670378.13000000 0.625803250398 Long DBT CORP US N 2 2028-08-15 Fixed 1.00000000 N N N N N Halozyme Therapeutics Inc USD XXXX N N N PIONEER NATURAL RESOURCE FY8JBF7CCL2VE4F1B628 723787AP2 785000.00000000 PA USD 1791762.50000000 0.419899632881 Long DBT CORP US N 2 2025-05-15 Fixed 0.25000000 N N N N Y Pioneer Natural Resources Co USD XXXX N N N Amgen Inc 62QBXGPJ34PQ72Z12S66 031162100 7000.00000000 NS USD 1678180.00000000 0.393281568237 Long EC CORP US N 1 N N N 2020 CASH EXCH TRUST N/A 901375105 642.00000000 NS USD 749252.52000000 0.175587366117 Long EP CORP US N 1 N N N MORGAN STANLEY FIN LLC 5493003FCPSE9RKT4B56 61774TSJ2 2882000.00000000 PA USD 2812399.70000000 0.659086012541 Long DBT CORP US N 2 2028-01-27 Fixed 0.25000000 N N N N N L3Harris Technologies Inc USD XXXX N N N MONGODB INC 549300TPTG69WKWE1Z37 60937PAD8 1475000.00000000 PA USD 1946778.81000000 0.456227713003 Long DBT CORP US N 2 2026-01-15 Fixed 0.25000000 N N N N Y MongoDB Inc USD XXXX N N N KYNDRYL HOLDINGS INC 549300LQ4LWX2R8ZV130 50155QAM2 2528000.00000000 PA USD 1707733.77000000 0.400207495737 Long DBT CORP US N 2 2041-10-15 Fixed 4.10000000 N N N N N N The Bank of New York Mellon HPFHU0OQ28E4N0NFVK49 N/A 25000000.00000000 NC -8480.07000000 -0.00198730483 N/A DFE US N 2 THE BANK OF NEW YORK MELLON HPFHU0OQ28E4N0NFVK49 193348.05000000 USD 25000000.00000000 JPY 2023-06-13 -8480.07000000 N N N CCO HLDGS LLC/CAP CORP N/A 1248EPCP6 3172000.00000000 PA USD 2432673.73000000 0.570097212184 Long DBT CORP US N 2 2034-01-15 Fixed 4.25000000 N N N N N N LIVONGO HEALTH 54930061HKCVF1H2O156 539183AA1 790000.00000000 PA USD 714749.14000000 0.167501497262 Long DBT CORP US N 2 2025-06-01 Fixed 0.87500000 N N N N Y Teladoc Inc USD XXXX N N N BOX INC 549300KQUCPD8687YS68 10316TAB0 877000.00000000 PA USD 1024774.50000000 0.240155956124 Long DBT CORP US N 2 2026-01-15 None 0.00000000 N N N N Y Box Inc USD XXXX N N N HEALTH CATALYST INC 549300223PL6GWKVJG92 42225TAB3 3000000.00000000 PA USD 2811515.10000000 0.658878706486 Long DBT CORP US N 2 2025-04-15 Fixed 2.50000000 N N N N Y Health Catalyst Inc USD XXXX N N N 1988 CLO 2 Ltd N/A 653947AG6 3000000.00000000 PA USD 2995560.00000000 0.702009638148 Long ABS-O CORP JE N 2 2038-04-15 Floating 11.22400000 N N N N N N BURLINGTON STORES INC 5299003Z37DVGKKC1W09 122017AB2 1500000.00000000 PA USD 1696875.00000000 0.397662742436 Long DBT CORP US N 2 2025-04-15 Fixed 2.25000000 N N N N Y Burlington Stores Inc USD XXXX N N N FMG RESOURCES AUG 2006 549300EFD6S2NFE9D745 30251GBC0 2901000.00000000 PA USD 2523316.49000000 0.591339347594 Long DBT CORP AU N 2 2031-04-01 Fixed 4.37500000 N N N N N N CA MAGNUM HOLDINGS 549300ZRDHFR078MFZ78 12674CAA1 1817000.00000000 PA USD 1602090.75000000 0.375450048635 Long DBT CORP MU N 2 2026-10-31 Fixed 5.37500000 N N N N N N DRAFTKINGS HOLDINGS INC 5493008P45UYYL683Z97 26142RAB0 2376000.00000000 PA USD 1724976.00000000 0.404248213214 Long DBT CORP US N 2 2028-03-15 None 0.00000000 N N N N Y DraftKings Inc USD XXXX N N N CENTRAL GARDEN & PET CO 5493004DVZLD37DJ0H83 153527AP1 2620000.00000000 PA USD 2210219.94000000 0.517965155199 Long DBT CORP US N 2 2031-04-30 Fixed 4.12500000 N N N N N N INGEVITY CORP 5493009UTFC4B5IMGF87 45688CAB3 2223000.00000000 PA USD 1953152.99000000 0.457721502410 Long DBT CORP US N 2 2028-11-01 Fixed 3.87500000 N N N N N N Citigroup Global N/A N/A 800000.00000000 PA 915173.80000000 0.214471026513 Long DBT CORP LU N 2 2023-08-04 Fixed 0.50000000 N N N N N Telekom Austria AG EUR XXXX N N N ENCOMPASS HEALTH CORP 549300FVRPM9DRQZRG64 29261AAE0 2987000.00000000 PA USD 2680334.57000000 0.628136542617 Long DBT CORP US N 2 2031-04-01 Fixed 4.62500000 N N N N N N Verizon Communications Inc 2S72QS2UO2OESLG6Y829 92343V104 75000.00000000 NS USD 2912250.00000000 0.682485935417 Long EC CORP US N 1 N N N ONEMAIN FINANCE CORP 5493008I795YYBFWFU90 85172FAP4 2550000.00000000 PA USD 2512169.73000000 0.588727103822 Long DBT CORP US N 2 2024-03-15 Fixed 6.12500000 N N N N N N PELOTON INTERACTIVE INC 5493002YS021166W0339 70614WAB6 1845000.00000000 PA USD 1376309.67000000 0.322538241069 Long DBT CORP US N 2 2026-02-15 None 0.00000000 N N N N Y Peloton Interactive Inc USD XXXX N N N INTEGER HOLDINGS CORP 549300SUD2ED5XG6X569 45826HAA7 1814000.00000000 PA USD 2067960.00000000 0.484626531034 Long DBT CORP US N 2 2028-02-15 Fixed 2.12500000 N N N N N Integer Holdings Corp USD XXXX N N N AHEAD DB HOLDINGS LLC 254900L07WFL833JX193 00867FAA6 1393000.00000000 PA USD 1164596.76000000 0.272923309857 Long DBT CORP US N 2 2028-05-01 Fixed 6.62500000 N N N N N N The Bank of New York Mellon HPFHU0OQ28E4N0NFVK49 N/A -400000.00000000 NC -6903.32000000 -0.00161779339 N/A DFE US N 2 THE BANK OF NEW YORK MELLON HPFHU0OQ28E4N0NFVK49 400000.00000000 EUR 435857.60000000 USD 2023-06-13 -6903.32000000 N N N MCGRAW-HILL EDUCATION 254900U6YJ9QZ4IQOR26 57767XAB6 2508000.00000000 PA USD 2159137.20000000 0.505993912485 Long DBT CORP US N 2 2029-08-01 Fixed 8.00000000 N N N N N N SIRIUS XM RADIO INC WP5O65E6BMU84LNO4227 82967NBJ6 3677000.00000000 PA USD 3108362.99000000 0.728445024584 Long DBT CORP US N 2 2028-07-15 Fixed 4.00000000 N N N N N N Bristol-Myers Squibb Co HLYYNH7UQUORYSJQCN42 110122108 20000.00000000 NS USD 1335400.00000000 0.312951057826 Long EC CORP US N 1 N N N ARETEC ESCROW ISSUER INC N/A 040133AA8 1940000.00000000 PA USD 1626605.13000000 0.381194994833 Long DBT CORP US N 2 2029-04-01 Fixed 7.50000000 N N N N N N ROYAL CARIBBEAN CRUISES K2NEH8QNVW44JIWK7Z55 780153BK7 1046000.00000000 PA USD 929643.17000000 0.217861924107 Long DBT CORP LR N 2 2027-07-15 Fixed 5.37500000 N N N N N N ZILLOW GROUP INC 2549002XEELQDIR6FU05 98954MAG6 5482000.00000000 PA USD 6452314.00000000 1.512100113622 Long DBT CORP US N 2 2026-09-01 Fixed 1.37500000 N N N N Y Zillow Group Inc USD XXXX N N N JACOBS ENTERTAINMENT INC 5493004U9JIWY3HSUO63 469815AK0 1762000.00000000 PA USD 1534525.80000000 0.359616199170 Long DBT CORP US N 2 2029-02-15 Fixed 6.75000000 N N N N N N Comerica Inc I9Q57JVPWHHZ3ZGBW498 200340107 35000.00000000 NS USD 1517950.00000000 0.355731659598 Long EC CORP US N 1 N N N NISSAN MOTOR ACCEPTANCE 7D6DIU2QXTUJRFNNJA49 654740BS7 2793000.00000000 PA USD 2454628.30000000 0.575242266779 Long DBT CORP US N 2 2026-03-09 Fixed 2.00000000 N N N N N N CSC HOLDINGS LLC 3HG2WD2W22M120IUNG49 126307AZ0 2244000.00000000 PA USD 1876270.12000000 0.439703997920 Long DBT CORP US N 2 2029-02-01 Fixed 6.50000000 N N N N N N ROHM COMPANY LTD 5493009V2FGDEP7JFE59 ZQ6794247 100000000.00000000 PA 751845.19000000 0.176194958463 Long DBT CORP JP N 2 2024-12-05 None 0.00000000 N N N N Y Rohm Co Ltd JPY XXXX N N N KONTOOR BRANDS INC 549300M0CPXV65RFF271 50050NAA1 2108000.00000000 PA USD 1793323.54000000 0.420265462684 Long DBT CORP US N 2 2029-11-15 Fixed 4.12500000 N N N N N N IRON MOUNTAIN INC SQL3F6CKNNBM3SQGHX24 46284VAN1 3029000.00000000 PA USD 2637314.56000000 0.618054801089 Long DBT CORP US N 2 2031-02-15 Fixed 4.50000000 N N N N N N NIPPON STEEL CORP 35380065QWQ4U2V3PA33 BR4845219 130000000.00000000 PA 1175981.35000000 0.275591289102 Long DBT CORP JP N 2 2026-10-05 None 0.00000000 N N N N N Nippon Steel Corp JPY XXXX N N N CYTOKINETICS INC 549300BE5DY1HW7IHA64 23282WAB6 1325000.00000000 PA USD 1334937.50000000 0.312842670928 Long DBT CORP US N 2 2027-07-01 Fixed 3.50000000 N N N N N Cytokinetics Inc USD XXXX N N N PERMIAN RESOURC OPTG LLC 5493004CTVUMQLRPOE23 19416MAB5 3135000.00000000 PA USD 2969907.14000000 0.695997889105 Long DBT CORP US N 2 2029-07-01 Fixed 5.87500000 N N N N N N VISTA OUTDOOR INC 549300QI2D33ESTJLN81 928377AC4 1763000.00000000 PA USD 1389103.26000000 0.325536419535 Long DBT CORP US N 2 2029-03-15 Fixed 4.50000000 N N N N N N ETSY INC 54930089Q7XT501AEA40 29786AAL0 2469000.00000000 PA USD 2177211.36000000 0.510229592799 Long DBT CORP US N 2 2027-09-01 Fixed 0.12500000 N N N N Y Etsy Inc USD XXXX N N N CHART INDUSTRIES INC EM7QGKC1GYOF3LSZSL80 16115Q407 64971.00000000 NS USD 3642923.97000000 0.853719417399 Long EP CORP US N 1 N N N ALTERRA MOUNTAIN COMPANY 549300C5O4FSVNUEI843 46124CAJ6 2322179.26000000 PA USD 2313471.09000000 0.542162067446 Long LON CORP US N 2 2028-08-17 Floating 8.52500000 N N N N N N JP MORGAN CHASE BANK NA 7H6GLXDRUGQFU57RNE97 BO0411732 800000.00000000 PA 943077.94000000 0.221010363139 Long DBT CORP US N 2 2024-02-18 None 0.00000000 N N N N N Siemens AG EUR XXXX N N N NORTHERN OIL AND GAS INC OKFF0PIZDDMNH4UCYE51 665531AH2 1836000.00000000 PA USD 2080673.35000000 0.487605905253 Long DBT CORP US N 2 2029-04-15 Fixed 3.62500000 N N N N Y Northern Oil and Gas Inc USD XXXX N N N JP MORGAN CHASE BANK NA 7H6GLXDRUGQFU57RNE97 BP9257679 1200000.00000000 PA 1537874.77000000 0.360401030460 Long DBT CORP US N 2 2024-06-10 None 0.00000000 N N N N N LVMH Moet Hennessy Louis Vuitton SE EUR XXXX N N N RAG-STIFTUNG 529900C4BQB2G2UM9E04 BJ9815504 800000.00000000 PA 829710.76000000 0.194442758748 Long DBT CORP DE N 2 2026-06-17 None 0.00000000 N N N N N Evonik Industries AG EUR XXXX N N N EVE BATTERY INVESTMENT L 655600YHAC8Z3JTNW753 BS4547102 1451000.00000000 PA USD 1269625.00000000 0.297536683236 Long DBT CORP VG N 2 2026-11-22 Fixed 0.75000000 N N N N N Smoore International Holdings Ltd USD XXXX N N N MRT MID PART/MRT MID FIN N/A 573334AK5 2235000.00000000 PA USD 2179561.63000000 0.510780378693 Long DBT CORP US N 2 2028-02-15 Fixed 11.50000000 N N N N N N MATCH GROUP HLD II LLC 5493003RFFE030RC9167 57665RAL0 3104000.00000000 PA USD 2657151.30000000 0.622703542115 Long DBT CORP US N 2 2030-08-01 Fixed 4.12500000 N N N N N N ENLINK MIDSTREAM PARTNER 88CPW63VL7KHJWS0NY83 29336UAC1 2218000.00000000 PA USD 1844006.10000000 0.432142923194 Long DBT CORP US N 2 2044-04-01 Fixed 5.60000000 N N N N N N PGIM Global High Yield Fund In F0ATD1Y4J8CHDKHSLD09 69346J106 200000.00000000 NS USD 2212000.00000000 0.518382312350 Long EC RF US N 1 N N N MEITUAN 21380033K525E5JLIA77 BP1721839 2300000.00000000 PA USD 1895200.00000000 0.444140216260 Long DBT CORP KY N 2 2028-04-27 None 0.00000000 N N N N N Meituan USD XXXX N N N CUSHMAN & WAKEFIELD US 549300870CMN3WI5IF97 23166MAA1 2234000.00000000 PA USD 2094810.63000000 0.490918977539 Long DBT CORP US N 2 2028-05-15 Fixed 6.75000000 N N N N N N CARREFOUR SA 549300B8P6MUJ1YWTS08 AN8852740 2000000.00000000 PA USD 1983630.08000000 0.464863809999 Long DBT CORP FR N 2 2023-06-14 None 0.00000000 N N N N N Carrefour SA USD XXXX N N N TRANSOCEAN INC DOL4HJ22ADYSIWES4H94 893830BX6 2233000.00000000 PA USD 2264574.62000000 0.530703177218 Long DBT CORP KY N 2 2030-02-15 Fixed 8.75000000 N N N N N N CELLNEX TELECOM SA 5493008T4YG3AQUI7P67 AZ3212430 1500000.00000000 PA 1805249.82000000 0.423060387008 Long DBT CORP ES N 2 2028-07-05 Fixed 0.50000000 N N N N N Cellnex Telecom SA EUR XXXX N N N CONMED CORP Z6C0YCECH9DCU5ZIQW84 207410AG6 604000.00000000 PA USD 656246.00000000 0.153791283431 Long DBT CORP US N 2 2027-06-15 Fixed 2.25000000 N N N N Y CONMED Corp USD XXXX N N N EQT Corp 4NT01YGM4X7ZX86ISY52 26884L109 60000.00000000 NS USD 2090400.00000000 0.489885346174 Long EC CORP US N 1 N N N AMERICAN GREETINGS CORP 549300WMJOT8C9DNMF90 026375AR6 1111000.00000000 PA USD 1096951.41000000 0.257070618649 Long DBT CORP US N 2 2025-04-15 Fixed 8.75000000 N N N N N N LAND O LAKES CAP TRST I N/A 514665AA6 3682000.00000000 PA USD 3488695.00000000 0.817575850446 Long DBT CORP US N 2 2028-03-15 Fixed 7.45000000 N N N N N N NEXSTAR MEDIA INC 5493006PK6I4I2OOT688 65336YAN3 2562000.00000000 PA USD 2254351.48000000 0.528307383839 Long DBT CORP US N 2 2028-11-01 Fixed 4.75000000 N N N N N N WYNN LAS VEGAS LLC/CORP N/A 983130AV7 2648000.00000000 PA USD 2614489.00000000 0.612705629943 Long DBT CORP US N 2 2025-03-01 Fixed 5.50000000 N N N N N N BATH & BODY WORKS INC GR3KVMWVCR54YWQNXU90 501797AL8 1955000.00000000 PA USD 1771766.26000000 0.415213513021 Long DBT CORP US N 2 2035-11-01 Fixed 6.87500000 N N N N N N REALOGY GROUP/CO-ISSUER N/A 75606DAL5 1955000.00000000 PA USD 1453738.00000000 0.340683574137 Long DBT CORP US N 2 2029-01-15 Fixed 5.75000000 N N N N N N CENTERPOINT ENERGY INC 21TPXMRRHFKOBHDC8J74 15189T206 26551.00000000 PA USD 981723.23000000 0.230066888813 Long DBT CORP US N 2 2029-09-15 Variable 3.36900000 N N N N N N/A USD XXXX N N N PRIMO WATER HOLDINGS INC 9845008F9A5F2E1D4832 74168LAA4 4294000.00000000 PA USD 3787940.55000000 0.887704060287 Long DBT CORP US N 2 2029-04-30 Fixed 4.37500000 N N N N N N Glencore Funding LLC N/A N/A 200000.00000000 PA USD 216906.00000000 0.050831932116 Long DBT CORP US N 2 2025-03-27 None 0.00000000 N N N N N Glencore PLC USD XXXX N N N IVANHOE MINES LTD 5299006XZISURYIA4G32 46579RAA2 571000.00000000 PA USD 759144.50000000 0.177905552133 Long DBT CORP CA N 2 2026-04-15 Fixed 2.50000000 N N N N Y Ivanhoe Mines Ltd USD XXXX N N N NORDSTROM INC 549300S3IZB5P35KNV16 655664AX8 1708000.00000000 PA USD 1628945.22000000 0.381743395043 Long DBT CORP US N 2 2024-04-08 Fixed 2.30000000 N N N N N N MACY'S RETAIL HLDGS LLC N/A 55617LAR3 3000000.00000000 PA USD 2627820.00000000 0.615829750470 Long DBT CORP US N 2 2032-03-15 Fixed 6.12500000 N N N N N N EXACT SCIENCES CORP 549300VM3X1FYD4N9Z14 30063PAB1 1770000.00000000 PA USD 1621374.87000000 0.379969283136 Long DBT CORP US N 2 2027-03-15 Fixed 0.37500000 N N N N Y Exact Sciences Corp USD XXXX N N N TRIPADVISOR INC 549300XVG45PT5BART17 896945AA0 2356000.00000000 PA USD 2373457.96000000 0.556219993477 Long DBT CORP US N 2 2025-07-15 Fixed 7.00000000 N N N N N N CIVITAS RESOURCES INC IIVIHPH28S64K95M2381 097793AE3 1967000.00000000 PA USD 1851133.87000000 0.433813316456 Long DBT CORP US N 2 2026-10-15 Fixed 5.00000000 N N N N N N BIOMARIN PHARMACEUTICAL NSLL8ITTRR0J5HEMR848 09061GAK7 738000.00000000 PA USD 765340.70000000 0.179357631917 Long DBT CORP US N 2 2027-05-15 Fixed 1.25000000 N N N N N BioMarin Pharmaceutical Inc USD XXXX N N N CEREVEL THERAP HLDS INC 254900RJNIRS9COSQR41 15678UAA0 770000.00000000 PA USD 724888.05000000 0.169877551335 Long DBT CORP US N 2 2027-08-15 Fixed 2.50000000 N N N N Y Cerevel Therapeutics Holdings Inc USD XXXX N N N AFFIRM HOLDINGS INC N/A 00827BAB2 6040000.00000000 PA USD 3843252.00000000 0.900666301404 Long DBT CORP US N 2 2026-11-15 None 0.00000000 N N N N Y Affirm Holdings Inc USD XXXX N N N TRINET GROUP INC 5299003FJVBETSFKE990 896288AA5 3029000.00000000 PA USD 2651844.07000000 0.621459792495 Long DBT CORP US N 2 2029-03-01 Fixed 3.50000000 N N N N N N BNP Paribas SA/New York NY N/A N/A 700000.00000000 PA 874227.20000000 0.204875188723 Long DBT CORP FR N 2 2025-05-13 None 0.00000000 N N N N N BNP Paribas SA EUR XXXX N N N SPIE SA N/A N/A 900000.00000000 PA 1027856.36000000 0.240878190172 Long DBT CORP FR N 2 2028-01-17 Fixed 2.00000000 N N N N N SPIE SA EUR XXXX N N N NABORS INDUSTRIES INC 549300VFQWRKICUFNU92 62957HAJ4 3037000.00000000 PA USD 2964871.25000000 0.694817728027 Long DBT CORP US N 2 2027-05-15 Fixed 7.37500000 N N N N N N 720 East CLO Ltd. N/A 81785EAJ9 4000000.00000000 PA USD 3999000.00000000 0.937165853115 Long ABS-O CORP KY N 2 2036-04-15 Floating 10.73300000 N N N N N N DIRECTV FIN LLC/COINC N/A 25461LAA0 3103000.00000000 PA USD 2724958.41000000 0.638594141788 Long DBT CORP US N 2 2027-08-15 Fixed 5.87500000 N N N N N N NCL CORPORATION LTD UNZWILHE4KMRP9K2L524 62886HBE0 832000.00000000 PA USD 785445.19000000 0.184069120170 Long DBT CORP BM N 2 2027-02-15 Fixed 5.87500000 N N N N N N ArcelorMittal SA 2EULGUTUI56JI9SAL165 03938L203 50000.00000000 NS USD 1423500.00000000 0.333597297301 Long EC CORP US N 1 N N N The Bank of New York Mellon HPFHU0OQ28E4N0NFVK49 N/A 2206000.00000000 NC -355.25000000 -0.00008325285 N/A DFE US N 2 THE BANK OF NEW YORK MELLON HPFHU0OQ28E4N0NFVK49 281927.35000000 USD 2206000.00000000 HKD 2023-06-13 -355.25000000 N N N The Bank of New York Mellon HPFHU0OQ28E4N0NFVK49 N/A 250000.00000000 NC -298.68000000 -0.00006999567 N/A DFE US N 2 THE BANK OF NEW YORK MELLON HPFHU0OQ28E4N0NFVK49 277024.25000000 USD 250000.00000000 EUR 2023-06-13 -298.68000000 N N N PEDIATRIX MEDICAL GROUP N/A 58502BAE6 3101000.00000000 PA USD 2835476.88000000 0.664494150846 Long DBT CORP US N 2 2030-02-15 Fixed 5.37500000 N N N N N N GUARDANT HEALTH INC 254900M8C3E5VC8BR186 40131MAB5 1041000.00000000 PA USD 703204.48000000 0.164796005604 Long DBT CORP US N 2 2027-11-15 None 0.00000000 N N N N Y Guardant Health Inc USD XXXX N N N NCR CORP 549300YKTY8JX1DV2R67 62886EBA5 1704000.00000000 PA USD 1475790.44000000 0.345851564571 Long DBT CORP US N 2 2029-04-15 Fixed 5.12500000 N N N N N N SYNAPTICS INC 549300AJ3LI4FWNRQX29 87157DAG4 3076000.00000000 PA USD 2602566.53000000 0.609911598493 Long DBT CORP US N 2 2029-06-15 Fixed 4.00000000 N N N N N N WAYFAIR INC 54930027N9ZAVYFDHK53 94419LAM3 1102000.00000000 PA USD 836265.84000000 0.195978942079 Long DBT CORP US N 2 2025-10-01 Fixed 0.62500000 N N N N N Wayfair Inc USD XXXX N N N CHEMOURS CO 549300M1BOLNXL8DOV14 163851AH1 2773000.00000000 PA USD 2276598.09000000 0.533520878023 Long DBT CORP US N 2 2029-11-15 Fixed 4.62500000 N N N N N N SPIRIT LOYALTY KY LTD/IP N/A 84859BAA9 3150000.00000000 PA USD 3181701.60000000 0.745631931563 Long DBT CORP KY N 2 2025-09-20 Fixed 8.00000000 N N N N N N DUKE ENERGY CORP I1BZKREC126H0VB1BL91 26441CBX2 745000.00000000 PA USD 761762.50000000 0.178519080566 Long DBT CORP US N 2 2026-04-15 Fixed 4.12500000 N N N N Y Duke Energy Corp USD XXXX N N N Halliburton Co ENYF8GB5SMQZ25S06U51 406216101 100000.00000000 NS USD 3275000.00000000 0.767496416342 Long EC CORP US N 1 N N N MAKEMYTRIP LIMITED 529900DNT8HNJ7RYUO60 56087FAB0 973000.00000000 PA USD 943810.00000000 0.221181921437 Long DBT CORP MU N 2 2028-02-15 None 0.00000000 N N N N N MakeMyTrip Ltd USD XXXX N N N PRA GROUP INC 549300Q5HW3JSSB86K27 69354NAD8 3387000.00000000 PA USD 2873790.82000000 0.673473024631 Long DBT CORP US N 2 2029-10-01 Fixed 5.00000000 N N N N N N SNAP INC 549300JNC0L6VP8A2Q35 83304AAB2 4000000.00000000 PA USD 3463000.00000000 0.811554225890 Long DBT CORP US N 2 2026-08-01 Fixed 0.75000000 N N N N Y Snap Inc USD XXXX N N N DEXCOM INC 549300YSK3QDSFR5EU59 252131AK3 2959000.00000000 PA USD 3243739.14000000 0.760170432213 Long DBT CORP US N 2 2025-11-15 Fixed 0.25000000 N N N N Y DexCom Inc USD XXXX N N N GENESIS ENERGY LP/FIN N/A 37185LAN2 1113000.00000000 PA USD 1115894.91000000 0.261510028836 Long DBT CORP US N 2 2030-04-15 Fixed 8.87500000 N N N N N N TENET HEALTHCARE CORP 0W9AIBT6U6ADJ2I8HK17 88033GDR8 2115000.00000000 PA USD 1948082.09000000 0.456533136737 Long DBT CORP US N 2 2030-01-15 Fixed 4.37500000 N N N N N N CAESARS ENTERTAIN INC 549300FA4CTCW903Y781 28470RAH5 3142000.00000000 PA USD 3149902.13000000 0.738179724153 Long DBT CORP US N 2 2025-07-01 Fixed 6.25000000 N N N N N N NEWS CORP 549300ITS31QK8VRBQ14 65249BAB5 3039000.00000000 PA USD 2805573.86000000 0.657486376590 Long DBT CORP US N 2 2032-02-15 Fixed 5.12500000 N N N N N N AMADEUS IT GROUP SA 9598004A3FTY3TEHHN09 BH5506184 1500000.00000000 PA 2038670.24000000 0.477762474291 Long DBT CORP ES N 2 2025-04-09 Fixed 1.50000000 N N N N N Amadeus IT Group SA EUR XXXX N N N The Bank of New York Mellon HPFHU0OQ28E4N0NFVK49 N/A -570000.00000000 NC -6904.58000000 -0.00161808867 N/A DFE US N 2 THE BANK OF NEW YORK MELLON HPFHU0OQ28E4N0NFVK49 570000.00000000 EUR 624029.73000000 USD 2023-06-13 -6904.58000000 N N N The Bank of New York Mellon HPFHU0OQ28E4N0NFVK49 N/A 100000.00000000 NC 781.41000000 0.000183123473 N/A DFE US N 2 THE BANK OF NEW YORK MELLON HPFHU0OQ28E4N0NFVK49 112168.23000000 USD 100000.00000000 CHF 2023-06-13 781.41000000 N N N DATADOG INC 549300F6JNO0KRPO1K63 23804LAB9 4451000.00000000 PA USD 4660197.00000000 1.092117403648 Long DBT CORP US N 2 2025-06-15 Fixed 0.12500000 N N N N Y Datadog Inc USD XXXX N N N CUTERA INC 529900NPKPEWJWR21Z42 232109AF5 806000.00000000 PA USD 582532.70000000 0.136516567832 Long DBT CORP US N 2 2029-06-01 Fixed 4.00000000 N N N N N Cutera Inc USD XXXX N N N WOLFSPEED INC 549300OGU88P3AW3TO93 977852AB8 981000.00000000 PA USD 715678.74000000 0.167719349069 Long DBT CORP US N 2 2028-02-15 Fixed 0.25000000 N N N N Y Wolfspeed Inc USD XXXX N N N LANTHEUS HOLDINGS INC 5299005HUB5IOJGO7S39 516544AA1 1325000.00000000 PA USD 1761656.80000000 0.412844360557 Long DBT CORP US N 2 2027-12-15 Fixed 2.62500000 N N N N Y Lantheus Holdings Inc USD XXXX N N N HILCORP ENERGY I/HILCORP N/A 431318AZ7 3036000.00000000 PA USD 2841315.28000000 0.665862380182 Long DBT CORP US N 2 2032-04-15 Fixed 6.25000000 N N N N N N CYBERARK SOFTWARE LTD 529900YEXNDM894PWS93 23248VAB1 3991000.00000000 PA USD 4166952.89000000 0.976525621417 Long DBT CORP IL N 2 2024-11-15 None 0.00000000 N N N N Y CyberArk Software Ltd USD XXXX N N N FORD MOTOR CREDIT CO LLC UDSQCVRUX5BONN0VY111 345397ZQ9 5362000.00000000 PA USD 5334168.54000000 1.250062668279 Long DBT CORP US N 2 2024-03-18 Fixed 5.58400000 N N N N N N PARKLAND CORP 549300UY5C6HUV0XLS53 70137WAL2 3012000.00000000 PA USD 2624311.08000000 0.615007434890 Long DBT CORP CA N 2 2030-05-01 Fixed 4.62500000 N N N N N N SEA LTD 529900OM6JLLW44YKI15 81141RAF7 525000.00000000 PA USD 602175.00000000 0.141119741835 Long DBT CORP KY N 2 2025-12-01 Fixed 2.37500000 N N N N Y Sea Ltd USD XXXX N N N The Bank of New York Mellon HPFHU0OQ28E4N0NFVK49 N/A -39667500.00000000 NC 5095.14000000 0.001194046317 N/A DFE US N 2 THE BANK OF NEW YORK MELLON HPFHU0OQ28E4N0NFVK49 39667500.00000000 HKD 5068223.46000000 USD 2023-06-13 5095.14000000 N N N ZHONGSHENG GROUP 3003005VYMEBAJNJ2Y26 BJ4661549 12000000.00000000 PA 1667027.61000000 0.390668005074 Long DBT CORP KY N 2 2025-05-21 None 0.00000000 N N N N N Zhongsheng Group Holdings Ltd HKD XXXX N N N EDGEWELL PERSONAL CARE 549300CY8QZDL4Z3RU59 28035QAB8 2687000.00000000 PA USD 2383003.65000000 0.558457026413 Long DBT CORP US N 2 2029-04-01 Fixed 4.12500000 N N N N N N KKR & CO INC 54930013V5I303TF9571 48251W401 17716.00000000 NS USD 1131520.92000000 0.265171985073 Long EP CORP US N 1 N N N Rheinmetall AG N/A N/A 2300000.00000000 PA 2847272.03000000 0.667258344847 Long DBT CORP DE N 2 2030-02-07 Variable 2.25000000 N N N N N Rheinmetall AG EUR XXXX N N N VAREX IMAGING CORPORATIO 549300CWYWPVCT8E9W67 92214XAC0 2503000.00000000 PA USD 2480635.70000000 0.581337102290 Long DBT CORP US N 2 2027-10-15 Fixed 7.87500000 N N N N N N RAND PARENT LLC N/A 753272AA1 1398000.00000000 PA USD 1268127.55000000 0.297185755752 Long DBT CORP US N 2 2030-02-15 Fixed 8.50000000 N N N N N N Morgan Stanley IGJSJL3JD5P30I6NJZ34 617446448 25000.00000000 NS USD 2249250.00000000 0.527111851742 Long EC CORP US N 1 N N N NATIONAL VISION HOLDINGS 549300JHURCBLI5ROA42 63845RAB3 758000.00000000 PA USD 753073.00000000 0.176482695799 Long DBT CORP US N 2 2025-05-15 Fixed 2.50000000 N N N N Y National Vision Holdings Inc USD XXXX N N N RADIAN GROUP INC 54930005OUP720S5U385 750236AW1 1647000.00000000 PA USD 1568495.75000000 0.367577058678 Long DBT CORP US N 2 2027-03-15 Fixed 4.87500000 N N N N N N NABORS INDUSTRIES INC 549300VFQWRKICUFNU92 62957HAK1 4936000.00000000 PA USD 3817996.00000000 0.894747556521 Long DBT CORP US N 2 2029-06-15 Fixed 1.75000000 N N N N Y Nabors Industries Ltd USD XXXX N N N DAVE & BUSTER'S INC 549300JAVWTAY1FT5Z45 23833NAH7 2873000.00000000 PA USD 2918703.71000000 0.683998362683 Long DBT CORP US N 2 2025-11-01 Fixed 7.62500000 N N N N N N MARRIOTT VACATION WORLDW 549300WA6BT5H4F7IO94 57164YAE7 7084000.00000000 PA USD 6945862.00000000 1.627763112490 Long DBT CORP US N 2 2027-12-15 Fixed 3.25000000 N N N N Y Marriott Vacations Worldwide Corp USD XXXX N N N Barrow Hanley CLO I Ltd N/A 068751AJ5 3000000.00000000 PA USD 2996316.00000000 0.702186806787 Long ABS-O CORP KY N 2 2035-04-20 Floating 11.02700000 N N N N N N CHEGG INC 549300AKX7O8JG0O3G77 163092AD1 3000000.00000000 PA USD 2683500.00000000 0.628878361298 Long DBT CORP US N 2 2025-03-15 Fixed 0.12500000 N N N N Y Chegg Inc USD XXXX N N N AbbVie Inc FR5LCKFTG8054YNNRU85 00287Y109 20000.00000000 NS USD 3022400.00000000 0.708299593512 Long EC CORP US N 1 N N N VICTORIA'S SECRET & CO 5493006T3O70U3UWVF17 926400AA0 6029000.00000000 PA USD 4881952.61000000 1.144085842115 Long DBT CORP US N 2 2029-07-15 Fixed 4.62500000 N N N N N N The Bank of New York Mellon HPFHU0OQ28E4N0NFVK49 N/A 200000.00000000 NC 1862.36000000 0.000436444160 N/A DFE US N 2 THE BANK OF NEW YORK MELLON HPFHU0OQ28E4N0NFVK49 224036.92000000 USD 200000.00000000 CHF 2023-06-13 1862.36000000 N N N EVERGREEN ACQCO/TVI INC N/A 30015DAA9 2793000.00000000 PA USD 2799395.97000000 0.656038587755 Long DBT CORP US N 2 2028-04-26 Fixed 9.75000000 N N N N N N ENPHASE ENERGY INC 5493008U7KIGMI59Z314 29355AAK3 4398000.00000000 PA USD 4137719.01000000 0.969674660154 Long DBT CORP US N 2 2028-03-01 None 0.00000000 N N N N Y Enphase Energy Inc USD XXXX N N N OCCIDENTAL PETROLEUM COR IM7X0T3ECJW4C1T7ON55 674599EF8 1799000.00000000 PA USD 1882806.42000000 0.441235780157 Long DBT CORP US N 2 2031-01-01 Fixed 6.12500000 N N N N N N JAZZ INVESTMENTS I LTD N/A 472145AF8 2980000.00000000 PA USD 3251925.00000000 0.762088788920 Long DBT CORP BM N 2 2026-06-15 Fixed 2.00000000 N N N N Y Jazz Pharmaceuticals PLC USD XXXX N N N NCL CORPORATION LTD UNZWILHE4KMRP9K2L524 62886HBD2 5676000.00000000 PA USD 4144505.88000000 0.971265163483 Long DBT CORP BM N 2 2027-02-15 Fixed 1.12500000 N N N N Y Norwegian Cruise Line Holdings Ltd USD XXXX N N N Sika AG N/A N/A 480000.00000000 PA 708337.73000000 0.165998983003 Long DBT CORP CH N 2 2025-06-05 Fixed 0.15000000 N N N N N Sika AG CHF XXXX N N N RAKUTEN GROUP INC 529900IMXUCQKUL1H943 75102WAD0 2221000.00000000 PA USD 2189017.60000000 0.512996385743 Long DBT CORP JP N 2 2024-11-30 Fixed 10.25000000 N N N N N N INSULET CORPORATION 549300TZTYD2PYN92D43 45784PAK7 493000.00000000 PA USD 738267.50000000 0.173013026122 Long DBT CORP US N 2 2026-09-01 Fixed 0.37500000 N N N N Y Insulet Corp USD XXXX N N N CARNIVAL CORP F1OF2ZSX47CR0BCWA982 143658BQ4 1751000.00000000 PA USD 1519799.54000000 0.356165099391 Long DBT CORP PA N 2 2028-08-01 Fixed 4.00000000 N N N N N N CLYDESDALE ACQUISITION 254900QKSDYFR3K5YD98 18972EAB1 2035000.00000000 PA USD 1873786.89000000 0.439122052843 Long DBT CORP US N 2 2030-04-15 Fixed 8.75000000 N N N N N N First Trust High Yield Opportu 549300VWTG40J7RZE994 33741Q107 150000.00000000 NS USD 2118000.00000000 0.496353407576 Long EC RF US N 1 N N N VEOLIA ENVIRONNEMENT SA 969500LENY69X51OOT31 ZR4789767 58552.00000000 PA 2073948.30000000 0.486029889443 Long DBT CORP FR N 2 2025-01-01 None 0.00000000 N N N N N Veolia Environnement SA EUR XXXX N N N The Bank of New York Mellon HPFHU0OQ28E4N0NFVK49 N/A -548856.00000000 NC -4602.50000000 -0.00107859610 N/A DFE US N 2 THE BANK OF NEW YORK MELLON HPFHU0OQ28E4N0NFVK49 548856.00000000 SGD 407476.67000000 USD 2023-06-13 -4602.50000000 N N N SEAGATE HDD CAYMAN 529900BD50TRWEG1SF63 81180WAN1 1644000.00000000 PA USD 1461162.54000000 0.342423515463 Long DBT CORP KY N 2 2034-12-01 Fixed 5.75000000 N N N N N N SOTHEBY'S 549300P5BAAMQQ7VL735 835898AH0 2234000.00000000 PA USD 2097020.06000000 0.491436757571 Long DBT CORP US N 2 2027-10-15 Fixed 7.37500000 N N N N N N STMICROELECTRONICS NV 213800Z8NOHIKRI42W10 BK6867067 1200000.00000000 PA USD 1352833.32000000 0.317036557254 Long DBT CORP NL N 2 2027-08-04 None 0.00000000 N N N N Y STMicroelectronics NV USD XXXX N N N Occidental Petroleum Corp IM7X0T3ECJW4C1T7ON55 674599105 50000.00000000 NS USD 3076500.00000000 0.720977931260 Long EC CORP US N 1 N N N VIAVI SOLUTIONS INC 5493006K3E3N1QOBF092 925550AG0 1501000.00000000 PA USD 1462536.88000000 0.342745592112 Long DBT CORP US N 2 2026-03-15 Fixed 1.62500000 N N N N Y Viavi Solutions Inc USD XXXX N N N CNX RESOURCES CORP 549300JK3KH8PWM3B226 12653CAK4 2278000.00000000 PA USD 2196667.01000000 0.514789025365 Long DBT CORP US N 2 2031-01-15 Fixed 7.37500000 N N N N N N CABLEVISION LIGHTPATH 5493002ZVBLRLGES1R71 12687GAB5 1991000.00000000 PA USD 1456445.13000000 0.341317990190 Long DBT CORP US N 2 2028-09-15 Fixed 5.62500000 N N N N N N TYLER TECHNOLOGIES INC 25490040SMU4Z8LBCW70 902252AB1 5193000.00000000 PA USD 5238417.31000000 1.227623362665 Long DBT CORP US N 2 2026-03-15 Fixed 0.25000000 N N N N Y Tyler Technologies Inc USD XXXX N N N BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 BT5210856 1600000.00000000 PA 1788725.45000000 0.419187900059 Long DBT CORP GB N 2 2025-01-24 None 0.00000000 N N N N N Mercedes-Benz Group AG EUR XXXX N N N ZSCALER INC. 529900MZ0RTK1BWRNF46 98980GAB8 2822000.00000000 PA USD 2740162.00000000 0.642157103876 Long DBT CORP US N 2 2025-07-01 Fixed 0.12500000 N N N N Y Zscaler Inc USD XXXX N N N CABLE ONE INC 549300648QS85T0XSH18 12685JAC9 2233000.00000000 PA USD 1817885.30000000 0.426021512388 Long DBT CORP US N 2 2030-11-15 Fixed 4.00000000 N N N N N N Dryden Senior Loan Fund 549300VCB8LYR1RGV869 26244QAU7 4000000.00000000 PA USD 3702720.00000000 0.867732620066 Long ABS-O CORP KY N 2 2030-07-18 Floating 8.66200000 N N N N N N Thor Industries Inc 254900XZO1228PDSG060 885160101 6700.00000000 NS USD 529434.00000000 0.124072884790 Long EC CORP US N 1 N N N LEVEL 3 FINANCING INC 254900AE5FEFIJOXWL19 527298BP7 1676000.00000000 PA USD 1312120.10000000 0.307495412079 Long DBT CORP US N 2 2027-03-01 Fixed 3.40000000 N N N N N N The Bank of New York Mellon HPFHU0OQ28E4N0NFVK49 N/A 10457000.00000000 NC -2828.32000000 -0.00066281693 N/A DFE US N 2 THE BANK OF NEW YORK MELLON HPFHU0OQ28E4N0NFVK49 80154.90000000 USD 10457000.00000000 JPY 2023-06-13 -2828.32000000 N N N BENTLEY SYSTEMS INC 549300WVEHPGE0Z56F71 08265TAB5 1772000.00000000 PA USD 1675858.48000000 0.392737519907 Long DBT CORP US N 2 2026-01-15 Fixed 0.12500000 N N N N Y Bentley Systems Inc USD XXXX N N N BANK OF AMERICA CORP 9DJT3UXIJIZJI4WXO774 060505682 8125.00000000 NS USD 9619431.25000000 2.254314202022 Long EP CORP US N 1 N N N HARVEST MIDSTREAM I LP 549300DW5M17KJOXCY66 417558AA1 2522000.00000000 PA USD 2470418.80000000 0.578942771256 Long DBT CORP US N 2 2028-09-01 Fixed 7.50000000 N N N N N N VINGROUP JSC 254900MJ9C15O3O1V757 BP0704034 1400000.00000000 PA USD 1164380.00000000 0.272872512140 Long DBT CORP VN N 2 2026-04-20 Fixed 3.00000000 N N N N N Vinhomes JSC USD XXXX N N N EQT CORP 4NT01YGM4X7ZX86ISY52 26884LAK5 1191000.00000000 PA USD 2847610.18000000 0.667337590317 Long DBT CORP US N 2 2026-05-01 Fixed 1.75000000 N N N N Y EQT Corp USD XXXX N N N CHARTER COMM OPT LLC/CAP N/A 161175BZ6 1106000.00000000 PA USD 756102.40000000 0.177192635843 Long DBT CORP US N 2 2041-06-01 Fixed 3.50000000 N N N N N N The Bank of New York Mellon HPFHU0OQ28E4N0NFVK49 N/A 1200000.00000000 NC 41001.96000000 0.009608811408 N/A DFE US N 2 THE BANK OF NEW YORK MELLON HPFHU0OQ28E4N0NFVK49 1287280.80000000 USD 1200000.00000000 EUR 2023-06-13 41001.96000000 N N N FIVE9 INC 254900MXP6EWY0SFFR59 338307AD3 5337000.00000000 PA USD 4923521.04000000 1.153827405797 Long DBT CORP US N 2 2025-06-01 Fixed 0.50000000 N N N N Y Five9 Inc USD XXXX N N N NXP BV/NXP FDG/NXP USA N/A 62954HAU2 1106000.00000000 PA USD 804066.13000000 0.188432938405 Long DBT CORP US N 2 2041-05-11 Fixed 3.25000000 N N N N N N The Bank of New York Mellon HPFHU0OQ28E4N0NFVK49 N/A -29597062.00000000 NC -1289967.11000000 -0.30230385774 N/A DFE US N 2 THE BANK OF NEW YORK MELLON HPFHU0OQ28E4N0NFVK49 29597062.00000000 EUR 31471088.77000000 USD 2023-06-13 -1289967.11000000 N N N AKAMAI TECHNOLOGIES INC OC1LZNN2LF5WTJ5RIL89 00971TAL5 2120000.00000000 PA USD 2006580.00000000 0.470242124917 Long DBT CORP US N 2 2027-09-01 Fixed 0.37500000 N N N N Y Akamai Technologies Inc USD XXXX N N N MCGRAW-HILL EDUCATION 254900U6YJ9QZ4IQOR26 57767XAA8 271000.00000000 PA USD 240950.84000000 0.056466841592 Long DBT CORP US N 2 2028-08-01 Fixed 5.75000000 N N N N N N CIMC ENRIC HOLDINGS LTD 254900RKJGCDZN5ZOB09 BS5175416 10000000.00000000 PA 1224537.89000000 0.286970516717 Long DBT CORP KY N 2 2026-11-30 None 0.00000000 N N N N N CIMC Enric Holdings Ltd HKD XXXX N N N KEVLAR SPA 815600867DEB25AA7195 49272YAB9 2236000.00000000 PA USD 1862252.60000000 0.436418991396 Long DBT CORP IT N 2 2029-09-01 Fixed 6.50000000 N N N N N N DEUTSCHE POST AG 8ER8GIG7CSMVD8VUFE78 AQ3253046 1200000.00000000 PA 1286257.45000000 0.301434498738 Long DBT CORP DE N 2 2025-06-30 Fixed 0.05000000 N N N N Y Deutsche Post AG EUR XXXX N N N MIRUM PHARMACEUTICALS 254900YZKR40F7F27K81 604749AA9 772000.00000000 PA USD 883554.00000000 0.207060924777 Long DBT CORP US N 2 2029-05-01 Fixed 4.00000000 N N N N Y Mirum Pharmaceuticals Inc USD XXXX N N N INTELSAT JACKSON HLDG 8XJ8KF85PBKK1TLMFN29 45824TBC8 1117000.00000000 PA USD 1034462.08000000 0.242426240989 Long DBT CORP LU N 2 2030-03-15 Fixed 6.50000000 N N N N N N The Bank of New York Mellon HPFHU0OQ28E4N0NFVK49 N/A -250000.00000000 NC -1686.57000000 -0.00039524776 N/A DFE US N 2 THE BANK OF NEW YORK MELLON HPFHU0OQ28E4N0NFVK49 250000.00000000 EUR 275039.00000000 USD 2023-06-13 -1686.57000000 N N N FORD MOTOR CREDIT CO LLC UDSQCVRUX5BONN0VY111 345397B85 3062000.00000000 PA USD 2855185.17000000 0.669112789608 Long DBT CORP US N 2 2025-02-10 Fixed 2.30000000 N N N N N N ANA HOLDINGS INC N/A N/A 180000000.00000000 PA 1455770.58000000 0.341159909363 Long DBT CORP JP N 2 2031-12-10 None 0.00000000 N N N N N ANA Holdings Inc JPY XXXX N N N COMMSCOPE INC 549300Z6K4JXMFE8QY54 20338QAA1 1675000.00000000 PA USD 1297592.02000000 0.304090755793 Long DBT CORP US N 2 2027-03-01 Fixed 8.25000000 N N N N N N SCHNEIDER ELECTRIC SE 969500A1YF1XUYYXS284 BM6028963 3900.00000000 PA 803185.58000000 0.188226581468 Long DBT CORP FR N 2 2026-06-15 None 0.00000000 N N N N N Schneider Electric SE EUR XXXX N N N SINGAPORE AIRLINES LTD 549300ZG62N2599PWR15 BM4690772 500000.00000000 PA 407937.64000000 0.095600206653 Long DBT CORP SG N 2 2025-12-03 Fixed 1.62500000 N N N N N Singapore Airlines Ltd SGD XXXX N N N KRONOS ACQ / KIK CUSTOM N/A 50106GAF9 1676000.00000000 PA USD 1474842.29000000 0.345629365570 Long DBT CORP US N 2 2027-12-31 Fixed 7.00000000 N N N N N N SOUTHWESTERN ENERGY CO EFWMP121W54QV9MGOP87 845467AS8 2071000.00000000 PA USD 1929279.19000000 0.452126676167 Long DBT CORP US N 2 2030-03-15 Fixed 5.37500000 N N N N N N Rheinmetall AG N/A N/A 1000000.00000000 PA 1201633.91000000 0.281602967841 Long DBT CORP DE N 2 2028-02-07 Variable 1.87500000 N N N N N Rheinmetall AG EUR XXXX N N N HAEMONETICS CORP 549300ZEL6TXZS6F5F95 405024AB6 1682000.00000000 PA USD 1441302.81000000 0.337769386729 Long DBT CORP US N 2 2026-03-01 None 0.00000000 N N N N Y Haemonetics Corp USD XXXX N N N PIRELLI & C SPA 815600A0C9AFC1F2A709 BN0747038 4300000.00000000 PA 4749463.46000000 1.113037003083 Long DBT CORP IT N 2 2025-12-22 None 0.00000000 N N N N N Pirelli & C SpA EUR XXXX N N N ABERCROMBIE & FITCH MANA 5493003QMCFDA98NPT74 003000AA4 2235000.00000000 PA USD 2271256.86000000 0.532269160501 Long DBT CORP US N 2 2025-07-15 Fixed 8.75000000 N N N N N N PALO ALTO NETWORKS 549300QXR2YVZV231H43 697435AF2 2117000.00000000 PA USD 3920684.00000000 0.918812494537 Long DBT CORP US N 2 2025-06-01 Fixed 0.37500000 N N N N Y Palo Alto Networks Inc USD XXXX N N N LSF9 ATL HLDG/VICTRA FIN N/A 50220MAA8 3373000.00000000 PA USD 3165951.09000000 0.741940798744 Long DBT CORP US N 2 2026-02-15 Fixed 7.75000000 N N N N N N The Bank of New York Mellon HPFHU0OQ28E4N0NFVK49 N/A 29903000.00000000 NC -6823.25000000 -0.00159902898 N/A DFE US N 2 THE BANK OF NEW YORK MELLON HPFHU0OQ28E4N0NFVK49 227947.53000000 USD 29903000.00000000 JPY 2023-06-13 -6823.25000000 N N N CABLE ONE INC 549300648QS85T0XSH18 12685JAG0 1387000.00000000 PA USD 1070070.50000000 0.250771076025 Long DBT CORP US N 2 2028-03-15 Fixed 1.12500000 N N N N Y Cable One Inc USD XXXX N N N NCL CORPORATION LTD UNZWILHE4KMRP9K2L524 62886HAX9 5216000.00000000 PA USD 5591552.00000000 1.310380495203 Long DBT CORP BM N 2 2025-08-01 Fixed 5.37500000 N N N N N Norwegian Cruise Line Holdings Ltd USD XXXX N N N DIGITALOCEAN HOLDINGS 549300EPISPY3RE3DL21 25402DAB8 2876000.00000000 PA USD 2262355.62000000 0.530183154455 Long DBT CORP US N 2 2026-12-01 None 0.00000000 N N N N Y DigitalOcean Holdings Inc USD XXXX N N N JETBLUE AIRWAYS CORP 54930070J9H97ZO93T57 477143AP6 1357000.00000000 PA USD 1064023.31000000 0.249353916741 Long DBT CORP US N 2 2026-04-01 Fixed 0.50000000 N N N N N JetBlue Airways Corp USD XXXX N N N SPRINT CAPITAL CORP 549300L17W0GQBR1PO80 852060AD4 2083000.00000000 PA USD 2246384.73000000 0.526440375572 Long DBT CORP US N 2 2028-11-15 Fixed 6.87500000 N N N N N N ENLINK MIDSTREAM LLC 54930000GY1H533OBE23 29336TAD2 345000.00000000 PA USD 349043.40000000 0.081798338518 Long DBT CORP US N 2 2030-09-01 Fixed 6.50000000 N N N N N N ZTO EXPRESS KY INC 549300SCJPK3YZJTJR78 98980AAA3 1265000.00000000 PA USD 1328250.00000000 0.311275454963 Long DBT CORP KY N 2 2027-09-01 Fixed 1.50000000 N N N N N ZTO Express Cayman Inc USD XXXX N N N WH SMITH PLC 2138001KJNGUJ34G7X91 BP3126219 900000.00000000 PA 1044648.77000000 0.244813492308 Long DBT CORP GB N 2 2026-05-07 Fixed 1.62500000 N N N N N WH Smith PLC GBP XXXX N N N MICHAEL KORS USA INC 549300MIBZ1H6BCOET19 59408TAA8 1117000.00000000 PA USD 1089493.88000000 0.255322946115 Long DBT CORP US N 2 2024-11-01 Fixed 4.25000000 N N N N N N ALNYLAM PHARMACEUTICALS 529900S3ZI14OWRJII50 02043QAA5 381000.00000000 PA USD 379971.83000000 0.089046417659 Long DBT CORP US N 2 2027-09-15 Fixed 1.00000000 N N N N N Alnylam Pharmaceuticals Inc USD XXXX N N N CONSENSUS CLOUD SOLUTION N/A 20848VAB1 3002000.00000000 PA USD 2630037.19000000 0.616349349060 Long DBT CORP US N 2 2028-10-15 Fixed 6.50000000 N N N N N N ASGN INCORPORATED LZBNYYCBUKY537072438 00191UAA0 2607000.00000000 PA USD 2412893.81000000 0.565461786927 Long DBT CORP US N 2 2028-05-15 Fixed 4.62500000 N N N N N N ONEMAIN FINANCE CORP 5493008I795YYBFWFU90 85172FAN9 1117000.00000000 PA USD 1089821.49000000 0.255399721535 Long DBT CORP US N 2 2026-03-15 Fixed 7.12500000 N N N N N N LUMENTUM HOLDINGS INC 549300JLWRRC38DWEF52 55024UAD1 1405000.00000000 PA USD 1196357.50000000 0.280366440889 Long DBT CORP US N 2 2026-12-15 Fixed 0.50000000 N N N N Y Lumentum Holdings Inc USD XXXX N N N AES CORP/THE 2NUNNB7D43COUIRE5295 00130H204 10249.00000000 NS USD 922512.49000000 0.216190848887 Long EP CORP US N 1 N N N Morgan Stanley Institutional Liquidity Government Portfolio - Institutional Class N/A N/A 24051909.52000000 NS USD 24051909.52000000 5.636566217644 Long STIV RF US N 1 N N N SCIENTIFIC GAMES INTERNA RLTHESQ0RNFQJWPBJN60 80874YBG4 3362000.00000000 PA USD 3441746.64000000 0.806573499895 Long DBT CORP US N 2 2025-07-01 Fixed 8.62500000 N N N N N N MGM RESORTS INTL 54930066VBP7DZEGGJ87 552953CG4 2221000.00000000 PA USD 2244660.31000000 0.526036257658 Long DBT CORP US N 2 2025-05-01 Fixed 6.75000000 N N N N N N SEALED AIR CORP Q0M0CZB4YN6JZ65WXI09 81211KAK6 2291000.00000000 PA USD 2436066.12000000 0.570892218953 Long DBT CORP US N 2 2033-07-15 Fixed 6.87500000 N N N N N N BHARTI AIRTEL LTD 335800KQ1FPKOQ84OR26 ZP4052509 1050000.00000000 PA USD 1382850.00000000 0.324070967737 Long DBT CORP IN N 2 2025-02-17 Fixed 1.50000000 N N N N N Bharti Airtel Ltd USD XXXX N N N FARFETCH LTD 549300QFQ74Z0F96NS78 30744WAD9 2921000.00000000 PA USD 2212657.50000000 0.518536397509 Long DBT CORP KY N 2 2027-05-01 Fixed 3.75000000 N N N N N Farfetch Ltd USD XXXX N N N HLF FIN SARL LLC/HERBALI N/A 40390DAC9 2326000.00000000 PA USD 1782902.26000000 0.417823235187 Long DBT CORP US N 2 2029-06-01 Fixed 4.87500000 N N N N N N NEXTERA ENERGY INC N/A 65339F739 57664.00000000 NS USD 2830149.12000000 0.663245590019 Long EP CORP US N 1 N N N SOCIETE GENERALE O2RNE8IBXP4R0TD8PU41 N/A -19002430.42000000 PA USD -19002430.42000000 -4.45322053408 Short RA CORP FR N 2 Reverse repurchase Y 1.53500000 2023-12-15 28763644.41000000 USD 28763644.41000000 USD N N N LENOVO N/A N/A 1031000.00000000 PA USD 1143636.75000000 0.268011330449 Long DBT CORP HK N 2 2029-08-26 Fixed 2.50000000 N N N N N Lenovo Group Ltd USD XXXX N N N FERRELLGAS LP/FERRELLGAS N/A 315289AC2 2355000.00000000 PA USD 1992237.21000000 0.466880891352 Long DBT CORP US N 2 2029-04-01 Fixed 5.87500000 N N N N N N VERMILION ENERGY INC WT03B8BB1IX8WI9ZGV02 923725AD7 2047000.00000000 PA USD 1900721.38000000 0.445434151943 Long DBT CORP CA N 2 2030-05-01 Fixed 6.87500000 N N N N N N SBI HOLDINGS INC 353800L6LMHYIPSMRQ17 BK4146019 120000000.00000000 PA 935923.33000000 0.219333679922 Long DBT CORP JP N 2 2025-07-25 None 0.00000000 N N N N N SBI Holdings Inc/Japan JPY XXXX N N N MICRON TECHNOLOGY INC B3DXGBC8GAIYWI2Z0172 595112BT9 1100000.00000000 PA USD 778410.79000000 0.182420608173 Long DBT CORP US N 2 2041-11-01 Fixed 3.36600000 N N N N N N BOMBARDIER INC W7L3VLU8EHQY34Z36697 097751BV2 2656000.00000000 PA USD 2650450.03000000 0.621133099150 Long DBT CORP CA N 2 2026-06-15 Fixed 7.12500000 N N N N N N DELIVERY HERO AG 529900C3EX1FZGE48X78 ZL0636734 1500000.00000000 PA 1545186.92000000 0.362114633184 Long DBT CORP DE N 2 2030-02-21 Fixed 3.25000000 N N N N N Delivery Hero SE EUR XXXX N N N OZLM Ltd N/A 67113DBJ2 2500000.00000000 PA USD 2267880.00000000 0.531477793189 Long ABS-O CORP KY N 2 2032-07-20 Floating 8.65000000 N N N N N N CELLNEX TELECOM SA 5493008T4YG3AQUI7P67 BM3171360 700000.00000000 PA 625556.84000000 0.146599277226 Long DBT CORP ES N 2 2031-11-20 Fixed 0.75000000 N N N N N Cellnex Telecom SA EUR XXXX N N N CITIGROUP GLOBAL MARKETS 82VOJDD5PTRDMVVMGV31 17331H5G7 2702000.00000000 PA USD 2864138.91000000 0.671211099032 Long DBT CORP US N 2 2028-03-22 Fixed 0.25000000 N N N N N Halliburton Co USD XXXX N N N URBAN ONE INC 549300PLGIGPBRQUP240 91705JAC9 5159000.00000000 PA USD 4690717.57000000 1.099269900778 Long DBT CORP US N 2 2028-02-01 Fixed 7.37500000 N N N N N N The Bank of New York Mellon HPFHU0OQ28E4N0NFVK49 N/A 40860000.00000000 NC -6029.81000000 -0.00141308627 N/A DFE US N 2 THE BANK OF NEW YORK MELLON HPFHU0OQ28E4N0NFVK49 308178.03000000 USD 40860000.00000000 JPY 2023-06-13 -6029.81000000 N N N INTERNATIONAL GAME TECH 549300UQ6KHRCZDRGZ76 460599AC7 3000000.00000000 PA USD 3040740.00000000 0.712597573443 Long DBT CORP GB N 2 2025-02-15 Fixed 6.50000000 N N N N N N IBM VGRQXHF3J8VDLUA7XE92 459200101 30000.00000000 NS USD 3792300.00000000 0.888725697616 Long EC CORP US N 1 N N N BLOOM ENERGY CORP 549300XB5J9BFW5JXV97 093712AH0 756000.00000000 PA USD 937062.00000000 0.219600527294 Long DBT CORP US N 2 2025-08-15 Fixed 2.50000000 N N N N Y Bloom Energy Corp USD XXXX N N N WYNN MACAU LTD 254900NMDQ8ENTHU1I31 98313RAJ5 2749000.00000000 PA USD 3131111.00000000 0.733776021883 Long DBT CORP KY N 2 2029-03-07 Fixed 4.50000000 N N N N N Wynn Macau Ltd USD XXXX N N N SAREPTA THERAPEUTICS INC 549300IKDPIED8J8IG21 803607AC4 5439000.00000000 PA USD 6146098.17000000 1.440338418309 Long DBT CORP US N 2 2027-09-15 Fixed 1.25000000 N N N N N Sarepta Therapeutics Inc USD XXXX N N N PNC Financial Services Group I CFGNEKW0P8842LEUIA51 693475105 13000.00000000 NS USD 1693250.00000000 0.396813223502 Long EC CORP US N 1 N N N NIPPON STEEL CORP 35380065QWQ4U2V3PA33 BR4844972 130000000.00000000 PA 1166672.79000000 0.273409827593 Long DBT CORP JP N 2 2024-10-04 None 0.00000000 N N N N N Nippon Steel Corp JPY XXXX N N N PEBBLEBROOK HOTEL TRUST 5493004Q1NNH6JXCSI52 70509VAA8 5596000.00000000 PA USD 4839209.72000000 1.134069043672 Long DBT CORP US N 2 2026-12-15 Fixed 1.75000000 N N N N Y Pebblebrook Hotel Trust USD XXXX N N N DISH NETWORK CORP 529900U350CWHH15G169 25470MAG4 1392000.00000000 PA USD 1317396.64000000 0.308731969496 Long DBT CORP US N 2 2027-11-15 Fixed 11.75000000 N N N N N N DEXCOM INC 549300YSK3QDSFR5EU59 252131AH0 281000.00000000 PA USD 829371.50000000 0.194363253150 Long DBT CORP US N 2 2023-12-01 Fixed 0.75000000 N N N N Y DexCom Inc USD XXXX N N N The Bank of New York Mellon HPFHU0OQ28E4N0NFVK49 N/A -300000.00000000 NC -5560.59000000 -0.00130312454 N/A DFE US N 2 THE BANK OF NEW YORK MELLON HPFHU0OQ28E4N0NFVK49 300000.00000000 EUR 326510.10000000 USD 2023-06-13 -5560.59000000 N N N AMERICAN AIRLINES/AADVAN N/A 00253XAB7 3601000.00000000 PA USD 3429437.85000000 0.803688934333 Long DBT CORP US N 2 2029-04-20 Fixed 5.75000000 N N N N N N ALGONQUIN PWR & 549300K5VIUTJXQL7X75 015857873 26595.00000000 NS USD 805030.65000000 0.188658973716 Long EP CORP CA N 1 N N N CALUMET SPECIALTY PROD N/A 131477AV3 1712000.00000000 PA USD 1658611.28000000 0.388695637711 Long DBT CORP US N 2 2027-01-15 Fixed 8.12500000 N N N N N N CARNIVAL HLDGS BM LTD N/A 14366RAA7 1397000.00000000 PA USD 1503247.94000000 0.352286231091 Long DBT CORP US N 2 2028-05-01 Fixed 10.37500000 N N N N N N GENESIS ENERGY LP/FIN N/A 37185LAM4 2467000.00000000 PA USD 2464373.14000000 0.577525970528 Long DBT CORP US N 2 2027-01-15 Fixed 8.00000000 N N N N N N SIRIUS XM RADIO INC WP5O65E6BMU84LNO4227 82967NBL1 2000000.00000000 PA USD 1791566.20000000 0.419853629966 Long DBT CORP US N 2 2026-09-01 Fixed 3.12500000 N N N N N N Park Blue CLO Ltd N/A 70019AAJ8 3400000.00000000 PA USD 3409326.20000000 0.798975768134 Long ABS-O CORP KY N 2 2036-04-20 Floating 10.35700000 N N N N N N CARNIVAL CORP F1OF2ZSX47CR0BCWA982 143658BU5 2042000.00000000 PA USD 2107344.00000000 0.493856173435 Long DBT CORP PA N 2 2027-12-01 Fixed 5.75000000 N N N N Y Carnival Corp USD XXXX N N N SERVICE CORP INTL 549300RKVM2ME20JHZ15 817565CF9 2271000.00000000 PA USD 1926212.03000000 0.451407887065 Long DBT CORP US N 2 2030-08-15 Fixed 3.37500000 N N N N N N SHIFT4 PAYMENTS INC N/A 82452JAB5 6042000.00000000 PA USD 6619011.00000000 1.551165564039 Long DBT CORP US N 2 2025-12-15 None 0.00000000 N N N N Y Shift4 Payments Inc USD XXXX N N N VINPEARL JSC 213800D8TU57ZQLBPB84 BR4817572 1200000.00000000 PA USD 909000.00000000 0.213024196169 Long DBT CORP VN N 2 2026-09-21 Fixed 3.25000000 N N N N N Vingroup JSC USD XXXX N N N MCAFEE CORP 2549009UKR8UEZYVCR93 579063AB4 1985000.00000000 PA USD 1650266.27000000 0.386739984194 Long DBT CORP US N 2 2030-02-15 Fixed 7.37500000 N N N N N N NEW FORTRESS ENERGY INC 254900EICTYTCHA5X705 644393AB6 2887000.00000000 PA USD 2653320.74000000 0.621805850185 Long DBT CORP US N 2 2026-09-30 Fixed 6.50000000 N N N N N N The Bank of New York Mellon HPFHU0OQ28E4N0NFVK49 N/A 423933.84000000 NC 12470.14000000 0.002922377942 N/A DFE US N 2 THE BANK OF NEW YORK MELLON HPFHU0OQ28E4N0NFVK49 456783.20000000 USD 423933.84000000 EUR 2023-06-13 12470.14000000 N N N BIGCOMMERCE HOLDINGS INC 549300MOVEFQ78DMPG58 08975PAB4 1024000.00000000 PA USD 791040.00000000 0.185380264178 Long DBT CORP US N 2 2026-10-01 Fixed 0.25000000 N N N N Y BigCommerce Holdings Inc USD XXXX N N N UNITY SOFTWARE INC 549300D1ESJMGNQNG432 91332UAB7 1378000.00000000 PA USD 1078285.00000000 0.252696144517 Long DBT CORP US N 2 2026-11-15 None 0.00000000 N N N N Y Unity Software Inc USD XXXX N N N The Bank of New York Mellon HPFHU0OQ28E4N0NFVK49 N/A -1400000.00000000 NC 254.02000000 0.000059529599 N/A DFE US N 2 THE BANK OF NEW YORK MELLON HPFHU0OQ28E4N0NFVK49 1400000.00000000 HKD 178948.91000000 USD 2023-06-13 254.02000000 N N N Galaxy CLO Ltd 549300XTB6S9P2VMDV60 36320HAJ8 3400000.00000000 PA USD 3399187.40000000 0.796599739839 Long ABS-O CORP KY N 2 2036-04-15 Floating 10.03100000 N N N N N N 2023-05-30 Advent Convertible and Income Fund Robert White Robert White Treasurer and CFO